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Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
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lib/statistics/correlation/Correlation.Validation.Tests.cs
+6 -6
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@@ -594,12 +594,12 @@ public sealed class CorrelationValidationTests : IDisposable
{
// Create two series with negative correlation
var indicator = new Correlation(20);
var random = new Random(42);
var random = new GBM(startPrice: 100.0, sigma: 1.0, seed: 42);
for (int i = 0; i < 100; i++)
{
double x = 100.0 + i + (random.NextDouble() - 0.5) * 2;
double y = 200.0 - 0.8 * i + (random.NextDouble() - 0.5) * 2; // Negative relationship
double x = 100.0 + i + Math.Log(random.Next().Close / 100.0) * 2;
double y = 200.0 - 0.8 * i + Math.Log(random.Next().Close / 100.0) * 2; // Negative relationship
indicator.Update(x, y);
}
@@ -611,12 +611,12 @@ public sealed class CorrelationValidationTests : IDisposable
{
// Create two series with weak correlation (lots of noise)
var indicator = new Correlation(20);
var random = new Random(42);
var random = new GBM(startPrice: 100.0, sigma: 1.0, seed: 43);
for (int i = 0; i < 100; i++)
{
double x = 100.0 + i + (random.NextDouble() - 0.5) * 50;
double y = 100.0 + 0.1 * i + (random.NextDouble() - 0.5) * 50; // Weak relationship
double x = 100.0 + i + Math.Log(random.Next().Close / 100.0) * 50;
double y = 100.0 + 0.1 * i + Math.Log(random.Next().Close / 100.0) * 50; // Weak relationship
indicator.Update(x, y);
}