test_mixedvine.py 文件源码

def test_pdf(self):
        '''
        Tests the probability density function.
        '''
        # Calculate probability density function on lattice
        bnds = np.empty((3), dtype=object)
        bnds[0] = [-1, 1]
        bnds[1] = [0, 2]
        bnds[2] = [0.5, 2]
        (x0g, x1g, x2g) = np.mgrid[bnds[0][0]:bnds[0][1],
                                   bnds[1][0]:bnds[1][1],
                                   bnds[2][0]:bnds[2][1]]
        points = np.array([x0g.ravel(), x1g.ravel(), x2g.ravel()]).T
        r_logpdf = np.array([-6.313469, -17.406428, -4.375992, -6.226508,
                             -8.836115, -20.430739, -5.107053, -6.687987])
        p_logpdf = self.vine.logpdf(points)
        assert_allclose(p_logpdf, r_logpdf)
        r_pdf = np.array([1.811738e-03, 2.757302e-08, 1.257566e-02,
                          1.976342e-03, 1.453865e-04, 1.339808e-09,
                          6.053895e-03, 1.245788e-03])
        p_pdf = self.vine.pdf(points)
        assert_allclose(p_pdf, r_pdf, rtol=1e-5)