internal void OnlineRegression()
{
int n = 100;
double[] ydata = new double[n];
Vector[] xdata = new Vector[n];
Vector wTrue = Vector.FromArray(2.0, 3.0);
for (int i = 0; i < n; i++)
{
xdata[i] = Vector.FromArray(Rand.Normal(), Rand.Normal());
ydata[i] = xdata[i].Inner(wTrue);
}
VectorGaussian postW = BatchRegression(xdata, ydata);
Console.WriteLine("Batch posterior over the weights: " + Environment.NewLine + postW);
VectorGaussian postW2 = OnlineRegression(xdata, ydata);
Console.WriteLine("Online posterior over the weights: " + Environment.NewLine + postW2);
Assert.True(postW.MaxDiff(postW2) < 1e-10);
}