Changeset 11699 for branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/EnumerableStatisticsExtension.cs

Timestamp:

12/19/14 12:46:06 (9 years ago)

Author:

ascheibe

Message:

#2031

• fixed confidence intervals calculation
• added more unit tests
• some cosmetic changes

File:

• branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/EnumerableStatisticsExtension.cs (modified) (1 diff)

branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/EnumerableStatisticsExtension.cs

@@ -35 +35 @@
       double x = values.Average();
       int n = values.Count();
-      double t = alglib.studenttdistribution(n - 1, 1 - (alpha / 2));
+      double t = alglib.invstudenttdistribution(n - 1, (1.0 - alpha) / 2.0);
 
-      lower = x - t * (s / Math.Sqrt(n));
-      upper = x + t * (s / Math.Sqrt(n));
+      lower = x + t * (s / Math.Sqrt(n));
+      upper = x - t * (s / Math.Sqrt(n));
 
       return new Tuple<double, double>(lower, upper);
     }
-
-    // Bessel corrected variance
-    public static double EstimatedVariance(this IEnumerable<double> values) {
-      double n = values.Count();
-      return values.Variance() * n / (n - 1);
-    }
-
-    // Bessel corrected standard deviation
-    public static double EstimatedStandardDeviation(this IEnumerable<double> values) {
-      double n = values.Count();
-      return values.StandardDeviation() * n / (n - 1);
-    }
   }
 }