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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/quantile/QuantileLoss.Tests.cs
+3 -3
View File
@@ -237,7 +237,7 @@ public class QuantileLossTests
var iterativeResults = actualSeries.Zip(predictedSeries, (actual, predicted) => quantileLossIterative.Update(actual.Value, predicted.Value).Value).ToList();
var batchResults = QuantileLoss.Calculate(actualSeries, predictedSeries, DefaultPeriod, 0.75);
var batchResults = QuantileLoss.Batch(actualSeries, predictedSeries, DefaultPeriod, 0.75);
Assert.Equal(iterativeResults.Count, batchResults.Count);
int count = iterativeResults.Count;
@@ -288,7 +288,7 @@ public class QuantileLossTests
predictedArr[i] = pred;
}
var tseriesResult = QuantileLoss.Calculate(actualSeries, predictedSeries, DefaultPeriod, 0.75);
var tseriesResult = QuantileLoss.Batch(actualSeries, predictedSeries, DefaultPeriod, 0.75);
QuantileLoss.Batch(actualArr.AsSpan(), predictedArr.AsSpan(), output.AsSpan(), DefaultPeriod, 0.75);
for (int i = 0; i < 100; i++)
@@ -337,7 +337,7 @@ public class QuantileLossTests
predicted.Add(DateTime.UtcNow.Ticks, 98);
Assert.Throws<ArgumentException>(() => QuantileLoss.Calculate(actual, predicted, DefaultPeriod));
Assert.Throws<ArgumentException>(() => QuantileLoss.Batch(actual, predicted, DefaultPeriod));
}
[Fact]
lib/errors/quantile/QuantileLoss.cs
+9 -2
View File
@@ -60,7 +60,7 @@ public sealed class QuantileLoss : BiInputIndicatorBase
return diff >= 0 ? Quantile * diff : (Quantile - 1.0) * diff;
}
public static TSeries Calculate(TSeries actual, TSeries predicted, int period, double quantile = 0.5)
public static TSeries Batch(TSeries actual, TSeries predicted, int period, double quantile = 0.5)
{
if (actual.Count != predicted.Count)
{
@@ -220,4 +220,11 @@ public sealed class QuantileLoss : BiInputIndicatorBase
}
}
}
}
public static (TSeries Results, QuantileLoss Indicator) Calculate(TSeries actual, TSeries predicted, int period, double quantile = 0.5)
{
var indicator = new QuantileLoss(period, quantile);
TSeries results = Batch(actual, predicted, period, quantile);
return (results, indicator);
}
}