public void ConstructorTest1()
{
var gumbel = new GumbelDistribution(location: 4.795, scale: 1 / 0.392);
double mean = gumbel.Mean; // 6.2674889410753387
double median = gumbel.Median; // 5.7299819402593481
double mode = gumbel.Mode; // 4.7949999999999999
double var = gumbel.Variance; // 10.704745853604138
double cdf = gumbel.DistributionFunction(x: 3.4); // 0.17767760424788051
double pdf = gumbel.ProbabilityDensityFunction(x: 3.4); // 0.12033954114322486
double lpdf = gumbel.LogProbabilityDensityFunction(x: 3.4); // -2.1174380222001519
double ccdf = gumbel.ComplementaryDistributionFunction(x: 3.4); // 0.82232239575211952
double icdf = gumbel.InverseDistributionFunction(p: cdf); // 3.3999999904866245
double hf = gumbel.HazardFunction(x: 1.4); // 0.03449691276402958
double chf = gumbel.CumulativeHazardFunction(x: 1.4); // 0.022988793482259906
string str = gumbel.ToString(CultureInfo.InvariantCulture); // Gumbel(x; μ = 4.795, β = 2.55)
Assert.AreEqual(6.2674889410753387, mean);
Assert.AreEqual(5.7299819402593481, median);
Assert.AreEqual(10.704745853604138, var);
Assert.AreEqual(0.022988793482259906, chf);
Assert.AreEqual(0.17767760424788051, cdf);
Assert.AreEqual(0.12033954114322486, pdf);
Assert.AreEqual(-2.1174380222001519, lpdf);
Assert.AreEqual(0.03449691276402958, hf);
Assert.AreEqual(0.82232239575211952, ccdf);
Assert.AreEqual(3.3999999904866245, icdf);
Assert.AreEqual("Gumbel(x; μ = 4.795, β = 2.55102040816327)", str);
}
public void ConstructorTest1()
{
var gumbel = new GumbelDistribution(location: 4.795, scale: 1 / 0.392);
double mean = gumbel.Mean; // 6.2674889410753387
double median = gumbel.Median; // 5.7299819402593481
double mode = gumbel.Mode; // 4.7949999999999999
double var = gumbel.Variance; // 10.704745853604138
double cdf = gumbel.DistributionFunction(x: 3.4); // 0.17767760424788051
double pdf = gumbel.ProbabilityDensityFunction(x: 3.4); // 0.12033954114322486
double lpdf = gumbel.LogProbabilityDensityFunction(x: 3.4); // -2.1174380222001519
double ccdf = gumbel.ComplementaryDistributionFunction(x: 3.4); // 0.82232239575211952
double icdf = gumbel.InverseDistributionFunction(p: cdf); // 3.3999999904866245
double hf = gumbel.HazardFunction(x: 1.4); // 0.03449691276402958
double chf = gumbel.CumulativeHazardFunction(x: 1.4); // 0.022988793482259906
string str = gumbel.ToString(CultureInfo.InvariantCulture); // Gumbel(x; μ = 4.795, β = 2.55)
Assert.AreEqual(6.2674889410753387, mean);
Assert.AreEqual(5.7299819402593481, median);
Assert.AreEqual(4.7949999999999999, mode);
Assert.AreEqual(10.704745853604138, var);
Assert.AreEqual(0.022988793482259906, chf);
Assert.AreEqual(0.17767760424788051, cdf);
Assert.AreEqual(0.12033954114322486, pdf);
Assert.AreEqual(-2.1174380222001519, lpdf);
Assert.AreEqual(0.034496912764029573, hf);
Assert.AreEqual(0.82232239575211952, ccdf);
Assert.AreEqual(3.3999999999999999, icdf);
Assert.AreEqual("Gumbel(x; μ = 4.795, β = 2.55102040816327)", str);
var range1 = gumbel.GetRange(0.95);
var range2 = gumbel.GetRange(0.99);
var range3 = gumbel.GetRange(0.01);
Assert.AreEqual(1.9960492163695556, range1.Min, 1e-6);
Assert.AreEqual(12.37202869894511, range1.Max, 1e-6);
Assert.AreEqual(0.89913343799046785, range2.Min, 1e-6);
Assert.AreEqual(16.530074551002095, range2.Max, 1e-6);
Assert.AreEqual(0.8991334379904673, range3.Min, 1e-6);
Assert.AreEqual(16.530074551002095, range3.Max, 1e-6);
/* Tested against R's package QRM:
*
* > pGumbel(3.4, 4.795, 1 / 0.392)
* [1] 0.1776776
*
* > dGumbel(3.4, 4.795, 1 / 0.392)
* [1] 0.1203395
*
*/
}