/// <summary>
/// Calculates the variance of the values
/// </summary>
/// <param name="values"></param>
/// <returns></returns>
public static double Variance(this int[] values)
{
var oneByN = 1.0 / values.Length;
var mu = values.Sum() * oneByN;
return(values.Sum(value => Mathh.Pow2(value - mu)) * oneByN);
}
/// <summary>
/// Calculates the variance and the mean of the values
/// </summary>
/// <param name="values"></param>
/// <param name="mean"></param>
/// <returns></returns>
public static double Variance(this double[] values, out double mean)
{
var oneByN = 1.0 / values.Length;
var mu = mean = values.Sum() * oneByN;
return(values.Sum(value => Mathh.Pow2(value - mu)) * oneByN);
}
public static int Sse(this int[] x1, int[] x2)
{
var n = x1.Length;
//if (n != x2.Length)
// throw new ArgumentException("x1 and x2 are not in the same length.");
var result = 0;
for (var i = 0; i < n; i++)
{
result += Mathh.Pow2(x2[i] - x1[i]);
}
return(result);
}
/// <summary>
/// Calculates the mean squared error.
/// </summary>
/// <param name="x1"></param>
/// <param name="x2"></param>
/// <returns></returns>
public static double Mse(this double[] x1, double[] x2)
{
var n = x1.Length;
if (n != x2.Length)
{
throw new ArgumentException("x1 and x2 are not in the same length.");
}
var result = .0;
for (var i = 0; i < n; i++)
{
result += Mathh.Pow2(x2[i] - x1[i]);
}
return(result / n);
}