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Density tests

Open cscherrer opened this issue 1 year ago • 0 comments

These tests from MeasureTheory.jl are currently failing:

@testset "Density measures and Radon-Nikodym" begin
    x = randn()
    let d = ∫(𝒹(Cauchy(), Normal()), Normal())
        @test logdensityof(𝒹(d, Cauchy()), x) ≈ 0 atol = 1e-12
    end

    let f = 𝒹(∫(x -> x^2, Normal()), Normal())
        @test densityof(f, x) ≈ x^2
    end

    let d = ∫exp(log𝒹(Cauchy(), Normal()), Normal())
        @test logdensity_def(d, Cauchy(), x) ≈ 0 atol=1e-12
    end

    let f = 𝒹(∫exp(x -> x^2, Normal()), Normal())
        @test logdensityof(f, x) ≈ x^2
    end
end

To some degree this is syntactic - the way of writing these things has changed recently. But there may also be some bugs. Let's rework them and put them in MeasureBase.

cscherrer avatar Aug 21 '23 18:08 cscherrer