|
public static WithMeanStDev ( double mean, double stDev ) : |
||
| mean | double | |
| stDev | double | |
| Résultat | ||
public void ValidateInverseCumulativeDistribution(
[Values(Double.NegativeInfinity, -5.0, -2.0, -0.0, 0.0, 4.0, 5.0, 6.0, 10.0, Double.PositiveInfinity)] double x,
[Values(0.0, 0.00000028665157187919391167375233287464535385442301361187883,
0.0002326290790355250363499258867279847735487493358890356, 0.0062096653257761351669781045741922211278977469230927036,
.0062096653257761351669781045741922211278977469230927036, .30853753872598689636229538939166226011639782444542207, .5,
.69146246127401310363770461060833773988360217555457859, 0.9937903346742238648330218954258077788721022530769078, 1.0)] double f)
{
var n = Normal.WithMeanStDev(5.0, 2.0);
n.InverseCumulativeDistribution(f).Clamp(x, 1e-10).Should().Be(x);
}
public void DensityLnTest([Values(0.0, 10.0, -5.0)] double mean,
[Values(0.0, 0.1, 1.0, 10.0, 100.0, Double.PositiveInfinity)] double sdev)
{
var n = Normal.WithMeanStDev(mean, sdev);
for (var i = 0; i < 11; i++)
{
var x = i - 5.0;
var d = (mean - x) / sdev;
var pdfln = (-0.5 * (d * d)) - Math.Log(sdev) - MathTool.LnSqrtPi2;
n.DensityLn(x).Should().Be(pdfln);
}
}
public void DensityTest([Values(0.0, 10.0, -5.0)] double mean,
[Values(0.0, 0.1, 1.0, 10.0, 100.0, Double.PositiveInfinity)] double sdev)
{
var n = Normal.WithMeanStDev(mean, sdev);
for (var i = 0; i < 11; i++)
{
var x = i - 5.0;
var d = (mean - x) / sdev;
var pdf = Math.Exp(-0.5 * d * d) / (sdev * MathTool.SqrtPi2);
n.Density(x).Should().Be(pdf);
}
}
