public void CanCreateWeibull([Values(1.0, 10.0)] double shape, [Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double scale)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(shape, n.Shape);
Assert.AreEqual(scale, n.Scale);
}
public void CanCreateWeibull(double shape, double scale)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(shape, n.Shape);
Assert.AreEqual(scale, n.Scale);
}
public void ValidateToString()
{
System.Threading.Thread.CurrentThread.CurrentCulture = System.Globalization.CultureInfo.InvariantCulture;
var n = new Weibull(1d, 2d);
Assert.AreEqual("Weibull(k = 1, λ = 2)", n.ToString());
}
public static double WEIBULL(double x, double shape, double scale, bool state)
{
if (state == false)
{
return(Weibull.PDF(shape, scale, x));
}
return(Weibull.CDF(shape, scale, x));
}
public void CanEstimateParameters(double shape, double scale)
{
var original = new Weibull(shape, scale, new Random(100));
var estimated = Weibull.Estimate(original.Samples().Take(10000));
AssertHelpers.AlmostEqualRelative(shape, estimated.Shape, 1);
AssertHelpers.AlmostEqualRelative(scale, estimated.Scale, 1);
}
public void ValidateMode(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.0, 0.0, 9.8951925820621439264623017041980483215553841533709, 0.98951925820621439264623017041980483215553841533709)] double mode)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(mode, n.Mode);
}
public void ValidateMedian(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.069314718055994530941723212145817656807550013436026, 0.69314718055994530941723212145817656807550013436026, 9.6401223546778973665856033763604752124634905617583, 0.96401223546778973665856033763604752124634905617583)] double median)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(median, n.Median, 13);
}
public void ValidateStdDev(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.1, 1.0, 1.1445721940300799194124723631014002560036613065794, 0.11445721940300799194124723631014002560036613065794)] double sdev)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(sdev, n.StdDev, 13);
}
public void ValidateVariance(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.01, 1.0, 1.3100455073468309147154581687505295026863354547057, 0.013100455073468309147154581687505295026863354547057)] double var)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(var, n.Variance, 13);
}
public void ValidateMean(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.1, 1.0, 9.5135076986687318362924871772654021925505786260884, 0.95135076986687318362924871772654021925505786260884)] double mean)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(mean, n.Mean, 13);
}
public void ValidateSkewness(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(2.0, 2.0, -0.63763713390314440916597757156663888653981696212127, -0.63763713390314440916597757156663888653981696212127)] double skewness)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(skewness, n.Skewness, 11);
}
public void ValidateCumulativeDistribution(
[Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape,
[Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale,
[Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x,
[Values(0.0, 0.99995460007023751514846440848443944938976208191113, 0.99999999999999999999999999999999999999999996279924, 0.0, 0.63212055882855767840447622983853913255418886896823, 0.99995460007023751514846440848443944938976208191113, 0.0, 9.9999999995000000000166666666662500000000083333333e-11, 0.63212055882855767840447622983853913255418886896823, 0.0, 0.63212055882855767840447622983853913255418886896823, 1.0)] double cdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 15);
}
public void ValidateDensity(
[Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape,
[Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale,
[Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x,
[Values(10.0, 0.00045399929762484851535591515560550610237918088866565, 3.7200759760208359629596958038631183373588922923768e-43, 1.0, 0.36787944117144232159552377016146086744581113103177, 0.000045399929762484851535591515560550610237918088866565, 0.0, 9.9999999990000000000499999999983333333333750000000e-10, 0.36787944117144232159552377016146086744581113103177, 0.0, 3.6787944117144232159552377016146086744581113103177, 0.0)] double pdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(pdf, n.Density(x), 14);
