/// <summary>
/// Updates the helper variables that store intermediate results for generation of t-distributed random
/// numbers.
/// </summary>
public void Initialize(double nu)
{
if (!IsValidNu(nu))
{
throw new ArgumentOutOfRangeException("Nu out of range (must be positive");
}
this.nu = nu;
if (null == chiSquareDistribution)
{
chiSquareDistribution = new ChiSquareDistribution(nu);
}
else
{
chiSquareDistribution.Alpha = this.nu;
}
}
/// <summary>
/// Updates the helper variables that store intermediate results for generation of Fisher-Snedecor distributed random
/// numbers.
/// </summary>
private void UpdateHelpers()
{
if (null == chiSquareDistributionAlpha)
{
chiSquareDistributionAlpha = new ChiSquareDistribution(alpha, generator);
}
else
{
chiSquareDistributionAlpha.Alpha = alpha;
}
if (null == chiSquareDistributionBeta)
{
chiSquareDistributionBeta = new ChiSquareDistribution(beta, generator);
}
else
{
chiSquareDistributionBeta.Alpha = beta;
}
helper1 = beta / alpha;
}
FDistribution (double numf, double denomf, RandomGenerator ran)
: base(ran)
{
// check parameter range
if (numf < 0.0 || denomf < 0.0)
throw new ArgumentException(string.Format("Numerator ({0}) and denominator ({1}) degrees of freedom must be positive", numf, denomf));
// store parameters
NF = numf;
DF = denomf;
// initialize numerator and denominator chi-square distributions
NumChi2 = new ChiSquareDistribution(NF,ran);
DenomChi2 = new ChiSquareDistribution(DF,ran);
}
/// <summary>
/// Updates the helper variables that store intermediate results for generation of t-distributed random
/// numbers.
/// </summary>
public void Initialize(double nu)
{
if (!IsValidNu(nu))
throw new ArgumentOutOfRangeException("Nu out of range (must be positive");
this.nu = nu;
if (null == chiSquareDistribution)
this.chiSquareDistribution = new ChiSquareDistribution(nu);
else
this.chiSquareDistribution.Alpha = this.nu;
}
/// <summary>
/// Updates the helper variables that store intermediate results for generation of Fisher-Snedecor distributed random
/// numbers.
/// </summary>
private void UpdateHelpers()
{
if (null == this.chiSquareDistributionAlpha)
this.chiSquareDistributionAlpha = new ChiSquareDistribution(alpha, generator);
else
this.chiSquareDistributionAlpha.Alpha = this.alpha;
if (null == this.chiSquareDistributionBeta)
this.chiSquareDistributionBeta = new ChiSquareDistribution(beta, generator);
else
this.chiSquareDistributionBeta.Alpha = this.beta;
this.helper1 = (double)this.beta / (double)this.alpha;
}
public void TestChiSquareDistribution()
{
double[][] para = {
new double[]{7, 0, 4.254852183546515743793886, 0.1183315591713442321707384, 14.06714044934016874262697, 0.0174057454954412176379300}
};
for (int i = 0; i < para.Length; i++)
{
ContDistTester tester = new ContDistTester(para[i], delegate(double a, double b)
{
ChiSquareDistribution ret = new ChiSquareDistribution();
ret.Alpha = (int)a;
return ret;
}
);
tester.Test(1E-14);
}
}
