public void FitWeights()
{
var source = new ParetoDistribution(scale: 7.12, shape: 2);
var sample = new double[10000];
var step = 1.0 / sample.Length;
for (var i = 0; i < sample.Length; i++)
{
sample[i] = source.InverseDistributionFunction(i * step);
}
var target = new ParetoDistribution();
double[] weights = Matrix.Vector(sample.Length, 1.0 / sample.Length);
target.Fit(sample, weights);
Assert.AreEqual(7.12, target.Scale, 1e-6);
Assert.AreEqual(2.0, target.Alpha, 1e-2);
}
public void MedianTest()
{
var target = new ParetoDistribution(scale: 7.12, shape: 2);
Assert.AreEqual(target.Median, target.InverseDistributionFunction(0.5), 1e-6);
}