public void SetupDistributions()
{
dists = new IDistribution[8];
dists[0] = new Beta(1.0, 1.0);
dists[1] = new ContinuousUniform(0.0, 1.0);
dists[2] = new Gamma(1.0, 1.0);
dists[3] = new Normal(0.0, 1.0);
dists[4] = new Bernoulli(0.6);
dists[5] = new Weibull(1.0, 1.0);
dists[6] = new DiscreteUniform(1, 10);
dists[7] = new LogNormal(1.0, 1.0);
}
public void ValidateMaximum()
{
var n = new Weibull(1.0, 1.0);
Assert.AreEqual(Double.PositiveInfinity, n.Maximum);
}
public void ValidateDensityLn(double shape, double scale, double x, double pdfln)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
}
public void SetShapeFailsWithNegativeShape(double shape)
{
var n = new Weibull(1.0, 1.0);
n.Shape = shape;
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Weibull_distribution">Weibull distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Weibull distribution class with parameters Scale = 1, Shape = 0.5
var weibull = new Weibull(0.5, 1);
Console.WriteLine(@"1. Initialize the new instance of the Weibull distribution class with parameterы Scale = {0}, Shape = {1}", weibull.Scale, weibull.Shape);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", weibull);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", weibull.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", weibull.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", weibull.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", weibull.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", weibull.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", weibull.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", weibull.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", weibull.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", weibull.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", weibull.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", weibull.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", weibull.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Weibull distribution
Console.WriteLine(@"3. Generate 10 samples of the Weibull distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(weibull.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Weibull(0.5, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Weibull(0.5, 1) distribution and display histogram");
var data = new double[100000];
Weibull.Samples(data, 0.5, 1.0);
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Weibull(1.5, 1) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Weibull(1.5, 1) distribution and display histogram");
Weibull.Samples(data, 1.5, 1.0);
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Weibull(5, 1) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Weibull(5, 1) distribution and display histogram");
Weibull.Samples(data, 5.0, 1.0);
ConsoleHelper.DisplayHistogram(data);
}
public void ValidateVariance(double shape, double scale, double var)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(var, n.Variance, 13);
}
public void ValidateStdDev(double shape, double scale, double sdev)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(sdev, n.StdDev, 13);
}
public void ValidateMode(double shape, double scale, double mode)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(mode, n.Mode);
}
public void CanEstimateParameters(double shape, double scale)
{
var original = new Weibull(shape, scale, new Random(100));
var estimated = Weibull.Estimate(original.Samples().Take(10000));
AssertHelpers.AlmostEqualRelative(shape, estimated.Shape, 1);
AssertHelpers.AlmostEqualRelative(scale, estimated.Scale, 1);
}
public void CanSetShape(double shape)
{
var n = new Weibull(1.0, 1.0);
n.Shape = shape;
}
public void CanSetScale(double scale)
{
var n = new Weibull(1.0, 1.0);
n.Scale = scale;
}
public void WeibullCreateFailsWithBadParameters(double shape, double scale)
{
var n = new Weibull(shape, scale);
}
public void ValidateToString()
{
var n = new Weibull(1.0, 2.0);
AssertEx.AreEqual<string>("Weibull(Shape = 1, Scale = 2)", n.ToString());
}
public void ValidateMaximum()
{
var n = new Weibull(1.0, 1.0);
AssertEx.AreEqual<double>(System.Double.PositiveInfinity, n.Maximum);
}
public void ValidateMedian(double shape, double scale, double median)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(median, n.Median, 13);
}
public void ValidateMinimum()
{
var n = new Weibull(1.0, 1.0);
Assert.AreEqual(0.0, n.Minimum);
}
public void SetScaleFailsWithNegativeScale(double scale)
{
var n = new Weibull(1.0, 1.0);
Assert.That(() => n.Scale = scale, Throws.ArgumentException);
}
public void ValidateSkewness(double shape, double scale, double skewness)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(skewness, n.Skewness, 11);
}
public void SetShapeFailsWithNegativeShape(double shape)
{
var n = new Weibull(1.0, 1.0);
Assert.That(() => n.Shape = shape, Throws.ArgumentException);
}
public void ValidateToString()
{
var n = new Weibull(1d, 2d);
Assert.AreEqual("Weibull(k = 1, λ = 2)", n.ToString());
}
public void ValidateDensity(double shape, double scale, double x, double pdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqualRelative(pdf, n.Density(x), 13);
}
public void CanCreateWeibull(double shape, double scale)
{
var n = new Weibull(shape, scale);
Assert.AreEqual(shape, n.Shape);
Assert.AreEqual(scale, n.Scale);
}
public void SetShapeFailsWithNegativeShape(double shape)
{
var n = new Weibull(1.0, 1.0);
Assert.Throws<ArgumentOutOfRangeException>(() => n.Shape = shape);
}
public void ValidateCumulativeDistribution(double shape, double scale, double x, double cdf)
{
var n = new Weibull(shape, scale);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 15);
}
public void SetScaleFailsWithNegativeScale(double scale)
{
var n = new Weibull(1.0, 1.0);
n.Scale = scale;
}