| public Generate ( int samples ) : double[][] | ||
| samples | int | The number of samples to generate. |
| return | double[][] | |
public void NormalGenerateTest()
{
// Create a Normal with mean 2 and sigma 5
var normal = new NormalDistribution(2, 5);
// Generate 1000000 samples from it
double[] samples = normal.Generate(1000000);
// Try to estimate a new Normal distribution from the
// generated samples to check if they indeed match
var actual = NormalDistribution.Estimate(samples);
string result = actual.ToString("N2"); // N(x; μ = 2.01, σ² = 25.03)
Assert.AreEqual("N(x; μ = 2.01, σ² = 25.03)", result);
}
public void GenerateTest()
{
NormalDistribution target = new NormalDistribution(2, 5);
double[] samples = target.Generate(1000000);
var actual = NormalDistribution.Estimate(samples);
actual.Fit(samples);
Assert.AreEqual(2, actual.Mean, 0.01);
Assert.AreEqual(5, actual.StandardDeviation, 0.01);
}
public void GenerateTest2()
{
NormalDistribution target = new NormalDistribution(4, 2);
double[] samples = new double[1000000];
for (int i = 0; i < samples.Length; i++)
samples[i] = target.Generate();
var actual = NormalDistribution.Estimate(samples);
actual.Fit(samples);
Assert.AreEqual(4, actual.Mean, 0.01);
Assert.AreEqual(2, actual.StandardDeviation, 0.01);
}
public void ConstructorTest3()
{
Accord.Math.Tools.SetupGenerator(0);
// Create a normal distribution with mean 2 and sigma 3
var normal = new NormalDistribution(mean: 2, stdDev: 3);
// In a normal distribution, the median and
// the mode coincide with the mean, so
double mean = normal.Mean; // 2
double mode = normal.Mode; // 2
double median = normal.Median; // 2
// The variance is the square of the standard deviation
double variance = normal.Variance; // 3² = 9
// Let's check what is the cumulative probability of
// a value less than 3 occurring in this distribution:
double cdf = normal.DistributionFunction(3); // 0.63055
// Finally, let's generate 1000 samples from this distribution
// and check if they have the specified mean and standard dev.
double[] samples = normal.Generate(1000);
double sampleMean = samples.Mean(); // 1.92
double sampleDev = samples.StandardDeviation(); // 3.00
Assert.AreEqual(2, mean);
Assert.AreEqual(2, mode);
Assert.AreEqual(2, median);
Assert.AreEqual(9, variance);
Assert.AreEqual(1000, samples.Length);
Assert.AreEqual(1.9245, sampleMean, 1e-4);
Assert.AreEqual(3.0008, sampleDev, 1e-4);
}