LogProbabilityDensityFunction() public method

Gets the log-probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public LogProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range.
return double
TDistribution Class Documentation
コード例 #1
0
ファイル: TDistributionTest.cs プロジェクト: qusma/framework 
        public void ConstructorTest()
        {
            var t = new TDistribution(degreesOfFreedom: 4.2);

            double mean = t.Mean;     // 0.0
            double median = t.Median; // 0.0
            double var = t.Variance;  // 1.9090909090909089

            double cdf = t.DistributionFunction(x: 1.4); // 0.88456136730659074
            double pdf = t.ProbabilityDensityFunction(x: 1.4); // 0.13894002185341031
            double lpdf = t.LogProbabilityDensityFunction(x: 1.4); // -1.9737129364307417

            double ccdf = t.ComplementaryDistributionFunction(x: 1.4); // 0.11543863269340926
            double icdf = t.InverseDistributionFunction(p: cdf); // 1.4000000000000012

            double hf = t.HazardFunction(x: 1.4); // 1.2035833984833988
            double chf = t.CumulativeHazardFunction(x: 1.4); // 2.1590162088918525

            string str = t.ToString(CultureInfo.InvariantCulture); // T(x; df = 4.2)

            Assert.AreEqual(0.0, mean);
            Assert.AreEqual(0.0, median);
            Assert.AreEqual(1.9090909090909089, var);
            Assert.AreEqual(2.1590162088918525, chf);
            Assert.AreEqual(0.88456136730659074, cdf);
            Assert.AreEqual(0.13894002185341031, pdf);
            Assert.AreEqual(-1.9737129364307417, lpdf);
            Assert.AreEqual(1.2035833984833988, hf);
            Assert.AreEqual(0.11543863269340926, ccdf);
            Assert.AreEqual(1.4000000000000012, icdf);
            Assert.AreEqual("T(x; df = 4.2)", str);
        }
コード例 #2
0
ファイル: TDistributionTest.cs プロジェクト: qusma/framework 
        public void LogProbabilityDensityFunctionTest()
        {
            TDistribution target = new TDistribution(1);
            double expected = System.Math.Log(0.31830988618379075);
            double actual = target.LogProbabilityDensityFunction(0);
            Assert.AreEqual(expected, actual);

            expected = System.Math.Log(0.017076710632177614);
            actual = target.LogProbabilityDensityFunction(4.2);
            Assert.AreEqual(expected, actual, 1e-6);

            target = new TDistribution(2);
            expected = System.Math.Log(0.35355339059327379);
            actual = target.LogProbabilityDensityFunction(0);
            Assert.AreEqual(expected, actual, 1e-6);

            expected = System.Math.Log(0.011489146700777093);
            actual = target.LogProbabilityDensityFunction(4.2);
            Assert.AreEqual(expected, actual, 1e-6);

            target = new TDistribution(3);
            expected = System.Math.Log(0.36755259694786141);
            actual = target.LogProbabilityDensityFunction(0);
            Assert.AreEqual(expected, actual, 1e-6);

            expected = System.Math.Log(0.0077650207237835792);
            actual = target.LogProbabilityDensityFunction(4.2);
            Assert.AreEqual(expected, actual, 1e-6);
        }