int GetInterval(double value, ExpertEstimate estimates, double[] quantiles)
{
if (value <= estimates.GetQuantile(quantiles[0]))
{
return(0);
}
int i;
for (i = 0; i < quantiles.Length - 1; i++)
{
if (estimates.GetQuantile(quantiles[i]) <= value &&
value <= estimates.GetQuantile(quantiles[i + 1]))
{
return(i + 1);
}
}
if (estimates.GetQuantile(quantiles[i]) <= value)
{
return(i + 1);
}
throw new InvalidOperationException();
}
double[] GetInterpolatedDistribution(CalibrationVariable v, ExpertEstimate estimate, double[] quantiles)
{
var res = new List <double> ();
double lowerBound, upperBound;
GetBounds(v, out lowerBound, out upperBound);
Func <double, double, double> interpolate = (x, y) => 1.0d * (y - x) / (upperBound - lowerBound);
res.Add(interpolate(lowerBound, estimate.GetQuantile(quantiles[0])));
var quantilesCount = quantiles.Count();
for (int i = 1; i < quantilesCount; i++)
{
var l0 = estimate.GetQuantile(quantiles[i - 1]);
var l1 = estimate.GetQuantile(quantiles[i]);
res.Add(interpolate(l0, l1));
}
var lastQuantile = quantiles[quantilesCount - 1];
res.Add(interpolate(estimate.GetQuantile(lastQuantile), upperBound));
return(res.ToArray());
}
/// <summary>
/// Adds the estimate for the specified variable <c>variable</c>.
/// </summary>
/// <param name="variable">Variable.</param>
/// <param name="estimates">Estimates.</param>
public void AddEstimate(ExpertVariable variable, ExpertEstimate estimate)
{
Estimates.Add(variable, estimate);
}
