def test_cdf(self):
"""Test cdf."""
lam = 1.5
skst = MvSN(ndim=1, lam=lam)
cdf = skst.cdf(np.zeros(1))
self.assertIsInstance(cdf, float)
lam = [1.5, .5]
skst = MvSN(ndim=len(lam), lam=lam)
cdf = skst.cdf(np.zeros(2) - 10)
self.assertIsInstance(cdf, float)
def test_cdf(self):
"""Test cdf."""
lam = 1.5
skst = MvSN(ndim=1, lam=lam)
cdf = skst.cdf(np.zeros(1))
self.assertIsInstance(cdf, float)
lam = [1.5, .5]
skst = MvSN(ndim=len(lam), lam=lam)
cdf = skst.cdf(np.zeros(2) - 10)
self.assertIsInstance(cdf, float)
def test_quantile(self):
"""Test quantile."""
lam = 1.5
skst = MvSN(ndim=1, lam=lam)
arg = -2.
cdf = skst.cdf(arg)
ppf = skst.ppf(cdf)
self.assertAlmostEqual(ppf, arg)
arg = -.1 * np.ones(3)
cdf = skst.cdf_vec(arg)
quantiles = skst.ppf_vec(cdf)
npt.assert_array_almost_equal(arg, quantiles)
def test_quantile(self):
"""Test quantile."""
lam = 1.5
skst = MvSN(ndim=1, lam=lam)
arg = -2.
cdf = skst.cdf(arg)
ppf = skst.ppf(cdf)
self.assertAlmostEqual(ppf, arg)
arg = -.1 * np.ones(3)
cdf = skst.cdf_vec(arg)
quantiles = skst.ppf_vec(cdf)
npt.assert_array_almost_equal(arg, quantiles)
