public void ValidateDensity(double nu, double density) { const int Order = 1; var matrix = new DenseMatrix(Order); matrix[0, 0] = 1; var x = new DenseMatrix(Order); x[0, 0] = 5; var d = new Wishart(nu, matrix); AssertHelpers.AlmostEqualRelative(density, d.Density(x), 16); }
public void ValidateDensity(double nu, double density) { var matrix = Matrix<double>.Build.Dense(1, 1, 1.0); var x = Matrix<double>.Build.Dense(1, 1, 5.0); var d = new Wishart(nu, matrix); AssertHelpers.AlmostEqualRelative(density, d.Density(x), 16); }