mathnet-numerics/examples/examples-csharp/ContinuousDistributions/StableDistribution.cs

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using System;
using MathNet.Numerics.Distributions;

namespace Examples.ContinuousDistributionsExamples
{
    /// <summary>
    /// Stable distribution example
    /// </summary>
    public class StableDistribution : IExample
    {
        /// <summary>
        /// Gets the name of this example
        /// </summary>
        /// <seealso cref="http://reference.wolfram.com/mathematica/ref/StableDistribution.html"/>
        public string Name
        {
            get
            {
                return "Stable distribution";
            }
        }

        /// <summary>
        /// Gets the description of this example
        /// </summary>
        public string Description
        {
            get
            {
                return "Stable distribution properties and samples generating examples";
            }
        }

        /// <summary>
        /// Run example
        /// </summary>
        /// <a href="http://en.wikipedia.org/wiki/Stable_distribution">Stable distribution</a>
        public void Run()
        {
            // 1. Initialize the new instance of the Stable distribution class with parameters Alpha = 2.0, Beta = 0, Scale = 1, Location = 0.
            var stable = new Stable(2.0, 0, 1, 0);
            Console.WriteLine(@"1. Initialize the new instance of the Stable distribution class with parameters Alpha = {0}, Beta = {1}, Scale = {2}, Location = {3}", stable.Alpha, stable.Beta, stable.Scale, stable.Location);
            Console.WriteLine();

            // 2. Distributuion properties:
            Console.WriteLine(@"2. {0} distributuion properties:", stable);

            // Cumulative distribution function
            Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", stable.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));

            // Probability density
            Console.WriteLine(@"{0} - Probability density at location '0.3'", stable.Density(0.3).ToString(" #0.00000;-#0.00000"));

            // Log probability density
            Console.WriteLine(@"{0} - Log probability density at location '0.3'", stable.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));

            // Largest element in the domain
            Console.WriteLine(@"{0} - Largest element in the domain", stable.Maximum.ToString(" #0.00000;-#0.00000"));

            // Smallest element in the domain
            Console.WriteLine(@"{0} - Smallest element in the domain", stable.Minimum.ToString(" #0.00000;-#0.00000"));

            // Mean
            Console.WriteLine(@"{0} - Mean", stable.Mean.ToString(" #0.00000;-#0.00000"));

            // Median
            Console.WriteLine(@"{0} - Median", stable.Median.ToString(" #0.00000;-#0.00000"));

            // Mode
            Console.WriteLine(@"{0} - Mode", stable.Mode.ToString(" #0.00000;-#0.00000"));

            // Variance
            Console.WriteLine(@"{0} - Variance", stable.Variance.ToString(" #0.00000;-#0.00000"));

            // Standard deviation
            Console.WriteLine(@"{0} - Standard deviation", stable.StdDev.ToString(" #0.00000;-#0.00000"));

            // Skewness
            Console.WriteLine(@"{0} - Skewness", stable.Skewness.ToString(" #0.00000;-#0.00000"));
            Console.WriteLine();

            // 3. Generate 10 samples of the Stable distribution
            Console.WriteLine(@"3. Generate 10 samples of the Stable distribution");
            for (var i = 0; i < 10; i++)
            {
                Console.Write(stable.Sample().ToString("N05") + @" ");
            }

            Console.WriteLine();
            Console.WriteLine();

            // 4. Generate 100000 samples of the Stable(1) distribution and display histogram
            Console.WriteLine(@"4. Generate 100000 samples of the Stable(2, 0, 1, 0) distribution and display histogram");
            var data = new double[100000];
            Stable.Samples(data, 2, 0, 1, 0);
            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 5. Generate 100000 samples of the Stable(1, 0, 1, 0) distribution and display histogram
            Console.WriteLine(@"5. Generate 100000 samples of the Stable(1, 0, 1, 0) distribution and display histogram");
            Stable.Samples(data, 1, 0, 1, 0);
            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 6. Generate 100000 samples of the Stable(1.5, 1, 1, 5) distribution and display histogram
            Console.WriteLine(@"6. Generate 100000 samples of the Stable(1.5, 1, 1, 5) distribution and display histogram");
            Stable.Samples(data, 1.5, 1, 1, 5);
            ConsoleHelper.DisplayHistogram(data);
        }
    }
}