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|
- """
- Test functions for stats module
- """
- import warnings
- import re
- import sys
- import pickle
- import threading
- from pathlib import Path
- import os
- import json
- import platform
- from numpy.testing import (assert_equal, assert_array_equal,
- assert_almost_equal, assert_array_almost_equal,
- assert_allclose, assert_,
- assert_array_less, assert_array_max_ulp)
- import pytest
- from pytest import raises as assert_raises
- import numpy as np
- from numpy import typecodes, array
- from numpy.lib.recfunctions import rec_append_fields
- from scipy import special
- from scipy._lib._util import check_random_state
- from scipy.integrate import (IntegrationWarning, quad, trapezoid,
- cumulative_trapezoid)
- import scipy.stats as stats
- from scipy.stats._distn_infrastructure import argsreduce
- from scipy.stats._constants import _XMAX
- import scipy.stats.distributions
- from scipy.special import xlogy, polygamma, entr
- from scipy.stats._distr_params import distcont, invdistcont
- from .test_discrete_basic import distdiscrete, invdistdiscrete
- from scipy.stats._continuous_distns import FitDataError, _argus_phi
- from scipy.optimize import root, fmin, differential_evolution
- from itertools import product
- # python -OO strips docstrings
- DOCSTRINGS_STRIPPED = sys.flags.optimize > 1
- # Failing on macOS 11, Intel CPUs. See gh-14901
- MACOS_INTEL = (sys.platform == 'darwin') and (platform.machine() == 'x86_64')
- # distributions to skip while testing the fix for the support method
- # introduced in gh-13294. These distributions are skipped as they
- # always return a non-nan support for every parametrization.
- skip_test_support_gh13294_regression = ['tukeylambda', 'pearson3']
- def _assert_hasattr(a, b, msg=None):
- if msg is None:
- msg = f'{a} does not have attribute {b}'
- assert_(hasattr(a, b), msg=msg)
- def test_api_regression():
- # https://github.com/scipy/scipy/issues/3802
- _assert_hasattr(scipy.stats.distributions, 'f_gen')
- def test_distributions_submodule():
- actual = set(scipy.stats.distributions.__all__)
- continuous = [dist[0] for dist in distcont] # continuous dist names
- discrete = [dist[0] for dist in distdiscrete] # discrete dist names
- other = ['rv_discrete', 'rv_continuous', 'rv_histogram',
- 'entropy']
- expected = continuous + discrete + other
- # need to remove, e.g.,
- # <scipy.stats._continuous_distns.trapezoid_gen at 0x1df83bbc688>
- expected = set(filter(lambda s: not str(s).startswith('<'), expected))
- assert actual == expected
- class TestVonMises:
- def setup_method(self):
- self.rng = np.random.default_rng(6320571663)
- @pytest.mark.parametrize('k', [0.1, 1, 101])
- @pytest.mark.parametrize('x', [0, 1, np.pi, 10, 100])
- def test_vonmises_periodic(self, k, x):
- def check_vonmises_pdf_periodic(k, L, s, x):
- vm = stats.vonmises(k, loc=L, scale=s)
- assert_almost_equal(vm.pdf(x), vm.pdf(x % (2 * np.pi * s)))
- def check_vonmises_cdf_periodic(k, L, s, x):
- vm = stats.vonmises(k, loc=L, scale=s)
- assert_almost_equal(vm.cdf(x) % 1,
- vm.cdf(x % (2 * np.pi * s)) % 1)
- check_vonmises_pdf_periodic(k, 0, 1, x)
- check_vonmises_pdf_periodic(k, 1, 1, x)
- check_vonmises_pdf_periodic(k, 0, 10, x)
- check_vonmises_cdf_periodic(k, 0, 1, x)
- check_vonmises_cdf_periodic(k, 1, 1, x)
- check_vonmises_cdf_periodic(k, 0, 10, x)
- def test_vonmises_line_support(self):
- assert_equal(stats.vonmises_line.a, -np.pi)
- assert_equal(stats.vonmises_line.b, np.pi)
- def test_vonmises_numerical(self):
- vm = stats.vonmises(800)
- assert_almost_equal(vm.cdf(0), 0.5)
- # Expected values of the vonmises PDF were computed using
- # mpmath with 50 digits of precision:
- #
- # def vmpdf_mp(x, kappa):
- # x = mpmath.mpf(x)
- # kappa = mpmath.mpf(kappa)
- # num = mpmath.exp(kappa*mpmath.cos(x))
- # den = 2 * mpmath.pi * mpmath.besseli(0, kappa)
- # return num/den
- @pytest.mark.parametrize('x, kappa, expected_pdf',
- [(0.1, 0.01, 0.16074242744907072),
- (0.1, 25.0, 1.7515464099118245),
- (0.1, 800, 0.2073272544458798),
- (2.0, 0.01, 0.15849003875385817),
- (2.0, 25.0, 8.356882934278192e-16),
- (2.0, 800, 0.0)])
- def test_vonmises_pdf(self, x, kappa, expected_pdf):
- pdf = stats.vonmises.pdf(x, kappa)
- assert_allclose(pdf, expected_pdf, rtol=1e-15)
- # Expected values of the vonmises entropy were computed using
- # mpmath with 50 digits of precision:
- #
- # def vonmises_entropy(kappa):
- # kappa = mpmath.mpf(kappa)
- # return (-kappa * mpmath.besseli(1, kappa) /
- # mpmath.besseli(0, kappa) + mpmath.log(2 * mpmath.pi *
- # mpmath.besseli(0, kappa)))
- # >>> float(vonmises_entropy(kappa))
- @pytest.mark.parametrize('kappa, expected_entropy',
- [(1, 1.6274014590199897),
- (5, 0.6756431570114528),
- (100, -0.8811275441649473),
- (1000, -2.03468891852547),
- (2000, -2.3813876496587847)])
- def test_vonmises_entropy(self, kappa, expected_entropy):
- entropy = stats.vonmises.entropy(kappa)
- assert_allclose(entropy, expected_entropy, rtol=1e-13)
- def test_vonmises_rvs_gh4598(self):
- # check that random variates wrap around as discussed in gh-4598
- seed = 30899520
- rng1 = np.random.default_rng(seed)
- rng2 = np.random.default_rng(seed)
- rng3 = np.random.default_rng(seed)
- rvs1 = stats.vonmises(1, loc=0, scale=1).rvs(random_state=rng1)
- rvs2 = stats.vonmises(1, loc=2*np.pi, scale=1).rvs(random_state=rng2)
- rvs3 = stats.vonmises(1, loc=0,
- scale=(2*np.pi/abs(rvs1)+1)).rvs(random_state=rng3)
- assert_allclose(rvs1, rvs2, atol=1e-15)
- assert_allclose(rvs1, rvs3, atol=1e-15)
- # Expected values of the vonmises LOGPDF were computed
- # using wolfram alpha:
- # kappa * cos(x) - log(2*pi*I0(kappa))
- @pytest.mark.parametrize('x, kappa, expected_logpdf',
- [(0.1, 0.01, -1.8279520246003170),
- (0.1, 25.0, 0.5604990605420549),
- (0.1, 800, -1.5734567947337514),
- (2.0, 0.01, -1.8420635346185686),
- (2.0, 25.0, -34.7182759850871489),
- (2.0, 800, -1130.4942582548682739)])
- def test_vonmises_logpdf(self, x, kappa, expected_logpdf):
- logpdf = stats.vonmises.logpdf(x, kappa)
- assert_allclose(logpdf, expected_logpdf, rtol=1e-15)
- def test_vonmises_expect(self):
- """
- Test that the vonmises expectation values are
- computed correctly. This test checks that the
- numeric integration estimates the correct normalization
- (1) and mean angle (loc). These expectations are
- independent of the chosen 2pi interval.
- """
- rng = np.random.default_rng(6762668991392531563)
- loc, kappa, lb = rng.random(3) * 10
- res = stats.vonmises(loc=loc, kappa=kappa).expect(lambda x: 1)
- assert_allclose(res, 1)
- assert np.issubdtype(res.dtype, np.floating)
- bounds = lb, lb + 2 * np.pi
- res = stats.vonmises(loc=loc, kappa=kappa).expect(lambda x: 1, *bounds)
- assert_allclose(res, 1)
- assert np.issubdtype(res.dtype, np.floating)
- bounds = lb, lb + 2 * np.pi
- res = stats.vonmises(loc=loc, kappa=kappa).expect(lambda x: np.exp(1j*x),
- *bounds, complex_func=1)
- assert_allclose(np.angle(res), loc % (2*np.pi))
- assert np.issubdtype(res.dtype, np.complexfloating)
- @pytest.mark.xslow
- @pytest.mark.parametrize("rvs_loc", [0, 2])
- @pytest.mark.parametrize("rvs_shape", [1, 100, 1e8])
- @pytest.mark.parametrize('fix_loc', [True, False])
- @pytest.mark.parametrize('fix_shape', [True, False])
- def test_fit_MLE_comp_optimizer(self, rvs_loc, rvs_shape,
- fix_loc, fix_shape):
- if fix_shape and fix_loc:
- pytest.skip("Nothing to fit.")
- rng = np.random.default_rng(6762668991392531563)
- data = stats.vonmises.rvs(rvs_shape, size=1000, loc=rvs_loc,
- random_state=rng)
- kwds = {'fscale': 1}
- if fix_loc:
- kwds['floc'] = rvs_loc
- if fix_shape:
- kwds['f0'] = rvs_shape
- _assert_less_or_close_loglike(stats.vonmises, data,
- stats.vonmises.nnlf, **kwds)
- @pytest.mark.slow
- def test_vonmises_fit_bad_floc(self):
- data = [-0.92923506, -0.32498224, 0.13054989, -0.97252014, 2.79658071,
- -0.89110948, 1.22520295, 1.44398065, 2.49163859, 1.50315096,
- 3.05437696, -2.73126329, -3.06272048, 1.64647173, 1.94509247,
- -1.14328023, 0.8499056, 2.36714682, -1.6823179, -0.88359996]
- data = np.asarray(data)
- loc = -0.5 * np.pi
- kappa_fit, loc_fit, scale_fit = stats.vonmises.fit(data, floc=loc)
- assert kappa_fit == np.finfo(float).tiny
- _assert_less_or_close_loglike(stats.vonmises, data,
- stats.vonmises.nnlf, fscale=1, floc=loc)
- @pytest.mark.parametrize('sign', [-1, 1])
- def test_vonmises_fit_unwrapped_data(self, sign):
- rng = np.random.default_rng(6762668991392531563)
- data = stats.vonmises(loc=sign*0.5*np.pi, kappa=10).rvs(100000,
- random_state=rng)
- shifted_data = data + 4*np.pi
- kappa_fit, loc_fit, scale_fit = stats.vonmises.fit(data)
- kappa_fit_shifted, loc_fit_shifted, _ = stats.vonmises.fit(shifted_data)
- assert_allclose(loc_fit, loc_fit_shifted)
- assert_allclose(kappa_fit, kappa_fit_shifted)
- assert scale_fit == 1
- assert -np.pi < loc_fit < np.pi
- def test_vonmises_kappa_0_gh18166(self):
- # Check that kappa = 0 is supported.
- dist = stats.vonmises(0)
- assert_allclose(dist.pdf(0), 1 / (2 * np.pi), rtol=1e-15)
- assert_allclose(dist.cdf(np.pi/2), 0.75, rtol=1e-15)
- assert_allclose(dist.sf(-np.pi/2), 0.75, rtol=1e-15)
- assert_allclose(dist.ppf(0.9), np.pi*0.8, rtol=1e-15)
- assert_allclose(dist.mean(), 0, atol=1e-15)
- assert_allclose(dist.expect(), 0, atol=1e-15)
- assert np.all(np.abs(dist.rvs(size=10, random_state=self.rng)) <= np.pi)
- def test_vonmises_fit_equal_data(self):
- # When all data are equal, expect kappa = 1e16.
- kappa, loc, scale = stats.vonmises.fit([0])
- assert kappa == 1e16 and loc == 0 and scale == 1
- def test_vonmises_fit_bounds(self):
- # For certain input data, the root bracket is violated numerically.
- # Test that this situation is handled. The input data below are
- # crafted to trigger the bound violation for the current choice of
- # bounds and the specific way the bounds and the objective function
- # are computed.
- # Test that no exception is raised when the lower bound is violated.
- scipy.stats.vonmises.fit([0, 3.7e-08], floc=0)
- # Test that no exception is raised when the upper bound is violated.
- scipy.stats.vonmises.fit([np.pi/2*(1-4.86e-9)], floc=0)
- def _assert_less_or_close_loglike(dist, data, func=None, maybe_identical=False,
- **kwds):
- """
- This utility function checks that the negative log-likelihood function
- (or `func`) of the result computed using dist.fit() is less than or equal
- to the result computed using the generic fit method. Because of
- normal numerical imprecision, the "equality" check is made using
- `np.allclose` with a relative tolerance of 1e-15.
- """
- if func is None:
- func = dist.nnlf
- mle_analytical = dist.fit(data, **kwds)
- numerical_opt = super(type(dist), dist).fit(data, **kwds)
- # Sanity check that the analytical MLE is actually executed.
- # Due to floating point arithmetic, the generic MLE is unlikely
- # to produce the exact same result as the analytical MLE.
- if not maybe_identical:
- assert np.any(mle_analytical != numerical_opt)
- ll_mle_analytical = func(mle_analytical, data)
- ll_numerical_opt = func(numerical_opt, data)
- assert (ll_mle_analytical <= ll_numerical_opt or
- np.allclose(ll_mle_analytical, ll_numerical_opt, rtol=1e-15))
- # Ideally we'd check that shapes are correctly fixed, too, but that is
- # complicated by the many ways of fixing them (e.g. f0, fix_a, fa).
- if 'floc' in kwds:
- assert mle_analytical[-2] == kwds['floc']
- if 'fscale' in kwds:
- assert mle_analytical[-1] == kwds['fscale']
- def assert_fit_warnings(dist):
- param = ['floc', 'fscale']
- if dist.shapes:
- nshapes = len(dist.shapes.split(","))
- param += ['f0', 'f1', 'f2'][:nshapes]
- all_fixed = dict(zip(param, np.arange(len(param))))
- data = [1, 2, 3]
- with pytest.raises(RuntimeError,
- match="All parameters fixed. There is nothing "
- "to optimize."):
- dist.fit(data, **all_fixed)
- with pytest.raises(ValueError,
- match="The data contains non-finite values"):
- dist.fit([np.nan])
- with pytest.raises(ValueError,
- match="The data contains non-finite values"):
- dist.fit([np.inf])
- with pytest.raises(TypeError, match="Unknown keyword arguments:"):
- dist.fit(data, extra_keyword=2)
- with pytest.raises(TypeError, match="Too many positional arguments."):
- dist.fit(data, *[1]*(len(param) - 1))
- @pytest.mark.parametrize('dist',
- ['alpha', 'betaprime',
- 'fatiguelife', 'invgamma', 'invgauss', 'invweibull',
- 'johnsonsb', 'levy', 'levy_l', 'lognorm', 'gibrat',
- 'powerlognorm', 'rayleigh', 'wald'])
- def test_support(dist):
- """gh-6235"""
- dct = dict(distcont)
- args = dct[dist]
- dist = getattr(stats, dist)
- assert_almost_equal(dist.pdf(dist.a, *args), 0)
- assert_equal(dist.logpdf(dist.a, *args), -np.inf)
- assert_almost_equal(dist.pdf(dist.b, *args), 0)
- assert_equal(dist.logpdf(dist.b, *args), -np.inf)
- class TestRandInt:
- def setup_method(self):
- self.rng = np.random.default_rng(8826485737)
- def test_rvs(self):
- vals = stats.randint.rvs(5, 30, size=100, random_state=self.rng)
- assert_(np.all(vals < 30) & np.all(vals >= 5))
- assert_(len(vals) == 100)
- vals = stats.randint.rvs(5, 30, size=(2, 50), random_state=self.rng)
- assert_(np.shape(vals) == (2, 50))
- assert_(vals.dtype.char in typecodes['AllInteger'])
- val = stats.randint.rvs(15, 46, random_state=self.rng)
- assert_((val >= 15) & (val < 46))
- assert_(isinstance(val, np.ScalarType), msg=repr(type(val)))
- val = stats.randint(15, 46).rvs(3, random_state=self.rng)
- assert_(val.dtype.char in typecodes['AllInteger'])
- def test_pdf(self):
- k = np.r_[0:36]
- out = np.where((k >= 5) & (k < 30), 1.0/(30-5), 0)
- vals = stats.randint.pmf(k, 5, 30)
- assert_array_almost_equal(vals, out)
- def test_cdf(self):
- x = np.linspace(0, 36, 100)
- k = np.floor(x)
- out = np.select([k >= 30, k >= 5], [1.0, (k-5.0+1)/(30-5.0)], 0)
- vals = stats.randint.cdf(x, 5, 30)
- assert_array_almost_equal(vals, out, decimal=12)
- class TestBinom:
- def setup_method(self):
- self.rng = np.random.default_rng(1778595878)
- def test_rvs(self):
- vals = stats.binom.rvs(10, 0.75, size=(2, 50), random_state=self.rng)
- assert_(np.all(vals >= 0) & np.all(vals <= 10))
- assert_(np.shape(vals) == (2, 50))
- assert_(vals.dtype.char in typecodes['AllInteger'])
- val = stats.binom.rvs(10, 0.75, random_state=self.rng)
- assert_(isinstance(val, int))
- val = stats.binom(10, 0.75).rvs(3, random_state=self.rng)
- assert_(isinstance(val, np.ndarray))
- assert_(val.dtype.char in typecodes['AllInteger'])
- def test_pmf(self):
- # regression test for Ticket #1842
- vals1 = stats.binom.pmf(100, 100, 1)
- vals2 = stats.binom.pmf(0, 100, 0)
- assert_allclose(vals1, 1.0, rtol=1e-15, atol=0)
- assert_allclose(vals2, 1.0, rtol=1e-15, atol=0)
- def test_entropy(self):
- # Basic entropy tests.
- b = stats.binom(2, 0.5)
- expected_p = np.array([0.25, 0.5, 0.25])
- expected_h = -sum(xlogy(expected_p, expected_p))
- h = b.entropy()
- assert_allclose(h, expected_h)
- b = stats.binom(2, 0.0)
- h = b.entropy()
- assert_equal(h, 0.0)
- b = stats.binom(2, 1.0)
- h = b.entropy()
- assert_equal(h, 0.0)
- def test_warns_p0(self):
- # no spurious warnings are generated for p=0; gh-3817
- with warnings.catch_warnings():
- warnings.simplefilter("error", RuntimeWarning)
- assert_equal(stats.binom(n=2, p=0).mean(), 0)
- assert_equal(stats.binom(n=2, p=0).std(), 0)
- def test_ppf_p1(self):
- # Check that gh-17388 is resolved: PPF == n when p = 1
- n = 4
- assert stats.binom.ppf(q=0.3, n=n, p=1.0) == n
- def test_pmf_poisson(self):
- # Check that gh-17146 is resolved: binom -> poisson
- n = 1541096362225563.0
- p = 1.0477878413173978e-18
- x = np.arange(3)
- res = stats.binom.pmf(x, n=n, p=p)
- ref = stats.poisson.pmf(x, n * p)
- assert_allclose(res, ref, atol=1e-16)
- def test_pmf_cdf(self):
- # Check that gh-17809 is resolved: binom.pmf(0) ~ binom.cdf(0)
- n = 25.0 * 10 ** 21
- p = 1.0 * 10 ** -21
- r = 0
- res = stats.binom.pmf(r, n, p)
- ref = stats.binom.cdf(r, n, p)
- assert_allclose(res, ref, atol=1e-16)
- def test_pmf_gh15101(self):
- # Check that gh-15101 is resolved (no divide warnings when p~1, n~oo)
- res = stats.binom.pmf(3, 2000, 0.999)
- assert_allclose(res, 0, atol=1e-16)
- class TestArcsine:
- def test_endpoints(self):
- # Regression test for gh-13697. The following calculation
- # should not generate a warning.
- p = stats.arcsine.pdf([0, 1])
- assert_equal(p, [np.inf, np.inf])
- class TestBernoulli:
- def setup_method(self):
- self.rng = np.random.default_rng(7836792223)
- def test_rvs(self):
- vals = stats.bernoulli.rvs(0.75, size=(2, 50), random_state=self.rng)
- assert_(np.all(vals >= 0) & np.all(vals <= 1))
- assert_(np.shape(vals) == (2, 50))
- assert_(vals.dtype.char in typecodes['AllInteger'])
- val = stats.bernoulli.rvs(0.75, random_state=self.rng)
- assert_(isinstance(val, int))
- val = stats.bernoulli(0.75).rvs(3, random_state=self.rng)
- assert_(isinstance(val, np.ndarray))
- assert_(val.dtype.char in typecodes['AllInteger'])
- def test_entropy(self):
- # Simple tests of entropy.
- b = stats.bernoulli(0.25)
- expected_h = -0.25*np.log(0.25) - 0.75*np.log(0.75)
- h = b.entropy()
- assert_allclose(h, expected_h)
- b = stats.bernoulli(0.0)
- h = b.entropy()
- assert_equal(h, 0.0)
- b = stats.bernoulli(1.0)
- h = b.entropy()
- assert_equal(h, 0.0)
- class TestBradford:
- # gh-6216
- def test_cdf_ppf(self):
- c = 0.1
- x = np.logspace(-20, -4)
- q = stats.bradford.cdf(x, c)
- xx = stats.bradford.ppf(q, c)
- assert_allclose(x, xx)
- class TestCauchy:
- def test_pdf_no_overflow_warning(self):
- # The argument is large enough that x**2 will overflow to
- # infinity and 1/(1 + x**2) will be 0. This should not
- # trigger a warning.
- p = stats.cauchy.pdf(1e200)
- assert p == 0.0
- # Reference values were computed with mpmath.
- @pytest.mark.parametrize(
- 'x, ref',
- [(0.0, -1.1447298858494002),
- (5e-324, -1.1447298858494002),
- (1e-34, -1.1447298858494002),
- (2.2e-16, -1.1447298858494002),
- (2e-8, -1.1447298858494006),
- (5e-4, -1.144730135849369),
- (0.1, -1.1546802167025683),
- (1.5, -2.3233848821910463),
- (2e18, -85.42408759475494),
- (1e200, -922.1787670834676),
- (_XMAX, -1420.7101556726175)])
- def test_logpdf(self, x, ref):
- logp = stats.cauchy.logpdf([x, -x])
- assert_allclose(logp, [ref, ref], rtol=1e-15)
- # Reference values were computed with mpmath.
- @pytest.mark.parametrize(
- 'x, ref',
- [(-5e15, 6.366197723675814e-17),
- (-5, 0.06283295818900118),
- (-1, 0.25),
- (0, 0.5),
- (1, 0.75),
- (5, 0.9371670418109989),
- (5e15, 0.9999999999999999)]
- )
- @pytest.mark.parametrize(
- 'method, sgn',
- [(stats.cauchy.cdf, 1),
- (stats.cauchy.sf, -1)]
- )
- def test_cdf_sf(self, x, ref, method, sgn):
- p = method(sgn*x)
- assert_allclose(p, ref, rtol=1e-15)
- # Reference values were computed with mpmath.
- @pytest.mark.parametrize('x, ref',
- [(4e250, -7.957747154594767e-252),
- (1e25, -3.1830988618379063e-26),
- (10.0, -0.03223967552667532),
- (0.0, -0.6931471805599453),
- (-10.0, -3.4506339556469654),
- (-7e45, -106.70696921963678),
- (-3e225, -520.3249880981778)])
- def test_logcdf_logsf(self, x, ref):
- logcdf = stats.cauchy.logcdf(x)
- assert_allclose(logcdf, ref, rtol=5e-15)
- logsf = stats.cauchy.logsf(-x)
- assert_allclose(logsf, ref, rtol=5e-15)
- # Reference values were computed with mpmath.
- @pytest.mark.parametrize(
- 'p, ref',
- [(1e-20, -3.1830988618379067e+19),
- (1e-9, -318309886.1837906),
- (0.25, -1.0),
- (0.50, 0.0),
- (0.75, 1.0),
- (0.999999, 318309.88617359026),
- (0.999999999999, 318316927901.77966)]
- )
- @pytest.mark.parametrize(
- 'method, sgn',
- [(stats.cauchy.ppf, 1),
- (stats.cauchy.isf, -1)])
- def test_ppf_isf(self, p, ref, method, sgn):
- x = sgn*method(p)
- assert_allclose(x, ref, rtol=1e-15)
- class TestChi:
- # "Exact" value of chi.sf(10, 4), as computed by Wolfram Alpha with
- # 1 - CDF[ChiDistribution[4], 10]
- CHI_SF_10_4 = 9.83662422461598e-21
- # "Exact" value of chi.mean(df=1000) as computed by Wolfram Alpha with
- # Mean[ChiDistribution[1000]]
- CHI_MEAN_1000 = 31.614871896980
- def test_sf(self):
- s = stats.chi.sf(10, 4)
- assert_allclose(s, self.CHI_SF_10_4, rtol=1e-15)
- def test_isf(self):
- x = stats.chi.isf(self.CHI_SF_10_4, 4)
- assert_allclose(x, 10, rtol=1e-15)
- def test_logcdf(self):
- x = 10.0
- df = 15
- logcdf = stats.chi.logcdf(x, df)
- # Reference value computed with mpath.
- assert_allclose(logcdf, -1.304704343625153e-14, rtol=5e-15)
- def test_logsf(self):
- x = 0.01
- df = 15
- logsf = stats.chi.logsf(x, df)
- # Reference value computed with mpath.
- assert_allclose(logsf, -3.936060782678026e-37, rtol=5e-15)
- # reference value for 1e14 was computed via mpmath
- # from mpmath import mp
- # mp.dps = 500
- # df = mp.mpf(1e14)
- # float(mp.rf(mp.mpf(0.5) * df, mp.mpf(0.5)) * mp.sqrt(2.))
- @pytest.mark.parametrize('df, ref',
- [(1e3, CHI_MEAN_1000),
- (1e14, 9999999.999999976)])
- def test_mean(self, df, ref):
- assert_allclose(stats.chi.mean(df), ref, rtol=1e-12)
- # Entropy references values were computed with the following mpmath code
- # from mpmath import mp
- # mp.dps = 50
- # def chi_entropy_mpmath(df):
- # df = mp.mpf(df)
- # half_df = 0.5 * df
- # entropy = mp.log(mp.gamma(half_df)) + 0.5 * \
- # (df - mp.log(2) - (df - mp.one) * mp.digamma(half_df))
- # return float(entropy)
- @pytest.mark.parametrize('df, ref',
- [(1e-4, -9989.7316027504),
- (1, 0.7257913526447274),
- (1e3, 1.0721981095025448),
- (1e10, 1.0723649429080335),
- (1e100, 1.0723649429247002)])
- def test_entropy(self, df, ref):
- assert_allclose(stats.chi(df).entropy(), ref, rtol=1e-15)
- class TestCrystalBall:
- def test_pdf(self):
- """
- All values are calculated using the independent implementation of the
- ROOT framework (see https://root.cern.ch/).
- Corresponding ROOT code is given in the comments.
- """
- X = np.linspace(-5.0, 5.0, 21)[:-1]
- # for (double x = -5.0; x < 5.0; x += 0.5) {
- # cout << setprecision(16)
- # << ROOT::Math::crystalball_pdf(x, 1.0, 2.0, 1.0)
- # << ", ";
- # }
- calculated = stats.crystalball.pdf(X, beta=1.0, m=2.0)
- expected = np.array([0.02028666423671257, 0.02414280702550917,
- 0.02921279650086611, 0.03606518086526679,
- 0.04564499453260328, 0.05961795204258388,
- 0.08114665694685029, 0.1168511860034644,
- 0.1825799781304131, 0.2656523006609301,
- 0.3010234935475763, 0.2656523006609301,
- 0.1825799781304131, 0.09772801991305094,
- 0.0407390997601359, 0.01322604925508607,
- 0.003344068947749631, 0.0006584862184997063,
- 0.0001009821322058648, 1.206059579124873e-05])
- assert_allclose(expected, calculated, rtol=1e-14)
- # for (double x = -5.0; x < 5.0; x += 0.5) {
- # cout << setprecision(16)
- # << ROOT::Math::crystalball_pdf(x, 2.0, 3.0, 1.0)
- # << ", ";
- # }
- calculated = stats.crystalball.pdf(X, beta=2.0, m=3.0)
- expected = np.array([0.00196480373120913, 0.0027975428126005,
- 0.004175923965164595, 0.006631212592830816,
- 0.01145873536041165, 0.022380342500804,
- 0.05304970074264653, 0.1272596164638828,
- 0.237752264003024, 0.3459275029304401,
- 0.3919872148188981, 0.3459275029304401,
- 0.237752264003024, 0.1272596164638828,
- 0.05304970074264653, 0.01722271623872227,
- 0.004354584612458383, 0.0008574685508575863,
- 0.000131497061187334, 1.570508433595375e-05])
- assert_allclose(expected, calculated, rtol=1e-14)
- # for (double x = -5.0; x < 5.0; x += 0.5) {
- # cout << setprecision(16)
- # << ROOT::Math::crystalball_pdf(x, 2.0, 3.0, 2.0, 0.5)
- # << ", ";
- # }
- calculated = stats.crystalball.pdf(X, beta=2.0, m=3.0, loc=0.5, scale=2.0)
- expected = np.array([0.007859214924836521, 0.011190171250402,
- 0.01670369586065838, 0.02652485037132326,
- 0.04238659020399594, 0.06362980823194138,
- 0.08973241216601403, 0.118876132001512,
- 0.1479437366093383, 0.17296375146522,
- 0.1899635180461471, 0.1959936074094491,
- 0.1899635180461471, 0.17296375146522,
- 0.1479437366093383, 0.118876132001512,
- 0.08973241216601403, 0.06362980823194138,
- 0.04238659020399594, 0.02652485037132326])
- assert_allclose(expected, calculated, rtol=1e-14)
- def test_cdf(self):
- """
- All values are calculated using the independent implementation of the
- ROOT framework (see https://root.cern.ch/).
- Corresponding ROOT code is given in the comments.
- """
- X = np.linspace(-5.0, 5.0, 21)[:-1]
- # for (double x = -5.0; x < 5.0; x += 0.5) {
- # cout << setprecision(16)
- # << ROOT::Math::crystalball_cdf(x, 1.0, 2.0, 1.0)
- # << ", ";
- # }
- calculated = stats.crystalball.cdf(X, beta=1.0, m=2.0)
- expected = np.array([0.1217199854202754, 0.1327854386403005,
- 0.1460639825043305, 0.1622933138937006,
- 0.1825799781304132, 0.2086628321490436,
- 0.2434399708405509, 0.292127965008661,
- 0.3651599562608263, 0.4782542338198316,
- 0.6227229998727213, 0.7671917659256111,
- 0.8802860434846165, 0.9495903590367718,
- 0.9828337969321823, 0.9953144721881936,
- 0.9989814290402977, 0.9998244687978383,
- 0.9999761023377818, 0.9999974362721522])
- assert_allclose(expected, calculated, rtol=1e-13)
- # for (double x = -5.0; x < 5.0; x += 0.5) {
- # cout << setprecision(16)
- # << ROOT::Math::crystalball_cdf(x, 2.0, 3.0, 1.0)
- # << ", ";
- # }
- calculated = stats.crystalball.cdf(X, beta=2.0, m=3.0)
- expected = np.array([0.004420808395220632, 0.005595085625200946,
- 0.007307866939038177, 0.009946818889246312,
- 0.01432341920051472, 0.02238034250080412,
- 0.03978727555698502, 0.08307626432678494,
- 0.1733230597116304, 0.3205923321191123,
- 0.508716882020547, 0.6968414319219818,
- 0.8441107043294638, 0.934357499714309,
- 0.9776464884841091, 0.9938985925142876,
- 0.9986736357721329, 0.9997714265214375,
- 0.9999688809071239, 0.9999966615611068])
- assert_allclose(expected, calculated, rtol=1e-13)
- # for (double x = -5.0; x < 5.0; x += 0.5) {
- # cout << setprecision(16)
- # << ROOT::Math::crystalball_cdf(x, 2.0, 3.0, 2.0, 0.5);
- # << ", ";
- # }
- calculated = stats.crystalball.cdf(X, beta=2.0, m=3.0, loc=0.5, scale=2.0)
- expected = np.array([0.0176832335808822, 0.02238034250080412,
- 0.02923146775615237, 0.03978727555698502,
- 0.05679453901646225, 0.08307626432678494,
- 0.1212416644828466, 0.1733230597116304,
- 0.2401101486313661, 0.3205923321191123,
- 0.4117313791289429, 0.508716882020547,
- 0.6057023849121512, 0.6968414319219818,
- 0.7773236154097279, 0.8441107043294638,
- 0.8961920995582476, 0.934357499714309,
- 0.9606392250246318, 0.9776464884841091])
- assert_allclose(expected, calculated, rtol=1e-13)
- # Reference value computed with ROOT, e.g.
- # cout << setprecision(16)
- # << ROOT::Math::crystalball_cdf_c(12.0, 1.0, 2.0, 1.0)
- # << endl;
- @pytest.mark.parametrize(
- 'x, beta, m, rootref',
- [(12.0, 1.0, 2.0, 1.340451684048897e-33),
- (9.0, 4.0, 1.25, 1.12843537145273e-19),
- (20, 0.1, 1.001, 6.929038716892384e-93),
- (-4.5, 2.0, 3.0, 0.9944049143747991),
- (-30.0, 0.5, 5.0, 0.9976994814571858),
- (-1e50, 1.5, 1.1, 0.9999951099570382)]
- )
- def test_sf(self, x, beta, m, rootref):
- sf = stats.crystalball.sf(x, beta=beta, m=m)
- assert_allclose(sf, rootref, rtol=1e-13)
- def test_moments(self):
- """
- All values are calculated using the pdf formula and the integrate function
- of Mathematica
- """
- # The Last two (alpha, n) pairs test the special case n == alpha**2
- beta = np.array([2.0, 1.0, 3.0, 2.0, 3.0])
- m = np.array([3.0, 3.0, 2.0, 4.0, 9.0])
- # The distribution should be correctly normalised
- expected_0th_moment = np.array([1.0, 1.0, 1.0, 1.0, 1.0])
- calculated_0th_moment = stats.crystalball._munp(0, beta, m)
- assert_allclose(expected_0th_moment, calculated_0th_moment, rtol=0.001)
- # calculated using wolframalpha.com
- # e.g. for beta = 2 and m = 3 we calculate the norm like this:
- # integrate exp(-x^2/2) from -2 to infinity +
- # integrate (3/2)^3*exp(-2^2/2)*(3/2-2-x)^(-3) from -infinity to -2
- norm = np.array([2.5511, 3.01873, 2.51065, 2.53983, 2.507410455])
- a = np.array([-0.21992, -3.03265, np.inf, -0.135335, -0.003174])
- expected_1th_moment = a / norm
- calculated_1th_moment = stats.crystalball._munp(1, beta, m)
- assert_allclose(expected_1th_moment, calculated_1th_moment, rtol=0.001)
- a = np.array([np.inf, np.inf, np.inf, 3.2616, 2.519908])
- expected_2th_moment = a / norm
- calculated_2th_moment = stats.crystalball._munp(2, beta, m)
- assert_allclose(expected_2th_moment, calculated_2th_moment, rtol=0.001)
- a = np.array([np.inf, np.inf, np.inf, np.inf, -0.0577668])
- expected_3th_moment = a / norm
- calculated_3th_moment = stats.crystalball._munp(3, beta, m)
- assert_allclose(expected_3th_moment, calculated_3th_moment, rtol=0.001)
- a = np.array([np.inf, np.inf, np.inf, np.inf, 7.78468])
- expected_4th_moment = a / norm
- calculated_4th_moment = stats.crystalball._munp(4, beta, m)
- assert_allclose(expected_4th_moment, calculated_4th_moment, rtol=0.001)
- a = np.array([np.inf, np.inf, np.inf, np.inf, -1.31086])
- expected_5th_moment = a / norm
- calculated_5th_moment = stats.crystalball._munp(5, beta, m)
- assert_allclose(expected_5th_moment, calculated_5th_moment, rtol=0.001)
- def test_entropy(self):
- # regression test for gh-13602
- cb = stats.crystalball(2, 3)
- res1 = cb.entropy()
- # -20000 and 30 are negative and positive infinity, respectively
- lo, hi, N = -20000, 30, 200000
- x = np.linspace(lo, hi, N)
- res2 = trapezoid(entr(cb.pdf(x)), x)
- assert_allclose(res1, res2, rtol=1e-7)
- class TestNBinom:
- def setup_method(self):
- self.rng = np.random.default_rng(5861367021)
- def test_rvs(self):
- vals = stats.nbinom.rvs(10, 0.75, size=(2, 50), random_state=self.rng)
- assert_(np.all(vals >= 0))
- assert_(np.shape(vals) == (2, 50))
- assert_(vals.dtype.char in typecodes['AllInteger'])
- val = stats.nbinom.rvs(10, 0.75, random_state=self.rng)
- assert_(isinstance(val, int))
- val = stats.nbinom(10, 0.75).rvs(3, random_state=self.rng)
- assert_(isinstance(val, np.ndarray))
- assert_(val.dtype.char in typecodes['AllInteger'])
- def test_pmf(self):
- # regression test for ticket 1779
- assert_allclose(np.exp(stats.nbinom.logpmf(700, 721, 0.52)),
- stats.nbinom.pmf(700, 721, 0.52))
- # logpmf(0,1,1) shouldn't return nan (regression test for gh-4029)
- val = scipy.stats.nbinom.logpmf(0, 1, 1)
- assert_equal(val, 0)
- def test_logcdf_gh16159(self):
- # check that gh16159 is resolved.
- vals = stats.nbinom.logcdf([0, 5, 0, 5], n=4.8, p=0.45)
- ref = np.log(stats.nbinom.cdf([0, 5, 0, 5], n=4.8, p=0.45))
- assert_allclose(vals, ref)
- class TestGenInvGauss:
- def setup_method(self):
- self.rng = np.random.default_rng(6473281180)
- @pytest.mark.slow
- def test_rvs_with_mode_shift(self):
- # ratio_unif w/ mode shift
- gig = stats.geninvgauss(2.3, 1.5)
- _, p = stats.kstest(gig.rvs(size=1500, random_state=self.rng), gig.cdf)
- assert_equal(p > 0.05, True)
- @pytest.mark.slow
- def test_rvs_without_mode_shift(self):
- # ratio_unif w/o mode shift
- gig = stats.geninvgauss(0.9, 0.75)
- _, p = stats.kstest(gig.rvs(size=1500, random_state=self.rng), gig.cdf)
- assert_equal(p > 0.05, True)
- @pytest.mark.slow
- def test_rvs_new_method(self):
- # new algorithm of Hoermann / Leydold
- gig = stats.geninvgauss(0.1, 0.2)
- _, p = stats.kstest(gig.rvs(size=1500, random_state=self.rng), gig.cdf)
- assert_equal(p > 0.05, True)
- @pytest.mark.slow
- def test_rvs_p_zero(self):
- def my_ks_check(p, b):
- gig = stats.geninvgauss(p, b)
- rvs = gig.rvs(size=1500, random_state=self.rng)
- return stats.kstest(rvs, gig.cdf)[1] > 0.05
- # boundary cases when p = 0
- assert_equal(my_ks_check(0, 0.2), True) # new algo
- assert_equal(my_ks_check(0, 0.9), True) # ratio_unif w/o shift
- assert_equal(my_ks_check(0, 1.5), True) # ratio_unif with shift
- def test_rvs_negative_p(self):
- # if p negative, return inverse
- assert_equal(
- stats.geninvgauss(-1.5, 2).rvs(size=10, random_state=1234),
- 1 / stats.geninvgauss(1.5, 2).rvs(size=10, random_state=1234))
- def test_invgauss(self):
- # test that invgauss is special case
- ig = stats.geninvgauss.rvs(size=1500, p=-0.5, b=1, random_state=1464878613)
- assert_equal(stats.kstest(ig, 'invgauss', args=[1])[1] > 0.15, True)
- # test pdf and cdf
- mu, x = 100, np.linspace(0.01, 1, 10)
- pdf_ig = stats.geninvgauss.pdf(x, p=-0.5, b=1 / mu, scale=mu)
- assert_allclose(pdf_ig, stats.invgauss(mu).pdf(x))
- cdf_ig = stats.geninvgauss.cdf(x, p=-0.5, b=1 / mu, scale=mu)
- assert_allclose(cdf_ig, stats.invgauss(mu).cdf(x))
- def test_pdf_R(self):
- # test against R package GIGrvg
- # x <- seq(0.01, 5, length.out = 10)
- # GIGrvg::dgig(x, 0.5, 1, 1)
- vals_R = np.array([2.081176820e-21, 4.488660034e-01, 3.747774338e-01,
- 2.693297528e-01, 1.905637275e-01, 1.351476913e-01,
- 9.636538981e-02, 6.909040154e-02, 4.978006801e-02,
- 3.602084467e-02])
- x = np.linspace(0.01, 5, 10)
- assert_allclose(vals_R, stats.geninvgauss.pdf(x, 0.5, 1))
- def test_pdf_zero(self):
- # pdf at 0 is 0, needs special treatment to avoid 1/x in pdf
- assert_equal(stats.geninvgauss.pdf(0, 0.5, 0.5), 0)
- # if x is large and p is moderate, make sure that pdf does not
- # overflow because of x**(p-1); exp(-b*x) forces pdf to zero
- assert_equal(stats.geninvgauss.pdf(2e6, 50, 2), 0)
- class TestGenHyperbolic:
- def test_pdf_r(self):
- # test against R package GeneralizedHyperbolic
- # x <- seq(-10, 10, length.out = 10)
- # GeneralizedHyperbolic::dghyp(
- # x = x, lambda = 2, alpha = 2, beta = 1, delta = 1.5, mu = 0.5
- # )
- vals_R = np.array([
- 2.94895678275316e-13, 1.75746848647696e-10, 9.48149804073045e-08,
- 4.17862521692026e-05, 0.0103947630463822, 0.240864958986839,
- 0.162833527161649, 0.0374609592899472, 0.00634894847327781,
- 0.000941920705790324
- ])
- lmbda, alpha, beta = 2, 2, 1
- mu, delta = 0.5, 1.5
- args = (lmbda, alpha*delta, beta*delta)
- gh = stats.genhyperbolic(*args, loc=mu, scale=delta)
- x = np.linspace(-10, 10, 10)
- assert_allclose(gh.pdf(x), vals_R, atol=0, rtol=1e-13)
- def test_cdf_r(self):
- # test against R package GeneralizedHyperbolic
- # q <- seq(-10, 10, length.out = 10)
- # GeneralizedHyperbolic::pghyp(
- # q = q, lambda = 2, alpha = 2, beta = 1, delta = 1.5, mu = 0.5
- # )
- vals_R = np.array([
- 1.01881590921421e-13, 6.13697274983578e-11, 3.37504977637992e-08,
- 1.55258698166181e-05, 0.00447005453832497, 0.228935323956347,
- 0.755759458895243, 0.953061062884484, 0.992598013917513,
- 0.998942646586662
- ])
- lmbda, alpha, beta = 2, 2, 1
- mu, delta = 0.5, 1.5
- args = (lmbda, alpha*delta, beta*delta)
- gh = stats.genhyperbolic(*args, loc=mu, scale=delta)
- x = np.linspace(-10, 10, 10)
- assert_allclose(gh.cdf(x), vals_R, atol=0, rtol=1e-6)
- # The reference values were computed by implementing the PDF with mpmath
- # and integrating it with mp.quad. The values were computed with
- # mp.dps=250, and then again with mp.dps=400 to ensure the full 64 bit
- # precision was computed.
- @pytest.mark.parametrize(
- 'x, p, a, b, loc, scale, ref',
- [(-15, 2, 3, 1.5, 0.5, 1.5, 4.770036428808252e-20),
- (-15, 10, 1.5, 0.25, 1, 5, 0.03282964575089294),
- (-15, 10, 1.5, 1.375, 0, 1, 3.3711159600215594e-23),
- (-15, 0.125, 1.5, 1.49995, 0, 1, 4.729401428898605e-23),
- (-1, 0.125, 1.5, 1.49995, 0, 1, 0.0003565725914786859),
- (5, -0.125, 1.5, 1.49995, 0, 1, 0.2600651974023352),
- (5, -0.125, 1000, 999, 0, 1, 5.923270556517253e-28),
- (20, -0.125, 1000, 999, 0, 1, 0.23452293711665634),
- (40, -0.125, 1000, 999, 0, 1, 0.9999648749561968),
- (60, -0.125, 1000, 999, 0, 1, 0.9999999999975475)]
- )
- def test_cdf_mpmath(self, x, p, a, b, loc, scale, ref):
- cdf = stats.genhyperbolic.cdf(x, p, a, b, loc=loc, scale=scale)
- assert_allclose(cdf, ref, rtol=5e-12)
- # The reference values were computed by implementing the PDF with mpmath
- # and integrating it with mp.quad. The values were computed with
- # mp.dps=250, and then again with mp.dps=400 to ensure the full 64 bit
- # precision was computed.
- @pytest.mark.parametrize(
- 'x, p, a, b, loc, scale, ref',
- [(0, 1e-6, 12, -1, 0, 1, 0.38520358671350524),
- (-1, 3, 2.5, 2.375, 1, 3, 0.9999901774267577),
- (-20, 3, 2.5, 2.375, 1, 3, 1.0),
- (25, 2, 3, 1.5, 0.5, 1.5, 8.593419916523976e-10),
- (300, 10, 1.5, 0.25, 1, 5, 6.137415609872158e-24),
- (60, -0.125, 1000, 999, 0, 1, 2.4524915075944173e-12),
- (75, -0.125, 1000, 999, 0, 1, 2.9435194886214633e-18)]
- )
- def test_sf_mpmath(self, x, p, a, b, loc, scale, ref):
- sf = stats.genhyperbolic.sf(x, p, a, b, loc=loc, scale=scale)
- assert_allclose(sf, ref, rtol=5e-12)
- def test_moments_r(self):
- # test against R package GeneralizedHyperbolic
- # sapply(1:4,
- # function(x) GeneralizedHyperbolic::ghypMom(
- # order = x, lambda = 2, alpha = 2,
- # beta = 1, delta = 1.5, mu = 0.5,
- # momType = 'raw')
- # )
- vals_R = [2.36848366948115, 8.4739346779246,
- 37.8870502710066, 205.76608511485]
- lmbda, alpha, beta = 2, 2, 1
- mu, delta = 0.5, 1.5
- args = (lmbda, alpha*delta, beta*delta)
- vals_us = [
- stats.genhyperbolic(*args, loc=mu, scale=delta).moment(i)
- for i in range(1, 5)
- ]
- assert_allclose(vals_us, vals_R, atol=0, rtol=1e-13)
- def test_rvs(self):
- # Kolmogorov-Smirnov test to ensure alignment
- # of analytical and empirical cdfs
- lmbda, alpha, beta = 2, 2, 1
- mu, delta = 0.5, 1.5
- args = (lmbda, alpha*delta, beta*delta)
- gh = stats.genhyperbolic(*args, loc=mu, scale=delta)
- _, p = stats.kstest(gh.rvs(size=1500, random_state=1234), gh.cdf)
- assert_equal(p > 0.05, True)
- def test_pdf_t(self):
- # Test Against T-Student with 1 - 30 df
- df = np.linspace(1, 30, 10)
- # in principle alpha should be zero in practice for big lmbdas
- # alpha cannot be too small else pdf does not integrate
- alpha, beta = np.float_power(df, 2)*np.finfo(np.float32).eps, 0
- mu, delta = 0, np.sqrt(df)
- args = (-df/2, alpha, beta)
- gh = stats.genhyperbolic(*args, loc=mu, scale=delta)
- x = np.linspace(gh.ppf(0.01), gh.ppf(0.99), 50)[:, np.newaxis]
- assert_allclose(
- gh.pdf(x), stats.t.pdf(x, df),
- atol=0, rtol=1e-6
- )
- def test_pdf_cauchy(self):
- # Test Against Cauchy distribution
- # in principle alpha should be zero in practice for big lmbdas
- # alpha cannot be too small else pdf does not integrate
- lmbda, alpha, beta = -0.5, np.finfo(np.float32).eps, 0
- mu, delta = 0, 1
- args = (lmbda, alpha, beta)
- gh = stats.genhyperbolic(*args, loc=mu, scale=delta)
- x = np.linspace(gh.ppf(0.01), gh.ppf(0.99), 50)[:, np.newaxis]
- assert_allclose(
- gh.pdf(x), stats.cauchy.pdf(x),
- atol=0, rtol=1e-6
- )
- def test_pdf_laplace(self):
- # Test Against Laplace with location param [-10, 10]
- loc = np.linspace(-10, 10, 10)
- # in principle delta should be zero in practice for big loc delta
- # cannot be too small else pdf does not integrate
- delta = np.finfo(np.float32).eps
- lmbda, alpha, beta = 1, 1, 0
- args = (lmbda, alpha*delta, beta*delta)
- # ppf does not integrate for scale < 5e-4
- # therefore using simple linspace to define the support
- gh = stats.genhyperbolic(*args, loc=loc, scale=delta)
- x = np.linspace(-20, 20, 50)[:, np.newaxis]
- assert_allclose(
- gh.pdf(x), stats.laplace.pdf(x, loc=loc, scale=1),
- atol=0, rtol=1e-11
- )
- def test_pdf_norminvgauss(self):
- # Test Against NIG with varying alpha/beta/delta/mu
- alpha, beta, delta, mu = (
- np.linspace(1, 20, 10),
- np.linspace(0, 19, 10)*np.float_power(-1, range(10)),
- np.linspace(1, 1, 10),
- np.linspace(-100, 100, 10)
- )
- lmbda = - 0.5
- args = (lmbda, alpha * delta, beta * delta)
- gh = stats.genhyperbolic(*args, loc=mu, scale=delta)
- x = np.linspace(gh.ppf(0.01), gh.ppf(0.99), 50)[:, np.newaxis]
- assert_allclose(
- gh.pdf(x), stats.norminvgauss.pdf(
- x, a=alpha, b=beta, loc=mu, scale=delta),
- atol=0, rtol=1e-13
- )
- class TestHypSecant:
- # Reference values were computed with the mpmath expression
- # float((2/mp.pi)*mp.atan(mp.exp(-x)))
- # and mp.dps = 50.
- @pytest.mark.parametrize('x, reference',
- [(30, 5.957247804324683e-14),
- (50, 1.2278802891647964e-22)])
- def test_sf(self, x, reference):
- sf = stats.hypsecant.sf(x)
- assert_allclose(sf, reference, rtol=5e-15)
- # Reference values were computed with the mpmath expression
- # float(-mp.log(mp.tan((mp.pi/2)*p)))
- # and mp.dps = 50.
- @pytest.mark.parametrize('p, reference',
- [(1e-6, 13.363927852673998),
- (1e-12, 27.179438410639094)])
- def test_isf(self, p, reference):
- x = stats.hypsecant.isf(p)
- assert_allclose(x, reference, rtol=5e-15)
- def test_logcdf_logsf(self):
- x = 50.0
- # Reference value was computed with mpmath.
- ref = -1.2278802891647964e-22
- logcdf = stats.hypsecant.logcdf(x)
- assert_allclose(logcdf, ref, rtol=5e-15)
- logsf = stats.hypsecant.logsf(-x)
- assert_allclose(logsf, ref, rtol=5e-15)
- class TestNormInvGauss:
- def test_cdf_R(self):
- # test pdf and cdf vals against R
- # require("GeneralizedHyperbolic")
- # x_test <- c(-7, -5, 0, 8, 15)
- # r_cdf <- GeneralizedHyperbolic::pnig(x_test, mu = 0, a = 1, b = 0.5)
- # r_pdf <- GeneralizedHyperbolic::dnig(x_test, mu = 0, a = 1, b = 0.5)
- r_cdf = np.array([8.034920282e-07, 2.512671945e-05, 3.186661051e-01,
- 9.988650664e-01, 9.999848769e-01])
- x_test = np.array([-7, -5, 0, 8, 15])
- vals_cdf = stats.norminvgauss.cdf(x_test, a=1, b=0.5)
- assert_allclose(vals_cdf, r_cdf, atol=1e-9)
- def test_pdf_R(self):
- # values from R as defined in test_cdf_R
- r_pdf = np.array([1.359600783e-06, 4.413878805e-05, 4.555014266e-01,
- 7.450485342e-04, 8.917889931e-06])
- x_test = np.array([-7, -5, 0, 8, 15])
- vals_pdf = stats.norminvgauss.pdf(x_test, a=1, b=0.5)
- assert_allclose(vals_pdf, r_pdf, atol=1e-9)
- @pytest.mark.parametrize('x, a, b, sf, rtol',
- [(-1, 1, 0, 0.8759652211005315, 1e-13),
- (25, 1, 0, 1.1318690184042579e-13, 1e-4),
- (1, 5, -1.5, 0.002066711134653577, 1e-12),
- (10, 5, -1.5, 2.308435233930669e-29, 1e-9)])
- def test_sf_isf_mpmath(self, x, a, b, sf, rtol):
- # Reference data generated with `reference_distributions.NormInvGauss`,
- # e.g. `NormInvGauss(alpha=1, beta=0).sf(-1)` with mp.dps = 50
- s = stats.norminvgauss.sf(x, a, b)
- assert_allclose(s, sf, rtol=rtol)
- i = stats.norminvgauss.isf(sf, a, b)
- assert_allclose(i, x, rtol=rtol)
- def test_sf_isf_mpmath_vectorized(self):
- x = [-1, 25]
- a = [1, 1]
- b = 0
- sf = [0.8759652211005315, 1.1318690184042579e-13] # see previous test
- s = stats.norminvgauss.sf(x, a, b)
- assert_allclose(s, sf, rtol=1e-13, atol=1e-16)
- i = stats.norminvgauss.isf(sf, a, b)
- # Not perfect, but better than it was. See gh-13338.
- assert_allclose(i, x, rtol=1e-6)
- def test_gh8718(self):
- # Add test that gh-13338 resolved gh-8718
- dst = stats.norminvgauss(1, 0)
- x = np.arange(0, 20, 2)
- sf = dst.sf(x)
- isf = dst.isf(sf)
- assert_allclose(isf, x)
- def test_stats(self):
- a, b = 1, 0.5
- gamma = np.sqrt(a**2 - b**2)
- v_stats = (b / gamma, a**2 / gamma**3, 3.0 * b / (a * np.sqrt(gamma)),
- 3.0 * (1 + 4 * b**2 / a**2) / gamma)
- assert_equal(v_stats, stats.norminvgauss.stats(a, b, moments='mvsk'))
- def test_ppf(self):
- a, b = 1, 0.5
- x_test = np.array([0.001, 0.5, 0.999])
- vals = stats.norminvgauss.ppf(x_test, a, b)
- assert_allclose(x_test, stats.norminvgauss.cdf(vals, a, b))
- class TestGeom:
- def setup_method(self):
- self.rng = np.random.default_rng(7672986002)
- def test_rvs(self):
- vals = stats.geom.rvs(0.75, size=(2, 50), random_state=self.rng)
- assert_(np.all(vals >= 0))
- assert_(np.shape(vals) == (2, 50))
- assert_(vals.dtype.char in typecodes['AllInteger'])
- val = stats.geom.rvs(0.75, random_state=self.rng)
- assert_(isinstance(val, int))
- val = stats.geom(0.75).rvs(3, random_state=self.rng)
- assert_(isinstance(val, np.ndarray))
- assert_(val.dtype.char in typecodes['AllInteger'])
- def test_rvs_9313(self):
- # previously, RVS were converted to `np.int32` on some platforms,
- # causing overflow for moderately large integer output (gh-9313).
- # Check that this is resolved to the extent possible w/ `np.int64`.
