def test_mvn_pdf(self):
cov3 = self.cov3
mvn3 = self.mvn3
r_val = [-7.667977543898155, -6.917977543898155, -5.167977543898155]
assert_allclose(mvn3.logpdf(cov3), r_val, rtol=1e-13)
r_val = [
0.000467562492721686, 0.000989829804859273, 0.005696077243833402
]
assert_allclose(mvn3.pdf(cov3), r_val, rtol=1e-13)
mvn3b = MVNormal(np.array([0, 0, 0]), cov3)
r_val = [0.02914269740502042, 0.02269635555984291, 0.01767593948287269]
assert_allclose(mvn3b.pdf(cov3), r_val, rtol=1e-13)
def test_mvn_pdf(self):
cov3 = self.cov3
mvn3 = self.mvn3
mvn3c = self.mvn3c
r_val = [-7.667977543898155, -6.917977543898155, -5.167977543898155]
assert_array_almost_equal( mvn3.logpdf(cov3), r_val, decimal = 14)
#decimal 18
r_val = [0.000467562492721686, 0.000989829804859273, 0.005696077243833402]
assert_array_almost_equal( mvn3.pdf(cov3), r_val, decimal = 17)
#cheating new mean, same cov, too dangerous, got wrong instance in tests
#mvn3.mean = np.array([0,0,0])
mvn3b = MVNormal(np.array([0,0,0]), cov3)
r_val = [0.02914269740502042, 0.02269635555984291, 0.01767593948287269]
assert_array_almost_equal( mvn3b.pdf(cov3), r_val, decimal = 16)
def test_mvn_pdf(self):
cov3 = self.cov3
mvn3 = self.mvn3
mvn3c = self.mvn3c
r_val = [-7.667977543898155, -6.917977543898155, -5.167977543898155]
assert_array_almost_equal( mvn3.logpdf(cov3), r_val, decimal = 14)
#decimal 18
r_val = [0.000467562492721686, 0.000989829804859273, 0.005696077243833402]
assert_array_almost_equal( mvn3.pdf(cov3), r_val, decimal = 17)
#cheating new mean, same cov, too dangerous, got wrong instance in tests
#mvn3.mean = np.array([0,0,0])
mvn3b = MVNormal(np.array([0,0,0]), cov3)
r_val = [0.02914269740502042, 0.02269635555984291, 0.01767593948287269]
assert_array_almost_equal( mvn3b.pdf(cov3), r_val, decimal = 16)