def test_probability_density(self): """Probability_density computes probability for the given values.""" # Setup copula = GaussianMultivariate(GaussianUnivariate) copula.fit(self.data) X = np.array([2000., 200., 0.]) expected_result = 0.032245296420409846 # Run result = copula.probability_density(X) # Check self.assertAlmostEqual(result, expected_result)
def test_probability_density(self): """Probability_density computes probability for the given values.""" # Setup copula = GaussianMultivariate() copula.fit(self.data) X = np.array([[0., 0., 0.]]) expected_result = 0.059566912334560594 # Run result = copula.probability_density(X) # Check assert result == expected_result
def test_probability_density(self): """Probability_density computes probability for the given values.""" # Setup copula = GaussianMultivariate( distribution='copulas.univariate.gaussian.GaussianUnivariate') copula.fit(self.data) X = np.array([2000., 200., 0.]) expected_result = 0.031163598715950383 # Run result = copula.probability_density(X) # Check self.assertAlmostEqual(result, expected_result)