JuliaMath / JuliaMath/MeasureBase.jl

Density tests

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#129 0 comments 0 reactions 1 assignee Claimed by @cscherrer View on GitHub
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Julia
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Description

These tests from MeasureTheory.jl are currently failing:
```julia
@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.

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