public void TestStudentTDistribution()
{
double[][] para =
{
new double[]
{
12,
0,
-0.6954828655117925816605449,
0.3022177430388599749597682,
1.782287555649320074526381,
0.08490359467537564413509914
}
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new StudentTDistribution
{
Nu = (int)a
};
return(ret);
}
);
tester.Test(1e-7);
}
}
public void TestErlangDistribution()
{
double[][] para =
{
new double[] { 3.0, 0.5, 0.8636497089302596965312208, 0.530369629973745149272610, 3.147896810935994870892347, 0.0730924530353432559740299 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new ErlangDistribution((int)a, b);
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestContinuousUniformDistribution()
{
double[][] para =
{
new double[] { 3, 5, 3.500000000000000000000000, 0.5000000000000000000000000, 4.900000000000000000000000, 0.5000000000000000000000000 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new ContinuousUniformDistribution(a, b);
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestTriangularDistribution()
{
double[][] para =
{
new double[] {}
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new TriangularDistribution(a, 0.5 * (a + b), b);
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestBetaDistribution()
{
double[][] para =
{
new double[] { 2.5, 3.5, 0.2739037303169420423172000, 1.749247541974141744140178, 0.7393662913208028693203748, 0.5988730468534031966438193 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new BetaDistribution(a, b);
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestGammaDistribution()
{
double[][] para =
{
new double[] { 1.375, 0.5, 0.2611286278084653847745789, 1.046077103945108021281691, 1.844156400106479932815508, 0.0918157038807440615366658 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new GammaDistribution(a, b);
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestChiDistribution()
{
double[][] para =
{
new double[] { 7, 0, 2.062729304476599455816607, 0.488171949494276922953910, 3.750618675544098650248806, 0.130564628233938801736407 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new ChiDistribution
{
N = (int)a
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestChiSquareDistribution()
{
double[][] para =
{
new double[] { 7, 0, 4.254852183546515743793886, 0.1183315591713442321707384, 14.06714044934016874262697, 0.0174057454954412176379300 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new ChiSquareDistribution
{
Alpha = (int)a
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestExponentialDistribution()
{
double[][] para =
{
new double[] { 3.5, 0, 0.08219487784336597926834829, 2.625000000000000000000000, 0.8559235067297117124100639, 0.1750000000000000000000000 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new ExponentialDistribution
{
Lambda = a
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestLaplaceDistribution()
{
double[][] para =
{
new double[] { 1.375, 0.5, 1.028426409720027345291384, 0.500000000000000000000000, 2.526292546497022842008996, 0.1000000000000000000000000 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new LaplaceDistribution
{
Mu = a,
Alpha = b
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestRayleighDistribution()
{
double[][] para =
{
new double[] { 1.5, 0, 1.137791424661398198866648, 0.379263808220466066288883, 3.671620246021224819564040, 0.081591561022693884879201 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new RayleighDistribution
{
Sigma = a
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestPowerDistribution()
{
double[][] para =
{
new double[] {}
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new PowerDistribution
{
Alpha = a,
Beta = b
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestFDistribution()
{
double[][] para =
{
new double[] { 3, 4, 0.4183909951315492730074144, 0.6061355268760950491423940, 6.591382116425581280992118, 0.01221670581017468041546974 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new FDistribution
{
Alpha = (int)a,
Beta = (int)b
};
return(ret);
}
);
tester.Test(1e-14);
}
}
public void TestFisherTippettDistribution()
{
double[][] para =
{
new double[] { 3.5, 1.8, 2.912058332039094231671373, 0.1925408834888736970603423, 8.846351448275896206409006, 0.0270714609267627815304924 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new FisherTippettDistribution
{
Mu = a,
Alpha = b
};
return(ret);
}
);
tester.Test(1e-14);
}
}
public void TestParetoDistribution()
{
double[][] para =
{
new double[] { 1.5, 1.75, 1.768010430487225851453548, 0.742359873769694378113828, 8.30877447091612868489998, 0.0105310356306195679153012 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new ParetoDistribution
{
Alpha = a,
Beta = b
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestCauchyDistribution()
{
double[][] para =
{
new double[] { 5, 8, -3.000000000000000000000000, 0.01989436788648691697111047, 55.51001211740034479183571, 0.0009736996704704924902896828 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new CauchyDistribution
{
Alpha = a,
Gamma = b
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestLognormalDistribution()
{
double[][] para =
{
new double[] { 1.5, 1.75, 1.376636130958281216854024, 0.1319060344841768348662210, 79.7178756354342770648064, 0.00073929029309046336101277 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new LognormalDistribution
{
Mu = a,
Sigma = b
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestNormalDistribution()
{
double[][] para =
{
new double[] { 1.5, 1.75, 0.319642937156856949396103, 0.1815866129623468194217694, 4.378493847165077251011736, 0.0589346516430693148362630 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new NormalDistribution
{
Mu = a,
Sigma = b
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestWeibullDistribution()
{
double[][] para =
{
new double[] { 1.5, 1.75, 0.762628880480291575561159, 0.424377229596168368465272, 3.63669361568547473062272, 0.061781371833876567930871 }
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new WeibullDistribution
{
Alpha = a,
Lambda = b
};
return(ret);
}
);
tester.Test(1E-14);
}
}
public void TestExponentialDistribution()
{
double[][] para = {
new double[]{3.5, 0, 0.08219487784336597926834829, 2.625000000000000000000000, 0.8559235067297117124100639, 0.1750000000000000000000000}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
ExponentialDistribution ret = new ExponentialDistribution();
