/// <summary>
/// Computes the rescaled range.
/// </summary>
public double Compute()
{
double rescaledRange = 0;
if (_valueCollection.Count > 0)
{
BasicStat devStat = new BasicStat();
Interval cumulRange = new Interval();
double mean = _sum / _valueCollection.Count;
double cumulDeviation = 0;
for (int i = 0; i < _valueCollection.Count; i++)
{
devStat.AddSample(_valueCollection[i] - mean);
cumulDeviation += _valueCollection[i] - mean;
cumulRange.Adjust(cumulDeviation);
}
if (devStat.StdDev != 0)
{
rescaledRange = cumulRange.Span / devStat.StdDev;
}
}
return(rescaledRange);
}
