/// <summary>
/// Basic constructor
/// </summary>
/// <param name="sample">A collection of the sample values</param>
/// <param name="confIntType">Type of 95-% confidence interval to be computed</param>
/// <param name="quantiles">A list of extra quantile values to be computed</param>
public StatisticsSample(ICollection <double> sample,
ConfidenceIntervalTypes confIntType,
List <double> quantiles = null)
{
// for sample sizes smaller than or equal to 1 statistics cannot be computed
if (sample.Count <= 1)
{
return;
}
List <double> sortedSample = sample.ToList();
// sort sample
sortedSample.Sort();
// compute mean
_mean = sortedSample.Sum() / sortedSample.Count;
// compute variance
foreach (double val in sortedSample)
{
_variance += 1d / (sortedSample.Count - 1) * Math.Pow(val - _mean, 2);
} // end foreach
// compute median
_median = sortedSample[(int)Math.Ceiling(sample.Count() / 2d)];
// confidence computed via standard deviation
if (confIntType == ConfidenceIntervalTypes.StandardDeviation)
{
_cI95Lower = _mean - 1.96 * Math.Sqrt(_variance / sample.Count);
_cI95Upper = _mean + 1.96 * Math.Sqrt(_variance / sample.Count);
}
// confidence intercal via quantiles
else if (confIntType == ConfidenceIntervalTypes.Quantiles)
{
int sortLength = sortedSample.Count;
_cI95Lower = sortedSample[(int)(sortLength * 0.025)];
_cI95Upper = sortedSample[(int)(sortLength * 0.975)];
}
_quantiles = new Dictionary <double, double>();
// compute specified quantiles
if (quantiles != null)
{
for (int i = 0; i < quantiles.Count; i++)
{
_quantiles.Add(quantiles[i], sortedSample[(int)(sortedSample.Count * quantiles[i])]);
} // end for
} // end if
} // end of StatisticsSample
} // end of RandomNumberGenerator
#endregion
#region GetStatistics
/// <summary>
/// Produces statistical measures of a set of double values
/// </summary>
/// <param name="sample">Sample values</param>
/// <param name="confIntType">Type of confidence interval to be used</param>
/// <param name="quantList">A list of quantiles that should be computed for the sample</param>
/// <returns>A set of statistical measures for the sample</returns>
static public StatisticsSample GetStatistics(ICollection <double> sample,
ConfidenceIntervalTypes confIntType = ConfidenceIntervalTypes.StandardDeviation,
List <double> quantList = null)
{
return(new StatisticsSample(sample, confIntType, quantList));
} // end of GetMeanOfSample