tests: test for Hotelling t-squared p-value added.

This commit is contained in:
Fabian Joswig 2022-12-06 17:18:16 +00:00
parent 19bf558c78
commit 850be29d20
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@ -214,6 +214,15 @@ def test_correlated_fit():
assert(diff.is_zero_within_error(sigma=5))
def test_hotelling_t():
tt1 = pe.Obs([np.random.rand(50)], ["ens"])
tt1.gamma_method()
tt2 = pe.Obs([np.random.rand(50)], ["ens"])
tt2.gamma_method()
ft = pe.fits.least_squares([1, 2], [tt1, tt2], lambda a, x: a[0], correlated_fit=True)
assert ft.t2_p_value >= ft.p_value
def test_fit_corr_independent():
dim = 30
x = np.arange(dim)