Just run:

$ nosetests --with-coverage

And consider only the lines related to your module in the report.

Offcourse you can always run a specific test and see how it covers
your module as well:

$ nosetests --with-coverage sklearn/ensemble/tests/test_gradient_boosting.py

Under unix systems (like Mac or Linux) you can directly grep from the
console report to filter it out:

$ nosetests --with-coverage
sklearn/ensemble/tests/test_gradient_boosting.py 2>&1 | grep
sklearn.ensemble.gradient_boosting
sklearn.ensemble.gradient_boosting                      404     13
97%   56, 85, 191, 218, 531, 536, 541-543, 546, 557, 671, 774-775

Also useful: when you run the tests with the `--with-coverage` flag,
an HTML report is generated in the `coverage` folder. You can open the
HTML file for you module of interest to see the annotated code with a
red background for the lines that miss coverage. In the previous case
the file for the gradient boosted module is:

coverage/sklearn_ensemble_gradient_boosting.html

-- 
Olivier

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