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); }
public void ValidateDensity(double nu, double density) { 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.AlmostEqual(density, d.Density(X), 16); }
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([Values(1.0, 2.0, 5.0)] double nu, [Values(0.014644982561926487, 0.041042499311949421, 0.12204152134938706)] 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.AlmostEqual(density, d.Density(x), 16); }