public void ConstructorTest1()
{
var trig = new TriangularDistribution(a: 1, b: 6, c: 3);
double mean = trig.Mean; // 3.3333333333333335
double median = trig.Median; // 3.2613872124741694
double mode = trig.Mode; // 3.0
double var = trig.Variance; // 1.0555555555555556
double cdf = trig.DistributionFunction(x: 2); // 0.10000000000000001
double pdf = trig.ProbabilityDensityFunction(x: 2); // 0.20000000000000001
double lpdf = trig.LogProbabilityDensityFunction(x: 2); // -1.6094379124341003
double ccdf = trig.ComplementaryDistributionFunction(x: 2); // 0.90000000000000002
double icdf = trig.InverseDistributionFunction(p: cdf); // 2.0000000655718773
double hf = trig.HazardFunction(x: 2); // 0.22222222222222224
double chf = trig.CumulativeHazardFunction(x: 2); // 0.10536051565782628
string str = trig.ToString(CultureInfo.InvariantCulture); // Triangular(x; a = 1, b = 6, c = 3)
Assert.AreEqual(3.3333333333333335, mean);
Assert.AreEqual(3.2613872124741694, median);
Assert.AreEqual(1.0555555555555556, var);
Assert.AreEqual(0.10536051565782628, chf);
Assert.AreEqual(0.10000000000000001, cdf);
Assert.AreEqual(0.20000000000000001, pdf);
Assert.AreEqual(-1.6094379124341003, lpdf);
Assert.AreEqual(0.22222222222222224, hf);
Assert.AreEqual(0.90000000000000002, ccdf);
Assert.AreEqual(2.0000000655718773, icdf);
Assert.AreEqual("Triangular(x; a = 1, b = 6, c = 3)", str);
}
//End of ui.cs file Contents
//-------------------------------------------------------------------------
//Begin of Random.cs file contents
/// <summary>
/// Initializes the random-number generator with a specific seed.
/// </summary>
public void Initialize(uint seed)
{
RandomNumberGenerator = new MT19937Generator(seed);
betaDist = new BetaDistribution(RandomNumberGenerator);
betaPrimeDist = new BetaPrimeDistribution(RandomNumberGenerator);
cauchyDist = new CauchyDistribution(RandomNumberGenerator);
chiDist = new ChiDistribution(RandomNumberGenerator);
chiSquareDist = new ChiSquareDistribution(RandomNumberGenerator);
continuousUniformDist = new ContinuousUniformDistribution(RandomNumberGenerator);
erlangDist = new ErlangDistribution(RandomNumberGenerator);
exponentialDist = new ExponentialDistribution(RandomNumberGenerator);
fisherSnedecorDist = new FisherSnedecorDistribution(RandomNumberGenerator);
fisherTippettDist = new FisherTippettDistribution(RandomNumberGenerator);
gammaDist = new GammaDistribution(RandomNumberGenerator);
laplaceDist = new LaplaceDistribution(RandomNumberGenerator);
lognormalDist = new LognormalDistribution(RandomNumberGenerator);
normalDist = new NormalDistribution(RandomNumberGenerator);
paretoDist = new ParetoDistribution(RandomNumberGenerator);
powerDist = new PowerDistribution(RandomNumberGenerator);
rayleighDist = new RayleighDistribution(RandomNumberGenerator);
studentsTDist = new StudentsTDistribution(RandomNumberGenerator);
triangularDist = new TriangularDistribution(RandomNumberGenerator);
weibullDist = new WeibullDistribution(RandomNumberGenerator);
poissonDist = new PoissonDistribution(RandomNumberGenerator);
// generator.randomGenerator = new MT19937Generator(seed);
}
private IServer CreateProcessStep(string name, double min, double mean, double max)
{
IDoubleDistribution triangle = new TriangularDistribution(m_model, name + "_distribution", Guid.NewGuid(), min, mean, max);
IPeriodicity svcPeriod = new Periodicity(triangle, Periodicity.Units.Minutes);
