def test_cdf(self): """Test cdf.""" lam = 1.5 skst = MvSN(ndim=1, lam=lam) cdf = skst.cdf(np.zeros(1)) self.assertIsInstance(cdf, float) lam = [1.5, .5] skst = MvSN(ndim=len(lam), lam=lam) cdf = skst.cdf(np.zeros(2) - 10) self.assertIsInstance(cdf, float)
def test_quantile(self): """Test quantile.""" lam = 1.5 skst = MvSN(ndim=1, lam=lam) arg = -2. cdf = skst.cdf(arg) ppf = skst.ppf(cdf) self.assertAlmostEqual(ppf, arg) arg = -.1 * np.ones(3) cdf = skst.cdf_vec(arg) quantiles = skst.ppf_vec(cdf) npt.assert_array_almost_equal(arg, quantiles)