public void LogProbabilityMassFunctionTest()
{
MultivariateDiscreteDistribution target = new MultinomialDistribution(5, 0.25, 0.25, 0.25, 0.25);
int[] observation = { 1, 1, 1, 2 };
double expected = System.Math.Log(target.ProbabilityMassFunction(observation));
double actual = target.LogProbabilityMassFunction(observation);
Assert.AreEqual(expected, actual, 1e-6);
}
public void ProbabilityMassFunctionTest()
{
MultinomialDistribution dist = new MultinomialDistribution(5, 0.25, 0.25, 0.25, 0.25);
int[] observation = { 1, 1, 1, 2 };
double actual = dist.ProbabilityMassFunction(observation);
double expected = 0.05859375;
Assert.AreEqual(expected, actual, 1e-6);
}
public void ConstructorTest()
{
int numberOfTrials = 5;
double[] probabilities = { 0.25, 0.75 };
// Create a new Multinomial distribution with 5 trials for 2 symbols
var dist = new MultinomialDistribution(numberOfTrials, probabilities);
int dimensions = dist.Dimension; // 2
double[] mean = dist.Mean; // { 1.25, 3.75 }
double[] median = dist.Median; // { 1.25, 3.75 }
double[] var = dist.Variance; // { -0.9375, -0.9375 }
double pdf1 = dist.ProbabilityMassFunction(new[] { 2, 3 }); // 0.26367187499999994
double pdf2 = dist.ProbabilityMassFunction(new[] { 1, 4 }); // 0.3955078125
double pdf3 = dist.ProbabilityMassFunction(new[] { 5, 0 }); // 0.0009765625
double lpdf = dist.LogProbabilityMassFunction(new[] { 1, 4 }); // -0.9275847384929139
string str = dist.ToString(CultureInfo.InvariantCulture);
// output is "Multinomial(x; n = 5, p = { 0.25, 0.75 })"
Assert.AreEqual(1.25, mean[0]);
Assert.AreEqual(3.75, mean[1]);
Assert.AreEqual(1.25, median[0]);
Assert.AreEqual(3.75, median[1]);
Assert.AreEqual(-0.9375, var[0]);
Assert.AreEqual(-0.9375, var[1]);
Assert.AreEqual(0.26367187499999994, pdf1);
Assert.AreEqual(0.3955078125, pdf2);
Assert.AreEqual(0.0009765625, pdf3);
Assert.AreEqual(-0.9275847384929139, lpdf);
Assert.AreEqual("Multinomial(x; n = 5, p = { 0.25, 0.75 })", str);
}
public void FitTest()
{
MultinomialDistribution dist = new MultinomialDistribution(7, new double[2]);
double[][] observation =
{
new double[] { 0, 2 },
new double[] { 1, 2 },
new double[] { 5, 1 },
};
dist.Fit(observation);
Assert.AreEqual(dist.Probabilities[0], 0.857142857142857, 0.000000001);
Assert.AreEqual(dist.Probabilities[1], 0.714285714285714, 0.000000001);
}
public void ProbabilityMassFunctionTest2()
{
// Example from http://onlinestatbook.com/2/probability/multinomial.html
MultinomialDistribution dist = new MultinomialDistribution(12, 0.40, 0.35, 0.25);
int[] observation = { 7, 2, 3 };
double actual = dist.ProbabilityMassFunction(observation);
double expected = 0.02483712;
Assert.AreEqual(expected, actual, 1e-6);
}