public void ClearTest()
{
double[] values = { 0.5, -1.2, 0.7, 0.2, 1.1 };
RunningNormalStatistics target = new RunningNormalStatistics();
for (int i = 0; i < values.Length; i++)
{
target.Push(values[i]);
}
target.Clear();
double[] values2 = { 1.5, -5.2, 0.7, 1.2, 9.1 };
for (int i = 0; i < values.Length; i++)
{
target.Push(values2[i]);
}
Assert.AreEqual(values2.Mean(), target.Mean, 1e-10);
Assert.AreEqual(values2.StandardDeviation(), target.StandardDeviation, 1e-10);
Assert.AreEqual(values2.Variance(), target.Variance, 1e-10);
Assert.AreEqual(values2.Length, target.Count);
}
public void Add(double a)
{
if (a < minVal)
{
minVal = a;
}
if (a > maxVal)
{
maxVal = a;
}
stat.Push(a);
ElementsSeen++;
}
public void Add(double eval, double probabilityReturned)
{
if (eval < minVal)
{
minVal = eval;
}
if (eval > maxVal)
{
maxVal = eval;
}
stat.Push(eval);
probReturnedWhenCorrect.Push(probabilityReturned);
ElementsSeen++;
ProbabilityUtilData = true;
}
public void StandardDeviationTest()
{
double[] values = { 0.5, -1.2, 0.7, 0.2, 1.1 };
RunningNormalStatistics target = new RunningNormalStatistics();
for (int i = 0; i < values.Length; i++)
{
target.Push(values[i]);
}
double expected = Tools.StandardDeviation(values);
double actual = target.StandardDeviation;
Assert.AreEqual(expected, actual);
}
public void VarianceTest()
{
double[] values = { 0.5, -1.2, 0.7, 0.2, 1.1 };
RunningNormalStatistics target = new RunningNormalStatistics();
for (int i = 0; i < values.Length; i++)
{
target.Push(values[i]);
}
double expected = values.Variance();
double actual = target.Variance;
Assert.AreEqual(expected, actual);
}
public double TestUtility()
{
RunningNormalStatistics utilityAve = new RunningNormalStatistics();
int counter = 0;
foreach (var a in stats)
{
if (a.Value.ElementsSeen > 20)
{
utilityAve.Push(a.Value.ProbabilisticUtility());
counter++;
}
}
if (counter > 8)
{
return(utilityAve.Mean);
}
else
{
//Debug.Print(counter.ToString());
return(-1);
}
}
public double Apply(double a)
{
if (maxVal == double.MinValue || minVal == double.MaxValue)
{
return(0);
}
if (a > maxVal || a < minVal)
{
return(0);
}
double range = maxVal - minVal;
if (range == 0)
{
range = .0001;
}
//double distanceFromMean = Math.Abs(stat.Mean - a) / (maxVal - minVal);
double distanceFromMean = Math.Abs(minVal + range / 2.0 - a) / (range);
double prob = Math.Abs(2 - distanceFromMean * 2) / range;
probReturnedInGeneral.Push(prob);
//Debug.Print(prob.ToString());
return(prob);
}