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Add fix up time series more
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pymc/tests/test_distributions_timeseries.py

Lines changed: 7 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -90,16 +90,18 @@ def test_grw_inference(self):
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class TestGRWScipy(td.TestMatchesScipy):
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# TODO: Test LogP for different inits in its own function
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# TODO: Find issue that says GRW wont take vector
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# TODO: Find issue that says GRW wont take vector
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def test_grw_logp(self):
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def grw_logp(value, mu, sigma):
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# Relying on fact that init will be normal
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# Note: This means we're not testing
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# Note: This means we're not testing
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stationary_series = np.diff(value)
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logp = stats.norm.logpdf(value[0], mu, sigma) + \
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stats.norm.logpdf(stationary_series, mu, sigma).sum(),
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logp = (
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stats.norm.logpdf(value[0], mu, sigma)
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+ stats.norm.logpdf(stationary_series, mu, sigma).sum(),
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)
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return logp
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# TODO: Make base class a static method
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self.check_logp(
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pm.GaussianRandomWalk,

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