test_SampleSelector.py 文件源码

python
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项目:kernel_goodness_of_fit 作者: karlnapf 项目源码 文件源码
def test_with_ugly(self):
        np.random.seed(42)


        def grad_log_prob(x):
            return -(x/5.0 + np.sin(x))*(1.0/5.0 + np.cos(x))

        def log_prob(x):
            return -(x/5.0 + np.sin(x) )**2.0/2.0

        generator = mh_generator(log_density=log_prob,x_start=1.0)
        tester = GaussianSteinTest(grad_log_prob,41)

        selector = SampleSelector(generator, sample_size=1000,thinning=20,tester=tester, max_iterations=5)

        data,converged = selector.points_from_stationary()

        tester = GaussianSteinTest(grad_log_prob,41)
        assert tester.compute_pvalue(data)>0.05

        assert converged is True
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