| public Fit ( double observations, double weights ) : IDistribution | ||
| observations | double | /// The array of observations to fit the model against. /// |
| weights | double | /// The weight vector containing the weight for each of the samples. /// |
| return | IDistribution | |
/// <summary>
/// Estimates a new Normal distribution from a given set of observations.
/// </summary>
///
public static NormalDistribution Estimate(double[] observations, double[] weights, NormalOptions options)
{
NormalDistribution n = new NormalDistribution();
n.Fit(observations, weights, options);
return(n);
}
public void FitTest2()
{
NormalDistribution target;
target = new NormalDistribution();
double[] observations = { 1, 1, 1, 1 };
bool thrown = false;
try { target.Fit(observations); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
}
public void FitTest()
{
double expectedMean = 1.125;
double expectedSigma = 1.01775897605147;
NormalDistribution target;
target = new NormalDistribution();
double[] observations = { 0.10, 0.40, 2.00, 2.00 };
double[] weights = { 0.25, 0.25, 0.25, 0.25 };
target.Fit(observations, weights);
Assert.AreEqual(expectedMean, target.Mean);
Assert.AreEqual(expectedSigma, target.StandardDeviation, 1e-6);
target = new NormalDistribution();
double[] observations2 = { 0.10, 0.10, 0.40, 2.00 };
double[] weights2 = { 0.125, 0.125, 0.25, 0.50 };
target.Fit(observations2, weights2);
Assert.AreEqual(expectedMean, target.Mean);
// Assert.AreEqual(expectedSigma, target.StandardDeviation, 1e-6);
}
/// <summary>
/// Estimates a new Normal distribution from a given set of observations.
/// </summary>
///
public static NormalDistribution Estimate(double[] observations, double[] weights, NormalOptions options)
{
NormalDistribution n = new NormalDistribution();
n.Fit(observations, weights, options);
return n;
}
