public void WeightedEmpiricalDistributionConstructorTest2()
{
double[] original = { 5, 5, 1, 4, 1, 2, 2, 3, 3, 3, 4, 3, 3, 3, 4, 3, 2, 3 };
var distribution = new MultivariateEmpiricalDistribution(original.ToArray());
double[] weights = { 2, 1, 1, 1, 2, 3, 1, 3, 1, 1, 1, 1 };
double[] source = { 5, 1, 4, 1, 2, 3, 4, 3, 4, 3, 2, 3 };
double[][] samples = source.ToArray();
weights = weights.Divide(weights.Sum());
var target = new MultivariateEmpiricalDistribution(samples,
weights, distribution.Smoothing);
Assert.AreEqual(distribution.Mean[0], target.Mean[0]);
Assert.AreEqual(distribution.Median[0], target.Median[0]);
Assert.AreEqual(distribution.Mode[0], target.Mode[0]);
Assert.AreEqual(distribution.Smoothing[0, 0], target.Smoothing[0, 0]);
Assert.AreEqual(1.3655172413793104, target.Variance[0]);
Assert.AreEqual(target.Weights, weights);
Assert.AreEqual(target.Samples, samples);
for (double x = 0; x < 6; x += 0.1)
{
double actual, expected;
expected = distribution.ComplementaryDistributionFunction(x);
actual = target.ComplementaryDistributionFunction(x);
Assert.AreEqual(expected, actual, 1e-15);
expected = distribution.DistributionFunction(x);
actual = target.DistributionFunction(x);
Assert.AreEqual(expected, actual, 1e-15);
expected = distribution.LogProbabilityDensityFunction(x);
actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual, 1e-15);
expected = distribution.ProbabilityDensityFunction(x);
actual = target.ProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual, 1e-15);
}
}