public void ValidateDensity( [Values(2.0, 2.0, 2.0, 1.0, 1.0, 1.0, 0.5, 0.5, 0.5)] double alpha, [Values(-1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0)] double beta, [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0)] double scale, [Values(0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0)] double location, [Values(1.5, 3.0, 5.0, 1.5, 3.0, 5.0, 1.5, 3.0, 5.0)] double x, [Values(0.16073276729880184, 0.029732572305907354, 0.00054457105758817781, 0.097941503441166353, 0.031830988618379068, 0.012242687930145794, 0.15559955475708653, 0.064989885240913717, 0.032286845174307237)] double d) { var n = new Stable(alpha, beta, scale, location); AssertHelpers.AlmostEqual(d, n.Density(x), 15); }
public void ValidateDensity(double alpha, double beta, double scale, double location, double x, double d) { var n = new Stable(alpha, beta, scale, location); AssertHelpers.AlmostEqual(d, n.Density(x), 15); }
/// <summary> /// Run example /// </summary> /// <a href="http://en.wikipedia.org/wiki/Stable_distribution">Stable distribution</a> public void Run() { // 1. Initialize the new instance of the Stable distribution class with parameters Alpha = 2.0, Beta = 0, Scale = 1, Location = 0. var stable = new Stable(2.0, 0, 1, 0); Console.WriteLine(@"1. Initialize the new instance of the Stable distribution class with parameters Alpha = {0}, Beta = {1}, Scale = {2}, Location = {3}", stable.Alpha, stable.Beta, stable.Scale, stable.Location); Console.WriteLine(); // 2. Distributuion properties: Console.WriteLine(@"2. {0} distributuion properties:", stable); // Cumulative distribution function Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", stable.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000")); // Probability density Console.WriteLine(@"{0} - Probability density at location '0.3'", stable.Density(0.3).ToString(" #0.00000;-#0.00000")); // Log probability density Console.WriteLine(@"{0} - Log probability density at location '0.3'", stable.DensityLn(0.3).ToString(" #0.00000;-#0.00000")); // Largest element in the domain Console.WriteLine(@"{0} - Largest element in the domain", stable.Maximum.ToString(" #0.00000;-#0.00000")); // Smallest element in the domain Console.WriteLine(@"{0} - Smallest element in the domain", stable.Minimum.ToString(" #0.00000;-#0.00000")); // Mean Console.WriteLine(@"{0} - Mean", stable.Mean.ToString(" #0.00000;-#0.00000")); // Median Console.WriteLine(@"{0} - Median", stable.Median.ToString(" #0.00000;-#0.00000")); // Mode Console.WriteLine(@"{0} - Mode", stable.Mode.ToString(" #0.00000;-#0.00000")); // Variance Console.WriteLine(@"{0} - Variance", stable.Variance.ToString(" #0.00000;-#0.00000")); // Standard deviation Console.WriteLine(@"{0} - Standard deviation", stable.StdDev.ToString(" #0.00000;-#0.00000")); // Skewness Console.WriteLine(@"{0} - Skewness", stable.Skewness.ToString(" #0.00000;-#0.00000")); Console.WriteLine(); // 3. Generate 10 samples of the Stable distribution Console.WriteLine(@"3. Generate 10 samples of the Stable distribution"); for (var i = 0; i < 10; i++) { Console.Write(stable.Sample().ToString("N05") + @" "); } Console.WriteLine(); Console.WriteLine(); // 4. Generate 100000 samples of the Stable(1) distribution and display histogram Console.WriteLine(@"4. Generate 100000 samples of the Stable(2, 0, 1, 0) distribution and display histogram"); var data = new double[100000]; Stable.Samples(data, 2, 0, 1, 0); ConsoleHelper.DisplayHistogram(data); Console.WriteLine(); // 5. Generate 100000 samples of the Stable(1, 0, 1, 0) distribution and display histogram Console.WriteLine(@"5. Generate 100000 samples of the Stable(1, 0, 1, 0) distribution and display histogram"); Stable.Samples(data, 1, 0, 1, 0); ConsoleHelper.DisplayHistogram(data); Console.WriteLine(); // 6. Generate 100000 samples of the Stable(1.5, 1, 1, 5) distribution and display histogram Console.WriteLine(@"6. Generate 100000 samples of the Stable(1.5, 1, 1, 5) distribution and display histogram"); Stable.Samples(data, 1.5, 1, 1, 5); ConsoleHelper.DisplayHistogram(data); }
public void ValidateDensity(double alpha, double beta, double scale, double location, double x, double d) { var n = new Stable(alpha, beta, scale, location); AssertHelpers.AlmostEqual(d, n.Density(x), 15); }
public void ValidateDensity( [Values(2.0, 2.0, 2.0, 1.0, 1.0, 1.0, 0.5, 0.5, 0.5)] double alpha, [Values(-1.0, -1.0, -1.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0)] double beta, [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0)] double scale, [Values(0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0)] double location, [Values(1.5, 3.0, 5.0, 1.5, 3.0, 5.0, 1.5, 3.0, 5.0)] double x, [Values(0.16073276729880184, 0.029732572305907354, 0.00054457105758817781, 0.097941503441166353, 0.031830988618379068, 0.012242687930145794, 0.15559955475708653, 0.064989885240913717, 0.032286845174307237)] double d) { var n = new Stable(alpha, beta, scale, location); AssertHelpers.AlmostEqual(d, n.Density(x), 15); }