/// <summary> /// Run example /// </summary> /// <a href="http://en.wikipedia.org/wiki/Gamma_distribution">Gamma distribution</a> public void Run() { // 1. Initialize the new instance of the Gamma distribution class with parameter Shape = 1, Scale = 0.5. var gamma = new Gamma(1, 2.0); Console.WriteLine(@"1. Initialize the new instance of the Gamma distribution class with parameters Shape = {0}, Scale = {1}", gamma.Shape, gamma.Scale); Console.WriteLine(); // 2. Distributuion properties: Console.WriteLine(@"2. {0} distributuion properties:", gamma); // Cumulative distribution function Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", gamma.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000")); // Probability density Console.WriteLine(@"{0} - Probability density at location '0.3'", gamma.Density(0.3).ToString(" #0.00000;-#0.00000")); // Log probability density Console.WriteLine(@"{0} - Log probability density at location '0.3'", gamma.DensityLn(0.3).ToString(" #0.00000;-#0.00000")); // Entropy Console.WriteLine(@"{0} - Entropy", gamma.Entropy.ToString(" #0.00000;-#0.00000")); // Largest element in the domain Console.WriteLine(@"{0} - Largest element in the domain", gamma.Maximum.ToString(" #0.00000;-#0.00000")); // Smallest element in the domain Console.WriteLine(@"{0} - Smallest element in the domain", gamma.Minimum.ToString(" #0.00000;-#0.00000")); // Mean Console.WriteLine(@"{0} - Mean", gamma.Mean.ToString(" #0.00000;-#0.00000")); // Mode Console.WriteLine(@"{0} - Mode", gamma.Mode.ToString(" #0.00000;-#0.00000")); // Variance Console.WriteLine(@"{0} - Variance", gamma.Variance.ToString(" #0.00000;-#0.00000")); // Standard deviation Console.WriteLine(@"{0} - Standard deviation", gamma.StdDev.ToString(" #0.00000;-#0.00000")); // Skewness Console.WriteLine(@"{0} - Skewness", gamma.Skewness.ToString(" #0.00000;-#0.00000")); Console.WriteLine(); // 3. Generate 10 samples of the Gamma distribution Console.WriteLine(@"3. Generate 10 samples of the Gamma distribution"); for (var i = 0; i < 10; i++) { Console.Write(gamma.Sample().ToString("N05") + @" "); } Console.WriteLine(); Console.WriteLine(); // 4. Generate 100000 samples of the Gamma(1, 2) distribution and display histogram Console.WriteLine(@"4. Generate 100000 samples of the Gamma(1, 2) distribution and display histogram"); var data = new double[100000]; Gamma.Samples(data, 1, 2); ConsoleHelper.DisplayHistogram(data); Console.WriteLine(); // 5. Generate 100000 samples of the Gamma(8) distribution and display histogram Console.WriteLine(@"5. Generate 100000 samples of the Gamma(5, 1) distribution and display histogram"); Gamma.Samples(data, 5, 1); ConsoleHelper.DisplayHistogram(data); }
public void ValidateDensity(int shape, double invScale, double x, double pdf) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqualRelative(pdf, n.Density(x), 13); AssertHelpers.AlmostEqualRelative(pdf, Gamma.PDF(shape, invScale, x), 13); }
public void ValidateDensity(double shape, double invScale, double x, double pdf) { var n = new Gamma(shape, invScale); AssertHelpers.AlmostEqual(pdf, n.Density(x), 14); }