Changeset 14303


Ignore:
Timestamp:
09/23/16 12:55:16 (5 years ago)
Author:
gkronber
Message:

#2649: merged r14226 and r14292 from trunk to stable

Location:
stable
Files:
5 edited

Legend:

Unmodified
Added
Removed
  • stable

  • stable/HeuristicLab.Problems.DataAnalysis

  • stable/HeuristicLab.Problems.DataAnalysis.Trading/3.4/Calculators/OnlineSharpeRatioCalculator.cs

    r14186 r14303  
    3131    public double SharpeRatio {
    3232      get {
    33         if (meanAndVarianceCalculator.Variance > 0)
    34           return meanAndVarianceCalculator.Mean / Math.Sqrt(meanAndVarianceCalculator.Variance);
     33        if (meanAndVarianceCalculator.PopulationVariance > 0)
     34          return meanAndVarianceCalculator.Mean / Math.Sqrt(meanAndVarianceCalculator.PopulationVariance);
    3535        else return 0.0;
    3636      }
     
    4646    public OnlineCalculatorError ErrorState {
    4747      get {
    48         return meanAndVarianceCalculator.MeanErrorState | meanAndVarianceCalculator.VarianceErrorState | profitCalculator.ErrorState;
     48        return meanAndVarianceCalculator.MeanErrorState | meanAndVarianceCalculator.PopulationVarianceErrorState | profitCalculator.ErrorState;
    4949      }
    5050    }
  • stable/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineMeanAndVarianceCalculator.cs

    r14186 r14303  
    7575      if (double.IsNaN(x) || double.IsInfinity(x) || x > 1E13 || x < -1E13 || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
    7676        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
    77         varianceErrorState = errorState | OnlineCalculatorError.InvalidValueAdded;
     77        varianceErrorState = varianceErrorState | OnlineCalculatorError.InvalidValueAdded;
    7878      } else {
    7979        n++;
  • stable/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineNormalizedMeanSquaredErrorCalculator.cs

    r14186 r14303  
    3030    public double NormalizedMeanSquaredError {
    3131      get {
    32         double var = originalVarianceCalculator.Variance;
     32        double var = originalVarianceCalculator.PopulationVariance;
    3333        double m = meanSquaredErrorCalculator.Mean;
    3434        return var > 0 ? m / var : 0.0;
     
    4444    #region IOnlineCalculator Members
    4545    public OnlineCalculatorError ErrorState {
    46       get { return meanSquaredErrorCalculator.MeanErrorState | originalVarianceCalculator.VarianceErrorState; }
     46      get { return meanSquaredErrorCalculator.MeanErrorState | originalVarianceCalculator.PopulationVarianceErrorState; }
    4747    }
    4848    public double Value {
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