blob: 458718f71d7d0e20636941bbb053a7febccdf0fb [file] [log] [blame]
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;
using System.Threading;
using System.Diagnostics;
using System.IO;
using System.Reflection;
namespace distribution_explorer
{
/// <summary>
/// Main distribution explorer.
/// </summary>
public partial class DistexForm : Form
{
EventLog log = new EventLog();
/// <summary>
/// Main form
/// </summary>
public DistexForm()
{
if (!EventLog.SourceExists("EventLogDistex"))
{
EventLog.CreateEventSource("EventLogDistex", "Application");
}
log.Source = "EventLogDistex";
log.WriteEntry("DistexForm");
InitializeComponent();
Application.DoEvents();
}
private void Form_Load(object sender, EventArgs e)
{ // Load distribution & parameters names, and default values.
try
{
// Create and show splash screen:
this.Hide();
distexSplash frmSplash = new distexSplash();
frmSplash.Show();
frmSplash.Update();
// Now load our data while the splash is showing:
if (boost_math.any_distribution.size() <= 0)
{
MessageBox.Show("Problem loading any distributions, size = " + boost_math.any_distribution.size().ToString());
}
for (int i = 0; i < boost_math.any_distribution.size(); ++i)
{
distribution.Items.Add(boost_math.any_distribution.distribution_name(i));
}
distribution.SelectedIndex = 0; // 1st in array, but could be any other.
// All parameters are made zero by default, but updated from chosen distribution.
parameter1.Text = boost_math.any_distribution.first_param_default(0).ToString();
parameter2.Text = boost_math.any_distribution.second_param_default(0).ToString();
parameter3.Text = boost_math.any_distribution.third_param_default(0).ToString();
//
// Sleep and then close splash;
Thread.Sleep(3000);
frmSplash.Close();
this.Visible = true;
}
catch
{ //
log.WriteEntry("DistexForm_load exception!");
MessageBox.Show("Problem loading distributions, size = " + boost_math.any_distribution.size().ToString());
}
}
private void distribution_SelectedIndexChanged(object sender, EventArgs e)
{
int i = distribution.SelectedIndex; // distribution tab.
parameter1Label.Text = boost_math.any_distribution.first_param_name(i);
parameterLabel1.Text = boost_math.any_distribution.first_param_name(i); // properties tab.
parameter2Label.Text = boost_math.any_distribution.second_param_name(i);
parameter3Label.Text = boost_math.any_distribution.third_param_name(i);
if (boost_math.any_distribution.first_param_name(i).Length.CompareTo(0) != 0)
{ // Actually all the distributions have at least one parameters,
parameter1.Visible = true; // so should always be true.
parameterLabel1.Visible = true;
}
else
{ // If distribution chosen has no parameter name(s) then hide.
parameter1.Visible = false;
parameterLabel1.Visible = false;
}
parameter1.Text = boost_math.any_distribution.first_param_default(i).ToString();
// Update parameter default to match distribution.
if (boost_math.any_distribution.second_param_name(i).Length.CompareTo(0) != 0)
{
parameter2.Visible = true;
parameterLabel2.Visible = true;
parameter2ValueLabel.Visible = true;
}
else
{ // hide
parameter2.Visible = false;
parameterLabel2.Visible = false;
parameter2ValueLabel.Visible = false;
}
parameter2.Text = boost_math.any_distribution.second_param_default(i).ToString();
if (boost_math.any_distribution.third_param_name(i).Length.CompareTo(0) != 0)
{
parameter3.Visible = true;
parameterLabel3.Visible = true;
parameter3ValueLabel.Visible = true;
}
else
{ // hide
parameter3.Visible = false;
parameterLabel3.Visible = false;
parameter3ValueLabel.Visible = false;
}
parameter3.Text = boost_math.any_distribution.third_param_default(i).ToString();
// Update tool tips to show total and supported ranges.
PropertiesTabPage.ToolTipText = "Shows properties and ranges of chosen distribution.";
}
private boost_math.any_distribution dist;
private void dataGridView1_CellEndEdit(object sender, DataGridViewCellEventArgs e)
{ // Display a grid of pdf, cdf... values from user's random variate x value.
try
{
if (e.ColumnIndex == 0)
{ // Clicked on left-most random variate x column to enter a value.
int i = e.RowIndex;
string s = CDF_data.Rows[i].Cells[0].Value.ToString();
double x = double.Parse(s); // Get value of users random variate x.
double pdf = dist.pdf(x); // Compute pdf values from x
double cdf = dist.cdf(x); // & cdf
double ccdf = dist.ccdf(x); // & complements.
