48 lines
37 KiB
JavaScript
48 lines
37 KiB
JavaScript
var vows = require('vows');
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var assert = require('assert');
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var suite = vows.describe('jStat');
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require('../env.js');
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suite.addBatch({
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'model test': {
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'topic': function() {
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return jStat;
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},
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'array call': function(jStat) {
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// The result is reviewed by R.
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var exog = [[1, 0.9],
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[1, 2.1],
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[1, 2.9],
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[1, 4.1],
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[1, 4.9],
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[1, 6.1],
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[1, 6.9],
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[1, 8.1],
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[1, 8.9],
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[1, 10.1]];
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var endog = [11, 12, 13, 14, 15, 16, 17, 18, 19, 20];
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//var exog = 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//var endog = [6.0,1.0,1.0,1.0,0.0,1.0,1.0,4.0,3.0,0.0,4.0,1.0,5.0,0.0,0.0,0.0,1.0,1.0,5.0,0.0,2.0,2.0,2.0,6.0,1.0,1.0,1.0,0.0,1.0,0.0,2.0,1.0,0.0,1.0,4.0,0.0,1.0,5.0,6.0,1.0,0.0,5.0,1.0,6.0,2.0,2.0,6.0,0.0,1.0,2.0,5.0,5.0,3.0,0.0,0.0,5.0,2.0,0.0,6.0,0.0,0.0,0.0,2.0,1.0,0.0,1.0,0.0,4.0,4.0,6.0,5.0,1.0,6.0,3.0,1.0,2.0,0.0,1.0,2.0,3.0,3.0,1.0,2.0,0.0,4.0,0.0,5.0,0.0,6.0,0.0,1.0,2.0,6.0,6.0,1.0,1.0,5.0,6.0,5.0,4.0,0.0,5.0,1.0,4.0,0.0,0.0,1.0,6.0,0.0,1.0,0.0,0.0,0.0,6.0,4.0,3.0,0.0,4.0,2.0,2.0,0.0,6.0,0.0,6.0,4.0,3.0,0.0,0.0,6.0,2.0,3.0,1.0,5.0,6.0,1.0,4.0,0.0,0.0,3.0,5.0,0.0,1.0,3.0,1.0,0.0,4.0,0.0,1.0,0.0,0.0,6.0,0.0,1.0,0.0,0.0,0.0,0.0,0.0,1.0,1.0,5.0,1.0,1.0,5.0,5.0,4.0,0.0,0.0,0.0,4.0,1.0,5.0,5.0,6.0,0.0,1.0,1.0,0.0,1.0,5.0,6.0,0.0,0.0,0.0,3.0,5.0,1.0,2.0,1.0,6.0,1.0,2.0,1.0,5.0,5.0,0.0,0.0,0.0,1.0,5.0,0.0,5.0,5.0,6.0,5.0,1.0,0.0,6.0,5.0,1.0,6.0,1.0,2.0,5.0,1.0,5.0,1.0,2.0,0.0,2.0,3.0,5.0,2.0,2.0,0.0,0.0,1.0,0.0,6.0,2.0,5.0,0.0,4.0,0.0,4.0,0.0,0.0,2.0,3.0,0.0,2.0,0.0,2.0,0.0,5.0,6.0,1.0,6.0,6.0,0.0,0.0,0.0,2.0,4.0,6.0,1.0,1.0,4.0,4.0,1.0,2.0,5.0,1.0,4.0,1.0,2.0,0.0,1.0,1.0,0.0,2.0,0.0,1.0,2.0,2.0,6.0,1.0,6.0,0.0,1.0,1.0,5.0,0.0,4.0,1.0,5.0,4.0,2.0,4.0,4.0,5.0,0.0,4.0,4.0,1.0,6.0,5.0,2.0,1.0,6.0,5.0,6.0,1.0,0.0,1.0,0.0,0.0,6.0,1.0,6.0,0.0,0.0,1.0,0.0,5.0,1.0,5.0,2.0,1.0,0.0,1.0,5.0,6.0,0.0,5.0,1.0,2.0,5.0,1.0,1.0,5.0,5.0,1.0,0.0,2.0,0.0,1.0,1.0,6.0,0.0,0.0,0.0,1.0,2.0,1.0,5.0,5.0,0.0,4.0,6.0,5.0,5.0,4.0,5.0,2.0,6.0,5.0,6.0,5.0,1.0,0.0,4.0,2.0,0.0,0.0,0.0,6.0,6.0,6.0,1.0,5.0,0.0,5.0,1.0,1.0,6.0,0.0,6.0,0.0,6.0,0.0,1.0,4.0,1.0,0.0,5.0,0.0,0.0,1.0,0.0,0.0,0.0,1.0,1.0,6.0,2.0,6.0,6.0,0.0,0.0,0.0,1.0,1.0,6.0,0.0,2.0,6.0,6.0,0.0,6.0,6.0,1.0,1.0,6.0,0.0,1.0,5.0,6.0,6.0,3.0,4.0,6.0,5.0,3.0,0.0,6.0,5.0,1.0,0.0,4.0,5.0,2.0,0.0,5.0,0.0,4.0,0.0,2.0,1.0,6.0,1.0,0.0,0.0,0.0,6.0,4.0,4.0,5.0,1.0,3