def test_gaussian_kde(n_samples=1000):
# Compare gaussian KDE results to scipy.stats.gaussian_kde
from scipy.stats import gaussian_kde
rng = check_random_state(0)
x_in = rng.normal(0, 1, n_samples)
x_out = np.linspace(-5, 5, 30)
for h in [0.01, 0.1, 1]:
bt = BallTree(x_in[:, None])
gkde = gaussian_kde(x_in, bw_method=h / np.std(x_in))
dens_bt = bt.kernel_density(x_out[:, None], h) / n_samples
dens_gkde = gkde.evaluate(x_out)
assert_array_almost_equal(dens_bt, dens_gkde, decimal=3)
def test_ball_tree_kde(kernel,
h,
rtol,
atol,
breadth_first,
n_samples=100,
n_features=3):
rng = np.random.RandomState(0)
X = rng.random_sample((n_samples, n_features))
Y = rng.random_sample((n_samples, n_features))
bt = BallTree(X, leaf_size=10)
dens_true = compute_kernel_slow(Y, X, kernel, h)
dens = bt.kernel_density(Y,
h,
atol=atol,
rtol=rtol,
kernel=kernel,
breadth_first=breadth_first)
assert_allclose(dens, dens_true, atol=atol, rtol=max(rtol, 1e-7))