public void CanEstimateParameters(double mu, double sigma) { var original = new LogNormal(mu, sigma, new Random(100)); var estimated = LogNormal.Estimate(original.Samples().Take(10000)); AssertHelpers.AlmostEqualRelative(mu, estimated.Mu, 1); AssertHelpers.AlmostEqualRelative(sigma, estimated.Sigma, 1); }
public void CanSampleSequence() { var n = new LogNormal(1.0, 2.0); var ied = n.Samples(); ied.Take(5).ToArray(); }