IGLib  1.7.2
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Public Member Functions | Static Public Member Functions | Private Member Functions | Static Private Member Functions | Static Private Attributes | List of all members
FutureTest.FutureTest Class Reference

Public Member Functions

void STA ()
 
void Bell1 ()
 
void TestCumulant2 ()
 
void TestNormal ()
 
void Repro ()
 
void BetaExercise ()
 
void BesselExactTest ()
 
void TestGammaValues ()
 
void TestConstants ()
 
void AiryTest ()
 
void ComputeChiTest ()
 
void ComputeBesselExpansionParameter (double z, out double xi, out double phi, out double[] a, out double[] b)
 
void BesselUAE ()
 
void BesselFix ()
 
void BesselYSeries ()
 
void CumulantTest ()
 
void TwoSampleKS ()
 
void ChiSquareDistribution ()
 
void TwoSampleKS2 ()
 
void Test2 ()
 
void Test12 ()
 
void ET ()
 
void EigenTest ()
 
void TestNormalOrderStatistic ()
 
void TestInverseKS ()
 
void TestCubicHermite ()
 
void TestParabolicFit ()
 
delegate void FuncWithDerivative (double x, out double f, out double fp)
 
double FindMinimum (Func< double, double > f, double x, double d, EvaluationSettings settings)
 
void TestMinimizationWithoutDerivative ()
 
void TestOldMinimization ()
 
void TestMinimizationWithDerivative ()
 
void MultiRootTest ()
 
void TestBeta ()
 

Static Public Member Functions

static double InverseQ (double Q)
 
static double ApproximateInverseBetaSeries (double a, double b, double P)
 
static double ApproximateInverseBeta (double a, double b, double P)
 
static double RefineInverseBeta (double a, double b, double P, double x)
 

Private Member Functions

void TwoByTwoSchur (ref double a11, ref double a12, ref double a21, ref double a22, out double s, out double c)
 
double FindMinimumWithDerivative (FuncWithDerivative f, double a, double b)
 
double FindMinimumWithDerivative (FuncWithDerivative f, double a, double b, double u, double fu, double fpu, double v, double fv, double fpv, EvaluationSettings settings)
 
void CosineWithDerivative (double x, out double f, out double fp)
 
void GammaWithDerivative (double x, out double f, out double fp)
 
void XLogXWithDerivative (double x, out double f, out double fp)
 
void ExponentialDecayWithDerivative (double x, out double f, out double fp)
 
void AbsoluteValueWithDerivative (double x, out double f, out double fp)
 
void CoshWithDerivative (double x, out double f, out double fp)
 
void SechWithDerivative (double x, out double f, out double fp)
 
void FourthPowerWithDerivative (double x, out double f, out double fp)
 
void FermatFactor (int n)
 
void PollardRhoFactor (int n)
 

Static Private Member Functions

static double BesselY (int n, double x)
 
static double BesselY_Series2 (int n, double x)
 
static double BesselY_Series (int n, double x)
 
static double EqualKS (int n, int c)
 
static void Frexp (double value, out bool sign, out long mantissa, out int exponent)
 
static double GaussHermiteIntegrate (Func< double, double > f)
 
static double NormalMeanOrderStatisticExpansion (int i, int n)
 
static double NormalMeanOrderStatisticExpansion2 (int i, int n)
 
static void ComputePowerSet (double y, out double y4, out double y9, out double y16, out double y25)
 
static void ParabolicFit (double x1, double f1, double x2, double f2, double x3, double f3, out double x0, out double fpp)
 
static void CubicHermiteMinimum (double x0, double f0, double m0, double x1, double f1, double m1, out double x, out double fpp)
 
static void CubicHermiteMinimum (double f0, double m0, double f1, double m1, out double t, out double fpp)
 
static double FindMinimum (Func< double, double > f, double a, double b)
 
static double FindMinimum (Func< double, double > f, double a, double b, double u, double fu, double v, double fv, double w, double fw, EvaluationSettings settings, int count)
 
static void WriteMatrix (AnyRectangularMatrix A)
 

Static Private Attributes

static double[] xs
 
static double[] ws
 
static readonly double SqrtTwo = Math.Sqrt(2.0)
 
static readonly double SqrtPI = Math.Sqrt(Math.PI)
 

