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Documentation update
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@@ -2,16 +2,16 @@
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using System;
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/* <summary>
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VAR: Sample Variance
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Sample variance uses Bessel's correction to correct the bias in the estimation of population variance.
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VAR: Population Variance
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Population variance without Bessel's correction
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Sources:
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https://en.wikipedia.org/wiki/Variance
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Bessel's correction: https://en.wikipedia.org/wiki/Bessel%27s_correction
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Remark:
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VAR is also known as the Unbiased Sample Variance, while PVAR (Population Variance) is known as
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the Biased Sample Variance.
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VAR (Population Variance) is also known as a biased Sample Variance. For unbiased
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sample variance use SVAR instead.
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</summary> */
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@@ -25,19 +25,19 @@ public class VAR_Series : Single_TSeries_Indicator
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public override void Add((System.DateTime t, double v) TValue, bool update)
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{
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if (update) { this._buffer[this._buffer.Count - 1] = TValue.v; }
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else { this._buffer.Add(TValue.v); }
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if (this._buffer.Count > this._p && this._p != 0) { this._buffer.RemoveAt(0); }
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if (update) { _buffer[_buffer.Count - 1] = TValue.v; }
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else { _buffer.Add(TValue.v); }
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if (_buffer.Count > this._p && this._p != 0) { _buffer.RemoveAt(0); }
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double _sma = 0;
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for (int i = 0; i < this._buffer.Count; i++) { _sma += this._buffer[i]; }
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for (int i = 0; i < _buffer.Count; i++) { _sma += _buffer[i]; }
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_sma /= this._buffer.Count;
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double _svar = 0;
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for (int i = 0; i < this._buffer.Count; i++) { _svar += (this._buffer[i] - _sma) * (this._buffer[i] - _sma); }
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_svar /= (this._buffer.Count > 1) ? this._buffer.Count - 1 : 1; // Bessel's correction
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double _pvar = 0;
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for (int i = 0; i < _buffer.Count; i++) { _pvar += (_buffer[i] - _sma) * (_buffer[i] - _sma); }
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_pvar /= this._buffer.Count;
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var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _svar);
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var result = (TValue.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _pvar);
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base.Add(result, update);
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}
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}
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