public void ValidateMedianThrowsNotSupportedException()
{
var n = new Erlang(1, 1.0);
Assert.Throws<NotSupportedException>(() => { var median = n.Median; });
}
public void ValidateMinimum()
{
var n = new Erlang(1, 1.0);
Assert.AreEqual(0.0, n.Minimum);
}
public void ValidateMaximum()
{
var n = new Erlang(1, 1.0);
Assert.AreEqual(Double.PositiveInfinity, n.Maximum);
}
public void ValidateMean(int shape, double invScale, double mean)
{
var n = new Erlang(shape, invScale);
Assert.AreEqual(mean, n.Mean);
}
public void ValidateVariance(int shape, double invScale, double var)
{
var n = new Erlang(shape, invScale);
AssertHelpers.AlmostEqual(var, n.Variance, 15);
}
public void SetShapeFailsWithNegativeShape()
{
var n = new Erlang(1, 1.0);
Assert.That(() => n.Shape = -1, Throws.ArgumentException);
}
public void SetShapeFailsWithNegativeShape()
{
var n = new Erlang(1, 1.0);
Assert.Throws<ArgumentOutOfRangeException>(() => n.Shape = -1);
}
public void ValidateStdDev(int shape, double invScale, double sdev)
{
var n = new Erlang(shape, invScale);
AssertHelpers.AlmostEqual(sdev, n.StdDev, 15);
}
public void CanSampleSequence()
{
var n = new Erlang(1, 2.0);
var ied = n.Samples();
ied.Take(5).ToArray();
}
public void SetInvScaleFailsWithNegativeInvScale()
{
var n = new Erlang(1, 1.0);
Assert.Throws<ArgumentOutOfRangeException>(() => n.Rate = -1.0);
}
public void CanSample()
{
var n = new Erlang(1, 2.0);
n.Sample();
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Erlang_distribution">Erlang distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Erlang distribution class with parameters Shape = 1, Scale = 2.
var erlang = new Erlang(1, 2.0);
Console.WriteLine(@"1. Initialize the new instance of the Erlang distribution class with parameters Shape = {0}, Scale = {1}", erlang.Shape, erlang.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", erlang);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", erlang.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", erlang.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", erlang.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", erlang.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", erlang.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", erlang.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", erlang.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", erlang.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", erlang.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", erlang.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", erlang.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Erlang distribution
Console.WriteLine(@"3. Generate 10 samples of the Erlang distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(erlang.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Erlang(1, 2.0) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Erlang(1, 2.0) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = erlang.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Erlang(3, 2.0) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Erlang(3, 2.0) distribution and display histogram");
erlang.Shape = 3;
for (var i = 0; i < data.Length; i++)
{
data[i] = erlang.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Erlang(9, 0.5) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Erlang(9, 0.5) distribution and display histogram");
erlang.Shape = 9;
erlang.Scale = 0.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = erlang.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
public void ValidateDensity(int shape, double invScale, double x, double pdf)
{
var n = new Erlang(shape, invScale);
AssertHelpers.AlmostEqualRelative(pdf, n.Density(x), 13);
AssertHelpers.AlmostEqualRelative(pdf, Erlang.PDF(shape, invScale, x), 13);
}
public void ValidateMode(int shape, double invScale, double mode)
{
var n = new Erlang(shape, invScale);
Assert.AreEqual(mode, n.Mode);
}
public void ValidateCumulativeDistribution(int shape, double invScale, double x, double cdf)
{
var n = new Erlang(shape, invScale);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 14);
AssertHelpers.AlmostEqual(cdf, Erlang.CDF(shape, invScale, x), 14);
}
public void ValidateSkewness(int shape, double invScale, double skewness)
{
var n = new Erlang(shape, invScale);
AssertHelpers.AlmostEqual(skewness, n.Skewness, 15);
}
public void ValidateDensityLn(int shape, double invScale, double x, double pdfln)
{
var n = new Erlang(shape, invScale);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
AssertHelpers.AlmostEqual(pdfln, Erlang.PDFLn(shape, invScale, x), 14);
}
public void ValidateToString()
{
var n = new Erlang(1, 2d);
Assert.AreEqual("Erlang(k = 1, λ = 2)", n.ToString());
}
public void ValidateEntropy(int shape, double invScale, double entropy)
{
var n = new Erlang(shape, invScale);
AssertHelpers.AlmostEqual(entropy, n.Entropy, 13);
}
public void CanCreateErlang(int shape, double invScale)
{
var n = new Erlang(shape, invScale);
Assert.AreEqual(shape, n.Shape);
Assert.AreEqual(invScale, n.Rate);
}
public void SetInvScaleFailsWithNegativeInvScale()
{
var n = new Erlang(1, 1.0);
Assert.That(() => n.Rate = -1.0, Throws.ArgumentException);
}
