public void StatisticsTestExpectedValue() {
Vector v1 = Vector.ParseFrom("2, 4, 4, 4, 5, 5, 7, 9");
VectorMath S = new VectorMath(v1);
Complex mActual = S.ExpectedValue();
Complex mExpected = 5;
Assert.AreEqual(mExpected, mActual);
}
public void StatisticsTestCovariance() {
Vector v1 = Vector.ParseFrom("1, 3, 7, 5, 6, 4");
Vector v2 = Vector.ParseFrom("2, 7, 3, 2, 5, 1");
Complex mActual = new VectorMath(v1).SampleCovariance(v2);
Complex mExpected = 4.0/15;
Assert.AreEqual(mExpected, mActual);
}
public void StatisticsTestCorrelation() {
Vector v1 = Vector.ParseFrom("1, 3, 7, 5, 6, 4");
Vector v2 = Vector.ParseFrom("2, 7, 3, 2, 5, 1");
Complex mActual = new VectorMath(v1).SampleCorrelation(v2);
Complex mExpected = Math.Sqrt(2.0/665);
Assert.AreEqual(mExpected, mActual);
}
public void StatisticsTestVariance() {
Vector v1 = Vector.ParseFrom("2, 4, 4, 4, 5, 5, 7, 9");
VectorMath S = new VectorMath(v1);
Complex mActual = S.PopulationVariance();
Complex mExpected = 4;
Assert.AreEqual(mExpected, mActual);
}