test_model_func.py

#   Copyright 2020 The PyMC Developers
#
#   Licensed under the Apache License, Version 2.0 (the "License");
#   you may not use this file except in compliance with the License.
#   You may obtain a copy of the License at
#
#       http://www.apache.org/licenses/LICENSE-2.0
#
#   Unless required by applicable law or agreed to in writing, software
#   distributed under the License is distributed on an "AS IS" BASIS,
#   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
#   See the License for the specific language governing permissions and
#   limitations under the License.

import pymc3 as pm
import numpy as np
import scipy.stats as sp
from .checks import close_to
from .models import simple_model, mv_simple


tol = 2.0**-11

def test_logp():
    start, model, (mu, sig) = simple_model()
    lp = model.fastlogp
    lp(start)
    close_to(lp(start), sp.norm.logpdf(start['x'], mu, sig).sum(), tol)


def test_dlogp():
    start, model, (mu, sig) = simple_model()
    dlogp = model.fastdlogp()
    close_to(dlogp(start), -(start['x'] - mu) / sig**2, 1. / sig**2 / 100.)


def test_dlogp2():
    start, model, (_, sig) = mv_simple()
    H = np.linalg.inv(sig)
    d2logp = model.fastd2logp()
    close_to(d2logp(start), H, np.abs(H / 100.))


def test_deterministic():
    with pm.Model() as model:
        x = pm.Normal('x', 0, 1)
        y = pm.Deterministic('y', x**2)

    assert model.y == y
    assert model['y'] == y


def test_mapping():
    with pm.Model() as model:
        mu = pm.Normal('mu', 0, 1)
        sd = pm.Gamma('sd', 1, 1)
        y = pm.Normal('y', mu, sd, observed=np.array([.1, .5]))
    lp = model.fastlogp
    lparray = model.logp_array
    point = model.test_point
    parray = model.bijection.map(point)
    assert lp(point) == lparray(parray)

    randarray = np.random.randn(*parray.shape)
    randpoint = model.bijection.rmap(randarray)
    assert lp(randpoint) == lparray(randarray)