diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj
index 262f8e2a..1afc0fec 100644
--- a/src/Numerics/Numerics.csproj
+++ b/src/Numerics/Numerics.csproj
@@ -111,6 +111,7 @@
+
diff --git a/src/Numerics/Statistics/ArrayStatistics.cs b/src/Numerics/Statistics/ArrayStatistics.cs
new file mode 100644
index 00000000..f9743e61
--- /dev/null
+++ b/src/Numerics/Statistics/ArrayStatistics.cs
@@ -0,0 +1,96 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2013 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+//
+
+namespace MathNet.Numerics.Statistics
+{
+ public static class ArrayStatistics
+ {
+ // TODO: Benchmark various options to find out the best approach (-> branch prediction)
+ // TODO: consider leveraging MKL
+
+ ///
+ /// Returns the smallest value from the unsorted data array.
+ /// Returns NaN if data is empty or any entry is NaN.
+ ///
+ /// Sample array, no sorting is assumed.
+ public static double Minimum(double[] data)
+ {
+ if (data == null || data.Length == 0) return double.NaN;
+
+ var min = double.PositiveInfinity;
+ for (int i = 0; i < data.Length; i++)
+ {
+ if (data[i] < min || double.IsNaN(data[i]))
+ {
+ min = data[i];
+ }
+ }
+ return min;
+ }
+
+ ///
+ /// Returns the smallest value from the unsorted data array.
+ /// Returns NaN if data is empty or any entry is NaN.
+ ///
+ /// Sample array, no sorting is assumed.
+ public static double Maximum(double[] data)
+ {
+ if (data == null || data.Length == 0) return double.NaN;
+
+ var max = double.NegativeInfinity;
+ for (int i = 0; i < data.Length; i++)
+ {
+ if (data[i] > max || double.IsNaN(data[i]))
+ {
+ max = data[i];
+ }
+ }
+ return max;
+ }
+
+ ///
+ /// Returns the sample mean from the unsorted data array.
+ /// Returns NaN if data is empty or any entry is NaN.
+ ///
+ /// Sample array, no sorting is assumed.
+ public static double Mean(double[] data)
+ {
+ if (data == null || data.Length == 0) return double.NaN;
+
+ double mean = 0;
+ ulong m = 0;
+ for (int i = 0; i < data.Length; i++)
+ {
+ mean += (data[i] - mean) / ++m;
+ }
+ return mean;
+ }
+ }
+}
\ No newline at end of file
diff --git a/src/Portable/Portable.csproj b/src/Portable/Portable.csproj
index bf01491b..784a8c47 100644
--- a/src/Portable/Portable.csproj
+++ b/src/Portable/Portable.csproj
@@ -1020,6 +1020,9 @@
SpecialFunctions\Stability.cs
+
+ Statistics\ArrayStatistics.cs
+
Statistics\Correlation.cs
diff --git a/src/UnitTests/StatisticsTests/StatisticsTests.cs b/src/UnitTests/StatisticsTests/StatisticsTests.cs
index 393eb214..1b6f51cf 100644
--- a/src/UnitTests/StatisticsTests/StatisticsTests.cs
+++ b/src/UnitTests/StatisticsTests/StatisticsTests.cs
@@ -89,7 +89,8 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
public void Mean(string dataSet)
{
var data = _data[dataSet];
- AssertHelpers.AlmostEqual(data.Mean, data.Data.Mean(), 15);
+ AssertHelpers.AlmostEqual(data.Mean, Statistics.Mean(data.Data), 15);
+ AssertHelpers.AlmostEqual(data.Mean, ArrayStatistics.Mean(data.Data), 15);
}
///
@@ -107,7 +108,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
public void NullableMean(string dataSet)
{
var data = _data[dataSet];
- AssertHelpers.AlmostEqual(data.Mean, data.DataWithNulls.Mean(), 15);
+ AssertHelpers.AlmostEqual(data.Mean, Statistics.Mean(data.DataWithNulls), 15);
}
///
@@ -117,7 +118,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
public void MeanThrowsArgumentNullException()
{
double[] data = null;
- Assert.Throws(() => data.Mean());
+ Assert.Throws(() => Statistics.Mean(data));
}
///
@@ -136,7 +137,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
public void StandardDeviation(string dataSet, int digits)