return(new BufferedServer(m_model, name, Guid.NewGuid(), svcPeriod, null, true, false));
}
public void ConstructorTest1()
{
var trig = new TriangularDistribution(a: 1, b: 6, c: 3);
double mean = trig.Mean; // 3.3333333333333335
double median = trig.Median; // 3.2613872124741694
double mode = trig.Mode; // 3.0
double var = trig.Variance; // 1.0555555555555556
double cdf = trig.DistributionFunction(x: 2); // 0.10000000000000001
double pdf = trig.ProbabilityDensityFunction(x: 2); // 0.20000000000000001
double lpdf = trig.LogProbabilityDensityFunction(x: 2); // -1.6094379124341003
double ccdf = trig.ComplementaryDistributionFunction(x: 2); // 0.90000000000000002
double icdf = trig.InverseDistributionFunction(p: cdf); // 2.0000000655718773
double hf = trig.HazardFunction(x: 2); // 0.22222222222222224
double chf = trig.CumulativeHazardFunction(x: 2); // 0.10536051565782628
string str = trig.ToString(CultureInfo.InvariantCulture); // Triangular(x; a = 1, b = 6, c = 3)
Assert.AreEqual(3.3333333333333335, mean);
Assert.AreEqual(3.2613872124741694, median);
Assert.AreEqual(1.0555555555555556, var);
Assert.AreEqual(0.10536051565782628, chf);
Assert.AreEqual(0.10000000000000001, cdf);
Assert.AreEqual(0.20000000000000001, pdf);
Assert.AreEqual(-1.6094379124341003, lpdf);
Assert.AreEqual(0.22222222222222224, hf);
Assert.AreEqual(0.90000000000000002, ccdf);
Assert.AreEqual(2.0000000655718773, icdf);
Assert.AreEqual("Triangular(x; a = 1, b = 6, c = 3)", str);
}
public override double getIncome()
{
double pos = 0.01 * Math.Pow(popularity + members.Count, 2);
TriangularDistribution t = new TriangularDistribution(-0.5, 3, 1);
pos *= t.Sample(rand);
return(pos * 2.5);
}
public void TriangularDistributionGeneratorTest(double begin, double end,
double distributionEpsilon, double statEpsilon, int totalValues, int totalIntervals)
{
var dist = new TriangularDistribution(begin, end);
var generator = new TriangularDistributionGenerator(dist);
CheckAssert(
generator, dist,
distributionEpsilon, statEpsilon,
totalValues, totalIntervals);
}
public int MineralConcentration(int highConcBias = 0)
{
var lowChance = 30 - (highConcBias * 5);
if (this.Next(100) < lowChance)
{
return(this.Next(1, 31));
}
return((int)TriangularDistribution.Sample(this.rng, 31, 75, 120));
}
public void DistributionBase()
{
// test that implementations on base Distribution classes function and agree with overridden implementations
ContinuousDistribution d = new TestDistribution();
ContinuousDistribution t = new TriangularDistribution(0.0, 1.0, 1.0);
Assert.IsTrue(TestUtilities.IsNearlyEqual(d.Mean, t.Mean));
Assert.IsTrue(TestUtilities.IsNearlyEqual(d.StandardDeviation, t.StandardDeviation));
Assert.IsTrue(TestUtilities.IsNearlyEqual(d.Skewness, t.Skewness));
Assert.IsTrue(TestUtilities.IsNearlyEqual(d.Median, t.Median));
}
public void ConstructorTest1()
{
var tri = new TriangularDistribution(min: 1, max: 6, mode: 3);
double mean = tri.Mean; // 3.3333333333333335
double median = tri.Median; // 3.2613872124741694
double mode = tri.Mode; // 3.0
double var = tri.Variance; // 1.0555555555555556
double cdf = tri.DistributionFunction(x: 2); // 0.10000000000000001
double pdf = tri.ProbabilityDensityFunction(x: 2); // 0.20000000000000001
double lpdf = tri.LogProbabilityDensityFunction(x: 2); // -1.6094379124341003
double ccdf = tri.ComplementaryDistributionFunction(x: 2); // 0.90000000000000002
double icdf = tri.InverseDistributionFunction(p: cdf); // 2.0000000655718773
