[TestCase(0.9, 1.0, 0.0, 1.0, double.PositiveInfinity, 0.6123, -0.7534428322)] // Mean shifted Laplace public void ValidateDensityLn(double location, double scale, double skew, double p, double q, double x, double d) { var n = new SkewedGeneralizedT(location, scale, skew, p, q); var density = n.DensityLn(x); AssertHelpers.AlmostEqualRelative(d, density, 8); }
public void ValidateNormalDensityEquivalence(double location, double scale, double x) { var sgt = new SkewedGeneralizedT(location, scale, 0, 2, double.PositiveInfinity); var n = new Normal(location, scale); AssertHelpers.AlmostEqualRelative(n.Density(x), sgt.Density(x), 8); AssertHelpers.AlmostEqualRelative(n.DensityLn(x), sgt.DensityLn(x), 8); }
public void ValidateLaplaceDensityEquivalence(double location, double scale, double x) { var n = new SkewedGeneralizedT(location, scale, 0, 1, double.PositiveInfinity); var b = scale / Math.Sqrt(2.0); var l = new Laplace(location, b); AssertHelpers.AlmostEqualRelative(l.Density(x), n.Density(x), 8); AssertHelpers.AlmostEqualRelative(l.DensityLn(x), n.DensityLn(x), 8); }