public DistributionFunction ( double w ) : double | ||
w | double | A single point in the distribution range. |
return | double |
public void ConstructorTest() { double[] ranks = { 1, 2, 3, 4, 5.5, 5.5, 7, 8, 9, 10, 11, 12 }; var W = new WilcoxonDistribution(ranks); double mean = W.Mean; // 39.0 double median = W.Median; // 38.5 double var = W.Variance; // 162.5 double cdf = W.DistributionFunction(w: 42); // 0.60817384423279575 double pdf = W.ProbabilityDensityFunction(w: 42); // 0.38418508862319295 double lpdf = W.LogProbabilityDensityFunction(w: 42); // 0.38418508862319295 double ccdf = W.ComplementaryDistributionFunction(x: 42); // 0.39182615576720425 double icdf = W.InverseDistributionFunction(p: cdf); // 42 double icdf2 = W.InverseDistributionFunction(p: 0.5); // 42 double hf = W.HazardFunction(x: 42); // 0.98049883339449373 double chf = W.CumulativeHazardFunction(x: 42); // 0.936937017743799 string str = W.ToString(); // "W+(x; R)" Assert.AreEqual(39.0, mean); Assert.AreEqual(38.5, median, 1e-6); Assert.AreEqual(162.5, var); Assert.AreEqual(0.936937017743799, chf); Assert.AreEqual(0.60817384423279575, cdf); Assert.AreEqual(0.38418508862319295, pdf); Assert.AreEqual(-0.95663084089698047, lpdf); Assert.AreEqual(0.98049883339449373, hf); Assert.AreEqual(0.39182615576720425, ccdf); Assert.AreEqual(42, icdf, 1e-6); Assert.AreEqual("W+(x; R)", str); }
public void ConstructorTest2() { double[] ranks = { 1, 2, 3, 4, 5.5, 5.5, 7, 8, 9, 10, 11, 12 }; var W = new WilcoxonDistribution(ranks, forceExact: true); double mean = W.Mean; // 39 double median = W.Median; // 39 double var = W.Variance; // 162.5 double cdf = W.DistributionFunction(w: 42); // 0.582763671875 double pdf = W.ProbabilityDensityFunction(w: 42); // 0.014404296875 double lpdf = W.LogProbabilityDensityFunction(w: 42); // -4.2402287228136233 double ccdf = W.ComplementaryDistributionFunction(x: 42); // 0.417236328125 double icdf = W.InverseDistributionFunction(p: cdf); // 41.965447500067114 double icdf2 = W.InverseDistributionFunction(p: 0.5); // 39.000000487005138 double hf = W.HazardFunction(x: 42); // 0.03452311293153891 double chf = W.CumulativeHazardFunction(x: 42); // 0.87410248360375287 string str = W.ToString(); // "W+(x; R)" Assert.AreEqual(39.0, mean); Assert.AreEqual(39.0, median, 1e-6); Assert.AreEqual(162.5, var); Assert.AreEqual(0.87410248360375287, chf); Assert.AreEqual(0.582763671875, cdf); Assert.AreEqual(0.014404296875, pdf); Assert.AreEqual(-4.2402287228136233, lpdf); Assert.AreEqual(0.03452311293153891, hf); Assert.AreEqual(0.417236328125, ccdf); Assert.AreEqual(42, icdf, 0.05); Assert.AreEqual("W+(x; R)", str); var range1 = W.GetRange(0.95); var range2 = W.GetRange(0.99); var range3 = W.GetRange(0.01); Assert.AreEqual(17.999999736111114, range1.Min); Assert.AreEqual(60.000000315408002, range1.Max); Assert.AreEqual(10.000000351098127, range2.Min); Assert.AreEqual(67.99999981945885, range2.Max); Assert.AreEqual(10.000000351098119, range3.Min); Assert.AreEqual(67.99999981945885, range3.Max); }
public void CumulativeExactTest() { // example from https://onlinecourses.science.psu.edu/stat414/node/319 double[] ranks = { 22, 2, 13, 24, 16, 15, 25, 10, 9, 11, 5, 17, 12, 20, 14, 30, 8, 6, 26, 19, 29, 27, 3, 28, 7, 21, 23, 1, 18, 4 }; WilcoxonDistribution target = new WilcoxonDistribution(ranks); Assert.AreEqual(232.5, target.Mean); Assert.AreEqual(2363.75, target.Variance); Assert.AreEqual(Math.Sqrt(2363.75), target.StandardDeviation); double actual = target.DistributionFunction(200); double expected = 0.2546; Assert.AreEqual(expected, actual, 1e-2); double inv = target.InverseDistributionFunction(actual); Assert.AreEqual(200, inv); }
public void CumulativeTest() { // Example from https://onlinecourses.science.psu.edu/stat414/node/319 double[] ranks = { 1, 2, 3 }; WilcoxonDistribution target = new WilcoxonDistribution(ranks); double[] probabilities = { 0.0, 1 / 8.0, 1 / 8.0, 1 / 8.0, 2 / 8.0, 1 / 8.0, 1 / 8.0, 1 / 8.0 }; double[] expected = Accord.Math.Matrix.CumulativeSum(probabilities); for (int i = 0; i < expected.Length; i++) { // P(W<=i) double actual = target.DistributionFunction(i); Assert.AreEqual(expected[i], actual); } }