improve codecov to nice_cov

CliMA · Aug 6, 2024 · ff6b4d3 · ff6b4d3
1 parent 97075cd
commit ff6b4d3
Showing 1 changed file with 6 additions and 0 deletions.
diff --git a/test/RandomFeature/runtests.jl b/test/RandomFeature/runtests.jl
@@ -118,6 +118,12 @@ rng = Random.MersenneTwister(seed)
         good_cov = shrinkage_cov(samples)
         @test (cond(good_cov) < 1.1) && ((good_cov[1] < 1.2) && (good_cov[1] > 0.8))
 
+        # test NICE utility
+        samples = rand(MvNormal(zeros(100), I), 20)
+        # normal condition number should be huge around 10^18
+        # nice cov will have improved conditioning, does not perform as well at this task as shrinking so has looser bounds
+        good_cov = nice_cov(samples)
+        @test (cond(good_cov) < 100) && ((good_cov[1] < 1.5) && (good_cov[1] > 0.5))
 
     end