private void TestContinuousDistributionShapeMatchesCumulativeDensity(
ContinuousDistribution distribution,
double min, double max,
int numberOfBuckets, int avgSamplesPerBucket,
double absoluteAccuracy, string message)
{
double[] shape = new double[numberOfBuckets];
double bucketWidth = (max - min) / numberOfBuckets;
double previous = distribution.CumulativeDistribution(min);
double underflow = previous;
double position = min;
for(int i = 0; i < numberOfBuckets; i++)
{
position += bucketWidth;
double current = distribution.CumulativeDistribution(position);
shape[i] = current - previous;
previous = current;
}
double overflow = 1 - previous;
TestContinuousDistributionShape(distribution, min, max,
shape, underflow, overflow,
avgSamplesPerBucket, absoluteAccuracy, message);
}
private void TestContinuousDistributionShape(
ContinuousDistribution distribution,
double min, double max,
double[] expectedShape, double expectedUnderflow, double expectedOverflow,
int avgSamplesPerBucket, double absoluteAccuracy, string message)
{
DistributionShape shape = DistributionShape.CreateMinMax(expectedShape.Length, min, max);
int sampleCount = expectedShape.Length * avgSamplesPerBucket;
for(int i = 0; i < sampleCount; i++)
{
shape.Push(distribution.NextDouble());
}
double scale = 1.0 / (avgSamplesPerBucket * expectedShape.Length);
Assert.AreEqual(expectedUnderflow, shape.Underflow * scale, absoluteAccuracy, message + " Underflow");
Assert.AreEqual(expectedOverflow, shape.Overflow * scale, absoluteAccuracy, message + " Overflow");
for(int i = 0; i < expectedShape.Length; i++)
{
Assert.AreEqual(expectedShape[i], shape[i] * scale, absoluteAccuracy, message + " Bucket " + i.ToString());
}
}
