예제 #1
0
        public void ValidateDensity(
            [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape,
            [Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale,
            [Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x,
            [Values(10.0, 0.00045399929762484851535591515560550610237918088866565, 3.7200759760208359629596958038631183373588922923768e-43, 1.0, 0.36787944117144232159552377016146086744581113103177, 0.000045399929762484851535591515560550610237918088866565, 0.0, 9.9999999990000000000499999999983333333333750000000e-10, 0.36787944117144232159552377016146086744581113103177, 0.0, 3.6787944117144232159552377016146086744581113103177, 0.0)] double pdf)
        {
            var n = new Weibull(shape, scale);

            AssertHelpers.AlmostEqual(pdf, n.Density(x), 14);
        }
예제 #2
0
 public void ValidateDensity(
     [Values(1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.0)] double shape, 
     [Values(0.1, 0.1, 0.1, 1.0, 1.0, 1.0, 10.0, 10.0, 10.0, 1.0, 1.0, 1.0)] double scale, 
     [Values(0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0, 0.0, 1.0, 10.0)] double x, 
     [Values(10.0, 0.00045399929762484851535591515560550610237918088866565, 3.7200759760208359629596958038631183373588922923768e-43, 1.0, 0.36787944117144232159552377016146086744581113103177, 0.000045399929762484851535591515560550610237918088866565, 0.0, 9.9999999990000000000499999999983333333333750000000e-10, 0.36787944117144232159552377016146086744581113103177, 0.0, 3.6787944117144232159552377016146086744581113103177, 0.0)] double pdf)
 {
     var n = new Weibull(shape, scale);
     AssertHelpers.AlmostEqual(pdf, n.Density(x), 14);
 }
예제 #3
0
        public void ValidateDensity(double shape, double scale, double x, double pdf)
        {
            var n = new Weibull(shape, scale);

            AssertHelpers.AlmostEqualRelative(pdf, n.Density(x), 13);
        }
 public void ValidateDensity(double shape, double scale, double x, double pdf)
 {
     var n = new Weibull(shape, scale);
     AssertHelpers.AlmostEqual(pdf, n.Density(x), 14);
 }
예제 #5
0
        /// <summary>
        /// Run example
        /// </summary>
        /// <a href="http://en.wikipedia.org/wiki/Weibull_distribution">Weibull distribution</a>
        public void Run()
        {
            // 1. Initialize the new instance of the Weibull distribution class with parameters Scale = 1, Shape = 0.5
            var weibull = new Weibull(0.5, 1);

            Console.WriteLine(@"1. Initialize the new instance of the Weibull distribution class with parameterы Scale = {0}, Shape = {1}", weibull.Scale, weibull.Shape);
            Console.WriteLine();

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

            // 4. Generate 100000 samples of the Weibull(0.5, 1) distribution and display histogram
            Console.WriteLine(@"4. Generate 100000 samples of the Weibull(0.5, 1) distribution and display histogram");
            var data = new double[100000];

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

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

            // 5. Generate 100000 samples of the Weibull(1.5, 1) distribution and display histogram
            Console.WriteLine(@"5. Generate 100000 samples of the Weibull(1.5, 1) distribution and display histogram");
            weibull.Shape = 1.5;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = weibull.Sample();
            }

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

            // 6. Generate 100000 samples of the Weibull(5, 1) distribution and display histogram
            Console.WriteLine(@"6. Generate 100000 samples of the Weibull(5, 1) distribution and display histogram");
            weibull.Shape = 5;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = weibull.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
        }