public void StandardErrorWeightedValues()
{
var vals = new List <WeightedValue>
{
new WeightedValue {
Value = 2, Weight = 1
},
new WeightedValue {
Value = 3, Weight = 1
},
new WeightedValue {
Value = 5, Weight = 0
},
new WeightedValue {
Value = 7, Weight = 0
},
new WeightedValue {
Value = 11, Weight = 4
},
new WeightedValue {
Value = 13, Weight = 1
},
new WeightedValue {
Value = 17, Weight = 2
},
new WeightedValue {
Value = 19, Weight = 1
},
new WeightedValue {
Value = 23, Weight = 0
},
};
Assert.IsTrue(NumericUtilities.DoubleCompare(5.31507, Statistics.StandardError(vals)));
}
public void VarianceWeightedValues()
{
var vals = new List <WeightedValue>
{
new WeightedValue {
Value = 2, Weight = 1
},
new WeightedValue {
Value = 3, Weight = 1
},
new WeightedValue {
Value = 5, Weight = 0
},
new WeightedValue {
Value = 7, Weight = 0
},
new WeightedValue {
Value = 11, Weight = 4
},
new WeightedValue {
Value = 13, Weight = 1
},
new WeightedValue {
Value = 17, Weight = 2
},
new WeightedValue {
Value = 19, Weight = 1
},
new WeightedValue {
Value = 23, Weight = 0
},
};
Assert.IsTrue(NumericUtilities.DoubleCompare(28.25, Statistics.Variance(vals)));
}
public void Modus()
{
var vals = new List <double> {
1.5, 2, 3.1, 1.5, 6, 8.4, 1.5, 5
};
Assert.IsTrue(NumericUtilities.DoubleCompare(1.5, Statistics.Modus(vals)));
}
public void MedianValuesEvenLength()
{
var vals = new List <double> {
0, 1, 2, 3, 4, 5, 6, 7, 8, 9
};
Assert.IsTrue(NumericUtilities.DoubleCompare(4.5, Statistics.Median(vals)));
}
public void VarianceSingleValues()
{
var vals = new List <double> {
7.45, 11.25, 29.87, 41.15, 47.12
};
Assert.IsTrue(NumericUtilities.DoubleCompare(248.572336, Statistics.Variance(vals)));
}
public void AverageValue()
{
var list = new List <double> {
1.1, 5.4, 84.41, 51.25, 5.79, 66.22
};
Assert.IsTrue(NumericUtilities.DoubleCompare(35.695, Statistics.AverageValue(list)));
Assert.IsTrue(NumericUtilities.DoubleCompare(35.695, Statistics.ExpectedValue(list)));
}
public void StandardErrorSingleValues()
{
var vals = new List <double> {
7.45, 11.25, 29.87, 41.15, 47.12
};
var result = Statistics.StandardError(vals);
Assert.IsTrue(NumericUtilities.DoubleCompare(15.7661769, Statistics.StandardError(vals)));
}
public void CovarianceSingleValues()
{
var x = new List <double> {
65.21, 64.75, 65.26, 65.76, 65.96
};
var y = new List <double> {
67.25, 66.39, 66.12, 65.70, 66.64
};
Assert.IsTrue(NumericUtilities.DoubleCompare(-0.04644, Statistics.Covariance(x, y)));
}
public void Corellation()
{
var x = new List <double> {
43, 21, 25, 42, 57, 59
};
var y = new List <double> {
99, 65, 79, 75, 87, 81
};
Assert.IsTrue(NumericUtilities.DoubleCompare(0.5298, Statistics.Corellation(x, y)));
}
public void MovingAverage()
{
var vals = new List <double> {
1, 2, 3, 4, 5, 6, 7, 8, 9, 10
};
var expected = new List <double> {
6.0 / 3.0, 9.0 / 3.0, 12.0 / 3.0, 15.0 / 3.0, 18.0 / 3.0, 21.0 / 3.0, 24.0 / 3.0, 27.0 / 3.0
};
var result = Statistics.MovingAverage(vals, 3);
result
.Zip(expected, (res, exp) => NumericUtilities.DoubleCompare(res, exp))
.ToList()
.ForEach(r => Assert.IsTrue(r));
}
public void LinearRegression()
{
var vals = new List <KeyValuePair <int, double> >
{
new KeyValuePair <int, double>(1, 5),
new KeyValuePair <int, double>(2, 6),
new KeyValuePair <int, double>(3, 8),
new KeyValuePair <int, double>(4, 6),
new KeyValuePair <int, double>(5, 7),
};
double slope, offset;
Statistics.LinearRegression(vals, out slope, out offset);
Assert.IsTrue(NumericUtilities.DoubleCompare(0.4, slope));
Assert.IsTrue(NumericUtilities.DoubleCompare(5.2, offset));
}
public void MatrixGaussEliminationValidResult()
{
var values = new double[, ]
{
{ 8, -1, -2, 0 },
{ -1, 7, -1, 10 },
{ -2, -1, 9, 23 }
};
var matrix = new Matrix <double>(values);
var resultType = matrix.GaussElimination(out List <double> result);
Assert.AreEqual(resultType, GaussEliminationResultType.ValidResult);
var expectedResult = new List <double> {
1, 2, 3
};
Assert.AreEqual(result
.Zip(expectedResult, (r, e) => NumericUtilities.DoubleCompare(r, e))
.Count(a => a), 3);
}
public void CovarianceWeightedValues()
{
var x = new List <WeightedValue>
{
new WeightedValue {
Value = 65.21, Weight = 0.5
},
new WeightedValue {
Value = 64.75, Weight = 0.5
},
new WeightedValue {
Value = 65.26, Weight = 0.5
},
new WeightedValue {
Value = 65.76, Weight = 0.5
},
new WeightedValue {
Value = 65.96, Weight = 0.5
}
};
var y = new List <WeightedValue>
{
new WeightedValue {
Value = 67.25, Weight = 0.5
},
new WeightedValue {
Value = 66.39, Weight = 0.5
},
new WeightedValue {
Value = 66.12, Weight = 0.5
},
new WeightedValue {
Value = 65.70, Weight = 0.5
},
new WeightedValue {
Value = 66.64, Weight = 0.5
}
};
Assert.IsTrue(NumericUtilities.DoubleCompare(-0.04644, Statistics.Covariance(x, y)));
}
public void AverageValueWeight()
{
var list = new List <WeightedValue>
{
new WeightedValue {
Weight = 5, Value = 12
},
new WeightedValue {
Weight = 0.2, Value = 5
},
new WeightedValue {
Weight = 1, Value = 14
},
new WeightedValue {
Weight = 0.67, Value = 13
},
new WeightedValue {
Weight = 1.7, Value = 55
},
};
var result = 20.67794632;
Assert.IsTrue(NumericUtilities.DoubleCompare(result, Statistics.AverageValue(list)));
}
public void DoubleCompare()
{
Assert.IsTrue(NumericUtilities.DoubleCompare(1.24, 1.2400000001));
Assert.IsTrue(NumericUtilities.DoubleCompare(4.7 / 3.14, 4.7 * (1.0 / 3.14)));
Assert.IsFalse(NumericUtilities.DoubleCompare(2.52, 2.53));
}