[Quantproject-developers] QuantProject/b1_ADT/Statistics BasicFunctions.cs,NONE,1.1

[<mi...@us...>]

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sc8-pr-cvs1:/tmp/cvs-serv24844/b1_ADT/Statistics

Added Files:
	BasicFunctions.cs 
Log Message:
Removed file Stat.cs. The same functions are now in the new file BasicFunctions.cs under the Statistics folder. Added new method to Instrument class and to the History class. Fixed some bugs

--- NEW FILE: BasicFunctions.cs ---
/*
QuantProject - Quantitative Finance Library

BasicFunctions.cs
Copyright (C) 2003 
Marco Milletti

This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
*/

using System;

namespace QuantProject.ADT.Statistics
{
	/// <summary>
	/// Implements some basic statistical functions
	/// </summary>
	public class BasicFunctions
	{
		
		static public  double Sum( double[] data ) 
		{
			double sum = 0;
			for( int i = 0; i < data.Length ; i ++ ) 
			{
				sum += data[ i ];
			}
			return	sum;
		}
		static public  double SumOfSquares( double[] data ) 
		{
			double sumOfSquares = 0;
			for( int i = 0; i < data.Length ; i ++ ) 
			{
				sumOfSquares += data[ i ]*data[ i ];
			}
			return	sumOfSquares;
		}
		
		static public double SimpleAverage( double[] data ) 
		{
			return	BasicFunctions.Sum(data)/data.Length;
		}

		static public double Variance( double[] data ) 
		{
			double sum = BasicFunctions.Sum(data);
			double sumOfSquares = BasicFunctions.SumOfSquares(data);
			return	(sumOfSquares - sum*sum/data.Length)/data.Length;
		}

		static public double StdDev( double[] data ) 
		{
			return	System.Math.Sqrt(BasicFunctions.Variance(data));
		}
	}	
}