public void Analyse_TimeSeries()
{
var now = DateTime.UtcNow;
var now_plusx = new Func<int, DateTime>(x => now.AddHours(x));
var width = TimeSpan.FromHours(1);
var hist = new Histogram(width.TotalMilliseconds);
var sample = new[] {
new { date = now, name = "a" },
new { date = now_plusx(1), name = "b" },
new { date = now_plusx(1), name = "c" },
new { date = now_plusx(3), name = "d" },
new { date = now_plusx(4), name = "e" },
new { date = now_plusx(6), name = "f" },
new { date = now_plusx(6), name = "g" },
new { date = now_plusx(8), name = "h" }
}.AsQueryable();
var histSample = hist.Analyse(sample, v => v.date);
Assert.That(histSample.Min, Is.EqualTo(now));
Assert.That(histSample.Max, Is.EqualTo(now_plusx(8)));
Assert.That(histSample.Total, Is.EqualTo(sample.Count()));
Assert.That(histSample.Width, Is.EqualTo(width));
Assert.That(histSample.Bins.Count, Is.EqualTo(9));
Assert.That(histSample.Bins[0], Is.EqualTo(1));
Assert.That(histSample.Bins[1], Is.EqualTo(2));
Assert.That(histSample.Bins[6], Is.EqualTo(2));
}
public void Analyse_SimpleSample()
{
var hist = new Histogram(1);
var sample = new[] { 1, 4, 4, 5, 5, 5, 6, 6, 8, 10 }.Select(n => n.OutOf(1)).ToList().AsQueryable();
var histSample = hist.Analyse(sample);
Assert.That(histSample.Min, Is.EqualTo(1));
Assert.That(histSample.Total, Is.EqualTo(sample.Count()));
Assert.That(histSample.Width, Is.EqualTo(1));
Assert.That(histSample.Bins.Count, Is.EqualTo(10));
Assert.That(histSample.Bins[0], Is.EqualTo(1));
Assert.That(histSample.Bins[9], Is.EqualTo(1));
}
public void BayesianProbability_DiceExample()
{
// Given the dice below
// What are the respective probabilities
// that each dice was rolled if the roll = 6
var die = new[] { 4, 6, 8, 12, 20 };
var hypos = die.Select(n => P.Of(n).Is(1).OutOf(die.Length)).AsHypotheses();
hypos.Update(x => x < 6 ? Fraction.Zero : (1).OutOf(x));
Assert.That(hypos.ProbabilityOf(4), Is.EqualTo(Fraction.Zero));
Assert.That(hypos.ProbabilityOf(8).Value, Is.InRange(0.294f, 0.295f));
}
public void BayesianProbability_MixedDiceExample()
{
var die = new[] // A mixed bag of die with various number of faces
{
new
{
n = 3,
faces = 4
},
new
{
n = 2,
faces = 6
},
new
{
n = 6,
faces = 12
}
};
var hypos = die
.Select(d => P.Of(d).Is(d.n).OutOf(die.Length))
.AsHypotheses();
var dist = hypos
.DistributionOver((h, v) => v > h.faces ? Fraction.Zero : (1).OutOf(h.faces) * h.n, Enumerable.Range(1, 12));
foreach (var h in dist)
{
Console.Write("{0}\t", h.Key.faces);
foreach (var v in h.Value)
{
Console.Write("{0}\t", v.Value);
}
Console.WriteLine();
}
}
public void AsSampleSpace_ProbabilityOfEventAandB_ReturnsZeroForExclusiveEvents()
{
var testData = new[] { 1, 2, 3, 4 }.AsQueryable();
var sample = testData.AsSampleSpace();
var cp = sample.ProbabilityOfEventAandB(x => x > 1, x => x < 1);
Assert.That(cp.Equals(0));
Assert.That(sample.AreMutuallyExclusive(x => x > 1, x => x < 1));
}
public void AsSampleSpace_ConditionalProbabilityOfEventAGivenB()
{
var testData = new[] { 1, 2, 3, 4 }.AsQueryable();
var sample = testData.AsSampleSpace();
var cp = sample.ConditionalProbabilityOfEventAGivenB(x => x == 1, x => x < 3);
var exp = (1).OutOf(2);
Assert.That(cp.Equals(exp));
}
public void PosterierProbabilityOfEventBGivenA()
{
var testData = new[] { 1, 2, 3, 4 }.AsQueryable();
var sample = testData.AsSampleSpace();
var cp = sample.PosterierProbabilityOfEventBGivenA(x => x == 1, x => x > 0 && x < 3);
var exp = (1).OutOf(2);
Assert.That(cp.Equals(exp));
}
