public void WeightedEmpiricalDistributionConstructorTest2() { double[] original = { 5, 5, 1, 4, 1, 2, 2, 3, 3, 3, 4, 3, 3, 3, 4, 3, 2, 3 }; var distribution = new MultivariateEmpiricalDistribution(original.ToArray()); double[] weights = { 2, 1, 1, 1, 2, 3, 1, 3, 1, 1, 1, 1 }; double[] source = { 5, 1, 4, 1, 2, 3, 4, 3, 4, 3, 2, 3 }; double[][] samples = source.ToArray(); weights = weights.Divide(weights.Sum()); var target = new MultivariateEmpiricalDistribution(samples, weights, distribution.Smoothing); Assert.AreEqual(distribution.Mean[0], target.Mean[0]); Assert.AreEqual(distribution.Median[0], target.Median[0]); Assert.AreEqual(distribution.Mode[0], target.Mode[0]); Assert.AreEqual(distribution.Smoothing[0, 0], target.Smoothing[0, 0]); Assert.AreEqual(1.3655172413793104, target.Variance[0]); Assert.AreEqual(target.Weights, weights); Assert.AreEqual(target.Samples, samples); for (double x = 0; x < 6; x += 0.1) { double actual, expected; expected = distribution.ComplementaryDistributionFunction(x); actual = target.ComplementaryDistributionFunction(x); Assert.AreEqual(expected, actual, 1e-15); expected = distribution.DistributionFunction(x); actual = target.DistributionFunction(x); Assert.AreEqual(expected, actual, 1e-15); expected = distribution.LogProbabilityDensityFunction(x); actual = target.LogProbabilityDensityFunction(x); Assert.AreEqual(expected, actual, 1e-15); expected = distribution.ProbabilityDensityFunction(x); actual = target.ProbabilityDensityFunction(x); Assert.AreEqual(expected, actual, 1e-15); } }