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std for test modified for gpu tests jump test
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rhandal-pfn committed Aug 28, 2024
1 parent da64899 commit 686f40f
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion tests/stochastic/test_jump.py
Original file line number Diff line number Diff line change
Expand Up @@ -71,7 +71,7 @@ def test_generate_brownian_mean_no_jump_std(self, device: str = "cpu"):
assert output.size() == torch.Size((n_paths, n_steps))
result = output[:, -1].mean()
expect = torch.ones_like(result)
std = 0.4 * sqrt(1 / n_paths)
std = 0.5 * sqrt(1 / n_paths)
assert_close(result, expect, atol=3 * std, rtol=0)

@pytest.mark.gpu
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