public void ValidateDensity(double d1, double d2, double x)
        {
            var    n        = new FisherSnedecor(d1, d2);
            double expected = Math.Sqrt(Math.Pow(d1 * x, d1) * Math.Pow(d2, d2) / Math.Pow((d1 * x) + d2, d1 + d2)) / (x * SpecialFunctions.Beta(d1 / 2.0, d2 / 2.0));

            Assert.AreEqual(expected, n.Density(x));
            Assert.AreEqual(expected, FisherSnedecor.PDF(d1, d2, x));
        }
예제 #2
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        public void ValidateDensityLn(
            [Values(0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0)] double d1,
            [Values(0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0, 0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0)] double d2,
            [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double x)
        {
            var n = new FisherSnedecor(d1, d2);

            Assert.AreEqual(Math.Log(n.Density(x)), n.DensityLn(x));
        }
예제 #3
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        public void ValidateDensity(
            [Values(0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0)] double d1,
            [Values(0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0, 0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0)] double d2,
            [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double x)
        {
            var n = new FisherSnedecor(d1, d2);

            Assert.AreEqual(Math.Sqrt(Math.Pow(d1 * x, d1) * Math.Pow(d2, d2) / Math.Pow((d1 * x) + d2, d1 + d2)) / (x * SpecialFunctions.Beta(d1 / 2.0, d2 / 2.0)), n.Density(x));
        }
 public void ValidateDensity(
     [Values(0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0)] double d1, 
     [Values(0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0, 0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0)] double d2, 
     [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double x)
 {
     var n = new FisherSnedecor(d1, d2);
     Assert.AreEqual(Math.Sqrt(Math.Pow(d1 * x, d1) * Math.Pow(d2, d2) / Math.Pow((d1 * x) + d2, d1 + d2)) / (x * SpecialFunctions.Beta(d1 / 2.0, d2 / 2.0)), n.Density(x));
 }
 public void ValidateDensityLn(
     [Values(0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0, 0.1, 1.0, 10.0, 100.0)] double d1, 
     [Values(0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0, 0.1, 0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 1.0, 100.0, 100.0, 100.0, 100.0)] double d2, 
     [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double x)
 {
     var n = new FisherSnedecor(d1, d2);
     Assert.AreEqual(Math.Log(n.Density(x)), n.DensityLn(x));
 }
예제 #6
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        /// <summary>
        /// Run example
        /// </summary>
        /// <a href="http://en.wikipedia.org/wiki/F-distribution">FisherSnedecor distribution</a>
        public void Run()
        {
            // 1. Initialize the new instance of the FisherSnedecor distribution class with parameter DegreeOfFreedom1 = 50, DegreeOfFreedom2 = 20.
            var fisherSnedecor = new FisherSnedecor(50, 20);

            Console.WriteLine(@"1. Initialize the new instance of the FisherSnedecor distribution class with parameters DegreeOfFreedom1 = {0}, DegreeOfFreedom2 = {1}", fisherSnedecor.DegreeOfFreedom1, fisherSnedecor.DegreeOfFreedom2);
            Console.WriteLine();

            // 2. Distributuion properties:
            Console.WriteLine(@"2. {0} distributuion properties:", fisherSnedecor);

            // Cumulative distribution function
            Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", fisherSnedecor.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));

            // Probability density
            Console.WriteLine(@"{0} - Probability density at location '0.3'", fisherSnedecor.Density(0.3).ToString(" #0.00000;-#0.00000"));

            // Log probability density
            Console.WriteLine(@"{0} - Log probability density at location '0.3'", fisherSnedecor.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));

            // Largest element in the domain
            Console.WriteLine(@"{0} - Largest element in the domain", fisherSnedecor.Maximum.ToString(" #0.00000;-#0.00000"));

            // Smallest element in the domain
            Console.WriteLine(@"{0} - Smallest element in the domain", fisherSnedecor.Minimum.ToString(" #0.00000;-#0.00000"));

            // Mean
            Console.WriteLine(@"{0} - Mean", fisherSnedecor.Mean.ToString(" #0.00000;-#0.00000"));

            // Mode
            Console.WriteLine(@"{0} - Mode", fisherSnedecor.Mode.ToString(" #0.00000;-#0.00000"));

            // Variance
            Console.WriteLine(@"{0} - Variance", fisherSnedecor.Variance.ToString(" #0.00000;-#0.00000"));

            // Standard deviation
            Console.WriteLine(@"{0} - Standard deviation", fisherSnedecor.StdDev.ToString(" #0.00000;-#0.00000"));

            // Skewness
            Console.WriteLine(@"{0} - Skewness", fisherSnedecor.Skewness.ToString(" #0.00000;-#0.00000"));
            Console.WriteLine();

            // 3. Generate 10 samples of the FisherSnedecor distribution
            Console.WriteLine(@"3. Generate 10 samples of the FisherSnedecor distribution");
            for (var i = 0; i < 10; i++)
            {
                Console.Write(fisherSnedecor.Sample().ToString("N05") + @" ");
            }

            Console.WriteLine();
            Console.WriteLine();

            // 4. Generate 100000 samples of the FisherSnedecor(50, 20) distribution and display histogram
            Console.WriteLine(@"4. Generate 100000 samples of the FisherSnedecor(50, 20) distribution and display histogram");
            var data = new double[100000];

            for (var i = 0; i < data.Length; i++)
            {
                data[i] = fisherSnedecor.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 5. Generate 100000 samples of the FisherSnedecor(20, 10) distribution and display histogram
            Console.WriteLine(@"5. Generate 100000 samples of the FisherSnedecor(20, 10) distribution and display histogram");
            fisherSnedecor.DegreeOfFreedom1 = 20;
            fisherSnedecor.DegreeOfFreedom2 = 10;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = fisherSnedecor.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 6. Generate 100000 samples of the FisherSnedecor(100, 100) distribution and display histogram
            Console.WriteLine(@"6. Generate 100000 samples of the FisherSnedecor(100, 100) distribution and display histogram");
            fisherSnedecor.DegreeOfFreedom1 = 100;
            fisherSnedecor.DegreeOfFreedom2 = 100;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = fisherSnedecor.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
        }
예제 #7
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        public void ValidateDensityLn(double d1, double d2, double x)
        {
            var n = new FisherSnedecor(d1, d2);

            Assert.AreEqual <double>(Math.Log(n.Density(x)), n.DensityLn(x));
        }
예제 #8
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        public void ValidateDensity(double d1, double d2, double x)
        {
            var n = new FisherSnedecor(d1, d2);

            Assert.AreEqual <double>(Math.Sqrt(Math.Pow(d1 * x, d1) * Math.Pow(d2, d2) / (Math.Pow(d1 * x + d2, d1 + d2))) / (x * SpecialFunctions.Beta(d1 / 2.0, d2 / 2.0)), n.Density(x));
        }
 public void ValidateDensityLn(double d1, double d2, double x)
 {
     var n = new FisherSnedecor(d1, d2);
     Assert.AreEqual(Math.Log(n.Density(x)), n.DensityLn(x));
 }
 public void ValidateDensity(double d1, double d2, double x)
 {
     var n = new FisherSnedecor(d1, d2);
     Assert.AreEqual<double>(Math.Sqrt(Math.Pow(d1 * x, d1) * Math.Pow(d2, d2) / (Math.Pow(d1 * x + d2, d1 + d2))) / (x * SpecialFunctions.Beta(d1 / 2.0, d2 / 2.0)), n.Density(x));
 }