public virtual void ConstructorTests()
{
double[][] data = new double[][]
{
new double[] { 3.0, 3.0, 3.0 },
new double[] { 3.0, 3.0, 3.0 },
new double[] { 3.0, 3.0, 3.0 }
};
InsightsMatrix im1 = new InsightsMatrix(data, false);
Assert.True(im1.NumberOfColumns == 3);
Assert.True(im1.NumberOfRows == 3);
for (int i = 0; i < im1.NumberOfColumns; i++)
{
for (int j = 0; j < im1.NumberOfColumns; j++)
{
Assert.True(im1.get(i, j) == 3.0);
}
}
im1.set(0, 0, 0.0);
Assert.True(im1.get(0, 0) == 0.0);
im1.set(0, 0, 3.0);
InsightsVector iv = new InsightsVector(3, 3.0);
for (int i = 0; i < im1.NumberOfColumns; i++)
{
Assert.True(im1.timesVector(iv).get(i) == 27.0);
}
}
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: private static TimeSeries.Forecast.matrix.InsightsVector iterationStep(final TimeSeries.Forecast.TimeSeries.Arima.struct.ArimaParams params, final double[] data, final double[] errors, final double[][] matrix, final int r, final int length, final int size)
private static InsightsVector iterationStep(ArimaParams @params, double[] data, double[] errors, double[][] matrix, int r, int length, int size)
{
int rowIdx = 0;
// copy over shifted timeseries data into matrix
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int[] offsetsAR = params.getOffsetsAR();
int[] offsetsAR = @params.OffsetsAR;
foreach (int pIdx in offsetsAR)
{
Array.Copy(data, r - pIdx, matrix[rowIdx], 0, size);
++rowIdx;
}
// copy over shifted errors into matrix
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int[] offsetsMA = params.getOffsetsMA();
int[] offsetsMA = @params.OffsetsMA;
foreach (int qIdx in offsetsMA)
{
Array.Copy(errors, r - qIdx, matrix[rowIdx], 0, size);
++rowIdx;
}
// instantiate matrix to perform least squares algorithm
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final TimeSeries.Forecast.matrix.InsightsMatrix zt = new TimeSeries.Forecast.matrix.InsightsMatrix(matrix, false);
InsightsMatrix zt = new InsightsMatrix(matrix, false);
// instantiate target vector
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] vector = new double[size];
double[] vector = new double[size];
Array.Copy(data, r, vector, 0, size);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final TimeSeries.Forecast.matrix.InsightsVector x = new TimeSeries.Forecast.matrix.InsightsVector(vector, false);
InsightsVector x = new InsightsVector(vector, false);
// obtain least squares solution
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final TimeSeries.Forecast.matrix.InsightsVector ztx = zt.timesVector(x);
InsightsVector ztx = zt.timesVector(x);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final TimeSeries.Forecast.matrix.InsightsMatrix ztz = zt.computeAAT();
InsightsMatrix ztz = zt.computeAAT();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final TimeSeries.Forecast.matrix.InsightsVector estimatedVector = ztz.solveSPDIntoVector(ztx, TimeSeries.Forecast.timeseries.timeseriesutil.ForecastUtil.maxConditionNumber);
InsightsVector estimatedVector = ztz.solveSPDIntoVector(ztx, ForecastUtil.maxConditionNumber);
return(estimatedVector);
}
public virtual void TimesVectorTestIncorrectDimension()
{
double[][] A = new double[][]
{
new double[] { 1.0, 1.0, 1.0 },
new double[] { 2.0, 2.0, 2.0 },
new double[] { 3.0, 3.0, 3.0 }
};
double[] x = new double[] { 4.0, 4.0, 4.0, 4.0 };
InsightsMatrix im = new InsightsMatrix(A, true);
InsightsVector iv = new InsightsVector(x, true);
Exception ex = Assert.Throws <Exception>(() => im.timesVector(iv));
//InsightsVector solved =
Assert.Equal("[InsightsMatrix][timesVector] size mismatch", ex.Message);
}
public virtual void TimesVectorTestSimple()
{
double[][] A = new double[][]
{
new double[] { 1.0, 1.0 },
new double[] { 2.0, 2.0 }
};
double[] x = new double[] { 3.0, 4.0 };
double[] solution = new double[] { 7.0, 14.0 };
InsightsMatrix im = new InsightsMatrix(A, true);
InsightsVector iv = new InsightsVector(x, true);
InsightsVector solved = im.timesVector(iv);
for (int i = 0; i < solved.size(); i++)
{
Assert.True(solved.get(i) == solution[i]);
}
}