public void ToMultivariateTest()
{
double x = 3;
double mean = 7;
double dev = 5;
NormalDistribution target = new NormalDistribution(mean, dev);
MultivariateNormalDistribution multi =
target.ToMultivariateDistribution();
Assert.AreEqual(target.Mean, multi.Mean[0]);
Assert.AreEqual(target.Variance, multi.Covariance[0, 0]);
Assert.AreEqual(target.Variance, multi.Variance[0]);
double expected = 0.0579383105522966;
double actual = multi.ProbabilityDensityFunction(x);
Assert.IsFalse(double.IsNaN(actual));
Assert.AreEqual(expected, actual, 1e-15);
}