test_kde.py 文件源码

def test_megkde_1d_basic():
    # Draw from normal, fit KDE, see if sampling from kde's pdf recovers norm
    np.random.seed(0)
    data = np.random.normal(loc=0, scale=1.0, size=2000)
    xs = np.linspace(-3, 3, 100)
    ys = MegKDE(data).evaluate(xs)
    cs = ys.cumsum()
    cs /= cs[-1]
    cs[0] = 0
    samps = interp1d(cs, xs)(np.random.uniform(size=10000))
    mu, std = norm.fit(samps)
    assert np.isclose(mu, 0, atol=0.1)
    assert np.isclose(std, 1.0, atol=0.1)