public void TestNanParameter()
{
var engine = MersenneTwister32Bit19937.InitGenRand(1);
TestInvalidThrows <ArgumentException>(engine, double.NaN, 1d);
TestInvalidThrows <ArgumentException>(engine, 1d, double.NaN);
}
public void InitGenRandTest(uint seed)
{
// the number of random numbers to test
// This is chosen so that the state is cycled twice.
const int size = 1400;
var generator = MersenneTwister32Bit19937.InitGenRand(seed);
Assert.AreEqual(
OriginalInitGenRand(seed, size),
GetRandomValues(generator, size));
}
public void TestConstructValid()
{
var covarianceMatrix = new[, ]
{
{ 1.0, 0.5 },
{ 0.5, 1.0 },
};
var mean = new[] { 0.0, 0.0 };
var engine = MersenneTwister32Bit19937.InitGenRand(1);
Assert.DoesNotThrow(() => _ = new MultivariateNormalSampler.Builder(mean, covarianceMatrix).Build(engine));
}
public void TestLength()
{
var mean = new[] { 0d, 0d };
var sigma = new[, ]
{
{ 1d, 0.5 },
{ 0.5, 1d },
};
var engine = MersenneTwister32Bit19937.InitGenRand(1);
var sampler = new MultivariateNormalSampler.Builder(mean, sigma).Build(engine);
Assert.AreEqual(2, sampler.Length);
}