/// <summary>
/// Probability density function
/// </summary>
public double Pdf(double x)
{
if (x < 0 || x > 1)
{
return(0);
}
if (x < 1e-9)
{
if (Alpha > 1)
{
return(0);
}
if (Abs(Alpha - 1) < 1e-9)
{
return(Beta);
}
return(double.PositiveInfinity);
}
if (x > 1 - 1e-9)
{
if (Beta > 1)
{
return(0);
}
if (Abs(Beta - 1) < 1e-9)
{
return(Alpha);
}
return(double.PositiveInfinity);
}
return(Exp((Alpha - 1) * Log(x) + (Beta - 1) * Log(1 - x) - BetaFunction.CompleteLogValue(Alpha, Beta)));
}
public void BetaCompleteLogValue()
{
var comparer = new AbsoluteEqualityComparer(0.0000001);
for (int a = 1; a <= 20; a++)
{
for (int b = 1; b <= 20; b++)
{
double actual = BetaFunction.CompleteLogValue(a, b);
double expected = Math.Log(Factorial(a - 1) * Factorial(b - 1) / Factorial(a + b - 1));
Assert.Equal(expected, actual, comparer);
}
}
}
