2199 lines
		
	
	
		
			91 KiB
		
	
	
	
		
			Python
		
	
	
	
	
	
			
		
		
	
	
			2199 lines
		
	
	
		
			91 KiB
		
	
	
	
		
			Python
		
	
	
	
	
	
| import itertools as it
 | |
| import os
 | |
| import pickle
 | |
| from copy import deepcopy
 | |
| 
 | |
| import numpy as np
 | |
| from numpy import inf
 | |
| import pytest
 | |
| from numpy.testing import assert_allclose, assert_equal
 | |
| from hypothesis import strategies, given, reproduce_failure, settings  # noqa: F401
 | |
| import hypothesis.extra.numpy as npst
 | |
| 
 | |
| from scipy import special
 | |
| from scipy import stats
 | |
| from scipy.stats._fit import _kolmogorov_smirnov
 | |
| from scipy.stats._ksstats import kolmogn
 | |
| from scipy.stats import qmc
 | |
| from scipy.stats._distr_params import distcont, distdiscrete
 | |
| from scipy.stats._distribution_infrastructure import (
 | |
|     _Domain, _RealInterval, _Parameter, _Parameterization, _RealParameter,
 | |
|     ContinuousDistribution, ShiftedScaledDistribution, _fiinfo,
 | |
|     _generate_domain_support, Mixture)
 | |
| from scipy.stats._new_distributions import StandardNormal, _LogUniform, _Gamma
 | |
| from scipy.stats._new_distributions import DiscreteDistribution
 | |
| from scipy.stats import Normal, Uniform, Binomial
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| 
 | |
| 
 | |
| class Test_RealInterval:
 | |
|     rng = np.random.default_rng(349849812549824)
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| 
 | |
|     def test_iv(self):
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|         domain = _RealInterval(endpoints=('a', 'b'))
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|         message = "The endpoints of the distribution are defined..."
 | |
|         with pytest.raises(TypeError, match=message):
 | |
|             domain.get_numerical_endpoints(dict)
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| 
 | |
| 
 | |
|     @pytest.mark.parametrize('x', [rng.uniform(10, 10, size=(2, 3, 4)),
 | |
|                                    -np.inf, np.pi])
 | |
|     def test_contains_simple(self, x):
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|         # Test `contains` when endpoints are defined by constants
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|         a, b = -np.inf, np.pi
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|         domain = _RealInterval(endpoints=(a, b), inclusive=(False, True))
 | |
|         assert_equal(domain.contains(x), (a < x) & (x <= b))
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| 
 | |
|     @pytest.mark.slow
 | |
|     @given(shapes=npst.mutually_broadcastable_shapes(num_shapes=3, min_side=0),
 | |
|            inclusive_a=strategies.booleans(),
 | |
|            inclusive_b=strategies.booleans(),
 | |
|            data=strategies.data())
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|     @pytest.mark.thread_unsafe
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|     def test_contains(self, shapes, inclusive_a, inclusive_b, data):
 | |
|         # Test `contains` when endpoints are defined by parameters
 | |
|         input_shapes, result_shape = shapes
 | |
|         shape_a, shape_b, shape_x = input_shapes
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| 
 | |
|         # Without defining min and max values, I spent forever trying to set
 | |
|         # up a valid test without overflows or similar just drawing arrays.
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|         a_elements = dict(allow_nan=False, allow_infinity=False,
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|                           min_value=-1e3, max_value=1)
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|         b_elements = dict(allow_nan=False, allow_infinity=False,
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|                           min_value=2, max_value=1e3)
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|         a = data.draw(npst.arrays(npst.floating_dtypes(),
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|                                   shape_a, elements=a_elements))
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|         b = data.draw(npst.arrays(npst.floating_dtypes(),
 | |
|                                   shape_b, elements=b_elements))
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|         # ensure some points are to the left, some to the right, and some
 | |
|         # are exactly on the boundary
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|         d = b - a
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|         x = np.concatenate([np.linspace(a-d, a, 10),
 | |
|                             np.linspace(a, b, 10),
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|                             np.linspace(b, b+d, 10)])
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|         # Domain is defined by two parameters, 'a' and 'b'
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|         domain = _RealInterval(endpoints=('a', 'b'),
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|                              inclusive=(inclusive_a, inclusive_b))
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|         domain.define_parameters(_RealParameter('a', domain=_RealInterval()),
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|                                  _RealParameter('b', domain=_RealInterval()))
 | |
|         # Check that domain and string evaluation give the same result
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|         res = domain.contains(x, dict(a=a, b=b))
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| 
 | |
|         # Apparently, `np.float16([2]) < np.float32(2.0009766)` is False
 | |
|         # but `np.float16([2]) < np.float32([2.0009766])` is True
 | |
|         # dtype = np.result_type(a.dtype, b.dtype, x.dtype)
 | |
|         # a, b, x = a.astype(dtype), b.astype(dtype), x.astype(dtype)
 | |
|         # unclear whether we should be careful about this, since it will be
 | |
|         # fixed with NEP50. Just do what makes the test pass.
 | |
|         left_comparison = '<=' if inclusive_a else '<'
