Changeset 14011
 Timestamp:
 07/06/16 19:46:28 (7 years ago)
 File:

 1 edited
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trunk/sources/HeuristicLab.Common/3.3/EnumerableStatisticExtensions.cs
r13059 r14011 164 164 165 165 /// <summary> 166 /// Calculates the s tandard deviation of values.166 /// Calculates the sample standard deviation of values. 167 167 /// </summary> 168 168 /// <param name="values"></param> … … 173 173 174 174 /// <summary> 175 /// Calculates the variance of values. (sum (x  x_mean)² / n) 175 /// Calculates the population standard deviation of values. 176 /// </summary> 177 /// <param name="values"></param> 178 /// <returns></returns> 179 public static double StandardDeviationPop(this IEnumerable<double> values) { 180 return Math.Sqrt(VariancePop(values)); 181 } 182 183 /// <summary> 184 /// Calculates the sample variance of values. (sum (x  x_mean)² / (n1)) 176 185 /// </summary> 177 186 /// <param name="values"></param> 178 187 /// <returns></returns> 179 188 public static double Variance(this IEnumerable<double> values) { 189 return Variance(values, true); 190 } 191 192 /// <summary> 193 /// Calculates the population variance of values. (sum (x  x_mean)² / n) 194 /// </summary> 195 /// <param name="values"></param> 196 /// <returns></returns> 197 public static double VariancePop(this IEnumerable<double> values) { 198 return Variance(values, false); 199 } 200 201 private static double Variance(IEnumerable<double> values, bool sampleVariance) { 180 202 int m_n = 0; 181 203 double m_oldM = 0.0; … … 197 219 } 198 220 } 199 return ((m_n > 1) ? m_newS / (m_n  1) : 0.0); 221 222 if (m_n == 0) return double.NaN; 223 if (m_n == 1) return 0.0; 224 225 if (sampleVariance) return m_newS / (m_n  1); 226 else return m_newS / m_n; 200 227 } 201 228
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