public void QuantileR2InverseCDFAverageOnShortSequence(double tau, double expected)
{
// R: quantile(c(-1,5,0,-3,10,-0.5,4,0.2,1,6),probs=c(0,1,0.5,0.2,0.7,0.01,0.99,0.52,0.325),type=2)
// Mathematica: Not Supported
var samples = new[] { -1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6 };
Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R2), 1e-14);
Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R2)(tau), 1e-14);
Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.InverseCDFAverage), 1e-14);
Array.Sort(samples);
Assert.AreEqual(expected, SortedArrayStatistics.QuantileCustom(samples, tau, QuantileDefinition.InverseCDFAverage), 1e-14);
}
public void QuantileR9NormalOnShortSequence(double tau, double expected)
{
// R: quantile(c(-1,5,0,-3,10,-0.5,4,0.2,1,6),probs=c(0,1,0.5,0.2,0.7,0.01,0.99,0.52,0.325),type=9)
// Mathematica: Quantile[{-1,5,0,-3,10,-1/2,4,1/5,1,6},{0,1,1/2,1/5,7/10,1/100,99/100,13/25,13/40},{{3/8,1/4},{0,1}}]
var samples = new[] { -1, 5, 0, -3, 10, -0.5, 4, 0.2, 1, 6 };
Assert.AreEqual(expected, Statistics.QuantileCustom(samples, tau, QuantileDefinition.R9), 1e-14);
Assert.AreEqual(expected, Statistics.QuantileCustomFunc(samples, QuantileDefinition.R9)(tau), 1e-14);
Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, QuantileDefinition.Normal), 1e-14);
Assert.AreEqual(expected, ArrayStatistics.QuantileCustomInplace(samples, tau, 3 / 8d, 1 / 4d, 0d, 1d), 1e-14);
Array.Sort(samples);
Assert.AreEqual(expected, SortedArrayStatistics.QuantileCustom(samples, tau, QuantileDefinition.Normal), 1e-14);
Assert.AreEqual(expected, SortedArrayStatistics.QuantileCustom(samples, tau, 3 / 8d, 1 / 4d, 0d, 1d), 1e-14);
}