Partial Normal distribution implementation.

Signed-off-by: jvangael <jurgen.vangael@gmail.com>

src/Managed.UnitTests/DistributionTests/Continuous/NormalTests.cs

@@ -0,0 +1,156 @@
+// <copyright file="Combinatorics.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://mathnet.opensourcedotnet.info
+//
+// Copyright (c) 2009 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.UnitTests
+{
+    using System;
+    using MbUnit.Framework;
+    using MathNet.Numerics.Distributions;
+
+    [TestFixture]
+    public class NormalTests
+    {
+        [Test, MultipleAsserts]
+        public void CanCreateStandardNormal()
+        {
+            var n = new Normal();
+            AssertEx.AreEqual<double>(0.0, n.Mean);
+            AssertEx.AreEqual<double>(1.0, n.StdDev);
+        }
+
+        [Test, MultipleAsserts]
+        [Row(0.0, 0.0)]
+        [Row(0.0, 0.1)]
+        [Row(0.0, 1.0)]
+        [Row(0.0, 10.0)]
+        [Row(10.0, 1.0)]
+        [Row(-5.0, 100.0)]
+        [Row(0.0, Double.PositiveInfinity)]
+        public void CanCreateNormal(double mean, double sdev)
+        {
+            var n = new Normal(mean, sdev);
+            AssertEx.AreEqual<double>(mean, n.Mean);
+            AssertEx.AreEqual<double>(sdev, n.StdDev);
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        public void NormalCreateFailsWithMeanIsNaN()
+        {
+            var n = new Normal(Double.NaN, 1.0);
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        public void NormalCreateFailsWithStdDevIsNaN()
+        {
+            var n = new Normal(0.0, Double.NaN);
+        }
+
+        [Test, MultipleAsserts]
+        [Row(0.0, 0.0)]
+        [Row(0.0, 0.1)]
+        [Row(0.0, 1.0)]
+        [Row(0.0, 10.0)]
+        [Row(10.0, 1.0)]
+        [Row(-5.0, 100.0)]
+        [Row(0.0, Double.PositiveInfinity)]
+        public void CanCreateNormalFromMeanAndStdDev(double mean, double sdev)
+        {
+            var n = Normal.WithMeanStdDev(mean, sdev);
+            AssertEx.AreEqual<double>(mean, n.Mean);
+            AssertEx.AreEqual<double>(sdev, n.StdDev);
+        }
+
+        [Test, MultipleAsserts]
+        [Row(0.0, 0.0)]
+        [Row(0.0, 0.1)]
+        [Row(0.0, 1.0)]
+        [Row(0.0, 10.0)]
+        [Row(10.0, 1.0)]
+        [Row(-5.0, 100.0)]
+        [Row(0.0, Double.PositiveInfinity)]
+        public void CanCreateNormalFromMeanAndVariance(double mean, double var)
+        {
+            var n = Normal.WithMeanVariance(mean, var);
+            AssertEx.AreEqual<double>(mean, n.Mean);
+            AssertEx.AreEqual<double>(var, n.Variance);
+        }
+
+        [Test, MultipleAsserts]
+        [Row(0.0, 0.0)]
+        [Row(0.0, 0.1)]
+        [Row(0.0, 1.0)]
+        [Row(0.0, 10.0)]
+        [Row(10.0, 1.0)]
+        [Row(-5.0, 100.0)]
+        [Row(0.0, Double.PositiveInfinity)]
+        public void CanCreateNormalFromMeanAndPrecision(double mean, double prec)
+        {
+            var n = Normal.WithMeanAndPrecision(mean, prec);
+            AssertEx.AreEqual<double>(mean, n.Mean);
+            AssertEx.AreEqual<double>(prec, n.Precision);
+        }
+
+        [Test]
+        public void ToStringTest()
+        {
+            var n = new Normal(1.0, 2.0);
+            AssertEx.AreEqual<string>("Normal(Mean = 1, StdDev = 2)", n.ToString());
+        }
+
+        [Test]
+        public void CanGetRandomNumberGenerator()
+        {
+            var n = new Normal();
+            var rs = n.RandomNumberGenerator;
+            Assert.IsNotNull(rs);
+        }
+
+        [Test]
+        [Row(-0.0)]
+        [Row(0.0)]
+        [Row(0.1)]
+        [Row(1.0)]
+        [Row(10.0)]
+        [Row(0.0, Double.PositiveInfinity)]
+        public void CanSetRandomNumberGenerator(double prec)
+        {
+            var n = new Normal();
+            n.Precision = prec;
+        }
+
+        [Test]
+        [ExpectedException(typeof(ArgumentOutOfRangeException))]
+        public void SetPrecisionFailsWithNegativePrecision()
+        {
+            var n = new Normal();
+            n.Precision = -1.0;
+        }
+    }
+}

