Package com.irurueta.statistics

Class MultivariateNormalDistTest

java.lang.Object

com.irurueta.statistics.MultivariateNormalDistTest

class MultivariateNormalDistTest
extends Object

Field Summary

Fields

Modifier and Type	Field	Description
private static final double	ABSOLUTE_ERROR
private static final double	LARGE_ABSOLUTE_ERROR
private static final double	MAX_RANDOM_VALUE
private static final double	MIN_RANDOM_VALUE
private static final int	N_SAMPLES
private static final double	RELATIVE_ERROR

Constructor Summary

Constructors

Constructor	Description
MultivariateNormalDistTest()

Method Summary

Modifier and Type	Method	Description
(package private) void	testCdf()
(package private) void	testConstructor()
(package private) void	testGetSetCovariance()
(package private) void	testGetSetMean()
(package private) void	testInvcdf()
(package private) void	testInvcdfJointProbability()
(package private) void	testIsReady()
(package private) void	testIsValidCovariance()
(package private) void	testJointProbability()
(package private) void	testMahalanobisDistance()
(package private) void	testP()
(package private) void	testProcessCovariance()
(package private) void	testPropagate()
(package private) void	testSetMeanAndCovariance()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

MIN_RANDOM_VALUE

private static final double MIN_RANDOM_VALUE

See Also:

• Constant Field Values

MAX_RANDOM_VALUE

private static final double MAX_RANDOM_VALUE

See Also:

• Constant Field Values

ABSOLUTE_ERROR

private static final double ABSOLUTE_ERROR

See Also:

• Constant Field Values

LARGE_ABSOLUTE_ERROR

private static final double LARGE_ABSOLUTE_ERROR

See Also:

• Constant Field Values

N_SAMPLES

private static final int N_SAMPLES

See Also:

• Constant Field Values

RELATIVE_ERROR

private static final double RELATIVE_ERROR

See Also:

• Constant Field Values

Constructor Details

MultivariateNormalDistTest

MultivariateNormalDistTest()

Method Details

testConstructor

@Test
void testConstructor()
              throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testGetSetMean

@Test
void testGetSetMean()

testGetSetCovariance

@Test
void testGetSetCovariance()
                   throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testSetMeanAndCovariance

@Test
void testSetMeanAndCovariance()
                       throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testIsValidCovariance

@Test
void testIsValidCovariance()
                    throws AlgebraException

Throws:

AlgebraException

testIsReady

@Test
void testIsReady()

testP

@Test
void testP()
    throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testCdf

@Test
void testCdf()
      throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testJointProbability

@Test
void testJointProbability()

testInvcdf

@Test
void testInvcdf()
         throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testInvcdfJointProbability

@Test
void testInvcdfJointProbability()
                         throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testMahalanobisDistance

@Test
void testMahalanobisDistance()
                      throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testProcessCovariance

@Test
void testProcessCovariance()
                    throws AlgebraException,
InvalidCovarianceMatrixException

Throws:

AlgebraException

InvalidCovarianceMatrixException

testPropagate

@Test
void testPropagate()
            throws WrongSizeException,
InvalidCovarianceMatrixException

Throws:

WrongSizeException

InvalidCovarianceMatrixException