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);
}
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);
}
