test_mixedvine.py 文件源码

def setUp(self):
        '''
        Saves the current random state for later recovery, sets the random seed
        to get reproducible results and manually constructs a mixed vine.
        '''
        # Save random state for later recovery
        self.random_state = np.random.get_state()
        # Set fixed random seed
        np.random.seed(0)
        # Manually construct mixed vine
        self.dim = 3  # Dimension
        self.vine = MixedVine(self.dim)
        # Specify marginals
        self.vine.set_marginal(0, norm(0, 1))
        self.vine.set_marginal(1, poisson(5))
        self.vine.set_marginal(2, gamma(2, 0, 4))
        # Specify pair copulas
        self.vine.set_copula(1, 0, GaussianCopula(0.5))
        self.vine.set_copula(1, 1, FrankCopula(4))
        self.vine.set_copula(2, 0, ClaytonCopula(5))