public IEBSResultElement Calculate(
IEBSResultElementFactory EBSResultElementFactory,
IdIndexElement dIndexElement,
Iw w,
IBEDS BEDS,
Iμ μ,
IVariance Variance)
{
int BEDS_d = BEDS.Value.Value.Value;
double ExpectedValue_d = w.Value
.Select(y => (double)μ.GetElementAtAsdecimal(
y,
dIndexElement))
.Sum();
double Variance_d = w.Value
.Select(y => (double)Variance.GetElementAtAsdecimal(
y,
dIndexElement))
.Sum();
double lowerBound = BEDS_d + 0.5;
double upperBound = double.PositiveInfinity;
double value =
0.5
*
(BEDS_d - ExpectedValue_d)
*
(MathNet.Numerics.SpecialFunctions.Erf(
(lowerBound - ExpectedValue_d)
*
Math.Pow(Math.Sqrt(2 * Variance_d), -1))
-
MathNet.Numerics.SpecialFunctions.Erf(
(upperBound - ExpectedValue_d)
*
Math.Pow(Math.Sqrt(2 * Variance_d), -1)))
+
Math.Sqrt(Variance_d)
*
Math.Pow(Math.Sqrt(2 * Math.PI), -1)
*
(Math.Exp(
-Math.Pow(lowerBound - ExpectedValue_d, 2)
*
Math.Pow(2 * Variance_d, -1))
-
Math.Exp(
-Math.Pow(upperBound - ExpectedValue_d, 2)
*
Math.Pow(2 * Variance_d, -1)));
return(EBSResultElementFactory.Create(
dIndexElement,
(decimal)value));
}
public IExpectedValueΦResultElement Calculate(
IExpectedValueΦResultElementFactory expectedValueΦResultElementFactory,
IlIndexElement lIndexElement,
IsIndexElement sIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
IL L,
Ip p,
Iμ μ)
{
int Ls = L.GetElementAtAsint(
sIndexElement);
int τLowerBound = 0;
int τUpperBound = (int)Math.Floor(
(decimal)
(Ls - lIndexElement.Value.Value.Value)
/
t.GetT());
decimal sum = 0;
for (int τ = τLowerBound; τ <= τUpperBound; τ = τ + 1)
{
int lPrimeLowerBound = lIndexElement.Value.Value.Value + τ * t.GetT() + 1;
int lPrimeUpperBound = Ls;
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeUpperBound; lPrime = lPrime + 1)
{
sum +=
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement);
}
}
return(expectedValueΦResultElementFactory.Create(
sIndexElement,
lIndexElement,
ΛIndexElement,
μ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
sum));
}
public IVarianceΦResultElement Calculate(
IVarianceΦResultElementFactory varianceΦResultElementFactory,
IlIndexElement lIndexElement,
IsIndexElement sIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
IL L,
Ip p,
Iμ μ,
Iσ σ)
{
int Ls = L.GetElementAtAsint(
sIndexElement);
int τLowerBound = 0;
int τUpperBound = (int)Math.Floor(
(decimal)
(Ls - lIndexElement.Value.Value.Value)
/
t.GetT());
// Mean
decimal meanSum = 0;
for (int τ = τLowerBound; τ <= τUpperBound; τ = τ + 1)
{
int lPrimeLowerBound = lIndexElement.Value.Value.Value + τ * t.GetT() + 1;
int lPrimeVarianceUpperBound = Math.Min(
lIndexElement.Value.Value.Value + τ * t.GetT() + t.GetT(),
Ls);
int lPrimeCovarianceUpperBound = Math.Min(
lIndexElement.Value.Value.Value + τ * t.GetT() + t.GetT(),
Ls - 1);
// Mean: Variance
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeVarianceUpperBound; lPrime = lPrime + 1)
{
meanSum +=
(τ + 1)
*
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement)
*
(1 - p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement));
}
// Mean: Covariance
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeCovarianceUpperBound; lPrime = lPrime + 1)
{
int lHatLowerBound = lPrime + 1;
int lHatUpperBound = Ls;
for (int lHat = lHatLowerBound; lHat <= lHatUpperBound; lHat = lHat + 1)
{
meanSum -=
(τ + 1)
*
2
*
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement)
*
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lHat),
ΛIndexElement);
}
}
}
// Variance
decimal varianceSum = 0;
for (int τ = τLowerBound; τ <= τUpperBound; τ = τ + 1)
{
int lPrimeLowerBound = lIndexElement.Value.Value.Value + τ * t.GetT() + 1;
int lPrimeUpperBound = Ls;
for (int lPrime = lPrimeLowerBound; lPrime <= lPrimeUpperBound; lPrime = lPrime + 1)
{
varianceSum +=
p.GetElementAtAsdecimal(
sIndexElement,
l.GetElementAt(
lPrime),
ΛIndexElement);
}
}
return(varianceΦResultElementFactory.Create(
sIndexElement,
lIndexElement,
ΛIndexElement,
μ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
meanSum
+
σ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
σ.GetElementAtAsdecimal(
sIndexElement,
ΛIndexElement)
*
varianceSum
*
varianceSum));
}
