def test_from_product():
d1 = MultiNorm(mean=[0, 0])
d2 = MultiNorm(mean=[2, 4])
mn = MultiNorm.from_product([d1, d2])
assert_allclose(mn.mean, [1, 2])
assert_allclose(mn.cov, [[0.5, 0], [0, 0.5]])
def test_from_product_numerics(mn3):
# Check that `from_product` gives good results
# even if some parameters are very small and others very large
# Product of 10 measurements should reduce variance by factor 10
mn = MultiNorm.from_product([mn3] * 10)
assert_allclose(mn.cov, np.diag([1e-21, 0.1, 1e19]))