 | |
|         right_comparison = '<=' if inclusive_b else '<'
 | |
|         ref = eval(f'(a {left_comparison} x) & (x {right_comparison} b)')
 | |
|         assert_equal(res, ref)
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| 
 | |
|     @pytest.mark.parametrize("inclusive", list(it.product([True, False], repeat=2)))
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|     @pytest.mark.parametrize("a,b", [(0, 1), (3, 1)])
 | |
|     def test_contains_function_endpoints(self, inclusive, a, b):
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|         # Test `contains` when endpoints are defined by functions.
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|         endpoints = (lambda a, b: (a - b) / 2, lambda a, b: (a + b) / 2)
 | |
|         domain = _RealInterval(endpoints=endpoints, inclusive=inclusive)
 | |
|         x = np.asarray([(a - 2*b)/2, (a - b)/2, a/2, (a + b)/2, (a + 2*b)/2])
 | |
|         res = domain.contains(x, dict(a=a, b=b))
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| 
 | |
|         numerical_endpoints = ((a - b) / 2, (a + b) / 2)
 | |
|         assert numerical_endpoints == domain.get_numerical_endpoints(dict(a=a, b=b))
 | |
|         alpha, beta = numerical_endpoints
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| 
 | |
|         above_left = alpha <= x if inclusive[0] else alpha < x
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|         below_right = x <= beta if inclusive[1] else x < beta
 | |
|         ref = above_left & below_right
 | |
|         assert_equal(res, ref)
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| 
 | |
| 
 | |
|     @pytest.mark.parametrize('case', [
 | |
|         (-np.inf, np.pi, False, True, r"(-\infty, \pi]"),
 | |
|         ('a', 5, True, False, "[a, 5)")
 | |
|     ])
 | |
|     def test_str(self, case):
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|         domain = _RealInterval(endpoints=case[:2], inclusive=case[2:4])
 | |
|         assert str(domain) == case[4]
 | |
| 
 | |
|     @pytest.mark.slow
 | |
|     @given(a=strategies.one_of(
 | |
|         strategies.decimals(allow_nan=False),
 | |
|         strategies.characters(whitelist_categories="L"),  # type: ignore[arg-type]
 | |
|         strategies.sampled_from(list(_Domain.symbols))),
 | |
|            b=strategies.one_of(
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|         strategies.decimals(allow_nan=False),
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|         strategies.characters(whitelist_categories="L"),  # type: ignore[arg-type]
 | |
|         strategies.sampled_from(list(_Domain.symbols))),
 | |
|            inclusive_a=strategies.booleans(),
 | |
|            inclusive_b=strategies.booleans(),
 | |
|            )
 | |
|     @pytest.mark.thread_unsafe
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|     def test_str2(self, a, b, inclusive_a, inclusive_b):
 | |
|         # I wrote this independently from the implementation of __str__, but
 | |
|         # I imagine it looks pretty similar to __str__.
 | |
|         a = _Domain.symbols.get(a, a)
 | |
|         b = _Domain.symbols.get(b, b)
 | |
|         left_bracket = '[' if inclusive_a else '('
 | |
|         right_bracket = ']' if inclusive_b else ')'
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|         domain = _RealInterval(endpoints=(a, b),
 | |
|                              inclusive=(inclusive_a, inclusive_b))
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|         ref = f"{left_bracket}{a}, {b}{right_bracket}"
 | |
|         assert str(domain) == ref
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| 
 | |
|     def test_symbols_gh22137(self):
 | |
|         # `symbols` was accidentally shared between instances originally
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|         # Check that this is no longer the case
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|         domain1 = _RealInterval(endpoints=(0, 1))
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|         domain2 = _RealInterval(endpoints=(0, 1))
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|         assert domain1.symbols is not domain2.symbols
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| 
 | |
| 
 | |
| def draw_distribution_from_family(family, data, rng, proportions, min_side=0):
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|     # If the distribution has parameters, choose a parameterization and
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|     # draw broadcastable shapes for the parameter arrays.
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|     n_parameterizations = family._num_parameterizations()
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|     if n_parameterizations > 0:
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|         i = data.draw(strategies.integers(0, max_value=n_parameterizations-1))
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|         n_parameters = family._num_parameters(i)
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|         shapes, result_shape = data.draw(
 | |
|             npst.mutually_broadcastable_shapes(num_shapes=n_parameters,
 | |
|                                                min_side=min_side))
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|         dist = family._draw(shapes, rng=rng, proportions=proportions,
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|                             i_parameterization=i)
 | |
|     else:
 | |
|         dist = family._draw(rng=rng)
 | |
|         result_shape = tuple()
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| 
 | |
|     # Draw a broadcastable shape for the arguments, and draw values for the
 | |
|     # arguments.
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|     x_shape = data.draw(npst.broadcastable_shapes(result_shape,
 | |
|                                                   min_side=min_side))
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|     x = dist._variable.draw(x_shape, parameter_values=dist._parameters,
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|                             proportions=proportions, rng=rng, region='typical')
