public LogProbabilityDensityFunction ( double x ) : double | ||
x | double | A single point in the distribution range. |
return | double |
public void ConstructorTest() { var t = new TDistribution(degreesOfFreedom: 4.2); double mean = t.Mean; // 0.0 double median = t.Median; // 0.0 double var = t.Variance; // 1.9090909090909089 double cdf = t.DistributionFunction(x: 1.4); // 0.88456136730659074 double pdf = t.ProbabilityDensityFunction(x: 1.4); // 0.13894002185341031 double lpdf = t.LogProbabilityDensityFunction(x: 1.4); // -1.9737129364307417 double ccdf = t.ComplementaryDistributionFunction(x: 1.4); // 0.11543863269340926 double icdf = t.InverseDistributionFunction(p: cdf); // 1.4000000000000012 double hf = t.HazardFunction(x: 1.4); // 1.2035833984833988 double chf = t.CumulativeHazardFunction(x: 1.4); // 2.1590162088918525 string str = t.ToString(CultureInfo.InvariantCulture); // T(x; df = 4.2) Assert.AreEqual(0.0, mean); Assert.AreEqual(0.0, median); Assert.AreEqual(1.9090909090909089, var); Assert.AreEqual(2.1590162088918525, chf); Assert.AreEqual(0.88456136730659074, cdf); Assert.AreEqual(0.13894002185341031, pdf); Assert.AreEqual(-1.9737129364307417, lpdf); Assert.AreEqual(1.2035833984833988, hf); Assert.AreEqual(0.11543863269340926, ccdf); Assert.AreEqual(1.4000000000000012, icdf); Assert.AreEqual("T(x; df = 4.2)", str); }
public void LogProbabilityDensityFunctionTest() { TDistribution target = new TDistribution(1); double expected = System.Math.Log(0.31830988618379075); double actual = target.LogProbabilityDensityFunction(0); Assert.AreEqual(expected, actual); expected = System.Math.Log(0.017076710632177614); actual = target.LogProbabilityDensityFunction(4.2); Assert.AreEqual(expected, actual, 1e-6); target = new TDistribution(2); expected = System.Math.Log(0.35355339059327379); actual = target.LogProbabilityDensityFunction(0); Assert.AreEqual(expected, actual, 1e-6); expected = System.Math.Log(0.011489146700777093); actual = target.LogProbabilityDensityFunction(4.2); Assert.AreEqual(expected, actual, 1e-6); target = new TDistribution(3); expected = System.Math.Log(0.36755259694786141); actual = target.LogProbabilityDensityFunction(0); Assert.AreEqual(expected, actual, 1e-6); expected = System.Math.Log(0.0077650207237835792); actual = target.LogProbabilityDensityFunction(4.2); Assert.AreEqual(expected, actual, 1e-6); }