Test.DistributionTest Class Reference

Collaboration diagram for Test.DistributionTest:

Public Member Functions
void	DistributionMedian ()
void	DistributionSkewness ()
void	DistributionCentralInequality ()
void	DistributionMonotonicity ()
void	DistributionProbability ()
void	DistributionUnitarityIntegral ()
void	DistributionMeanIntegral ()
void	DistributionVarianceIntegral ()
void	DistributionRawMomentIntegral ()
void	DistributionCentralMomentIntegral ()
void	DistributionProbabilityIntegral ()
void	DistributionInvalidProbabilityInput ()
void	StudentTest2 ()
void	StudentTest ()
void	FisherTest ()
void	UniformOrderStatistics ()
void	FisherInversion ()
void	GammaFromExponential ()
void	InverseGaussianSummation ()
void	CauchyStudentAgreement ()
void	CauchyFWHM ()
void	DistributionRandomDeviates ()
void	OutsideDistributionSupport ()
void	DistributionBase ()
void	BetaInversion ()
void	TransformedBetaMoments ()
void	DistributionMomentTranslations ()
void	TimeOperations ()

Static Public Member Functions
static Distribution[]	GetDistributions ()

Private Member Functions
void	DistributionProbabilityTestHelper (Distribution distribution, double x)

Private Attributes
Distribution[]	distributions
double[]	probabilities
double[]	cs = new double[] { 0.02, 0.2, 2.0, 20.0, 200.0 }

Member Function Documentation

static Distribution [] Test.DistributionTest.GetDistributions ( )

inlinestatic

References Meta.Numerics.Interval.FromEndpoints().

Referenced by Test.UnivariateDistributionTest.Initialize().

void Test.DistributionTest.DistributionMedian ( )

inline

References Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability(), and Meta.Numerics.Statistics.Distributions.Distribution.Median.

void Test.DistributionTest.DistributionSkewness ( )

inline

References Meta.Numerics.Statistics.Distributions.Distribution.MomentAboutMean(), and Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Skewness.

void Test.DistributionTest.DistributionCentralInequality ( )

inline

References Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Mean, Meta.Numerics.Statistics.Distributions.Distribution.Median, and Meta.Numerics.Statistics.Distributions.UnivariateDistribution.StandardDeviation.

void Test.DistributionTest.DistributionMonotonicity ( )

inline

References Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability().

void Test.DistributionTest.DistributionProbability ( )

inline

References Test.DistributionTest.DistributionProbabilityTestHelper().

void Test.DistributionTest.DistributionProbabilityTestHelper ( Distribution  distribution, double  x  )

inlineprivate

References Meta.Numerics.Statistics.Distributions.Distribution.LeftProbability(), Meta.Numerics.Statistics.Distributions.Distribution.ProbabilityDensity(), and Meta.Numerics.Statistics.Distributions.Distribution.RightProbability().

Referenced by Test.DistributionTest.DistributionProbability().

void Test.DistributionTest.DistributionUnitarityIntegral ( )

inline

References Meta.Numerics.Analysis.FunctionMath.Integrate(), Meta.Numerics.Statistics.Distributions.GammaDistribution.ProbabilityDensity(), and Meta.Numerics.Statistics.Distributions.GammaDistribution.Support.

void Test.DistributionTest.DistributionMeanIntegral ( )

inline

References Meta.Numerics.Analysis.FunctionMath.Integrate(), Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Mean, Meta.Numerics.Statistics.Distributions.Distribution.ProbabilityDensity(), and Meta.Numerics.Statistics.Distributions.Distribution.Support.

void Test.DistributionTest.DistributionVarianceIntegral ( )

inline

References Meta.Numerics.Analysis.FunctionMath.Integrate(), Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Mean, Meta.Numerics.Statistics.Distributions.Distribution.ProbabilityDensity(), Meta.Numerics.Statistics.Distributions.GammaDistribution.ShapeParameter, Meta.Numerics.Statistics.Distributions.UnivariateDistribution.StandardDeviation, Meta.Numerics.Statistics.Distributions.Distribution.Support, and Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Variance.

