#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);
}
}
}