}
public void ValidateDensityLn(
[Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape,
[Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale,
[Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x,
[Values(2.3025850929940456840179914546843642076011014886288, -7.6974149070059543159820085453156357923988985113712, -97.697414907005954315982008545315635792398898511371, 0.0, -1.0, -10.0, Double.NegativeInfinity, -20.723265837046411156161923092159277868409913397659, -1.0, Double.NegativeInfinity, 1.3025850929940456840179914546843642076011014886288, -9.999999976974149070059543159820085453156357923988985113712e9)] double pdfln)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
}
public void AG_TimeTargetEQ1()
{
Double beta = 1.0, eta = 2.0, W = 1000.0, deltaY = 0.005;
Double alpha = 1.0 / (1.0 + 0.0525);
Int32 NY = 30;
Int32 numIter = 0;
String errorMessage = null;
Int32 y = Weibull.TimeTarget(eta, beta, NY, deltaY, W, alpha, true, out numIter, out errorMessage);
Assert.IsTrue(y < 0);
}
public void AE_TimeTargetGT1()
{
Double beta = 2.85894, eta = 7.50274, W = 1000.0, deltaY = 0.005;
Double alpha = 1.0 / (1.0 + 0.0525);
Int32 NY = 30;
Int32 numIter = 0;
String errorMessage = null;
Int32 y = Weibull.TimeTarget(eta, beta, NY, deltaY, W, alpha, true, out numIter, out errorMessage);
Assert.IsTrue(y > 0, errorMessage);
Assert.IsTrue(y == 32, "y<>32");
}
public void AD_TimeTargetBetaLT1()
{
Double beta = 0.5, eta = 2.0, W = 1000.0, deltaY = 0.005;
Double alpha = 1.0 / (1.0 + 0.0525);
Int32 NY = 30;
Int32 numIter = 0;
String errorMessage = null;
Int32 y = Weibull.TimeTargetBetaLTOne(eta, beta, NY, deltaY, W, alpha, true, out numIter, out errorMessage);
Assert.IsTrue(y > 0, errorMessage);
Assert.IsTrue(y == 123, "y<>123");
}
public static void weibull_cdf_values_test()
//****************************************************************************80
//
// Purpose:
//
// WEIBULL_CDF_VALUES_TEST tests WEIBULL_CDF_VALUES.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 12 June 2007
//
// Author:
//
// John Burkardt
//
{
double alpha = 0;
double beta = 0;
double fx = 0;
double x = 0;
Console.WriteLine("");
Console.WriteLine("WEIBULL_CDF_VALUES_TEST:");
Console.WriteLine(" WEIBULL_CDF_VALUES returns values of ");
Console.WriteLine(" the Weibull Cumulative Density Function.");
Console.WriteLine("");
Console.WriteLine(" Alpha Beta X CDF(X)");
Console.WriteLine("");
int n_data = 0;
for (;;)
{
Weibull.weibull_cdf_values(ref n_data, ref alpha, ref beta, ref x, ref fx);
if (n_data == 0)
{
break;
}
Console.WriteLine(" "
+ alpha.ToString(CultureInfo.InvariantCulture).PadLeft(8) + " "
+ beta.ToString(CultureInfo.InvariantCulture).PadLeft(8) + " "
+ x.ToString(CultureInfo.InvariantCulture).PadLeft(8) + " "
+ fx.ToString("0.################").PadLeft(24) + "");
}
}
public void ValidateVariance(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.01, 1.0, 1.3100455073468309147154581687505295026863354547057, 0.013100455073468309147154581687505295026863354547057)] double var)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(var, n.Variance, 13);
}
public void CanSampleStatic()
{
Weibull.Sample(new Random(0), 1.0, 1.0);
}
public void ValidateMaximum()
{
var n = new Weibull(1.0, 1.0);
Assert.AreEqual(Double.PositiveInfinity, n.Maximum);
}
public void ValidateMedian(double shape, double scale, double median)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(median, n.Median, 13);
}
public void ValidateSkewness(double shape, double scale, double skewness)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, 10);
}
public void ValidateVariance(double shape, double scale, double var)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(var, n.Variance, 12);
}
public void ValidateDensityLn(double shape, double scale, double x, double pdfln)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
}
public void ValidateCumulativeDistribution(double shape, double scale, double x, double cdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 15);
}
public void SetShapeFailsWithNegativeShape(double shape)
