ExpSmoothingTests.cs

using System.Linq;
using NUnit.Framework;

namespace yield
{
	[TestFixture]
	public class ExpSmoothingTests
	{
		[Test]
		public void SmoothEmptySequence()
		{
			CheckSmooth(0.1, new double[] { }, new double[] { });
		}

		[Test]
		public void SmoothSingleZero()
		{
			CheckSmooth(0.1, new[] { 0.0 }, new[] { 0.0 });
		}

		[Test]
		public void SmoothSingleNonZeroValue()
		{
			CheckSmooth(0.5, new[] { 100.0 }, new[] { 100.0 });
		}

		[Test]
		public void SmoothTwoValues()
		{
			CheckSmooth(0.1, new[] { 0, 20.0 }, new[] { 0, 2.0 });
		}

		[Test]
		public void SmoothTwoValues2()
		{
			CheckSmooth(0.1, new[] { 10, 0.0 }, new[] { 10, 9.0 });
		}

		[Test]
		public void SmoothWithZeroAlpha()
		{
			CheckSmooth(0.0, new double[] { 1, 2, 3, 4, 5, 6 }, new double[] { 1, 1, 1, 1, 1, 1 });
		}

		[Test]
		public void SmoothWithOneAlpha()
		{
			CheckSmooth(1.0, new double[] { 1, 2, 3, 4, 5, 6 }, new double[] { 1, 2, 3, 4, 5, 6 });
		}

		private void CheckSmooth(double alpha, double[] ys, double[] expectedYs)
		{
			var dataPoints = ys.Select((v, index) => new DataPoint(GetX(index), v));
			var actual = Factory.CreateAnalyzer().SmoothExponentialy(dataPoints, alpha).ToList();
			Assert.AreEqual(ys.Length, actual.Count);
			for (int i = 0; i < actual.Count; i++)
			{
				Assert.AreEqual(GetX(i), actual[i].X, 1e-7);
				Assert.AreEqual(ys[i], actual[i].OriginalY, 1e-7);
				Assert.AreEqual(expectedYs[i], actual[i].ExpSmoothedY, 1e-7);
			}
		}

		private double GetX(int index)
		{
			return (index - 3.0)/2;
		}
	}
}