public Statistics(IEnumerable <double> values)
{
originalValues = values.Where(d => !double.IsNaN(d)).ToList();
sortedValues = originalValues.ToList();
N = sortedValues.Count;
if (N == 0)
{
throw new InvalidOperationException("Sequence of values contains no elements, Statistics can't be calculated");
}
sortedValues.Sort();
if (N == 1)
{
Q1 = Median = Q3 = sortedValues[0];
}
else
{
double GetMedian(IList <double> x) => x.Count % 2 == 0
? (x[x.Count / 2 - 1] + x[x.Count / 2]) / 2
: x[x.Count / 2];
Median = GetMedian(sortedValues);
Q1 = GetMedian(sortedValues.Take(N / 2).ToList());
Q3 = GetMedian(sortedValues.Skip((N + 1) / 2).ToList());
}
Min = sortedValues.First();
Mean = sortedValues.Average();
Max = sortedValues.Last();
InterquartileRange = Q3 - Q1;
LowerFence = Q1 - 1.5 * InterquartileRange;
UpperFence = Q3 + 1.5 * InterquartileRange;
AllOutliers = sortedValues.Where(IsOutlier).ToArray();
LowerOutliers = sortedValues.Where(IsLowerOutlier).ToArray();
UpperOutliers = sortedValues.Where(IsUpperOutlier).ToArray();
Variance = N == 1 ? 0 : sortedValues.Sum(d => Math.Pow(d - Mean, 2)) / (N - 1);
StandardDeviation = Math.Sqrt(Variance);
StandardError = StandardDeviation / Math.Sqrt(N);
Skewness = CalcCentralMoment(3) / StandardDeviation.Pow(3);
Kurtosis = CalcCentralMoment(4) / StandardDeviation.Pow(4);
ConfidenceInterval = new ConfidenceInterval(Mean, StandardError, N);
Percentiles = new PercentileValues(sortedValues);
}
public Statistics(IEnumerable <double> values)
{
list = values.ToList();
N = list.Count;
if (N == 0)
{
throw new InvalidOperationException("Sequence of values contains no elements, Statistics can't be calculated");
}
list.Sort();
if (N == 1)
{
Q1 = Median = Q3 = list[0];
}
else
{
Func <IList <double>, double> getMedian = x => x.Count % 2 == 0
? (x[x.Count / 2 - 1] + x[x.Count / 2]) / 2
: x[x.Count / 2];
Median = getMedian(list);
Q1 = getMedian(list.Take(N / 2).ToList());
Q3 = getMedian(list.Skip((N + 1) / 2).ToList());
}
Min = list.First();
Mean = list.Average();
Max = list.Last();
InterquartileRange = Q3 - Q1;
LowerFence = Q1 - 1.5 * InterquartileRange;
UpperFence = Q3 + 1.5 * InterquartileRange;
Outliers = list.Where(IsOutlier).ToArray();
Variance = N == 1 ? 0 : list.Sum(d => Math.Pow(d - Mean, 2)) / (N - 1);
StandardDeviation = Math.Sqrt(Variance);
StandardError = StandardDeviation / Math.Sqrt(N);
Skewness = CalcCentralMoment(3) / StandardDeviation.Pow(3);
Kurtosis = CalcCentralMoment(4) / StandardDeviation.Pow(4);
ConfidenceInterval = new ConfidenceInterval(Mean, StandardError);
Percentiles = new PercentileValues(list);
}
