//https://stackoverflow.com/questions/14683467/finding-the-first-and-third-quartiles
internal static double Percentile(this MatrixData input, double p)
{
double[] sortedData = Array.ConvertAll <dynamic, double>(input.GetVectorizedMatrix(), x => (double)x);
Array.Sort(sortedData);
// algo derived from Aczel pg 15 bottom
if (p >= 100.0d)
{
return(sortedData[sortedData.Length - 1]);
}
double position = (sortedData.Length + 1) * p / 100.0;
double leftNumber = 0.0d, rightNumber = 0.0d;
double n = p / 100.0d * (sortedData.Length - 1) + 1.0d;
if (position >= 1)
{
leftNumber = sortedData[(int)Math.Floor(n) - 1];
rightNumber = sortedData[(int)Math.Floor(n)];
}
else
{
leftNumber = sortedData[0]; // first data
rightNumber = sortedData[1]; // first data
}
//if (leftNumber == rightNumber)
if (Equals(leftNumber, rightNumber))
{
return(leftNumber);
}
double part = n - Math.Floor(n);
return(leftNumber + part * (rightNumber - leftNumber));
}