public Statistics(IEnumerable <double> values) { OriginalValues = values.Where(d => !double.IsNaN(d)).ToArray(); SortedValues = OriginalValues.OrderBy(value => value).ToArray(); N = SortedValues.Count; if (N == 0) { throw new InvalidOperationException("Sequence of values contains no elements, Statistics can't be calculated"); } var quartiles = Quartiles.FromSorted(SortedValues); Min = quartiles.Min; Q1 = quartiles.Q1; Median = quartiles.Median; Q3 = quartiles.Q3; Max = quartiles.Max; InterquartileRange = quartiles.InterquartileRange; var moments = Moments.Create(SortedValues); Mean = moments.Mean; StandardDeviation = moments.StandardDeviation; Variance = moments.Variance; Skewness = moments.Skewness; Kurtosis = moments.Kurtosis; var tukey = TukeyOutlierDetector.FromQuartiles(quartiles); LowerFence = tukey.LowerFence; UpperFence = tukey.UpperFence; AllOutliers = SortedValues.Where(tukey.IsOutlier).ToArray(); LowerOutliers = SortedValues.Where(tukey.IsLowerOutlier).ToArray(); UpperOutliers = SortedValues.Where(tukey.IsUpperOutlier).ToArray(); outlierDetector = tukey; StandardError = StandardDeviation / Math.Sqrt(N); ConfidenceInterval = new ConfidenceInterval(Mean, StandardError, N); Percentiles = new PercentileValues(SortedValues); }
public Statistics(IEnumerable <double> values) { var sortedValues = new SegmentedList <double>(values.Where(d => !double.IsNaN(d))); sortedValues.Sort(); if (sortedValues.Count < 1) { return; } var quartiles = Quartiles.FromSorted(sortedValues); Min = quartiles.Min; Q1 = quartiles.Q1; Median = quartiles.Median; Q3 = quartiles.Q3; Max = quartiles.Max; Mean = sortedValues.Average(); var tukey = TukeyOutlierDetector.FromQuartiles(quartiles); LowerFence = tukey.LowerFence; UpperFence = tukey.UpperFence; P0 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.0); P25 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.25); P50 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.50); P67 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.67); P80 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.80); P85 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.85); P90 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.90); P95 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.95); P99 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 0.99); P100 = SimpleQuantileEstimator.Instance.GetQuantileFromSorted(sortedValues, 1.00); }