A Simple C# Statistics Library
I built this library originally to assist in statistical analysis of market trends in the game Eve Online. I originally posted this library on SourceForge (https://sourceforge.net/projects/cstatisticslibr/) including a DLL package. I am migrating it to GitHub in order to leverage GitHub's better update infrastructure as well as keep all of my other projects in one place.
This class contains basic Statistics functionality. It takes an array of values (int, float, double) and performs analysis on that array.
Mean
Returns the average of all values in the dataset.
Median
Returns the median value in the dataset. For datasets with a shared median value, this method returns the average of the two.
Mode
Returns the most common value in the dataset. If there is a tie, the smallest value will be returned.
StandardizedScore
Returns the Z Score of a given value, which is the difference of the mean divided by the standard deviation.
Min
Returns the smallest value in the dataset.
Max
Returns the largest value in the dataset.
Range
Returns the difference between the Max and Min values.
FirstQuartile
Returns the first quartile, or median of the lower half of the dataset.
ThirdQuartile
Returns the third quartile, or median of the upper half of the dataset.
InterquartileRange
Returns the different between the third and first quartile values.
PopulationVariance
Returns the variance of the population dataset.
PopulationStandardDeviation
Returns the standard deviation of the population dataset.
PopulationSkewness
Returns the skewness of the population dataset. See below for more information about skewness and kurtosis.
PopulationKurtosis
Returns the kurtosis of the population dataset.
SampleVariance
Returns the variance of the sample dataset.
SampleStandardDeviation
Returns the standard deviation of the sample dataset.
SampleSkewness
Returns the skewness of the sample dataset. See below for more information about skewness and kurtosis.
SampleKurtosis
Returns the kurtosis of the sample dataset.
###Helper Methods SumOf(params Funct<double, double>[] fns)
Returns the aggregated sum of values after being passed to the provided function callbacks. Useful for generating a sum of the difference of squares for the variance formulas.
MedianWith(IEnumerable items)
Returns the median of a subset of items.
###Additional information
Skewness Skewness is the ratio of the third moment of the mean (sum of difference of cubes) and the standard deviation.
Kurtosis Kurtosis is the ratio of the fourth moment of the mean (sum of difference of fourths) and the second moment of the mean (sum of difference of squares).