forked from tsai/mathnet-numerics
Christoph Ruegg
13 years ago
34 changed files with 12 additions and 1288 deletions
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// <copyright file="Percentile.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2013 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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namespace MathNet.Numerics.Statistics |
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{ |
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using System; |
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using System.Collections.Generic; |
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using System.Linq; |
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/// <summary>
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/// Methods to calculate the percentiles.
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/// </summary>
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public enum PercentileMethod |
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{ |
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/// <summary>
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/// Using the method recommened my NIST,
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/// http://www.itl.nist.gov/div898/handbook/prc/section2/prc252.htm
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/// </summary>
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Nist = 0, |
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/// <summary>
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/// Using the nearest rank, http://en.wikipedia.org/wiki/Percentile#Nearest_Rank
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/// </summary>
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Nearest, |
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/// <summary>
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/// Using the same method as Excel does,
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/// http://www.itl.nist.gov/div898/handbook/prc/section2/prc252.htm
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/// </summary>
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Excel, |
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/// <summary>
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/// Use linear interpolation between the two nearest ranks,
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/// http://en.wikipedia.org/wiki/Percentile#Linear_Interpolation_Between_Closest_Ranks
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/// </summary>
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Interpolation |
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} |
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/// <summary>
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/// Class to calculate percentiles.
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/// </summary>
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[Obsolete("Use Statistics.Quantile or .QuantileFunc or one of the custom variants instead. Scheduled for removal in v3.0.")] |
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public class Percentile |
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{ |
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/// <summary>
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/// Holds the data.
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/// </summary>
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private readonly double[] _data; |
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/// <summary>
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/// Gets or sets the method used to calculate the percentiles.
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/// </summary>
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/// <value>The calculation method.</value>
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/// <remarks>defaults to <see cref="PercentileMethod.Nist"/>.</remarks>
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public PercentileMethod Method |
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{ |
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get; |
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set; |
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} |
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/// <summary>
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/// Initializes a new instance of the <see cref="Percentile"/> class.
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/// </summary>
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/// <param name="data">The data to calculate the percentiles of.</param>
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public Percentile(IEnumerable<double> data) |
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{ |
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if (data == null) |
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{ |
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throw new ArgumentNullException("data"); |
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} |
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_data = data.ToArray(); |
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Array.Sort(_data); |
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} |
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/// <summary>
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/// Computes the percentile.
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/// </summary>
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/// <param name="percentile">The percentile, must be between 0.0 and 1.0 (inclusive).</param>
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/// <returns>the requested percentile.</returns>
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public double Compute(double percentile) |
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{ |
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switch (Method) |
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{ |
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case PercentileMethod.Nist: |
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return SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.Nist); |
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case PercentileMethod.Nearest: |
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return SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.R3); |
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case PercentileMethod.Interpolation: |
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return SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.R5); |
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case PercentileMethod.Excel: |
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return SortedArrayStatistics.QuantileCustom(_data, percentile, QuantileDefinition.Excel); |
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default: |
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return SortedArrayStatistics.Quantile(_data, percentile); |
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} |
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} |
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/// <summary>
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/// Computes the percentiles for the given list.
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/// </summary>
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/// <param name="percentiles">The percentiles, must be between 0.0 and 1.0 (inclusive)</param>
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/// <returns>the values that correspond to the given percentiles.</returns>
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public IList<double> Compute(IEnumerable<double> percentiles) |
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{ |
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if (percentiles == null) |
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{ |
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throw new ArgumentNullException("percentiles"); |
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} |
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return percentiles.Select(Compute).ToList(); |
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} |
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} |
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} |
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