double hf = tri.HazardFunction(x: 2); // 0.22222222222222224
double chf = tri.CumulativeHazardFunction(x: 2); // 0.10536051565782628
string str = tri.ToString(CultureInfo.InvariantCulture); // Triangular(x; a = 1, b = 6, c = 3)
Assert.AreEqual(3.3333333333333335, mean);
Assert.AreEqual(3.0, mode);
Assert.AreEqual(3.2613872124741694, median);
Assert.AreEqual(1.0555555555555556, var);
Assert.AreEqual(0.10536051565782628, chf);
Assert.AreEqual(0.10000000000000001, cdf);
Assert.AreEqual(0.20000000000000001, pdf);
Assert.AreEqual(-1.6094379124341003, lpdf);
Assert.AreEqual(0.22222222222222224, hf);
Assert.AreEqual(0.90000000000000002, ccdf);
Assert.AreEqual(2.0000000655718773, icdf);
Assert.AreEqual("Triangular(x; a = 1, b = 6, c = 3)", str);
var range1 = tri.GetRange(0.95);
var range2 = tri.GetRange(0.99);
var range3 = tri.GetRange(0.01);
Assert.AreEqual(1.7071067704914942, range1.Min);
Assert.AreEqual(5.1339745973005186, range1.Max);
Assert.AreEqual(1.3162277235820534, range2.Min);
Assert.AreEqual(5.6127016687540774, range2.Max);
Assert.AreEqual(1.3162277235820532, range3.Min);
Assert.AreEqual(5.6127016687540774, range3.Max);
Assert.AreEqual(1, tri.Support.Min);
Assert.AreEqual(6, tri.Support.Max);
Assert.AreEqual(tri.InverseDistributionFunction(0), tri.Support.Min);
Assert.AreEqual(tri.InverseDistributionFunction(1), tri.Support.Max);
}
/// <summary>
/// Calculates the income of this company, updates popularity based on astroturfs, and removes sold stock
/// </summary>
/// <returns>the amount of money the company earned in this turn</returns>
public double getIncome()
{
TriangularDistribution t = new TriangularDistribution(0.5, 2, 1.2);
double sellRate = popularityToModifier(popularity * t.Sample());
double output = 0;
foreach (string key in productStock.Keys.ToList())
{
int sold = (int)(productStock[key] * sellRate);
productStock[key] -= sold;
output += products[key] * sold;
}
//Dividends
output -= getDividendCost(output, true);
//Update popularity
if (astroturfs < 1)
{
astroturfs = 1;
}
popularity *= (1 + (astroturfs)) / (2 + (astroturfs));
if (astroturfs > 1)
{
astroturfs--;
}
//Update stock history
stock_history.Add(stock_price);
foreach (string p in automation)
{
if (productStock.ContainsKey(p))
{
productStock[p]++;
}
else
{
//Remove discontinued/errored products
//automation.Remove(p);
//Never mind, it doesn't like when you delete stuff in its own foreach loop
}
}
//Update owner
updateOwner();
return(output);
}
public void TestTriangularDistribution()
{
double[][] para =
{
new double[] {}
};
for (int i = 0; i < para.Length; i++)
{
var tester = new ContDistTester(para[i], delegate(double a, double b)
{
var ret = new TriangularDistribution(a, 0.5 * (a + b), b);
return(ret);
}
);
tester.Test(1E-14);
}
}
public Form1()
{
InitializeComponent();
//--
mTranslations = new Dictionary <string, Translations>();
mPlainListWords = new PlainWords();
//--
mBinominalDistr = new BinomialDistribution();
mTriangleDistr = new TriangularDistribution();
mUniformDistr = new DiscreteUniformDistribution();
mContUniformDist = new ContinuousUniformDistribution();
mRnd = new Random();
mStopTimer = false;
}
public void ConstructorTest1()
{
var tri = new TriangularDistribution(min: 1, max: 6, mode: 3);
double mean = tri.Mean; // 3.3333333333333335
double median = tri.Median; // 3.2613872124741694
double mode = tri.Mode; // 3.0
double var = tri.Variance; // 1.0555555555555556