{
var data = _data[dataSet];
- AssertHelpers.AlmostEqual(data.StandardDeviation, data.Data.StandardDeviation(), digits);
+ AssertHelpers.AlmostEqual(data.StandardDeviation, Statistics.StandardDeviation(data.Data), digits);
}
///
@@ -155,7 +156,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
public void NullableStandardDeviation(string dataSet, int digits)
{
var data = _data[dataSet];
- AssertHelpers.AlmostEqual(data.StandardDeviation, data.DataWithNulls.StandardDeviation(), digits);
+ AssertHelpers.AlmostEqual(data.StandardDeviation, Statistics.StandardDeviation(data.DataWithNulls), digits);
}
///
@@ -165,7 +166,7 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
public void StandardDeviationThrowsArgumentNullException()
{
double[] data = null;
- Assert.Throws(() => data.StandardDeviation());
+ Assert.Throws(() => Statistics.StandardDeviation(data));
}
///
@@ -175,8 +176,16 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
public void ShortMinMax()
{
var samples = new[] {-1.0, 5, 0, -3, 10, -0.5, 4};
- Assert.That(samples.Minimum(), Is.EqualTo(-3), "Min");
- Assert.That(samples.Maximum(), Is.EqualTo(10), "Max");
+ Assert.That(Statistics.Minimum(samples), Is.EqualTo(-3), "Min");
+ Assert.That(Statistics.Maximum(samples), Is.EqualTo(10), "Max");
+ Assert.That(ArrayStatistics.Minimum(samples), Is.EqualTo(-3), "Min");
+ Assert.That(ArrayStatistics.Maximum(samples), Is.EqualTo(10), "Max");
+
+ var sorted = new double[samples.Length];
+ Array.Copy(samples, sorted, samples.Length);
+ Array.Sort(sorted);
+ Assert.That(SortedArrayStatistics.Minimum(sorted), Is.EqualTo(-3), "Min");
+ Assert.That(SortedArrayStatistics.Maximum(sorted), Is.EqualTo(10), "Max");
}
///
@@ -187,11 +196,16 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
{
// -3 -1 -0.5 0 1 4 5 6 10
var samples = new[] {-1, 5, 0, -3, 10, -0.5, 4, 1, 6};
- Assert.That(samples.Median(), Is.EqualTo(1), "Median");
+ Assert.That(Statistics.Median(samples), Is.EqualTo(1), "Median");
Assert.That(Statistics.OrderStatistic(samples, 1), Is.EqualTo(-3), "Order-1");
Assert.That(Statistics.OrderStatistic(samples, 3), Is.EqualTo(-0.5), "Order-3");
Assert.That(Statistics.OrderStatistic(samples, 7), Is.EqualTo(5), "Order-7");
Assert.That(Statistics.OrderStatistic(samples, 9), Is.EqualTo(10), "Order-9");
+
+ var sorted = new double[samples.Length];
+ Array.Copy(samples, sorted, samples.Length);
+ Array.Sort(sorted);
+ Assert.That(SortedArrayStatistics.Median(sorted), Is.EqualTo(1), "Median");
}
///
@@ -208,9 +222,9 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
RandomSource = new Numerics.Random.MersenneTwister(100)
};
- AssertHelpers.AlmostEqual(1e+9, gaussian.Samples().Take(10000).Mean(), 11);
- AssertHelpers.AlmostEqual(4d, gaussian.Samples().Take(10000).Variance(), 1);
- AssertHelpers.AlmostEqual(2d, gaussian.Samples().Take(10000).StandardDeviation(), 2);
+ AssertHelpers.AlmostEqual(1e+9, Statistics.Mean(gaussian.Samples().Take(10000)), 11);
+ AssertHelpers.AlmostEqual(4d, Statistics.Variance(gaussian.Samples().Take(10000)), 1);
+ AssertHelpers.AlmostEqual(2d, Statistics.StandardDeviation(gaussian.Samples().Take(10000)), 2);
}
///
@@ -219,8 +233,12 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
[Test]
public void Median_CodeplexIssue5667()
{
- var seq = File.ReadLines("./data/Codeplex-5667.csv").Select(s => double.Parse(s));
- Assert.AreEqual(1.0, seq.Median());
+ var seq = File.ReadLines("./data/Codeplex-5667.csv").Select(double.Parse);
+ Assert.AreEqual(1.0, Statistics.Median(seq));
+
+ var sorted = seq.ToArray();
+ Array.Sort(sorted);
+ Assert.AreEqual(1.0, SortedArrayStatistics.Median(sorted));
}
}
#endif