public void InfiniteGaussKronrodTest()
{
for (int i = -10; i < 10; i++)
{
Func <double, double> pdf = (x) => Normal.Derivative(x - i);
Func <double, double> E = (x) => x *pdf(x);
UFunction UE = (x) => x *pdf(x);
double expected = Quadpack.Integrate(UE,
Double.NegativeInfinity, Double.PositiveInfinity);
double actual = InfiniteAdaptiveGaussKronrod.Integrate(E,
Double.NegativeInfinity, Double.PositiveInfinity);
Assert.AreEqual(expected, actual, 1e-3);
Assert.AreEqual(i, actual, 1e-3);
}
}
public void InfiniteGaussKronrodTest()
{
NormalDistribution norm;
for (int i = -10; i < 10; i++)
{
norm = new NormalDistribution(i, 1);
Func <double, double> E = (x) => x *norm.ProbabilityDensityFunction(x);
UFunction UE = (x) => x *norm.ProbabilityDensityFunction(x);
double expected = Quadpack.Integrate(UE,
Double.NegativeInfinity, Double.PositiveInfinity);
double actual = InfiniteAdaptiveGaussKronrod.Integrate(E,
Double.NegativeInfinity, Double.PositiveInfinity);
Assert.AreEqual(expected, actual, 1e-3);
Assert.AreEqual(norm.Mean, actual, 1e-3);
}
}
