Update rv_transformation_tests.py

This commit is contained in:
Max Zwiessele 2015-09-12 18:17:15 +01:00
parent aed83c762c
commit 5290b0ec31

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@ -9,7 +9,6 @@ import numpy as np
import scipy.stats as st
import GPy
class TestModel(GPy.core.Model):
"""
A simple GPy model with one parameter.
@ -34,7 +33,8 @@ class RVTransformationTestCase(unittest.TestCase):
# The PDF of the transformed variables
p_phi = lambda phi : np.exp(-m._objective_grads(phi)[0])
# To the empirical PDF of:
theta_s = prior.rvs(1e6)
np.random.seed(12345)
theta_s = prior.rvs(5e5)
phi_s = trans.finv(theta_s)
# which is essentially a kernel density estimation
kde = st.gaussian_kde(phi_s)