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,
|