/// <summary>
/// Returns simulation results based on Monte Carlo method
/// </summary>
/// <param name="distributionInput">Represents user defined variables for
/// probability distribution and simulation results</param>
/// <param name="distributionType">Represents selected probability distribution</param>
public IList <StatisticalResult> Run(DistributionInput distributionInput, DistributionType distributionType)
{
SimulationResult = ToggleDistribution(distributionInput, distributionType);
if (SimulationResult.FittedValues.Count > 0)
{
if (_statisticalInput == null)
{
_statisticalInput = new StatisticalInput();
}
_statisticalInput.Interval = distributionInput.Interval;
_statisticalInput.Iteration = distributionInput.Iteration;
_statisticalInput.FitMinValue = SimulationResult.FittedValues.Min();
_statisticalInput.FitMaxValue = SimulationResult.FittedValues.Max();
_statisticalInput.MaxValue = SimulationResult.SimulatedValues.Max();
_statisticalInput.MinValue = SimulationResult.SimulatedValues.Min();
return(GetSimResult(_statisticalInput, SimulationResult.FittedValues));
}
throw new ArgumentException();
}
private IList <StatisticalResult> GetSimResult(StatisticalInput statisticalInput, IList <double> distribution)
{
SimulationResults = new List <StatisticalResult>();
var relFrequencies = MathUtils.GetRelFrequency(statisticalInput, distribution);
var cumFrequencies = MathUtils.GetCumFrequency(statisticalInput, distribution);
var expectations = MathUtils.GetExpectation(statisticalInput, distribution);
var binSizes = MathUtils.GetBinSizes(statisticalInput.MaxValue, statisticalInput.MinValue, statisticalInput.Interval);
var fittedbinSizes = MathUtils.GetBinSizes(statisticalInput.FitMaxValue, statisticalInput.FitMinValue, statisticalInput.Interval);
for (int i = 0; i < _statisticalInput.Interval; i++)
{
SimulationResults.Add(new StatisticalResult()
{
Expectation = expectations[i],
RelativeFrequency = relFrequencies[i],
CumulativeFrequency = cumFrequencies[i],
FittedBinSize = fittedbinSizes[i],
BinSize = binSizes[i]
});
}
return(SimulationResults);
}
