[WIP] Introduce Phd

AndreyAkinshin · Apr 1, 2024 · 080c432 · 080c432
1 parent 8d829c2
commit 080c432
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Showing 190 changed files with 3,974 additions and 232 deletions.
diff --git a/src/Perfolizer/Perfolizer.Demo/QuantileEstimatorDemo.cs b/src/Perfolizer/Perfolizer.Demo/QuantileEstimatorDemo.cs
@@ -28,7 +28,7 @@ public void Run()
             // * Akinshin, Andrey. "Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width."
             //   arXiv preprint arXiv:2111.11776 (2021).
             //   https://arxiv.org/abs/2111.11776
-            TrimmedHarrellDavisQuantileEstimator.SqrtInstance,
+            TrimmedHarrellDavisQuantileEstimator.Sqrt,
             // The Sfakianakis-Verginis quantile estimators
             // They use a weighted sum of all sample elements, weights are assigned according to the Binomial distribution
             // * Sfakianakis, Michael E., and Dimitris G. Verginis. "A new family of nonparametric quantile estimators."

diff --git a/...izer.Tests/Mathematics/Cpd/EdPeltTests.cs → ...olizer.SimulationTests/Cpd/EdPeltTests.cs b/...izer.Tests/Mathematics/Cpd/EdPeltTests.cs → ...olizer.SimulationTests/Cpd/EdPeltTests.cs
@@ -1,8 +1,8 @@
 using JetBrains.Annotations;
 using Perfolizer.Mathematics.Cpd;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
 
-namespace Perfolizer.Tests.Mathematics.Cpd;
+namespace Perfolizer.SimulationTests.Cpd;
 
 public class EdPeltTests
 {

diff --git a/...zer.Tests/Mathematics/Cpd/RqqPeltTests.cs → ...lizer.SimulationTests/Cpd/RqqPeltTests.cs b/...zer.Tests/Mathematics/Cpd/RqqPeltTests.cs → ...lizer.SimulationTests/Cpd/RqqPeltTests.cs
@@ -1,21 +1,16 @@
 using JetBrains.Annotations;
 using Perfolizer.Mathematics.Cpd;
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
-using Perfolizer.Tests.Common;
-using Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+using Perfolizer.SimulationTests.Cpd.TestDataSets;
+using Perfolizer.Tests.Infra;
+using Xunit.Abstractions;
 
-namespace Perfolizer.Tests.Mathematics.Cpd;
+namespace Perfolizer.SimulationTests.Cpd;
 
-public class RqqPeltTests
+public class RqqPeltTests(ITestOutputHelper output)
 {
-    private readonly ITestOutputHelper output;
     private readonly PeltChangePointDetector detector = RqqPeltChangePointDetector.Instance;
 
-    public RqqPeltTests(ITestOutputHelper output)
-    {
-        this.output = output;
-    }
-
     [AssertionMethod]
     private void Check(double[] data, int minDistance, int[] expectedChangePoints)
     {
@@ -31,13 +26,13 @@ private void Check(double[] data, int minDistance, int[] expectedChangePoints)
     public void Tie01() => Check(new double[]
     {
         0, 0, 0, 0, 0, 100, 100, 100, 100
-    }, 1, new[] {4});
+    }, 1, new[] { 4 });
 
     [Fact]
     public void Tie02() => Check(new double[]
     {
         0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2
-    }, 1, new[] {5, 11});
+    }, 1, new[] { 5, 11 });
 
     [Fact]
     public void Check_WhenTwoMinDistanceLessThanDataLength_ReturnEmptyArray() => Check(new double[]
@@ -47,7 +42,7 @@ public void Check_WhenTwoMinDistanceLessThanDataLength_ReturnEmptyArray() => Che
 
     [Fact]
     [Trait(TraitConstants.Category, TraitConstants.Slow)]
-    public void ArithmeticProgression() => Check(Enumerable.Range(1, 500).Select(it => (double) it).ToArray(), 10, new[]
+    public void ArithmeticProgression() => Check(Enumerable.Range(1, 500).Select(it => (double)it).ToArray(), 10, new[]
     {
         9, 19, 29, 39, 49, 59, 69, 79, 89, 99, 109, 119, 129, 139, 149, 159, 169, 179, 189, 199, 209, 219, 229, 239,
         249, 259, 269, 279, 289, 299, 309, 319, 329, 339, 349, 359, 369, 379, 389, 399, 409, 419, 429, 439, 449,
@@ -91,11 +86,13 @@ public void GaussianStdDevProgression(int error, string stdDevValuesString)
         var indexes = detector.GetChangePointIndexes(data.ToArray(), 20);
         Check100(stdDevValues.Length, error, indexes);
     }
-
-    private static readonly IReadOnlyList<CpdTestData> ReferenceDataSet = CpdReferenceDataSet.Generate(new Random(42), 1);
+
+    private static readonly IReadOnlyList<CpdTestData> ReferenceDataSet =
+        CpdReferenceDataSet.Generate(new Random(42), 1);
 
