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Miha Kralj
2026-01-25 16:01:45 -08:00
parent 2836f253c4
commit e59665c8f0
399 changed files with 6892 additions and 1323 deletions
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lib/errors/tukey/TukeyBiweight.cs
+19 -2
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@@ -35,7 +35,9 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
: base(period, $"TukeyBiweight({period},{c:F3})")
{
if (c <= 0)
{
throw new ArgumentException("Threshold c must be positive", nameof(c));
}
C = c;
_cSquaredOver6 = (c * c) / 6.0;
@@ -53,7 +55,9 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
double absError = Math.Abs(error);
if (absError > C)
{
return _cSquaredOver6;
}
double ratio = error / C;
double ratioSq = ratio * ratio;
@@ -65,7 +69,9 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
public static TSeries Calculate(TSeries actual, TSeries predicted, int period, double c = DefaultC)
{
if (actual.Count != predicted.Count)
{
throw new ArgumentException("Actual and predicted series must have the same length", nameof(predicted));
}
int len = actual.Count;
var t = new List<long>(len);
@@ -86,14 +92,25 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
public static void Batch(ReadOnlySpan<double> actual, ReadOnlySpan<double> predicted, Span<double> output, int period, double c = DefaultC)
{
if (actual.Length != predicted.Length || actual.Length != output.Length)
{
throw new ArgumentException("All spans must have the same length", nameof(output));
}
if (period <= 0)
{
throw new ArgumentException("Period must be greater than 0", nameof(period));
}
if (c <= 0)
{
throw new ArgumentException("Threshold c must be positive", nameof(c));
}
int len = actual.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
// Rent buffer for intermediate Tukey biweight errors
double[] rented = ArrayPool<double>.Shared.Rent(len);
@@ -112,4 +129,4 @@ public sealed class TukeyBiweight : BiInputIndicatorBase
ArrayPool<double>.Shared.Return(rented, clearArray: false);
}
}
}
}