public void testStddev()
{
IRunningAverageAndStdDev runningAverage = new FullRunningAverageAndStdDev();
Assert.AreEqual(0, runningAverage.GetCount());
Assert.True(Double.IsNaN(runningAverage.GetAverage()));
runningAverage.AddDatum(1.0);
Assert.AreEqual(1, runningAverage.GetCount());
Assert.AreEqual(1.0, runningAverage.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(runningAverage.GetStandardDeviation()));
runningAverage.AddDatum(1.0);
Assert.AreEqual(2, runningAverage.GetCount());
Assert.AreEqual(1.0, runningAverage.GetAverage(), EPSILON);
Assert.AreEqual(0.0, runningAverage.GetStandardDeviation(), EPSILON);
runningAverage.AddDatum(7.0);
Assert.AreEqual(3, runningAverage.GetCount());
Assert.AreEqual(3.0, runningAverage.GetAverage(), EPSILON);
Assert.AreEqual(3.464101552963257, runningAverage.GetStandardDeviation(), EPSILON);
runningAverage.AddDatum(5.0);
Assert.AreEqual(4, runningAverage.GetCount());
Assert.AreEqual(3.5, runningAverage.GetAverage(), EPSILON);
Assert.AreEqual(3.0, runningAverage.GetStandardDeviation(), EPSILON);
}
public void testFull()
{
IRunningAverageAndStdDev average = new FullRunningAverageAndStdDev();
Assert.AreEqual(0, average.GetCount());
Assert.True(Double.IsNaN(average.GetAverage()));
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
average.AddDatum(6.0);
Assert.AreEqual(1, average.GetCount());
Assert.AreEqual(6.0, average.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
average.AddDatum(6.0);
Assert.AreEqual(2, average.GetCount());
Assert.AreEqual(6.0, average.GetAverage(), EPSILON);
Assert.AreEqual(0.0, average.GetStandardDeviation(), EPSILON);
average.RemoveDatum(6.0);
Assert.AreEqual(1, average.GetCount());
Assert.AreEqual(6.0, average.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
average.AddDatum(-4.0);
Assert.AreEqual(2, average.GetCount());
Assert.AreEqual(1.0, average.GetAverage(), EPSILON);
Assert.AreEqual(5.0 * 1.4142135623730951, average.GetStandardDeviation(), EPSILON);
average.RemoveDatum(4.0);
Assert.AreEqual(1, average.GetCount());
Assert.AreEqual(-2.0, average.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
}
public void testFull()
{
IRunningAverageAndStdDev average = new FullRunningAverageAndStdDev();
Assert.AreEqual(0, average.GetCount());
Assert.True(Double.IsNaN(average.GetAverage()));
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
average.AddDatum(6.0);
Assert.AreEqual(1, average.GetCount());
Assert.AreEqual(6.0, average.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
average.AddDatum(6.0);
Assert.AreEqual(2, average.GetCount());
Assert.AreEqual(6.0, average.GetAverage(), EPSILON);
Assert.AreEqual(0.0, average.GetStandardDeviation(), EPSILON);
average.RemoveDatum(6.0);
Assert.AreEqual(1, average.GetCount());
Assert.AreEqual(6.0, average.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
average.AddDatum(-4.0);
Assert.AreEqual(2, average.GetCount());
Assert.AreEqual(1.0, average.GetAverage(), EPSILON);
Assert.AreEqual(5.0 * 1.4142135623730951, average.GetStandardDeviation(), EPSILON);
average.RemoveDatum(4.0);
Assert.AreEqual(1, average.GetCount());
Assert.AreEqual(-2.0, average.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(average.GetStandardDeviation()));
}
public void testAverageAndStdDev()
