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Replace usage of approxEqual with isClose #46

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Replace usage of approxEqual with isClose #46

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20 changes: 11 additions & 9 deletions .github/workflows/d.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -14,8 +14,8 @@ jobs:
os: [ubuntu-latest, macos-latest]
dc: [ldc-latest, dmd-latest]
include:
- os: ubuntu-latest
dc: gdc
- os: ubuntu-22.04
dc: gdc-12

steps:
- uses: actions/checkout@v2
Expand All @@ -27,18 +27,20 @@ jobs:
compiler: ${{ matrix.dc }}

- name: Install GDC
if: matrix.dc == 'gdc'
if: matrix.dc == 'gdc-12'
run: |
sudo apt install gdc
sudo apt-get install gdc-12
wget https://github.com/dlang/dub/releases/download/v1.23.0/dub-v1.23.0-linux-x86_64.tar.gz
tar xvf dub-v1.23.0-linux-x86_64.tar.gz

- name: 'Build & Test'
if: matrix.dc != 'gdc-12'
run: |
export PATH=$PATH:`pwd` # for GDC build
# Build the project, with its main file included, without unittests
dub build
# Build and run tests, as defined by `unittest` configuration
# In this mode, `mainSourceFile` is excluded and `version (unittest)` are included
# See https://dub.pm/package-format-json.html#configurations
dub test

- name: 'Build & Test'
if: matrix.dc == 'gdc-12'
run: |
./dub build --compiler=${{ matrix.dc }}
./dub test --compiler=${{ matrix.dc }}
26 changes: 13 additions & 13 deletions source/dstats/base.d
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Original file line number Diff line number Diff line change
Expand Up @@ -811,8 +811,8 @@ unittest {
// Values worked out by hand on paper. If you don't believe me, work
// them out yourself.
assert(auroc([4,5,6], [1,2,3]) == 1);
assert(approxEqual(auroc([8,6,7,5,3,0,9], [3,6,2,4,3,6]), 0.6904762));
assert(approxEqual(auroc([2,7,1,8,2,8,1,8], [3,1,4,1,5,9,2,6]), 0.546875));
assert(isClose(auroc([8,6,7,5,3,0,9], [3,6,2,4,3,6]), 0.6904762, 1e-2, 1e-2));
assert(isClose(auroc([2,7,1,8,2,8,1,8], [3,1,4,1,5,9,2,6]), 0.546875, 1e-2, 1e-2));
}

///
Expand Down Expand Up @@ -848,8 +848,8 @@ unittest {
assert(cast(uint) round(exp(logFactorial(7)))==5040);
assert(cast(uint) round(exp(logFactorial(3)))==6);
// Gamma branch.
assert(approxEqual(logFactorial(12000), 1.007175584216837e5, 1e-14));
assert(approxEqual(logFactorial(14000), 1.196610688711534e5, 1e-14));
assert(isClose(logFactorial(12000), 1.007175584216837e5, 1e-14, 1e-2));
assert(isClose(logFactorial(14000), 1.196610688711534e5, 1e-14, 1e-2));
}

///Log of (n choose k).
Expand Down Expand Up @@ -1481,13 +1481,13 @@ unittest {
scope(exit) std.file.remove("NumericFileTestDeleteMe.txt");
auto myFile = File("NumericFileTestDeleteMe.txt");
auto rng = toNumericRange(myFile.byLine());
assert(approxEqual(rng.front, 3.14));
assert(isClose(rng.front, 3.14));
rng.popFront;
assert(approxEqual(rng.front, 2.71));
assert(isClose(rng.front, 2.71));
rng.popFront;
assert(approxEqual(rng.front, 8.67));
assert(isClose(rng.front, 8.67));
rng.popFront;
assert(approxEqual(rng.front, 362435));
assert(isClose(rng.front, 362435, 1e-2, 1e-2));
assert(!rng.empty);
rng.popFront;
assert(rng.empty);
Expand Down Expand Up @@ -1622,9 +1622,9 @@ version(scid) {
auto mat = [[1.0, 2, 3], [4.0, 7, 6], [7.0, 8, 9]];
auto toMat = [new double[3], new double[3], new double[3]];
invert(mat, toMat);
assert(approxEqual(toMat[0], [-0.625, -0.25, 0.375]));
assert(approxEqual(toMat[1], [-0.25, 0.5, -0.25]));
assert(approxEqual(toMat[2], [0.708333, -0.25, 0.041667]));
assert(isClose(toMat[0], [-0.625, -0.25, 0.375], 1e-2, 1e-2));
assert(isClose(toMat[1], [-0.25, 0.5, -0.25], 1e-2, 1e-2));
assert(isClose(toMat[2], [0.708333, -0.25, 0.041667], 1e-2, 1e-2));
}

