public void ConstructorTest()
{
var log = new LognormalDistribution(location: 0.42, shape: 1.1);
double mean = log.Mean; // 2.7870954605658511
double median = log.Median; // 1.5219615583481305
double var = log.Variance; // 18.28163603621158
double cdf = log.DistributionFunction(x: 0.27); // 0.057961222885664958
double pdf = log.ProbabilityDensityFunction(x: 0.27); // 0.39035530085982068
double lpdf = log.LogProbabilityDensityFunction(x: 0.27); // -0.94069792674674835
double ccdf = log.ComplementaryDistributionFunction(x: 0.27); // 0.942038777114335
double icdf = log.InverseDistributionFunction(p: cdf); // 0.26999997937815973
double hf = log.HazardFunction(x: 0.27); // 0.41437285846720867
double chf = log.CumulativeHazardFunction(x: 0.27); // 0.059708840588116374
string str = log.ToString("N2", CultureInfo.InvariantCulture); // Lognormal(x; μ = 2.79, σ = 1.10)
Assert.AreEqual(2.7870954605658511, mean);
Assert.AreEqual(1.5219615583481305, median, 1e-7);
Assert.AreEqual(18.28163603621158, var);
Assert.AreEqual(0.059708840588116374, chf);
Assert.AreEqual(0.057961222885664958, cdf);
Assert.AreEqual(0.39035530085982068, pdf);
Assert.AreEqual(-0.94069792674674835, lpdf);
Assert.AreEqual(0.41437285846720867, hf);
Assert.AreEqual(0.942038777114335, ccdf);
Assert.AreEqual(0.26999997937815973, icdf, 1e-7);
Assert.AreEqual("Lognormal(x; μ = 2.79, σ = 1.10)", str);
}
public void ConstructorTest()
{
var log = new LognormalDistribution(location: 0.42, shape: 1.1);
double mean = log.Mean; // 2.7870954605658511
double median = log.Median; // 1.5219615583481305
double var = log.Variance; // 18.28163603621158
double cdf = log.DistributionFunction(x: 0.27); // 0.057961222885664958
double pdf = log.ProbabilityDensityFunction(x: 0.27); // 0.39035530085982068
double lpdf = log.LogProbabilityDensityFunction(x: 0.27); // -0.94069792674674835
double ccdf = log.ComplementaryDistributionFunction(x: 0.27); // 0.942038777114335
double icdf = log.InverseDistributionFunction(p: cdf); // 0.26999997937815973
double hf = log.HazardFunction(x: 0.27); // 0.41437285846720867
double chf = log.CumulativeHazardFunction(x: 0.27); // 0.059708840588116374
string str = log.ToString("N2", CultureInfo.InvariantCulture); // Lognormal(x; μ = 2.79, σ = 1.10)
Assert.AreEqual(2.7870954605658511, mean);
Assert.AreEqual(1.5219615583481305, median, 1e-7);
Assert.AreEqual(18.28163603621158, var);
Assert.AreEqual(0.059708840588116374, chf);
Assert.AreEqual(0.057961222885664958, cdf);
Assert.AreEqual(0.39035530085982068, pdf);
Assert.AreEqual(-0.94069792674674835, lpdf);
Assert.AreEqual(0.41437285846720867, hf);
Assert.AreEqual(0.942038777114335, ccdf);
Assert.AreEqual(0.26999997937815973, icdf, 1e-7);
Assert.AreEqual("Lognormal(x; μ = 2.79, σ = 1.10)", str);
}
public void LogProbabilityDensityFunctionTest()
{
LognormalDistribution target = new LognormalDistribution(1.7, 4.2);
double x = 2.2;
double expected = System.Math.Log(0.0421705870979553);
double actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual, 1e-15);
}
public void ConstructorTest()
{
var log = new LognormalDistribution(location: 0.42, shape: 1.1);
double mean = log.Mean; // 2.7870954605658511
double median = log.Median; // 1.5219615583481305
double var = log.Variance; // 18.28163603621158
double mode = log.Mode; // 0.45384479528235572
double cdf = log.DistributionFunction(x: 0.27); // 0.057961222885664958
double pdf = log.ProbabilityDensityFunction(x: 0.27); // 0.39035530085982068
double lpdf = log.LogProbabilityDensityFunction(x: 0.27); // -0.94069792674674835
double ccdf = log.ComplementaryDistributionFunction(x: 0.27); // 0.942038777114335
