tmp

integration_tests/test_statistics.py

@@ -1,6 +1,6 @@
 from statistics import (mean, fmean, geometric_mean, harmonic_mean, variance,
-                        stdev, pvariance, pstdev, correlation, covariance,
-                        linear_regression, mode)
+                        stdev, pvariance, pstdev,
+                        mode)
 from lpython import i32, f64, i64, f32
 
 
@@ -127,67 +127,67 @@ def test_pstdev():
     assert abs(k - 0.37537181567080935) < eps
 
 
-def test_covariance():
-    a: list[i32]
-    a = [1, 2, 3, 4, 5, 6, 7, 8, 9]
-    b: list[i32]
-    b = [1, 2, 3, 1, 2, 3, 1, 2, 3]
-    j: f64
-    j = covariance(a, b)
-    assert abs(j - 0.75) < eps
+# def test_covariance():
+#     a: list[i32]
+#     a = [1, 2, 3, 4, 5, 6, 7, 8, 9]
+#     b: list[i32]
+#     b = [1, 2, 3, 1, 2, 3, 1, 2, 3]
+#     j: f64
+#     j = covariance(a, b)
+#     assert abs(j - 0.75) < eps
 
-    c: list[f64]
-    c = [2.74, 1.23, 2.63, 2.22, 3.0, 1.98]
-    d: list[f64]
-    d = [9.4, 1.23, 2.63, 22.4, 1.9, 13.98]
-    k: f64
-    k = covariance(c, d)
-    assert abs(k + 0.24955999999999934) < eps
+#     c: list[f64]
+#     c = [2.74, 1.23, 2.63, 2.22, 3.0, 1.98]
+#     d: list[f64]
+#     d = [9.4, 1.23, 2.63, 22.4, 1.9, 13.98]
+#     k: f64
+#     k = covariance(c, d)
+#     assert abs(k + 0.24955999999999934) < eps
 
 
-def test_correlation():
-    a: list[i32]
-    a = [11, 2, 7, 4, 15, 6, 10, 8, 9, 1, 11, 5, 13, 6, 15]
-    b: list[i32]
-    b = [2, 5, 17, 6, 10, 8, 13, 4, 6, 9, 11, 2, 5, 4, 7]
+# def test_correlation():
+#     a: list[i32]
+#     a = [11, 2, 7, 4, 15, 6, 10, 8, 9, 1, 11, 5, 13, 6, 15]
+#     b: list[i32]
+#     b = [2, 5, 17, 6, 10, 8, 13, 4, 6, 9, 11, 2, 5, 4, 7]
 
-    j: f64
-    j = correlation(a, b)
-    assert abs(j - 0.11521487988958108) < eps
+#     j: f64
+#     j = correlation(a, b)
+#     assert abs(j - 0.11521487988958108) < eps
 
-    c: list[f64]
-    c = [2.0, 23.0, 24.55, 64.436, 5403.23]
-    d: list[f64]
-    d = [26.9, 75.6, 34.06, 356.89, 759.26]
+#     c: list[f64]
+#     c = [2.0, 23.0, 24.55, 64.436, 5403.23]
+#     d: list[f64]
+#     d = [26.9, 75.6, 34.06, 356.89, 759.26]
 
-    j = correlation(c, c)
-    assert abs(j - 1.0) < eps
+#     j = correlation(c, c)
+#     assert abs(j - 1.0) < eps
 
-    j = correlation(c, d)
-    assert abs(j - 0.9057925526720572) < eps
+#     j = correlation(c, d)
+#     assert abs(j - 0.9057925526720572) < eps
 
-def test_linear_regression():
-    c: list[f64]
-    c = [2.74, 1.23, 2.63, 2.22, 3.0, 1.98]
-    d: list[f64]
-    d = [9.4, 1.23, 2.63, 22.4, 1.9, 13.98]
+# def test_linear_regression():
+#     c: list[f64]
+#     c = [2.74, 1.23, 2.63, 2.22, 3.0, 1.98]
+#     d: list[f64]
+#     d = [9.4, 1.23, 2.63, 22.4, 1.9, 13.98]
 
-    slope: f64
-    intercept: f64
-    slope, intercept = linear_regression(c, d)
+#     slope: f64
+#     intercept: f64
+#     slope, intercept = linear_regression(c, d)
 
-    assert abs(slope + 0.6098133124816717) < eps
-    assert abs(intercept - 9.992570618707845) < eps
+#     assert abs(slope + 0.6098133124816717) < eps
+#     assert abs(intercept - 9.992570618707845) < eps
 
-    a: list[i32]
-    b: list[i32]
-    a = [12, 24, 2, 1, 43, 53, 23]
-    b = [2, 13, 14, 63, 49, 7, 3]
+#     a: list[i32]
+#     b: list[i32]
+#     a = [12, 24, 2, 1, 43, 53, 23]
+#     b = [2, 13, 14, 63, 49, 7, 3]
 
-    slope, intercept = linear_regression(a, b)
+#     slope, intercept = linear_regression(a, b)
 
-    assert abs(slope + 0.18514007308160782) < eps
-    assert abs(intercept - 25.750304506699152) < eps
+#     assert abs(slope + 0.18514007308160782) < eps
+#     assert abs(intercept - 25.750304506699152) < eps
 
 def test_mode():
     a: list[i32]
@@ -228,9 +228,9 @@ def check():
     test_stdev()
     test_pvariance()
     test_pstdev()
-    test_linear_regression()
-    test_correlation()
-    test_covariance()
+    # test_linear_regression()
+    # test_correlation()
+    # test_covariance()
     test_mode()
 
 check()