source: branches/2994-AutoDiffForIntervals/HeuristicLab.Analysis/3.3/Statistics/EnumerableStatisticsExtension.cs @ 17209

Last change on this file since 17209 was 17209, checked in by gkronber, 3 months ago

#2994: merged r17132:17198 from trunk to branch

File size: 1.7 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Common;
26
27namespace HeuristicLab.Analysis.Statistics {
28  public static class EnumerableStatisticExtensions {
29    public static Tuple<double, double> ConfidenceIntervals(this IEnumerable<double> values, double alpha) {
30      return ConfidenceIntervals(values.ToArray(), alpha);
31    }
32
33    public static Tuple<double, double> ConfidenceIntervals(this double[] values, double alpha) {
34      double lower, upper;
35      int n = values.Length;
36      if (n <= 1) return new Tuple<double, double>(double.NaN, double.NaN);
37
38      double s = values.StandardDeviation();
39      double x = values.Average();
40      double t = alglib.invstudenttdistribution(n - 1, (1.0 - alpha) / 2.0);
41
42      lower = x + t * (s / Math.Sqrt(n));
43      upper = x - t * (s / Math.Sqrt(n));
44
45      return new Tuple<double, double>(lower, upper);
46    }
47  }
48}
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