def test_transform_multiple_observations_two_tailed(self):
self.estimator = EmpiricalEstimator(direction='two-tailed')
ref_observations = np.array([[1, 2], [2, 3], [2, 4], [4, 5]])
weights = np.array([1, 1, 1, 1])
observations = np.array([[0, 1], [2, 3], [5, 6]])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_almost_equal(
self.estimator.transform(observations),
np.array([[0.0, 0.0], [1.0, 1.0], [0.0, 0.0]]))
def setUp(self):
self.estimator = EmpiricalEstimator()
class TestEmpiricalEstimator(TestCase):
def setUp(self):
self.estimator = EmpiricalEstimator()
def test_init_default(self):
self.estimator = EmpiricalEstimator()
self.assertEqual(self.estimator.direction, 'right-tailed')
self.assertFalse(hasattr(self.estimator, "reference_observations"))
self.assertFalse(hasattr(self.estimator, "cum_weights"))
def test_init_left_tailed(self):
self.estimator = EmpiricalEstimator(direction='left-tailed')
self.assertEqual(self.estimator.direction, 'left-tailed')
self.assertFalse(hasattr(self.estimator, "reference_observations"))
self.assertFalse(hasattr(self.estimator, "cum_weights"))
def test_init_right_tailed(self):
self.estimator = EmpiricalEstimator(direction='right-tailed')
self.assertEqual(self.estimator.direction, 'right-tailed')
self.assertFalse(hasattr(self.estimator, "reference_observations"))
self.assertFalse(hasattr(self.estimator, "cum_weights"))
def test_init_two_tailed(self):
self.estimator = EmpiricalEstimator(direction='two-tailed')
self.assertEqual(self.estimator.direction, 'two-tailed')
self.assertFalse(hasattr(self.estimator, "reference_observations"))
self.assertFalse(hasattr(self.estimator, "cum_weights"))
def test_init_unknown_direction(self):
self.assertRaises(ValueError, EmpiricalEstimator, 'unknown-tailed')
def test_fit_empty_ref_observations(self):
ref_observations = np.array([[]])
weights = np.array([])
self.assertRaises(ValueError, self.estimator.fit, ref_observations,
weights)
def test_fit_inconsistent_length_ref_observations_and_weights(self):
ref_observations = np.array([[1, 2], [2, 3]])
weights = np.array([1, 2, 3])
self.assertRaises(ValueError, self.estimator.fit, ref_observations,
weights)
def test_fit_single_ref_observation(self):
ref_observations = np.array([[1, 2]])
weights = np.array([1])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_equal(self.estimator.reference_observations,
np.array([[1, 2]]))
np.testing.assert_array_equal(self.estimator.cum_weights,
np.array([[0, 0], [1, 1]]))
def test_fit_multiple_ref_observations_equal_weights(self):
ref_observations = np.array([[1, 2], [1, 2], [3, 4], [3, 4]])
weights = np.array([1, 1, 1, 1])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_equal(
self.estimator.reference_observations,
np.array([[1, 2], [1, 2], [3, 4], [3, 4]]))
np.testing.assert_array_equal(
self.estimator.cum_weights,
np.array([[0, 0], [1, 1], [2, 2], [3, 3], [4, 4]]))
def test_fit_multiple_ref_observations_various_weights(self):
ref_observations = np.array([[1, 2], [1, 2], [3, 4], [3, 4]])
weights = np.array([1, 2, 2, 1])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_equal(
self.estimator.reference_observations,
np.array([[1, 2], [1, 2], [3, 4], [3, 4]]))
np.testing.assert_array_equal(
self.estimator.cum_weights,
np.array([[0, 0], [1, 1], [3, 3], [5, 5], [6, 6]]))
def test_without_fit(self):
observations = np.array([[1, 2, 3], [2, 3, 4]])
self.assertRaises(ValueError, self.estimator.transform, observations)
def test_transform_inconsistent_number_of_features(self):
ref_observations = np.array([[1, 2], [2, 3]])
weights = np.array([1, 1])
observations = np.array([[1, 2, 3], [2, 3, 4]])
self.estimator.fit(ref_observations, weights)
self.assertRaises(ValueError, self.estimator.transform, observations)
def test_transform_zero_weights(self):
ref_observations = np.array([[1, 2]])
weights = np.array([0])
observations = np.array([[1, 2], [2, 3]])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_almost_equal(
self.estimator.transform(observations),
np.array([[1.0, 1.0], [1.0, 1.0]]))
def test_transform_single_observation(self):
ref_observations = np.array([[1, 2], [2, 3], [3, 4]])
weights = np.array([1, 1, 1])
observations = np.array([[2, 3]])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_almost_equal(
self.estimator.transform(observations), np.array([[2 / 3, 2 / 3]]))
def test_transform_multiple_observations_left_tailed(self):
self.estimator = EmpiricalEstimator(direction='left-tailed')
ref_observations = np.array([[1, 2], [2, 3], [2, 4], [4, 5]])
weights = np.array([1, 1, 1, 1])
observations = np.array([[0, 1], [2, 3], [5, 6]])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_almost_equal(
self.estimator.transform(observations),
np.array([[0.0, 0.0], [0.75, 0.5], [1.0, 1.0]]))
def test_transform_multiple_observations_right_tailed(self):
self.estimator = EmpiricalEstimator(direction='right-tailed')
ref_observations = np.array([[1, 2], [2, 3], [2, 4], [4, 5]])
weights = np.array([1, 1, 1, 1])
observations = np.array([[0, 1], [2, 3], [5, 6]])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_almost_equal(
self.estimator.transform(observations),
np.array([[1.0, 1.0], [0.75, 0.75], [0.0, 0.0]]))
def test_transform_multiple_observations_two_tailed(self):
self.estimator = EmpiricalEstimator(direction='two-tailed')
ref_observations = np.array([[1, 2], [2, 3], [2, 4], [4, 5]])
weights = np.array([1, 1, 1, 1])
observations = np.array([[0, 1], [2, 3], [5, 6]])
self.estimator.fit(ref_observations, weights)
np.testing.assert_array_almost_equal(
self.estimator.transform(observations),
np.array([[0.0, 0.0], [1.0, 1.0], [0.0, 0.0]]))
def test_init_two_tailed(self):
self.estimator = EmpiricalEstimator(direction='two-tailed')
self.assertEqual(self.estimator.direction, 'two-tailed')
self.assertFalse(hasattr(self.estimator, "reference_observations"))
self.assertFalse(hasattr(self.estimator, "cum_weights"))
def test_init_default(self):
self.estimator = EmpiricalEstimator()
self.assertEqual(self.estimator.direction, 'right-tailed')
self.assertFalse(hasattr(self.estimator, "reference_observations"))
self.assertFalse(hasattr(self.estimator, "cum_weights"))