From c83ba185feee70b1ee7f73278c40a216d717c16c Mon Sep 17 00:00:00 2001 From: Sean Date: Sat, 25 Jan 2025 14:43:26 -0500 Subject: [PATCH] Fix bug in the remove outliers method. --- MarketDataLib/Numerics/Numerics.cs | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/MarketDataLib/Numerics/Numerics.cs b/MarketDataLib/Numerics/Numerics.cs index d88f907..0cc23c2 100644 --- a/MarketDataLib/Numerics/Numerics.cs +++ b/MarketDataLib/Numerics/Numerics.cs @@ -65,7 +65,8 @@ namespace MarketData.Numerical double stddev=StdDev(ref observations); deviations=Math.Abs(deviations); if(deviations<1)deviations=1; - double[] newObservations=(from double value in observations where value-2*stddev select value).ToArray(); +// double[] newObservations=(from double value in observations where value-2*stddev select value).ToArray(); + double[] newObservations=(from double value in observations where value (deviations*-1)*stddev select value).ToArray(); return newObservations; } public static LeastSquaresResult LeastSquares(double[] observations)