Accord.Tests.Statistics.MultivariateNormalDistributionTest.FitTest3 C# (CSharp) Method

        public void FitTest3()
        {
            double[][] observations = 
            {
                new double[] { 1, 2 },
                new double[] { 2, 4 },
                new double[] { 3, 6 },
                new double[] { 4, 8 }
            };


            var target = new MultivariateNormalDistribution(2);

            NormalOptions options = new NormalOptions()
            {
                Robust = true
            };

            target.Fit(observations, options);

            double pdf = target.ProbabilityDensityFunction(4, 2);
            double cdf = target.DistributionFunction(4, 2);
            bool psd = target.Covariance.IsPositiveDefinite();

            Assert.AreEqual(0.043239154739844896, pdf);
            Assert.AreEqual(0.12263905840338646, cdf);
            Assert.IsFalse(psd);
        }