covariance: addition of tests

Author: jvdp1

src/tests/stats/test_cov.f90

@@ -110,6 +110,22 @@ subroutine test_sp(x, x2)
  ) < sptol)&
  , 'sp check 14')
 
+ call check( all( abs( cov(x2, 1, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 5._sp, 5._sp, 0.5_sp, 5._sp, 5._sp, 0.5_sp, 0.5_sp,&
+ 0.5_sp, 0.25_sp]&
+ ,[ size(x2, 2), size(x2, 2)])&
+ ) < sptol)&
+ , 'sp check 15')
+ call check( all( abs( cov(x2, 2, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 114._sp/9, 11._sp, 0.25_sp, 0.25_sp, 11._sp, 86._sp/9,&
+ 0.25_sp, 0.25_sp, 0.25_sp, 0.25_sp, 0.25_sp, 0.25_sp,&
+ 0.25_sp, 0.25_sp, 0.25_sp, 0.25_sp]&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < sptol)&
+ , 'sp check 16')
+
  end subroutine test_sp
 
  subroutine test_dp(x, x2)
@@ -181,6 +197,23 @@ subroutine test_dp(x, x2)
  ) < dptol)&
  , 'dp check 14')
 
+ call check( all( abs( cov(x2, 1, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 5._dp, 5._dp, 0.5_dp, 5._dp, 5._dp, 0.5_dp, 0.5_dp,&
+ 0.5_dp, 0.25_dp]&
+ ,[ size(x2, 2), size(x2, 2)])&
+ ) < dptol)&
+ , 'dp check 15')
+ call check( all( abs( cov(x2, 2, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 114._dp/9, 11._dp, 0.25_dp, 0.25_dp, 11._dp, 86._dp/9,&
+ 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp,&
+ 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp]&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < dptol)&
+ , 'dp check 16')
+
+
  end subroutine test_dp
 
  subroutine test_int32(x, x2)
@@ -252,6 +285,22 @@ subroutine test_int32(x, x2)
  ) < dptol)&
  , 'int32 check 14')
 
+ call check( all( abs( cov(x2, 1, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 5._dp, 5._dp, 0.5_dp, 5._dp, 5._dp, 0.5_dp, 0.5_dp,&
+ 0.5_dp, 0.25_dp]&
+ ,[ size(x2, 2), size(x2, 2)])&
+ ) < dptol)&
+ , 'int32 check 15')
+ call check( all( abs( cov(x2, 2, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 114._dp/9, 11._dp, 0.25_dp, 0.25_dp, 11._dp, 86._dp/9,&
+ 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp,&
+ 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp]&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < dptol)&
+ , 'int32 check 16')
+
  end subroutine test_int32
 
  subroutine test_int64(x, x2)
@@ -323,6 +372,22 @@ subroutine test_int64(x, x2)
  ) < dptol)&
  , 'int64 check 14')
 
+ call check( all( abs( cov(x2, 1, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 5._dp, 5._dp, 0.5_dp, 5._dp, 5._dp, 0.5_dp, 0.5_dp,&
+ 0.5_dp, 0.25_dp]&
+ ,[ size(x2, 2), size(x2, 2)])&
+ ) < dptol)&
+ , 'int64 check 15')
+ call check( all( abs( cov(x2, 2, mask = x2 < 11, corrected = .false.) -&
+ reshape([&
+ 114._dp/9, 11._dp, 0.25_dp, 0.25_dp, 11._dp, 86._dp/9,&
+ 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp,&
+ 0.25_dp, 0.25_dp, 0.25_dp, 0.25_dp]&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < dptol)&
+ , 'int64 check 16')
+
  end subroutine test_int64
 
  subroutine test_csp(x, x2)
@@ -401,6 +466,14 @@ subroutine test_csp(x, x2)
  ) < sptol)&
  , 'csp check 11')
 
+ call check( all( abs( cov(x2, 2, mask = aimag(x2) < 6, corrected = .false.) -&
+ reshape([&
+ (2.6666666666666666_sp,0._sp), (0._sp,1._sp)&
+ ,(0._sp,-1._sp), (1._sp,0._sp)]&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < sp)&
+ , 'csp check 12')
+
  end subroutine test_csp
 
  subroutine test_cdp(x, x2)
@@ -480,6 +553,14 @@ subroutine test_cdp(x, x2)
  ) < dptol)&
  , 'cdp check 11')
 
+ call check( all( abs( cov(x2, 2, mask = aimag(x2) < 6, corrected = .false.) -&
+ reshape([&
+ (2.6666666666666666_dp,0._dp), (0._dp,1._dp)&
+ ,(0._dp,-1._dp), (1._dp,0._dp)]&
+ ,[ size(x2, 1), size(x2, 1)])&
+ ) < dptol)&
+ , 'cdp check 12')
+
  end subroutine test_cdp
 
 end program test_cov