     [UsedImplicitly]
-    public static TheoryData<string> ReferenceDataSetNames = TheoryDataHelper.Create(ReferenceDataSet.Select(d => d.Name));
+    public static TheoryData<string> ReferenceDataSetNames =
+        TheoryDataHelper.Create(ReferenceDataSet.Select(d => d.Name));
 
     [Theory]
     [MemberData(nameof(ReferenceDataSetNames))]

diff --git a/...Sets/CpdBinomialMeanProgressionDataSet.cs → ...Sets/CpdBinomialMeanProgressionDataSet.cs b/...Sets/CpdBinomialMeanProgressionDataSet.cs → ...Sets/CpdBinomialMeanProgressionDataSet.cs
@@ -1,7 +1,7 @@
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 using Perfolizer.Mathematics.Randomization;
 
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public static class CpdBinomialMeanProgressionDataSet
 {

diff --git a/...s/CpdFrechetLocationProgressionDataSet.cs → ...s/CpdFrechetLocationProgressionDataSet.cs b/...s/CpdFrechetLocationProgressionDataSet.cs → ...s/CpdFrechetLocationProgressionDataSet.cs
@@ -1,6 +1,6 @@
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public static class CpdFrechetLocationProgressionDataSet
 {

diff --git a/...Sets/CpdGaussianMeanProgressionDataSet.cs → ...Sets/CpdGaussianMeanProgressionDataSet.cs b/...Sets/CpdGaussianMeanProgressionDataSet.cs → ...Sets/CpdGaussianMeanProgressionDataSet.cs
@@ -1,6 +1,6 @@
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public static class CpdGaussianMeanProgressionDataSet
 {

diff --git a/...ts/CpdGumbelLocationProgressionDataSet.cs → ...ts/CpdGumbelLocationProgressionDataSet.cs b/...ts/CpdGumbelLocationProgressionDataSet.cs → ...ts/CpdGumbelLocationProgressionDataSet.cs
@@ -1,6 +1,6 @@
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public static class CpdGumbelLocationProgressionDataSet
 {

diff --git a/...matics/Cpd/TestDataSets/CpdRealDataSet.cs → ...nTests/Cpd/TestDataSets/CpdRealDataSet.cs b/...matics/Cpd/TestDataSets/CpdRealDataSet.cs → ...nTests/Cpd/TestDataSets/CpdRealDataSet.cs
@@ -1,4 +1,4 @@
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public static class CpdRealDataSet
 {

diff --git a/...s/Cpd/TestDataSets/CpdReferenceDataSet.cs → ...s/Cpd/TestDataSets/CpdReferenceDataSet.cs b/...s/Cpd/TestDataSets/CpdReferenceDataSet.cs → ...s/Cpd/TestDataSets/CpdReferenceDataSet.cs
@@ -1,4 +1,4 @@
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public static class CpdReferenceDataSet
 {

diff --git a/...thematics/Cpd/TestDataSets/CpdTestData.cs → ...tionTests/Cpd/TestDataSets/CpdTestData.cs b/...thematics/Cpd/TestDataSets/CpdTestData.cs → ...tionTests/Cpd/TestDataSets/CpdTestData.cs
@@ -1,4 +1,4 @@
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public class CpdTestData
 {

diff --git a/...d/TestDataSets/CpdTestDataVerification.cs → ...d/TestDataSets/CpdTestDataVerification.cs b/...d/TestDataSets/CpdTestDataVerification.cs → ...d/TestDataSets/CpdTestDataVerification.cs
@@ -1,6 +1,6 @@
 using System.Text;
 
