Accord.Tests.Statistics.MixtureDistributionTest.FitTest C# (CSharp) Method

        public void FitTest()
        {
            double[] coefficients = { 0.50, 0.50 };

            NormalDistribution[] components = new NormalDistribution[2];
            components[0] = new NormalDistribution(2, 1);
            components[1] = new NormalDistribution(5, 1);

            var target = new Mixture<NormalDistribution>(coefficients, components);

            double[] values = { 0, 1, 1, 0, 1, 6, 6, 5, 7, 5 };
            double[] part1 = values.Submatrix(0, 4);
            double[] part2 = values.Submatrix(5, 9);

            MixtureOptions options = new MixtureOptions() { Threshold = 1e-10 };

            target.Fit(values, options);
            var actual = target;

            var mean1 = Measures.Mean(part1);
            var var1 = Measures.Variance(part1);
            Assert.AreEqual(mean1, actual.Components[0].Mean, 1e-6);
            Assert.AreEqual(var1, actual.Components[0].Variance, 1e-6);

            var mean2 = Measures.Mean(part2);
            var var2 = Measures.Variance(part2);
            Assert.AreEqual(mean2, actual.Components[1].Mean, 1e-6);
            Assert.AreEqual(var2, actual.Components[1].Variance, 1e-5);

            var expectedMean = Measures.Mean(values);
            var actualMean = actual.Mean;
            Assert.AreEqual(expectedMean, actualMean, 1e-7);

            var expectedVar = Measures.Variance(values, false);
            var actualVar = actual.Variance;
            Assert.AreEqual(expectedVar, actualVar, 0.15);
        }