public void ValidateCumulativeDistribution(double shape, double scale, double x, double cdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(cdf, n.CumulativeDistribution(x), 14);
}
public void ValidateSkewness(double shape, double invScale, double skewness)
{
var n = new Gamma(shape, invScale);
AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, 15);
}
public void ValidateMean(double a, double c, double k, double mean)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(mean, n.Mean, highPrecision);
}
public void ValidateCumulativeDistribution(double alpha, double beta, double scale, double location, double x, double cdf)
{
var n = new Stable(alpha, beta, scale, location);
AssertHelpers.AlmostEqualRelative(cdf, n.CumulativeDistribution(x), 15);
}
public void ValidateStdDev(double shape, double invScale, double sdev)
{
var n = new Gamma(shape, invScale);
AssertHelpers.AlmostEqualRelative(sdev, n.StdDev, 15);
}
public void ValidateEntropy(double p)
{
var b = new Bernoulli(p);
AssertHelpers.AlmostEqualRelative(-((1.0 - p) * Math.Log(1.0 - p)) - (p * Math.Log(p)), b.Entropy, 14);
}
public void ValidateSkewness(double a, double b, double skewness)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, 14);
}
public void ValidateDensityLn(double location, double scale, double dof, double x, double p)
{
var n = new StudentT(location, scale, dof);
AssertHelpers.AlmostEqualRelative(p, n.DensityLn(x), 13);
}
public void ValidateEntropy(double s, int n, double e)
{
var d = new Zipf(s, n);
AssertHelpers.AlmostEqualRelative(e, d.Entropy, 15);
}
public void ValidateMoments(double scale, double shape, double truncation, int order, double value)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(value, n.GetMoment(order), highPrecision);
}
public void ValidateSkewness(double scale, double shape, double truncation, double skewness)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, highPrecision);
}
public void ValidateStandardDeviation(double scale, double shape, double truncation, double std)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(std, n.StdDev, highPrecision);
}
public void ValidateVariance(double scale, double shape, double truncation, double variance)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(variance, n.Variance, highPrecision);
}
public void ValidateMean(double scale, double shape, double truncation, double mean)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(mean, n.Mean, highPrecision);
}
public void ErfcCanMatchLargePrecision(double x, double f)
{
AssertHelpers.AlmostEqualRelative(f, SpecialFunctions.Erfc(x), 13);
}
public void StruveL1Exact(double x, double expected)
{
AssertHelpers.AlmostEqualRelative(expected, SpecialFunctions.StruveL1(x), 14);
}
public void CanComputeNormP(int p, double expected)
{
var vector = CreateVector(Data);
AssertHelpers.AlmostEqualRelative(expected, vector.Norm(p), 14);
}
//[TestCase(100.0, 0.636556)] Needs direct approximation
public void BesselI1MStruveL1Exact(double x, double expected)
{
// Abramowitz/Stegun Table 12.1, 12.2
AssertHelpers.AlmostEqualRelative(expected, SpecialFunctions.BesselI1MStruveL1(x), 5);
}
public void ValidateEntropy(double a, double b, double entropy)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqualRelative(entropy, n.Entropy, 13);
}
public void ValidateEntropy(int l, int u, double e)
{
var du = new DiscreteUniform(l, u);
AssertHelpers.AlmostEqualRelative(e, du.Entropy, 14);
}
public void ValidateDensityLn(double alpha, double beta, double scale, double location, double x, double dln)
{
var n = new Stable(alpha, beta, scale, location);
AssertHelpers.AlmostEqualRelative(dln, n.DensityLn(x), 15);
}
public void ValidateProbabilityLn(double p, int n, int x, double dln)
{
var b = new Binomial(p, n);
AssertHelpers.AlmostEqualRelative(dln, b.ProbabilityLn(x), 14);
}
public void ValidateVariance(double shape, double invScale, double var)
{
var n = new Gamma(shape, invScale);
AssertHelpers.AlmostEqualRelative(var, n.Variance, 15);
}
public void ValidateEntropy(double p, int n, double e)
{
var b = new Binomial(p, n);
AssertHelpers.AlmostEqualRelative(e, b.Entropy, 14);
}
public void ValidateEntropy(double shape, double invScale, double entropy)
{
var n = new Gamma(shape, invScale);
AssertHelpers.AlmostEqualRelative(entropy, n.Entropy, 12);
}
public void CanComputeDotProduct()
{
var result = Control.LinearAlgebraProvider.DotProduct(_x, _y);
AssertHelpers.AlmostEqualRelative(152.35, result, 15);
}
public void ValidateMode(double a, double c, double k, double mode)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(mode, n.Mode, highPrecision);
}
public void ErfInv(double x, double f)
{
AssertHelpers.AlmostEqualRelative(x, SpecialFunctions.ErfInv(f), 5);
}
public void ValidateVariance(double a, double c, double k, double variance)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(variance, n.Variance, highPrecision);
}
public void ValidateDensityLn(double shape, double scale, double x, double pdfln)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(pdfln, n.DensityLn(x), 14);
}