gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-15 09:08:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

[CodeFactor] Apply fixes to commit 9697fac

Browse Source
This commit is contained in:
codefactor-io
2026-03-14 05:03:08 +00:00
parent 9697facfb4
commit e35ff7fa3f
164 changed files with 458 additions and 530 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/numerics/betadist/Betadist.cs
+8 -8
View File
@@ -116,8 +116,8 @@ public sealed class Betadist : AbstractBase
ser += LanczosCoeff[k] / (x + k);
}
return 0.5 * Math.Log(2.0 * Math.PI)
+ (x + 0.5) * Math.Log(t)
return (0.5 * Math.Log(2.0 * Math.PI))
+ ((x + 0.5) * Math.Log(t))
- t
+ Math.Log(ser);
}
@@ -161,7 +161,7 @@ public sealed class Betadist : AbstractBase
// ln-prefactor: cfX^cfA * (1-cfX)^cfB / (cfA * B(cfA,cfB))
// B(a,b) = B(b,a) so the log-beta term is symmetric.
double lnPrefactor = cfA * Math.Log(cfX) + cfB * Math.Log(1.0 - cfX)
double lnPrefactor = (cfA * Math.Log(cfX)) + (cfB * Math.Log(1.0 - cfX))
- Math.Log(cfA)
- (LnGamma(cfA) + LnGamma(cfB) - LnGamma(cfA + cfB));
@@ -186,7 +186,7 @@ public sealed class Betadist : AbstractBase
double qam = p - 1.0;
double c = 1.0;
double d = 1.0 - qab * x / qap;
double d = 1.0 - (qab * x / qap);
if (Math.Abs(d) < FpMin)
{
d = FpMin;
@@ -201,13 +201,13 @@ public sealed class Betadist : AbstractBase
// Even step: d_{2m}
double aa = m * (q - m) * x / ((qam + m2) * (p + m2));
d = 1.0 + aa * d;
d = 1.0 + (aa * d);
if (Math.Abs(d) < FpMin)
{
d = FpMin;
}
c = 1.0 + aa / c;
c = 1.0 + (aa / c);
if (Math.Abs(c) < FpMin)
{
c = FpMin;
@@ -218,13 +218,13 @@ public sealed class Betadist : AbstractBase
// Odd step: d_{2m+1}
aa = -(p + m) * (qab + m) * x / ((p + m2) * (qap + m2));
d = 1.0 + aa * d;
d = 1.0 + (aa * d);
if (Math.Abs(d) < FpMin)
{
d = FpMin;
}
c = 1.0 + aa / c;
c = 1.0 + (aa / c);
if (Math.Abs(c) < FpMin)
{
c = FpMin;
lib/numerics/binomdist/Binomdist.cs
+2 -2
View File
@@ -108,8 +108,8 @@ public sealed class Binomdist : AbstractBase
ser += LanczosCoeff[k] / (x + k);
}
return 0.5 * Math.Log(2.0 * Math.PI)
+ (x + 0.5) * Math.Log(t)
return (0.5 * Math.Log(2.0 * Math.PI))
+ ((x + 0.5) * Math.Log(t))
- t
+ Math.Log(ser);
}
lib/numerics/cwt/Cwt.cs
+3 -3
View File
@@ -60,7 +60,7 @@ public sealed class Cwt : AbstractBase
}
int halfWindow = (int)Math.Round(3.0 * scale);
_windowSize = 2 * halfWindow + 1;
_windowSize = (2 * halfWindow) + 1;
_normFactor = 1.0 / Math.Sqrt(scale);
// Precompute kernel: ψ(k/s) = exp(-k²/(2s²)) * (cos(ω₀k/s) - i·sin(ω₀k/s))
@@ -104,7 +104,7 @@ public sealed class Cwt : AbstractBase
double[] kernelReal, double[] kernelImag,
int halfWindow, double scale, double omega0)
{
int windowSize = 2 * halfWindow + 1;
int windowSize = (2 * halfWindow) + 1;
double invScale = 1.0 / scale;
for (int j = 0; j < windowSize; j++)
{
@@ -245,7 +245,7 @@ public sealed class Cwt : AbstractBase
}
int halfWindow = (int)Math.Round(3.0 * scale);
int windowSize = 2 * halfWindow + 1;
int windowSize = (2 * halfWindow) + 1;
double normFactor = 1.0 / Math.Sqrt(scale);
double lastValid = 0.0;
lib/numerics/gammadist/Gammadist.cs
+4 -4
View File
@@ -123,7 +123,7 @@ public sealed class Gammadist : AbstractBase
}
double t = z + 7.5;
return Math.FusedMultiplyAdd(z + 0.5, Math.Log(t), 0.5 * Math.Log(2.0 * Math.PI) - t + Math.Log(x));
return Math.FusedMultiplyAdd(z + 0.5, Math.Log(t), (0.5 * Math.Log(2.0 * Math.PI)) - t + Math.Log(x));
}
/// <summary>