- rvs = stats.geom.rvs(np.exp(-35), size=5, random_state=self.rng)
- assert rvs.dtype == np.int64
- assert np.all(rvs > np.iinfo(np.int32).max)
- def test_pmf(self):
- vals = stats.geom.pmf([1, 2, 3], 0.5)
- assert_array_almost_equal(vals, [0.5, 0.25, 0.125])
- def test_logpmf(self):
- # regression test for ticket 1793
- vals1 = np.log(stats.geom.pmf([1, 2, 3], 0.5))
- vals2 = stats.geom.logpmf([1, 2, 3], 0.5)
- assert_allclose(vals1, vals2, rtol=1e-15, atol=0)
- # regression test for gh-4028
- val = stats.geom.logpmf(1, 1)
- assert_equal(val, 0.0)
- def test_cdf_sf(self):
- vals = stats.geom.cdf([1, 2, 3], 0.5)
- vals_sf = stats.geom.sf([1, 2, 3], 0.5)
- expected = array([0.5, 0.75, 0.875])
- assert_array_almost_equal(vals, expected)
- assert_array_almost_equal(vals_sf, 1-expected)
- def test_logcdf_logsf(self):
- vals = stats.geom.logcdf([1, 2, 3], 0.5)
- vals_sf = stats.geom.logsf([1, 2, 3], 0.5)
- expected = array([0.5, 0.75, 0.875])
- assert_array_almost_equal(vals, np.log(expected))
- assert_array_almost_equal(vals_sf, np.log1p(-expected))
- def test_ppf(self):
- vals = stats.geom.ppf([0.5, 0.75, 0.875], 0.5)
- expected = array([1.0, 2.0, 3.0])
- assert_array_almost_equal(vals, expected)
- def test_ppf_underflow(self):
- # this should not underflow
- assert_allclose(stats.geom.ppf(1e-20, 1e-20), 1.0, atol=1e-14)
- def test_entropy_gh18226(self):
- # gh-18226 reported that `geom.entropy` produced a warning and
- # inaccurate output for small p. Check that this is resolved.
- h = stats.geom(0.0146).entropy()
- assert_allclose(h, 5.219397961962308, rtol=1e-15)
- def test_rvs_gh18372(self):
- # gh-18372 reported that `geom.rvs` could produce negative numbers,
- # with `RandomState` PRNG, but the support is positive integers.
- # Check that this is resolved.
- random_state = np.random.RandomState(294582935)
- assert (stats.geom.rvs(1e-30, size=10, random_state=random_state) > 0).all()
- class TestPlanck:
- def test_sf(self):
- vals = stats.planck.sf([1, 2, 3], 5.)
- expected = array([4.5399929762484854e-05,
- 3.0590232050182579e-07,
- 2.0611536224385579e-09])
- assert_array_almost_equal(vals, expected)
- def test_logsf(self):
- vals = stats.planck.logsf([1000., 2000., 3000.], 1000.)
- expected = array([-1001000., -2001000., -3001000.])
- assert_array_almost_equal(vals, expected)
- class TestGennorm:
- def test_laplace(self):
- # test against Laplace (special case for beta=1)
- points = [1, 2, 3]
- pdf1 = stats.gennorm.pdf(points, 1)
- pdf2 = stats.laplace.pdf(points)
- assert_almost_equal(pdf1, pdf2)
- def test_norm(self):
- # test against normal (special case for beta=2)
- points = [1, 2, 3]
- pdf1 = stats.gennorm.pdf(points, 2)
- pdf2 = stats.norm.pdf(points, scale=2**-.5)
- assert_almost_equal(pdf1, pdf2)
- def test_rvs(self):
- # 0 < beta < 1
- dist = stats.gennorm(0.5)
- rng = np.random.default_rng(2204049394)
- rvs = dist.rvs(size=1000, random_state=rng)
- assert stats.kstest(rvs, dist.cdf).pvalue > 0.1
- # beta = 1
- dist = stats.gennorm(1)
- rvs = dist.rvs(size=1000, random_state=rng)
- rvs_laplace = stats.laplace.rvs(size=1000, random_state=rng)
- assert stats.ks_2samp(rvs, rvs_laplace).pvalue > 0.1
- # beta = 2
- dist = stats.gennorm(2)
- dist.random_state = rng
- rvs = dist.rvs(size=1000, random_state=rng)
- rvs_norm = stats.norm.rvs(scale=1/2**0.5, size=1000, random_state=rng)
- assert stats.ks_2samp(rvs, rvs_norm).pvalue > 0.1
- def test_rvs_broadcasting(self):
- dist = stats.gennorm([[0.5, 1.], [2., 5.]])
- rng = np.random.default_rng(2204049394)
- rvs = dist.rvs(size=[1000, 2, 2], random_state=rng)
- assert stats.kstest(rvs[:, 0, 0], stats.gennorm(0.5).cdf)[1] > 0.1
- assert stats.kstest(rvs[:, 0, 1], stats.gennorm(1.0).cdf)[1] > 0.1
- assert stats.kstest(rvs[:, 1, 0], stats.gennorm(2.0).cdf)[1] > 0.1
- assert stats.kstest(rvs[:, 1, 1], stats.gennorm(5.0).cdf)[1] > 0.1
- class TestGibrat:
- # sfx is sf(x). The values were computed with mpmath:
- #
- # from mpmath import mp
- # mp.dps = 100
- # def gibrat_sf(x):
- # return 1 - mp.ncdf(mp.log(x))
- #
- # E.g.
- #
- # >>> float(gibrat_sf(1.5))
- # 0.3425678305148459
- #
- @pytest.mark.parametrize('x, sfx', [(1.5, 0.3425678305148459),
- (5000, 8.173334352522493e-18)])
- def test_sf_isf(self, x, sfx):
- assert_allclose(stats.gibrat.sf(x), sfx, rtol=2e-14)
- assert_allclose(stats.gibrat.isf(sfx), x, rtol=2e-14)
- class TestGompertz:
- def test_gompertz_accuracy(self):
- # Regression test for gh-4031
- p = stats.gompertz.ppf(stats.gompertz.cdf(1e-100, 1), 1)
- assert_allclose(p, 1e-100)
- # sfx is sf(x). The values were computed with mpmath:
- #
- # from mpmath import mp
- # mp.dps = 100
- # def gompertz_sf(x, c):
- # return mp.exp(-c*mp.expm1(x))
- #
- # E.g.
- #
- # >>> float(gompertz_sf(1, 2.5))
- # 0.013626967146253437
- #
- @pytest.mark.parametrize('x, c, sfx', [(1, 2.5, 0.013626967146253437),
- (3, 2.5, 1.8973243273704087e-21),
- (0.05, 5, 0.7738668242570479),
- (2.25, 5, 3.707795833465481e-19)])
- def test_sf_isf(self, x, c, sfx):
- assert_allclose(stats.gompertz.sf(x, c), sfx, rtol=1e-14)
- assert_allclose(stats.gompertz.isf(sfx, c), x, rtol=1e-14)
- def test_logcdf(self):
- x = 8.0
- c = 0.1
- # Reference value computed with mpmath.
- ref = -3.820049516821143e-130
- logcdf = stats.gompertz.logcdf(x, c)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- x = 3e-80
- c = 12
- # Reference value computed with mpmath.
- ref = -3.6e-79
- logsf = stats.gompertz.logsf(x, c)
- assert_allclose(logsf, ref, rtol=5e-15)
- # reference values were computed with mpmath
- # from mpmath import mp
- # mp.dps = 100
- # def gompertz_entropy(c):
- # c = mp.mpf(c)
- # return float(mp.one - mp.log(c) - mp.exp(c)*mp.e1(c))
- @pytest.mark.parametrize('c, ref', [(1e-4, 1.5762523017634573),
- (1, 0.4036526376768059),
- (1000, -5.908754280976161),
- (1e10, -22.025850930040455)])
- def test_entropy(self, c, ref):
- assert_allclose(stats.gompertz.entropy(c), ref, rtol=1e-14)
- class TestFoldNorm:
- # reference values were computed with mpmath with 50 digits of precision
- # from mpmath import mp
- # mp.dps = 50
- # mp.mpf(0.5) * (mp.erf((x - c)/mp.sqrt(2)) + mp.erf((x + c)/mp.sqrt(2)))
- @pytest.mark.parametrize('x, c, ref', [(1e-4, 1e-8, 7.978845594730578e-05),
- (1e-4, 1e-4, 7.97884555483635e-05)])
- def test_cdf(self, x, c, ref):
- assert_allclose(stats.foldnorm.cdf(x, c), ref, rtol=1e-15)
- class TestHalfNorm:
- # sfx is sf(x). The values were computed with mpmath:
- #
- # from mpmath import mp
- # mp.dps = 100
- # def halfnorm_sf(x):
- # return 2*(1 - mp.ncdf(x))
- #
- # E.g.
- #
- # >>> float(halfnorm_sf(1))
- # 0.3173105078629141
- #
- @pytest.mark.parametrize('x, sfx', [(1, 0.3173105078629141),
- (10, 1.523970604832105e-23)])
- def test_sf_isf(self, x, sfx):
- assert_allclose(stats.halfnorm.sf(x), sfx, rtol=1e-14)
- assert_allclose(stats.halfnorm.isf(sfx), x, rtol=1e-14)
- # reference values were computed via mpmath
- # from mpmath import mp
- # mp.dps = 100
- # def halfnorm_cdf_mpmath(x):
- # x = mp.mpf(x)
- # return float(mp.erf(x/mp.sqrt(2.)))
- @pytest.mark.parametrize('x, ref', [(1e-40, 7.978845608028653e-41),
- (1e-18, 7.978845608028654e-19),
- (8, 0.9999999999999988)])
- def test_cdf(self, x, ref):
- assert_allclose(stats.halfnorm.cdf(x), ref, rtol=1e-15)
- @pytest.mark.parametrize("rvs_loc", [1e-5, 1e10])
- @pytest.mark.parametrize("rvs_scale", [1e-2, 100, 1e8])
- @pytest.mark.parametrize('fix_loc', [True, False])
- @pytest.mark.parametrize('fix_scale', [True, False])
- def test_fit_MLE_comp_optimizer(self, rvs_loc, rvs_scale,
- fix_loc, fix_scale):
- rng = np.random.default_rng(6762668991392531563)
- data = stats.halfnorm.rvs(loc=rvs_loc, scale=rvs_scale, size=1000,
- random_state=rng)
- if fix_loc and fix_scale:
- error_msg = ("All parameters fixed. There is nothing to "
- "optimize.")
- with pytest.raises(RuntimeError, match=error_msg):
- stats.halflogistic.fit(data, floc=rvs_loc, fscale=rvs_scale)
- return
- kwds = {}
- if fix_loc:
- kwds['floc'] = rvs_loc
- if fix_scale:
- kwds['fscale'] = rvs_scale
- # Numerical result may equal analytical result if the initial guess
- # computed from moment condition is already optimal.
- _assert_less_or_close_loglike(stats.halfnorm, data, **kwds,
- maybe_identical=True)
- def test_fit_error(self):
- # `floc` bigger than the minimal data point
- with pytest.raises(FitDataError):
- stats.halfnorm.fit([1, 2, 3], floc=2)
- class TestHalfCauchy:
- @pytest.mark.parametrize("rvs_loc", [1e-5, 1e10])
- @pytest.mark.parametrize("rvs_scale", [1e-2, 1e8])
- @pytest.mark.parametrize('fix_loc', [True, False])
- @pytest.mark.parametrize('fix_scale', [True, False])
- def test_fit_MLE_comp_optimizer(self, rvs_loc, rvs_scale,
- fix_loc, fix_scale):
- rng = np.random.default_rng(6762668991392531563)
- data = stats.halfnorm.rvs(loc=rvs_loc, scale=rvs_scale, size=1000,
- random_state=rng)
- if fix_loc and fix_scale:
- error_msg = ("All parameters fixed. There is nothing to "
- "optimize.")
- with pytest.raises(RuntimeError, match=error_msg):
- stats.halfcauchy.fit(data, floc=rvs_loc, fscale=rvs_scale)
- return
- kwds = {}
- if fix_loc:
- kwds['floc'] = rvs_loc
- if fix_scale:
- kwds['fscale'] = rvs_scale
- _assert_less_or_close_loglike(stats.halfcauchy, data, **kwds)
- def test_fit_error(self):
- # `floc` bigger than the minimal data point
- with pytest.raises(FitDataError):
- stats.halfcauchy.fit([1, 2, 3], floc=2)
- class TestHalfLogistic:
- # survival function reference values were computed with mpmath
- # from mpmath import mp
- # mp.dps = 50
- # def sf_mpmath(x):
- # x = mp.mpf(x)
- # return float(mp.mpf(2.)/(mp.exp(x) + mp.one))
- @pytest.mark.parametrize('x, ref', [(100, 7.440151952041672e-44),
- (200, 2.767793053473475e-87)])
- def test_sf(self, x, ref):
- assert_allclose(stats.halflogistic.sf(x), ref, rtol=1e-15)
- # inverse survival function reference values were computed with mpmath
- # from mpmath import mp
- # mp.dps = 200
- # def isf_mpmath(x):
- # halfx = mp.mpf(x)/2
- # return float(-mp.log(halfx/(mp.one - halfx)))
- @pytest.mark.parametrize('q, ref', [(7.440151952041672e-44, 100),
- (2.767793053473475e-87, 200),
- (1-1e-9, 1.999999943436137e-09),
- (1-1e-15, 1.9984014443252818e-15)])
- def test_isf(self, q, ref):
- assert_allclose(stats.halflogistic.isf(q), ref, rtol=1e-15)
- def test_logcdf(self):
- x = 30.0
- # Reference value computed with mpmath.
- ref = -1.871524593768035e-13
- logcdf = stats.halflogistic.logcdf(x)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- x = 2e-14
- # Reference value computed with mpmath.
- ref = -1.000000000000005e-14
- logsf = stats.halflogistic.logsf(x)
- assert_allclose(logsf, ref, rtol=5e-15)
- @pytest.mark.parametrize("rvs_loc", [1e-5, 1e10])
- @pytest.mark.parametrize("rvs_scale", [1e-2, 100, 1e8])
- @pytest.mark.parametrize('fix_loc', [True, False])
- @pytest.mark.parametrize('fix_scale', [True, False])
- def test_fit_MLE_comp_optimizer(self, rvs_loc, rvs_scale,
- fix_loc, fix_scale):
- rng = np.random.default_rng(6762668991392531563)
- data = stats.halflogistic.rvs(loc=rvs_loc, scale=rvs_scale, size=1000,
- random_state=rng)
- kwds = {}
- if fix_loc and fix_scale:
- error_msg = ("All parameters fixed. There is nothing to "
- "optimize.")
- with pytest.raises(RuntimeError, match=error_msg):
- stats.halflogistic.fit(data, floc=rvs_loc, fscale=rvs_scale)
- return
- if fix_loc:
- kwds['floc'] = rvs_loc
- if fix_scale:
- kwds['fscale'] = rvs_scale
- # Numerical result may equal analytical result if the initial guess
- # computed from moment condition is already optimal.
- _assert_less_or_close_loglike(stats.halflogistic, data, **kwds,
- maybe_identical=True)
- def test_fit_bad_floc(self):
- msg = r" Maximum likelihood estimation with 'halflogistic' requires"
- with assert_raises(FitDataError, match=msg):
- stats.halflogistic.fit([0, 2, 4], floc=1)
- class TestHalfgennorm:
- def test_expon(self):
- # test against exponential (special case for beta=1)
- points = [1, 2, 3]
- pdf1 = stats.halfgennorm.pdf(points, 1)
- pdf2 = stats.expon.pdf(points)
- assert_almost_equal(pdf1, pdf2)
- def test_halfnorm(self):
- # test against half normal (special case for beta=2)
- points = [1, 2, 3]
- pdf1 = stats.halfgennorm.pdf(points, 2)
- pdf2 = stats.halfnorm.pdf(points, scale=2**-.5)
- assert_almost_equal(pdf1, pdf2)
- def test_gennorm(self):
- # test against generalized normal
- points = [1, 2, 3]
- pdf1 = stats.halfgennorm.pdf(points, .497324)
- pdf2 = stats.gennorm.pdf(points, .497324)
- assert_almost_equal(pdf1, 2*pdf2)
- class TestLaplaceasymmetric:
- def test_laplace(self):
- # test against Laplace (special case for kappa=1)
- points = np.array([1, 2, 3])
- pdf1 = stats.laplace_asymmetric.pdf(points, 1)
- pdf2 = stats.laplace.pdf(points)
- assert_allclose(pdf1, pdf2)
- def test_asymmetric_laplace_pdf(self):
- # test asymmetric Laplace
- points = np.array([1, 2, 3])
- kappa = 2
- kapinv = 1/kappa
- pdf1 = stats.laplace_asymmetric.pdf(points, kappa)
- pdf2 = stats.laplace_asymmetric.pdf(points*(kappa**2), kapinv)
- assert_allclose(pdf1, pdf2)
- def test_asymmetric_laplace_log_10_16(self):
- # test asymmetric Laplace
- points = np.array([-np.log(16), np.log(10)])
- kappa = 2
- pdf1 = stats.laplace_asymmetric.pdf(points, kappa)
- cdf1 = stats.laplace_asymmetric.cdf(points, kappa)
- sf1 = stats.laplace_asymmetric.sf(points, kappa)
- pdf2 = np.array([1/10, 1/250])
- cdf2 = np.array([1/5, 1 - 1/500])
- sf2 = np.array([4/5, 1/500])
- ppf1 = stats.laplace_asymmetric.ppf(cdf2, kappa)
- ppf2 = points
- isf1 = stats.laplace_asymmetric.isf(sf2, kappa)
- isf2 = points
- assert_allclose(np.concatenate((pdf1, cdf1, sf1, ppf1, isf1)),
- np.concatenate((pdf2, cdf2, sf2, ppf2, isf2)))
- class TestTruncnorm:
- def setup_method(self):
- self.rng = np.random.default_rng(3255963201)
- @pytest.mark.parametrize("a, b, ref",
- [(0, 100, 0.7257913526447274),
- (0.6, 0.7, -2.3027610681852573),
- (1e-06, 2e-06, -13.815510557964274)])
- def test_entropy(self, a, b, ref):
- # All reference values were calculated with mpmath:
- # import numpy as np
- # from mpmath import mp
- # mp.dps = 50
- # def entropy_trun(a, b):
- # a, b = mp.mpf(a), mp.mpf(b)
- # Z = mp.ncdf(b) - mp.ncdf(a)
- #
- # def pdf(x):
- # return mp.npdf(x) / Z
- #
- # res = -mp.quad(lambda t: pdf(t) * mp.log(pdf(t)), [a, b])
- # return np.float64(res)
- assert_allclose(stats.truncnorm.entropy(a, b), ref, rtol=1e-10)
- @pytest.mark.parametrize("a, b, ref",
- [(1e-11, 10000000000.0, 0.725791352640738),
- (1e-100, 1e+100, 0.7257913526447274),
- (-1e-100, 1e+100, 0.7257913526447274),
- (-1e+100, 1e+100, 1.4189385332046727)])
- def test_extreme_entropy(self, a, b, ref):
- # The reference values were calculated with mpmath
- # import numpy as np
- # from mpmath import mp
- # mp.dps = 50
- # def trunc_norm_entropy(a, b):
- # a, b = mp.mpf(a), mp.mpf(b)
- # Z = mp.ncdf(b) - mp.ncdf(a)
- # A = mp.log(mp.sqrt(2 * mp.pi * mp.e) * Z)
- # B = (a * mp.npdf(a) - b * mp.npdf(b)) / (2 * Z)
- # return np.float64(A + B)
- assert_allclose(stats.truncnorm.entropy(a, b), ref, rtol=1e-14)
- def test_ppf_ticket1131(self):
- vals = stats.truncnorm.ppf([-0.5, 0, 1e-4, 0.5, 1-1e-4, 1, 2], -1., 1.,
- loc=[3]*7, scale=2)
- expected = np.array([np.nan, 1, 1.00056419, 3, 4.99943581, 5, np.nan])
- assert_array_almost_equal(vals, expected)
- def test_isf_ticket1131(self):
- vals = stats.truncnorm.isf([-0.5, 0, 1e-4, 0.5, 1-1e-4, 1, 2], -1., 1.,
- loc=[3]*7, scale=2)
- expected = np.array([np.nan, 5, 4.99943581, 3, 1.00056419, 1, np.nan])
- assert_array_almost_equal(vals, expected)
- def test_gh_2477_small_values(self):
- # Check a case that worked in the original issue.
- low, high = -11, -10
- x = stats.truncnorm.rvs(low, high, 0, 1, size=10, random_state=self.rng)
- assert_(low < x.min() < x.max() < high)
- # Check a case that failed in the original issue.
- low, high = 10, 11
- x = stats.truncnorm.rvs(low, high, 0, 1, size=10, random_state=self.rng)
- assert_(low < x.min() < x.max() < high)
- def test_gh_2477_large_values(self):
- # Check a case that used to fail because of extreme tailness.
- low, high = 100, 101
- x = stats.truncnorm.rvs(low, high, 0, 1, size=10, random_state=self.rng)
- assert_(low <= x.min() <= x.max() <= high), str([low, high, x])
- # Check some additional extreme tails
- low, high = 1000, 1001
- x = stats.truncnorm.rvs(low, high, 0, 1, size=10, random_state=self.rng)
- assert_(low < x.min() < x.max() < high)
- low, high = 10000, 10001
- x = stats.truncnorm.rvs(low, high, 0, 1, size=10, random_state=self.rng)
- assert_(low < x.min() < x.max() < high)
- low, high = -10001, -10000
- x = stats.truncnorm.rvs(low, high, 0, 1, size=10, random_state=self.rng)
- assert_(low < x.min() < x.max() < high)
- def test_gh_9403_nontail_values(self):
- for low, high in [[3, 4], [-4, -3]]:
- xvals = np.array([-np.inf, low, high, np.inf])
- xmid = (high+low)/2.0
- cdfs = stats.truncnorm.cdf(xvals, low, high)
- sfs = stats.truncnorm.sf(xvals, low, high)
- pdfs = stats.truncnorm.pdf(xvals, low, high)
- expected_cdfs = np.array([0, 0, 1, 1])
- expected_sfs = np.array([1.0, 1.0, 0.0, 0.0])
- expected_pdfs = np.array([0, 3.3619772, 0.1015229, 0])
- if low < 0:
- expected_pdfs = np.array([0, 0.1015229, 3.3619772, 0])
- assert_almost_equal(cdfs, expected_cdfs)
- assert_almost_equal(sfs, expected_sfs)
- assert_almost_equal(pdfs, expected_pdfs)
- assert_almost_equal(np.log(expected_pdfs[1]/expected_pdfs[2]),
- low + 0.5)
- pvals = np.array([0, 0.5, 1.0])
- ppfs = stats.truncnorm.ppf(pvals, low, high)
- expected_ppfs = np.array([low, np.sign(low)*3.1984741, high])
- assert_almost_equal(ppfs, expected_ppfs)
- if low < 0:
- assert_almost_equal(stats.truncnorm.sf(xmid, low, high),
- 0.8475544278436675)
- assert_almost_equal(stats.truncnorm.cdf(xmid, low, high),
- 0.1524455721563326)
- else:
- assert_almost_equal(stats.truncnorm.cdf(xmid, low, high),
- 0.8475544278436675)
- assert_almost_equal(stats.truncnorm.sf(xmid, low, high),
- 0.1524455721563326)
- pdf = stats.truncnorm.pdf(xmid, low, high)
- assert_almost_equal(np.log(pdf/expected_pdfs[2]), (xmid+0.25)/2)
- def test_gh_9403_medium_tail_values(self):
- for low, high in [[39, 40], [-40, -39]]:
- xvals = np.array([-np.inf, low, high, np.inf])
- xmid = (high+low)/2.0
- cdfs = stats.truncnorm.cdf(xvals, low, high)
- sfs = stats.truncnorm.sf(xvals, low, high)
- pdfs = stats.truncnorm.pdf(xvals, low, high)
- expected_cdfs = np.array([0, 0, 1, 1])
- expected_sfs = np.array([1.0, 1.0, 0.0, 0.0])
- expected_pdfs = np.array([0, 3.90256074e+01, 2.73349092e-16, 0])
- if low < 0:
- expected_pdfs = np.array([0, 2.73349092e-16,
- 3.90256074e+01, 0])
- assert_almost_equal(cdfs, expected_cdfs)
- assert_almost_equal(sfs, expected_sfs)
- assert_almost_equal(pdfs, expected_pdfs)
- assert_almost_equal(np.log(expected_pdfs[1]/expected_pdfs[2]),
- low + 0.5)
- pvals = np.array([0, 0.5, 1.0])
- ppfs = stats.truncnorm.ppf(pvals, low, high)
- expected_ppfs = np.array([low, np.sign(low)*39.01775731, high])
- assert_almost_equal(ppfs, expected_ppfs)
- cdfs = stats.truncnorm.cdf(ppfs, low, high)
- assert_almost_equal(cdfs, pvals)
- if low < 0:
- assert_almost_equal(stats.truncnorm.sf(xmid, low, high),
- 0.9999999970389126)
- assert_almost_equal(stats.truncnorm.cdf(xmid, low, high),
- 2.961048103554866e-09)
- else:
- assert_almost_equal(stats.truncnorm.cdf(xmid, low, high),
- 0.9999999970389126)
- assert_almost_equal(stats.truncnorm.sf(xmid, low, high),
- 2.961048103554866e-09)
- pdf = stats.truncnorm.pdf(xmid, low, high)
- assert_almost_equal(np.log(pdf/expected_pdfs[2]), (xmid+0.25)/2)
- xvals = np.linspace(low, high, 11)
- xvals2 = -xvals[::-1]
- assert_almost_equal(stats.truncnorm.cdf(xvals, low, high),
- stats.truncnorm.sf(xvals2, -high, -low)[::-1])
- assert_almost_equal(stats.truncnorm.sf(xvals, low, high),
- stats.truncnorm.cdf(xvals2, -high, -low)[::-1])
- assert_almost_equal(stats.truncnorm.pdf(xvals, low, high),
- stats.truncnorm.pdf(xvals2, -high, -low)[::-1])
- def test_cdf_tail_15110_14753(self):
- # Check accuracy issues reported in gh-14753 and gh-155110
- # Ground truth values calculated using Wolfram Alpha, e.g.
- # (CDF[NormalDistribution[0,1],83/10]-CDF[NormalDistribution[0,1],8])/
- # (1 - CDF[NormalDistribution[0,1],8])
- assert_allclose(stats.truncnorm(13., 15.).cdf(14.),
- 0.9999987259565643)
- assert_allclose(stats.truncnorm(8, np.inf).cdf(8.3),
- 0.9163220907327540)
- # Test data for the truncnorm stats() method.
- # The data in each row is:
- # a, b, mean, variance, skewness, excess kurtosis. Generated using
- # https://gist.github.com/WarrenWeckesser/636b537ee889679227d53543d333a720
- _truncnorm_stats_data = [
- [-30, 30,
- 0.0, 1.0, 0.0, 0.0],
- [-10, 10,
- 0.0, 1.0, 0.0, -1.4927521335810455e-19],
- [-3, 3,
- 0.0, 0.9733369246625415, 0.0, -0.17111443639774404],
- [-2, 2,
- 0.0, 0.7737413035499232, 0.0, -0.6344632828703505],
- [0, np.inf,
- 0.7978845608028654,
- 0.3633802276324187,
- 0.995271746431156,
- 0.8691773036059741],
- [-np.inf, 0,
- -0.7978845608028654,
- 0.3633802276324187,
- -0.995271746431156,
- 0.8691773036059741],
- [-1, 3,
- 0.282786110727154,
- 0.6161417353578293,
- 0.5393018494027877,
- -0.20582065135274694],
- [-3, 1,
- -0.282786110727154,
- 0.6161417353578293,
- -0.5393018494027877,
- -0.20582065135274694],
- [-10, -9,
- -9.108456288012409,
- 0.011448805821636248,
- -1.8985607290949496,
- 5.0733461105025075],
- ]
- _truncnorm_stats_data = np.array(_truncnorm_stats_data)
- @pytest.mark.parametrize("case", _truncnorm_stats_data)
- def test_moments(self, case):
- a, b, m0, v0, s0, k0 = case
- m, v, s, k = stats.truncnorm.stats(a, b, moments='mvsk')
- assert_allclose([m, v, s, k], [m0, v0, s0, k0], atol=1e-17)
- def test_9902_moments(self):
- m, v = stats.truncnorm.stats(0, np.inf, moments='mv')
- assert_almost_equal(m, 0.79788456)
- assert_almost_equal(v, 0.36338023)
- def test_gh_1489_trac_962_rvs(self):
- # Check the original example.
- low, high = 10, 15
- x = stats.truncnorm.rvs(low, high, 0, 1, size=10, random_state=self.rng)
- assert_(low < x.min() < x.max() < high)
- def test_gh_11299_rvs(self):
- # Arose from investigating gh-11299
- # Test multiple shape parameters simultaneously.
- low = [-10, 10, -np.inf, -5, -np.inf, -np.inf, -45, -45, 40, -10, 40]
- high = [-5, 11, 5, np.inf, 40, -40, 40, -40, 45, np.inf, np.inf]
- x = stats.truncnorm.rvs(low, high, size=(5, len(low)), random_state=self.rng)
- assert np.shape(x) == (5, len(low))
- assert_(np.all(low <= x.min(axis=0)))
- assert_(np.all(x.max(axis=0) <= high))
- def test_rvs_Generator(self):
- # check that rvs can use a Generator
- if hasattr(np.random, "default_rng"):
- stats.truncnorm.rvs(-10, -5, size=5, random_state=self.rng)
- def test_logcdf_gh17064(self):
- # regression test for gh-17064 - avoid roundoff error for logcdfs ~0
- a = np.array([-np.inf, -np.inf, -8, -np.inf, 10])
- b = np.array([np.inf, np.inf, 8, 10, np.inf])
- x = np.array([10, 7.5, 7.5, 9, 20])
- expected = [-7.619853024160525e-24, -3.190891672910947e-14,
- -3.128682067168231e-14, -1.1285122074235991e-19,
- -3.61374964828753e-66]
- assert_allclose(stats.truncnorm(a, b).logcdf(x), expected)
- assert_allclose(stats.truncnorm(-b, -a).logsf(-x), expected)
- def test_moments_gh18634(self):
- # gh-18634 reported that moments 5 and higher didn't work; check that
- # this is resolved
- res = stats.truncnorm(-2, 3).moment(5)
- # From Mathematica:
- # Moment[TruncatedDistribution[{-2, 3}, NormalDistribution[]], 5]
- ref = 1.645309620208361
- assert_allclose(res, ref)
- class TestGenLogistic:
- # Expected values computed with mpmath with 50 digits of precision.
- @pytest.mark.parametrize('x, expected', [(-1000, -1499.5945348918917),
- (-125, -187.09453489189184),
- (0, -1.3274028432916989),
- (100, -99.59453489189184),
- (1000, -999.5945348918918)])
- def test_logpdf(self, x, expected):
- c = 1.5
- logp = stats.genlogistic.logpdf(x, c)
- assert_allclose(logp, expected, rtol=1e-13)
- # Expected values computed with mpmath with 50 digits of precision
- # from mpmath import mp
- # mp.dps = 50
- # def entropy_mp(c):
- # c = mp.mpf(c)
- # return float(-mp.log(c)+mp.one+mp.digamma(c + mp.one) + mp.euler)
- @pytest.mark.parametrize('c, ref', [(1e-100, 231.25850929940458),
- (1e-4, 10.21050485336338),
- (1e8, 1.577215669901533),
- (1e100, 1.5772156649015328)])
- def test_entropy(self, c, ref):
- assert_allclose(stats.genlogistic.entropy(c), ref, rtol=5e-15)
- # Expected values computed with mpmath with 50 digits of precision
- # from mpmath import mp
- # mp.dps = 1000
- #
- # def genlogistic_cdf_mp(x, c):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # return (mp.one + mp.exp(-x)) ** (-c)
- #
- # def genlogistic_sf_mp(x, c):
- # return mp.one - genlogistic_cdf_mp(x, c)
- #
- # x, c, ref = 100, 0.02, -7.440151952041672e-466
- # print(float(mp.log(genlogistic_cdf_mp(x, c))))
- # ppf/isf reference values generated by passing in `ref` (`q` is produced)
- @pytest.mark.parametrize('x, c, ref', [(200, 10, 1.3838965267367375e-86),
- (500, 20, 1.424915281348257e-216)])
- def test_sf(self, x, c, ref):
- assert_allclose(stats.genlogistic.sf(x, c), ref, rtol=1e-14)
- @pytest.mark.parametrize('q, c, ref', [(0.01, 200, 9.898441467379765),
- (0.001, 2, 7.600152115573173)])
- def test_isf(self, q, c, ref):
- assert_allclose(stats.genlogistic.isf(q, c), ref, rtol=5e-16)
- @pytest.mark.parametrize('q, c, ref', [(0.5, 200, 5.6630969187064615),
- (0.99, 20, 7.595630231412436)])
- def test_ppf(self, q, c, ref):
- assert_allclose(stats.genlogistic.ppf(q, c), ref, rtol=5e-16)
- @pytest.mark.parametrize('x, c, ref', [(100, 0.02, -7.440151952041672e-46),
- (50, 20, -3.857499695927835e-21)])
- def test_logcdf(self, x, c, ref):
- assert_allclose(stats.genlogistic.logcdf(x, c), ref, rtol=1e-15)
- class TestHypergeom:
- def setup_method(self):
- self.rng = np.random.default_rng(1765545342)
- def test_rvs(self):
- vals = stats.hypergeom.rvs(20, 10, 3, size=(2, 50), random_state=self.rng)
- assert np.all(vals >= 0) & np.all(vals <= 3)
- assert np.shape(vals) == (2, 50)
- assert vals.dtype.char in typecodes['AllInteger']
- val = stats.hypergeom.rvs(20, 3, 10, random_state=self.rng)
- assert isinstance(val, int)
- val = stats.hypergeom(20, 3, 10).rvs(3, random_state=self.rng)
- assert isinstance(val, np.ndarray)
- assert val.dtype.char in typecodes['AllInteger']
- def test_precision(self):
- # comparison number from mpmath
- M = 2500
- n = 50
- N = 500
- tot = M
- good = n
- hgpmf = stats.hypergeom.pmf(2, tot, good, N)
- assert_almost_equal(hgpmf, 0.0010114963068932233, 11)
- def test_args(self):
- # test correct output for corner cases of arguments
- # see gh-2325
- assert_almost_equal(stats.hypergeom.pmf(0, 2, 1, 0), 1.0, 11)
- assert_almost_equal(stats.hypergeom.pmf(1, 2, 1, 0), 0.0, 11)
- assert_almost_equal(stats.hypergeom.pmf(0, 2, 0, 2), 1.0, 11)
- assert_almost_equal(stats.hypergeom.pmf(1, 2, 1, 0), 0.0, 11)
- def test_cdf_above_one(self):
- # for some values of parameters, hypergeom cdf was >1, see gh-2238
- assert_(0 <= stats.hypergeom.cdf(30, 13397950, 4363, 12390) <= 1.0)
- def test_precision2(self):
- # Test hypergeom precision for large numbers. See #1218.
- # Results compared with those from R.
- oranges = 9.9e4
- pears = 1.1e5
- fruits_eaten = np.array([3, 3.8, 3.9, 4, 4.1, 4.2, 5]) * 1e4
- quantile = 2e4
- res = [stats.hypergeom.sf(quantile, oranges + pears, oranges, eaten)
- for eaten in fruits_eaten]
- expected = np.array([0, 1.904153e-114, 2.752693e-66, 4.931217e-32,
- 8.265601e-11, 0.1237904, 1])
- assert_allclose(res, expected, atol=0, rtol=5e-7)
- # Test with array_like first argument
- quantiles = [1.9e4, 2e4, 2.1e4, 2.15e4]
- res2 = stats.hypergeom.sf(quantiles, oranges + pears, oranges, 4.2e4)
- expected2 = [1, 0.1237904, 6.511452e-34, 3.277667e-69]
- assert_allclose(res2, expected2, atol=0, rtol=5e-7)
- def test_entropy(self):
- # Simple tests of entropy.
- hg = stats.hypergeom(4, 1, 1)
- h = hg.entropy()
- expected_p = np.array([0.75, 0.25])
- expected_h = -np.sum(xlogy(expected_p, expected_p))
- assert_allclose(h, expected_h)
- hg = stats.hypergeom(1, 1, 1)
- h = hg.entropy()
- assert_equal(h, 0.0)
- def test_logsf(self):
- # Test logsf for very large numbers. See issue #4982
- # Results compare with those from R (v3.2.0):
- # phyper(k, n, M-n, N, lower.tail=FALSE, log.p=TRUE)
- # -2239.771
- k = 1e4
- M = 1e7
- n = 1e6
- N = 5e4
- result = stats.hypergeom.logsf(k, M, n, N)
- expected = -2239.771 # From R
- assert_almost_equal(result, expected, decimal=3)
- k = 1
- M = 1600
- n = 600
- N = 300
- result = stats.hypergeom.logsf(k, M, n, N)
- expected = -2.566567e-68 # From R
- assert_almost_equal(result, expected, decimal=15)
- def test_logcdf(self):
- # Test logcdf for very large numbers. See issue #8692
- # Results compare with those from R (v3.3.2):
- # phyper(k, n, M-n, N, lower.tail=TRUE, log.p=TRUE)
- # -5273.335
- k = 1
- M = 1e7
- n = 1e6
- N = 5e4
- result = stats.hypergeom.logcdf(k, M, n, N)
- expected = -5273.335 # From R
- assert_almost_equal(result, expected, decimal=3)
- # Same example as in issue #8692
- k = 40
- M = 1600
- n = 50
- N = 300
- result = stats.hypergeom.logcdf(k, M, n, N)
- expected = -7.565148879229e-23 # From R
- assert_almost_equal(result, expected, decimal=15)
- k = 125
- M = 1600
- n = 250
- N = 500
- result = stats.hypergeom.logcdf(k, M, n, N)
- expected = -4.242688e-12 # From R
- assert_almost_equal(result, expected, decimal=15)
- # test broadcasting robustness based on reviewer
- # concerns in PR 9603; using an array version of
- # the example from issue #8692
- k = np.array([40, 40, 40])
- M = 1600
- n = 50
- N = 300
- result = stats.hypergeom.logcdf(k, M, n, N)
- expected = np.full(3, -7.565148879229e-23) # filled from R result
- assert_almost_equal(result, expected, decimal=15)
- def test_mean_gh18511(self):
- # gh-18511 reported that the `mean` was incorrect for large arguments;
- # check that this is resolved
- M = 390_000
- n = 370_000
- N = 12_000
- hm = stats.hypergeom.mean(M, n, N)
- rm = n / M * N
- assert_allclose(hm, rm)
- @pytest.mark.xslow
- def test_sf_gh18506(self):
- # gh-18506 reported that `sf` was incorrect for large population;
- # check that this is resolved
- n = 10
- N = 10**5
- i = np.arange(5, 15)
- population_size = 10.**i
- p = stats.hypergeom.sf(n - 1, population_size, N, n)
- assert np.all(p > 0)
- assert np.all(np.diff(p) < 0)
- class TestLoggamma:
- def setup_method(self):
- self.rng = np.random.default_rng(8638464332)
- # Expected cdf values were computed with mpmath. For given x and c,
- # x = mpmath.mpf(x)
- # c = mpmath.mpf(c)
- # cdf = mpmath.gammainc(c, 0, mpmath.exp(x),
- # regularized=True)
- @pytest.mark.parametrize('x, c, cdf',
- [(1, 2, 0.7546378854206702),
- (-1, 14, 6.768116452566383e-18),
- (-745.1, 0.001, 0.4749605142005238),
- (-800, 0.001, 0.44958802911019136),
- (-725, 0.1, 3.4301205868273265e-32),
- (-740, 0.75, 1.0074360436599631e-241)])
- def test_cdf_ppf(self, x, c, cdf):
- p = stats.loggamma.cdf(x, c)
- assert_allclose(p, cdf, rtol=1e-13)
- y = stats.loggamma.ppf(cdf, c)
- assert_allclose(y, x, rtol=1e-13)
- # Expected sf values were computed with mpmath. For given x and c,
- # x = mpmath.mpf(x)
- # c = mpmath.mpf(c)
- # sf = mpmath.gammainc(c, mpmath.exp(x), mpmath.inf,
- # regularized=True)
- @pytest.mark.parametrize('x, c, sf',
- [(4, 1.5, 1.6341528919488565e-23),
- (6, 100, 8.23836829202024e-74),
- (-800, 0.001, 0.5504119708898086),
- (-743, 0.0025, 0.8437131370024089)])
- def test_sf_isf(self, x, c, sf):
- s = stats.loggamma.sf(x, c)
- assert_allclose(s, sf, rtol=1e-13)
- y = stats.loggamma.isf(sf, c)
- assert_allclose(y, x, rtol=1e-13)
- def test_logpdf(self):
- # Test logpdf with x=-500, c=2. ln(gamma(2)) = 0, and
- # exp(-500) ~= 7e-218, which is far smaller than the ULP
- # of c*x=-1000, so logpdf(-500, 2) = c*x - exp(x) - ln(gamma(2))
- # should give -1000.0.
- lp = stats.loggamma.logpdf(-500, 2)
- assert_allclose(lp, -1000.0, rtol=1e-14)
- def test_logcdf(self):
- x = 4.0
- c = 4.5
- logcdf = stats.loggamma.logcdf(x, c)
- # Reference value computed with mpmath.
- ref = -2.1429747073164531e-19
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- x = -25.0
- c = 3.5
- logsf = stats.loggamma.logsf(x, c)
- # Reference value computed with mpmath.
- ref = -8.58200139319556e-40
- assert_allclose(logsf, ref, rtol=5e-15)
- def test_stats(self):
- # The following precomputed values are from the table in section 2.2
- # of "A Statistical Study of Log-Gamma Distribution", by Ping Shing
- # Chan (thesis, McMaster University, 1993).
- table = np.array([
- # c, mean, var, skew, exc. kurt.
- 0.5, -1.9635, 4.9348, -1.5351, 4.0000,
- 1.0, -0.5772, 1.6449, -1.1395, 2.4000,
- 12.0, 2.4427, 0.0869, -0.2946, 0.1735,
- ]).reshape(-1, 5)
- for c, mean, var, skew, kurt in table:
- computed = stats.loggamma.stats(c, moments='msvk')
- assert_array_almost_equal(computed, [mean, var, skew, kurt],
- decimal=4)
- @pytest.mark.parametrize('c', [0.1, 0.001])
- def test_rvs(self, c):
- # Regression test for gh-11094.
- x = stats.loggamma.rvs(c, size=100000, random_state=self.rng)
- # Before gh-11094 was fixed, the case with c=0.001 would
- # generate many -inf values.
- assert np.isfinite(x).all()
- # Crude statistical test. About half the values should be
- # less than the median and half greater than the median.
- med = stats.loggamma.median(c)
- btest = stats.binomtest(np.count_nonzero(x < med), len(x))
- ci = btest.proportion_ci(confidence_level=0.999)
- assert ci.low < 0.5 < ci.high
- @pytest.mark.parametrize("c, ref",
- [(1e-8, 19.420680753952364),
- (1, 1.5772156649015328),
- (1e4, -3.186214986116763),
- (1e10, -10.093986931748889),
- (1e100, -113.71031611649761)])
- def test_entropy(self, c, ref):
- # Reference values were calculated with mpmath
- # from mpmath import mp
- # mp.dps = 500
- # def loggamma_entropy_mpmath(c):
- # c = mp.mpf(c)
- # return float(mp.log(mp.gamma(c)) + c * (mp.one - mp.digamma(c)))
- assert_allclose(stats.loggamma.entropy(c), ref, rtol=1e-14)
- class TestJohnsonsu:
- # reference values were computed via mpmath
- # from mpmath import mp
- # mp.dps = 50
- # def johnsonsu_sf(x, a, b):
- # x = mp.mpf(x)
- # a = mp.mpf(a)
- # b = mp.mpf(b)
- # return float(mp.ncdf(-(a + b * mp.log(x + mp.sqrt(x*x + 1)))))
- # Order is x, a, b, sf, isf tol
- # (Can't expect full precision when the ISF input is very nearly 1)
- cases = [(-500, 1, 1, 0.9999999982660072, 1e-8),
- (2000, 1, 1, 7.426351000595343e-21, 5e-14),
- (100000, 1, 1, 4.046923979269977e-40, 5e-14)]
- @pytest.mark.parametrize("case", cases)
- def test_sf_isf(self, case):
- x, a, b, sf, tol = case
- assert_allclose(stats.johnsonsu.sf(x, a, b), sf, rtol=5e-14)
- assert_allclose(stats.johnsonsu.isf(sf, a, b), x, rtol=tol)
- class TestJohnsonb:
- # reference values were computed via mpmath
- # from mpmath import mp
- # mp.dps = 50
- # def johnsonb_sf(x, a, b):
- # x = mp.mpf(x)
- # a = mp.mpf(a)
- # b = mp.mpf(b)
- # return float(mp.ncdf(-(a + b * mp.log(x/(mp.one - x)))))
- # Order is x, a, b, sf, isf atol
- # (Can't expect full precision when the ISF input is very nearly 1)
- cases = [(1e-4, 1, 1, 0.9999999999999999, 1e-7),
- (0.9999, 1, 1, 8.921114313932308e-25, 5e-14),
- (0.999999, 1, 1, 5.815197487181902e-50, 5e-14)]
- @pytest.mark.parametrize("case", cases)
- def test_sf_isf(self, case):
- x, a, b, sf, tol = case
- assert_allclose(stats.johnsonsb.sf(x, a, b), sf, rtol=5e-14)
- assert_allclose(stats.johnsonsb.isf(sf, a, b), x, atol=tol)
- class TestLogistic:
- def setup_method(self):
- self.rng = np.random.default_rng(2807014525)
- # gh-6226
- def test_cdf_ppf(self):
- x = np.linspace(-20, 20)
- y = stats.logistic.cdf(x)
- xx = stats.logistic.ppf(y)
- assert_allclose(x, xx)
- def test_sf_isf(self):
- x = np.linspace(-20, 20)
- y = stats.logistic.sf(x)
- xx = stats.logistic.isf(y)
- assert_allclose(x, xx)
- def test_extreme_values(self):
- # p is chosen so that 1 - (1 - p) == p in double precision
- p = 9.992007221626409e-16
- desired = 34.53957599234088
- assert_allclose(stats.logistic.ppf(1 - p), desired)
- assert_allclose(stats.logistic.isf(p), desired)
- def test_logpdf_basic(self):
- logp = stats.logistic.logpdf([-15, 0, 10])
- # Expected values computed with mpmath with 50 digits of precision.
- expected = [-15.000000611804547,
- -1.3862943611198906,
- -10.000090797798434]
- assert_allclose(logp, expected, rtol=1e-13)
- def test_logpdf_extreme_values(self):
- logp = stats.logistic.logpdf([800, -800])
- # For such large arguments, logpdf(x) = -abs(x) when computed
- # with 64 bit floating point.
- assert_equal(logp, [-800, -800])
- @pytest.mark.parametrize("loc_rvs,scale_rvs", [(0.4484955, 0.10216821),
- (0.62918191, 0.74367064)])
- def test_fit(self, loc_rvs, scale_rvs):
- data = stats.logistic.rvs(size=100, loc=loc_rvs, scale=scale_rvs,
- random_state=self.rng)
- # test that result of fit method is the same as optimization
- def func(input, data):
- a, b = input
- n = len(data)
- x1 = np.sum(np.exp((data - a) / b) /
- (1 + np.exp((data - a) / b))) - n / 2
- x2 = np.sum(((data - a) / b) *
- ((np.exp((data - a) / b) - 1) /
- (np.exp((data - a) / b) + 1))) - n
- return x1, x2
- expected_solution = root(func, stats.logistic._fitstart(data), args=(
- data,)).x
- fit_method = stats.logistic.fit(data)
- # other than computational variances, the fit method and the solution
- # to this system of equations are equal
- assert_allclose(fit_method, expected_solution, atol=1e-30)
- def test_fit_comp_optimizer(self):
- data = stats.logistic.rvs(size=100, loc=0.5, scale=2, random_state=self.rng)
- _assert_less_or_close_loglike(stats.logistic, data)
- _assert_less_or_close_loglike(stats.logistic, data, floc=1)
- _assert_less_or_close_loglike(stats.logistic, data, fscale=1)
- @pytest.mark.parametrize('testlogcdf', [True, False])
- def test_logcdfsf_tails(self, testlogcdf):
- # Test either logcdf or logsf. By symmetry, we can use the same
- # expected values for both by switching the sign of x for logsf.
- x = np.array([-10000, -800, 17, 50, 500])
- if testlogcdf:
- y = stats.logistic.logcdf(x)
- else:
- y = stats.logistic.logsf(-x)
- # The expected values were computed with mpmath.
- expected = [-10000.0, -800.0, -4.139937633089748e-08,
- -1.9287498479639178e-22, -7.124576406741286e-218]
- assert_allclose(y, expected, rtol=2e-15)
- def test_fit_gh_18176(self):
- # logistic.fit returned `scale < 0` for this data. Check that this has
- # been fixed.
- data = np.array([-459, 37, 43, 45, 45, 48, 54, 55, 58]
- + [59] * 3 + [61] * 9)
- # If scale were negative, NLLF would be infinite, so this would fail
- _assert_less_or_close_loglike(stats.logistic, data)
- class TestLogser:
- def setup_method(self):
- self.rng = np.random.default_rng(187505461)
- def test_rvs(self):
- vals = stats.logser.rvs(0.75, size=(2, 50), random_state=self.rng)
- assert np.all(vals >= 1)
- assert np.shape(vals) == (2, 50)
- assert vals.dtype.char in typecodes['AllInteger']
- val = stats.logser.rvs(0.75, random_state=self.rng)
- assert isinstance(val, int)
- val = stats.logser(0.75).rvs(3, random_state=self.rng)
- assert isinstance(val, np.ndarray)
- assert val.dtype.char in typecodes['AllInteger']
- def test_pmf_small_p(self):
- m = stats.logser.pmf(4, 1e-20)
- # The expected value was computed using mpmath:
- # >>> import mpmath
- # >>> mpmath.mp.dps = 64
- # >>> k = 4
- # >>> p = mpmath.mpf('1e-20')
- # >>> float(-(p**k)/k/mpmath.log(1-p))
- # 2.5e-61
- # It is also clear from noticing that for very small p,
- # log(1-p) is approximately -p, and the formula becomes
- # p**(k-1) / k
- assert_allclose(m, 2.5e-61)
- def test_mean_small_p(self):
- m = stats.logser.mean(1e-8)
- # The expected mean was computed using mpmath:
- # >>> import mpmath
- # >>> mpmath.dps = 60
- # >>> p = mpmath.mpf('1e-8')
- # >>> float(-p / ((1 - p)*mpmath.log(1 - p)))
- # 1.000000005
- assert_allclose(m, 1.000000005)
- def test_sf(self):
- p = [[0.5], [1e-5], [1 - 1e-5]]
- k = [1, 10, 100, 1000]
- # Reference values from Wolfram Alpha, e.g.
- # SurvivalFunction[LogSeriesDistribution[99999/100000], 1000]
- # 0.35068668662799737584735036958139157462633608106500173019897861351038286634
- ref = [[0.2786524795555183, 0.00011876901682721189,
- 1.1159788564768581e-32, 1.3437300083506688e-304],
- [5.000008333375e-06, 9.090946969973778e-52, 0, 0],
- [0.9131419722083134, 0.745601735620566,
- 0.5495169511115096, 0.3506866866279974]]
- res = stats.logser.sf(k, p)
- np.testing.assert_allclose(res, ref, atol=1e-300)
- class TestGumbel_r_l:
- @pytest.fixture(scope='function')
- def rng(self):
- return np.random.default_rng(1234)
- @pytest.mark.parametrize("dist", [stats.gumbel_r, stats.gumbel_l])
- @pytest.mark.parametrize("loc_rvs", [-1, 0, 1])
- @pytest.mark.parametrize("scale_rvs", [.1, 1, 5])
- @pytest.mark.parametrize('fix_loc, fix_scale',
- ([True, False], [False, True]))
- def test_fit_comp_optimizer(self, dist, loc_rvs, scale_rvs,
- fix_loc, fix_scale, rng):
- data = dist.rvs(size=100, loc=loc_rvs, scale=scale_rvs,
- random_state=rng)
- kwds = dict()
- # the fixed location and scales are arbitrarily modified to not be
- # close to the true value.
- if fix_loc:
- kwds['floc'] = loc_rvs * 2
- if fix_scale:
- kwds['fscale'] = scale_rvs * 2
- # test that the gumbel_* fit method is better than super method
- _assert_less_or_close_loglike(dist, data, **kwds)
- @pytest.mark.parametrize("dist, sgn", [(stats.gumbel_r, 1),
- (stats.gumbel_l, -1)])
- def test_fit(self, dist, sgn):
- z = sgn*np.array([3, 3, 3, 3, 3, 3, 3, 3.00000001])
- loc, scale = dist.fit(z)
- # The expected values were computed with mpmath with 60 digits
- # of precision.
- assert_allclose(loc, sgn*3.0000000001667906)
- assert_allclose(scale, 1.2495222465145514e-09, rtol=1e-6)
- class TestPareto:
- def test_stats(self):
- # Check the stats() method with some simple values. Also check
- # that the calculations do not trigger RuntimeWarnings.
