nuget
可以利用这个模块来进行一组数据的正态分布的参数的估计
@author Will_and_Sara
BasicProductMoments
01 Syntax
Microsoft.VisualBasic.Math.Statistics.MomentFunctions.BasicProductMoments
02 Methods
| Name | Overloads | Summary |
|---|---|---|
| SetMinValuesBeforeConvergenceTest | 1 | This method allows the user to define a minimum number of observations before testing for convergence. |
| SetConvergenceTolerance | 1 | This method sets the tolerance for convergence. |
| SetZAlphaForConvergence | 1 | This method defines the alpha value used to determine convergence. |
| .ctor | 2 | This constructor allows one to create an instance without adding any data. |
| AddObservation | 1 | An inline algorithm for incrementing mean and standard of deviation. |
03 Properties
| Name | Overloads | Summary |
|---|---|---|
| SampleVariance | 1 | 样本的变异程度 |
| StDev | 1 | 标准差 |
| IsConverged | 1 | This function can be used to determine if enough samples have been added to determine convergence of the data stream. |
04 Members
SetMinValuesBeforeConvergenceTest(
Int32)This method allows the user to define a minimum number of observations before testing for convergence. This would help to mitigate early convergence if similar observations are in close sequence early in the dataset.
Parameters
| Name | Type | Description |
|---|---|---|
numobservations | Int32 | the minimum number of observations to wait until testing for convergence. |
SetConvergenceTolerance(
Double)This method sets the tolerance for convergence. This tolerance is used as an epsilon neighborhood around the confidence defined in SetZalphaForConvergence.
Parameters
| Name | Type | Description |
|---|---|---|
tolerance | Double | the distance that is determined to be close enough to the alpha in question. |
SetZAlphaForConvergence(
Double)This method defines the alpha value used to determine convergence. This value is based on a two sided confidence interval. It uses the upper Confidence Limit.
Parameters
| Name | Type | Description |
|---|---|---|
ConfidenceInterval | Double | The value that would be used to determine the normal alpha value. The default is a .9 Confidence interval, which corresponds to 1.96 alpha value. |
#ctor
This constructor allows one to create an instance without adding any data.
#ctor(
IEnumerable(Of Double))This constructor allows one to create an instance with some initial data, observations can be added after the constructor through the "AddObservations(double observation) call.
Parameters
| Name | Type | Description |
|---|---|---|
data | IEnumerable(Of Double) | the dataset to calculate mean and standard deviation for. |
AddObservation(
Double)An inline algorithm for incrementing mean and standard of deviation. After this method call, the properties of this class should be updated to include this observation.
Parameters
| Name | Type | Description |
|---|---|---|
observation | Double | the observation to be added |
SampleVariance
样本的变异程度
StDev
标准差
IsConverged
This function can be used to determine if enough samples have been added to determine convergence of the data stream.
Returns
this function will return false until the minimum number of observations have been added, and then will return the result of the convergence test after the most recent observation.