public void CanSampleSequence()
{
var n = new Burr(1.0, 2.0, 2.0);
var ied = n.Samples();
GC.KeepAlive(ied.Take(5).ToArray());
}
public void CanCreateBurrWithRandomSource()
{
var randomSource = new Numerics.Random.MersenneTwister(100);
var n = new Burr(1.0, 1.0, 0.5, randomSource);
Assert.AreEqual(randomSource, n.RandomSource);
}
public void ValidateDensityLn(double a, double c, double k, double x, double p)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(p, n.DensityLn(x), highPrecision);
AssertHelpers.AlmostEqualRelative(p, Burr.PDFLn(a, c, k, x), highPrecision);
}
public void ValidateCumulativeDistribution(double a, double c, double k, double x, double f)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(f, n.CumulativeDistribution(x), lowPrecision);
AssertHelpers.AlmostEqualRelative(f, Burr.CDF(a, c, k, x), lowPrecision);
}
public void ValidateToString()
{
System.Threading.Thread.CurrentThread.CurrentCulture = System.Globalization.CultureInfo.InvariantCulture;
var n = new Burr(1d, 2d, 3d);
Assert.AreEqual("Burr(a = 1, c = 2, k = 3)", n.ToString());
}
public void CanFillSampleArray()
{
double[] samples = new double[100];
var n = new Burr(1.0, 2.0, 2.0, new Numerics.Random.MersenneTwister(100));
n.Samples(samples);
Assert.IsTrue(!samples.Any(x => x == 0));
}
public void CanCreateBurr(double a, double c, double k)
{
var n = new Burr(a, c, k);
Assert.AreEqual(a, n.A);
Assert.AreEqual(c, n.C);
Assert.AreEqual(k, n.K);
}
public void ValidateSkewness(double a, double c, double k, double skewness)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, lowPrecision);
}
public void ValidateIsValidParameterSet(double a, double c, double k, bool validity)
{
Assert.AreEqual(Burr.IsValidParameterSet(a, c, k), validity);
}
public void FailSampleSequenceStatic()
{
Assert.That(() => { var ied = Burr.Samples(new Numerics.Random.MersenneTwister(100), 1.0, -1.0, 2.0).First(); }, Throws.ArgumentException);
}
public void CanSampleSequenceStatic()
{
var ied = Burr.Samples(new Numerics.Random.MersenneTwister(100), 1.0, 2.0, 2.0);
GC.KeepAlive(ied.Take(5).ToArray());
}
public void ValidateMinimum()
{
var n = new Burr(1.0, 2.0, 2.0);
Assert.AreEqual(0.0, n.Minimum);
}
public void ValidateStandardDeviation(double a, double c, double k, double std)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(std, n.StdDev, highPrecision);
}
public void ValidateVariance(double a, double c, double k, double variance)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(variance, n.Variance, highPrecision);
}
public void ValidateMean(double a, double c, double k, double mean)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(mean, n.Mean, highPrecision);
}
public void ValidateMode(double a, double c, double k, double mode)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(mode, n.Mode, highPrecision);
}
public void CanSampleStatic()
{
Burr.Sample(new Numerics.Random.MersenneTwister(100), 1.0, 2.0, 2.0);
}
public void CanFillSampleArrayStatic()
{
double[] samples = new double[100];
Burr.Samples(new Numerics.Random.MersenneTwister(100), samples, 1.0, 2.0, 2.0);
Assert.IsTrue(!samples.Any(x => x == 0));
}
public void ValidateMaximum()
{
var n = new Burr(1.0, 2.0, 1.0);
Assert.AreEqual(double.PositiveInfinity, n.Maximum);
}
public void FailFillingSampleArrayStatic()
{
double[] samples = new double[100];
Assert.That(() => { Burr.Samples(new Numerics.Random.MersenneTwister(100), samples, -1.0, 2.0, 2.0); }, Throws.ArgumentException);
}
public void ValidateEntropyFailsWithNotSupported(double a, double c, double k)
{
var n = new Burr(a, c, k);
Assert.Throws <NotSupportedException>(() => { var x = n.Entropy; });
}
public void CanSample()
{
var n = new Burr(1.0, 2.0, 2.0);
n.Sample();
}
private static void burr_cdf_test()
//****************************************************************************80
//
// Purpose:
//
// BURR_CDF_TEST tests BURR_CDF, BURR_CDF_INV, BURR_PDF;