src/Managed.UnitTests/Managed.UnitTests.csproj

@@ -59,6 +59,7 @@
   <ItemGroup>
     <Compile Include="CombinatoricsTests\CombinatoricsCountingTest.cs" />
     <Compile Include="ComplexTest.cs" />
+    <Compile Include="DistributionTests\Continuous\NormalTests.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
   </ItemGroup>
   <ItemGroup>
@@ -67,6 +68,10 @@
       <Name>Managed</Name>
     </ProjectReference>
   </ItemGroup>
+  <ItemGroup>
+    <Folder Include="DistributionTests\Discrete\" />
+    <Folder Include="DistributionTests\Multivariate\" />
+  </ItemGroup>
   <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
   <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
        Other similar extension points exist, see Microsoft.Common.targets.

src/Managed/Distributions/Continuous/Normal.cs

@@ -0,0 +1,193 @@
+// <copyright file="Combinatorics.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://mathnet.opensourcedotnet.info
+//
+// Copyright (c) 2009 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.Distributions
+{
+    using System;
+    using System.Collections.Generic;
+
+    /// <summary>
+    /// Implements the univariate Normal (or Gaussian) distribution.
+    /// </summary>
+    public class Normal : IContinuousDistribution
+    {
+        // Keeps track of the mean of the normal distribution.
+        private double mMean;
+        // Keeps track of the standard deviation of the normal distribution.
+        private double mStdDev;
+
+        /// <summary>
+        /// Constructs a standard normal distribution. This is a normal distribution with mean 0.0
+        /// and standard deviation 1.0.
+        /// </summary>
+        public Normal() : this(0.0, 1.0)
+        {
+        }
+
+        /// <summary>
+        /// Construct a normal distribution with a particular mean and standard deviation.
+        /// </summary>
+        /// <param name="mean">The mean of the normal distribution.</param>
+        /// <param name="stddev">The standard deviation of the normal distribution.</param>
+        public Normal(double mean, double stddev)
+        {
+            SetParameters(mean, stddev);
+        }
+
+        /// <summary>
+        /// Constructs a normal distribution from a mean and standard deviation.
+        /// </summary>
+        /// <param name="mean">The mean of the normal distribution.</param>
+        /// <param name="stddev">The standard deviation of the normal distribution.</param>
+        public static Normal WithMeanStdDev(double mean, double stddev)
+        {
+            return new Normal(mean, stddev);
+        }
+
+        /// <summary>
+        /// Constructs a normal distribution from a mean and variance.
+        /// </summary>
+        /// <param name="mean">The mean of the normal distribution.</param>
+        /// <param name="stddev">The variance of the normal distribution.</param>
+        public static Normal WithMeanVariance(double mean, double var)
+        {
+            return new Normal(mean, System.Math.Sqrt(var));
+        }
+
+        /// <summary>
+        /// Constructs a normal distribution from a mean and precision.
+        /// </summary>
+        /// <param name="mean">The mean of the normal distribution.</param>
+        /// <param name="stddev">The precision of the normal distribution.</param>
+        public static Normal WithMeanAndPrecision(double mean, double prec)
+        {
+            return new Normal(mean, 1.0 / System.Math.Sqrt(prec));
+        }
+
+
+        /// <summary>
+        /// A string representation of the distribution.
+        /// </summary>
+        public override string ToString()
+        {
+            return "Normal(Mean = " + mMean + ", StdDev = " + mStdDev + ")";
+        }
+
+        /// <summary>
