[TestCase(0.9, 1.0, 0.0, 1.0, double.PositiveInfinity, 0.6123, 0.4707430703)] // Mean shifted Laplace
public void ValidateDensity(double location, double scale, double skew, double p, double q, double x, double d)
{
var n = new SkewedGeneralizedT(location, scale, skew, p, q);
var density = n.Density(x);
AssertHelpers.AlmostEqualRelative(d, density, 8);
}
public void ValidateNormalDensityEquivalence(double location, double scale, double x)
{
var sgt = new SkewedGeneralizedT(location, scale, 0, 2, double.PositiveInfinity);
var n = new Normal(location, scale);
AssertHelpers.AlmostEqualRelative(n.Density(x), sgt.Density(x), 8);
AssertHelpers.AlmostEqualRelative(n.DensityLn(x), sgt.DensityLn(x), 8);
}
public void ValidateLaplaceDensityEquivalence(double location, double scale, double x)
{
var n = new SkewedGeneralizedT(location, scale, 0, 1, double.PositiveInfinity);
var b = scale / Math.Sqrt(2.0);
var l = new Laplace(location, b);
AssertHelpers.AlmostEqualRelative(l.Density(x), n.Density(x), 8);
AssertHelpers.AlmostEqualRelative(l.DensityLn(x), n.DensityLn(x), 8);
}
