[Quantproject-developers] QuantProject/b1_ADT/Statistics BasicFunctions.cs,1.3,1.4

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

Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics
In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv19434/b1_ADT/Statistics

Modified Files:
	BasicFunctions.cs 
Log Message:
Updated BasicFunctions class with the computation of CoVariance

Index: BasicFunctions.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/BasicFunctions.cs,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** BasicFunctions.cs	4 Aug 2004 22:49:27 -0000	1.3
--- BasicFunctions.cs	22 Aug 2004 16:52:40 -0000	1.4
***************
*** 90,93 ****
--- 90,116 ----
  			return	(sumOfSquares - sum*sum/data.Length)/data.Length;
  		}
+ 
+     static public double CoVariance( double[] firstDataVariable,
+                                       double[] secondDataVariable ) 
+     {
+       BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
+       double simpleAvgOfProduct = BasicFunctions.SimpleAverageOfProduct(firstDataVariable, secondDataVariable);
+       double productOfSimpleAvgs = BasicFunctions.SimpleAverage(firstDataVariable) * 
+                                    BasicFunctions.SimpleAverage(secondDataVariable);
+      
+       return	(simpleAvgOfProduct - productOfSimpleAvgs);
+     }
+     
+     static public double CoVariance( float[] firstDataVariable,
+                                       float[] secondDataVariable ) 
+     {
+       BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
+       double simpleAvgOfProduct = BasicFunctions.SimpleAverageOfProduct(firstDataVariable, secondDataVariable);
+       double productOfSimpleAvgs = BasicFunctions.SimpleAverage(firstDataVariable) * 
+         BasicFunctions.SimpleAverage(secondDataVariable);
+      
+       return	(simpleAvgOfProduct - productOfSimpleAvgs);
+     }
+ 
      static public double StdDev( double[] data ) 
      {
***************
*** 103,113 ****
      {
        BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
!       double simpleAvgOfProduct = BasicFunctions.SimpleAverageOfProduct(firstDataVariable, secondDataVariable);
!       double productOfSimpleAvgs = BasicFunctions.SimpleAverage(firstDataVariable) * 
!         BasicFunctions.SimpleAverage(secondDataVariable);
        double stdDevOfFirst = BasicFunctions.StdDev(firstDataVariable);
        double stdDevOfSecond = BasicFunctions.StdDev(secondDataVariable);
        
!       return	(simpleAvgOfProduct - productOfSimpleAvgs)/(stdDevOfFirst*stdDevOfSecond);
      }
      static public double PearsonCorrelationCoefficient( float[] firstDataVariable,
--- 126,136 ----
      {
        BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
!       
        double stdDevOfFirst = BasicFunctions.StdDev(firstDataVariable);
        double stdDevOfSecond = BasicFunctions.StdDev(secondDataVariable);
+       double coVariance = BasicFunctions.CoVariance(firstDataVariable,
+                                                     secondDataVariable);
        
!       return	(coVariance)/(stdDevOfFirst*stdDevOfSecond);
      }
      static public double PearsonCorrelationCoefficient( float[] firstDataVariable,
***************
*** 115,125 ****
      {
        BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
!       double simpleAvgOfProduct = BasicFunctions.SimpleAverageOfProduct(firstDataVariable, secondDataVariable);
!       double productOfSimpleAvgs = BasicFunctions.SimpleAverage(firstDataVariable) * 
!                                           BasicFunctions.SimpleAverage(secondDataVariable);
        double stdDevOfFirst = BasicFunctions.StdDev(firstDataVariable);
        double stdDevOfSecond = BasicFunctions.StdDev(secondDataVariable);
        
!       return	(simpleAvgOfProduct - productOfSimpleAvgs)/(stdDevOfFirst*stdDevOfSecond);
      }
  
--- 138,148 ----
      {
        BasicFunctions.checkLengthOfDataVariables(firstDataVariable, secondDataVariable);
!       
        double stdDevOfFirst = BasicFunctions.StdDev(firstDataVariable);
        double stdDevOfSecond = BasicFunctions.StdDev(secondDataVariable);
+       double coVariance = BasicFunctions.CoVariance(firstDataVariable,
+                                                     secondDataVariable);
        
!       return	(coVariance)/(stdDevOfFirst*stdDevOfSecond);
      }