#region License Information
/* HeuristicLab
* Copyright (C) 2002-2010 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.Text;
using System.Linq;
namespace HeuristicLab.Common {
public static class EnumerableStatisticExtensions {
///
/// Calculates the median element of the enumeration.
///
///
///
public static double Median(this IEnumerable values) {
int n = values.Count();
if (n == 0) throw new InvalidOperationException("Enumeration contains no elements.");
double[] sortedValues = new double[n];
int i = 0;
foreach (double x in values)
sortedValues[i++] = x;
Array.Sort(sortedValues);
// return the middle element (if n is uneven) or the average of the two middle elements if n is even.
if (n % 2 == 1) {
return sortedValues[n / 2];
} else {
return (sortedValues[(n / 2) - 1] + sortedValues[n / 2]) / 2.0;
}
}
///
/// Calculates the standard deviation of values.
///
///
///
public static double StandardDeviation(this IEnumerable values) {
return Math.Sqrt(Variance(values));
}
///
/// Calculates the variance of values. (sum (x - x_mean)² / n)
///
///
///
public static double Variance(this IEnumerable values) {
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;
}
}
return ((m_n > 1) ? m_newS / (m_n - 1) : 0.0);
}
}
}