public IExpectedValueIResultElement Calculate(
IExpectedValueIResultElementFactory expectedValueIResultElementFactory,
ItIndexElement tIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
Ist st,
IExpectedValueΦ expectedValueΦ,
Iz z)
{
return(expectedValueIResultElementFactory.Create(
tIndexElement,
ΛIndexElement,
st.Value
.Select(w =>
expectedValueΦ.GetElementAtAsdecimal(
w.sIndexElement,
l.GetElementAt(
tIndexElement.Key
-
w.tIndexElement.Key
+
(int)Math.Floor(
(decimal)w.tIndexElement.Key
/
(tIndexElement.Key + 1))
*
t.GetT()),
ΛIndexElement)
*
z.GetElementAtAsint(
w.sIndexElement,
w.tIndexElement))
.Sum()));
}
public IΦHatResultElement Calculate(
INormalFactory normalFactory,
IΦHatResultElementFactory ΦHatResultElementFactory,
IlIndexElement lIndexElement,
IsIndexElement sIndexElement,
IΛIndexElement ΛIndexElement,
IExpectedValueΦ expectedValueΦ,
IVarianceΦ varianceΦ,
IVHat VHat,
Iυ2 υ2)
{
// https://stackoverflow.com/questions/1662943/standard-normal-distribution-z-value-function-in-c-sharp
MathNet.Numerics.Distributions.Normal normal = (MathNet.Numerics.Distributions.Normal)normalFactory.Create();
return(ΦHatResultElementFactory.Create(
sIndexElement,
lIndexElement,
ΛIndexElement,
(decimal)expectedValueΦ.GetElementAtAsdecimal(
sIndexElement,
lIndexElement,
ΛIndexElement)
+
(decimal)normal.CumulativeDistribution(
(double)(1 - υ2.GetElementAtAsdecimal(
ΛIndexElement)))
*
(decimal)Math.Pow(
Math.Sqrt(
(double)VHat.GetElementAtAsdecimal(
ΛIndexElement)),
-1)
*
(decimal)varianceΦ.GetElementAtAsdecimal(
sIndexElement,
lIndexElement,
ΛIndexElement)));
}
