yashu-seth commented on this pull request.
> + for(size_t i = 0; i < N; i++)
+ probabilities(i) = prob(generator);
+
+ // fit results with probabilities and data
+ GammaDistribution gDist;
+ gDist.Train(rdata, probabilities);
+
+ // fit results with only data
+ GammaDistribution gDist2;
+ gDist2.Train(rdata);
+
+ BOOST_REQUIRE_CLOSE(gDist2.Alpha(0), gDist.Alpha(0), 10);
+ BOOST_REQUIRE_CLOSE(gDist2.Beta(0), gDist.Beta(0), 10);
+
+ BOOST_REQUIRE_CLOSE(alphaReal, gDist.Alpha(0), 10);
+ BOOST_REQUIRE_CLOSE(betaReal, gDist.Beta(0), 10);
If I sample probabilities from (0.5, 1) instead of (0, 1), then ```gDist``` and
gDist2``` have a difference of <1e-5 even for a sample size of 500.
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