public void MultivariateMoments()
{
// create a random sample
MultivariateSample M = new MultivariateSample(3);
Distribution d0 = new NormalDistribution();
Distribution d1 = new ExponentialDistribution();
Distribution d2 = new UniformDistribution();
Random rng = new Random(1);
int n = 10;
for (int i = 0; i < n; i++) {
M.Add(d0.GetRandomValue(rng), d1.GetRandomValue(rng), d2.GetRandomValue(rng));
}
// test that moments agree
for (int i = 0; i < 3; i++) {
int[] p = new int[3];
p[i] = 1;
Assert.IsTrue(TestUtilities.IsNearlyEqual(M.Column(i).Mean, M.Moment(p)));
p[i] = 2;
Assert.IsTrue(TestUtilities.IsNearlyEqual(M.Column(i).Variance, M.MomentAboutMean(p)));
for (int j = 0; j < i; j++) {
int[] q = new int[3];
q[i] = 1;
q[j] = 1;
Assert.IsTrue(TestUtilities.IsNearlyEqual(M.TwoColumns(i, j).Covariance, M.MomentAboutMean(q)));
}
}
}