Accord.Tests.Interop.Math.IntegralTest.InfiniteGaussKronrodTest C# (CSharp) Method

        public void InfiniteGaussKronrodTest()
        {
            for (int i = -10; i < 10; i++)
            {
                Func<double, double> pdf = (x) => Normal.Derivative(x - i);

                Func<double, double> E = (x) => x * pdf(x);
                UFunction UE = (x) => x * pdf(x);

                double expected = Quadpack.Integrate(UE,
                    Double.NegativeInfinity, Double.PositiveInfinity);

                double actual = InfiniteAdaptiveGaussKronrod.Integrate(E,
                    Double.NegativeInfinity, Double.PositiveInfinity);

                Assert.AreEqual(expected, actual, 1e-3);
                Assert.AreEqual(i, actual, 1e-3);
            }
        }