Accord.Statistics.Distributions.Univariate.LaplaceDistribution.ProbabilityDensityFunction C# (CSharp) Method

ProbabilityDensityFunction() public method

Gets the probability density function (pdf) for this distribution evaluated at point x.
The Probability Density Function (PDF) describes the probability that a given value x will occur.
public ProbabilityDensityFunction ( double x ) : double
x double A single point in the distribution range.
return double
        public override double ProbabilityDensityFunction(double x)
        {
            return constant * Math.Exp(-Math.Abs(x - u) / b);
        }

Usage Example

コード例 #1
0
        public void LaplaceDistributionConstructorTest()
        {
            {
                LaplaceDistribution target = new LaplaceDistribution(0, 0.2);

                double[] expected = { 2.5, 1.5163266, 0.919699, 0.557825, 0.338338 };

                for (int i = 0; i < expected.Length; i++)
                {

                    double x = i / 10.0;
                    double actual = target.ProbabilityDensityFunction(x);
                    Assert.AreEqual(expected[i], actual, 1e-6);
                    Assert.IsFalse(double.IsNaN(actual));
                }
            }

            {
                LaplaceDistribution target = new LaplaceDistribution(-2, 5.79);

                double[] expected = { 0.0666469, 0.0655057, 0.06438406, 0.0632816234, 0.062198060, 0.061133051 };

                for (int i = 0; i < expected.Length; i++)
                {

                    double x = (i - 5) / 10.0;
                    double actual = target.ProbabilityDensityFunction(x);
                    Assert.AreEqual(expected[i], actual, 1e-8);
                    Assert.IsFalse(double.IsNaN(actual));
                }
            }
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.LaplaceDistribution::ProbabilityDensityFunction