/// <summary>
/// Estimates the specified quantile
/// </summary>
/// <param name="quantile">The quantile to esimtate. Must be between 0 and 1.</param>
/// <returns>The value for the estimated quantile</returns>
public double Quantile(double quantile)
{
if (quantile < 0 || quantile > 1)
{
throw new ArgumentOutOfRangeException("Quantile must be between 0 and 1");
}
if (_centroids.Count == 0)
{
throw new InvalidOperationException("Cannot call Quantile() method until first Adding values to the digest");
}
if (_centroids.Count == 1)
{
return(_centroids.First().Value.Mean);
}
int i = 0;
double t = 0;
double q = quantile * _count;
Centroid last = null;
foreach (Centroid centroid in _centroids.Values)
{
last = centroid;
double k = centroid.Count;
if (q < t + k)
{
double delta;
if (i == 0)
{
Centroid successor = _centroids.Successor(centroid.Mean).Value;
delta = successor.Mean - centroid.Mean;
}
else if (i == _centroids.Count - 1)
{
Centroid predecessor = _centroids.Predecessor(centroid.Mean).Value;
delta = centroid.Mean - predecessor.Mean;
}
else
{
Centroid successor = _centroids.Successor(centroid.Mean).Value;
Centroid predecessor = _centroids.Predecessor(centroid.Mean).Value;
delta = (successor.Mean - predecessor.Mean) / 2;
}
double estimated = centroid.Mean + ((q - t) / k - .5) * delta;
// If estimated value is higher than max, return max
return(Math.Min(estimated, this.Max));
}
t += k;
i++;
}
return(last.Mean);
}
private IEnumerable <Centroid> GetClosestCentroids(double x)
{
C5.KeyValuePair <double, Centroid> successor;
C5.KeyValuePair <double, Centroid> predecessor;
if (!_centroids.TryWeakSuccessor(x, out successor))
{
yield return(_centroids.Predecessor(x).Value);
yield break;
}
if (successor.Value.Mean == x || !_centroids.TryPredecessor(x, out predecessor))
{
yield return(successor.Value);
yield break;
}
double sDiff = Math.Abs(successor.Value.Mean - x);
double pDiff = Math.Abs(successor.Value.Mean - x);
if (sDiff < pDiff)
{
yield return(successor.Value);
}
else if (pDiff < sDiff)
{
yield return(predecessor.Value);
}
else
{
yield return(successor.Value);
yield return(predecessor.Value);
}
}
