Statistics: RunningStatistics should propagate min/max when combining and handle NaN on Push

src/Numerics/Statistics/RunningStatistics.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2014 Math.NET
+// Copyright (c) 2009-2015 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -37,8 +37,8 @@ using System.Collections.Generic;
 namespace MathNet.Numerics.Statistics
 {
     /// <summary>
-    /// Running statistics, allows updating by adding values,
-    /// or combining
+    /// Running statistics accumulator, allows updating by adding values
+    /// or by combining two accumulators.
     /// </summary>
     public class RunningStatistics
     {
@@ -190,12 +190,12 @@ namespace MathNet.Numerics.Statistics
             _m3 += t*s*(_n - 2) - 3*s*_m2;
             _m2 += t;
 
-            if (_min > value)
+            if (value < _min || double.IsNaN(value))
             {
                 _min = value;
             }
 
-            if (_max < value)
+            if (value > _max || double.IsNaN(value))
             {
                 _max = value;
             }
@@ -230,7 +230,10 @@ namespace MathNet.Numerics.Statistics
             double m4 = a._m4 + b._m4 + d4*a._n*b._n*(a._n*a._n - a._n*b._n + b._n*b._n)/(n*n*n)
                         + 6*d2*(a._n*a._n*b._m2 + b._n*b._n*a._m2)/(n*n) + 4*d*(a._n*b._m3 - b._n*a._m3)/n;
 
-            return new RunningStatistics { _n = n, _m1 = m1, _m2 = m2, _m3 = m3, _m4 = m4 };
+            double min = Math.Min(a._min, b._min);
+            double max = Math.Max(a._max, b._max);
+
+            return new RunningStatistics { _n = n, _m1 = m1, _m2 = m2, _m3 = m3, _m4 = m4, _min = min, _max = max };
         }
 
         public static RunningStatistics operator +(RunningStatistics a, RunningStatistics b)

src/UnitTests/StatisticsTests/RunningStatisticsTests.cs

@@ -34,7 +34,6 @@ using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.UnitTests.StatisticsTests
 {
-#if !PORTABLE
     using System.Collections.Generic;
     using NUnit.Framework;
     using Statistics;
@@ -228,5 +227,4 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             Assert.That(z.PopulationKurtosis, Is.EqualTo(x.PopulationKurtosis).Within(1e-12), "PopulationKurtosis z");
         }
     }
-#endif
 }