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Miha
2022-04-20 00:01:33 -07:00
parent df9023b4d6
commit bbea1afb71
34 changed files with 110 additions and 1033 deletions
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Source/Statistics/KURT_Series.cs
+4 -4
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@@ -33,10 +33,10 @@ public class KURT_Series : Single_TSeries_Indicator
protected double _logbase = 2.0;
private readonly System.Collections.Generic.List<double> _buffer = new();
public override void Add((System.DateTime t, double v) d, bool update)
public override void Add((System.DateTime t, double v) TValue, bool update)
{
if (update) { this._buffer[this._buffer.Count - 1] = d.v; }
else { this._buffer.Add(d.v); }
if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
else { this._buffer.Add(TValue.v); }
if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
double _n = this._buffer.Count;
@@ -56,7 +56,7 @@ public class KURT_Series : Single_TSeries_Indicator
double _Vx = _s2 / (_n - 1);
double _kurt = (_n > 3) ? (((_n * (_n + 1)) / ((_n - 1) * (_n - 2) * (_n - 3))) * (_s4 / (_Vx * _Vx)) - (3 * ((_n - 1) * (_n - 1) / ((_n - 2) * (_n - 3))))) : Double.NaN;
var result = (d.t, (this.Count < this._p - 1 && this._NaN) ? Double.NaN : _kurt);
var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? Double.NaN : _kurt);
base.Add(result, update);
}
}