#region License Information /* HeuristicLab * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; using System.Linq; using HeuristicLab.Common; namespace HeuristicLab.Analysis.Statistics { //TODO: This should be moved to HeuristicLab.Common on trunk integration public static class EnumerableStatisticExtensions { public static Tuple ConfidenceIntervals(this IEnumerable values, double alpha) { if (values.Count() <= 1) return new Tuple(double.NaN, double.NaN); double lower, upper; double s = values.StandardDeviation(); double x = values.Average(); int n = values.Count(); double t = alglib.studenttdistribution(n - 1, 1 - (alpha / 2)); lower = x - t * (s / Math.Sqrt(n)); upper = x + t * (s / Math.Sqrt(n)); return new Tuple(lower, upper); } // Bessel corrected variance public static double EstimatedVariance(this IEnumerable values) { double n = values.Count(); return values.Variance() * n / (n - 1); } // Bessel corrected standard deviation public static double EstimatedStandardDeviation(this IEnumerable values) { double n = values.Count(); return values.StandardDeviation() * n / (n - 1); } } }