public void calculate_variance_correctly()
{
var data = Enumerable.Range(1, 1000)
.Select(value => NextGaussain(r) * (5000.0 / value)).ToArray();
var lastPoint = _strategy.ComputeStatsAndAnomalies(data, (0, int.MaxValue)).Last();
var mean = data.Average();
var stdDev = StdDev(data);
(Math.Abs(lastPoint.Mean - mean) < 0.00001).ShouldBeTrue();
(Math.Abs(lastPoint.StdDev - stdDev) < stdDev * 0.001).ShouldBeTrue();
}
public void doesn_t_ignore_anomalies_in_calculation_if_not_wanted()
{
var strategy = new OnlineNormalStrategy(1.5, 1.5, 0.2, false);
var data = new[] { 1.0, 1.0, 1.0, 2.0, 1.0, 1.0, 1.0 };
var lastPoint = strategy.ComputeStatsAndAnomalies(data, (0, int.MaxValue)).Last();
var mean = data.Average();
var stdDev = StdDev(data);
lastPoint.Mean.ShouldBe(mean);
(Math.Abs(lastPoint.StdDev - stdDev) < stdDev * 0.001).ShouldBeTrue();
}
