Math.Net 的统计数据

Question

如何使用 Math.NET 计算第 99.5 个百分位数？

98 个百分点是

MathNet.Numerics.Statistics.Statistics.Percentile(valuesInDecile, 100 - 2)

99 个百分点是

MathNet.Numerics.Statistics.Statistics.Percentile(valuesInDecile, 100 - 1)

对于非整数 p 值，它表示使用四分位数函数。应该如何使用它 returns NaN for

MathNet.Numerics.Statistics.Statistics.Quantile(valuesInDecile, 100 - 0.5f)

我正在尝试 运行 的数据集：

0.0353737
0.0009659
0.0005655
0.0053452
0.0402773
0.0018171
0.0193516
0.0003455
0.0505242
0.0539421
0.0363619
0.0293928
0.0356062
0.0352433
0.0577016
0.0529182
0.0015018
0.0436227
0.0042247
0.0157081
0.0112555
0.0061088
0.0319852
0.020557
0.0106685
0.029806
0.0053733
0.0965764
0.0001344
0.0033052
0.0080388
0.0189088
0.024258
0.0254075
0.0852993
0.0055825
0.0712195
0.0682945
0.013282

Answer 1

尝试：

MathNet.Numerics.Statistics.Statistics.Quantile(valuesInDecile, 1d - 0.005d)

Instead of grouping into 4 or 100 boxes, quantiles generalize the concept to an infinite number of boxes and thus to arbitrary real numbers tau between 0.0 and 1.0, where 0.0 represents the minimum value, 0.5 the median and 1.0 the maximum value.
Quantiles | Descriptive Statistics