public void QuantileEstimator_DoubleDuplicationTest2()
{
var data = new double[]
{
0.16659357378138889, // 0
0.70210023978217528, // 0.25
0.70210023978217528, // 0.5
0.70319732172768734, // 0.75
0.70319732172768734 // 1
};
var est = new QuantileEstimator(0.01);
est.AddRange(data);
Assert.Equal(data[4], est.GetQuantile(0.76));
Assert.Equal(data[2], est.GetQuantile(0.3));
CheckGetQuantile(est, est);
var outer = new OuterQuantiles(data);
Assert.Equal(data[4], outer.GetQuantile(0.76));
Assert.Equal(data[2], outer.GetQuantile(0.3));
CheckGetQuantile(outer, outer);
var inner = InnerQuantiles.FromDistribution(7, outer);
CheckGetQuantile(inner, inner, (int)Math.Ceiling(100.0 / 8), (int)Math.Floor(100.0 * 7 / 8));
}
public void QuantileEstimator_DuplicationTest()
{
double middle = 3.4;
double[] x = { 1.2, middle, middle, middle, 5.6 };
var outer = new OuterQuantiles(x);
Assert.Equal(0.25, outer.GetProbLessThan(middle));
Assert.Equal(outer.GetQuantile(0.3), middle);
Assert.Equal(outer.GetQuantile(0.5), middle);
Assert.Equal(outer.GetQuantile(0.7), middle);
CheckGetQuantile(outer, outer);
var inner = InnerQuantiles.FromDistribution(7, outer);
Assert.Equal(0.25, inner.GetProbLessThan(middle));
Assert.Equal(outer.GetQuantile(0.3), middle);
Assert.Equal(outer.GetQuantile(0.5), middle);
Assert.Equal(outer.GetQuantile(0.7), middle);
CheckGetQuantile(inner, inner, (int)Math.Ceiling(100.0 / 8), (int)Math.Floor(100.0 * 7 / 8));
var est = new QuantileEstimator(0.01);
est.AddRange(x);
Assert.Equal(est.GetQuantile(0.3), middle);
Assert.Equal(est.GetQuantile(0.5), middle);
// InterpolationType==1 returns NextDouble(middle)
Assert.Equal(est.GetQuantile(0.7), middle, 1e-15);
CheckGetQuantile(est, est);
}
public void QuantileEstimator_DuplicationTest()
{
double middle = 3.4;
double[] x = { 1.2, middle, middle, middle, 5.6 };
var outer = new OuterQuantiles(x);
Assert.Equal(0.25, outer.GetProbLessThan(middle));
Assert.Equal(outer.GetQuantile(0.3), middle);
Assert.Equal(outer.GetQuantile(0.5), middle);
Assert.Equal(outer.GetQuantile(0.7), middle);
CheckGetQuantile(outer, outer);
var inner = new InnerQuantiles(7, outer);
Assert.Equal(0.25, inner.GetProbLessThan(middle));
Assert.Equal(outer.GetQuantile(0.3), middle);
Assert.Equal(outer.GetQuantile(0.5), middle);
Assert.Equal(outer.GetQuantile(0.7), middle);
CheckGetQuantile(inner, inner, 100 / 8, 100 * 7 / 8);
var est = new QuantileEstimator(0.01);
est.AddRange(x);
Assert.Equal(0.25, est.GetProbLessThan(middle));
Assert.Equal(est.GetQuantile(0.3), middle);
Assert.Equal(est.GetQuantile(0.5), middle);
Assert.Equal(est.GetQuantile(0.7), middle);
CheckGetQuantile(est, est);
}
public void QuantileEstimator_MedianTest()
{
double middle = 3.4;
double[] x = { 1.2, middle, 5.6 };
var outer = new OuterQuantiles(x);
Assert.Equal(outer.GetQuantile(0.5), middle);
var inner = new InnerQuantiles(3, outer);
Assert.Equal(inner.GetQuantile(0.5), middle);
var est = new QuantileEstimator(0.01);
est.AddRange(x);
Assert.Equal(est.GetQuantile(0.5), middle);
}
public void QuantileEstimator_MedianTest()
{
double left = 1.2;
double middle = 3.4;
double right = 5.6;
double[] x = { left, middle, right };
var outer = new OuterQuantiles(x);
Assert.Equal(middle, outer.GetQuantile(0.5));
var inner = InnerQuantiles.FromDistribution(3, outer);
Assert.Equal(middle, inner.GetQuantile(0.5));
inner = new InnerQuantiles(x);
CheckGetQuantile(inner, inner, 25, 75);
var est = new QuantileEstimator(0.01);
est.AddRange(x);
Assert.Equal(est.GetQuantile(0.5), middle);
}
