Exemple #1
0
        public void CanEstimateParameters(double mu, double lambda)
        {
            var original  = new InverseGaussian(mu, lambda, new Numerics.Random.MersenneTwister(100));
            var estimated = InverseGaussian.Estimate(original.Samples().Take(1000000));

            AssertHelpers.AlmostEqualRelative(mu, estimated.Mu, 1);
            AssertHelpers.AlmostEqualRelative(lambda, estimated.Lambda, 1);
        }