public void FitWeights()
{
var source = new ParetoDistribution(scale: 7.12, shape: 2);
var sample = new double[10000];
var step = 1.0 / sample.Length;
for (var i = 0; i < sample.Length; i++)
sample[i] = source.InverseDistributionFunction(i * step);
var target = new ParetoDistribution();
double[] weights = Matrix.Vector(sample.Length, 1.0 / sample.Length);
target.Fit(sample, weights);
Assert.AreEqual(7.12, target.Scale, 1e-6);
Assert.AreEqual(2.0, target.Alpha, 1e-2);
}
public void FitTest()
{
var source = new ParetoDistribution(scale: 7.12, shape: 2);
var sample = new double[10000];
var step = 1.0 / sample.Length;
for (var i = 0; i < sample.Length; i++)
sample[i] = source.InverseDistributionFunction(i * step);
var target = new ParetoDistribution(0, 0);
target.Fit(sample);
Assert.AreEqual(7.12, target.Scale, 1e-6);
Assert.AreEqual(2.0, target.Alpha, 1e-2);
}