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testCases=[[class=Uniform name=Uniform dimension=1 a=-1 b=3,class=Uniform name=Uniform dimension=1 a=-1 b=3],[class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[0] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1],class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[1] sigma=class=Point name=Unnamed dimension=1 values=[2] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1],class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[-2] sigma=class=Point name=Unnamed dimension=1 values=[2] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]],[class=Exponential name=Exponential dimension=1 lambda=1 gamma=0,class=Exponential name=Exponential dimension=1 lambda=1 gamma=0,class=Exponential name=Exponential dimension=1 lambda=1 gamma=0]]
references=[Triangular(a = -2, m = 2, b = 6),Normal(mu = -1, sigma = 3),Gamma(k = 3, lambda = 1, gamma = 0)]
Distribution class=RandomMixture name=RandomMixture distribution collection=[class=Triangular name=Triangular dimension=1 a=-2 m=2 b=6] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] constant=class=Point name=Unnamed dimension=1 values=[0]
Distribution RandomMixture(Triangular(a = -2, m = 2, b = 6))
Elliptical = true
Continuous = true
oneRealization=class=Point name=Unnamed dimension=1 values=[2.5585]
oneSample first=class=Point name=Unnamed dimension=1 values=[4.06345] last=class=Point name=Unnamed dimension=1 values=[1.68661]
mean=class=Point name=Unnamed dimension=1 values=[2.01813]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[2.72012]
Kolmogorov test for the generator, sample size=100 is accepted
Kolmogorov test for the generator, sample size=1000 is accepted
Point= class=Point name=Unnamed dimension=1 values=[0.5]
ddf =class=Point name=Unnamed dimension=1 values=[0.0625]
ddf (ref)=class=Point name=Unnamed dimension=1 values=[0.0625]
pdf =0.15625
pdf (FD)=0.15625
pdf (ref)=0.15625
cdf =0.195312
cdf (ref)=0.195312
characteristic function=(0.382574,0.595823)
log characteristic function=(-0.345207,1)
quantile =class=Point name=Unnamed dimension=1 values=[4.73509]
quantile (ref)=class=Point name=Unnamed dimension=1 values=[4.73509]
cdf(quantile)=0.95
quantile comp.=class=Point name=Unnamed dimension=1 values=[-0.735089]
cdfComp(quantileComp)=0.95
entropy =1.8863
entropy (ref)=1.88629
entropy (MC)=1.88661
mean =class=Point name=Unnamed dimension=1 values=[2]
mean (ref)=class=Point name=Unnamed dimension=1 values=[2]
standard deviation =class=Point name=Unnamed dimension=1 values=[1.63299]
standard deviation (ref)=class=Point name=Unnamed dimension=1 values=[1.63299]
skewness =class=Point name=Unnamed dimension=1 values=[0]
skewness (ref)=class=Point name=Unnamed dimension=1 values=[0]
kurtosis =class=Point name=Unnamed dimension=1 values=[2.4]
kurtosis (ref)=class=Point name=Unnamed dimension=1 values=[2.4]
covariance =class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[2.66667]
covariance (ref)=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[2.66667]
parameters=[[Triangular_a : -2, Triangular_m : 2, Triangular_b : 6]]
Standard representative=RandomMixture(Triangular(a = -2, m = 2, b = 6))
blockMin=5
blockMax=20
maxSize=4000000
alpha=5
beta=8.5
Distribution class=RandomMixture name=RandomMixture distribution collection=[class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[-1] sigma=class=Point name=Unnamed dimension=1 values=[3] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] constant=class=Point name=Unnamed dimension=1 values=[0]
Distribution RandomMixture(Normal(mu = -1, sigma = 3))
Elliptical = true
Continuous = true
oneRealization=class=Point name=Unnamed dimension=1 values=[-2.89793]
oneSample first=class=Point name=Unnamed dimension=1 values=[-0.736818] last=class=Point name=Unnamed dimension=1 values=[-0.585723]
mean=class=Point name=Unnamed dimension=1 values=[-0.966869]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[9.11644]
