Ejemplo n.º 1
0
        public void ConstructorTest2()
        {
            var invGaussian = new InverseGaussianDistribution(mean: 0.42, shape: 1.2);

            double mean   = invGaussian.Mean;                                     // 0.42
            double median = invGaussian.Median;                                   // 0.35856861093990083
            double var    = invGaussian.Variance;                                 // 0.061739999999999989
            double mode   = invGaussian.Mode;                                     // 0.23793654141004067

            double cdf  = invGaussian.DistributionFunction(x: 0.27);              // 0.30658791274125458
            double pdf  = invGaussian.ProbabilityDensityFunction(x: 0.27);        // 2.3461495925760354
            double lpdf = invGaussian.LogProbabilityDensityFunction(x: 0.27);     // 0.85277551314980737

            double ccdf = invGaussian.ComplementaryDistributionFunction(x: 0.27); // 0.69341208725874548
            double icdf = invGaussian.InverseDistributionFunction(p: cdf);        // 0.26999999957543408

            double hf  = invGaussian.HazardFunction(x: 0.27);                     // 3.383485283406336
            double chf = invGaussian.CumulativeHazardFunction(x: 0.27);           // 0.36613081401302111

            string str = invGaussian.ToString(CultureInfo.InvariantCulture);      // "N^-1(x; μ = 0.42, λ = 1.2)"

            Assert.AreEqual(0.42, mean);
            Assert.AreEqual(0.35856861093990083, median, 1e-6);
            Assert.AreEqual(0.061739999999999989, var);
            Assert.AreEqual(0.36613081401302111, chf);
            Assert.AreEqual(0.23793654141004067, mode);
            Assert.AreEqual(0.30658791274125458, cdf);
            Assert.AreEqual(2.3461495925760354, pdf);
            Assert.AreEqual(0.85277551314980737, lpdf);
            Assert.AreEqual(3.383485283406336, hf);
            Assert.AreEqual(0.69341208725874548, ccdf);
            Assert.AreEqual(0.26999999957543408, icdf, 1e-7);
            Assert.AreEqual("N^-1(x; μ = 0.42, λ = 1.2)", str);

            var range1 = invGaussian.GetRange(0.95);
            var range2 = invGaussian.GetRange(0.99);
            var range3 = invGaussian.GetRange(0.01);

            Assert.AreEqual(0.14769446268576839, range1.Min);
            Assert.AreEqual(0.90166590229504751, range1.Max);
            Assert.AreEqual(0.10646291322190742, range2.Min);
            Assert.AreEqual(1.2855706686397079, range2.Max);
            Assert.AreEqual(0.10646291322190739, range3.Min);
            Assert.AreEqual(1.2855706686397079, range3.Max);

            Assert.AreEqual(0, invGaussian.Support.Min);
            Assert.AreEqual(double.PositiveInfinity, invGaussian.Support.Max);

            Assert.AreEqual(invGaussian.InverseDistributionFunction(0), invGaussian.Support.Min);
            Assert.AreEqual(invGaussian.InverseDistributionFunction(1), invGaussian.Support.Max);
        }