void solve(DoubleMatrix mat, double[] vec) {
Expand Down Expand Up @@ -1685,12 +1685,12 @@ version(scid) {
auto mat = [[2.0, 1, -1], [-3.0, -1, 2], [-2.0, 1, 2]];
auto vec = [8.0, -11, -3];
solve(mat, vec);
assert(approxEqual(vec, [2, 3, -1]));
assert(isClose(vec, [2, 3, -1], 1e-2, 1e-2));

auto mat2 = [[1.0, 2, 3], [4.0, 7, 6], [7.0, 8, 9]];
auto vec2 = [8.0, 6, 7];
solve(mat2, vec2);
assert(approxEqual(vec2, [-3.875, -0.75, 4.45833]));
assert(isClose(vec2, [-3.875, -0.75, 4.45833], 1e-2, 1e-2));
}

// Cholesky decomposition functions adapted from Don Clugston's MathExtra
Expand Down
131 changes: 65 additions & 66 deletions source/dstats/cor.d
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -134,9 +134,9 @@ if(doubleInput!(T) && doubleInput!(U)) {
}

unittest {
assert(approxEqual(pearsonCor([1,2,3,4,5][], [1,2,3,4,5][]).cor, 1));
assert(approxEqual(pearsonCor([1,2,3,4,5][], [10.0, 8.0, 6.0, 4.0, 2.0][]).cor, -1));
assert(approxEqual(pearsonCor([2, 4, 1, 6, 19][], [4, 5, 1, 3, 2][]).cor, -.2382314));
assert(isClose(pearsonCor([1,2,3,4,5][], [1,2,3,4,5][]).cor, 1, 1e-2, 1e-2));
assert(isClose(pearsonCor([1,2,3,4,5][], [10.0, 8.0, 6.0, 4.0, 2.0][]).cor, -1, 1e-2, 1e-2));
assert(isClose(pearsonCor([2, 4, 1, 6, 19][], [4, 5, 1, 3, 2][]).cor, -.2382314, 1e-2, 1e-2));

// Make sure everything works with lowest common denominator range type.
static struct Count {
Expand All @@ -156,7 +156,7 @@ unittest {
Count a, b;
a.upTo = 100;
b.upTo = 100;
assert(approxEqual(pearsonCor(a, b).cor, 1));
assert(isClose(pearsonCor(a, b).cor, 1, 1e-2, 1e-2));

PearsonCor cor1 = pearsonCor([1,2,4][], [2,3,5][]);
PearsonCor cor2 = pearsonCor([4,2,9][], [2,8,7][]);
Expand All @@ -165,11 +165,11 @@ unittest {
cor1.put(cor2);

foreach(ti, elem; cor1.tupleof) {
assert(approxEqual(elem, combined.tupleof[ti]));
assert(isClose(elem, combined.tupleof[ti], 1e-2, 1e-2));
}

assert(approxEqual(pearsonCor([1,2,3,4,5,6,7,8,9,10][],
[8,6,7,5,3,0,9,3,6,2][]).cor, -0.4190758));
assert(isClose(pearsonCor([1,2,3,4,5,6,7,8,9,10][],
[8,6,7,5,3,0,9,3,6,2][]).cor, -0.4190758, 1e-2, 1e-2));

foreach(iter; 0..1000) {
// Make sure results for the ILP-optimized and non-optimized versions
Expand All @@ -183,7 +183,7 @@ unittest {
}

foreach(ti, elem; res1.tupleof) {
assert(approxEqual(elem, res2.tupleof[ti]));
assert(isClose(elem, res2.tupleof[ti], 1e-2, 1e-2));
}

PearsonCor resCornerCase; // Test where one N is zero.
Expand Down Expand Up @@ -313,7 +313,7 @@ if(doubleInput!(T) && doubleInput!(U)) {
}

unittest {
assert(approxEqual(covariance([1,4,2,6,3].dup, [3,1,2,6,2].dup), 2.05));
assert(isClose(covariance([1,4,2,6,3].dup, [3,1,2,6,2].dup), 2.05, 1e-2, 1e-2));
}

