private static BasicDistributionData GenerateBasicData(DistributionsEvaluator evaluator, Dictionary <string, DistributionSettings> univariateDistributions, Dictionary <string[], MultivariateDistributionSettings> multivariateDistributions, int samples, int pockets)
{
if (evaluator == null)
{
throw new ArgumentNullException(nameof(evaluator));
}
if (univariateDistributions == null)
{
throw new ArgumentNullException(nameof(univariateDistributions));
}
if (samples < 3)
{
throw new DistributionsArgumentException(DistributionsArgumentExceptionType.NumberOfExperimentsMustBeGreaterThenTwo);
}
if (pockets < 3)
{
throw new DistributionsArgumentException(DistributionsArgumentExceptionType.NumberOfPocketsMustBeGreaterThenTwo);
}
BasicDistributionData data = new BasicDistributionData();
double[] random;
if (multivariateDistributions == null)
{
random = GenerateRandom(evaluator, univariateDistributions, samples);
}
else
{
random = GenerateRandom(evaluator, univariateDistributions, multivariateDistributions, samples);
}
Array.Sort(random);
double[] xAxis = CommonRandomMath.GenerateXAxis(random[0], random[samples - 1], pockets, out _);
double[] cdf = GenerateCDF(xAxis, random);
data.RandomSorted = random;
data.XAxis = xAxis;
data.CDF = cdf;
data.PDF = Derivate(cdf, xAxis[pockets - 1] - xAxis[0]);
return(data);
}
private MonteCarloDistribution(BasicDistributionData basicData)
: base(basicData.XAxis, basicData.PDF, basicData.CDF)
{
randomSorted = basicData.RandomSorted;
}