-namespace Perfolizer.Tests.Mathematics.Cpd.TestDataSets;
+namespace Perfolizer.SimulationTests.Cpd.TestDataSets;
 
 public class CpdTestDataVerification
 {

diff --git a/src/Perfolizer/Perfolizer.SimulationTests/GlobalUsings.cs b/src/Perfolizer/Perfolizer.SimulationTests/GlobalUsings.cs
@@ -0,0 +1,3 @@
+global using System;
+global using Xunit;
+global using Xunit.Abstractions;
diff --git a/src/Perfolizer/Perfolizer.SimulationTests/Perfolizer.SimulationTests.csproj b/src/Perfolizer/Perfolizer.SimulationTests/Perfolizer.SimulationTests.csproj
@@ -0,0 +1,31 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+
+    <IsPackable>false</IsPackable>
+    <IsTestProject>true</IsTestProject>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="JetBrains.Annotations" Version="2023.3.0" PrivateAssets="All"/>
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0"/>
+    <PackageReference Include="xunit" Version="2.7.0"/>
+    <PackageReference Include="xunit.runner.visualstudio" Version="2.5.7">
+      <PrivateAssets>all</PrivateAssets>
+      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
+    </PackageReference>
+    <PackageReference Include="coverlet.collector" Version="6.0.1">
+      <PrivateAssets>all</PrivateAssets>
+      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
+    </PackageReference>
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\Perfolizer.Tests\Perfolizer.Tests.csproj" />
+    <ProjectReference Include="..\Perfolizer\Perfolizer.csproj"/>
+  </ItemGroup>
+
+</Project>
diff --git a/...ators/ExtendedP2QuantileEstimatorTests.cs → ...ators/ExtendedP2QuantileEstimatorTests.cs b/...ators/ExtendedP2QuantileEstimatorTests.cs → ...ators/ExtendedP2QuantileEstimatorTests.cs
@@ -1,12 +1,12 @@
 using JetBrains.Annotations;
-using Perfolizer.Common;
 using Perfolizer.Extensions;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
 using Perfolizer.Mathematics.ScaleEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
+using Xunit.Abstractions;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class ExtendedP2QuantileEstimatorTests
 {

diff --git a/.../GreenwaldKhannaQuantileEstimatorTests.cs → .../GreenwaldKhannaQuantileEstimatorTests.cs b/.../GreenwaldKhannaQuantileEstimatorTests.cs → .../GreenwaldKhannaQuantileEstimatorTests.cs
@@ -1,8 +1,8 @@
-using Perfolizer.Common;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
+using Xunit.Abstractions;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class GreenwaldKhannaQuantileEstimatorTests
 {

diff --git a/...ors/HarrellDavisQuantileEstimatorTests.cs → ...ors/HarrellDavisQuantileEstimatorTests.cs b/...ors/HarrellDavisQuantileEstimatorTests.cs → ...ors/HarrellDavisQuantileEstimatorTests.cs
@@ -1,14 +1,14 @@
 using JetBrains.Annotations;
 using Perfolizer.Collections;
-using Perfolizer.Common;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 using Perfolizer.Mathematics.QuantileEstimators;
 using Perfolizer.Mathematics.Randomization;
 using Perfolizer.Mathematics.Sequences;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
+using Xunit.Abstractions;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class HarrellDavisQuantileEstimatorTests : QuantileEstimatorTests
 {

diff --git a/...ators/HyndmanFanQuantileEstimatorTests.cs → ...ators/HyndmanFanQuantileEstimatorTests.cs b/...ators/HyndmanFanQuantileEstimatorTests.cs → ...ators/HyndmanFanQuantileEstimatorTests.cs
@@ -3,9 +3,10 @@
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 using Perfolizer.Mathematics.QuantileEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
+using Xunit.Abstractions;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class HyndmanFanQuantileEstimatorTests : QuantileEstimatorTests
 {

diff --git a/...imators/MovingP2QuantileEstimatorTests.cs → ...imators/MovingP2QuantileEstimatorTests.cs b/...imators/MovingP2QuantileEstimatorTests.cs → ...imators/MovingP2QuantileEstimatorTests.cs
@@ -1,10 +1,10 @@
 using System.Text;
-using Perfolizer.Common;
 using Perfolizer.Extensions;
 using Perfolizer.Mathematics.QuantileEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
+using Xunit.Abstractions;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class MovingP2QuantileEstimatorTests
 {

diff --git a/...ators/MovingQuantileEstimatorTestsBase.cs → ...ators/MovingQuantileEstimatorTestsBase.cs b/...ators/MovingQuantileEstimatorTestsBase.cs → ...ators/MovingQuantileEstimatorTestsBase.cs
@@ -1,9 +1,9 @@
 using System.Text;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public abstract class MovingQuantileEstimatorTestsBase
 {

