public void ConstructorTest() { var vonMises = new VonMisesDistribution(mean: 0.42, concentration: 1.2); double mean = vonMises.Mean; // 0.42 double median = vonMises.Median; // 0.42 double var = vonMises.Variance; // 0.48721760532782921 double cdf = vonMises.DistributionFunction(x: 1.4); // 0.81326928491589345 double pdf = vonMises.ProbabilityDensityFunction(x: 1.4); // 0.2228112141141676 double lpdf = vonMises.LogProbabilityDensityFunction(x: 1.4); // -1.5014304395467863 double ccdf = vonMises.ComplementaryDistributionFunction(x: 1.4); // 0.18673071508410655 double icdf = vonMises.InverseDistributionFunction(p: cdf); // 1.3999999637927665 double hf = vonMises.HazardFunction(x: 1.4); // 1.1932220899695576 double chf = vonMises.CumulativeHazardFunction(x: 1.4); // 1.6780877262500649 string str = vonMises.ToString(CultureInfo.InvariantCulture); // VonMises(x; μ = 0.42, κ = 1.2) double imedian = vonMises.InverseDistributionFunction(p: 0.5); Assert.AreEqual(0.42, mean); Assert.AreEqual(0.42, median); Assert.AreEqual(0.42000000260613551, imedian, 1e-8); Assert.AreEqual(0.48721760532782921, var); Assert.AreEqual(1.6780877262500649, chf); Assert.AreEqual(0.81326928491589345, cdf); Assert.AreEqual(0.2228112141141676, pdf); Assert.AreEqual(-1.5014304395467863, lpdf); Assert.AreEqual(1.1932220899695576, hf); Assert.AreEqual(0.18673071508410655, ccdf); Assert.AreEqual(1.39999999999, icdf, 1e-8); Assert.AreEqual("VonMises(x; μ = 0.42, κ = 1.2)", str); }
public void LogProbabilityDensityFunctionTest() { VonMisesDistribution dist = new VonMisesDistribution(2.249981, 2.411822); double x = 2.14; double actual = dist.LogProbabilityDensityFunction(x); double expected = System.Math.Log(dist.ProbabilityDensityFunction(x)); Assert.AreEqual(expected, actual, 1e-10); }
public void ConstructorTest() { var vonMises = new VonMisesDistribution(mean: 0.42, concentration: 1.2); double mean = vonMises.Mean; // 0.42 double median = vonMises.Median; // 0.42 double var = vonMises.Variance; // 0.48721760532782921 double mode = vonMises.Mode; // 0.42 double cdf = vonMises.DistributionFunction(x: 1.4); // 0.81326928491589345 double pdf = vonMises.ProbabilityDensityFunction(x: 1.4); // 0.2228112141141676 double lpdf = vonMises.LogProbabilityDensityFunction(x: 1.4); // -1.5014304395467863 double ccdf = vonMises.ComplementaryDistributionFunction(x: 1.4); // 0.18673071508410655 double icdf = vonMises.InverseDistributionFunction(p: cdf); // 1.3999999637927665 double hf = vonMises.HazardFunction(x: 1.4); // 1.1932220899695576 double chf = vonMises.CumulativeHazardFunction(x: 1.4); // 1.6780877262500649 string str = vonMises.ToString(CultureInfo.InvariantCulture); // VonMises(x; μ = 0.42, κ = 1.2) double imedian = vonMises.InverseDistributionFunction(p: 0.5); Assert.AreEqual(0.42, mean); Assert.AreEqual(0.42, median); Assert.AreEqual(0.42, mode); Assert.AreEqual(0.42000000260613551, imedian, 1e-8); Assert.AreEqual(0.48721760532782921, var); Assert.AreEqual(1.6780877262500649, chf); Assert.AreEqual(0.81326928491589345, cdf); Assert.AreEqual(0.2228112141141676, pdf); Assert.AreEqual(-1.5014304395467863, lpdf); Assert.AreEqual(1.1932220899695576, hf); Assert.AreEqual(0.18673071508410655, ccdf); Assert.AreEqual(1.39999999999, icdf, 1e-8); Assert.AreEqual("VonMises(x; μ = 0.42, κ = 1.2)", str); var range1 = vonMises.GetRange(0.95); var range2 = vonMises.GetRange(0.99); var range3 = vonMises.GetRange(0.01); Assert.AreEqual(-1.5990672124935188, range1.Min, 1e-14); Assert.AreEqual(2.4390672124935207, range1.Max, 1e-14); Assert.AreEqual(-2.4355782410688764, range2.Min, 1e-14); Assert.AreEqual(3.2755782410688861, range2.Max, 1e-14); Assert.AreEqual(-2.4355782410688764, range3.Min, 1e-14); Assert.AreEqual(3.2755782410688861, range3.Max, 1e-14); Assert.AreEqual(-2.7215926535897932, vonMises.Support.Min, 1e-10); Assert.AreEqual(3.561592653589793, vonMises.Support.Max, 1e-10); Assert.AreEqual(vonMises.InverseDistributionFunction(0), vonMises.Support.Min); Assert.AreEqual(vonMises.InverseDistributionFunction(1), vonMises.Support.Max); }