public void Main()
{
// Create the values.
var values = DoubleMatrix.Dense(
3, 2, new double[6] {
2, -1, 0, 1, 3, -4
});
// Create the corresponding probabilities.
var probabilities = DoubleMatrix.Dense(
3, 2, new double[6] {
1.0 / 8, 0.0, 2.0 / 8, 1.0 / 8, 3.0 / 8, 1.0 / 8
});
// Create the finite discrete distribution.
var distribution = new FiniteDiscreteDistribution(values, probabilities);
Console.WriteLine("Values:");
Console.WriteLine(distribution.Values);
Console.WriteLine();
Console.WriteLine("Probabilities:");
Console.WriteLine(distribution.Masses);
Console.WriteLine();
// Compute the mean value.
double mean = distribution.Mean();
Console.WriteLine("Expected value: {0}", mean);
Console.WriteLine();
// Draw a sample from the distribution.
int sampleSize = 100000;
var sample = distribution.Sample(sampleSize);
// Compute the sample mean.
double sampleMean = Stat.Mean(sample);
Console.WriteLine("Sample mean: {0}", sampleMean);
Console.WriteLine();
// Get a specific value.
int valueIndex = 3;
double value = distribution.Values[valueIndex];
// Get its mass.
double mass = distribution.Masses[valueIndex];
Console.WriteLine("Mass of value {0}: {1}", value, mass);
Console.WriteLine();
// Compute its sample frequency.
IndexCollection valuePositions = sample.Find(value);
double frequency = (valuePositions == null) ? 0.0
: (double)valuePositions.Count / sampleSize;
Console.WriteLine("Sample frequency of value {0}: {1}", value, frequency);
}
public void UniformTest()
{
var values = DoubleMatrix.Dense(3, 2,
new double[6] {
1, 2, 3, 4, 5, 6
});
var distribution = FiniteDiscreteDistribution.Uniform(values);
DoubleMatrixAssert.AreEqual(
expected: values,
actual: (DoubleMatrix)distribution.Values,
delta: DoubleMatrixTest.Accuracy);
DoubleMatrixAssert.AreEqual(
expected: DoubleMatrix.Dense(3, 2, 1.0 / 6.0),
actual: (DoubleMatrix)distribution.Masses,
delta: DoubleMatrixTest.Accuracy);
}
public void SetMassesTest()
{
// Valid input
{
var values = DoubleMatrix.Dense(3, 2,
new double[6] {
1, 2, 3, 4, 5, 6
});
var distribution = FiniteDiscreteDistribution.Uniform(
values: values);
var masses = DoubleMatrix.Dense(3, 2,
new double[6] {
.1, .2, .3, .2, .1, .1
});
distribution.SetMasses(masses: masses);
DoubleMatrixAssert.AreEqual(
expected: masses,
actual: (DoubleMatrix)distribution.Masses,
delta: DoubleMatrixTest.Accuracy);
}
// masses is null
{
var values = DoubleMatrix.Dense(3, 2,
new double[6] {
1, 2, 3, 4, 5, 6
});
var distribution = FiniteDiscreteDistribution.Uniform(
values: values);
ArgumentExceptionAssert.Throw(
() =>
{
distribution.SetMasses(masses: null);
},
expectedType: typeof(ArgumentNullException),
expectedPartialMessage: ArgumentExceptionAssert.NullPartialMessage,
expectedParameterName: "masses");
}
// The number of rows in masses is not equal to that of values
{
string STR_EXCEPT_PAR_MUST_HAVE_SAME_NUM_OF_ROWS =
string.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_HAVE_SAME_NUM_OF_ROWS"),
"values");
var values = DoubleMatrix.Dense(3, 2,
new double[6] {
1, 2, 3, 4, 5, 6
});
var distribution = FiniteDiscreteDistribution.Uniform(
values: values);
var masses = DoubleMatrix.Dense(1, 2,
new double[2] {
.5, .5
});
ArgumentExceptionAssert.Throw(
() =>
{
distribution.SetMasses(masses: masses);
},
expectedType: typeof(ArgumentException),
expectedPartialMessage: STR_EXCEPT_PAR_MUST_HAVE_SAME_NUM_OF_ROWS,
expectedParameterName: "masses");
}
// The number of columns in masses is not equal to that of values
{
string STR_EXCEPT_PAR_MUST_HAVE_SAME_NUM_OF_COLUMNS =
string.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_MUST_HAVE_SAME_NUM_OF_COLUMNS"),
"values");
var values = DoubleMatrix.Dense(3, 2,
new double[6] {
1, 2, 3, 4, 5, 6
});
var distribution = FiniteDiscreteDistribution.Uniform(
values: values);
var masses = DoubleMatrix.Dense(3, 1,
new double[3] {
.2, .5, .3
});
ArgumentExceptionAssert.Throw(
() =>
{
distribution.SetMasses(masses: masses);
},
expectedType: typeof(ArgumentException),
expectedPartialMessage: STR_EXCEPT_PAR_MUST_HAVE_SAME_NUM_OF_COLUMNS,
expectedParameterName: "masses");
}
// At least an entry in masses is negative
{
string STR_EXCEPT_PAR_ENTRIES_NOT_IN_CLOSED_INTERVAL =
string.Format(
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_ENTRIES_NOT_IN_CLOSED_INTERVAL"),
"0", "1");
var values = DoubleMatrix.Dense(3, 2,
new double[6] {
1, 2, 3, 4, 5, 6
});
var distribution = FiniteDiscreteDistribution.Uniform(
values: values);
var masses = DoubleMatrix.Dense(3, 2,
new double[6] {
.2, .5, .3, -.1, .1, 0
});
ArgumentExceptionAssert.Throw(
() =>
{
distribution.SetMasses(masses: masses);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage: STR_EXCEPT_PAR_ENTRIES_NOT_IN_CLOSED_INTERVAL,
expectedParameterName: "masses");
}
// The sum of the masses is not 1
{
string STR_EXCEPT_PAR_ENTRIES_MUST_SUM_TO_1 =
ImplementationServices.GetResourceString(
"STR_EXCEPT_PAR_ENTRIES_MUST_SUM_TO_1");
var values = DoubleMatrix.Dense(3, 2,
new double[6] {
1, 2, 3, 4, 5, 6
});
var distribution = FiniteDiscreteDistribution.Uniform(
values: values);
var masses = DoubleMatrix.Dense(3, 2,
new double[6] {
.2, .5, .3, .1, .1, 0
});
ArgumentExceptionAssert.Throw(
() =>
{
distribution.SetMasses(masses: masses);
},
expectedType: typeof(ArgumentOutOfRangeException),
expectedPartialMessage: STR_EXCEPT_PAR_ENTRIES_MUST_SUM_TO_1,
expectedParameterName: "masses");
}
}