gamma_test.py 文件源码

def testGammaPdfOfSampleMultiDims(self):
    with session.Session() as sess:
      gamma = gamma_lib.Gamma(alpha=[7., 11.], beta=[[5.], [6.]])
      num = 50000
      samples = gamma.sample(num, seed=137)
      pdfs = gamma.prob(samples)
      sample_vals, pdf_vals = sess.run([samples, pdfs])
      self.assertEqual(samples.get_shape(), (num, 2, 2))
      self.assertEqual(pdfs.get_shape(), (num, 2, 2))
      self.assertAllClose(
          stats.gamma.mean(
              [[7., 11.], [7., 11.]], scale=1 / np.array([[5., 5.], [6., 6.]])),
          sample_vals.mean(axis=0),
          atol=.1)
      self.assertAllClose(
          stats.gamma.var([[7., 11.], [7., 11.]],
                          scale=1 / np.array([[5., 5.], [6., 6.]])),
          sample_vals.var(axis=0),
          atol=.1)
      self._assertIntegral(sample_vals[:, 0, 0], pdf_vals[:, 0, 0], err=0.02)
      self._assertIntegral(sample_vals[:, 0, 1], pdf_vals[:, 0, 1], err=0.02)
      self._assertIntegral(sample_vals[:, 1, 0], pdf_vals[:, 1, 0], err=0.02)
      self._assertIntegral(sample_vals[:, 1, 1], pdf_vals[:, 1, 1], err=0.02)