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source: branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/EnumerableStatisticsExtension.cs @ 9998

Last change on this file since 9998 was 9998, checked in by ascheibe, 9 years ago

#2031 added confidence intervals to sample size influence view

File size: 1.6 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2013 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  //TODO: This should be moved to HeuristicLab.Common on trunk integration
29  public static class EnumerableStatisticExtensions {
30    public static Tuple<double, double> ConfidenceIntervals(this IEnumerable<double> values, double alpha) {
31      double lower, upper;
32      double s = values.StandardDeviation();
33      double x = values.Average();
34      int n = values.Count();
35      double t = alglib.studenttdistribution(n - 1, 1 - (alpha / 2));
36
37      lower = x - t * (s / Math.Sqrt(n));
38      upper = x + t * (s / Math.Sqrt(n));
39
40      return new Tuple<double, double>(lower, upper);
41    }
42  }
43}
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