Accord.Tests.Statistics.MultivariateMixtureDistributionTest.LogProbabilityDensityFunctionTest C# (CSharp) Method

        public void LogProbabilityDensityFunctionTest()
        {
            MultivariateNormalDistribution[] components = new MultivariateNormalDistribution[2];
            components[0] = new MultivariateNormalDistribution(new double[] { 2 }, new double[,] { { 1 } });
            components[1] = new MultivariateNormalDistribution(new double[] { 5 }, new double[,] { { 1 } });

            double[] coefficients = { 0.3, 0.7 };
            var mixture = new MultivariateMixture<MultivariateNormalDistribution>(coefficients, components);

            double[] x = { 1.2 };

            double expected = System.Math.Log(
                0.3 * components[0].ProbabilityDensityFunction(x) +
                0.7 * components[1].ProbabilityDensityFunction(x));

            double actual = mixture.LogProbabilityDensityFunction(x);

            Assert.AreEqual(expected, actual, 1e-10);
            Assert.IsFalse(double.IsNaN(actual));
        }