public void ProbitLinkFunctionConstructorTest()
{
ProbitLinkFunction target = new ProbitLinkFunction();
double[] expected =
{
Double.NegativeInfinity, -1.28155, -0.841621, -0.524401, -0.253347,
0, 0.253347, 0.524401, 0.841621, 1.28155, Double.PositiveInfinity
};
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = expected[i];
double fx = target.Function(x);
double iy = target.Inverse(y);
Assert.AreEqual(y, fx, 1e-5);
Assert.AreEqual(x, iy, 1e-5);
Assert.IsFalse(Double.IsNaN(fx));
Assert.IsFalse(Double.IsNaN(iy));
}
}
public void DerivativeTest()
{
ProbitLinkFunction target = new ProbitLinkFunction();
double[] expected =
{
0.398942, 0.396953, 0.391043, 0.381388, 0.36827, 0.352065,
0.333225, 0.312254, 0.289692, 0.266085, 0.241971
};
for (int i = 0; i < 11; i++)
{
double x = i / 10.0;
double y = target.Inverse(x);
double d1 = target.Derivative(x);
double d2 = target.Derivative2(y);
Assert.AreEqual(expected[i], d1, 1e-5);
Assert.AreEqual(expected[i], d2, 1e-5);
Assert.IsFalse(Double.IsNaN(d1));
Assert.IsFalse(Double.IsNaN(d2));
}
}