@@ -151,7 +151,7 @@ public sealed class Gammadist : AbstractBase
}
}
return sum * Math.Exp(-x + a * Math.Log(x) - lnGammaA);
return sum * Math.Exp(-x + (a * Math.Log(x)) - lnGammaA);
}
/// <summary>
@@ -180,7 +180,7 @@ public sealed class Gammadist : AbstractBase
d = FpMin;
}
c = b + an / c;
c = b + (an / c);
if (Math.Abs(c) < FpMin)
{
c = FpMin;
@@ -195,7 +195,7 @@ public sealed class Gammadist : AbstractBase
}
}
return Math.Exp(-x + a * Math.Log(x) - lnGammaA) * h;
return Math.Exp(-x + (a * Math.Log(x)) - lnGammaA) * h;
}
/// <summary>
lib/numerics/lognormdist/Lognormdist.cs
+2 -2
View File
@@ -98,8 +98,8 @@ public sealed class Lognormdist : AbstractBase
double az = Math.Abs(z);
double t = 1.0 / Math.FusedMultiplyAdd(P, az, 1.0);
double phi = Math.Exp(-0.5 * az * az) * (1.0 / Math.Sqrt(2.0 * Math.PI));
double poly = ((((Math.FusedMultiplyAdd(B5, t, B4) * t) + B3) * t + B2) * t + B1) * t;
double cdf = 1.0 - phi * poly;
double poly = ((((((Math.FusedMultiplyAdd(B5, t, B4) * t) + B3) * t) + B2) * t) + B1) * t;
double cdf = 1.0 - (phi * poly);
return z >= 0.0 ? cdf : 1.0 - cdf;
}
lib/numerics/normdist/Normdist.cs
+3 -3
View File
@@ -98,7 +98,7 @@ public sealed class Normdist : AbstractBase
double poly = Math.FusedMultiplyAdd(a3, t, a2);
poly = Math.FusedMultiplyAdd(poly, t, a1);
poly *= t;
double val = 1.0 - poly * Math.Exp(-(ax * ax));
double val = 1.0 - (poly * Math.Exp(-(ax * ax)));
return x >= 0.0 ? val : -val;
}
@@ -153,7 +153,7 @@ public sealed class Normdist : AbstractBase
}
double mean = sum / count;
double variance = sumSq / count - mean * mean;
double variance = (sumSq / count) - (mean * mean);
double stddev = variance > 0.0 ? Math.Sqrt(variance) : 0.0;
return (mean, stddev, count);
}
@@ -305,7 +305,7 @@ public sealed class Normdist : AbstractBase
else
{
double mean = sum / count;
double variance = sumSq / count - mean * mean;
double variance = (sumSq / count) - (mean * mean);
double stddev = variance > 0.0 ? Math.Sqrt(variance) : 0.0;
double z = stddev > 0.0 ? (val - mean) / stddev : 0.0;
double zFinal = (z - mu) * invSigmaSqrt2;
lib/numerics/poissondist/Poissondist.cs
+4 -4
View File
@@ -121,7 +121,7 @@ public sealed class Poissondist : AbstractBase
}
double t = z + 7.5;
return Math.FusedMultiplyAdd(z + 0.5, Math.Log(t), 0.5 * Math.Log(2.0 * Math.PI) - t + Math.Log(x));
return Math.FusedMultiplyAdd(z + 0.5, Math.Log(t), (0.5 * Math.Log(2.0 * Math.PI)) - t + Math.Log(x));
}
/// <summary>
@@ -149,7 +149,7 @@ public sealed class Poissondist : AbstractBase
}
}
return sum * Math.Exp(-x + a * Math.Log(x) - lnGammaA);
return sum * Math.Exp(-x + (a * Math.Log(x)) - lnGammaA);
}
/// <summary>
@@ -178,7 +178,7 @@ public sealed class Poissondist : AbstractBase
d = FpMin;
}
c = b + an / c;
c = b + (an / c);
if (Math.Abs(c) < FpMin)
{
c = FpMin;
@@ -193,7 +193,7 @@ public sealed class Poissondist : AbstractBase
}
}
return Math.Exp(-x + a * Math.Log(x) - lnGammaA) * h;
return Math.Exp(-x + (a * Math.Log(x)) - lnGammaA) * h;
}
/// <summary>
lib/numerics/tdist/Tdist.cs
+1 -1
View File
@@ -89,7 +89,7 @@ public sealed class Tdist : AbstractBase
double t2 = t * t;
double bx = nuD / Math.FusedMultiplyAdd(1.0, t2, nuD); // ν / (ν + t²)
double ibeta = Betadist.IncompleteBeta(bx, nuD * 0.5, 0.5);
return t >= 0.0 ? 1.0 - 0.5 * ibeta : 0.5 * ibeta;
return t >= 0.0 ? 1.0 - (0.5 * ibeta) : 0.5 * ibeta;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]