Accord.Tests.Statistics.PrincipalComponentAnalysisTest.correlation_success C# (CSharp) Method

        public void correlation_success()
        {
            double[] mean = Measures.Mean(data, dimension: 0);
            double[] stdDev = Measures.StandardDeviation(data);
            double[,] cov = Measures.Correlation(data);

            var actual = PrincipalComponentAnalysis.FromCorrelationMatrix(mean, stdDev, cov);
            var expected = new PrincipalComponentAnalysis(data, AnalysisMethod.Standardize);

            // Compute
            actual.Compute();
            expected.Compute();

            // Transform
            double[,] actualTransform = actual.Transform(data);
            double[,] expectedTransform = expected.Transform(data);


            // Verify both are equal with 0.01 tolerance value
            Assert.IsTrue(Matrix.IsEqual(actualTransform, expectedTransform, 0.01));

            // Transform
            double[,] image = actual.Transform(data);
            double[,] reverse = actual.Revert(image);

            // Verify both are equal with 0.01 tolerance value
            Assert.IsTrue(Matrix.IsEqual(reverse, data, 0.01));
        }