CDF_data.Rows[i].Cells[1].Value = pdf; // and display values.
CDF_data.Rows[i].Cells[2].Value = cdf;
CDF_data.Rows[i].Cells[3].Value = ccdf;
}
}
catch (SystemException se)
{
MessageBox.Show("Error in random variable value: " + se.Message, "Calculation Error");
}
}
private void tabPage2_Enter(object sender, EventArgs e)
{ // Properties tab shows distribution's mean, mode, median...
try
{ // Show chosen distribution name, and parameter names & values.
int i = distribution.SelectedIndex;
distributionValueLabel.Text = boost_math.any_distribution.distribution_name(i).ToString();
parameterLabel1.Text = boost_math.any_distribution.first_param_name(i).ToString();
parameter1ValueLabel.Text = double.Parse(parameter1.Text).ToString();
parameterLabel2.Text = boost_math.any_distribution.second_param_name(i).ToString();
parameter2ValueLabel.Text = double.Parse(parameter2.Text).ToString();
parameterLabel3.Text = boost_math.any_distribution.third_param_name(i).ToString();
parameter3ValueLabel.Text = double.Parse(parameter3.Text).ToString();
// Show computed properties of distribution.
try
{
mean.Text = dist.mean().ToString();
}
catch
{
mean.Text = "Undefined.";
}
try
{
mode.Text = dist.mode().ToString();
}
catch
{
mode.Text = "Undefined.";
}
try
{
median.Text = dist.median().ToString();
}
catch
{
median.Text = "Undefined.";
}
try
{
variance.Text = dist.variance().ToString();
}
catch
{
variance.Text = "Undefined.";
}
try
{
standard_deviation.Text = dist.standard_deviation().ToString();
}
catch
{
standard_deviation.Text = "Undefined.";
}
try
{
skewness.Text = dist.skewness().ToString();
}
catch
{
skewness.Text = "Undefined.";
}
try
{
kurtosis.Text = dist.kurtosis().ToString();
}
catch
{
kurtosis.Text = "Undefined.";
}
try
{
kurtosis_excess.Text = dist.kurtosis_excess().ToString();
}
catch
{
kurtosis_excess.Text = "Undefined.";
}
try
{
coefficient_of_variation.Text = dist.coefficient_of_variation().ToString();
}
catch
{
coefficient_of_variation.Text = "Undefined.";
}
rangeLowestLabel.Text = dist.lowest().ToString();
rangeGreatestLabel.Text = dist.uppermost().ToString();
supportLowerLabel.Text = dist.lower().ToString();
supportUpperLabel.Text = dist.upper().ToString();
cdfTabPage.ToolTipText = "Random variate can range from " + rangeLowestLabel.Text
+ " to " + rangeGreatestLabel.Text
+ ",\nbut is said to be supported from " + supportLowerLabel.Text
+ " to " + supportUpperLabel.Text
+ "\nWithin this supported range the PDF and CDF have values between 0 and 1,\nbut below " + supportLowerLabel.Text + " both are zero, and above "
+ supportUpperLabel.Text + " both are unity";
}
catch (SystemException se)
{
MessageBox.Show(se.Message, "Calculation Error!");
}
}
private void properties_tab_Deselecting(object sender, TabControlCancelEventArgs e)
{
try
{
if (e.TabPageIndex == 0)
{ // Update selected distribution object:
double x = double.Parse(parameter1.Text);
double y = double.Parse(parameter2.Text);
double z = double.Parse(parameter3.Text);
int i = distribution.SelectedIndex;
dist = new boost_math.any_distribution(i, x, y, z);
// Clear existing CDF data (has to be a better way?):
while (CDF_data.Rows.Count > 1)
{
CDF_data.Rows.Remove(CDF_data.Rows[0]);
}
// Clear existing quantile data (has to be a better way?):
while (QuantileData.Rows.Count > 1)
{
QuantileData.Rows.Remove(QuantileData.Rows[0]);
}
}
}
catch (SystemException se)
{
MessageBox.Show(se.Message +
" Please check the distribution's parameters and try again.", "Distribution Error");
this.propertiesTab.SelectedIndex = 0;
e.Cancel = true;
}
}
private void QuantileData_CellEndEdit(object sender, DataGridViewCellEventArgs e)
{ // aka Risk & critical values tab.
