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Move weighted descriptive statistics to own class.
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+984
-519
lines changed

6 files changed

+984
-519
lines changed

‎src/Numerics.Tests/StatisticsTests/DescriptiveStatisticsTests.cs

Lines changed: 0 additions & 239 deletions
Original file line numberDiff line numberDiff line change
@@ -29,7 +29,6 @@
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3030
using System;
3131
using System.Collections.Generic;
32-
using System.Linq;
3332
#if NET5_0_OR_GREATER
3433
using System.Text.Json;
3534
using System.Text.Json.Serialization;
@@ -76,10 +75,7 @@ public void ConstructorThrowArgumentNullException()
7675
{
7776
const IEnumerable<double> Data = null;
7877
const IEnumerable<double?> NullableData = null;
79-
const IEnumerable<Tuple<double, double>> WeightedData = null;
8078

81-
Assert.That(() => new DescriptiveStatistics(WeightedData), Throws.TypeOf<ArgumentNullException>());
82-
Assert.That(() => new DescriptiveStatistics(WeightedData, true), Throws.TypeOf<ArgumentNullException>());
8379
Assert.That(() => new DescriptiveStatistics(Data), Throws.TypeOf<ArgumentNullException>());
8480
Assert.That(() => new DescriptiveStatistics(Data, true), Throws.TypeOf<ArgumentNullException>());
8581
Assert.That(() => new DescriptiveStatistics(NullableData), Throws.TypeOf<ArgumentNullException>());
@@ -118,7 +114,6 @@ public void IEnumerableDouble(string dataSet, int digits, double skewness, doubl
118114
Assert.AreEqual(stats.Minimum, min);
119115
Assert.AreEqual(stats.Maximum, max);
120116
Assert.AreEqual(stats.Count, count);
121-
Assert.AreEqual(stats.TotalWeight, count);
122117
}
123118

124119
/// <summary>
@@ -150,7 +145,6 @@ public void IEnumerableDoubleHighAccuracy(string dataSet, double skewness, doubl
150145
Assert.AreEqual(stats.Minimum, min);
151146
Assert.AreEqual(stats.Maximum, max);
152147
Assert.AreEqual(stats.Count, count);
153-
Assert.AreEqual(stats.TotalWeight, count);
154148
}
155149

