public void TestIntegrateDistribution(double[] x, double[,] sigma, double expected, double error)
{
var sampler = new GaussianCopulaSampler.Builder(sigma).Build(new ReducedThreeFry4X64(1));
var actual = SamplerTester.IntegrateMultivariateCdf(sampler, x, 1000000);
Assert.AreEqual(expected, actual, error);
}
public void TestLength()
{
var sigma = new[, ]
{
{ 1d, 0.5 },
{ 0.5, 1d },
};
var sampler = new GaussianCopulaSampler.Builder(sigma).Build(new ReducedThreeFry4X64(1));
Assert.AreEqual(2, sampler.Length);
}
public void TestConstructWithNull()
{
Assert.Throws <ArgumentNullException>(
() => _ = new GaussianCopulaSampler.Builder(null));
}
