/// <summary>Uses Scott's choice algorithm to assign bin width:
/// http://en.wikipedia.org/wiki/Histogram#Number_of_bins_and_width</summary>
public Histogram(TimeSeries data)
{
var bS = (3.5 * data.StandardDeviation) / Math.Pow(data.Count(), .33333333333333);
if (bS <= 0)
bS = .01;
this.binSize = bS;
for (int i = 0; i < data.Count(); i++) {
IncrementAt((int)Math.Floor(data[i] / binSize));
}
}
public Histogram(TimeSeries data, double binSize)
{
this.binSize = binSize;
for (int i = 0; i < data.Count(); i++) {
IncrementAt((int)Math.Floor(data[i] / binSize));
}
}
public ScatterSeries Correlate2(TimeSeries ts2)
{
ScatterSeries ss = new ScatterSeries() { MarkerSize = .8, MarkerStroke = OxyColors.Blue, MarkerFill = OxyColors.Blue };
bool axis1Direction = this.domain[1] - this.domain[0] > 0;
bool axis2Direction = ts2.domain[1] - ts2.domain[0] > 0;
int i, j;
if (axis1Direction) {
i = this.Count() - 1;
} else {
i = 0;
}
if (axis2Direction) {
j = ts2.Count() - 1;
} else {
j = 0;
}
while (i >= 0 && j >= 0 && i < this.Count() && j < ts2.Count()) {
double domaini = this.domain[i];
double domainj = ts2.domain[j];
if (domaini != domainj) {
if (domaini > domainj) {
//Move i
if (axis1Direction) {
i--;
} else {
i++;
}
} else {
//Move j
if (axis2Direction) {
j--;
} else {
j++;
}
}
continue;
} else {
ss.Points.Add(new ScatterPoint(this.range[i], ts2.range[j]));
//Move both
if (axis1Direction) {
i--;
} else {
i++;
}
if (axis2Direction) {
j--;
} else {
j++;
}
}
}
return ss;
}