def test_student_t_prior_sampling(self):
p1 = pints.StudentTLogPrior(0, 1000, 1)
self.assertEqual(len(p1.sample()), 1)
n = 10000
samples1 = p1.sample(n)
self.assertEqual(len(samples1), n)
self.assertTrue(np.absolute(np.mean(samples1)) < 2)
p2 = pints.StudentTLogPrior(0, 1, 1)
samples2 = p2.sample(n)
self.assertGreater(np.var(samples2), np.var(samples1))
p3 = pints.StudentTLogPrior(0, 1000, 1000)
samples3 = p3.sample(n)
self.assertGreater(np.var(samples3), np.var(samples1))
p4 = pints.StudentTLogPrior(1000, 1000, 1)
samples4 = p4.sample(n)
self.assertGreater(np.mean(samples4), np.mean(samples1))
def test_student_t_prior_cdf_icdf(self):
p1 = pints.StudentTLogPrior(4.4, 1.3, 3.0)
self.assertAlmostEqual(p1.cdf(-3.4), 0.09239348006197708)
self.assertAlmostEqual(p1.icdf(0.67), 6.060216885291837)
def test_student_t_prior(self):
# Test two specific function values
p1 = pints.StudentTLogPrior(0, 2, 10)
self.assertEqual(p1([0]), -3.342305863833964)
p2 = pints.StudentTLogPrior(10, 5, 10)
self.assertEqual(p2([10]), -3.27120468204877)
# Test exceptions
self.assertRaises(ValueError, pints.StudentTLogPrior, 0, 0, 10)
self.assertRaises(ValueError, pints.StudentTLogPrior, 0, -1, 10)
self.assertRaises(ValueError, pints.StudentTLogPrior, 0, 1, 0)
self.assertRaises(ValueError, pints.StudentTLogPrior, 0, 1, -1)
loc1 = 0
df1 = 2
scale1 = 10
loc2 = 10
df2 = 5
scale2 = 8
p1 = pints.StudentTLogPrior(loc1, df1, scale1)
p2 = pints.StudentTLogPrior(loc2, df2, scale2)
p3 = pints.StudentTLogPrior(1.23, 1, 2.34)
# Test means
self.assertAlmostEqual(p1.mean(), 0.)
self.assertAlmostEqual(p2.mean(), 10.)
self.assertTrue(np.isnan(p3.mean()))
# Test other function calls
self.assertEqual(p1.n_parameters(), 1)
self.assertEqual(p2.n_parameters(), 1)
points = [-5., -2., 0., 1., 8.91011]
# Test specific points
for point in points:
to_test = [point]
self.assertAlmostEqual(
scipy.stats.t.logpdf(to_test[0], df=df1, loc=loc1,
scale=scale1), p1(to_test), places=9)
self.assertAlmostEqual(
scipy.stats.t.logpdf(to_test[0], df=df2, loc=loc2,
scale=scale2), p2(to_test), places=9)
# Test derivatives
p1_derivs = [0.06666666666666668, 0.02941176470588236, 0.,
-0.01492537313432837, -0.0956738760845951]
p2_derivs = [0.1651376146788991, 0.1551724137931035,
0.1428571428571429, 0.1346633416458853,
0.02035986041216401]
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)