double cdf = tri.DistributionFunction(x: 2); // 0.10000000000000001
double pdf = tri.ProbabilityDensityFunction(x: 2); // 0.20000000000000001
double lpdf = tri.LogProbabilityDensityFunction(x: 2); // -1.6094379124341003
double ccdf = tri.ComplementaryDistributionFunction(x: 2); // 0.90000000000000002
double icdf = tri.InverseDistributionFunction(p: cdf); // 2.0000000655718773
double hf = tri.HazardFunction(x: 2); // 0.22222222222222224
double chf = tri.CumulativeHazardFunction(x: 2); // 0.10536051565782628
string str = tri.ToString(CultureInfo.InvariantCulture); // Triangular(x; a = 1, b = 6, c = 3)
Assert.AreEqual(3.3333333333333335, mean);
Assert.AreEqual(3.0, mode);
Assert.AreEqual(3.2613872124741694, median);
Assert.AreEqual(1.0555555555555556, var);
Assert.AreEqual(0.10536051565782628, chf);
Assert.AreEqual(0.10000000000000001, cdf);
Assert.AreEqual(0.20000000000000001, pdf);
Assert.AreEqual(-1.6094379124341003, lpdf);
Assert.AreEqual(0.22222222222222224, hf);
Assert.AreEqual(0.90000000000000002, ccdf);
Assert.AreEqual(2.0000000655718773, icdf);
Assert.AreEqual("Triangular(x; a = 1, b = 6, c = 3)", str);
var range1 = tri.GetRange(0.95);
var range2 = tri.GetRange(0.99);
var range3 = tri.GetRange(0.01);
Assert.AreEqual(1.7071067704914942, range1.Min);
Assert.AreEqual(5.1339745973005186, range1.Max);
Assert.AreEqual(1.3162277235820534, range2.Min);
Assert.AreEqual(5.6127016687540774, range2.Max);
Assert.AreEqual(1.3162277235820532, range3.Min);
Assert.AreEqual(5.6127016687540774, range3.Max);
}
public void TestDistributionTriangular()
{
IDoubleDistribution dist = new TriangularDistribution(m_model, "TriangularDistribution", Guid.NewGuid(), 2.0, 5.0, 9.0);
Assert.IsTrue(dist.GetValueWithCumulativeProbability(0.50) == 5.2583426132260591);
dist.SetCDFInterval(0.5, 0.5);
Assert.IsTrue(dist.GetNext() == 5.2583426132260591);
dist.SetCDFInterval(0.0, 1.0);
System.IO.StreamWriter tw = new System.IO.StreamWriter(Environment.GetEnvironmentVariable("TEMP") + "\\DistributionTriangular.csv");
Debug.WriteLine("Generating raw data.");
int DATASETSIZE = 1500000;
double[] rawData = new double[DATASETSIZE];
for (int x = 0; x < DATASETSIZE; x++)
{
rawData[x] = dist.GetNext();
//tw.WriteLine(rawData[x]);
}
Debug.WriteLine("Performing histogram analysis.");
Histogram1D_Double hist = new Histogram1D_Double(rawData, 1.0, 10.0, 450, "distribution");
hist.LabelProvider = new LabelProvider(((Histogram1D_Double)hist).DefaultLabelProvider);
hist.Recalculate();
Debug.WriteLine("Writing data dump file.");
int[] bins = (int[])hist.Bins;
for (int i = 0; i < bins.Length; i++)
{
//Debug.WriteLine(hist.GetLabel(new int[]{i}) + ", " + bins[i]);
tw.WriteLine(hist.GetLabel(new int[] { i }) + ", " + bins[i]);
}
tw.Flush();
tw.Close();
if (m_visuallyVerify)
{
System.Diagnostics.Process.Start("excel.exe", Environment.GetEnvironmentVariable("TEMP") + "\\DistributionTriangular.csv");
}
}
public void GenerateTest2()
{
Accord.Math.Tools.SetupGenerator(0);
var target = new TriangularDistribution(-4.2, 7, 1);
double[] samples = target.Generate(10000000);
for (int i = 0; i < samples.Length; i++)
{
samples[i] = System.Math.Round(samples[i], 2);
}
double min = samples.Min();
double max = samples.Max();
double mode = samples.Mode();
Assert.AreEqual(min, target.Min, 1e-2);
Assert.AreEqual(max, target.Max, 1e-2);
Assert.AreEqual(mode, target.Mode, 0.035);
}
/// <summary>
/// Shows a new chart in a default form.