{
var n = new Weibull(1.0, 1.0);
n.Shape = shape;
}
public void SetScaleFailsWithNegativeScale(double scale)
{
var n = new Weibull(1.0, 1.0);
n.Scale = scale;
}
public void CanSetShape(double shape)
{
var n = new Weibull(1.0, 1.0);
n.Shape = shape;
}
public void CanSetScale(double scale)
{
var n = new Weibull(1.0, 1.0);
n.Scale = scale;
}
public void SetShapeFailsWithNegativeShape([Values(-1.0, -0.0, 0.0)] double shape)
{
var n = new Weibull(1.0, 1.0);
Assert.Throws<ArgumentOutOfRangeException>(() => n.Shape = shape);
}
public void ValidateStdDev(double shape, double scale, double sdev)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(sdev, n.StdDev, 12);
}
public void SetScaleFailsWithNegativeScale(double scale)
{
var n = new Weibull(1.0, 1.0);
Assert.Throws<ArgumentOutOfRangeException>(() => n.Scale = scale);
}
public void ValidateMode(double shape, double scale, double mode)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(mode, n.Mode);
}
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 ValidateMinimum()
{
var n = new Weibull(1.0, 1.0);
Assert.AreEqual(0.0, n.Minimum);
}
public void ValidateMode(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.0, 0.0, 9.8951925820621439264623017041980483215553841533709, 0.98951925820621439264623017041980483215553841533709)] double mode)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(mode, n.Mode);
}
public void ValidateDensityLn(double shape, double scale, double x, double pdfln)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(pdfln, n.DensityLn(x), 14);
}
public void ValidateStdDev(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.1, 1.0, 1.1445721940300799194124723631014002560036613065794, 0.11445721940300799194124723631014002560036613065794)] double sdev)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(sdev, n.StdDev, 13);
}
public void CanSampleSequenceStatic()
{
var ied = Weibull.Samples(new Random(0), 1.0, 1.0);
GC.KeepAlive(ied.Take(5).ToArray());
}
private static void weibull_cdf_test()
//****************************************************************************80
//
// Purpose:
//
// WEIBULL_CDF_TEST tests WEIBULL_CDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 06 April 2016
//
// Author:
//
// John Burkardt
//
{
int i;
int seed = 123456789;
Console.WriteLine("");
Console.WriteLine("WEIBULL_CDF_TEST");
Console.WriteLine(" WEIBULL_CDF evaluates the Weibull CDF;");
Console.WriteLine(" WEIBULL_CDF_INV inverts the Weibull CDF.");
Console.WriteLine(" WEIBULL_PDF evaluates the Weibull PDF;");
double a = 2.0;
double b = 3.0;
double c = 4.0;
Console.WriteLine("");
Console.WriteLine(" PDF parameter A = " + a + "");
Console.WriteLine(" PDF parameter B = " + b + "");
Console.WriteLine(" PDF parameter C = " + c + "");
if (!Weibull.weibull_check(a, b, c))
{
Console.WriteLine("");
Console.WriteLine("WEIBULL_CDF_TEST - Fatal error!");
Console.WriteLine(" The parameters are not legal.");
return;
}
Console.WriteLine("");
Console.WriteLine(" X PDF CDF CDF_INV");
Console.WriteLine("");
for (i = 1; i <= 10; i++)
{
double x = Weibull.weibull_sample(a, b, c, ref seed);
double pdf = Weibull.weibull_pdf(x, a, b, c);
double cdf = Weibull.weibull_cdf(x, a, b, c);
double x2 = Weibull.weibull_cdf_inv(cdf, a, b, c);
Console.WriteLine(" "
+ x.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ pdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ cdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ x2.ToString(CultureInfo.InvariantCulture).PadLeft(12) + "");
}
}
public void ValidateDensity(
[Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape,
[Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale,
[Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x,
[Values(10.0, 0.00045399929762484851535591515560550610237918088866565, 3.7200759760208359629596958038631183373588922923768e-43, 1.0, 0.36787944117144232159552377016146086744581113103177, 0.000045399929762484851535591515560550610237918088866565, 0.0, 9.9999999990000000000499999999983333333333750000000e-10, 0.36787944117144232159552377016146086744581113103177, 0.0, 3.6787944117144232159552377016146086744581113103177, 0.0)] double pdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(pdf, n.Density(x), 14);
