[2] | 1 | #region License Information
|
---|
| 2 | /* HeuristicLab
|
---|
[11171] | 3 | * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
|
---|
[2] | 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 |
|
---|
| 22 | using System;
|
---|
| 23 | using System.Collections.Generic;
|
---|
[3452] | 24 | using System.Linq;
|
---|
[2] | 25 |
|
---|
[3462] | 26 | namespace HeuristicLab.Common {
|
---|
| 27 | public static class EnumerableStatisticExtensions {
|
---|
[2] | 28 | /// <summary>
|
---|
[3452] | 29 | /// Calculates the median element of the enumeration.
|
---|
[2] | 30 | /// </summary>
|
---|
| 31 | /// <param name="values"></param>
|
---|
| 32 | /// <returns></returns>
|
---|
[3452] | 33 | public static double Median(this IEnumerable<double> values) {
|
---|
[5809] | 34 | // iterate only once
|
---|
| 35 | double[] valuesArr = values.ToArray();
|
---|
| 36 | int n = valuesArr.Length;
|
---|
[3452] | 37 | if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
|
---|
[2] | 38 |
|
---|
[5809] | 39 | Array.Sort(valuesArr);
|
---|
[2] | 40 |
|
---|
| 41 | // return the middle element (if n is uneven) or the average of the two middle elements if n is even.
|
---|
[1786] | 42 | if (n % 2 == 1) {
|
---|
[5809] | 43 | return valuesArr[n / 2];
|
---|
[2] | 44 | } else {
|
---|
[5809] | 45 | return (valuesArr[(n / 2) - 1] + valuesArr[n / 2]) / 2.0;
|
---|
[2] | 46 | }
|
---|
| 47 | }
|
---|
| 48 |
|
---|
[8564] | 49 | /// <summary>
|
---|
| 50 | /// Calculates the range (max - min) of the enumeration.
|
---|
| 51 | /// </summary>
|
---|
| 52 | /// <param name="values"></param>
|
---|
| 53 | /// <returns></returns>
|
---|
| 54 | public static double Range(this IEnumerable<double> values) {
|
---|
| 55 | double min = double.PositiveInfinity;
|
---|
| 56 | double max = double.NegativeInfinity;
|
---|
| 57 | int i = 0;
|
---|
| 58 | foreach (var e in values) {
|
---|
| 59 | if (min > e) min = e;
|
---|
| 60 | if (max < e) max = e;
|
---|
| 61 | i++;
|
---|
| 62 | }
|
---|
[8605] | 63 | if (i < 1) throw new ArgumentException("The enumerable must contain at least two elements", "values");
|
---|
[8564] | 64 | return max - min;
|
---|
| 65 | }
|
---|
[2] | 66 |
|
---|
[8564] | 67 |
|
---|
[2] | 68 | /// <summary>
|
---|
| 69 | /// Calculates the standard deviation of values.
|
---|
| 70 | /// </summary>
|
---|
| 71 | /// <param name="values"></param>
|
---|
| 72 | /// <returns></returns>
|
---|
[3452] | 73 | public static double StandardDeviation(this IEnumerable<double> values) {
|
---|
[2] | 74 | return Math.Sqrt(Variance(values));
|
---|
| 75 | }
|
---|
| 76 |
|
---|
| 77 | /// <summary>
|
---|
[3452] | 78 | /// Calculates the variance of values. (sum (x - x_mean)² / n)
|
---|
[2] | 79 | /// </summary>
|
---|
| 80 | /// <param name="values"></param>
|
---|
| 81 | /// <returns></returns>
|
---|
[3452] | 82 | public static double Variance(this IEnumerable<double> values) {
|
---|
[3984] | 83 | int m_n = 0;
|
---|
| 84 | double m_oldM = 0.0;
|
---|
| 85 | double m_newM = 0.0;
|
---|
| 86 | double m_oldS = 0.0;
|
---|
| 87 | double m_newS = 0.0;
|
---|
| 88 | foreach (double x in values) {
|
---|
| 89 | m_n++;
|
---|
| 90 | if (m_n == 1) {
|
---|
| 91 | m_oldM = m_newM = x;
|
---|
| 92 | m_oldS = 0.0;
|
---|
| 93 | } else {
|
---|
| 94 | m_newM = m_oldM + (x - m_oldM) / m_n;
|
---|
| 95 | m_newS = m_oldS + (x - m_oldM) * (x - m_newM);
|
---|
[2] | 96 |
|
---|
[3984] | 97 | // set up for next iteration
|
---|
| 98 | m_oldM = m_newM;
|
---|
| 99 | m_oldS = m_newS;
|
---|
[2] | 100 | }
|
---|
| 101 | }
|
---|
[3984] | 102 | return ((m_n > 1) ? m_newS / (m_n - 1) : 0.0);
|
---|
[2] | 103 | }
|
---|
[4652] | 104 |
|
---|
| 105 | /// <summary>
|
---|
| 106 | /// Calculates the pth percentile of the values.
|
---|
| 107 | /// </summary
|
---|
| 108 | public static double Percentile(this IEnumerable<double> values, double p) {
|
---|
[5809] | 109 | // iterate only once
|
---|
| 110 | double[] valuesArr = values.ToArray();
|
---|
| 111 | int n = valuesArr.Length;
|
---|
| 112 | if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
|
---|
| 113 | if (n == 1) return values.ElementAt(0);
|
---|
[4652] | 114 |
|
---|
[5809] | 115 | if (p.IsAlmost(0.0)) return valuesArr[0];
|
---|
| 116 | if (p.IsAlmost(1.0)) return valuesArr[n - 1];
|
---|
[4652] | 117 |
|
---|
| 118 | double t = p * (n - 1);
|
---|
| 119 | int index = (int)Math.Floor(t);
|
---|
| 120 | double percentage = t - index;
|
---|
[5809] | 121 | return valuesArr[index] * (1 - percentage) + valuesArr[index + 1] * percentage;
|
---|
[4652] | 122 | }
|
---|
[5809] | 123 |
|
---|
| 124 | public static IEnumerable<double> LimitToRange(this IEnumerable<double> values, double min, double max) {
|
---|
[8531] | 125 | if (min > max) throw new ArgumentException(string.Format("Minimum {0} is larger than maximum {1}.", min, max));
|
---|
[5809] | 126 | foreach (var x in values) {
|
---|
| 127 | if (double.IsNaN(x)) yield return (max + min) / 2.0;
|
---|
| 128 | else if (x < min) yield return min;
|
---|
| 129 | else if (x > max) yield return max;
|
---|
| 130 | else yield return x;
|
---|
| 131 | }
|
---|
| 132 | }
|
---|
[2] | 133 | }
|
---|
| 134 | }
|
---|