#region License Information
/* HeuristicLab
* Copyright (C) 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.Diagnostics.Contracts;
using System.Linq;
namespace HeuristicLab.Common {
public static class EnumerableStatisticExtensions {
///
/// Calculates the median element of the enumeration.
///
///
///
public static double Median(this IEnumerable values) {
// See unit tests for comparison with naive implementation
return Quantile(values, 0.5);
}
///
/// Calculates the alpha-quantile element of the enumeration.
///
///
///
public static double Quantile(this IEnumerable values, double alpha) {
// See unit tests for comparison with naive implementation
double[] valuesArr = values.ToArray();
int n = valuesArr.Length;
if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
// "When N is even, statistics books define the median as the arithmetic mean of the elements k = N/2
// and k = N/2 + 1 (that is, N/2 from the bottom and N/2 from the top).
// If you accept such pedantry, you must perform two separate selections to find these elements."
// return the element at Math.Ceiling (if n*alpha is fractional) or the average of two elements if n*alpha is integer.
var pos = n * alpha;
Contract.Assert(pos >= 0);
Contract.Assert(pos < n);
bool isInteger = Math.Round(pos).IsAlmost(pos);
if (isInteger) {
return 0.5 * (Select((int)pos - 1, valuesArr) + Select((int)pos, valuesArr));
} else {
return Select((int)Math.Ceiling(pos) - 1, valuesArr);
}
}
// Numerical Recipes in C++, §8.5 Selecting the Mth Largest, O(n)
// Given k in [0..n-1] returns an array value from array arr[0..n-1] such that k array values are
// less than or equal to the one returned. The input array will be rearranged to have this value in
// location arr[k], with all smaller elements moved to arr[0..k-1] (in arbitrary order) and all
// larger elements in arr[k+1..n-1] (also in arbitrary order).
//
// Could be changed to Select where T is IComparable but in this case is significantly slower for double values
private static double Select(int k, double[] arr) {
Contract.Assert(arr.GetLowerBound(0) == 0);
Contract.Assert(k >= 0 && k < arr.Length);
int i, ir, j, l, mid, n = arr.Length;
double a;
l = 0;
ir = n - 1;
for (; ; ) {
if (ir <= l + 1) {
// Active partition contains 1 or 2 elements.
if (ir == l + 1 && arr[ir] < arr[l]) {
// if (ir == l + 1 && arr[ir].CompareTo(arr[l]) < 0) {
// Case of 2 elements.
// SWAP(arr[l], arr[ir]);
double temp = arr[l];
arr[l] = arr[ir];
arr[ir] = temp;
}
return arr[k];
} else {
mid = (l + ir) >> 1; // Choose median of left, center, and right elements
{
// SWAP(arr[mid], arr[l + 1]); // as partitioning element a. Also
double temp = arr[mid];
arr[mid] = arr[l + 1];
arr[l + 1] = temp;
}
if (arr[l] > arr[ir]) {
// if (arr[l].CompareTo(arr[ir]) > 0) { // rearrange so that arr[l] arr[ir] <= arr[l+1],
// SWAP(arr[l], arr[ir]); . arr[ir] >= arr[l+1]
double temp = arr[l];
arr[l] = arr[ir];
arr[ir] = temp;
}
if (arr[l + 1] > arr[ir]) {
// if (arr[l + 1].CompareTo(arr[ir]) > 0) {
// SWAP(arr[l + 1], arr[ir]);
double temp = arr[l + 1];
arr[l + 1] = arr[ir];
arr[ir] = temp;
}
if (arr[l] > arr[l + 1]) {
//if (arr[l].CompareTo(arr[l + 1]) > 0) {
// SWAP(arr[l], arr[l + 1]);
double temp = arr[l];
arr[l] = arr[l + 1];
arr[l + 1] = temp;
}
i = l + 1; // Initialize pointers for partitioning.
j = ir;
a = arr[l + 1]; // Partitioning element.
for (; ; ) { // Beginning of innermost loop.
do i++; while (arr[i] < a /* arr[i].CompareTo(a) < 0 */); // Scan up to find element > a.
do j--; while (arr[j] > a /* arr[j].CompareTo(a) > 0 */); // Scan down to find element < a.
if (j < i) break; // Pointers crossed. Partitioning complete.
{
// SWAP(arr[i], arr[j]);
double temp = arr[i];
arr[i] = arr[j];
arr[j] = temp;
}
} // End of innermost loop.
arr[l + 1] = arr[j]; // Insert partitioning element.
arr[j] = a;
if (j >= k) ir = j - 1; // Keep active the partition that contains the
if (j <= k) l = i; // kth element.
}
}
}
///
/// Calculates the range (max - min) of the enumeration.
///
///
///
public static double Range(this IEnumerable values) {
double min = double.PositiveInfinity;
double max = double.NegativeInfinity;
int i = 0;
foreach (var e in values) {
if (min > e) min = e;
if (max < e) max = e;
i++;
}
if (i < 1) throw new ArgumentException("The enumerable must contain at least two elements", "values");
return max - min;
}
///
/// Calculates the sample standard deviation of values.
///
///
///
public static double StandardDeviation(this IEnumerable values) {
return Math.Sqrt(Variance(values));
}
///
/// Calculates the population standard deviation of values.
///
///
///
public static double StandardDeviationPop(this IEnumerable values) {
return Math.Sqrt(VariancePop(values));
}
///
/// Calculates the sample variance of values. (sum (x - x_mean)² / (n-1))
///
///
///
public static double Variance(this IEnumerable values) {
return Variance(values, true);
}
///
/// Calculates the population variance of values. (sum (x - x_mean)² / n)
///
///
///
public static double VariancePop(this IEnumerable values) {
return Variance(values, false);
}
private static double Variance(IEnumerable values, bool sampleVariance) {
int m_n = 0;
double m_oldM = 0.0;
double m_newM = 0.0;
double m_oldS = 0.0;
double m_newS = 0.0;
foreach (double x in values) {
m_n++;
if (m_n == 1) {
m_oldM = m_newM = x;
m_oldS = 0.0;
} else {
m_newM = m_oldM + (x - m_oldM) / m_n;
m_newS = m_oldS + (x - m_oldM) * (x - m_newM);
// set up for next iteration
m_oldM = m_newM;
m_oldS = m_newS;
}
}
if (m_n == 0) return double.NaN;
if (m_n == 1) return 0.0;
if (sampleVariance) return m_newS / (m_n - 1);
else return m_newS / m_n;
}
public static IEnumerable LimitToRange(this IEnumerable values, double min, double max) {
if (min > max) throw new ArgumentException(string.Format("Minimum {0} is larger than maximum {1}.", min, max));
foreach (var x in values) {
if (double.IsNaN(x)) yield return (max + min) / 2.0;
else if (x < min) yield return min;
else if (x > max) yield return max;
else yield return x;
}
}
}
}