/// </summary>
/// <param name="dist">The distribution.</param>
/// <param name="function">The distribution function to plot.</param>
/// <param name="numInterpolatedValues">The number of interpolated values.</param>
/// <remarks>
/// Equivalent to:
/// <code>
/// NMathStatsChart.Show( ToChart( dist, function, numInterpolatedValues ) );
/// </code>
/// </remarks>
public static void Show( TriangularDistribution dist, DistributionFunction function = DistributionFunction.PDF, int numInterpolatedValues = 100 )
{
Show( ToChart( dist, function, numInterpolatedValues ) );
}
public void GenerateTest2()
{
Accord.Math.Tools.SetupGenerator(0);
var target = new TriangularDistribution(-4.2, 7, 1);
double[] samples = target.Generate(10000000);
for (int i = 0; i < samples.Length; i++)
samples[i] = System.Math.Round(samples[i], 2);
double min = samples.Min();
double max = samples.Max();
double mode = samples.Mode();
Assert.AreEqual(min, target.Min, 1e-2);
Assert.AreEqual(max, target.Max, 1e-2);
Assert.AreEqual(mode, target.Mode, 0.035);
}
private void btnGenerate_Click(object sender, EventArgs e)
{
string error;
if (!ValidateInput(out error))
{
MessageBox.Show(error);
return;
}
Distribution distribution = null;
var generator = new Generator();
switch (distributionType)
{
case DistributionType.Uniform:
var a = double.Parse(textBoxA.Text);
var b = double.Parse(textBoxB.Text);
distribution = new UniformDistribution(generator, a, b);
break;
case DistributionType.Gaussian:
var mean = double.Parse(textBoxMParameter.Text);
var standartDeviation = double.Parse(textBoxQParameter.Text);
distribution = new GaussianDistribution(generator, mean, standartDeviation);
break;
case DistributionType.Exponential:
var lambda = double.Parse(textBoxLambda.Text);
distribution = new ExponentialDistribution(generator, lambda);
break;
case DistributionType.Gamma:
var eta = Convert.ToInt32(numericUpDownEta.Text);
var lambdaG = double.Parse(textBoxLambdaG.Text);
distribution = new GammaDistribution(generator, eta, lambdaG);
break;
case DistributionType.Triangular:
var aT = double.Parse(textBoxAT.Text);
var bT = double.Parse(textBoxBT.Text);
var isFirstVariant = radioBtnVariant1.Checked;
distribution = new TriangularDistribution(generator, aT, bT, isFirstVariant);
break;
case DistributionType.Simpsons:
var aS = double.Parse(textBoxAS.Text);
var bS = double.Parse(textBoxBS.Text);
distribution = new SimpsonsDistribution(generator, aS, bS);
break;
default:
distribution = null;
break;
}
if (ReferenceEquals(distribution, null))
{
MessageBox.Show("Error: distribution is undefined");
return;
}
var n = Convert.ToInt32(numericUpDownLength.Text);
generatedValues = new List <double>();
listBoxGeneratedValues.Items.Clear();
for (int i = 0; i < n; i++)
{
var value = distribution.GetNext();
generatedValues.Add(value);
listBoxGeneratedValues.Items.Add(value);
}
DrawChart();
var m = CalcM(generatedValues);
var d = CalcD(generatedValues, m);
var q = Math.Sqrt(d);
textBoxMActual.Text = m.ToString(CultureInfo.InvariantCulture);
textBoxDActual.Text = d.ToString(CultureInfo.InvariantCulture);
textBoxQActual.Text = q.ToString(CultureInfo.InvariantCulture);
}
/// <summary>
/// Sets the distribution for operations using the current genrator
/// </summary>
/// <param name="distx">Distx.</param>
public void setDistribution(distributions distx, Dictionary <string, double> args)
{
//TODO check arguments to ensure they are making a change to the distribution
//otherwise throw an exception see laplace as a example of implementing this
switch (distx)
{
case distributions.Bernoili:
BernoulliDistribution x0 = new BernoulliDistribution(gen);
if (args.ContainsKey("alpha"))
{
x0.Alpha = args["alpha"];
}
else
{
throw new System.Exception("for Bernoili distribution you must provide an alpha");
}
dist = x0;
break;
case distributions.Beta:
BetaDistribution x1 = new BetaDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x1.Alpha = args["alpha"];
x1.Beta = args["beta"];
}
else
{
throw new System.Exception(" for beta distribution you must provide alpha and beta");
}
dist = x1;
break;
case distributions.BetaPrime:
BetaPrimeDistribution x2 = new BetaPrimeDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x2.Alpha = args["alpha"];
