public void LogProbabilityDensityFunctionTest()
{
double[] mean = { 1, -1 };
double[,] covariance =
{
{ 0.9, 0.4 },
{ 0.4, 0.3 },
};
var target = new MultivariateNormalDistribution(mean, covariance);
double[] x = { 1.2, -0.8 };
double expected = System.Math.Log(0.446209421363460);
double actual = target.LogProbabilityDensityFunction(x);
Assert.AreEqual(expected, actual, 0.00000001);
}