public void ConstructorTest2() { var invGaussian = new InverseGaussianDistribution(mean: 0.42, shape: 1.2); double mean = invGaussian.Mean; // 0.42 double median = invGaussian.Median; // 0.35856861093990083 double var = invGaussian.Variance; // 0.061739999999999989 double cdf = invGaussian.DistributionFunction(x: 0.27); // 0.30658791274125458 double pdf = invGaussian.ProbabilityDensityFunction(x: 0.27); // 2.3461495925760354 double lpdf = invGaussian.LogProbabilityDensityFunction(x: 0.27); // 0.85277551314980737 double ccdf = invGaussian.ComplementaryDistributionFunction(x: 0.27); // 0.69341208725874548 double icdf = invGaussian.InverseDistributionFunction(p: cdf); // 0.26999999957543408 double hf = invGaussian.HazardFunction(x: 0.27); // 3.383485283406336 double chf = invGaussian.CumulativeHazardFunction(x: 0.27); // 0.36613081401302111 string str = invGaussian.ToString(CultureInfo.InvariantCulture); // "N^-1(x; μ = 0.42, λ = 1.2)" Assert.AreEqual(0.42, mean); Assert.AreEqual(0.35856861093990083, median, 1e-7); Assert.AreEqual(0.061739999999999989, var); Assert.AreEqual(0.36613081401302111, chf); Assert.AreEqual(0.30658791274125458, cdf); Assert.AreEqual(2.3461495925760354, pdf); Assert.AreEqual(0.85277551314980737, lpdf); Assert.AreEqual(3.383485283406336, hf); Assert.AreEqual(0.69341208725874548, ccdf); Assert.AreEqual(0.26999999957543408, icdf, 1e-8); Assert.AreEqual("N^-1(x; μ = 0.42, λ = 1.2)", str); }
public void ConstructorTest2() { var invGaussian = new InverseGaussianDistribution(mean: 0.42, shape: 1.2); double mean = invGaussian.Mean; // 0.42 double median = invGaussian.Median; // 0.35856861093990083 double var = invGaussian.Variance; // 0.061739999999999989 double mode = invGaussian.Mode; // 0.23793654141004067 double cdf = invGaussian.DistributionFunction(x: 0.27); // 0.30658791274125458 double pdf = invGaussian.ProbabilityDensityFunction(x: 0.27); // 2.3461495925760354 double lpdf = invGaussian.LogProbabilityDensityFunction(x: 0.27); // 0.85277551314980737 double ccdf = invGaussian.ComplementaryDistributionFunction(x: 0.27); // 0.69341208725874548 double icdf = invGaussian.InverseDistributionFunction(p: cdf); // 0.26999999957543408 double hf = invGaussian.HazardFunction(x: 0.27); // 3.383485283406336 double chf = invGaussian.CumulativeHazardFunction(x: 0.27); // 0.36613081401302111 string str = invGaussian.ToString(CultureInfo.InvariantCulture); // "N^-1(x; μ = 0.42, λ = 1.2)" Assert.AreEqual(0.42, mean); Assert.AreEqual(0.35856861093990083, median, 1e-6); Assert.AreEqual(0.061739999999999989, var); Assert.AreEqual(0.36613081401302111, chf); Assert.AreEqual(0.23793654141004067, mode); Assert.AreEqual(0.30658791274125458, cdf); Assert.AreEqual(2.3461495925760354, pdf); Assert.AreEqual(0.85277551314980737, lpdf); Assert.AreEqual(3.383485283406336, hf); Assert.AreEqual(0.69341208725874548, ccdf); Assert.AreEqual(0.26999999957543408, icdf, 1e-7); Assert.AreEqual("N^-1(x; μ = 0.42, λ = 1.2)", str); var range1 = invGaussian.GetRange(0.95); var range2 = invGaussian.GetRange(0.99); var range3 = invGaussian.GetRange(0.01); Assert.AreEqual(0.14769446268576839, range1.Min); Assert.AreEqual(0.90166590229504751, range1.Max); Assert.AreEqual(0.10646291322190742, range2.Min); Assert.AreEqual(1.2855706686397079, range2.Max); Assert.AreEqual(0.10646291322190739, range3.Min); Assert.AreEqual(1.2855706686397079, range3.Max); Assert.AreEqual(0, invGaussian.Support.Min); Assert.AreEqual(double.PositiveInfinity, invGaussian.Support.Max); Assert.AreEqual(invGaussian.InverseDistributionFunction(0), invGaussian.Support.Min); Assert.AreEqual(invGaussian.InverseDistributionFunction(1), invGaussian.Support.Max); }