/// <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.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> QuantileFunc(this IEnumerable <double> data)
{
var array = data.ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.Quantile(array, tau));
}
/// <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.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> QuantileFunc(this IEnumerable <double?> data)
{
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.Quantile(array, tau));
}
/// <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.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> QuantileFunc(this IEnumerable <double?> data)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.Quantile(array, tau));
}
/// <summary>
/// Computes the percentile.
/// </summary>
/// <param name="percentile">The percentile, must be between 0.0 and 1.0 (inclusive).</param>
/// <returns>the requested percentile.</returns>
public double Compute(double percentile)
{
switch (Method)
{
case PercentileMethod.Nist:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.Nist));
case PercentileMethod.Nearest:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.R3));
case PercentileMethod.Interpolation:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.R5));
case PercentileMethod.Excel:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.Excel));
default:
return(SortedArrayStatistics.Quantile(_data, percentile));
}
}