public void LaplaceDistributionConstructorTest() { { LaplaceDistribution target = new LaplaceDistribution(0, 0.2); double[] expected = { 2.5, 1.5163266, 0.919699, 0.557825, 0.338338 }; for (int i = 0; i < expected.Length; i++) { double x = i / 10.0; double actual = target.ProbabilityDensityFunction(x); Assert.AreEqual(expected[i], actual, 1e-6); Assert.IsFalse(double.IsNaN(actual)); } } { LaplaceDistribution target = new LaplaceDistribution(-2, 5.79); double[] expected = { 0.0666469, 0.0655057, 0.06438406, 0.0632816234, 0.062198060, 0.061133051 }; for (int i = 0; i < expected.Length; i++) { double x = (i - 5) / 10.0; double actual = target.ProbabilityDensityFunction(x); Assert.AreEqual(expected[i], actual, 1e-8); Assert.IsFalse(double.IsNaN(actual)); } } }
public void ConstructorTest2() { var laplace = new LaplaceDistribution(location: 4, scale: 2); double mean = laplace.Mean; // 4.0 double median = laplace.Median; // 4.0 double var = laplace.Variance; // 8.0 double cdf = laplace.DistributionFunction(x: 0.27); // 0.077448104942453522 double pdf = laplace.ProbabilityDensityFunction(x: 0.27); // 0.038724052471226761 double lpdf = laplace.LogProbabilityDensityFunction(x: 0.27); // -3.2512943611198906 double ccdf = laplace.ComplementaryDistributionFunction(x: 0.27); // 0.92255189505754642 double icdf = laplace.InverseDistributionFunction(p: cdf); // 0.27 double hf = laplace.HazardFunction(x: 0.27); // 0.041974931360160776 double chf = laplace.CumulativeHazardFunction(x: 0.27); // 0.080611649844768624 string str = laplace.ToString(CultureInfo.InvariantCulture); // Laplace(x; μ = 4, b = 2) Assert.AreEqual(4.0, mean); Assert.AreEqual(4.0, median); Assert.AreEqual(8.0, var); Assert.AreEqual(0.080611649844768624, chf); Assert.AreEqual(0.077448104942453522, cdf); Assert.AreEqual(0.038724052471226761, pdf); Assert.AreEqual(-3.2512943611198906, lpdf); Assert.AreEqual(0.041974931360160776, hf); Assert.AreEqual(0.92255189505754642, ccdf); Assert.AreEqual(0.26999999840794775, icdf); Assert.AreEqual("Laplace(x; μ = 4, b = 2)", str); }
public void ConstructorTest6() { var original = new LaplaceDistribution(location: 4, scale: 2); var laplace = GeneralContinuousDistribution.FromDistributionFunction( original.Support, original.DistributionFunction); for (double i = -10; i < +10; i += 0.1) { double expected = original.ProbabilityDensityFunction(i); double actual = laplace.ProbabilityDensityFunction(i); Assert.IsTrue(expected.IsRelativelyEqual(actual, 1e-4)); } testLaplace(laplace); }
public void ConstructorTest2() { var laplace = new LaplaceDistribution(location: 4, scale: 2); double mean = laplace.Mean; // 4.0 double median = laplace.Median; // 4.0 double var = laplace.Variance; // 8.0 double mode = laplace.Mode; // 4.0 double cdf = laplace.DistributionFunction(x: 0.27); // 0.077448104942453522 double pdf = laplace.ProbabilityDensityFunction(x: 0.27); // 0.038724052471226761 double lpdf = laplace.LogProbabilityDensityFunction(x: 0.27); // -3.2512943611198906 double ccdf = laplace.ComplementaryDistributionFunction(x: 0.27); // 0.92255189505754642 double icdf = laplace.InverseDistributionFunction(p: cdf); // 0.27 double hf = laplace.HazardFunction(x: 0.27); // 0.041974931360160776 double chf = laplace.CumulativeHazardFunction(x: 0.27); // 0.080611649844768624 string str = laplace.ToString(CultureInfo.InvariantCulture); // Laplace(x; μ = 4, b = 2) Assert.AreEqual(4.0, mean); Assert.AreEqual(4.0, median); Assert.AreEqual(8.0, var); Assert.AreEqual(4.0, mode); Assert.AreEqual(0.080611649844768624, chf); Assert.AreEqual(0.077448104942453522, cdf); Assert.AreEqual(0.038724052471226761, pdf); Assert.AreEqual(-3.2512943611198906, lpdf); Assert.AreEqual(0.041974931360160776, hf); Assert.AreEqual(0.92255189505754642, ccdf); Assert.AreEqual(0.26999999840794775, icdf); Assert.AreEqual("Laplace(x; μ = 4, b = 2)", str); var range1 = laplace.GetRange(0.95); var range2 = laplace.GetRange(0.99); var range3 = laplace.GetRange(0.01); Assert.AreEqual(-0.60517019072231026, range1.Min); Assert.AreEqual(8.6051701894643209, range1.Max); Assert.AreEqual(-3.8240460108561982, range2.Min); Assert.AreEqual(11.824046011144626, range2.Max); Assert.AreEqual(-3.8240460108561951, range3.Min); Assert.AreEqual(11.824046011144626, range3.Max); }
public void ConstructorTest6() { var original = new LaplaceDistribution(location: 4, scale: 2); var laplace = GeneralContinuousDistribution.FromDistributionFunction( original.Support, original.DistributionFunction); for (double i = -10; i < +10; i += 0.1) { double expected = original.ProbabilityDensityFunction(i); double actual = laplace.ProbabilityDensityFunction(i); double diff = Math.Abs(expected - actual); Assert.AreEqual(expected, actual, 1e-6); } testLaplace(laplace); }