public static void OnUniformTestPassed(this ModelTime now, Action <ModelTime> action, double density)
{
var quantile = 1 - density;
var test = new Func <bool>(() =>
ContinuousUniform.InvCDF(0, 1, ContinuousUniform.Sample()) >= quantile);
OnContinuousDistributionTest(now, test, action, density);
}
public void ValidateInverseCumulativeDistribution(double lower, double upper)
{
var n = new ContinuousUniform(lower, upper);
for (var i = 0; i < 11; i++)
{
var x = i - 5.0;
if (x <= lower)
{
Assert.AreEqual(lower, n.InverseCumulativeDistribution(0.0), 1e-12);
Assert.AreEqual(lower, ContinuousUniform.InvCDF(lower, upper, 0.0), 1e-12);
}
else if (x >= upper)
{
Assert.AreEqual(upper, n.InverseCumulativeDistribution(1.0), 1e-12);
Assert.AreEqual(upper, ContinuousUniform.InvCDF(lower, upper, 1.0), 1e-12);
}
else
{
Assert.AreEqual(x, n.InverseCumulativeDistribution((x - lower) / (upper - lower)), 1e-12);
Assert.AreEqual(x, ContinuousUniform.InvCDF(lower, upper, (x - lower) / (upper - lower)), 1e-12);
}
}
}
