add test for density with generators

pymc3/tests/test_model.py

@@ -1,5 +1,6 @@
 import unittest
 from theano import theano, tensor as tt
+import numpy as np
 import pymc3 as pm
 from pymc3.distributions import HalfCauchy, Normal
 from pymc3 import Potential, Deterministic
@@ -127,4 +128,32 @@ def test_density_scaling(self):
         with pm.Model() as model2:
             Normal('n', observed=[[1]], total_size=2)
             p2 = theano.function([], model2.logpt)
-            self.assertEqual(p1() * 2, p2())
+        self.assertEqual(p1() * 2, p2())
+
+    def test_density_scaling_with_genarator(self):
+        # We have different size generators
+        def gen1():
+            i = 0
+            while True:
+                yield np.ones((10, 100)) * i
+                i += 1
+
+        def gen2():
+            i = 0
+            while True:
+                yield np.ones((20, 100)) * i
+                i += 1
+
+        # We have same size models
+        with pm.Model() as model1:
+            Normal('n', observed=gen1(), total_size=100)
+            p1 = theano.function([], model1.logpt)
+
+        with pm.Model() as model2:
+            Normal('n', observed=gen2(), total_size=100)
+            p2 = theano.function([], model2.logpt)
+
+        # We want densities to be equal
+        for _ in range(10):
+            np.testing.assert_almost_equal(p1(), p2())
+        # Done