void Test.DistributionTest.DistributionRawMomentIntegral ( )

inline

References Meta.Numerics.Analysis.FunctionMath.Integrate(), Meta.Numerics.Statistics.Distributions.Distribution.Moment(), Meta.Numerics.Statistics.Distributions.Distribution.ProbabilityDensity(), and Meta.Numerics.Statistics.Distributions.Distribution.Support.

void Test.DistributionTest.DistributionCentralMomentIntegral ( )

inline

References Meta.Numerics.Analysis.EvaluationSettings.AbsolutePrecision, Meta.Numerics.Analysis.FunctionMath.Integrate(), Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Mean, Meta.Numerics.Statistics.Distributions.Distribution.MomentAboutMean(), Meta.Numerics.MoreMath.Pow(), Meta.Numerics.Statistics.Distributions.Distribution.ProbabilityDensity(), Meta.Numerics.Analysis.EvaluationSettings.RelativePrecision, and Meta.Numerics.Statistics.Distributions.Distribution.Support.

void Test.DistributionTest.DistributionProbabilityIntegral ( )

inline

References Meta.Numerics.Analysis.EvaluationSettings.AbsolutePrecision, Meta.Numerics.Interval.FromEndpoints(), Meta.Numerics.Analysis.FunctionMath.Integrate(), Meta.Numerics.Interval.LeftEndpoint, Meta.Numerics.Statistics.Distributions.Distribution.LeftProbability(), Meta.Numerics.Statistics.Distributions.Distribution.ProbabilityDensity(), Meta.Numerics.Interval.RightEndpoint, Meta.Numerics.Statistics.Distributions.Distribution.RightProbability(), Meta.Numerics.Statistics.Distributions.Distribution.Support, and Meta.Numerics.Interval.Width.

void Test.DistributionTest.DistributionInvalidProbabilityInput ( )

inline

References Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability().

void Test.DistributionTest.StudentTest2 ( )

inline

References Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability(), Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), and Meta.Numerics.Statistics.TestResult.LeftProbability.

void Test.DistributionTest.StudentTest ( )

inline

References Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Sample.Count, Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability(), Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), Meta.Numerics.Statistics.TestResult.LeftProbability, Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Mean, Meta.Numerics.Statistics.Sample.Mean, Meta.Numerics.Statistics.Sample.PopulationStandardDeviation, and Meta.Numerics.UncertainValue.Value.

void Test.DistributionTest.FisherTest ( )

inline

References Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Distributions.Distribution.InverseLeftProbability(), Meta.Numerics.Statistics.Sample.KuiperTest(), and Meta.Numerics.Statistics.TestResult.LeftProbability.

void Test.DistributionTest.UniformOrderStatistics ( )

inline

References Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Distributions.Distribution.GetRandomValue(), Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), and Meta.Numerics.Statistics.TestResult.LeftProbability.

void Test.DistributionTest.FisherInversion ( )

inline

References Meta.Numerics.Statistics.Distributions.FisherDistribution.DenominatorDegreesOfFreedom, Meta.Numerics.Statistics.Distributions.Distribution.GetRandomValue(), Meta.Numerics.Statistics.Distributions.FisherDistribution.LeftProbability(), Meta.Numerics.Statistics.Distributions.FisherDistribution.NumeratorDegreesOfFreedom, and Meta.Numerics.Statistics.Distributions.FisherDistribution.RightProbability().

void Test.DistributionTest.GammaFromExponential ( )

inline

References Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), and Meta.Numerics.Statistics.TestResult.LeftProbability.

void Test.DistributionTest.InverseGaussianSummation ( )

inline

References Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Distributions.Distribution.GetRandomValue(), Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), and Meta.Numerics.Statistics.TestResult.LeftProbability.

