$:.unshift(File.dirname(__FILE__)+'/../lib/')
require 'statsample'
require 'test/unit'
require 'matrix_extension'
class StatsampleFactorTestCase < Test::Unit::TestCase
    def test_pca
      require 'gsl'
      a=[2.5, 0.5, 2.2, 1.9, 3.1, 2.3, 2.0, 1.0, 1.5, 1.1].to_scale
      b=[2.4,0.7,2.9,2.2,3.0,2.7,1.6,1.1,1.6,0.9].to_scale
      a.recode! {|c| c-a.mean}
      b.recode! {|c| c-b.mean}
      ds={'a'=>a,'b'=>b}.to_dataset
      cov_matrix=Statsample::Bivariate.covariance_matrix(ds)
      pca=Statsample::Factor::PCA.new(cov_matrix)
      expected_eigenvalues=[1.284, 0.0490]
      expected_eigenvalues.each_with_index{|ev,i|
        assert_in_delta(ev,pca.eigenvalues[i],0.001)
      }
      expected_fm_1=GSL::Matrix[[0.677], [0.735]]
      expected_fm_2=GSL::Matrix[[0.677,0.735], [0.735, -0.677]]
      _test_matrix(expected_fm_1,pca.feature_vector(1))
      _test_matrix(expected_fm_2,pca.feature_vector(2))
    end
    def test_rotation_varimax
      a = Matrix[ [ 0.4320,  0.8129,  0.3872]  ,
       [0.7950, -0.5416,  0.2565]  ,
       [0.5944,  0.7234, -0.3441],
       [0.8945, -0.3921, -0.1863] ]
       expected= Matrix[[-0.0204423,     0.938674,    -0.340334],
       [0.983662, 0.0730206, 0.134997],
       [0.0826106, 0.435975, -0.893379],
       [0.939901, -0.0965213, -0.309596]].to_gsl
       varimax=Statsample::Factor::Varimax.new(a)
       varimax.iterate
       _test_matrix(expected,varimax.rotated)
    end
    def _test_matrix(a,b)
      a.size1.times {|i|
        a.size2.times {|j|
          assert_in_delta(a[i,j], b[i,j],0.001)
        }
      }
    end
end