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Update rv_transformation_tests.py

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Max Zwiessele 2015-09-12 14:35:43 +01:00
parent 03c14d5b6c
commit e65db81a56
1 changed files with 2 additions and 2 deletions
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GPy/testing/rv_transformation_tests.py
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@ -34,7 +34,7 @@ class RVTransformationTestCase(unittest.TestCase):
# The PDF of the transformed variables # The PDF of the transformed variables
p_phi = lambda phi : np.exp(-m._objective_grads(phi)[0]) p_phi = lambda phi : np.exp(-m._objective_grads(phi)[0])
# To the empirical PDF of: # To the empirical PDF of:
theta_s = prior.rvs(100000) theta_s = prior.rvs(5)
phi_s = trans.finv(theta_s) phi_s = trans.finv(theta_s)
# which is essentially a kernel density estimation # which is essentially a kernel density estimation
kde = st.gaussian_kde(phi_s) kde = st.gaussian_kde(phi_s)
@ -56,7 +56,7 @@ class RVTransformationTestCase(unittest.TestCase):
# The following test cannot be very accurate # The following test cannot be very accurate
self.assertTrue(np.linalg.norm(pdf_phi - kde(phi)) / np.linalg.norm(kde(phi)) <= 1e-1) self.assertTrue(np.linalg.norm(pdf_phi - kde(phi)) / np.linalg.norm(kde(phi)) <= 1e-1)
# Check the gradients at a few random points # Check the gradients at a few random points
for i in range(10): for i in range(len(theta_s)):
m.theta = theta_s[i] m.theta = theta_s[i]
self.assertTrue(m.checkgrad(verbose=True)) self.assertTrue(m.checkgrad(verbose=True))