def test_checkgrad():
import nose
import f_energy as en
dim = 10
x0 = np.zeros(dim)
M = np.random.rand(dim,dim)
M += M.T.copy()
error = hmc(en.f_multivariate_normal, x0, en.g_multivariate_normal, args=(M,), checkgrad=True)
nose.tools.assert_almost_equal(error,0,5)
def test_hmc():
import f_energy as en
dim = 5
x0 = np.zeros(dim)
M = np.eye(dim)
samples = hmc(en.f_multivariate_normal, x0, en.g_multivariate_normal, args=(M,),
nsamples=10**3,nomit=10**3,steps=100,stepadj=.05)
C = np.cov(samples,rowvar=0,bias=1)
np.testing.assert_array_almost_equal(M,np.linalg.inv(C),1)
