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Fix VonMises tests. #212

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Fix VonMises tests. #212

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9 changes: 3 additions & 6 deletions distrax/_src/distributions/von_mises_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -390,21 +390,18 @@ def samples_grad(s, concentration):
lambda conc: tfp.distributions.von_mises.von_mises_cdf(s, conc),
broadcast_concentration)
inv_prob = np.exp(-concentration * (np.cos(s) - 1.)) * (
(2. * np.pi) * scipy.special.i0e(concentration)
)
(2. * np.pi) * scipy.special.i0e(concentration))
# Computes the implicit derivative,
# dz = dconc * -(dF(z; conc) / dconc) / p(z; conc)
dsamples = -dcdf_dconcentration * inv_prob
return dsamples

for seed in range(10):
sample, sample_grad = jax_sample_and_grad(
seed, jnp.array(locs), jnp.array(concentration)
)
seed, jnp.array(locs), jnp.array(concentration))
comparison = samples_grad(sample, concentration)
np.testing.assert_allclose(
comparison, sample_grad, rtol=1e-06, atol=1e-06
)
comparison, sample_grad, rtol=1e-06, atol=1e-06)

def test_von_mises_sample_moments(self):
locs_v = np.array([-1., 0.3, 2.3])
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