156150
/// <summary>
@@ -183,7 +177,6 @@ public void IEnumerableDoubleLowAccuracy(string dataSet, int digits, double skew
183177
Assert.AreEqual(stats.Minimum, min);
184178
Assert.AreEqual(stats.Maximum, max);
185179
Assert.AreEqual(stats.Count, count);
186-
Assert.AreEqual(stats.TotalWeight, count);
187180
}
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189182
/// <summary>
@@ -216,7 +209,6 @@ public void IEnumerableNullableDouble(string dataSet, int digits, double skewnes
216209
Assert.AreEqual(stats.Minimum, min);
217210
Assert.AreEqual(stats.Maximum, max);
218211
Assert.AreEqual(stats.Count, count);
219-
Assert.AreEqual(stats.TotalWeight, count);
220212
}
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222214
/// <summary>
@@ -248,7 +240,6 @@ public void IEnumerableNullableDoubleHighAccuracy(string dataSet, double skewnes
248240
Assert.AreEqual(stats.Minimum, min);
249241
Assert.AreEqual(stats.Maximum, max);
250242
Assert.AreEqual(stats.Count, count);
251-
Assert.AreEqual(stats.TotalWeight, count);
252243
}
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254245
/// <summary>
@@ -281,205 +272,6 @@ public void IEnumerableNullableDoubleLowAccuracy(string dataSet, int digits, dou
281272
Assert.AreEqual(stats.Minimum, min);
282273
Assert.AreEqual(stats.Maximum, max);
283274
Assert.AreEqual(stats.Count, count);
284-
Assert.AreEqual(stats.TotalWeight, count);
285-
}
286-
287-
/// <summary>
288-
/// <c>IEnumerable</c> Double.
289-
/// </summary>
290-
/// <param name="dataSet">Dataset name.</param>
291-
/// <param name="digits">Digits count.</param>
292-
/// <param name="skewness">Skewness value.</param>
293-
/// <param name="kurtosis">Kurtosis value.</param>
294-
/// <param name="median">Median value.</param>
295-
/// <param name="min">Min value.</param>
296-
/// <param name="max">Max value.</param>
297-
/// <param name="count">Count value.</param>
298-
[TestCase("lottery", 12, -0.09333165310779, -1.19256091074856, 522.5, 4, 999, 218)]
299-
[TestCase("lew", 12, -0.050606638756334, -1.49604979214447, -162, -579, 300, 200)]
300-
[TestCase("mavro", 11, 0.64492948110824, -0.82052379677456, 2.0018, 2.0013, 2.0027, 50)]
301-
[TestCase("michelso", 11, -0.0185388637725746, 0.33968459842539, 299.85, 299.62, 300.07, 100)]
302-
[TestCase("numacc1", 15, 0, double.NaN, 10000002, 10000001, 10000003, 3)]
303-
[TestCase("numacc2", 13, 0, -2.003003003003, 1.2, 1.1, 1.3, 1001)]
304-
[TestCase("numacc3", 9, 0, -2.003003003003, 1000000.2, 1000000.1, 1000000.3, 1001)]
305-
[TestCase("numacc4", 7, 0, -2.00300300299913, 10000000.2, 10000000.1, 10000000.3, 1001)]
306-
[TestCase("meixner", 8, -0.016649617280859657, 0.8171318629552635, -0.002042931016531602, -4.825626912281697, 5.3018298664184913, 10000)]
307-
public void IEnumerableTuple(string dataSet, int digits, double skewness, double kurtosis, double median, double min, double max, int count)
308-
{
309-
var data = _data[dataSet];
310-
var stats = new DescriptiveStatistics(data.Data.Select(x => Tuple.Create(1.0, x)));
311-
312-
AssertHelpers.AlmostEqualRelative(data.Mean, stats.Mean, 10);
313-
AssertHelpers.AlmostEqualRelative(data.StandardDeviation, stats.StandardDeviation, digits);
314-
AssertHelpers.AlmostEqualRelative(skewness, stats.Skewness, 8);
315-
AssertHelpers.AlmostEqualRelative(kurtosis, stats.Kurtosis, 8);
316-
Assert.AreEqual(stats.Minimum, min);
317-
Assert.AreEqual(stats.Maximum, max);
318-
Assert.AreEqual(stats.Count, count);
319-
Assert.AreEqual(stats.TotalWeight, count);
320-
}
321-
322-
/// <summary>
323-
/// <c>IEnumerable</c> Double high accuracy.
324-
/// </summary>
325-
/// <param name="dataSet">Dataset name.</param>
326-
/// <param name="skewness">Skewness value.</param>
327-
/// <param name="kurtosis">Kurtosis value.</param>
328-
/// <param name="median">Median value.</param>
329-
/// <param name="min">Min value.</param>
330-
/// <param name="max">Max value.</param>
331-
/// <param name="count">Count value.</param>
332-
[TestCase("lottery", -0.09333165310779, -1.19256091074856, 522.5, 4, 999, 218)]
333-
[TestCase("lew", -0.050606638756334, -1.49604979214447, -162, -579, 300, 200)]
334-
[TestCase("mavro", 0.64492948110824, -0.82052379677456, 2.0018, 2.0013, 2.0027, 50)]
335-
[TestCase("michelso", -0.0185388637725746, 0.33968459842539, 299.85, 299.62, 300.07, 100)]
336-
[TestCase("numacc1", 0, double.NaN, 10000002, 10000001, 10000003, 3)]
337-
[TestCase("numacc2", 0, -2.003003003003, 1.2, 1.1, 1.3, 1001)]
338-
