33 lines
1.7 KiB
MQL5
33 lines
1.7 KiB
MQL5
//+------------------------------------------------------------------+
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//| teste-entropia-cruzada.mq5 |
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//+------------------------------------------------------------------+
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#include <oslib\osc\est\CStat.mqh>
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void OnStart(){
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// distribuicao de fato:
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double a=0;
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double b=1;
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double c=0;
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// distribuicao prevista:
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double pa=0.228;
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double pb=0.619;
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double pc=0.153;
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double h = -(a*log(pa)+
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b*log(pb)+
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c*log(pc));
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Print("entropia cruzada = ", h );
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double vetFato [3] = {0 ,1 , 0 };
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double vetPrevisao[3] = {0.228, 0.619, 0.153};
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CStat stat;
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double hnovo = stat.calcEntropiaCruzada(vetFato,vetPrevisao);
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Print("entropia cruzada calculada em CStat= ", hnovo );
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}
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