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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/statistics/skew/Skew.Tests.cs
+8 -2
View File
@@ -284,7 +284,10 @@ public class SkewTests
public void Reset_ClearsState()
{
var skew = new Skew(5);
for (int i = 0; i < 5; i++) skew.Update(new TValue(DateTime.UtcNow, i));
for (int i = 0; i < 5; i++)
{
skew.Update(new TValue(DateTime.UtcNow, i));
}
skew.Reset();
Assert.False(skew.IsHot);
@@ -380,7 +383,10 @@ public class SkewTests
// Create large dataset to trigger SIMD path (>= 256)
int count = 1000;
var data = new double[count];
for (int i = 0; i < count; i++) data[i] = (double)i;
for (int i = 0; i < count; i++)
{
data[i] = (double)i;
}
var series = new TSeries(new System.Collections.Generic.List<long>(new long[count]), new System.Collections.Generic.List<double>(data));
lib/statistics/skew/Skew.cs
+49 -11
View File
@@ -104,7 +104,11 @@ public sealed class Skew : AbstractBase
// Calculate 2nd moment (Variance)
// m2 = Sum((x-mean)^2) / n = (SumSq - Sum^2/n) / n
double m2Numerator = _sumSq - (_sum * _sum) / n;
if (m2Numerator < Epsilon) m2Numerator = 0;
if (m2Numerator < Epsilon)
{
m2Numerator = 0;
}
double m2 = m2Numerator / n;
// Calculate 3rd moment
@@ -143,7 +147,10 @@ public sealed class Skew : AbstractBase
public override TSeries Update(TSeries source)
{
if (source.Count == 0) return [];
if (source.Count == 0)
{
return [];
}
int len = source.Count;
var t = new List<long>(len);
@@ -225,12 +232,20 @@ public sealed class Skew : AbstractBase
public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period, bool isPopulation = false)
{
if (source.Length != output.Length)
{
throw new ArgumentException("Source and output must have the same length", nameof(output));
}
if (period < 3)
{
throw new ArgumentException("Period must be greater than or equal to 3", nameof(period));
}
int len = source.Length;
if (len == 0) return;
if (len == 0)
{
return;
}
// Try SIMD path for large, clean datasets
// SIMD overhead amortizes well for datasets >= 256 elements
@@ -260,7 +275,10 @@ public sealed class Skew : AbstractBase
for (; i < warmupEnd; i++)
{
double val = source[i];
if (!double.IsFinite(val)) val = 0;
if (!double.IsFinite(val))
{
val = 0;
}
sum += val;
sumSq += val * val;
@@ -275,10 +293,16 @@ public sealed class Skew : AbstractBase
for (; i < len; i++)
{
double val = source[i];
if (!double.IsFinite(val)) val = 0;
if (!double.IsFinite(val))
{
val = 0;
}
double oldVal = source[i - period];
if (!double.IsFinite(oldVal)) oldVal = 0;
if (!double.IsFinite(oldVal))
{
oldVal = 0;
}
sum = sum - oldVal + val;
sumSq = sumSq - (oldVal * oldVal) + (val * val);
@@ -297,7 +321,11 @@ public sealed class Skew : AbstractBase
for (int k = 0; k < period; k++)
{
double v = source[startIdx + k];
if (!double.IsFinite(v)) v = 0;
if (!double.IsFinite(v))
{
v = 0;
}
recalcSum += v;
recalcSumSq += v * v;
recalcSumCu += v * v * v;
@@ -315,13 +343,20 @@ public sealed class Skew : AbstractBase
double mean = sum / n;
double m2Numerator = sumSq - (sum * sum) / n;
if (m2Numerator < Epsilon) return 0;
if (m2Numerator < Epsilon)
{
return 0;
}
double m2 = m2Numerator / n;
double m3Numerator = sumCu - 3 * mean * sumSq + 2 * n * mean * mean * mean;
double m3 = m3Numerator / n;
if (m2 <= Epsilon) return 0;
if (m2 <= Epsilon)
{
return 0;
}
double g1 = m3 / (m2 * Math.Sqrt(m2));
@@ -367,7 +402,10 @@ public sealed class Skew : AbstractBase
WarmupSkew(period, isPopulation, ref srcRef, ref outRef, out double sum, out double sumSq, out double sumCu);
if (len <= period) return;
if (len <= period)
{
return;
}
var vInvN = Vector256.Create(invN);
var vN = Vector256.Create(n);
@@ -509,4 +547,4 @@ public sealed class Skew : AbstractBase
Unsafe.Add(ref outRef, i) = CalculateSkewFromSums(sum, sumSq, sumCu, n, isPopulation);
}
}
}
}