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@ -67,7 +67,7 @@ def test_rind():
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assert_array_almost_equal(err3, 0.00013838)
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assert_array_almost_equal(terr3, 1.00000000e-10)
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E4, err4, terr4 = rind2(Sc2,m2,Blo2,Bup2,indI2,nt=0)
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E4, err4, terr4 = rind2(Sc2, m2, Blo2, Bup2, indI2, nt=0)
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assert_array_almost_equal(E4, 0.24127499)
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assert_array_almost_equal(err4, 0.00013838)
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assert_array_almost_equal(terr4, 1.00000000e-10)
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@ -123,21 +123,21 @@ def test_prbnormndpc():
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def test_prbnormnd():
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'''
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>>> import numpy as np
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>>> Et = 0.001946 # # exact prob.
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>>> n = 5
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>>> Blo =-np.inf; Bup=-1.2
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>>> m = np.zeros(n); rho = 0.3;
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>>> Sc =(np.ones((n,n))-np.eye(n))*rho+np.eye(n)
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>>> A = np.repeat(Blo,n)
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>>> B = np.repeat(Bup,n)-m
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>>> [val,err,inform] = prbnormnd(Sc,A,B)
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>>> np.abs(val-Et)< err
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True
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>>> 'val = %2.5f' % val
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'val = 0.00195'
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'''
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Et = 0.001946 # exact prob.
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n = 5
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Blo = -np.inf
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Bup = -1.2
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m = np.zeros(n)
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rho = 0.3
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Sc = (np.ones((n, n)) - np.eye(n)) * rho + np.eye(n)
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A = np.repeat(Blo, n)
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B = np.repeat(Bup, n) - m
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[val, err, _inform] = prbnormnd(Sc, A, B)
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assert(np.abs(val - Et) < err)
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t = 'val = %2.5f' % val
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assert(t == 'val = 0.00195')
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def test_cdfnorm2d():
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