try
{
if (e.ColumnIndex == 0)
{
int i = e.RowIndex;
string s = QuantileData.Rows[i].Cells[0].Value.ToString();
double x = double.Parse(s);
// Remember x is alpha: 1 - the probability:
double lcv = dist.quantile(x);
double ucv = dist.quantile_c(x);
QuantileData.Rows[i].Cells[1].Value = lcv;
QuantileData.Rows[i].Cells[2].Value = ucv;
}
}
catch (SystemException se)
{
// TODO add some proper handling here!
MessageBox.Show("Error in probability value: " + se.Message, "Calculation Error");
}
}
private void QuantileTab_Enter(object sender, EventArgs e)
{ // Evaluate critical values (quantiles) for pre-chosen risk level.
// and then, optionally, for other user-provided risk levels.
try
{
if (QuantileData.Rows.Count == 1)
{
// Add some defaults:
QuantileData.Rows.Add(5); // 5 Risk levels.
QuantileData.Rows[0].Cells[0].Value = "0.001"; // Risk values as text,
QuantileData.Rows[0].Cells[1].Value = dist.quantile(0.001); // & as double.
QuantileData.Rows[0].Cells[2].Value = dist.quantile_c(0.001);
QuantileData.Rows[1].Cells[0].Value = "0.01";
QuantileData.Rows[1].Cells[1].Value = dist.quantile(0.01); // 99% confidence.
QuantileData.Rows[1].Cells[2].Value = dist.quantile_c(0.01);
QuantileData.Rows[2].Cells[0].Value = "0.05";
QuantileData.Rows[2].Cells[1].Value = dist.quantile(0.05);
QuantileData.Rows[2].Cells[2].Value = dist.quantile_c(0.05);
QuantileData.Rows[3].Cells[0].Value = "0.1";
QuantileData.Rows[3].Cells[1].Value = dist.quantile(0.1);
QuantileData.Rows[3].Cells[2].Value = dist.quantile_c(0.1);
QuantileData.Rows[4].Cells[0].Value = "0.33333333333333333";
QuantileData.Rows[4].Cells[1].Value = dist.quantile(0.33333333333333333);
QuantileData.Rows[4].Cells[2].Value = dist.quantile_c(0.33333333333333333);
}
}
catch (SystemException se)
{
// TODO add some proper handling here!
MessageBox.Show(se.Message, "Calculation Error");
}
}
private void properties_tab_SelectedIndexChanged(object sender, EventArgs e)
{
}
private void tabPage1_Click(object sender, EventArgs e)
{
}
private void CDF_data_CellContentClick(object sender, DataGridViewCellEventArgs e)
{
}
distexAboutBox DistexAboutBox = new distexAboutBox();
private void aboutToolStripMenuItem_Click(object sender, EventArgs e)
{
DistexAboutBox.ShowDialog();
}
private void DistexForm_Activated(object sender, EventArgs e)
{
}
/// get AssemblyDescription
public string AssemblyDescription
{
get
{
// Get all Description attributes on this assembly
object[] attributes = Assembly.GetExecutingAssembly().GetCustomAttributes(typeof(AssemblyDescriptionAttribute), false);
// If there aren't any Description attributes, return an empty string
if (attributes.Length == 0)
return "";
// If there is a Description attribute, return its value
return ((AssemblyDescriptionAttribute)attributes[0]).Description;
}
}
private void saveFileDialog1_FileOk(object sender, CancelEventArgs e)
{
using (StreamWriter sw = new StreamWriter(this.saveFileDialog.FileName))
{ // Write distribution info and properties to file.
sw.WriteLine( AssemblyDescription);
sw.WriteLine("Version " + Assembly.GetExecutingAssembly().GetName().Version.ToString());
// Get parameter names (null "" if no parameter).
int i = distribution.SelectedIndex;
distributionValueLabel.Text = boost_math.any_distribution.distribution_name(i).ToString();
sw.WriteLine(distributionValueLabel.Text + " distribution");
parameterLabel1.Text = boost_math.any_distribution.first_param_name(i).ToString();
parameterLabel2.Text = boost_math.any_distribution.second_param_name(i).ToString();
parameterLabel3.Text = boost_math.any_distribution.third_param_name(i).ToString();
string separator = "\t "; // , or tab or space?
