public void FromNegativeInfinityIntegralTest()
{
var abs = Math.Pow(10, -8);
Func <double, double> func1 = (x) => 2.0 / (Math.Pow(x, 2) + 9);
var res1 = IntegralCalculator.Integrate(double.NegativeInfinity, -3.0, func1);
Assert.AreEqual(Math.PI / 6, res1, abs);
Func <double, double> func2 = (x) => x *Math.Pow(Math.E, (-1) *x *x);
var res2 = IntegralCalculator.Integrate(double.NegativeInfinity, 0, func2);
Assert.AreEqual(-0.5, res2, abs);
}
public void FromNegativeToPositiveInfinityIntegralTest()
{
var abs = Math.Pow(10, -8);
Func <double, double> func1 = (x) => x *Math.Pow(Math.E, (-1) *x *x);
var res1 = IntegralCalculator.Integrate(double.NegativeInfinity, double.PositiveInfinity, func1);
Assert.AreEqual(0, res1, abs);
Func <double, double> func2 = (x) => 1 / (x * x + 2 * x + 8);
var res2 = IntegralCalculator.Integrate(double.NegativeInfinity, double.PositiveInfinity, func2);
Assert.AreEqual(Math.PI / Math.Sqrt(7), res2, abs);
}
public List <Point> GetCDFDataForPlot(double?xMin = null, double?xMax = null, int numberOfPoints = 1000)
{
var resultPoints = new List <Point>();
if (!xMin.HasValue)
{
xMin = PiecewisePDF.Segments.First().FindLeftPoint();
}
if (!xMax.HasValue)
{
xMax = PiecewisePDF.Segments.Last().FindRightPoint();
}
//var segments = PiecewisePDF.Segments.OrderBy(s => s.A);
var integralValue = default(double);
var leftValue = double.NegativeInfinity;
foreach (var segment in PiecewisePDF.Segments)
{
var args = segment.GetPoints(xMin, xMax, numberOfPoints);
var points = new List <Point>();
foreach (var arg in args)
{
integralValue += IntegralCalculator.Integrate(leftValue, arg, (x) => segment[x]);
points.Add(new Point(arg, integralValue));
leftValue = arg;
}
resultPoints.AddRange(points);
}
return(resultPoints);
}
