def test_cumulative_distribution_fit_call_pd(self):
"""Cumulative_density integrates the probability density along the given values."""
# Setup
copula = GaussianMultivariate(GaussianUnivariate)
copula.fit(self.data.values)
X = np.array([2000., 200., 1.])
expected_result = 0.4550595153746892
# Run
result = copula.cumulative_distribution(X)
# Check
assert np.isclose(result, expected_result, atol=1e-5).all().all()
def test_cumulative_distribution_fit_call_pd(self):
"""Cumulative_density integrates the probability density along the given values."""
# Setup
copula = GaussianMultivariate()
copula.fit(self.data.values)
X = pd.Series([1., 1., 1.])
expected_result = 0.5822020991592192
# Run
result = copula.cumulative_distribution(X)
# Check
assert np.isclose(result, expected_result).all().all()
def test_cumulative_distribution_fit_call_np_array(self):
"""Cumulative_density integrates the probability density along the given values."""
# Setup
copula = GaussianMultivariate(
distribution='copulas.univariate.gaussian.GaussianUnivariate')
copula.fit(self.data.values)
X = np.array([2000., 200., 1.])
expected_result = 0.4460456536217443
# Run
result = copula.cumulative_distribution(X)
# Check
assert np.isclose(result, expected_result, atol=1e-5).all().all()