- with warnings.catch_warnings():
- warnings.simplefilter("error", RuntimeWarning)
- m, v, s, k = stats.pareto.stats(0.5, moments='mvsk')
- assert_equal(m, np.inf)
- assert_equal(v, np.inf)
- assert_equal(s, np.nan)
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(1.0, moments='mvsk')
- assert_equal(m, np.inf)
- assert_equal(v, np.inf)
- assert_equal(s, np.nan)
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(1.5, moments='mvsk')
- assert_equal(m, 3.0)
- assert_equal(v, np.inf)
- assert_equal(s, np.nan)
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(2.0, moments='mvsk')
- assert_equal(m, 2.0)
- assert_equal(v, np.inf)
- assert_equal(s, np.nan)
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(2.5, moments='mvsk')
- assert_allclose(m, 2.5 / 1.5)
- assert_allclose(v, 2.5 / (1.5*1.5*0.5))
- assert_equal(s, np.nan)
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(3.0, moments='mvsk')
- assert_allclose(m, 1.5)
- assert_allclose(v, 0.75)
- assert_equal(s, np.nan)
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(3.5, moments='mvsk')
- assert_allclose(m, 3.5 / 2.5)
- assert_allclose(v, 3.5 / (2.5*2.5*1.5))
- assert_allclose(s, (2*4.5/0.5)*np.sqrt(1.5/3.5))
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(4.0, moments='mvsk')
- assert_allclose(m, 4.0 / 3.0)
- assert_allclose(v, 4.0 / 18.0)
- assert_allclose(s, 2*(1+4.0)/(4.0-3) * np.sqrt((4.0-2)/4.0))
- assert_equal(k, np.nan)
- m, v, s, k = stats.pareto.stats(4.5, moments='mvsk')
- assert_allclose(m, 4.5 / 3.5)
- assert_allclose(v, 4.5 / (3.5*3.5*2.5))
- assert_allclose(s, (2*5.5/1.5) * np.sqrt(2.5/4.5))
- assert_allclose(k, 6*(4.5**3 + 4.5**2 - 6*4.5 - 2)/(4.5*1.5*0.5))
- def test_sf(self):
- x = 1e9
- b = 2
- scale = 1.5
- p = stats.pareto.sf(x, b, loc=0, scale=scale)
- expected = (scale/x)**b # 2.25e-18
- assert_allclose(p, expected)
- @pytest.mark.filterwarnings("ignore:invalid value encountered in "
- "double_scalars")
- @pytest.mark.parametrize("rvs_shape", [1, 2])
- @pytest.mark.parametrize("rvs_loc", [0, 2])
- @pytest.mark.parametrize("rvs_scale", [1, 5])
- def test_fit(self, rvs_shape, rvs_loc, rvs_scale):
- rng = np.random.default_rng(1234)
- data = stats.pareto.rvs(size=100, b=rvs_shape, scale=rvs_scale,
- loc=rvs_loc, random_state=rng)
- # shape can still be fixed with multiple names
- shape_mle_analytical1 = stats.pareto.fit(data, floc=0, f0=1.04)[0]
- shape_mle_analytical2 = stats.pareto.fit(data, floc=0, fix_b=1.04)[0]
- shape_mle_analytical3 = stats.pareto.fit(data, floc=0, fb=1.04)[0]
- assert (shape_mle_analytical1 == shape_mle_analytical2 ==
- shape_mle_analytical3 == 1.04)
- # data can be shifted with changes to `loc`
- data = stats.pareto.rvs(size=100, b=rvs_shape, scale=rvs_scale,
- loc=(rvs_loc + 2), random_state=rng)
- shape_mle_a, loc_mle_a, scale_mle_a = stats.pareto.fit(data, floc=2)
- assert_equal(scale_mle_a + 2, data.min())
- data_shift = data - 2
- ndata = data_shift.shape[0]
- assert_equal(shape_mle_a,
- ndata / np.sum(np.log(data_shift/data_shift.min())))
- assert_equal(loc_mle_a, 2)
- @pytest.mark.parametrize("rvs_shape", [.1, 2])
- @pytest.mark.parametrize("rvs_loc", [0, 2])
- @pytest.mark.parametrize("rvs_scale", [1, 5])
- @pytest.mark.parametrize('fix_shape, fix_loc, fix_scale',
- [p for p in product([True, False], repeat=3)
- if False in p])
- @np.errstate(invalid="ignore")
- def test_fit_MLE_comp_optimizer(self, rvs_shape, rvs_loc, rvs_scale,
- fix_shape, fix_loc, fix_scale):
- rng = np.random.default_rng(1234)
- data = stats.pareto.rvs(size=100, b=rvs_shape, scale=rvs_scale,
- loc=rvs_loc, random_state=rng)
- kwds = {}
- if fix_shape:
- kwds['f0'] = rvs_shape
- if fix_loc:
- kwds['floc'] = rvs_loc
- if fix_scale:
- kwds['fscale'] = rvs_scale
- _assert_less_or_close_loglike(stats.pareto, data, **kwds)
- @np.errstate(invalid="ignore")
- def test_fit_known_bad_seed(self):
- # Tests a known seed and set of parameters that would produce a result
- # would violate the support of Pareto if the fit method did not check
- # the constraint `fscale + floc < min(data)`.
- shape, location, scale = 1, 0, 1
- data = stats.pareto.rvs(shape, location, scale, size=100,
- random_state=np.random.default_rng(2535619))
- _assert_less_or_close_loglike(stats.pareto, data)
- def test_fit_warnings(self):
- assert_fit_warnings(stats.pareto)
- # `floc` that causes invalid negative data
- assert_raises(FitDataError, stats.pareto.fit, [1, 2, 3], floc=2)
- # `floc` and `fscale` combination causes invalid data
- assert_raises(FitDataError, stats.pareto.fit, [5, 2, 3], floc=1,
- fscale=3)
- def test_negative_data(self):
- rng = np.random.default_rng(1234)
- data = stats.pareto.rvs(loc=-130, b=1, size=100, random_state=rng)
- assert_array_less(data, 0)
- # The purpose of this test is to make sure that no runtime warnings are
- # raised for all negative data, not the output of the fit method. Other
- # methods test the output but have to silence warnings from the super
- # method.
- _ = stats.pareto.fit(data)
- class TestGenpareto:
- def test_ab(self):
- # c >= 0: a, b = [0, inf]
- for c in [1., 0.]:
- c = np.asarray(c)
- a, b = stats.genpareto._get_support(c)
- assert_equal(a, 0.)
- assert_(np.isposinf(b))
- # c < 0: a=0, b=1/|c|
- c = np.asarray(-2.)
- a, b = stats.genpareto._get_support(c)
- assert_allclose([a, b], [0., 0.5])
- def test_c0(self):
- # with c=0, genpareto reduces to the exponential distribution
- # rv = stats.genpareto(c=0.)
- rv = stats.genpareto(c=0.)
- x = np.linspace(0, 10., 30)
- assert_allclose(rv.pdf(x), stats.expon.pdf(x))
- assert_allclose(rv.cdf(x), stats.expon.cdf(x))
- assert_allclose(rv.sf(x), stats.expon.sf(x))
- q = np.linspace(0., 1., 10)
- assert_allclose(rv.ppf(q), stats.expon.ppf(q))
- def test_cm1(self):
- # with c=-1, genpareto reduces to the uniform distr on [0, 1]
- rv = stats.genpareto(c=-1.)
- x = np.linspace(0, 10., 30)
- assert_allclose(rv.pdf(x), stats.uniform.pdf(x))
- assert_allclose(rv.cdf(x), stats.uniform.cdf(x))
- assert_allclose(rv.sf(x), stats.uniform.sf(x))
- q = np.linspace(0., 1., 10)
- assert_allclose(rv.ppf(q), stats.uniform.ppf(q))
- # logpdf(1., c=-1) should be zero
- assert_allclose(rv.logpdf(1), 0)
- def test_x_inf(self):
- # make sure x=inf is handled gracefully
- rv = stats.genpareto(c=0.1)
- assert_allclose([rv.pdf(np.inf), rv.cdf(np.inf)], [0., 1.])
- assert_(np.isneginf(rv.logpdf(np.inf)))
- rv = stats.genpareto(c=0.)
- assert_allclose([rv.pdf(np.inf), rv.cdf(np.inf)], [0., 1.])
- assert_(np.isneginf(rv.logpdf(np.inf)))
- rv = stats.genpareto(c=-1.)
- assert_allclose([rv.pdf(np.inf), rv.cdf(np.inf)], [0., 1.])
- assert_(np.isneginf(rv.logpdf(np.inf)))
- def test_c_continuity(self):
- # pdf is continuous at c=0, -1
- x = np.linspace(0, 10, 30)
- for c in [0, -1]:
- pdf0 = stats.genpareto.pdf(x, c)
- for dc in [1e-14, -1e-14]:
- pdfc = stats.genpareto.pdf(x, c + dc)
- assert_allclose(pdf0, pdfc, atol=1e-12)
- cdf0 = stats.genpareto.cdf(x, c)
- for dc in [1e-14, 1e-14]:
- cdfc = stats.genpareto.cdf(x, c + dc)
- assert_allclose(cdf0, cdfc, atol=1e-12)
- def test_c_continuity_ppf(self):
- q = np.r_[np.logspace(1e-12, 0.01, base=0.1),
- np.linspace(0.01, 1, 30, endpoint=False),
- 1. - np.logspace(1e-12, 0.01, base=0.1)]
- for c in [0., -1.]:
- ppf0 = stats.genpareto.ppf(q, c)
- for dc in [1e-14, -1e-14]:
- ppfc = stats.genpareto.ppf(q, c + dc)
- assert_allclose(ppf0, ppfc, atol=1e-12)
- def test_c_continuity_isf(self):
- q = np.r_[np.logspace(1e-12, 0.01, base=0.1),
- np.linspace(0.01, 1, 30, endpoint=False),
- 1. - np.logspace(1e-12, 0.01, base=0.1)]
- for c in [0., -1.]:
- isf0 = stats.genpareto.isf(q, c)
- for dc in [1e-14, -1e-14]:
- isfc = stats.genpareto.isf(q, c + dc)
- assert_allclose(isf0, isfc, atol=1e-12)
- def test_cdf_ppf_roundtrip(self):
- # this should pass with machine precision. hat tip @pbrod
- q = np.r_[np.logspace(1e-12, 0.01, base=0.1),
- np.linspace(0.01, 1, 30, endpoint=False),
- 1. - np.logspace(1e-12, 0.01, base=0.1)]
- for c in [1e-8, -1e-18, 1e-15, -1e-15]:
- assert_allclose(stats.genpareto.cdf(stats.genpareto.ppf(q, c), c),
- q, atol=1e-15)
- def test_logsf(self):
- logp = stats.genpareto.logsf(1e10, .01, 0, 1)
- assert_allclose(logp, -1842.0680753952365)
- # Values in 'expected_stats' are
- # [mean, variance, skewness, excess kurtosis].
- @pytest.mark.parametrize(
- 'c, expected_stats',
- [(0, [1, 1, 2, 6]),
- (1/4, [4/3, 32/9, 10/np.sqrt(2), np.nan]),
- (1/9, [9/8, (81/64)*(9/7), (10/9)*np.sqrt(7), 754/45]),
- (-1, [1/2, 1/12, 0, -6/5])])
- def test_stats(self, c, expected_stats):
- result = stats.genpareto.stats(c, moments='mvsk')
- assert_allclose(result, expected_stats, rtol=1e-13, atol=1e-15)
- def test_var(self):
- # Regression test for gh-11168.
- v = stats.genpareto.var(1e-8)
- assert_allclose(v, 1.000000040000001, rtol=1e-13)
- class TestPearson3:
- def setup_method(self):
- self.rng = np.random.default_rng(2775995570)
- def test_rvs(self):
- vals = stats.pearson3.rvs(0.1, size=(2, 50), random_state=self.rng)
- assert np.shape(vals) == (2, 50)
- assert vals.dtype.char in typecodes['AllFloat']
- val = stats.pearson3.rvs(0.5, random_state=self.rng)
- assert isinstance(val, float)
- val = stats.pearson3(0.5).rvs(3, random_state=self.rng)
- assert isinstance(val, np.ndarray)
- assert val.dtype.char in typecodes['AllFloat']
- assert len(val) == 3
- def test_pdf(self):
- vals = stats.pearson3.pdf(2, [0.0, 0.1, 0.2])
- assert_allclose(vals, np.array([0.05399097, 0.05555481, 0.05670246]),
- atol=1e-6)
- vals = stats.pearson3.pdf(-3, 0.1)
- assert_allclose(vals, np.array([0.00313791]), atol=1e-6)
- vals = stats.pearson3.pdf([-3, -2, -1, 0, 1], 0.1)
- assert_allclose(vals, np.array([0.00313791, 0.05192304, 0.25028092,
- 0.39885918, 0.23413173]), atol=1e-6)
- def test_cdf(self):
- vals = stats.pearson3.cdf(2, [0.0, 0.1, 0.2])
- assert_allclose(vals, np.array([0.97724987, 0.97462004, 0.97213626]),
- atol=1e-6)
- vals = stats.pearson3.cdf(-3, 0.1)
- assert_allclose(vals, [0.00082256], atol=1e-6)
- vals = stats.pearson3.cdf([-3, -2, -1, 0, 1], 0.1)
- assert_allclose(vals, [8.22563821e-04, 1.99860448e-02, 1.58550710e-01,
- 5.06649130e-01, 8.41442111e-01], atol=1e-6)
- def test_negative_cdf_bug_11186(self):
- # incorrect CDFs for negative skews in gh-11186; fixed in gh-12640
- # Also check vectorization w/ negative, zero, and positive skews
- skews = [-3, -1, 0, 0.5]
- x_eval = 0.5
- neg_inf = -30 # avoid RuntimeWarning caused by np.log(0)
- cdfs = stats.pearson3.cdf(x_eval, skews)
- int_pdfs = [quad(stats.pearson3(skew).pdf, neg_inf, x_eval)[0]
- for skew in skews]
- assert_allclose(cdfs, int_pdfs)
- def test_return_array_bug_11746(self):
- # pearson3.moment was returning size 0 or 1 array instead of float
- # The first moment is equal to the loc, which defaults to zero
- moment = stats.pearson3.moment(1, 2)
- assert_equal(moment, 0)
- assert isinstance(moment, np.number)
- moment = stats.pearson3.moment(1, 0.000001)
- assert_equal(moment, 0)
- assert isinstance(moment, np.number)
- def test_ppf_bug_17050(self):
- # incorrect PPF for negative skews were reported in gh-17050
- # Check that this is fixed (even in the array case)
- skews = [-3, -1, 0, 0.5]
- x_eval = 0.5
- res = stats.pearson3.ppf(stats.pearson3.cdf(x_eval, skews), skews)
- assert_allclose(res, x_eval)
- # Negation of the skew flips the distribution about the origin, so
- # the following should hold
- skew = np.array([[-0.5], [1.5]])
- x = np.linspace(-2, 2)
- assert_allclose(stats.pearson3.pdf(x, skew),
- stats.pearson3.pdf(-x, -skew))
- assert_allclose(stats.pearson3.cdf(x, skew),
- stats.pearson3.sf(-x, -skew))
- assert_allclose(stats.pearson3.ppf(x, skew),
- -stats.pearson3.isf(x, -skew))
- def test_sf(self):
- # reference values were computed via the reference distribution, e.g.
- # mp.dps = 50; Pearson3(skew=skew).sf(x). Check positive, negative,
- # and zero skew due to branching.
- skew = [0.1, 0.5, 1.0, -0.1]
- x = [5.0, 10.0, 50.0, 8.0]
- ref = [1.64721926440872e-06, 8.271911573556123e-11,
- 1.3149506021756343e-40, 2.763057937820296e-21]
- assert_allclose(stats.pearson3.sf(x, skew), ref, rtol=2e-14)
- assert_allclose(stats.pearson3.sf(x, 0), stats.norm.sf(x), rtol=2e-14)
- class TestKappa4:
- def test_cdf_genpareto(self):
- # h = 1 and k != 0 is generalized Pareto
- x = [0.0, 0.1, 0.2, 0.5]
- h = 1.0
- for k in [-1.9, -1.0, -0.5, -0.2, -0.1, 0.1, 0.2, 0.5, 1.0,
- 1.9]:
- vals = stats.kappa4.cdf(x, h, k)
- # shape parameter is opposite what is expected
- vals_comp = stats.genpareto.cdf(x, -k)
- assert_allclose(vals, vals_comp)
- def test_cdf_genextreme(self):
- # h = 0 and k != 0 is generalized extreme value
- x = np.linspace(-5, 5, 10)
- h = 0.0
- k = np.linspace(-3, 3, 10)
- vals = stats.kappa4.cdf(x, h, k)
- vals_comp = stats.genextreme.cdf(x, k)
- assert_allclose(vals, vals_comp)
- def test_cdf_expon(self):
- # h = 1 and k = 0 is exponential
- x = np.linspace(0, 10, 10)
- h = 1.0
- k = 0.0
- vals = stats.kappa4.cdf(x, h, k)
- vals_comp = stats.expon.cdf(x)
- assert_allclose(vals, vals_comp)
- def test_cdf_gumbel_r(self):
- # h = 0 and k = 0 is gumbel_r
- x = np.linspace(-5, 5, 10)
- h = 0.0
- k = 0.0
- vals = stats.kappa4.cdf(x, h, k)
- vals_comp = stats.gumbel_r.cdf(x)
- assert_allclose(vals, vals_comp)
- def test_cdf_logistic(self):
- # h = -1 and k = 0 is logistic
- x = np.linspace(-5, 5, 10)
- h = -1.0
- k = 0.0
- vals = stats.kappa4.cdf(x, h, k)
- vals_comp = stats.logistic.cdf(x)
- assert_allclose(vals, vals_comp)
- def test_cdf_uniform(self):
- # h = 1 and k = 1 is uniform
- x = np.linspace(-5, 5, 10)
- h = 1.0
- k = 1.0
- vals = stats.kappa4.cdf(x, h, k)
- vals_comp = stats.uniform.cdf(x)
- assert_allclose(vals, vals_comp)
- def test_integers_ctor(self):
- # regression test for gh-7416: _argcheck fails for integer h and k
- # in numpy 1.12
- stats.kappa4(1, 2)
- class TestPoisson:
- def setup_method(self):
- self.rng = np.random.default_rng(9799340796)
- def test_pmf_basic(self):
- # Basic case
- ln2 = np.log(2)
- vals = stats.poisson.pmf([0, 1, 2], ln2)
- expected = [0.5, ln2/2, ln2**2/4]
- assert_allclose(vals, expected)
- def test_mu0(self):
- # Edge case: mu=0
- vals = stats.poisson.pmf([0, 1, 2], 0)
- expected = [1, 0, 0]
- assert_array_equal(vals, expected)
- interval = stats.poisson.interval(0.95, 0)
- assert_equal(interval, (0, 0))
- def test_rvs(self):
- vals = stats.poisson.rvs(0.5, size=(2, 50), random_state=self.rng)
- assert np.all(vals >= 0)
- assert np.shape(vals) == (2, 50)
- assert vals.dtype.char in typecodes['AllInteger']
- val = stats.poisson.rvs(0.5, random_state=self.rng)
- assert isinstance(val, int)
- val = stats.poisson(0.5).rvs(3, random_state=self.rng)
- assert isinstance(val, np.ndarray)
- assert val.dtype.char in typecodes['AllInteger']
- def test_stats(self):
- mu = 16.0
- result = stats.poisson.stats(mu, moments='mvsk')
- assert_allclose(result, [mu, mu, np.sqrt(1.0/mu), 1.0/mu])
- mu = np.array([0.0, 1.0, 2.0])
- result = stats.poisson.stats(mu, moments='mvsk')
- expected = (mu, mu, [np.inf, 1, 1/np.sqrt(2)], [np.inf, 1, 0.5])
- assert_allclose(result, expected)
- class TestKSTwo:
- def test_cdf(self):
- for n in [1, 2, 3, 10, 100, 1000]:
- # Test x-values:
- # 0, 1/2n, where the cdf should be 0
- # 1/n, where the cdf should be n!/n^n
- # 0.5, where the cdf should match ksone.cdf
- # 1-1/n, where cdf = 1-2/n^n
- # 1, where cdf == 1
- # (E.g. Exact values given by Eqn 1 in Simard / L'Ecuyer)
- x = np.array([0, 0.5/n, 1/n, 0.5, 1-1.0/n, 1])
- v1 = (1.0/n)**n
- lg = scipy.special.gammaln(n+1)
- elg = (np.exp(lg) if v1 != 0 else 0)
- expected = np.array([0, 0, v1 * elg,
- 1 - 2*stats.ksone.sf(0.5, n),
- max(1 - 2*v1, 0.0),
- 1.0])
- vals_cdf = stats.kstwo.cdf(x, n)
- assert_allclose(vals_cdf, expected)
- def test_sf(self):
- x = np.linspace(0, 1, 11)
- for n in [1, 2, 3, 10, 100, 1000]:
- # Same x values as in test_cdf, and use sf = 1 - cdf
- x = np.array([0, 0.5/n, 1/n, 0.5, 1-1.0/n, 1])
- v1 = (1.0/n)**n
- lg = scipy.special.gammaln(n+1)
- elg = (np.exp(lg) if v1 != 0 else 0)
- expected = np.array([1.0, 1.0,
- 1 - v1 * elg,
- 2*stats.ksone.sf(0.5, n),
- min(2*v1, 1.0), 0])
- vals_sf = stats.kstwo.sf(x, n)
- assert_allclose(vals_sf, expected)
- def test_cdf_sqrtn(self):
- # For fixed a, cdf(a/sqrt(n), n) -> kstwobign(a) as n->infinity
- # cdf(a/sqrt(n), n) is an increasing function of n (and a)
- # Check that the function is indeed increasing (allowing for some
- # small floating point and algorithm differences.)
- x = np.linspace(0, 2, 11)[1:]
- ns = [50, 100, 200, 400, 1000, 2000]
- for _x in x:
- xn = _x / np.sqrt(ns)
- probs = stats.kstwo.cdf(xn, ns)
- diffs = np.diff(probs)
- assert_array_less(diffs, 1e-8)
- def test_cdf_sf(self):
- x = np.linspace(0, 1, 11)
- for n in [1, 2, 3, 10, 100, 1000]:
- vals_cdf = stats.kstwo.cdf(x, n)
- vals_sf = stats.kstwo.sf(x, n)
- assert_array_almost_equal(vals_cdf, 1 - vals_sf)
- def test_cdf_sf_sqrtn(self):
- x = np.linspace(0, 1, 11)
- for n in [1, 2, 3, 10, 100, 1000]:
- xn = x / np.sqrt(n)
- vals_cdf = stats.kstwo.cdf(xn, n)
- vals_sf = stats.kstwo.sf(xn, n)
- assert_array_almost_equal(vals_cdf, 1 - vals_sf)
- def test_ppf_of_cdf(self):
- x = np.linspace(0, 1, 11)
- for n in [1, 2, 3, 10, 100, 1000]:
- xn = x[x > 0.5/n]
- vals_cdf = stats.kstwo.cdf(xn, n)
- # CDFs close to 1 are better dealt with using the SF
- cond = (0 < vals_cdf) & (vals_cdf < 0.99)
- vals = stats.kstwo.ppf(vals_cdf, n)
- assert_allclose(vals[cond], xn[cond], rtol=1e-4)
- def test_isf_of_sf(self):
- x = np.linspace(0, 1, 11)
- for n in [1, 2, 3, 10, 100, 1000]:
- xn = x[x > 0.5/n]
- vals_isf = stats.kstwo.isf(xn, n)
- cond = (0 < vals_isf) & (vals_isf < 1.0)
- vals = stats.kstwo.sf(vals_isf, n)
- assert_allclose(vals[cond], xn[cond], rtol=1e-4)
- def test_ppf_of_cdf_sqrtn(self):
- x = np.linspace(0, 1, 11)
- for n in [1, 2, 3, 10, 100, 1000]:
- xn = (x / np.sqrt(n))[x > 0.5/n]
- vals_cdf = stats.kstwo.cdf(xn, n)
- cond = (0 < vals_cdf) & (vals_cdf < 1.0)
- vals = stats.kstwo.ppf(vals_cdf, n)
- assert_allclose(vals[cond], xn[cond])
- def test_isf_of_sf_sqrtn(self):
- x = np.linspace(0, 1, 11)
- for n in [1, 2, 3, 10, 100, 1000]:
- xn = (x / np.sqrt(n))[x > 0.5/n]
- vals_sf = stats.kstwo.sf(xn, n)
- # SFs close to 1 are better dealt with using the CDF
- cond = (0 < vals_sf) & (vals_sf < 0.95)
- vals = stats.kstwo.isf(vals_sf, n)
- assert_allclose(vals[cond], xn[cond])
- def test_ppf(self):
- probs = np.linspace(0, 1, 11)[1:]
- for n in [1, 2, 3, 10, 100, 1000]:
- xn = stats.kstwo.ppf(probs, n)
- vals_cdf = stats.kstwo.cdf(xn, n)
- assert_allclose(vals_cdf, probs)
- def test_simard_lecuyer_table1(self):
- # Compute the cdf for values near the mean of the distribution.
- # The mean u ~ log(2)*sqrt(pi/(2n))
- # Compute for x in [u/4, u/3, u/2, u, 2u, 3u]
- # This is the computation of Table 1 of Simard, R., L'Ecuyer, P. (2011)
- # "Computing the Two-Sided Kolmogorov-Smirnov Distribution".
- # Except that the values below are not from the published table, but
- # were generated using an independent SageMath implementation of
- # Durbin's algorithm (with the exponentiation and scaling of
- # Marsaglia/Tsang/Wang's version) using 500 bit arithmetic.
- # Some of the values in the published table have relative
- # errors greater than 1e-4.
- ns = [10, 50, 100, 200, 500, 1000]
- ratios = np.array([1.0/4, 1.0/3, 1.0/2, 1, 2, 3])
- expected = np.array([
- [1.92155292e-08, 5.72933228e-05, 2.15233226e-02, 6.31566589e-01,
- 9.97685592e-01, 9.99999942e-01],
- [2.28096224e-09, 1.99142563e-05, 1.42617934e-02, 5.95345542e-01,
- 9.96177701e-01, 9.99998662e-01],
- [1.00201886e-09, 1.32673079e-05, 1.24608594e-02, 5.86163220e-01,
- 9.95866877e-01, 9.99998240e-01],
- [4.93313022e-10, 9.52658029e-06, 1.12123138e-02, 5.79486872e-01,
- 9.95661824e-01, 9.99997964e-01],
- [2.37049293e-10, 6.85002458e-06, 1.01309221e-02, 5.73427224e-01,
- 9.95491207e-01, 9.99997750e-01],
- [1.56990874e-10, 5.71738276e-06, 9.59725430e-03, 5.70322692e-01,
- 9.95409545e-01, 9.99997657e-01]
- ])
- for idx, n in enumerate(ns):
- x = ratios * np.log(2) * np.sqrt(np.pi/2/n)
- vals_cdf = stats.kstwo.cdf(x, n)
- assert_allclose(vals_cdf, expected[idx], rtol=1e-5)
- class TestZipf:
- def setup_method(self):
- self.rng = np.random.default_rng(2444103536)
- def test_rvs(self):
- vals = stats.zipf.rvs(1.5, size=(2, 50), random_state=self.rng)
- assert np.all(vals >= 1)
- assert np.shape(vals) == (2, 50)
- assert vals.dtype.char in typecodes['AllInteger']
- val = stats.zipf.rvs(1.5, random_state=self.rng)
- assert isinstance(val, int)
- val = stats.zipf(1.5).rvs(3, random_state=self.rng)
- assert isinstance(val, np.ndarray)
- assert val.dtype.char in typecodes['AllInteger']
- def test_moments(self):
- # n-th moment is finite iff a > n + 1
- m, v = stats.zipf.stats(a=2.8)
- assert_(np.isfinite(m))
- assert_equal(v, np.inf)
- s, k = stats.zipf.stats(a=4.8, moments='sk')
- assert_(not np.isfinite([s, k]).all())
- class TestDLaplace:
- def setup_method(self):
- self.rng = np.random.default_rng(460403075)
- def test_rvs(self):
- vals = stats.dlaplace.rvs(1.5, size=(2, 50), random_state=self.rng)
- assert np.shape(vals) == (2, 50)
- assert vals.dtype.char in typecodes['AllInteger']
- val = stats.dlaplace.rvs(1.5, random_state=self.rng)
- assert isinstance(val, int)
- val = stats.dlaplace(1.5).rvs(3, random_state=self.rng)
- assert isinstance(val, np.ndarray)
- assert val.dtype.char in typecodes['AllInteger']
- assert stats.dlaplace.rvs(0.8, random_state=self.rng) is not None
- def test_stats(self):
- # compare the explicit formulas w/ direct summation using pmf
- a = 1.
- dl = stats.dlaplace(a)
- m, v, s, k = dl.stats('mvsk')
- N = 37
- xx = np.arange(-N, N+1)
- pp = dl.pmf(xx)
- m2, m4 = np.sum(pp*xx**2), np.sum(pp*xx**4)
- assert_equal((m, s), (0, 0))
- assert_allclose((v, k), (m2, m4/m2**2 - 3.), atol=1e-14, rtol=1e-8)
- def test_stats2(self):
- a = np.log(2.)
- dl = stats.dlaplace(a)
- m, v, s, k = dl.stats('mvsk')
- assert_equal((m, s), (0., 0.))
- assert_allclose((v, k), (4., 3.25))
- class TestInvgauss:
- def setup_method(self):
- self.rng = np.random.default_rng(5422839947)
- @pytest.mark.parametrize("rvs_mu,rvs_loc,rvs_scale",
- [(2, 0, 1), (4.635, 4.362, 6.303)])
- def test_fit(self, rvs_mu, rvs_loc, rvs_scale):
- data = stats.invgauss.rvs(size=100, mu=rvs_mu,
- loc=rvs_loc, scale=rvs_scale, random_state=self.rng)
- # Analytical MLEs are calculated with formula when `floc` is fixed
- mu, loc, scale = stats.invgauss.fit(data, floc=rvs_loc)
- data = data - rvs_loc
- mu_temp = np.mean(data)
- scale_mle = len(data) / (np.sum(data**(-1) - mu_temp**(-1)))
- mu_mle = mu_temp/scale_mle
- # `mu` and `scale` match analytical formula
- assert_allclose(mu_mle, mu, atol=1e-15, rtol=1e-15)
- assert_allclose(scale_mle, scale, atol=1e-15, rtol=1e-15)
- assert_equal(loc, rvs_loc)
- data = stats.invgauss.rvs(size=100, mu=rvs_mu,
- loc=rvs_loc, scale=rvs_scale, random_state=self.rng)
- # fixed parameters are returned
- mu, loc, scale = stats.invgauss.fit(data, floc=rvs_loc - 1,
- fscale=rvs_scale + 1)
- assert_equal(rvs_scale + 1, scale)
- assert_equal(rvs_loc - 1, loc)
- # shape can still be fixed with multiple names
- shape_mle1 = stats.invgauss.fit(data, fmu=1.04)[0]
- shape_mle2 = stats.invgauss.fit(data, fix_mu=1.04)[0]
- shape_mle3 = stats.invgauss.fit(data, f0=1.04)[0]
- assert shape_mle1 == shape_mle2 == shape_mle3 == 1.04
- @pytest.mark.parametrize("rvs_mu,rvs_loc,rvs_scale",
- [(2, 0, 1), (6.311, 3.225, 4.520)])
- def test_fit_MLE_comp_optimizer(self, rvs_mu, rvs_loc, rvs_scale):
- rng = np.random.RandomState(1234)
- data = stats.invgauss.rvs(size=100, mu=rvs_mu,
- loc=rvs_loc, scale=rvs_scale, random_state=rng)
- super_fit = super(type(stats.invgauss), stats.invgauss).fit
- # fitting without `floc` uses superclass fit method
- super_fitted = super_fit(data)
- invgauss_fit = stats.invgauss.fit(data)
- assert_equal(super_fitted, invgauss_fit)
- # fitting with `fmu` is uses superclass fit method
- super_fitted = super_fit(data, floc=0, fmu=2)
- invgauss_fit = stats.invgauss.fit(data, floc=0, fmu=2)
- assert_equal(super_fitted, invgauss_fit)
- # fixed `floc` uses analytical formula and provides better fit than
- # super method
- _assert_less_or_close_loglike(stats.invgauss, data, floc=rvs_loc)
- # fixed `floc` not resulting in invalid data < 0 uses analytical
- # formulas and provides a better fit than the super method
- assert np.all((data - (rvs_loc - 1)) > 0)
- _assert_less_or_close_loglike(stats.invgauss, data, floc=rvs_loc - 1)
- # fixed `floc` to an arbitrary number, 0, still provides a better fit
- # than the super method
- _assert_less_or_close_loglike(stats.invgauss, data, floc=0)
- # fixed `fscale` to an arbitrary number still provides a better fit
- # than the super method
- _assert_less_or_close_loglike(stats.invgauss, data, floc=rvs_loc,
- fscale=self.rng.random(1)[0])
- def test_fit_raise_errors(self):
- assert_fit_warnings(stats.invgauss)
- # FitDataError is raised when negative invalid data
- with pytest.raises(FitDataError):
- stats.invgauss.fit([1, 2, 3], floc=2)
- def test_cdf_sf(self):
- # Regression tests for gh-13614.
- # Ground truth from R's statmod library (pinvgauss), e.g.
- # library(statmod)
- # options(digits=15)
- # mu = c(4.17022005e-04, 7.20324493e-03, 1.14374817e-06,
- # 3.02332573e-03, 1.46755891e-03)
- # print(pinvgauss(5, mu, 1))
- # make sure a finite value is returned when mu is very small. see
- # GH-13614
- mu = [4.17022005e-04, 7.20324493e-03, 1.14374817e-06,
- 3.02332573e-03, 1.46755891e-03]
- expected = [1, 1, 1, 1, 1]
- actual = stats.invgauss.cdf(0.4, mu=mu)
- assert_equal(expected, actual)
- # test if the function can distinguish small left/right tail
- # probabilities from zero.
- cdf_actual = stats.invgauss.cdf(0.001, mu=1.05)
- assert_allclose(cdf_actual, 4.65246506892667e-219)
- sf_actual = stats.invgauss.sf(110, mu=1.05)
- assert_allclose(sf_actual, 4.12851625944048e-25)
- # test if x does not cause numerical issues when mu is very small
- # and x is close to mu in value.
- # slightly smaller than mu
- actual = stats.invgauss.cdf(0.00009, 0.0001)
- assert_allclose(actual, 2.9458022894924e-26)
- # slightly bigger than mu
- actual = stats.invgauss.cdf(0.000102, 0.0001)
- assert_allclose(actual, 0.976445540507925)
- def test_logcdf_logsf(self):
- # Regression tests for improvements made in gh-13616.
- # Ground truth from R's statmod library (pinvgauss), e.g.
- # library(statmod)
- # options(digits=15)
- # print(pinvgauss(0.001, 1.05, 1, log.p=TRUE, lower.tail=FALSE))
- # test if logcdf and logsf can compute values too small to
- # be represented on the unlogged scale. See: gh-13616
- logcdf = stats.invgauss.logcdf(0.0001, mu=1.05)
- assert_allclose(logcdf, -5003.87872590367)
- logcdf = stats.invgauss.logcdf(110, 1.05)
- assert_allclose(logcdf, -4.12851625944087e-25)
- logsf = stats.invgauss.logsf(0.001, mu=1.05)
- assert_allclose(logsf, -4.65246506892676e-219)
- logsf = stats.invgauss.logsf(110, 1.05)
- assert_allclose(logsf, -56.1467092416426)
- # from mpmath import mp
- # mp.dps = 100
- # mu = mp.mpf(1e-2)
- # ref = (1/2 * mp.log(2 * mp.pi * mp.e * mu**3)
- # - 3/2* mp.exp(2/mu) * mp.e1(2/mu))
- @pytest.mark.parametrize("mu, ref", [(2e-8, -25.172361826883957),
- (1e-3, -8.943444010642972),
- (1e-2, -5.4962796152622335),
- (1e8, 3.3244822568873476),
- (1e100, 3.32448280139689)])
- def test_entropy(self, mu, ref):
- assert_allclose(stats.invgauss.entropy(mu), ref, rtol=5e-14)
- def test_mu_inf_gh13666(self):
- # invgauss methods should return correct result when mu=inf
- # invgauss as mu -> oo is invgamma with shape and scale 0.5;
- # see gh-13666 and gh-22496
- dist = stats.invgauss(mu=np.inf)
- dist0 = stats.invgamma(0.5, scale=0.5)
- x, p = 1., 0.5
- assert_allclose(dist.logpdf(x), dist0.logpdf(x))
- assert_allclose(dist.pdf(x), dist0.pdf(x))
- assert_allclose(dist.logcdf(x), dist0.logcdf(x))
- assert_allclose(dist.cdf(x), dist0.cdf(x))
- assert_allclose(dist.logsf(x), dist0.logsf(x))
- assert_allclose(dist.sf(x), dist0.sf(x))
- assert_allclose(dist.ppf(p), dist0.ppf(p))
- assert_allclose(dist.isf(p), dist0.isf(p))
- class TestLandau:
- @pytest.mark.parametrize('name', ['pdf', 'cdf', 'sf', 'ppf', 'isf'])
- def test_landau_levy_agreement(self, name):
- # Test PDF to confirm that this is the Landau distribution
- # Test other methods with tighter tolerance than generic tests
- # Levy entropy is slow and inaccurate, and RVS is tested generically
- if name in {'ppf', 'isf'}:
- x = np.linspace(0.1, 0.9, 5),
- else:
- x = np.linspace(-2, 5, 10),
- landau_method = getattr(stats.landau, name)
- levy_method = getattr(stats.levy_stable, name)
- res = landau_method(*x)
- ref = levy_method(*x, 1, 1)
- assert_allclose(res, ref, rtol=1e-14)
- def test_moments(self):
- # I would test these against Levy above, but Levy says variance is infinite.
- assert_equal(stats.landau.stats(moments='mvsk'), (np.nan,)*4)
- assert_equal(stats.landau.moment(5), np.nan)
- class TestLaplace:
- @pytest.mark.parametrize("rvs_loc", [-5, 0, 1, 2])
- @pytest.mark.parametrize("rvs_scale", [1, 2, 3, 10])
- def test_fit(self, rvs_loc, rvs_scale):
- # tests that various inputs follow expected behavior
- # for a variety of `loc` and `scale`.
- rng = np.random.RandomState(1234)
- data = stats.laplace.rvs(size=100, loc=rvs_loc, scale=rvs_scale,
- random_state=rng)
- # MLE estimates are given by
- loc_mle = np.median(data)
- scale_mle = np.sum(np.abs(data - loc_mle)) / len(data)
- # standard outputs should match analytical MLE formulas
- loc, scale = stats.laplace.fit(data)
- assert_allclose(loc, loc_mle, atol=1e-15, rtol=1e-15)
- assert_allclose(scale, scale_mle, atol=1e-15, rtol=1e-15)
- # fixed parameter should use analytical formula for other
- loc, scale = stats.laplace.fit(data, floc=loc_mle)
- assert_allclose(scale, scale_mle, atol=1e-15, rtol=1e-15)
- loc, scale = stats.laplace.fit(data, fscale=scale_mle)
- assert_allclose(loc, loc_mle)
- # test with non-mle fixed parameter
- # create scale with non-median loc
- loc = rvs_loc * 2
- scale_mle = np.sum(np.abs(data - loc)) / len(data)
- # fixed loc to non median, scale should match
- # scale calculation with modified loc
- loc, scale = stats.laplace.fit(data, floc=loc)
- assert_equal(scale_mle, scale)
- # fixed scale created with non median loc,
- # loc output should still be the data median.
- loc, scale = stats.laplace.fit(data, fscale=scale_mle)
- assert_equal(loc_mle, loc)
- # error raised when both `floc` and `fscale` are fixed
- assert_raises(RuntimeError, stats.laplace.fit, data, floc=loc_mle,
- fscale=scale_mle)
- # error is raised with non-finite values
- assert_raises(ValueError, stats.laplace.fit, [np.nan])
- assert_raises(ValueError, stats.laplace.fit, [np.inf])
- @pytest.mark.parametrize("rvs_loc,rvs_scale", [(-5, 10),
- (10, 5),
- (0.5, 0.2)])
- def test_fit_MLE_comp_optimizer(self, rvs_loc, rvs_scale):
- rng = np.random.RandomState(1234)
- data = stats.laplace.rvs(size=1000, loc=rvs_loc, scale=rvs_scale,
- random_state=rng)
- # the log-likelihood function for laplace is given by
- def ll(loc, scale, data):
- return -1 * (- (len(data)) * np.log(2*scale) -
- (1/scale)*np.sum(np.abs(data - loc)))
- # test that the objective function result of the analytical MLEs is
- # less than or equal to that of the numerically optimized estimate
- loc, scale = stats.laplace.fit(data)
- loc_opt, scale_opt = super(type(stats.laplace),
- stats.laplace).fit(data)
- ll_mle = ll(loc, scale, data)
- ll_opt = ll(loc_opt, scale_opt, data)
- assert ll_mle < ll_opt or np.allclose(ll_mle, ll_opt,
- atol=1e-15, rtol=1e-15)
- def test_fit_simple_non_random_data(self):
- data = np.array([1.0, 1.0, 3.0, 5.0, 8.0, 14.0])
- # with `floc` fixed to 6, scale should be 4.
- loc, scale = stats.laplace.fit(data, floc=6)
- assert_allclose(scale, 4, atol=1e-15, rtol=1e-15)
- # with `fscale` fixed to 6, loc should be 4.
- loc, scale = stats.laplace.fit(data, fscale=6)
- assert_allclose(loc, 4, atol=1e-15, rtol=1e-15)
- def test_sf_cdf_extremes(self):
- # These calculations should not generate warnings.
- x = 1000
- p0 = stats.laplace.cdf(-x)
- # The exact value is smaller than can be represented with
- # 64 bit floating point, so the expected result is 0.
- assert p0 == 0.0
- # The closest 64 bit floating point representation of the
- # exact value is 1.0.
- p1 = stats.laplace.cdf(x)
- assert p1 == 1.0
- p0 = stats.laplace.sf(x)
- # The exact value is smaller than can be represented with
- # 64 bit floating point, so the expected result is 0.
- assert p0 == 0.0
- # The closest 64 bit floating point representation of the
- # exact value is 1.0.
- p1 = stats.laplace.sf(-x)
- assert p1 == 1.0
- def test_sf(self):
- x = 200
- p = stats.laplace.sf(x)
- assert_allclose(p, np.exp(-x)/2, rtol=1e-13)
- def test_isf(self):
- p = 1e-25
- x = stats.laplace.isf(p)
- assert_allclose(x, -np.log(2*p), rtol=1e-13)
- def test_logcdf_logsf(self):
- x = 40
- # Reference value computed with mpmath.
- ref = -2.1241771276457944e-18
- logcdf = stats.laplace.logcdf(x)
- assert_allclose(logcdf, ref)
- logsf = stats.laplace.logsf(-x)
- assert_allclose(logsf, ref, rtol=5e-15)
- class TestLogLaplace:
- def test_sf(self):
- # reference values were computed via the reference distribution, e.g.
- # mp.dps = 100; LogLaplace(c=c).sf(x).
- c = np.array([2.0, 3.0, 5.0])
- x = np.array([1e-5, 1e10, 1e15])
- ref = [0.99999999995, 5e-31, 5e-76]
- assert_allclose(stats.loglaplace.sf(x, c), ref, rtol=1e-15)
- def test_isf(self):
- # reference values were computed via the reference distribution, e.g.
- # mp.dps = 100; LogLaplace(c=c).isf(q).
- c = 3.25
- q = [0.8, 0.1, 1e-10, 1e-20, 1e-40]
- ref = [0.7543222539245642, 1.6408455124660906, 964.4916294395846,
- 1151387.578354072, 1640845512466.0906]
- assert_allclose(stats.loglaplace.isf(q, c), ref, rtol=1e-14)
- @pytest.mark.parametrize('r', [1, 2, 3, 4])
- def test_moments_stats(self, r):
- mom = 'mvsk'[r - 1]
- c = np.arange(0.5, r + 0.5, 0.5)
- # r-th non-central moment is infinite if |r| >= c.
- assert_allclose(stats.loglaplace.moment(r, c), np.inf)
- # r-th non-central moment is non-finite (inf or nan) if r >= c.
- assert not np.any(np.isfinite(stats.loglaplace.stats(c, moments=mom)))
- @pytest.mark.parametrize("c", [0.5, 1.0, 2.0])
- @pytest.mark.parametrize("loc, scale", [(-1.2, 3.45)])
- @pytest.mark.parametrize("fix_c", [True, False])
- @pytest.mark.parametrize("fix_scale", [True, False])
- def test_fit_analytic_mle(self, c, loc, scale, fix_c, fix_scale):
- # Test that the analytical MLE produces no worse result than the
- # generic (numerical) MLE.
- rng = np.random.default_rng(6762668991392531563)
- data = stats.loglaplace.rvs(c, loc=loc, scale=scale, size=100,
- random_state=rng)
- kwds = {'floc': loc}
- if fix_c:
- kwds['fc'] = c
- if fix_scale:
- kwds['fscale'] = scale
- nfree = 3 - len(kwds)
- if nfree == 0:
- error_msg = "All parameters fixed. There is nothing to optimize."
- with pytest.raises((RuntimeError, ValueError), match=error_msg):
- stats.loglaplace.fit(data, **kwds)
- return
- _assert_less_or_close_loglike(stats.loglaplace, data, **kwds)
- class TestPowerlaw:
- # In the following data, `sf` was computed with mpmath.
- @pytest.mark.parametrize('x, a, sf',
- [(0.25, 2.0, 0.9375),
- (0.99609375, 1/256, 1.528855235208108e-05)])
- def test_sf(self, x, a, sf):
- assert_allclose(stats.powerlaw.sf(x, a), sf, rtol=1e-15)
- @pytest.fixture(scope='function')
- def rng(self):
- return np.random.default_rng(1234)
- @pytest.mark.parametrize("rvs_shape", [.1, .5, .75, 1, 2])
- @pytest.mark.parametrize("rvs_loc", [-1, 0, 1])
- @pytest.mark.parametrize("rvs_scale", [.1, 1, 5])
- @pytest.mark.parametrize('fix_shape, fix_loc, fix_scale',
- [p for p in product([True, False], repeat=3)
- if False in p])
- def test_fit_MLE_comp_optimizer(self, rvs_shape, rvs_loc, rvs_scale,
- fix_shape, fix_loc, fix_scale, rng):
- data = stats.powerlaw.rvs(size=250, a=rvs_shape, loc=rvs_loc,
- scale=rvs_scale, random_state=rng)
- kwds = dict()
- if fix_shape:
- kwds['f0'] = rvs_shape
- if fix_loc:
- kwds['floc'] = np.nextafter(data.min(), -np.inf)
- if fix_scale:
- kwds['fscale'] = rvs_scale
- # Numerical result may equal analytical result if some code path
- # of the analytical routine makes use of numerical optimization.
- _assert_less_or_close_loglike(stats.powerlaw, data, **kwds,
- maybe_identical=True)
- def test_problem_case(self):
- # An observed problem with the test method indicated that some fixed
- # scale values could cause bad results, this is now corrected.
- a = 2.50002862645130604506
- location = 0.0
- scale = 35.249023299873095
- data = stats.powerlaw.rvs(a=a, loc=location, scale=scale, size=100,
- random_state=np.random.default_rng(5))
- kwds = {'fscale': np.ptp(data) * 2}
- _assert_less_or_close_loglike(stats.powerlaw, data, **kwds)
- def test_fit_warnings(self):
- assert_fit_warnings(stats.powerlaw)
- # test for error when `fscale + floc <= np.max(data)` is not satisfied
- msg = r" Maximum likelihood estimation with 'powerlaw' requires"
- with assert_raises(FitDataError, match=msg):
- stats.powerlaw.fit([1, 2, 4], floc=0, fscale=3)
- # test for error when `data - floc >= 0` is not satisfied
- msg = r" Maximum likelihood estimation with 'powerlaw' requires"
- with assert_raises(FitDataError, match=msg):
- stats.powerlaw.fit([1, 2, 4], floc=2)
- # test for fixed location not less than `min(data)`.
- msg = r" Maximum likelihood estimation with 'powerlaw' requires"
- with assert_raises(FitDataError, match=msg):
- stats.powerlaw.fit([1, 2, 4], floc=1)
- # test for when fixed scale is less than or equal to range of data
- msg = r"Negative or zero `fscale` is outside"
- with assert_raises(ValueError, match=msg):
- stats.powerlaw.fit([1, 2, 4], fscale=-3)
- # test for when fixed scale is less than or equal to range of data
- msg = r"`fscale` must be greater than the range of data."
- with assert_raises(ValueError, match=msg):
- stats.powerlaw.fit([1, 2, 4], fscale=3)
- def test_minimum_data_zero_gh17801(self):
- # gh-17801 reported an overflow error when the minimum value of the
- # data is zero. Check that this problem is resolved.
- data = [0, 1, 2, 2, 3, 3, 3, 3, 4, 4, 5, 6]
- dist = stats.powerlaw
- with np.errstate(over='ignore'):
- _assert_less_or_close_loglike(dist, data)
- class TestPowerLogNorm:
- # reference values were computed via mpmath
- # from mpmath import mp
- # mp.dps = 80
- # def powerlognorm_sf_mp(x, c, s):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # s = mp.mpf(s)
- # return mp.ncdf(-mp.log(x) / s)**c
- #
- # def powerlognormal_cdf_mp(x, c, s):
- # return mp.one - powerlognorm_sf_mp(x, c, s)
- #
- # x, c, s = 100, 20, 1
- # print(float(powerlognorm_sf_mp(x, c, s)))
- @pytest.mark.parametrize("x, c, s, ref",
- [(100, 20, 1, 1.9057100820561928e-114),
- (1e-3, 20, 1, 0.9999999999507617),
- (1e-3, 0.02, 1, 0.9999999999999508),
- (1e22, 0.02, 1, 6.50744044621611e-12)])
- def test_sf(self, x, c, s, ref):
- assert_allclose(stats.powerlognorm.sf(x, c, s), ref, rtol=1e-13)
- # reference values were computed via mpmath using the survival
- # function above (passing in `ref` and getting `q`).
- @pytest.mark.parametrize("q, c, s, ref",
- [(0.9999999587870905, 0.02, 1, 0.01),
- (6.690376686108851e-233, 20, 1, 1000)])
- def test_isf(self, q, c, s, ref):
- assert_allclose(stats.powerlognorm.isf(q, c, s), ref, rtol=5e-11)
- @pytest.mark.parametrize("x, c, s, ref",
- [(1e25, 0.02, 1, 0.9999999999999963),
- (1e-6, 0.02, 1, 2.054921078040843e-45),
- (1e-6, 200, 1, 2.0549210780408428e-41),
- (0.3, 200, 1, 0.9999999999713368)])
- def test_cdf(self, x, c, s, ref):
- assert_allclose(stats.powerlognorm.cdf(x, c, s), ref, rtol=3e-14)
- # reference values were computed via mpmath
- # from mpmath import mp
- # mp.dps = 50
- # def powerlognorm_pdf_mpmath(x, c, s):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # s = mp.mpf(s)
- # res = (c/(x * s) * mp.npdf(mp.log(x)/s) *
- # mp.ncdf(-mp.log(x)/s)**(c - mp.one))
- # return float(res)
- @pytest.mark.parametrize("x, c, s, ref",
- [(1e22, 0.02, 1, 6.5954987852335016e-34),
- (1e20, 1e-3, 1, 1.588073750563988e-22),
- (1e40, 1e-3, 1, 1.3179391812506349e-43)])
- def test_pdf(self, x, c, s, ref):
- assert_allclose(stats.powerlognorm.pdf(x, c, s), ref, rtol=3e-12)
- class TestPowerNorm:
- # survival function references were computed with mpmath via
- # from mpmath import mp
- # x = mp.mpf(x)
- # c = mp.mpf(x)
- # float(mp.ncdf(-x)**c)
- @pytest.mark.parametrize("x, c, ref",
- [(9, 1, 1.1285884059538405e-19),
- (20, 2, 7.582445786569958e-178),
- (100, 0.02, 3.330957891903866e-44),
- (200, 0.01, 1.3004759092324774e-87)])
- def test_sf(self, x, c, ref):
- assert_allclose(stats.powernorm.sf(x, c), ref, rtol=1e-13)
- # inverse survival function references were computed with mpmath via
- # from mpmath import mp
- # def isf_mp(q, c):
- # q = mp.mpf(q)
- # c = mp.mpf(c)
- # arg = q**(mp.one / c)
- # return float(-mp.sqrt(2) * mp.erfinv(mp.mpf(2.) * arg - mp.one))
- @pytest.mark.parametrize("q, c, ref",
- [(1e-5, 20, -0.15690800666514138),
- (0.99999, 100, -5.19933666203545),
- (0.9999, 0.02, -2.576676052143387),
- (5e-2, 0.02, 17.089518110222244),
- (1e-18, 2, 5.9978070150076865),
- (1e-50, 5, 6.361340902404057)])
- def test_isf(self, q, c, ref):
- assert_allclose(stats.powernorm.isf(q, c), ref, rtol=5e-12)
- # CDF reference values were computed with mpmath via
- # from mpmath import mp
- # def cdf_mp(x, c):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # return float(mp.one - mp.ncdf(-x)**c)
- @pytest.mark.parametrize("x, c, ref",
- [(-12, 9, 1.598833900869911e-32),
- (2, 9, 0.9999999999999983),
- (-20, 9, 2.4782617067456103e-88),
- (-5, 0.02, 5.733032242841443e-09),
- (-20, 0.02, 5.507248237212467e-91)])
- def test_cdf(self, x, c, ref):
- assert_allclose(stats.powernorm.cdf(x, c), ref, rtol=5e-14)
- class TestInvGamma:
- def test_invgamma_inf_gh_1866(self):
- # invgamma's moments are only finite for a>n
- # specific numbers checked w/ boost 1.54
- with warnings.catch_warnings():
- warnings.simplefilter('error', RuntimeWarning)
- mvsk = stats.invgamma.stats(a=19.31, moments='mvsk')
- expected = [0.05461496450, 0.0001723162534, 1.020362676,
- 2.055616582]
- assert_allclose(mvsk, expected)
- a = [1.1, 3.1, 5.6]
- mvsk = stats.invgamma.stats(a=a, moments='mvsk')
- expected = ([10., 0.476190476, 0.2173913043], # mmm
- [np.inf, 0.2061430632, 0.01312749422], # vvv
- [np.nan, 41.95235392, 2.919025532], # sss
- [np.nan, np.nan, 24.51923076]) # kkk
- for x, y in zip(mvsk, expected):
- assert_almost_equal(x, y)
- def test_cdf_ppf(self):
- # gh-6245
- x = np.logspace(-2.6, 0)
- y = stats.invgamma.cdf(x, 1)
- xx = stats.invgamma.ppf(y, 1)
- assert_allclose(x, xx)
- def test_sf_isf(self):
- # gh-6245
- if sys.maxsize > 2**32:
- x = np.logspace(2, 100)
- else:
- # Invgamme roundtrip on 32-bit systems has relative accuracy
- # ~1e-15 until x=1e+15, and becomes inf above x=1e+18
- x = np.logspace(2, 18)
- y = stats.invgamma.sf(x, 1)
- xx = stats.invgamma.isf(y, 1)
- assert_allclose(x, xx, rtol=1.0)
- def test_logcdf(self):
- x = 1e7
- a = 2.25
- # Reference value computed with mpmath.
- ref = -6.97567687425534e-17
- logcdf = stats.invgamma.logcdf(x, a)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- x = 0.01
- a = 3.5
- # Reference value computed with mpmath.
- ref = -1.147781224014262e-39
- logsf = stats.invgamma.logsf(x, a)
- assert_allclose(logsf, ref, rtol=5e-15)
- @pytest.mark.parametrize("a, ref",
- [(100000000.0, -26.21208257605721),
- (1e+100, -343.9688254159022)])
- def test_large_entropy(self, a, ref):
- # The reference values were calculated with mpmath:
- # from mpmath import mp
- # mp.dps = 500
- # def invgamma_entropy(a):
- # a = mp.mpf(a)
- # h = a + mp.loggamma(a) - (mp.one + a) * mp.digamma(a)
- # return float(h)
- assert_allclose(stats.invgamma.entropy(a), ref, rtol=1e-15)
- class TestF:
- def test_endpoints(self):
- # Compute the pdf at the left endpoint dst.a.
- data = [[stats.f, (2, 1), 1.0]]
- for _f, _args, _correct in data:
- ans = _f.pdf(_f.a, *_args)
- ans = [_f.pdf(_f.a, *_args) for _f, _args, _ in data]
- correct = [_correct_ for _f, _args, _correct_ in data]
- assert_array_almost_equal(ans, correct)
- def test_f_moments(self):
- # n-th moment of F distributions is only finite for n < dfd / 2
- m, v, s, k = stats.f.stats(11, 6.5, moments='mvsk')
- assert_(np.isfinite(m))
- assert_(np.isfinite(v))
- assert_(np.isfinite(s))
- assert_(not np.isfinite(k))
- def test_moments_warnings(self):
- # no warnings should be generated for dfd = 2, 4, 6, 8 (div by zero)
- with warnings.catch_warnings():
- warnings.simplefilter('error', RuntimeWarning)
- stats.f.stats(dfn=[11]*4, dfd=[2, 4, 6, 8], moments='mvsk')
- def test_stats_broadcast(self):
- dfn = np.array([[3], [11]])
- dfd = np.array([11, 12])
- m, v, s, k = stats.f.stats(dfn=dfn, dfd=dfd, moments='mvsk')
- m2 = [dfd / (dfd - 2)]*2
- assert_allclose(m, m2)
- v2 = 2 * dfd**2 * (dfn + dfd - 2) / dfn / (dfd - 2)**2 / (dfd - 4)
- assert_allclose(v, v2)
- s2 = ((2*dfn + dfd - 2) * np.sqrt(8*(dfd - 4)) /
- ((dfd - 6) * np.sqrt(dfn*(dfn + dfd - 2))))
- assert_allclose(s, s2)
- k2num = 12 * (dfn * (5*dfd - 22) * (dfn + dfd - 2) +
- (dfd - 4) * (dfd - 2)**2)
- k2den = dfn * (dfd - 6) * (dfd - 8) * (dfn + dfd - 2)
- k2 = k2num / k2den
- assert_allclose(k, k2)
- class TestStudentT:
- def test_rvgeneric_std(self):
- # Regression test for #1191
- assert_array_almost_equal(stats.t.std([5, 6]), [1.29099445, 1.22474487])
- def test_moments_t(self):
- # regression test for #8786
- assert_equal(stats.t.stats(df=1, moments='mvsk'),
- (np.inf, np.nan, np.nan, np.nan))
- assert_equal(stats.t.stats(df=1.01, moments='mvsk'),
- (0.0, np.inf, np.nan, np.nan))
- assert_equal(stats.t.stats(df=2, moments='mvsk'),
- (0.0, np.inf, np.nan, np.nan))
- assert_equal(stats.t.stats(df=2.01, moments='mvsk'),
- (0.0, 2.01/(2.01-2.0), np.nan, np.inf))
- assert_equal(stats.t.stats(df=3, moments='sk'), (np.nan, np.inf))
- assert_equal(stats.t.stats(df=3.01, moments='sk'), (0.0, np.inf))
- assert_equal(stats.t.stats(df=4, moments='sk'), (0.0, np.inf))
- assert_allclose(stats.t.stats(df=4.01, moments='sk'), (0.0, 6.0/(4.01 - 4.0)),
- rtol=1e-14)
- def test_t_entropy(self):
- df = [1, 2, 25, 100]
- # Expected values were computed with mpmath.
