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# -*- 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
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