Merge pull request #589 from j-towns/fix-588

Fix mvn tests (fixes #588)
HIPS · Mar 22, 2023 · 81b288e · 81b288e
2 parents c6d81ce + 7a66f14
commit 81b288e
Showing 1 changed file with 17 additions and 7 deletions.
diff --git a/tests/test_scipy.py b/tests/test_scipy.py
@@ -89,13 +89,23 @@ def test_t_logcdf_broadcast(): combo_check(stats.t.logcdf, [0,2])(    [R(4,3)],
     def make_psd(mat): return np.dot(mat.T, mat) + np.eye(mat.shape[0])
     def test_mvn_pdf():    combo_check(symmetrize_matrix_arg(mvn.pdf, 2), [0, 1, 2])([R(4)], [R(4)], [make_psd(R(4, 4))], allow_singular=[False])
     def test_mvn_logpdf(): combo_check(symmetrize_matrix_arg(mvn.logpdf, 2), [0, 1, 2])([R(4)], [R(4)], [make_psd(R(4, 4))], allow_singular=[False])
-    def test_mvn_entropy():combo_check(mvn.entropy,[0, 1])([R(4)], [make_psd(R(4, 4))])
-
-    C = np.zeros((4, 4))
-    C[0, 0] = C[1, 1] = 1
-    # C += 1e-3 * np.eye(4)
-    def test_mvn_pdf_sing_cov(): combo_check(mvn.pdf, [0, 1])([np.concatenate((R(2), np.zeros(2)))], [np.concatenate((R(2), np.zeros(2)))], [C], [True])
-    def test_mvn_logpdf_sing_cov(): combo_check(mvn.logpdf, [0, 1])([np.concatenate((R(2), np.zeros(2)))], [np.concatenate((R(2), np.zeros(2)))], [C], [True])
+    def test_mvn_entropy():combo_check(symmetrize_matrix_arg(mvn.entropy, 1), [0, 1])([10 * R(4)], [make_psd(R(4, 4))])
+
+    def test_mvn_sing_cov():
+        cov = np.zeros((4, 4))
+        cov[0, 0] = cov[1, 1] = 1
+
+        # Only allow variations in x along the first two dimensions, because
+        # variance is zero in the last two.
+        def pdf(x, mean, cov):
+            x = np.concatenate([x[:2], mean[2:]])
+            return symmetrize_matrix_arg(partial(mvn.pdf, allow_singular=True), 2)(x, mean, cov)
+        combo_check(pdf, [0, 1])([np.concatenate((R(2), np.zeros(2)))], [np.concatenate((R(2), np.zeros(2)))], [cov])
+
+        def logpdf(x, mean, cov):
+            x = np.concatenate([x[:2], mean[2:]])
+            return symmetrize_matrix_arg(partial(mvn.logpdf, allow_singular=True), 2)(x, mean, cov)
+        combo_check(logpdf, [0, 1])([np.concatenate((R(2), np.zeros(2)))], [np.concatenate((R(2), np.zeros(2)))], [cov])
 
     def test_mvn_pdf_broadcast():    combo_check(symmetrize_matrix_arg(mvn.pdf, 2), [0, 1, 2])([R(5, 4)], [R(4)], [make_psd(R(4, 4))])
     def test_mvn_logpdf_broadcast(): combo_check(symmetrize_matrix_arg(mvn.logpdf, 2), [0, 1, 2])([R(5, 4)], [R(4)], [make_psd(R(4, 4))])