double icdf = log.InverseDistributionFunction(p: cdf); // 0.26999997937815973
double hf = log.HazardFunction(x: 0.27); // 0.41437285846720867
double chf = log.CumulativeHazardFunction(x: 0.27); // 0.059708840588116374
string str = log.ToString("N2", CultureInfo.InvariantCulture); // Lognormal(x; μ = 2.79, σ = 1.10)
Assert.AreEqual(2.7870954605658511, mean);
Assert.AreEqual(1.5219615583481305, median, 1e-7);
Assert.AreEqual(0.45384479528235572, mode);
Assert.AreEqual(18.28163603621158, var);
Assert.AreEqual(0.059708840588116374, chf);
Assert.AreEqual(0.057961222885664958, cdf);
Assert.AreEqual(0.39035530085982068, pdf);
Assert.AreEqual(-0.94069792674674835, lpdf);
Assert.AreEqual(0.41437285846720867, hf);
Assert.AreEqual(0.942038777114335, ccdf);
Assert.AreEqual(0.26999997937815973, icdf, 1e-6);
Assert.AreEqual("Lognormal(x; μ = 2.79, σ = 1.10)", str);
var range1 = log.GetRange(0.95);
Assert.AreEqual(0.24923999017902393, range1.Min);
Assert.AreEqual(9.293720885640818, range1.Max);
var range2 = log.GetRange(0.99);
Assert.AreEqual(0.11777446636476178, range2.Min);
Assert.AreEqual(19.667797655030668, range2.Max);
var range3 = log.GetRange(0.01);
Assert.AreEqual(0.11777446636476173, range3.Min);
Assert.AreEqual(19.667797655030668, range3.Max);
Assert.AreEqual(0, log.Support.Min);
Assert.AreEqual(double.PositiveInfinity, log.Support.Max);
Assert.AreEqual(log.InverseDistributionFunction(0), log.Support.Min);
Assert.AreEqual(log.InverseDistributionFunction(1), log.Support.Max);
}
public void ConstructorTest()
{
var log = new LognormalDistribution(location: 0.42, shape: 1.1);
double mean = log.Mean; // 2.7870954605658511
double median = log.Median; // 1.5219615583481305
double var = log.Variance; // 18.28163603621158
double mode = log.Mode; // 0.45384479528235572
double cdf = log.DistributionFunction(x: 0.27); // 0.057961222885664958
double pdf = log.ProbabilityDensityFunction(x: 0.27); // 0.39035530085982068
double lpdf = log.LogProbabilityDensityFunction(x: 0.27); // -0.94069792674674835
double ccdf = log.ComplementaryDistributionFunction(x: 0.27); // 0.942038777114335
double icdf = log.InverseDistributionFunction(p: cdf); // 0.26999997937815973
double hf = log.HazardFunction(x: 0.27); // 0.41437285846720867
double chf = log.CumulativeHazardFunction(x: 0.27); // 0.059708840588116374
string str = log.ToString("N2", CultureInfo.InvariantCulture); // Lognormal(x; μ = 2.79, σ = 1.10)
Assert.AreEqual(2.7870954605658511, mean);
Assert.AreEqual(1.5219615583481305, median, 1e-7);
Assert.AreEqual(0.45384479528235572, mode);
Assert.AreEqual(18.28163603621158, var);
Assert.AreEqual(0.059708840588116374, chf);
Assert.AreEqual(0.057961222885664958, cdf);
Assert.AreEqual(0.39035530085982068, pdf);
Assert.AreEqual(-0.94069792674674835, lpdf);
Assert.AreEqual(0.41437285846720867, hf);
Assert.AreEqual(0.942038777114335, ccdf);
Assert.AreEqual(0.26999997937815973, icdf, 1e-6);
Assert.AreEqual("Lognormal(x; μ = 2.79, σ = 1.10)", str);
var range1 = log.GetRange(0.95);
Assert.AreEqual(0.24923999017902393, range1.Min);
Assert.AreEqual(9.293720885640818, range1.Max);
var range2 = log.GetRange(0.99);
Assert.AreEqual(0.11777446636476178, range2.Min);
Assert.AreEqual(19.667797655030668, range2.Max);
var range3 = log.GetRange(0.01);
Assert.AreEqual(0.11777446636476173, range3.Min);
Assert.AreEqual(19.667797655030668, range3.Max);
}
public void LogProbabilityDensityFunctionTest()
{
LognormalDistribution target = new LognormalDistribution(1.7, 4.2);
double x = 2.2;
double expected = System.Math.Log(0.0421705870979553);
double actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual, 1e-15);
}