[TestCase("numacc3", 0, -2.003003003003, 1000000.2, 1000000.1, 1000000.3, 1001)]
339-
[TestCase("numacc4", 0, -2.00300300299913, 10000000.2, 10000000.1, 10000000.3, 1001)]
340-
public void IEnumerableTupleHighAccuracy(string dataSet, double skewness, double kurtosis, double median, double min, double max, int count)
341-
{
342-
var data = _data[dataSet];
343-
var stats = new DescriptiveStatistics(data.Data.Select(x => Tuple.Create(1.0, x)), true);
344-
AssertHelpers.AlmostEqualRelative(data.Mean, stats.Mean, 14);
345-
AssertHelpers.AlmostEqualRelative(data.StandardDeviation, stats.StandardDeviation, 14);
346-
AssertHelpers.AlmostEqualRelative(skewness, stats.Skewness, 9);
347-
AssertHelpers.AlmostEqualRelative(kurtosis, stats.Kurtosis, 9);
348-
Assert.AreEqual(stats.Minimum, min);
349-
Assert.AreEqual(stats.Maximum, max);
350-
Assert.AreEqual(stats.Count, count);
351-
Assert.AreEqual(stats.TotalWeight, count);
352-
}
353-
354-
/// <summary>
355-
/// <c>IEnumerable</c> double low accuracy.
356-
/// </summary>
357-
/// <param name="dataSet">Dataset name.</param>
358-
/// <param name="digits">Digits count.</param>
359-
/// <param name="skewness">Skewness value.</param>
360-
/// <param name="kurtosis">Kurtosis value.</param>
361-
/// <param name="median">Median value.</param>
362-
/// <param name="min">Min value.</param>
363-
/// <param name="max">Max value.</param>
364-
/// <param name="count">Count value.</param>
365-
[TestCase("lottery", 14, -0.09333165310779, -1.19256091074856, 522.5, 4, 999, 218)]
366-
[TestCase("lew", 14, -0.050606638756334, -1.49604979214447, -162, -579, 300, 200)]
367-
[TestCase("mavro", 11, 0.64492948110824, -0.82052379677456, 2.0018, 2.0013, 2.0027, 50)]
368-
[TestCase("michelso", 11, -0.0185388637725746, 0.33968459842539, 299.85, 299.62, 300.07, 100)]
369-
[TestCase("numacc1", 15, 0, double.NaN, 10000002, 10000001, 10000003, 3)]
370-
[TestCase("numacc2", 13, 0, -2.003003003003, 1.2, 1.1, 1.3, 1001)]
371-
[TestCase("numacc3", 9, 0, -2.003003003003, 1000000.2, 1000000.1, 1000000.3, 1001)]
372-
[TestCase("numacc4", 7, 0, -2.00300300299913, 10000000.2, 10000000.1, 10000000.3, 1001)]
373-
public void IEnumerableTupleLowAccuracy(string dataSet, int digits, double skewness, double kurtosis, double median, double min, double max, int count)
374-
{
375-
var data = _data[dataSet];
376-
var stats = new DescriptiveStatistics(data.Data.Select(x => Tuple.Create(1.0, x)), false);
377-
AssertHelpers.AlmostEqualRelative(data.Mean, stats.Mean, 14);
378-
AssertHelpers.AlmostEqualRelative(data.StandardDeviation, stats.StandardDeviation, digits);
379-
AssertHelpers.AlmostEqualRelative(skewness, stats.Skewness, 7);
380-
AssertHelpers.AlmostEqualRelative(kurtosis, stats.Kurtosis, 7);
381-
Assert.AreEqual(stats.Minimum, min);
382-
Assert.AreEqual(stats.Maximum, max);
383-
Assert.AreEqual(stats.Count, count);
384-
Assert.AreEqual(stats.TotalWeight, count);
385-
}
386-
387-
/// <summary>
388-
/// <c>IEnumerable</c> <c>Nullable</c> double.
389-
/// </summary>
390-
/// <param name="dataSet">Dataset name.</param>
391-
/// <param name="digits">Digits count.</param>
392-
/// <param name="skewness">Skewness value.</param>
393-
/// <param name="kurtosis">Kurtosis value.</param>
394-
/// <param name="median">Median value.</param>
395-
/// <param name="min">Min value.</param>
396-
/// <param name="max">Max value.</param>
397-
/// <param name="count">Count value.</param>
398-
[TestCase("lottery", 14, -0.09333165310779, -1.19256091074856, 522.5, 4, 999, 218)]
399-
[TestCase("lew", 14, -0.050606638756334, -1.49604979214447, -162, -579, 300, 200)]
400-
[TestCase("mavro", 11, 0.64492948110824, -0.82052379677456, 2.0018, 2.0013, 2.0027, 50)]
401-
[TestCase("michelso", 11, -0.0185388637725746, 0.33968459842539, 299.85, 299.62, 300.07, 100)]
402-
[TestCase("numacc1", 15, 0, double.NaN, 10000002, 10000001, 10000003, 3)]
403-
[TestCase("numacc2", 13, 0, -2.003003003003, 1.2, 1.1, 1.3, 1001)]
404-
[TestCase("numacc3", 9, 0, -2.003003003003, 1000000.2, 1000000.1, 1000000.3, 1001)]
405-
[TestCase("numacc4", 7, 0, -2.00300300299913, 10000000.2, 10000000.1, 10000000.3, 1001)]
406-
public void IEnumerableZeroWeightTuple(string dataSet, int digits, double skewness, double kurtosis, double median, double min, double max, int count)
407-
{
408-
var data = _data[dataSet];
409-
var stats = new DescriptiveStatistics(data.DataWithNulls.Select(x => x.HasValue ? Tuple.Create(1.0, x.Value) : Tuple.Create(0.0, 3.14159)));
410-
AssertHelpers.AlmostEqualRelative(data.Mean, stats.Mean, 14);
