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Statistics: expose Entropy in Statistics class; doc fixes

pull/248/head
Christoph Ruegg 12 years ago
parent
50aa5fc9df
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3e2216b1b7
3 changed files with 41 additions and 20 deletions
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  1. 4
      src/Numerics/Statistics/ArrayStatistics.cs
  2. 8
      src/Numerics/Statistics/SortedArrayStatistics.cs
  3. 49
      src/Numerics/Statistics/Statistics.cs

4
src/Numerics/Statistics/ArrayStatistics.cs
View File

@ -499,7 +499,7 @@ namespace MathNet.Numerics.Statistics
/// <summary>
/// Estimates the tau-th quantile from the unsorted data array.
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// WARNING: Works inplace and can thus causes the data array to be reordered.
/// </summary>
@ -706,7 +706,7 @@ namespace MathNet.Numerics.Statistics
/// <summary>
/// Evaluates the rank of each entry of the unsorted data array.
/// The rank definition can be specificed to be compatible
/// The rank definition can be specified to be compatible
/// with an existing system.
/// WARNING: Works inplace and can thus causes the data array to be reordered.
/// </summary>

8
src/Numerics/Statistics/SortedArrayStatistics.cs
View File

@ -235,7 +235,7 @@ namespace MathNet.Numerics.Statistics
/// <summary>
/// Estimates the tau-th quantile from the sorted data array (ascending).
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">Sample array, must be sorted ascendingly.</param>
@ -338,7 +338,7 @@ namespace MathNet.Numerics.Statistics
}
/// <summary>
/// Estimates the empirical cummulative distribution function (CDF) at x from the sorted data array (ascending).
/// Estimates the empirical cumulative distribution function (CDF) at x from the sorted data array (ascending).
/// </summary>
/// <param name="data">The data sample sequence.</param>
/// <param name="x">The value where to estimate the CDF at.</param>
@ -371,7 +371,7 @@ namespace MathNet.Numerics.Statistics
/// <summary>
/// Estimates the quantile tau from the sorted data array (ascending).
/// The tau-th quantile is the data value where the cumulative distribution
/// function crosses tau. The quantile definition can be specificed to be compatible
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -444,7 +444,7 @@ namespace MathNet.Numerics.Statistics
/// <summary>
/// Evaluates the rank of each entry of the sorted data array (ascending).
/// The rank definition can be specificed to be compatible
/// The rank definition can be specified to be compatible
/// with an existing system.
/// </summary>
public static double[] Ranks(double[] data, RankDefinition definition = RankDefinition.Default)

49
src/Numerics/Statistics/Statistics.cs
View File

@ -502,7 +502,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -517,7 +517,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -532,7 +532,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -547,7 +547,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -723,7 +723,7 @@ namespace MathNet.Numerics.Statistics
/// <summary>
/// Evaluates the rank of each entry of the provided samples.
/// The rank definition can be specificed to be compatible
/// The rank definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -736,7 +736,7 @@ namespace MathNet.Numerics.Statistics
/// <summary>
/// Evaluates the rank of each entry of the provided samples.
/// The rank definition can be specificed to be compatible
/// The rank definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -749,7 +749,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -765,7 +765,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -779,7 +779,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -794,7 +794,7 @@ namespace MathNet.Numerics.Statistics
/// <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
/// function crosses tau. The quantile definition can be specified to be compatible
/// with an existing system.
/// </summary>
/// <param name="data">The data sample sequence.</param>
@ -805,7 +805,7 @@ namespace MathNet.Numerics.Statistics
}
/// <summary>
/// Estimates the empirical cummulative distribution function (CDF) at x from the provided samples.
/// Estimates the empirical cumulative 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>
@ -817,7 +817,7 @@ namespace MathNet.Numerics.Statistics
}
/// <summary>
/// Estimates the empirical cummulative distribution function (CDF) at x from the provided samples.
/// Estimates the empirical cumulative 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>
@ -827,7 +827,7 @@ namespace MathNet.Numerics.Statistics
}
/// <summary>
/// Estimates the empirical cummulative distribution function (CDF) at x from the provided samples.
/// Estimates the empirical cumulative 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)
@ -838,7 +838,7 @@ namespace MathNet.Numerics.Statistics
}
/// <summary>
/// Estimates the empirical cummulative distribution function (CDF) at x from the provided samples.
/// Estimates the empirical cumulative 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)
@ -886,5 +886,26 @@ namespace MathNet.Numerics.Statistics
{
return EmpiricalInvCDFFunc(data.Where(d => d.HasValue).Select(d => d.Value));
}
/// <summary>
/// Calculates the entropy of a stream of double values in bits.
/// Returns NaN if any of the values in the stream are NaN.
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static double Entropy(IEnumerable<double> data)
{
return StreamingStatistics.Entropy(data);
}
/// <summary>
/// Calculates the entropy of a stream of double values in bits.
/// Returns NaN if any of the values in the stream are NaN.
/// Null-entries are ignored.
/// </summary>
/// <param name="data">The data sample sequence.</param>
public static double Entropy(IEnumerable<double?> data)
{
return StreamingStatistics.Entropy(data.Where(d => d.HasValue).Select(d => d.Value));
}
}
}

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