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Update rv_transformation_tests.py

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Max Zwiessele 2015-09-12 19:37:42 +01:00
parent 9b5323a949
commit afac6571d6
1 changed files with 1 additions and 1 deletions
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GPy/testing/rv_transformation_tests.py
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@ -33,6 +33,7 @@ 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)
phi_s = trans.finv(theta_s)
# which is essentially a kernel density estimation
kde = st.gaussian_kde(phi_s)
@ -42,7 +43,6 @@ class RVTransformationTestCase(unittest.TestCase):
pdf_phi = np.array([p_phi(p) for p in phi])
# The following test cannot be very accurate
self.assertTrue(np.linalg.norm(pdf_phi - kde(phi)) / np.linalg.norm(kde(phi)) <= 1e-1)
theta_s = prior.rvs(1e6)
# UNCOMMENT TO SEE GRAPHICAL COMPARISON
#import matplotlib.pyplot as plt
#fig, ax = plt.subplots()