public void ClearTest()
{
double[] values = { 0.5, -1.2, 0.7, 0.2, 1.1 };
RunningNormalStatistics target = new RunningNormalStatistics();
for (int i = 0; i < values.Length; i++)
{
target.Push(values[i]);
}
target.Clear();
double[] values2 = { 1.5, -5.2, 0.7, 1.2, 9.1 };
for (int i = 0; i < values.Length; i++)
{
target.Push(values2[i]);
}
Assert.AreEqual(values2.Mean(), target.Mean, 1e-10);
Assert.AreEqual(values2.StandardDeviation(), target.StandardDeviation, 1e-10);
Assert.AreEqual(values2.Variance(), target.Variance, 1e-10);
Assert.AreEqual(values2.Length, target.Count);
}
public void RunningNormalStatisticsConstructorTest()
{
RunningNormalStatistics target = new RunningNormalStatistics();
Assert.AreEqual(0, target.Mean);
Assert.AreEqual(0, target.StandardDeviation);
Assert.AreEqual(0, target.Variance);
}
public void StandardDeviationTest()
{
double[] values = { 0.5, -1.2, 0.7, 0.2, 1.1 };
RunningNormalStatistics target = new RunningNormalStatistics();
for (int i = 0; i < values.Length; i++)
{
target.Push(values[i]);
}
double expected = Tools.StandardDeviation(values);
double actual = target.StandardDeviation;
Assert.AreEqual(expected, actual);
}
public void VarianceTest()
{
double[] values = { 0.5, -1.2, 0.7, 0.2, 1.1 };
RunningNormalStatistics target = new RunningNormalStatistics();
for (int i = 0; i < values.Length; i++)
{
target.Push(values[i]);
}
double expected = values.Variance();
double actual = target.Variance;
Assert.AreEqual(expected, actual);
}
public double TestUtility()
{
RunningNormalStatistics utilityAve = new RunningNormalStatistics();
int counter = 0;
foreach (var a in stats)
{
if (a.Value.ElementsSeen > 20)
{
utilityAve.Push(a.Value.ProbabilisticUtility());
counter++;
}
}
if (counter > 8)
{
return(utilityAve.Mean);
}
else
{
//Debug.Print(counter.ToString());
return(-1);
}
}
