|
|
@ -123,21 +123,21 @@ def test_prbnormndpc():
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def test_prbnormnd():
|
|
|
|
def test_prbnormnd():
|
|
|
|
'''
|
|
|
|
|
|
|
|
>>> import numpy as np
|
|
|
|
Et = 0.001946 # exact prob.
|
|
|
|
>>> Et = 0.001946 # # exact prob.
|
|
|
|
n = 5
|
|
|
|
>>> n = 5
|
|
|
|
Blo = -np.inf
|
|
|
|
>>> Blo =-np.inf; Bup=-1.2
|
|
|
|
Bup = -1.2
|
|
|
|
>>> m = np.zeros(n); rho = 0.3;
|
|
|
|
m = np.zeros(n)
|
|
|
|
>>> Sc =(np.ones((n,n))-np.eye(n))*rho+np.eye(n)
|
|
|
|
rho = 0.3
|
|
|
|
>>> A = np.repeat(Blo,n)
|
|
|
|
Sc = (np.ones((n, n)) - np.eye(n)) * rho + np.eye(n)
|
|
|
|
>>> B = np.repeat(Bup,n)-m
|
|
|
|
A = np.repeat(Blo, n)
|
|
|
|
>>> [val,err,inform] = prbnormnd(Sc,A,B)
|
|
|
|
B = np.repeat(Bup, n) - m
|
|
|
|
>>> np.abs(val-Et)< err
|
|
|
|
[val, err, _inform] = prbnormnd(Sc, A, B)
|
|
|
|
True
|
|
|
|
assert(np.abs(val - Et) < err)
|
|
|
|
>>> 'val = %2.5f' % val
|
|
|
|
|
|
|
|
'val = 0.00195'
|
|
|
|
t = 'val = %2.5f' % val
|
|
|
|
'''
|
|
|
|
assert(t == 'val = 0.00195')
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def test_cdfnorm2d():
|
|
|
|
def test_cdfnorm2d():
|
|
|
|