/// <summary>Combine two QuantilesEstimators.</summary>
/// <param name="a">First QuantilesEstimator</param>
/// <param name="b">Second QuantilesEstimator</param>
public static QuantilesEstimator operator +(QuantilesEstimator a, QuantilesEstimator b)
{
var e = new QuantilesEstimator(a.P);
for (int i = 1; i < e.N.Length; i++)
{
e.N[i] = a.N[i] + b.N[i];
}
if (a.Q[0] == b.Q[0])
{
e.Q[0] = a.Q[0];
e.N[0] = a.N[0] + b.N[0];
}
else if (a.Q[0] < b.Q[0])
{
e.Q[0] = a.Q[0];
e.N[0] = a.N[0];
}
else
{
e.Q[0] = b.Q[0];
e.N[0] = b.N[0];
}
e.Q[e.Q.Length - 1] = a.Q[a.Q.Length - 1] > b.Q[b.Q.Length - 1] ? a.Q[a.Q.Length - 1] : b.Q[b.Q.Length - 1];
var w = (double)b.N[b.N.Length - 1] / (a.N[a.N.Length - 1] + b.N[b.N.Length - 1]);
for (int i = 1; i < e.Q.Length - 1; i++)
{
e.Q[i] += a.Q[i] + (b.Q[i] - a.Q[i]) * w;
}
return(e);
}
/// <summary>Combine another QuantilesEstimator.</summary>
/// <param name="e">QuantilesEstimator</param>
public void Add(QuantilesEstimator e)
{
for (int i = 1; i < N.Length; i++)
{
N[i] += e.N[i];
}
if (e.Q[0] == Q[0])
{
N[0] += e.N[0];
}
else if (e.Q[0] < Q[0])
{
Q[0] = e.Q[0];
N[0] = e.N[0];
}
if (e.Q[e.Q.Length - 1] > Q[Q.Length - 1])
{
Q[Q.Length - 1] = e.Q[e.Q.Length - 1];
}
var w = (double)e.N[e.N.Length - 1] / N[N.Length - 1];
for (int i = 1; i < Q.Length - 1; i++)
{
Q[i] += (e.Q[i] - Q[i]) * w;
}
}