Kolmogorov test for the generator, sample size=100 is accepted
Kolmogorov test for the generator, sample size=1000 is accepted
Point= class=Point name=Unnamed dimension=1 values=[0.5]
ddf =class=Point name=Unnamed dimension=1 values=[-0.019559]
ddf (ref)=class=Point name=Unnamed dimension=1 values=[-0.019559]
pdf =0.117355
pdf (FD)=0.117355
pdf (ref)=0.117355
cdf =0.691462
cdf (ref)=0.691462
characteristic function=(0.284909,-0.155647)
log characteristic function=(-1.125,-0.5)
quantile =class=Point name=Unnamed dimension=1 values=[3.93456]
quantile (ref)=class=Point name=Unnamed dimension=1 values=[3.93456]
cdf(quantile)=0.95
quantile comp.=class=Point name=Unnamed dimension=1 values=[-5.93456]
cdfComp(quantileComp)=0.95
entropy =2.51755
entropy (ref)=2.51755
entropy (MC)=2.51781
mean =class=Point name=Unnamed dimension=1 values=[-1]
mean (ref)=class=Point name=Unnamed dimension=1 values=[-1]
standard deviation =class=Point name=Unnamed dimension=1 values=[3]
standard deviation (ref)=class=Point name=Unnamed dimension=1 values=[3]
skewness =class=Point name=Unnamed dimension=1 values=[0]
skewness (ref)=class=Point name=Unnamed dimension=1 values=[0]
kurtosis =class=Point name=Unnamed dimension=1 values=[3]
kurtosis (ref)=class=Point name=Unnamed dimension=1 values=[3]
covariance =class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[9]
covariance (ref)=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[9]
parameters=[[Normal_mu_0 : -1, Normal_sigma_0 : 3]]
Standard representative=RandomMixture(Normal(mu = -1, sigma = 3))
blockMin=5
blockMax=20
maxSize=4000000
alpha=5
beta=8.5
Distribution class=RandomMixture name=RandomMixture distribution collection=[class=Gamma name=Gamma dimension=1 k=3 lambda=1 gamma=0] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1] constant=class=Point name=Unnamed dimension=1 values=[0]
Distribution RandomMixture(Gamma(k = 3, lambda = 1, gamma = 0))
Elliptical = false
Continuous = true
oneRealization=class=Point name=Unnamed dimension=1 values=[2.41048]
oneSample first=class=Point name=Unnamed dimension=1 values=[2.20998] last=class=Point name=Unnamed dimension=1 values=[6.8757]
mean=class=Point name=Unnamed dimension=1 values=[2.99141]
covariance=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[3.0171]
Kolmogorov test for the generator, sample size=100 is rejected
Kolmogorov test for the generator, sample size=1000 is accepted
Point= class=Point name=Unnamed dimension=1 values=[0.5]
ddf =class=Point name=Unnamed dimension=1 values=[0.22745]
ddf (ref)=class=Point name=Unnamed dimension=1 values=[0.22745]
pdf =0.0758163
pdf (FD)=0.0758163
pdf (ref)=0.0758163
cdf =0.0143877
cdf (ref)=0.0143877
characteristic function=(0.128,0.704)
log characteristic function=(-0.334715,1.39094)
quantile =class=Point name=Unnamed dimension=1 values=[6.29579]
quantile (ref)=class=Point name=Unnamed dimension=1 values=[6.29579]
cdf(quantile)=0.95
quantile comp.=class=Point name=Unnamed dimension=1 values=[0.817691]
cdfComp(quantileComp)=0.95
entropy =1.84758
entropy (ref)=1.84758
entropy (MC)=1.84762
mean =class=Point name=Unnamed dimension=1 values=[3]
mean (ref)=class=Point name=Unnamed dimension=1 values=[3]
standard deviation =class=Point name=Unnamed dimension=1 values=[1.73205]
standard deviation (ref)=class=Point name=Unnamed dimension=1 values=[1.73205]
skewness =class=Point name=Unnamed dimension=1 values=[1.1547]
skewness (ref)=class=Point name=Unnamed dimension=1 values=[1.1547]
kurtosis =class=Point name=Unnamed dimension=1 values=[5]
kurtosis (ref)=class=Point name=Unnamed dimension=1 values=[5]
covariance =class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[3]
covariance (ref)=class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[3]
parameters=[[Gamma_k : 3, Gamma_lambda : 1, Gamma_gamma : 0]]
Standard representative=RandomMixture(Gamma(k = 3, lambda = 1, gamma = 0))
blockMin=5
blockMax=20
maxSize=4000000
alpha=5