 | |
|     x_result_shape = np.broadcast_shapes(x_shape, result_shape)
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|     y_shape = data.draw(npst.broadcastable_shapes(x_result_shape,
 | |
|                                                   min_side=min_side))
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|     y = dist._variable.draw(y_shape, parameter_values=dist._parameters,
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|                             proportions=proportions, rng=rng, region='typical')
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|     xy_result_shape = np.broadcast_shapes(y_shape, x_result_shape)
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|     p_domain = _RealInterval((0, 1), (True, True))
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|     p_var = _RealParameter('p', domain=p_domain)
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|     p = p_var.draw(x_shape, proportions=proportions, rng=rng)
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|     with np.errstate(divide='ignore', invalid='ignore'):
 | |
|         logp = np.log(p)
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| 
 | |
|     return dist, x, y, p, logp, result_shape, x_result_shape, xy_result_shape
 | |
| 
 | |
| 
 | |
| continuous_families = [
 | |
|     StandardNormal,
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|     Normal,
 | |
|     Uniform,
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|     _LogUniform
 | |
| ]
 | |
| 
 | |
| discrete_families = [
 | |
|     Binomial,
 | |
| ]
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| 
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| families = continuous_families + discrete_families
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| 
 | |
| 
 | |
| class TestDistributions:
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|     @pytest.mark.fail_slow(60)  # need to break up check_moment_funcs
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|     @settings(max_examples=20)
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|     @pytest.mark.parametrize('family', families)
 | |
|     @given(data=strategies.data(), seed=strategies.integers(min_value=0))
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|     @pytest.mark.thread_unsafe
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|     def test_support_moments_sample(self, family, data, seed):
 | |
|         rng = np.random.default_rng(seed)
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| 
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|         # relative proportions of valid, endpoint, out of bounds, and NaN params
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|         proportions = (0.7, 0.1, 0.1, 0.1)
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|         tmp = draw_distribution_from_family(family, data, rng, proportions)
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|         dist, x, y, p, logp, result_shape, x_result_shape, xy_result_shape = tmp
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|         sample_shape = data.draw(npst.array_shapes(min_dims=0, min_side=0,
 | |
|                                                    max_side=20))
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| 
 | |
|         with np.errstate(invalid='ignore', divide='ignore'):
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|             check_support(dist)
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|             check_moment_funcs(dist, result_shape)  # this needs to get split up
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|             check_sample_shape_NaNs(dist, 'sample', sample_shape, result_shape, rng)
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|             qrng = qmc.Halton(d=1, seed=rng)
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|             check_sample_shape_NaNs(dist, 'sample', sample_shape, result_shape, qrng)
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| 
 | |
|     @pytest.mark.fail_slow(10)
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|     @pytest.mark.parametrize('family', families)
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|     @pytest.mark.parametrize('func, methods, arg',
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|                              [('entropy', {'log/exp', 'quadrature'}, None),
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|                               ('logentropy', {'log/exp', 'quadrature'}, None),
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|                               ('median', {'icdf'}, None),
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|                               ('mode', {'optimization'}, None),
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|                               ('mean', {'cache'}, None),
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|                               ('variance', {'cache'}, None),
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|                               ('skewness', {'cache'}, None),
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|                               ('kurtosis', {'cache'}, None),
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|                               ('pdf', {'log/exp'}, 'x'),
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|                               ('logpdf', {'log/exp'}, 'x'),
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|                               ('logcdf', {'log/exp', 'complement', 'quadrature'}, 'x'),
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|                               ('cdf', {'log/exp', 'complement', 'quadrature'}, 'x'),
 | |
|                               ('logccdf', {'log/exp', 'complement', 'quadrature'}, 'x'),
 | |
|                               ('ccdf', {'log/exp', 'complement', 'quadrature'}, 'x'),
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|                               ('ilogccdf', {'complement', 'inversion'}, 'logp'),
