public void SecondDerivative(double point)
{
var interp = new GaussianKernelInterpolator(new double[] { 0.1, 0.25, 0.5, 0.75, 0.9 }, new double[] { 0.32, 0.30, 0.26, 0.29, 0.31 });
var bump = 0.0000001;
var v1 = interp.FirstDerivative(point - bump / 2);
var v2 = interp.FirstDerivative(point + bump / 2);
var slope = (v2 - v1) / bump;
Assert.Equal(slope, interp.SecondDerivative(point), 3);
}
public void SecondDerivativeRaw(double point)
{
var interp = new GaussianKernelInterpolator(new double[] { 0.1, 0.25, 0.5, 0.75, 0.9 }, new double[] { 0.32, 0.30, 0.26, 0.29, 0.31 });
var bump = 0.0000001;
var v1 = Distributions.Gaussian.GKernDeriv(point - bump / 2, 0.1, 0.25);
var v2 = Distributions.Gaussian.GKernDeriv(point + bump / 2, 0.1, 0.25);
var slope = (v2 - v1) / bump;
Assert.Equal(slope, Distributions.Gaussian.GKernDeriv2(point, 0.1, 0.25), 3);
}
public void CanInterpolateFact()
{
var xs = new double[] { 0.1, 0.25, 0.5, 0.75, 0.9 };
var ys = new double[] { 0.32, 0.32, 0.34, 0.36, 0.38 };
var interp = InterpolatorFactory.GetInterpolator(xs, ys, Interpolator1DType.GaussianKernel);
//test pillar values are returned
for (var i = 0; i < xs.Length; i++)
{
Assert.Equal(ys[i], interp.Interpolate(xs[i]), 10);
}
var gk = new GaussianKernelInterpolator();
Assert.Throws <NotImplementedException>(() => interp.Bump(0, 0));
Assert.Throws <NotImplementedException>(() => interp.UpdateY(0, 0));
Assert.Throws <NotImplementedException>(() => interp.Sensitivity(0));
}
