tests and cleanup

This commit is contained in:
Miha Kralj
2024-10-11 18:02:09 -07:00
parent 839313c9f2
commit cc45cebeb4
96 changed files with 3640 additions and 327 deletions
+19 -2
View File
@@ -8,7 +8,7 @@ namespace QuanTAlib;
public class EventingTests
{
[Fact]
public void VerifyEventBasedCalculations()
public void EventBasedCalculations()
{
// Create a cryptographically secure random number generator
using var rng = RandomNumberGenerator.Create();
@@ -50,7 +50,24 @@ public class EventingTests
("Rma", new Rma(p), new Rma(input, p)),
("Tema", new Tema(p), new Tema(input, p)),
("Kama", new Kama(2, 30, 6), new Kama(input, 2, 30, 6)),
("Zlema", new Zlema(p), new Zlema(input, p))
("Zlema", new Zlema(p), new Zlema(input, p)),
// error classes
("Mae", new Mae(p), new Mae(input, p)),
("Mapd", new Mapd(p), new Mapd(input, p)),
("Mape", new Mape(p), new Mape(input, p)),
("Mase", new Mase(p), new Mase(input, p)),
("Mda", new Mda(p), new Mda(input, p)),
("Me", new Me(p), new Me(input, p)),
("Mpe", new Mpe(p), new Mpe(input, p)),
("Mse", new Mse(p), new Mse(input, p)),
("Msle", new Msle(p), new Msle(input, p)),
("Rae", new Rae(p), new Rae(input, p)),
("Rmse", new Rmse(p), new Rmse(input, p)),
("Rmsle", new Rmsle(p), new Rmsle(input, p)),
("Rse", new Rse(p), new Rse(input, p)),
("Smape", new Smape(p), new Smape(input, p)),
("Rsquared", new Rsquared(p), new Rsquared(input, p)),
("Huberloss", new Huberloss(p), new Huberloss(input, p))
};
// Generate 200 random values and feed them to both direct and event-based indicators