public void Matrix_Covariance_Test()
{
// from: http://www.itl.nist.gov/div898/handbook/pmc/section5/pmc541.htm
Matrix x = new[,]
{{ 4.0, 2.0, .60 },
{ 4.2, 2.1, .59 },
{ 3.9, 2.0, .58 },
{ 4.3, 2.1, .62 },
{ 4.1, 2.2, .63 }};
Matrix covTruth = new[,]
{{ 0.02500, 0.00750, 0.00175 },
{ 0.00750, 0.00700, 0.00135 },
{ 0.00175, 0.00135, 0.00043 }};
var cov = x.Covariance().Round(5);
Assert.Equal(covTruth, cov);
}
public void TestMatrixCovariance()
{
var testInput = new[,]
{
{90D, 60D, 90D},
{90D, 90D, 30D},
{60D, 60D, 60D},
{60D, 60D, 90D},
{30D, 30D, 30D}
};
var testResult = testInput.Covariance();
Assert.AreEqual(504D, testResult[0, 0]);
Assert.AreEqual(360D, testResult[0, 1]);
Assert.AreEqual(180D, testResult[0, 2]);
Assert.AreEqual(360D, testResult[1, 0]);
Assert.AreEqual(360D, testResult[1, 1]);
Assert.AreEqual(0, testResult[1, 2]);
Assert.AreEqual(180D, testResult[2, 0]);
Assert.AreEqual(0D, testResult[2, 1]);
Assert.AreEqual(720D, testResult[2, 2]);
}