def test_rvs(self): """Test simulation.""" lam = [.5, 1.5, 2] skst = MvSN(ndim=len(lam), lam=lam) size = 10 rvs = skst.rvs(size=size) self.assertEqual(rvs.shape, (size, len(lam)))
def plot_bidensity_simulated(): size = int(1e4) lam = [1.5, -2] mvsn = MvSN(ndim=len(lam), lam=lam) mvsn.plot_bidensity() rvs = mvsn.rvs(size=size) sns.kdeplot(rvs, shade=True) plt.axis('square') plt.xlim([-2, 2]) plt.ylim([-2, 2]) plt.show() eta = 20 skst = MvSt(ndim=2, eta=eta) skst.plot_bidensity() rvs = skst.rvs(size=size) sns.kdeplot(rvs, shade=True) plt.axis('square') plt.xlim([-2, 2]) plt.ylim([-2, 2]) plt.show() eta, lam = [20, 5], [1.5, .5] skst = SkStJR(ndim=len(lam), eta=eta, lam=lam) skst.plot_bidensity() rvs = skst.rvs(size=size) sns.kdeplot(rvs, shade=True) plt.axis('square') plt.xlim([-2, 2]) plt.ylim([-2, 2]) plt.show() eta, lam = 20, [1.5, .5] skst = SkStBL(ndim=len(lam), eta=eta, lam=lam) skst.plot_bidensity() rvs = skst.rvs(size=size) sns.kdeplot(rvs, shade=True) plt.axis('square') plt.xlim([-2, 2]) plt.ylim([-2, 2]) plt.show() eta, lam = 20, [1.5, -2] skst = SkStDM(ndim=len(lam), eta=eta, lam=lam) skst.plot_bidensity() rvs = skst.rvs(size=size) sns.kdeplot(rvs, shade=True) plt.axis('square') plt.xlim([-2, 2]) plt.ylim([-2, 2]) plt.show() eta, lam = 20, [1.5, -2] skst = SkStAC(ndim=len(lam), eta=eta, lam=lam) skst.plot_bidensity() rvs = skst.rvs(size=size) sns.kdeplot(rvs, shade=True) plt.axis('square') plt.xlim([-2, 2]) plt.ylim([-2, 2]) plt.show()