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| 1 | +import { epanechnikov, gaussian, kde, scott, silverman } from '../src/common/kde'; |
| 2 | + |
| 3 | +describe('kde', () => { |
| 4 | + test('evaluate and grid', () => { |
| 5 | + const data = [1, 2, 3, 4, 5]; |
| 6 | + const model = kde(data, { bandwidthMethod: 'scott' }); |
| 7 | + expect(typeof model.bandwidth).toBe('number'); |
| 8 | + const v = model.evaluate(3); |
| 9 | + expect(typeof v).toBe('number'); |
| 10 | + const arr = model.evaluate([1, 2, 3]); |
| 11 | + expect(Array.isArray(arr)).toBeTruthy(); |
| 12 | + const g = model.evaluateGrid(10); |
| 13 | + expect(Array.isArray(g)).toBeTruthy(); |
| 14 | + expect(g.length).toBe(10); |
| 15 | + }); |
| 16 | + |
| 17 | + test('constant data returns zeros density when bandwidth is zero', () => { |
| 18 | + const data = [5, 5, 5]; |
| 19 | + const model = kde(data, { bandwidth: 0 }); |
| 20 | + const g = model.evaluateGrid(3); |
| 21 | + expect(g.length).toBe(3); |
| 22 | + expect(g.every(d => d.y === 0)).toBeTruthy(); |
| 23 | + }); |
| 24 | +}); |
| 25 | + |
| 26 | +describe('kde', () => { |
| 27 | + test('basic gaussian kde returns higher density near samples (evaluator API)', () => { |
| 28 | + const data = [0, 0, 1, 2, 3]; |
| 29 | + const points = [-1, 0, 0.5, 1, 2, 4]; |
| 30 | + const model = kde(data, { kernel: gaussian, bandwidth: 0.5 }); |
| 31 | + const densities = model.evaluate(points) as number[]; |
| 32 | + // highest density should be at 0 or 1 (near data points) |
| 33 | + const maxIdx = densities.indexOf(Math.max(...densities)); |
| 34 | + expect(points[maxIdx]).toBeGreaterThanOrEqual(0); |
| 35 | + expect(densities.length).toBe(points.length); |
| 36 | + }); |
| 37 | + |
| 38 | + test('epanechnikov kernel gives finite densities and respects bandwidth selectors (evaluator)', () => { |
| 39 | + const data = [1, 2, 3, 4, 5]; |
| 40 | + const points = [0, 1, 2, 3, 4, 5, 6]; |
| 41 | + const model1 = kde(data, { kernel: epanechnikov, bandwidthMethod: 'scott' }); |
| 42 | + const model2 = kde(data, { kernel: epanechnikov, bandwidthMethod: 'silverman' }); |
| 43 | + const d1 = model1.evaluate(points) as number[]; |
| 44 | + const d2 = model2.evaluate(points) as number[]; |
| 45 | + expect(d1.length).toBe(points.length); |
| 46 | + expect(d2.length).toBe(points.length); |
| 47 | + for (let i = 0; i < d1.length; i++) { |
| 48 | + expect(isFinite(d1[i])).toBe(true); |
| 49 | + expect(isFinite(d2[i])).toBe(true); |
| 50 | + } |
| 51 | + }); |
| 52 | + |
| 53 | + test('bandwidth helpers roughly scale with n and std', () => { |
| 54 | + const s = 2; |
| 55 | + const h1 = scott(100, s); |
| 56 | + const h2 = silverman(100, s); |
| 57 | + expect(h1).toBeGreaterThan(0); |
| 58 | + expect(h2).toBeGreaterThan(0); |
| 59 | + }); |
| 60 | + |
| 61 | + test('evaluateGrid returns N points and densities', () => { |
| 62 | + const data = [0, 1, 2]; |
| 63 | + const model = kde(data, { kernel: gaussian, bandwidth: 0.5 }); |
| 64 | + const res = model.evaluateGrid(5); |
| 65 | + expect(res.length).toBe(5); |
| 66 | + // points should be in increasing order |
| 67 | + for (let i = 1; i < res.length; i++) { |
| 68 | + expect(res[i].x).toBeGreaterThanOrEqual(res[i - 1].x); |
| 69 | + } |
| 70 | + }); |
| 71 | + |
| 72 | + test('evaluate(single) equals evaluate([single]) and is finite', () => { |
| 73 | + const data = [0, 1, 2, 3]; |
| 74 | + const model = kde(data, { kernel: gaussian }); |
| 75 | + const x = 1.3; |
| 76 | + const a = model.evaluate(x) as number; |
| 77 | + const b = (model.evaluate([x]) as number[])[0]; |
| 78 | + expect(typeof a).toBe('number'); |
| 79 | + expect(Number.isFinite(a)).toBe(true); |
| 80 | + expect(a).toBeCloseTo(b, 12); |
| 81 | + }); |
| 82 | + |
| 83 | + test('constant data evaluateGrid returns repeated point and same densities', () => { |
| 84 | + const data = [5, 5, 5]; |
| 85 | + const model = kde(data, { kernel: gaussian }); |
| 86 | + const res = model.evaluateGrid(4); |
| 87 | + expect(res.length).toBe(4); |
| 88 | + // all points should equal 5 and all densities should be equal |
| 89 | + for (let i = 0; i < res.length; i++) { |
| 90 | + expect(res[i].x).toBe(5); |
| 91 | + expect(res[i].y).toBeCloseTo(res[0].y, 12); |
| 92 | + } |
| 93 | + }); |
| 94 | + |
| 95 | + test('kernels produce non-negative finite densities and bandwidth present', () => { |
| 96 | + const data = [0, 2, 4, 6]; |
| 97 | + const modelG = kde(data, { kernel: gaussian }); |
| 98 | + const modelE = kde(data, { kernel: epanechnikov }); |
| 99 | + const testPoints = [0, 1, 2, 3, 4]; |
| 100 | + const dg = modelG.evaluate(testPoints) as number[]; |
| 101 | + const de = modelE.evaluate(testPoints) as number[]; |
| 102 | + for (let i = 0; i < testPoints.length; i++) { |
| 103 | + expect(Number.isFinite(dg[i])).toBe(true); |
| 104 | + expect(dg[i]).toBeGreaterThanOrEqual(0); |
| 105 | + expect(Number.isFinite(de[i])).toBe(true); |
| 106 | + expect(de[i]).toBeGreaterThanOrEqual(0); |
| 107 | + } |
| 108 | + expect(modelG.bandwidth).toBeGreaterThan(0); |
| 109 | + expect(modelE.bandwidth).toBeGreaterThan(0); |
| 110 | + }); |
| 111 | +}); |
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