public void ValidateToString() { System.Threading.Thread.CurrentThread.CurrentCulture = System.Globalization.CultureInfo.InvariantCulture; var n = new TruncatedPareto(1d, 2d, 100d); Assert.AreEqual("Truncated Pareto(Scale = 1, Shape = 2, Truncation = 100)", n.ToString()); }
public void ValidateCumulativeDistribution(double scale, double shape, double truncation, double x, double expected) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(expected, n.CumulativeDistribution(x), highPrecision); AssertHelpers.AlmostEqualRelative(expected, TruncatedPareto.CDF(scale, shape, truncation, x), highPrecision); }
public void CanCreateTruncatedParetoWithRandomSource() { var randomSource = new Numerics.Random.MersenneTwister(100); var n = new TruncatedPareto(10.0, 10.0, 1000, randomSource); Assert.AreEqual(randomSource, n.RandomSource); }
public void ValidateInverseCumulativeDistribution(double scale, double shape, double truncation, double p, double expected) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(expected, n.InvCDF(p), lowPrecision); AssertHelpers.AlmostEqualRelative(expected, TruncatedPareto.InvCDF(scale, shape, truncation, p), lowPrecision); }
public void CanSampleSequence() { var n = new TruncatedPareto(10.0, 10.0, 1000.0); var ied = n.Samples(); GC.KeepAlive(ied.Take(5).ToArray()); }
public void ValidateDensityLn(double scale, double shape, double truncation, double x, double p) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(p, n.DensityLn(x), lowPrecision); AssertHelpers.AlmostEqualRelative(p, TruncatedPareto.PDFLn(scale, shape, truncation, x), lowPrecision); }
public void CanFillSampleArray() { double[] samples = new double[100]; var n = new TruncatedPareto(10.0, 10.0, 1000.0); n.Samples(samples); Assert.IsTrue(!samples.Any(x => x == 0)); }
public void CanCreateTruncatedPareto(double scale, double shape, double truncation) { var n = new TruncatedPareto(scale, shape, truncation); Assert.AreEqual(scale, n.Scale, highPrecision); Assert.AreEqual(shape, n.Shape, highPrecision); Assert.AreEqual(truncation, n.Truncation, highPrecision); }
public void CanSampleStatic() { TruncatedPareto.Sample(new Numerics.Random.MersenneTwister(100), 10.0, 10.0, 1000.0); }
public void CanSample() { var n = new TruncatedPareto(10.0, 10.0, 1000.0); n.Sample(); }
public void FailSampleSequenceStatic() { Assert.That(() => { var ied = TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), 10.0, 10.0, 5.0).First(); }, Throws.ArgumentException); }
public void FailFillingSampleArrayStatic() { double[] samples = new double[100]; Assert.That(() => { TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), samples, 10.0, 10.0, 5.0); }, Throws.ArgumentException); }
public void CanSampleSequenceStatic() { var ied = TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), 10.0, 10.0, 1000.0); GC.KeepAlive(ied.Take(5).ToArray()); }
public void CanFillSampleArrayStatic() { double[] samples = new double[100]; TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), samples, 10.0, 10.0, 1000.0); Assert.IsTrue(!samples.Any(x => x == 0)); }
public void ValidateVariance(double scale, double shape, double truncation, double variance) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(variance, n.Variance, highPrecision); }
public void ValidateIsValidParameterSet(double scale, double shape, double truncation, bool validity) { Assert.AreEqual(TruncatedPareto.IsValidParameterSet(scale, shape, truncation), validity); }
public void ValidateSkewness(double scale, double shape, double truncation, double skewness) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, highPrecision); }
public void ValidateMoments(double scale, double shape, double truncation, int order, double value) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(value, n.GetMoment(order), highPrecision); }
public void ValidateEntropyFailsWithNotSupported(double scale, double shape, double truncation) { var n = new TruncatedPareto(scale, shape, truncation); Assert.Throws <NotSupportedException>(() => { var x = n.Entropy; }); }
public void ValidateMaximum() { var n = new TruncatedPareto(1.0, 2.0, 500.0); Assert.AreEqual(500.0, n.Maximum); }
public void ValidateStandardDeviation(double scale, double shape, double truncation, double std) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(std, n.StdDev, highPrecision); }
public void ValidateToString() { var n = new TruncatedPareto(1d, 2d, 100d); Assert.AreEqual("Truncated Pareto(Scale = 1, Shape = 2, Truncation = 100)", n.ToString()); }
public void ValidateMean(double scale, double shape, double truncation, double mean) { var n = new TruncatedPareto(scale, shape, truncation); AssertHelpers.AlmostEqualRelative(mean, n.Mean, highPrecision); }