}
public void ValidateMedian(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.069314718055994530941723212145817656807550013436026, 0.69314718055994530941723212145817656807550013436026, 9.6401223546778973665856033763604752124634905617583, 0.96401223546778973665856033763604752124634905617583)] double median)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(median, n.Median, 13);
}
public void ValidateMaximum()
{
var n = new Weibull(1.0, 1.0);
AssertEx.AreEqual<double>(System.Double.PositiveInfinity, n.Maximum);
}
public void ValidateMaximum()
{
var n = new Weibull(1.0, 1.0);
Assert.AreEqual(Double.PositiveInfinity, n.Maximum);
}
public void ValidateCumulativeDistribution(
[Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape,
[Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale,
[Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x,
[Values(0.0, 0.99995460007023751514846440848443944938976208191113, 0.99999999999999999999999999999999999999999996279924, 0.0, 0.63212055882855767840447622983853913255418886896823, 0.99995460007023751514846440848443944938976208191113, 0.0, 9.9999999995000000000166666666662500000000083333333e-11, 0.63212055882855767840447622983853913255418886896823, 0.0, 0.63212055882855767840447622983853913255418886896823, 1.0)] double cdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 15);
}
public void ValidateMedian(double shape, double scale, double median)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(median, n.Median, 13);
}
public void ValidateDensityLn(
[Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape,
[Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale,
[Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x,
[Values(2.3025850929940456840179914546843642076011014886288, -7.6974149070059543159820085453156357923988985113712, -97.697414907005954315982008545315635792398898511371, 0.0, -1.0, -10.0, Double.NegativeInfinity, -20.723265837046411156161923092159277868409913397659, -1.0, Double.NegativeInfinity, 1.3025850929940456840179914546843642076011014886288, -9.999999976974149070059543159820085453156357923988985113712e9)] double pdfln)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
}
public void ValidateMode(double shape, double scale, double mode)
{
var n = new Weibull(shape, scale);
AssertEx.AreEqual<double>(mode, n.Mode);
}
public void ValidateMean(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(0.1, 1.0, 9.5135076986687318362924871772654021925505786260884, 0.95135076986687318362924871772654021925505786260884)] double mean)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(mean, n.Mean, 13);
}
public void ValidateSkewness(double shape, double scale, double skewness)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(skewness, n.Skewness, 11);
}
public void ValidateMinimum()
{
var n = new Weibull(1.0, 1.0);
Assert.AreEqual(0.0, n.Minimum);
}
public void ValidateStdDev(double shape, double scale, double sdev)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(sdev, n.StdDev, 13);
}
public void ValidateSkewness(
[Values(1.0, 1.0, 10.0, 10.0)] double shape,
[Values(0.1, 1.0, 10.0, 1.0)] double scale,
[Values(2.0, 2.0, -0.63763713390314440916597757156663888653981696212127, -0.63763713390314440916597757156663888653981696212127)] double skewness)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(skewness, n.Skewness, 11);
}
public void ValidateVariance(double shape, double scale, double var)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(var, n.Variance, 13);
}
public void ValidateToString()
{
var n = new Weibull(1.0, 2.0);
Assert.AreEqual("Weibull(Shape = 1, Scale = 2)", n.ToString());
}
public void WeibullCreateFailsWithBadParameters(double shape, double scale)
{
var n = new Weibull(shape, scale);
}
public void CanCreateWeibull([Values(1.0, 10.0)] double shape, [Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double scale)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(shape, n.Shape);
Assert.AreEqual(scale, n.Scale);
}
public void CanCreateWeibull(double shape, double scale)
{
var n = new Weibull(shape, scale);
AssertEx.AreEqual<double>(shape, n.Shape);
AssertEx.AreEqual<double>(scale, n.Scale);
}
