public virtual void Test(double tolerance)
{
double p1 = _dist.CDF(_a[2]);
Assert.AreEqual(_a[3], p1, Math.Abs(_a[3] * tolerance), "Unexpected result of CDF");
double d1 = _dist.PDF(_a[2]);
Assert.AreEqual(_a[4], d1, Math.Abs(_a[4] * tolerance), "Unexpected result of PDF");
int len = 1000000;
int suml = 0;
for (int i = 0; i < len; i++)
{
if (_dist.NextDouble() <= _a[2])
{
suml++;
}
}
double p1_tested = suml / (double)len;
double confidence = BinomialDistribution.CDF(suml, _a[3], len);
Assert.Greater(confidence, 0.01, string.Format("Unexpected result of distribution of generated values : outside (left) the 1% confidence limits, expected p={0}, actual p={1}, confidence={2}", _a[3], p1_tested, confidence));
Assert.Less(confidence, 0.99, string.Format("Unexpected result of distribution of generated values : outside (right) the 1% confidence limits, expected p={0}, actual p={1}, confidence={2}", _a[3], p1_tested, confidence));
}
public virtual void Test(double tolerance)
{
// a0 and a1 are the distribution parameters
// Test quantile
double x1 = _dist.Quantile(firstProb);
Assert.AreEqual(_a[2], x1, Math.Abs(_a[2] * tolerance), "Unexpected result of Quantile firstProb");
double p1 = _dist.CDF(_a[2]);
Assert.AreEqual(firstProb, p1, Math.Abs(firstProb * tolerance), "Unexpected result of CDF firstQuantile");
double d1 = _dist.PDF(_a[2]);
Assert.AreEqual(_a[3], d1, Math.Abs(_a[3] * tolerance), "Unexpected result of PDF firstQuantile");
double x2 = _dist.Quantile(secondProb);
Assert.AreEqual(_a[4], x2, Math.Abs(_a[4] * tolerance), "Unexpected result of Quantile secondProb");
double p2 = _dist.CDF(_a[4]);
Assert.AreEqual(secondProb, p2, Math.Abs(secondProb * tolerance), "Unexpected result of CDF secondQuantile");
double d2 = _dist.PDF(_a[4]);
Assert.AreEqual(_a[5], d2, Math.Abs(_a[5] * tolerance), "Unexpected result of PDF secondQuantile");
int len = 1000000;
int suml = 0;
for (int i = 0; i < len; i++)
{
if (_dist.NextDouble() < _a[2])
{
suml++;
}
}
double p1_tested = suml / (double)len;
double confidence = BinomialDistribution.CDF(suml, firstProb, len);
Assert.Greater(confidence, 0.01, string.Format("Unexpected result of distribution of generated values : outside (left) the 1% confidence limits, expected p={0}, actual p={1}, confidence={2}", firstProb, p1_tested, confidence));
Assert.Less(confidence, 0.99, string.Format("Unexpected result of distribution of generated values : outside (right) the 1% confidence limits, expected p={0}, actual p={1}, confidence={2}", firstProb, p1_tested, confidence));
}
