TransportMaps.tests.test_distributions
¶
Module Contents¶
Classes¶
A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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A class whose instances are single test cases. |
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We test the joint distribution \(\pi(x_0,x_1)=\pi_1(x_1|x_0)\pi_2(x_0)\) defined by |
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Test the Bayesian posterior for a linear Gaussian additive model with |
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Test the Bayesian posterior for a non-linear Gaussian additive model with |
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We test for the transition probability associated to the folllowing process |
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We test on the joint distribution of the stochastic volatility with hyper-parameters and |
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We test on the joint distribution of the stochastic volatility with hyper-parameters and |
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We test on the joint distribution of the stochastic volatility with hyper-parameters and |
Functions¶
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Attributes¶
- class TransportMaps.tests.test_distributions.NormalDistributionCovarianceTests(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionPrecisionTests(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.StandardNormalDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionCovarianceTriTest(methodName='runTest')[source]¶
Bases:
StandardNormalDistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionCovarianceSymTest(methodName='runTest')[source]¶
Bases:
StandardNormalDistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionCovarianceKLTest(methodName='runTest')[source]¶
Bases:
StandardNormalDistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionPrecisionSymTest(methodName='runTest')[source]¶
Bases:
StandardNormalDistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionPrecisionTriTest(methodName='runTest')[source]¶
Bases:
StandardNormalDistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionPrecisionKLTest(methodName='runTest')[source]¶
Bases:
StandardNormalDistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.NormalDistributionSqrtTest(methodName='runTest')[source]¶
Bases:
StandardNormalDistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.LogNormalDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.LogisticDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.GammaDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.BetaDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.GumbelDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.WeibullDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.BananaDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
A class whose instances are single test cases.
By default, the test code itself should be placed in a method named ‘runTest’.
If the fixture may be used for many test cases, create as many test methods as are needed. When instantiating such a TestCase subclass, specify in the constructor arguments the name of the test method that the instance is to execute.
Test authors should subclass TestCase for their own tests. Construction and deconstruction of the test’s environment (‘fixture’) can be implemented by overriding the ‘setUp’ and ‘tearDown’ methods respectively.
If it is necessary to override the __init__ method, the base class __init__ method must always be called. It is important that subclasses should not change the signature of their __init__ method, since instances of the classes are instantiated automatically by parts of the framework in order to be run.
When subclassing TestCase, you can set these attributes: * failureException: determines which exception will be raised when
the instance’s assertion methods fail; test methods raising this exception will be deemed to have ‘failed’ rather than ‘errored’.
- longMessage: determines whether long messages (including repr of
objects used in assert methods) will be printed on failure in addition to any explicit message passed.
- maxDiff: sets the maximum length of a diff in failure messages
by assert methods using difflib. It is looked up as an instance attribute so can be configured by individual tests if required.
- class TransportMaps.tests.test_distributions.FactorizedDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
We test the joint distribution \(\pi(x_0,x_1)=\pi_1(x_1|x_0)\pi_2(x_0)\) defined by
\[\begin{split}x_0 \sim \mathcal{N}(0,1) \\ x_1 | x_0 \sim \mathcal{N}(x_0^2, 1)\end{split}\]
- class TransportMaps.tests.test_distributions.LinearBayesPosteriorDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
Test the Bayesian posterior for a linear Gaussian additive model with Gaussian prior.
\[{\bf y} = {\bf c} + {\bf T}{\bf x} + \varepsilon \;, \quad \varepsilon \sim \mathcal{N}(\mu, \Sigma) \;, \quad {\bf x} \sim \mathcal{N}(\mu_x, \Sigma_x)\]To make it more interesting we set \(d_y=2\) and \(d_x=3\)
- class TransportMaps.tests.test_distributions.NonLinearBayesPosteriorDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
Test the Bayesian posterior for a non-linear Gaussian additive model with Gaussian prior.
\[{\bf y} = T({\bf x}) + \varepsilon \;, \quad \varepsilon \sim \mathcal{N}(\mu, \Sigma) \;, \quad {\bf x} \sim \mathcal{N}(\mu_x, \Sigma_x)\]To make it more interesting we set \(d_y=2\) and \(d_x=3\)
- class TransportMaps.tests.test_distributions.AR1TransitionDistributionTest(methodName='runTest')[source]¶
Bases:
ConditionalDistributionTest
,unittest.TestCase
We test for the transition probability associated to the folllowing process
\[{\bf Z}_{k+1} = T({\bf Z}_k, \Theta) + \varepsilon \;, \quad \varepsilon \sim \nu_\pi\]where \(T\) is a non-linear map and nu_pi is the banana distribution.
- class TransportMaps.tests.test_distributions.StochasticVolatilityDistributionTest(methodName='runTest')[source]¶
Bases:
DistributionTest
,unittest.TestCase
We test on the joint distribution of the stochastic volatility with hyper-parameters and 4 steps.
- class TransportMaps.tests.test_distributions.MarkovComponentZeroStochasticVolatilityDistributionTest(methodName='runTest')[source]¶
Bases:
StochasticVolatilityDistributionTest
,unittest.TestCase
We test on the joint distribution of the stochastic volatility with hyper-parameters and 4 steps.
- class TransportMaps.tests.test_distributions.MarkovComponentOneStochasticVolatilityDistributionTest(methodName='runTest')[source]¶
Bases:
StochasticVolatilityDistributionTest
,unittest.TestCase
We test on the joint distribution of the stochastic volatility with hyper-parameters and 4 steps.