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

        public void GenerateTest()
        {
            Accord.Math.Tools.SetupGenerator(0);

            var normal = new MultivariateNormalDistribution(
                new double[] { 2, 6 },
                new double[,] { { 2, 1 }, { 1, 5 } });

            double[][] sample = normal.Generate(1000000);

            double[] mean = sample.Mean(dimension: 0);
            double[][] cov = sample.Covariance(dimension: 0);

            Assert.AreEqual(2, mean[0], 1e-2);
            Assert.AreEqual(6, mean[1], 1e-2);

            Assert.AreEqual(2, cov[0][0], 1e-2);
            Assert.AreEqual(1, cov[0][1], 1e-2);
            Assert.AreEqual(1, cov[1][0], 1e-2);
            Assert.AreEqual(5, cov[1][1], 2e-2);
        }