public void ConstructorTest2() { var laplace = new LaplaceDistribution(location: 4, scale: 2); double mean = laplace.Mean; // 4.0 double median = laplace.Median; // 4.0 double var = laplace.Variance; // 8.0 double mode = laplace.Mode; // 4.0 double cdf = laplace.DistributionFunction(x: 0.27); // 0.077448104942453522 double pdf = laplace.ProbabilityDensityFunction(x: 0.27); // 0.038724052471226761 double lpdf = laplace.LogProbabilityDensityFunction(x: 0.27); // -3.2512943611198906 double ccdf = laplace.ComplementaryDistributionFunction(x: 0.27); // 0.92255189505754642 double icdf = laplace.InverseDistributionFunction(p: cdf); // 0.27 double hf = laplace.HazardFunction(x: 0.27); // 0.041974931360160776 double chf = laplace.CumulativeHazardFunction(x: 0.27); // 0.080611649844768624 string str = laplace.ToString(CultureInfo.InvariantCulture); // Laplace(x; μ = 4, b = 2) Assert.AreEqual(4.0, mean); Assert.AreEqual(4.0, median); Assert.AreEqual(8.0, var); Assert.AreEqual(4.0, mode); Assert.AreEqual(0.080611649844768624, chf); Assert.AreEqual(0.077448104942453522, cdf); Assert.AreEqual(0.038724052471226761, pdf); Assert.AreEqual(-3.2512943611198906, lpdf); Assert.AreEqual(0.041974931360160776, hf); Assert.AreEqual(0.92255189505754642, ccdf); Assert.AreEqual(0.26999999840794775, icdf); Assert.AreEqual("Laplace(x; μ = 4, b = 2)", str); var range1 = laplace.GetRange(0.95); var range2 = laplace.GetRange(0.99); var range3 = laplace.GetRange(0.01); Assert.AreEqual(-0.60517019072231026, range1.Min); Assert.AreEqual(8.6051701894643209, range1.Max); Assert.AreEqual(-3.8240460108561982, range2.Min); Assert.AreEqual(11.824046011144626, range2.Max); Assert.AreEqual(-3.8240460108561951, range3.Min); Assert.AreEqual(11.824046011144626, range3.Max); }
public void LaplaceTest() { var target = GeneralizedNormalDistribution.Laplace(location: 0.42, scale: 4.2); var normal = new LaplaceDistribution(location: 0.42, scale: 4.2); test(target, normal); var support = target.Support; Assert.AreEqual(normal.Support.Min, support.Min); Assert.AreEqual(normal.Support.Max, support.Max); for (double i = 0.01; i <= 1.0; i += 0.01) { var actual = normal.GetRange(i); var expected = normal.GetRange(i); Assert.AreEqual(expected.Min, actual.Min); Assert.AreEqual(expected.Max, actual.Max); } }