/**Spearman's rank correlation. Non-parametric. This is essentially the
Expand Down Expand Up @@ -358,18 +358,18 @@ is(typeof(input2.front < input2.front) == bool)) {

unittest {
//Test against a few known values.
assert(approxEqual(spearmanCor([1,2,3,4,5,6].dup, [3,1,2,5,4,6].dup), 0.77143));
assert(approxEqual(spearmanCor([3,1,2,5,4,6].dup, [1,2,3,4,5,6].dup ), 0.77143));
assert(approxEqual(spearmanCor([3,6,7,35,75].dup, [1,63,53,67,3].dup), 0.3));
assert(approxEqual(spearmanCor([1,63,53,67,3].dup, [3,6,7,35,75].dup), 0.3));
assert(approxEqual(spearmanCor([1.5,6.3,7.8,4.2,1.5].dup, [1,63,53,67,3].dup), .56429));
assert(approxEqual(spearmanCor([1,63,53,67,3].dup, [1.5,6.3,7.8,4.2,1.5].dup), .56429));
assert(approxEqual(spearmanCor([1.5,6.3,7.8,7.8,1.5].dup, [1,63,53,67,3].dup), .79057));
assert(approxEqual(spearmanCor([1,63,53,67,3].dup, [1.5,6.3,7.8,7.8,1.5].dup), .79057));
assert(approxEqual(spearmanCor([1.5,6.3,7.8,6.3,1.5].dup, [1,63,53,67,3].dup), .63246));
assert(approxEqual(spearmanCor([1,63,53,67,3].dup, [1.5,6.3,7.8,6.3,1.5].dup), .63246));
assert(approxEqual(spearmanCor([3,4,1,5,2,1,6,4].dup, [1,3,2,6,4,2,6,7].dup), .6829268));
assert(approxEqual(spearmanCor([1,3,2,6,4,2,6,7].dup, [3,4,1,5,2,1,6,4].dup), .6829268));
assert(isClose(spearmanCor([1,2,3,4,5,6].dup, [3,1,2,5,4,6].dup), 0.77143, 1e-2, 1e-2));
assert(isClose(spearmanCor([3,1,2,5,4,6].dup, [1,2,3,4,5,6].dup ), 0.77143, 1e-2, 1e-2));
assert(isClose(spearmanCor([3,6,7,35,75].dup, [1,63,53,67,3].dup), 0.3, 1e-2, 1e-2));
assert(isClose(spearmanCor([1,63,53,67,3].dup, [3,6,7,35,75].dup), 0.3, 1e-2, 1e-2));
assert(isClose(spearmanCor([1.5,6.3,7.8,4.2,1.5].dup, [1,63,53,67,3].dup), .56429, 1e-2, 1e-2));
assert(isClose(spearmanCor([1,63,53,67,3].dup, [1.5,6.3,7.8,4.2,1.5].dup), .56429, 1e-2, 1e-2));
assert(isClose(spearmanCor([1.5,6.3,7.8,7.8,1.5].dup, [1,63,53,67,3].dup), .79057, 1e-2, 1e-2));
assert(isClose(spearmanCor([1,63,53,67,3].dup, [1.5,6.3,7.8,7.8,1.5].dup), .79057, 1e-2, 1e-2));
assert(isClose(spearmanCor([1.5,6.3,7.8,6.3,1.5].dup, [1,63,53,67,3].dup), .63246, 1e-2, 1e-2));
assert(isClose(spearmanCor([1,63,53,67,3].dup, [1.5,6.3,7.8,6.3,1.5].dup), .63246, 1e-2, 1e-2));
assert(isClose(spearmanCor([3,4,1,5,2,1,6,4].dup, [1,3,2,6,4,2,6,7].dup), .6829268, 1e-2, 1e-2));
assert(isClose(spearmanCor([1,3,2,6,4,2,6,7].dup, [3,4,1,5,2,1,6,4].dup), .6829268, 1e-2, 1e-2));
uint[] one = new uint[1000], two = new uint[1000];
foreach(i; 0..100) { //Further sanity checks for things like commutativity.
size_t lowerBound = uniform(0, one.length);
Expand All @@ -396,10 +396,10 @@ unittest {
two[lowerBound..upperBound].reverse();
double sFive =
spearmanCor(one[lowerBound..upperBound], two[lowerBound..upperBound]);
assert(approxEqual(sOne, sTwo) || (isNaN(sOne) && isNaN(sTwo)));
assert(approxEqual(sTwo, sThree) || (isNaN(sThree) && isNaN(sTwo)));
assert(approxEqual(sThree, sFour) || (isNaN(sThree) && isNaN(sFour)));
assert(approxEqual(sFour, sFive) || (isNaN(sFour) && isNaN(sFive)));
assert(isClose(sOne, sTwo, 1e-2, 1e-2) || (isNaN(sOne) && isNaN(sTwo)));
assert(isClose(sTwo, sThree, 1e-2, 1e-2) || (isNaN(sThree) && isNaN(sTwo)));
assert(isClose(sThree, sFour, 1e-2, 1e-2) || (isNaN(sThree) && isNaN(sFour)));
assert(isClose(sFour, sFive, 1e-2, 1e-2) || (isNaN(sFour) && isNaN(sFive)));
}