{
IRunningAverageAndStdDev avg = new FullRunningAverageAndStdDev();
IRunningAverageAndStdDev inverted = new InvertedRunningAverageAndStdDev(avg);
Assert.AreEqual(0, inverted.GetCount());
avg.AddDatum(1.0);
Assert.AreEqual(1, inverted.GetCount());
Assert.AreEqual(-1.0, inverted.GetAverage(), EPSILON);
avg.AddDatum(2.0);
Assert.AreEqual(2, inverted.GetCount());
Assert.AreEqual(-1.5, inverted.GetAverage(), EPSILON);
Assert.AreEqual(Math.Sqrt(2.0)/2.0, inverted.GetStandardDeviation(), EPSILON);
}
public void testAverageAndStdDev()
{
IRunningAverageAndStdDev avg = new FullRunningAverageAndStdDev();
IRunningAverageAndStdDev inverted = new InvertedRunningAverageAndStdDev(avg);
Assert.AreEqual(0, inverted.GetCount());
avg.AddDatum(1.0);
Assert.AreEqual(1, inverted.GetCount());
Assert.AreEqual(-1.0, inverted.GetAverage(), EPSILON);
avg.AddDatum(2.0);
Assert.AreEqual(2, inverted.GetCount());
Assert.AreEqual(-1.5, inverted.GetAverage(), EPSILON);
Assert.AreEqual(Math.Sqrt(2.0) / 2.0, inverted.GetStandardDeviation(), EPSILON);
}
public void testFullBig()
{
IRunningAverageAndStdDev average = new FullRunningAverageAndStdDev();
var r = RandomUtils.getRandom();
for (int i = 0; i < 1000000; i++) {
average.AddDatum(r.nextDouble() * 1000.0);
}
Assert.AreEqual(500.0, average.GetAverage(), SMALL_EPSILON);
Assert.AreEqual(1000.0 / Math.Sqrt(12.0), average.GetStandardDeviation(), SMALL_EPSILON);
}
public void testFullBig()
{
IRunningAverageAndStdDev average = new FullRunningAverageAndStdDev();
var r = RandomUtils.getRandom();
for (int i = 0; i < 1000000; i++)
{
average.AddDatum(r.nextDouble() * 1000.0);
}
Assert.AreEqual(500.0, average.GetAverage(), SMALL_EPSILON);
Assert.AreEqual(1000.0 / Math.Sqrt(12.0), average.GetStandardDeviation(), SMALL_EPSILON);
}
public void testStddev()
{
IRunningAverageAndStdDev runningAverage = new FullRunningAverageAndStdDev();
Assert.AreEqual(0, runningAverage.GetCount());
Assert.True(Double.IsNaN(runningAverage.GetAverage()));
runningAverage.AddDatum(1.0);
Assert.AreEqual(1, runningAverage.GetCount());
Assert.AreEqual(1.0, runningAverage.GetAverage(), EPSILON);
Assert.True(Double.IsNaN(runningAverage.GetStandardDeviation()));
runningAverage.AddDatum(1.0);
Assert.AreEqual(2, runningAverage.GetCount());
Assert.AreEqual(1.0, runningAverage.GetAverage(), EPSILON);
Assert.AreEqual(0.0, runningAverage.GetStandardDeviation(), EPSILON);
runningAverage.AddDatum(7.0);
Assert.AreEqual(3, runningAverage.GetCount());
Assert.AreEqual(3.0, runningAverage.GetAverage(), EPSILON);
Assert.AreEqual(3.464101552963257, runningAverage.GetStandardDeviation(), EPSILON);
runningAverage.AddDatum(5.0);
Assert.AreEqual(4, runningAverage.GetCount());
Assert.AreEqual(3.5, runningAverage.GetAverage(), EPSILON);
Assert.AreEqual(3.0, runningAverage.GetStandardDeviation(), EPSILON);
}
private static double computeThreshold(IPreferenceArray prefs) {
if (prefs.Length() < 2) {
// Not enough data points -- return a threshold that allows everything
return Double.NegativeInfinity;
}
IRunningAverageAndStdDev stdDev = new FullRunningAverageAndStdDev();
int size = prefs.Length();
for (int i = 0; i < size; i++) {
stdDev.AddDatum(prefs.GetValue(i));
}
return stdDev.GetAverage() + stdDev.GetStandardDeviation();
}