Normalizations

 1using System;
 2using FinMath.LinearAlgebra;
 3using FinMath.Statistics;
 4
 5namespace FinMath.Samples
 6{
 7    class VectorNormalizationsSample
 8    {
 9        static void Main()
10        {
11            // Input parameters.
12            const Int32 observationCount = 10;
13            const Double trimmingQuantile = 0.25;
14
15            // Generate input vector.
16            Vector vector = Vector.Random(observationCount);
17            Console.WriteLine("Input vector:");
18            Console.WriteLine("  " + vector.ToString("0.000"));
19            Console.WriteLine();
20
21            // Print centered data.
22            Console.WriteLine("Centered:");
23            Console.WriteLine("  " + vector.GetCentered().ToString("0.000"));
24
25            // Print standardized data.
26            Console.WriteLine("Standardized:");
27            Console.WriteLine("  " + vector.GetStandardized().ToString("0.000"));
28
29            // Print trimmed data.
30            Double quantile = vector.Quantile(trimmingQuantile);
31            Console.WriteLine($"Trimmed (smallest value will be {quantile:0.000}):");
32            Console.WriteLine("  " + vector.GetEnsuredLeftBoundary(quantile).ToString("0.000"));
33        }
34    }
35}