def test_conditional(self):
P = JointNormal(
mu=[0, 0],
labels=['x', 'y'],
cov=[
[1, 1],
[1, 1.01],
], N=10)
mu_x, sigma_x = P.estimate('x', y=9)
self.assertAlmostEqual(mu_x, 8.91, places=2)
self.assertAlmostEqual(sigma_x, .1, places=1)
def test_marginal(self):
P = JointNormal(
mu=[-1, 1],
labels=['x', 'y'],
cov=[
[1, 1],
[1, 1.01],
], N=10)
mu_x, sigma_x = P.estimate('x')
mu_y, sigma_y = P.estimate('y')
self.assertAlmostEqual(mu_x, -1)
self.assertAlmostEqual(mu_y, 1)
self.assertAlmostEqual(sigma_x, 1)
self.assertAlmostEqual(sigma_y, 1, places=1)