コード例 #1
0
        public void ConstructorTest()
        {
            var vonMises = new VonMisesDistribution(mean: 0.42, concentration: 1.2);

            double mean = vonMises.Mean;     // 0.42
            double median = vonMises.Median; // 0.42
            double var = vonMises.Variance;  // 0.48721760532782921

            double cdf = vonMises.DistributionFunction(x: 1.4); // 0.81326928491589345
            double pdf = vonMises.ProbabilityDensityFunction(x: 1.4); // 0.2228112141141676
            double lpdf = vonMises.LogProbabilityDensityFunction(x: 1.4); // -1.5014304395467863

            double ccdf = vonMises.ComplementaryDistributionFunction(x: 1.4); // 0.18673071508410655
            double icdf = vonMises.InverseDistributionFunction(p: cdf); // 1.3999999637927665

            double hf = vonMises.HazardFunction(x: 1.4); // 1.1932220899695576
            double chf = vonMises.CumulativeHazardFunction(x: 1.4); // 1.6780877262500649

            string str = vonMises.ToString(CultureInfo.InvariantCulture); // VonMises(x; μ = 0.42, κ = 1.2)

            double imedian = vonMises.InverseDistributionFunction(p: 0.5);

            Assert.AreEqual(0.42, mean);
            Assert.AreEqual(0.42, median);
            Assert.AreEqual(0.42000000260613551, imedian, 1e-8);
            Assert.AreEqual(0.48721760532782921, var);
            Assert.AreEqual(1.6780877262500649, chf);
            Assert.AreEqual(0.81326928491589345, cdf);
            Assert.AreEqual(0.2228112141141676, pdf);
            Assert.AreEqual(-1.5014304395467863, lpdf);
            Assert.AreEqual(1.1932220899695576, hf);
            Assert.AreEqual(0.18673071508410655, ccdf);
            Assert.AreEqual(1.39999999999, icdf, 1e-8);
            Assert.AreEqual("VonMises(x; μ = 0.42, κ = 1.2)", str);
        }
コード例 #2
0
        public void LogProbabilityDensityFunctionTest()
        {
            VonMisesDistribution dist = new VonMisesDistribution(2.249981, 2.411822);
            double x = 2.14;

            double actual = dist.LogProbabilityDensityFunction(x);
            double expected = System.Math.Log(dist.ProbabilityDensityFunction(x));

            Assert.AreEqual(expected, actual, 1e-10);
        }