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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -68,7 +68,7 @@ public sealed class Mdape : AbstractBase
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public override TSeries Update(TSeries source)
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{
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throw new NotSupportedException("MdAPE requires two inputs. Use Calculate(actualSeries, predictedSeries, period).");
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throw new NotSupportedException("MdAPE requires two inputs. Use Batch(actualSeries, predictedSeries, period).");
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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@@ -164,7 +164,7 @@ public sealed class Mdape : AbstractBase
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return (_sortBuffer[mid - 1] + _sortBuffer[mid]) * 0.5;
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}
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public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
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public static TSeries Batch(TSeries actual, TSeries predicted, int period)
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{
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if (actual.Count != predicted.Count)
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{
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@@ -263,6 +263,13 @@ public sealed class Mdape : AbstractBase
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}
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}
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public static (TSeries Results, Mdape Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Mdape(period);
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TSeries results = Batch(actual, predicted, period);
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return (results, indicator);
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}
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/// <summary>
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/// Dual-heap based sliding window median calculator.
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/// Maintains O(log n) insert/remove and O(1) median query.
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@@ -405,4 +412,4 @@ public sealed class Mdape : AbstractBase
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}
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}
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}
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}
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}
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