- expected = [2.5310242469692907, 1.9602792291600821,
- 1.459327578078393, 1.4289633653182439]
- assert_allclose(stats.t.entropy(df), expected, rtol=1e-13)
- @pytest.mark.parametrize("v, ref",
- [(100, 1.4289633653182439),
- (1e+100, 1.4189385332046727)])
- def test_t_extreme_entropy(self, v, ref):
- # Reference values were calculated with mpmath:
- # from mpmath import mp
- # mp.dps = 500
- #
- # def t_entropy(v):
- # v = mp.mpf(v)
- # C = (v + mp.one) / 2
- # A = C * (mp.digamma(C) - mp.digamma(v / 2))
- # B = 0.5 * mp.log(v) + mp.log(mp.beta(v / 2, mp.one / 2))
- # h = A + B
- # return float(h)
- assert_allclose(stats.t.entropy(v), ref, rtol=1e-14)
- @pytest.mark.parametrize("methname", ["pdf", "logpdf", "cdf",
- "ppf", "sf", "isf"])
- @pytest.mark.parametrize("df_infmask", [[0, 0], [1, 1], [0, 1],
- [[0, 1, 0], [1, 1, 1]],
- [[1, 0], [0, 1]],
- [[0], [1]]])
- def test_t_inf_df(self, methname, df_infmask):
- df_infmask = np.asarray(df_infmask, dtype=bool)
- rng = np.random.default_rng(5442451539)
- df = rng.uniform(0, 10, size=df_infmask.shape)
- x = rng.standard_normal(df_infmask.shape)
- df[df_infmask] = np.inf
- t_dist = stats.t(df=df, loc=3, scale=1)
- t_dist_ref = stats.t(df=df[~df_infmask], loc=3, scale=1)
- norm_dist = stats.norm(loc=3, scale=1)
- t_meth = getattr(t_dist, methname)
- t_meth_ref = getattr(t_dist_ref, methname)
- norm_meth = getattr(norm_dist, methname)
- res = t_meth(x)
- assert_allclose(res[df_infmask], norm_meth(x[df_infmask]), rtol=5e-15)
- assert_equal(res[~df_infmask], t_meth_ref(x[~df_infmask]))
- @pytest.mark.parametrize("df_infmask", [[0, 0], [1, 1], [0, 1],
- [[0, 1, 0], [1, 1, 1]],
- [[1, 0], [0, 1]],
- [[0], [1]]])
- def test_t_inf_df_stats_entropy(self, df_infmask):
- df_infmask = np.asarray(df_infmask, dtype=bool)
- rng = np.random.default_rng(5442451539)
- df = rng.uniform(0, 10, size=df_infmask.shape)
- df[df_infmask] = np.inf
- res = stats.t.stats(df=df, loc=3, scale=1, moments='mvsk')
- res_ex_inf = stats.norm.stats(loc=3, scale=1, moments='mvsk')
- res_ex_noinf = stats.t.stats(df=df[~df_infmask], loc=3, scale=1,
- moments='mvsk')
- for i in range(4):
- assert_equal(res[i][df_infmask], res_ex_inf[i])
- assert_equal(res[i][~df_infmask], res_ex_noinf[i])
- res = stats.t.entropy(df=df, loc=3, scale=1)
- res_ex_inf = stats.norm.entropy(loc=3, scale=1)
- res_ex_noinf = stats.t.entropy(df=df[~df_infmask], loc=3, scale=1)
- assert_equal(res[df_infmask], res_ex_inf)
- assert_equal(res[~df_infmask], res_ex_noinf)
- def test_logpdf_pdf(self):
- # reference values were computed via the reference distribution, e.g.
- # mp.dps = 500; StudentT(df=df).logpdf(x), StudentT(df=df).pdf(x)
- x = [1, 1e3, 10, 1]
- df = [1e100, 1e50, 1e20, 1]
- logpdf_ref = [-1.4189385332046727, -500000.9189385332,
- -50.918938533204674, -1.8378770664093456]
- pdf_ref = [0.24197072451914334, 0,
- 7.69459862670642e-23, 0.15915494309189535]
- assert_allclose(stats.t.logpdf(x, df), logpdf_ref, rtol=1e-14)
- assert_allclose(stats.t.pdf(x, df), pdf_ref, rtol=1e-14)
- # Reference values were computed with mpmath, and double-checked with
- # Wolfram Alpha.
- @pytest.mark.parametrize('x, df, ref',
- [(-75.0, 15, -46.76036184546812),
- (0, 15, -0.6931471805599453),
- (75.0, 15, -4.9230344937641665e-21)])
- def test_logcdf_logsf(self, x, df, ref):
- logcdf = stats.t.logcdf(x, df)
- assert_allclose(logcdf, ref, rtol=5e-15)
- # The reference value is logcdf(x, df) == logsf(-x, df).
- logsf = stats.t.logsf(-x, df)
- assert_allclose(logsf, ref, rtol=5e-15)
- class TestRvDiscrete:
- def setup_method(self):
- self.rng = np.random.default_rng(333348228)
- def test_rvs(self):
- states = [-1, 0, 1, 2, 3, 4]
- probability = [0.0, 0.3, 0.4, 0.0, 0.3, 0.0]
- samples = 1000
- r = stats.rv_discrete(name='sample', values=(states, probability))
- x = r.rvs(size=samples, random_state=self.rng)
- assert isinstance(x, np.ndarray)
- for s, p in zip(states, probability):
- assert abs(sum(x == s)/float(samples) - p) < 0.05
- x = r.rvs(random_state=self.rng)
- assert np.issubdtype(type(x), np.integer)
- def test_entropy(self):
- # Basic tests of entropy.
- pvals = np.array([0.25, 0.45, 0.3])
- p = stats.rv_discrete(values=([0, 1, 2], pvals))
- expected_h = -sum(xlogy(pvals, pvals))
- h = p.entropy()
- assert_allclose(h, expected_h)
- p = stats.rv_discrete(values=([0, 1, 2], [1.0, 0, 0]))
- h = p.entropy()
- assert_equal(h, 0.0)
- def test_pmf(self):
- xk = [1, 2, 4]
- pk = [0.5, 0.3, 0.2]
- rv = stats.rv_discrete(values=(xk, pk))
- x = [[1., 4.],
- [3., 2]]
- assert_allclose(rv.pmf(x),
- [[0.5, 0.2],
- [0., 0.3]], atol=1e-14)
- def test_cdf(self):
- xk = [1, 2, 4]
- pk = [0.5, 0.3, 0.2]
- rv = stats.rv_discrete(values=(xk, pk))
- x_values = [-2, 1., 1.1, 1.5, 2.0, 3.0, 4, 5]
- expected = [0, 0.5, 0.5, 0.5, 0.8, 0.8, 1, 1]
- assert_allclose(rv.cdf(x_values), expected, atol=1e-14)
- # also check scalar arguments
- assert_allclose([rv.cdf(xx) for xx in x_values],
- expected, atol=1e-14)
- def test_ppf(self):
- xk = [1, 2, 4]
- pk = [0.5, 0.3, 0.2]
- rv = stats.rv_discrete(values=(xk, pk))
- q_values = [0.1, 0.5, 0.6, 0.8, 0.9, 1.]
- expected = [1, 1, 2, 2, 4, 4]
- assert_allclose(rv.ppf(q_values), expected, atol=1e-14)
- # also check scalar arguments
- assert_allclose([rv.ppf(q) for q in q_values],
- expected, atol=1e-14)
- def test_cdf_ppf_next(self):
- # copied and special cased from test_discrete_basic
- vals = ([1, 2, 4, 7, 8], [0.1, 0.2, 0.3, 0.3, 0.1])
- rv = stats.rv_discrete(values=vals)
- assert_array_equal(rv.ppf(rv.cdf(rv.xk[:-1]) + 1e-8),
- rv.xk[1:])
- def test_multidimension(self):
- xk = np.arange(12).reshape((3, 4))
- pk = np.array([[0.1, 0.1, 0.15, 0.05],
- [0.1, 0.1, 0.05, 0.05],
- [0.1, 0.1, 0.05, 0.05]])
- rv = stats.rv_discrete(values=(xk, pk))
- assert_allclose(rv.expect(), np.sum(rv.xk * rv.pk), atol=1e-14)
- def test_bad_input(self):
- xk = [1, 2, 3]
- pk = [0.5, 0.5]
- assert_raises(ValueError, stats.rv_discrete, **dict(values=(xk, pk)))
- pk = [1, 2, 3]
- assert_raises(ValueError, stats.rv_discrete, **dict(values=(xk, pk)))
- xk = [1, 2, 3]
- pk = [0.5, 1.2, -0.7]
- assert_raises(ValueError, stats.rv_discrete, **dict(values=(xk, pk)))
- xk = [1, 2, 3, 4, 5]
- pk = [0.3, 0.3, 0.3, 0.3, -0.2]
- assert_raises(ValueError, stats.rv_discrete, **dict(values=(xk, pk)))
- xk = [1, 1]
- pk = [0.5, 0.5]
- assert_raises(ValueError, stats.rv_discrete, **dict(values=(xk, pk)))
- def test_shape_rv_sample(self):
- # tests added for gh-9565
- # mismatch of 2d inputs
- xk, pk = np.arange(4).reshape((2, 2)), np.full((2, 3), 1/6)
- assert_raises(ValueError, stats.rv_discrete, **dict(values=(xk, pk)))
- # same number of elements, but shapes not compatible
- xk, pk = np.arange(6).reshape((3, 2)), np.full((2, 3), 1/6)
- assert_raises(ValueError, stats.rv_discrete, **dict(values=(xk, pk)))
- # same shapes => no error
- xk, pk = np.arange(6).reshape((3, 2)), np.full((3, 2), 1/6)
- assert_equal(stats.rv_discrete(values=(xk, pk)).pmf(0), 1/6)
- def test_expect1(self):
- xk = [1, 2, 4, 6, 7, 11]
- pk = [0.1, 0.2, 0.2, 0.2, 0.2, 0.1]
- rv = stats.rv_discrete(values=(xk, pk))
- assert_allclose(rv.expect(), np.sum(rv.xk * rv.pk), atol=1e-14)
- def test_expect2(self):
- # rv_sample should override _expect. Bug report from
- # https://stackoverflow.com/questions/63199792
- y = [200.0, 300.0, 400.0, 500.0, 600.0, 700.0, 800.0, 900.0, 1000.0,
- 1100.0, 1200.0, 1300.0, 1400.0, 1500.0, 1600.0, 1700.0, 1800.0,
- 1900.0, 2000.0, 2100.0, 2200.0, 2300.0, 2400.0, 2500.0, 2600.0,
- 2700.0, 2800.0, 2900.0, 3000.0, 3100.0, 3200.0, 3300.0, 3400.0,
- 3500.0, 3600.0, 3700.0, 3800.0, 3900.0, 4000.0, 4100.0, 4200.0,
- 4300.0, 4400.0, 4500.0, 4600.0, 4700.0, 4800.0]
- py = [0.0004, 0.0, 0.0033, 0.006500000000000001, 0.0, 0.0,
- 0.004399999999999999, 0.6862, 0.0, 0.0, 0.0,
- 0.00019999999999997797, 0.0006000000000000449,
- 0.024499999999999966, 0.006400000000000072,
- 0.0043999999999999595, 0.019499999999999962,
- 0.03770000000000007, 0.01759999999999995, 0.015199999999999991,
- 0.018100000000000005, 0.04500000000000004, 0.0025999999999999357,
- 0.0, 0.0041000000000001036, 0.005999999999999894,
- 0.0042000000000000925, 0.0050000000000000044,
- 0.0041999999999999815, 0.0004999999999999449,
- 0.009199999999999986, 0.008200000000000096,
- 0.0, 0.0, 0.0046999999999999265, 0.0019000000000000128,
- 0.0006000000000000449, 0.02510000000000001, 0.0,
- 0.007199999999999984, 0.0, 0.012699999999999934, 0.0, 0.0,
- 0.008199999999999985, 0.005600000000000049, 0.0]
- rv = stats.rv_discrete(values=(y, py))
- # check the mean
- assert_allclose(rv.expect(), rv.mean(), atol=1e-14)
- assert_allclose(rv.expect(),
- sum(v * w for v, w in zip(y, py)), atol=1e-14)
- # also check the second moment
- assert_allclose(rv.expect(lambda x: x**2),
- sum(v**2 * w for v, w in zip(y, py)), atol=1e-14)
- class TestSkewCauchy:
- def test_cauchy(self):
- x = np.linspace(-5, 5, 100)
- assert_array_almost_equal(stats.skewcauchy.pdf(x, a=0),
- stats.cauchy.pdf(x))
- assert_array_almost_equal(stats.skewcauchy.cdf(x, a=0),
- stats.cauchy.cdf(x))
- assert_array_almost_equal(stats.skewcauchy.ppf(x, a=0),
- stats.cauchy.ppf(x))
- def test_skewcauchy_R(self):
- # options(digits=16)
- # library(sgt)
- # # lmbda, x contain the values generated for a, x below
- # lmbda <- c(0.0976270078546495, 0.430378732744839, 0.2055267521432877,
- # 0.0897663659937937, -0.15269040132219, 0.2917882261333122,
- # -0.12482557747462, 0.7835460015641595, 0.9273255210020589,
- # -0.2331169623484446)
- # x <- c(2.917250380826646, 0.2889491975290444, 0.6804456109393229,
- # 4.25596638292661, -4.289639418021131, -4.1287070029845925,
- # -4.797816025596743, 3.32619845547938, 2.7815675094985046,
- # 3.700121482468191)
- # pdf = dsgt(x, mu=0, lambda=lambda, sigma=1, q=1/2, mean.cent=FALSE,
- # var.adj = sqrt(2))
- # cdf = psgt(x, mu=0, lambda=lambda, sigma=1, q=1/2, mean.cent=FALSE,
- # var.adj = sqrt(2))
- # qsgt(cdf, mu=0, lambda=lambda, sigma=1, q=1/2, mean.cent=FALSE,
- # var.adj = sqrt(2))
- rng = np.random.RandomState(0)
- a = rng.rand(10) * 2 - 1
- x = rng.rand(10) * 10 - 5
- pdf = [0.039473975217333909, 0.305829714049903223, 0.24140158118994162,
- 0.019585772402693054, 0.021436553695989482, 0.00909817103867518,
- 0.01658423410016873, 0.071083288030394126, 0.103250045941454524,
- 0.013110230778426242]
- cdf = [0.87426677718213752, 0.37556468910780882, 0.59442096496538066,
- 0.91304659850890202, 0.09631964100300605, 0.03829624330921733,
- 0.08245240578402535, 0.72057062945510386, 0.62826415852515449,
- 0.95011308463898292]
- assert_allclose(stats.skewcauchy.pdf(x, a), pdf)
- assert_allclose(stats.skewcauchy.cdf(x, a), cdf)
- assert_allclose(stats.skewcauchy.ppf(cdf, a), x)
- class TestJFSkewT:
- def test_compare_t(self):
- # Verify that jf_skew_t with a=b recovers the t distribution with 2a
- # degrees of freedom
- a = b = 5
- df = a * 2
- x = [-1.0, 0.0, 1.0, 2.0]
- q = [0.0, 0.1, 0.25, 0.75, 0.90, 1.0]
- jf = stats.jf_skew_t(a, b)
- t = stats.t(df)
- assert_allclose(jf.pdf(x), t.pdf(x))
- assert_allclose(jf.cdf(x), t.cdf(x))
- assert_allclose(jf.ppf(q), t.ppf(q))
- assert_allclose(jf.stats('mvsk'), t.stats('mvsk'))
- @pytest.fixture
- def gamlss_pdf_data(self):
- """Sample data points computed using the `ST5` distribution from the
- GAMLSS package in R. The pdf has been calculated for (a,b)=(2,3),
- (a,b)=(8,4), and (a,b)=(12,13) for x in `np.linspace(-10, 10, 41)`.
- N.B. the `ST5` distribution in R uses an alternative parameterization
- in terms of nu and tau, where:
- - nu = (a - b) / (a * b * (a + b)) ** 0.5
- - tau = 2 / (a + b)
- """
- data = np.load(
- Path(__file__).parent / "data/jf_skew_t_gamlss_pdf_data.npy"
- )
- return np.rec.fromarrays(data, names="x,pdf,a,b")
- @pytest.mark.parametrize("a,b", [(2, 3), (8, 4), (12, 13)])
- def test_compare_with_gamlss_r(self, gamlss_pdf_data, a, b):
- """Compare the pdf with a table of reference values. The table of
- reference values was produced using R, where the Jones and Faddy skew
- t distribution is available in the GAMLSS package as `ST5`.
- """
- data = gamlss_pdf_data[
- (gamlss_pdf_data["a"] == a) & (gamlss_pdf_data["b"] == b)
- ]
- x, pdf = data["x"], data["pdf"]
- assert_allclose(pdf, stats.jf_skew_t(a, b).pdf(x), rtol=1e-12)
- # Test data for TestSkewNorm.test_noncentral_moments()
- # The expected noncentral moments were computed by Wolfram Alpha.
- # In Wolfram Alpha, enter
- # SkewNormalDistribution[0, 1, a] moment
- # with `a` replaced by the desired shape parameter. In the results, there
- # should be a table of the first four moments. Click on "More" to get more
- # moments. The expected moments start with the first moment (order = 1).
- _skewnorm_noncentral_moments = [
- (2, [2*np.sqrt(2/(5*np.pi)),
- 1,
- 22/5*np.sqrt(2/(5*np.pi)),
- 3,
- 446/25*np.sqrt(2/(5*np.pi)),
- 15,
- 2682/25*np.sqrt(2/(5*np.pi)),
- 105,
- 107322/125*np.sqrt(2/(5*np.pi))]),
- (0.1, [np.sqrt(2/(101*np.pi)),
- 1,
- 302/101*np.sqrt(2/(101*np.pi)),
- 3,
- (152008*np.sqrt(2/(101*np.pi)))/10201,
- 15,
- (107116848*np.sqrt(2/(101*np.pi)))/1030301,
- 105,
- (97050413184*np.sqrt(2/(101*np.pi)))/104060401]),
- (-3, [-3/np.sqrt(5*np.pi),
- 1,
- -63/(10*np.sqrt(5*np.pi)),
- 3,
- -2529/(100*np.sqrt(5*np.pi)),
- 15,
- -30357/(200*np.sqrt(5*np.pi)),
- 105,
- -2428623/(2000*np.sqrt(5*np.pi)),
- 945,
- -242862867/(20000*np.sqrt(5*np.pi)),
- 10395,
- -29143550277/(200000*np.sqrt(5*np.pi)),
- 135135]),
- ]
- class TestSkewNorm:
- def setup_method(self):
- self.rng = check_random_state(1234)
- def test_normal(self):
- # When the skewness is 0 the distribution is normal
- x = np.linspace(-5, 5, 100)
- assert_array_almost_equal(stats.skewnorm.pdf(x, a=0),
- stats.norm.pdf(x))
- def test_rvs(self):
- rng = check_random_state(1234)
- shape = (3, 4, 5)
- x = stats.skewnorm.rvs(a=0.75, size=shape, random_state=rng)
- assert_equal(shape, x.shape)
- x = stats.skewnorm.rvs(a=-3, size=shape, random_state=rng)
- assert_equal(shape, x.shape)
- def test_moments(self):
- rng = check_random_state(1234)
- X = stats.skewnorm.rvs(a=4, size=int(1e6), loc=5, scale=2,
- random_state=rng)
- expected = [np.mean(X), np.var(X), stats.skew(X), stats.kurtosis(X)]
- computed = stats.skewnorm.stats(a=4, loc=5, scale=2, moments='mvsk')
- assert_array_almost_equal(computed, expected, decimal=2)
- X = stats.skewnorm.rvs(a=-4, size=int(1e6), loc=5, scale=2,
- random_state=rng)
- expected = [np.mean(X), np.var(X), stats.skew(X), stats.kurtosis(X)]
- computed = stats.skewnorm.stats(a=-4, loc=5, scale=2, moments='mvsk')
- assert_array_almost_equal(computed, expected, decimal=2)
- def test_pdf_large_x(self):
- # Triples are [x, a, logpdf(x, a)]. These values were computed
- # using Log[PDF[SkewNormalDistribution[0, 1, a], x]] in Wolfram Alpha.
- logpdfvals = [
- [40, -1, -1604.834233366398515598970],
- [40, -1/2, -1004.142946723741991369168],
- [40, 0, -800.9189385332046727417803],
- [40, 1/2, -800.2257913526447274323631],
- [-40, -1/2, -800.2257913526447274323631],
- [-2, 1e7, -2.000000000000199559727173e14],
- [2, -1e7, -2.000000000000199559727173e14],
- ]
- for x, a, logpdfval in logpdfvals:
- logp = stats.skewnorm.logpdf(x, a)
- assert_allclose(logp, logpdfval, rtol=1e-8)
- def test_cdf_large_x(self):
- # Regression test for gh-7746.
- # The x values are large enough that the closest 64 bit floating
- # point representation of the exact CDF is 1.0.
- p = stats.skewnorm.cdf([10, 20, 30], -1)
- assert_allclose(p, np.ones(3), rtol=1e-14)
- p = stats.skewnorm.cdf(25, 2.5)
- assert_allclose(p, 1.0, rtol=1e-14)
- def test_cdf_sf_small_values(self):
- # Triples are [x, a, cdf(x, a)]. These values were computed
- # using CDF[SkewNormalDistribution[0, 1, a], x] in Wolfram Alpha.
- cdfvals = [
- [-8, 1, 3.870035046664392611e-31],
- [-4, 2, 8.1298399188811398e-21],
- [-2, 5, 1.55326826787106273e-26],
- [-9, -1, 2.257176811907681295e-19],
- [-10, -4, 1.523970604832105213e-23],
- ]
- for x, a, cdfval in cdfvals:
- p = stats.skewnorm.cdf(x, a)
- assert_allclose(p, cdfval, rtol=1e-8)
- # For the skew normal distribution, sf(-x, -a) = cdf(x, a).
- p = stats.skewnorm.sf(-x, -a)
- assert_allclose(p, cdfval, rtol=1e-8)
- @pytest.mark.parametrize('a, moments', _skewnorm_noncentral_moments)
- def test_noncentral_moments(self, a, moments):
- for order, expected in enumerate(moments, start=1):
- mom = stats.skewnorm.moment(order, a)
- assert_allclose(mom, expected, rtol=1e-14)
- def test_fit(self):
- rng = np.random.default_rng(4609813989115202851)
- a, loc, scale = -2, 3.5, 0.5 # arbitrary, valid parameters
- dist = stats.skewnorm(a, loc, scale)
- rvs = dist.rvs(size=100, random_state=rng)
- # test that MLE still honors guesses and fixed parameters
- a2, loc2, scale2 = stats.skewnorm.fit(rvs, -1.5, floc=3)
- a3, loc3, scale3 = stats.skewnorm.fit(rvs, -1.6, floc=3)
- assert loc2 == loc3 == 3 # fixed parameter is respected
- assert a2 != a3 # different guess -> (slightly) different outcome
- # quality of fit is tested elsewhere
- # test that MoM honors fixed parameters, accepts (but ignores) guesses
- a4, loc4, scale4 = stats.skewnorm.fit(rvs, 3, fscale=3, method='mm')
- assert scale4 == 3
- # because scale was fixed, only the mean and skewness will be matched
- dist4 = stats.skewnorm(a4, loc4, scale4)
- res = dist4.stats(moments='ms')
- ref = np.mean(rvs), stats.skew(rvs)
- assert_allclose(res, ref)
- # Test behavior when skew of data is beyond maximum of skewnorm
- rvs2 = stats.pareto.rvs(1, size=100, random_state=rng)
- # MLE still works
- res = stats.skewnorm.fit(rvs2)
- assert np.all(np.isfinite(res))
- # MoM fits variance and skewness
- a5, loc5, scale5 = stats.skewnorm.fit(rvs2, method='mm')
- assert np.isinf(a5)
- # distribution infrastructure doesn't allow infinite shape parameters
- # into _stats; it just bypasses it and produces NaNs. Calculate
- # moments manually.
- m, v = np.mean(rvs2), np.var(rvs2)
- assert_allclose(m, loc5 + scale5 * np.sqrt(2/np.pi))
- assert_allclose(v, scale5**2 * (1 - 2 / np.pi))
- # test that MLE and MoM behave as expected under sign changes
- a6p, loc6p, scale6p = stats.skewnorm.fit(rvs, method='mle')
- a6m, loc6m, scale6m = stats.skewnorm.fit(-rvs, method='mle')
- assert_allclose([a6m, loc6m, scale6m], [-a6p, -loc6p, scale6p])
- a7p, loc7p, scale7p = stats.skewnorm.fit(rvs, method='mm')
- a7m, loc7m, scale7m = stats.skewnorm.fit(-rvs, method='mm')
- assert_allclose([a7m, loc7m, scale7m], [-a7p, -loc7p, scale7p])
- def test_fit_gh19332(self):
- # When the skewness of the data was high, `skewnorm.fit` fell back on
- # generic `fit` behavior with a bad guess of the skewness parameter.
- # Test that this is improved; `skewnorm.fit` is now better at finding
- # the global optimum when the sample is highly skewed. See gh-19332.
- x = np.array([-5, -1, 1 / 100_000] + 12 * [1] + [5])
- params = stats.skewnorm.fit(x)
- res = stats.skewnorm.nnlf(params, x)
- # Compare overridden fit against generic fit.
- # res should be about 32.01, and generic fit is worse at 32.64.
- # In case the generic fit improves, remove this assertion (see gh-19333).
- params_super = stats.skewnorm.fit(x, superfit=True)
- ref = stats.skewnorm.nnlf(params_super, x)
- assert res < ref - 0.5
- # Compare overridden fit against stats.fit
- rng = np.random.default_rng(9842356982345693637)
- bounds = {'a': (-5, 5), 'loc': (-10, 10), 'scale': (1e-16, 10)}
- def optimizer(fun, bounds):
- return differential_evolution(fun, bounds, rng=rng)
- fit_result = stats.fit(stats.skewnorm, x, bounds, optimizer=optimizer)
- np.testing.assert_allclose(params, fit_result.params, rtol=1e-4)
- def test_ppf(self):
- # gh-20124 reported that Boost's ppf was wrong for high skewness
- # Reference value was calculated using
- # N[InverseCDF[SkewNormalDistribution[0, 1, 500], 1/100], 14] in Wolfram Alpha.
- assert_allclose(stats.skewnorm.ppf(0.01, 500), 0.012533469508013, rtol=1e-13)
- class TestExpon:
- def test_zero(self):
- assert_equal(stats.expon.pdf(0), 1)
- def test_tail(self): # Regression test for ticket 807
- assert_equal(stats.expon.cdf(1e-18), 1e-18)
- assert_equal(stats.expon.isf(stats.expon.sf(40)), 40)
- def test_nan_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.nan])
- assert_raises(ValueError, stats.expon.fit, x)
- def test_inf_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.inf])
- assert_raises(ValueError, stats.expon.fit, x)
- class TestNorm:
- def test_nan_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.nan])
- assert_raises(ValueError, stats.norm.fit, x)
- def test_inf_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.inf])
- assert_raises(ValueError, stats.norm.fit, x)
- def test_bad_keyword_arg(self):
- x = [1, 2, 3]
- assert_raises(TypeError, stats.norm.fit, x, plate="shrimp")
- @pytest.mark.parametrize('loc', [0, 1])
- def test_delta_cdf(self, loc):
- # The expected value is computed with mpmath:
- # >>> import mpmath
- # >>> mpmath.mp.dps = 60
- # >>> float(mpmath.ncdf(12) - mpmath.ncdf(11))
- # 1.910641809677555e-28
- expected = 1.910641809677555e-28
- delta = stats.norm._delta_cdf(11+loc, 12+loc, loc=loc)
- assert_allclose(delta, expected, rtol=1e-13)
- delta = stats.norm._delta_cdf(-(12+loc), -(11+loc), loc=-loc)
- assert_allclose(delta, expected, rtol=1e-13)
- class TestUniform:
- """gh-10300"""
- def test_nan_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.nan])
- assert_raises(ValueError, stats.uniform.fit, x)
- def test_inf_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.inf])
- assert_raises(ValueError, stats.uniform.fit, x)
- class TestExponNorm:
- def test_moments(self):
- # Some moment test cases based on non-loc/scaled formula
- def get_moms(lam, sig, mu):
- # See wikipedia for these formulae
- # where it is listed as an exponentially modified gaussian
- opK2 = 1.0 + 1 / (lam*sig)**2
- exp_skew = 2 / (lam * sig)**3 * opK2**(-1.5)
- exp_kurt = 6.0 * (1 + (lam * sig)**2)**(-2)
- return [mu + 1/lam, sig*sig + 1.0/(lam*lam), exp_skew, exp_kurt]
- mu, sig, lam = 0, 1, 1
- K = 1.0 / (lam * sig)
- sts = stats.exponnorm.stats(K, loc=mu, scale=sig, moments='mvsk')
- assert_almost_equal(sts, get_moms(lam, sig, mu))
- mu, sig, lam = -3, 2, 0.1
- K = 1.0 / (lam * sig)
- sts = stats.exponnorm.stats(K, loc=mu, scale=sig, moments='mvsk')
- assert_almost_equal(sts, get_moms(lam, sig, mu))
- mu, sig, lam = 0, 3, 1
- K = 1.0 / (lam * sig)
- sts = stats.exponnorm.stats(K, loc=mu, scale=sig, moments='mvsk')
- assert_almost_equal(sts, get_moms(lam, sig, mu))
- mu, sig, lam = -5, 11, 3.5
- K = 1.0 / (lam * sig)
- sts = stats.exponnorm.stats(K, loc=mu, scale=sig, moments='mvsk')
- assert_almost_equal(sts, get_moms(lam, sig, mu))
- def test_nan_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.nan])
- assert_raises(ValueError, stats.exponnorm.fit, x, floc=0, fscale=1)
- def test_inf_raises_error(self):
- # see gh-issue 10300
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.inf])
- assert_raises(ValueError, stats.exponnorm.fit, x, floc=0, fscale=1)
- def test_extremes_x(self):
- # Test for extreme values against overflows
- assert_almost_equal(stats.exponnorm.pdf(-900, 1), 0.0)
- assert_almost_equal(stats.exponnorm.pdf(+900, 1), 0.0)
- assert_almost_equal(stats.exponnorm.pdf(-900, 0.01), 0.0)
- assert_almost_equal(stats.exponnorm.pdf(+900, 0.01), 0.0)
- # Expected values for the PDF were computed with mpmath, with
- # the following function, and with mpmath.mp.dps = 50.
- #
- # def exponnorm_stdpdf(x, K):
- # x = mpmath.mpf(x)
- # K = mpmath.mpf(K)
- # t1 = mpmath.exp(1/(2*K**2) - x/K)
- # erfcarg = -(x - 1/K)/mpmath.sqrt(2)
- # t2 = mpmath.erfc(erfcarg)
- # return t1 * t2 / (2*K)
- #
- @pytest.mark.parametrize('x, K, expected',
- [(20, 0.01, 6.90010764753618e-88),
- (1, 0.01, 0.24438994313247364),
- (-1, 0.01, 0.23955149623472075),
- (-20, 0.01, 4.6004708690125477e-88),
- (10, 1, 7.48518298877006e-05),
- (10, 10000, 9.990005048283775e-05)])
- def test_std_pdf(self, x, K, expected):
- assert_allclose(stats.exponnorm.pdf(x, K), expected, rtol=5e-12)
- # Expected values for the CDF were computed with mpmath using
- # the following function and with mpmath.mp.dps = 60:
- #
- # def mp_exponnorm_cdf(x, K, loc=0, scale=1):
- # x = mpmath.mpf(x)
- # K = mpmath.mpf(K)
- # loc = mpmath.mpf(loc)
- # scale = mpmath.mpf(scale)
- # z = (x - loc)/scale
- # return (mpmath.ncdf(z)
- # - mpmath.exp((1/(2*K) - z)/K)*mpmath.ncdf(z - 1/K))
- #
- @pytest.mark.parametrize('x, K, scale, expected',
- [[0, 0.01, 1, 0.4960109760186432],
- [-5, 0.005, 1, 2.7939945412195734e-07],
- [-1e4, 0.01, 100, 0.0],
- [-1e4, 0.01, 1000, 6.920401854427357e-24],
- [5, 0.001, 1, 0.9999997118542392]])
- def test_cdf_small_K(self, x, K, scale, expected):
- p = stats.exponnorm.cdf(x, K, scale=scale)
- if expected == 0.0:
- assert p == 0.0
- else:
- assert_allclose(p, expected, rtol=1e-13)
- # Expected values for the SF were computed with mpmath using
- # the following function and with mpmath.mp.dps = 60:
- #
- # def mp_exponnorm_sf(x, K, loc=0, scale=1):
- # x = mpmath.mpf(x)
- # K = mpmath.mpf(K)
- # loc = mpmath.mpf(loc)
- # scale = mpmath.mpf(scale)
- # z = (x - loc)/scale
- # return (mpmath.ncdf(-z)
- # + mpmath.exp((1/(2*K) - z)/K)*mpmath.ncdf(z - 1/K))
- #
- @pytest.mark.parametrize('x, K, scale, expected',
- [[10, 0.01, 1, 8.474702916146657e-24],
- [2, 0.005, 1, 0.02302280664231312],
- [5, 0.005, 0.5, 8.024820681931086e-24],
- [10, 0.005, 0.5, 3.0603340062892486e-89],
- [20, 0.005, 0.5, 0.0],
- [-3, 0.001, 1, 0.9986545205566117]])
- def test_sf_small_K(self, x, K, scale, expected):
- p = stats.exponnorm.sf(x, K, scale=scale)
- if expected == 0.0:
- assert p == 0.0
- else:
- assert_allclose(p, expected, rtol=5e-13)
- class TestGenExpon:
- def test_pdf_unity_area(self):
- from scipy.integrate import simpson
- # PDF should integrate to one
- p = stats.genexpon.pdf(np.arange(0, 10, 0.01), 0.5, 0.5, 2.0)
- assert_almost_equal(simpson(p, dx=0.01), 1, 1)
- def test_cdf_bounds(self):
- # CDF should always be positive
- cdf = stats.genexpon.cdf(np.arange(0, 10, 0.01), 0.5, 0.5, 2.0)
- assert np.all((0 <= cdf) & (cdf <= 1))
- # The values of p in the following data were computed with mpmath.
- # E.g. the script
- # from mpmath import mp
- # mp.dps = 80
- # x = mp.mpf('15.0')
- # a = mp.mpf('1.0')
- # b = mp.mpf('2.0')
- # c = mp.mpf('1.5')
- # print(float(mp.exp((-a-b)*x + (b/c)*-mp.expm1(-c*x))))
- # prints
- # 1.0859444834514553e-19
- @pytest.mark.parametrize('x, p, a, b, c',
- [(15, 1.0859444834514553e-19, 1, 2, 1.5),
- (0.25, 0.7609068232534623, 0.5, 2, 3),
- (0.25, 0.09026661397565876, 9.5, 2, 0.5),
- (0.01, 0.9753038265071597, 2.5, 0.25, 0.5),
- (3.25, 0.0001962824553094492, 2.5, 0.25, 0.5),
- (0.125, 0.9508674287164001, 0.25, 5, 0.5)])
- def test_sf_isf(self, x, p, a, b, c):
- sf = stats.genexpon.sf(x, a, b, c)
- assert_allclose(sf, p, rtol=2e-14)
- isf = stats.genexpon.isf(p, a, b, c)
- assert_allclose(isf, x, rtol=2e-14)
- # The values of p in the following data were computed with mpmath.
- @pytest.mark.parametrize('x, p, a, b, c',
- [(0.25, 0.2390931767465377, 0.5, 2, 3),
- (0.25, 0.9097333860243412, 9.5, 2, 0.5),
- (0.01, 0.0246961734928403, 2.5, 0.25, 0.5),
- (3.25, 0.9998037175446906, 2.5, 0.25, 0.5),
- (0.125, 0.04913257128359998, 0.25, 5, 0.5)])
- def test_cdf_ppf(self, x, p, a, b, c):
- cdf = stats.genexpon.cdf(x, a, b, c)
- assert_allclose(cdf, p, rtol=2e-14)
- ppf = stats.genexpon.ppf(p, a, b, c)
- assert_allclose(ppf, x, rtol=2e-14)
- class TestTruncexpon:
- def test_sf_isf(self):
- # reference values were computed via the reference distribution, e.g.
- # mp.dps = 50; TruncExpon(b=b).sf(x)
- b = [20, 100]
- x = [19.999999, 99.999999]
- ref = [2.0611546593828472e-15, 3.7200778266671455e-50]
- assert_allclose(stats.truncexpon.sf(x, b), ref, rtol=1.5e-10)
- assert_allclose(stats.truncexpon.isf(ref, b), x, rtol=1e-12)
- class TestExponpow:
- def test_tail(self):
- assert_almost_equal(stats.exponpow.cdf(1e-10, 2.), 1e-20)
- assert_almost_equal(stats.exponpow.isf(stats.exponpow.sf(5, .8), .8),
- 5)
- class TestSkellam:
- def test_pmf(self):
- # comparison to R
- k = np.arange(-10, 15)
- mu1, mu2 = 10, 5
- skpmfR = np.array(
- [4.2254582961926893e-005, 1.1404838449648488e-004,
- 2.8979625801752660e-004, 6.9177078182101231e-004,
- 1.5480716105844708e-003, 3.2412274963433889e-003,
- 6.3373707175123292e-003, 1.1552351566696643e-002,
- 1.9606152375042644e-002, 3.0947164083410337e-002,
- 4.5401737566767360e-002, 6.1894328166820688e-002,
- 7.8424609500170578e-002, 9.2418812533573133e-002,
- 1.0139793148019728e-001, 1.0371927988298846e-001,
- 9.9076583077406091e-002, 8.8546660073089561e-002,
- 7.4187842052486810e-002, 5.8392772862200251e-002,
- 4.3268692953013159e-002, 3.0248159818374226e-002,
- 1.9991434305603021e-002, 1.2516877303301180e-002,
- 7.4389876226229707e-003])
- assert_almost_equal(stats.skellam.pmf(k, mu1, mu2), skpmfR, decimal=15)
- def test_cdf(self):
- # comparison to R, only 5 decimals
- k = np.arange(-10, 15)
- mu1, mu2 = 10, 5
- skcdfR = np.array(
- [6.4061475386192104e-005, 1.7810985988267694e-004,
- 4.6790611790020336e-004, 1.1596768997212152e-003,
- 2.7077485103056847e-003, 5.9489760066490718e-003,
- 1.2286346724161398e-002, 2.3838698290858034e-002,
- 4.3444850665900668e-002, 7.4392014749310995e-002,
- 1.1979375231607835e-001, 1.8168808048289900e-001,
- 2.6011268998306952e-001, 3.5253150251664261e-001,
- 4.5392943399683988e-001, 5.5764871387982828e-001,
- 6.5672529695723436e-001, 7.4527195703032389e-001,
- 8.1945979908281064e-001, 8.7785257194501087e-001,
- 9.2112126489802404e-001, 9.5136942471639818e-001,
- 9.7136085902200120e-001, 9.8387773632530240e-001,
- 9.9131672394792536e-001])
- assert_almost_equal(stats.skellam.cdf(k, mu1, mu2), skcdfR, decimal=5)
- def test_extreme_mu2(self):
- # check that crash reported by gh-17916 large mu2 is resolved
- x, mu1, mu2 = 0, 1, 4820232647677555.0
- assert_allclose(stats.skellam.pmf(x, mu1, mu2), 0, atol=1e-16)
- assert_allclose(stats.skellam.cdf(x, mu1, mu2), 1, atol=1e-16)
- class TestLognorm:
- def test_pdf(self):
- # Regression test for Ticket #1471: avoid nan with 0/0 situation
- # Also make sure there are no warnings at x=0, cf gh-5202
- with warnings.catch_warnings():
- warnings.simplefilter('error', RuntimeWarning)
- pdf = stats.lognorm.pdf([0, 0.5, 1], 1)
- assert_array_almost_equal(pdf, [0.0, 0.62749608, 0.39894228])
- def test_logcdf(self):
- # Regression test for gh-5940: sf et al would underflow too early
- x2, mu, sigma = 201.68, 195, 0.149
- assert_allclose(stats.lognorm.sf(x2-mu, s=sigma),
- stats.norm.sf(np.log(x2-mu)/sigma))
- assert_allclose(stats.lognorm.logsf(x2-mu, s=sigma),
- stats.norm.logsf(np.log(x2-mu)/sigma))
- @pytest.fixture(scope='function')
- def rng(self):
- return np.random.default_rng(1234)
- @pytest.mark.parametrize("rvs_shape", [.1, 2])
- @pytest.mark.parametrize("rvs_loc", [-2, 0, 2])
- @pytest.mark.parametrize("rvs_scale", [.2, 1, 5])
- @pytest.mark.parametrize('fix_shape, fix_loc, fix_scale',
- [e for e in product((False, True), repeat=3)
- if False in e])
- @np.errstate(invalid="ignore")
- def test_fit_MLE_comp_optimizer(self, rvs_shape, rvs_loc, rvs_scale,
- fix_shape, fix_loc, fix_scale, rng):
- data = stats.lognorm.rvs(size=100, s=rvs_shape, scale=rvs_scale,
- loc=rvs_loc, random_state=rng)
- kwds = {}
- if fix_shape:
- kwds['f0'] = rvs_shape
- if fix_loc:
- kwds['floc'] = rvs_loc
- if fix_scale:
- kwds['fscale'] = rvs_scale
- # Numerical result may equal analytical result if some code path
- # of the analytical routine makes use of numerical optimization.
- _assert_less_or_close_loglike(stats.lognorm, data, **kwds,
- maybe_identical=True)
- def test_isf(self):
- # reference values were computed via the reference distribution, e.g.
- # mp.dps = 100;
- # LogNormal(s=s).isf(q=0.1, guess=0)
- # LogNormal(s=s).isf(q=2e-10, guess=100)
- s = 0.954
- q = [0.1, 2e-10, 5e-20, 6e-40]
- ref = [3.3960065375794937, 390.07632793595974, 5830.5020828128445,
- 287872.84087457904]
- assert_allclose(stats.lognorm.isf(q, s), ref, rtol=1e-14)
- class TestBeta:
- def test_logpdf(self):
- # Regression test for Ticket #1326: avoid nan with 0*log(0) situation
- logpdf = stats.beta.logpdf(0, 1, 0.5)
- assert_almost_equal(logpdf, -0.69314718056)
- logpdf = stats.beta.logpdf(0, 0.5, 1)
- assert_almost_equal(logpdf, np.inf)
- def test_logpdf_ticket_1866(self):
- alpha, beta = 267, 1472
- x = np.array([0.2, 0.5, 0.6])
- b = stats.beta(alpha, beta)
- assert_allclose(b.logpdf(x).sum(), -1201.699061824062)
- assert_allclose(b.pdf(x), np.exp(b.logpdf(x)))
- def test_fit_bad_keyword_args(self):
- x = [0.1, 0.5, 0.6]
- assert_raises(TypeError, stats.beta.fit, x, floc=0, fscale=1,
- plate="shrimp")
- def test_fit_duplicated_fixed_parameter(self):
- # At most one of 'f0', 'fa' or 'fix_a' can be given to the fit method.
- # More than one raises a ValueError.
- x = [0.1, 0.5, 0.6]
- assert_raises(ValueError, stats.beta.fit, x, fa=0.5, fix_a=0.5)
- @pytest.mark.skipif(MACOS_INTEL, reason="Overflow, see gh-14901")
- def test_issue_12635(self):
- # Confirm that Boost's beta distribution resolves gh-12635.
- # Check against R:
- # options(digits=16)
- # p = 0.9999999999997369
- # a = 75.0
- # b = 66334470.0
- # print(qbeta(p, a, b))
- p, a, b = 0.9999999999997369, 75.0, 66334470.0
- assert_allclose(stats.beta.ppf(p, a, b), 2.343620802982393e-06)
- @pytest.mark.skipif(MACOS_INTEL, reason="Overflow, see gh-14901")
- def test_issue_12794(self):
- # Confirm that Boost's beta distribution resolves gh-12794.
- # Check against R.
- # options(digits=16)
- # p = 1e-11
- # count_list = c(10,100,1000)
- # print(qbeta(1-p, count_list + 1, 100000 - count_list))
- inv_R = np.array([0.0004944464889611935,
- 0.0018360586912635726,
- 0.0122663919942518351])
- count_list = np.array([10, 100, 1000])
- p = 1e-11
- inv = stats.beta.isf(p, count_list + 1, 100000 - count_list)
- assert_allclose(inv, inv_R)
- res = stats.beta.sf(inv, count_list + 1, 100000 - count_list)
- assert_allclose(res, p)
- @pytest.mark.skipif(MACOS_INTEL, reason="Overflow, see gh-14901")
- def test_issue_12796(self):
- # Confirm that Boost's beta distribution succeeds in the case
- # of gh-12796
- alpha_2 = 5e-6
- count_ = np.arange(1, 20)
- nobs = 100000
- q, a, b = 1 - alpha_2, count_ + 1, nobs - count_
- inv = stats.beta.ppf(q, a, b)
- res = stats.beta.cdf(inv, a, b)
- assert_allclose(res, 1 - alpha_2)
- def test_endpoints(self):
- # Confirm that boost's beta distribution returns inf at x=1
- # when b<1
- a, b = 1, 0.5
- assert_equal(stats.beta.pdf(1, a, b), np.inf)
- # Confirm that boost's beta distribution returns inf at x=0
- # when a<1
- a, b = 0.2, 3
- assert_equal(stats.beta.pdf(0, a, b), np.inf)
- # Confirm that boost's beta distribution returns 5 at x=0
- # when a=1, b=5
- a, b = 1, 5
- assert_equal(stats.beta.pdf(0, a, b), 5)
- assert_equal(stats.beta.pdf(1e-310, a, b), 5)
- # Confirm that boost's beta distribution returns 5 at x=1
- # when a=5, b=1
- a, b = 5, 1
- assert_equal(stats.beta.pdf(1, a, b), 5)
- assert_equal(stats.beta.pdf(1-1e-310, a, b), 5)
- def test_boost_eval_issue_14606(self):
- q, a, b = 0.995, 1.0e11, 1.0e13
- stats.beta.ppf(q, a, b)
- @pytest.mark.parametrize('method', [stats.beta.ppf, stats.beta.isf])
- @pytest.mark.parametrize('a, b', [(1e-310, 12.5), (12.5, 1e-310)])
- def test_beta_ppf_with_subnormal_a_b(self, method, a, b):
- # Regression test for gh-17444: beta.ppf(p, a, b) and beta.isf(p, a, b)
- # would result in a segmentation fault if either a or b was subnormal.
- p = 0.9
- # Depending on the version of Boost that we have vendored and
- # our setting of the Boost double promotion policy, the call
- # `stats.beta.ppf(p, a, b)` might raise an OverflowError or
- # return a value. We'll accept either behavior (and not care about
- # the value), because our goal here is to verify that the call does
- # not trigger a segmentation fault.
- try:
- method(p, a, b)
- except OverflowError:
- # The OverflowError exception occurs with Boost 1.80 or earlier
- # when Boost's double promotion policy is false; see
- # https://github.com/boostorg/math/issues/882
- # and
- # https://github.com/boostorg/math/pull/883
- # Once we have vendored the fixed version of Boost, we can drop
- # this try-except wrapper and just call the function.
- pass
- # Reference values computed with mpmath.
- @pytest.mark.parametrize('x, a, b, ref',
- [(0.999, 1.5, 2.5, -6.439838145196121e-08),
- (2e-9, 3.25, 2.5, -63.13030939685114)])
- def test_logcdf(self, x, a, b, ref):
- logcdf = stats.beta.logcdf(x, a, b)
- assert_allclose(logcdf, ref, rtol=5e-15)
- # Reference values computed with mpmath.
- @pytest.mark.parametrize('x, a, b, ref',
- [(2e-9, 1.5, 2.5, -3.0368535131140806e-13),
- (0.998, 3.25, 2.5, -13.309796070871489)])
- def test_logsf(self, x, a, b, ref):
- logsf = stats.beta.logsf(x, a, b)
- assert_allclose(logsf, ref, 5e-15)
- # entropy accuracy was confirmed using the following mpmath function
- # from mpmath import mp
- # mp.dps = 50
- # def beta_entropy_mpmath(a, b):
- # a = mp.mpf(a)
- # b = mp.mpf(b)
- # entropy = mp.log(mp.beta(a, b)) - (a - 1) * mp.digamma(a) -\
- # (b - 1) * mp.digamma(b) + (a + b -2) * mp.digamma(a + b)
- # return float(entropy)
- @pytest.mark.parametrize('a, b, ref',
- [(0.5, 0.5, -0.24156447527049044),
- (0.001, 1, -992.0922447210179),
- (1, 10000, -8.210440371976183),
- (100000, 100000, -5.377247470132859)])
- def test_entropy(self, a, b, ref):
- assert_allclose(stats.beta(a, b).entropy(), ref)
- @pytest.mark.parametrize(
- "a, b, ref, tol",
- [
- (1, 10, -1.4025850929940458, 1e-14),
- (10, 20, -1.0567887388936708, 1e-13),
- (4e6, 4e6+20, -7.221686009678741, 1e-9),
- (5e6, 5e6+10, -7.333257022834638, 1e-8),
- (1e10, 1e10+20, -11.133707703130474, 1e-11),
- (1e50, 1e50+20, -57.185409562486385, 1e-15),
- (2, 1e10, -21.448635265288925, 1e-11),
- (2, 1e20, -44.47448619497938, 1e-14),
- (2, 1e50, -113.55203898480075, 1e-14),
- (5, 1e10, -20.87226777401971, 1e-10),
- (5, 1e20, -43.89811870326017, 1e-14),
- (5, 1e50, -112.97567149308153, 1e-14),
- (10, 1e10, -20.489796752909477, 1e-9),
- (10, 1e20, -43.51564768139993, 1e-14),
- (10, 1e50, -112.59320047122131, 1e-14),
- (1e20, 2, -44.47448619497938, 1e-14),
- (1e20, 5, -43.89811870326017, 1e-14),
- (1e50, 10, -112.59320047122131, 1e-14),
- ]
- )
- def test_extreme_entropy(self, a, b, ref, tol):
- # Reference values were calculated with mpmath:
- # from mpmath import mp
- # mp.dps = 500
- #
- # def beta_entropy_mpmath(a, b):
- # a = mp.mpf(a)
- # b = mp.mpf(b)
- # entropy = (
- # mp.log(mp.beta(a, b)) - (a - 1) * mp.digamma(a)
- # - (b - 1) * mp.digamma(b) + (a + b - 2) * mp.digamma(a + b)
- # )
- # return float(entropy)
- assert_allclose(stats.beta(a, b).entropy(), ref, rtol=tol)
- def test_entropy_broadcasting(self):
- # gh-23127 reported that the entropy method of the beta
- # distribution did not broadcast correctly.
- Beta = stats.make_distribution(stats.beta)
- a = np.asarray([5e6, 100, 1e9, 10])
- b = np.asarray([5e6, 1e9, 100, 20])
- res = Beta(a=a, b=b).entropy()
- ref = np.asarray([Beta(a=a[0], b=b[0]).entropy(),
- Beta(a=a[1], b=b[1]).entropy(),
- Beta(a=a[2], b=b[2]).entropy(),
- Beta(a=a[3], b=b[3]).entropy()])
- assert_allclose(res, ref)
- class TestBetaPrime:
- # the test values are used in test_cdf_gh_17631 / test_ppf_gh_17631
- # They are computed with mpmath. Example:
- # from mpmath import mp
- # mp.dps = 50
- # a, b = mp.mpf(0.05), mp.mpf(0.1)
- # x = mp.mpf(1e22)
- # float(mp.betainc(a, b, 0.0, x/(1+x), regularized=True))
- # note: we use the values computed by the cdf to test whether
- # ppf(cdf(x)) == x (up to a small tolerance)
- # since the ppf can be very sensitive to small variations of the input,
- # it can be required to generate the test case for the ppf separately,
- # see self.test_ppf
- cdf_vals = [
- (1e22, 100.0, 0.05, 0.8973027435427167),
- (1e10, 100.0, 0.05, 0.5911548582766262),
- (1e8, 0.05, 0.1, 0.9467768090820048),
- (1e8, 100.0, 0.05, 0.4852944858726726),
- (1e-10, 0.05, 0.1, 0.21238845427095),
- (1e-10, 1.5, 1.5, 1.697652726007973e-15),
- (1e-10, 0.05, 100.0, 0.40884514172337383),
- (1e-22, 0.05, 0.1, 0.053349567649287326),
- (1e-22, 1.5, 1.5, 1.6976527263135503e-33),
- (1e-22, 0.05, 100.0, 0.10269725645728331),
- (1e-100, 0.05, 0.1, 6.7163126421919795e-06),
- (1e-100, 1.5, 1.5, 1.6976527263135503e-150),
- (1e-100, 0.05, 100.0, 1.2928818587561651e-05),
- ]
- def test_logpdf(self):
- alpha, beta = 267, 1472
- x = np.array([0.2, 0.5, 0.6])
- b = stats.betaprime(alpha, beta)
- assert_(np.isfinite(b.logpdf(x)).all())
- assert_allclose(b.pdf(x), np.exp(b.logpdf(x)))
- def test_cdf(self):
- # regression test for gh-4030: Implementation of
- # scipy.stats.betaprime.cdf()
- x = stats.betaprime.cdf(0, 0.2, 0.3)
- assert_equal(x, 0.0)
- alpha, beta = 267, 1472
- x = np.array([0.2, 0.5, 0.6])
- cdfs = stats.betaprime.cdf(x, alpha, beta)
- assert_(np.isfinite(cdfs).all())
- # check the new cdf implementation vs generic one:
- gen_cdf = stats.rv_continuous._cdf_single
- cdfs_g = [gen_cdf(stats.betaprime, val, alpha, beta) for val in x]
- assert_allclose(cdfs, cdfs_g, atol=0, rtol=2e-12)
- # The expected values for test_ppf() were computed with mpmath, e.g.
