public void TimeSeriesAutocovariance()
{
TimeSeries series1 = new TimeSeries();
series1.Add(0.0, -1.0, 2.0, -3.0);
double[] acv1 = series1.Autocovariance();
TestAutocovariance(acv1);
for (int i = 0; i < acv1.Length; i++)
{
Assert.IsTrue(TestUtilities.IsNearlyEqual(acv1[i], series1.Autocovariance(i)));
}
}
public void TimeSeriesAutocovariance()
{
TimeSeries series1 = new TimeSeries();
series1.Add(0.0, -1.0, 2.0, -3.0);
double[] acv1 = series1.Autocovariance();
TestAutocovariance(acv1);
}
public void TimeSeriesSampleAgreement()
{
TimeSeries series = new TimeSeries(7.0, 5.0, 3.0, 2.0);
Sample sample = series.AsSample();
Assert.IsTrue(series.Count == sample.Count);
Assert.IsTrue(series.Mean == sample.Mean);
Assert.IsTrue(series.Autocovariance(0) == sample.Variance);
Assert.IsTrue(sample.Contains(series[1]));
}
