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normalization of methods

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Miha Kralj
2026-02-10 21:33:16 -08:00
parent 915d7a007b
commit 6d6259a47d
527 changed files with 10525 additions and 2123 deletions
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lib/errors/msle/Msle.Tests.cs
+3 -3
View File
@@ -241,7 +241,7 @@ public class MsleTests
iterativeResults.Add(msleIterative.Update(actualSeries[i], predictedSeries[i]).Value);
}
var batchResults = Msle.Calculate(actualSeries, predictedSeries, 10);
var batchResults = Msle.Batch(actualSeries, predictedSeries, 10);
Assert.Equal(iterativeResults.Count, batchResults.Count);
for (int i = 0; i < iterativeResults.Count; i++)
@@ -285,7 +285,7 @@ public class MsleTests
predictedSeries.Add(bar.Time, bar.Close * 0.95);
}
var tseriesResult = Msle.Calculate(actualSeries, predictedSeries, 10);
var tseriesResult = Msle.Batch(actualSeries, predictedSeries, 10);
Msle.Batch(actualArr.AsSpan(), predictedArr.AsSpan(), output.AsSpan(), 10);
for (int i = 0; i < 100; i++)
@@ -319,7 +319,7 @@ public class MsleTests
actual.Add(DateTime.UtcNow.Ticks + 1, 100);
predicted.Add(DateTime.UtcNow.Ticks, 90);
Assert.Throws<ArgumentException>(() => Msle.Calculate(actual, predicted, 5));
Assert.Throws<ArgumentException>(() => Msle.Batch(actual, predicted, 5));
}
[Fact]
lib/errors/msle/Msle.cs
+9 -2
View File
@@ -46,7 +46,7 @@ public sealed class Msle : BiInputIndicatorBase
/// <summary>
/// Calculates MSLE for entire series.
/// </summary>
public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
public static TSeries Batch(TSeries actual, TSeries predicted, int period)
=> CalculateImpl(actual, predicted, period, Batch);
/// <summary>
@@ -72,6 +72,13 @@ public sealed class Msle : BiInputIndicatorBase
ErrorHelpers.ApplyRollingMean(errors, output, period);
}
public static (TSeries Results, Msle Indicator) Calculate(TSeries actual, TSeries predicted, int period)
{
var indicator = new Msle(period);
TSeries results = Batch(actual, predicted, period);
return (results, indicator);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static void ComputeLogSquaredErrors(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output)
{
@@ -127,4 +134,4 @@ public sealed class Msle : BiInputIndicatorBase
output[i] = logError * logError;
}
}
}
}