x2.Beta = args["beta"];
}
else
{
throw new System.Exception(" for betaPrime distribution you must provide alpha and beta");
}
dist = x2;
break;
case distributions.Cauchy:
CauchyDistribution x3 = new CauchyDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("gamma"))
{
x3.Alpha = args["alpha"];
x3.Gamma = args["gamma"];
}
else
{
throw new System.Exception("for cauchy dist you must provide alpha and gamma");
}
dist = x3;
break;
case distributions.Chi:
ChiDistribution x4 = new ChiDistribution(gen);
if (args.ContainsKey("alpha"))
{
x4.Alpha = (int)args["alpha"];
}
else
{
throw new System.Exception("for chi you must provide alpha");
}
dist = x4;
break;
case distributions.ChiSquared:
ChiSquareDistribution x5 = new ChiSquareDistribution(gen);
if (args.ContainsKey("alpha"))
{
x5.Alpha = (int)args["alpha"];
}
else
{
throw new System.Exception("for chiSquared you must provide alpha");
}
dist = x5;
break;
case distributions.ContinuousUniform:
ContinuousUniformDistribution x6 = new ContinuousUniformDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x6.Alpha = args["alpha"];
x6.Beta = args["beta"];
}
else
{
throw new System.Exception("for ContinuousUniform you must provide alpha and beta");
}
dist = x6;
break;
case distributions.DiscreteUniform:
DiscreteUniformDistribution x7 = new DiscreteUniformDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x7.Alpha = (int)args["alpha"];
x7.Beta = (int)args["beta"];
}
else
{
throw new System.Exception("for discrete uniform distribution you must provide alpha and beta");
}
dist = x7;
break;
case distributions.Erlang:
ErlangDistribution x8 = new ErlangDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("lambda"))
{
x8.Alpha = (int)args["alpha"];
x8.Lambda = (int)args["lambda"];
}
else
{
throw new System.Exception("for Erlang dist you must provide alpha and lambda");
}
dist = x8;
break;
case distributions.Exponential:
ExponentialDistribution x9 = new ExponentialDistribution(gen);
if (args.ContainsKey("lambda"))
{
x9.Lambda = args["lambda"];
}
else
{
throw new System.Exception("for exponential dist you must provide lambda");
}
dist = x9;
break;
case distributions.FisherSnedecor:
FisherSnedecorDistribution x10 = new FisherSnedecorDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x10.Alpha = (int)args["alpha"];
x10.Beta = (int)args["beta"];
}
else
{
throw new System.Exception("for FisherSnedecor you must provide alpha and beta");
}
dist = x10;
break;
case distributions.FisherTippett:
FisherTippettDistribution x11 = new FisherTippettDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("mu"))
{
x11.Alpha = args["alpha"];
x11.Mu = args["mu"];
}
else
{
throw new System.Exception("for FisherTippets you must provide alpha and mu");
}
dist = x11;
break;
case distributions.Gamma:
GammaDistribution x12 = new GammaDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("theta"))
{
x12.Alpha = args["alpha"];
x12.Theta = args["theta"];
}
else
{
throw new System.Exception("for Gamma dist you must provide alpha and theta");
}
dist = x12;
break;
case distributions.Geometric:
GeometricDistribution x13 = new GeometricDistribution(gen);
if (args.ContainsKey("alpha"))
{
x13.Alpha = args["alpha"];
}
else
{
throw new System.Exception("Geometric distribution requires alpha value");
}
dist = x13;
break;
case distributions.Binomial:
BinomialDistribution x14 = new BinomialDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x14.Alpha = args["alpha"];
x14.Beta = (int)args["beta"];
}
else
{
throw new System.Exception("binomial distribution requires alpha and beta");
}
dist = x14;
break;
case distributions.None:
break;
case distributions.Laplace:
LaplaceDistribution x15 = new LaplaceDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("mu"))
{
if (x15.IsValidAlpha(args["alpha"]) && x15.IsValidMu(args["mu"]))
{
x15.Alpha = args["alpha"];
x15.Mu = args["mu"];
}
else
{
throw new ArgumentException("alpha must be greater than zero");
}
}
else
{
throw new System.Exception("Laplace dist requires alpha and mu");
}
dist = x15;
break;
case distributions.LogNormal:
LognormalDistribution x16 = new LognormalDistribution(gen);
if (args.ContainsKey("mu") && args.ContainsKey("sigma"))
{
x16.Mu = args["mu"];
x16.Sigma = args["sigma"];
