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AndreyAkinshinAndreyAkinshin
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[WIP] Introduce Phd
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‎src/Perfolizer/Perfolizer.Demo/QuantileEstimatorDemo.cs

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@@ -28,7 +28,7 @@ public void Run()
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// * Akinshin, Andrey. "Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width."
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// arXiv preprint arXiv:2111.11776 (2021).
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// https://arxiv.org/abs/2111.11776
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TrimmedHarrellDavisQuantileEstimator.SqrtInstance,
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TrimmedHarrellDavisQuantileEstimator.Sqrt,
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// The Sfakianakis-Verginis quantile estimators
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// They use a weighted sum of all sample elements, weights are assigned according to the Binomial distribution
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// * Sfakianakis, Michael E., and Dimitris G. Verginis. "A new family of nonparametric quantile estimators."

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/EdPeltTests.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/EdPeltTests.cs

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using JetBrains.Annotations;
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using Perfolizer.Mathematics.Cpd;
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using Perfolizer.Tests.Common;
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using Perfolizer.Tests.Infra;
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namespace Perfolizer.Tests.Mathematics.Cpd;
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namespace Perfolizer.SimulationTests.Cpd;
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public class EdPeltTests
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{

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/RqqPeltTests.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/RqqPeltTests.cs

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using JetBrains.Annotations;
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using Perfolizer.Mathematics.Cpd;
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using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
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using Perfolizer.Tests.Common;
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using Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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using Perfolizer.SimulationTests.Cpd.TestDataSets;
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using Perfolizer.Tests.Infra;
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using Xunit.Abstractions;
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namespace Perfolizer.Tests.Mathematics.Cpd;
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namespace Perfolizer.SimulationTests.Cpd;
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public class RqqPeltTests
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public class RqqPeltTests(ITestOutputHelper output)
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{
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private readonly ITestOutputHelper output;
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private readonly PeltChangePointDetector detector = RqqPeltChangePointDetector.Instance;
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public RqqPeltTests(ITestOutputHelper output)
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{
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this.output = output;
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}
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[AssertionMethod]
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private void Check(double[] data, int minDistance, int[] expectedChangePoints)
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{
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public void Tie01() => Check(new double[]
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{
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0, 0, 0, 0, 0, 100, 100, 100, 100
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}, 1, new[] {4});
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}, 1, new[] { 4 });
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[Fact]
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public void Tie02() => Check(new double[]
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{
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0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2
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}, 1, new[] {5, 11});
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}, 1, new[] { 5, 11 });
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[Fact]
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public void Check_WhenTwoMinDistanceLessThanDataLength_ReturnEmptyArray() => Check(new double[]
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[Fact]
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[Trait(TraitConstants.Category, TraitConstants.Slow)]
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public void ArithmeticProgression() => Check(Enumerable.Range(1, 500).Select(it => (double) it).ToArray(), 10, new[]
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public void ArithmeticProgression() => Check(Enumerable.Range(1, 500).Select(it => (double)it).ToArray(), 10, new[]
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{
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9, 19, 29, 39, 49, 59, 69, 79, 89, 99, 109, 119, 129, 139, 149, 159, 169, 179, 189, 199, 209, 219, 229, 239,
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249, 259, 269, 279, 289, 299, 309, 319, 329, 339, 349, 359, 369, 379, 389, 399, 409, 419, 429, 439, 449,
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var indexes = detector.GetChangePointIndexes(data.ToArray(), 20);
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Check100(stdDevValues.Length, error, indexes);
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}
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private static readonly IReadOnlyList<CpdTestData> ReferenceDataSet = CpdReferenceDataSet.Generate(new Random(42), 1);
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private static readonly IReadOnlyList<CpdTestData> ReferenceDataSet =
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CpdReferenceDataSet.Generate(new Random(42), 1);
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[UsedImplicitly]
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public static TheoryData<string> ReferenceDataSetNames = TheoryDataHelper.Create(ReferenceDataSet.Select(d => d.Name));
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public static TheoryData<string> ReferenceDataSetNames =
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TheoryDataHelper.Create(ReferenceDataSet.Select(d => d.Name));
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[Theory]
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[MemberData(nameof(ReferenceDataSetNames))]

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/TestDataSets/CpdBinomialMeanProgressionDataSet.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/TestDataSets/CpdBinomialMeanProgressionDataSet.cs

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using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
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using Perfolizer.Mathematics.Randomization;
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namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
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public static class CpdBinomialMeanProgressionDataSet
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{

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/TestDataSets/CpdFrechetLocationProgressionDataSet.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/TestDataSets/CpdFrechetLocationProgressionDataSet.cs

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using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
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namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
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public static class CpdFrechetLocationProgressionDataSet
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{

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/TestDataSets/CpdGaussianMeanProgressionDataSet.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/TestDataSets/CpdGaussianMeanProgressionDataSet.cs

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using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
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namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
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public static class CpdGaussianMeanProgressionDataSet
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{

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/TestDataSets/CpdGumbelLocationProgressionDataSet.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/TestDataSets/CpdGumbelLocationProgressionDataSet.cs

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using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
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namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
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public static class CpdGumbelLocationProgressionDataSet
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{

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/TestDataSets/CpdRealDataSet.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/TestDataSets/CpdRealDataSet.cs

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namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
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public static class CpdRealDataSet
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{

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/TestDataSets/CpdReferenceDataSet.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/TestDataSets/CpdReferenceDataSet.cs

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namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
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public static class CpdReferenceDataSet
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{

‎src/Perfolizer/Perfolizer.Tests/Mathematics/Cpd/TestDataSets/CpdTestData.cs renamed to ‎src/Perfolizer/Perfolizer.SimulationTests/Cpd/TestDataSets/CpdTestData.cs

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namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
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namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
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public class CpdTestData
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{

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