public void MedianOnShortSequence() { // R: median(c(-1,5,0,-3,10,-0.5,4,0.2,1,6)) // Mathematica: Median[{-1,5,0,-3,10,-1/2,4,1/5,1,6}] var even = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6}; Assert.AreEqual(0.6d, Statistics.Median(even), 1e-14); Assert.AreEqual(0.6d, ArrayStatistics.MedianInplace(even), 1e-14); Array.Sort(even); Assert.AreEqual(0.6d, SortedArrayStatistics.Median(even), 1e-14); // R: median(c(-1,5,0,-3,10,-0.5,4,0.2,1)) // Mathematica: Median[{-1,5,0,-3,10,-1/2,4,1/5,1}] var odd = new[] { -1, 5, 0, -3, 10, -0.5, 4, 0.2, 1 }; Assert.AreEqual(0.2d, Statistics.Median(odd), 1e-14); Assert.AreEqual(0.2d, ArrayStatistics.MedianInplace(odd), 1e-14); Array.Sort(even); Assert.AreEqual(0.2d, SortedArrayStatistics.Median(odd), 1e-14); }
public void QuantileR9NormalOnShortSequence(double tau, double expected) { // R: quantile(c(-1,5,0,-3,10,-0.5,4,0.2,1,6),probs=c(0,1,0.5,0.2,0.7,0.01,0.99,0.52,0.325),type=9) // Mathematica: Quantile[{-1,5,0,-3,10,-1/2,4,1/5,1,6},{0,1,1/2,1/5,7/10,1/100,99/100,13/25,13/40},{{3/8,1/4},{0,1}}] var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6}; Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R9), 1e-14); Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R9)(tau), 1e-14); Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Normal), 1e-14); Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 3/8d, 1/4d, 0d, 1d), 1e-14); Array.Sort(samples); Assert.AreEqual(expected, SortedArrayStatistics.QuantileCustom(samples, tau, QuantileDefinition.Normal), 1e-14); Assert.AreEqual(expected, SortedArrayStatistics.QuantileCustom(samples, tau, 3/8d, 1/4d, 0d, 1d), 1e-14); }
public void OrderStatisticsOnShortSequence() { // -3 -1 -0.5 0 1 4 5 6 10 var samples = new[] { -1, 5, 0, -3, 10, -0.5, 4, 1, 6 }; var f = Statistics.OrderStatisticFunc(samples); Assert.That(f(0), Is.NaN, "Order-0 (bad)"); Assert.That(f(1), Is.EqualTo(-3), "Order-1"); Assert.That(f(2), Is.EqualTo(-1), "Order-2"); Assert.That(f(3), Is.EqualTo(-0.5), "Order-3"); Assert.That(f(7), Is.EqualTo(5), "Order-7"); Assert.That(f(8), Is.EqualTo(6), "Order-8"); Assert.That(f(9), Is.EqualTo(10), "Order-9"); Assert.That(f(10), Is.NaN, "Order-10 (bad)"); Assert.That(Statistics.OrderStatistic(samples, 0), Is.NaN, "Order-0 (bad)"); Assert.That(Statistics.OrderStatistic(samples, 1), Is.EqualTo(-3), "Order-1"); Assert.That(Statistics.OrderStatistic(samples, 2), Is.EqualTo(-1), "Order-2"); Assert.That(Statistics.OrderStatistic(samples, 3), Is.EqualTo(-0.5), "Order-3"); Assert.That(Statistics.OrderStatistic(samples, 7), Is.EqualTo(5), "Order-7"); Assert.That(Statistics.OrderStatistic(samples, 8), Is.EqualTo(6), "Order-8"); Assert.That(Statistics.OrderStatistic(samples, 9), Is.EqualTo(10), "Order-9"); Assert.That(Statistics.OrderStatistic(samples, 10), Is.NaN, "Order-10 (bad)"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 0), Is.NaN, "Order-0 (bad)"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 1), Is.EqualTo(-3), "Order-1"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 2), Is.EqualTo(-1), "Order-2"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 3), Is.EqualTo(-0.5), "Order-3"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 7), Is.EqualTo(5), "Order-7"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 8), Is.EqualTo(6), "Order-8"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 9), Is.EqualTo(10), "Order-9"); Assert.That(ArrayStatistics.OrderStatisticInplace(samples, 10), Is.NaN, "Order-10 (bad)"); Array.Sort(samples); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 0), Is.NaN, "Order-0 (bad)"); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 1), Is.EqualTo(-3), "Order-1"); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 2), Is.EqualTo(-1), "Order-2"); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 3), Is.EqualTo(-0.5), "Order-3"); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 7), Is.EqualTo(5), "Order-7"); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 8), Is.EqualTo(6), "Order-8"); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 9), Is.EqualTo(10), "Order-9"); Assert.That(SortedArrayStatistics.OrderStatistic(samples, 10), Is.NaN, "Order-10 (bad)"); }
public void QuantileR2InverseCDFAverageOnShortSequence(double tau, double expected) { // R: quantile(c(-1,5,0,-3,10,-0.5,4,0.2,1,6),probs=c(0,1,0.5,0.2,0.7,0.01,0.99,0.52,0.325),type=2) // Mathematica: Not Supported var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6}; Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R2), 1e-14); Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R2)(tau), 1e-14); Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.InverseCDFAverage), 1e-14); Array.Sort(samples); Assert.AreEqual(expected, SortedArrayStatistics.QuantileCustom(samples, tau, QuantileDefinition.InverseCDFAverage), 1e-14); }
public void MinimumMaximumOnShortSequence() { var samples = new[] {-1.0, 5, 0, -3, 10, -0.5, 4}; Assert.That(Statistics.Minimum(samples), Is.EqualTo(-3), "Min"); Assert.That(Statistics.Maximum(samples), Is.EqualTo(10), "Max"); Assert.That(ArrayStatistics.Minimum(samples), Is.EqualTo(-3), "Min"); Assert.That(ArrayStatistics.Maximum(samples), Is.EqualTo(10), "Max"); Assert.That(StreamingStatistics.Minimum(samples), Is.EqualTo(-3), "Min"); Assert.That(StreamingStatistics.Maximum(samples), Is.EqualTo(10), "Max"); Array.Sort(samples); Assert.That(SortedArrayStatistics.Minimum(samples), Is.EqualTo(-3), "Min"); Assert.That(SortedArrayStatistics.Maximum(samples), Is.EqualTo(10), "Max"); }