mroc_test.fut

import "mroc"

-- For the repl,
let level = 0.05f64
let conf = 0.9478989165152716f64
let X = [[1.0f64,86.0f64],[1.0f64,76.0f64],[1.0f64,92.0f64],[1.0f64,90.0f64],[1.0f64,86.0f64],[1.0f64,84.0f64],[1.0f64,93.0f64],[1.0f64,100.0f64],[1.0f64,87.0f64],[1.0f64,86.0f64],[1.0f64,74.0f64],[1.0f64,98.0f64],[1.0f64,97.0f64],[1.0f64,84.0f64],[1.0f64,91.0f64],[1.0f64,34.0f64],[1.0f64,45.0f64],[1.0f64,56.0f64],[1.0f64,44.0f64],[1.0f64,82.0f64],[1.0f64,72.0f64],[1.0f64,55.0f64],[1.0f64,71.0f64],[1.0f64,50.0f64],[1.0f64,23.0f64],[1.0f64,39.0f64],[1.0f64,28.0f64],[1.0f64,32.0f64],[1.0f64,22.0f64],[1.0f64,25.0f64],[1.0f64,29.0f64],[1.0f64,7.0f64],[1.0f64,26.0f64],[1.0f64,19.0f64],[1.0f64,15.0f64],[1.0f64,20.0f64],[1.0f64,26.0f64],[1.0f64,28.0f64],[1.0f64,17.0f64],[1.0f64,22.0f64],[1.0f64,30.0f64],[1.0f64,25.0f64],[1.0f64,20.0f64],[1.0f64,47.0f64],[1.0f64,32.0f64]]
let Xt = transpose X
let ys = [[62.0f64, 72.0f64, f64.nan, 55.0f64, 64.0f64, f64.nan, 64.0f64, 80.0f64, 67.0f64, 72.0f64, 42.0f64, 76.0f64, 76.0f64, 41.0f64, 48.0f64, 76.0f64, 53.0f64, 60.0f64, 42.0f64, 78.0f64, 29.0f64, 48.0f64, 55.0f64, 29.0f64, 21.0f64, 47.0f64, 81.0f64, 36.0f64, 22.0f64, 44.0f64, 15.0f64,  7.0f64, 42.0f64,  9.0f64, 21.0f64, 21.0f64, 16.0f64, 16.0f64,  9.0f64, 14.0f64, 12.0f64, 17.0f64,  7.0f64, 34.0f64,  8.0f64], [f64.nan, 68.0f64, f64.nan, 55.0f64, 64.0f64, f64.nan, 64.0f64, 80.0f64, 67.0f64, 72.0f64, 42.0f64, 76.0f64, 76.0f64, 41.0f64, 48.0f64, 72.0f64, f64.nan, 60.0f64, 42.0f64, 78.0f64, 29.0f64, 43.0f64, 55.0f64, 29.0f64, 21.0f64, 47.0f64, 81.0f64, 36.0f64, 22.0f64, 44.0f64, 15.0f64,  7.0f64, 40.0f64,  9.0f64, 21.0f64, 21.0f64, 16.0f64, 16.0f64,  9.0f64, 14.0f64, 12.0f64, 17.0f64,  7.0f64, 34.0f64,  8.0f64]]
let test = mhistory_roc level conf X ys
-- let test =
--   let (rocs, nns) = rcusum X ys
--   let pvals = map2 sctest rocs nns
--   let N = length rocs[0]
--   let bounds = map (boundary conf N) nns
--   in bounds
let y = [f64.nan,f64.nan,f64.nan,4427.0f64,4368.0f64,f64.nan,4174.0f64,3727.0f64,4269.0f64,f64.nan,f64.nan,f64.nan
,f64.nan,f64.nan,f64.nan,3823.0f64,3794.0f64,f64.nan,3716.0f64,f64.nan,f64.nan,4332.0f64,f64.nan,f64.nan
,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,4285.0f64,4043.0f64
,f64.nan,f64.nan,5691.0f64,f64.nan,3736.0f64,f64.nan,f64.nan,f64.nan,f64.nan,3675.0f64,2245.0f64,f64.nan
,4068.0f64,f64.nan,f64.nan,f64.nan,f64.nan,4008.0f64,4047.0f64,f64.nan,4273.0f64,f64.nan,4462.0f64,4089.0f64
,f64.nan,3641.0f64,f64.nan,f64.nan,3672.0f64,3069.0f64,4950.0f64,f64.nan,f64.nan,4233.0f64,4355.0f64,4062.0f64
