def test_draw(self): g = Gaussian(mean=np.ones((2, 4)), var=np.ones((2, 4)) * 2) sample = g.draw(10000) self.assertTrue(np.allclose(np.mean(sample, 0), g.mean, 1e-1, 1e-1)) self.assertTrue(np.allclose(np.var(sample, 0), g.var, 1e-1, 1e-1))
def test_draw(self): g = Gaussian(mean=np.ones(2), var=np.eye(2) * 2) sample = g.draw(10000) self.assertTrue(np.allclose(np.mean(sample, 0), g.mean, 1e-1, 1e-1)) self.assertTrue(np.allclose(np.cov(sample.T), g.var, 1e-1, 1e-1))