Exemple #1
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        public void ValidateDensityLn(
            [Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double scale,
            [Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double shape,
            [Values(0.1, 1.0, 2.0, 2.1, 10.0, 12.0, Double.PositiveInfinity)] double x)
        {
            var n = new Pareto(scale, shape);

            Assert.AreEqual(Math.Log(n.Density(x)), n.DensityLn(x));
        }
Exemple #2
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        public void ValidateDensity(double scale, double shape, double x, double expected)
        {
            var dist = new Pareto(scale, shape);

            Assert.AreEqual(expected, dist.Density(x), 1e-12);
            Assert.AreEqual(expected, Pareto.PDF(scale, shape, x), 1e-12);

            Assert.AreEqual(Math.Log(expected), dist.DensityLn(x), 1e-12);
            Assert.AreEqual(Math.Log(expected), Pareto.PDFLn(scale, shape, x), 1e-12);
        }
 public void ValidateDensityLn(double scale, double shape, double x)
 {
     var n = new Pareto(scale, shape);
     Assert.AreEqual(Math.Log(n.Density(x)), n.DensityLn(x));
 }
Exemple #4
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        /// <summary>
        /// Run example
        /// </summary>
        /// <a href="http://en.wikipedia.org/wiki/Pareto_distribution">Pareto distribution</a>
        public void Run()
        {
            // 1. Initialize the new instance of the Pareto distribution class with parameters Shape = 3, Scale = 1
            var pareto = new Pareto(1, 3);

            Console.WriteLine(@"1. Initialize the new instance of the Pareto distribution class with parameters Shape = {0}, Scale = {1}", pareto.Shape, pareto.Scale);
            Console.WriteLine();

            // 2. Distributuion properties:
            Console.WriteLine(@"2. {0} distributuion properties:", pareto);

            // Cumulative distribution function
            Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", pareto.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));

            // Probability density
            Console.WriteLine(@"{0} - Probability density at location '0.3'", pareto.Density(0.3).ToString(" #0.00000;-#0.00000"));

            // Log probability density
            Console.WriteLine(@"{0} - Log probability density at location '0.3'", pareto.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));

            // Entropy
            Console.WriteLine(@"{0} - Entropy", pareto.Entropy.ToString(" #0.00000;-#0.00000"));

            // Largest element in the domain
            Console.WriteLine(@"{0} - Largest element in the domain", pareto.Maximum.ToString(" #0.00000;-#0.00000"));

            // Smallest element in the domain
            Console.WriteLine(@"{0} - Smallest element in the domain", pareto.Minimum.ToString(" #0.00000;-#0.00000"));

            // Mean
            Console.WriteLine(@"{0} - Mean", pareto.Mean.ToString(" #0.00000;-#0.00000"));

            // Median
            Console.WriteLine(@"{0} - Median", pareto.Median.ToString(" #0.00000;-#0.00000"));

            // Mode
            Console.WriteLine(@"{0} - Mode", pareto.Mode.ToString(" #0.00000;-#0.00000"));

            // Variance
            Console.WriteLine(@"{0} - Variance", pareto.Variance.ToString(" #0.00000;-#0.00000"));

            // Standard deviation
            Console.WriteLine(@"{0} - Standard deviation", pareto.StdDev.ToString(" #0.00000;-#0.00000"));

            // Skewness
            Console.WriteLine(@"{0} - Skewness", pareto.Skewness.ToString(" #0.00000;-#0.00000"));
            Console.WriteLine();

            // 3. Generate 10 samples of the Pareto distribution
            Console.WriteLine(@"3. Generate 10 samples of the Pareto distribution");
            for (var i = 0; i < 10; i++)
            {
                Console.Write(pareto.Sample().ToString("N05") + @" ");
            }

            Console.WriteLine();
            Console.WriteLine();

            // 4. Generate 100000 samples of the Pareto(1, 3) distribution and display histogram
            Console.WriteLine(@"4. Generate 100000 samples of the Pareto(1, 3) distribution and display histogram");
            var data = new double[100000];

            for (var i = 0; i < data.Length; i++)
            {
                data[i] = pareto.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 5. Generate 100000 samples of the Pareto(1, 1) distribution and display histogram
            Console.WriteLine(@"5. Generate 100000 samples of the Pareto(1, 1) distribution and display histogram");
            pareto.Shape = 1;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = pareto.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 6. Generate 100000 samples of the Pareto(10, 5) distribution and display histogram
            Console.WriteLine(@"6. Generate 100000 samples of the Pareto(10, 50) distribution and display histogram");
            pareto.Shape = 50;
            pareto.Scale = 10;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = pareto.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
        }
Exemple #5
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        public void ValidateDensityLn(double scale, double shape, double x)
        {
            var n = new Pareto(scale, shape);

            Assert.AreEqual <double>(Math.Log(n.Density(x)), n.DensityLn(x));
        }
 public void ValidateDensityLn(
     [Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double scale, 
     [Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double shape, 
     [Values(0.1, 1.0, 2.0, 2.1, 10.0, 12.0, Double.PositiveInfinity)] double x)
 {
     var n = new Pareto(scale, shape);
     Assert.AreEqual(Math.Log(n.Density(x)), n.DensityLn(x));
 }