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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/statistics/correlation/Correlation.cs
+12 -4
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@@ -113,7 +113,7 @@ public sealed class Correlation : AbstractBase
/// <remarks>Not supported for bi-input indicator. Use Calculate(seriesX, seriesY, period) instead.</remarks>
public override TSeries Update(TSeries source)
{
throw new NotSupportedException("Correlation requires two inputs. Use Calculate(seriesX, seriesY, period).");
throw new NotSupportedException("Correlation requires two inputs. Use Batch(seriesX, seriesY, period).");
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
@@ -286,7 +286,7 @@ public sealed class Correlation : AbstractBase
/// <summary>
/// Calculates correlation for two time series.
/// </summary>
public static TSeries Calculate(TSeries seriesX, TSeries seriesY, int period = 20)
public static TSeries Batch(TSeries seriesX, TSeries seriesY, int period = 20)
{
if (seriesX.Count != seriesY.Count)
{
@@ -313,7 +313,7 @@ public sealed class Correlation : AbstractBase
/// <summary>
/// Static batch calculation for span-based processing.
/// </summary>
public static void Calculate(
public static void Batch(
ReadOnlySpan<double> seriesX,
ReadOnlySpan<double> seriesY,
Span<double> output,
@@ -342,4 +342,12 @@ public sealed class Correlation : AbstractBase
output[i] = result.Value;
}
}
}
public static (TSeries Results, Correlation Indicator) Calculate(TSeries seriesX, TSeries seriesY, int period = 20)
{
var indicator = new Correlation(period);
TSeries results = Batch(seriesX, seriesY, period);
return (results, indicator);
}
}