public void DefaultConstructor()
{
TimeWeightedVariance twv = new TimeWeightedVariance(new Simulation());
Assert.AreEqual(0, twv.Observations);
Assert.IsTrue(Double.IsNaN(twv.Value));
TimeValue lastObservation = twv.LastObservation;
Assert.IsFalse(lastObservation.IsValid);
}
public void VarianceOfFewObservations()
{
TimeWeightedVariance twv = new TimeWeightedVariance(new Simulation());
twv.Observe(3.0, 0L);
twv.Observe(2.0, 4L);
twv.Observe(6.0, 7L);
twv.Observe(4.0, 8L);
twv.Observe(2.0, 10L);
Assert.AreEqual(1.36, twv.Value, 0.00001);
}
public void VarianceOfZeroWeights()
{
double d = 321.0;
TimeWeightedVariance twv = new TimeWeightedVariance(new Simulation());
for (int i = 0; i < 1000; i++)
{
twv.Observe(d, 0L);
}
Assert.AreEqual(Double.NaN, twv.Value);
}
public void VarianceOfSameObservations()
{
double d = 321.0;
TimeWeightedVariance twv = new TimeWeightedVariance(new Simulation());
for (int i = 0; i < 1000; i++)
{
twv.Observe(d, i);
}
Assert.AreEqual(1000, twv.Observations);
Assert.AreEqual(0.0, twv.Value);
TimeValue lastObservation = twv.LastObservation;
Assert.IsTrue(lastObservation.IsValid);
Assert.AreEqual(d, lastObservation.Value);
Assert.AreEqual(999, lastObservation.Time);
}
public void VarianceOfManyObservations()
{
IUniform valGen = UniformStreams.DefaultStreams.GetUniform();
IUniform timeGen = UniformStreams.DefaultStreams.GetUniform();
TimeValue lastObservation = new TimeValue(0L, valGen.NextDouble() * 100.0);
double[] weights = new double[1000];
double[] values = new double[1000];
TimeWeightedVariance twv = new TimeWeightedVariance(new Simulation());
TimeWeightedMean twm = new TimeWeightedMean(new Simulation());
twm.Observe(lastObservation.Value, lastObservation.Time);
twv.Observe(lastObservation.Value, lastObservation.Time);
for (int i = 0; i < 1000; i++)
{
long newTime = lastObservation.Time + (long)(timeGen.NextDouble() * 10.0);
TimeValue newObservation = new TimeValue(newTime, valGen.NextDouble() * 100.0);
double weight = newObservation.Time - lastObservation.Time;
twm.Observe(newObservation.Value, newObservation.Time);
twv.Observe(newObservation.Value, newObservation.Time);
weights[i] = weight;
values[i] = lastObservation.Value;
lastObservation = newObservation;
}
double sumW = 0.0;
double sumWVals = 0.0;
for (int i = 0; i < 1000; i++)
{
sumW += weights[i];
sumWVals += weights[i] * Math.Pow(values[i] - twm.Value, 2.0);
}
double variance = sumWVals / sumW;
Assert.AreEqual(variance, twv.Value, 0.00001);
}
public void AttachAndDetach()
{
TimeWeightedVariance twv = new TimeWeightedVariance(new Simulation());
twv.ObserveOnAttach = true;
twv.ObserveOnDetach = true;
_valueForTesting = 5.5;
twv.Attach(this, "ValueForTesting");
TimeValue lastObservation = twv.LastObservation;
Assert.AreEqual(1, twv.Observations);
Assert.AreEqual(5.5, lastObservation.Value);
_valueForTesting = 10.0;
twv.Detach(this, "ValueForTesting");
lastObservation = twv.LastObservation;
Assert.AreEqual(2, twv.Observations);
Assert.AreEqual(10.0, lastObservation.Value);
}
public void RequiresNonNullSimulation()
{
TimeWeightedVariance twv = new TimeWeightedVariance(null);
}