def test_gamma_prior(self):
# Test input parameters
self.assertRaises(ValueError, pints.GammaLogPrior, 0, 0)
self.assertRaises(ValueError, pints.GammaLogPrior, 2, -2)
self.assertRaises(ValueError, pints.GammaLogPrior, -2, 2)
a1 = 0.123
a2 = 4.567
b1 = 2.345
b2 = 0.356
p1 = pints.GammaLogPrior(a1, b1)
p2 = pints.GammaLogPrior(a2, b2)
points = [-2., 0.001, 0.1, 1.0, 2.45, 6.789]
# Test means
self.assertAlmostEqual(p1.mean(), 0.05245202558635395)
self.assertAlmostEqual(p2.mean(), 12.82865168539326)
# Test n_parameters
self.assertEqual(p1.n_parameters(), 1)
# Test specific points
for point in points:
to_test = [point]
self.assertAlmostEqual(
scipy.stats.gamma.logpdf(to_test[0], a=a1, scale=1. / b1),
p1(to_test), places=9)
self.assertAlmostEqual(
scipy.stats.gamma.logpdf(to_test[0], a=a2, scale=1. / b2),
p2(to_test), places=9)
# Test derivatives
p1_derivs = [0., -879.345, -11.115, -3.222, -2.70295918367347,
-2.474179555162763]
p2_derivs = [0., 3566.643999999999, 35.314, 3.211, 1.099918367346939,
0.1694087494476359]
for point, deriv in zip(points, p1_derivs):
calc_val, calc_deriv = p1.evaluateS1([point])
self.assertAlmostEqual(calc_deriv[0], deriv)
for point, deriv in zip(points, p2_derivs):
calc_val, calc_deriv = p2.evaluateS1([point])
self.assertAlmostEqual(calc_deriv[0], deriv)
# Test pathological edge case
p3 = pints.GammaLogPrior(1.0, 1.0)
calc_val, calc_deriv = p3.evaluateS1([0.0])
self.assertAlmostEqual(calc_deriv[0], -1.)
def test_gamma_prior_sampling(self):
# Just returns samples from the numpy gamma distribution, but because
# we are parameterising it with rate not shape, we check the first
# moment to be sure we're doing the right thing
p1 = pints.GammaLogPrior(5.0, 0.25)
self.assertEqual(len(p1.sample()), 1)
n = 1000
samples1 = p1.sample(n)
self.assertEqual(len(samples1), n)
# Mean should be ~ 5/0.25 = 20, so we check that this is very roughly
# the case, but we can be very relaxed as we only check it's not ~1.25
mean = np.mean(samples1).item()
self.assertTrue(19. < mean < 20.)
def test_gamma_prior_cdf_icdf(self):
p1 = pints.GammaLogPrior(5.0, 0.25)
self.assertAlmostEqual(p1.cdf(3.4), 0.0018346464720195225)
self.assertAlmostEqual(p1.icdf(0.05), 7.880598272238121)