# -*- tcl -*- # Tests for changepoint library. # # RCS: @(#) $Id: geometry.test,v 1.13 2010/04/06 17:02:25 andreas_kupries Exp $ # ------------------------------------------------------------------------- source [file join \ [file dirname [file dirname [file join [pwd] [info script]]]] \ devtools testutilities.tcl] testsNeedTcl 8.6 testsNeedTcltest 1.0 support { useLocal math.tcl math useLocal linalg.tcl math::linearalgebra useLocal statistics.tcl math::statistics } testing { useLocal changepoint.tcl math::changepoint } # setRand -- # Make sure we always get the same results: # Use srand() to ensure that the random numbers follow # the same sequence. # proc setRand {} { expr {srand(100000)} } # test data NIST -- # From https://www.itl.nist.gov/div898/handbook/pmc/section3/pmc323.htm # set testdata { 324.93 324.68 324.73 324.35 325.35 325.23 324.13 324.53 325.23 324.60 324.63 325.15 328.33 327.25 327.83 328.50 326.68 327.78 326.88 328.35 } # test data for binary sgmentation # setRand set series [concat [lrepeat 20 0.0] [lrepeat 20 1.0]] set noise [::math::statistics::random-normal 0.0 1.5 40] set binsegSeries [lrepeat 40 0.0] for {set n 0} {$n < 40} {incr n} { lset binsegSeries $n [expr {[lindex $series $n] + [lindex $noise $n]}] } # actual tests # test cusum-1.0 {examine entire data set} -body { global testdata set location [::math::changepoint::cusum-detect $testdata -target 325 -tolerance 0.635] } -result 12 test cusum-1.1 {examine the data set one value at a time} -body { global testdata set cpd [::math::changepoint::cusum-online new -target 325 -tolerance 0.635] set loc 0 foreach value $testdata { if { [$cpd examine $value] } { break } incr loc } set location $loc } -result 12 test binseg-1.0 {binary segmentation for a series with clear shift} -body { global binsegSeries ::math::changepoint::binary-segmentation $series } -result 19 test binseg-1.1 {binary segmentation for a series with clear shift - longer minimum length} -body { global binsegSeries ::math::changepoint::binary-segmentation $series -minlength 10 } -result 19