__init__.py 文件源码

def testRandom(self):

        from scipy.special import kv
        from numpy import sqrt

        a = 2.
        b = 1.
        p = 1
        gig = GeneralizedInverseGaussian(a, b, p)
        samples = gig.random(10000)

        mu_analytical = sqrt(b) * kv(p + 1, sqrt(a * b)) / (sqrt(a) * kv(p, sqrt(a * b)))

        var_analytical = b * kv(p + 2, sqrt(a * b)) / a / kv(p, sqrt(a * b)) - mu_analytical ** 2

        mu = numpy.mean(samples)
        var = numpy.var(samples)

        self.assertAlmostEqual(mu_analytical, mu, delta=1e-1)
        self.assertAlmostEqual(var_analytical, var, delta=1e-1)