public void TestDistributionPoisson() { const double EPSILON = 0.000001; IDoubleDistribution dist = new PoissonDistribution(m_model, "PoissonDistribution", Guid.NewGuid(), 5.0); Assert.AreEqual(5.0, dist.GetValueWithCumulativeProbability(0.50), EPSILON); dist.SetCDFInterval(0.5, 0.5); Assert.AreEqual(5.0, dist.GetNext(), EPSILON); dist.SetCDFInterval(0.0, 1.0); System.IO.StreamWriter tw = new System.IO.StreamWriter(Environment.GetEnvironmentVariable("TEMP") + "\\DistributionPoisson.csv"); Debug.WriteLine("Generating raw data."); const int DATASETSIZE = 1500000; double[] rawData = new double[DATASETSIZE]; for (int x = 0; x < DATASETSIZE; x++) { rawData[x] = dist.GetNext(); //tw.WriteLine(rawData[x]); } Debug.WriteLine("Performing histogram analysis."); Histogram1D_Double hist = new Histogram1D_Double(rawData, 0, 25, 25, "distribution"); hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProvider); hist.Recalculate(); List <double> expected = new List <double>()// From Excel. { 10107, 50535, 126337, 210561, 263201, 263201, 219334, 156667, 97917, 54398, 27199, 12363, 5151, 1981, 708, 236, 74, 22, 6, 2, 0, 0, 0, 0, 0 }; IEnumerable <double> ied = new List <int>((int[])hist.Bins).Select(n => (double)n); List <double> actual = new List <double>((IEnumerable <double>)ied); double rmsError = Mathematics.RMSErrorCalculator.Calculate(expected, actual); Assert.IsTrue(rmsError < 75, "Poisson distribution at lambda = 5 does not follow the expected curve."); if (m_visuallyVerify) { Debug.WriteLine("Writing data dump file."); int[] bins = (int[])hist.Bins; for (int i = 0; i < bins.Length; i++) { //Debug.WriteLine(hist.GetLabel(new int[]{i}) + ", " + bins[i]); tw.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i] + ", " + expected[i]); } tw.Flush(); tw.Close(); System.Diagnostics.Process.Start("excel.exe", Environment.GetEnvironmentVariable("TEMP") + "\\DistributionPoisson.csv"); } }