private List <double> RunSingle(RqqPeltChangePointDetector detector, IReadOnlyList <CpdTestData> dataSet, bool printReports)
{
int maxNameLength = dataSet.Select(data => data.Name.Length).Max();
var penalties = new List <double>();
Parallel.ForEach(dataSet, testData =>
{
var changePointIndexes = detector.GetChangePointIndexes(testData.Values.ToArray());
var verification = CpdTestDataVerification.Verify(testData, changePointIndexes);
lock (detector)
{
penalties.Add(verification.Penalty);
PrintLine($"{testData.Name.PadRight(maxNameLength)} : {verification.Penalty}");
if (printReports)
{
PrintLine(verification.Report);
}
}
});
PrintLine(" Sum = " + penalties.Sum());
PrintLine(" Max = " + penalties.Max());
foreach (double p in new[] { 0.5, 0.90, 0.99 })
{
string metric = $"P{p * 100}".PadRight(4);
double estimate = HarrellDavisQuantileEstimator.Instance.GetQuantile(penalties, p);
PrintLine($" {metric} = {estimate:0.##}");
}
return(penalties);
}
public void ReferenceDataSetTest(string name)
{
var cpdTestData = ReferenceDataSet.First(d => d.Name == name);
var indexes = detector.GetChangePointIndexes(cpdTestData.Values.ToArray(), 20);
var verification = CpdTestDataVerification.Verify(cpdTestData, indexes);
output.WriteLine(verification.Report);
output.WriteLine("Max penalty: " + verification.Penalty);
Assert.True(verification.Penalty <= CpdTestData.PenaltyValues.Default.ExtraPoint * 2);
}
