Accord.Tests.Statistics.MultivariateContinuousDistributionTest.FitTest6 C# (CSharp) Method

        public void FitTest6()
        {
            MultivariateContinuousDistribution target = CreateMultivariateContinuousDistribution(); // TODO: Initialize to an appropriate value
            double[][] observations = 
            {
                new double[] { 1, 2 },
                new double[] { 3, 2 },
                new double[] { 2, 3 },
                new double[] { 1, 2 },
            };

            target.Fit(observations);

            double[] expectedMean = { 1.75, 2.25 };
            double[,] expectedCov = 
            {
                { 0.91666666666666663,  0.083333333333333329 },
                { 0.083333333333333329, 0.25                 },
            };

            Assert.IsTrue(expectedMean.IsEqual(target.Mean));
            Assert.IsTrue(expectedCov.IsEqual(target.Covariance));

            Assert.IsTrue(expectedCov.Diagonal().IsEqual(target.Variance));

            double[] x = { 0.4, 2 };
            double expected = 0.120833904312578;
            double actual = target.ProbabilityDensityFunction(x);
            Assert.AreEqual(expected, actual, 1e-10);
        }