fix bug in mixuture copula parameter init

wgurecky · Jul 25, 2020 · 0db86ac · 0db86ac
1 parent f1c6658
commit 0db86ac
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Showing 2 changed files with 10 additions and 7 deletions.
diff --git a/starvine/bvcopula/copula/mixture_copula.py b/starvine/bvcopula/copula/mixture_copula.py
@@ -20,7 +20,7 @@ def __init__(self, copula_a, wt_a, copula_b, wt_b):
         self._name = copula_a.name + '-' + copula_b.name
         self._thetaBounds = tuple(list(copula_a.thetaBounds) + list(copula_b.thetaBounds) + [(0.,1.), (0.,1.)])
         self._theta0 = tuple(list(copula_a.theta0) + list(copula_b.theta0) + [wt_a, wt_b])
-        self.fittedParams = list(copula_a.theta0) + list(copula_b.theta0) + [wt_a, wt_b]
+        self.fittedParams = list(copula_a.fittedParams) + list(copula_b.fittedParams) + [wt_a, wt_b]
         self._copula_a = copula_a
         self._copula_b = copula_b
         self._n_params_a = len(copula_a.thetaBounds)

diff --git a/starvine/bvcopula/tests/test_mixture_copula.py b/starvine/bvcopula/tests/test_mixture_copula.py
@@ -6,7 +6,7 @@
 # COPULA IMPORTS
 from starvine.bvcopula.copula.mixture_copula import MixtureCopula as mc
 import numpy as np
-import matplotlib.pyplot as plt
+from starvine.bvcopula import bv_plot
 import os
 pwd_ = os.path.dirname(os.path.abspath(__file__))
 from starvine.bvcopula.copula.gumbel_copula import GumbelCopula
@@ -17,14 +17,17 @@
 
 class TestMixtureCopula(unittest.TestCase):
     def setUp(self):
-        self._mix_copula = mc(GumbelCopula(1), 0.5,
-                              GumbelCopula(2), 0.5)
+        self._mix_copula = mc(GumbelCopula(2, [2.1]), 0.5,
+                              GumbelCopula(3, [2.7]), 0.5)
 
     def testMixCoplulaPdf(self):
-        u = np.linspace(1.0e-8, 1.0-1e-8, 50)
-        v = np.linspace(1.0e-8, 1.0-1e-8, 50)
-        c_pdf = self._mix_copula.pdf(u, v)
+        u = np.linspace(6.0e-2, 1.0-6e-2, 50)
+        v = np.linspace(6.0e-2, 1.0-6e-2, 50)
+        uu, vv = np.meshgrid(u, v)
+        c_pdf = self._mix_copula.pdf(uu.flatten(), vv.flatten())
         self.assertTrue(np.all(c_pdf >= 0))
+        # plot mixture pdf
+        bv_plot.bvContourf(uu.flatten(), vv.flatten(), c_pdf, savefig="mix.png")
 
     def testMixCoplulaCdf(self):
         u = np.linspace(1.0e-8, 1.0-1e-8, 50)