/// <summary>Gets the relative number of values inside a specific range, for example the relative number of positive values in the specified sample.
/// </summary>
/// <param name="lowerBound">The lower bound.</param>
/// <param name="upperBound">The upper bound.</param>
/// <returns>The relative number of values inside the range specified by <paramref name="lowerBound"/> and <paramref name="upperBound"/>.</returns>
public double GetRangeStatistics(double lowerBound = 0.0, double upperBound = Double.MaxValue)
{
int lowerBoundIndex = SortedSample.BinarySearch(lowerBound);
if (lowerBoundIndex < 0)
{
lowerBoundIndex = ~lowerBoundIndex;
if (lowerBoundIndex >= SampleSize) // each element is less than the specified lower bound
{
return(0.0);
}
}
int upperBoundIndex = SortedSample.BinarySearch(upperBound);
if (upperBoundIndex < 0)
{
upperBoundIndex = Math.Max(0, ~upperBoundIndex - 1);
}
return((upperBoundIndex - lowerBoundIndex + 1.0) / SampleSize);
}
/// <summary>Gets a specific value of the cummulative distribution function.
/// </summary>
/// <param name="x">The value where to evaluate.</param>
/// <returns>The specified value of the cummulative distribution function.</returns>
public double GetCdfValue(double x)
{
/* search for n with x_n <= x, where (x_n) is sorted and n is maximal with this property */
int upperBoundIndex = SortedSample.BinarySearch(x);
if (upperBoundIndex >= 0) // perhaps there are other items in the sample with the same value
{
int k = upperBoundIndex;
while ((k < SampleSize) && (SortedSample[k] <= x))
{
k++;
}
upperBoundIndex = k - 1;
}
else
{
upperBoundIndex = Math.Max(0, ~upperBoundIndex - 1);
}
return((upperBoundIndex + 1.0) / SampleSize);
}