public double Correlation(DynamicBin1D other)
{
lock (syncLock)
{
return(Covariance(other) / (StandardDeviation() * other.StandardDeviation()));
}
}
public override Object Clone()
{
DynamicBin1D clone = (DynamicBin1D)base.Clone();
if (this._elements != null)
{
clone._elements = clone._elements.Copy();
}
if (this.SortedElements != null)
{
clone.SortedElements = clone.SortedElements.Copy();
}
return(clone);
}
public double Covariance(DynamicBin1D other)
{
lock (syncLock)
{
if (Size != other.Size)
{
throw new ArgumentException("both bins must have same Size");
}
double s = 0;
for (int i = Size; --i >= 0;)
{
s += this._elements[i] * other._elements[i];
}
double cov = (s - Sum * other.Sum / Size) / Size;
return(cov);
}
}
public double Covariance(DynamicBin1D other)
{
lock (syncLock)
{
if (Size != other.Size)
{
throw new ArgumentException(Cern.LocalizedResources.Instance().Exception_BothBinsMustHaveSameSize);
}
double s = 0;
for (int i = Size; --i >= 0;)
{
s += this._elements[i] * other._elements[i];
}
double cov = (s - Sum * other.Sum / Size) / Size;
return(cov);
}
}
public DynamicBin1D SampleBootstrap(DynamicBin1D other, int resamples, Cern.Jet.Random.Engine.RandomEngine randomGenerator, BinBinFunction1D function)
{
if (randomGenerator == null)
{
randomGenerator = Cern.Jet.Random.Uniform.MakeDefaultGenerator();
}
// since "resamples" can be quite large, we care about performance and memory
int MaxCapacity = 1000;
int s1 = Size;
int s2 = other.Size;
// prepare auxiliary bins and buffers
DynamicBin1D sample1 = new DynamicBin1D();
Cern.Colt.Buffer.DoubleBuffer buffer1 = sample1.Buffered(System.Math.Min(MaxCapacity, s1));
DynamicBin1D sample2 = new DynamicBin1D();
Cern.Colt.Buffer.DoubleBuffer buffer2 = sample2.Buffered(System.Math.Min(MaxCapacity, s2));
DynamicBin1D bootstrap = new DynamicBin1D();
Cern.Colt.Buffer.DoubleBuffer bootBuffer = bootstrap.Buffered(System.Math.Min(MaxCapacity, resamples));
// resampling steps
for (int i = resamples; --i >= 0;)
{
sample1.Clear();
sample2.Clear();
this.Sample(s1, true, randomGenerator, buffer1);
other.Sample(s2, true, randomGenerator, buffer2);
bootBuffer.Add(function(sample1, sample2));
}
bootBuffer.Flush();
return(bootstrap);
}
public override Boolean Equals(Object obj)
{
if (!(obj is DynamicBin1D))
{
return(false);
}
if (!base.Equals(obj))
{
return(false);
}
DynamicBin1D other = (DynamicBin1D)obj;
double[] s1 = sortedElements_unsafe().ToArray();
lock (syncLock)
{
double[] s2 = other.sortedElements_unsafe().ToArray();
int n = Size;
return(Includes(s1, s2, 0, n, 0, n) &&
Includes(s2, s1, 0, n, 0, n));
}
}
