test:First version of separation tests.

Author: antononcube

tests/01-separation.py

@@ -0,0 +1,57 @@
+import unittest
+import numpy
+from Regressionizer import *
+
+
+def chebyshev_t_polynomials(n):
+    if n == 0:
+        return lambda x: 1
+    elif n == 1:
+        return lambda x: x
+    else:
+        T0 = lambda x: 1
+        T1 = lambda x: x
+        for i in range(2, n + 1):
+            Tn = lambda x, T0=T0, T1=T1: 2 * x * T1(x) - T0(x)
+            T0, T1 = T1, Tn
+        return Tn
+
+
+chebyshev_polynomials = [chebyshev_t_polynomials(i) for i in range(8)]
+
+
+class MyTestCase(unittest.TestCase):
+    x = numpy.linspace(0, 2, 400)
+    y = numpy.sin(2 * numpy.pi * x) + numpy.random.normal(0, 0.4, x.shape)
+    data = numpy.column_stack((x, y))
+    funcs = [lambda x: 1, lambda x: x, lambda x: numpy.cos(x), lambda x: numpy.cos(3 * x), lambda x: numpy.cos(6 * x)]
+
+    def test_quantile_regression(self):
+        probs = [0.2, 0.5, 0.8]
+
+        frac_dict = (
+            Regressionizer(self.data)
+            .quantile_regression(knots=10, probs=probs)
+            .separate(cumulative=True, fractions=True)
+            .take_value()
+        )
+
+        for prob in probs:
+            self.assertAlmostEqual(frac_dict[prob], prob, delta=0.025)
+
+    def test_quantile_regression_fit(self):
+        probs = [0.2, 0.5, 0.8]
+
+        frac_dict = (
+            Regressionizer(self.data)
+            .quantile_regression_fit(funcs=chebyshev_polynomials, probs=probs)
+            .separate(cumulative=True, fractions=True)
+            .take_value()
+        )
+
+        for prob in probs:
+            self.assertAlmostEqual(frac_dict[prob], prob, delta=0.025)
+
+
+if __name__ == '__main__':
+    unittest.main()