Accord.Tests.Statistics.MultivariateNormalDistributionTest.ProbabilityDensityFunctionTest2 C# (CSharp) Method

        public void ProbabilityDensityFunctionTest2()
        {
            double[] mean = new double[64];
            double[,] covariance = bigmatrix;

            var target = new MultivariateNormalDistribution(mean, covariance);

            double expected = double.PositiveInfinity;
            double actual = target.ProbabilityDensityFunction(mean);
            Assert.AreEqual(expected, actual, 0.00000001);

            expected = 1053.6344885618446;
            actual = target.LogProbabilityDensityFunction(mean);
            Assert.AreEqual(expected, actual, 0.00000001);

            double[] x = Matrix.Diagonal(covariance).Multiply(1.5945e7);

            expected = 4.781042576287362e-12;
            actual = target.ProbabilityDensityFunction(x);
            Assert.AreEqual(expected, actual, 1e-21);

            expected = System.Math.Log(4.781042576287362e-12);
            actual = target.LogProbabilityDensityFunction(x);
            Assert.AreEqual(expected, actual, 1e-10);
        }