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|                               ('iccdf', {'complement', 'inversion'}, 'p'),
 | |
|                               ])
 | |
|     @settings(max_examples=20)
 | |
|     @given(data=strategies.data(), seed=strategies.integers(min_value=0))
 | |
|     @pytest.mark.thread_unsafe
 | |
|     def test_funcs(self, family, data, seed, func, methods, arg):
 | |
|         if family == Uniform and func == 'mode':
 | |
|             pytest.skip("Mode is not unique; `method`s disagree.")
 | |
| 
 | |
|         rng = np.random.default_rng(seed)
 | |
| 
 | |
|         # relative proportions of valid, endpoint, out of bounds, and NaN params
 | |
|         proportions = (0.7, 0.1, 0.1, 0.1)
 | |
|         tmp = draw_distribution_from_family(family, data, rng, proportions)
 | |
|         dist, x, y, p, logp, result_shape, x_result_shape, xy_result_shape = tmp
 | |
| 
 | |
|         args = {'x': x, 'p': p, 'logp': p}
 | |
|         with np.errstate(invalid='ignore', divide='ignore', over='ignore'):
 | |
|             if arg is None:
 | |
|                 check_dist_func(dist, func, None, result_shape, methods)
 | |
|             elif arg in args:
 | |
|                 check_dist_func(dist, func, args[arg], x_result_shape, methods)
 | |
| 
 | |
|         if func == 'variance':
 | |
|             assert_allclose(dist.standard_deviation()**2, dist.variance())
 | |
| 
 | |
|         # invalid and divide are to be expected; maybe look into over
 | |
|         with np.errstate(invalid='ignore', divide='ignore', over='ignore'):
 | |
|             if not isinstance(dist, ShiftedScaledDistribution):
 | |
|                 if func == 'cdf':
 | |
|                     methods = {'quadrature'}
 | |
|                     check_cdf2(dist, False, x, y, xy_result_shape, methods)
 | |
|                     check_cdf2(dist, True, x, y, xy_result_shape, methods)
 | |
|                 elif func == 'ccdf':
 | |
|                     methods = {'addition'}
 | |
|                     check_ccdf2(dist, False, x, y, xy_result_shape, methods)
 | |
|                     check_ccdf2(dist, True, x, y, xy_result_shape, methods)
 | |
| 
 | |
|     @pytest.mark.thread_unsafe
 | |
|     def test_plot(self):
 | |
|         try:
 | |
|             import matplotlib.pyplot as plt
 | |
|         except ImportError:
 | |
|             return
 | |
| 
 | |
|         X = Uniform(a=0., b=1.)
 | |
|         ax = X.plot()
 | |
|         assert ax == plt.gca()
 | |
| 
 | |
|     @pytest.mark.parametrize('method_name', ['cdf', 'ccdf'])
 | |
|     def test_complement_safe(self, method_name):
 | |
|         X = stats.Normal()
 | |
|         X.tol = 1e-12
 | |
|         p = np.asarray([1e-4, 1e-3])
 | |
|         func = getattr(X, method_name)
 | |
|         ifunc = getattr(X, 'i'+method_name)
 | |
|         x = ifunc(p, method='formula')
 | |
|         p1 = func(x, method='complement_safe')
 | |
|         p2 = func(x, method='complement')
 | |
|         assert_equal(p1[1], p2[1])
 | |
|         assert p1[0] != p2[0]
 | |
|         assert_allclose(p1[0], p[0], rtol=X.tol)
 | |
| 
 | |
|     @pytest.mark.parametrize('method_name', ['cdf', 'ccdf'])
 | |
|     def test_icomplement_safe(self, method_name):
 | |
|         X = stats.Normal()
 | |
|         X.tol = 1e-12
 | |
|         p = np.asarray([1e-4, 1e-3])
 | |
|         func = getattr(X, method_name)
 | |
|         ifunc = getattr(X, 'i'+method_name)
 | |
|         x1 = ifunc(p, method='complement_safe')
 | |
|         x2 = ifunc(p, method='complement')
 | |
|         assert_equal(x1[1], x2[1])
 | |
|         assert x1[0] != x2[0]
 | |
|         assert_allclose(func(x1[0]), p[0], rtol=X.tol)
 | |
| 
 | |
|     def test_subtraction_safe(self):
 | |
|         X = stats.Normal()
 | |
|         X.tol = 1e-12
 | |
| 
 | |
|         # Regular subtraction is fine in either tail (and of course, across tails)
 | |
|         x = [-11, -10, 10, 11]
 | |
|         y = [-10, -11, 11, 10]
 | |
|         p0 = X.cdf(x, y, method='quadrature')
 | |
|         p1 = X.cdf(x, y, method='subtraction_safe')
 | |
|         p2 = X.cdf(x, y, method='subtraction')
 | |
|         assert_equal(p2, p1)
 | |
|         assert_allclose(p1, p0, rtol=X.tol)
 | |
| 
 | |
|         # Safe subtraction is needed in special cases
 | |
|         x = np.asarray([-1e-20, -1e-21, 1e-20, 1e-21, -1e-20])
 | |
|         y = np.asarray([-1e-21, -1e-20, 1e-21, 1e-20, 1e-20])
 | |
| 
 | |
| 
 | |
|         p0 = X.pdf(0)*(y-x)
 | |
|         p1 = X.cdf(x, y, method='subtraction_safe')
 | |
|         p2 = X.cdf(x, y, method='subtraction')
 | |
|         assert_equal(p2, 0)
 | |
|         assert_allclose(p1, p0, rtol=X.tol)
 | |
| 
 | |
|     def test_logentropy_safe(self):
 | |
|         # simulate an `entropy` calculation over/underflowing with extreme parameters
 | |
|         class _Normal(stats.Normal):
 | |
|             def _entropy_formula(self, **params):
 | |
|                 out = np.asarray(super()._entropy_formula(**params))
 | |
|                 out[0] = 0
 | |
|                 out[-1] = np.inf
 | |
|                 return out
 | |
| 
 | |
|         X = _Normal(sigma=[1, 2, 3])
 | |
|         with np.errstate(divide='ignore'):
 | |
|             res1 = X.logentropy(method='logexp_safe')
 | |
|             res2 = X.logentropy(method='logexp')
 | |
|         ref = X.logentropy(method='quadrature')
 | |
|         i_fl = [0, -1]  # first and last
 | |
|         assert np.isinf(res2[i_fl]).all()
 | |
|         assert res1[1] == res2[1]
 | |
|         # quadrature happens to be perfectly accurate on some platforms
 | |
|         # assert res1[1] != ref[1]
 | |
|         assert_equal(res1[i_fl], ref[i_fl])
 | |
| 
 | |
|     def test_logcdf2_safe(self):
 | |
|         # test what happens when 2-arg `cdf` underflows
 | |
|         X = stats.Normal(sigma=[1, 2, 3])
 | |
|         x = [-301, 1, 300]
 | |
|         y = [-300, 2, 301]
 | |
|         with np.errstate(divide='ignore'):
 | |
|             res1 = X.logcdf(x, y, method='logexp_safe')
 | |
|             res2 = X.logcdf(x, y, method='logexp')
 | |
|         ref = X.logcdf(x, y, method='quadrature')
 | |
|         i_fl = [0, -1]  # first and last
 | |
|         assert np.isinf(res2[i_fl]).all()
