Accord.Statistics.Distributions.Univariate.WilcoxonDistribution.InverseDistributionFunction C# (CSharp) Method

InverseDistributionFunction() public method

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.
public InverseDistributionFunction ( double p ) : double
p double A probability value between 0 and 1.
return double
        public override double InverseDistributionFunction(double p)
        {
            if (table != null)
            {
                double icdf = base.InverseDistributionFunction(p);
                return icdf;
            }
            else
            {
                double z = NormalDistribution.Standard.InverseDistributionFunction(p);
                double wc = z * StandardDeviation + Mean;
                double w = wc - 0.5; // reverse continuity correction
                return w;
            }
        }

Usage Example

Ejemplo n.º 1
0
        public void ConstructorTest()
        {
            double[] ranks = { 1, 2, 3, 4, 5.5, 5.5, 7, 8, 9, 10, 11, 12 };

            var W = new WilcoxonDistribution(ranks);

            double mean = W.Mean;     // 39.0
            double median = W.Median; // 38.5
            double var = W.Variance;  // 162.5

            double cdf = W.DistributionFunction(w: 42); // 0.60817384423279575
            double pdf = W.ProbabilityDensityFunction(w: 42); // 0.38418508862319295
            double lpdf = W.LogProbabilityDensityFunction(w: 42); // 0.38418508862319295

            double ccdf = W.ComplementaryDistributionFunction(x: 42); // 0.39182615576720425
            double icdf = W.InverseDistributionFunction(p: cdf); // 42
            double icdf2 = W.InverseDistributionFunction(p: 0.5); // 42

            double hf = W.HazardFunction(x: 42); // 0.98049883339449373
            double chf = W.CumulativeHazardFunction(x: 42); // 0.936937017743799

            string str = W.ToString(); // "W+(x; R)"

            Assert.AreEqual(39.0, mean);
            Assert.AreEqual(38.5, median, 1e-6);
            Assert.AreEqual(162.5, var);
            Assert.AreEqual(0.936937017743799, chf);
            Assert.AreEqual(0.60817384423279575, cdf);
            Assert.AreEqual(0.38418508862319295, pdf);
            Assert.AreEqual(-0.95663084089698047, lpdf);
            Assert.AreEqual(0.98049883339449373, hf);
            Assert.AreEqual(0.39182615576720425, ccdf);
            Assert.AreEqual(42, icdf, 1e-6);
            Assert.AreEqual("W+(x; R)", str);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.WilcoxonDistribution::InverseDistributionFunction