Changeset 14226 for trunk/sources/HeuristicLab.Problems.DataAnalysis

Timestamp:

08/02/16 16:16:29 (8 years ago)

Author:

gkronber

Message:

#2649 adapted OnlineSharpeRatioCalculator and OnlineNormalizedMeanSquaredErrorCalculator to use PopulationVariance instead of Variance (minor difference for vectors with only a few elements)

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineNormalizedMeanSquaredErrorCalculator.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineNormalizedMeanSquaredErrorCalculator.cs

@@ -30 +30 @@
     public double NormalizedMeanSquaredError {
       get {
-        double var = originalVarianceCalculator.Variance;
+        double var = originalVarianceCalculator.PopulationVariance;
         double m = meanSquaredErrorCalculator.Mean;
         return var > 0 ? m / var : 0.0;
@@ -44 +44 @@
     #region IOnlineCalculator Members
     public OnlineCalculatorError ErrorState {
-      get { return meanSquaredErrorCalculator.MeanErrorState | originalVarianceCalculator.VarianceErrorState; }
+      get { return meanSquaredErrorCalculator.MeanErrorState | originalVarianceCalculator.PopulationVarianceErrorState; }
     }
     public double Value {