// Write parameter name & value.
sw.WriteLine(parameterLabel1.Text + separator + this.parameter1.Text);
if (boost_math.any_distribution.second_param_name(i).Length.CompareTo(0) != 0)
{ // Is a 2nd parameter.
sw.WriteLine(parameterLabel2.Text + separator + this.parameter2.Text);
}
if (boost_math.any_distribution.third_param_name(i).Length.CompareTo(0) != 0)
{ // Is a 3rd parameter.
sw.WriteLine(parameterLabel3.Text + separator + this.parameter3.Text);
}
sw.WriteLine();
sw.WriteLine("Properties");
// Show computed properties of distribution.
double x = double.Parse(parameter1.Text);
double y = double.Parse(parameter2.Text);
double z = double.Parse(parameter3.Text);
dist = new boost_math.any_distribution(i, x, y, z);
// Note global dist might not have been calculated yet if no of the tabs clicked.
try
{
mean.Text = dist.mean().ToString();
}
catch
{
mean.Text = "Undefined";
}
sw.WriteLine("Mean" + separator + mean.Text);
try
{
mode.Text = dist.mode().ToString();
}
catch
{
mode.Text = "Undefined";
}
sw.WriteLine("mode" + separator + mode.Text);
try
{
median.Text = dist.median().ToString();
}
catch
{
median.Text = "Undefined";
}
sw.WriteLine("Median" + separator + median.Text);
try
{
variance.Text = dist.variance().ToString();
}
catch
{
variance.Text = "Undefined";
}
sw.WriteLine("Variance" + separator + variance.Text);
try
{
standard_deviation.Text = dist.standard_deviation().ToString();
}
catch
{
standard_deviation.Text = "Undefined";
}
sw.WriteLine("Standard Deviation" + separator + standard_deviation.Text);
try
{
skewness.Text = dist.skewness().ToString();
}
catch
{
skewness.Text = "Undefined";
}
sw.WriteLine("Skewness" + separator + skewness.Text);
try
{
coefficient_of_variation.Text = dist.coefficient_of_variation().ToString();
}
catch
{
coefficient_of_variation.Text = "Undefined";
}
sw.WriteLine("Cofficient of variation" + separator + coefficient_of_variation.Text);
try
{
kurtosis.Text = dist.kurtosis().ToString();
}
catch
{
kurtosis.Text = "Undefined";
}
sw.WriteLine("Kurtosis" + separator + kurtosis.Text);
try
{
kurtosis_excess.Text = dist.kurtosis_excess().ToString();
}
catch
{
kurtosis_excess.Text = "Undefined";
}
sw.WriteLine("Kurtosis excess" + separator + kurtosis_excess.Text);
sw.WriteLine();
sw.WriteLine("Range from" + separator + dist.lowest().ToString() + separator +
"to" + separator + dist.uppermost().ToString());
sw.WriteLine("Support from " + separator + dist.lower().ToString() +separator+
"to " + separator + dist.upper().ToString());
sw.WriteLine();
//
sw.WriteLine("Quantiles");
if (QuantileData.Rows.Count == 1)
{ // Add some defaults:
QuantileData.Rows.Add(5); // 5 Risk levels.
QuantileData.Rows[0].Cells[0].Value = "0.001"; // Risk values as text,
QuantileData.Rows[0].Cells[1].Value = dist.quantile(0.001); // & as double.
QuantileData.Rows[0].Cells[2].Value = dist.quantile_c(0.001);
QuantileData.Rows[1].Cells[0].Value = "0.01";
QuantileData.Rows[1].Cells[1].Value = dist.quantile(0.01); // 99% confidence.
