public static double TestStatic(IDistribution <DomainType, double> distribution, IList <DomainType> sample)
{
DomainType[] domain = distribution.Domain;
Dictionary <DomainType, int> domain_indexing = new Dictionary <DomainType, int>();
double [] sample_densities = new double[domain.Length];
for (int domain_index = 0; domain_index < sample.Count; domain_index++)
{
domain_indexing[domain[domain_index]] = domain_index;
}
for (int sample_index = 0; sample_index < sample.Count; sample_index++)
{
sample_densities[domain_indexing[sample[sample_index]]] += 1.0 / sample.Count;
}
double d1 = 0;
for (int domain_index = 0; domain_index < sample.Count; domain_index++)
{
double sample_density = sample_densities[domain_index];
double expectated_density = distribution.ComputeProbabilityDensity(domain[domain_index]);
double error = (sample_density - expectated_density);
d1 += ((error * error) / expectated_density);
}
int dof = domain.Length - 1; //TODO if fitted subtract distribution dof
return(1 - ChiSquared.CDF(dof, d1));
}