public void VarianceTest8()
{
double[,] matrix =
{
{ 4.0, 2.0, 0.60 },
{ 4.2, 2.1, 0.59 },
{ 3.9, 2.0, 0.58 },
{ 4.3, 2.1, 0.62 },
{ 4.1, 2.2, 0.63 }
};
double[] weights = { 0.9, 0.9, 0.9, 0.9, 0.9 };
double[] expected =
{
Tools.WeightedVariance(matrix.GetColumn(0), weights, WeightType.Automatic),
Tools.WeightedVariance(matrix.GetColumn(1), weights, WeightType.Automatic),
Tools.WeightedVariance(matrix.GetColumn(2), weights, WeightType.Automatic),
};
double[] actual = Tools.WeightedVariance(matrix, weights, WeightType.Automatic);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-10));
}
public void VarianceTest7()
{
double[][] matrix = new double[, ]
{
{ 4.0, 2.0, 0.60 },
{ 4.2, 2.1, 0.59 },
{ 3.9, 2.0, 0.58 },
{ 4.3, 2.1, 0.62 },
{ 4.1, 2.2, 0.63 }
}.ToArray();
double[] weights = { 0.9, 0.9, 0.9, 0.9, 0.9 };
double[] expected =
{
Tools.WeightedVariance(matrix.GetColumn(0), weights),
Tools.WeightedVariance(matrix.GetColumn(1), weights),
Tools.WeightedVariance(matrix.GetColumn(2), weights),
};
double[] actual = Tools.WeightedVariance(matrix, weights);
Assert.IsTrue(Matrix.IsEqual(expected, actual, 1e-10));
}
public void WeightedVarianceTest3()
{
double[] weights = { 2, 1, 1, 1, 2, 3, 1, 3, 1, 1, 1, 1 };
double[] samples = { 5, 1, 4, 1, 2, 3, 4, 3, 4, 3, 2, 3 };
weights = weights.Divide(weights.Sum());
double actual = Tools.WeightedVariance(samples, weights);
Assert.AreEqual(1.3655172413793104, actual);
}
public void WeightedVarianceTest2()
{
double[] original = { 5, 5, 1, 4, 1, 2, 2, 3, 3, 3, 4, 3, 3, 3, 4, 3, 2, 3 };
double expected = Tools.Variance(original);
var repeats = new[] { 2, 1, 1, 1, 2, 3, 1, 3, 1, 1, 1, 1 };
var samples = new[] { 5, 1, 4, 1, 2, 3, 4, 3, 4, 3, 2, 3.0 };
double actual = Tools.WeightedVariance(samples, repeats);
Assert.AreEqual(expected, actual);
}
public void WeightedVarianceTest1()
{
double[] original = { 5, 5, 1, 4, 1, 2, 2, 3, 3, 3, 4, 3, 3, 3, 4, 3, 2, 3 };
double expected = Tools.Variance(original, unbiased: false);
double[] weights = { 2, 1, 1, 1, 2, 3, 1, 3, 1, 1, 1, 1 };
double[] samples = { 5, 1, 4, 1, 2, 3, 4, 3, 4, 3, 2, 3 };
weights = weights.Divide(weights.Sum());
double actual = Tools.WeightedVariance(samples, weights, unbiased: false);
Assert.AreEqual(expected, actual);
}
