From 697f15cc0c70385767cdaf8f593dba20749cec6c Mon Sep 17 00:00:00 2001 From: codefactor-io Date: Mon, 11 Nov 2024 00:56:50 +0000 Subject: [PATCH] [CodeFactor] Apply fixes to commit 4286113 --- lib/statistics/Granger.cs | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/lib/statistics/Granger.cs b/lib/statistics/Granger.cs index 1f9e3b8c..1473e27e 100644 --- a/lib/statistics/Granger.cs +++ b/lib/statistics/Granger.cs @@ -122,7 +122,7 @@ public sealed class Granger : AbstractBase X[i, 0] = 1.0; // Constant term for (int j = 1; j < k; j++) { - X[i, j] = x[i * (k - 1) + (j - 1)]; + X[i, j] = x[(i * (k - 1)) + (j - 1)]; } } @@ -190,7 +190,7 @@ public sealed class Granger : AbstractBase { // Calculate F-statistic double numerator = (rss1 - rss2) / p; - double denominator = rss2 / (n - 2 * p - 1); + double denominator = rss2 / (n - (2 * p) - 1); return numerator / denominator; } @@ -199,7 +199,7 @@ public sealed class Granger : AbstractBase { // Approximate p-value from F-distribution // Using a simplified approximation for performance - double v = df2 / (df2 + df1 * f); + double v = df2 / (df2 + (df1 * f)); return Math.Pow(v, df2 / 2.0); } @@ -216,7 +216,7 @@ public sealed class Granger : AbstractBase if (_xValues.Count >= WarmupPeriod && _yValues.Count >= WarmupPeriod) { int n = _xValues.Count - Lags; - if (n > 2 * Lags + 1) + if (n > (2 * Lags) + 1) { ReadOnlySpan x = _xValues.GetSpan(); ReadOnlySpan y = _yValues.GetSpan(); @@ -224,7 +224,7 @@ public sealed class Granger : AbstractBase // Prepare data for regression var yData = y.Slice(Lags, n).ToArray(); var restricted = new double[Lags + 1]; - var unrestricted = new double[2 * Lags + 1]; + var unrestricted = new double[(2 * Lags) + 1]; // Fit restricted model (only Y lags) FitOLS(yData, y.Slice(0, n), restricted); @@ -261,7 +261,7 @@ public sealed class Granger : AbstractBase if (rss2 > Epsilon) { double f = CalculateFStatistic(rss1, rss2, n, Lags); - pValue = FDistributionPValue(f, Lags, n - 2 * Lags - 1); + pValue = FDistributionPValue(f, Lags, n - (2 * Lags) - 1); } } }