,4231.0f64,4114.0f64,4108.0f64,f64.nan,3799.0f64,f64.nan,3508.0f64,3365.0f64,f64.nan,f64.nan,f64.nan,3674.0f64
,f64.nan,4181.0f64,f64.nan,f64.nan,4451.0f64,f64.nan,f64.nan,3839.0f64,3926.0f64,3974.0f64,4195.0f64,4008.0f64
,f64.nan,f64.nan,f64.nan,4066.0f64,f64.nan,4373.0f64,4243.0f64,f64.nan,f64.nan,4003.0f64,f64.nan,f64.nan
,f64.nan,f64.nan,f64.nan,f64.nan,4138.0f64,f64.nan,f64.nan,f64.nan,4141.0f64,f64.nan,f64.nan,f64.nan
,4273.0f64,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,4179.0f64,f64.nan,f64.nan,4480.0f64,f64.nan
,4470.0f64,f64.nan,f64.nan,f64.nan,f64.nan,f64.nan,3771.0f64,4267.0f64,f64.nan,f64.nan,3916.0f64,f64.nan
,4207.0f64,f64.nan,f64.nan,f64.nan,f64.nan,4187.0f64,4078.0f64,f64.nan,f64.nan,f64.nan,f64.nan,3655.0f64
,f64.nan,f64.nan,f64.nan,4047.0f64,4204.0f64,f64.nan,f64.nan,4460.0f64,f64.nan,f64.nan,4102.0f64,3873.0f64
,f64.nan,f64.nan,f64.nan,4085.0f64,f64.nan,3838.0f64,3588.0f64,f64.nan,f64.nan,f64.nan,f64.nan,5109.0f64
,f64.nan,f64.nan,4065.0f64,f64.nan,4027.0f64,3563.0f64,4248.0f64,4134.0f64,f64.nan,4100.0f64,f64.nan,f64.nan
,f64.nan,f64.nan,f64.nan,f64.nan,3082.0f64,4169.0f64,f64.nan,3946.0f64,f64.nan,f64.nan,3854.0f64,f64.nan
,f64.nan,4234.0f64,3881.0f64,f64.nan,4510.0f64,1361.0f64,f64.nan,3903.0f64,3721.0f64,4187.0f64,3874.0f64,f64.nan]
let xt = [[ 1.0f64,          1.0f64,          1.0f64,          1.0f64,          1.0f64,          1.0f64,
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   1.0f64,          1.0f64,          1.0f64,          1.0f64,          1.0f64,          1.0f64],
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   0.58429817f64,  0.86096102f64,  0.99274872f64,  0.95748519f64,  0.76110426f64,  0.03872228f64]]
let xt_fut =
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  -0.381688f64,   -0.93837583f64, -0.2678102f64,   0.49749953f64,  0.10735957f64, -0.6584042f64,
  -0.9051907f64,  -0.99966663f64, -0.9259224f64,  -0.34964463f64,  0.05592602f64,  0.45207202f64,
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  -0.5912755f64,  -0.9549653f64,  -0.42889035f64, -0.0301125f64,   0.37371838f64,  0.6387391f64,
   0.27609298f64, -0.13302483f64, -0.8090112f64,   0.65190154f64,  0.92913914f64,  0.7025188f64,
  -0.04733034f64, -0.76666254f64, -0.991675f64,   -0.8565466f64,  -0.5772797f64,  -0.2008704f64,
   0.58432466f64,  0.86096513f64,  0.9927468f64,   0.9574882f64,   0.7611071f64,   0.03871457f64]]
let test2 = mhistory_roc level conf (transpose xt) [y]
let test3 = mhistory_roc level conf (transpose xt_fut) [y]