public IΦHatResultElement Calculate(
INormalFactory normalFactory,
IΦHatResultElementFactory ΦHatResultElementFactory,
IlIndexElement lIndexElement,
IsIndexElement sIndexElement,
IΛIndexElement ΛIndexElement,
IExpectedValueΦ expectedValueΦ,
IVarianceΦ varianceΦ,
IVHat VHat,
Iυ2 υ2)
{
// https://stackoverflow.com/questions/1662943/standard-normal-distribution-z-value-function-in-c-sharp
MathNet.Numerics.Distributions.Normal normal = (MathNet.Numerics.Distributions.Normal)normalFactory.Create();
return(ΦHatResultElementFactory.Create(
sIndexElement,
lIndexElement,
ΛIndexElement,
(decimal)expectedValueΦ.GetElementAtAsdecimal(
sIndexElement,
lIndexElement,
ΛIndexElement)
+
(decimal)normal.CumulativeDistribution(
(double)(1 - υ2.GetElementAtAsdecimal(
ΛIndexElement)))
*
(decimal)Math.Pow(
Math.Sqrt(
(double)VHat.GetElementAtAsdecimal(
ΛIndexElement)),
-1)
*
(decimal)varianceΦ.GetElementAtAsdecimal(
sIndexElement,
lIndexElement,
ΛIndexElement)));
}
public decimal Calculate(
INormalFactory normalFactory,
ItIndexElement tIndexElement,
IΛIndexElement ΛIndexElement,
IExpectedValueI expectedValueI,
IVarianceI varianceI,
decimal υ2)
{
// https://stackoverflow.com/questions/1662943/standard-normal-distribution-z-value-function-in-c-sharp
MathNet.Numerics.Distributions.Normal normal = (MathNet.Numerics.Distributions.Normal)normalFactory.Create();
return
((decimal)expectedValueI.GetElementAtAsdecimal(
tIndexElement,
ΛIndexElement)
+
(decimal)normal.CumulativeDistribution((double)(1 - υ2))
*
(decimal)Math.Sqrt(
(double)varianceI.GetElementAtAsdecimal(
tIndexElement,
ΛIndexElement)));
}
