private void CheckValue(
EventBean values,
double avgE)
{
var avg = GetDoubleValue(ViewFieldEnum.WEIGHTED_AVERAGE__AVERAGE, values);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(avg, avgE, 6));
}
public void TestCORREL()
{
BaseStatisticsBean stat = new BaseStatisticsBean();
Assert.AreEqual(Double.NaN, stat.Correlation);
Assert.AreEqual(0, stat.N);
stat.AddPoint(1, 10);
Assert.AreEqual(Double.NaN, stat.Correlation);
Assert.AreEqual(1, stat.N);
stat.AddPoint(2, 20);
Assert.AreEqual(1d, stat.Correlation);
Assert.AreEqual(2, stat.N);
stat.AddPoint(1.5, 14);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Correlation, 0.993399268, PRECISION_DIGITS));
Assert.AreEqual(3, stat.N);
stat.AddPoint(1.4, 14);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Correlation, 0.992631989, PRECISION_DIGITS));
Assert.AreEqual(4, stat.N);
stat.RemovePoint(1.5, 14);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Correlation, 1, PRECISION_DIGITS));
Assert.AreEqual(3, stat.N);
stat.AddPoint(100, 1);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Correlation, -0.852632057, PRECISION_DIGITS));
Assert.AreEqual(4, stat.N);
}
private static void CheckValues(
EventBean values,
bool isFirst,
bool isNewData,
long countE,
double sumE,
double avgE,
double stdevpaE,
double stdevE,
double varianceE)
{
var count = GetLongValue(ViewFieldEnum.UNIVARIATE_STATISTICS__DATAPOINTS, values);
var sum = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__TOTAL, values);
var avg = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__AVERAGE, values);
var stdevpa = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEVPA, values);
var stdev = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEV, values);
var variance = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__VARIANCE, values);
Assert.AreEqual(count, countE);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(sum, sumE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(avg, avgE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stdevpa, stdevpaE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stdev, stdevE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(variance, varianceE, 6));
if (isFirst && !isNewData) {
Assert.AreEqual(null, values.Get("Symbol"));
Assert.AreEqual(null, values.Get("Feed"));
}
else {
Assert.AreEqual(SYMBOL, values.Get("Symbol"));
Assert.AreEqual(FEED, values.Get("Feed"));
}
}
private void CheckValues(EventBean eventBean, double slopeE, double yinterceptE)
{
double slope = GetDoubleValue(ViewFieldEnum.REGRESSION__SLOPE, eventBean);
double yintercept = GetDoubleValue(ViewFieldEnum.REGRESSION__YINTERCEPT, eventBean);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(slope, slopeE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(yintercept, yinterceptE, 6));
}
private void CheckValue(EventBean values, double avgE)
{
double avg = GetDoubleValue(ViewFieldEnum.WEIGHTED_AVERAGE__AVERAGE, values);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(avg, avgE, 6));
Assert.AreEqual(FEED, values.Get("Feed"));
Assert.AreEqual(SYMBOL, values.Get("Symbol"));
}
private void CheckValues(EventBean values, long countE, double sumE, double avgE, double stdevpaE, double stdevE, double varianceE)
{
var count = GetLongValue(ViewFieldEnum.UNIVARIATE_STATISTICS__DATAPOINTS, values);
var sum = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__TOTAL, values);
var avg = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__AVERAGE, values);
var stdevpa = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEVPA, values);
var stdev = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__STDDEV, values);
var variance = GetDoubleValue(ViewFieldEnum.UNIVARIATE_STATISTICS__VARIANCE, values);
Assert.AreEqual(count, countE);
Assert.AreEqual(sum, sumE);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(avg, avgE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stdevpa, stdevpaE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stdev, stdevE, 6));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(variance, varianceE, 6));
}
public void TestClone()
{
BaseStatisticsBean stat = new BaseStatisticsBean();
stat.AddPoint(100, 10);
stat.AddPoint(200, 20);
BaseStatisticsBean cloned = (BaseStatisticsBean)stat.Clone();
Assert.AreEqual(2, cloned.N);
Assert.AreEqual(300d, cloned.XSum);
Assert.AreEqual(150d, cloned.XAverage);
Assert.AreEqual(30d, cloned.YSum);
Assert.AreEqual(15d, cloned.YAverage);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(cloned.XStandardDeviationPop, 50.0, PRECISION_DIGITS));
}
public void TestStddev_STDEVPA()
{
BaseStatisticsBean stat = new BaseStatisticsBean();
Assert.AreEqual(Double.NaN, stat.XStandardDeviationPop);
Assert.AreEqual(Double.NaN, stat.YStandardDeviationPop);
Assert.AreEqual(0, stat.N);
stat.AddPoint(1, 10500);
Assert.AreEqual(0.0d, stat.XStandardDeviationPop);