- #
- # from mpmath import mp
- # mp.dps = 125
- # p = 0.01
- # a, b = 1.25, 2.5
- # x = mp.findroot(lambda t: mp.betainc(a, b, x1=0, x2=t/(1+t),
- # regularized=True) - p,
- # x0=(0.01, 0.011), method='secant')
- # print(float(x))
- #
- # prints
- #
- # 0.01080162700956614
- #
- @pytest.mark.parametrize(
- 'p, a, b, expected',
- [(0.010, 1.25, 2.5, 0.01080162700956614),
- (1e-12, 1.25, 2.5, 1.0610141996279122e-10),
- (1e-18, 1.25, 2.5, 1.6815941817974941e-15),
- (1e-17, 0.25, 7.0, 1.0179194531881782e-69),
- (0.375, 0.25, 7.0, 0.002036820346115211),
- (0.9978811466052919, 0.05, 0.1, 1.0000000000001218e22),]
- )
- def test_ppf(self, p, a, b, expected):
- x = stats.betaprime.ppf(p, a, b)
- assert_allclose(x, expected, rtol=1e-14)
- @pytest.mark.parametrize('x, a, b, p', cdf_vals)
- def test_ppf_gh_17631(self, x, a, b, p):
- assert_allclose(stats.betaprime.ppf(p, a, b), x, rtol=2e-14)
- def test__ppf(self):
- # Verify that _ppf supports scalar arrays.
- a = np.array(1.0)
- b = np.array(1.0)
- p = np.array(0.5)
- assert_allclose(stats.betaprime._ppf(p, a, b), 1.0, rtol=5e-16)
- @pytest.mark.parametrize(
- 'x, a, b, expected',
- cdf_vals + [
- (1e10, 1.5, 1.5, 0.9999999999999983),
- (1e10, 0.05, 0.1, 0.9664184367890859),
- (1e22, 0.05, 0.1, 0.9978811466052919),
- ])
- def test_cdf_gh_17631(self, x, a, b, expected):
- assert_allclose(stats.betaprime.cdf(x, a, b), expected, rtol=1e-14)
- @pytest.mark.parametrize(
- 'x, a, b, expected',
- [(1e50, 0.05, 0.1, 0.9999966641709545),
- (1e50, 100.0, 0.05, 0.995925162631006)])
- def test_cdf_extreme_tails(self, x, a, b, expected):
- # for even more extreme values, we only get a few correct digits
- # results are still < 1
- y = stats.betaprime.cdf(x, a, b)
- assert y < 1.0
- assert_allclose(y, expected, rtol=2e-5)
- def test_sf(self):
- # reference values were computed via the reference distribution,
- # e.g.
- # mp.dps = 50
- # a, b = 5, 3
- # x = 1e10
- # BetaPrime(a=a, b=b).sf(x); returns 3.4999999979e-29
- a = [5, 4, 2, 0.05, 0.05, 0.05, 0.05, 100.0, 100.0, 0.05, 0.05,
- 0.05, 1.5, 1.5]
- b = [3, 2, 1, 0.1, 0.1, 0.1, 0.1, 0.05, 0.05, 100.0, 100.0,
- 100.0, 1.5, 1.5]
- x = [1e10, 1e20, 1e30, 1e22, 1e-10, 1e-22, 1e-100, 1e22, 1e10,
- 1e-10, 1e-22, 1e-100, 1e10, 1e-10]
- ref = [3.4999999979e-29, 9.999999999994357e-40, 1.9999999999999998e-30,
- 0.0021188533947081017, 0.78761154572905, 0.9466504323507127,
- 0.9999932836873578, 0.10269725645728331, 0.40884514172337383,
- 0.5911548582766262, 0.8973027435427167, 0.9999870711814124,
- 1.6976527260079727e-15, 0.9999999999999983]
- sf_values = stats.betaprime.sf(x, a, b)
- assert_allclose(sf_values, ref, rtol=1e-12)
- def test_logcdf(self):
- x = 800
- a = 0.5
- b = 5.0
- ref = -7.467307556554531e-16
- logcdf = stats.betaprime.logcdf(x, a, b)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- x = 1e-8
- a = 4.5
- b = 0.5
- ref = -2.5868992866500915e-37
- logsf = stats.betaprime.logsf(x, a, b)
- assert_allclose(logsf, ref, rtol=5e-15)
- def test_fit_stats_gh18274(self):
- # gh-18274 reported spurious warning emitted when fitting `betaprime`
- # to data. Some of these were emitted by stats, too. Check that the
- # warnings are no longer emitted.
- stats.betaprime.fit([0.1, 0.25, 0.3, 1.2, 1.6], floc=0, fscale=1)
- stats.betaprime(a=1, b=1).stats('mvsk')
- def test_moment_gh18634(self):
- # Testing for gh-18634 revealed that `betaprime` raised a
- # NotImplementedError for higher moments. Check that this is
- # resolved. Parameters are arbitrary but lie on either side of the
- # moment order (5) to test both branches of `xpx.apply_where`.
- # Reference values produced with Mathematica, e.g.
- # `Moment[BetaPrimeDistribution[2,7],5]`
- ref = [np.inf, 0.867096912929055]
- res = stats.betaprime(2, [4.2, 7.1]).moment(5)
- assert_allclose(res, ref)
- class TestGamma:
- def test_pdf(self):
- # a few test cases to compare with R
- pdf = stats.gamma.pdf(90, 394, scale=1./5)
- assert_almost_equal(pdf, 0.002312341)
- pdf = stats.gamma.pdf(3, 10, scale=1./5)
- assert_almost_equal(pdf, 0.1620358)
- def test_logpdf(self):
- # Regression test for Ticket #1326: cornercase avoid nan with 0*log(0)
- # situation
- logpdf = stats.gamma.logpdf(0, 1)
- assert_almost_equal(logpdf, 0)
- def test_fit_bad_keyword_args(self):
- x = [0.1, 0.5, 0.6]
- assert_raises(TypeError, stats.gamma.fit, x, floc=0, plate="shrimp")
- def test_isf(self):
- # Test cases for when the probability is very small. See gh-13664.
- # The expected values can be checked with mpmath. With mpmath,
- # the survival function sf(x, k) can be computed as
- #
- # mpmath.gammainc(k, x, mpmath.inf, regularized=True)
- #
- # Here we have:
- #
- # >>> mpmath.mp.dps = 60
- # >>> float(mpmath.gammainc(1, 39.14394658089878, mpmath.inf,
- # ... regularized=True))
- # 9.99999999999999e-18
- # >>> float(mpmath.gammainc(100, 330.6557590436547, mpmath.inf,
- # regularized=True))
- # 1.000000000000028e-50
- #
- assert np.isclose(stats.gamma.isf(1e-17, 1),
- 39.14394658089878, atol=1e-14)
- assert np.isclose(stats.gamma.isf(1e-50, 100),
- 330.6557590436547, atol=1e-13)
- def test_logcdf(self):
- x = 80
- a = 7
- ref = -7.096510270453943e-27
- logcdf = stats.gamma.logcdf(x, a)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- x = 0.001
- a = 3.0
- ref = -1.6654171666664883e-10
- logsf = stats.gamma.logsf(x, a)
- assert_allclose(logsf, ref, rtol=5e-15)
- @pytest.mark.parametrize('scale', [1.0, 5.0])
- def test_delta_cdf(self, scale):
- # Expected value computed with mpmath:
- #
- # >>> import mpmath
- # >>> mpmath.mp.dps = 150
- # >>> cdf1 = mpmath.gammainc(3, 0, 245, regularized=True)
- # >>> cdf2 = mpmath.gammainc(3, 0, 250, regularized=True)
- # >>> float(cdf2 - cdf1)
- # 1.1902609356171962e-102
- #
- delta = stats.gamma._delta_cdf(scale*245, scale*250, 3, scale=scale)
- assert_allclose(delta, 1.1902609356171962e-102, rtol=1e-13)
- @pytest.mark.parametrize('a, ref, rtol',
- [(1e-4, -9990.366610819761, 1e-15),
- (2, 1.5772156649015328, 1e-15),
- (100, 3.7181819485047463, 1e-13),
- (1e4, 6.024075385026086, 1e-15),
- (1e18, 22.142204370151084, 1e-15),
- (1e100, 116.54819318290696, 1e-15)])
- def test_entropy(self, a, ref, rtol):
- # expected value computed with mpmath:
- # from mpmath import mp
- # mp.dps = 500
- # def gamma_entropy_reference(x):
- # x = mp.mpf(x)
- # return float(mp.digamma(x) * (mp.one - x) + x + mp.loggamma(x))
- assert_allclose(stats.gamma.entropy(a), ref, rtol=rtol)
- @pytest.mark.parametrize("a", [1e-2, 1, 1e2])
- @pytest.mark.parametrize("loc", [1e-2, 0, 1e2])
- @pytest.mark.parametrize('scale', [1e-2, 1, 1e2])
- @pytest.mark.parametrize('fix_a', [True, False])
- @pytest.mark.parametrize('fix_loc', [True, False])
- @pytest.mark.parametrize('fix_scale', [True, False])
- def test_fit_mm(self, a, loc, scale, fix_a, fix_loc, fix_scale):
- rng = np.random.default_rng(6762668991392531563)
- data = stats.gamma.rvs(a, loc=loc, scale=scale, size=100,
- random_state=rng)
- kwds = {}
- if fix_a:
- kwds['fa'] = a
- if fix_loc:
- kwds['floc'] = loc
- if fix_scale:
- kwds['fscale'] = scale
- nfree = 3 - len(kwds)
- if nfree == 0:
- error_msg = "All parameters fixed. There is nothing to optimize."
- with pytest.raises(ValueError, match=error_msg):
- stats.gamma.fit(data, method='mm', **kwds)
- return
- theta = stats.gamma.fit(data, method='mm', **kwds)
- dist = stats.gamma(*theta)
- if nfree >= 1:
- assert_allclose(dist.mean(), np.mean(data))
- if nfree >= 2:
- assert_allclose(dist.moment(2), np.mean(data**2))
- if nfree >= 3:
- assert_allclose(dist.moment(3), np.mean(data**3))
- def test_pdf_overflow_gh19616():
- # Confirm that gh19616 (intermediate over/underflows in PDF) is resolved
- # Reference value from R GeneralizedHyperbolic library
- # library(GeneralizedHyperbolic)
- # options(digits=16)
- # jitter = 1e-3
- # dnig(1, a=2**0.5 / jitter**2, b=1 / jitter**2)
- jitter = 1e-3
- Z = stats.norminvgauss(2**0.5 / jitter**2, 1 / jitter**2, loc=0, scale=1)
- assert_allclose(Z.pdf(1.0), 282.0948446666433)
- class TestDgamma:
- def test_pdf(self):
- rng = np.random.default_rng(3791303244302340058)
- size = 10 # number of points to check
- x = rng.normal(scale=10, size=size)
- a = rng.uniform(high=10, size=size)
- res = stats.dgamma.pdf(x, a)
- ref = stats.gamma.pdf(np.abs(x), a) / 2
- assert_allclose(res, ref)
- dist = stats.dgamma(a)
- # There was an intermittent failure with assert_equal on Linux - 32 bit
- assert_allclose(dist.pdf(x), res, rtol=5e-16)
- # mpmath was used to compute the expected values.
- # For x < 0, cdf(x, a) is mp.gammainc(a, -x, mp.inf, regularized=True)/2
- # For x > 0, cdf(x, a) is (1 + mp.gammainc(a, 0, x, regularized=True))/2
- # E.g.
- # from mpmath import mp
- # mp.dps = 50
- # print(float(mp.gammainc(1, 20, mp.inf, regularized=True)/2))
- # prints
- # 1.030576811219279e-09
- @pytest.mark.parametrize('x, a, expected',
- [(-20, 1, 1.030576811219279e-09),
- (-40, 1, 2.1241771276457944e-18),
- (-50, 5, 2.7248509914602648e-17),
- (-25, 0.125, 5.333071920958156e-14),
- (5, 1, 0.9966310265004573)])
- def test_cdf_ppf_sf_isf_tail(self, x, a, expected):
- cdf = stats.dgamma.cdf(x, a)
- assert_allclose(cdf, expected, rtol=5e-15)
- ppf = stats.dgamma.ppf(expected, a)
- assert_allclose(ppf, x, rtol=5e-15)
- sf = stats.dgamma.sf(-x, a)
- assert_allclose(sf, expected, rtol=5e-15)
- isf = stats.dgamma.isf(expected, a)
- assert_allclose(isf, -x, rtol=5e-15)
- @pytest.mark.parametrize("a, ref",
- [(1.5, 2.0541199559354117),
- (1.3, 1.9357296377121247),
- (1.1, 1.7856502333412134)])
- def test_entropy(self, a, ref):
- # The reference values were calculated with mpmath:
- # def entropy_dgamma(a):
- # def pdf(x):
- # A = mp.one / (mp.mpf(2.) * mp.gamma(a))
- # B = mp.fabs(x) ** (a - mp.one)
- # C = mp.exp(-mp.fabs(x))
- # h = A * B * C
- # return h
- #
- # return -mp.quad(lambda t: pdf(t) * mp.log(pdf(t)),
- # [-mp.inf, mp.inf])
- assert_allclose(stats.dgamma.entropy(a), ref, rtol=1e-14)
- @pytest.mark.parametrize("a, ref",
- [(1e-100, -1e+100),
- (1e-10, -9999999975.858217),
- (1e-5, -99987.37111657023),
- (1e4, 6.717222565586032),
- (1000000000000000.0, 19.38147391121996),
- (1e+100, 117.2413403634669)])
- def test_entropy_entreme_values(self, a, ref):
- # The reference values were calculated with mpmath:
- # from mpmath import mp
- # mp.dps = 500
- # def second_dgamma(a):
- # a = mp.mpf(a)
- # x_1 = a + mp.log(2) + mp.loggamma(a)
- # x_2 = (mp.one - a) * mp.digamma(a)
- # h = x_1 + x_2
- # return h
- assert_allclose(stats.dgamma.entropy(a), ref, rtol=1e-10)
- def test_entropy_array_input(self):
- x = np.array([1, 5, 1e20, 1e-5])
- y = stats.dgamma.entropy(x)
- for i in range(len(y)):
- assert y[i] == stats.dgamma.entropy(x[i])
- class TestChi2:
- # regression tests after precision improvements, ticket:1041, not verified
- def test_precision(self):
- assert_almost_equal(stats.chi2.pdf(1000, 1000), 8.919133934753128e-003,
- decimal=14)
- assert_almost_equal(stats.chi2.pdf(100, 100), 0.028162503162596778,
- decimal=14)
- # Reference values computed with mpmath.
- @pytest.mark.parametrize(
- 'x, df, ref',
- [(750.0, 3, -3.0172957781136564e-162),
- (120.0, 15, -1.8924849646375648e-18),
- (15.0, 13, -0.36723446372517876)]
- )
- def test_logcdf(self, x, df, ref):
- logcdf = stats.chi2.logcdf(x, df)
- assert_allclose(logcdf, ref, rtol=5e-15)
- # Reference values computed with mpmath.
- @pytest.mark.parametrize(
- 'x, df, ref',
- [(1e-4, 15, -3.936060782678026e-37),
- (1.5, 40, -6.384797888313517e-22),
- (3.0, 10, -0.018750635779926784)]
- )
- def test_logsf(self, x, df, ref):
- logsf = stats.chi2.logsf(x, df)
- assert_allclose(logsf, ref, rtol=5e-15)
- def test_ppf(self):
- # Expected values computed with mpmath.
- df = 4.8
- x = stats.chi2.ppf(2e-47, df)
- assert_allclose(x, 1.098472479575179840604902808e-19, rtol=1e-10)
- x = stats.chi2.ppf(0.5, df)
- assert_allclose(x, 4.15231407598589358660093156, rtol=1e-10)
- df = 13
- x = stats.chi2.ppf(2e-77, df)
- assert_allclose(x, 1.0106330688195199050507943e-11, rtol=1e-10)
- x = stats.chi2.ppf(0.1, df)
- assert_allclose(x, 7.041504580095461859307179763, rtol=1e-10)
- # Entropy references values were computed with the following mpmath code
- # from mpmath import mp
- # mp.dps = 50
- # def chisq_entropy_mpmath(df):
- # df = mp.mpf(df)
- # half_df = 0.5 * df
- # entropy = (half_df + mp.log(2) + mp.log(mp.gamma(half_df)) +
- # (mp.one - half_df) * mp.digamma(half_df))
- # return float(entropy)
- @pytest.mark.parametrize('df, ref',
- [(1e-4, -19988.980448690163),
- (1, 0.7837571104739337),
- (100, 4.061397128938114),
- (251, 4.525577254045129),
- (1e15, 19.034900320939986)])
- def test_entropy(self, df, ref):
- assert_allclose(stats.chi2(df).entropy(), ref, rtol=1e-13)
- def test_regression_ticket_1326(self):
- # adjust to avoid nan with 0*log(0)
- assert_almost_equal(stats.chi2.pdf(0.0, 2), 0.5, 14)
- class TestGumbelL:
- def setup_method(self):
- self.rng = np.random.default_rng(3922444007)
- # gh-6228
- def test_cdf_ppf(self):
- x = np.linspace(-100, -4)
- y = stats.gumbel_l.cdf(x)
- xx = stats.gumbel_l.ppf(y)
- assert_allclose(x, xx)
- def test_logcdf_logsf(self):
- x = np.linspace(-100, -4)
- y = stats.gumbel_l.logcdf(x)
- z = stats.gumbel_l.logsf(x)
- u = np.exp(y)
- v = -special.expm1(z)
- assert_allclose(u, v)
- def test_sf_isf(self):
- x = np.linspace(-20, 5)
- y = stats.gumbel_l.sf(x)
- xx = stats.gumbel_l.isf(y)
- assert_allclose(x, xx)
- @pytest.mark.parametrize('loc', [-1, 1])
- def test_fit_fixed_param(self, loc):
- # ensure fixed location is correctly reflected from `gumbel_r.fit`
- # See comments at end of gh-12737.
- data = stats.gumbel_l.rvs(size=100, loc=loc, random_state=self.rng)
- fitted_loc, _ = stats.gumbel_l.fit(data, floc=loc)
- assert_equal(fitted_loc, loc)
- class TestGumbelR:
- def test_sf(self):
- # Expected value computed with mpmath:
- # >>> import mpmath
- # >>> mpmath.mp.dps = 40
- # >>> float(mpmath.mp.one - mpmath.exp(-mpmath.exp(-50)))
- # 1.9287498479639178e-22
- assert_allclose(stats.gumbel_r.sf(50), 1.9287498479639178e-22,
- rtol=1e-14)
- def test_isf(self):
- # Expected value computed with mpmath:
- # >>> import mpmath
- # >>> mpmath.mp.dps = 40
- # >>> float(-mpmath.log(-mpmath.log(mpmath.mp.one - 1e-17)))
- # 39.14394658089878
- assert_allclose(stats.gumbel_r.isf(1e-17), 39.14394658089878,
- rtol=1e-14)
- class TestLevyStable:
- def setup_method(self):
- self.rng = np.random.default_rng(7195199371)
- @pytest.fixture(autouse=True)
- def reset_levy_stable_params(self):
- """Setup default parameters for levy_stable generator"""
- stats.levy_stable.parameterization = "S1"
- stats.levy_stable.cdf_default_method = "piecewise"
- stats.levy_stable.pdf_default_method = "piecewise"
- stats.levy_stable.quad_eps = stats._levy_stable._QUAD_EPS
- @pytest.fixture
- def nolan_pdf_sample_data(self):
- """Sample data points for pdf computed with Nolan's stablec
- See - http://fs2.american.edu/jpnolan/www/stable/stable.html
- There's a known limitation of Nolan's executable for alpha < 0.2.
- The data table loaded below is generated from Nolan's stablec
- with the following parameter space:
- alpha = 0.1, 0.2, ..., 2.0
- beta = -1.0, -0.9, ..., 1.0
- p = 0.01, 0.05, 0.1, 0.25, 0.35, 0.5,
- and the equivalent for the right tail
- Typically inputs for stablec:
- stablec.exe <<
- 1 # pdf
- 1 # Nolan S equivalent to S0 in scipy
- .25,2,.25 # alpha
- -1,-1,0 # beta
- -10,10,1 # x
- 1,0 # gamma, delta
- 2 # output file
- """
- data = np.load(
- Path(__file__).parent /
- 'data/levy_stable/stable-Z1-pdf-sample-data.npy'
- )
- data = np.rec.fromarrays(data.T, names='x,p,alpha,beta,pct')
- return data
- @pytest.fixture
- def nolan_cdf_sample_data(self):
- """Sample data points for cdf computed with Nolan's stablec
- See - http://fs2.american.edu/jpnolan/www/stable/stable.html
- There's a known limitation of Nolan's executable for alpha < 0.2.
- The data table loaded below is generated from Nolan's stablec
- with the following parameter space:
- alpha = 0.1, 0.2, ..., 2.0
- beta = -1.0, -0.9, ..., 1.0
- p = 0.01, 0.05, 0.1, 0.25, 0.35, 0.5,
- and the equivalent for the right tail
- Ideally, Nolan's output for CDF values should match the percentile
- from where they have been sampled from. Even more so as we extract
- percentile x positions from stablec too. However, we note at places
- Nolan's stablec will produce absolute errors in order of 1e-5. We
- compare against his calculations here. In future, once we less
- reliant on Nolan's paper we might switch to comparing directly at
- percentiles (those x values being produced from some alternative
- means).
- Typically inputs for stablec:
- stablec.exe <<
- 2 # cdf
- 1 # Nolan S equivalent to S0 in scipy
- .25,2,.25 # alpha
- -1,-1,0 # beta
- -10,10,1 # x
- 1,0 # gamma, delta
- 2 # output file
- """
- data = np.load(
- Path(__file__).parent /
- 'data/levy_stable/stable-Z1-cdf-sample-data.npy'
- )
- data = np.rec.fromarrays(data.T, names='x,p,alpha,beta,pct')
- return data
- @pytest.fixture
- def nolan_loc_scale_sample_data(self):
- """Sample data where loc, scale are different from 0, 1
- Data extracted in similar way to pdf/cdf above using
- Nolan's stablec but set to an arbitrary location scale of
- (2, 3) for various important parameters alpha, beta and for
- parameterisations S0 and S1.
- """
- data = np.load(
- Path(__file__).parent /
- 'data/levy_stable/stable-loc-scale-sample-data.npy'
- )
- return data
- @pytest.mark.slow
- @pytest.mark.parametrize(
- "sample_size", [
- pytest.param(50), pytest.param(1500, marks=pytest.mark.slow)
- ]
- )
- @pytest.mark.parametrize("parameterization", ["S0", "S1"])
- @pytest.mark.parametrize(
- "alpha,beta", [(1.0, 0), (1.0, -0.5), (1.5, 0), (1.9, 0.5)]
- )
- @pytest.mark.parametrize("gamma,delta", [(1, 0), (3, 2)])
- def test_rvs(
- self,
- parameterization,
- alpha,
- beta,
- gamma,
- delta,
- sample_size,
- ):
- stats.levy_stable.parameterization = parameterization
- ls = stats.levy_stable(
- alpha=alpha, beta=beta, scale=gamma, loc=delta
- )
- _, p = stats.kstest(
- ls.rvs(size=sample_size, random_state=self.rng), ls.cdf
- )
- assert p > 0.05
- @pytest.mark.xslow
- @pytest.mark.parametrize('beta', [0.5, 1])
- def test_rvs_alpha1(self, beta):
- """Additional test cases for rvs for alpha equal to 1."""
- alpha = 1.0
- loc = 0.5
- scale = 1.5
- x = stats.levy_stable.rvs(alpha, beta, loc=loc, scale=scale,
- size=5000, random_state=self.rng)
- stat, p = stats.kstest(x, 'levy_stable',
- args=(alpha, beta, loc, scale))
- assert p > 0.01
- def test_fit(self):
- # construct data to have percentiles that match
- # example in McCulloch 1986.
- x = [
- -.05413, -.05413, 0., 0., 0., 0., .00533, .00533, .00533, .00533,
- .00533, .03354, .03354, .03354, .03354, .03354, .05309, .05309,
- .05309, .05309, .05309
- ]
- alpha1, beta1, loc1, scale1 = stats.levy_stable._fitstart(x)
- assert_allclose(alpha1, 1.48, rtol=0, atol=0.01)
- assert_almost_equal(beta1, -.22, 2)
- assert_almost_equal(scale1, 0.01717, 4)
- assert_almost_equal(
- loc1, 0.00233, 2
- ) # to 2 dps due to rounding error in McCulloch86
- # cover alpha=2 scenario
- x2 = x + [.05309, .05309, .05309, .05309, .05309]
- alpha2, beta2, loc2, scale2 = stats.levy_stable._fitstart(x2)
- assert_equal(alpha2, 2)
- assert_equal(beta2, -1)
- assert_almost_equal(scale2, .02503, 4)
- assert_almost_equal(loc2, .03354, 4)
- @pytest.mark.xfail(reason="Unknown problem with fitstart.")
- @pytest.mark.parametrize(
- "alpha,beta,delta,gamma",
- [
- (1.5, 0.4, 2, 3),
- (1.0, 0.4, 2, 3),
- ]
- )
- @pytest.mark.parametrize(
- "parametrization", ["S0", "S1"]
- )
- def test_fit_rvs(self, alpha, beta, delta, gamma, parametrization):
- """Test that fit agrees with rvs for each parametrization."""
- stats.levy_stable.parametrization = parametrization
- data = stats.levy_stable.rvs(
- alpha, beta, loc=delta, scale=gamma, size=10000, random_state=self.rng
- )
- fit = stats.levy_stable._fitstart(data)
- alpha_obs, beta_obs, delta_obs, gamma_obs = fit
- assert_allclose(
- [alpha, beta, delta, gamma],
- [alpha_obs, beta_obs, delta_obs, gamma_obs],
- rtol=0.01,
- )
- def test_fit_beta_flip(self):
- # Confirm that sign of beta affects loc, not alpha or scale.
- x = np.array([1, 1, 3, 3, 10, 10, 10, 30, 30, 100, 100])
- alpha1, beta1, loc1, scale1 = stats.levy_stable._fitstart(x)
- alpha2, beta2, loc2, scale2 = stats.levy_stable._fitstart(-x)
- assert_equal(beta1, 1)
- assert loc1 != 0
- assert_almost_equal(alpha2, alpha1)
- assert_almost_equal(beta2, -beta1)
- assert_almost_equal(loc2, -loc1)
- assert_almost_equal(scale2, scale1)
- def test_fit_delta_shift(self):
- # Confirm that loc slides up and down if data shifts.
- SHIFT = 1
- x = np.array([1, 1, 3, 3, 10, 10, 10, 30, 30, 100, 100])
- alpha1, beta1, loc1, scale1 = stats.levy_stable._fitstart(-x)
- alpha2, beta2, loc2, scale2 = stats.levy_stable._fitstart(-x + SHIFT)
- assert_almost_equal(alpha2, alpha1)
- assert_almost_equal(beta2, beta1)
- assert_almost_equal(loc2, loc1 + SHIFT)
- assert_almost_equal(scale2, scale1)
- def test_fit_loc_extrap(self):
- # Confirm that loc goes out of sample for alpha close to 1.
- x = [1, 1, 3, 3, 10, 10, 10, 30, 30, 140, 140]
- alpha1, beta1, loc1, scale1 = stats.levy_stable._fitstart(x)
- assert alpha1 < 1, f"Expected alpha < 1, got {alpha1}"
- assert loc1 < min(x), f"Expected loc < {min(x)}, got {loc1}"
- x2 = [1, 1, 3, 3, 10, 10, 10, 30, 30, 130, 130]
- alpha2, beta2, loc2, scale2 = stats.levy_stable._fitstart(x2)
- assert alpha2 > 1, f"Expected alpha > 1, got {alpha2}"
- assert loc2 > max(x2), f"Expected loc > {max(x2)}, got {loc2}"
- @pytest.mark.slow
- @pytest.mark.parametrize(
- "pct_range,alpha_range,beta_range", [
- pytest.param(
- [.01, .5, .99],
- [.1, 1, 2],
- [-1, 0, .8],
- ),
- pytest.param(
- [.01, .05, .5, .95, .99],
- [.1, .5, 1, 1.5, 2],
- [-.9, -.5, 0, .3, .6, 1],
- marks=pytest.mark.slow
- ),
- pytest.param(
- [.01, .05, .1, .25, .35, .5, .65, .75, .9, .95, .99],
- np.linspace(0.1, 2, 20),
- np.linspace(-1, 1, 21),
- marks=pytest.mark.xslow,
- ),
- ]
- )
- def test_pdf_nolan_samples(
- self, nolan_pdf_sample_data, pct_range, alpha_range, beta_range
- ):
- """Test pdf values against Nolan's stablec.exe output"""
- data = nolan_pdf_sample_data
- # some tests break on linux 32 bit
- uname = platform.uname()
- is_linux_32 = uname.system == 'Linux' and uname.machine == 'i686'
- platform_desc = "/".join(
- [uname.system, uname.machine, uname.processor])
- # fmt: off
- # There are a number of cases which fail on some but not all platforms.
- # These are excluded by the filters below. TODO: Rewrite tests so that
- # the now filtered out test cases are still run but marked in pytest as
- # expected to fail.
- tests = [
- [
- 'dni', 1e-7, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- ~(
- (
- (r['beta'] == 0) &
- (r['pct'] == 0.5)
- ) |
- (
- (r['beta'] >= 0.9) &
- (r['alpha'] >= 1.6) &
- (r['pct'] == 0.5)
- ) |
- (
- (r['alpha'] <= 0.4) &
- np.isin(r['pct'], [.01, .99])
- ) |
- (
- (r['alpha'] <= 0.3) &
- np.isin(r['pct'], [.05, .95])
- ) |
- (
- (r['alpha'] <= 0.2) &
- np.isin(r['pct'], [.1, .9])
- ) |
- (
- (r['alpha'] == 0.1) &
- np.isin(r['pct'], [.25, .75]) &
- np.isin(np.abs(r['beta']), [.5, .6, .7])
- ) |
- (
- (r['alpha'] == 0.1) &
- np.isin(r['pct'], [.5]) &
- np.isin(np.abs(r['beta']), [.1])
- ) |
- (
- (r['alpha'] == 0.1) &
- np.isin(r['pct'], [.35, .65]) &
- np.isin(np.abs(r['beta']), [-.4, -.3, .3, .4, .5])
- ) |
- (
- (r['alpha'] == 0.2) &
- (r['beta'] == 0.5) &
- (r['pct'] == 0.25)
- ) |
- (
- (r['alpha'] == 0.2) &
- (r['beta'] == -0.3) &
- (r['pct'] == 0.65)
- ) |
- (
- (r['alpha'] == 0.2) &
- (r['beta'] == 0.3) &
- (r['pct'] == 0.35)
- ) |
- (
- (r['alpha'] == 1.) &
- np.isin(r['pct'], [.5]) &
- np.isin(np.abs(r['beta']), [.1, .2, .3, .4])
- ) |
- (
- (r['alpha'] == 1.) &
- np.isin(r['pct'], [.35, .65]) &
- np.isin(np.abs(r['beta']), [.8, .9, 1.])
- ) |
- (
- (r['alpha'] == 1.) &
- np.isin(r['pct'], [.01, .99]) &
- np.isin(np.abs(r['beta']), [-.1, .1])
- ) |
- # various points ok but too sparse to list
- (r['alpha'] >= 1.1)
- )
- )
- ],
- # piecewise generally good accuracy
- [
- 'piecewise', 1e-11, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (r['alpha'] > 0.2) &
- (r['alpha'] != 1.)
- )
- ],
- # for alpha = 1. for linux 32 bit optimize.bisect
- # has some issues for .01 and .99 percentile
- [
- 'piecewise', 1e-11, lambda r: (
- (r['alpha'] == 1.) &
- (not is_linux_32) &
- np.isin(r['pct'], pct_range) &
- (1. in alpha_range) &
- np.isin(r['beta'], beta_range)
- )
- ],
- # for small alpha very slightly reduced accuracy
- [
- 'piecewise', 2.5e-10, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (r['alpha'] <= 0.2)
- )
- ],
- # fft accuracy reduces as alpha decreases
- [
- 'fft-simpson', 1e-5, lambda r: (
- (r['alpha'] >= 1.9) &
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range)
- ),
- ],
- [
- 'fft-simpson', 1e-6, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (r['alpha'] > 1) &
- (r['alpha'] < 1.9)
- )
- ],
- # fft relative errors for alpha < 1, will raise if enabled
- # ['fft-simpson', 1e-4, lambda r: r['alpha'] == 0.9],
- # ['fft-simpson', 1e-3, lambda r: r['alpha'] == 0.8],
- # ['fft-simpson', 1e-2, lambda r: r['alpha'] == 0.7],
- # ['fft-simpson', 1e-1, lambda r: r['alpha'] == 0.6],
- ]
- # fmt: on
- for ix, (default_method, rtol,
- filter_func) in enumerate(tests):
- stats.levy_stable.pdf_default_method = default_method
- subdata = data[filter_func(data)
- ] if filter_func is not None else data
- msg = "Density calculations experimental for FFT method"
- with warnings.catch_warnings():
- warnings.filterwarnings("ignore", msg, RuntimeWarning)
- # occurs in FFT methods only
- p = stats.levy_stable.pdf(
- subdata['x'],
- subdata['alpha'],
- subdata['beta'],
- scale=1,
- loc=0
- )
- with np.errstate(over="ignore"):
- subdata2 = rec_append_fields(
- subdata,
- ['calc', 'abserr', 'relerr'],
- [
- p,
- np.abs(p - subdata['p']),
- np.abs(p - subdata['p']) / np.abs(subdata['p'])
- ]
- )
- failures = subdata2[
- (subdata2['relerr'] >= rtol) |
- np.isnan(p)
- ]
- message = (
- f"pdf test {ix} failed with method '{default_method}' "
- f"[platform: {platform_desc}]\n{failures.dtype.names}\n{failures}"
- )
- assert_allclose(
- p,
- subdata['p'],
- rtol,
- err_msg=message,
- verbose=False
- )
- @pytest.mark.parametrize(
- "pct_range,alpha_range,beta_range", [
- pytest.param(
- [.01, .5, .99],
- [.1, 1, 2],
- [-1, 0, .8],
- ),
- pytest.param(
- [.01, .05, .5, .95, .99],
- [.1, .5, 1, 1.5, 2],
- [-.9, -.5, 0, .3, .6, 1],
- marks=pytest.mark.slow
- ),
- pytest.param(
- [.01, .05, .1, .25, .35, .5, .65, .75, .9, .95, .99],
- np.linspace(0.1, 2, 20),
- np.linspace(-1, 1, 21),
- marks=pytest.mark.xslow,
- ),
- ]
- )
- def test_cdf_nolan_samples(
- self, nolan_cdf_sample_data, pct_range, alpha_range, beta_range
- ):
- """ Test cdf values against Nolan's stablec.exe output."""
- data = nolan_cdf_sample_data
- tests = [
- # piecewise generally good accuracy
- [
- 'piecewise', 2e-12, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- ~(
- (
- (r['alpha'] == 1.) &
- np.isin(r['beta'], [-0.3, -0.2, -0.1]) &
- (r['pct'] == 0.01)
- ) |
- (
- (r['alpha'] == 1.) &
- np.isin(r['beta'], [0.1, 0.2, 0.3]) &
- (r['pct'] == 0.99)
- )
- )
- )
- ],
- # for some points with alpha=1, Nolan's STABLE clearly
- # loses accuracy
- [
- 'piecewise', 5e-2, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (
- (r['alpha'] == 1.) &
- np.isin(r['beta'], [-0.3, -0.2, -0.1]) &
- (r['pct'] == 0.01)
- ) |
- (
- (r['alpha'] == 1.) &
- np.isin(r['beta'], [0.1, 0.2, 0.3]) &
- (r['pct'] == 0.99)
- )
- )
- ],
- # fft accuracy poor, very poor alpha < 1
- [
- 'fft-simpson', 1e-5, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (r['alpha'] > 1.7)
- )
- ],
- [
- 'fft-simpson', 1e-4, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (r['alpha'] > 1.5) &
- (r['alpha'] <= 1.7)
- )
- ],
- [
- 'fft-simpson', 1e-3, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (r['alpha'] > 1.3) &
- (r['alpha'] <= 1.5)
- )
- ],
- [
- 'fft-simpson', 1e-2, lambda r: (
- np.isin(r['pct'], pct_range) &
- np.isin(r['alpha'], alpha_range) &
- np.isin(r['beta'], beta_range) &
- (r['alpha'] > 1.0) &
- (r['alpha'] <= 1.3)
- )
- ],
- ]
- for ix, (default_method, rtol,
- filter_func) in enumerate(tests):
- stats.levy_stable.cdf_default_method = default_method
- subdata = data[filter_func(data)
- ] if filter_func is not None else data
- with warnings.catch_warnings():
- warnings.filterwarnings(
- 'ignore',
- ('Cumulative density calculations experimental for FFT'
- ' method. Use piecewise method instead.'),
- RuntimeWarning)
- p = stats.levy_stable.cdf(
- subdata['x'],
- subdata['alpha'],
- subdata['beta'],
- scale=1,
- loc=0
- )
- with np.errstate(over="ignore"):
- subdata2 = rec_append_fields(
- subdata,
- ['calc', 'abserr', 'relerr'],
- [
- p,
- np.abs(p - subdata['p']),
- np.abs(p - subdata['p']) / np.abs(subdata['p'])
- ]
- )
- failures = subdata2[
- (subdata2['relerr'] >= rtol) |
- np.isnan(p)
- ]
- message = (f"cdf test {ix} failed with method '{default_method}'\n"
- f"{failures.dtype.names}\n{failures}")
- assert_allclose(
- p,
- subdata['p'],
- rtol,
- err_msg=message,
- verbose=False
- )
- @pytest.mark.parametrize("param", [0, 1])
- @pytest.mark.parametrize("case", ["pdf", "cdf"])
- def test_location_scale(
- self, nolan_loc_scale_sample_data, param, case
- ):
- """Tests for pdf and cdf where loc, scale are different from 0, 1
- """
- uname = platform.uname()
- is_linux_32 = uname.system == 'Linux' and "32bit" in platform.architecture()[0]
- # Test seems to be unstable (see gh-17839 for a bug report on Debian
- # i386), so skip it.
- if is_linux_32 and case == 'pdf':
- pytest.skip("Test unstable on some platforms; see gh-17839, 17859")
- data = nolan_loc_scale_sample_data
- # We only test against piecewise as location/scale transforms
- # are same for other methods.
- stats.levy_stable.cdf_default_method = "piecewise"
- stats.levy_stable.pdf_default_method = "piecewise"
- subdata = data[data["param"] == param]
- stats.levy_stable.parameterization = f"S{param}"
- assert case in ["pdf", "cdf"]
- function = (
- stats.levy_stable.pdf if case == "pdf" else stats.levy_stable.cdf
- )
- v1 = function(
- subdata['x'], subdata['alpha'], subdata['beta'], scale=2, loc=3
- )
- assert_allclose(v1, subdata[case], 1e-5)
- @pytest.mark.parametrize(
- "method,decimal_places",
- [
- ['dni', 4],
- ['piecewise', 4],
- ]
- )
- def test_pdf_alpha_equals_one_beta_non_zero(self, method, decimal_places):
- """ sample points extracted from Tables and Graphs of Stable
- Probability Density Functions - Donald R Holt - 1973 - p 187.
- """
- xs = np.array(
- [0, 0, 0, 0, 1, 1, 1, 1, 2, 2, 2, 2, 3, 3, 3, 3, 4, 4, 4, 4]
- )
- density = np.array(
- [
- .3183, .3096, .2925, .2622, .1591, .1587, .1599, .1635, .0637,
- .0729, .0812, .0955, .0318, .0390, .0458, .0586, .0187, .0236,
- .0285, .0384
- ]
- )
- betas = np.array(
- [
- 0, .25, .5, 1, 0, .25, .5, 1, 0, .25, .5, 1, 0, .25, .5, 1, 0,
- .25, .5, 1
- ]
- )
- with np.errstate(all='ignore'), warnings.catch_warnings():
- warnings.filterwarnings("ignore",
- category=RuntimeWarning,
- message="Density calculation unstable.*"
- )
- stats.levy_stable.pdf_default_method = method
- # stats.levy_stable.fft_grid_spacing = 0.0001
- pdf = stats.levy_stable.pdf(xs, 1, betas, scale=1, loc=0)
- assert_almost_equal(
- pdf, density, decimal_places, method
- )
- @pytest.mark.parametrize(
- "params,expected",
- [
- [(1.48, -.22, 0, 1), (0, np.inf, np.nan, np.nan)],
- [(2, .9, 10, 1.5), (10, 4.5, 0, 0)]
- ]
- )
- def test_stats(self, params, expected):
- observed = stats.levy_stable.stats(
- params[0], params[1], loc=params[2], scale=params[3],
- moments='mvsk'
- )
- assert_almost_equal(observed, expected)
- @pytest.mark.parametrize('alpha', [0.25, 0.5, 0.75])
- @pytest.mark.parametrize(
- 'function,beta,points,expected',
- [
- (
- stats.levy_stable.cdf,
- 1.0,
- np.linspace(-25, 0, 10),
- 0.0,
- ),
- (
- stats.levy_stable.pdf,
- 1.0,
- np.linspace(-25, 0, 10),
- 0.0,
- ),
- (
- stats.levy_stable.cdf,
- -1.0,
- np.linspace(0, 25, 10),
- 1.0,
- ),
- (
- stats.levy_stable.pdf,
- -1.0,
- np.linspace(0, 25, 10),
- 0.0,
- )
- ]
- )
- def test_distribution_outside_support(
- self, alpha, function, beta, points, expected
- ):
- """Ensure the pdf/cdf routines do not return nan outside support.
- This distribution's support becomes truncated in a few special cases:
- support is [mu, infty) if alpha < 1 and beta = 1
- support is (-infty, mu] if alpha < 1 and beta = -1
- Otherwise, the support is all reals. Here, mu is zero by default.
- """
- assert 0 < alpha < 1
- assert_almost_equal(
- function(points, alpha=alpha, beta=beta),
- np.full(len(points), expected)
- )
- @pytest.mark.parametrize(
- 'x,alpha,beta,expected',
- # Reference values from Matlab
- # format long
- # alphas = [1.7720732804618808, 1.9217001522410235, 1.5654806051633634,
- # 1.7420803447784388, 1.5748002527689913];
- # betas = [0.5059373136902996, -0.8779442746685926, -0.4016220341911392,
- # -0.38180029468259247, -0.25200194914153684];
- # x0s = [0, 1e-4, -1e-4];
- # for x0 = x0s
- # disp("x0 = " + x0)
- # for ii = 1:5
- # alpha = alphas(ii);
- # beta = betas(ii);
- # pd = makedist('Stable','alpha',alpha,'beta',beta,'gam',1,'delta',0);
- # % we need to adjust x. It is the same as x = 0 In scipy.
- # x = x0 - beta * tan(pi * alpha / 2);
- # disp(pd.pdf(x))
- # end
- # end
- [
- (0, 1.7720732804618808, 0.5059373136902996, 0.278932636798268),
- (0, 1.9217001522410235, -0.8779442746685926, 0.281054757202316),
- (0, 1.5654806051633634, -0.4016220341911392, 0.271282133194204),
- (0, 1.7420803447784388, -0.38180029468259247, 0.280202199244247),
- (0, 1.5748002527689913, -0.25200194914153684, 0.280136576218665),
- ]
- )
- def test_x_equal_zeta(
- self, x, alpha, beta, expected
- ):
- """Test pdf for x equal to zeta.
- With S1 parametrization: x0 = x + zeta if alpha != 1 So, for x = 0, x0
- will be close to zeta.
- When case "x equal zeta" is not handled properly and quad_eps is not
- low enough: - pdf may be less than 0 - logpdf is nan
- The points from the parametrize block are found randomly so that PDF is
- less than 0.
- Reference values taken from MATLAB
- https://www.mathworks.com/help/stats/stable-distribution.html
- """
- stats.levy_stable.quad_eps = 1.2e-11
- assert_almost_equal(
- stats.levy_stable.pdf(x, alpha=alpha, beta=beta),
- expected,
- )
- @pytest.mark.xfail
- @pytest.mark.parametrize(
- # See comment for test_x_equal_zeta for script for reference values
- 'x,alpha,beta,expected',
- [
- (1e-4, 1.7720732804618808, 0.5059373136902996, 0.278929165340670),
- (1e-4, 1.9217001522410235, -0.8779442746685926, 0.281056564327953),
- (1e-4, 1.5654806051633634, -0.4016220341911392, 0.271252432161167),
- (1e-4, 1.7420803447784388, -0.38180029468259247, 0.280205311264134),
- (1e-4, 1.5748002527689913, -0.25200194914153684, 0.280140965235426),
- (-1e-4, 1.7720732804618808, 0.5059373136902996, 0.278936106741754),
- (-1e-4, 1.9217001522410235, -0.8779442746685926, 0.281052948629429),
- (-1e-4, 1.5654806051633634, -0.4016220341911392, 0.271275394392385),
- (-1e-4, 1.7420803447784388, -0.38180029468259247, 0.280199085645099),
- (-1e-4, 1.5748002527689913, -0.25200194914153684, 0.280132185432842),
- ]
- )
- def test_x_near_zeta(
- self, x, alpha, beta, expected
- ):
- """Test pdf for x near zeta.
- With S1 parametrization: x0 = x + zeta if alpha != 1 So, for x = 0, x0
- will be close to zeta.
- When case "x near zeta" is not handled properly and quad_eps is not
- low enough: - pdf may be less than 0 - logpdf is nan
- The points from the parametrize block are found randomly so that PDF is
- less than 0.
- Reference values taken from MATLAB
- https://www.mathworks.com/help/stats/stable-distribution.html
- """
- stats.levy_stable.quad_eps = 1.2e-11
- assert_almost_equal(
- stats.levy_stable.pdf(x, alpha=alpha, beta=beta),
- expected,
- )
- @pytest.fixture
- def levy_stable_lock(self):
- return threading.Lock()
- def test_frozen_parameterization_gh20821(self, levy_stable_lock):
- # gh-20821 reported that frozen distributions ignore the parameterization.
- # Check that this is resolved and that the frozen distribution's
- # parameterization can be changed independently of stats.levy_stable
- rng = np.random.default_rng
- shapes = dict(alpha=1.9, beta=0.1, loc=0.0, scale=1.0)
- unfrozen = stats.levy_stable
- frozen = stats.levy_stable(**shapes)
- with levy_stable_lock:
- unfrozen.parameterization = "S0"
- frozen.parameterization = "S1"
- unfrozen_a = unfrozen.rvs(**shapes, size=10, random_state=rng(329823498))
- frozen_a = frozen.rvs(size=10, random_state=rng(329823498))
- assert not np.any(frozen_a == unfrozen_a)
- unfrozen.parameterization = "S1"
- frozen.parameterization = "S0"
- unfrozen_b = unfrozen.rvs(**shapes, size=10, random_state=rng(329823498))
- frozen_b = frozen.rvs(size=10, random_state=rng(329823498))
- assert_equal(frozen_b, unfrozen_a)
- assert_equal(unfrozen_b, frozen_a)
- def test_frozen_parameterization_gh20821b(self, levy_stable_lock):
- # Check that the parameterization of the frozen distribution is that of
- # the unfrozen distribution at the time of freezing
- rng = np.random.default_rng
- shapes = dict(alpha=1.9, beta=0.1, loc=0.0, scale=1.0)
- unfrozen = stats.levy_stable
- with levy_stable_lock:
- unfrozen.parameterization = "S0"
- frozen = stats.levy_stable(**shapes)
- unfrozen_a = unfrozen.rvs(**shapes, size=10, random_state=rng(329823498))
- frozen_a = frozen.rvs(size=10, random_state=rng(329823498))
- assert_equal(frozen_a, unfrozen_a)
- unfrozen.parameterization = "S1"
- frozen = stats.levy_stable(**shapes)
- unfrozen_b = unfrozen.rvs(**shapes, size=10, random_state=rng(329823498))
- frozen_b = frozen.rvs(size=10, random_state=rng(329823498))
- assert_equal(frozen_b, unfrozen_b)
- class TestArrayArgument: # test for ticket:992
- def setup_method(self):
- self.rng = np.random.default_rng(7556981556)
- def test_noexception(self):
- rvs = stats.norm.rvs(loc=(np.arange(5)), scale=np.ones(5),
- size=(10, 5), random_state=self.rng)
- assert_equal(rvs.shape, (10, 5))
- class TestDocstring:
- def test_docstrings(self):
- # See ticket #761
- if stats.rayleigh.__doc__ is not None:
- assert_("rayleigh" in stats.rayleigh.__doc__.lower())
- if stats.bernoulli.__doc__ is not None:
- assert_("bernoulli" in stats.bernoulli.__doc__.lower())
- def test_no_name_arg(self):
- # If name is not given, construction shouldn't fail. See #1508.
- stats.rv_continuous()
- stats.rv_discrete()
- def test_args_reduce():
- a = array([1, 3, 2, 1, 2, 3, 3])
- b, c = argsreduce(a > 1, a, 2)
- assert_array_equal(b, [3, 2, 2, 3, 3])
- assert_array_equal(c, [2])
- b, c = argsreduce(2 > 1, a, 2)
- assert_array_equal(b, a)
- assert_array_equal(c, [2] * np.size(a))
- b, c = argsreduce(a > 0, a, 2)
- assert_array_equal(b, a)
- assert_array_equal(c, [2] * np.size(a))
- class TestFitMethod:
- # fitting assumes continuous parameters
- skip = ['ncf', 'ksone', 'kstwo', 'irwinhall']
- def setup_method(self):
- self.rng = np.random.default_rng(4522425749)
- # skip these b/c deprecated, or only loc and scale arguments
- fitSkipNonFinite = ['expon', 'norm', 'uniform', 'irwinhall']
- @pytest.mark.parametrize('dist,args', distcont)
- def test_fit_w_non_finite_data_values(self, dist, args):
- """gh-10300"""
- if dist in self.fitSkipNonFinite:
- pytest.skip(f"{dist} fit known to fail or deprecated")
- x = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.nan])
- y = np.array([1.6483, 2.7169, 2.4667, 1.1791, 3.5433, np.inf])
- distfunc = getattr(stats, dist)
- assert_raises(ValueError, distfunc.fit, x, fscale=1)
- assert_raises(ValueError, distfunc.fit, y, fscale=1)
- def test_fix_fit_2args_lognorm(self):
- # Regression test for #1551.
- with np.errstate(all='ignore'):
- x = stats.lognorm.rvs(0.25, 0., 20.0, size=20, random_state=self.rng)
- expected_shape = np.sqrt(((np.log(x) - np.log(20))**2).mean())
- assert_allclose(np.array(stats.lognorm.fit(x, floc=0, fscale=20)),
- [expected_shape, 0, 20], atol=1e-8)
- def test_fix_fit_norm(self):
- x = np.arange(1, 6)
- loc, scale = stats.norm.fit(x)
- assert_almost_equal(loc, 3)
- assert_almost_equal(scale, np.sqrt(2))
- loc, scale = stats.norm.fit(x, floc=2)
- assert_equal(loc, 2)
- assert_equal(scale, np.sqrt(3))
- loc, scale = stats.norm.fit(x, fscale=2)
- assert_almost_equal(loc, 3)
- assert_equal(scale, 2)
- def test_fix_fit_gamma(self):
- x = np.arange(1, 6)
- meanlog = np.log(x).mean()
- # A basic test of gamma.fit with floc=0.
- floc = 0
- a, loc, scale = stats.gamma.fit(x, floc=floc)
- s = np.log(x.mean()) - meanlog
- assert_almost_equal(np.log(a) - special.digamma(a), s, decimal=5)
- assert_equal(loc, floc)
- assert_almost_equal(scale, x.mean()/a, decimal=8)
- # Regression tests for gh-2514.
- # The problem was that if `floc=0` was given, any other fixed
- # parameters were ignored.
- f0 = 1
- floc = 0
- a, loc, scale = stats.gamma.fit(x, f0=f0, floc=floc)
- assert_equal(a, f0)
- assert_equal(loc, floc)
- assert_almost_equal(scale, x.mean()/a, decimal=8)
- f0 = 2
- floc = 0
- a, loc, scale = stats.gamma.fit(x, f0=f0, floc=floc)
- assert_equal(a, f0)
- assert_equal(loc, floc)
- assert_almost_equal(scale, x.mean()/a, decimal=8)
- # loc and scale fixed.
- floc = 0
- fscale = 2
- a, loc, scale = stats.gamma.fit(x, floc=floc, fscale=fscale)
- assert_equal(loc, floc)
- assert_equal(scale, fscale)
- c = meanlog - np.log(fscale)
- assert_almost_equal(special.digamma(a), c)
- def test_fix_fit_beta(self):
- # Test beta.fit when both floc and fscale are given.
- def mlefunc(a, b, x):
- # Zeros of this function are critical points of
- # the maximum likelihood function.
- n = len(x)
- s1 = np.log(x).sum()
- s2 = np.log(1-x).sum()
- psiab = special.psi(a + b)
- func = [s1 - n * (-psiab + special.psi(a)),
- s2 - n * (-psiab + special.psi(b))]
- return func
- # Basic test with floc and fscale given.
- x = np.array([0.125, 0.25, 0.5])
- a, b, loc, scale = stats.beta.fit(x, floc=0, fscale=1)
- assert_equal(loc, 0)
- assert_equal(scale, 1)
- assert_allclose(mlefunc(a, b, x), [0, 0], atol=1e-6)
- # Basic test with f0, floc and fscale given.
- # This is also a regression test for gh-2514.
- x = np.array([0.125, 0.25, 0.5])
- a, b, loc, scale = stats.beta.fit(x, f0=2, floc=0, fscale=1)
- assert_equal(a, 2)
- assert_equal(loc, 0)
- assert_equal(scale, 1)
- da, db = mlefunc(a, b, x)
- assert_allclose(db, 0, atol=1e-5)
- # Same floc and fscale values as above, but reverse the data
- # and fix b (f1).
- x2 = 1 - x
- a2, b2, loc2, scale2 = stats.beta.fit(x2, f1=2, floc=0, fscale=1)
- assert_equal(b2, 2)
- assert_equal(loc2, 0)
- assert_equal(scale2, 1)
- da, db = mlefunc(a2, b2, x2)
- assert_allclose(da, 0, atol=1e-5)
- # a2 of this test should equal b from above.
- assert_almost_equal(a2, b)
- # Check for detection of data out of bounds when floc and fscale
- # are given.
- assert_raises(ValueError, stats.beta.fit, x, floc=0.5, fscale=1)
- y = np.array([0, .5, 1])
- assert_raises(ValueError, stats.beta.fit, y, floc=0, fscale=1)
- assert_raises(ValueError, stats.beta.fit, y, floc=0, fscale=1, f0=2)
- assert_raises(ValueError, stats.beta.fit, y, floc=0, fscale=1, f1=2)
- # Check that attempting to fix all the parameters raises a ValueError.
