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tests: test for smooth_eigenvalues functionality added.

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Fabian Joswig 2022-06-10 09:29:04 +01:00
parent 6aab72cf0e
commit 5e550f4321
1 changed files with 17 additions and 0 deletions
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17
tests/obs_test.py
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@ -736,6 +736,23 @@ def test_covariance_factorizing():
assert np.isclose(pe.covariance([mt0, tt[1]])[0, 1], -pe.covariance(tt)[0, 1])
def test_covariance_smooth_eigenvalues():
for c_coeff in range(0, 14, 2):
length = 14
sm = 5
t_fac = 1.5
tt = pe.misc.gen_correlated_data(np.zeros(length), 1 - 0.1 ** c_coeff * np.ones((length, length)) + 0.1 ** c_coeff * np.diag(np.ones(length)), 'test', tau=0.5 + t_fac * np.random.rand(length), samples=200)
[o.gamma_method() for o in tt]
full_corr = pe.covariance(tt, correlation=True)
cov = pe.covariance(tt, smooth=sm, correlation=True)
full_evals = np.linalg.eigh(full_corr)[0]
sm_length = np.where(full_evals < np.mean(full_evals[:-sm]))[0][-1]
evals = np.linalg.eigh(cov)[0]
assert np.all(np.isclose(evals[:sm_length], evals[0], atol=1e-8))
def test_covariance_alternation():
length = 12
t_fac = 2.5