public void NormalityTestAlgorithmTest()
{
int sampleSize = 100;
int numberOfMonteCarloTests = 5;
double result = 0;
NormalityTest.NormalityTestFunc normalityTestFunc = NormalityTest.JaqueBeraTest;
// normal distribution
Console.WriteLine("normal var");
for (int i = 0; i < numberOfMonteCarloTests; i++)
{
var distribution = new Normal(50, 1);
distribution.RandomSource = new Random(DateTime.Now.Millisecond * i);
var normalSamples = distribution.Samples().Take(sampleSize);
double[] reallIsNormalSamples = normalSamples.ToArray();
result = normalityTestFunc(reallIsNormalSamples);
Console.WriteLine("reallIsNormalSamples_" + i + ": " + result);
}
Console.WriteLine();
// random distribution.
Console.WriteLine("rand var");
Random rnd = new Random();
double[] randomArray = new double[sampleSize];
for (int i = 0; i < numberOfMonteCarloTests; i++)
{
for (int j = 0; j < sampleSize; j++)
{
randomArray[j] = rnd.Next(1, 100);
}
result = normalityTestFunc(randomArray);
Console.WriteLine("randomArray_" + i + ": " + result);
}
Console.WriteLine();
// Uniform distribution
Console.WriteLine("rand var");
var uniformSamples = new Normal(100, 0).Samples().Take(sampleSize);
double[] uniformSamplesRandomVar = uniformSamples.ToArray();
result = normalityTestFunc(uniformSamplesRandomVar);
Console.WriteLine("uniformSamples: " + result);
}