Merge pull request #67 from better/fix-rws

Fix RVS
better · Aug 21, 2018 · a88a6be · a88a6be
2 parents 96c49a7 + ad1cbed
commit a88a6be
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/convoys/regression.py b/convoys/regression.py
@@ -265,9 +265,9 @@ def rvs(self, x, n_curves=1, n_samples=1, T=None):
             adjusted_z = cdf_now + (1 - cdf_now) * z
             B[i] = (adjusted_z < c)
             y = adjusted_z / c
-            x = gammaincinv(k, y)
+            w = gammaincinv(k, y)
             # x = (t * lambd)**p
-            C[i] = x**(1./p) / lambd
+            C[i] = w**(1./p) / lambd
             C[i][~B[i]] = 0
 
         return B, C

diff --git a/test_convoys.py b/test_convoys.py
@@ -91,7 +91,7 @@ def test_exponential_regression_model(c=0.3, lambd=0.1, n=10000):
     assert 0.80*c < y < 1.30*c
 
     # Check the random variates
-    will_convert, convert_at = model.rvs([1], n_curves=1, n_samples=10000)
+    will_convert, convert_at = model.rvs([1], n_curves=10000, n_samples=1)
     assert 0.80*c < numpy.mean(will_convert) < 1.30*c
     convert_times = convert_at[will_convert]
     for t in [1, 3, 10]: