test_mixedvine.py 文件源码

def test_fit(self):
        '''
        Tests the fit to samples.
        '''
        # Generate random variates
        size = 100
        samples = self.vine.rvs(size)
        # Fit mixed vine to samples
        is_continuous = np.full((self.dim), True, dtype=bool)
        is_continuous[1] = False
        vine_est = MixedVine.fit(samples, is_continuous)
        assert_approx_equal(vine_est.root.copulas[0].theta, 0.77490,
                            significant=5)
        assert_approx_equal(vine_est.root.input_layer.copulas[0].theta,
                            4.01646, significant=5)
        assert_approx_equal(vine_est.root.input_layer.copulas[1].theta,
                            4.56877, significant=5)