public virtual void Test(double tolerance)
{
// a0 and a1 are the distribution parameters
// Test quantile
double x1 = _dist.Quantile(firstProb);
Assert.AreEqual(_a[2], x1, Math.Abs(_a[2] * tolerance), "Unexpected result of Quantile firstProb");
double p1 = _dist.CDF(_a[2]);
Assert.AreEqual(firstProb, p1, Math.Abs(firstProb * tolerance), "Unexpected result of CDF firstQuantile");
double d1 = _dist.PDF(_a[2]);
Assert.AreEqual(_a[3], d1, Math.Abs(_a[3] * tolerance), "Unexpected result of PDF firstQuantile");
double x2 = _dist.Quantile(secondProb);
Assert.AreEqual(_a[4], x2, Math.Abs(_a[4] * tolerance), "Unexpected result of Quantile secondProb");
double p2 = _dist.CDF(_a[4]);
Assert.AreEqual(secondProb, p2, Math.Abs(secondProb * tolerance), "Unexpected result of CDF secondQuantile");
double d2 = _dist.PDF(_a[4]);
Assert.AreEqual(_a[5], d2, Math.Abs(_a[5] * tolerance), "Unexpected result of PDF secondQuantile");
int len = 1000000;
int suml = 0;
for (int i = 0; i < len; i++)
{
if (_dist.NextDouble() < _a[2])
{
suml++;
}
}
double p1_tested = suml / (double)len;
double confidence = BinomialDistribution.CDF(suml, firstProb, len);
Assert.Greater(confidence, 0.01, string.Format("Unexpected result of distribution of generated values : outside (left) the 1% confidence limits, expected p={0}, actual p={1}, confidence={2}", firstProb, p1_tested, confidence));
Assert.Less(confidence, 0.99, string.Format("Unexpected result of distribution of generated values : outside (right) the 1% confidence limits, expected p={0}, actual p={1}, confidence={2}", firstProb, p1_tested, confidence));
}
private void TestContinuousDistributionShape(
ContinuousDistribution distribution,
double min, double max,
double[] expectedShape, double expectedUnderflow, double expectedOverflow,
int avgSamplesPerBucket, double absoluteAccuracy, string message)
{
DistributionShape shape = DistributionShape.CreateMinMax(expectedShape.Length, min, max);
int sampleCount = expectedShape.Length * avgSamplesPerBucket;
for (int i = 0; i < sampleCount; i++)
{
shape.Push(distribution.NextDouble());
}
double scale = 1.0 / (avgSamplesPerBucket * expectedShape.Length);
Assert.AreEqual(expectedUnderflow, shape.Underflow * scale, absoluteAccuracy, message + " Underflow");
Assert.AreEqual(expectedOverflow, shape.Overflow * scale, absoluteAccuracy, message + " Overflow");
for (int i = 0; i < expectedShape.Length; i++)
{
Assert.AreEqual(expectedShape[i], shape[i] * scale, absoluteAccuracy, message + " Bucket " + i.ToString());
}
}