+        /// Checks whether the parameters of the distribution are valid. 
+        /// </summary>
+        /// <param name="mean">The mean of the normal distribution.</param>
+        /// <param name="stddev">The standard deviation of the normal distribution.</param>
+        /// <returns>True when the parameters are valid, false otherwise.</returns>
+        private static bool IsValidParameterSet(double mean, double stddev)
+        {
+            if (stddev < 0.0)
+            {
+                return false;
+            }
+            else if (System.Double.IsNaN(mean))
+            {
+                return false;
+            }
+            else if (System.Double.IsNaN(stddev))
+            {
+                return false;
+            }
+
+            return true;
+        }
+
+        /// <summary>
+        /// Sets the parameters of the distribution after checking their validity.
+        /// </summary>
+        /// <param name="mean">The mean of the normal distribution.</param>
+        /// <param name="stddev">The standard deviation of the normal distribution.</param>
+        /// <exception cref="ArgumentOutOfRangeException">When the parameters don't pass the <see cref="IsValidParameterSet"/> function.</exception>
+        private void SetParameters(double mean, double stddev)
+        {
+            if (IsValidParameterSet(mean, stddev))
+            {
+                mMean = mean;
+                mStdDev = stddev;
+            }
+            else
+            {
+                throw new System.ArgumentOutOfRangeException("Invalid parameterization for the normal distribution.");
+            }
+        }
+        
+        public double Precision
+        {
+            get { return 1.0 / (mStdDev * mStdDev); }
+            set { throw new NotImplementedException(); }
+        }
+
+        #region IDistribution implementation
+        public Random RandomNumberGenerator { get; set; }
+
+        public double Mean
+        {
+            get { return mMean; }
+            set { throw new NotImplementedException(); }
+        }
+        public double Variance
+        {
+            get { return mStdDev * mStdDev; }
+            set { throw new NotImplementedException(); }
+        }
+        public double StdDev
+        {
+            get { return mStdDev; }
+            set { throw new NotImplementedException(); }
+        }
+        public double Entropy { get { throw new NotImplementedException(); } }
+        public double Skewness { get { throw new NotImplementedException(); } }
+        #endregion
+
+        #region IContinuousDistribution implementation
+        public double Mode { get { throw new NotImplementedException(); } }
+        public double Median { get { throw new NotImplementedException(); } }
+        public double Minimum { get { throw new NotImplementedException(); } }
+        public double Maximum { get { throw new NotImplementedException(); } }
+        public double Density(double x) { throw new NotImplementedException(); }
+        public double DensityLn(double x) { throw new NotImplementedException(); }
+        public double CumulativeDistribution(double x) { throw new NotImplementedException(); }
+
+        public double Sample() { throw new NotImplementedException(); }
+        public IEnumerable<double> Samples() { throw new NotImplementedException(); }
+        #endregion
+
+        public double InverseCumulativeDistribution(double p)
+        {
+            throw new NotImplementedException();
+        }
+
+        public static double Sample(System.Random rng, double mean, double stddev) { throw new NotImplementedException(); }
+        public static IEnumerable<double> Samples(System.Random rng, double mean, double stddev) { throw new NotImplementedException(); }
+    }
+}

