public double GetQuantile()
{
if (totalElementCount == 0)
{
throw new EmptySequenceException();
}
if (HyndmanFanType != null && !double.IsNaN(probability))
{
if (totalElementCount < windowSize)
{
throw new InvalidOperationException($"Sequence should contain at least {windowSize} elements");
}
double GetValue(int index)
{
index = (index - 1).Clamp(0, windowSize - 1); // Adapt one-based formula to the zero-based list
if (k - 1 <= index && index <= k + 1)
{
return(h[rootHeapIndex + index - k]);
}
throw new InvalidOperationException();
}
return(HyndmanFanEquations.Evaluate(HyndmanFanType.Value, windowSize, probability, GetValue));
}
if (initStrategy == MovingQuantileEstimatorInitStrategy.OrderStatistics && k >= totalElementCount)
{
throw new IndexOutOfRangeException($"Not enough values (n = {totalElementCount}, k = {k})");
}
return(h[rootHeapIndex]);
}
public PartitioningHeapsMovingQuantileEstimator(int windowSize, Probability p, HyndmanFanType HyndmanFanType)
: this(windowSize, ((int)HyndmanFanEquations.GetH(HyndmanFanType, windowSize, p) - 1).Clamp(0, windowSize - 1))
{
this.HyndmanFanType = HyndmanFanType;
probability = p;
}
