コード例 #1
0
ファイル: Statistics.cs プロジェクト: redyjq/mathnet-numerics
        /// <summary>
        /// Evaluates the sample mean over a moving window, for each samples.
        /// Returns NaN if no data is empty or if any entry is NaN.
        /// </summary>
        /// <param name="samples">The sample stream to calculate the mean of.</param>
        /// <param name="windowSize">The number of last samples to consider.</param>
        public static IEnumerable <double> MovingAverage(this IEnumerable <double> samples, int windowSize)
        {
            var movingStatistics = new MovingStatistics(windowSize);

            return(samples.Select(sample =>
            {
                movingStatistics.Push(sample);
                return movingStatistics.Mean;
            }));
        }
コード例 #2
0
        public void PositiveInfinityTest()
        {
            var ms = new MovingStatistics(3);

            ms.Push(1.0);
            ms.Push(2.0);
            Assert.That(ms.Minimum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Maximum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Mean, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.StandardDeviation, Is.Not.EqualTo(double.PositiveInfinity));

            ms.Push(double.PositiveInfinity);
            Assert.That(ms.Minimum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Maximum, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Mean, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.StandardDeviation, Is.EqualTo(double.PositiveInfinity));

            ms.Push(1.0);
            Assert.That(ms.Minimum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Maximum, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Mean, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.StandardDeviation, Is.EqualTo(double.PositiveInfinity));

            ms.Push(double.PositiveInfinity);
            Assert.That(ms.Minimum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Maximum, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Mean, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.StandardDeviation, Is.EqualTo(double.PositiveInfinity));

            ms.Push(2.0);
            Assert.That(ms.Minimum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Maximum, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Mean, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.StandardDeviation, Is.EqualTo(double.PositiveInfinity));

            ms.Push(3.0);
            Assert.That(ms.Minimum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Maximum, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Mean, Is.EqualTo(double.PositiveInfinity));
            Assert.That(ms.StandardDeviation, Is.EqualTo(double.PositiveInfinity));

            ms.Push(4.0);
            Assert.That(ms.Minimum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Maximum, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.Mean, Is.Not.EqualTo(double.PositiveInfinity));
            Assert.That(ms.StandardDeviation, Is.Not.EqualTo(double.PositiveInfinity));
        }
コード例 #3
0
ファイル: Statistics.cs プロジェクト: larzw/mathnet-numerics
 /// <summary>
 /// Evaluates the sample mean over a moving window, for each samples.
 /// Returns NaN if no data is empty or if any entry is NaN.
 /// </summary>
 /// <param name="samples">The sample stream to calculate the mean of.</param>
 /// <param name="windowSize">The number of last samples to consider.</param>
 public static IEnumerable<double> MovingAverage(this IEnumerable<double> samples, int windowSize)
 {
     var movingStatistics = new MovingStatistics(windowSize);
     return samples.Select(sample =>
     {
         movingStatistics.Push(sample);
         return movingStatistics.Mean;
     });
 }
コード例 #4
0
        public void NaNTest()
        {
            var ms = new MovingStatistics(3);
            Assert.That(ms.Minimum, Is.NaN);
            Assert.That(ms.Maximum, Is.NaN);
            Assert.That(ms.Mean, Is.NaN);
            Assert.That(ms.StandardDeviation, Is.NaN);

            ms.Push(1.0);
            Assert.That(ms.Minimum, Is.Not.NaN);
            Assert.That(ms.Maximum, Is.Not.NaN);
            Assert.That(ms.Mean, Is.Not.NaN);
            Assert.That(ms.StandardDeviation, Is.NaN);

            ms.Push(2.0);
            Assert.That(ms.Minimum, Is.Not.NaN);
            Assert.That(ms.Maximum, Is.Not.NaN);
            Assert.That(ms.Mean, Is.Not.NaN);
            Assert.That(ms.StandardDeviation, Is.Not.NaN);

            ms.Push(double.NaN);
            Assert.That(ms.Minimum, Is.NaN);
            Assert.That(ms.Maximum, Is.NaN);
            Assert.That(ms.Mean, Is.NaN);
            Assert.That(ms.StandardDeviation, Is.NaN);

            ms.Push(1.0);
            Assert.That(ms.Minimum, Is.NaN);
            Assert.That(ms.Maximum, Is.NaN);
            Assert.That(ms.Mean, Is.NaN);
            Assert.That(ms.StandardDeviation, Is.NaN);

            ms.Push(2.0);
            Assert.That(ms.Minimum, Is.NaN);
            Assert.That(ms.Maximum, Is.NaN);
            Assert.That(ms.Mean, Is.NaN);
            Assert.That(ms.StandardDeviation, Is.NaN);

            ms.Push(3.0);
            Assert.That(ms.Minimum, Is.Not.NaN);
            Assert.That(ms.Maximum, Is.Not.NaN);
            Assert.That(ms.Mean, Is.Not.NaN);
            Assert.That(ms.StandardDeviation, Is.Not.NaN);
        }
コード例 #5
0
        public void StabilityTest()
        {
            var data = new double[1000000];
            Normal.Samples(new SystemRandomSource(0), data, 50, 10);

            var ms = new MovingStatistics(5, data);
            ms.PushRange(new[] { 11.11, 22.22, 33.33, 44.44, 55.55 });

            Assert.AreEqual(5, ms.Count);
            Assert.AreEqual(11.11, ms.Minimum);
            Assert.AreEqual(55.55, ms.Maximum);

            Assert.AreEqual(33.33, ms.Mean, 1e-11);
            Assert.AreEqual(308.58025, ms.Variance, 1e-10);
            Assert.AreEqual(17.5664524022354, ms.StandardDeviation, 1e-11);
            Assert.AreEqual(246.8642, ms.PopulationVariance, 1e-10);
            Assert.AreEqual(15.7119126779651, ms.PopulationStandardDeviation, 1e-10);
        }