def test_mahalanobis_errors():
effect = np.zeros((1, 2, 3))
cov = np.zeros((3, 3, 3))
with pytest.raises(ValueError):
multiple_mahalanobis(effect, cov)
cov = np.zeros((1, 2, 3))
with pytest.raises(ValueError):
multiple_mahalanobis(effect, cov)
def test_mahalanobis():
n = 50
x = np.random.rand(n) / n
A = np.random.rand(n, n) / n
A = np.dot(A.transpose(), A) + np.eye(n)
mah = np.dot(x, np.dot(spl.inv(A), x))
assert_almost_equal(mah, multiple_mahalanobis(x, A), decimal=1)
def test_mahalanobis():
rng = np.random.RandomState(42)
n = 50
x = rng.uniform(size=n) / n
A = rng.uniform(size=(n, n)) / n
A = np.dot(A.transpose(), A) + np.eye(n)
mah = np.dot(x, np.dot(spl.inv(A), x))
assert_almost_equal(mah, multiple_mahalanobis(x, A), decimal=1)
def test_mahalanobis2():
n = 50
x = np.random.randn(n, 3)
Aa = np.zeros([n, n, 3])
for i in range(3):
A = np.random.randn(120, n)
A = np.dot(A.T, A)
Aa[:, :, i] = A
i = np.random.randint(3)
mah = np.dot(x[:, i], np.dot(spl.inv(Aa[:, :, i]), x[:, i]))
f_mah = (multiple_mahalanobis(x, Aa))[i]
assert np.allclose(mah, f_mah)
def test_mahalanobis2():
rng = np.random.RandomState(42)
n = 50
x = rng.standard_normal(size=(n, 3))
Aa = np.zeros([n, n, 3])
for i in range(3):
A = rng.standard_normal(size=(120, n))
A = np.dot(A.T, A)
Aa[:, :, i] = A
i = rng.randint(3)
mah = np.dot(x[:, i], np.dot(spl.inv(Aa[:, :, i]), x[:, i]))
f_mah = (multiple_mahalanobis(x, Aa))[i]
assert np.allclose(mah, f_mah)