public NormalDistributionDouble(double[] array)
{
dataArray = array;
sd = new StandardDeviation(dataArray);
standardDeviation = (double)sd.GetResult();
mean = (double)sd.GetMean();
}
public override object GetHypothesisTestingForMean(object array, object m, object sigma, out object lessThan, out object greaterThan)
{
StandardDeviation sd = new StandardDeviation(array);
if (!IsDouble(m) || !IsDouble(sigma))
{
throw new ArgumentException(ERROR_ARGUMENT_DOUBLE);
}
var strongTypeDataDouble = array as double[];
double[] arrayDouble;
if (strongTypeDataDouble != null)
{
arrayDouble = strongTypeDataDouble;
}
else
{
throw new ArgumentException(ERROR_ARGUMENT_DOUBLE_ARRAY);
}
double t = ((double)sd.GetMean() - (double)m) / ((double)sigma / Math.Sqrt(arrayDouble.Length));
StudentTDistributionDouble tDistribution = new StudentTDistributionDouble(arrayDouble.Length - 1, t);
lessThan = (double)tDistribution.GetProbability();
greaterThan = 1 - (double)lessThan;
return(t);
}
public override object GetHypothesisTestingForMean(object array, object m, object sigma, out object lessThan, out object greaterThan)
{
StandardDeviation sd = new StandardDeviation(array);
if (!IsDecimal(m) || !IsDecimal(sigma))
{
throw new ArgumentException(ERROR_ARGUMENT_DECIMAL);
}
var strongTypeDataDecimal = array as decimal[];
decimal[] arrayDecimal;
if (strongTypeDataDecimal != null)
{
arrayDecimal = strongTypeDataDecimal;
}
else
{
throw new ArgumentException(ERROR_ARGUMENT_DECIMAL_ARRAY);
}
decimal t = ((decimal)sd.GetMean() - (decimal)m) / ((decimal)sigma / Convert.ToDecimal(Math.Sqrt(arrayDecimal.Length)));
StudentTDistributionDecimal tDistribution = new StudentTDistributionDecimal(arrayDecimal.Length - 1, t);
lessThan = Convert.ToDecimal(tDistribution.GetProbability());
greaterThan = Convert.ToDecimal(1 - (decimal)lessThan);
return(t);
}
public override object GetHypothesisTestingForMean(object array, object m, object sigma, out object lessThan, out object greaterThan)
{
StandardDeviation sd = new StandardDeviation(array);
if (!IsFloat(m) || !IsFloat(sigma))
{
throw new ArgumentException(ERROR_ARGUMENT_FLOAT);
}
var strongTypeDataFloat = array as float[];
float[] arrayFloat;
if (strongTypeDataFloat != null)
{
arrayFloat = strongTypeDataFloat;
}
else
{
throw new ArgumentException(ERROR_ARGUMENT_FLOAT_ARRAY);
}
float t = ((float)sd.GetMean() - (float)m) / ((float)sigma / Convert.ToSingle(Math.Sqrt(arrayFloat.Length)));
StudentTDistributionFloat tDistribution = new StudentTDistributionFloat(arrayFloat.Length - 1, t);
lessThan = Convert.ToSingle(tDistribution.GetProbability());
greaterThan = Convert.ToSingle(1 - (float)lessThan);
return(t);
}
public NormalDistributionDecimal(decimal[] array)
{
dataArray = array;
sd = new StandardDeviation(dataArray);
standardDeviation = (decimal)sd.GetResult();
mean = (decimal)sd.GetMean();
}
public NormalDistributionFloat(float[] array)
{
dataArray = array;
sd = new StandardDeviation(dataArray);
standardDeviation = (float)sd.GetResult();
mean = (float)sd.GetMean();
}
public override object GetTTestValue(object array1, object array2)
{
StandardDeviation sd1 = new StandardDeviation(array1);
StandardDeviation sd2 = new StandardDeviation(array2);
decimal array1Mean = (decimal)sd1.GetMean();
decimal array1SD = (decimal)sd1.GetResult();
decimal array2Mean = (decimal)sd2.GetMean();
decimal array2SD = (decimal)sd2.GetResult();
int length1 = (array1 as Array).Length;
int length2 = (array2 as Array).Length;
return((double)Math.Abs(array1Mean - array2Mean) / (Math.Sqrt(Math.Pow(Convert.ToDouble(array1SD), 2) / length1 + Math.Pow(Convert.ToDouble(array2SD), 2) / length2)));
}
public override object GetTTestValue(object array1, object array2)
{
StandardDeviation sd1 = new StandardDeviation(array1);
StandardDeviation sd2 = new StandardDeviation(array2);
float array1Mean = (float)sd1.GetMean();
float array1SD = (float)sd1.GetResult();
float array2Mean = (float)sd2.GetMean();
float array2SD = (float)sd2.GetResult();
int length1 = (array1 as Array).Length;
int length2 = (array2 as Array).Length;
return(Math.Abs(array1Mean - array2Mean) / (Math.Sqrt(Math.Pow(array1SD, 2) / length1 + Math.Pow(array2SD, 2) / length2)));
}
public override object GetCorrelationRatio()
{
StandardDeviation sd1 = new StandardDeviation(array1);
StandardDeviation sd2 = new StandardDeviation(array2);
double mean1 = (double)sd1.GetMean();
double mean2 = (double)sd2.GetMean();
double sum = 0;
for (int i = 0; i < length; i++)
{
sum += (array1[i] - mean1) * (array2[i] - mean2);
}
return((sum / ((double)sd1.GetResult() * (double)sd2.GetResult())) / (length - 1));
}
public override void GetGreatFive(out object mean1, out object mean2, out object sigma1, out object sigma2, out object r)
{
StandardDeviation sd1 = new StandardDeviation(array1);
StandardDeviation sd2 = new StandardDeviation(array2);
mean1 = (double)sd1.GetMean();
mean2 = (double)sd2.GetMean();
sigma1 = (double)sd1.GetResult();
sigma2 = (double)sd2.GetResult();
double sum = 0;
for (int i = 0; i < length; i++)
{
sum += (array1[i] - (double)mean1) * (array2[i] - (double)mean2);
}
r = (sum / ((double)sigma1 * (double)sigma2)) / (length - 1);
}
