public void ValidateToString()
{
System.Threading.Thread.CurrentThread.CurrentCulture = System.Globalization.CultureInfo.InvariantCulture;
var n = new TruncatedPareto(1d, 2d, 100d);
Assert.AreEqual("Truncated Pareto(Scale = 1, Shape = 2, Truncation = 100)", n.ToString());
}
public void ValidateCumulativeDistribution(double scale, double shape, double truncation, double x, double expected)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(expected, n.CumulativeDistribution(x), highPrecision);
AssertHelpers.AlmostEqualRelative(expected, TruncatedPareto.CDF(scale, shape, truncation, x), highPrecision);
}
public void CanCreateTruncatedParetoWithRandomSource()
{
var randomSource = new Numerics.Random.MersenneTwister(100);
var n = new TruncatedPareto(10.0, 10.0, 1000, randomSource);
Assert.AreEqual(randomSource, n.RandomSource);
}
public void ValidateInverseCumulativeDistribution(double scale, double shape, double truncation, double p, double expected)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(expected, n.InvCDF(p), lowPrecision);
AssertHelpers.AlmostEqualRelative(expected, TruncatedPareto.InvCDF(scale, shape, truncation, p), lowPrecision);
}
public void CanSampleSequence()
{
var n = new TruncatedPareto(10.0, 10.0, 1000.0);
var ied = n.Samples();
GC.KeepAlive(ied.Take(5).ToArray());
}
public void ValidateDensityLn(double scale, double shape, double truncation, double x, double p)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(p, n.DensityLn(x), lowPrecision);
AssertHelpers.AlmostEqualRelative(p, TruncatedPareto.PDFLn(scale, shape, truncation, x), lowPrecision);
}
public void CanFillSampleArray()
{
double[] samples = new double[100];
var n = new TruncatedPareto(10.0, 10.0, 1000.0);
n.Samples(samples);
Assert.IsTrue(!samples.Any(x => x == 0));
}
public void CanCreateTruncatedPareto(double scale, double shape, double truncation)
{
var n = new TruncatedPareto(scale, shape, truncation);
Assert.AreEqual(scale, n.Scale, highPrecision);
Assert.AreEqual(shape, n.Shape, highPrecision);
Assert.AreEqual(truncation, n.Truncation, highPrecision);
}
public void CanSampleStatic()
{
TruncatedPareto.Sample(new Numerics.Random.MersenneTwister(100), 10.0, 10.0, 1000.0);
}
public void CanSample()
{
var n = new TruncatedPareto(10.0, 10.0, 1000.0);
n.Sample();
}
public void FailSampleSequenceStatic()
{
Assert.That(() => { var ied = TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), 10.0, 10.0, 5.0).First(); }, Throws.ArgumentException);
}
public void FailFillingSampleArrayStatic()
{
double[] samples = new double[100];
Assert.That(() => { TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), samples, 10.0, 10.0, 5.0); }, Throws.ArgumentException);
}
public void CanSampleSequenceStatic()
{
var ied = TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), 10.0, 10.0, 1000.0);
GC.KeepAlive(ied.Take(5).ToArray());
}
public void CanFillSampleArrayStatic()
{
double[] samples = new double[100];
TruncatedPareto.Samples(new Numerics.Random.MersenneTwister(100), samples, 10.0, 10.0, 1000.0);
Assert.IsTrue(!samples.Any(x => x == 0));
}
public void ValidateVariance(double scale, double shape, double truncation, double variance)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(variance, n.Variance, highPrecision);
}
public void ValidateIsValidParameterSet(double scale, double shape, double truncation, bool validity)
{
Assert.AreEqual(TruncatedPareto.IsValidParameterSet(scale, shape, truncation), validity);
}
public void ValidateSkewness(double scale, double shape, double truncation, double skewness)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(skewness, n.Skewness, highPrecision);
}
public void ValidateMoments(double scale, double shape, double truncation, int order, double value)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(value, n.GetMoment(order), highPrecision);
}
public void ValidateEntropyFailsWithNotSupported(double scale, double shape, double truncation)
{
var n = new TruncatedPareto(scale, shape, truncation);
Assert.Throws <NotSupportedException>(() => { var x = n.Entropy; });
}
public void ValidateMaximum()
{
var n = new TruncatedPareto(1.0, 2.0, 500.0);
Assert.AreEqual(500.0, n.Maximum);
}
public void ValidateStandardDeviation(double scale, double shape, double truncation, double std)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(std, n.StdDev, highPrecision);
}
public void ValidateToString()
{
var n = new TruncatedPareto(1d, 2d, 100d);
Assert.AreEqual("Truncated Pareto(Scale = 1, Shape = 2, Truncation = 100)", n.ToString());
}
public void ValidateMean(double scale, double shape, double truncation, double mean)
{
var n = new TruncatedPareto(scale, shape, truncation);
AssertHelpers.AlmostEqualRelative(mean, n.Mean, highPrecision);
}