.0,5.0,6.0,4.0,1.0,0.0,5.0,5.0,1.0,6.0,6.0,0.0,6.0,6.0,1.0,0.0,4.0,0.0,0.0,2.0,2.0,6.0,1.0,1.0,0.0,6.0,0.0,6.0,0.0,5.0,6.0,2.0,0.0,6.0,6.0,1.0,0.0,0.0,5.0,0.0,6.0,0.0,4.0,4.0,6.0,2.0,3.0,1.0,2.0,1.0,1.0,6.0,6.0,4.0,4.0,5.0,5.0,0.0,6.0,0.0,4.0,1.0,6.0,4.0,0.0,0.0,0.0,1.0,5.0,2.0,0.0,0.0,2.0,5.0,5.0,5.0,5.0,1.0,3.0,6.0,1.0,1.0,1.0,6.0,5.0,1.0,2.0,0.0,2.0,5.0,5.0,0.0,5.0,3.0,1.0,0.0,6.0,0.0,1.0,5.0,1.0,6.0,1.0,6.0,1.0,4.0,2.0,5.0,4.0,0.0,0.0,1.0,6.0,1.0,1.0,2.0,0.0,4.0,1.0,0.0,0.0,2.0,0.0,0.0,4.0,2.0,6.0,1.0,6.0,4.0,0.0,6.0,2.0,0.0,2.0,2.0,5.0,4.0,1.0,6.0,3.0,0.0,4.0,6.0,2.0,5.0,2.0,6.0,0.0,4.0,5.0,5.0,6.0,1.0,1.0,0.0,6.0,6.0,2.0,6.0,4.0,6.0,1.0,4.0,6.0,0.0,6.0,6.0,4.0,4.0,1.0,5.0,6.0,5.0,1.0,1.0,5.0,5.0,6.0,4.0,1.0,2.0,1.0,5.0,4.0,1.0,0.0,4.0,4.0,4.0,0.0,3.0,4.0,2.0,2.0,1.0,2.0,2.0,5.0,6.0,6.0,4.0,1.0,6.0,5.0,6.0,4.0,5.0,0.0,0.0,5.0,4.0,0.0,6.0,2.0,0.0,5.0,5.0,5.0,0.0,2.0,1.0,0.0,1.0,0.0,6.0,5.0,1.0,6.0,1.0,6.0,5.0,4.0,1.0,6.0,0.0,3.0,6.0,2.0,1.0,6.0,6.0,4.0,2.0,2.0,4.0,1.0,6.0,1.0,1.0,2.0,3.0,3.0,6.0,2.0,4.0,1.0,6.0,5.0,2.0,5.0,6.0,4.0,6.0,0.0,5.0,0.0,5.0,5.0,5.0,1.0,5.0,3.0,5.0,5.0,2.0,4.0,5.0,1.0,3.0,0.0,1.0,6.0,2.0,1.0,6.0,6.0,5.0,6.0,5.0,3.0,4.0,4.0,5.0,1.0,6.0,6.0,6.0,5.0,4.0,4.0,2.0,0.0,1.0,5.0,2.0,0.0,5.0,6.0,0.0,1.0,6.0,0.0,0.0,1.0,6.0,6.0,1.0,4.0,3.0,1.0,5.0,6.0,1.0,4.0,5.0,1.0,0.0,5.0,2.0,6.0,5.0,2.0,2.0,2.0,0.0,5.0,6.0,6.0,0.0,2.0,5.0,5.0,1.0,2.0,5.0,5.0,3.0,6.0,1.0,6.0,0.0,6.0,6.0,5.0,1.0,1.0,5.0,2.0,6.0,2.0,0.0,6.0,0.0,5.0,4.0,4.0,6.0,5.0,5.0,0.0,5.0,1.0,0.0,5.0,6.0,4.0,0.0,5.0,6.0,2.0,4.0,1.0,2.0,6.0,5.0,2.0,4.0,6.0,6.0,5.0,5.0,5.0,0.0,3.0,5.0,1.0,5.0,5.0,6.0,6.0,6.0,6.0,1.0,3.0,6.0,0.0,3.0,1.0,4.0,2.0,6.0,5.0,5.0,4.0,0.0,5.0,4.0,5.0,6.0,3.0,1.0,1.0,5.0,6.0,2.0,2.0,6.0,1.0,2.0,0.0,2.0,2.0,4.0,0.0,2.0,5.0,6.0,0.0,5.0,0.0,4.0,3.0,5.0,6.0,2.0,6.0,6.0,6.0,5.0,6.0,6.0,0.0,3.0,6.0,4.0,2.0,2.0,2.0,4.0,6.0,3.0,1.0,1.0,1.0,6.0,6.0,6.0,4.0,0.0,1.0,4.0,2.0,2.0,6.0,4.0,0.0,5.0,6.0,2.0,2.0,1.0,5.0,4.0,2.0,6.0,6.0,6.0,0.0,6.0,4.0,6.0,5.0,6.0,3.0];
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var model = jStat.models.ols(endog,exog);
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var tol = 0.01;
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// coff estimate
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assert.epsilon(tol, model.coef[0], 10.0395 );
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assert.epsilon(tol, model.coef[1], 0.9928 );
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/*
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assert.epsilon(tol, model.coef[2], -0.0033);
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assert.epsilon(tol, model.coef[3], 0.1608);
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assert.epsilon(tol, model.coef[4], 0.0520);
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assert.epsilon(tol, model.coef[5], -2.6639);
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*/
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//R2
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assert.epsilon(tol, model.R2, 0.9988);
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// f test
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assert.epsilon(tol, model.f.pvalue, 0.0000);
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}
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}
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});
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suite.export(module);
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