beta=8.5
distribution=class=RandomMixture name=RandomMixture distribution collection=[class=SmoothedUniform name=SmoothedUniform dimension=1 a=1 b=5 sigma=2.23607,class=Exponential name=Exponential dimension=1 lambda=2 gamma=0,class=Gamma name=Gamma dimension=1 k=3 lambda=4 gamma=0] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=1 columns=3 values=[1,1,1] constant=class=Point name=Unnamed dimension=1 values=[0]
distribution=RandomMixture(SmoothedUniform(a = 1, b = 5, sigma = 2.23607) + Exponential(lambda = 2, gamma = 0) + Gamma(k = 3, lambda = 4, gamma = 0))
pdf(-12)=6.67892e-11
pdf(-11)=9.97295e-10
pdf(-10)=1.2309e-08
pdf(-9)=1.25705e-07
pdf(-8)=1.06351e-06
pdf(-7)=7.46467e-06
pdf(-6)=4.35423e-05
pdf(-5)=0.000211517
pdf(-4)=0.000857832
pdf(-3)=0.00291333
pdf(-2)=0.00831531
pdf(-1)=0.0200311
pdf(0)=0.0409224
pdf(1)=0.0712706
pdf(2)=0.106373
pdf(3)=0.136703
pdf(4)=0.15182
pdf(5)=0.146004
pdf(6)=0.121625
pdf(7)=0.0876629
pdf(8)=0.0545612
pdf(9)=0.0292632
pdf(10)=0.0135043
pdf(11)=0.00536
pdf(12)=0.00183186
pdf(13)=0.000540711
pdf(14)=0.000138571
pdf(15)=3.10776e-05
pdf(16)=6.16681e-06
pdf(17)=1.09834e-06
projections=[Normal(mu = 4.24818, sigma = 4.37758),Gamma(k = 9.27664, lambda = 0.695762, gamma = -9.08487),Triangular(a = -9.72415, m = 4.24455, b = 18.2241),Uniform(a = -9.72415, b = 18.2241),Exponential(lambda = 0.0750016, gamma = -9.08487)]
norms=class=Point name=Unnamed dimension=5 values=[0.122372,0.13956,0.192465,0.297767,0.44332]
distribution = class=RandomMixture name=RandomMixture distribution collection=[class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[0] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1],class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[0] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1],class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[0] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=2 columns=3 values=[1,1,-2,1,1,-3] constant=class=Point name=Unnamed dimension=2 values=[0,0]
range = class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[-20.8207,-28.1913] upper bound=class=Point name=Unnamed dimension=2 values=[20.8207,28.1913] finite lower bound=[0,0] finite upper bound=[0,0]
mean = class=Point name=Unnamed dimension=2 values=[0,0]
cov = class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[6,-4,-4,11]
sigma = class=Point name=Unnamed dimension=2 values=[2.44949,3.31662]
entropy =2.37519
pdf =0.0225079
pdf (ref)=0.0225079
pdf =0.0139715
pdf (ref)=0.0139715
pdf =0.00334166
pdf (ref)=0.00334166
pdf =0.000307961
pdf (ref)=0.000307961
pdf =1.09356e-05
pdf (ref)=1.09356e-05
pdf =1.49624e-07
pdf (ref)=1.49624e-07
pdf =0.0139715
pdf (ref)=0.0139715
pdf =0.00542272
pdf (ref)=0.00542272
pdf =0.000810972
pdf (ref)=0.000810972
pdf =4.67313e-05
pdf (ref)=4.67313e-05
pdf =1.03758e-06
pdf (ref)=1.03758e-06
pdf =8.8767e-09
pdf (ref)=8.8767e-09
pdf =0.00334166
pdf (ref)=0.00334166
pdf =0.000810972
pdf (ref)=0.000810972
pdf =7.58338e-05
pdf (ref)=7.58338e-05
pdf =2.73233e-06
pdf (ref)=2.73233e-06
pdf =3.7933e-08
pdf (ref)=3.7933e-08
pdf =2.02915e-10
pdf (ref)=2.02915e-10
pdf =0.000307961
pdf (ref)=0.000307961
pdf =4.67313e-05
pdf (ref)=4.67313e-05
pdf =2.73233e-06
pdf (ref)=2.73233e-06
pdf =6.15563e-08
pdf (ref)=6.15563e-08
pdf =5.34349e-10
pdf (ref)=5.34349e-10
pdf =1.78727e-12
pdf (ref)=1.78727e-12
pdf =1.09356e-05
pdf (ref)=1.09356e-05
pdf =1.03758e-06
pdf (ref)=1.03758e-06
pdf =3.7933e-08
pdf (ref)=3.7933e-08
pdf =5.34349e-10
pdf (ref)=5.34349e-10
pdf =2.90032e-12
pdf (ref)=2.90032e-12
pdf =1.49624e-07
pdf (ref)=1.49624e-07
pdf =8.8767e-09
pdf (ref)=8.8767e-09
pdf =2.02915e-10
pdf (ref)=2.02915e-10
pdf =1.78727e-12
pdf (ref)=1.78727e-12
new distribution = class=RandomMixture name=RandomMixture distribution collection=[class=Uniform name=Uniform dimension=1 a=0 b=1,class=Uniform name=Uniform dimension=1 a=0 b=1,class=Uniform name=Uniform dimension=1 a=0 b=1] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=2 columns=3 values=[1,1,-2,1,1,-3] constant=class=Point name=Unnamed dimension=2 values=[0,0]
