/// <summary>
/// Estimates a new uniform distribution from a given set of observations.
/// </summary>
///
public static UniformContinuousDistribution Estimate(double[] observations)
{
var n = new UniformContinuousDistribution();
n.Fit(observations);
return(n);
}
/// <summary>
/// Generates a random observation from the
/// Cauchy distribution with the given parameters.
/// </summary>
///
/// <param name="location">The location parameter x0.</param>
/// <param name="scale">The scale parameter gamma.</param>
///
/// <returns>A random double value sampled from the specified Cauchy distribution.</returns>
///
public static double Random(double location, double scale)
{
// Generate uniform U on [-PI/2, +PI/2]
double x = UniformContinuousDistribution.Random(-Math.PI / 2.0, +Math.PI / 2.0);
return(Math.Tan(x) * scale + location);
}
/// <summary>
/// Generates a random vector of observations from the
/// Cauchy distribution with the given parameters.
/// </summary>
///
/// <param name="location">The location parameter x0.</param>
/// <param name="scale">The scale parameter gamma.</param>
/// <param name="samples">The number of samples to generate.</param>
///
/// <returns>An array of double values sampled from the specified Cauchy distribution.</returns>
///
public static double[] Random(double location, double scale, int samples)
{
// Generate uniform U on [-PI/2, +PI/2]
double[] x = UniformContinuousDistribution.Random(-Math.PI / 2.0, +Math.PI / 2.0, samples);
for (int i = 0; i < x.Length; i++)
{
x[i] = Math.Tan(x[i]) * scale + location;
}
return(x);
}
/// <summary>
/// Generates a random observation from the current distribution.
/// </summary>
///
/// <returns>A random observations drawn from this distribution.</returns>
///
public override double Generate()
{
double u = UniformContinuousDistribution.Random();
double Fc = DistributionFunction(c);
if (u < Fc)
{
return(a + Math.Sqrt(u * (b - a) * (c - a)));
}
return(b - Math.Sqrt((1 - u) * (b - a) * (b - c)));
}
/// <summary>
/// Generates a random vector of observations from the current distribution.
/// </summary>
///
/// <param name="samples">The number of samples to generate.</param>
/// <returns>A random vector of observations drawn from this distribution.</returns>
///
public override double[] Generate(int samples)
{
double Fc = DistributionFunction(c);
double[] values = UniformContinuousDistribution.Random(samples);
for (int i = 0; i < values.Length; i++)
{
double u = values[i];
if (u < Fc)
{
values[i] = a + Math.Sqrt(u * (b - a) * (c - a));
}
else
{
values[i] = b - Math.Sqrt((1 - u) * (b - a) * (b - c));
}
}
return(values);
}
