def testSinglePointSingleComponent_1d(self):
x = array([0])
mu = array([1])
sigma = eye(1)
self.assertAlmostEqual(
pdf(x, mu, sigma),
mvnormpdf(x, mu, sigma),
delta=1e-6,
msg='pmvnormpdf and mvnormpdf differ in result, %f != %f' %
(pdf(x, mu, sigma), mvnormpdf(x, mu, sigma)))
for i in range(10):
x = array([uniform(-4, 4)])
mu = array([uniform(-4, 4)])
a = uniform(.1, 4)
sigma = eye(1) * a
p = pdf(x, loc=mu, scale=sqrt(sigma)[0])
m = mvnormpdf(x, mu, sigma)
self.assertAlmostEqual(
p,
m,
delta=1e-6,
msg=
'pmvnormpdf and mvnormpdf differ in result, %0.8e != %0.8e, [%0.8e], (%d): %s, %s, %s '
% (p, m, p - m, i, str(x), str(mu), str(sigma).replace(
'\n', ',')))
def testMultiplePointSingleComponent(self):
for i in range(100):
x = array([[uniform(-4, 4), uniform(-4, 4)], [uniform(-4, 4), uniform(-4, 4)]])
mu = array([uniform(-4, 4), uniform(-4, 4)])
a = uniform(0, 4)
sigma = eye(2) + a
self.assertAlmostEqual(float(pmvnormpdf(x, mu, sigma)[0][0]),
float(mvnormpdf(x, mu, sigma)[0]), 6,
'pmvnormpdf and mvnormpdf differ in result, %f != %f, (%d): %s, %s, %s ' % (float(pmvnormpdf(x, mu, sigma)[0][0]), float(mvnormpdf(x, mu, sigma)[0]), i, str(x), str(mu), str(sigma).replace('\n', ',')))
self.assertAlmostEqual(float(pmvnormpdf(x, mu, sigma)[1][0]),
float(mvnormpdf(x, mu, sigma)[1]), 6,
'pmvnormpdf and mvnormpdf differ in result, %f != %f, (%d): %s, %s, %s ' % (float(pmvnormpdf(x, mu, sigma)[1][0]), float(mvnormpdf(x, mu, sigma)[1]), i, str(x), str(mu), str(sigma).replace('\n', ',')))
def testSinglePointSingleComponent_1d(self):
x = array([0])
mu = array([1])
sigma = eye(1)
self.assertAlmostEqual(pdf(x, mu, sigma), mvnormpdf(x, mu, sigma), delta=1e-6, msg='pmvnormpdf and mvnormpdf differ in result, %f != %f' % (pdf(x, mu, sigma), mvnormpdf(x, mu, sigma)))
for i in range(10):
x = array([uniform(-4, 4)])
mu = array([uniform(-4, 4)])
a = uniform(.1, 4)
sigma = eye(1) * a
p = pdf(x,loc= mu, scale= sqrt(sigma)[0])
m = mvnormpdf(x, mu, sigma)
self.assertAlmostEqual(p, m, delta=1e-6, msg='pmvnormpdf and mvnormpdf differ in result, %0.8e != %0.8e, [%0.8e], (%d): %s, %s, %s ' % (p, m, p - m, i, str(x), str(mu), str(sigma).replace('\n', ',')))
def testSinglePointSingleComponent(self):
x = array([0, 0])
mu = array([1, 1]).reshape(1,2)
sigma = eye(2).reshape(1,2,2)
mx = mvnormpdf(x, mu, sigma)
px = pmvnormpdf(x, mu.squeeze(), sigma.squeeze())
self.assertAlmostEqual(px, mx, 6, 'pmvnormpdf and mvnormpdf differ in result, %f != %f' % (px, mx))
for i in range(100):
x = array([uniform(-4, 4), uniform(-4, 4)])
mu = array([uniform(-4, 4), uniform(-4, 4)]).reshape(1,2)
a = uniform(0, 4)
sigma = (eye(2) + a).reshape(1,2,2)
mx = mvnormpdf(x, mu, sigma)
px = pmvnormpdf(x, mu.squeeze(), sigma.squeeze())
self.assertAlmostEqual(px, mx, 6, 'pmvnormpdf and mvnormpdf differ in result, %f != %f, (%d): %s, %s, %s ' % (px, mx, i, str(x), str(mu), str(sigma).replace('\n', ',')))
def testMultiplePointSingleComponent_1d(self):
x = array([0,1,2,3,4])
mu = array([1])
sigma = eye(1).reshape(1,1,1)
px = pdf(x, mu, sigma).squeeze()
mx = mvnormpdf(x, mu, sigma)
assert_array_almost_equal(px, mx, 6, 'pmvnormpdf and mvnormpdf differ in result, %s != %s' % (str(type(px)), str(type(mx))))
def testSinglePointSingleComponent(self):
x = array([0, 0])
mu = array([1, 1])
sigma = eye(2)
self.assertAlmostEqual(
pmvnormpdf(x, mu, sigma), mvnormpdf(x, mu, sigma), 6,
'pmvnormpdf and mvnormpdf differ in result, %f != %f' %
(pmvnormpdf(x, mu, sigma), mvnormpdf(x, mu, sigma)))
for i in range(100):
x = array([uniform(-4, 4), uniform(-4, 4)])
mu = array([uniform(-4, 4), uniform(-4, 4)])
a = uniform(0, 4)
sigma = eye(2) + a
self.assertAlmostEqual(
pmvnormpdf(x, mu, sigma), mvnormpdf(x, mu, sigma), 6,
'pmvnormpdf and mvnormpdf differ in result, %f != %f, (%d): %s, %s, %s '
% (pmvnormpdf(x, mu, sigma), mvnormpdf(x, mu, sigma), i,
str(x), str(mu), str(sigma).replace('\n', ',')))
def check_mode(m, pm, pi, mu, sigma):
"""Check that modes are local maxima"""
k, p = mu.shape
z = np.zeros(p)
tm = [] # true modes
tpm = [] # true mode densities
for _m, _pm in zip(m, pm):
G = np.zeros((p, p))
omega = sigma.copy()
for j in range(k):
omega[j] = inv(sigma[j])
eij = _m - mu[j]
S = np.dot(np.identity(p) - np.outer(eij, eij), omega[j])
G += pi[j] * mvnormpdf(eij, z, sigma[j], use_gpu=False) * S
if np.linalg.det(G) > 0:
tm.append(_m)
tpm.append(_pm)
return np.array(tm), np.array(tpm)
def check_mode(m, pm, pi, mu, sigma):
"""Check that modes are local maxima"""
k, p = mu.shape
z = np.zeros(p)
tm = [] # true modes
tpm = [] # true mode densities
for _m, _pm in zip(m, pm):
G = np.zeros((p, p))
omega = sigma.copy()
for j in range(k):
omega[j] = inv(sigma[j])
eij = _m - mu[j]
S = np.dot(np.identity(p) - np.outer(eij, eij), omega[j])
G += pi[j] * mvnormpdf(eij, z, sigma[j], use_gpu=False) * S
if np.linalg.det(G) > 0:
tm.append(_m)
tpm.append(_pm)
return np.array(tm), np.array(tpm)