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 26 August 2006
//
// Author:
//
// John Burkardt
//
{
int i;
int seed = 123456789;
Console.WriteLine("");
Console.WriteLine("BURR_CDF_TEST");
Console.WriteLine(" BURR_CDF evaluates the Burr CDF;");
Console.WriteLine(" BURR_CDF_INV inverts the Burr CDF.");
Console.WriteLine(" BURR_PDF evaluates the Burr PDF;");
const double a = 1.0;
const double b = 2.0;
const double c = 3.0;
const double d = 2.0;
Console.WriteLine("");
Console.WriteLine(" PDF parameter A = " + a + "");
Console.WriteLine(" PDF parameter B = " + b + "");
Console.WriteLine(" PDF parameter C = " + c + "");
Console.WriteLine(" PDF parameter D = " + d + "");
if (!Burr.burr_check(a, b, c, d))
{
Console.WriteLine("");
Console.WriteLine("BURR_CDF_TEST - Fatal error!");
Console.WriteLine(" The parameters are not legal.");
return;
}
Console.WriteLine("");
Console.WriteLine(" X PDF CDF CDF_INV");
Console.WriteLine("");
for (i = 1; i <= 10; i++)
{
double x = Burr.burr_sample(a, b, c, d, ref seed);
double pdf = Burr.burr_pdf(x, a, b, c, d);
double cdf = Burr.burr_cdf(x, a, b, c, d);
double x2 = Burr.burr_cdf_inv(cdf, a, b, c, d);
Console.WriteLine(" "
+ x.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ pdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ cdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ x2.ToString(CultureInfo.InvariantCulture).PadLeft(12) + "");
}
}
public void ValidateMoments(double a, double c, double k, int order, double value)
{
var n = new Burr(a, c, k);
AssertHelpers.AlmostEqualRelative(value, n.GetMoment(order), lowPrecision);
}
public void ValidateToString()
{
var n = new Burr(1d, 2d, 3d);
Assert.AreEqual("Burr(a = 1, c = 2, k = 3)", n.ToString());
}
public void ValidateGetMomentsFailsWithBadParameters(double a, double c, double k, double order)
{
var n = new Burr(a, c, k);
Assert.That(() => n.GetMoment(order), Throws.ArgumentException);
}
private static void burr_sample_test()
//****************************************************************************80
//
// Purpose:
//
// BURR_SAMPLE_TEST tests BURR_MEAN, BURR_SAMPLE, BURR_VARIANCE;
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 26 August 2006
//
// Author:
//
// John Burkardt
//
{
const int SAMPLE_NUM = 1000;
int i;
int seed = 123456789;
double[] x = new double [SAMPLE_NUM];
Console.WriteLine("");
Console.WriteLine("BURR_SAMPLE_TEST");
Console.WriteLine(" BURR_MEAN computes the Burr mean;");
Console.WriteLine(" BURR_SAMPLE samples the Burr distribution;");
Console.WriteLine(" BURR_VARIANCE computes the Burr variance;");
const double a = 1.0;
const double b = 2.0;
const double c = 3.0;
const double d = 2.0;
Console.WriteLine("");
Console.WriteLine(" PDF parameter A = " + a + "");
Console.WriteLine(" PDF parameter B = " + b + "");
Console.WriteLine(" PDF parameter C = " + c + "");
Console.WriteLine(" PDF parameter D = " + d + "");
if (!Burr.burr_check(a, b, c, d))
{
Console.WriteLine("");
Console.WriteLine("BURR_SAMPLE_TEST - Fatal error!");
Console.WriteLine(" The parameters are not legal.");
return;
}
double mean = Burr.burr_mean(a, b, c, d);
double variance = Burr.burr_variance(a, b, c, d);
Console.WriteLine("");
Console.WriteLine(" PDF mean = " + mean + "");
Console.WriteLine(" PDF variance = " + variance + "");
for (i = 0; i < SAMPLE_NUM; i++)
{
x[i] = Burr.burr_sample(a, b, c, d, ref seed);
}
mean = typeMethods.r8vec_mean(SAMPLE_NUM, x);
variance = typeMethods.r8vec_variance(SAMPLE_NUM, x);
double xmax = typeMethods.r8vec_max(SAMPLE_NUM, x);
double xmin = typeMethods.r8vec_min(SAMPLE_NUM, x);
Console.WriteLine("");
Console.WriteLine(" Sample size = " + SAMPLE_NUM + "");
Console.WriteLine(" Sample mean = " + mean + "");
Console.WriteLine(" Sample variance = " + variance + "");
Console.WriteLine(" Sample maximum = " + xmax + "");
Console.WriteLine(" Sample minimum = " + xmin + "");
}