Member Function Documentation

void FutureTest.FutureTest.STA ( )
inline

References Meta.Numerics.Analysis.MultiFunctionMath.FindGlobalMinimum(), Meta.Numerics.Interval.FromEndpoints(), and Meta.Numerics.MoreMath.Sqr().

void FutureTest.FutureTest.Bell1 ( )
inline

References Meta.Numerics.Matrices.RectangularMatrix.SingularValueDecomposition().

void FutureTest.FutureTest.TestCumulant2 ( )
inline

References Meta.Numerics.Statistics.Distributions.MomentMath.CentralToCumulant(), Meta.Numerics.Statistics.Distributions.MomentMath.CentralToRaw(), Meta.Numerics.Statistics.Distributions.UnivariateDistribution.Cumulant(), Meta.Numerics.Statistics.Distributions.MomentMath.CumulantToCentral(), Meta.Numerics.Statistics.Distributions.MomentMath.CumulantToRaw(), Meta.Numerics.Statistics.Distributions.DiscreteDistribution.Mean, Meta.Numerics.Statistics.Distributions.DiscreteDistribution.Moment(), and Meta.Numerics.Statistics.Distributions.DiscreteDistribution.MomentAboutMean().

void FutureTest.FutureTest.TestNormal ( )
inline

References Meta.Numerics.Statistics.Distributions.NormalDistribution.InverseLeftProbability(), and Meta.Numerics.Statistics.Distributions.NormalDistribution.InverseRightProbability().

void FutureTest.FutureTest.Repro ( )
inline
void FutureTest.FutureTest.BetaExercise ( )
inline
void FutureTest.FutureTest.BesselExactTest ( )
inline

References Meta.Numerics.Functions.AdvancedMath.BesselJ(), and Meta.Numerics.MoreMath.Sqr().

void FutureTest.FutureTest.TestGammaValues ( )
inline

References Meta.Numerics.Functions.AdvancedMath.Gamma().

void FutureTest.FutureTest.TestConstants ( )
inline
void FutureTest.FutureTest.AiryTest ( )
inline

References Meta.Numerics.Functions.AdvancedMath.Airy(), Meta.Numerics.Functions.AdvancedMath.AiryAi(), and Meta.Numerics.Functions.SolutionPair.FirstSolutionValue.

void FutureTest.FutureTest.ComputeChiTest ( )
inline

References Meta.Numerics.Functions.AdvancedMath.Airy(), Meta.Numerics.Functions.AdvancedMath.BesselJ(), Meta.Numerics.Functions.SolutionPair.FirstSolutionDerivative, Meta.Numerics.Functions.SolutionPair.FirstSolutionValue, and Meta.Numerics.MoreMath.Pow().

void FutureTest.FutureTest.ComputeBesselExpansionParameter ( double  z,
out double  xi,
out double  phi,
out double[]  a,
out double[]  b 
)
inline
void FutureTest.FutureTest.BesselUAE ( )
inline

References Meta.Numerics.Functions.AdvancedMath.Airy(), Meta.Numerics.Functions.SolutionPair.FirstSolutionDerivative, Meta.Numerics.Functions.SolutionPair.FirstSolutionValue, Meta.Numerics.Functions.SolutionPair.SecondSolutionDerivative, and Meta.Numerics.Functions.SolutionPair.SecondSolutionValue.

void FutureTest.FutureTest.BesselFix ( )
inline

References Meta.Numerics.Functions.AdvancedMath.Airy(), Meta.Numerics.Functions.SolutionPair.FirstSolutionDerivative, Meta.Numerics.Functions.SolutionPair.FirstSolutionValue, Meta.Numerics.Functions.SolutionPair.SecondSolutionDerivative, and Meta.Numerics.Functions.SolutionPair.SecondSolutionValue.

void FutureTest.FutureTest.BesselYSeries ( )
inline

References Meta.Numerics.Functions.AdvancedMath.BesselY().

static double FutureTest.FutureTest.BesselY ( int  n,
double  x 
)
inlinestaticprivate

