Accord.Tests.Statistics.MultivariateNormalDistributionTest.CumulativeFunctionTest2 C# (CSharp) Метод

        public void CumulativeFunctionTest2()
        {
            double[] mean = { 4.2 };

            double[,] covariance = { { 1.4 } };

            var baseline = new NormalDistribution(4.2, System.Math.Sqrt(covariance[0, 0]));
            var target = new MultivariateNormalDistribution(mean, covariance);

            for (int i = 0; i < 10; i++)
            {
                double x = (i - 2) / 10.0;

                {
                    double actual = target.ProbabilityDensityFunction(x);
                    double expected = baseline.ProbabilityDensityFunction(x);
                    Assert.AreEqual(expected, actual, 1e-10);
                }

                {
                    double actual = target.DistributionFunction(x);
                    double expected = baseline.DistributionFunction(x);
                    Assert.AreEqual(expected, actual);
                }

                {
                    double actual = target.ComplementaryDistributionFunction(x);
                    double expected = baseline.ComplementaryDistributionFunction(x);
                    Assert.AreEqual(expected, actual);
                }
            }
        }