public void ValidateDensity(double location, double scale, double x) { var n = new Laplace(location, scale); double expected = Math.Exp(-Math.Abs(x - location) / scale) / (2.0 * scale); Assert.AreEqual(expected, n.Density(x)); Assert.AreEqual(expected, Laplace.PDF(location, scale, x)); }
public void ValidateLaplaceDensityEquivalence(double location, double scale, double x) { var n = new SkewedGeneralizedT(location, scale, 0, 1, double.PositiveInfinity); var b = scale / Math.Sqrt(2.0); var l = new Laplace(location, b); AssertHelpers.AlmostEqualRelative(l.Density(x), n.Density(x), 8); AssertHelpers.AlmostEqualRelative(l.DensityLn(x), n.DensityLn(x), 8); }
public void ValidateDensity( [Values(0.0, 1.0, -1.0, 5.0, -5.0, Double.PositiveInfinity, Double.NegativeInfinity, 0.0, 1.0, -1.0, 5.0, -5.0, Double.PositiveInfinity, Double.NegativeInfinity, 0.0, 1.0, -1.0, 5.0, -5.0, Double.PositiveInfinity, Double.NegativeInfinity)] double location, [Values(0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity)] double scale, [Values(1.5, 2.8, -5.4, -4.9, 2.0, 5.5, -0.0, Double.PositiveInfinity, 5.0, -1.0, -1.0, 2.5, 2.0, 15.0, 89.3, -0.1, 0.1, -6.1, -10.0, 2.0, -5.1)] double x) { var n = new Laplace(location, scale); Assert.AreEqual(Math.Exp(-Math.Abs(x - location) / scale) / (2.0 * scale), n.Density(x)); }
public void ValidateDensity( [Values(0.0, 1.0, -1.0, 5.0, -5.0, Double.PositiveInfinity, Double.NegativeInfinity, 0.0, 1.0, -1.0, 5.0, -5.0, Double.PositiveInfinity, Double.NegativeInfinity, 0.0, 1.0, -1.0, 5.0, -5.0, Double.PositiveInfinity, Double.NegativeInfinity)] double location, [Values(0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity)] double scale, [Values(1.5, 2.8, -5.4, -4.9, 2.0, 5.5, -0.0, Double.PositiveInfinity, 5.0, -1.0, -1.0, 2.5, 2.0, 15.0, 89.3, -0.1, 0.1, -6.1, -10.0, 2.0, -5.1)] double x) { var n = new Laplace(location, scale); Assert.AreEqual(Math.Exp(-Math.Abs(x - location) / scale) / (2.0 * scale), n.Density(x)); }
/// <summary> /// Run example /// </summary> /// <a href="http://en.wikipedia.org/wiki/Laplace_distribution">Laplace distribution</a> public void Run() { // 1. Initialize the new instance of the Laplace distribution class with parameters Location = {0}, Scale = {1} var laplace = new Laplace(0, 1); Console.WriteLine(@"1. Initialize the new instance of the Laplace distribution class with parameters Location = {0}, Scale = {1}", laplace.Location, laplace.Scale); Console.WriteLine(); // 2. Distributuion properties: Console.WriteLine(@"2. {0} distributuion properties:", laplace); // Cumulative distribution function Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", laplace.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000")); // Probability density Console.WriteLine(@"{0} - Probability density at location '0.3'", laplace.Density(0.3).ToString(" #0.00000;-#0.00000")); // Log probability density Console.WriteLine(@"{0} - Log probability density at location '0.3'", laplace.DensityLn(0.3).ToString(" #0.00000;-#0.00000")); // Entropy Console.WriteLine(@"{0} - Entropy", laplace.Entropy.ToString(" #0.00000;-#0.00000")); // Largest element in the domain Console.WriteLine(@"{0} - Largest element in the domain", laplace.Maximum.ToString(" #0.00000;-#0.00000")); // Smallest element in the domain Console.WriteLine(@"{0} - Smallest element in the domain", laplace.Minimum.ToString(" #0.00000;-#0.00000")); // Mean Console.WriteLine(@"{0} - Mean", laplace.Mean.ToString(" #0.00000;-#0.00000")); // Median Console.WriteLine(@"{0} - Median", laplace.Median.ToString(" #0.00000;-#0.00000")); // Mode Console.WriteLine(@"{0} - Mode", laplace.Mode.ToString(" #0.00000;-#0.00000")); // Variance Console.WriteLine(@"{0} - Variance", laplace.Variance.ToString(" #0.00000;-#0.00000")); // Standard deviation Console.WriteLine(@"{0} - Standard deviation", laplace.StdDev.ToString(" #0.00000;-#0.00000")); // Skewness Console.WriteLine(@"{0} - Skewness", laplace.Skewness.ToString(" #0.00000;-#0.00000")); Console.WriteLine(); // 3. Generate 10 samples of the Laplace distribution Console.WriteLine(@"3. Generate 10 samples of the Laplace distribution"); for (var i = 0; i < 10; i++) { Console.Write(laplace.Sample().ToString("N05") + @" "); } Console.WriteLine(); Console.WriteLine(); // 4. Generate 100000 samples of the Laplace(0, 1) distribution and display histogram Console.WriteLine(@"4. Generate 100000 samples of the Laplace(0, 1) distribution and display histogram"); var data = new double[100000]; for (var i = 0; i < data.Length; i++) { data[i] = laplace.Sample(); } ConsoleHelper.DisplayHistogram(data); Console.WriteLine(); // 5. Generate 100000 samples of the Laplace(0, 4) distribution and display histogram Console.WriteLine(@"5. Generate 100000 samples of the Laplace(0, 4) distribution and display histogram"); data = new double[100000]; laplace.Scale = 4; for (var i = 0; i < data.Length; i++) { data[i] = laplace.Sample(); } ConsoleHelper.DisplayHistogram(data); Console.WriteLine(); // 6. Generate 100000 samples of the Laplace(-10, 4) distribution and display histogram Console.WriteLine(@"6. Generate 100000 samples of the Laplace(-10 4) distribution and display histogram"); laplace.Location = -10; for (var i = 0; i < data.Length; i++) { data[i] = laplace.Sample(); } ConsoleHelper.DisplayHistogram(data); }
public void ValidateDensity(double location, double scale, double x) { var n = new Laplace(location, scale); Assert.AreEqual(Math.Exp(-Math.Abs(x - location) / scale) / (2.0 * scale), n.Density(x)); }
public void ValidateDensity(double location, double scale, double x) { var n = new Laplace(location, scale); Assert.AreEqual <double>(Math.Exp(-Math.Abs(x - location) / scale) / (2.0 * scale), n.Density(x)); }