diff --git a/...ileEstimators/P2QuantileEstimatorTests.cs → ...ileEstimators/P2QuantileEstimatorTests.cs b/...ileEstimators/P2QuantileEstimatorTests.cs → ...ileEstimators/P2QuantileEstimatorTests.cs
@@ -1,13 +1,12 @@
 using JetBrains.Annotations;
-using Perfolizer.Common;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 using Perfolizer.Mathematics.QuantileEstimators;
 using Perfolizer.Mathematics.Randomization;
 using Perfolizer.Mathematics.ScaleEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class P2QuantileEstimatorTests
 {

diff --git a/...oningHeapsMovingQuantileEstimatorTests.cs → ...oningHeapsMovingQuantileEstimatorTests.cs b/...oningHeapsMovingQuantileEstimatorTests.cs → ...oningHeapsMovingQuantileEstimatorTests.cs
@@ -1,12 +1,11 @@
 using JetBrains.Annotations;
 using Perfolizer.Collections;
-using Perfolizer.Common;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
 using Perfolizer.Mathematics.Randomization;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 [UsedImplicitly]
 public class PartitioningHeapsMovingQuantileEstimatorTests : MovingQuantileEstimatorTestsBase

diff --git a/...ntileEstimators/QuantileEstimatorTests.cs → ...ntileEstimators/QuantileEstimatorTests.cs b/...ntileEstimators/QuantileEstimatorTests.cs → ...ntileEstimators/QuantileEstimatorTests.cs
@@ -1,9 +1,8 @@
-using Perfolizer.Common;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public abstract class QuantileEstimatorTests
 {

diff --git a/...tics/QuantileEstimators/QuartilesTests.cs → ...ests/QuantileEstimators/QuartilesTests.cs b/...tics/QuantileEstimators/QuartilesTests.cs → ...ests/QuantileEstimators/QuartilesTests.cs
@@ -1,8 +1,7 @@
 using System.Diagnostics.CodeAnalysis;
-using Perfolizer.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class QuartilesTests
 {

diff --git a/...stimators/SampleQuantileEstimatorTests.cs → ...stimators/SampleQuantileEstimatorTests.cs b/...stimators/SampleQuantileEstimatorTests.cs → ...stimators/SampleQuantileEstimatorTests.cs
@@ -1,9 +1,9 @@
 using JetBrains.Annotations;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class SampleQuantileEstimatorTests : QuantileEstimatorTests
 {

diff --git a/...ors/SimpleMovingQuantileEstimatorTests.cs → ...ors/SimpleMovingQuantileEstimatorTests.cs b/...ors/SimpleMovingQuantileEstimatorTests.cs → ...ors/SimpleMovingQuantileEstimatorTests.cs
@@ -2,7 +2,7 @@
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.QuantileEstimators;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 [UsedImplicitly]
 public class SimpleMovingQuantileEstimatorTests : MovingQuantileEstimatorTestsBase

diff --git a/...Estimators/SmokeQuantileEstimatorTests.cs → ...Estimators/SmokeQuantileEstimatorTests.cs b/...Estimators/SmokeQuantileEstimatorTests.cs → ...Estimators/SmokeQuantileEstimatorTests.cs
@@ -1,13 +1,12 @@
 using JetBrains.Annotations;
-using Perfolizer.Common;
 using Perfolizer.Extensions;
 using Perfolizer.Mathematics.Common;
 using Perfolizer.Mathematics.Distributions.ContinuousDistributions;
 using Perfolizer.Mathematics.QuantileEstimators;
-using Perfolizer.Tests.Common;
+using Perfolizer.Tests.Infra;
 using Range = Perfolizer.Mathematics.Common.Range;
 
-namespace Perfolizer.Tests.Mathematics.QuantileEstimators;
+namespace Perfolizer.SimulationTests.QuantileEstimators;
 
 public class SmokeQuantileEstimatorTests
 {
@@ -68,7 +67,7 @@ static SmokeQuantileEstimatorTests()
             ("HF8", new HyndmanFanQuantileEstimator(HyndmanFanType.Type8)),
             ("HF9", new HyndmanFanQuantileEstimator(HyndmanFanType.Type9)),
             ("HD", HarrellDavisQuantileEstimator.Instance),
-            ("THD", TrimmedHarrellDavisQuantileEstimator.SqrtInstance),
+            ("THD", TrimmedHarrellDavisQuantileEstimator.Sqrt),
             ("SV1", SfakianakisVerginis1QuantileEstimator.Instance),
             ("SV2", SfakianakisVerginis2QuantileEstimator.Instance),
             ("SV3", SfakianakisVerginis3QuantileEstimator.Instance),