51 | | double point_volume =prod(support->_steps()); |
52 | | CHECK_CLOSE(1.0, sum(ep_disc._values())*point_volume, 0.01); |
53 | | |
54 | | vec pdf=ep_disc._values(); |
55 | | pdf /=sum(pdf); // normalize |
56 | | |
57 | | vec mea=pdf(0) * support->first_vec(); |
58 | | mat Remp=pdf(0) * outer_product(support->act_vec(), support->act_vec()); |
| 51 | double point_volume = prod ( support->_steps() ); |
| 52 | CHECK_CLOSE ( 1.0, sum ( ep_disc._values() ) *point_volume, 0.01 ); |
| 53 | |
| 54 | vec pdf = ep_disc._values(); |
| 55 | pdf /= sum ( pdf ); // normalize |
| 56 | |
| 57 | vec mea = pdf ( 0 ) * support->first_vec(); |
| 58 | mat Remp = pdf ( 0 ) * outer_product ( support->act_vec(), support->act_vec() ); |
61 | | for (int i=1; i<support->points(); i++){ |
62 | | mea += pdf(i)*support->next_vec(); |
63 | | Remp += pdf(i) * outer_product(support->act_vec(), support->act_vec()); |
64 | | } |
65 | | CHECK_CLOSE(mean, mea, tolerance); |
66 | | CHECK_CLOSE(R, Remp-outer_product(mea,mea), tolerance); |
| 61 | for ( int i = 1; i < support->points(); i++ ) { |
| 62 | mea += pdf ( i ) * support->next_vec(); |
| 63 | Remp += pdf ( i ) * outer_product ( support->act_vec(), support->act_vec() ); |
| 64 | } |
| 65 | CHECK_CLOSE ( mean, mea, tolerance ); |
| 66 | CHECK_CLOSE ( R, Remp - outer_product ( mea, mea ), tolerance ); |