public void BetaInversion()
{
// test that beta distribution is accurately inverted over a wide range of a, b, P
foreach (double a in TestUtilities.GenerateRealValues(0.01, 100.0, 8))
{
foreach (double b in cs)
{
BetaDistribution B = new BetaDistribution(a, b);
foreach (double P in probabilities)
{
Console.WriteLine("a={0} b={1} P={2}", a, b, P);
double x = B.InverseLeftProbability(P);
Console.WriteLine(" x={0} P(x)={1}", x, B.LeftProbability(x));
// we would like to test that P(x) = P, but floating point limitations prevent us from meeting this standard
// P(x) changes so fast at extremes that sometimes even the minimal change in x causes a change
// in P(x) larger than our target precision; so instead we test that our routine gets us
// as close as it can, by checking that P(x-e) < P < P(x+e)
double Px = B.LeftProbability(x);
double Pxm = B.LeftProbability(Math.Min(0.0, x * (1.0 - TestUtilities.TargetPrecision)));
double Pxp = B.LeftProbability(Math.Max(x * (1.0 + TestUtilities.TargetPrecision), 1.0));
Assert.IsTrue((Pxm <= P) && (P <= Pxp));
}
}
}
}
public void Bug7684()
{
// These values caused incomplete Beta to be called with argument outside the interval [0,1].
double I1 = 0.9999902;
double a1 = 0.0000434313636267175;
double b1 = 18474.36071078790000;
BetaDistribution D1 = new BetaDistribution(a1, b1);
double x1 = D1.InverseLeftProbability(I1);
Console.WriteLine("{0} {1} {2}", x1, D1.LeftProbability(x1), I1);
double I2 = 0.9998063099306;
double a2 = 0.00034509911609819255;
double b2 = 6.8453983996634218;
BetaDistribution D2 = new BetaDistribution(a2, b2);
double x2 = D2.InverseLeftProbability(I2);
Console.WriteLine("{0} {1} {2}", x2, D2.LeftProbability(x2), I2);
}