public IEnumerator GetEnumerator()
{
const double error = 0.001;
var xi = StandardNormalDistribution.CumulativeDistributionFunction(0.5);
yield return(Case(
x: new[] { xi, xi },
corr: new[, ]
{
{ 1d, 0.5 },
{ 0.5, 1d },
},
expected: 0.5462444438570895,
error: error));
yield return(Case(
x: new[] { xi, xi },
corr: new[, ]
{
{ 1d, -0.5 },
{ -0.5, 1d },
},
expected: 0.41922310903660254,
error: error));
}
public void TestCumulativeDistributionFunction(double x, double expected)
{
Assert.AreEqual(expected, StandardNormalDistribution.Instance.CumulativeDistribution(x));
Assert.AreEqual(expected, StandardNormalDistribution.CumulativeDistributionFunction(x));
}