 | |
|         assert res1[1] == res2[1]
 | |
|         # quadrature happens to be perfectly accurate on some platforms
 | |
|         # assert res1[1] != ref[1]
 | |
|         assert_equal(res1[i_fl], ref[i_fl])
 | |
| 
 | |
|     @pytest.mark.parametrize('method_name', ['logcdf', 'logccdf'])
 | |
|     def test_logexp_safe(self, method_name):
 | |
|         # test what happens when `cdf`/`ccdf` underflows
 | |
|         X = stats.Normal(sigma=2)
 | |
|         x = [-301, 1] if method_name == 'logcdf' else [301, 1]
 | |
|         func = getattr(X, method_name)
 | |
|         with np.errstate(divide='ignore'):
 | |
|             res1 = func(x, method='logexp_safe')
 | |
|             res2 = func(x, method='logexp')
 | |
|         ref = func(x, method='quadrature')
 | |
|         assert res1[0] == ref[0]
 | |
|         assert res1[0] != res2[0]
 | |
|         assert res1[1] == res2[1]
 | |
|         assert res1[1] != ref[1]
 | |
| 
 | |
| def check_sample_shape_NaNs(dist, fname, sample_shape, result_shape, rng):
 | |
|     full_shape = sample_shape + result_shape
 | |
|     if fname == 'sample':
 | |
|         sample_method = dist.sample
 | |
| 
 | |
|     methods = {'inverse_transform'}
 | |
|     if dist._overrides(f'_{fname}_formula') and not isinstance(rng, qmc.QMCEngine):
 | |
|         methods.add('formula')
 | |
| 
 | |
|     for method in methods:
 | |
|         res = sample_method(sample_shape, method=method, rng=rng)
 | |
|         valid_parameters = np.broadcast_to(get_valid_parameters(dist),
 | |
|                                            res.shape)
 | |
|         assert_equal(res.shape, full_shape)
 | |
|         np.testing.assert_equal(res.dtype, dist._dtype)
 | |
| 
 | |
|         if full_shape == ():
 | |
|             # NumPy random makes a distinction between a 0d array and a scalar.
 | |
|             # In stats, we consistently turn 0d arrays into scalars, so
 | |
|             # maintain that behavior here. (With Array API arrays, this will
 | |
|             # change.)
 | |
|             assert np.isscalar(res)
 | |
|         assert np.all(np.isfinite(res[valid_parameters]))
 | |
|         assert_equal(res[~valid_parameters], np.nan)
 | |
| 
 | |
|         sample1 = sample_method(sample_shape, method=method, rng=42)
 | |
|         sample2 = sample_method(sample_shape, method=method, rng=42)
 | |
|         if not isinstance(dist, DiscreteDistribution):
 | |
|             # The idea is that it's very unlikely that the random sample
 | |
|             # for a randomly chosen seed will match that for seed 42,
 | |
|             # but it is not so unlikely if `dist` is a discrete distribution.
 | |
|             assert not np.any(np.equal(res, sample1))
 | |
|         assert_equal(sample1, sample2)
 | |
| 
 | |
| 
 | |
| def check_support(dist):
 | |
|     a, b = dist.support()
 | |
|     check_nans_and_edges(dist, 'support', None, a)
 | |
|     check_nans_and_edges(dist, 'support', None, b)
 | |
|     assert a.shape == dist._shape
 | |
|     assert b.shape == dist._shape
 | |
|     assert a.dtype == dist._dtype
 | |
|     assert b.dtype == dist._dtype
 | |
| 
 | |
| 
 | |
| def check_dist_func(dist, fname, arg, result_shape, methods):
 | |
|     # Check that all computation methods of all distribution functions agree
 | |
|     # with one another, effectively testing the correctness of the generic
 | |
|     # computation methods and confirming the consistency of specific
 | |
|     # distributions with their pdf/logpdf.
 | |
| 
 | |
|     args = tuple() if arg is None else (arg,)
 | |
|     methods = methods.copy()
 | |
| 
 | |
|     if "cache" in methods:
 | |
|         # If "cache" is specified before the value has been evaluated, it
 | |
|         # raises an error. After the value is evaluated, it will succeed.
 | |
|         with pytest.raises(NotImplementedError):
 | |
|             getattr(dist, fname)(*args, method="cache")
 | |
| 
 | |
|     ref = getattr(dist, fname)(*args)
 | |
|     check_nans_and_edges(dist, fname, arg, ref)
 | |
| 
 | |
|     # Remove this after fixing `draw`
 | |
|     tol_override = {'atol': 1e-15}
 | |
|     # Mean can be 0, which makes logmean -inf.
 | |
|     if fname in {'logmean', 'mean', 'logskewness', 'skewness'}:
 | |
|         tol_override = {'atol': 1e-15}
 | |
|     elif fname in {'mode'}:
 | |
|         # can only expect about half of machine precision for optimization
 | |
|         # because math
 | |
|         tol_override = {'atol': 1e-6}
 | |
|     elif fname in {'logcdf'}:  # gh-22276
 | |
|         tol_override = {'rtol': 2e-7}
 | |
| 
 | |
|     if dist._overrides(f'_{fname}_formula'):
 | |
|         methods.add('formula')
 | |
| 
 | |
|     np.testing.assert_equal(ref.shape, result_shape)
 | |
|     # Until we convert to array API, let's do the familiar thing:
 | |
|     # 0d things are scalars, not arrays
 | |
|     if result_shape == tuple():
 | |
|         assert np.isscalar(ref)
 | |
| 
 | |
|     for method in methods:
 | |
|         res = getattr(dist, fname)(*args, method=method)
 | |
|         if 'log' in fname:
 | |
|             np.testing.assert_allclose(np.exp(res), np.exp(ref),
 | |
|                                        **tol_override)
 | |
|         else:
 | |
|             np.testing.assert_allclose(res, ref, **tol_override)
 | |
| 
 | |
|         # for now, make sure dtypes are consistent; later, we can check whether
 | |
|         # they are correct.
 | |
|         np.testing.assert_equal(res.dtype, ref.dtype)
 | |
|         np.testing.assert_equal(res.shape, result_shape)
 | |
|         if result_shape == tuple():
 | |
|             assert np.isscalar(res)
 | |
| 
 | |
| def check_cdf2(dist, log, x, y, result_shape, methods):
 | |
|     # Specialized test for 2-arg cdf since the interface is a bit different
 | |
|     # from the other methods. Here, we'll use 1-arg cdf as a reference, and
 | |
|     # since we have already checked 1-arg cdf in `check_nans_and_edges`, this
 | |
|     # checks the equivalent of both `check_dist_func` and
 | |
|     # `check_nans_and_edges`.
 | |
|     methods = methods.copy()
 | |
| 
 | |
|     if log:
 | |
