Exemplos de Qtfy.Net.Numerics.Tests.Random.Samplers SamplerTester.IntegrateMultivariateCdf em C# (CSharp)

Exemplo n.º 1

Arquivo: MultivariateNormalSamplerTests.cs Projeto: QuantifEye/Qtfy.Net

        public void TestIntegrateDistribution(double[] x, double[] mu, double[,] sigma, double expected, double error)
        {
            var sampler = new MultivariateNormalSampler.Builder(mu, sigma).Build(new ReducedThreeFry4X64(1));
            var actual  = SamplerTester.IntegrateMultivariateCdf(sampler, x, Trials);

            Assert.AreEqual(actual, expected, error);
        }

Exemplo n.º 2

        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);
        }