// Test input ranges.
Expand All @@ -420,7 +420,7 @@ unittest {
Count a, b;
a.upTo = 100;
b.upTo = 100;
assert(approxEqual(spearmanCor(a, b), 1));
assert(isClose(spearmanCor(a, b), 1));
}

version(unittest) {
Expand Down Expand Up @@ -759,9 +759,9 @@ in {

unittest {
//Test against known values.
assert(approxEqual(kendallCor([1,2,3,4,5].dup, [3,1,7,4,3].dup), 0.1054093));
assert(approxEqual(kendallCor([3,6,7,35,75].dup,[1,63,53,67,3].dup), 0.2));
assert(approxEqual(kendallCor([1.5,6.3,7.8,4.2,1.5].dup, [1,63,53,67,3].dup), .3162287));
assert(isClose(kendallCor([1,2,3,4,5].dup, [3,1,7,4,3].dup), 0.1054093, 1e-2, 1e-2));
assert(isClose(kendallCor([3,6,7,35,75].dup,[1,63,53,67,3].dup), 0.2, 1e-2, 1e-2));
assert(isClose(kendallCor([1.5,6.3,7.8,4.2,1.5].dup, [1,63,53,67,3].dup), .3162287, 1e-2, 1e-2));

static void doKendallTest(T)() {
T[] one = new T[1000], two = new T[1000];
Expand All @@ -781,7 +781,7 @@ unittest {
kendallCor(one[lowerBound..upperBound], two[lowerBound..upperBound]);
double kTwo =
kendallCorSmallN(one[lowerBound..upperBound], two[lowerBound..upperBound]);
assert(approxEqual(kOne, kTwo) || (isNaN(kOne) && isNaN(kTwo)));
assert(isClose(kOne, kTwo) || (isNaN(kOne) && isNaN(kTwo)));
}
}

Expand All @@ -807,12 +807,12 @@ unittest {
Count a, b;
a.upTo = 100;
b.upTo = 100;
assert(approxEqual(kendallCor(a, b), 1));
assert(isClose(kendallCor(a, b), 1));

// This test will fail if there are overflow bugs, especially in tie
// handling.
auto rng = chain(repeat(0, 100_000), repeat(1, 100_000));
assert(approxEqual(kendallCor(rng, rng), 1));
assert(isClose(kendallCor(rng, rng), 1));

// Test the case where we have one range sorted already.
assert(kendallCor(iota(5), [3, 1, 2, 5, 4]) ==
Expand All @@ -823,7 +823,7 @@ unittest {
kendallCor([3, 1, 2, 5, 4], assumeSorted(iota(5)))
);

assert(approxEqual(
assert(isClose(
kendallCor(assumeSorted(iota(5)), assumeSorted(iota(5))), 1
));

Expand Down Expand Up @@ -929,11 +929,11 @@ unittest {
uint[] consumerFear = [1, 2, 3, 4, 5, 6, 7];
double partialCor =
partial!pearsonCor(stock1Price, stock2Price, [economicHealth, consumerFear][]);
assert(approxEqual(partialCor, -0.857818));
assert(isClose(partialCor, -0.857818, 1e-2, 1e-2));

double spearmanPartial =
partial!spearmanCor(stock1Price, stock2Price, economicHealth, consumerFear);
assert(approxEqual(spearmanPartial, -0.7252));
assert(isClose(spearmanPartial, -0.7252, 1e-2, 1e-2));
}

private __gshared TaskPool emptyPool;
Expand Down Expand Up @@ -1001,7 +1001,7 @@ auto input = [[8.0, 6, 7, 5],
[3.0, 0, 9, 3],
[1.0, 4, 1, 5]];
auto pearson = pearsonMatrix(input);
assert(approxEqual(pearson[0, 0], 1));
assert(isClose(pearson[0, 0], 1, 1e-2, 1e-2));
---
*/
SymmetricMatrix!double pearsonMatrix(RoR)(RoR mat, TaskPool pool = null)
Expand Down Expand Up @@ -1058,7 +1058,7 @@ Examples:
---
auto pearsonRoR = [[0.0], [0.0, 0.0], [0.0, 0.0, 0.0]];
pearsonMatrix(input, pearsonRoR);
assert(approxEqual(pearsonRoR[1][1], 1));
assert(isClose(pearsonRoR[1][1], 1, 1e-2, 1e-2));
---
*/
void pearsonMatrix(RoR, Ret)(RoR mat, ref Ret ans, TaskPool pool = null)
Expand Down Expand Up @@ -1298,39 +1298,38 @@ unittest {

