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);
}