- assert_raises(ValueError, stats.beta.fit, y, f0=0, f1=1,
- floc=2, fscale=3)
- def test_expon_fit(self):
- x = np.array([2, 2, 4, 4, 4, 4, 4, 8])
- loc, scale = stats.expon.fit(x)
- assert_equal(loc, 2) # x.min()
- assert_equal(scale, 2) # x.mean() - x.min()
- loc, scale = stats.expon.fit(x, fscale=3)
- assert_equal(loc, 2) # x.min()
- assert_equal(scale, 3) # fscale
- loc, scale = stats.expon.fit(x, floc=0)
- assert_equal(loc, 0) # floc
- assert_equal(scale, 4) # x.mean() - loc
- def test_lognorm_fit(self):
- x = np.array([1.5, 3, 10, 15, 23, 59])
- lnxm1 = np.log(x - 1)
- shape, loc, scale = stats.lognorm.fit(x, floc=1)
- assert_allclose(shape, lnxm1.std(), rtol=1e-12)
- assert_equal(loc, 1)
- assert_allclose(scale, np.exp(lnxm1.mean()), rtol=1e-12)
- shape, loc, scale = stats.lognorm.fit(x, floc=1, fscale=6)
- assert_allclose(shape, np.sqrt(((lnxm1 - np.log(6))**2).mean()),
- rtol=1e-12)
- assert_equal(loc, 1)
- assert_equal(scale, 6)
- shape, loc, scale = stats.lognorm.fit(x, floc=1, fix_s=0.75)
- assert_equal(shape, 0.75)
- assert_equal(loc, 1)
- assert_allclose(scale, np.exp(lnxm1.mean()), rtol=1e-12)
- def test_uniform_fit(self):
- x = np.array([1.0, 1.1, 1.2, 9.0])
- loc, scale = stats.uniform.fit(x)
- assert_equal(loc, x.min())
- assert_equal(scale, np.ptp(x))
- loc, scale = stats.uniform.fit(x, floc=0)
- assert_equal(loc, 0)
- assert_equal(scale, x.max())
- loc, scale = stats.uniform.fit(x, fscale=10)
- assert_equal(loc, 0)
- assert_equal(scale, 10)
- assert_raises(ValueError, stats.uniform.fit, x, floc=2.0)
- assert_raises(ValueError, stats.uniform.fit, x, fscale=5.0)
- @pytest.mark.xslow
- @pytest.mark.parametrize("method", ["MLE", "MM"])
- def test_fshapes(self, method):
- # take a beta distribution, with shapes='a, b', and make sure that
- # fa is equivalent to f0, and fb is equivalent to f1
- a, b = 3., 4.
- x = stats.beta.rvs(a, b, size=100, random_state=self.rng)
- res_1 = stats.beta.fit(x, f0=3., method=method)
- res_2 = stats.beta.fit(x, fa=3., method=method)
- assert_allclose(res_1, res_2, atol=1e-12, rtol=1e-12)
- res_2 = stats.beta.fit(x, fix_a=3., method=method)
- assert_allclose(res_1, res_2, atol=1e-12, rtol=1e-12)
- res_3 = stats.beta.fit(x, f1=4., method=method)
- res_4 = stats.beta.fit(x, fb=4., method=method)
- assert_allclose(res_3, res_4, atol=1e-12, rtol=1e-12)
- res_4 = stats.beta.fit(x, fix_b=4., method=method)
- assert_allclose(res_3, res_4, atol=1e-12, rtol=1e-12)
- # cannot specify both positional and named args at the same time
- assert_raises(ValueError, stats.beta.fit, x, fa=1, f0=2, method=method)
- # check that attempting to fix all parameters raises a ValueError
- assert_raises(ValueError, stats.beta.fit, x, fa=0, f1=1,
- floc=2, fscale=3, method=method)
- # check that specifying floc, fscale and fshapes works for
- # beta and gamma which override the generic fit method
- res_5 = stats.beta.fit(x, fa=3., floc=0, fscale=1, method=method)
- aa, bb, ll, ss = res_5
- assert_equal([aa, ll, ss], [3., 0, 1])
- # gamma distribution
- a = 3.
- data = stats.gamma.rvs(a, size=100, random_state=self.rng)
- aa, ll, ss = stats.gamma.fit(data, fa=a, method=method)
- assert_equal(aa, a)
- @pytest.mark.parametrize("method", ["MLE", "MM"])
- def test_extra_params(self, method):
- # unknown parameters should raise rather than be silently ignored
- dist = stats.exponnorm
- data = dist.rvs(K=2, size=100, random_state=self.rng)
- dct = dict(enikibeniki=-101)
- assert_raises(TypeError, dist.fit, data, **dct, method=method)
- class TestFrozen:
- # Test that a frozen distribution gives the same results as the original
- # object.
- #
- # Only tested for the normal distribution (with loc and scale specified)
- # and for the gamma distribution (with a shape parameter specified).
- def test_norm(self):
- dist = stats.norm
- frozen = stats.norm(loc=10.0, scale=3.0)
- result_f = frozen.pdf(20.0)
- result = dist.pdf(20.0, loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.cdf(20.0)
- result = dist.cdf(20.0, loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.ppf(0.25)
- result = dist.ppf(0.25, loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.isf(0.25)
- result = dist.isf(0.25, loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.sf(10.0)
- result = dist.sf(10.0, loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.median()
- result = dist.median(loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.mean()
- result = dist.mean(loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.var()
- result = dist.var(loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.std()
- result = dist.std(loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.entropy()
- result = dist.entropy(loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- result_f = frozen.moment(2)
- result = dist.moment(2, loc=10.0, scale=3.0)
- assert_equal(result_f, result)
- assert_equal(frozen.a, dist.a)
- assert_equal(frozen.b, dist.b)
- def test_gamma(self):
- a = 2.0
- dist = stats.gamma
- frozen = stats.gamma(a)
- result_f = frozen.pdf(20.0)
- result = dist.pdf(20.0, a)
- assert_equal(result_f, result)
- result_f = frozen.cdf(20.0)
- result = dist.cdf(20.0, a)
- assert_equal(result_f, result)
- result_f = frozen.ppf(0.25)
- result = dist.ppf(0.25, a)
- assert_equal(result_f, result)
- result_f = frozen.isf(0.25)
- result = dist.isf(0.25, a)
- assert_equal(result_f, result)
- result_f = frozen.sf(10.0)
- result = dist.sf(10.0, a)
- assert_equal(result_f, result)
- result_f = frozen.median()
- result = dist.median(a)
- assert_equal(result_f, result)
- result_f = frozen.mean()
- result = dist.mean(a)
- assert_equal(result_f, result)
- result_f = frozen.var()
- result = dist.var(a)
- assert_equal(result_f, result)
- result_f = frozen.std()
- result = dist.std(a)
- assert_equal(result_f, result)
- result_f = frozen.entropy()
- result = dist.entropy(a)
- assert_equal(result_f, result)
- result_f = frozen.moment(2)
- result = dist.moment(2, a)
- assert_equal(result_f, result)
- assert_equal(frozen.a, frozen.dist.a)
- assert_equal(frozen.b, frozen.dist.b)
- def test_regression_ticket_1293(self):
- # Create a frozen distribution.
- frozen = stats.lognorm(1)
- # Call one of its methods that does not take any keyword arguments.
- m1 = frozen.moment(2)
- # Now call a method that takes a keyword argument.
- frozen.stats(moments='mvsk')
- # Call moment(2) again.
- # After calling stats(), the following was raising an exception.
- # So this test passes if the following does not raise an exception.
- m2 = frozen.moment(2)
- # The following should also be true, of course. But it is not
- # the focus of this test.
- assert_equal(m1, m2)
- def test_ab(self):
- # test that the support of a frozen distribution
- # (i) remains frozen even if it changes for the original one
- # (ii) is actually correct if the shape parameters are such that
- # the values of [a, b] are not the default [0, inf]
- # take a genpareto as an example where the support
- # depends on the value of the shape parameter:
- # for c > 0: a, b = 0, inf
- # for c < 0: a, b = 0, -1/c
- c = -0.1
- rv = stats.genpareto(c=c)
- a, b = rv.dist._get_support(c)
- assert_equal([a, b], [0., 10.])
- c = 0.1
- stats.genpareto.pdf(0, c=c)
- assert_equal(rv.dist._get_support(c), [0, np.inf])
- c = -0.1
- rv = stats.genpareto(c=c)
- a, b = rv.dist._get_support(c)
- assert_equal([a, b], [0., 10.])
- c = 0.1
- stats.genpareto.pdf(0, c) # this should NOT change genpareto.b
- assert_equal((rv.dist.a, rv.dist.b), stats.genpareto._get_support(c))
- rv1 = stats.genpareto(c=0.1)
- assert_(rv1.dist is not rv.dist)
- # c >= 0: a, b = [0, inf]
- for c in [1., 0.]:
- c = np.asarray(c)
- rv = stats.genpareto(c=c)
- a, b = rv.a, rv.b
- assert_equal(a, 0.)
- assert_(np.isposinf(b))
- # c < 0: a=0, b=1/|c|
- c = np.asarray(-2.)
- a, b = stats.genpareto._get_support(c)
- assert_allclose([a, b], [0., 0.5])
- def test_rv_frozen_in_namespace(self):
- # Regression test for gh-3522
- assert_(hasattr(stats.distributions, 'rv_frozen'))
- def test_random_state(self):
- # only check that the random_state attribute exists,
- frozen = stats.norm()
- assert_(hasattr(frozen, 'random_state'))
- # ... that it can be set,
- frozen.random_state = 42
- assert_equal(frozen.random_state.get_state(),
- np.random.RandomState(42).get_state())
- # ... and that .rvs method accepts it as an argument
- rndm = np.random.RandomState(1234)
- frozen.rvs(size=8, random_state=rndm)
- def test_pickling(self):
- # test that a frozen instance pickles and unpickles
- # (this method is a clone of common_tests.check_pickling)
- beta = stats.beta(2.3098496451481823, 0.62687954300963677)
- poiss = stats.poisson(3.)
- sample = stats.rv_discrete(values=([0, 1, 2, 3],
- [0.1, 0.2, 0.3, 0.4]))
- for distfn in [beta, poiss, sample]:
- distfn.random_state = 1234
- distfn.rvs(size=8)
- s = pickle.dumps(distfn)
- r0 = distfn.rvs(size=8)
- unpickled = pickle.loads(s)
- r1 = unpickled.rvs(size=8)
- assert_equal(r0, r1)
- # also smoke test some methods
- medians = [distfn.ppf(0.5), unpickled.ppf(0.5)]
- assert_equal(medians[0], medians[1])
- assert_equal(distfn.cdf(medians[0]),
- unpickled.cdf(medians[1]))
- def test_expect(self):
- # smoke test the expect method of the frozen distribution
- # only take a gamma w/loc and scale and poisson with loc specified
- def func(x):
- return x
- gm = stats.gamma(a=2, loc=3, scale=4)
- with np.errstate(invalid="ignore", divide="ignore"):
- gm_val = gm.expect(func, lb=1, ub=2, conditional=True)
- gamma_val = stats.gamma.expect(func, args=(2,), loc=3, scale=4,
- lb=1, ub=2, conditional=True)
- assert_allclose(gm_val, gamma_val)
- p = stats.poisson(3, loc=4)
- p_val = p.expect(func)
- poisson_val = stats.poisson.expect(func, args=(3,), loc=4)
- assert_allclose(p_val, poisson_val)
- class TestExpect:
- # Test for expect method.
- #
- # Uses normal distribution and beta distribution for finite bounds, and
- # hypergeom for discrete distribution with finite support
- def test_norm(self):
- v = stats.norm.expect(lambda x: (x-5)*(x-5), loc=5, scale=2)
- assert_almost_equal(v, 4, decimal=14)
- m = stats.norm.expect(lambda x: (x), loc=5, scale=2)
- assert_almost_equal(m, 5, decimal=14)
- lb = stats.norm.ppf(0.05, loc=5, scale=2)
- ub = stats.norm.ppf(0.95, loc=5, scale=2)
- prob90 = stats.norm.expect(lambda x: 1, loc=5, scale=2, lb=lb, ub=ub)
- assert_almost_equal(prob90, 0.9, decimal=14)
- prob90c = stats.norm.expect(lambda x: 1, loc=5, scale=2, lb=lb, ub=ub,
- conditional=True)
- assert_almost_equal(prob90c, 1., decimal=14)
- def test_beta(self):
- # case with finite support interval
- v = stats.beta.expect(lambda x: (x-19/3.)*(x-19/3.), args=(10, 5),
- loc=5, scale=2)
- assert_almost_equal(v, 1./18., decimal=13)
- m = stats.beta.expect(lambda x: x, args=(10, 5), loc=5., scale=2.)
- assert_almost_equal(m, 19/3., decimal=13)
- ub = stats.beta.ppf(0.95, 10, 10, loc=5, scale=2)
- lb = stats.beta.ppf(0.05, 10, 10, loc=5, scale=2)
- prob90 = stats.beta.expect(lambda x: 1., args=(10, 10), loc=5.,
- scale=2., lb=lb, ub=ub, conditional=False)
- assert_almost_equal(prob90, 0.9, decimal=13)
- prob90c = stats.beta.expect(lambda x: 1, args=(10, 10), loc=5,
- scale=2, lb=lb, ub=ub, conditional=True)
- assert_almost_equal(prob90c, 1., decimal=13)
- def test_hypergeom(self):
- # test case with finite bounds
- # without specifying bounds
- m_true, v_true = stats.hypergeom.stats(20, 10, 8, loc=5.)
- m = stats.hypergeom.expect(lambda x: x, args=(20, 10, 8), loc=5.)
- assert_almost_equal(m, m_true, decimal=13)
- v = stats.hypergeom.expect(lambda x: (x-9.)**2, args=(20, 10, 8),
- loc=5.)
- assert_almost_equal(v, v_true, decimal=14)
- # with bounds, bounds equal to shifted support
- v_bounds = stats.hypergeom.expect(lambda x: (x-9.)**2,
- args=(20, 10, 8),
- loc=5., lb=5, ub=13)
- assert_almost_equal(v_bounds, v_true, decimal=14)
- # drop boundary points
- prob_true = 1-stats.hypergeom.pmf([5, 13], 20, 10, 8, loc=5).sum()
- prob_bounds = stats.hypergeom.expect(lambda x: 1, args=(20, 10, 8),
- loc=5., lb=6, ub=12)
- assert_almost_equal(prob_bounds, prob_true, decimal=13)
- # conditional
- prob_bc = stats.hypergeom.expect(lambda x: 1, args=(20, 10, 8), loc=5.,
- lb=6, ub=12, conditional=True)
- assert_almost_equal(prob_bc, 1, decimal=14)
- # check simple integral
- prob_b = stats.hypergeom.expect(lambda x: 1, args=(20, 10, 8),
- lb=0, ub=8)
- assert_almost_equal(prob_b, 1, decimal=13)
- def test_poisson(self):
- # poisson, use lower bound only
- prob_bounds = stats.poisson.expect(lambda x: 1, args=(2,), lb=3,
- conditional=False)
- prob_b_true = 1-stats.poisson.cdf(2, 2)
- assert_almost_equal(prob_bounds, prob_b_true, decimal=14)
- prob_lb = stats.poisson.expect(lambda x: 1, args=(2,), lb=2,
- conditional=True)
- assert_almost_equal(prob_lb, 1, decimal=14)
- def test_genhalflogistic(self):
- # genhalflogistic, changes upper bound of support in _argcheck
- # regression test for gh-2622
- halflog = stats.genhalflogistic
- # check consistency when calling expect twice with the same input
- res1 = halflog.expect(args=(1.5,))
- halflog.expect(args=(0.5,))
- res2 = halflog.expect(args=(1.5,))
- assert_almost_equal(res1, res2, decimal=14)
- def test_rice_overflow(self):
- # rice.pdf(999, 0.74) was inf since special.i0 silently overflows
- # check that using i0e fixes it
- assert_(np.isfinite(stats.rice.pdf(999, 0.74)))
- assert_(np.isfinite(stats.rice.expect(lambda x: 1, args=(0.74,))))
- assert_(np.isfinite(stats.rice.expect(lambda x: 2, args=(0.74,))))
- assert_(np.isfinite(stats.rice.expect(lambda x: 3, args=(0.74,))))
- def test_logser(self):
- # test a discrete distribution with infinite support and loc
- p, loc = 0.3, 3
- res_0 = stats.logser.expect(lambda k: k, args=(p,))
- # check against the correct answer (sum of a geom series)
- assert_allclose(res_0,
- p / (p - 1.) / np.log(1. - p), atol=1e-15)
- # now check it with `loc`
- res_l = stats.logser.expect(lambda k: k, args=(p,), loc=loc)
- assert_allclose(res_l, res_0 + loc, atol=1e-15)
- def test_skellam(self):
- # Use a discrete distribution w/ bi-infinite support. Compute two first
- # moments and compare to known values (cf skellam.stats)
- p1, p2 = 18, 22
- m1 = stats.skellam.expect(lambda x: x, args=(p1, p2))
- m2 = stats.skellam.expect(lambda x: x**2, args=(p1, p2))
- assert_allclose(m1, p1 - p2, atol=1e-12)
- assert_allclose(m2 - m1**2, p1 + p2, atol=1e-12)
- def test_randint(self):
- # Use a discrete distribution w/ parameter-dependent support, which
- # is larger than the default chunksize
- lo, hi = 0, 113
- res = stats.randint.expect(lambda x: x, (lo, hi))
- assert_allclose(res,
- sum(_ for _ in range(lo, hi)) / (hi - lo), atol=1e-15)
- def test_zipf(self):
- # Test that there is no infinite loop even if the sum diverges
- with pytest.warns(RuntimeWarning):
- stats.zipf.expect(lambda x: x**2, (2,))
- def test_discrete_kwds(self):
- # check that discrete expect accepts keywords to control the summation
- n0 = stats.poisson.expect(lambda x: 1, args=(2,))
- n1 = stats.poisson.expect(lambda x: 1, args=(2,),
- maxcount=1001, chunksize=32, tolerance=1e-8)
- assert_almost_equal(n0, n1, decimal=14)
- def test_moment(self):
- # test the .moment() method: compute a higher moment and compare to
- # a known value
- def poiss_moment5(mu):
- return mu**5 + 10*mu**4 + 25*mu**3 + 15*mu**2 + mu
- for mu in [5, 7]:
- m5 = stats.poisson.moment(5, mu)
- assert_allclose(m5, poiss_moment5(mu), rtol=1e-10)
- def test_challenging_cases_gh8928(self):
- # Several cases where `expect` failed to produce a correct result were
- # reported in gh-8928. Check that these cases have been resolved.
- assert_allclose(stats.norm.expect(loc=36, scale=1.0), 36)
- assert_allclose(stats.norm.expect(loc=40, scale=1.0), 40)
- assert_allclose(stats.norm.expect(loc=10, scale=0.1), 10)
- assert_allclose(stats.gamma.expect(args=(148,)), 148)
- assert_allclose(stats.logistic.expect(loc=85), 85)
- def test_lb_ub_gh15855(self):
- # Make sure changes to `expect` made in gh15855 treat lb/ub correctly
- dist = stats.uniform
- ref = dist.mean(loc=10, scale=5) # 12.5
- # moment over whole distribution
- assert_allclose(dist.expect(loc=10, scale=5), ref)
- # moment over whole distribution, lb and ub outside of support
- assert_allclose(dist.expect(loc=10, scale=5, lb=9, ub=16), ref)
- # moment over 60% of distribution, [lb, ub] centered within support
- assert_allclose(dist.expect(loc=10, scale=5, lb=11, ub=14), ref*0.6)
- # moment over truncated distribution, essentially
- assert_allclose(dist.expect(loc=10, scale=5, lb=11, ub=14,
- conditional=True), ref)
- # moment over 40% of distribution, [lb, ub] not centered within support
- assert_allclose(dist.expect(loc=10, scale=5, lb=11, ub=13), 12*0.4)
- # moment with lb > ub
- assert_allclose(dist.expect(loc=10, scale=5, lb=13, ub=11), -12*0.4)
- # moment with lb > ub, conditional
- assert_allclose(dist.expect(loc=10, scale=5, lb=13, ub=11,
- conditional=True), 12)
- class TestNct:
- def test_nc_parameter(self):
- # Parameter values c<=0 were not enabled (gh-2402).
- # For negative values c and for c=0 results of rv.cdf(0) below were nan
- rv = stats.nct(5, 0)
- assert_equal(rv.cdf(0), 0.5)
- rv = stats.nct(5, -1)
- assert_almost_equal(rv.cdf(0), 0.841344746069, decimal=10)
- def test_broadcasting(self):
- res = stats.nct.pdf(5, np.arange(4, 7)[:, None],
- np.linspace(0.1, 1, 4))
- expected = array([[0.00321886, 0.00557466, 0.00918418, 0.01442997],
- [0.00217142, 0.00395366, 0.00683888, 0.01126276],
- [0.00153078, 0.00291093, 0.00525206, 0.00900815]])
- assert_allclose(res, expected, rtol=1e-5)
- def test_variance_gh_issue_2401(self):
- # Computation of the variance of a non-central t-distribution resulted
- # in a TypeError: ufunc 'isinf' not supported for the input types,
- # and the inputs could not be safely coerced to any supported types
- # according to the casting rule 'safe'
- rv = stats.nct(4, 0)
- assert_equal(rv.var(), 2.0)
- def test_nct_inf_moments(self):
- # n-th moment of nct only exists for df > n
- m, v, s, k = stats.nct.stats(df=0.9, nc=0.3, moments='mvsk')
- assert_equal([m, v, s, k], [np.nan, np.nan, np.nan, np.nan])
- m, v, s, k = stats.nct.stats(df=1.9, nc=0.3, moments='mvsk')
- assert_(np.isfinite(m))
- assert_equal([v, s, k], [np.nan, np.nan, np.nan])
- m, v, s, k = stats.nct.stats(df=3.1, nc=0.3, moments='mvsk')
- assert_(np.isfinite([m, v, s]).all())
- assert_equal(k, np.nan)
- def test_nct_stats_large_df_values(self):
- # previously gamma function was used which lost precision at df=345
- # cf. https://github.com/scipy/scipy/issues/12919 for details
- nct_mean_df_1000 = stats.nct.mean(1000, 2)
- nct_stats_df_1000 = stats.nct.stats(1000, 2)
- # These expected values were computed with mpmath. They were also
- # verified with the Wolfram Alpha expressions:
- # Mean[NoncentralStudentTDistribution[1000, 2]]
- # Var[NoncentralStudentTDistribution[1000, 2]]
- expected_stats_df_1000 = [2.0015015641422464, 1.0040115288163005]
- assert_allclose(nct_mean_df_1000, expected_stats_df_1000[0],
- rtol=1e-10)
- assert_allclose(nct_stats_df_1000, expected_stats_df_1000,
- rtol=1e-10)
- # and a bigger df value
- nct_mean = stats.nct.mean(100000, 2)
- nct_stats = stats.nct.stats(100000, 2)
- # These expected values were computed with mpmath.
- expected_stats = [2.0000150001562518, 1.0000400011500288]
- assert_allclose(nct_mean, expected_stats[0], rtol=1e-10)
- assert_allclose(nct_stats, expected_stats, rtol=1e-9)
- def test_cdf_large_nc(self):
- # gh-17916 reported a crash with large `nc` values
- assert_allclose(stats.nct.cdf(2, 2, float(2**16)), 0)
- # PDF reference values were computed with mpmath
- # with 100 digits of precision
- # def nct_pdf(x, df, nc):
- # x = mp.mpf(x)
- # n = mp.mpf(df)
- # nc = mp.mpf(nc)
- # x2 = x*x
- # ncx2 = nc*nc*x2
- # fac1 = n + x2
- # trm1 = (n/2.*mp.log(n) + mp.loggamma(n + mp.one)
- # - (n * mp.log(2.) + nc*nc/2 + (n/2)*mp.log(fac1)
- # + mp.loggamma(n/2)))
- # Px = mp.exp(trm1)
- # valF = ncx2 / (2*fac1)
- # trm1 = (mp.sqrt(2)*nc*x*mp.hyp1f1(n/2+1, 1.5, valF)
- # / (fac1*mp.gamma((n+1)/2)))
- # trm2 = (mp.hyp1f1((n+1)/2, 0.5, valF)
- # / (mp.sqrt(fac1)*mp.gamma(n/2 + mp.one)))
- # Px *= trm1+trm2
- # return float(Px)
- @pytest.mark.parametrize("x, df, nc, expected", [
- (10000, 10, 16, 3.394646922945872e-30),
- (-10, 8, 16, 4.282769500264159e-70)
- ])
- def test_pdf_large_nc(self, x, df, nc, expected):
- # gh-#20693 reported zero values for large `nc` values
- assert_allclose(stats.nct.pdf(x, df, nc), expected, rtol=1e-12)
- class TestRecipInvGauss:
- def test_pdf_endpoint(self):
- p = stats.recipinvgauss.pdf(0, 0.6)
- assert p == 0.0
- def test_logpdf_endpoint(self):
- logp = stats.recipinvgauss.logpdf(0, 0.6)
- assert logp == -np.inf
- def test_cdf_small_x(self):
- # The expected value was computer with mpmath:
- #
- # import mpmath
- #
- # mpmath.mp.dps = 100
- #
- # def recipinvgauss_cdf_mp(x, mu):
- # x = mpmath.mpf(x)
- # mu = mpmath.mpf(mu)
- # trm1 = 1/mu - x
- # trm2 = 1/mu + x
- # isqx = 1/mpmath.sqrt(x)
- # return (mpmath.ncdf(-isqx*trm1)
- # - mpmath.exp(2/mu)*mpmath.ncdf(-isqx*trm2))
- #
- p = stats.recipinvgauss.cdf(0.05, 0.5)
- expected = 6.590396159501331e-20
- assert_allclose(p, expected, rtol=1e-14)
- def test_sf_large_x(self):
- # The expected value was computed with mpmath; see test_cdf_small.
- p = stats.recipinvgauss.sf(80, 0.5)
- expected = 2.699819200556787e-18
- assert_allclose(p, expected, 5e-15)
- class TestRice:
- def setup_method(self):
- self.rng = np.random.default_rng(666822542)
- def test_rice_zero_b(self):
- # rice distribution should work with b=0, cf gh-2164
- x = [0.2, 1., 5.]
- assert_(np.isfinite(stats.rice.pdf(x, b=0.)).all())
- assert_(np.isfinite(stats.rice.logpdf(x, b=0.)).all())
- assert_(np.isfinite(stats.rice.cdf(x, b=0.)).all())
- assert_(np.isfinite(stats.rice.logcdf(x, b=0.)).all())
- q = [0.1, 0.1, 0.5, 0.9]
- assert_(np.isfinite(stats.rice.ppf(q, b=0.)).all())
- mvsk = stats.rice.stats(0, moments='mvsk')
- assert_(np.isfinite(mvsk).all())
- # furthermore, pdf is continuous as b\to 0
- # rice.pdf(x, b\to 0) = x exp(-x^2/2) + O(b^2)
- # see e.g. Abramovich & Stegun 9.6.7 & 9.6.10
- b = 1e-8
- assert_allclose(stats.rice.pdf(x, 0), stats.rice.pdf(x, b),
- atol=b, rtol=0)
- def test_rice_rvs(self):
- rvs = stats.rice.rvs
- assert_equal(rvs(b=3., random_state=self.rng).size, 1)
- assert_equal(rvs(b=3., size=(3, 5), random_state=self.rng).shape, (3, 5))
- def test_rice_gh9836(self):
- # test that gh-9836 is resolved; previously jumped to 1 at the end
- cdf = stats.rice.cdf(np.arange(10, 160, 10), np.arange(10, 160, 10))
- # Generated in R
- # library(VGAM)
- # options(digits=16)
- # x = seq(10, 150, 10)
- # print(price(x, sigma=1, vee=x))
- cdf_exp = [0.4800278103504522, 0.4900233218590353, 0.4933500379379548,
- 0.4950128317658719, 0.4960103776798502, 0.4966753655438764,
- 0.4971503395812474, 0.4975065620443196, 0.4977836197921638,
- 0.4980052636649550, 0.4981866072661382, 0.4983377260666599,
- 0.4984655952615694, 0.4985751970541413, 0.4986701850071265]
- assert_allclose(cdf, cdf_exp)
- probabilities = np.arange(0.1, 1, 0.1)
- ppf = stats.rice.ppf(probabilities, 500/4, scale=4)
- # Generated in R
- # library(VGAM)
- # options(digits=16)
- # p = seq(0.1, .9, by = .1)
- # print(qrice(p, vee = 500, sigma = 4))
- ppf_exp = [494.8898762347361, 496.6495690858350, 497.9184315188069,
- 499.0026277378915, 500.0159999146250, 501.0293721352668,
- 502.1135684981884, 503.3824312270405, 505.1421247157822]
- assert_allclose(ppf, ppf_exp)
- ppf = scipy.stats.rice.ppf(0.5, np.arange(10, 150, 10))
- # Generated in R
- # library(VGAM)
- # options(digits=16)
- # b <- seq(10, 140, 10)
- # print(qrice(0.5, vee = b, sigma = 1))
- ppf_exp = [10.04995862522287, 20.02499480078302, 30.01666512465732,
- 40.01249934924363, 50.00999966676032, 60.00833314046875,
- 70.00714273568241, 80.00624991862573, 90.00555549840364,
- 100.00499995833597, 110.00454542324384, 120.00416664255323,
- 130.00384613488120, 140.00357141338748]
- assert_allclose(ppf, ppf_exp)
- class TestErlang:
- def setup_method(self):
- self.rng = np.random.default_rng(2792245532)
- def test_erlang_runtimewarning(self):
- # erlang should generate a RuntimeWarning if a non-integer
- # shape parameter is used.
- with warnings.catch_warnings():
- warnings.simplefilter("error", RuntimeWarning)
- # The non-integer shape parameter 1.3 should trigger a
- # RuntimeWarning
- assert_raises(RuntimeWarning, stats.erlang.rvs, 1.3, loc=0,
- scale=1, size=4, random_state=self.rng)
- # Calling the fit method with `f0` set to an integer should
- # *not* trigger a RuntimeWarning. It should return the same
- # values as gamma.fit(...).
- data = [0.5, 1.0, 2.0, 4.0]
- result_erlang = stats.erlang.fit(data, f0=1)
- result_gamma = stats.gamma.fit(data, f0=1)
- assert_allclose(result_erlang, result_gamma, rtol=1e-3)
- def test_gh_pr_10949_argcheck(self):
- assert_equal(stats.erlang.pdf(0.5, a=[1, -1]),
- stats.gamma.pdf(0.5, a=[1, -1]))
- class TestRayleigh:
- def setup_method(self):
- self.rng = np.random.default_rng(7186715712)
- # gh-6227
- def test_logpdf(self):
- y = stats.rayleigh.logpdf(50)
- assert_allclose(y, -1246.0879769945718)
- def test_logsf(self):
- y = stats.rayleigh.logsf(50)
- assert_allclose(y, -1250)
- @pytest.mark.parametrize("rvs_loc,rvs_scale", [(0.85373171, 0.86932204),
- (0.20558821, 0.61621008)])
- def test_fit(self, rvs_loc, rvs_scale):
- data = stats.rayleigh.rvs(size=250, loc=rvs_loc,
- scale=rvs_scale, random_state=self.rng)
- def scale_mle(data, floc):
- return (np.sum((data - floc) ** 2) / (2 * len(data))) ** .5
- # when `floc` is provided, `scale` is found with an analytical formula
- scale_expect = scale_mle(data, rvs_loc)
- loc, scale = stats.rayleigh.fit(data, floc=rvs_loc)
- assert_equal(loc, rvs_loc)
- assert_equal(scale, scale_expect)
- # when `fscale` is fixed, superclass fit is used to determine `loc`.
- loc, scale = stats.rayleigh.fit(data, fscale=.6)
- assert_equal(scale, .6)
- # with both parameters free, one dimensional optimization is done
- # over a new function that takes into account the dependent relation
- # of `scale` to `loc`.
- loc, scale = stats.rayleigh.fit(data)
- # test that `scale` is defined by its relation to `loc`
- assert_equal(scale, scale_mle(data, loc))
- @pytest.mark.parametrize("rvs_loc,rvs_scale", [[0.74, 0.01],
- [0.08464463, 0.12069025]])
- def test_fit_comparison_super_method(self, rvs_loc, rvs_scale):
- # test that the objective function result of the analytical MLEs is
- # less than or equal to that of the numerically optimized estimate
- data = stats.rayleigh.rvs(size=250, loc=rvs_loc,
- scale=rvs_scale, random_state=self.rng)
- _assert_less_or_close_loglike(stats.rayleigh, data)
- def test_fit_warnings(self):
- assert_fit_warnings(stats.rayleigh)
- def test_fit_gh17088(self):
- # `rayleigh.fit` could return a location that was inconsistent with
- # the data. See gh-17088.
- rng = np.random.default_rng(456)
- loc, scale, size = 50, 600, 500
- rvs = stats.rayleigh.rvs(loc, scale, size=size, random_state=rng)
- loc_fit, _ = stats.rayleigh.fit(rvs)
- assert loc_fit < np.min(rvs)
- loc_fit, scale_fit = stats.rayleigh.fit(rvs, fscale=scale)
- assert loc_fit < np.min(rvs)
- assert scale_fit == scale
- class TestExponWeib:
- def test_pdf_logpdf(self):
- # Regression test for gh-3508.
- x = 0.1
- a = 1.0
- c = 100.0
- p = stats.exponweib.pdf(x, a, c)
- logp = stats.exponweib.logpdf(x, a, c)
- # Expected values were computed with mpmath.
- assert_allclose([p, logp],
- [1.0000000000000054e-97, -223.35075402042244])
- def test_a_is_1(self):
- # For issue gh-3508.
- # Check that when a=1, the pdf and logpdf methods of exponweib are the
- # same as those of weibull_min.
- x = np.logspace(-4, -1, 4)
- a = 1
- c = 100
- p = stats.exponweib.pdf(x, a, c)
- expected = stats.weibull_min.pdf(x, c)
- assert_allclose(p, expected)
- logp = stats.exponweib.logpdf(x, a, c)
- expected = stats.weibull_min.logpdf(x, c)
- assert_allclose(logp, expected)
- def test_a_is_1_c_is_1(self):
- # When a = 1 and c = 1, the distribution is exponential.
- x = np.logspace(-8, 1, 10)
- a = 1
- c = 1
- p = stats.exponweib.pdf(x, a, c)
- expected = stats.expon.pdf(x)
- assert_allclose(p, expected)
- logp = stats.exponweib.logpdf(x, a, c)
- expected = stats.expon.logpdf(x)
- assert_allclose(logp, expected)
- # Reference values were computed with mpmath, e.g:
- #
- # from mpmath import mp
- #
- # def mp_sf(x, a, c):
- # x = mp.mpf(x)
- # a = mp.mpf(a)
- # c = mp.mpf(c)
- # return -mp.powm1(-mp.expm1(-x**c)), a)
- #
- # mp.dps = 100
- # print(float(mp_sf(1, 2.5, 0.75)))
- #
- # prints
- #
- # 0.6823127476985246
- #
- @pytest.mark.parametrize(
- 'x, a, c, ref',
- [(1, 2.5, 0.75, 0.6823127476985246),
- (50, 2.5, 0.75, 1.7056666054719663e-08),
- (125, 2.5, 0.75, 1.4534393150714602e-16),
- (250, 2.5, 0.75, 1.2391389689773512e-27),
- (250, 0.03125, 0.75, 1.548923711221689e-29),
- (3, 0.03125, 3.0, 5.873527551689983e-14),
- (2e80, 10.0, 0.02, 2.9449084156902135e-17)]
- )
- def test_sf(self, x, a, c, ref):
- sf = stats.exponweib.sf(x, a, c)
- assert_allclose(sf, ref, rtol=1e-14)
- # Reference values were computed with mpmath, e.g.
- #
- # from mpmath import mp
- #
- # def mp_isf(p, a, c):
- # p = mp.mpf(p)
- # a = mp.mpf(a)
- # c = mp.mpf(c)
- # return (-mp.log(-mp.expm1(mp.log1p(-p)/a)))**(1/c)
- #
- # mp.dps = 100
- # print(float(mp_isf(0.25, 2.5, 0.75)))
- #
- # prints
- #
- # 2.8946008178158924
- #
- @pytest.mark.parametrize(
- 'p, a, c, ref',
- [(0.25, 2.5, 0.75, 2.8946008178158924),
- (3e-16, 2.5, 0.75, 121.77966713102938),
- (1e-12, 1, 2, 5.256521769756932),
- (2e-13, 0.03125, 3, 2.953915059484589),
- (5e-14, 10.0, 0.02, 7.57094886384687e+75)]
- )
- def test_isf(self, p, a, c, ref):
- isf = stats.exponweib.isf(p, a, c)
- assert_allclose(isf, ref, rtol=5e-14)
- # Reference values computed with mpmath.
- @pytest.mark.parametrize('x, a, c, ref',
- [(2, 3, 8, -1.9848783170128456e-111),
- (1000, 0.5, 0.75, -2.946296827524972e-78)])
- def test_logcdf(self, x, a, c, ref):
- logcdf = stats.exponweib.logcdf(x, a, c)
- assert_allclose(logcdf, ref, rtol=5e-15)
- # Reference values computed with mpmath.
- @pytest.mark.parametrize('x, a, c, ref',
- [(1e-65, 1.5, 1.25, -1.333521432163324e-122),
- (2e-10, 2, 10, -1.0485760000000007e-194)])
- def test_logsf(self, x, a, c, ref):
- logsf = stats.exponweib.logsf(x, a, c)
- assert_allclose(logsf, ref, rtol=5e-15)
- class TestFatigueLife:
- def test_sf_tail(self):
- # Expected value computed with mpmath:
- # import mpmath
- # mpmath.mp.dps = 80
- # x = mpmath.mpf(800.0)
- # c = mpmath.mpf(2.5)
- # s = float(1 - mpmath.ncdf(1/c * (mpmath.sqrt(x)
- # - 1/mpmath.sqrt(x))))
- # print(s)
- # Output:
- # 6.593376447038406e-30
- s = stats.fatiguelife.sf(800.0, 2.5)
- assert_allclose(s, 6.593376447038406e-30, rtol=1e-13)
- def test_isf_tail(self):
- # See test_sf_tail for the mpmath code.
- p = 6.593376447038406e-30
- q = stats.fatiguelife.isf(p, 2.5)
- assert_allclose(q, 800.0, rtol=1e-13)
- class TestWeibull:
- def test_logpdf(self):
- # gh-6217
- y = stats.weibull_min.logpdf(0, 1)
- assert_equal(y, 0)
- def test_with_maxima_distrib(self):
- # Tests for weibull_min and weibull_max.
- # The expected values were computed using the symbolic algebra
- # program 'maxima' with the package 'distrib', which has
- # 'pdf_weibull' and 'cdf_weibull'. The mapping between the
- # scipy and maxima functions is as follows:
- # -----------------------------------------------------------------
- # scipy maxima
- # --------------------------------- ------------------------------
- # weibull_min.pdf(x, a, scale=b) pdf_weibull(x, a, b)
- # weibull_min.logpdf(x, a, scale=b) log(pdf_weibull(x, a, b))
- # weibull_min.cdf(x, a, scale=b) cdf_weibull(x, a, b)
- # weibull_min.logcdf(x, a, scale=b) log(cdf_weibull(x, a, b))
- # weibull_min.sf(x, a, scale=b) 1 - cdf_weibull(x, a, b)
- # weibull_min.logsf(x, a, scale=b) log(1 - cdf_weibull(x, a, b))
- #
- # weibull_max.pdf(x, a, scale=b) pdf_weibull(-x, a, b)
- # weibull_max.logpdf(x, a, scale=b) log(pdf_weibull(-x, a, b))
- # weibull_max.cdf(x, a, scale=b) 1 - cdf_weibull(-x, a, b)
- # weibull_max.logcdf(x, a, scale=b) log(1 - cdf_weibull(-x, a, b))
- # weibull_max.sf(x, a, scale=b) cdf_weibull(-x, a, b)
- # weibull_max.logsf(x, a, scale=b) log(cdf_weibull(-x, a, b))
- # -----------------------------------------------------------------
- x = 1.5
- a = 2.0
- b = 3.0
- # weibull_min
- p = stats.weibull_min.pdf(x, a, scale=b)
- assert_allclose(p, np.exp(-0.25)/3)
- lp = stats.weibull_min.logpdf(x, a, scale=b)
- assert_allclose(lp, -0.25 - np.log(3))
- c = stats.weibull_min.cdf(x, a, scale=b)
- assert_allclose(c, -special.expm1(-0.25))
- lc = stats.weibull_min.logcdf(x, a, scale=b)
- assert_allclose(lc, np.log(-special.expm1(-0.25)))
- s = stats.weibull_min.sf(x, a, scale=b)
- assert_allclose(s, np.exp(-0.25))
- ls = stats.weibull_min.logsf(x, a, scale=b)
- assert_allclose(ls, -0.25)
- # Also test using a large value x, for which computing the survival
- # function using the CDF would result in 0.
- s = stats.weibull_min.sf(30, 2, scale=3)
- assert_allclose(s, np.exp(-100))
- ls = stats.weibull_min.logsf(30, 2, scale=3)
- assert_allclose(ls, -100)
- # weibull_max
- x = -1.5
- p = stats.weibull_max.pdf(x, a, scale=b)
- assert_allclose(p, np.exp(-0.25)/3)
- lp = stats.weibull_max.logpdf(x, a, scale=b)
- assert_allclose(lp, -0.25 - np.log(3))
- c = stats.weibull_max.cdf(x, a, scale=b)
- assert_allclose(c, np.exp(-0.25))
- lc = stats.weibull_max.logcdf(x, a, scale=b)
- assert_allclose(lc, -0.25)
- s = stats.weibull_max.sf(x, a, scale=b)
- assert_allclose(s, -special.expm1(-0.25))
- ls = stats.weibull_max.logsf(x, a, scale=b)
- assert_allclose(ls, np.log(-special.expm1(-0.25)))
- # Also test using a value of x close to 0, for which computing the
- # survival function using the CDF would result in 0.
- s = stats.weibull_max.sf(-1e-9, 2, scale=3)
- assert_allclose(s, -special.expm1(-1/9000000000000000000))
- ls = stats.weibull_max.logsf(-1e-9, 2, scale=3)
- assert_allclose(ls, np.log(-special.expm1(-1/9000000000000000000)))
- @pytest.mark.parametrize('scale', [1.0, 0.1])
- def test_delta_cdf(self, scale):
- # Expected value computed with mpmath:
- #
- # def weibull_min_sf(x, k, scale):
- # x = mpmath.mpf(x)
- # k = mpmath.mpf(k)
- # scale =mpmath.mpf(scale)
- # return mpmath.exp(-(x/scale)**k)
- #
- # >>> import mpmath
- # >>> mpmath.mp.dps = 60
- # >>> sf1 = weibull_min_sf(7.5, 3, 1)
- # >>> sf2 = weibull_min_sf(8.0, 3, 1)
- # >>> float(sf1 - sf2)
- # 6.053624060118734e-184
- #
- delta = stats.weibull_min._delta_cdf(scale*7.5, scale*8, 3,
- scale=scale)
- assert_allclose(delta, 6.053624060118734e-184)
- def test_fit_min(self):
- rng = np.random.default_rng(5985959307161735394)
- c, loc, scale = 2, 3.5, 0.5 # arbitrary, valid parameters
- dist = stats.weibull_min(c, loc, scale)
- rvs = dist.rvs(size=100, random_state=rng)
- # test that MLE still honors guesses and fixed parameters
- c2, loc2, scale2 = stats.weibull_min.fit(rvs, 1.5, floc=3)
- c3, loc3, scale3 = stats.weibull_min.fit(rvs, 1.6, floc=3)
- assert loc2 == loc3 == 3 # fixed parameter is respected
- assert c2 != c3 # different guess -> (slightly) different outcome
- # quality of fit is tested elsewhere
- # test that MoM honors fixed parameters, accepts (but ignores) guesses
- c4, loc4, scale4 = stats.weibull_min.fit(rvs, 3, fscale=3, method='mm')
- assert scale4 == 3
- # because scale was fixed, only the mean and skewness will be matched
- dist4 = stats.weibull_min(c4, loc4, scale4)
- res = dist4.stats(moments='ms')
- ref = np.mean(rvs), stats.skew(rvs)
- assert_allclose(res, ref)
- # reference values were computed via mpmath
- # from mpmath import mp
- # def weibull_sf_mpmath(x, c):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # return float(mp.exp(-x**c))
- @pytest.mark.parametrize('x, c, ref', [(50, 1, 1.9287498479639178e-22),
- (1000, 0.8,
- 8.131269637872743e-110)])
- def test_sf_isf(self, x, c, ref):
- assert_allclose(stats.weibull_min.sf(x, c), ref, rtol=5e-14)
- assert_allclose(stats.weibull_min.isf(ref, c), x, rtol=5e-14)
- class TestDweibull:
- def test_entropy(self):
- # Test that dweibull entropy follows that of weibull_min.
- # (Generic tests check that the dweibull entropy is consistent
- # with its PDF. As for accuracy, dweibull entropy should be just
- # as accurate as weibull_min entropy. Checks of accuracy against
- # a reference need only be applied to the fundamental distribution -
- # weibull_min.)
- rng = np.random.default_rng(8486259129157041777)
- c = 10**rng.normal(scale=100, size=10)
- res = stats.dweibull.entropy(c)
- ref = stats.weibull_min.entropy(c) - np.log(0.5)
- assert_allclose(res, ref, rtol=1e-15)
- def test_sf(self):
- # test that for positive values the dweibull survival function is half
- # the weibull_min survival function
- rng = np.random.default_rng(8486259129157041777)
- c = 10**rng.normal(scale=1, size=10)
- x = 10 * rng.uniform()
- res = stats.dweibull.sf(x, c)
- ref = 0.5 * stats.weibull_min.sf(x, c)
- assert_allclose(res, ref, rtol=1e-15)
- class TestTruncWeibull:
- def test_pdf_bounds(self):
- # test bounds
- y = stats.truncweibull_min.pdf([0.1, 2.0], 2.0, 0.11, 1.99)
- assert_equal(y, [0.0, 0.0])
- def test_logpdf(self):
- y = stats.truncweibull_min.logpdf(2.0, 1.0, 2.0, np.inf)
- assert_equal(y, 0.0)
- # hand calculation
- y = stats.truncweibull_min.logpdf(2.0, 1.0, 2.0, 4.0)
- assert_allclose(y, 0.14541345786885884)
- def test_ppf_bounds(self):
- # test bounds
- y = stats.truncweibull_min.ppf([0.0, 1.0], 2.0, 0.1, 2.0)
- assert_equal(y, [0.1, 2.0])
- def test_cdf_to_ppf(self):
- q = [0., 0.1, .25, 0.50, 0.75, 0.90, 1.]
- x = stats.truncweibull_min.ppf(q, 2., 0., 3.)
- q_out = stats.truncweibull_min.cdf(x, 2., 0., 3.)
- assert_allclose(q, q_out)
- def test_sf_to_isf(self):
- q = [0., 0.1, .25, 0.50, 0.75, 0.90, 1.]
- x = stats.truncweibull_min.isf(q, 2., 0., 3.)
- q_out = stats.truncweibull_min.sf(x, 2., 0., 3.)
- assert_allclose(q, q_out)
- def test_munp(self):
- c = 2.
- a = 1.
- b = 3.
- def xnpdf(x, n):
- return x**n*stats.truncweibull_min.pdf(x, c, a, b)
- m0 = stats.truncweibull_min.moment(0, c, a, b)
- assert_equal(m0, 1.)
- m1 = stats.truncweibull_min.moment(1, c, a, b)
- m1_expected, _ = quad(lambda x: xnpdf(x, 1), a, b)
- assert_allclose(m1, m1_expected)
- m2 = stats.truncweibull_min.moment(2, c, a, b)
- m2_expected, _ = quad(lambda x: xnpdf(x, 2), a, b)
- assert_allclose(m2, m2_expected)
- m3 = stats.truncweibull_min.moment(3, c, a, b)
- m3_expected, _ = quad(lambda x: xnpdf(x, 3), a, b)
- assert_allclose(m3, m3_expected)
- m4 = stats.truncweibull_min.moment(4, c, a, b)
- m4_expected, _ = quad(lambda x: xnpdf(x, 4), a, b)
- assert_allclose(m4, m4_expected)
- def test_reference_values(self):
- a = 1.
- b = 3.
- c = 2.
- x_med = np.sqrt(1 - np.log(0.5 + np.exp(-(8. + np.log(2.)))))
- cdf = stats.truncweibull_min.cdf(x_med, c, a, b)
- assert_allclose(cdf, 0.5)
- lc = stats.truncweibull_min.logcdf(x_med, c, a, b)
- assert_allclose(lc, -np.log(2.))
- ppf = stats.truncweibull_min.ppf(0.5, c, a, b)
- assert_allclose(ppf, x_med)
- sf = stats.truncweibull_min.sf(x_med, c, a, b)
- assert_allclose(sf, 0.5)
- ls = stats.truncweibull_min.logsf(x_med, c, a, b)
- assert_allclose(ls, -np.log(2.))
- isf = stats.truncweibull_min.isf(0.5, c, a, b)
- assert_allclose(isf, x_med)
- def test_compare_weibull_min(self):
- # Verify that the truncweibull_min distribution gives the same results
- # as the original weibull_min
- x = 1.5
- c = 2.0
- a = 0.0
- b = np.inf
- scale = 3.0
- p = stats.weibull_min.pdf(x, c, scale=scale)
- p_trunc = stats.truncweibull_min.pdf(x, c, a, b, scale=scale)
- assert_allclose(p, p_trunc)
- lp = stats.weibull_min.logpdf(x, c, scale=scale)
- lp_trunc = stats.truncweibull_min.logpdf(x, c, a, b, scale=scale)
- assert_allclose(lp, lp_trunc)
- cdf = stats.weibull_min.cdf(x, c, scale=scale)
- cdf_trunc = stats.truncweibull_min.cdf(x, c, a, b, scale=scale)
- assert_allclose(cdf, cdf_trunc)
- lc = stats.weibull_min.logcdf(x, c, scale=scale)
- lc_trunc = stats.truncweibull_min.logcdf(x, c, a, b, scale=scale)
- assert_allclose(lc, lc_trunc)
- s = stats.weibull_min.sf(x, c, scale=scale)
- s_trunc = stats.truncweibull_min.sf(x, c, a, b, scale=scale)
- assert_allclose(s, s_trunc)
- ls = stats.weibull_min.logsf(x, c, scale=scale)
- ls_trunc = stats.truncweibull_min.logsf(x, c, a, b, scale=scale)
- assert_allclose(ls, ls_trunc)
- # # Also test using a large value x, for which computing the survival
- # # function using the CDF would result in 0.
- s = stats.truncweibull_min.sf(30, 2, a, b, scale=3)
- assert_allclose(s, np.exp(-100))
- ls = stats.truncweibull_min.logsf(30, 2, a, b, scale=3)
- assert_allclose(ls, -100)
- def test_compare_weibull_min2(self):
- # Verify that the truncweibull_min distribution PDF and CDF results
- # are the same as those calculated from truncating weibull_min
- c, a, b = 2.5, 0.25, 1.25
- x = np.linspace(a, b, 100)
- pdf1 = stats.truncweibull_min.pdf(x, c, a, b)
- cdf1 = stats.truncweibull_min.cdf(x, c, a, b)
- norm = stats.weibull_min.cdf(b, c) - stats.weibull_min.cdf(a, c)
- pdf2 = stats.weibull_min.pdf(x, c) / norm
- cdf2 = (stats.weibull_min.cdf(x, c) - stats.weibull_min.cdf(a, c))/norm
- np.testing.assert_allclose(pdf1, pdf2)
- np.testing.assert_allclose(cdf1, cdf2)
- class TestRdist:
- def test_rdist_cdf_gh1285(self):
- # check workaround in rdist._cdf for issue gh-1285.
- distfn = stats.rdist
- values = [0.001, 0.5, 0.999]
- assert_almost_equal(distfn.cdf(distfn.ppf(values, 541.0), 541.0),
- values, decimal=5)
- def test_rdist_beta(self):
- # rdist is a special case of stats.beta
- x = np.linspace(-0.99, 0.99, 10)
- c = 2.7
- assert_almost_equal(0.5*stats.beta(c/2, c/2).pdf((x + 1)/2),
- stats.rdist(c).pdf(x))
- # reference values were computed via mpmath
- # from mpmath import mp
- # mp.dps = 200
- # def rdist_sf_mpmath(x, c):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # return float(mp.betainc(c/2, c/2, (x+1)/2, mp.one, regularized=True))
- @pytest.mark.parametrize(
- "x, c, ref",
- [
- (0.0001, 541, 0.49907251345565845),
- (0.1, 241, 0.06000788166249205),
- (0.5, 441, 1.0655898106047832e-29),
- (0.8, 341, 6.025478373732215e-78),
- ]
- )
- def test_rdist_sf(self, x, c, ref):
- assert_allclose(stats.rdist.sf(x, c), ref, rtol=5e-14)
- class TestTrapezoid:
- def test_reduces_to_triang(self):
- modes = [0, 0.3, 0.5, 1]
- for mode in modes:
- x = [0, mode, 1]
- assert_almost_equal(stats.trapezoid.pdf(x, mode, mode),
- stats.triang.pdf(x, mode))
- assert_almost_equal(stats.trapezoid.cdf(x, mode, mode),
- stats.triang.cdf(x, mode))
- def test_reduces_to_uniform(self):
- x = np.linspace(0, 1, 10)
- assert_almost_equal(stats.trapezoid.pdf(x, 0, 1), stats.uniform.pdf(x))
- assert_almost_equal(stats.trapezoid.cdf(x, 0, 1), stats.uniform.cdf(x))
- def test_cases(self):
- # edge cases
- assert_almost_equal(stats.trapezoid.pdf(0, 0, 0), 2)
- assert_almost_equal(stats.trapezoid.pdf(1, 1, 1), 2)
- assert_almost_equal(stats.trapezoid.pdf(0.5, 0, 0.8),
- 1.11111111111111111)
- assert_almost_equal(stats.trapezoid.pdf(0.5, 0.2, 1.0),
- 1.11111111111111111)
- # straightforward case
- assert_almost_equal(stats.trapezoid.pdf(0.1, 0.2, 0.8), 0.625)
- assert_almost_equal(stats.trapezoid.pdf(0.5, 0.2, 0.8), 1.25)
- assert_almost_equal(stats.trapezoid.pdf(0.9, 0.2, 0.8), 0.625)
- assert_almost_equal(stats.trapezoid.cdf(0.1, 0.2, 0.8), 0.03125)
- assert_almost_equal(stats.trapezoid.cdf(0.2, 0.2, 0.8), 0.125)
- assert_almost_equal(stats.trapezoid.cdf(0.5, 0.2, 0.8), 0.5)
- assert_almost_equal(stats.trapezoid.cdf(0.9, 0.2, 0.8), 0.96875)
- assert_almost_equal(stats.trapezoid.cdf(1.0, 0.2, 0.8), 1.0)
- def test_moments_and_entropy(self):
- # issue #11795: improve precision of trapezoid stats
- # Apply formulas from Wikipedia for the following parameters:
- a, b, c, d = -3, -1, 2, 3 # => 1/3, 5/6, -3, 6
- p1, p2, loc, scale = (b-a) / (d-a), (c-a) / (d-a), a, d-a
- h = 2 / (d+c-b-a)
- def moment(n):
- return (h * ((d**(n+2) - c**(n+2)) / (d-c)
- - (b**(n+2) - a**(n+2)) / (b-a)) /
- (n+1) / (n+2))
- mean = moment(1)
- var = moment(2) - mean**2
- entropy = 0.5 * (d-c+b-a) / (d+c-b-a) + np.log(0.5 * (d+c-b-a))
- assert_almost_equal(stats.trapezoid.mean(p1, p2, loc, scale),
- mean, decimal=13)
- assert_almost_equal(stats.trapezoid.var(p1, p2, loc, scale),
- var, decimal=13)
- assert_almost_equal(stats.trapezoid.entropy(p1, p2, loc, scale),
- entropy, decimal=13)
- # Check boundary cases where scipy d=0 or d=1.
- assert_almost_equal(stats.trapezoid.mean(0, 0, -3, 6), -1, decimal=13)
- assert_almost_equal(stats.trapezoid.mean(0, 1, -3, 6), 0, decimal=13)
- assert_almost_equal(stats.trapezoid.var(0, 1, -3, 6), 3, decimal=13)
- def test_trapezoid_vect(self):
- # test that array-valued shapes and arguments are handled
- c = np.array([0.1, 0.2, 0.3])
- d = np.array([0.5, 0.6])[:, None]
- x = np.array([0.15, 0.25, 0.9])
- v = stats.trapezoid.pdf(x, c, d)
- cc, dd, xx = np.broadcast_arrays(c, d, x)
- res = np.empty(xx.size, dtype=xx.dtype)
- ind = np.arange(xx.size)
- for i, x1, c1, d1 in zip(ind, xx.ravel(), cc.ravel(), dd.ravel()):
- res[i] = stats.trapezoid.pdf(x1, c1, d1)
- assert_allclose(v, res.reshape(v.shape), atol=1e-15)
- # Check that the stats() method supports vector arguments.
- v = np.asarray(stats.trapezoid.stats(c, d, moments="mvsk"))
- cc, dd = np.broadcast_arrays(c, d)
- res = np.empty((cc.size, 4)) # 4 stats returned per value
- ind = np.arange(cc.size)
- for i, c1, d1 in zip(ind, cc.ravel(), dd.ravel()):
- res[i] = stats.trapezoid.stats(c1, d1, moments="mvsk")
- assert_allclose(v, res.T.reshape(v.shape), atol=1e-15)
- def test_trapezoid_fit_convergence_gh23503(self):
- # gh-23503 reported that trapezoid.fit would consistently converge to a
- # triangular distribution unless starting values were provided. Check that this
- # is resolved.
- # Generate test data from a trapezoidal distribution
- rng = np.random.default_rng(23842359234598263956)
- true_args = 0.3, 0.7, -1, 2
- true_dist = stats.trapezoid(*true_args)
- x = true_dist.rvs(1000, random_state=rng)
- # fit to data
- fitted_args = stats.trapezoid.fit(x)
- # Should not converge to triangular distribution (c=d=1)
- fitted_c, fitted_d = fitted_args[:2]
- assert not np.allclose(fitted_c, 1, atol=0.1)
- assert not np.allclose(fitted_d, 1, atol=0.1)
- # objective function is better than with true values of parameters
- true_llf = stats.trapezoid.nnlf(true_args, x)
- fitted_llf = stats.trapezoid.nnlf(fitted_args, x)
- assert fitted_llf < true_llf
- class TestTriang:
- def test_edge_cases(self):
- with np.errstate(all='raise'):
- assert_equal(stats.triang.pdf(0, 0), 2.)
- assert_equal(stats.triang.pdf(0.5, 0), 1.)
- assert_equal(stats.triang.pdf(1, 0), 0.)
- assert_equal(stats.triang.pdf(0, 1), 0)
- assert_equal(stats.triang.pdf(0.5, 1), 1.)
- assert_equal(stats.triang.pdf(1, 1), 2)
- assert_equal(stats.triang.cdf(0., 0.), 0.)
- assert_equal(stats.triang.cdf(0.5, 0.), 0.75)
- assert_equal(stats.triang.cdf(1.0, 0.), 1.0)
- assert_equal(stats.triang.cdf(0., 1.), 0.)
- assert_equal(stats.triang.cdf(0.5, 1.), 0.25)
- assert_equal(stats.triang.cdf(1., 1.), 1)
- class TestMaxwell:
- # reference values were computed with wolfram alpha
- # erfc(x/sqrt(2)) + sqrt(2/pi) * x * e^(-x^2/2)
- @pytest.mark.parametrize("x, ref",
- [(20, 2.2138865931011177e-86),
- (0.01, 0.999999734046458435)])
- def test_sf(self, x, ref):
- assert_allclose(stats.maxwell.sf(x), ref, rtol=1e-14)
- # reference values were computed with wolfram alpha
- # sqrt(2) * sqrt(Q^(-1)(3/2, q))
- @pytest.mark.parametrize("q, ref",
- [(0.001, 4.033142223656157022),
- (0.9999847412109375, 0.0385743284050381),
- (2**-55, 8.95564974719481)])
- def test_isf(self, q, ref):
- assert_allclose(stats.maxwell.isf(q), ref, rtol=1e-15)
- def test_logcdf(self):
- # Reference value computed with mpmath.
- ref = -1.8729310110194814e-17
- logcdf = stats.maxwell.logcdf(9)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- # Reference value computed with mpmath.
- ref = -2.6596152026762177e-25
- logsf = stats.maxwell.logsf(1e-8)
- assert_allclose(logsf, ref, rtol=5e-15)
- class TestMielke:
- def test_moments(self):
- k, s = 4.642, 0.597
- # n-th moment exists only if n < s
- assert_equal(stats.mielke(k, s).moment(1), np.inf)
- assert_equal(stats.mielke(k, 1.0).moment(1), np.inf)
- assert_(np.isfinite(stats.mielke(k, 1.01).moment(1)))
- def test_burr_equivalence(self):
- x = np.linspace(0.01, 100, 50)
- k, s = 2.45, 5.32
- assert_allclose(stats.burr.pdf(x, s, k/s), stats.mielke.pdf(x, k, s))
- class TestBurr:
- def test_endpoints_7491(self):
- # gh-7491
- # Compute the pdf at the left endpoint dst.a.
- data = [
- [stats.fisk, (1,), 1],
- [stats.burr, (0.5, 2), 1],
- [stats.burr, (1, 1), 1],
- [stats.burr, (2, 0.5), 1],
- [stats.burr12, (1, 0.5), 0.5],
- [stats.burr12, (1, 1), 1.0],
- [stats.burr12, (1, 2), 2.0]]
- ans = [_f.pdf(_f.a, *_args) for _f, _args, _ in data]
- correct = [_correct_ for _f, _args, _correct_ in data]
- assert_array_almost_equal(ans, correct)
- ans = [_f.logpdf(_f.a, *_args) for _f, _args, _ in data]
- correct = [np.log(_correct_) for _f, _args, _correct_ in data]
- assert_array_almost_equal(ans, correct)
- def test_burr_stats_9544(self):
- # gh-9544. Test from gh-9978
- c, d = 5.0, 3
- mean, variance = stats.burr(c, d).stats()
- # mean = sc.beta(3 + 1/5, 1. - 1/5) * 3 = 1.4110263...
- # var = sc.beta(3 + 2 / 5, 1. - 2 / 5) * 3 -
- # (sc.beta(3 + 1 / 5, 1. - 1 / 5) * 3) ** 2
- mean_hc, variance_hc = 1.4110263183925857, 0.22879948026191643
- assert_allclose(mean, mean_hc)
- assert_allclose(variance, variance_hc)
- def test_burr_nan_mean_var_9544(self):
- # gh-9544. Test from gh-9978
- c, d = 0.5, 3
- mean, variance = stats.burr(c, d).stats()
- assert_(np.isnan(mean))
- assert_(np.isnan(variance))
- c, d = 1.5, 3
- mean, variance = stats.burr(c, d).stats()
- assert_(np.isfinite(mean))
- assert_(np.isnan(variance))
- c, d = 0.5, 3
- e1, e2, e3, e4 = stats.burr._munp(np.array([1, 2, 3, 4]), c, d)
- assert_(np.isnan(e1))
- assert_(np.isnan(e2))
- assert_(np.isnan(e3))
- assert_(np.isnan(e4))
- c, d = 1.5, 3
- e1, e2, e3, e4 = stats.burr._munp([1, 2, 3, 4], c, d)
- assert_(np.isfinite(e1))
- assert_(np.isnan(e2))
- assert_(np.isnan(e3))
- assert_(np.isnan(e4))
- c, d = 2.5, 3
- e1, e2, e3, e4 = stats.burr._munp([1, 2, 3, 4], c, d)
- assert_(np.isfinite(e1))
- assert_(np.isfinite(e2))
- assert_(np.isnan(e3))
- assert_(np.isnan(e4))
- c, d = 3.5, 3
- e1, e2, e3, e4 = stats.burr._munp([1, 2, 3, 4], c, d)
- assert_(np.isfinite(e1))
- assert_(np.isfinite(e2))
- assert_(np.isfinite(e3))
- assert_(np.isnan(e4))
- c, d = 4.5, 3
- e1, e2, e3, e4 = stats.burr._munp([1, 2, 3, 4], c, d)
- assert_(np.isfinite(e1))
- assert_(np.isfinite(e2))
- assert_(np.isfinite(e3))
- assert_(np.isfinite(e4))
- def test_burr_isf(self):
- # reference values were computed via the reference distribution, e.g.
- # mp.dps = 100
- # Burr(c=5, d=3).isf([0.1, 1e-10, 1e-20, 1e-40])
- c, d = 5.0, 3.0
- q = [0.1, 1e-10, 1e-20, 1e-40]
- ref = [1.9469686558286508, 124.57309395989076, 12457.309396155173,
- 124573093.96155174]
- assert_allclose(stats.burr.isf(q, c, d), ref, rtol=1e-14)
- class TestBurr12:
- @pytest.mark.parametrize('scale, expected',
- [(1.0, 2.3283064359965952e-170),
- (3.5, 5.987114417447875e-153)])
- def test_delta_cdf(self, scale, expected):
- # Expected value computed with mpmath:
- #
- # def burr12sf(x, c, d, scale):
- # x = mpmath.mpf(x)
- # c = mpmath.mpf(c)
- # d = mpmath.mpf(d)
- # scale = mpmath.mpf(scale)
- # return (mpmath.mp.one + (x/scale)**c)**(-d)
- #
- # >>> import mpmath
- # >>> mpmath.mp.dps = 60
- # >>> float(burr12sf(2e5, 4, 8, 1) - burr12sf(4e5, 4, 8, 1))
- # 2.3283064359965952e-170
- # >>> float(burr12sf(2e5, 4, 8, 3.5) - burr12sf(4e5, 4, 8, 3.5))
- # 5.987114417447875e-153
- #
- delta = stats.burr12._delta_cdf(2e5, 4e5, 4, 8, scale=scale)
- assert_allclose(delta, expected, rtol=1e-13)
- def test_moments_edge(self):
- # gh-18838 reported that burr12 moments could be invalid; see above.
- # Check that this is resolved in an edge case where c*d == n, and
- # compare the results against those produced by Mathematica, e.g.
- # `SinghMaddalaDistribution[2, 2, 1]` at Wolfram Alpha.
- c, d = 2, 2
- mean = np.pi/4
- var = 1 - np.pi**2/16
- skew = np.pi**3/(32*var**1.5)
- kurtosis = np.nan
- ref = [mean, var, skew, kurtosis]
- res = stats.burr12(c, d).stats('mvsk')
- assert_allclose(res, ref, rtol=1e-14)
- # Reference values were computed with mpmath using mp.dps = 80
- # and then cast to float.
- @pytest.mark.parametrize(
- 'p, c, d, ref',
- [(1e-12, 20, 0.5, 15.848931924611135),
- (1e-19, 20, 0.5, 79.43282347242815),
- (1e-12, 0.25, 35, 2.0888618213462466),
- (1e-80, 0.25, 35, 1360930951.7972188)]
- )
- def test_isf_near_zero(self, p, c, d, ref):
- x = stats.burr12.isf(p, c, d)
- assert_allclose(x, ref, rtol=1e-14)
- class TestStudentizedRange:
- # For alpha = .05, .01, and .001, and for each value of
- # v = [1, 3, 10, 20, 120, inf], a Q was picked from each table for
- # k = [2, 8, 14, 20].
- # these arrays are written with `k` as column, and `v` as rows.
- # Q values are taken from table 3:
- # https://www.jstor.org/stable/2237810
- q05 = [17.97, 45.40, 54.33, 59.56,
- 4.501, 8.853, 10.35, 11.24,
- 3.151, 5.305, 6.028, 6.467,
- 2.950, 4.768, 5.357, 5.714,
- 2.800, 4.363, 4.842, 5.126,
- 2.772, 4.286, 4.743, 5.012]
- q01 = [90.03, 227.2, 271.8, 298.0,
- 8.261, 15.64, 18.22, 19.77,
- 4.482, 6.875, 7.712, 8.226,
- 4.024, 5.839, 6.450, 6.823,
- 3.702, 5.118, 5.562, 5.827,
- 3.643, 4.987, 5.400, 5.645]
- q001 = [900.3, 2272, 2718, 2980,
- 18.28, 34.12, 39.69, 43.05,
- 6.487, 9.352, 10.39, 11.03,
- 5.444, 7.313, 7.966, 8.370,
- 4.772, 6.039, 6.448, 6.695,
- 4.654, 5.823, 6.191, 6.411]
- qs = np.concatenate((q05, q01, q001))
- ps = [.95, .99, .999]
- vs = [1, 3, 10, 20, 120, np.inf]
- ks = [2, 8, 14, 20]
- data = list(zip(product(ps, vs, ks), qs))
- # A small selection of large-v cases generated with R's `ptukey`
- # Each case is in the format (q, k, v, r_result)
- r_data = [
- (0.1, 3, 9001, 0.002752818526842),
- (1, 10, 1000, 0.000526142388912),
- (1, 3, np.inf, 0.240712641229283),
- (4, 3, np.inf, 0.987012338626815),
- (1, 10, np.inf, 0.000519869467083),
- ]
- @pytest.mark.slow
- def test_cdf_against_tables(self):
- for pvk, q in self.data:
- p_expected, v, k = pvk
- res_p = stats.studentized_range.cdf(q, k, v)
- assert_allclose(res_p, p_expected, rtol=1e-4)
- @pytest.mark.xslow
- def test_ppf_against_tables(self):
- for pvk, q_expected in self.data:
- p, v, k = pvk
- res_q = stats.studentized_range.ppf(p, k, v)
- assert_allclose(res_q, q_expected, rtol=5e-4)
- path_prefix = os.path.dirname(__file__)
- relative_path = "data/studentized_range_mpmath_ref.json"
- with open(os.path.join(path_prefix, relative_path)) as file:
- pregenerated_data = json.load(file)
- @pytest.mark.parametrize("case_result", pregenerated_data["cdf_data"])
- def test_cdf_against_mp(self, case_result):
- src_case = case_result["src_case"]
- mp_result = case_result["mp_result"]
- qkv = src_case["q"], src_case["k"], src_case["v"]
- res = stats.studentized_range.cdf(*qkv)
- assert_allclose(res, mp_result,
- atol=src_case["expected_atol"],
- rtol=src_case["expected_rtol"])
- @pytest.mark.parametrize("case_result", pregenerated_data["pdf_data"])
- def test_pdf_against_mp(self, case_result):
- src_case = case_result["src_case"]
- mp_result = case_result["mp_result"]
- qkv = src_case["q"], src_case["k"], src_case["v"]
- res = stats.studentized_range.pdf(*qkv)
- assert_allclose(res, mp_result,
- atol=src_case["expected_atol"],
- rtol=src_case["expected_rtol"])
- @pytest.mark.xslow
- @pytest.mark.xfail_on_32bit("intermittent RuntimeWarning: invalid value.")
- @pytest.mark.parametrize("case_result", pregenerated_data["moment_data"])
- def test_moment_against_mp(self, case_result):
- src_case = case_result["src_case"]
- mp_result = case_result["mp_result"]
- mkv = src_case["m"], src_case["k"], src_case["v"]
- # Silence invalid value encountered warnings. Actual problems will be
- # caught by the result comparison.
- with np.errstate(invalid='ignore'):
- res = stats.studentized_range.moment(*mkv)
- assert_allclose(res, mp_result,
- atol=src_case["expected_atol"],
- rtol=src_case["expected_rtol"])
- @pytest.mark.slow
- def test_pdf_integration(self):
- k, v = 3, 10
- # Test whether PDF integration is 1 like it should be.
- res = quad(stats.studentized_range.pdf, 0, np.inf, args=(k, v))
- assert_allclose(res[0], 1)
- @pytest.mark.xslow
- def test_pdf_against_cdf(self):
- k, v = 3, 10
- # Test whether the integrated PDF matches the CDF using cumulative
- # integration. Use a small step size to reduce error due to the
- # summation. This is slow, but tests the results well.
- x = np.arange(0, 10, step=0.01)
- y_cdf = stats.studentized_range.cdf(x, k, v)[1:]
- y_pdf_raw = stats.studentized_range.pdf(x, k, v)
- y_pdf_cumulative = cumulative_trapezoid(y_pdf_raw, x)
- # Because of error caused by the summation, use a relatively large rtol
- assert_allclose(y_pdf_cumulative, y_cdf, rtol=1e-4)
- @pytest.mark.parametrize("r_case_result", r_data)
- def test_cdf_against_r(self, r_case_result):
- # Test large `v` values using R
- q, k, v, r_res = r_case_result
- with np.errstate(invalid='ignore'):
- res = stats.studentized_range.cdf(q, k, v)
- assert_allclose(res, r_res)
- @pytest.mark.xslow
- @pytest.mark.xfail_on_32bit("intermittent RuntimeWarning: invalid value.")
- def test_moment_vectorization(self):
- # Test moment broadcasting. Calls `_munp` directly because
- # `rv_continuous.moment` is broken at time of writing. See gh-12192
- # Silence invalid value encountered warnings. Actual problems will be
- # caught by the result comparison.
- with np.errstate(invalid='ignore'):
- m = stats.studentized_range._munp([1, 2], [4, 5], [10, 11])
- assert_allclose(m.shape, (2,))
- with pytest.raises(ValueError, match="...could not be broadcast..."):
- stats.studentized_range._munp(1, [4, 5], [10, 11, 12])
- @pytest.mark.xslow
- def test_fitstart_valid(self):
- with warnings.catch_warnings(), np.errstate(invalid="ignore"):
- # the integration warning message may differ
- warnings.simplefilter("ignore", IntegrationWarning)
- k, df, _, _ = stats.studentized_range._fitstart([1, 2, 3])
- assert_(stats.studentized_range._argcheck(k, df))
- def test_infinite_df(self):
- # Check that the CDF and PDF infinite and normal integrators
- # roughly match for a high df case
- res = stats.studentized_range.pdf(3, 10, np.inf)
- res_finite = stats.studentized_range.pdf(3, 10, 99999)
- assert_allclose(res, res_finite, atol=1e-4, rtol=1e-4)
- res = stats.studentized_range.cdf(3, 10, np.inf)
- res_finite = stats.studentized_range.cdf(3, 10, 99999)
- assert_allclose(res, res_finite, atol=1e-4, rtol=1e-4)
- def test_df_cutoff(self):
- # Test that the CDF and PDF properly switch integrators at df=100,000.
- # The infinite integrator should be different enough that it fails
- # an allclose assertion. Also sanity check that using the same
- # integrator does pass the allclose with a 1-df difference, which
- # should be tiny.
- res = stats.studentized_range.pdf(3, 10, 100000)
- res_finite = stats.studentized_range.pdf(3, 10, 99999)
- res_sanity = stats.studentized_range.pdf(3, 10, 99998)
- assert_raises(AssertionError, assert_allclose, res, res_finite,
- atol=1e-6, rtol=1e-6)
- assert_allclose(res_finite, res_sanity, atol=1e-6, rtol=1e-6)
- res = stats.studentized_range.cdf(3, 10, 100000)
- res_finite = stats.studentized_range.cdf(3, 10, 99999)
- res_sanity = stats.studentized_range.cdf(3, 10, 99998)
- assert_raises(AssertionError, assert_allclose, res, res_finite,
- atol=1e-6, rtol=1e-6)
- assert_allclose(res_finite, res_sanity, atol=1e-6, rtol=1e-6)
- def test_clipping(self):
- # The result of this computation was -9.9253938401489e-14 on some
- # systems. The correct result is very nearly zero, but should not be
- # negative.
- q, k, v = 34.6413996195345746, 3, 339
- p = stats.studentized_range.sf(q, k, v)
- assert_allclose(p, 0, atol=1e-10)
- assert p >= 0
- class TestTukeyLambda:
- @pytest.mark.parametrize(
- 'lam',
- [0.0, -1.0, -2.0, np.array([[-1.0], [0.0], [-2.0]])]
- )
- def test_pdf_nonpositive_lambda(self, lam):
- # Make sure that Tukey-Lambda distribution correctly handles
- # non-positive lambdas.
- # This is a crude test--it just checks that all the PDF values
- # are finite and greater than 0.
- x = np.linspace(-5.0, 5.0, 101)
- p = stats.tukeylambda.pdf(x, lam)
- assert np.isfinite(p).all()
- assert (p > 0.0).all()
- def test_pdf_mixed_lambda(self):
- # Another crude test of the behavior of the PDF method.
- x = np.linspace(-5.0, 5.0, 101)
- lam = np.array([[-1.0], [0.0], [2.0]])
- p = stats.tukeylambda.pdf(x, lam)
- assert np.isfinite(p).all()
- # For p[0] and p[1], where lam <= 0, the support is (-inf, inf),
- # so the PDF should be nonzero everywhere (assuming we aren't so
- # far in the tails that we get underflow).
- assert (p[:2] > 0.0).all()
- # For p[2], where lam=2.0, the support is [-0.5, 0.5], so in pdf(x),
- # some values should be positive and some should be 0.
- assert (p[2] > 0.0).any()
- assert (p[2] == 0.0).any()
- def test_support(self):
- lam = np.array([-1.75, -0.5, 0.0, 0.25, 0.5, 2.0])
- a, b = stats.tukeylambda.support(lam)
- expected_b = np.array([np.inf, np.inf, np.inf, 4, 2, 0.5])
- assert_equal(b, expected_b)
- assert_equal(a, -expected_b)
- def test_pdf_support_boundary(self):
- # Verify that tukeylambda.pdf() doesn't generate a
- # warning when evaluated at the bounds of the support.
- # For lam=0.5, the support is (-2, 2).
- p = stats.tukeylambda.pdf([-2.0, 2.0], 0.5)
- assert_equal(p, [0.0, 0.0])
- def test_tukeylambda_stats_ticket_1545(self):
- # Some test for the variance and kurtosis of the Tukey Lambda distr.
- # See test_tukeylamdba_stats.py for more tests.
- mv = stats.tukeylambda.stats(0, moments='mvsk')
- # Known exact values:
- expected = [0, np.pi**2/3, 0, 1.2]
- assert_almost_equal(mv, expected, decimal=10)
- mv = stats.tukeylambda.stats(3.13, moments='mvsk')
- # 'expected' computed with mpmath.
- expected = [0, 0.0269220858861465102, 0, -0.898062386219224104]
- assert_almost_equal(mv, expected, decimal=10)
- mv = stats.tukeylambda.stats(0.14, moments='mvsk')
- # 'expected' computed with mpmath.
- expected = [0, 2.11029702221450250, 0, -0.02708377353223019456]
- assert_almost_equal(mv, expected, decimal=10)
- class TestLevy:
- def test_levy_cdf_ppf(self):
- # Test levy.cdf, including small arguments.
- x = np.array([1000, 1.0, 0.5, 0.1, 0.01, 0.001])
- # Expected values were calculated separately with mpmath.
- # E.g.
- # >>> mpmath.mp.dps = 100
- # >>> x = mpmath.mp.mpf('0.01')
- # >>> cdf = mpmath.erfc(mpmath.sqrt(1/(2*x)))
- expected = np.array([0.9747728793699604,
- 0.3173105078629141,
- 0.1572992070502851,
- 0.0015654022580025495,
- 1.523970604832105e-23,
- 1.795832784800726e-219])
- y = stats.levy.cdf(x)
- assert_allclose(y, expected, rtol=1e-10)
- # ppf(expected) should get us back to x.
- xx = stats.levy.ppf(expected)
- assert_allclose(xx, x, rtol=1e-13)
- def test_levy_sf(self):
- # Large values, far into the tail of the distribution.
- x = np.array([1e15, 1e25, 1e35, 1e50])
- # Expected values were calculated with mpmath.
- expected = np.array([2.5231325220201597e-08,
- 2.52313252202016e-13,
- 2.52313252202016e-18,
- 7.978845608028653e-26])
- y = stats.levy.sf(x)
- assert_allclose(y, expected, rtol=1e-14)
- # The expected values for levy.isf(p) were calculated with mpmath.
- # For loc=0 and scale=1, the inverse SF can be computed with
- #
- # import mpmath
- #
- # def levy_invsf(p):
- # return 1/(2*mpmath.erfinv(p)**2)
- #
- # For example, with mpmath.mp.dps set to 60, float(levy_invsf(1e-20))
- # returns 6.366197723675814e+39.
- #
- @pytest.mark.parametrize('p, expected_isf',
- [(1e-20, 6.366197723675814e+39),
- (1e-8, 6366197723675813.0),
- (0.375, 4.185810119346273),
- (0.875, 0.42489442055310134),
- (0.999, 0.09235685880262713),
- (0.9999999962747097, 0.028766845244146945)])
- def test_levy_isf(self, p, expected_isf):
- x = stats.levy.isf(p)
- assert_allclose(x, expected_isf, atol=5e-15)
- def test_levy_logcdf(self):
- x = 1e50
- ref = -7.978845608028653e-26
- logcdf = stats.levy.logcdf(x)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_levy_logsf(self):
- x = 5e-3
- ref = -2.0884875837625492e-45
- logsf = stats.levy.logsf(x)
- assert_allclose(logsf, ref, rtol=5e-15)
- def test_540_567():
- # test for nan returned in tickets 540, 567
- assert_almost_equal(stats.norm.cdf(-1.7624320982), 0.03899815971089126,
- decimal=10, err_msg='test_540_567')
- assert_almost_equal(stats.norm.cdf(-1.7624320983), 0.038998159702449846,
- decimal=10, err_msg='test_540_567')
- assert_almost_equal(stats.norm.cdf(1.38629436112, loc=0.950273420309,
- scale=0.204423758009),
- 0.98353464004309321,
- decimal=10, err_msg='test_540_567')
- @pytest.mark.skipif(DOCSTRINGS_STRIPPED, reason="docstrings stripped")
- def test_regression_ticket_1421():
- assert_('pdf(x, mu, loc=0, scale=1)' not in stats.poisson.__doc__)
- assert_('pmf(x,' in stats.poisson.__doc__)
- def test_nan_arguments_gh_issue_1362():
- with np.errstate(invalid='ignore'):
- assert_(np.isnan(stats.t.logcdf(1, np.nan)))
- assert_(np.isnan(stats.t.cdf(1, np.nan)))
- assert_(np.isnan(stats.t.logsf(1, np.nan)))
- assert_(np.isnan(stats.t.sf(1, np.nan)))
- assert_(np.isnan(stats.t.pdf(1, np.nan)))
- assert_(np.isnan(stats.t.logpdf(1, np.nan)))
- assert_(np.isnan(stats.t.ppf(1, np.nan)))
- assert_(np.isnan(stats.t.isf(1, np.nan)))
- assert_(np.isnan(stats.bernoulli.logcdf(np.nan, 0.5)))
- assert_(np.isnan(stats.bernoulli.cdf(np.nan, 0.5)))
- assert_(np.isnan(stats.bernoulli.logsf(np.nan, 0.5)))
- assert_(np.isnan(stats.bernoulli.sf(np.nan, 0.5)))
- assert_(np.isnan(stats.bernoulli.pmf(np.nan, 0.5)))
- assert_(np.isnan(stats.bernoulli.logpmf(np.nan, 0.5)))
- assert_(np.isnan(stats.bernoulli.ppf(np.nan, 0.5)))
- assert_(np.isnan(stats.bernoulli.isf(np.nan, 0.5)))
- def test_frozen_fit_ticket_1536():
- rng = np.random.default_rng(5678)
- true = np.array([0.25, 0., 0.5])
- x = stats.lognorm.rvs(true[0], true[1], true[2], size=100, random_state=rng)
- with np.errstate(divide='ignore'):
- params = np.array(stats.lognorm.fit(x, floc=0.))
- assert_almost_equal(params, true, decimal=2)
- params = np.array(stats.lognorm.fit(x, fscale=0.5, loc=0))
- assert_almost_equal(params, true, decimal=2)
- params = np.array(stats.lognorm.fit(x, f0=0.25, loc=0))
- assert_almost_equal(params, true, decimal=2)
- params = np.array(stats.lognorm.fit(x, f0=0.25, floc=0))
- assert_almost_equal(params, true, decimal=2)
- rng = np.random.default_rng(5678)
- loc = 1
- floc = 0.9
- x = stats.norm.rvs(loc, 2., size=100, random_state=rng)
- params = np.array(stats.norm.fit(x, floc=floc))
- expected = np.array([floc, np.sqrt(((x-floc)**2).mean())])
- assert_almost_equal(params, expected, decimal=4)
- def test_regression_ticket_1530():
- # Check the starting value works for Cauchy distribution fit.
- rng = np.random.default_rng(654321)
- rvs = stats.cauchy.rvs(size=100, random_state=rng)
- params = stats.cauchy.fit(rvs)
- expected = (0.045, 1.142)
- assert_almost_equal(params, expected, decimal=1)
- def test_gh_pr_4806():
- # Check starting values for Cauchy distribution fit.
- rng = np.random.RandomState(1234)
- x = rng.randn(42)
- for offset in 10000.0, 1222333444.0:
- loc, scale = stats.cauchy.fit(x + offset)
- assert_allclose(loc, offset, atol=1.0)
- assert_allclose(scale, 0.6, atol=1.0)
- def test_poisson_logpmf_ticket_1436():
- assert_(np.isfinite(stats.poisson.logpmf(1500, 200)))
- def test_powerlaw_stats():
- """Test the powerlaw stats function.
- This unit test is also a regression test for ticket 1548.
- The exact values are:
- mean:
- mu = a / (a + 1)
- variance:
- sigma**2 = a / ((a + 2) * (a + 1) ** 2)
- skewness:
- One formula (see https://en.wikipedia.org/wiki/Skewness) is
- gamma_1 = (E[X**3] - 3*mu*E[X**2] + 2*mu**3) / sigma**3
- A short calculation shows that E[X**k] is a / (a + k), so gamma_1
- can be implemented as
- n = a/(a+3) - 3*(a/(a+1))*a/(a+2) + 2*(a/(a+1))**3
- d = sqrt(a/((a+2)*(a+1)**2)) ** 3
- gamma_1 = n/d
- Either by simplifying, or by a direct calculation of mu_3 / sigma**3,
- one gets the more concise formula:
- gamma_1 = -2.0 * ((a - 1) / (a + 3)) * sqrt((a + 2) / a)
- kurtosis: (See https://en.wikipedia.org/wiki/Kurtosis)
- The excess kurtosis is
- gamma_2 = mu_4 / sigma**4 - 3
- A bit of calculus and algebra (sympy helps) shows that
- mu_4 = 3*a*(3*a**2 - a + 2) / ((a+1)**4 * (a+2) * (a+3) * (a+4))
- so
- gamma_2 = 3*(3*a**2 - a + 2) * (a+2) / (a*(a+3)*(a+4)) - 3
- which can be rearranged to
- gamma_2 = 6 * (a**3 - a**2 - 6*a + 2) / (a*(a+3)*(a+4))
- """
- cases = [(1.0, (0.5, 1./12, 0.0, -1.2)),
- (2.0, (2./3, 2./36, -0.56568542494924734, -0.6))]
- for a, exact_mvsk in cases:
- mvsk = stats.powerlaw.stats(a, moments="mvsk")
- assert_array_almost_equal(mvsk, exact_mvsk)
- def test_powerlaw_edge():
- # Regression test for gh-3986.
- p = stats.powerlaw.logpdf(0, 1)
- assert_equal(p, 0.0)
- def test_exponpow_edge():
- # Regression test for gh-3982.
- p = stats.exponpow.logpdf(0, 1)
- assert_equal(p, 0.0)
- # Check pdf and logpdf at x = 0 for other values of b.
- p = stats.exponpow.pdf(0, [0.25, 1.0, 1.5])
- assert_equal(p, [np.inf, 1.0, 0.0])
- p = stats.exponpow.logpdf(0, [0.25, 1.0, 1.5])
- assert_equal(p, [np.inf, 0.0, -np.inf])
- class TestGenGamma:
- def test_gengamma_edge(self):
- # Regression test for gh-3985.
- p = stats.gengamma.pdf(0, 1, 1)
- assert_equal(p, 1.0)
- @pytest.mark.parametrize("a, c, ref, tol",
- [(1500000.0, 1, 8.529426144018633, 1e-15),
- (1e+30, 1, 35.95771492811536, 1e-15),
- (1e+100, 1, 116.54819318290696, 1e-15),
- (3e3, 1, 5.422011196659015, 1e-13),
- (3e6, -1e100, -236.29663213396054, 1e-15),
- (3e60, 1e-100, 1.3925371786831085e+102, 1e-15)])
- def test_gengamma_extreme_entropy(self, a, c, ref, tol):
- # The reference values were calculated with mpmath:
- # from mpmath import mp
- # mp.dps = 500
- #
- # def gen_entropy(a, c):
- # a, c = mp.mpf(a), mp.mpf(c)
- # val = mp.digamma(a)
- # h = (a * (mp.one - val) + val/c + mp.loggamma(a) - mp.log(abs(c)))
- # return float(h)
- assert_allclose(stats.gengamma.entropy(a, c), ref, rtol=tol)
- def test_gengamma_endpoint_with_neg_c(self):
- p = stats.gengamma.pdf(0, 1, -1)
- assert p == 0.0
- logp = stats.gengamma.logpdf(0, 1, -1)
- assert logp == -np.inf
- def test_gengamma_munp(self):
- # Regression tests for gh-4724.
- p = stats.gengamma._munp(-2, 200, 1.)
- assert_almost_equal(p, 1./199/198)
- p = stats.gengamma._munp(-2, 10, 1.)
- assert_almost_equal(p, 1./9/8)
- def test_gengamma_logpdf_broadcasting_gh24574(self):
- # gh-24574 reported a broadcasting error when `x` included 0s.
- assert_allclose(stats.gengamma.logpdf([0, 1, 1], 1, -1), [-np.inf, -1, -1])
- def test_ksone_fit_freeze():
- # Regression test for ticket #1638.
- d = np.array(
- [-0.18879233, 0.15734249, 0.18695107, 0.27908787, -0.248649,
- -0.2171497, 0.12233512, 0.15126419, 0.03119282, 0.4365294,
- 0.08930393, -0.23509903, 0.28231224, -0.09974875, -0.25196048,
- 0.11102028, 0.1427649, 0.10176452, 0.18754054, 0.25826724,
- 0.05988819, 0.0531668, 0.21906056, 0.32106729, 0.2117662,
- 0.10886442, 0.09375789, 0.24583286, -0.22968366, -0.07842391,
- -0.31195432, -0.21271196, 0.1114243, -0.13293002, 0.01331725,
- -0.04330977, -0.09485776, -0.28434547, 0.22245721, -0.18518199,
- -0.10943985, -0.35243174, 0.06897665, -0.03553363, -0.0701746,
- -0.06037974, 0.37670779, -0.21684405])
- with np.errstate(invalid='ignore'):
- with warnings.catch_warnings():
- warnings.filterwarnings(
- "ignore",
- "The maximum number of subdivisions .50. has been achieved.",
- IntegrationWarning,
- )
- warnings.filterwarnings(
- "ignore",
- "floating point number truncated to an integer",
- RuntimeWarning,
- )
- stats.ksone.fit(d)
- def test_norm_logcdf():
- # Test precision of the logcdf of the normal distribution.
- # This precision was enhanced in ticket 1614.
- x = -np.asarray(list(range(0, 120, 4)))
- # Values from R
- expected = [-0.69314718, -10.36010149, -35.01343716, -75.41067300,
- -131.69539607, -203.91715537, -292.09872100, -396.25241451,
- -516.38564863, -652.50322759, -804.60844201, -972.70364403,
- -1156.79057310, -1356.87055173, -1572.94460885, -1805.01356068,
- -2053.07806561, -2317.13866238, -2597.19579746, -2893.24984493,
- -3205.30112136, -3533.34989701, -3877.39640444, -4237.44084522,
- -4613.48339520, -5005.52420869, -5413.56342187, -5837.60115548,
- -6277.63751711, -6733.67260303]
- assert_allclose(stats.norm().logcdf(x), expected, atol=1e-8)
- # also test the complex-valued code path
- assert_allclose(stats.norm().logcdf(x + 1e-14j).real, expected, atol=1e-8)
- # test the accuracy: d(logcdf)/dx = pdf / cdf \equiv exp(logpdf - logcdf)
- deriv = (stats.norm.logcdf(x + 1e-10j)/1e-10).imag
- deriv_expected = np.exp(stats.norm.logpdf(x) - stats.norm.logcdf(x))
- assert_allclose(deriv, deriv_expected, atol=1e-10)
- def test_levy_l_sf():
- # Test levy_l.sf for small arguments.
- x = np.array([-0.016, -0.01, -0.005, -0.0015])
- # Expected values were calculated with mpmath.
- expected = np.array([2.6644463892359302e-15,
- 1.523970604832107e-23,
- 2.0884875837625492e-45,
- 5.302850374626878e-147])
- y = stats.levy_l.sf(x)
- assert_allclose(y, expected, rtol=1e-13)
- def test_levy_l_isf():
- # Test roundtrip sf(isf(p)), including a small input value.
- p = np.array([3.0e-15, 0.25, 0.99])
- x = stats.levy_l.isf(p)
- q = stats.levy_l.sf(x)
- assert_allclose(q, p, rtol=5e-14)
- def test_hypergeom_interval_1802():
- # these two had endless loops
- assert_equal(stats.hypergeom.interval(.95, 187601, 43192, 757),
- (152.0, 197.0))
- assert_equal(stats.hypergeom.interval(.945, 187601, 43192, 757),
- (152.0, 197.0))
- # this was working also before
- assert_equal(stats.hypergeom.interval(.94, 187601, 43192, 757),
- (153.0, 196.0))
- # degenerate case .a == .b
- assert_equal(stats.hypergeom.ppf(0.02, 100, 100, 8), 8)
- assert_equal(stats.hypergeom.ppf(1, 100, 100, 8), 8)
- def test_distribution_too_many_args():
- rng = np.random.default_rng(5976604568)
- # Check that a TypeError is raised when too many args are given to a method
- # Regression test for ticket 1815.
- x = np.linspace(0.1, 0.7, num=5)
- assert_raises(TypeError, stats.gamma.pdf, x, 2, 3, loc=1.0)
- assert_raises(TypeError, stats.gamma.pdf, x, 2, 3, 4, loc=1.0)
- assert_raises(TypeError, stats.gamma.pdf, x, 2, 3, 4, 5)
- assert_raises(TypeError, stats.gamma.pdf, x, 2, 3, loc=1.0, scale=0.5)
- assert_raises(TypeError, stats.gamma.rvs, 2., 3, loc=1.0, scale=0.5,
- random_state=rng)
- assert_raises(TypeError, stats.gamma.cdf, x, 2., 3, loc=1.0, scale=0.5)
- assert_raises(TypeError, stats.gamma.ppf, x, 2., 3, loc=1.0, scale=0.5)
- assert_raises(TypeError, stats.gamma.stats, 2., 3, loc=1.0, scale=0.5)
- assert_raises(TypeError, stats.gamma.entropy, 2., 3, loc=1.0, scale=0.5)
- assert_raises(TypeError, stats.gamma.fit, x, 2., 3, loc=1.0, scale=0.5)
- # These should not give errors
- stats.gamma.pdf(x, 2, 3) # loc=3
- stats.gamma.pdf(x, 2, 3, 4) # loc=3, scale=4
- stats.gamma.stats(2., 3)
- stats.gamma.stats(2., 3, 4)
- stats.gamma.stats(2., 3, 4, 'mv')
- stats.gamma.rvs(2., 3, 4, 5, random_state=rng)
- stats.gamma.fit(stats.gamma.rvs(2., size=7, random_state=rng), 2.)
- # Also for a discrete distribution
- stats.geom.pmf(x, 2, loc=3) # no error, loc=3
- assert_raises(TypeError, stats.geom.pmf, x, 2, 3, 4)
- assert_raises(TypeError, stats.geom.pmf, x, 2, 3, loc=4)
- # And for distributions with 0, 2 and 3 args respectively
- assert_raises(TypeError, stats.expon.pdf, x, 3, loc=1.0)
- assert_raises(TypeError, stats.exponweib.pdf, x, 3, 4, 5, loc=1.0)
- assert_raises(TypeError, stats.exponweib.pdf, x, 3, 4, 5, 0.1, 0.1)
- assert_raises(TypeError, stats.ncf.pdf, x, 3, 4, 5, 6, loc=1.0)
- assert_raises(TypeError, stats.ncf.pdf, x, 3, 4, 5, 6, 1.0, scale=0.5)
- stats.ncf.pdf(x, 3, 4, 5, 6, 1.0) # 3 args, plus loc/scale
- def test_ncx2_tails_ticket_955():
- # Trac #955 -- check that the cdf computed by special functions
- # matches the integrated pdf
- a = stats.ncx2.cdf(np.arange(20, 25, 0.2), 2, 1.07458615e+02)
- b = stats.ncx2._cdfvec(np.arange(20, 25, 0.2), 2, 1.07458615e+02)
- assert_allclose(a, b, rtol=1e-3, atol=0)
- def test_ncx2_tails_pdf():
- # ncx2.pdf does not return nans in extreme tails(example from gh-1577)
- # NB: this is to check that nan_to_num is not needed in ncx2.pdf
- with warnings.catch_warnings():
- warnings.simplefilter('error', RuntimeWarning)
- assert_equal(stats.ncx2.pdf(1, np.arange(340, 350), 2), 0)
- logval = stats.ncx2.logpdf(1, np.arange(340, 350), 2)
- assert_(np.isneginf(logval).all())
- # Verify logpdf has extended precision when pdf underflows to 0
- with warnings.catch_warnings():
- warnings.simplefilter('error', RuntimeWarning)
- assert_equal(stats.ncx2.pdf(10000, 3, 12), 0)
- assert_allclose(stats.ncx2.logpdf(10000, 3, 12), -4662.444377524883)
- @pytest.mark.parametrize('method, expected', [
- ('cdf', np.array([2.497951336e-09, 3.437288941e-10])),
- ('pdf', np.array([1.238579980e-07, 1.710041145e-08])),
- ('logpdf', np.array([-15.90413011, -17.88416331])),
- ('ppf', np.array([4.865182052, 7.017182271]))
- ])
- def test_ncx2_zero_nc(method, expected):
- # gh-5441
- # ncx2 with nc=0 is identical to chi2
- # Comparison to R (v3.5.1)
- # > options(digits=10)
- # > pchisq(0.1, df=10, ncp=c(0,4))
- # > dchisq(0.1, df=10, ncp=c(0,4))
- # > dchisq(0.1, df=10, ncp=c(0,4), log=TRUE)
- # > qchisq(0.1, df=10, ncp=c(0,4))
- result = getattr(stats.ncx2, method)(0.1, nc=[0, 4], df=10)
- assert_allclose(result, expected, atol=1e-15)
- def test_ncx2_zero_nc_rvs():
- # gh-5441
- # ncx2 with nc=0 is identical to chi2
- result = stats.ncx2.rvs(df=10, nc=0, random_state=1)
- expected = stats.chi2.rvs(df=10, random_state=1)
- assert_allclose(result, expected, atol=1e-15)
- def test_ncx2_gh12731():
- # test that gh-12731 is resolved; previously these were all 0.5
- nc = 10**np.arange(5, 10)
- assert_equal(stats.ncx2.cdf(1e4, df=1, nc=nc), 0)
- def test_ncx2_gh8665():
- # test that gh-8665 is resolved; previously this tended to nonzero value
- x = np.array([4.99515382e+00, 1.07617327e+01, 2.31854502e+01,
- 4.99515382e+01, 1.07617327e+02, 2.31854502e+02,
- 4.99515382e+02, 1.07617327e+03, 2.31854502e+03,
- 4.99515382e+03, 1.07617327e+04, 2.31854502e+04,
- 4.99515382e+04])
- nu, lam = 20, 499.51538166556196
- sf = stats.ncx2.sf(x, df=nu, nc=lam)
- # computed in R. Couldn't find a survival function implementation
- # options(digits=16)
- # x <- c(4.99515382e+00, 1.07617327e+01, 2.31854502e+01, 4.99515382e+01,
- # 1.07617327e+02, 2.31854502e+02, 4.99515382e+02, 1.07617327e+03,
- # 2.31854502e+03, 4.99515382e+03, 1.07617327e+04, 2.31854502e+04,
- # 4.99515382e+04)
- # nu <- 20
- # lam <- 499.51538166556196
- # 1 - pchisq(x, df = nu, ncp = lam)
- sf_expected = [1.0000000000000000, 1.0000000000000000, 1.0000000000000000,
- 1.0000000000000000, 1.0000000000000000, 0.9999999999999888,
- 0.6646525582135460, 0.0000000000000000, 0.0000000000000000,
- 0.0000000000000000, 0.0000000000000000, 0.0000000000000000,
- 0.0000000000000000]
- assert_allclose(sf, sf_expected, atol=1e-12)
- def test_ncx2_gh11777():
- # regression test for gh-11777:
- # At high values of degrees of freedom df, ensure the pdf of ncx2 does
- # not get clipped to zero when the non-centrality parameter is
- # sufficiently less than df
- df = 6700
- nc = 5300
- x = np.linspace(stats.ncx2.ppf(0.001, df, nc),
- stats.ncx2.ppf(0.999, df, nc), num=10000)
- ncx2_pdf = stats.ncx2.pdf(x, df, nc)
- gauss_approx = stats.norm.pdf(x, df + nc, np.sqrt(2 * df + 4 * nc))
- # use huge tolerance as we're only looking for obvious discrepancy
- assert_allclose(ncx2_pdf, gauss_approx, atol=1e-4)
- # Expected values for foldnorm.sf were computed with mpmath:
- #
- # from mpmath import mp
- # mp.dps = 60
- # def foldcauchy_sf(x, c):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # return mp.one - (mp.atan(x - c) + mp.atan(x + c))/mp.pi
- #
- # E.g.
- #
- # >>> float(foldcauchy_sf(2, 1))
- # 0.35241638234956674
- #
- @pytest.mark.parametrize('x, c, expected',
- [(2, 1, 0.35241638234956674),
- (2, 2, 0.5779791303773694),
- (1e13, 1, 6.366197723675813e-14),
- (2e16, 1, 3.183098861837907e-17),
- (1e13, 2e11, 6.368745221764519e-14),
- (0.125, 200, 0.999998010612169)])
- def test_foldcauchy_sf(x, c, expected):
- sf = stats.foldcauchy.sf(x, c)
- assert_allclose(sf, expected, 2e-15)
- # The same mpmath code shown in the comments above test_foldcauchy_sf()
- # is used to create these expected values.
- @pytest.mark.parametrize('x, expected',
- [(2, 0.2951672353008665),
- (1e13, 6.366197723675813e-14),
- (2e16, 3.183098861837907e-17),
- (5e80, 1.2732395447351629e-81)])
- def test_halfcauchy_sf(x, expected):
- sf = stats.halfcauchy.sf(x)
- assert_allclose(sf, expected, 2e-15)
- # Expected value computed with mpmath:
- # expected = mp.cot(mp.pi*p/2)
- @pytest.mark.parametrize('p, expected',
- [(0.9999995, 7.853981633329977e-07),
- (0.975, 0.039290107007669675),
- (0.5, 1.0),
- (0.01, 63.65674116287158),
- (1e-14, 63661977236758.13),
- (5e-80, 1.2732395447351627e+79)])
- def test_halfcauchy_isf(p, expected):
- x = stats.halfcauchy.isf(p)
- assert_allclose(x, expected)
- def test_foldnorm_zero():
- # Parameter value c=0 was not enabled, see gh-2399.
- rv = stats.foldnorm(0, scale=1)
- assert_equal(rv.cdf(0), 0) # rv.cdf(0) previously resulted in: nan
- # Expected values for foldnorm.sf were computed with mpmath:
- #
- # from mpmath import mp
- # mp.dps = 60
- # def foldnorm_sf(x, c):
- # x = mp.mpf(x)
- # c = mp.mpf(c)
- # return mp.ncdf(-x+c) + mp.ncdf(-x-c)
- #
- # E.g.
- #
- # >>> float(foldnorm_sf(2, 1))
- # 0.16000515196308715
- #
- @pytest.mark.parametrize('x, c, expected',
- [(2, 1, 0.16000515196308715),
- (20, 1, 8.527223952630977e-81),
- (10, 15, 0.9999997133484281),
- (25, 15, 7.619853024160525e-24)])
- def test_foldnorm_sf(x, c, expected):
- sf = stats.foldnorm.sf(x, c)
- assert_allclose(sf, expected, 1e-14)
- def test_stats_shapes_argcheck():
- # stats method was failing for vector shapes if some of the values
- # were outside of the allowed range, see gh-2678
- mv3 = stats.invgamma.stats([0.0, 0.5, 1.0], 1, 0.5) # 0 is not a legal `a`
- mv2 = stats.invgamma.stats([0.5, 1.0], 1, 0.5)
- mv2_augmented = tuple(np.r_[np.nan, _] for _ in mv2)
- assert_equal(mv2_augmented, mv3)
- # -1 is not a legal shape parameter
- mv3 = stats.lognorm.stats([2, 2.4, -1])
- mv2 = stats.lognorm.stats([2, 2.4])
- mv2_augmented = tuple(np.r_[_, np.nan] for _ in mv2)
- assert_equal(mv2_augmented, mv3)
- # FIXME: this is only a quick-and-dirty test of a quick-and-dirty bugfix.
- # stats method with multiple shape parameters is not properly vectorized
- # anyway, so some distributions may or may not fail.
- # Test subclassing distributions w/ explicit shapes
- class _distr_gen(stats.rv_continuous):
- def _pdf(self, x, a):
- return 42
- class _distr2_gen(stats.rv_continuous):
- def _cdf(self, x, a):
- return 42 * a + x
- class _distr3_gen(stats.rv_continuous):
- def _pdf(self, x, a, b):
- return a + b
- def _cdf(self, x, a):
- # Different # of shape params from _pdf, to be able to check that
- # inspection catches the inconsistency.
- return 42 * a + x
- class _distr6_gen(stats.rv_continuous):
- # Two shape parameters (both _pdf and _cdf defined, consistent shapes.)
- def _pdf(self, x, a, b):
- return a*x + b
- def _cdf(self, x, a, b):
- return 42 * a + x
- class TestSubclassingExplicitShapes:
- # Construct a distribution w/ explicit shapes parameter and test it.
- def test_correct_shapes(self):
- dummy_distr = _distr_gen(name='dummy', shapes='a')
- assert_equal(dummy_distr.pdf(1, a=1), 42)
- def test_wrong_shapes_1(self):
- dummy_distr = _distr_gen(name='dummy', shapes='A')
- assert_raises(TypeError, dummy_distr.pdf, 1, **dict(a=1))
- def test_wrong_shapes_2(self):
- dummy_distr = _distr_gen(name='dummy', shapes='a, b, c')
- dct = dict(a=1, b=2, c=3)
- assert_raises(TypeError, dummy_distr.pdf, 1, **dct)
- def test_shapes_string(self):
- # shapes must be a string
- dct = dict(name='dummy', shapes=42)
- assert_raises(TypeError, _distr_gen, **dct)
- def test_shapes_identifiers_1(self):
- # shapes must be a comma-separated list of valid python identifiers
- dct = dict(name='dummy', shapes='(!)')
- assert_raises(SyntaxError, _distr_gen, **dct)
- def test_shapes_identifiers_2(self):
- dct = dict(name='dummy', shapes='4chan')
- assert_raises(SyntaxError, _distr_gen, **dct)
- def test_shapes_identifiers_3(self):
- dct = dict(name='dummy', shapes='m(fti)')
- assert_raises(SyntaxError, _distr_gen, **dct)
- def test_shapes_identifiers_nodefaults(self):
- dct = dict(name='dummy', shapes='a=2')
- assert_raises(SyntaxError, _distr_gen, **dct)
- def test_shapes_args(self):
- dct = dict(name='dummy', shapes='*args')
- assert_raises(SyntaxError, _distr_gen, **dct)
- def test_shapes_kwargs(self):
- dct = dict(name='dummy', shapes='**kwargs')
- assert_raises(SyntaxError, _distr_gen, **dct)
- def test_shapes_keywords(self):
- # python keywords cannot be used for shape parameters
- dct = dict(name='dummy', shapes='a, b, c, lambda')
- assert_raises(SyntaxError, _distr_gen, **dct)
- def test_shapes_signature(self):
- # test explicit shapes which agree w/ the signature of _pdf
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x, a):
- return stats.norm._pdf(x) * a
- dist = _dist_gen(shapes='a')
- assert_equal(dist.pdf(0.5, a=2), stats.norm.pdf(0.5)*2)
- def test_shapes_signature_inconsistent(self):
- # test explicit shapes which do not agree w/ the signature of _pdf
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x, a):
- return stats.norm._pdf(x) * a
- dist = _dist_gen(shapes='a, b')
- assert_raises(TypeError, dist.pdf, 0.5, **dict(a=1, b=2))
- def test_star_args(self):
- # test _pdf with only starargs
- # NB: **kwargs of pdf will never reach _pdf
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x, *args):
- extra_kwarg = args[0]
- return stats.norm._pdf(x) * extra_kwarg
- dist = _dist_gen(shapes='extra_kwarg')
- assert_equal(dist.pdf(0.5, extra_kwarg=33), stats.norm.pdf(0.5)*33)
- assert_equal(dist.pdf(0.5, 33), stats.norm.pdf(0.5)*33)
- assert_raises(TypeError, dist.pdf, 0.5, **dict(xxx=33))
- def test_star_args_2(self):
- # test _pdf with named & starargs
- # NB: **kwargs of pdf will never reach _pdf
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x, offset, *args):
- extra_kwarg = args[0]
- return stats.norm._pdf(x) * extra_kwarg + offset
- dist = _dist_gen(shapes='offset, extra_kwarg')
- assert_equal(dist.pdf(0.5, offset=111, extra_kwarg=33),
- stats.norm.pdf(0.5)*33 + 111)
- assert_equal(dist.pdf(0.5, 111, 33),
- stats.norm.pdf(0.5)*33 + 111)
- def test_extra_kwarg(self):
- # **kwargs to _pdf are ignored.
- # this is a limitation of the framework (_pdf(x, *goodargs))
- class _distr_gen(stats.rv_continuous):
- def _pdf(self, x, *args, **kwargs):
- # _pdf should handle *args, **kwargs itself. Here "handling"
- # is ignoring *args and looking for ``extra_kwarg`` and using
- # that.
- extra_kwarg = kwargs.pop('extra_kwarg', 1)
- return stats.norm._pdf(x) * extra_kwarg
- dist = _distr_gen(shapes='extra_kwarg')
- assert_equal(dist.pdf(1, extra_kwarg=3), stats.norm.pdf(1))
- def test_shapes_empty_string(self):
- # shapes='' is equivalent to shapes=None
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x):
- return stats.norm.pdf(x)
- dist = _dist_gen(shapes='')
- assert_equal(dist.pdf(0.5), stats.norm.pdf(0.5))
- class TestSubclassingNoShapes:
- # Construct a distribution w/o explicit shapes parameter and test it.
