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source: branches/ParameterBinding/HeuristicLab.Common/3.3/EnumerableStatisticExtensions.cs @ 12912

Last change on this file since 12912 was 4652, checked in by mkommend, 14 years ago

Added statistical information to the RunCollectionBoxPlotView and corrected minor bugs in the 'RunCollectionBubbleChartView' and the 'RunCollectionBoxPlotView' (ticket #1135).

File size: 3.6 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2010 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;
25
26namespace HeuristicLab.Common {
27  public static class EnumerableStatisticExtensions {
28    /// <summary>
29    /// Calculates the median element of the enumeration.
30    /// </summary>
31    /// <param name="values"></param>
32    /// <returns></returns>
33    public static double Median(this IEnumerable<double> values) {
34      int n = values.Count();
35      if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
36
37      double[] sortedValues = new double[n];
38      int i = 0;
39      foreach (double x in values)
40        sortedValues[i++] = x;
41
42      Array.Sort(sortedValues);
43
44      // return the middle element (if n is uneven) or the average of the two middle elements if n is even.
45      if (n % 2 == 1) {
46        return sortedValues[n / 2];
47      } else {
48        return (sortedValues[(n / 2) - 1] + sortedValues[n / 2]) / 2.0;
49      }
50    }
51
52
53    /// <summary>
54    /// Calculates the standard deviation of values.
55    /// </summary>
56    /// <param name="values"></param>
57    /// <returns></returns>
58    public static double StandardDeviation(this IEnumerable<double> values) {
59      return Math.Sqrt(Variance(values));
60    }
61
62    /// <summary>
63    /// Calculates the variance of values. (sum (x - x_mean)² / n)
64    /// </summary>
65    /// <param name="values"></param>
66    /// <returns></returns>
67    public static double Variance(this IEnumerable<double> values) {
68      int m_n = 0;
69      double m_oldM = 0.0;
70      double m_newM = 0.0;
71      double m_oldS = 0.0;
72      double m_newS = 0.0;
73      foreach (double x in values) {
74        m_n++;
75        if (m_n == 1) {
76          m_oldM = m_newM = x;
77          m_oldS = 0.0;
78        } else {
79          m_newM = m_oldM + (x - m_oldM) / m_n;
80          m_newS = m_oldS + (x - m_oldM) * (x - m_newM);
81
82          // set up for next iteration
83          m_oldM = m_newM;
84          m_oldS = m_newS;
85        }
86      }
87      return ((m_n > 1) ? m_newS / (m_n - 1) : 0.0);
88    }
89
90    /// <summary>
91    /// Calculates the pth percentile of the values.
92    /// </summary
93    public static double Percentile(this IEnumerable<double> values, double p) {
94      if (values.Count() == 0) throw new InvalidOperationException("Enumeration contains no elements.");
95      if (values.Count() == 1) return values.ElementAt(0);
96
97      double[] sortedValues = values.ToArray();
98      Array.Sort(sortedValues);
99
100      int n = sortedValues.Length;
101      if (p.IsAlmost(0.0)) return sortedValues[0];
102      if (p.IsAlmost(1.0)) return sortedValues[n - 1];
103
104      double t = p * (n - 1);
105      int index = (int)Math.Floor(t);
106      double percentage = t - index;
107      return sortedValues[index] * (1 - percentage) + sortedValues[index + 1] * percentage;
108    }
109  }
110}
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