diff options
Diffstat (limited to 'numpy/lib/tests/test_function_base.py')
| -rw-r--r-- | numpy/lib/tests/test_function_base.py | 77 |
1 files changed, 72 insertions, 5 deletions
diff --git a/numpy/lib/tests/test_function_base.py b/numpy/lib/tests/test_function_base.py index 12f9d414b..ad71fd3fa 100644 --- a/numpy/lib/tests/test_function_base.py +++ b/numpy/lib/tests/test_function_base.py @@ -1391,9 +1391,20 @@ class TestCorrCoef(TestCase): class TestCov(TestCase): + x1 = np.array([[0, 2], [1, 1], [2, 0]]).T + res1 = np.array([[1., -1.], [-1., 1.]]) + x2 = np.array([0.0, 1.0, 2.0], ndmin=2) + frequencies = np.array([1, 4, 1]) + x2_repeats = np.array([[0.0], [1.0], [1.0], [1.0], [1.0], [2.0]]).T + res2 = np.array([[0.4, -0.4], [-0.4, 0.4]]) + unit_frequencies = np.ones(3, dtype=np.integer) + weights = np.array([1.0, 4.0, 1.0]) + res3 = np.array([[2./3., -2./3.], [-2./3., 2./3.]]) + unit_weights = np.ones(3) + x3 = np.array([0.3942, 0.5969, 0.7730, 0.9918, 0.7964]) + def test_basic(self): - x = np.array([[0, 2], [1, 1], [2, 0]]).T - assert_allclose(cov(x), np.array([[1., -1.], [-1., 1.]])) + assert_allclose(cov(self.x1), self.res1) def test_complex(self): x = np.array([[1, 2, 3], [1j, 2j, 3j]]) @@ -1414,11 +1425,67 @@ class TestCov(TestCase): np.array([[np.nan, np.nan], [np.nan, np.nan]])) def test_wrong_ddof(self): - x = np.array([[0, 2], [1, 1], [2, 0]]).T with warnings.catch_warnings(record=True): warnings.simplefilter('always', RuntimeWarning) - assert_array_equal(cov(x, ddof=5), - np.array([[np.inf, -np.inf], [-np.inf, np.inf]])) + assert_array_equal(cov(self.x1, ddof=5), + np.array([[np.inf, -np.inf], + [-np.inf, np.inf]])) + + def test_1D_rowvar(self): + assert_allclose(cov(self.x3), cov(self.x3, rowvar=0)) + y = np.array([0.0780, 0.3107, 0.2111, 0.0334, 0.8501]) + assert_allclose(cov(self.x3, y), cov(self.x3, y, rowvar=0)) + + def test_1D_variance(self): + assert_allclose(cov(self.x3, ddof=1), np.var(self.x3, ddof=1)) + + def test_fweights(self): + assert_allclose(cov(self.x2, fweights=self.frequencies), + cov(self.x2_repeats)) + assert_allclose(cov(self.x1, fweights=self.frequencies), + self.res2) + assert_allclose(cov(self.x1, fweights=self.unit_frequencies), + self.res1) + nonint = self.frequencies + 0.5 + assert_raises(TypeError, cov, self.x1, fweights=nonint) + f = np.ones((2, 3), dtype=np.integer) + assert_raises(RuntimeError, cov, self.x1, fweights=f) + f = np.ones(2, dtype=np.integer) + assert_raises(RuntimeError, cov, self.x1, fweights=f) + f = -1*np.ones(3, dtype=np.integer) + assert_raises(ValueError, cov, self.x1, fweights=f) + + def test_aweights(self): + assert_allclose(cov(self.x1, aweights=self.weights), self.res3) + assert_allclose(cov(self.x1, aweights=3.0*self.weights), + cov(self.x1, aweights=self.weights)) + assert_allclose(cov(self.x1, aweights=self.unit_weights), self.res1) + w = np.ones((2, 3)) + assert_raises(RuntimeError, cov, self.x1, aweights=w) + w = np.ones(2) + assert_raises(RuntimeError, cov, self.x1, aweights=w) + w = -1.0*np.ones(3) + assert_raises(ValueError, cov, self.x1, aweights=w) + + def test_unit_fweights_and_aweights(self): + assert_allclose(cov(self.x2, fweights=self.frequencies, + aweights=self.unit_weights), + cov(self.x2_repeats)) + assert_allclose(cov(self.x1, fweights=self.frequencies, + aweights=self.unit_weights), + self.res2) + assert_allclose(cov(self.x1, fweights=self.unit_frequencies, + aweights=self.unit_weights), + self.res1) + assert_allclose(cov(self.x1, fweights=self.unit_frequencies, + aweights=self.weights), + self.res3) + assert_allclose(cov(self.x1, fweights=self.unit_frequencies, + aweights=3.0*self.weights), + cov(self.x1, aweights=self.weights)) + assert_allclose(cov(self.x1, fweights=self.unit_frequencies, + aweights=self.unit_weights), + self.res1) class Test_I0(TestCase): |