|         if dist._overrides('_logcdf2_formula'):
 | |
|             methods.add('formula')
 | |
|         if dist._overrides('_logcdf_formula') or dist._overrides('_logccdf_formula'):
 | |
|             methods.add('subtraction')
 | |
|         if (dist._overrides('_cdf_formula')
 | |
|                 or dist._overrides('_ccdf_formula')):
 | |
|             methods.add('log/exp')
 | |
|     else:
 | |
|         if dist._overrides('_cdf2_formula'):
 | |
|             methods.add('formula')
 | |
|         if dist._overrides('_cdf_formula') or dist._overrides('_ccdf_formula'):
 | |
|             methods.add('subtraction')
 | |
|         if (dist._overrides('_logcdf_formula')
 | |
|                 or dist._overrides('_logccdf_formula')):
 | |
|             methods.add('log/exp')
 | |
| 
 | |
|     ref = dist.cdf(y) - dist.cdf(x)
 | |
|     np.testing.assert_equal(ref.shape, result_shape)
 | |
| 
 | |
|     if result_shape == tuple():
 | |
|         assert np.isscalar(ref)
 | |
| 
 | |
|     for method in methods:
 | |
|         if isinstance(dist, DiscreteDistribution):
 | |
|             message = ("Two argument cdf functions are currently only supported for "
 | |
|                        "continuous distributions.")
 | |
|             with pytest.raises(NotImplementedError, match=message):
 | |
|                 res = (np.exp(dist.logcdf(x, y, method=method)) if log
 | |
|                        else dist.cdf(x, y, method=method))
 | |
|             continue
 | |
|         res = (np.exp(dist.logcdf(x, y, method=method)) if log
 | |
|                else dist.cdf(x, y, method=method))
 | |
|         np.testing.assert_allclose(res, ref, atol=1e-14)
 | |
|         if log:
 | |
|             np.testing.assert_equal(res.dtype, (ref + 0j).dtype)
 | |
|         else:
 | |
|             np.testing.assert_equal(res.dtype, ref.dtype)
 | |
|         np.testing.assert_equal(res.shape, result_shape)
 | |
|         if result_shape == tuple():
 | |
|             assert np.isscalar(res)
 | |
| 
 | |
| 
 | |
| def check_ccdf2(dist, log, x, y, result_shape, methods):
 | |
|     # Specialized test for 2-arg ccdf since the interface is a bit different
 | |
|     # from the other methods. Could be combined with check_cdf2 above, but
 | |
|     # writing it separately is simpler.
 | |
|     methods = methods.copy()
 | |
| 
 | |
|     if dist._overrides(f'_{"log" if log else ""}ccdf2_formula'):
 | |
|         methods.add('formula')
 | |
| 
 | |
|     ref = dist.cdf(x) + dist.ccdf(y)
 | |
|     np.testing.assert_equal(ref.shape, result_shape)
 | |
| 
 | |
|     if result_shape == tuple():
 | |
|         assert np.isscalar(ref)
 | |
| 
 | |
|     for method in methods:
 | |
|         message = ("Two argument cdf functions are currently only supported for "
 | |
|                    "continuous distributions.")
 | |
|         if isinstance(dist, DiscreteDistribution):
 | |
|             with pytest.raises(NotImplementedError, match=message):
 | |
|                 res = (np.exp(dist.logccdf(x, y, method=method)) if log
 | |
|                        else dist.ccdf(x, y, method=method))
 | |
|             continue
 | |
|         res = (np.exp(dist.logccdf(x, y, method=method)) if log
 | |
|                else dist.ccdf(x, y, method=method))
 | |
|         np.testing.assert_allclose(res, ref, atol=1e-14)
 | |
|         np.testing.assert_equal(res.dtype, ref.dtype)
 | |
|         np.testing.assert_equal(res.shape, result_shape)
 | |
|         if result_shape == tuple():
 | |
|             assert np.isscalar(res)
 | |
| 
 | |
| 
 | |
| def check_nans_and_edges(dist, fname, arg, res):
 | |
| 
 | |
|     valid_parameters = get_valid_parameters(dist)
 | |
|     if fname in {'icdf', 'iccdf'}:
 | |
|         arg_domain = _RealInterval(endpoints=(0, 1), inclusive=(True, True))
 | |
|     elif fname in {'ilogcdf', 'ilogccdf'}:
 | |
|         arg_domain = _RealInterval(endpoints=(-inf, 0), inclusive=(True, True))
 | |
|     else:
 | |
|         arg_domain = dist._variable.domain
 | |
| 
 | |
|     classified_args = classify_arg(dist, arg, arg_domain)
 | |
|     valid_parameters, *classified_args = np.broadcast_arrays(valid_parameters,
 | |
|                                                              *classified_args)
 | |
|     valid_arg, endpoint_arg, outside_arg, nan_arg = classified_args
 | |
|     all_valid = valid_arg & valid_parameters
 | |
| 
 | |
|     # Check NaN pattern and edge cases
 | |
|     assert_equal(res[~valid_parameters], np.nan)
 | |
|     assert_equal(res[nan_arg], np.nan)
 | |
| 
 | |
|     a, b = dist.support()
 | |
|     a = np.broadcast_to(a, res.shape)
 | |
|     b = np.broadcast_to(b, res.shape)
 | |
| 
 | |
|     outside_arg_minus = (outside_arg == -1) & valid_parameters
 | |
|     outside_arg_plus = (outside_arg == 1) & valid_parameters
 | |
|     endpoint_arg_minus = (endpoint_arg == -1) & valid_parameters
 | |
|     endpoint_arg_plus = (endpoint_arg == 1) & valid_parameters
 | |
| 
 | |
|     is_discrete = isinstance(dist, DiscreteDistribution)
 | |
|     # Writing this independently of how the are set in the distribution
 | |
|     # infrastructure. That is very compact; this is very verbose.
 | |
|     if fname in {'logpdf'}:
 | |
|         assert_equal(res[outside_arg_minus], -np.inf)
 | |
|         assert_equal(res[outside_arg_plus], -np.inf)
 | |
|         ref = -np.inf if not is_discrete else np.inf
 | |
|         assert_equal(res[endpoint_arg_minus & ~valid_arg], ref)
 | |
|         assert_equal(res[endpoint_arg_plus & ~valid_arg], ref)
 | |
|     elif fname in {'pdf'}:
 | |
|         assert_equal(res[outside_arg_minus], 0)
 | |
|         assert_equal(res[outside_arg_plus], 0)
 | |
|         ref = 0 if not is_discrete else np.inf
 | |
|         assert_equal(res[endpoint_arg_minus & ~valid_arg], ref)
 | |
|         assert_equal(res[endpoint_arg_plus & ~valid_arg], ref)
 | |
|     elif fname in {'logcdf'} and not is_discrete:
 | |
|         assert_equal(res[outside_arg_minus], -inf)
 | |
|         assert_equal(res[outside_arg_plus], 0)
 | |
|         assert_equal(res[endpoint_arg_minus], -inf)
 | |
|         assert_equal(res[endpoint_arg_plus], 0)
 | |
|     elif fname in {'cdf'} and not is_discrete:
 | |
|         assert_equal(res[outside_arg_minus], 0)
 | |
|         assert_equal(res[outside_arg_plus], 1)
 | |
|         assert_equal(res[endpoint_arg_minus], 0)
 | |
|         assert_equal(res[endpoint_arg_plus], 1)
 | |
|     elif fname in {'logccdf'} and not is_discrete:
 | |
|         assert_equal(res[outside_arg_minus], 0)
 | |
|         assert_equal(res[outside_arg_plus], -inf)
 | |
|         assert_equal(res[endpoint_arg_minus], 0)
 | |
|         assert_equal(res[endpoint_arg_plus], -inf)
 | |
|     elif fname in {'ccdf'} and not is_discrete:
 | |
|         assert_equal(res[outside_arg_minus], 1)
 | |
|         assert_equal(res[outside_arg_plus], 0)
 | |
|         assert_equal(res[endpoint_arg_minus], 1)
 | |
|         assert_equal(res[endpoint_arg_plus], 0)
 | |
|     elif fname in {'ilogcdf', 'icdf'} and not is_discrete:
 | |
|         assert_equal(res[outside_arg == -1], np.nan)
 | |
|         assert_equal(res[outside_arg == 1], np.nan)
 | |
|         assert_equal(res[endpoint_arg == -1], a[endpoint_arg == -1])
 | |
|         assert_equal(res[endpoint_arg == 1], b[endpoint_arg == 1])
 | |
|     elif fname in {'ilogccdf', 'iccdf'} and not is_discrete:
 | |
|         assert_equal(res[outside_arg == -1], np.nan)
 | |
|         assert_equal(res[outside_arg == 1], np.nan)
 | |
|         assert_equal(res[endpoint_arg == -1], b[endpoint_arg == -1])
 | |
|         assert_equal(res[endpoint_arg == 1], a[endpoint_arg == 1])
 | |
| 
 | |
|     exclude = {'logmean', 'mean', 'logskewness', 'skewness', 'support'}
 | |
|     if isinstance(dist, DiscreteDistribution):
 | |
|         exclude.update({'pdf', 'logpdf'})
 | |
| 
 | |
|     if (
 | |
|             fname not in exclude
 | |
|             and not (isinstance(dist, Binomial)
 | |
|                      and np.any((dist.n == 0) | (dist.p == 0) | (dist.p == 1)))):
 | |
|         # This can fail in degenerate case where Binomial distribution is a point
 | |
|         # distribution. Further on, we could factor out an is_degenerate function
 | |
|         # for the tests, or think about storing info about degeneracy in the
 | |
|         # instances.
 | |
|         assert np.isfinite(res[all_valid & (endpoint_arg == 0)]).all()
 | |
| 
 | |
| 
 | |
| def check_moment_funcs(dist, result_shape):
 | |
|     # Check that all computation methods of all distribution functions agree
 | |
|     # with one another, effectively testing the correctness of the generic
 | |
|     # computation methods and confirming the consistency of specific
 | |
|     # distributions with their pdf/logpdf.
 | |
| 
 | |
|     atol = 1e-9  # make this tighter (e.g. 1e-13) after fixing `draw`
 | |
| 
 | |
|     def check(order, kind, method=None, ref=None, success=True):
 | |
|         if success:
 | |
|             res = dist.moment(order, kind, method=method)
 | |
|             assert_allclose(res, ref, atol=atol*10**order)
 | |
|             assert res.shape == ref.shape
 | |
|         else:
 | |
|             with pytest.raises(NotImplementedError):
 | |
|                 dist.moment(order, kind, method=method)
 | |
| 
 | |
|     def has_formula(order, kind):
 | |
|         formula_name = f'_moment_{kind}_formula'
 | |
|         overrides = dist._overrides(formula_name)
 | |
|         if not overrides:
 | |
|             return False
 | |
|         formula = getattr(dist, formula_name)
 | |
|         orders = getattr(formula, 'orders', set(range(6)))
 | |
|         return order in orders
 | |
| 
 | |
|     dist.reset_cache()
 | |
| 
 | |
|     ### Check Raw Moments ###
 | |
|     for i in range(6):
 | |
|         check(i, 'raw', 'cache', success=False)  # not cached yet
 | |
|         ref = dist.moment(i, 'raw', method='quadrature')
 | |
|         check_nans_and_edges(dist, 'moment', None, ref)
 | |
|         assert ref.shape == result_shape
 | |
|         check(i, 'raw','cache', ref, success=True)  # cached now
 | |
|         check(i, 'raw', 'formula', ref, success=has_formula(i, 'raw'))
 | |
|         check(i, 'raw', 'general', ref, success=(i == 0))
 | |
|         if dist.__class__ == stats.Normal:
 | |
|             check(i, 'raw', 'quadrature_icdf', ref, success=True)
 | |
| 
 | |
| 
 | |
|     # Clearing caches to better check their behavior
 | |
|     dist.reset_cache()
 | |
| 
 | |
|     # If we have central or standard moment formulas, or if there are
 | |
|     # values in their cache, we can use method='transform'
 | |
|     dist.moment(0, 'central')  # build up the cache
 | |
|     dist.moment(1, 'central')
 | |
|     for i in range(2, 6):
 | |
|         ref = dist.moment(i, 'raw', method='quadrature')
 | |
|         check(i, 'raw', 'transform', ref,
 | |
|               success=has_formula(i, 'central') or has_formula(i, 'standardized'))
 | |
|         dist.moment(i, 'central')  # build up the cache
 | |
|         check(i, 'raw', 'transform', ref)
 | |
| 
 | |
|     dist.reset_cache()
 | |
| 
 | |
|     ### Check Central Moments ###
 | |
| 
 | |
|     for i in range(6):
 | |
|         check(i, 'central', 'cache', success=False)
 | |
|         ref = dist.moment(i, 'central', method='quadrature')
 | |
|         assert ref.shape == result_shape
 | |
|         check(i, 'central', 'cache', ref, success=True)
 | |
|         check(i, 'central', 'formula', ref, success=has_formula(i, 'central'))
 | |
|         check(i, 'central', 'general', ref, success=i <= 1)
 | |
|         if dist.__class__ == stats.Normal:
 | |
|             check(i, 'central', 'quadrature_icdf', ref, success=True)
 | |
|         if not (dist.__class__ == stats.Uniform and i == 5):
 | |
|             # Quadrature is not super accurate for 5th central moment when the
 | |
|             # support is really big. Skip this one failing test. We need to come
 | |
|             # up with a better system of skipping individual failures w/ hypothesis.
 | |
|             check(i, 'central', 'transform', ref,
 | |
|                   success=has_formula(i, 'raw') or (i <= 1))
 | |
|         if not has_formula(i, 'raw'):
 | |
|             dist.moment(i, 'raw')
 | |
|             check(i, 'central', 'transform', ref)
 | |
| 
 | |
|     variance = dist.variance()
 | |