}
else
{
throw new System.Exception("lognormal distribution requires mu and sigma");
}
dist = x16;
break;
case distributions.Normal:
NormalDistribution x17 = new NormalDistribution(gen);
if (args.ContainsKey("mu") && args.ContainsKey("sigma"))
{
x17.Mu = args["mu"];
x17.Sigma = args["sigma"];
}
else
{
throw new System.Exception("normal distribution requires mu and sigma");
}
dist = x17;
break;
case distributions.Pareto:
ParetoDistribution x18 = new ParetoDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x18.Alpha = args["alpha"];
x18.Beta = args["beta"];
}
else
{
throw new System.Exception("pareto distribution requires alpha and beta");
}
dist = x18;
break;
case distributions.Poisson:
PoissonDistribution x19 = new PoissonDistribution(gen);
if (args.ContainsKey("lambda"))
{
x19.Lambda = args["lambda"];
}
else
{
throw new System.Exception("Poisson distribution requires lambda");
}
dist = x19;
break;
case distributions.Power:
PowerDistribution x20 = new PowerDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta"))
{
x20.Alpha = args["alpha"];
x20.Beta = args["beta"];
}
else
{
throw new System.Exception("Power dist requires alpha and beta");
}
dist = x20;
break;
case distributions.RayLeigh:
RayleighDistribution x21 = new RayleighDistribution(gen);
if (args.ContainsKey("sigma"))
{
x21.Sigma = args["sigma"];
}
else
{
throw new System.Exception("Rayleigh dist requires sigma");
}
dist = x21;
break;
case distributions.StudentsT:
StudentsTDistribution x22 = new StudentsTDistribution(gen);
if (args.ContainsKey("nu"))
{
x22.Nu = (int)args["nu"];
}
else
{
throw new System.Exception("StudentsT dist requirres nu");
}
dist = x22;
break;
case distributions.Triangular:
TriangularDistribution x23 = new TriangularDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("beta") && args.ContainsKey("gamma"))
{
x23.Alpha = args["alpha"];
x23.Beta = args["beta"];
x23.Gamma = args["gamma"];
}
else
{
throw new System.Exception("Triangular distribution requires alpha, beta and gamma");
}
dist = x23;
break;
case distributions.WeiBull:
WeibullDistribution x24 = new WeibullDistribution(gen);
if (args.ContainsKey("alpha") && args.ContainsKey("lambda"))
{
x24.Alpha = args["alpha"];
x24.Lambda = args["lambda"];
}
else
{
throw new System.Exception("WeiBull dist requires alpha and lambda");
}
dist = x24;
break;
default:
throw new NotImplementedException("the distribution you want has not yet been implemented " +
"you could help everyone out by going and implementing it");
}
}
/// <summary>
/// Updates the given chart with the specified distribution.
/// </summary>
/// <param name="chart">A chart.</param>
/// <param name="dist">The distribution.</param>
/// <param name="function">The distribution function to plot.</param>
/// <param name="numInterpolatedValues">The number of interpolated values.</param>
/// <returns>A new chart.</returns>
/// <remarks>
/// Plots the specified function of the given distribution for 0.0001 <= p <= 0.9999.
/// <br/>
/// Titles are added only if chart does not currently contain any titles.
/// <br/>
/// chart.Series[0] is replaced, or added if necessary.
/// </remarks>
public static void Update( ref ChartControl chart, TriangularDistribution dist, DistributionFunction function = DistributionFunction.PDF, int numInterpolatedValues = 100 )
{
List<string> titles = new List<string>()
{
"TriangularDistribution",
String.Format("lower={0}, upper={1}, mode={2}", dist.LowerLimit, dist.UpperLimit, dist.Mode)
};
UpdateContinuousDistribution( ref chart, dist, titles, function, numInterpolatedValues );
}
/// <summary>
/// Returns a new line chart plotting the specified function of the given distribution for 0.0001 <= p <= 0.9999.
/// </summary>
/// <param name="dist">The distribution.</param>
/// <param name="function">The distribution function to plot.</param>
/// <param name="numInterpolatedValues">The number of interpolated values.</param>
/// <returns>A new chart.</returns>
public static ChartControl ToChart( TriangularDistribution dist, DistributionFunction function = DistributionFunction.PDF, int numInterpolatedValues = 100 )
{
ChartControl chart = GetDefaultChart();
Update( ref chart, dist, function, numInterpolatedValues );
return chart;
}