protected void Check([NotNull] IDistribution distribution, [NotNull] double[] x, [NotNull] double[] expectedPdf,
[NotNull] double[] expectedCdf, [NotNull] double[] expectedQuantile)
{
AssertEqual("StandardDeviation", distribution.StandardDeviation, distribution.Variance.Sqrt());
for (int i = 0; i < x.Length; i++)
{
AssertEqual($"Pdf({x[i]})", expectedPdf[i], distribution.Pdf(x[i]));
}
for (int i = 0; i < x.Length; i++)
{
AssertEqual($"Cdf({x[i]})", expectedCdf[i], distribution.Cdf(x[i]));
}
for (int i = 0; i < x.Length; i++)
{
AssertEqual($"Quantile({x[i]})", expectedQuantile[i], distribution.Quantile(x[i]));
}
for (int i = 0; i < x.Length; i++)
{
AssertEqual($"Cdf(Quantile({x[i]}))", x[i], distribution.Cdf(distribution.Quantile(x[i])));
}
Assert.Throws <ArgumentOutOfRangeException>(() => distribution.Quantile(-1));
Assert.Throws <ArgumentOutOfRangeException>(() => distribution.Quantile(2));
}
/// <inheritdoc/>
public byte[] TransformToByte(decimal[] cdf, IDistribution distribution)
{
if (cdf is null)
{
throw new ArgumentNullException(nameof(cdf));
}
if (distribution is null)
{
throw new ArgumentNullException(nameof(distribution));
}
var result = new byte[256];
//transform an array by a quantile function
for (int index = 0; index < 256; ++index)
{
if (distribution.Quantile(cdf[index], out var pixel))
{
if (pixel > 255M)
{
pixel = 255M;
}
if (pixel < 0M)
{
pixel = 0M;
}
}
result[index] = Convert.ToByte(pixel);
}
return(result);
}
/// <inheritdoc/>
public decimal[] TransformToDecimal(decimal[] cdf, IDistribution distribution)
{
if (cdf is null)
{
throw new ArgumentNullException(nameof(cdf));
}
if (distribution is null)
{
throw new ArgumentNullException(nameof(distribution));
}
var result = new decimal[cdf.Length];
//transform an array by a quantile function
for (int index = 0; index < cdf.Length; ++index)
{
distribution.Quantile(cdf[index], out result[index]);
}
return(result);
}
private double GetCoveragePercentage(IDistribution distribution, Probability probability, ConfidenceLevel confidenceLevel,
Random random, int sampleSize, int repetitions)
{
var generator = distribution.Random(random);
var estimator = HarrellDavisQuantileEstimator.Instance;
double trueValue = distribution.Quantile(probability);
int success = 0;
for (int i = 0; i < repetitions; i++)
{
var sample = new Sample(generator.Next(sampleSize));
var estimatedCi = estimator
.GetQuantileConfidenceIntervalEstimator(sample, probability)
.GetConfidenceInterval(confidenceLevel);
if (estimatedCi.Contains(trueValue))
{
success++;
}
}
return(success * 1.0 / repetitions);
}
public override double Next() => distribution.Quantile(Random.NextDouble());