QuantileData.Rows[1].Cells[2].Value = dist.quantile_c(0.01);
QuantileData.Rows[2].Cells[0].Value = "0.05";
QuantileData.Rows[2].Cells[1].Value = dist.quantile(0.05);
QuantileData.Rows[2].Cells[2].Value = dist.quantile_c(0.05);
QuantileData.Rows[3].Cells[0].Value = "0.1";
QuantileData.Rows[3].Cells[1].Value = dist.quantile(0.1);
QuantileData.Rows[3].Cells[2].Value = dist.quantile_c(0.1);
QuantileData.Rows[4].Cells[0].Value = "0.33333333333333333";
QuantileData.Rows[4].Cells[1].Value = dist.quantile(0.33333333333333333);
QuantileData.Rows[4].Cells[2].Value = dist.quantile_c(0.33333333333333333);
}
// else have already been calculated by entering the quantile tab.
for (int r = 0; r < QuantileData.Rows.Count-1; r++)
{ // Show all the rows of quantiles, including any optional user values.
sw.WriteLine(QuantileData.Rows[r].Cells[0].Value.ToString() + separator +
QuantileData.Rows[r].Cells[1].Value.ToString() + separator +
QuantileData.Rows[r].Cells[2].Value.ToString());
}
sw.WriteLine();
sw.WriteLine("PDF, CDF & complement(s)");
for (int r = 0; r < CDF_data.Rows.Count-1; r++)
{ // Show all the rows of pdf, cdf, including any optional user values.
sw.WriteLine(CDF_data.Rows[r].Cells[0].Value.ToString() + separator + // x value.
CDF_data.Rows[r].Cells[1].Value.ToString() + separator + // pdf
CDF_data.Rows[r].Cells[2].Value.ToString() + separator + // cdf
CDF_data.Rows[r].Cells[3].Value.ToString());// cdf complement.
}
sw.WriteLine();
}
} // saveFileDialog1_FileOk
private void saveToolStripMenuItem_Click(object sender, EventArgs e)
{
this.saveFileDialog.ShowDialog();
}
private void saveAsToolStripMenuItem_Click(object sender, EventArgs e)
{ // Same as Save.
this.saveFileDialog.ShowDialog();
}
private void contentsToolStripMenuItem_Click(object sender, EventArgs e)
{ // In lieu of proper help.
string helpText = "\n" + AssemblyDescription +
"Version " + Assembly.GetExecutingAssembly().GetName().Version.ToString() +
"\nA Windows utility to show the properties of distributions" +
"\n and permits calculation of probability density (or mass) function (PDF)" +
"\nand cumulative distribution function (CDF) and complement from values provided." +
"\nQuantiles are also calculated for typical risk (alpha) probabilities" +
"\nand for probabilities provided by the user." +
"\n" +
"\nResults can be saved to text files using Save or SaveAs." +
"\nAll the values on the four tabs are output to the file chosen," +
"\nand are tab separated to assist input to other programs," +
"\nfor example, spreadsheets or text editors." +
"\nNote: when importing to Excel only 10 decimal digits are shown by default:" +
"\nit is necessary to format all cells to display the full 15 decimal digits," +
"\nalthough not all computed values will be as accurate as this.\n" +
"\nValues shown as NaN cannot be calculated from the value given," +
"\nmost commonly because the value is outside the range for the distribution." +
"n" +
"\nFor more information, including downloads see " +
"\nhttp://boost-consulting.com/vault/index.php?action=downloadfile&filename=math_toolkit.html&directory=Math%20-%20Numerics&" +
"\n(Note that .NET framework 2.0 and VCredist are requirements for this program.)" +
"\n\nCopyright John Maddock & Paul A. Bristow 2007, 2009";
MessageBox.Show("Statistical Distribution Explorer\n" + helpText);
}
private void newToolStripMenuItem_Click(object sender, EventArgs e)
{
MessageBox.Show("New is not yet implemented.");
}
private void openToolStripMenuItem_Click(object sender, EventArgs e)
{
MessageBox.Show("Open is not yet implemented.");
}
private void printToolStripMenuItem_Click(object sender, EventArgs e)
{
MessageBox.Show("Print is not yet implemented." +
"\nSave all values to a text file and print that file.");
}
private void printPreviewToolStripMenuItem_Click(object sender, EventArgs e)
{
MessageBox.Show("Print Preview is not yet implemented." +
"\nSave all values to a text file and print that file.");
}
private void exitToolStripMenuItem_Click(object sender, EventArgs e)
{ // exit DistexForm
this.Close();
}
} // class DistexForm
} // namespace distribution_explorer