//******************************************************************************************************//  NumericalAnalysisExtensions.cs - Gbtc////  Copyright © 2012, Grid Protection Alliance.  All Rights Reserved.////  Licensed to the Grid Protection Alliance (GPA) under one or more contributor license agreements. See//  the NOTICE file distributed with this work for additional information regarding copyright ownership.//  The GPA licenses this file to you under the MIT License (MIT), the "License"; you may//  not use this file except in compliance with the License. You may obtain a copy of the License at:////      http://www.opensource.org/licenses/MIT////  Unless agreed to in writing, the subject software distributed under the License is distributed on an//  "AS-IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. Refer to the//  License for the specific language governing permissions and limitations.////  Code Modification History://  ----------------------------------------------------------------------------------------------------//  09/18/2008 - J. Ritchie Carroll//       Generated original version of source code.//  09/14/2009 - Stephen C. Wills//       Added new header and license agreement.//  12/14/2012 - Starlynn Danyelle Gilliam//       Modified Header.//  01/19/2017 - J. Ritchie Carroll//       Added option to handle sample size calculations, i.e., n - 1////****************************************************************************************************** using System;using System.Collections.Generic;using System.Linq; namespace GSF.NumericalAnalysis{    /// <summary>    /// Defines extension functions related to numerical analysis over a sequence of data.    /// </summary>    public static class NumericalAnalysisExtensions    {        /// <summary>        /// Computes the standard deviation over a sequence of <see cref="double"/> values.        /// </summary>        /// <param name="source">Source data sample.</param>        /// <param name="calculateForSample">Set to <c>true</c> to calculate for estimated population size, or <c>false</c> for full population.</param>        /// <returns>The standard deviation of the sequence.</returns>        /// <exception cref="ArgumentNullException"><paramref name="source"/> is <c>null</c>.</exception>        /// <exception cref="ArgumentOutOfRangeException"><paramref name="source"/> does not contain enough values to produce a result.</exception>        public static double StandardDeviation(this IEnumerable<double> source, bool calculateForSample = false)        {            if ((object)source == null)                throw new ArgumentNullException(nameof(source), "source is null");             double[] values = source as double[] ?? source.ToArray();            int sampleCount = values.Length - (calculateForSample ? 1 : 0);             if (sampleCount < 1)                throw new ArgumentOutOfRangeException(nameof(source), "Not enough sample values provided to produce a result");             double sampleAverage = values.Average();            double totalVariance = values.Select(item => item - sampleAverage).Select(deviation => deviation * deviation).Sum();             return Math.Sqrt(totalVariance / sampleCount);        }         /// <summary>        /// Computes the standard deviation over a sequence of <see cref="double"/> values.        /// </summary>        /// <param name="source">Source data sample.</param>        /// <param name="selector">Used to map value from enumerable of <typeparamref name="T"/> to enumerable of <see cref="double"/>.</param>        /// <param name="calculateForSample">Set to <c>true</c> to calculate for estimated population size, or <c>false</c> for full population.</param>        /// <returns>The standard deviation of the sequence.</returns>        /// <exception cref="ArgumentNullException"><paramref name="source"/> is <c>null</c>.</exception>        /// <exception cref="ArgumentOutOfRangeException"><paramref name="source"/> does not contain enough values to produce a result.</exception>        /// <typeparam name="T">Type of source used to extract double.</typeparam>        public static double StandardDeviation<T>(this IEnumerable<T> source, Func<T, double> selector, bool calculateForSample = false)        {            if ((object)source == null)                throw new ArgumentNullException(nameof(source), "source is null");             return source.Select(selector).StandardDeviation(calculateForSample);        }         /// <summary>        /// Computes the standard deviation over a sequence of <see cref="decimal"/> values.        /// </summary>        /// <param name="source">Source data sample.</param>        /// <param name="calculateForSample">Set to <c>true</c> to calculate for estimated population size, or <c>false</c> for full population.</param>        /// <returns>The standard deviation of the sequence.</returns>        /// <exception cref="ArgumentNullException"><paramref name="source"/> is <c>null</c>.