def test_inverse_gamma_prior(self):
# Test input parameters
self.assertRaises(ValueError, pints.InverseGammaLogPrior, 0, 0)
self.assertRaises(ValueError, pints.InverseGammaLogPrior, 2, -2)
self.assertRaises(ValueError, pints.InverseGammaLogPrior, -2, 2)
a1 = 0.123
a2 = 4.567
b1 = 2.345
b2 = 0.356
p1 = pints.InverseGammaLogPrior(a1, b1)
p2 = pints.InverseGammaLogPrior(a2, b2)
points = [-2., 0.0, 0.001, 0.1, 1.0, 2.45, 6.789]
# Test means
self.assertTrue(np.isnan(p1.mean()))
self.assertAlmostEqual(p2.mean(), 0.0998037566582562)
# Test n_parameters
self.assertEqual(p1.n_parameters(), 1)
# Test specific points
for point in points:
to_test = [point]
self.assertAlmostEqual(
scipy.stats.invgamma.logpdf(to_test[0], a=a1, scale=b1),
p1(to_test), places=9)
self.assertAlmostEqual(
scipy.stats.invgamma.logpdf(to_test[0], a=a2, scale=b2),
p2(to_test), places=9)
# Test derivatives
p1_derivs = [0., np.inf, 2.343877e6, 223.27, 1.2220000000000002,
-0.06769679300291548, -0.1145365009000441]
p2_derivs = [0., np.inf, 350433.00000000006, -20.07,
-5.211000000000001, -2.2129362765514373,
-0.8122790150278407]
for point, deriv in zip(points, p1_derivs):
calc_val, calc_deriv = p1.evaluateS1([point])
self.assertAlmostEqual(calc_deriv[0], deriv)
self.assertAlmostEqual(calc_val,
scipy.stats.invgamma.logpdf(point, a=a1,
scale=b1))
for point, deriv in zip(points, p2_derivs):
calc_val, calc_deriv = p2.evaluateS1([point])
self.assertAlmostEqual(calc_deriv[0], deriv)
self.assertAlmostEqual(calc_val,
scipy.stats.invgamma.logpdf(point, a=a2,
scale=b2))
def test_inverse_gamma_prior_sampling(self):
p1 = pints.InverseGammaLogPrior(5.0, 40.)
self.assertEqual(len(p1.sample()), 1)
n = 1000
samples1 = p1.sample(n)
self.assertEqual(len(samples1), n)
# Mean should be b/(a-1) = 40/4 = 10, so we check that this is very
# roughly the case, to ensure the parameterisation is correct
mean = np.mean(samples1).item()
self.assertTrue(9. < mean < 11.)
def test_inverse_gamma_prior_cdf_icdf(self):
p1 = pints.InverseGammaLogPrior(5.0, 4.0)
self.assertAlmostEqual(p1.cdf(3.5), 0.9936442962684809)
self.assertAlmostEqual(p1.icdf(0.55), 0.9078166853539807)