src/Managed/Distributions/IContinuousDistribution.cs

@@ -0,0 +1,48 @@
+// <copyright file="Combinatorics.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://mathnet.opensourcedotnet.info
+//
+// Copyright (c) 2009 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.Distributions
+{
+    using System.Collections.Generic;
+
+    /// <summary>
+    /// The interface for continuous univariate distributions.
+    /// </summary>
+    public interface IContinuousDistribution : IDistribution
+    {
+        double Mode { get; }
+        double Median { get; }
+        double Minimum { get; }
+        double Maximum { get; }
+        double Density(double x);
+        double DensityLn(double x);
+
+        double Sample();
+        IEnumerable<double> Samples();
+    }
+}

src/Managed/Distributions/IDiscreteDistribution.cs

@@ -0,0 +1,80 @@
+// <copyright file="Combinatorics.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://mathnet.opensourcedotnet.info
+//
+// Copyright (c) 2009 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.Distributions
+{
+    using System.Collections.Generic;
+
+    /// <summary>
+    /// The interface for discrete univariate distributions.
+    /// </summary>
+    public interface IDiscreteDistribution : IDistribution
+    {
+        /// <summary>
+        /// The mode of the distribution.
+        /// </summary>
+        int Mode { get; }
+
+        /// <summary>
+        /// The median of the distribution.
+        /// </summary>
+        int Median { get; }
+
+        /// <summary>
+        /// The smallest element in the domain of the distributions which can be represented by an integer.
+        /// </summary>
+        int Minimum { get; }
+
+        /// <summary>
+        /// The largest element in the domain of the distributions which can be represented by an integer.
+        /// </summary>
+        int Maximum { get; }
+
+        /// <summary>
+        /// Computes values of the probability mass function.
+        /// </summary>
+        /// <param name="k">The location in the domain where we want to evaluate the probability mass function.</param>
+        double Probability(int k);
+
+        /// <summary>
+        /// Computes values of the log probability mass function.
+        /// </summary>
+        /// <param name="k">The location in the domain where we want to evaluate the log probability mass function.</param>
+        double ProbabilityLn(int k);
+
+        /// <summary>
+        /// Draws a random sample from the distribution.
+        /// </summary>
+        int Sample();
+
+        /// <summary>
+        /// Draws a sequence of random samples from the distribution.
+        /// </summary>
+        IEnumerable<int> Samples();
+    }
+}

src/Managed/Distributions/IDistribution.cs

@@ -0,0 +1,73 @@
+// <copyright file="Combinatorics.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://mathnet.opensourcedotnet.info
+//
+// Copyright (c) 2009 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.Distributions
+{
+    using System;
+
+    /// <summary>
+    /// The interface for univariate distributions.
+    /// </summary>
+    public interface IDistribution
+    {
+        /// <summary>
+        /// Gets or sets the random number generator which is used to generate random samples from the distribution.
+        /// </summary>
+        Random RandomNumberGenerator { get; set; }
+
+        /// <summary>
+        /// The mean of the distribution.
+        /// </summary>
+        double Mean { get; }
+
+        /// <summary>
+        /// The variance of the distribution.
+        /// </summary>
+        double Variance { get; }
+
+        /// <summary>
+        /// The standard deviation of the distribution.
+        /// </summary>
+        double StdDev { get; }
+
+        /// <summary>
+        /// The entropy of the distribution.
+        /// </summary>
+        double Entropy { get; }
+
+        /// <summary>
+        /// The skewness of the distribution.
+        /// </summary>
+        double Skewness { get; }
+
+        /// <summary>
+        /// Computes the cumulative distribution function (cdf) for this probability distribution.
+        /// </summary>
+        double CumulativeDistribution(double x);
+    }
+}

src/Managed/Managed.csproj

@@ -43,6 +43,10 @@
   <ItemGroup>
     <Compile Include="Combinatorics.cs" />
     <Compile Include="Complex.cs" />
+    <Compile Include="Distributions\Continuous\Normal.cs" />
+    <Compile Include="Distributions\IContinuousDistribution.cs" />
+    <Compile Include="Distributions\IDiscreteDistribution.cs" />
+    <Compile Include="Distributions\IDistribution.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
     <Compile Include="Properties\Resources.Designer.cs">
       <AutoGen>True</AutoGen>
@@ -61,6 +65,10 @@
       <Link>MathNet.Numerics.snk</Link>
     </None>
   </ItemGroup>
+  <ItemGroup>
+    <Folder Include="Distributions\Discrete\" />
+    <Folder Include="Distributions\Multivariate\" />
+  </ItemGroup>
   <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
   <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
        Other similar extension points exist, see Microsoft.Common.targets.

