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normalization of methods

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This commit is contained in:
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/pacf/Pacf.Tests.cs
+1 -1
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@@ -414,7 +414,7 @@ public class PacfTests
var batchResult = batchIndicator.Update(tSeries);
// Mode 3: Static Calculate
var staticResult = Pacf.Calculate(tSeries, period, lag);
var staticResult = Pacf.Batch(tSeries, period, lag);
// Mode 4: Span-based Batch
double[] sourceArray = new double[dataLen];
lib/statistics/pacf/Pacf.Validation.Tests.cs
+2 -2
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@@ -201,7 +201,7 @@ public class PacfValidationTests
}
// Batch
var batchResult = Pacf.Calculate(tSeries, period, lag);
var batchResult = Pacf.Batch(tSeries, period, lag);
// Compare last values
Assert.Equal(batchResult[^1].Value, streaming.Last.Value, Epsilon);
@@ -228,7 +228,7 @@ public class PacfValidationTests
{
tSeries.Add(new TValue(bar.Time, bar.Close));
}
var tSeriesResult = Pacf.Calculate(tSeries, period, lag);
var tSeriesResult = Pacf.Batch(tSeries, period, lag);
// Compare last 50 values
for (int i = source.Length - 50; i < source.Length; i++)
lib/statistics/pacf/Pacf.cs
+8 -1
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@@ -303,7 +303,7 @@ public sealed class Pacf : AbstractBase
/// <summary>
/// Calculates PACF for a time series.
/// </summary>
public static TSeries Calculate(TSeries source, int period, int lag = 1)
public static TSeries Batch(TSeries source, int period, int lag = 1)
{
var pacf = new Pacf(period, lag);
return pacf.Update(source);
@@ -339,6 +339,13 @@ public sealed class Pacf : AbstractBase
CalculateScalarCore(source, output, period, lag);
}
public static (TSeries Results, Pacf Indicator) Calculate(TSeries source, int period, int lag = 1)
{
var indicator = new Pacf(period, lag);
TSeries results = indicator.Update(source);
return (results, indicator);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static void CalculateScalarCore(ReadOnlySpan<double> source, Span<double> output, int period, int lag)
{