/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.mahout.math.stats; import org.apache.mahout.common.RandomUtils; import org.apache.mahout.math.MahoutTestCase; import org.apache.mahout.math.jet.random.Poisson; import org.junit.Test; import java.util.Random; public class OnlineExponentialAverageTest extends MahoutTestCase { @Test public void testAverage() { double[] t = {11.35718, 21.54637, 28.91061, 33.03586, 39.57767}; double[] x = {1.5992071, -1.3577032, -0.3405638, 0.7048632, 0.3020558}; double[] m = {1.5992071, -1.0168100, -0.4797436, 0.2836447, 0.2966159}; OnlineExponentialAverage averager = new OnlineExponentialAverage(5); for (int i = 0; i < t.length; i++) { averager.add(t[i], x[i]); assertEquals("Step " + i, m[i], averager.mean(), 1.0e-6); } } @Test public void testRate() { Random gen = RandomUtils.getRandom(); Poisson p = new Poisson(5, gen); double lastT = 0; double[] k = new double[1000]; double[] t = new double[1000]; for (int i = 1; i < 1000; i++) { // we sample every 5-15 seconds double dt = gen.nextDouble() * 10 + 5; t[i] = lastT + dt; // at those points, we get a Poisson count k[i] = p.nextInt(dt * 0.2); lastT = t[i]; } OnlineExponentialAverage averager = new OnlineExponentialAverage(2000); for (int i = 1; i < 1000; i++) { averager.add(t[i], k[i]); } assertEquals("Expected rate", 0.2, averager.meanRate(), 0.01); } }