public void MeanTest()
{
{
// test doubles
var threadId = Thread.CurrentThread.ManagedThreadId;
var doubleList = rng.InclusiveList(-1e12, 1e12, Count);
Assert.NotNull(doubleList, $"MeanTest: DoubleList is null!");
Assert.AreEqual(doubleList.Count, Count, $"doubleList.Count {doubleList.Count} != {Count}");
var reference = MathNet.Numerics.Statistics.ArrayStatistics.Mean(doubleList.ToArray());
var referenceStreaming = MathNet.Numerics.Statistics.StreamingStatistics.Mean(doubleList);
Assert.AreEqual(reference / referenceStreaming, 1.0, EPSILON);
var stats = new RollingStatistics <double>(doubleList);
Assert.That(stats.Mean / reference, Is.EqualTo(1.0).Within(EPSILON),
$"RollingStatistics<double>.Mean {stats.Mean} != MathNet Mean {reference} Difference: {stats.Mean - reference}");
stats = new RollingStatistics <double>(doubleList[0]);
for (int i = 1; i < doubleList.Count; i++)
{
stats.Add(doubleList[i]);
}
Assert.That(stats.Mean / reference, Is.EqualTo(1.0).Within(EPSILON),
$"RollingStatistics<double>.Mean {stats.Mean} != MathNet Mean {reference} Difference: {stats.Mean - reference}");
}
{
// test ints
var intList = rng.InclusiveList(int.MaxValue / 10, int.MinValue / 10, Count);
var doubleList = intList.Select(i => ((IConvertible)i).ToDouble(null));
Assert.NotNull(intList, $"MeanTest: intList is null!");
Assert.AreEqual(intList.Count, 100, $"intList.Count {intList.Count} != {Count}");
var reference = MathNet.Numerics.Statistics.ArrayStatistics.Mean(doubleList.ToArray());
var referenceStreaming = MathNet.Numerics.Statistics.StreamingStatistics.Mean(doubleList);
Assert.AreEqual(reference / referenceStreaming, 1.0, EPSILON);
var stats = new RollingStatistics <int>(intList);
Assert.That(stats.Mean / reference, Is.EqualTo(1.0).Within(EPSILON),
$"RollingStatistics<int>.Mean {stats.Mean} != MathNet Mean {reference} Difference: {stats.Mean - reference}");
stats = new RollingStatistics <int>(intList[0]);
for (int i = 1; i < intList.Count; i++)
{
stats.Add(intList[i]);
}
Assert.That(stats.Mean / reference, Is.EqualTo(1.0).Within(EPSILON),
$"RollingStatistics<int>.Mean {stats.Mean} != MathNet Mean {reference} Difference: {stats.Mean - reference}");
}
}
public void StdDevTest()
{
{
// test doubles
var doubleList = rng.InclusiveList(-1e12, 1e12, Count);
Assert.NotNull(doubleList, $"StdDevTest: DoubleList is null!");
Assert.AreEqual(doubleList.Count, 100, $"doubleList.Count {doubleList.Count} != {Count}");
var reference = MathNet.Numerics.Statistics.Statistics.StandardDeviation(doubleList);
var stats = new RollingStatistics <double>(doubleList);
Assert.That(reference, Is.EqualTo(stats.StandardDeviation).Within(reference * EPSILON),
$"RollingStatistics<double>.StdDev {stats.StandardDeviation} != MathNet StdDev {reference}");
stats = new RollingStatistics <double>(doubleList[0]);
for (int i = 1; i < doubleList.Count; i++)
{
stats.Add(doubleList[i]);
}
Assert.That(reference, Is.EqualTo(stats.StandardDeviation).Within(reference * EPSILON),
$"RollingStatistics<double>.StdDev {stats.StandardDeviation} != MathNet StdDev {reference}");
}
{
// test ints
var intList = rng.InclusiveList(int.MinValue / 2, int.MaxValue / 2, Count);
var doubleList = intList.Select(i => ((IConvertible)i).ToDouble(null));
Assert.NotNull(intList, $"MeanTest: intList is null!");
Assert.AreEqual(intList.Count, Count, $"intList.Count {intList.Count} != {Count}");
var reference = MathNet.Numerics.Statistics.Statistics.StandardDeviation(doubleList);
var stats = new RollingStatistics <int>(intList);
Assert.That(reference, Is.EqualTo(stats.StandardDeviation).Within(reference * EPSILON),
$"RollingStatistics<int>.StdDev {stats.StandardDeviation} != MathNet StdDev {reference}");
stats = new RollingStatistics <int>(intList[0]);
for (int i = 1; i < intList.Count; i++)
{
stats.Add(intList[i]);
}
Assert.That(reference, Is.EqualTo(stats.StandardDeviation).Within(reference * EPSILON),
$"RollingStatistics<int>.StdDev {stats.StandardDeviation} != MathNet StdDev {reference}");
}
}
