/// <summary> /// Run example /// </summary> /// <a href="http://en.wikipedia.org/wiki/Rayleigh_distribution">Rayleigh distribution</a> public void Run() { // 1. Initialize the new instance of the Rayleigh distribution class with parameter Scale = 1. var rayleigh = new Rayleigh(1); Console.WriteLine(@"1. Initialize the new instance of the Rayleigh distribution class with parameter Scale = {0}", rayleigh.Scale); Console.WriteLine(); // 2. Distributuion properties: Console.WriteLine(@"2. {0} distributuion properties:", rayleigh); // Cumulative distribution function Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", rayleigh.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000")); // Probability density Console.WriteLine(@"{0} - Probability density at location '0.3'", rayleigh.Density(0.3).ToString(" #0.00000;-#0.00000")); // Log probability density Console.WriteLine(@"{0} - Log probability density at location '0.3'", rayleigh.DensityLn(0.3).ToString(" #0.00000;-#0.00000")); // Entropy Console.WriteLine(@"{0} - Entropy", rayleigh.Entropy.ToString(" #0.00000;-#0.00000")); // Largest element in the domain Console.WriteLine(@"{0} - Largest element in the domain", rayleigh.Maximum.ToString(" #0.00000;-#0.00000")); // Smallest element in the domain Console.WriteLine(@"{0} - Smallest element in the domain", rayleigh.Minimum.ToString(" #0.00000;-#0.00000")); // Mean Console.WriteLine(@"{0} - Mean", rayleigh.Mean.ToString(" #0.00000;-#0.00000")); // Median Console.WriteLine(@"{0} - Median", rayleigh.Median.ToString(" #0.00000;-#0.00000")); // Mode Console.WriteLine(@"{0} - Mode", rayleigh.Mode.ToString(" #0.00000;-#0.00000")); // Variance Console.WriteLine(@"{0} - Variance", rayleigh.Variance.ToString(" #0.00000;-#0.00000")); // Standard deviation Console.WriteLine(@"{0} - Standard deviation", rayleigh.StdDev.ToString(" #0.00000;-#0.00000")); // Skewness Console.WriteLine(@"{0} - Skewness", rayleigh.Skewness.ToString(" #0.00000;-#0.00000")); Console.WriteLine(); // 3. Generate 10 samples of the Rayleigh distribution Console.WriteLine(@"3. Generate 10 samples of the Rayleigh distribution"); for (var i = 0; i < 10; i++) { Console.Write(rayleigh.Sample().ToString("N05") + @" "); } Console.WriteLine(); Console.WriteLine(); // 4. Generate 100000 samples of the Rayleigh(1) distribution and display histogram Console.WriteLine(@"4. Generate 100000 samples of the Rayleigh(1) distribution and display histogram"); var data = new double[100000]; for (var i = 0; i < data.Length; i++) { data[i] = rayleigh.Sample(); } ConsoleHelper.DisplayHistogram(data); Console.WriteLine(); // 5. Generate 100000 samples of the Rayleigh(4) distribution and display histogram Console.WriteLine(@"5. Generate 100000 samples of the Rayleigh(4) distribution and display histogram"); rayleigh.Scale = 4; for (var i = 0; i < data.Length; i++) { data[i] = rayleigh.Sample(); } ConsoleHelper.DisplayHistogram(data); Console.WriteLine(); // 6. Generate 100000 samples of the Rayleigh(0.5) distribution and display histogram Console.WriteLine(@"6. Generate 100000 samples of the Rayleigh(0.5) distribution and display histogram"); rayleigh.Scale = 0.5; for (var i = 0; i < data.Length; i++) { data[i] = rayleigh.Sample(); } ConsoleHelper.DisplayHistogram(data); }
public void ValidateCumulativeDistribution([Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double scale, [Values(0.1, 1.0, 10.0, Double.PositiveInfinity)] double x) { var n = new Rayleigh(scale); Assert.AreEqual(1.0 - Math.Exp(-x * x / (2.0 * scale * scale)), n.CumulativeDistribution(x)); }
public void ValidateCumulativeDistribution(double scale, double x) { var n = new Rayleigh(scale); Assert.AreEqual<double>(1.0 - Math.Exp(-x * x / (2.0 * scale * scale)), n.CumulativeDistribution(x)); }
public void ValidateCumulativeDistribution(double scale, double x) { var n = new Rayleigh(scale); Assert.AreEqual(1.0 - Math.Exp(-x * x / (2.0 * scale * scale)), n.CumulativeDistribution(x)); }