/// <summary>Initializes the <see cref="EmpiricalDistribution" /> class.
/// </summary>
static EmpiricalDistribution()
{
StandardDensityEstimator = new SquareRootChoiceDensityEstimator();
StandardEmpiricalQuantile = new StandardEmpiricalQuantile();
StandardMomentEstimator = new StandardEmpiricalMomentEstimator();
}
/// <summary>Creates a new <see cref="EmpiricalDistribution"/> object.
/// </summary>
/// <param name="sample">The sample.</param>
/// <param name="empiricalQuantileMethod">The empirical quantile method.</param>
/// <param name="isSorted">A value indicating whether the values in the <paramref name="sample"/> are sorted in ascending order.</param>
/// <param name="densityEstimator">The density estimator.</param>
/// <param name="empiricalMomentEstimator">The empirical moment estimator.</param>
/// <returns>A new <see cref="EmpiricalDistribution"/> object.</returns>
public static EmpiricalDistribution Create(IEnumerable <double> sample, EmpiricalQuantile empiricalQuantileMethod, bool isSorted, DensityEstimator densityEstimator, EmpiricalMomentEstimator empiricalMomentEstimator)
{
return(new EmpiricalDistribution(sample, empiricalQuantileMethod, isSorted, densityEstimator, empiricalMomentEstimator));
}
/// <summary>Initializes a new instance of the <see cref="EmpiricalDistribution" /> class.
/// </summary>
/// <param name="sample">The sample.</param>
/// <param name="empiricalQuantileMethod">The empirical quantile method.</param>
/// <param name="isSorted">A value indicating whether the values in the <paramref name="sample"/> are sorted in ascending order.</param>
/// <param name="densityEstimator">The density estimator.</param>
/// <param name="empiricalMomentEstimator">A empirical moment estimator, used for example for a bootstrap approach.</param>
public EmpiricalDistribution(IEnumerable <double> sample, EmpiricalQuantile empiricalQuantileMethod, bool isSorted, DensityEstimator densityEstimator, EmpiricalMomentEstimator empiricalMomentEstimator)
{
if (sample == null)
{
throw new ArgumentNullException("sample");
}
Sample = sample.Skip(0); // is used to avoid a cast to the original sample!
InfoOutputDetailLevel = InfoOutputDetailLevel.Middle;
m_Quantile = new Lazy <IQuantileFunction>(() => empiricalQuantileMethod.Create(sample, isSorted)); // sorted sample will be computed on demand only!
m_Median = new Lazy <double>(() => GetSampleMedian(SortedSample)); // required sorted sample, i.e. will create quantile calculation before
m_MomentCalculator = new Lazy <ProbabilityDistributionMoments>(() => empiricalMomentEstimator.Create(sample));
m_DensityEstimator = densityEstimator.Create(this);
Name = new IdentifierString("Empirical distribution");
LongName = new IdentifierString("Empirical distribution");
}
