public static float Run(RandomWalk rw, float epsilonNormalized)
{
float epsilon = InformationContent.DenormalizeEpsilon(rw, epsilonNormalized);
ChangeSequence sequence = new ChangeSequence(rw, epsilon);
var probabilities = InformationContent.GetProbabilities(sequence);
float entropy = GetEntropy(probabilities);
return(entropy);
}
public static float Run(RandomWalk rw, float epsilonNormalized)
{
float epsilon = InformationContent.DenormalizeEpsilon(rw, epsilonNormalized);
ChangeSequence sequence = new ChangeSequence(rw, epsilon);
float mu = EstimateSlopeNumberIterative(sequence);
//float mu = EstimateSlopeNumberRecursive(sequence, 0, 0, 0);
float pic = mu / sequence.Size;
return(pic);
}
private static int EstimateSlopeNumberRecursive(ChangeSequence sequence, int i, int j, int k)
{
if (i >= sequence.Size)
{
return(k);
}
if (j == 0 && sequence.Get(i) != ChangeSymbol.Zero)
{
return(EstimateSlopeNumberRecursive(sequence, i + 1, i, k + 1));
}
if (j > 0 && sequence.Get(i) != ChangeSymbol.Zero && sequence.Get(i) != sequence.Get(j))
{
return(EstimateSlopeNumberRecursive(sequence, i + 1, i, k + 1));
}
return(EstimateSlopeNumberRecursive(sequence, i + 1, j, k));
}
private static int EstimateSlopeNumberIterative(ChangeSequence sequence)
{
int slopes = 0;
ChangeSymbol lastSymbol = ChangeSymbol.Zero, currentSymbol;
for (int i = 0; i < sequence.Size; ++i)
{
currentSymbol = sequence.Get(i);
if ((currentSymbol == ChangeSymbol.One && lastSymbol != ChangeSymbol.One) ||
(currentSymbol == ChangeSymbol.BarOne && lastSymbol != ChangeSymbol.BarOne))
{
++slopes;
lastSymbol = currentSymbol;
}
}
return(slopes);
}
internal static Dictionary <Tuple <ChangeSymbol, ChangeSymbol>, float> GetProbabilities(ChangeSequence sequence)
{
var occurrences = new Dictionary <Tuple <ChangeSymbol, ChangeSymbol>, int>();
foreach (ChangeSymbol symbol1 in Enum.GetValues(typeof(ChangeSymbol)))
{
foreach (ChangeSymbol symbol2 in Enum.GetValues(typeof(ChangeSymbol)))
{
occurrences.Add(new Tuple <ChangeSymbol, ChangeSymbol>(symbol1, symbol2), 0);
}
}
for (int i = 0; i < sequence.Size - 1; ++i)
{
ChangeSymbol symbol1 = sequence.Get(i);
ChangeSymbol symbol2 = sequence.Get(i + 1);
var key = occurrences.Keys.Where(k => k.Item1 == symbol1 && k.Item2 == symbol2).Single();
++occurrences[key];
}
var probabilities = new Dictionary <Tuple <ChangeSymbol, ChangeSymbol>, float>();
foreach (var pair in occurrences)
{
probabilities.Add(pair.Key, (float)pair.Value / (sequence.Size - 1));
}
return(probabilities);
}