go.charczuk.com@v0.0.0-20240327042549-bc490516bd1a/sdk/mathutil/correlation_test.go (about)

     1  /*
     2  
     3  Copyright (c) 2024 - Present. Will Charczuk. All rights reserved.
     4  Use of this source code is governed by a MIT license that can be found in the LICENSE file at the root of the repository.
     5  
     6  */
     7  
     8  package mathutil
     9  
    10  import (
    11  	"testing"
    12  
    13  	"go.charczuk.com/sdk/assert"
    14  )
    15  
    16  func Test_Correlation(t *testing.T) {
    17  	actual := []float64{2, 4, 6, 7}
    18  	prediction := []float64{
    19  		2.601,
    20  		3.83,
    21  		5.059,
    22  		7.517,
    23  	}
    24  
    25  	corr := Correlation(actual, prediction)
    26  	assert.ItsEpsilon(t, 0.895, corr, 0.001)
    27  }