stats.tests.test_multivariate

Test functions for multivariate normal distributions.

Module Contents

Functions

test_multivariate_normal_dimensions_mismatch()
check_pickling(distfn,args)
test_random_state_property()
class TestMultivariateNormal
test_input_shape()
test_scalar_values()
test_logpdf()
test_logpdf_default_values()
test_logcdf()
test_logcdf_default_values()
test_rank()
test_degenerate_distributions()
test_large_pseudo_determinant()
test_broadcasting()
test_normal_1D()
test_marginalization()
test_frozen()
test_pseudodet_pinv()
test_exception_nonsquare_cov()
test_exception_nonfinite_cov()
test_exception_non_psd_cov()
test_exception_singular_cov()
test_R_values()
test_multivariate_normal_rvs_zero_covariance()
test_rvs_shape()
test_large_sample()
test_entropy()
test_lnB()
class TestMatrixNormal
test_bad_input()
test_default_inputs()
test_covariance_expansion()
test_frozen_matrix_normal()
test_matches_multivariate()
test_array_input()
test_moments()
class TestDirichlet
test_frozen_dirichlet()
test_numpy_rvs_shape_compatibility()
test_alpha_with_zeros()
test_alpha_with_negative_entries()
test_data_with_zeros()
test_data_with_negative_entries()
test_data_with_too_large_entries()
test_data_too_deep_c()
test_alpha_too_deep()
test_alpha_correct_depth()
test_non_simplex_data()
test_data_vector_too_short()
test_data_vector_too_long()
test_mean_and_var()
test_scalar_values()
test_K_and_K_minus_1_calls_equal()
test_multiple_entry_calls()
test_2D_dirichlet_is_beta()
test_multivariate_normal_dimensions_mismatch()
class TestWishart
test_scale_dimensions()
test_quantile_dimensions()
test_frozen()
test_1D_is_chisquared()
test_is_scaled_chisquared()
class TestMultinomial
test_logpmf()
test_reduces_binomial()
test_R()
test_rvs_np()
test_pmf()
test_pmf_broadcasting()
test_cov()
test_cov_broadcasting()
test_entropy()
test_entropy_broadcasting()
test_mean()
test_mean_broadcasting()
test_frozen()
class TestInvwishart
test_frozen()
test_1D_is_invgamma()
test_wishart_invwishart_2D_rvs()
class TestSpecialOrthoGroup
test_reproducibility()
test_invalid_dim()
test_frozen_matrix()
test_det_and_ortho()
test_haar()
class TestOrthoGroup
test_reproducibility()
test_invalid_dim()
test_det_and_ortho()
test_haar()
test_pairwise_distances()
class TestRandomCorrelation
test_reproducibility()
test_invalid_eigs()
test_definition()
test_to_corr()
class TestUnitaryGroup
test_reproducibility()
test_invalid_dim()
test_unitarity()
test_haar()
check_pickling(distfn, args)
test_random_state_property()