/// <summary>
/// stimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="tau">Quantile selector, between 0.0 and 1.0 (inclusive).</param>
/// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
public static double QuantileCustom(this IEnumerable <double?> data, double tau, QuantileDefinition definition)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
return(ArrayStatistics.QuantileCustomInplace(array, tau, definition));
}
/// <summary>
/// Estimates the empirical inverse CDF at tau from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="tau">Quantile selector, between 0.0 and 1.0 (inclusive).</param>
public static double InverseCDF(this IEnumerable <double> data, double tau)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.ToArray();
return(ArrayStatistics.QuantileCustomInplace(array, tau, QuantileDefinition.InverseCDF));
}
/// <summary>
/// Estimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="tau">Quantile selector, between 0.0 and 1.0 (inclusive).</param>
/// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
public static double QuantileCustom(this IEnumerable <double?> data, double tau, QuantileDefinition definition)
{
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
return(ArrayStatistics.QuantileCustomInplace(array, tau, definition));
}
/// <summary>
/// Estimates the empirical inverse CDF at tau from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="tau">Quantile selector, between 0.0 and 1.0 (inclusive).</param>
public static double EmpiricalInvCDF(this IEnumerable <double> data, double tau)
{
var array = data.ToArray();
return(ArrayStatistics.QuantileCustomInplace(array, tau, QuantileDefinition.EmpiricalInvCDF));
}
/// <summary>
/// Estimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="tau">Quantile selector, between 0.0 and 1.0 (inclusive).</param>
/// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
public static double QuantileCustom(this IEnumerable <double> data, double tau, QuantileDefinition definition)
{
var array = data.ToArray();
return(ArrayStatistics.QuantileCustomInplace(array, tau, definition));
}
