Accord.Tests.Statistics.MultivariateContinuousDistributionTest.FitTest7 C# (CSharp) Method

        public void FitTest7()
        {
            MultivariateContinuousDistribution target = CreateMultivariateContinuousDistribution();

            double[][] observations = 
            {
                new double[] { 1, 2 },
                new double[] { 3, 2 },
                new double[] { 2, 3 },
                new double[] { 1, 2 },
            };

            double[] weights = { 0.125, 0.125, 0.25, 0.5 };

            target.Fit(observations, weights);

            double[] expectedMean = { 1.5, 2.25 };
            double[,] expectedCov = 
            {
                { 0.76190476190476186, 0.19047619047619047 },
                { 0.19047619047619047, 0.2857142857142857 },
            };

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


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

            double[] x = { 0.4, 2 };
            double expected = 0.168681501947055;
            double actual = target.ProbabilityDensityFunction(x);
            Assert.AreEqual(expected, actual, 1e-10);
        }