class TestZMGauss(object):
def setUp(self):
self.Sigma = np.eye(4)
self.distr = ZMGaussDistr(Sigma=self.Sigma.copy())
def test_dimension(self):
assert self.distr.D == self.Sigma.shape[0]
def test_cholSigma(self):
chol = self.distr.cholSigma()
assert np.allclose(np.dot(chol, chol.T), self.distr.Sigma)
def test_logdetSigma(self):
logdetSigma = self.distr.logdetSigma()
assert np.allclose( np.log(np.linalg.det(self.Sigma)), logdetSigma)
def test_get_log_norm_const(self):
logZ = self.distr.get_log_norm_const()
logdetSigma = np.log(np.linalg.det(self.Sigma))
mylogZ = 0.5*self.Sigma.shape[0]*np.log(2*np.pi) + 0.5 * logdetSigma
def test_dist_mahalanobis(self, N=10):
X = np.random.randn(N, self.distr.D)
Dist = self.distr.dist_mahalanobis(X)
invSigma = np.linalg.inv(self.Sigma)
MyDist = np.zeros(N)
for ii in range(N):
x = X[ii]
MyDist[ii] = np.dot(x.T, np.dot(invSigma, x))
#if error, we print it out
print MyDist[ii], Dist[ii]
assert np.allclose(MyDist, Dist)
