def test_logpdf(): # Check that the log of the pdf is in fact the logpdf np.random.seed(1234) x = np.random.randn(5) mean = np.random.randn(5) cov = np.abs(np.random.randn(5)) d1 = multivariate_normal.logpdf(x, mean, cov) d2 = multivariate_normal.pdf(x, mean, cov) assert_allclose(d1, np.log(d2))
def test_frozen(): # The frozen distribution should agree with the regular one np.random.seed(1234) x = np.random.randn(5) mean = np.random.randn(5) cov = np.abs(np.random.randn(5)) norm_frozen = multivariate_normal(mean, cov) assert_allclose(norm_frozen.pdf(x), multivariate_normal.pdf(x, mean, cov)) assert_allclose(norm_frozen.logpdf(x), multivariate_normal.logpdf(x, mean, cov))