References Meta.Numerics.Functions.AdvancedMath.EulerGamma, Meta.Numerics.Functions.AdvancedIntegerMath.Factorial(), Meta.Numerics.Functions.AdvancedIntegerMath.HarmonicNumber(), and Meta.Numerics.MoreMath.Pow().

static double FutureTest.FutureTest.BesselY_Series2 ( int  n,
double  x 
)
inlinestaticprivate

References Meta.Numerics.Functions.AdvancedIntegerMath.Factorial(), and Meta.Numerics.MoreMath.Pow().

static double FutureTest.FutureTest.BesselY_Series ( int  n,
double  x 
)
inlinestaticprivate

References Meta.Numerics.Functions.AdvancedMath.EulerGamma, Meta.Numerics.Functions.AdvancedIntegerMath.Factorial(), Meta.Numerics.Functions.AdvancedIntegerMath.HarmonicNumber(), and Meta.Numerics.MoreMath.Pow().

void FutureTest.FutureTest.CumulantTest ( )
inline

References Meta.Numerics.Statistics.Distributions.MomentMath.CumulantToCentral(), Meta.Numerics.Statistics.Distributions.MomentMath.CumulantToRaw(), Meta.Numerics.Functions.AdvancedIntegerMath.Factorial(), Meta.Numerics.Statistics.Distributions.Distribution.Moment(), Meta.Numerics.Statistics.Distributions.Distribution.MomentAboutMean(), and Meta.Numerics.Statistics.Distributions.MomentMath.RawToCumulant().

void FutureTest.FutureTest.TwoSampleKS ( )
inline

References Meta.Numerics.Functions.AdvancedIntegerMath.GCF(), Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution.LatticePathSum(), Meta.Numerics.Functions.AdvancedIntegerMath.LCM(), Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution.Maximum, and Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution.Minimum.

void FutureTest.FutureTest.ChiSquareDistribution ( )
inline

References Meta.Numerics.Statistics.Histogram.Add(), Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Histogram.ChiSquaredTest(), Meta.Numerics.Statistics.Distributions.ChiSquaredDistribution.DegreesOfFreedom, Meta.Numerics.Statistics.TestResult.Distribution, Meta.Numerics.Statistics.Distributions.DiscreteDistribution.GetRandomValue(), Meta.Numerics.Statistics.Sample.KuiperTest(), Meta.Numerics.Statistics.TestResult.LeftProbability, and Meta.Numerics.Statistics.TestResult.Statistic.

void FutureTest.FutureTest.TwoSampleKS2 ( )
inline

References Meta.Numerics.Statistics.Sample.Add(), Meta.Numerics.Statistics.Histogram.ChiSquaredTest(), Meta.Numerics.Statistics.Histogram.Count, Meta.Numerics.Statistics.Distributions.ChiSquaredDistribution.DegreesOfFreedom, Meta.Numerics.Statistics.TestResult.Distribution, Meta.Numerics.Statistics.Distributions.NormalDistribution.GetRandomValue(), Meta.Numerics.Statistics.Sample.KolmogorovSmirnovTest(), Meta.Numerics.Functions.AdvancedIntegerMath.LCM(), Meta.Numerics.Statistics.Distributions.KolmogorovTwoSampleExactDistribution.ProbabilityMass(), Meta.Numerics.Statistics.TestResult.RightProbability, Meta.Numerics.MoreMath.Sqr(), and Meta.Numerics.Statistics.TestResult.Statistic.

static double FutureTest.FutureTest.EqualKS ( int  n,
int  c 
)
inlinestaticprivate

References Meta.Numerics.Functions.AdvancedIntegerMath.BinomialCoefficient().

void FutureTest.FutureTest.Test2 ( )
inline
static void FutureTest.FutureTest.Frexp ( double  value,
out bool  sign,
out long  mantissa,
out int  exponent 
)
inlinestaticprivate
void FutureTest.FutureTest.Test12 ( )
inline
void FutureTest.FutureTest.ET ( )
inline

References Meta.Numerics.Matrices.SquareMatrix.Eigensystem().

void FutureTest.FutureTest.TwoByTwoSchur ( ref double  a11,
ref double  a12,
ref double  a21,
ref double  a22,
out double  s,
out double  c 
)
inlineprivate

