public static StatSummary CalculateSummaries(IList<decimal> vals)
{
var res = new StatSummary();
res.Count = vals.Count;
res.Average = vals.Average();
var sorted = new List<decimal>(vals);
sorted.Sort();
res.Median = CalculateQuantile(sorted, 0.5M);
res.LowerQuartile = CalculateQuantile(sorted, 0.25M);
res.UpperQuartile = CalculateQuantile(sorted, 0.75M);
res.Min = sorted.First();
res.Max = sorted.Last();
res.Percentile2 = CalculateQuantile(sorted, 0.02M);
res.Percentile98 = CalculateQuantile(sorted, 0.98M);
Validate(sorted, res);
return res;
}
static void Validate(ICollection<decimal> vals, StatSummary summary)
{
ValidateSplitterValue(vals, summary.Median, 0.5M);
ValidateSplitterValue(vals, summary.LowerQuartile, 0.25M);
ValidateSplitterValue(vals, summary.UpperQuartile, 0.75M);
}