// // 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. // namespace MathNet.Numerics.Distributions { using System; using System.Collections.Generic; /// /// Implements the univariate Normal (or Gaussian) distribution. /// 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; /// /// Constructs a standard normal distribution. This is a normal distribution with mean 0.0 /// and standard deviation 1.0. /// public Normal() : this(0.0, 1.0) { } /// /// Construct a normal distribution with a particular mean and standard deviation. /// /// The mean of the normal distribution. /// The standard deviation of the normal distribution. public Normal(double mean, double stddev) { SetParameters(mean, stddev); } /// /// Constructs a normal distribution from a mean and standard deviation. /// /// The mean of the normal distribution. /// The standard deviation of the normal distribution. public static Normal WithMeanStdDev(double mean, double stddev) { return new Normal(mean, stddev); } /// /// Constructs a normal distribution from a mean and variance. /// /// The mean of the normal distribution. /// The variance of the normal distribution. public static Normal WithMeanVariance(double mean, double var) { return new Normal(mean, System.Math.Sqrt(var)); } /// /// Constructs a normal distribution from a mean and precision. /// /// The mean of the normal distribution. /// The precision of the normal distribution. public static Normal WithMeanAndPrecision(double mean, double prec) { return new Normal(mean, 1.0 / System.Math.Sqrt(prec)); } /// /// A string representation of the distribution. /// public override string ToString() { return "Normal(Mean = " + mMean + ", StdDev = " + mStdDev + ")"; } /// /// Checks whether the parameters of the distribution are valid. /// /// The mean of the normal distribution. /// The standard deviation of the normal distribution. /// True when the parameters are valid, false otherwise. 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; } /// /// Sets the parameters of the distribution after checking their validity. /// /// The mean of the normal distribution. /// The standard deviation of the normal distribution. /// When the parameters don't pass the function. 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 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 Samples(System.Random rng, double mean, double stddev) { throw new NotImplementedException(); } } }