test_stats.py 文件源码

def test_cor2cov(self):
        cor = SubdiagonalArray.create((-.25, -.5, .3))
        var = (4., 3., 5.)
        cov = stats.cor2cov(cor, var)
        npt.assert_almost_equal(cov, (
                ( 4.        , -0.8660254, -2.23606798),
                (-0.8660254 ,  3.       ,  1.161895  ),
                (-2.23606798,  1.161895 ,  5.        )))