public override double Generate(Random source)
{
double x = baseNormal.Generate(source);
double y = gammaDistr.Generate(source);
return((x / Math.Sqrt(y / DegreesOfFreedom) * ScaleCoefficient) + mean);
}
protected override double[] GenerateRandomInternal(Random rnd)
{
double[,] ltf = Chol.LeftTriangularFactor;
double[] result = new double[Dimension];
double[] u = Means;
// TODO: I Don't remember, what happens here. I should check it out.
// OK. I checked, it doesn't work properly...
for (int i = 0; i < Dimension; i++)
{
result[i] = BaseNormal.Generate(rnd);
// result[i] = _baseNormal.Generate(rnd) / Math.Sqrt(_baseGamma.Generate(rnd) / DegreesOfFreedom);
}
result = Matrix.Dot(ltf, result);
double[] gammaSqrt = baseGamma.Generate(Dimension, rnd).Divide(DegreesOfFreedom).Sqrt();
// from MATHlab function MVTRND(C,DF,N).
result = Elementwise.Divide(result, gammaSqrt);
// double[] chiSqrt = _baseChi.Generate(Dimension, rnd).Divide(DegreesOfFreedom).Sqrt();
// result = Elementwise.Divide(result, chiSqrt); //from R func R/rmvt.R
result = Elementwise.Add(result, u);
return(result);
}
private double Rnd2()
{
while (true)
{
double rval = _gamma.Generate();
if (rval < T.X2 - T.X1)
{
return(T.X2 - rval);
}
}
}
/// <summary>
/// Generates random demand array.
/// </summary>
/// <param name="clients">Number of clients.</param>
/// <returns>Demand array.</returns>
public int[] GenerateDemands(int clients)
{
var demands = new int[clients];
for (int i = 0; i < clients; i++)
{
var r = _gammaDistribution.Generate();
demands[i] = (int)Math.Ceiling(r);
}
return(demands);
}
public void GenerateTest5()
{
Accord.Math.Tools.SetupGenerator(1);
var target = new GammaDistribution(42, 0.1337);
var samples = target.Generate(10000000);
var actual = GammaDistribution.Estimate(samples);
Assert.AreEqual(42, actual.Scale, 5e-2);
Assert.AreEqual(0.1337, actual.Shape, 5e-4);
}
public void GenerateTest6()
{
// https://github.com/accord-net/framework/issues/281
Accord.Math.Random.Generator.Seed = 1;
var target = new GammaDistribution(1.5, 0.9);
var samples = target.Generate(10000000);
var actual = GammaDistribution.Estimate(samples);
Assert.AreEqual(1.5, actual.Scale, 5e-2);
Assert.AreEqual(0.9, actual.Shape, 5e-4);
}
public void GenerateTest2()
{
Accord.Math.Tools.SetupGenerator(0);
GammaDistribution target = new GammaDistribution(5, 2);
double[] samples = target.Generate(10000000);
var actual = GammaDistribution.Estimate(samples);
Assert.AreEqual(5, actual.Scale, 1e-3);
Assert.AreEqual(2, actual.Shape, 1e-3);
}
public void GenerateTest4()
{
Accord.Math.Tools.SetupGenerator(1);
GammaDistribution target = new GammaDistribution(0.4, 0.2);
double[] samples = new double[10000000];
for (int i = 0; i < samples.Length; i++)
{
samples[i] = target.Generate();
}
var actual = GammaDistribution.Estimate(samples);
Assert.AreEqual(0.4, actual.Scale, 1e-3);
Assert.AreEqual(0.2, actual.Shape, 1e-3);
}
private double RndC2()
{
return(_gamma.Generate() + T.X2);
}
public void GenerateTest3()
{
Accord.Math.Tools.SetupGenerator(1);
GammaDistribution target = new GammaDistribution(4, 2);
double[] samples = new double[1000000];
for (int i = 0; i < samples.Length; i++)
samples[i] = target.Generate();
var actual = GammaDistribution.Estimate(samples);
actual.Fit(samples);
Assert.AreEqual(4, actual.Scale, 0.01);
Assert.AreEqual(2, actual.Shape, 0.01);
}
public void GenerateTest2()
{
Accord.Math.Tools.SetupGenerator(0);
GammaDistribution target = new GammaDistribution(5, 2);
double[] samples = target.Generate(1000000);
var actual = GammaDistribution.Estimate(samples);
actual.Fit(samples);
Assert.AreEqual(5, actual.Scale, 0.02);
Assert.AreEqual(2, actual.Shape, 0.01);
}
public override double[] Generate(int samples, double[] result, Random source)
{
return(baseGamma.Generate(samples, result, source));
}
public void GenerateTest6()
{
// https://github.com/accord-net/framework/issues/281
Accord.Math.Random.Generator.Seed = 1;
var target = new GammaDistribution(1.5, 0.9);
var samples = target.Generate(10000000);
var actual = GammaDistribution.Estimate(samples);
Assert.AreEqual(1.5, actual.Scale, 5e-2);
Assert.AreEqual(0.9, actual.Shape, 5e-4);
}
public void GenerateTest5()
{
Accord.Math.Tools.SetupGenerator(1);
var target = new GammaDistribution(42, 0.1337);
var samples = target.Generate(10000000);
var actual = GammaDistribution.Estimate(samples);
Assert.AreEqual(42, actual.Scale, 5e-2);
Assert.AreEqual(0.1337, actual.Shape, 5e-4);
}