References Meta.Numerics.MoreMath.Hypot().

void FutureTest.FutureTest.EigenTest ( )
inline

References Meta.Numerics.Matrices.SquareMatrix.Transpose().

static double FutureTest.FutureTest.GaussHermiteIntegrate ( Func< double, double >  f)
inlinestaticprivate
static double FutureTest.FutureTest.NormalMeanOrderStatisticExpansion ( int  i,
int  n 
)
inlinestaticprivate

References Meta.Numerics.Functions.AdvancedMath.InverseErf().

static double FutureTest.FutureTest.NormalMeanOrderStatisticExpansion2 ( int  i,
int  n 
)
inlinestaticprivate

References Meta.Numerics.Functions.AdvancedMath.InverseErf().

void FutureTest.FutureTest.TestNormalOrderStatistic ( )
inline

References Meta.Numerics.Interval.FromEndpoints(), Meta.Numerics.Analysis.FunctionMath.Integrate(), Meta.Numerics.Statistics.Distributions.Distribution.LeftProbability(), Meta.Numerics.Functions.AdvancedIntegerMath.LogFactorial(), Meta.Numerics.MoreMath.Pow(), and Meta.Numerics.Statistics.Distributions.Distribution.RightProbability().

static double FutureTest.FutureTest.InverseQ ( double  Q)
inlinestatic
static void FutureTest.FutureTest.ComputePowerSet ( double  y,
out double  y4,
out double  y9,
out double  y16,
out double  y25 
)
inlinestaticprivate
void FutureTest.FutureTest.TestInverseKS ( )
inline

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

static void FutureTest.FutureTest.ParabolicFit ( double  x1,
double  f1,
double  x2,
double  f2,
double  x3,
double  f3,
out double  x0,
out double  fpp 
)
inlinestaticprivate
static void FutureTest.FutureTest.CubicHermiteMinimum ( double  x0,
double  f0,
double  m0,
double  x1,
double  f1,
double  m1,
out double  x,
out double  fpp 
)
inlinestaticprivate
static void FutureTest.FutureTest.CubicHermiteMinimum ( double  f0,
double  m0,
double  f1,
double  m1,
out double  t,
out double  fpp 
)
inlinestaticprivate

References Meta.Numerics.MoreMath.Pow().

void FutureTest.FutureTest.TestCubicHermite ( )
inline
void FutureTest.FutureTest.TestParabolicFit ( )
inline
static double FutureTest.FutureTest.FindMinimum ( Func< double, double >  f,
double  a,
double  b 
)
inlinestaticprivate
static double FutureTest.FutureTest.FindMinimum ( Func< double, double >  f,
double  a,
double  b,
double  u,
double  fu,
double  v,
double  fv,
double  w,
double  fw,
EvaluationSettings  settings,
int  count 
)
inlinestaticprivate

References Meta.Numerics.Analysis.EvaluationSettings.AbsolutePrecision, Meta.Numerics.Analysis.EvaluationSettings.EvaluationBudget, Meta.Numerics.Functions.AdvancedMath.GoldenRatio, and Meta.Numerics.Analysis.EvaluationSettings.RelativePrecision.

delegate void FutureTest.FutureTest.FuncWithDerivative ( double  x,
out double  f,
out double  fp 
)
double FutureTest.FutureTest.FindMinimumWithDerivative ( FuncWithDerivative  f,
double  a,
double  b 
)
inlineprivate
double FutureTest.FutureTest.FindMinimumWithDerivative ( FuncWithDerivative  f,
double  a,
double  b,
double  u,
double  fu,
double  fpu,
double  v,
double  fv,
double  fpv,
EvaluationSettings  settings 
)
inlineprivate

References Meta.Numerics.Analysis.EvaluationSettings.AbsolutePrecision, Meta.Numerics.Analysis.EvaluationSettings.EvaluationBudget, and Meta.Numerics.Analysis.EvaluationSettings.RelativePrecision.

double FutureTest.FutureTest.FindMinimum ( Func< double, double >  f,
double  x,
double  d,
EvaluationSettings  settings 
)
inline