</exception>        /// <exception cref="ArgumentOutOfRangeException"><paramref name="source"/> does not contain enough values to produce a result.</exception>        public static decimal StandardDeviation(this IEnumerable<decimal> source, bool calculateForSample = false)        {            if ((object)source == null)                throw new ArgumentNullException(nameof(source), "source is null");             decimal[] values = source as decimal[] ?? source.ToArray();            int sampleCount = values.Length - (calculateForSample ? 1 : 0);             if (sampleCount < 1)                throw new ArgumentOutOfRangeException(nameof(source), "Not enough sample values provided to produce a result");             decimal sampleAverage = values.Average();            decimal totalVariance = values.Select(item => item - sampleAverage).Select(deviation => deviation * deviation).Sum();             return (decimal)Math.Sqrt((double)(totalVariance / sampleCount));        }         /// <summary>        /// Computes the standard deviation over a sequence of <see cref="decimal"/> values.        /// </summary>        /// <param name="source">Source data sample.</param>        /// <param name="selector">Used to map value from enumerable of <typeparamref name="T"/> to enumerable of <see cref="decimal"/>.</param>        /// <param name="calculateForSample">Set to <c>true</c> to calculate for estimated population size, or <c>false</c> for full population.</param>        /// <returns>The standard deviation of the sequence.</returns>        /// <exception cref="ArgumentNullException"><paramref name="source"/> is <c>null</c>.</exception>        /// <exception cref="ArgumentOutOfRangeException"><paramref name="source"/> does not contain enough values to produce a result.</exception>        /// <typeparam name="T">Type of source used to extract decimal.</typeparam>        public static decimal StandardDeviation<T>(this IEnumerable<T> source, Func<T, decimal> selector, bool calculateForSample = false)        {            if ((object)source == null)                throw new ArgumentNullException(nameof(source), "source is null");             return source.Select(selector).StandardDeviation(calculateForSample);        }         /// <summary>        /// Computes the standard deviation over a sequence of <see cref="float"/> values.        /// </summary>        /// <param name="source">Source data sample.</param>        /// <param name="calculateForSample">Set to <c>true</c> to calculate for estimated population size, or <c>false</c> for full population.</param>        /// <returns>The standard deviation of the sequence.</returns>        /// <exception cref="ArgumentNullException"><paramref name="source"/> is <c>null</c>.</exception>        /// <exception cref="ArgumentOutOfRangeException"><paramref name="source"/> does not contain enough values to produce a result.</exception>        public static float StandardDeviation(this IEnumerable<float> source, bool calculateForSample = false)        {            if ((object)source == null)                throw new ArgumentNullException(nameof(source), "source is null");             float[] values = source as float[] ?? source.ToArray();            int sampleCount = values.Length - (calculateForSample ? 1 : 0);             if (sampleCount < 1)                throw new ArgumentOutOfRangeException(nameof(source), "Not enough sample values provided to produce a result");             float sampleAverage = values.Average();            float totalVariance = values.Select(item => item - sampleAverage).Select(deviation => deviation * deviation).Sum();             return (float)Math.Sqrt(totalVariance / sampleCount);        }         /// <summary>        /// Computes the standard deviation over a sequence of <see cref="float"/> values.        /// </summary>        /// <param name="source">Source data sample.</param>        /// <param name="selector">Used to map value from enumerable of <typeparamref name="T"/> to enumerable of <see cref="float"/>.</param>        /// <param name="calculateForSample">Set to <c>true</c> to calculate for estimated population size, or <c>false</c> for full population.</param>        /// <returns>The standard deviation of the sequence.</returns>        /// <exception cref="ArgumentNullException"><paramref name="source"/> is <c>null</c>.</exception>        /// <exception cref="ArgumentOutOfRangeException"><paramref name="source"/> does not contain enough values to produce a result.</exception>        /// <typeparam name="T">Type of source used to extract float.</typeparam>        public static float StandardDeviation<T>(this IEnumerable<T> source, Func<T, float> selector, bool calculateForSample = false)        {            if ((object)source == null)                throw new ArgumentNullException(nameof(source), "source is null");             return source.Select(selector).StandardDeviation(calculateForSample);        }    }}