public override void Construct()
{
this.ParameterDictionary.Add(Statistic.Location, LognormalDistribution.Estimate(data.ToArray()).Location);
this.ParameterDictionary.Add(Statistic.Shape, LognormalDistribution.Estimate(data.ToArray()).Shape);
this.ParameterDictionary.Add(Statistic.Min, data.Min());
this.ParameterDictionary.Add(Statistic.Max, data.Max());
this.ParameterDictionary.Add(Statistic.Median, data[(data.Count / 2) - 1]);
}
public void EstimateTest2()
{
double[] observations = { 0.04, 0.12, 1.52 };
double[] weights = { 0.25, 0.50, 0.25 };
LognormalDistribution actual = LognormalDistribution.Estimate(observations, weights);
Assert.AreEqual(-1.76017314060255, actual.Location, 1e-15);
Assert.AreEqual(1.6893403335885702, actual.Shape);
}
public LognormalEstimate(List <double> data) : base(data)
{
if (data.Min() <= 0)
{
this.score = -1; //negative data implies it can't be Lognormal
return;
}
this.DistributionType = Distribution.Lognormal;
this.testDistribution = LognormalDistribution.Estimate(data.ToArray());
this.RunTestOfFit();
}
public void GenerateTest()
{
LognormalDistribution target = new LognormalDistribution(2, 5);
double[] samples = target.Generate(1000000);
var actual = LognormalDistribution.Estimate(samples);
actual.Fit(samples);
Assert.AreEqual(2, actual.Location, 0.01);
Assert.AreEqual(5, actual.Shape, 0.01);
}
public void EstimateTest()
{
double[] observations = { 2, 2, 2, 2, 2 };
NormalOptions options = new NormalOptions()
{
Regularization = 0.1
};
LognormalDistribution actual = LognormalDistribution.Estimate(observations, options);
Assert.AreEqual(System.Math.Log(2), actual.Location);
Assert.AreEqual(System.Math.Sqrt(0.1), actual.Shape);
}
public void GenerateTest2()
{
LognormalDistribution target = new LognormalDistribution(4, 2);
double[] samples = new double[1000000];
for (int i = 0; i < samples.Length; i++)
{
samples[i] = target.Generate();
}
var actual = LognormalDistribution.Estimate(samples);
actual.Fit(samples);
Assert.AreEqual(4, actual.Location, 0.01);
Assert.AreEqual(2, actual.Shape, 0.01);
}
public void EstimateTest1()
{
double[] observations =
{
1.26, 0.34, 0.70, 1.75, 50.57, 1.55, 0.08, 0.42, 0.50, 3.20,
0.15, 0.49, 0.95, 0.24, 1.37, 0.17, 6.98, 0.10, 0.94, 0.38
};
LognormalDistribution actual = LognormalDistribution.Estimate(observations);
double expectedLocation = -0.307069523211925;
double expectedShape = 1.51701553338489;
Assert.AreEqual(expectedLocation, actual.Location, 1e-15);
Assert.AreEqual(expectedShape, actual.Shape, 1e-14);
}
