blob: 236f8a521f45e7a37683d4ad1a22a5780ea5017a [file] [log] [blame]
// Copyright 2018 The Chromium Authors
// Use of this source code is governed by a BSD-style license that can be
// found in the LICENSE file.
#include "chromecast/base/statistics/weighted_moving_linear_regression.h"
#include "testing/gtest/include/gtest/gtest.h"
namespace chromecast {
TEST(WeightedMovingLinearRegressionTest, NotEnoughSamples) {
for (int num_samples = 0; num_samples <= 2; ++num_samples) {
WeightedMovingLinearRegression linear(1e6);
for (int s = 0; s < num_samples; ++s)
linear.AddSample(s, s, 1.0);
int64_t y = 12345;
double error = 12345.0;
EXPECT_FALSE(linear.EstimateY(0, &y, &error));
EXPECT_EQ(12345, y);
EXPECT_EQ(12345.0, error);
double slope = 12345.0;
EXPECT_FALSE(linear.EstimateSlope(&slope, &error));
EXPECT_EQ(12345.0, slope);
EXPECT_EQ(12345.0, error);
}
}
TEST(WeightedMovingLinearRegressionTest, NoXVariance) {
WeightedMovingLinearRegression linear(1e6);
for (int s = 0; s < 10; ++s)
linear.AddSample(0, s, 1.0);
int64_t y = 12345;
double error = 12345.0;
EXPECT_FALSE(linear.EstimateY(0, &y, &error));
EXPECT_EQ(12345, y);
EXPECT_EQ(12345.0, error);
double slope = 12345.0;
EXPECT_FALSE(linear.EstimateSlope(&slope, &error));
EXPECT_EQ(12345.0, slope);
EXPECT_EQ(12345.0, error);
}
TEST(WeightedMovingLinearRegressionTest, ZeroWeight) {
WeightedMovingLinearRegression linear(1e6);
for (int s = 0; s < 10; ++s)
linear.AddSample(s, s, 0.0);
int64_t y = 12345;
double error = 12345.0;
EXPECT_FALSE(linear.EstimateY(0, &y, &error));
EXPECT_EQ(12345, y);
EXPECT_EQ(12345.0, error);
double slope = 12345.0;
EXPECT_FALSE(linear.EstimateSlope(&slope, &error));
EXPECT_EQ(12345.0, slope);
EXPECT_EQ(12345.0, error);
}
TEST(WeightedMovingLinearRegressionTest, SimpleLine) {
WeightedMovingLinearRegression linear(1e6);
for (int s = 0; s < 3; ++s)
linear.AddSample(s, s, 1.0);
int64_t y;
double error;
EXPECT_TRUE(linear.EstimateY(20, &y, &error));
EXPECT_EQ(20, y);
EXPECT_DOUBLE_EQ(0.0, error);
double slope;
EXPECT_TRUE(linear.EstimateSlope(&slope, &error));
EXPECT_DOUBLE_EQ(1.0, slope);
EXPECT_DOUBLE_EQ(0.0, error);
}
TEST(WeightedMovingLinearRegressionTest, SimpleLineHighX) {
WeightedMovingLinearRegression linear(1e6);
for (int s = 0; s < 10; ++s)
linear.AddSample(1000000000 + s, s, 1.0);
int64_t y;
double error;
EXPECT_TRUE(linear.EstimateY(0, &y, &error));
EXPECT_EQ(-1000000000, y);
EXPECT_DOUBLE_EQ(0.0, error);
EXPECT_TRUE(linear.EstimateY(1000000020, &y, &error));
EXPECT_EQ(20, y);
EXPECT_DOUBLE_EQ(0.0, error);
double slope;
EXPECT_TRUE(linear.EstimateSlope(&slope, &error));
EXPECT_DOUBLE_EQ(1.0, slope);
EXPECT_DOUBLE_EQ(0.0, error);
}
TEST(WeightedMovingLinearRegressionTest, Weighted) {
WeightedMovingLinearRegression linear(1e6);
// Add some weight 1.0 points on the line y = x/2, and some weight 2.0 points
// on the line y = x/2 + 4.5.
for (int s = 0; s < 1000; ++s) {
linear.AddSample(2 * s, s, 1.0);
linear.AddSample(2 * s + 1, s + 5, 2.0);
}
// The resulting estimate should be y = x/2 + 3.
int64_t y;
double error;
EXPECT_TRUE(linear.EstimateY(20, &y, &error));
EXPECT_EQ(13, y);
EXPECT_TRUE(linear.EstimateY(-20, &y, &error));
EXPECT_EQ(-7, y);
EXPECT_NEAR(0.0, error, 0.1);
double slope;
EXPECT_TRUE(linear.EstimateSlope(&slope, &error));
EXPECT_NEAR(0.5, slope, 0.001);
EXPECT_NEAR(0.0, error, 0.001);
}
TEST(WeightedMovingLinearRegressionTest, DropOldSamples) {
WeightedMovingLinearRegression linear(1999);
// First add some points that will fall outside of the window.
for (int s = -1000; s < 0; ++s)
linear.AddSample(s, 0, 1.0);
// Add some weight 1.0 points on the line y = x/2, and some weight 2.0 points
// on the line y = x/2 + 4.5.
for (int s = 0; s < 1000; ++s) {
linear.AddSample(2 * s, s, 1.0);
linear.AddSample(2 * s + 1, s + 5, 2.0);
}
// The resulting estimate should be y = x/2 + 3.
int64_t y;
double error;
EXPECT_TRUE(linear.EstimateY(20, &y, &error));
EXPECT_EQ(13, y);
EXPECT_TRUE(linear.EstimateY(-20, &y, &error));
EXPECT_EQ(-7, y);
EXPECT_NEAR(0.0, error, 0.1);
double slope;
EXPECT_TRUE(linear.EstimateSlope(&slope, &error));
EXPECT_NEAR(0.5, slope, 0.001);
EXPECT_NEAR(0.0, error, 0.001);
}
} // namespace chromecast