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tests: test for Hotelling t-squared p-value added.
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@ -214,6 +214,15 @@ def test_correlated_fit():
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assert(diff.is_zero_within_error(sigma=5))
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def test_hotelling_t():
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tt1 = pe.Obs([np.random.rand(50)], ["ens"])
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tt1.gamma_method()
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tt2 = pe.Obs([np.random.rand(50)], ["ens"])
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tt2.gamma_method()
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ft = pe.fits.least_squares([1, 2], [tt1, tt2], lambda a, x: a[0], correlated_fit=True)
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assert ft.t2_p_value >= ft.p_value
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def test_fit_corr_independent():
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dim = 30
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x = np.arange(dim)
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