Accord.Tests.Statistics.PartialLeastSquaresAnalysisTest.SimplsRegressionTest C# (CSharp) Method

        public void SimplsRegressionTest()
        {
            double[,] inputs;
            double[,] outputs;

            var pls = CreateWineExample(out inputs, out outputs);

            MultivariateLinearRegression regression = pls.CreateRegression();

            // test regression intercepts
            double[] intercepts = regression.Intercepts;
            double[] expectedI = { 60.717, -8.509, -4.362 };

            Assert.IsTrue(intercepts.IsEqual(expectedI, 0.01));


            // test regression coefficients
            double[,] coefficients = regression.Coefficients;
            double[,] expectedC = 
                { 
                    { -1.6981, -0.0566, 0.07075 },
                    {  1.2735,  0.2924,	0.57193 },
                    { -4.0000,  1.0000, 0.50000 },
                    {  1.1792, 	0.1226, 0.15919 }
                };

            Assert.IsTrue(coefficients.IsEqual(expectedC, 0.01));


            // Test computation
            double[][] aY = regression.Compute(inputs.ToJagged());

            for (int i = 0; i < outputs.GetLength(0); i++)
            {
                for (int j = 0; j < outputs.GetLength(1); j++)
                {
                    double actualOutput = aY[i][j];
                    double expectedOutput = outputs[i, j];

                    double delta = System.Math.Abs(actualOutput - expectedOutput);
                    double tol = 0.21 * expectedOutput;

                    Assert.IsTrue(delta <= tol);
                }
            }

        }