public void WinsorizedHarrellDavisQuantileEstimatorTest1()
{
var randomGenerator = NormalDistribution.Standard.Random(42);
double[] values = randomGenerator.Next(10);
values[0] = 1_000_000;
var sample = values.ToSample();
var hdEstimator = new HarrellDavisQuantileEstimator();
var whdEstimator = new WinsorizedHarrellDavisQuantileEstimator(0.01);
double hdMedian = hdEstimator.GetMedian(sample);
double whdMedian = whdEstimator.GetMedian(sample);
output.WriteLine("Median-HD = " + hdMedian.ToStringInvariant());
output.WriteLine("Median-WHD = " + whdMedian.ToStringInvariant());
Assert.True(Math.Abs(whdMedian) < 4);
}
public void WinsorizedIntervals(double trimPercent)
{
var estimator = new WinsorizedHarrellDavisQuantileEstimator(trimPercent);
output.WriteLine("| n | winsorized | breakdown |");
var ns = Enumerable.Range(2, 49).Concat(new[] { 100, 500, 1_000, 10_000, 100_000 });
