Accord.Tests.Statistics.ToolsTest.CovarianceTest6 C# (CSharp) Method

        public void CovarianceTest6()
        {
            double[][] matrix = new double[,]
            {
                { 4.0, 2.0, 0.60 },
                { 4.2, 2.1, 0.59 },
                { 3.9, 2.0, 0.58 },
                { 4.3, 2.1, 0.62 },
                { 4.1, 2.2, 0.63 }
            }.ToJagged();


            double[,] expected = new double[,]
            {
                { 0.02500, 0.00750, 0.00175 },
                { 0.00750, 0.00700, 0.00135 },
                { 0.00175, 0.00135, 0.00043 },
            };

            double[] weights = { 1, 1, 1, 1, 1 };

            double[,] actual = Measures.WeightedCovariance(matrix, weights, 0);
            Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0001));

            matrix = matrix.Transpose();

            actual = Measures.WeightedCovariance(matrix, weights, 1);
            Assert.IsTrue(Matrix.IsEqual(expected, actual, 0.0001));
        }