ret.Lambda = a;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestErlangDistribution()
{
double[][] para = {
new double[]{3.0, 0.5, 0.8636497089302596965312208, 0.530369629973745149272610, 3.147896810935994870892347, 0.0730924530353432559740299}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
ErlangDistribution ret = new ErlangDistribution((int)a, b);
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestFisherTippettDistribution()
{
double[][] para = {
new double[]{3.5, 1.8, 2.912058332039094231671373, 0.1925408834888736970603423, 8.846351448275896206409006, 0.0270714609267627815304924}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
FisherTippettDistribution ret = new FisherTippettDistribution();
ret.Mu = a;
ret.Alpha = b;
return ret;
}
);
tester.Test(1e-14);
}
}
public void TestFDistribution()
{
double[][] para = {
new double[]{ 3, 4, 0.4183909951315492730074144, 0.6061355268760950491423940, 6.591382116425581280992118, 0.01221670581017468041546974 }
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
FDistribution ret = new FDistribution();
ret.Alpha = (int)a;
ret.Beta = (int)b;
return ret;
}
);
tester.Test(1e-14);
}
}
public void TestWeibullDistribution()
{
double[][] para = {
new double[]{1.5, 1.75, 0.762628880480291575561159, 0.424377229596168368465272, 3.63669361568547473062272, 0.061781371833876567930871}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
WeibullDistribution ret = new WeibullDistribution();
ret.Alpha = a;
ret.Lambda = b;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestGammaDistribution()
{
double[][] para = {
new double[]{1.375, 0.5, 0.2611286278084653847745789, 1.046077103945108021281691, 1.844156400106479932815508, 0.0918157038807440615366658}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
GammaDistribution ret = new GammaDistribution(a, b);
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestNormalDistribution()
{
double[][] para = {
new double[]{1.5, 1.75, 0.319642937156856949396103, 0.1815866129623468194217694, 4.378493847165077251011736, 0.0589346516430693148362630}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
NormalDistribution ret = new NormalDistribution();
ret.Mu = a;
ret.Sigma = b;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestChiDistribution()
{
double[][] para = {
new double[]{7, 0, 2.062729304476599455816607, 0.488171949494276922953910, 3.750618675544098650248806, 0.130564628233938801736407}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
ChiDistribution ret = new ChiDistribution();
ret.N = (int)a;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestPowerDistribution()
{
double[][] para = {
new double[]{}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
PowerDistribution ret = new PowerDistribution();
ret.Alpha = a;
ret.Beta = b;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestParetoDistribution()
{
double[][] para = {
new double[]{1.5, 1.75, 1.768010430487225851453548, 0.742359873769694378113828, 8.30877447091612868489998, 0.0105310356306195679153012}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
ParetoDistribution ret = new ParetoDistribution();
ret.Alpha = a;
ret.Beta = b;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestRayleighDistribution()
{
double[][] para = {
new double[]{1.5, 0, 1.137791424661398198866648, 0.379263808220466066288883, 3.671620246021224819564040, 0.081591561022693884879201}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
RayleighDistribution ret = new RayleighDistribution();
ret.Sigma = a;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestStudentTDistribution()
{
double[][] para = {
new double[]{12, 0, -0.6954828655117925816605449, 0.3022177430388599749597682, 1.782287555649320074526381, 0.08490359467537564413509914}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
StudentTDistribution ret = new StudentTDistribution();
ret.Nu = (int)a;
return ret;
}
);
tester.Test(1e-14);
}
}
public void TestTriangularDistribution()
{
double[][] para = {
new double[]{}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
TriangularDistribution ret = new TriangularDistribution(a, 0.5 * (a + b), b);
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestContinuousUniformDistribution()
{
double[][] para = {
new double[]{3, 5, 3.500000000000000000000000, 0.5000000000000000000000000, 4.900000000000000000000000, 0.5000000000000000000000000}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
ContinuousUniformDistribution ret = new ContinuousUniformDistribution(a, b);
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestLognormalDistribution()
{
double[][] para = {
new double[]{1.5, 1.75, 1.376636130958281216854024, 0.1319060344841768348662210, 79.7178756354342770648064, 0.00073929029309046336101277}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
LognormalDistribution ret = new LognormalDistribution();
ret.Mu = a;
ret.Sigma = b;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestChiSquareDistribution()
{
double[][] para = {
new double[]{7, 0, 4.254852183546515743793886, 0.1183315591713442321707384, 14.06714044934016874262697, 0.0174057454954412176379300}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
ChiSquareDistribution ret = new ChiSquareDistribution();
ret.Alpha = (int)a;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestLaplaceDistribution()
{
double[][] para = {
new double[]{1.375, 0.5, 1.028426409720027345291384, 0.500000000000000000000000, 2.526292546497022842008996, 0.1000000000000000000000000}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
LaplaceDistribution ret = new LaplaceDistribution();
ret.Mu = a;
ret.Alpha = b;
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestBetaDistribution()
{
double[][] para = {
new double[]{2.5, 3.5, 0.2739037303169420423172000, 1.749247541974141744140178, 0.7393662913208028693203748, 0.5988730468534031966438193}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
BetaDistribution ret = new BetaDistribution(a, b);
return ret;
}
);
tester.Test(1E-14);
}
}
public void TestCauchyDistribution()
{
double[][] para = {
new double[]{5, 8, -3.000000000000000000000000, 0.01989436788648691697111047, 55.51001211740034479183571, 0.0009736996704704924902896828}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
CauchyDistribution ret = new CauchyDistribution();
ret.Alpha = a;
ret.Gamma = b;
return ret;
}
);
tester.Test(1E-14);
}
}