/// <summary>
/// Gets the prediction interval for this data set.
/// </summary>
/// <param name="significanceLevel">The level of significance of the prediction.</param>
/// <returns>Null if insufficient data to make a prediction is available.</returns>
public Interval Predict(double significanceLevel)
{
if (Samples.Count < 2)
{
return(null);
}
double mean = Samples.Average(sample => sample.Value);
double variance = Math.Sqrt(Samples.Sum(
sample => Math.Pow(sample.Value - mean, 2.0)) / (double)(Samples.Count - 1));
double tPercentile = alglib.studenttdistr.invstudenttdistribution(
Samples.Count - 1, (significanceLevel + 1) / 2, null);
double interval = tPercentile * variance * Math.Sqrt(1 + (1.0 / Samples.Count));
return(new Interval(mean - interval, mean + interval));
}
private void ComputeAverageTime()
{
AverageTime = Samples.Average();
Samples.Clear();
_lastEvaluated = DateTime.Now;
}