src/Managed/RandomSources/RandomSource.cs

@@ -0,0 +1,35 @@
+using System;
+
+namespace Pnl.RandomSources
+{
+    // Do we want to inherit from System.Random so people can plugin any RNG not from our library?
+    public abstract class RandomSource /* : System.Random */
+    {
+        protected RandomSource(bool threadSafe) { }
+        public abstract int Next();
+        public abstract int Next(int maxValue);
+        public abstract int Next(int minValue, int maxValue);
+        public abstract double NextDouble();
+        public abstract double NextDouble(double maxValue);
+        public abstract double NextDouble(double minValue, double maxValue);
+        public abstract bool NextBoolean();
+        public abstract void NextBytes(byte[] buffer);
+
+        // Do we want Reset() or just a SetSeed kind of method?
+        public abstract void Reset();
+        public abstract bool CanReset
+        {
+            get;
+        }
+
+        public virtual long NextInt64()
+        {
+            throw new NotImplementedException();
+        }
+
+        public virtual decimal NextDecimal()
+        {
+            throw new NotImplementedException();
+        }
+    }
+}

src/Native.UnitTests/Native.UnitTests.csproj

@@ -63,6 +63,9 @@
     <Compile Include="..\Managed.UnitTests\ComplexTest.cs">
       <Link>ComplexTest.cs</Link>
     </Compile>
+    <Compile Include="..\Managed.UnitTests\DistributionTests\Continuous\NormalTests.cs">
+      <Link>DistributionTests\Continuous\NormalTests.cs</Link>
+    </Compile>
     <Compile Include="Properties\AssemblyInfo.cs" />
   </ItemGroup>
   <ItemGroup>
@@ -71,6 +74,10 @@
       <Name>Native</Name>
     </ProjectReference>
   </ItemGroup>
+  <ItemGroup>
+    <Folder Include="DistributionTests\Discrete\" />
+    <Folder Include="DistributionTests\Multivariate\" />
+  </ItemGroup>
   <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
   <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
        Other similar extension points exist, see Microsoft.Common.targets.

src/Native/Native.csproj

@@ -44,6 +44,18 @@
     <Compile Include="..\Managed\Complex.cs">
       <Link>Complex.cs</Link>
     </Compile>
+    <Compile Include="..\Managed\Distributions\Continuous\Normal.cs">
+      <Link>Distributions\Continuous\Normal.cs</Link>
+    </Compile>
+    <Compile Include="..\Managed\Distributions\IContinuousDistribution.cs">
+      <Link>Distributions\IContinuousDistribution.cs</Link>
+    </Compile>
+    <Compile Include="..\Managed\Distributions\IDiscreteDistribution.cs">
+      <Link>Distributions\IDiscreteDistribution.cs</Link>
+    </Compile>
+    <Compile Include="..\Managed\Distributions\IDistribution.cs">
+      <Link>Distributions\IDistribution.cs</Link>
+    </Compile>
     <Compile Include="..\Managed\Properties\Resources.Designer.cs">
       <Link>Properties\Resources.Designer.cs</Link>
     </Compile>
@@ -59,6 +71,10 @@
       <Link>MathNet.Numerics.snk</Link>
     </None>
   </ItemGroup>
+  <ItemGroup>
+    <Folder Include="Distributions\Discrete\" />
+    <Folder Include="Distributions\Multivariate\" />
+  </ItemGroup>
   <Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
   <!-- To modify your build process, add your task inside one of the targets below and uncomment it. 
        Other similar extension points exist, see Microsoft.Common.targets.