126 lines
3.0 KiB
Python
126 lines
3.0 KiB
Python
import numpy as np
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from numpy.testing import assert_equal, assert_almost_equal, assert_allclose
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from scipy.special import boxcox, boxcox1p, inv_boxcox, inv_boxcox1p
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import pytest
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# There are more tests of boxcox and boxcox1p in test_mpmath.py.
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def test_boxcox_basic():
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x = np.array([0.5, 1, 2, 4])
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# lambda = 0 => y = log(x)
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y = boxcox(x, 0)
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assert_almost_equal(y, np.log(x))
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# lambda = 1 => y = x - 1
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y = boxcox(x, 1)
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assert_almost_equal(y, x - 1)
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# lambda = 2 => y = 0.5*(x**2 - 1)
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y = boxcox(x, 2)
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assert_almost_equal(y, 0.5*(x**2 - 1))
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# x = 0 and lambda > 0 => y = -1 / lambda
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lam = np.array([0.5, 1, 2])
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y = boxcox(0, lam)
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assert_almost_equal(y, -1.0 / lam)
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def test_boxcox_underflow():
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x = 1 + 1e-15
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lmbda = 1e-306
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y = boxcox(x, lmbda)
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assert_allclose(y, np.log(x), rtol=1e-14)
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def test_boxcox_nonfinite():
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# x < 0 => y = nan
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x = np.array([-1, -1, -0.5])
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y = boxcox(x, [0.5, 2.0, -1.5])
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assert_equal(y, np.array([np.nan, np.nan, np.nan]))
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# x = 0 and lambda <= 0 => y = -inf
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x = 0
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y = boxcox(x, [-2.5, 0])
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assert_equal(y, np.array([-np.inf, -np.inf]))
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def test_boxcox1p_basic():
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x = np.array([-0.25, -1e-20, 0, 1e-20, 0.25, 1, 3])
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# lambda = 0 => y = log(1+x)
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y = boxcox1p(x, 0)
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assert_almost_equal(y, np.log1p(x))
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# lambda = 1 => y = x
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y = boxcox1p(x, 1)
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assert_almost_equal(y, x)
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# lambda = 2 => y = 0.5*((1+x)**2 - 1) = 0.5*x*(2 + x)
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y = boxcox1p(x, 2)
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assert_almost_equal(y, 0.5*x*(2 + x))
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# x = -1 and lambda > 0 => y = -1 / lambda
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lam = np.array([0.5, 1, 2])
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y = boxcox1p(-1, lam)
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assert_almost_equal(y, -1.0 / lam)
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def test_boxcox1p_underflow():
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x = np.array([1e-15, 1e-306])
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lmbda = np.array([1e-306, 1e-18])
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y = boxcox1p(x, lmbda)
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assert_allclose(y, np.log1p(x), rtol=1e-14)
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def test_boxcox1p_nonfinite():
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# x < -1 => y = nan
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x = np.array([-2, -2, -1.5])
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y = boxcox1p(x, [0.5, 2.0, -1.5])
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assert_equal(y, np.array([np.nan, np.nan, np.nan]))
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# x = -1 and lambda <= 0 => y = -inf
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x = -1
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y = boxcox1p(x, [-2.5, 0])
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assert_equal(y, np.array([-np.inf, -np.inf]))
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def test_inv_boxcox():
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x = np.array([0., 1., 2.])
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lam = np.array([0., 1., 2.])
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y = boxcox(x, lam)
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x2 = inv_boxcox(y, lam)
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assert_almost_equal(x, x2)
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x = np.array([0., 1., 2.])
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lam = np.array([0., 1., 2.])
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y = boxcox1p(x, lam)
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x2 = inv_boxcox1p(y, lam)
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assert_almost_equal(x, x2)
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def test_inv_boxcox1p_underflow():
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x = 1e-15
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lam = 1e-306
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y = inv_boxcox1p(x, lam)
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assert_allclose(y, x, rtol=1e-14)
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@pytest.mark.parametrize(
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"x, lmb",
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[[100, 155],
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[0.01, -155]]
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)
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def test_boxcox_premature_overflow(x, lmb):
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# test boxcox & inv_boxcox
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y = boxcox(x, lmb)
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assert np.isfinite(y)
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x_inv = inv_boxcox(y, lmb)
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assert_allclose(x, x_inv)
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# test boxcox1p & inv_boxcox1p
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y1p = boxcox1p(x-1, lmb)
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assert np.isfinite(y1p)
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x1p_inv = inv_boxcox1p(y1p, lmb)
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assert_allclose(x-1, x1p_inv)
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