[Quantproject-developers] QuantProject/b1_ADT/Statistics BasicFunctions.cs,1.5,1.6
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glauco_1
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From: Glauco S. <gla...@us...> - 2005-09-03 23:53:25
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Update of /cvsroot/quantproject/QuantProject/b1_ADT/Statistics In directory sc8-pr-cvs1.sourceforge.net:/tmp/cvs-serv10648/b1_ADT/Statistics Modified Files: BasicFunctions.cs Log Message: - GetSum (for an ICollection) has been added - GetSimpleAverage (for an ICollection) has been added - GetVariance (for an ICollection) has been added - GetStdDev (for an ICollection) has been added Index: BasicFunctions.cs =================================================================== RCS file: /cvsroot/quantproject/QuantProject/b1_ADT/Statistics/BasicFunctions.cs,v retrieving revision 1.5 retrieving revision 1.6 diff -C2 -d -r1.5 -r1.6 *** BasicFunctions.cs 21 Aug 2005 10:09:23 -0000 1.5 --- BasicFunctions.cs 3 Sep 2005 23:53:17 -0000 1.6 *************** *** 22,26 **** using System; ! using QuantProject.ADT.Statistics; namespace QuantProject.ADT.Statistics --- 22,26 ---- using System; ! using System.Collections; namespace QuantProject.ADT.Statistics *************** *** 50,54 **** } ! static public double Sum( float[] data ) { double sum = 0; --- 50,54 ---- } ! static public double Sum( float[] data ) { double sum = 0; *************** *** 59,63 **** return sum; } ! static public double SumOfSquares( double[] data ) { double sumOfSquares = 0; --- 59,82 ---- return sum; } ! static public double GetSum( ICollection data ) ! { ! double sum = 0; ! foreach( object obj in data ) ! { ! double valueToBeAdded; ! try ! { ! valueToBeAdded = Convert.ToDouble( obj ); ! } ! catch ! { ! throw new Exception( "The data collection contains " + ! "a data that cannot be converted to double!" ); ! } ! sum += valueToBeAdded; ! } ! return sum; ! } ! static public double SumOfSquares( double[] data ) { double sumOfSquares = 0; *************** *** 79,86 **** } ! static public double SimpleAverage( double[] data ) ! { ! return BasicFunctions.Sum(data)/data.Length; ! } static public double SimpleAverage( float[] data ) --- 98,105 ---- } ! static public double SimpleAverage( double[] data ) ! { ! return BasicFunctions.Sum(data)/data.Length; ! } static public double SimpleAverage( float[] data ) *************** *** 88,92 **** return BasicFunctions.Sum(data)/data.Length; } ! static public double Variance( double[] data ) { double sum = BasicFunctions.Sum(data); --- 107,115 ---- return BasicFunctions.Sum(data)/data.Length; } ! static public double GetSimpleAverage( ICollection data ) ! { ! return BasicFunctions.GetSum( data )/data.Count; ! } ! static public double Variance( double[] data ) { double sum = BasicFunctions.Sum(data); *************** *** 101,105 **** } ! static public double CoVariance( double[] firstDataVariable, double[] secondDataVariable ) { --- 124,138 ---- } ! static public double GetVariance( ICollection data ) ! { ! double simpleAverage = BasicFunctions.GetSimpleAverage(data); ! double sum = 0; ! foreach ( object obj in data ) ! sum += ( Convert.ToDouble( obj ) - simpleAverage ) * ! ( Convert.ToDouble( obj ) - simpleAverage ); ! return sum / ( data.Count - 1 ); ! } ! ! static public double CoVariance( double[] firstDataVariable, double[] secondDataVariable ) { *************** *** 131,134 **** --- 164,171 ---- return System.Math.Sqrt(BasicFunctions.Variance(data)); } + static public double GetStdDev( ICollection data ) + { + return System.Math.Sqrt( BasicFunctions.GetVariance( data ) ); + } static public double PearsonCorrelationCoefficient( double[] firstDataVariable, |