/// <summary>
/// Estimates the empirical inverse CDF at tau from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> EmpiricalInvCDFFunc(this IEnumerable <double> data)
{
var array = data.ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.QuantileCustom(array, tau, QuantileDefinition.EmpiricalInvCDF));
}
/// <summary>
/// Estimates the empirical cummulative distribution function (CDF) at x from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="x">The value where to estimate the CDF at.</param>
public static double EmpiricalCDF(this IEnumerable <double> data, double x)
{
var array = data.ToArray();
Array.Sort(array);
return(SortedArrayStatistics.EmpiricalCDF(array, x));
}
/// <summary>
/// Estimates the empirical cummulative distribution function (CDF) at x from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> EmpiricalCDFFunc(this IEnumerable <double> data)
{
var array = data.ToArray();
Array.Sort(array);
return(x => SortedArrayStatistics.EmpiricalCDF(array, x));
}
/// <summary>
/// Returns the order statistic (order 1..N) from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <int, double> OrderStatisticFunc(IEnumerable <double> data)
{
var array = data.ToArray();
Array.Sort(array);
return(order => SortedArrayStatistics.OrderStatistic(array, order));
}
/// <summary>
/// Estimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> QuantileFunc(this IEnumerable <double> data)
{
var array = data.ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.Quantile(array, tau));
}
/// <summary>
/// Estimates the p-Percentile value from the provided samples.
/// If a non-integer Percentile is needed, use Quantile instead.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <int, double> PercentileFunc(this IEnumerable <double> data)
{
var array = data.ToArray();
Array.Sort(array);
return(p => SortedArrayStatistics.Percentile(array, p));
}
/// <summary>
/// Estimates the p-Percentile value from the provided samples.
/// If a non-integer Percentile is needed, use Quantile instead.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <int, double> PercentileFunc(this IEnumerable <double?> data)
{
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
Array.Sort(array);
return(p => SortedArrayStatistics.Percentile(array, p));
}
/// <summary>
/// Estimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
public static Func <double, double> QuantileCustomFunc(this IEnumerable <double?> data, QuantileDefinition definition)
{
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.QuantileCustom(array, tau, definition));
}
/// <summary>
/// Estimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
public static Func <double, double> QuantileCustomFunc(this IEnumerable <double> data, QuantileDefinition definition)
{
var array = data.ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.QuantileCustom(array, tau, definition));
}
/// <summary>
/// Estimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> QuantileFunc(this IEnumerable <double?> data)
{
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.Quantile(array, tau));
}
/// <summary>
/// Estimates the quantile tau from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="definition">Rank definition, to choose how ties should be handled and what product/definition it should be consistent with</param>
public static Func <double, double> QuantileRankFunc(this IEnumerable <double> data, RankDefinition definition = RankDefinition.Default)
{
var array = data.ToArray();
Array.Sort(array);
return(x => SortedArrayStatistics.QuantileRank(array, x, definition));
}
/// <summary>
/// stimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="definition">Quantile definition, to choose what product/definition it should be consistent with</param>
public static Func <double, double> QuantileCustomFunc(this IEnumerable <double?> data, QuantileDefinition definition)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.QuantileCustom(array, tau, definition));
}
/// <summary>
/// Estimates the empirical inverse CDF at tau from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> InverseCDFFunc(this IEnumerable <double> data)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.QuantileCustom(array, tau, QuantileDefinition.InverseCDF));
}
/// <summary>
/// Estimates the tau-th quantile from the provided samples.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <double, double> QuantileFunc(this IEnumerable <double> data)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.ToArray();
Array.Sort(array);
return(tau => SortedArrayStatistics.Quantile(array, tau));
}
/// <summary>
/// Estimates the p-Percentile value from the provided samples.
/// If a non-integer Percentile is needed, use Quantile instead.
/// Approximately median-unbiased regardless of the sample distribution (R8).
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <int, double> PercentileFunc(this IEnumerable <double?> data)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.Where(d => d.HasValue).Select(d => d.Value).ToArray();
Array.Sort(array);
return(p => SortedArrayStatistics.Percentile(array, p));
}
/// <summary>
/// Returns the order statistic (order 1..N) from the provided samples.
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static Func <int, double> OrderStatisticFunc(IEnumerable <double> data)
{
if (data == null)
{
throw new ArgumentNullException("data");
}
var array = data.ToArray();
Array.Sort(array);
return(order => SortedArrayStatistics.OrderStatistic(array, order));
}
/// <summary>
/// Computes the percentile.
/// </summary>
/// <param name="percentile">The percentile, must be between 0.0 and 1.0 (inclusive).</param>
/// <returns>the requested percentile.</returns>
public double Compute(double percentile)
{
switch (Method)
{
case PercentileMethod.Nist:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.Nist));
case PercentileMethod.Nearest:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.R3));
case PercentileMethod.Interpolation:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.R5));
case PercentileMethod.Excel:
return(SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.Excel));
default:
return(SortedArrayStatistics.Quantile(_data, percentile));
}
}
