public IVarianceIResultElement Calculate(
IVarianceIResultElementFactory varianceIResultElementFactory,
ItIndexElement tIndexElement,
IΛIndexElement ΛIndexElement,
Il l,
It t,
Ist st,
IVarianceΦ varianceΦ,
Iz z)
{
return(varianceIResultElementFactory.Create(
tIndexElement,
ΛIndexElement,
st.Value
.Select(w =>
varianceΦ.GetElementAtAsdecimal(
w.sIndexElement,
l.GetElementAt(
tIndexElement.Key
-
w.tIndexElement.Key
+
(int)Math.Floor(
(decimal)w.tIndexElement.Key
/
(tIndexElement.Key + 1))
*
t.GetT()),
ΛIndexElement)
*
z.GetElementAtAsint(
w.sIndexElement,
w.tIndexElement))
.Sum()));
}
public IVarianceIResultElementFactory CreateVarianceIResultElementFactory()
{
IVarianceIResultElementFactory factory = null;
try
{
factory = new VarianceIResultElementFactory();
}
catch (Exception exception)
{
this.Log.Error("Exception message: " + exception.Message + " and stacktrace " + exception.StackTrace);
}
return(factory);
}
public IVarianceIResultElementFactory CreateVarianceIResultElementFactory()
{
IVarianceIResultElementFactory factory = null;
try
{
factory = new VarianceIResultElementFactory();
}
catch (Exception exception)
{
this.Log.Error(
exception.Message,
exception);
}
return(factory);
}
public IVarianceI Calculate(
IVarianceIResultElementFactory varianceIResultElementFactory,
IVarianceIFactory varianceIFactory,
IVarianceIResultElementCalculation varianceIResultElementCalculation,
Il l,
It t,
Ist st,
ItΛ tΛ,
IVarianceΦ varianceΦ,
Iz z)
{
return(varianceIFactory.Create(
tΛ.Value
.Select(i => varianceIResultElementCalculation.Calculate(
varianceIResultElementFactory,
i.tIndexElement,
i.ΛIndexElement,
l,
t,
st,
varianceΦ,
z))
.ToImmutableList()));
}
public IΦHat Calculate(
IExpectedValueIResultElementCalculationFactory expectedValueIResultElementCalculationFactory,
IExpectedValueΦResultElementCalculationFactory expectedValueΦResultElementCalculationFactory,
IVarianceIResultElementCalculationFactory varianceIResultElementCalculationFactory,
IVarianceΦResultElementCalculationFactory varianceΦResultElementCalculationFactory,
IVHatResultElementCalculationFactory VHatResultElementCalculationFactory,
Iυ2ResultElementCalculationFactory υ2ResultElementCalculationFactory,
IΦHatResultElementCalculationFactory ΦHatResultElementCalculationFactory,
IExpectedValueICalculationFactory expectedValueICalculationFactory,
IExpectedValueΦCalculationFactory expectedValueΦCalculationFactory,
IMRNBCalculationFactory MRNBCalculationFactory,
IRNBCalculationFactory RNBCalculationFactory,
ItStarCalculationFactory tStarCalculationFactory,
IVarianceICalculationFactory varianceICalculationFactory,
IVarianceΦCalculationFactory varianceΦCalculationFactory,
IVHatCalculationFactory VHatCalculationFactory,
Iυ2CalculationFactory υ2CalculationFactory,
INormalFactory normalFactory,
IExpectedValueIResultElementFactory expectedValueIResultElementFactory,
IExpectedValueΦResultElementFactory expectedValueΦResultElementFactory,
IVarianceIResultElementFactory varianceIResultElementFactory,
IVarianceΦResultElementFactory varianceΦResultElementFactory,
IVHatResultElementFactory VHatResultElementFactory,
Iυ2ResultElementFactory υ2ResultElementFactory,
IΦHatResultElementFactory ΦHatResultElementFactory,
IExpectedValueIFactory expectedValueIFactory,
IExpectedValueΦFactory expectedValueΦFactory,
IVarianceIFactory varianceIFactory,
IVarianceΦFactory varianceΦFactory,
IVHatFactory VHatFactory,
Iυ2Factory υ2Factory,
IΦHatFactory ΦHatFactory,
Il l,
It t,
IΛ Λ,
IslΛ slΛ,
Ist st,
ItΛ tΛ,
IL L,
Ip p,
Iμ μ,
Iσ σ,
IΩ Ω,
Iz z)
{
// ExpectedValueΦ
IExpectedValueΦ expectedValueΦ = expectedValueΦCalculationFactory.Create()
.Calculate(
expectedValueΦResultElementFactory,
expectedValueΦFactory,
expectedValueΦResultElementCalculationFactory.Create(),
l,
t,
slΛ,
L,
p,
μ);
// VarianceΦ
IVarianceΦ varianceΦ = varianceΦCalculationFactory.Create()
.Calculate(
varianceΦResultElementFactory,
varianceΦFactory,
varianceΦResultElementCalculationFactory.Create(),
l,
t,
slΛ,
L,
p,
μ,
σ);
// ExpectedValueI
IExpectedValueI expectedValueI = expectedValueICalculationFactory.Create()
.Calculate(
expectedValueIResultElementFactory,
expectedValueIFactory,
expectedValueIResultElementCalculationFactory.Create(),
l,
t,
st,
tΛ,
expectedValueΦ,
z);
// VarianceI
IVarianceI varianceI = varianceICalculationFactory.Create()
.Calculate(
varianceIResultElementFactory,
varianceIFactory,
varianceIResultElementCalculationFactory.Create(),
l,
t,
st,
tΛ,
varianceΦ,
z);
// υ2
Iυ2 υ2 = υ2CalculationFactory.Create()
.Calculate(
normalFactory,
υ2ResultElementFactory,
υ2Factory,
MRNBCalculationFactory.Create(),
RNBCalculationFactory.Create(),
υ2ResultElementCalculationFactory.Create(),
t,
Λ,
Ω,
expectedValueI,
varianceI);
// VHat
IVHat VHat = VHatCalculationFactory.Create()
.Calculate(
normalFactory,
VHatResultElementFactory,
VHatFactory,
RNBCalculationFactory.Create(),
tStarCalculationFactory.Create(),
VHatResultElementCalculationFactory.Create(),
t,
Λ,
expectedValueI,
varianceI,
υ2);
return(this.Calculate(
normalFactory,
ΦHatResultElementFactory,
ΦHatFactory,
ΦHatResultElementCalculationFactory.Create(),
slΛ,
expectedValueΦ,
varianceΦ,
VHat,
υ2));
}