void Test.DistributionTest.CauchyStudentAgreement ( )

inline

void Test.DistributionTest.CauchyFWHM ( )

inline

References Meta.Numerics.Statistics.Distributions.CauchyDistribution.FullWithAtHalfMaximum, Meta.Numerics.Statistics.Distributions.CauchyDistribution.Median, and Meta.Numerics.Statistics.Distributions.CauchyDistribution.ProbabilityDensity().

void Test.DistributionTest.DistributionRandomDeviates ( )

inline

References Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), and Meta.Numerics.Statistics.TestResult.LeftProbability.

void Test.DistributionTest.OutsideDistributionSupport ( )

inline

References Meta.Numerics.Interval.LeftEndpoint, Meta.Numerics.Statistics.Distributions.Distribution.LeftProbability(), Meta.Numerics.Statistics.Distributions.Distribution.ProbabilityDensity(), Meta.Numerics.Interval.RightEndpoint, Meta.Numerics.Statistics.Distributions.Distribution.RightProbability(), and Meta.Numerics.Statistics.Distributions.Distribution.Support.

void Test.DistributionTest.DistributionBase ( )

inline

References Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Mean, Meta.Numerics.Statistics.Distributions.Distribution.Median, Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Skewness, and Meta.Numerics.Statistics.Distributions.UnivariateDistribution.StandardDeviation.

void Test.DistributionTest.BetaInversion ( )

inline

void Test.DistributionTest.TransformedBetaMoments ( )

inline

References Meta.Numerics.Statistics.Distributions.BetaDistribution.Alpha, Meta.Numerics.Statistics.Distributions.BetaDistribution.Beta, Meta.Numerics.Statistics.Distributions.Distribution.ExpectationValue(), Meta.Numerics.MoreMath.Pow(), and Meta.Numerics.Functions.AdvancedMath.Psi().

void Test.DistributionTest.DistributionMomentTranslations ( )

inline

References Meta.Numerics.Statistics.Distributions.MomentMath.CentralToRaw(), Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Mean, Meta.Numerics.Statistics.Distributions.Distribution.Moment(), and Meta.Numerics.Statistics.Distributions.Distribution.MomentAboutMean().

void Test.DistributionTest.TimeOperations ( )

inline

References Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Cumulant().

Member Data Documentation

Distribution [] Test.DistributionTest.distributions

private

Initial value:

= new Distribution[] {
            new CauchyDistribution(1.0, 2.0),
            new UniformDistribution(Interval.FromEndpoints(-2.0,1.0)), new UniformDistribution(Interval.FromEndpoints(7.0, 9.0)),
            new NormalDistribution(3.0,2.0),
            new ExponentialDistribution(2.0),
            new ChiSquaredDistribution(3),
            new StudentDistribution(5),
            new LognormalDistribution(0.2,0.4),
            new WeibullDistribution(2.0, 3.0),
            new LogisticDistribution(-4.0,5.0),
            new FisherDistribution(4.0, 7.0),
            new KuiperDistribution(),
            new KolmogorovDistribution(),
            new TriangularDistribution(1.0,2.0,4.0),
            new BetaDistribution(0.5, 2.0),
            new ParetoDistribution(1.0, 3.0),
            new WaldDistribution(3.0, 1.0),
            new PearsonRDistribution(7),
            new GammaDistribution(0.8), new GammaDistribution(3.0, 5.0), new GammaDistribution(96.2),
            new GumbelDistribution(1.2, 2.3)
        }

double [] Test.DistributionTest.probabilities

private

Initial value:

= new double[] {
            0.00001, 0.01, 0.05, 0.1, 1.0 / 3.0, 1.0 / 2.0, 2.0 / 3.0, 0.9, 0.95, 0.99999
        }

double [] Test.DistributionTest.cs = new double[] { 0.02, 0.2, 2.0, 20.0, 200.0 }

private

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The documentation for this class was generated from the following file:

• igtest/numerics/MetaNumerics/Numerics/Test/DistributionTest.cs