public double[] GetQuantiles(IList <float> data, int numQuantiles)
{
if (data == null || data.Count == 0)
{
return(null);
}
var length = data.Count;
var copy = new float[length];
var lengthNaN = _blas.CopyNaN(data, copy, data.Count);
if (lengthNaN == 0)
{
return(null);
}
_blas.Sort(copy, 0, lengthNaN);
var rank = 0.0;
var delta = 1.0 / numQuantiles;
var step = 1.0 / lengthNaN;
var curr = Double.NaN;
var next = Double.NaN;
var list = new List <double>();
for (var i = 0; i < (lengthNaN - 1); i++)
{
curr = copy[i];
next = copy[i + 1];
rank += step;
if (next.CompareTo(curr) == 0)
{
continue;
}
if (rank > delta)
{
list.Add(curr);
rank = 0.0;
}
curr = next;
}
if (list.Count == 0)
{
list.Add(Double.PositiveInfinity);
}
else if (list.Count == numQuantiles)
{
list[numQuantiles - 1] = Double.PositiveInfinity;
}
else
{
if (!list.Contains(Double.PositiveInfinity))
{
list.Add(Double.PositiveInfinity);
}
}
return(list.ToArray());
}