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Add Kahan-Babuška Summation Algorithm and Enhance Variance Indicator Tests

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- Introduced a new `Sum` class implementing the Kahan-Babuška algorithm for high-precision rolling summation.
- Added comprehensive documentation for the `Sum` class, detailing its mathematical foundation, performance profile, and use cases.
- Refactored `VarianceIndicator` tests to improve clarity and coverage, including checks for different source types and the ability to change properties.
- Enhanced `UsfIndicator` tests to validate initialization, processing of updates, and property changes.
- Updated `UsfIndicator` implementation to simplify source handling and improve short name generation.
- Modified Qodana configuration to exclude unused auto property accessor warnings.
This commit is contained in:
Miha Kralj
2025-12-29 18:56:10 -08:00
parent bfa92e554b
commit 4dbb093892
28 changed files with 4125 additions and 241 deletions
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docs/_sidebar.md
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@@ -74,6 +74,7 @@
- [LINREG - Linear Regression Curve](../lib/statistics/linreg/LinReg.md)
- [MEDIAN - Rolling Median](../lib/statistics/median/Median.md)
- [SKEW - Skewness](../lib/statistics/skew/Skew.md)
- [SUM - Rolling Sum](../lib/statistics/sum/Sum.md)
- [VARIANCE - Population and Sample Variance](../lib/statistics/variance/Variance.md)
- **Numerics**
@@ -86,4 +87,4 @@
- [Overview](../lib/forecasts/_index.md)
- **Cycles**
- [Overview](../lib/cycles/_index.md)
- [Overview](../lib/cycles/_index.md)
docs/indicators.md
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@@ -110,4 +110,5 @@ These measure the spread of data points around the mean.
- [**MEDIAN**](../lib/statistics/median/Median.md) - Rolling Median
- [**SKEW**](../lib/statistics/skew/Skew.md) - Skewness
- [**STDDEV**](../lib/statistics/stddev/StdDev.md) - Standard Deviation
- [**VARIANCE**](../lib/statistics/variance/Variance.md) - Population and Sample Variance
- [**SUM**](../lib/statistics/sum/Sum.md) - Rolling Sum
- [**VARIANCE**](../lib/statistics/variance/Variance.md) - Population and Sample Variance
docs/validation.md
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@@ -283,4 +283,5 @@
| **Median (Statistical)** | [Median](../lib/statistics/median/Median.md) | ✔️ | - | - | - |
| **Skewness** | [Skew](../lib/statistics/skew/Skew.md) | ✔️ | - | - | - |
| **Standard Deviation** | [StdDev](../lib/statistics/stddev/StdDev.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Variance** | [Variance](../lib/statistics/variance/Variance.md) | ✔️ | ✔️ | ✔️ | ✔️ |
| **Sum (Rolling)** | [Sum](../lib/statistics/sum/Sum.md) | - | ✔️ | ✔️ | - |
| **Variance** | [Variance](../lib/statistics/variance/Variance.md) | ✔️ | ✔️ | ✔️ | ✔️ |