References Meta.Numerics.Analysis.EvaluationSettings.EvaluationBudget, and Meta.Numerics.Functions.AdvancedMath.GoldenRatio.

void FutureTest.FutureTest.TestMinimizationWithoutDerivative ( )
inline

References Meta.Numerics.Functions.AdvancedMath.Gamma().

void FutureTest.FutureTest.TestOldMinimization ( )
inline

References Meta.Numerics.Analysis.FunctionMath.FindMinimum(), and Meta.Numerics.Interval.FromEndpoints().

void FutureTest.FutureTest.TestMinimizationWithDerivative ( )
inline
void FutureTest.FutureTest.CosineWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate
void FutureTest.FutureTest.GammaWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate

References Meta.Numerics.Functions.AdvancedMath.Gamma(), and Meta.Numerics.Functions.AdvancedMath.Psi().

void FutureTest.FutureTest.XLogXWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate
void FutureTest.FutureTest.ExponentialDecayWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate
void FutureTest.FutureTest.AbsoluteValueWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate
void FutureTest.FutureTest.CoshWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate
void FutureTest.FutureTest.SechWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate
void FutureTest.FutureTest.FourthPowerWithDerivative ( double  x,
out double  f,
out double  fp 
)
inlineprivate
void FutureTest.FutureTest.FermatFactor ( int  n)
inlineprivate
void FutureTest.FutureTest.PollardRhoFactor ( int  n)
inlineprivate

References Meta.Numerics.Functions.AdvancedIntegerMath.GCF(), and Meta.Numerics.Functions.AdvancedIntegerMath.PowMod().

void FutureTest.FutureTest.MultiRootTest ( )
inline

References Meta.Numerics.Analysis.FunctionMath.FindZero().

static double FutureTest.FutureTest.ApproximateInverseBetaSeries ( double  a,
double  b,
double  P 
)
inlinestatic

References Meta.Numerics.Functions.AdvancedMath.Beta(), and Meta.Numerics.MoreMath.Pow().

static double FutureTest.FutureTest.ApproximateInverseBeta ( double  a,
double  b,
double  P 
)
inlinestatic

References Meta.Numerics.Functions.AdvancedMath.Beta().

static double FutureTest.FutureTest.RefineInverseBeta ( double  a,
double  b,
double  P,
double  x 
)
inlinestatic

References Meta.Numerics.Functions.AdvancedMath.Beta(), and Meta.Numerics.Functions.AdvancedMath.LeftRegularizedBeta().

void FutureTest.FutureTest.TestBeta ( )
inline

References Meta.Numerics.Statistics.Distributions.NormalDistribution.InverseLeftProbability(), and Meta.Numerics.Functions.AdvancedMath.LeftRegularizedBeta().

static void FutureTest.FutureTest.WriteMatrix ( AnyRectangularMatrix  A)
inlinestaticprivate

References Meta.Numerics.Matrices.AnyMatrix< T >.ColumnCount, and Meta.Numerics.Matrices.AnyMatrix< T >.RowCount.

Member Data Documentation

double [] FutureTest.FutureTest.xs
staticprivate
Initial value:
= new double[] {
0.22441454747251558515,
0.67417110703721223600,
1.1267608176112450721,
1.5842500109616941485,
2.0490035736616989118,
2.5238810170114269742,
3.0125461375655648257,
3.5200068130345247113,
4.0536644024481495039,
4.6256627564237872650,
5.2593829276680443674,
6.0159255614257397173
}
double [] FutureTest.FutureTest.ws
staticprivate
Initial value:
= new double[] {
0.42693116386869924965,
0.28617953534644301790,
0.12773962178455916065,
3.744547050323074601E-2,
7.04835581007267097E-3,
8.23692482688417458E-4,
5.68869163640437977E-5,
2.15824570490233363E-6,
4.01897117494142968E-8,
3.04625426998756390E-10,
6.58462024307817006E-13,
1.66436849648910887E-16
}
readonly double FutureTest.FutureTest.SqrtTwo = Math.Sqrt(2.0)
staticprivate
readonly double FutureTest.FutureTest.SqrtPI = Math.Sqrt(Math.PI)
staticprivate
The documentation for this class was generated from the following file: