public void GenerateTest1()
        {
            Accord.Math.Tools.SetupGenerator(0);

            double[] mean = { 2, 6 };

            double[,] cov =
            {
                { 2, 1 },
                { 1, 5 }
            };

            var normal = new MultivariateNormalDistribution(mean, cov);

            double[][] source = normal.Generate(10000000);

            var target = new MultivariateEmpiricalDistribution(source);

            Assert.IsTrue(mean.IsEqual(target.Mean, 0.001));
            Assert.IsTrue(cov.IsEqual(target.Covariance, 0.003));

            double[][] samples = target.Generate(10000000);

            double[] sampleMean = samples.Mean();
            double[,] sampleCov = samples.Covariance();

            Assert.AreEqual(2, sampleMean[0], 1e-2);
            Assert.AreEqual(6, sampleMean[1], 1e-2);
            Assert.AreEqual(2, sampleCov[0, 0], 1e-2);
            Assert.AreEqual(1, sampleCov[0, 1], 1e-2);
            Assert.AreEqual(1, sampleCov[1, 0], 1e-2);
            Assert.AreEqual(5, sampleCov[1, 1], 2e-2);
        }