public void TimeSeriesAutocovariance() { TimeSeries series1 = new TimeSeries(); series1.Add(0.0, -1.0, 2.0, -3.0); double[] acv1 = series1.Autocovariance(); TestAutocovariance(acv1); for (int i = 0; i < acv1.Length; i++) { Assert.IsTrue(TestUtilities.IsNearlyEqual(acv1[i], series1.Autocovariance(i))); } }
public void TimeSeriesAutocovariance() { TimeSeries series1 = new TimeSeries(); series1.Add(0.0, -1.0, 2.0, -3.0); double[] acv1 = series1.Autocovariance(); TestAutocovariance(acv1); }
public void TimeSeriesSampleAgreement() { TimeSeries series = new TimeSeries(7.0, 5.0, 3.0, 2.0); Sample sample = series.AsSample(); Assert.IsTrue(series.Count == sample.Count); Assert.IsTrue(series.Mean == sample.Mean); Assert.IsTrue(series.Autocovariance(0) == sample.Variance); Assert.IsTrue(sample.Contains(series[1])); }