Accord.Tests.Statistics.MultivariateNormalDistributionTest.ProbabilityDensityFunctionTest C# (CSharp) Method

        public void ProbabilityDensityFunctionTest()
        {
            double[] mean = { 1, -1 };
            double[,] covariance = 
            {
                { 0.9, 0.4 },
                { 0.4, 0.3 },
            };

            var target = new MultivariateNormalDistribution(mean, covariance);

            double[] x = { 1.2, -0.8 };
            double expected = 0.446209421363460;
            double actual = target.ProbabilityDensityFunction(x);

            Assert.AreEqual(expected, actual, 0.00000001);
        }