public void CorrelationSame()
{
TimeSeries lts = TimeSeries.CreateDailyLinearTimeSeries(0, 1, new DateTime(2000, 1, 1), new DateTime(2000, 12, 31));
double correlation = TimeSeriesCorrelation.GetCorrelationBetween(lts, lts);
Assert.IsTrue(Math.Abs(correlation - 1) < tolerance);
}
public void CorrelationMultiply()
{
TimeSeries lts = TimeSeries.CreateDailySinusoidalTimeSeries(1, 1, 1, new DateTime(2000, 1, 1), new DateTime(2000, 12, 31));
TimeSeries lts2 = lts.MultiplyBy(2);
double correlation = TimeSeriesCorrelation.GetCorrelationBetween(lts, lts2);
Assert.IsTrue(Math.Abs(correlation - 1) < tolerance);
}