private static double IntegrateCdf(ISampler <double> sampler, double x, int trials)
{
var success = 0;
for (var i = 0; i < trials; i++)
{
if (sampler.GetNext() <= x)
{
++success;
}
}
return((double)success / trials);
}
public static double IntegrateMultivariateCdf(ISampler <double[]> sampler, double[] x, int trials)
{
var success = 0;
for (var i = 0; i < trials; i++)
{
var l = sampler.GetNext();
if (LessThan(l, x))
{
++success;
}
}
return((double)success / trials);
/// <summary>
/// Draws <paramref name="n"/> values from the sampler and returns them as an array.
/// </summary>
/// <param name="sampler">
/// The sampler to draw observations from.
/// </param>
/// <param name="n">
/// The number of observations to draw.
/// </param>
/// <typeparam name="T">
/// The type of the values that are sampled.
/// </typeparam>
/// <returns>
/// An array containing <paramref name="n"/> observations drawn from sampler.
/// </returns>
/// <exception cref="ArgumentNullException">
/// If <paramref name="sampler"/> is null.
/// </exception>
/// <exception cref="ArgumentException">
/// If <paramref name="n"/> is less than zero.
/// </exception>
public static T[] GetNext <T>(this ISampler <T> sampler, int n)
{
if (sampler is null)
{
throw new ArgumentNullException(nameof(sampler));
}
if (n < 0)
{
throw new ArgumentException("value must be positive", nameof(n));
}
var result = new T[n];
for (var i = 0; i < result.Length; i++)
{
result[i] = sampler.GetNext();
}
return(result);
}
public void TestGetNextArrayNull(ISampler <double> nullSampler)
{
Assert.Throws <ArgumentNullException>(() => _ = nullSampler.GetNext(1));
}