public void ConstructorTest1() { var normal = new GeneralizedNormalDistribution(location: 1, scale: 5, shape: 0.42); double mean = normal.Mean; // 1 double median = normal.Median; // 1 double mode = normal.Mode; // 1 double var = normal.Variance; // 19200.781700666659 double cdf = normal.DistributionFunction(x: 1.4); // 0.50877105447218995 double pdf = normal.ProbabilityDensityFunction(x: 1.4); // 0.024215092283124507 double lpdf = normal.LogProbabilityDensityFunction(x: 1.4); // -3.7207791921441378 double ccdf = normal.ComplementaryDistributionFunction(x: 1.4); // 0.49122894552781005 double icdf = normal.InverseDistributionFunction(p: cdf); // 1.4000000149740104 double hf = normal.HazardFunction(x: 1.4); // 0.049294921448706883 double chf = normal.CumulativeHazardFunction(x: 1.4); // 0.71084497569360638 string str = normal.ToString(CultureInfo.InvariantCulture); // GGD(x; μ = 1, α = 5, β = 0.42) Assert.AreEqual(1, mean); Assert.AreEqual(1, median); Assert.AreEqual(1, mode); Assert.AreEqual(19200.781700666659, var); Assert.AreEqual(0.71084497569360638, chf); Assert.AreEqual(0.50877105447218995, cdf); Assert.AreEqual(0.024215092283124507, pdf); Assert.AreEqual(-3.7207791921441378, lpdf); Assert.AreEqual(0.049294921448706883, hf); Assert.AreEqual(0.49122894552781005, ccdf); Assert.AreEqual(1.4000000149740104, icdf); Assert.AreEqual("GGD(x; μ = 1, α = 5, β = 0.42)", str); }
public void ConstructorTest1() { var normal = new GeneralizedNormalDistribution(location: 1, scale: 5, shape: 0.42); double mean = normal.Mean; // 1 double median = normal.Median; // 1 double mode = normal.Mode; // 1 double var = normal.Variance; // 19200.781700666659 double cdf = normal.DistributionFunction(x: 1.4); // 0.51076148867681703 double pdf = normal.ProbabilityDensityFunction(x: 1.4); // 0.024215092283124507 double lpdf = normal.LogProbabilityDensityFunction(x: 1.4); // -3.7207791921441378 double ccdf = normal.ComplementaryDistributionFunction(x: 1.4); // 0.48923851132318297 double icdf = normal.InverseDistributionFunction(p: cdf); // 1.4000000149740108 double hf = normal.HazardFunction(x: 1.4); // 0.049495474543966168 double chf = normal.CumulativeHazardFunction(x: 1.4); // 0.7149051552030572 string str = normal.ToString(CultureInfo.InvariantCulture); // GGD(x; μ = 1, α = 5, β = 0.42) Assert.AreEqual(1, mean); Assert.AreEqual(1, median); Assert.AreEqual(1, mode); Assert.AreEqual(19200.781700666659, var); Assert.AreEqual(0.7149051552030572, chf); Assert.AreEqual(0.51076148867681703, cdf); Assert.AreEqual(0.024215092283124507, pdf); Assert.AreEqual(-3.7207791921441378, lpdf); Assert.AreEqual(0.049495474543966168, hf); Assert.AreEqual(0.48923851132318297, ccdf); Assert.AreEqual(1.4000000149740108, icdf); Assert.AreEqual("GGD(x; μ = 1, α = 5, β = 0.42)", str); var range1 = normal.GetRange(0.95); var range2 = normal.GetRange(0.99); var range3 = normal.GetRange(0.01); Assert.AreEqual(-173.60070095277663, range1.Min); Assert.AreEqual(175.60070093821949, range1.Max); Assert.AreEqual(-428.92857248354409, range2.Min); Assert.AreEqual(430.92857248354375, range2.Max); Assert.AreEqual(-428.92857248354403, range3.Min); Assert.AreEqual(430.92857248354375, range3.Max); }