test: add inverse wishart wishart product

ReactiveBayes · Oct 24, 2024 · 2c11b39 · 2c11b39
1 parent 25283dc
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Showing 2 changed files with 32 additions and 2 deletions.
diff --git a/test/distributions/wishart_inverse_tests.jl b/test/distributions/wishart_inverse_tests.jl
@@ -228,3 +228,32 @@ end
         end
     end
 end
+
+@testitem "InverseWishart: prod between InverseWishart and InverseWishartFast" begin
+    include("distributions_setuptests.jl")
+
+    import ExponentialFamily: InverseWishartFast
+    import Distributions: InverseWishart
+
+    for Sleft in rand(InverseWishart(10, Array(Eye(2))), 2), Sright in rand(InverseWishart(10, Array(Eye(2))), 2), νright in (6, 7), νleft in (4, 5)
+        let left = InverseWishart(νleft, Sleft), right = InverseWishartFast(νright, Sright)
+            # Test commutativity of the product
+            prod_result1 = prod(PreserveTypeProd(Distribution), left, right)
+            prod_result2 = prod(PreserveTypeProd(Distribution), right, left)
+
+            @test prod_result1.ν ≈ prod_result2.ν
+            @test prod_result1.S ≈ prod_result2.S
+
+            # Test that the product preserves type
+            @test prod_result1 isa InverseWishartFast
+            @test prod_result2 isa InverseWishartFast
+
+            # prod prod stays if we convert fisrt and then do product
+            left_fast = convert(InverseWishartFast, left)
+            prod_fast = prod(ClosedProd(), left_fast, right)
+
+            @test prod_fast.ν ≈ prod_result1.ν
+            @test prod_fast.S ≈ prod_result2.S
+        end
+    end
+end
diff --git a/test/distributions/wishart_tests.jl b/test/distributions/wishart_tests.jl
@@ -151,12 +151,13 @@ end
             @test prod_result1 isa WishartFast
             @test prod_result2 isa WishartFast
 
-            # prod the same before conversion
+            # prod stays the same if we convert fisrt and then do product
             left_fast = convert(WishartFast, left)
             prod_fast = prod(ClosedProd(), left_fast, right)
 
             @test prod_fast.ν ≈ prod_result1.ν
             @test prod_fast.invS ≈ prod_result2.invS
         end
     end
-end
+end
+