File: test_kdeoth.py

package info (click to toggle)
python-scipy 0.10.1%2Bdfsg2-1
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 42,232 kB
  • sloc: cpp: 224,773; ansic: 103,496; python: 85,210; fortran: 79,130; makefile: 272; sh: 43
file content (36 lines) | stat: -rw-r--r-- 1,265 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36



from scipy import stats
import numpy as np
from numpy.testing import assert_almost_equal, assert_

def test_kde_1d():
    #some basic tests comparing to normal distribution
    np.random.seed(8765678)
    n_basesample = 500
    xn = np.random.randn(n_basesample)
    xnmean = xn.mean()
    xnstd = xn.std(ddof=1)

    # get kde for original sample
    gkde = stats.gaussian_kde(xn)

    # evaluate the density funtion for the kde for some points
    xs = np.linspace(-7,7,501)
    kdepdf = gkde.evaluate(xs)
    normpdf = stats.norm.pdf(xs, loc=xnmean, scale=xnstd)
    intervall = xs[1] - xs[0]

    assert_(np.sum((kdepdf - normpdf)**2)*intervall < 0.01)
    prob1 = gkde.integrate_box_1d(xnmean, np.inf)
    prob2 = gkde.integrate_box_1d(-np.inf, xnmean)
    assert_almost_equal(prob1, 0.5, decimal=1)
    assert_almost_equal(prob2, 0.5, decimal=1)
    assert_almost_equal(gkde.integrate_box(xnmean, np.inf), prob1, decimal=13)
    assert_almost_equal(gkde.integrate_box(-np.inf, xnmean), prob2, decimal=13)

    assert_almost_equal(gkde.integrate_kde(gkde),
                        (kdepdf**2).sum()*intervall, decimal=2)
    assert_almost_equal(gkde.integrate_gaussian(xnmean, xnstd**2),
                        (kdepdf*normpdf).sum()*intervall, decimal=2)