411-
AssertHelpers.AlmostEqualRelative(data.StandardDeviation, stats.StandardDeviation, digits);
412-
AssertHelpers.AlmostEqualRelative(skewness, stats.Skewness, 7);
413-
AssertHelpers.AlmostEqualRelative(kurtosis, stats.Kurtosis, 7);
414-
Assert.AreEqual(stats.Minimum, min);
415-
Assert.AreEqual(stats.Maximum, max);
416-
Assert.AreEqual(stats.Count, count);
417-
Assert.AreEqual(stats.TotalWeight, count);
418-
}
419-
420-
/// <summary>
421-
/// <c>IEnumerable</c> <c>Nullable</c> double high accuracy.
422-
/// </summary>
423-
/// <param name="dataSet">Dataset name.</param>
424-
/// <param name="skewness">Skewness value.</param>
425-
/// <param name="kurtosis">Kurtosis value.</param>
426-
/// <param name="median">Median value.</param>
427-
/// <param name="min">Min value.</param>
428-
/// <param name="max">Max value.</param>
429-
/// <param name="count">Count value.</param>
430-
[TestCase("lottery", -0.09333165310779, -1.19256091074856, 522.5, 4, 999, 218)]
431-
[TestCase("lew", -0.050606638756334, -1.49604979214447, -162, -579, 300, 200)]
432-
[TestCase("mavro", 0.64492948110824, -0.82052379677456, 2.0018, 2.0013, 2.0027, 50)]
433-
[TestCase("michelso", -0.0185388637725746, 0.33968459842539, 299.85, 299.62, 300.07, 100)]
434-
[TestCase("numacc1", 0, double.NaN, 10000002, 10000001, 10000003, 3)]
435-
[TestCase("numacc2", 0, -2.003003003003, 1.2, 1.1, 1.3, 1001)]
436-
[TestCase("numacc3", 0, -2.003003003003, 1000000.2, 1000000.1, 1000000.3, 1001)]
437-
[TestCase("numacc4", 0, -2.00300300299913, 10000000.2, 10000000.1, 10000000.3, 1001)]
438-
public void IEnumerableZeroWeightTupleHighAccuracy(string dataSet, double skewness, double kurtosis, double median, double min, double max, int count)
439-
{
440-
var data = _data[dataSet];
441-
var stats = new DescriptiveStatistics(data.DataWithNulls.Select(x => x.HasValue ? Tuple.Create(1.0, x.Value) : Tuple.Create(0.0, 3.14159)), true);
442-
AssertHelpers.AlmostEqualRelative(data.Mean, stats.Mean, 14);
443-
AssertHelpers.AlmostEqualRelative(data.StandardDeviation, stats.StandardDeviation, 14);
444-
AssertHelpers.AlmostEqualRelative(skewness, stats.Skewness, 9);
445-
AssertHelpers.AlmostEqualRelative(kurtosis, stats.Kurtosis, 9);
446-
Assert.AreEqual(stats.Minimum, min);
447-
Assert.AreEqual(stats.Maximum, max);
448-
Assert.AreEqual(stats.Count, count);
449-
Assert.AreEqual(stats.TotalWeight, count);
450-
}
451-
452-
/// <summary>
453-
/// <c>IEnumerable</c> <c>Nullable</c> Double Low Accuracy.
454-
/// </summary>
455-
/// <param name="dataSet">Dataset name.</param>
456-
/// <param name="digits">Digits count.</param>
457-
/// <param name="skewness">Skewness value.</param>
458-
/// <param name="kurtosis">Kurtosis value.</param>
459-
/// <param name="median">Median value.</param>
460-
/// <param name="min">Min value.</param>
461-
/// <param name="max">Max value.</param>
462-
/// <param name="count">Count value.</param>
463-
[TestCase("lottery", 14, -0.09333165310779, -1.19256091074856, 522.5, 4, 999, 218)]
464-
[TestCase("lew", 14, -0.050606638756334, -1.49604979214447, -162, -579, 300, 200)]
465-
[TestCase("mavro", 11, 0.64492948110824, -0.82052379677456, 2.0018, 2.0013, 2.0027, 50)]
466-
[TestCase("michelso", 11, -0.0185388637725746, 0.33968459842539, 299.85, 299.62, 300.07, 100)]
467-
[TestCase("numacc1", 15, 0, double.NaN, 10000002, 10000001, 10000003, 3)]
468-
[TestCase("numacc2", 13, 0, -2.003003003003, 1.2, 1.1, 1.3, 1001)]
469-
[TestCase("numacc3", 9, 0, -2.003003003003, 1000000.2, 1000000.1, 1000000.3, 1001)]
470-
[TestCase("numacc4", 7, 0, -2.00300300299913, 10000000.2, 10000000.1, 10000000.3, 1001)]
471-
public void IEnumerableZeroWeightTupleLowAccuracy(string dataSet, int digits, double skewness, double kurtosis, double median, double min, double max, int count)
472-
{
473-
var data = _data[dataSet];
474-
var stats = new DescriptiveStatistics(data.DataWithNulls.Select(x => x.HasValue ? Tuple.Create(1.0, x.Value) : Tuple.Create(0.0, 3.14159)), false);
475-
AssertHelpers.AlmostEqualRelative(data.Mean, stats.Mean, 14);
476-
AssertHelpers.AlmostEqualRelative(data.StandardDeviation, stats.StandardDeviation, digits);
477-
AssertHelpers.AlmostEqualRelative(skewness, stats.Skewness, 7);
478-
AssertHelpers.AlmostEqualRelative(kurtosis, stats.Kurtosis, 7);
479-
Assert.AreEqual(stats.Minimum, min);
480-
Assert.AreEqual(stats.Maximum, max);
481-
Assert.AreEqual(stats.Count, count);
482-
Assert.AreEqual(stats.TotalWeight, count);
483275
}
484276