- def test_only__pdf(self):
- dummy_distr = _distr_gen(name='dummy')
- assert_equal(dummy_distr.pdf(1, a=1), 42)
- def test_only__cdf(self):
- # _pdf is determined from _cdf by taking numerical derivative
- dummy_distr = _distr2_gen(name='dummy')
- assert_almost_equal(dummy_distr.pdf(1, a=1), 1)
- @pytest.mark.skipif(DOCSTRINGS_STRIPPED, reason="docstring stripped")
- def test_signature_inspection(self):
- # check that _pdf signature inspection works correctly, and is used in
- # the class docstring
- dummy_distr = _distr_gen(name='dummy')
- assert_equal(dummy_distr.numargs, 1)
- assert_equal(dummy_distr.shapes, 'a')
- res = re.findall(r'logpdf\(x, a, loc=0, scale=1\)',
- dummy_distr.__doc__)
- assert_(len(res) == 1)
- @pytest.mark.skipif(DOCSTRINGS_STRIPPED, reason="docstring stripped")
- def test_signature_inspection_2args(self):
- # same for 2 shape params and both _pdf and _cdf defined
- dummy_distr = _distr6_gen(name='dummy')
- assert_equal(dummy_distr.numargs, 2)
- assert_equal(dummy_distr.shapes, 'a, b')
- res = re.findall(r'logpdf\(x, a, b, loc=0, scale=1\)',
- dummy_distr.__doc__)
- assert_(len(res) == 1)
- def test_signature_inspection_2args_incorrect_shapes(self):
- # both _pdf and _cdf defined, but shapes are inconsistent: raises
- assert_raises(TypeError, _distr3_gen, name='dummy')
- def test_defaults_raise(self):
- # default arguments should raise
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x, a=42):
- return 42
- assert_raises(TypeError, _dist_gen, **dict(name='dummy'))
- def test_starargs_raise(self):
- # without explicit shapes, *args are not allowed
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x, a, *args):
- return 42
- assert_raises(TypeError, _dist_gen, **dict(name='dummy'))
- def test_kwargs_raise(self):
- # without explicit shapes, **kwargs are not allowed
- class _dist_gen(stats.rv_continuous):
- def _pdf(self, x, a, **kwargs):
- return 42
- assert_raises(TypeError, _dist_gen, **dict(name='dummy'))
- @pytest.mark.skipif(DOCSTRINGS_STRIPPED, reason="docstring stripped")
- def test_docstrings():
- badones = [r',\s*,', r'\(\s*,', r'^\s*:']
- for distname in stats.__all__:
- dist = getattr(stats, distname)
- if isinstance(dist, (stats.rv_discrete | stats.rv_continuous)):
- for regex in badones:
- assert_(re.search(regex, dist.__doc__) is None)
- def test_infinite_input():
- assert_almost_equal(stats.skellam.sf(np.inf, 10, 11), 0)
- assert_almost_equal(stats.ncx2._cdf(np.inf, 8, 0.1), 1)
- def test_lomax_accuracy():
- # regression test for gh-4033
- p = stats.lomax.ppf(stats.lomax.cdf(1e-100, 1), 1)
- assert_allclose(p, 1e-100)
- def test_truncexpon_accuracy():
- # regression test for gh-4035
- p = stats.truncexpon.ppf(stats.truncexpon.cdf(1e-100, 1), 1)
- assert_allclose(p, 1e-100)
- def test_rayleigh_accuracy():
- # regression test for gh-4034
- p = stats.rayleigh.isf(stats.rayleigh.sf(9, 1), 1)
- assert_almost_equal(p, 9.0, decimal=15)
- def test_genextreme_give_no_warnings():
- """regression test for gh-6219"""
- with warnings.catch_warnings(record=True) as w:
- warnings.simplefilter("always")
- stats.genextreme.cdf(.5, 0)
- stats.genextreme.pdf(.5, 0)
- stats.genextreme.ppf(.5, 0)
- stats.genextreme.logpdf(-np.inf, 0.0)
- number_of_warnings_thrown = len(w)
- assert_equal(number_of_warnings_thrown, 0)
- def test_moments_gh22400():
- # Regression test for gh-22400
- # Check for correct results at c=0 with no warnings. While we're at it,
- # check that NaN and sufficiently negative input produce NaNs, and output
- # with `c=1` also agrees with reference values.
- res = np.asarray(stats.genextreme.stats([0.0, np.nan, 1, -1.5], moments='mvsk'))
- # Reference values for c=0 (Wikipedia)
- mean = np.euler_gamma
- var = np.pi**2 / 6
- skew = 12 * np.sqrt(6) * special.zeta(3) / np.pi**3
- kurt = 12 / 5
- ref_0 = [mean, var, skew, kurt]
- ref_1 = ref_3 = [np.nan]*4
- ref_2 = [0, 1, -2, 6] # Wolfram Alpha, MaxStableDistribution[0, 1, -1]
- assert_allclose(res[:, 0], ref_0, rtol=1e-14)
- assert_equal(res[:, 1], ref_1)
- assert_allclose(res[:, 2], ref_2, rtol=1e-14)
- assert_equal(res[:, 3], ref_3)
- def test_genextreme_entropy():
- # regression test for gh-5181
- euler_gamma = 0.5772156649015329
- h = stats.genextreme.entropy(-1.0)
- assert_allclose(h, 2*euler_gamma + 1, rtol=1e-14)
- h = stats.genextreme.entropy(0)
- assert_allclose(h, euler_gamma + 1, rtol=1e-14)
- h = stats.genextreme.entropy(1.0)
- assert_equal(h, 1)
- h = stats.genextreme.entropy(-2.0, scale=10)
- assert_allclose(h, euler_gamma*3 + np.log(10) + 1, rtol=1e-14)
- h = stats.genextreme.entropy(10)
- assert_allclose(h, -9*euler_gamma + 1, rtol=1e-14)
- h = stats.genextreme.entropy(-10)
- assert_allclose(h, 11*euler_gamma + 1, rtol=1e-14)
- def test_genextreme_sf_isf():
- # Expected values were computed using mpmath:
- #
- # import mpmath
- #
- # def mp_genextreme_sf(x, xi, mu=0, sigma=1):
- # # Formula from wikipedia, which has a sign convention for xi that
- # # is the opposite of scipy's shape parameter.
- # if xi != 0:
- # t = mpmath.power(1 + ((x - mu)/sigma)*xi, -1/xi)
- # else:
- # t = mpmath.exp(-(x - mu)/sigma)
- # return 1 - mpmath.exp(-t)
- #
- # >>> mpmath.mp.dps = 1000
- # >>> s = mp_genextreme_sf(mpmath.mp.mpf("1e8"), mpmath.mp.mpf("0.125"))
- # >>> float(s)
- # 1.6777205262585625e-57
- # >>> s = mp_genextreme_sf(mpmath.mp.mpf("7.98"), mpmath.mp.mpf("-0.125"))
- # >>> float(s)
- # 1.52587890625e-21
- # >>> s = mp_genextreme_sf(mpmath.mp.mpf("7.98"), mpmath.mp.mpf("0"))
- # >>> float(s)
- # 0.00034218086528426593
- x = 1e8
- s = stats.genextreme.sf(x, -0.125)
- assert_allclose(s, 1.6777205262585625e-57)
- x2 = stats.genextreme.isf(s, -0.125)
- assert_allclose(x2, x)
- x = 7.98
- s = stats.genextreme.sf(x, 0.125)
- assert_allclose(s, 1.52587890625e-21)
- x2 = stats.genextreme.isf(s, 0.125)
- assert_allclose(x2, x)
- x = 7.98
- s = stats.genextreme.sf(x, 0)
- assert_allclose(s, 0.00034218086528426593)
- x2 = stats.genextreme.isf(s, 0)
- assert_allclose(x2, x)
- def test_burr12_ppf_small_arg():
- prob = 1e-16
- quantile = stats.burr12.ppf(prob, 2, 3)
- # The expected quantile was computed using mpmath:
- # >>> import mpmath
- # >>> mpmath.mp.dps = 100
- # >>> prob = mpmath.mpf('1e-16')
- # >>> c = mpmath.mpf(2)
- # >>> d = mpmath.mpf(3)
- # >>> float(((1-prob)**(-1/d) - 1)**(1/c))
- # 5.7735026918962575e-09
- assert_allclose(quantile, 5.7735026918962575e-09)
- def test_invweibull_fit():
- """
- Test fitting invweibull to data.
- Here is a the same calculation in R:
- > library(evd)
- > library(fitdistrplus)
- > x = c(1, 1.25, 2, 2.5, 2.8, 3, 3.8, 4, 5, 8, 10, 12, 64, 99)
- > result = fitdist(x, 'frechet', control=list(reltol=1e-13),
- + fix.arg=list(loc=0), start=list(shape=2, scale=3))
- > result
- Fitting of the distribution ' frechet ' by maximum likelihood
- Parameters:
- estimate Std. Error
- shape 1.048482 0.2261815
- scale 3.099456 0.8292887
- Fixed parameters:
- value
- loc 0
- """
- def optimizer(func, x0, args=(), disp=0):
- return fmin(func, x0, args=args, disp=disp, xtol=1e-12, ftol=1e-12)
- x = np.array([1, 1.25, 2, 2.5, 2.8, 3, 3.8, 4, 5, 8, 10, 12, 64, 99])
- c, loc, scale = stats.invweibull.fit(x, floc=0, optimizer=optimizer)
- assert_allclose(c, 1.048482, rtol=5e-6)
- assert loc == 0
- assert_allclose(scale, 3.099456, rtol=5e-6)
- # Expected values were computed with mpmath.
- @pytest.mark.parametrize('x, c, expected',
- [(3, 1.5, 0.175064510070713299327),
- (2000, 1.5, 1.11802773877318715787e-5),
- (2000, 9.25, 2.92060308832269637092e-31),
- (1e15, 1.5, 3.16227766016837933199884e-23)])
- def test_invweibull_sf(x, c, expected):
- computed = stats.invweibull.sf(x, c)
- assert_allclose(computed, expected, rtol=1e-15)
- # Expected values were computed with mpmath.
- @pytest.mark.parametrize('p, c, expected',
- [(0.5, 2.5, 1.15789669836468183976),
- (3e-18, 5, 3195.77171838060906447)])
- def test_invweibull_isf(p, c, expected):
- computed = stats.invweibull.isf(p, c)
- assert_allclose(computed, expected, rtol=1e-15)
- @pytest.mark.parametrize(
- 'df1,df2,x',
- [(2, 2, [-0.5, 0.2, 1.0, 2.3]),
- (4, 11, [-0.5, 0.2, 1.0, 2.3]),
- (7, 17, [1, 2, 3, 4, 5])]
- )
- def test_ncf_edge_case(df1, df2, x):
- # Test for edge case described in gh-11660.
- # Non-central Fisher distribution when nc = 0
- # should be the same as Fisher distribution.
- nc = 0
- expected_cdf = stats.f.cdf(x, df1, df2)
- calculated_cdf = stats.ncf.cdf(x, df1, df2, nc)
- assert_allclose(expected_cdf, calculated_cdf, rtol=1e-14)
- # when ncf_gen._skip_pdf will be used instead of generic pdf,
- # this additional test will be useful.
- expected_pdf = stats.f.pdf(x, df1, df2)
- calculated_pdf = stats.ncf.pdf(x, df1, df2, nc)
- assert_allclose(expected_pdf, calculated_pdf, rtol=1e-6)
- def test_ncf_variance():
- # Regression test for gh-10658 (incorrect variance formula for ncf).
- # The correct value of ncf.var(2, 6, 4), 42.75, can be verified with, for
- # example, Wolfram Alpha with the expression
- # Variance[NoncentralFRatioDistribution[2, 6, 4]]
- # or with the implementation of the noncentral F distribution in the C++
- # library Boost.
- v = stats.ncf.var(2, 6, 4)
- assert_allclose(v, 42.75, rtol=1e-14)
- def test_ncf_cdf_spotcheck():
- # Regression test for gh-15582 testing against values from R/MATLAB
- # Generate check_val from R or MATLAB as follows:
- # R: pf(20, df1 = 6, df2 = 33, ncp = 30.4) = 0.998921
- # MATLAB: ncfcdf(20, 6, 33, 30.4) = 0.998921
- scipy_val = stats.ncf.cdf(20, 6, 33, 30.4)
- check_val = 0.998921
- assert_allclose(check_val, np.round(scipy_val, decimals=6))
- def test_ncf_ppf_issue_17026():
- # Regression test for gh-17026
- x = np.linspace(0, 1, 600)
- x[0] = 1e-16
- par = (0.1, 2, 5, 0, 1)
- q = stats.ncf.ppf(x, *par)
- q0 = [stats.ncf.ppf(xi, *par) for xi in x]
- assert_allclose(q, q0)
- class TestHistogram:
- def setup_method(self):
- self.rng = np.random.default_rng(6561174822)
- # We have 8 bins
- # [1,2), [2,3), [3,4), [4,5), [5,6), [6,7), [7,8), [8,9)
- # But actually np.histogram will put the last 9 also in the [8,9) bin!
- # Therefore there is a slight difference below for the last bin, from
- # what you might have expected.
- histogram = np.histogram([1, 2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5, 5, 5, 5,
- 6, 6, 6, 6, 7, 7, 7, 8, 8, 9], bins=8)
- self.template = stats.rv_histogram(histogram)
- data = stats.norm.rvs(loc=1.0, scale=2.5, size=10000, random_state=self.rng)
- norm_histogram = np.histogram(data, bins=50)
- self.norm_template = stats.rv_histogram(norm_histogram)
- def test_pdf(self):
- values = np.array([0.0, 0.5, 1.0, 1.5, 2.0, 2.5, 3.0, 3.5, 4.0, 4.5,
- 5.0, 5.5, 6.0, 6.5, 7.0, 7.5, 8.0, 8.5, 9.0, 9.5])
- pdf_values = np.asarray([0.0/25.0, 0.0/25.0, 1.0/25.0, 1.0/25.0,
- 2.0/25.0, 2.0/25.0, 3.0/25.0, 3.0/25.0,
- 4.0/25.0, 4.0/25.0, 5.0/25.0, 5.0/25.0,
- 4.0/25.0, 4.0/25.0, 3.0/25.0, 3.0/25.0,
- 3.0/25.0, 3.0/25.0, 0.0/25.0, 0.0/25.0])
- assert_allclose(self.template.pdf(values), pdf_values)
- # Test explicitly the corner cases:
- # As stated above the pdf in the bin [8,9) is greater than
- # one would naively expect because np.histogram putted the 9
- # into the [8,9) bin.
- assert_almost_equal(self.template.pdf(8.0), 3.0/25.0)
- assert_almost_equal(self.template.pdf(8.5), 3.0/25.0)
- # 9 is outside our defined bins [8,9) hence the pdf is already 0
- # for a continuous distribution this is fine, because a single value
- # does not have a finite probability!
- assert_almost_equal(self.template.pdf(9.0), 0.0/25.0)
- assert_almost_equal(self.template.pdf(10.0), 0.0/25.0)
- x = np.linspace(-2, 2, 10)
- assert_allclose(self.norm_template.pdf(x),
- stats.norm.pdf(x, loc=1.0, scale=2.5), rtol=0.1)
- def test_cdf_ppf(self):
- values = np.array([0.0, 0.5, 1.0, 1.5, 2.0, 2.5, 3.0, 3.5, 4.0, 4.5,
- 5.0, 5.5, 6.0, 6.5, 7.0, 7.5, 8.0, 8.5, 9.0, 9.5])
- cdf_values = np.asarray([0.0/25.0, 0.0/25.0, 0.0/25.0, 0.5/25.0,
- 1.0/25.0, 2.0/25.0, 3.0/25.0, 4.5/25.0,
- 6.0/25.0, 8.0/25.0, 10.0/25.0, 12.5/25.0,
- 15.0/25.0, 17.0/25.0, 19.0/25.0, 20.5/25.0,
- 22.0/25.0, 23.5/25.0, 25.0/25.0, 25.0/25.0])
- assert_allclose(self.template.cdf(values), cdf_values)
- # First three and last two values in cdf_value are not unique
- assert_allclose(self.template.ppf(cdf_values[2:-1]), values[2:-1])
- # Test of cdf and ppf are inverse functions
- x = np.linspace(1.0, 9.0, 100)
- assert_allclose(self.template.ppf(self.template.cdf(x)), x)
- x = np.linspace(0.0, 1.0, 100)
- assert_allclose(self.template.cdf(self.template.ppf(x)), x)
- x = np.linspace(-2, 2, 10)
- assert_allclose(self.norm_template.cdf(x),
- stats.norm.cdf(x, loc=1.0, scale=2.5), rtol=0.1)
- def test_rvs(self):
- N = 10000
- sample = self.template.rvs(size=N, random_state=self.rng)
- assert_equal(np.sum(sample < 1.0), 0.0)
- assert_allclose(np.sum(sample <= 2.0), 1.0/25.0 * N, rtol=0.2)
- assert_allclose(np.sum(sample <= 2.5), 2.0/25.0 * N, rtol=0.2)
- assert_allclose(np.sum(sample <= 3.0), 3.0/25.0 * N, rtol=0.1)
- assert_allclose(np.sum(sample <= 3.5), 4.5/25.0 * N, rtol=0.1)
- assert_allclose(np.sum(sample <= 4.0), 6.0/25.0 * N, rtol=0.1)
- assert_allclose(np.sum(sample <= 4.5), 8.0/25.0 * N, rtol=0.1)
- assert_allclose(np.sum(sample <= 5.0), 10.0/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 5.5), 12.5/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 6.0), 15.0/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 6.5), 17.0/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 7.0), 19.0/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 7.5), 20.5/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 8.0), 22.0/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 8.5), 23.5/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 9.0), 25.0/25.0 * N, rtol=0.05)
- assert_allclose(np.sum(sample <= 9.0), 25.0/25.0 * N, rtol=0.05)
- assert_equal(np.sum(sample > 9.0), 0.0)
- def test_munp(self):
- for n in range(4):
- assert_allclose(self.norm_template._munp(n),
- stats.norm(1.0, 2.5).moment(n), rtol=0.05)
- def test_entropy(self):
- assert_allclose(self.norm_template.entropy(),
- stats.norm.entropy(loc=1.0, scale=2.5), rtol=0.05)
- def test_histogram_non_uniform():
- # Tests rv_histogram works even for non-uniform bin widths
- counts, bins = ([1, 1], [0, 1, 1001])
- dist = stats.rv_histogram((counts, bins), density=False)
- np.testing.assert_allclose(dist.pdf([0.5, 200]), [0.5, 0.0005])
- assert dist.median() == 1
- dist = stats.rv_histogram((counts, bins), density=True)
- np.testing.assert_allclose(dist.pdf([0.5, 200]), 1/1001)
- assert dist.median() == 1001/2
- # Omitting density produces a warning for non-uniform bins...
- message = "Bin widths are not constant. Assuming..."
- with pytest.warns(RuntimeWarning, match=message):
- dist = stats.rv_histogram((counts, bins))
- assert dist.median() == 1001/2 # default is like `density=True`
- # ... but not for uniform bins
- dist = stats.rv_histogram((counts, [0, 1, 2]))
- assert dist.median() == 1
- class TestLogUniform:
- def test_alias(self):
- # This test makes sure that "reciprocal" and "loguniform" are
- # aliases of the same distribution and that both are log-uniform
- rng = np.random.default_rng(98643218961)
- rv = stats.loguniform(10 ** -3, 10 ** 0)
- rvs = rv.rvs(size=10000, random_state=rng)
- rng = np.random.default_rng(98643218961)
- rv2 = stats.reciprocal(10 ** -3, 10 ** 0)
- rvs2 = rv2.rvs(size=10000, random_state=rng)
- assert_allclose(rvs2, rvs)
- vals, _ = np.histogram(np.log10(rvs), bins=10)
- assert 900 <= vals.min() <= vals.max() <= 1100
- assert np.abs(np.median(vals) - 1000) <= 10
- @pytest.mark.parametrize("method", ['mle', 'mm'])
- def test_fit_override(self, method):
- # loguniform is overparameterized, so check that fit override enforces
- # scale=1 unless fscale is provided by the user
- rng = np.random.default_rng(98643218961)
- rvs = stats.loguniform.rvs(0.1, 1, size=1000, random_state=rng)
- a, b, loc, scale = stats.loguniform.fit(rvs, method=method)
- assert scale == 1
- a, b, loc, scale = stats.loguniform.fit(rvs, fscale=2, method=method)
- assert scale == 2
- def test_overflow(self):
- # original formulation had overflow issues; check that this is resolved
- # Extensive accuracy tests elsewhere, no need to test all methods
- rng = np.random.default_rng(7136519550773909093)
- a, b = 1e-200, 1e200
- dist = stats.loguniform(a, b)
- # test roundtrip error
- cdf = rng.uniform(0, 1, size=1000)
- assert_allclose(dist.cdf(dist.ppf(cdf)), cdf)
- rvs = dist.rvs(size=1000, random_state=rng)
- assert_allclose(dist.ppf(dist.cdf(rvs)), rvs)
- # test a property of the pdf (and that there is no overflow)
- x = 10.**np.arange(-200, 200)
- pdf = dist.pdf(x) # no overflow
- assert_allclose(pdf[:-1]/pdf[1:], 10)
- # check munp against wikipedia reference
- mean = (b - a)/(np.log(b) - np.log(a))
- assert_allclose(dist.mean(), mean)
- class TestArgus:
- def test_argus_rvs_large_chi(self):
- # test that the algorithm can handle large values of chi
- x = stats.argus.rvs(50, size=500, random_state=325)
- assert_almost_equal(stats.argus(50).mean(), x.mean(), decimal=4)
- @pytest.mark.parametrize('chi, random_state', [
- [0.1, 325], # chi <= 0.5: rejection method case 1
- [1.3, 155], # 0.5 < chi <= 1.8: rejection method case 2
- [3.5, 135] # chi > 1.8: transform conditional Gamma distribution
- ])
- def test_rvs(self, chi, random_state):
- x = stats.argus.rvs(chi, size=500, random_state=random_state)
- _, p = stats.kstest(x, "argus", (chi, ))
- assert_(p > 0.05)
- @pytest.mark.parametrize('chi', [1e-9, 1e-6])
- def test_rvs_small_chi(self, chi):
- # test for gh-11699 => rejection method case 1 can even handle chi=0
- # the CDF of the distribution for chi=0 is 1 - (1 - x**2)**(3/2)
- # test rvs against distribution of limit chi=0
- r = stats.argus.rvs(chi, size=500, random_state=890981)
- _, p = stats.kstest(r, lambda x: 1 - (1 - x**2)**(3/2))
- assert_(p > 0.05)
- # Expected values were computed with mpmath.
- @pytest.mark.parametrize('chi, expected_mean',
- [(1, 0.6187026683551835),
- (10, 0.984805536783744),
- (40, 0.9990617659702923),
- (60, 0.9995831885165300),
- (99, 0.9998469348663028)])
- def test_mean(self, chi, expected_mean):
- m = stats.argus.mean(chi, scale=1)
- assert_allclose(m, expected_mean, rtol=1e-13)
- # Expected values were computed with mpmath.
- @pytest.mark.parametrize('chi, expected_var, rtol',
- [(1, 0.05215651254197807, 1e-13),
- (10, 0.00015805472008165595, 1e-11),
- (40, 5.877763210262901e-07, 1e-8),
- (60, 1.1590179389611416e-07, 1e-8),
- (99, 1.5623277006064666e-08, 1e-8)])
- def test_var(self, chi, expected_var, rtol):
- v = stats.argus.var(chi, scale=1)
- assert_allclose(v, expected_var, rtol=rtol)
- # Expected values were computed with mpmath (code: see gh-13370).
- @pytest.mark.parametrize('chi, expected, rtol',
- [(0.9, 0.07646314974436118, 1e-14),
- (0.5, 0.015429797891863365, 1e-14),
- (0.1, 0.0001325825293278049, 1e-14),
- (0.01, 1.3297677078224565e-07, 1e-15),
- (1e-3, 1.3298072023958999e-10, 1e-14),
- (1e-4, 1.3298075973486862e-13, 1e-14),
- (1e-6, 1.32980760133771e-19, 1e-14),
- (1e-9, 1.329807601338109e-28, 1e-15)])
- def test_argus_phi_small_chi(self, chi, expected, rtol):
- assert_allclose(_argus_phi(chi), expected, rtol=rtol)
- # Expected values were computed with mpmath (code: see gh-13370).
- @pytest.mark.parametrize(
- 'chi, expected',
- [(0.5, (0.28414073302940573, 1.2742227939992954, 1.2381254688255896)),
- (0.2, (0.296172952995264, 1.2951290588110516, 1.1865767100877576)),
- (0.1, (0.29791447523536274, 1.29806307956989, 1.1793168289857412)),
- (0.01, (0.2984904104866452, 1.2990283628160553, 1.1769268414080531)),
- (1e-3, (0.298496172925224, 1.2990380082487925, 1.176902956021053)),
- (1e-4, (0.29849623054991836, 1.2990381047023793, 1.1769027171686324)),
- (1e-6, (0.2984962311319278, 1.2990381056765605, 1.1769027147562232)),
- (1e-9, (0.298496231131986, 1.299038105676658, 1.1769027147559818))])
- def test_pdf_small_chi(self, chi, expected):
- x = np.array([0.1, 0.5, 0.9])
- assert_allclose(stats.argus.pdf(x, chi), expected, rtol=1e-13)
- # Expected values were computed with mpmath (code: see gh-13370).
- @pytest.mark.parametrize(
- 'chi, expected',
- [(0.5, (0.9857660526895221, 0.6616565930168475, 0.08796070398429937)),
- (0.2, (0.9851555052359501, 0.6514666238985464, 0.08362690023746594)),
- (0.1, (0.9850670974995661, 0.6500061310508574, 0.08302050640683846)),
- (0.01, (0.9850378582451867, 0.6495239242251358, 0.08282109244852445)),
- (1e-3, (0.9850375656906663, 0.6495191015522573, 0.08281910005231098)),
- (1e-4, (0.9850375627651049, 0.6495190533254682, 0.08281908012852317)),
- (1e-6, (0.9850375627355568, 0.6495190528383777, 0.08281907992729293)),
- (1e-9, (0.9850375627355538, 0.649519052838329, 0.0828190799272728))])
- def test_sf_small_chi(self, chi, expected):
- x = np.array([0.1, 0.5, 0.9])
- assert_allclose(stats.argus.sf(x, chi), expected, rtol=1e-14)
- # Expected values were computed with mpmath.
- @pytest.mark.parametrize(
- 'x, chi, expected',
- [(0.9999999, 0.25, 9.113252974162428e-11),
- (0.9999999, 3.0, 6.616650419714568e-10),
- (0.999999999, 2.5, 4.130195911418939e-13),
- (0.999999999, 10.0, 2.3788319094393724e-11)])
- def test_sf_near_1(self, x, chi, expected):
- sf = stats.argus.sf(x, chi)
- assert_allclose(sf, expected, rtol=5e-15)
- # Expected values were computed with mpmath (code: see gh-13370).
- @pytest.mark.parametrize(
- 'chi, expected',
- [(0.5, (0.0142339473104779, 0.3383434069831524, 0.9120392960157007)),
- (0.2, (0.014844494764049919, 0.34853337610145363, 0.916373099762534)),
- (0.1, (0.014932902500433911, 0.34999386894914264, 0.9169794935931616)),
- (0.01, (0.014962141754813293, 0.35047607577486417, 0.9171789075514756)),
- (1e-3, (0.01496243430933372, 0.35048089844774266, 0.917180899947689)),
- (1e-4, (0.014962437234895118, 0.3504809466745317, 0.9171809198714769)),
- (1e-6, (0.01496243726444329, 0.3504809471616223, 0.9171809200727071)),
- (1e-9, (0.014962437264446245, 0.350480947161671, 0.9171809200727272))])
- def test_cdf_small_chi(self, chi, expected):
- x = np.array([0.1, 0.5, 0.9])
- assert_allclose(stats.argus.cdf(x, chi), expected, rtol=1e-12)
- # Expected values were computed with mpmath (code: see gh-13370).
- @pytest.mark.parametrize(
- 'chi, expected, rtol',
- [(0.5, (0.5964284712757741, 0.052890651988588604), 1e-12),
- (0.101, (0.5893490968089076, 0.053017469847275685), 1e-11),
- (0.1, (0.5893431757009437, 0.05301755449499372), 1e-13),
- (0.01, (0.5890515677940915, 0.05302167905837031), 1e-13),
- (1e-3, (0.5890486520005177, 0.053021719862088104), 1e-13),
- (1e-4, (0.5890486228426105, 0.0530217202700811), 1e-13),
- (1e-6, (0.5890486225481156, 0.05302172027420182), 1e-13),
- (1e-9, (0.5890486225480862, 0.05302172027420224), 1e-13)])
- def test_stats_small_chi(self, chi, expected, rtol):
- val = stats.argus.stats(chi, moments='mv')
- assert_allclose(val, expected, rtol=rtol)
- class TestNakagami:
- def setup_method(self):
- self.rng = np.random.default_rng(9626839526)
- def test_logpdf(self):
- # Test nakagami logpdf for an input where the PDF is smaller
- # than can be represented with 64 bit floating point.
- # The expected value of logpdf was computed with mpmath:
- #
- # def logpdf(x, nu):
- # x = mpmath.mpf(x)
- # nu = mpmath.mpf(nu)
- # return (mpmath.log(2) + nu*mpmath.log(nu) -
- # mpmath.loggamma(nu) + (2*nu - 1)*mpmath.log(x) -
- # nu*x**2)
- #
- nu = 2.5
- x = 25
- logp = stats.nakagami.logpdf(x, nu)
- assert_allclose(logp, -1546.9253055607549)
- def test_sf_isf(self):
- # Test nakagami sf and isf when the survival function
- # value is very small.
- # The expected value of the survival function was computed
- # with mpmath:
- #
- # def sf(x, nu):
- # x = mpmath.mpf(x)
- # nu = mpmath.mpf(nu)
- # return mpmath.gammainc(nu, nu*x*x, regularized=True)
- #
- nu = 2.5
- x0 = 5.0
- sf = stats.nakagami.sf(x0, nu)
- assert_allclose(sf, 2.736273158588307e-25, rtol=1e-13)
- # Check round trip back to x0.
- x1 = stats.nakagami.isf(sf, nu)
- assert_allclose(x1, x0, rtol=1e-13)
- def test_logcdf(self):
- x = 8
- nu = 0.5
- # Reference value computed with mpmath.
- ref = -1.2441921148543576e-15
- logcdf = stats.nakagami.logcdf(x, nu)
- assert_allclose(logcdf, ref, rtol=5e-15)
- def test_logsf(self):
- x = 0.05
- nu = 12
- # Reference value computed with mpmath.
- ref = -1.0791764722337046e-27
- logsf = stats.nakagami.logsf(x, nu)
- assert_allclose(logsf, ref, rtol=5e-15)
- @pytest.mark.parametrize("m, ref",
- [(5, -0.097341814372152),
- (0.5, 0.7257913526447274),
- (10, -0.43426184310934907)])
- def test_entropy(self, m, ref):
- # from sympy import *
- # from mpmath import mp
- # import numpy as np
- # v, x = symbols('v, x', real=True, positive=True)
- # pdf = 2 * v ** v / gamma(v) * x ** (2 * v - 1) * exp(-v * x ** 2)
- # h = simplify(simplify(integrate(-pdf * log(pdf), (x, 0, oo))))
- # entropy = lambdify(v, h, 'mpmath')
- # mp.dps = 200
- # nu = 5
- # ref = np.float64(entropy(mp.mpf(nu)))
- # print(ref)
- assert_allclose(stats.nakagami.entropy(m), ref, rtol=1.1e-14)
- @pytest.mark.parametrize("m, ref",
- [(1e-100, -5.0e+99), (1e-10, -4999999965.442979),
- (9.999e6, -7.333206478668433), (1.001e7, -7.3337562313259825),
- (1e10, -10.787134112333835), (1e100, -114.40346329705756)])
- def test_extreme_nu(self, m, ref):
- assert_allclose(stats.nakagami.entropy(m), ref)
- def test_entropy_overflow(self):
- assert np.isfinite(stats.nakagami._entropy(1e100))
- assert np.isfinite(stats.nakagami._entropy(1e-100))
- @pytest.mark.parametrize("nu, ref",
- [(1e10, 0.9999999999875),
- (1e3, 0.9998750078173821),
- (1e-10, 1.772453850659802e-05)])
- def test_mean(self, nu, ref):
- # reference values were computed with mpmath
- # from mpmath import mp
- # mp.dps = 500
- # nu = mp.mpf(1e10)
- # float(mp.rf(nu, mp.mpf(0.5))/mp.sqrt(nu))
- assert_allclose(stats.nakagami.mean(nu), ref, rtol=1e-12)
- @pytest.mark.xfail(reason="Fit of nakagami not reliable, see gh-10908.")
- @pytest.mark.parametrize('nu', [1.6, 2.5, 3.9])
- @pytest.mark.parametrize('loc', [25.0, 10, 35])
- @pytest.mark.parametrize('scale', [13, 5, 20])
- def test_fit(self, nu, loc, scale):
- # Regression test for gh-13396 (21/27 cases failed previously)
- # The first tuple of the parameters' values is discussed in gh-10908
- N = 100
- samples = stats.nakagami.rvs(size=N, nu=nu, loc=loc,
- scale=scale, random_state=self.rng)
- nu_est, loc_est, scale_est = stats.nakagami.fit(samples)
- assert_allclose(nu_est, nu, rtol=0.2)
- assert_allclose(loc_est, loc, rtol=0.2)
- assert_allclose(scale_est, scale, rtol=0.2)
- def dlogl_dnu(nu, loc, scale):
- return ((-2*nu + 1) * np.sum(1/(samples - loc))
- + 2*nu/scale**2 * np.sum(samples - loc))
- def dlogl_dloc(nu, loc, scale):
- return (N * (1 + np.log(nu) - polygamma(0, nu)) +
- 2 * np.sum(np.log((samples - loc) / scale))
- - np.sum(((samples - loc) / scale)**2))
- def dlogl_dscale(nu, loc, scale):
- return (- 2 * N * nu / scale
- + 2 * nu / scale ** 3 * np.sum((samples - loc) ** 2))
- assert_allclose(dlogl_dnu(nu_est, loc_est, scale_est), 0, atol=1e-3)
- assert_allclose(dlogl_dloc(nu_est, loc_est, scale_est), 0, atol=1e-3)
- assert_allclose(dlogl_dscale(nu_est, loc_est, scale_est), 0, atol=1e-3)
- @pytest.mark.parametrize('loc', [25.0, 10, 35])
- @pytest.mark.parametrize('scale', [13, 5, 20])
- def test_fit_nu(self, loc, scale):
- # For nu = 0.5, we have analytical values for
- # the MLE of the loc and the scale
- nu = 0.5
- n = 100
- samples = stats.nakagami.rvs(size=n, nu=nu, loc=loc,
- scale=scale, random_state=self.rng)
- nu_est, loc_est, scale_est = stats.nakagami.fit(samples, f0=nu)
- # Analytical values
- loc_theo = np.min(samples)
- scale_theo = np.sqrt(np.mean((samples - loc_est) ** 2))
- assert_allclose(nu_est, nu, rtol=1e-7)
- assert_allclose(loc_est, loc_theo, rtol=1e-7)
- assert_allclose(scale_est, scale_theo, rtol=1e-7)
- class TestWrapCauchy:
- def setup_method(self):
- self.rng = np.random.default_rng(2439107123)
- def test_cdf_shape_broadcasting(self):
- # Regression test for gh-13791.
- # Check that wrapcauchy.cdf broadcasts the shape parameter
- # correctly.
- c = np.array([[0.03, 0.25], [0.5, 0.75]])
- x = np.array([[1.0], [4.0]])
- p = stats.wrapcauchy.cdf(x, c)
- assert p.shape == (2, 2)
- scalar_values = [stats.wrapcauchy.cdf(x1, c1)
- for (x1, c1) in np.nditer((x, c))]
- assert_allclose(p.ravel(), scalar_values, rtol=1e-13)
- def test_cdf_center(self):
- p = stats.wrapcauchy.cdf(np.pi, 0.03)
- assert_allclose(p, 0.5, rtol=1e-14)
- def test_cdf(self):
- x1 = 1.0 # less than pi
- x2 = 4.0 # greater than pi
- c = 0.75
- p = stats.wrapcauchy.cdf([x1, x2], c)
- cr = (1 + c)/(1 - c)
- assert_allclose(p[0], np.arctan(cr*np.tan(x1/2))/np.pi)
- assert_allclose(p[1], 1 - np.arctan(cr*np.tan(np.pi - x2/2))/np.pi)
- @pytest.mark.parametrize('c', [1e-10, 1e-1])
- @pytest.mark.parametrize('loc', [-100, -2*np.pi, -np.pi, 0, np.pi, 2*np.pi, 100])
- @pytest.mark.parametrize('scale', [1e-10, 1, 1e10])
- def test_rvs_lie_on_circle(self, c, loc, scale):
- # Check that the random variates lie in range [0, 2*pi]
- x = stats.wrapcauchy.rvs(c=c, loc=loc, scale=scale,
- size=1000, random_state=self.rng)
- assert np.all(x >= 0)
- assert np.all(x <= 2 * np.pi)
- def test_rvs_no_size_error():
- # _rvs methods must have parameter `size`; see gh-11394
- class rvs_no_size_gen(stats.rv_continuous):
- def _rvs(self):
- return 1
- rvs_no_size = rvs_no_size_gen(name='rvs_no_size')
- rng = np.random.default_rng(1334886239)
- with assert_raises(TypeError, match=r"_rvs\(\) got (an|\d) unexpected"):
- rvs_no_size.rvs(random_state=rng)
- @pytest.mark.parametrize('distname, args', invdistdiscrete + invdistcont)
- def test_support_gh13294_regression(distname, args):
- if distname in skip_test_support_gh13294_regression:
- pytest.skip(f"skipping test for the support method for "
- f"distribution {distname}.")
- dist = getattr(stats, distname)
- # test support method with invalid arguments
- if isinstance(dist, stats.rv_continuous):
- # test with valid scale
- if len(args) != 0:
- a0, b0 = dist.support(*args)
- assert_equal(a0, np.nan)
- assert_equal(b0, np.nan)
- # test with invalid scale
- # For some distributions, that take no parameters,
- # the case of only invalid scale occurs and hence,
- # it is implicitly tested in this test case.
- loc1, scale1 = 0, -1
- a1, b1 = dist.support(*args, loc1, scale1)
- assert_equal(a1, np.nan)
- assert_equal(b1, np.nan)
- else:
- a, b = dist.support(*args)
- assert_equal(a, np.nan)
- assert_equal(b, np.nan)
- def test_support_broadcasting_gh13294_regression():
- a0, b0 = stats.norm.support([0, 0, 0, 1], [1, 1, 1, -1])
- ex_a0 = np.array([-np.inf, -np.inf, -np.inf, np.nan])
- ex_b0 = np.array([np.inf, np.inf, np.inf, np.nan])
- assert_equal(a0, ex_a0)
- assert_equal(b0, ex_b0)
- assert a0.shape == ex_a0.shape
- assert b0.shape == ex_b0.shape
- a1, b1 = stats.norm.support([], [])
- ex_a1, ex_b1 = np.array([]), np.array([])
- assert_equal(a1, ex_a1)
- assert_equal(b1, ex_b1)
- assert a1.shape == ex_a1.shape
- assert b1.shape == ex_b1.shape
- a2, b2 = stats.norm.support([0, 0, 0, 1], [-1])
- ex_a2 = np.array(4*[np.nan])
- ex_b2 = np.array(4*[np.nan])
- assert_equal(a2, ex_a2)
- assert_equal(b2, ex_b2)
- assert a2.shape == ex_a2.shape
- assert b2.shape == ex_b2.shape
- def test_stats_broadcasting_gh14953_regression():
- # test case in gh14953
- loc = [0., 0.]
- scale = [[1.], [2.], [3.]]
- assert_equal(stats.norm.var(loc, scale), [[1., 1.], [4., 4.], [9., 9.]])
- # test some edge cases
- loc = np.empty((0, ))
- scale = np.empty((1, 0))
- assert stats.norm.var(loc, scale).shape == (1, 0)
- # Check a few values of the cosine distribution's cdf, sf, ppf and
- # isf methods. Expected values were computed with mpmath.
- @pytest.mark.parametrize('x, expected',
- [(-3.14159, 4.956444476505336e-19),
- (3.14, 0.9999999998928399)])
- def test_cosine_cdf_sf(x, expected):
- assert_allclose(stats.cosine.cdf(x), expected)
- assert_allclose(stats.cosine.sf(-x), expected)
- @pytest.mark.parametrize('p, expected',
- [(1e-6, -3.1080612413765905),
- (1e-17, -3.141585429601399),
- (0.975, 2.1447547020964923)])
- def test_cosine_ppf_isf(p, expected):
- assert_allclose(stats.cosine.ppf(p), expected)
- assert_allclose(stats.cosine.isf(p), -expected)
- def test_cosine_logpdf_endpoints():
- logp = stats.cosine.logpdf([-np.pi, np.pi])
- # reference value calculated using mpmath assuming `np.cos(-1)` is four
- # floating point numbers too high. See gh-18382.
- assert_array_less(logp, -37.18838327496655)
- def test_distr_params_lists():
- # distribution objects are extra distributions added in
- # test_discrete_basic. All other distributions are strings (names)
- # and so we only choose those to compare whether both lists match.
- discrete_distnames = {name for name, _ in distdiscrete
- if isinstance(name, str)}
- invdiscrete_distnames = {name for name, _ in invdistdiscrete}
- assert discrete_distnames == invdiscrete_distnames
- cont_distnames = {name for name, _ in distcont}
- invcont_distnames = {name for name, _ in invdistcont}
- assert cont_distnames == invcont_distnames
- def test_moment_order_4():
- # gh-13655 reported that if a distribution has a `_stats` method that
- # accepts the `moments` parameter, then if the distribution's `moment`
- # method is called with `order=4`, the faster/more accurate`_stats` gets
- # called, but the results aren't used, and the generic `_munp` method is
- # called to calculate the moment anyway. This tests that the issue has
- # been fixed.
- # stats.skewnorm._stats accepts the `moments` keyword
- stats.skewnorm._stats(a=0, moments='k') # no failure = has `moments`
- # When `moment` is called, `_stats` is used, so the moment is very accurate
- # (exactly equal to Pearson's kurtosis of the normal distribution, 3)
- assert stats.skewnorm.moment(order=4, a=0) == 3.0
- # At the time of gh-13655, skewnorm._munp() used the generic method
- # to compute its result, which was inefficient and not very accurate.
- # At that time, the following assertion would fail. skewnorm._munp()
- # has since been made more accurate and efficient, so now this test
- # is expected to pass.
- assert stats.skewnorm._munp(4, 0) == 3.0
- class TestRelativisticBW:
- @pytest.fixture
- def ROOT_pdf_sample_data(self):
- """Sample data points for pdf computed with CERN's ROOT
- See - https://root.cern/
- Uses ROOT.TMath.BreitWignerRelativistic, available in ROOT
- versions 6.27+
- pdf calculated for Z0 Boson, W Boson, and Higgs Boson for
- x in `np.linspace(0, 200, 401)`.
- """
- data = np.load(
- Path(__file__).parent /
- 'data/rel_breitwigner_pdf_sample_data_ROOT.npy'
- )
- data = np.rec.fromarrays(data.T, names='x,pdf,rho,gamma')
- return data
- @pytest.mark.parametrize(
- "rho,gamma,rtol", [
- (36.545206797050334, 2.4952, 5e-14), # Z0 Boson
- (38.55107913669065, 2.085, 1e-14), # W Boson
- (96292.3076923077, 0.0013, 5e-13), # Higgs Boson
- ]
- )
- def test_pdf_against_ROOT(self, ROOT_pdf_sample_data, rho, gamma, rtol):
- data = ROOT_pdf_sample_data[
- (ROOT_pdf_sample_data['rho'] == rho)
- & (ROOT_pdf_sample_data['gamma'] == gamma)
- ]
- x, pdf = data['x'], data['pdf']
- assert_allclose(
- pdf, stats.rel_breitwigner.pdf(x, rho, scale=gamma), rtol=rtol
- )
- @pytest.mark.parametrize("rho, Gamma, rtol", [
- (36.545206797050334, 2.4952, 5e-13), # Z0 Boson
- (38.55107913669065, 2.085, 5e-13), # W Boson
- (96292.3076923077, 0.0013, 5e-10), # Higgs Boson
- ]
- )
- def test_pdf_against_simple_implementation(self, rho, Gamma, rtol):
- # reference implementation straight from formulas on Wikipedia [1]
- def pdf(E, M, Gamma):
- gamma = np.sqrt(M**2 * (M**2 + Gamma**2))
- k = (2 * np.sqrt(2) * M * Gamma * gamma
- / (np.pi * np.sqrt(M**2 + gamma)))
- return k / ((E**2 - M**2)**2 + M**2*Gamma**2)
- # get reasonable values at which to evaluate the CDF
- p = np.linspace(0.05, 0.95, 10)
- x = stats.rel_breitwigner.ppf(p, rho, scale=Gamma)
- res = stats.rel_breitwigner.pdf(x, rho, scale=Gamma)
- ref = pdf(x, rho*Gamma, Gamma)
- assert_allclose(res, ref, rtol=rtol)
- @pytest.mark.xslow
- @pytest.mark.parametrize(
- "rho,gamma", [
- pytest.param(
- 36.545206797050334, 2.4952, marks=pytest.mark.slow
- ), # Z0 Boson
- pytest.param(
- 38.55107913669065, 2.085, marks=pytest.mark.xslow
- ), # W Boson
- pytest.param(
- 96292.3076923077, 0.0013, marks=pytest.mark.xslow
- ), # Higgs Boson
- ]
- )
- def test_fit_floc(self, rho, gamma):
- """Tests fit for cases where floc is set.
- `rel_breitwigner` has special handling for these cases.
- """
- seed = 6936804688480013683
- rng = np.random.default_rng(seed)
- data = stats.rel_breitwigner.rvs(
- rho, scale=gamma, size=1000, random_state=rng
- )
- fit = stats.rel_breitwigner.fit(data, floc=0)
- assert_allclose((fit[0], fit[2]), (rho, gamma), rtol=2e-1)
- assert fit[1] == 0
- # Check again with fscale set.
- fit = stats.rel_breitwigner.fit(data, floc=0, fscale=gamma)
- assert_allclose(fit[0], rho, rtol=1e-2)
- assert (fit[1], fit[2]) == (0, gamma)
- class TestJohnsonSU:
- @pytest.mark.parametrize("case", [ # a, b, loc, scale, m1, m2, g1, g2
- (-0.01, 1.1, 0.02, 0.0001, 0.02000137427557091,
- 2.1112742956578063e-08, 0.05989781342460999, 20.36324408592951-3),
- (2.554395574161155, 2.2482281679651965, 0, 1, -1.54215386737391,
- 0.7629882028469993, -1.256656139406788, 6.303058419339775-3)])
- def test_moment_gh18071(self, case):
- # gh-18071 reported an IntegrationWarning emitted by johnsonsu.stats
- # Check that the warning is no longer emitted and that the values
- # are accurate compared against results from Mathematica.
- # Reference values from Mathematica, e.g.
- # Mean[JohnsonDistribution["SU",-0.01, 1.1, 0.02, 0.0001]]
- res = stats.johnsonsu.stats(*case[:4], moments='mvsk')
- assert_allclose(res, case[4:], rtol=1e-14)
- class TestTruncPareto:
- def test_pdf(self):
- # PDF is that of the truncated pareto distribution
- b, c = 1.8, 5.3
- x = np.linspace(1.8, 5.3)
- res = stats.truncpareto(b, c).pdf(x)
- ref = stats.pareto(b).pdf(x) / stats.pareto(b).cdf(c)
- assert_allclose(res, ref)
- def test_pdf_negative(self):
- # truncpareto is equivalent to more general powerlaw from gh-23648
- # exponent of truncpareto is negative in this case
- a, xmin, xmax = 4, 3, 5
- x = np.linspace(xmin, xmax)
- # compute reference using PDF from gh-23648
- C = a / (xmax ** a - xmin ** a)
- ref = C * x ** (a - 1)
- # compute using `truncpareto` with negative exponent
- b = -a
- c = xmax / xmin
- scale = xmin
- loc = 0
- X = stats.truncpareto(b, c, loc, scale)
- assert_allclose(X.pdf(x), ref)
- assert_allclose(X.logpdf(x), np.log(X.pdf(x)))
- # indexing avoids RuntimeWarning with `np.log(0)`
- assert_allclose(X.logcdf(x[1:]), np.log(X.cdf(x[1:])))
- assert_allclose(X.logsf(x[:-1]), np.log(X.sf(x[:-1])))
- @pytest.mark.parametrize('fix_loc', [True, False])
- @pytest.mark.parametrize('fix_scale', [True, False])
- @pytest.mark.parametrize('fix_b', [True, False])
- @pytest.mark.parametrize('fix_c', [True, False])
- def test_fit(self, fix_loc, fix_scale, fix_b, fix_c):
- rng = np.random.default_rng(6747363148258237171)
- b, c, loc, scale = 1.8, 5.3, 1, 2.5
- dist = stats.truncpareto(b, c, loc=loc, scale=scale)
- data = dist.rvs(size=500, random_state=rng)
- kwds = {}
- if fix_loc:
- kwds['floc'] = loc
- if fix_scale:
- kwds['fscale'] = scale
- if fix_b:
- kwds['f0'] = b
- if fix_c:
- kwds['f1'] = c
- if fix_loc and fix_scale and fix_b and fix_c:
- message = "All parameters fixed. There is nothing to optimize."
- with pytest.raises(RuntimeError, match=message):
- stats.truncpareto.fit(data, **kwds)
- else:
- _assert_less_or_close_loglike(stats.truncpareto, data, **kwds)
- class TestKappa3:
- def test_sf(self):
- # During development of gh-18822, we found that the override of
- # kappa3.sf could experience overflow where the version in main did
- # not. Check that this does not happen in final implementation.
- sf0 = 1 - stats.kappa3.cdf(0.5, 1e5)
- sf1 = stats.kappa3.sf(0.5, 1e5)
- assert_allclose(sf1, sf0)
- class TestIrwinHall:
- unif = stats.uniform(0, 1)
- ih1 = stats.irwinhall(1)
- ih10 = stats.irwinhall(10)
- def test_stats_ih10(self):
- # from Wolfram Alpha "mean variance skew kurtosis UniformSumDistribution[10]"
- # W|A uses Pearson's definition of kurtosis so subtract 3
- # should be exact integer division converted to fp64, without any further ops
- assert_array_max_ulp(self.ih10.stats('mvsk'), (5, 10/12, 0, -3/25))
- def test_moments_ih10(self):
- # from Wolfram Alpha "values moments UniformSumDistribution[10]"
- # algo should use integer division converted to fp64, without any further ops
- # so these should be precise to the ulpm if not exact
- vals = [5, 155 / 6, 275 / 2, 752, 12650 / 3,
- 677465 / 28, 567325 / 4,
- 15266213 / 18, 10333565 / 2]
- moments = [self.ih10.moment(n+1) for n in range(len(vals))]
- assert_array_max_ulp(moments, vals)
- # also from Wolfram Alpha "50th moment UniformSumDistribution[10]"
- m50 = self.ih10.moment(50)
- m50_exact = 17453002755350010529309685557285098151740985685/4862
- assert_array_max_ulp(m50, m50_exact)
- def test_pdf_ih1_unif(self):
- # IH(1) PDF is by definition U(0,1)
- # we should be too, but differences in floating point eval order happen
- # it's unclear if we can get down to the single ulp for doubles unless
- # quads are used we're within 6-10 ulps otherwise (across sf/cdf/pdf)
- # which is pretty good
- pts = np.linspace(0, 1, 100)
- pdf_unif = self.unif.pdf(pts)
- pdf_ih1 = self.ih1.pdf(pts)
- assert_array_max_ulp(pdf_ih1, pdf_unif, maxulp=10)
- def test_pdf_ih2_triangle(self):
- # IH(2) PDF is a triangle
- ih2 = stats.irwinhall(2)
- npts = 101
- pts = np.linspace(0, 2, npts)
- expected = np.linspace(0, 2, npts)
- expected[(npts + 1) // 2:] = 2 - expected[(npts + 1) // 2:]
- pdf_ih2 = ih2.pdf(pts)
- assert_array_max_ulp(pdf_ih2, expected, maxulp=10)
- def test_cdf_ih1_unif(self):
- # CDF of IH(1) should be identical to uniform
- pts = np.linspace(0, 1, 100)
- cdf_unif = self.unif.cdf(pts)
- cdf_ih1 = self.ih1.cdf(pts)
- assert_array_max_ulp(cdf_ih1, cdf_unif, maxulp=10)
- def test_cdf(self):
- # CDF of IH is symmetric so CDF should be 0.5 at n/2
- n = np.arange(1, 10)
- ih = stats.irwinhall(n)
- ih_cdf = ih.cdf(n / 2)
- exact = np.repeat(1/2, len(n))
- # should be identically 1/2 but fp order of eval differences happen
- assert_array_max_ulp(ih_cdf, exact, maxulp=10)
- def test_cdf_ih10_exact(self):
- # from Wolfram Alpha "values CDF[UniformSumDistribution[10], x] x=0 to x=10"
- # symmetric about n/2, i.e., cdf[n-x] = 1-cdf[x] = sf[x]
- vals = [0, 1 / 3628800, 169 / 604800, 24427 / 1814400,
- 252023 / 1814400, 1 / 2, 1562377 / 1814400,
- 1789973 / 1814400, 604631 / 604800,
- 3628799 / 3628800, 1]
- # essentially a test of bspline evaluation
- # this and the other ones are mostly to detect regressions
- assert_array_max_ulp(self.ih10.cdf(np.arange(11)), vals, maxulp=10)
- assert_array_max_ulp(self.ih10.cdf(1/10), 1/36288000000000000, maxulp=10)
- ref = 36287999999999999/36288000000000000
- assert_array_max_ulp(self.ih10.cdf(99/10), ref, maxulp=10)
- def test_pdf_ih10_exact(self):
- # from Wolfram Alpha "values PDF[UniformSumDistribution[10], x] x=0 to x=10"
- # symmetric about n/2 = 5
- vals = [0, 1 / 362880, 251 / 181440, 913 / 22680, 44117 / 181440]
- vals += [15619 / 36288] + vals[::-1]
- assert_array_max_ulp(self.ih10.pdf(np.arange(11)), vals, maxulp=10)
- def test_sf_ih10_exact(self):
- assert_allclose(self.ih10.sf(np.arange(11)), 1 - self.ih10.cdf(np.arange(11)))
- # from Wolfram Alpha "SurvivalFunction[UniformSumDistribution[10],x] at x=1/10"
- # and symmetry about n/2 = 5
- # W|A returns 1 for CDF @ x=9.9
- ref = 36287999999999999/36288000000000000
- assert_array_max_ulp(self.ih10.sf(1/10), ref, maxulp=10)
- class TestDParetoLognorm:
- def test_against_R(self):
- # Test against R implementation in `distributionsrd`
- # library(distributionsrd)
- # options(digits=16)
- # x = 1.1
- # b = 2
- # a = 1.5
- # m = 3
- # s = 1.2
- # ddoubleparetolognormal(x, b, a, m, s)
- # pdoubleparetolognormal(x, b, a, m, s)
- x, m, s, a, b = 1.1, 3, 1.2, 1.5, 2
- dist = stats.dpareto_lognorm(m, s, a, b)
- np.testing.assert_allclose(dist.pdf(x), 0.02490187219085912)
- np.testing.assert_allclose(dist.cdf(x), 0.01664024173822796)
- # Cases are (distribution name, log10 of smallest probability mass to test,
- # log10 of the complement of the largest probability mass to test, atol,
- # rtol). None uses default values.
- @pytest.mark.parametrize("case", [("kappa3", None, None, None, None),
- ("loglaplace", None, None, None, None),
- ("lognorm", None, None, None, None),
- ("lomax", None, None, None, None),
- ("pareto", None, None, None, None),])
- def test_sf_isf_overrides(case):
- # Test that SF is the inverse of ISF. Supplements
- # `test_continuous_basic.check_sf_isf` for distributions with overridden
- # `sf` and `isf` methods.
- distname, lp1, lp2, atol, rtol = case
- lpm = np.log10(0.5) # log10 of the probability mass at the median
- lp1 = lp1 or -290
- lp2 = lp2 or -14
- atol = atol or 0
- rtol = rtol or 1e-12
- dist = getattr(stats, distname)
- params = dict(distcont)[distname]
- dist_frozen = dist(*params)
- # Test (very deep) right tail to median. We can benchmark with random
- # (loguniform) points, but strictly logspaced points are fine for tests.
- ref = np.logspace(lp1, lpm)
- res = dist_frozen.sf(dist_frozen.isf(ref))
- assert_allclose(res, ref, atol=atol, rtol=rtol)
- # test median to left tail
- ref = 1 - np.logspace(lp2, lpm, 20)
- res = dist_frozen.sf(dist_frozen.isf(ref))
- assert_allclose(res, ref, atol=atol, rtol=rtol)
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