def test_double_dimensions(self):
"""Test double dimensions."""
sizes = [(2, 100), (40, 2)]
for size in sizes:
rvs = sobol_rvs(size=size)
self.assertEqual(rvs.shape, size)
def test_single_dimensions(self):
"""Test single dimensions."""
sizes = [2, 100]
for size in sizes:
rvs = sobol_rvs(size=size)
self.assertEqual(rvs.shape[0], size)
def plot_normals():
"""Plot normal densities.
"""
size, skip = 100, 10
unif = sobol_rvs(size=size, skip=skip)
normals_sobol = norm.ppf(unif)
normals_scipy = norm.rvs(size=size)
clip = 4
grid = np.linspace(-clip, clip, 100)
sns.kdeplot(normals_sobol, shade=True, label='Sobol')
sns.kdeplot(normals_scipy, shade=True, label='Scipy')
plt.plot(grid, norm.pdf(grid), label='Normal')
plt.legend()
plt.show()
def plot_uniforms():
"""Plot uniform random numbers.
"""
size, skip = (2, 100), 10
unif_sobol = sobol_rvs(size=size, skip=skip)
unif_scipy = uniform.rvs(size=size)
fig, axes = plt.subplots(nrows=1, ncols=2, figsize=(8, 4))
axes[0].scatter(unif_sobol[0], unif_sobol[1], color='blue')
axes[1].scatter(unif_scipy[0], unif_scipy[1], color='red')
axes[0].set_title('Sobol')
axes[1].set_title('Scipy')
for ax in axes:
ax.set_xlim([0, 1])
ax.set_ylim([0, 1])
plt.savefig('../docs/source/_static/uniforms.png')
plt.show()
def test_exception(self):
"""Test too large dimensions."""
size = (41, 1)
fun = lambda: sobol_rvs(size=size)
self.assertRaises(ValueError, fun)
def test_float(self):
"""Test single dimensions."""
size = 1
rvs = sobol_rvs(size=size)
self.assertEqual(rvs.size, 1)