Beispiel #1
0
        public void ConstructorTest()
        {
            // Create a new Anderson Darling distribution (A²) for comparing against a Gaussian
            var a2 = new AndersonDarlingDistribution(AndersonDarlingDistributionType.Normal, 30);

            double median = a2.Median;                                   // 0.33089957635450062

            double chf  = a2.CumulativeHazardFunction(x: 0.27);          // 0.42618068373640966
            double cdf  = a2.DistributionFunction(x: 0.27);              // 0.34700165471995292
            double ccdf = a2.ComplementaryDistributionFunction(x: 0.27); // 0.65299834528004708
            double icdf = a2.InverseDistributionFunction(p: cdf);        // 0.27000000012207787

            string str = a2.ToString(CultureInfo.InvariantCulture);      // "A²(x; n = 30)"

            Assert.AreEqual(0.33089957635450062, median);
            Assert.AreEqual(0.42618068373640966, chf);
            Assert.AreEqual(0.34700165471995292, cdf);
            Assert.AreEqual(0.65299834528004708, ccdf);
            Assert.AreEqual(0.27, icdf, 1e-6);
            Assert.AreEqual("A²(x; n = 30)", str);

            Assert.IsFalse(Double.IsNaN(median));

            var range1 = a2.GetRange(0.95);
            var range2 = a2.GetRange(0.99);
            var range3 = a2.GetRange(0.01);

            Assert.AreEqual(0.1552371857564955, range1.Min);
            Assert.AreEqual(0.73303544269106991, range1.Max);
            Assert.AreEqual(0.11507415861447158, range2.Min);
            Assert.AreEqual(1.0, range2.Max);
            Assert.AreEqual(0.1150741586144715, range3.Min);
            Assert.AreEqual(1.0, range3.Max);
        }
        public void uniform_test()
        {
            // Create a new Anderson Darling distribution (A²) for comparing against a Uniform distribution
            var a2 = new AndersonDarlingDistribution(AndersonDarlingDistributionType.Uniform, 10);

            double median = a2.Median;

            double chf  = a2.CumulativeHazardFunction(x: 0.27);
            double cdf  = a2.DistributionFunction(x: 0.27);
            double ccdf = a2.ComplementaryDistributionFunction(x: 0.27);
            double icdf = a2.InverseDistributionFunction(p: cdf);

            string str = a2.ToString(CultureInfo.InvariantCulture); // "A²(x; n = 30)"

            Assert.AreEqual(0.76936270639003257, median, 1e-6);
            Assert.AreEqual(0.0424239540571123, chf, 1e-6);
            Assert.AreEqual(0.041536650001198654, cdf, 1e-6);
            Assert.AreEqual(0.95846334999880134, ccdf, 1e-6);
            Assert.AreEqual(0.27, icdf, 1e-6);
            Assert.AreEqual("A²(x; n = 10)", str);

            Assert.IsFalse(Double.IsNaN(median));

            var range1 = a2.GetRange(0.95);
            var range2 = a2.GetRange(0.99);
            var range3 = a2.GetRange(0.01);

            Assert.AreEqual(0.28254198132705227, range1.Min, 1e-6);
            Assert.AreEqual(2.5127111321231137, range1.Max, 1e-6);
            Assert.AreEqual(0.20232764997988909, range2.Min, 1e-6);
            Assert.AreEqual(3.9195747018635374, range2.Max, 1e-6);
            Assert.AreEqual(0.20232764997988903, range3.Min, 1e-6);
            Assert.AreEqual(3.9195747018635374, range3.Max, 1e-6);

            Assert.AreEqual(0, a2.Support.Min);
            Assert.AreEqual(Double.PositiveInfinity, a2.Support.Max);

            Assert.AreEqual(a2.InverseDistributionFunction(0), a2.Support.Min);
            Assert.AreEqual(a2.InverseDistributionFunction(1), a2.Support.Max);
        }