def test_mvt_pdf(self):
cov3 = self.cov3
mu3 = self.mu3
mvt = MVT((0, 0), 1, 5)
assert_almost_equal(mvt.logpdf(np.array([0., 0.])),
-1.837877066409345,
decimal=15)
assert_almost_equal(mvt.pdf(np.array([0., 0.])),
0.1591549430918953,
decimal=15)
mvt.logpdf(np.array([1., 1.])) - (-3.01552989458359)
mvt1 = MVT((0, 0), 1, 1)
mvt1.logpdf(np.array([1., 1.])) - (-3.48579549941151) #decimal=16
rvs = mvt.rvs(100000)
assert_almost_equal(np.cov(rvs, rowvar=0), mvt.cov, decimal=1)
mvt31 = MVT(mu3, cov3, 1)
assert_almost_equal(mvt31.pdf(cov3), [
0.0007276818698165781, 0.0009980625182293658, 0.0027661422056214652
],
decimal=17)
mvt = MVT(mu3, cov3, 3)
assert_almost_equal(
mvt.pdf(cov3),
[0.000863777424247410, 0.001277510788307594, 0.004156314279452241],
decimal=17)
def test_mvt_pdf(self):
cov3 = self.cov3
mu3 = self.mu3
mvt = MVT((0,0), 1, 5)
assert_almost_equal(mvt.logpdf(np.array([0.,0.])), -1.837877066409345,
decimal=15)
assert_almost_equal(mvt.pdf(np.array([0.,0.])), 0.1591549430918953,
decimal=15)
mvt.logpdf(np.array([1.,1.]))-(-3.01552989458359)
mvt1 = MVT((0,0), 1, 1)
mvt1.logpdf(np.array([1.,1.]))-(-3.48579549941151) #decimal=16
rvs = mvt.rvs(100000)
assert_almost_equal(np.cov(rvs, rowvar=0), mvt.cov, decimal=1)
mvt31 = MVT(mu3, cov3, 1)
assert_almost_equal(mvt31.pdf(cov3),
[0.0007276818698165781, 0.0009980625182293658, 0.0027661422056214652],
decimal=17)
mvt = MVT(mu3, cov3, 3)
assert_almost_equal(mvt.pdf(cov3),
[0.000863777424247410, 0.001277510788307594, 0.004156314279452241],
decimal=17)