range = class=Interval name=Unnamed dimension=2 lower bound=class=Point name=Unnamed dimension=2 values=[-2,-3] upper bound=class=Point name=Unnamed dimension=2 values=[2,2] finite lower bound=[1,1] finite upper bound=[1,1]
mean = class=Point name=Unnamed dimension=2 values=[0,-0.5]
cov = class=CovarianceMatrix dimension=2 implementation=class=MatrixImplementation name=Unnamed rows=2 columns=2 values=[0.5,-0.333333,-0.333333,0.916667]
sigma = class=Point name=Unnamed dimension=2 values=[0.707107,0.957427]
pdf =0.200008
pdf =0.199953
pdf =0.18257
pdf =0.161365
pdf =0.140147
pdf =0.11893
pdf =0.200012
pdf =0.194237
pdf =0.172999
pdf =0.151788
pdf =0.130572
pdf =0.109357
pdf =0.200032
pdf =0.184647
pdf =0.163427
pdf =0.142211
pdf =0.120996
pdf =0.099784
pdf =0.190057
pdf =0.175051
pdf =0.153858
pdf =0.132633
pdf =0.111423
pdf =0.0902108
pdf =0.164538
pdf =0.155122
pdf =0.144316
pdf =0.123061
pdf =0.101846
pdf =0.0806394
pdf =0.13901
pdf =0.129584
pdf =0.120154
pdf =0.110695
pdf =0.0922665
pdf =0.0710676
3D distribution = class=RandomMixture name=RandomMixture distribution collection=[class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[0] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1],class=Mixture name=Mixture dimension=1 distributionCollection=[class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[2] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1],class=Normal name=Normal dimension=1 mean=class=Point name=Unnamed dimension=1 values=[-2] sigma=class=Point name=Unnamed dimension=1 values=[1] correlationMatrix=class=CorrelationMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[1]] base=class=Point name=Unnamed dimension=0 values=[] alias=[],class=Uniform name=Uniform dimension=1 a=0 b=1,class=Uniform name=Uniform dimension=1 a=0 b=1] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=3 columns=4 values=[1,0.5,-0.5,-0.05,1,-0.1,1,-0.05,1.2,-0.5,0.3,-0.8] constant=class=Point name=Unnamed dimension=3 values=[0,0,0]
range = class=Interval name=Unnamed dimension=3 lower bound=class=Point name=Unnamed dimension=3 values=[-8.63316,-13.5259,-5.59038] upper bound=class=Point name=Unnamed dimension=3 values=[9.13316,13.7759,5.99038] finite lower bound=[0,0,0] finite upper bound=[0,0,0]
mean = class=Point name=Unnamed dimension=3 values=[0.25,0.125,0.2]
cov = class=CovarianceMatrix dimension=3 implementation=class=MatrixImplementation name=Unnamed rows=3 columns=3 values=[1.11667,0.233333,-0.341667,0.233333,5.25771,-0.775,-0.341667,-0.775,0.473333]
sigma = class=Point name=Unnamed dimension=3 values=[1.05672,2.29297,0.687992]
entropy =2.37519
pdf =0.0129098
pdf =0.0235598
pdf =0.0428888
pdf =0.0450388
pdf =0.0129346
pdf =0.0249347
pdf =0.0398986
pdf =0.0346726
pdf =0.0112035
pdf =0.0207729
pdf =0.0296826
pdf =0.0229155
pdf =0.00832244
pdf =0.0152309
pdf =0.0189705
pdf =0.0123756
case 1, q=0.384146
case 1, q comp=0.000393214
case 2, q=-0.000393214
case 2, q comp=-0.384146
sum=class=Trapezoidal name=Trapezoidal dimension=1 a=0 b=1 c=2 d=3 h=0.5
CDF=0.75
quantile=class=Point name=Unnamed dimension=1 values=[0.894427]
sum=class=RandomMixture name=RandomMixture distribution collection=[class=TruncatedDistribution name=TruncatedDistribution distribution=class=LogNormal name=LogNormal dimension=1 muLog=0.346574 sigmaLog=0.652004 gamma=0 bounds=class=Interval name=Unnamed dimension=1 lower bound=class=Point name=Unnamed dimension=1 values=[0.2] upper bound=class=Point name=Unnamed dimension=1 values=[10] finite lower bound=[1] finite upper bound=[1] thresholdRealization=0.5,class=Uniform name=Uniform dimension=1 a=0 b=2] weights =class=Matrix implementation=class=MatrixImplementation name=Unnamed rows=1 columns=2 values=[1,1] constant=class=Point name=Unnamed dimension=1 values=[0]
CDF=0.306712
quantile=class=Point name=Unnamed dimension=1 values=[1.67422]
CDF(0)=0.5
|
