Changeset 450 for library/tests/enorm_test.cpp
- Timestamp:
- 07/29/09 15:39:19 (15 years ago)
- Files:
-
- 1 modified
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library/tests/enorm_test.cpp
r448 r450 56 56 } 57 57 } 58 59 TEST(test_enorm_sample) {60 RNG_randomize();61 62 // Setup model63 vec mu("1.1 -1");64 ldmat R(mat("1 -0.5; -0.5 2"));65 66 RV x("{x }");67 RV y("{y }");68 69 enorm<ldmat> E;70 E.set_rv(concat(x, y));71 E.set_parameters(mu, R);72 73 int n = 1000;74 vec ll(n);75 mat smp = E.sample(1000);76 vec emu = sum(smp, 2) / n;77 CHECK_CLOSE(mu, emu, 0.3);78 79 mat er = (smp * smp.T()) / n - outer_product(emu, emu);80 CHECK_CLOSE(R.to_mat(), er, 0.3);81 }