485277
[Test]
@@ -504,32 +296,6 @@ public void ShortSequences()
504296
var stats4 = new DescriptiveStatistics(new[] { 1.0, 2.0, -3.0, -4.0 });
505297
Assert.That(stats4.Skewness, Is.Not.NaN);
506298
Assert.That(stats4.Kurtosis, Is.Not.NaN);
507-
508-
var stats5 = new DescriptiveStatistics(new Tuple<double, double>[0]);
509-
Assert.That(stats5.Skewness, Is.NaN);
510-
Assert.That(stats5.Kurtosis, Is.NaN);
511-
512-
var stats6 = new DescriptiveStatistics(new[] { Tuple.Create(1.0, 1.0) });
513-
Assert.That(stats6.Skewness, Is.NaN);
514-
Assert.That(stats6.Kurtosis, Is.NaN);
515-
516-
var stats7 = new DescriptiveStatistics(new[] { Tuple.Create(1.0, 1.0), Tuple.Create(1.0, 2.0) });
517-
Assert.That(stats7.Skewness, Is.NaN);
518-
Assert.That(stats7.Kurtosis, Is.NaN);
519-
520-
var stats8 = new DescriptiveStatistics(new[] { Tuple.Create(1.0, 1.0), Tuple.Create(1.0, 2.0), Tuple.Create(1.0, -3.0) });
521-
Assert.That(stats8.Skewness, Is.Not.NaN);
522-
Assert.That(stats8.Kurtosis, Is.NaN);
523-
524-
var stats9 = new DescriptiveStatistics(new[] { Tuple.Create(1.0, 1.0), Tuple.Create(1.0, 2.0), Tuple.Create(1.0, -3.0), Tuple.Create(1.0, -4.0) });
525-
Assert.That(stats9.Skewness, Is.Not.NaN);
526-
Assert.That(stats9.Kurtosis, Is.Not.NaN);
527-
}
528-
529-
[Test]
530-
public void NegativeWeightsThrow()
531-
{
532-
Assert.That(() => new DescriptiveStatistics(new[] { Tuple.Create(-1.0, 1.0) }), Throws.TypeOf<ArgumentOutOfRangeException>());
533299
}
534300

535301
[Test]
@@ -538,10 +304,6 @@ public void ZeroVarianceSequence()
538304
var stats = new DescriptiveStatistics(new[] { 2.0, 2.0, 2.0, 2.0 });
539305
Assert.That(stats.Skewness, Is.NaN);
540306
Assert.That(stats.Kurtosis, Is.NaN);
541-
542-
var stats2 = new DescriptiveStatistics(new[] { Tuple.Create(1.0, 2.0), Tuple.Create(1.0, 2.0), Tuple.Create(1.0, 2.0), Tuple.Create(1.0, 2.0) });
543-
Assert.That(stats2.Skewness, Is.NaN);
544-
Assert.That(stats2.Kurtosis, Is.NaN);
545307
}
546308

547309
#if NET5_0_OR_GREATER
@@ -583,7 +345,6 @@ public void JsonDeserializationTest(string dataSet, int digits, double skewness,
583345
Assert.AreEqual(stats.Minimum, min);
584346
Assert.AreEqual(stats.Maximum, max);
585347
Assert.AreEqual(stats.Count, count);
586-
Assert.AreEqual(stats.TotalWeight, count);
587348
}
588349
#endif
589350
}

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