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edpelt_test.go
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edpelt_test.go
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// Copyright 2020 Gregory Petrosyan <gregory.petrosyan@gmail.com>
//
// Licensed 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
//
// https://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 changepoint_test
import (
"fmt"
"reflect"
"sort"
"testing"
"pgregory.net/changepoint"
"pgregory.net/rapid"
)
var (
big = []float64{
8.51775781386248, 1013.74746867838, 969.560811828691, 9.99903626421251,
11.3498239348095, 990.192098938082, 10.8362538563524, 11.0497172665872,
1054.23425067251, 9.66601964023216, 1037.81637817117, 8.66558370477946,
919.374881701026, 1131.1541993554, 11.2022838597658, 7.98843446730286,
8.02589313889234, 10.8204269900969, 10.3681600526862, 8.93960790455779,
9.35305979981456, 915.395965153361, 8.16535865503972, 10.2120572491007,
1066.64002362996, 11.069835770419, 9.31344240206391, 10.2348674145244,
11.6801773710108, 7.84243526689435, 9.21956447597874, 1112.57213641362,
10.6780602207311, 1079.1784141977, 8.88378695422417, 8.70650073605106,
8.77123401566279, 10.1077223378988, 9.38105207657018, 12.1034309729932,
1053.30004708716, 955.498653876947, 953.97646035295, 9.80143691452122,
987.671577491428, 8.9168418081165, 9.68107569533077, 10.0424589038011,
9.63713378148637, 932.511669228627, 916.740706556999, 972.101180041745,
1057.81026627134, 888.449133758924, 10.4439525673558, 9.91175069231749,
9.16063280158654, 1094.72129249188, 983.216157217079, 878.618768427093,
959.360944583076, 9.81400390730057, 1042.77719758456, 10.0499199152934,
8.87431073340845, 9.76856626664346, 9.54692832839134, 11.3173847481645,
10.8158661076597, 10.1762447729252, 8.59347190198671, 9.89783946138358,
10.4458247651239, 10.5958375090298, 1048.89026506509, 9.53689245159815,
10.3556711294034, 10.5111206253409, 10.9498649241074, 10.0522571754171,
10.427691547751, 1060.88753031917, 9.69076437597138, 11.724350932454,
10.9261779098129, 9.1663020020811, 11.7754734440436, 9.21696404189964,
1109.00024831966, 8.77237176835653, 11.5707985076869, 9.28229456839916,
1059.70559777354, 11.3686880467374, 10.7804164367935, 10.6682087852642,
9.81848935380367, 1117.56915403446, 10.6748380014858, 8.92628692366044,
21.0443737235031, 1105.72241345132, 19.4477654250736, 17.7821802121474,
19.4781999899639, 820.585116566889, 22.7905163513292, 1074.92528880068,
1013.45423941534, 1033.78179165301, 21.7033767555293, 21.2010125600959,
1155.11887755134, 1124.70778630606, 19.3635057382183, 20.8681411244392,
1025.46927962978, 20.9228886069588, 19.7414810417396, 17.6077812642339,
18.7826030943573, 18.4230008183603, 21.5574158030065, 20.3540972663881,
19.8951972303914, 20.5874066514834, 19.5436655021679, 871.540648869152,
1131.09301822079, 909.512157959961, 21.1625922742, 20.1996974368549,
21.4371296125597, 20.6326908527947, 19.003929460121, 22.1891456118526,
846.131237958441, 21.1737225623976, 17.1273840427487, 20.6505297811944,
21.8058704670258, 974.533374319673, 1038.80781759386, 916.525796601127,
19.5550401051096, 23.1690470680813, 21.6574852061953, 23.6718803027189,
1322.22337184262, 15.7593232457946, 1048.75496002333, 19.8561784114712,
20.1016645168086, 21.9293783943216, 1227.01980787618, 1006.39031466135,
20.8804270869218, 1105.5032121435, 18.7780711547771, 19.1795343556248,
20.442492618286, 22.4707697720047, 1078.35810096477, 833.855347209093,
20.3579023933224, 1046.39353756804, 969.025272754239, 18.265175253187,
22.3140634142563, 912.906077936653, 879.367205674359, 21.6433957676533,
20.9004212873356, 932.700450733285, 1022.41607841167, 16.3513165110277,
19.6568173805112, 20.9655767366488, 21.9780598222067, 881.348203812156,
18.2930220268125, 18.9998486812023, 22.3244524568253, 20.4548445140534,
18.720101811033, 20.0178080242701, 20.2804893326285, 1019.0048151298,
21.3107894997328, 21.3910419104093, 18.3314544873099, 18.4213348686018,
16.7293099646236, 22.4272411724304, 18.8659567857605, 19.9033226277375,
15.8084704011053, 23.5263915426487, 22.0073090762765, 21.5468281669676,
}
)
func compareChangepoints(t *testing.T, data []float64, minSegment int, ref []int) {
t.Helper()
p := changepoint.NonParametric(data, minSegment)
if !reflect.DeepEqual(p, ref) {
t.Fatalf("got %#v instead of %#v", p, ref)
}
}
func TestNonParametric_Const(t *testing.T) {
testData := []struct {
name string
data []float64
minSegment int
ref []int
}{
{"Empty", []float64{}, 1, nil},
{"Test1", []float64{3240, 3207, 2029, 3028, 3021, 2624, 3290, 2823, 3573}, 1, nil},
{"Test2", big, 1, []int{100}},
{"Test3", []float64{0, 0, 0, 0, 0, 100, 100, 100, 100}, 1, []int{5}},
{"Test4", []float64{0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2}, 1, []int{6, 12}},
{"MinSegmentTooBig", []float64{0, 0, 0, 0, 1, 1, 1}, 4, nil},
{"MinSegmentJustRight", []float64{0, 0, 0, 0, 1, 1, 1, 1}, 4, []int{4}},
}
for _, td := range testData {
t.Run(td.name, func(t *testing.T) {
compareChangepoints(t, td.data, td.minSegment, td.ref)
})
}
}
func TestNonParametric_Seq(t *testing.T) {
testData := []struct {
start int
end int
ref []int
}{
{1, 1000, []int{16, 48, 80, 130, 205, 307, 433, 566, 692, 794, 869, 919, 951, 983}},
{1, 10000, []int{27, 80, 137, 231, 388, 644, 1052, 1672, 2553, 3693, 4999, 6306, 7446, 8327, 8947, 9355, 9611, 9768, 9862, 9919, 9972}},
}
for _, td := range testData {
t.Run(fmt.Sprintf("%v-%v", td.start, td.end), func(t *testing.T) {
data := make([]float64, td.end-td.start+1)
cur := float64(td.start)
for i := range data {
data[i] = cur
cur++
}
compareChangepoints(t, data, 1, td.ref)
})
}
}
func BenchmarkNonParametric(b *testing.B) {
for i := 0; i < b.N; i++ {
changepoint.NonParametric(big, 1)
}
}
func TestNonParametric_ValidDistinctSortedIndexes(t *testing.T) {
rapid.Check(t, func(t *rapid.T) {
var (
data = rapid.SliceOf(rapid.Float64()).Draw(t, "data")
minSegment = rapid.IntMin(1).Draw(t, "minSegment")
)
changes := changepoint.NonParametric(data, minSegment)
if !sort.IntsAreSorted(changes) {
t.Fatalf("changepoints %v are not sorted", changes)
}
for i, c := range changes {
if i > 0 && c == changes[i-1] {
t.Errorf("duplicate changepoint index %v", c)
}
if c < 0 || c >= len(data) {
t.Errorf("out-of-bounds changepoint index %v", c)
}
}
})
}