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COVAR

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semver fix


VAR test fix


new: COVAR, ZSCORE, CORR, LINREG


versioning


refactoring
This commit is contained in:
Miha Kralj
2022-11-17 11:05:20 -08:00
parent fd2a686ba5
commit 73e3420379
59 changed files with 1225 additions and 1285 deletions
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Source/Statistics/SMAPE_Series.cs
+4 -9
View File
@@ -1,5 +1,6 @@
namespace QuanTAlib;
using System;
using System.Linq;
/* <summary>
SMAPE: Symmetric Mean Absolute Percentage Error
@@ -20,19 +21,13 @@ public class SMAPE_Series : Single_TSeries_Indicator
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
else { _buffer.Add(TValue.v); }
if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
double _sma = 0;
for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
_sma /= this._buffer.Count;
Add_Replace_Trim(_buffer, TValue.v, _p, update);
double _sma = _buffer.Average();
double _smape = 0;
for (int i = 0; i < _buffer.Count; i++) { _smape += Math.Abs(_buffer[i] - _sma) / (Math.Abs(_buffer[i]) + Math.Abs(_sma)); }
_smape /= this._buffer.Count;
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _smape);
base.Add(result, update);
base.Add((TValue.t, _smape), update, _NaN);
}
}