def test_probability_density(self):
"""Probability_density computes probability for the given values."""
# Setup
copula = GaussianMultivariate(GaussianUnivariate)
copula.fit(self.data)
X = np.array([2000., 200., 0.])
expected_result = 0.032245296420409846
# Run
result = copula.probability_density(X)
# Check
self.assertAlmostEqual(result, expected_result)
def test_probability_density(self):
"""Probability_density computes probability for the given values."""
# Setup
copula = GaussianMultivariate()
copula.fit(self.data)
X = np.array([[0., 0., 0.]])
expected_result = 0.059566912334560594
# Run
result = copula.probability_density(X)
# Check
assert result == expected_result
def test_probability_density(self):
"""Probability_density computes probability for the given values."""
# Setup
copula = GaussianMultivariate(
distribution='copulas.univariate.gaussian.GaussianUnivariate')
copula.fit(self.data)
X = np.array([2000., 200., 0.])
expected_result = 0.031163598715950383
# Run
result = copula.probability_density(X)
# Check
self.assertAlmostEqual(result, expected_result)