// Values from R.

alias approxEqual ae; // Save typing.
assert(ae(pearsonRoR[0][0], 1));
assert(ae(pearsonRoR[1][1], 1));
assert(ae(pearsonRoR[2][2], 1));
assert(ae(pearsonRoR[1][0], 0.3077935));
assert(ae(pearsonRoR[2][0], -0.9393364));
assert(ae(pearsonRoR[2][1], -0.6103679));

assert(ae(spearmanRoR[0][0], 1));
assert(ae(spearmanRoR[1][1], 1));
assert(ae(spearmanRoR[2][2], 1));
assert(ae(spearmanRoR[1][0], 0.3162278));
assert(ae(spearmanRoR[2][0], -0.9486833));
assert(ae(spearmanRoR[2][1], -0.5));

assert(ae(kendallRoR[0][0], 1));
assert(ae(kendallRoR[1][1], 1));
assert(ae(kendallRoR[2][2], 1));
assert(ae(kendallRoR[1][0], 0.1825742));
assert(ae(kendallRoR[2][0], -0.9128709));
assert(ae(kendallRoR[2][1], -0.4));

assert(ae(covRoR[0][0], 1.66666));
assert(ae(covRoR[1][1], 14.25));
assert(ae(covRoR[2][2], 4.25));
assert(ae(covRoR[1][0], 1.5));
assert(ae(covRoR[2][0], -2.5));
assert(ae(covRoR[2][1], -4.75));
assert(isClose(pearsonRoR[0][0], 1, 1e-2, 1e-2));
assert(isClose(pearsonRoR[1][1], 1, 1e-2, 1e-2));
assert(isClose(pearsonRoR[2][2], 1, 1e-2, 1e-2));
assert(isClose(pearsonRoR[1][0], 0.3077935, 1e-2, 1e-2));
assert(isClose(pearsonRoR[2][0], -0.9393364, 1e-2, 1e-2));
assert(isClose(pearsonRoR[2][1], -0.6103679, 1e-2, 1e-2));

assert(isClose(spearmanRoR[0][0], 1, 1e-2, 1e-2));
assert(isClose(spearmanRoR[1][1], 1, 1e-2, 1e-2));
assert(isClose(spearmanRoR[2][2], 1, 1e-2, 1e-2));
assert(isClose(spearmanRoR[1][0], 0.3162278, 1e-2, 1e-2));
assert(isClose(spearmanRoR[2][0], -0.9486833, 1e-2, 1e-2));
assert(isClose(spearmanRoR[2][1], -0.5, 1e-2, 1e-2));

assert(isClose(kendallRoR[0][0], 1, 1e-2, 1e-2));
assert(isClose(kendallRoR[1][1], 1, 1e-2, 1e-2));
assert(isClose(kendallRoR[2][2], 1, 1e-2, 1e-2));
assert(isClose(kendallRoR[1][0], 0.1825742, 1e-2, 1e-2));
assert(isClose(kendallRoR[2][0], -0.9128709, 1e-2, 1e-2));
assert(isClose(kendallRoR[2][1], -0.4, 1e-2, 1e-2));

assert(isClose(covRoR[0][0], 1.66666, 1e-2, 1e-2));
assert(isClose(covRoR[1][1], 14.25, 1e-2, 1e-2));
assert(isClose(covRoR[2][2], 4.25, 1e-2, 1e-2));
assert(isClose(covRoR[1][0], 1.5, 1e-2, 1e-2));
assert(isClose(covRoR[2][0], -2.5, 1e-2, 1e-2));
assert(isClose(covRoR[2][1], -4.75, 1e-2, 1e-2));

version(scid) {
static bool test(double[][] a, SymmetricMatrix!double b) {
foreach(i; 0..3) foreach(j; 0..i + 1) {
if(!ae(a[i][j], b[i, j])) return false;
if(!isClose(a[i][j], b[i, j], 1e-2, 1e-2)) return false;
}

return true;
Expand Down
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