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Fix bug in the remove outliers method.

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Sean
2025-01-25 14:43:26 -05:00
parent 196f11c680
commit c83ba185fe
1 changed files with 2 additions and 1 deletions
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3
MarketDataLib/Numerics/Numerics.cs
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@@ -65,7 +65,8 @@ namespace MarketData.Numerical
double stddev=StdDev(ref observations); double stddev=StdDev(ref observations);
deviations=Math.Abs(deviations); deviations=Math.Abs(deviations);
if(deviations<1)deviations=1; if(deviations<1)deviations=1;
double[] newObservations=(from double value in observations where value<deviations*stddev && value>-2*stddev select value).ToArray<double>(); // double[] newObservations=(from double value in observations where value<deviations*stddev && value>-2*stddev select value).ToArray<double>();
double[] newObservations=(from double value in observations where value<deviations*stddev && value > (deviations*-1)*stddev select value).ToArray<double>();
return newObservations; return newObservations;
} }
public static LeastSquaresResult LeastSquares(double[] observations) public static LeastSquaresResult LeastSquares(double[] observations)