Assert.AreEqual(0.0d, stat.YStandardDeviationPop);
Assert.AreEqual(1, stat.N);
stat.AddPoint(2, 10200);
Assert.AreEqual(0.5d, stat.XStandardDeviationPop);
Assert.AreEqual(150d, stat.YStandardDeviationPop);
Assert.AreEqual(2, stat.N);
stat.AddPoint(1.5, 10500);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationPop, 0.40824829, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationPop, 141.4213562, PRECISION_DIGITS));
Assert.AreEqual(3, stat.N);
stat.AddPoint(-0.1, 10500);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationPop, 0.777817459, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationPop, 129.9038106, PRECISION_DIGITS));
Assert.AreEqual(4, stat.N);
stat.RemovePoint(2, 10200);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationPop, 0.668331255, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationPop, 0.0, PRECISION_DIGITS));
Assert.AreEqual(3, stat.N);
stat.AddPoint(0.89, 10499);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationPop, 0.580102362, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationPop, 0.433012702, PRECISION_DIGITS));
Assert.AreEqual(4, stat.N);
stat.AddPoint(1.23, 10500);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationPop, 0.543860276, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationPop, 0.4, PRECISION_DIGITS));
Assert.AreEqual(5, stat.N);
}
public void TestStddevAndVariance_STDEV()
{
BaseStatisticsBean stat = new BaseStatisticsBean();
Assert.AreEqual(Double.NaN, stat.XStandardDeviationSample);
Assert.AreEqual(Double.NaN, stat.XVariance);
Assert.AreEqual(Double.NaN, stat.YStandardDeviationSample);
Assert.AreEqual(Double.NaN, stat.YVariance);
stat.AddPoint(100, -1);
Assert.AreEqual(Double.NaN, stat.XVariance);
Assert.AreEqual(Double.NaN, stat.XStandardDeviationSample);
Assert.AreEqual(Double.NaN, stat.YVariance);
Assert.AreEqual(Double.NaN, stat.YStandardDeviationSample);
stat.AddPoint(150, -1);
Assert.AreEqual(1250d, stat.XVariance);
Assert.AreEqual(0d, stat.YVariance);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationSample, 35.35533906, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationSample, 0, PRECISION_DIGITS));
stat.AddPoint(0, -1.1);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XVariance, 5833.33333333, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YVariance, 0.003333333, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationSample, 76.37626158, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationSample, 0.057735027, PRECISION_DIGITS));
stat.RemovePoint(100, -1);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XVariance, 11250, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YVariance, 0.005, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationSample, 106.0660172, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationSample, 0.070710678, PRECISION_DIGITS));
stat.AddPoint(-149, 0);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XVariance, 22350.333333, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YVariance, 0.37, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.XStandardDeviationSample, 149.5002787, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YStandardDeviationSample, 0.608276253, PRECISION_DIGITS));
}
public void TestLINEST()
{
BaseStatisticsBean stat = new BaseStatisticsBean();
Assert.AreEqual(Double.NaN, stat.Slope);
Assert.AreEqual(Double.NaN, stat.YIntercept);
Assert.AreEqual(0, stat.N);
stat.AddPoint(1, 15);
Assert.AreEqual(Double.NaN, stat.Slope);
Assert.AreEqual(Double.NaN, stat.YIntercept);
Assert.AreEqual(1, stat.N);
stat.AddPoint(2, 20);
Assert.AreEqual(5d, stat.Slope);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YIntercept, 10, PRECISION_DIGITS));
Assert.AreEqual(2, stat.N);
stat.AddPoint(1, 17);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Slope, 4, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YIntercept, 12, PRECISION_DIGITS));
Assert.AreEqual(3, stat.N);
stat.AddPoint(1.4, 14);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Slope, 3.731343284, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YIntercept, 11.46268657, PRECISION_DIGITS));
Assert.AreEqual(4, stat.N);
stat.RemovePoint(1, 17);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Slope, 5.394736842, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YIntercept, 8.421052632, PRECISION_DIGITS));
Assert.AreEqual(3, stat.N);
stat.AddPoint(0, 0);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.Slope, 9.764150943, PRECISION_DIGITS));
Assert.IsTrue(DoubleValueAssertionUtil.Equals(stat.YIntercept, 1.509433962, PRECISION_DIGITS));
Assert.AreEqual(4, stat.N);
}
private void CheckValues(EventBean values, double correlationE)
{
double correlation = GetDoubleValue(ViewFieldEnum.CORRELATION__CORRELATION, values);
Assert.IsTrue(DoubleValueAssertionUtil.Equals(correlation, correlationE, 6));
}