def test_covariance_with_self_is_variance(self): res = of.covariance(self.evaluation, self.evaluation) self.assertAlmostEqual(res, np.var(self.evaluation), self.tolerance)
def test_covariance(self): res = of.covariance(self.evaluation, self.simulation) self.assertAlmostEqual(res, -0.054315645705219948, self.tolerance)