| public DistributionFunction ( double x ) : double | ||
| x | double | A single point in the distribution range. |
| return | double | |
public void ConstructorTest2()
{
var laplace = new LaplaceDistribution(location: 4, scale: 2);
double mean = laplace.Mean; // 4.0
double median = laplace.Median; // 4.0
double var = laplace.Variance; // 8.0
double mode = laplace.Mode; // 4.0
double cdf = laplace.DistributionFunction(x: 0.27); // 0.077448104942453522
double pdf = laplace.ProbabilityDensityFunction(x: 0.27); // 0.038724052471226761
double lpdf = laplace.LogProbabilityDensityFunction(x: 0.27); // -3.2512943611198906
double ccdf = laplace.ComplementaryDistributionFunction(x: 0.27); // 0.92255189505754642
double icdf = laplace.InverseDistributionFunction(p: cdf); // 0.27
double hf = laplace.HazardFunction(x: 0.27); // 0.041974931360160776
double chf = laplace.CumulativeHazardFunction(x: 0.27); // 0.080611649844768624
string str = laplace.ToString(CultureInfo.InvariantCulture); // Laplace(x; μ = 4, b = 2)
Assert.AreEqual(4.0, mean);
Assert.AreEqual(4.0, median);
Assert.AreEqual(8.0, var);
Assert.AreEqual(4.0, mode);
Assert.AreEqual(0.080611649844768624, chf);
Assert.AreEqual(0.077448104942453522, cdf);
Assert.AreEqual(0.038724052471226761, pdf);
Assert.AreEqual(-3.2512943611198906, lpdf);
Assert.AreEqual(0.041974931360160776, hf);
Assert.AreEqual(0.92255189505754642, ccdf);
Assert.AreEqual(0.26999999840794775, icdf);
Assert.AreEqual("Laplace(x; μ = 4, b = 2)", str);
var range1 = laplace.GetRange(0.95);
var range2 = laplace.GetRange(0.99);
var range3 = laplace.GetRange(0.01);
Assert.AreEqual(-0.60517019072231026, range1.Min);
Assert.AreEqual(8.6051701894643209, range1.Max);
Assert.AreEqual(-3.8240460108561982, range2.Min);
Assert.AreEqual(11.824046011144626, range2.Max);
Assert.AreEqual(-3.8240460108561951, range3.Min);
Assert.AreEqual(11.824046011144626, range3.Max);
}
public void ConstructorTest7()
{
var original = new LaplaceDistribution(location: 4, scale: 2);
var laplace = GeneralContinuousDistribution.FromDensityFunction(
original.Support, original.ProbabilityDensityFunction);
for (double i = -10; i < +10; i += 0.1)
{
double expected = original.DistributionFunction(i);
double actual = laplace.DistributionFunction(i);
Assert.IsTrue(expected.IsRelativelyEqual(actual, 1e-5));
Assert.IsFalse(Double.IsNaN(expected));
Assert.IsFalse(Double.IsNaN(actual));
}
testLaplace(laplace);
}
public void DistributionFunctionTest2()
{
var target = GeneralizedNormalDistribution.Laplace(location: 0.42, scale: 4.2);
var normal = new LaplaceDistribution(location: 0.42, scale: 4.2);
for (double x = -10; x < 10; x += 0.0001)
{
double actual = target.DistributionFunction(x);
double expected = normal.DistributionFunction(x);
Assert.AreEqual(expected, actual, 1e-15);
Assert.IsFalse(Double.IsNaN(actual));
}
}
public void ConstructorTest2()
{
var laplace = new LaplaceDistribution(location: 4, scale: 2);
double mean = laplace.Mean; // 4.0
double median = laplace.Median; // 4.0
double var = laplace.Variance; // 8.0
double cdf = laplace.DistributionFunction(x: 0.27); // 0.077448104942453522
double pdf = laplace.ProbabilityDensityFunction(x: 0.27); // 0.038724052471226761
double lpdf = laplace.LogProbabilityDensityFunction(x: 0.27); // -3.2512943611198906
double ccdf = laplace.ComplementaryDistributionFunction(x: 0.27); // 0.92255189505754642
double icdf = laplace.InverseDistributionFunction(p: cdf); // 0.27
double hf = laplace.HazardFunction(x: 0.27); // 0.041974931360160776
double chf = laplace.CumulativeHazardFunction(x: 0.27); // 0.080611649844768624
string str = laplace.ToString(CultureInfo.InvariantCulture); // Laplace(x; μ = 4, b = 2)
Assert.AreEqual(4.0, mean);
Assert.AreEqual(4.0, median);
Assert.AreEqual(8.0, var);
Assert.AreEqual(0.080611649844768624, chf);
Assert.AreEqual(0.077448104942453522, cdf);
Assert.AreEqual(0.038724052471226761, pdf);
Assert.AreEqual(-3.2512943611198906, lpdf);
Assert.AreEqual(0.041974931360160776, hf);
Assert.AreEqual(0.92255189505754642, ccdf);
Assert.AreEqual(0.26999999840794775, icdf);
Assert.AreEqual("Laplace(x; μ = 4, b = 2)", str);
}