def test_too_many_vars(self):
P = JointNormal(
mu=[0, 0],
labels=['x', 'y'],
cov=[
[1, 0],
[0, 1],
], N=10)
with self.assertRaises(ValueError):
P.percentile(x=.75, y=.2)
def test_correct_value(self):
P = JointNormal(
mu=[0, 0],
labels=['x', 'y'],
cov=[
[1, 0],
[0, 1],
], N=10)
percentile_value = P.percentile(x=.75)
self.assertAlmostEqual(P.probability(x__lt=percentile_value), .75, places=12)
def test_iterable(self):
P = JointNormal(
mu=[0, 0],
labels=['x', 'y'],
cov=[
[1, 0],
[0, 1],
], N=10)
percentiles = [.25, .5, .75]
values_at_percentiles = P.percentile(x=percentiles)
new_percentiles = P.probability(x__lt=values_at_percentiles)
self.assertAlmostEqual(new_percentiles[0], percentiles[0])
self.assertAlmostEqual(new_percentiles[1], percentiles[1])
self.assertAlmostEqual(new_percentiles[2], percentiles[2])