|     dist.reset_cache()
 | |
| 
 | |
|     # If we have standard moment formulas, or if there are
 | |
|     # values in their cache, we can use method='normalize'
 | |
|     dist.moment(0, 'standardized')  # build up the cache
 | |
|     dist.moment(1, 'standardized')
 | |
|     dist.moment(2, 'standardized')
 | |
|     for i in range(3, 6):
 | |
|         ref = dist.moment(i, 'central', method='quadrature')
 | |
|         check(i, 'central', 'normalize', ref,
 | |
|               success=has_formula(i, 'standardized') and not np.any(variance == 0))
 | |
|         dist.moment(i, 'standardized')  # build up the cache
 | |
|         check(i, 'central', 'normalize', ref, success=not np.any(variance == 0))
 | |
| 
 | |
|     ### Check Standardized Moments ###
 | |
| 
 | |
|     var = dist.moment(2, 'central', method='quadrature')
 | |
|     dist.reset_cache()
 | |
| 
 | |
|     for i in range(6):
 | |
|         check(i, 'standardized', 'cache', success=False)
 | |
|         ref = dist.moment(i, 'central', method='quadrature') / var ** (i / 2)
 | |
|         assert ref.shape == result_shape
 | |
|         check(i, 'standardized', 'formula', ref,
 | |
|               success=has_formula(i, 'standardized'))
 | |
|         if not (
 | |
|                 isinstance(dist, Binomial)
 | |
|                 and np.any((dist.n == 0) | (dist.p == 0) | (dist.p == 1))
 | |
|         ):
 | |
|             # This test will fail for degenerate case where binomial distribution
 | |
|             # is a point distribution.
 | |
|             check(i, 'standardized', 'general', ref, success=i <= 2)
 | |
|         check(i, 'standardized', 'normalize', ref)
 | |
| 
 | |
|     if isinstance(dist, ShiftedScaledDistribution):
 | |
|         # logmoment is not fully fleshed out; no need to test
 | |
|         # ShiftedScaledDistribution here
 | |
|         return
 | |
| 
 | |
|     # logmoment is not very accuate, and it's not public, so skip for now
 | |
|     # ### Check Against _logmoment ###
 | |
|     # logmean = dist._logmoment(1, logcenter=-np.inf)
 | |
|     # for i in range(6):
 | |
|     #     ref = np.exp(dist._logmoment(i, logcenter=-np.inf))
 | |
|     #     assert_allclose(dist.moment(i, 'raw'), ref, atol=atol*10**i)
 | |
|     #
 | |
|     #     ref = np.exp(dist._logmoment(i, logcenter=logmean))
 | |
|     #     assert_allclose(dist.moment(i, 'central'), ref, atol=atol*10**i)
 | |
|     #
 | |
|     #     ref = np.exp(dist._logmoment(i, logcenter=logmean, standardized=True))
 | |
|     #     assert_allclose(dist.moment(i, 'standardized'), ref, atol=atol*10**i)
 | |
| 
 | |
| 
 | |
| @pytest.mark.parametrize('family', (Normal,))
 | |
| @pytest.mark.parametrize('x_shape', [tuple(), (2, 3)])
 | |
| @pytest.mark.parametrize('dist_shape', [tuple(), (4, 1)])
 | |
| @pytest.mark.parametrize('fname', ['sample'])
 | |
| @pytest.mark.parametrize('rng_type', [np.random.Generator, qmc.Halton, qmc.Sobol])
 | |
| def test_sample_against_cdf(family, dist_shape, x_shape, fname, rng_type):
 | |
|     rng = np.random.default_rng(842582438235635)
 | |
|     num_parameters = family._num_parameters()
 | |
| 
 | |
|     if dist_shape and num_parameters == 0:
 | |
|         pytest.skip("Distribution can't have a shape without parameters.")
 | |
| 
 | |
|     dist = family._draw(dist_shape, rng)
 | |
| 
 | |
|     n = 1024
 | |
|     sample_size = (n,) + x_shape
 | |
|     sample_array_shape = sample_size + dist_shape
 | |
| 
 | |
|     if fname == 'sample':
 | |
|         sample_method = dist.sample
 | |
| 
 | |
|     if rng_type != np.random.Generator:
 | |
|         rng = rng_type(d=1, seed=rng)
 | |
|     x = sample_method(sample_size, rng=rng)
 | |
|     assert x.shape == sample_array_shape
 | |
| 
 | |
|     # probably should give `axis` argument to ks_1samp, review that separately
 | |
|     statistic = _kolmogorov_smirnov(dist, x, axis=0)
 | |
|     pvalue = kolmogn(x.shape[0], statistic, cdf=False)
 | |
|     p_threshold = 0.01
 | |
|     num_pvalues = pvalue.size
 | |
|     num_small_pvalues = np.sum(pvalue < p_threshold)
 | |
|     assert num_small_pvalues < p_threshold * num_pvalues
 | |
| 
 | |
| 
 | |
| def get_valid_parameters(dist):
 | |
|     # Given a distribution, return a logical array that is true where all
 | |
|     # distribution parameters are within their respective domains. The code
 | |
|     # here is probably quite similar to that used to form the `_invalid`
 | |
|     # attribute of the distribution, but this was written about a week later
 | |
|     # without referring to that code, so it is a somewhat independent check.
 | |
| 
 | |
|     # Get all parameter values and `_Parameter` objects
 | |
|     parameter_values = dist._parameters
 | |
|     parameters = {}
 | |
|     for parameterization in dist._parameterizations:
 | |
|         parameters.update(parameterization.parameters)
 | |
| 
 | |
|     all_valid = np.ones(dist._shape, dtype=bool)
 | |
|     for name, value in parameter_values.items():
 | |
|         if name not in parameters:  # cached value not part of parameterization
 | |
|             continue
 | |
|         parameter = parameters[name]
 | |
| 
 | |
|         # Check that the numerical endpoints and inclusivity attribute
 | |
|         # agree with the `contains` method about which parameter values are
 | |
|         # within the domain.
 | |
|         a, b = parameter.domain.get_numerical_endpoints(
 | |
|             parameter_values=parameter_values)
 | |
|         a_included, b_included = parameter.domain.inclusive
 | |
|         valid = (a <= value) if a_included else a < value
 | |
|         valid &= (value <= b) if b_included else value < b
 | |
|         assert_equal(valid, parameter.domain.contains(
 | |
|             value, parameter_values=parameter_values))
 | |
| 
 | |
|         # Form `all_valid` mask that is True where *all* parameters are valid
 | |
|         all_valid &= valid
 | |
| 
 | |
|     # Check that the `all_valid` mask formed here is the complement of the
 | |
|     # `dist._invalid` mask stored by the infrastructure
 | |
|     assert_equal(~all_valid, dist._invalid)
 | |
| 
 | |
|     return all_valid
 | |
| 
 | |
| def classify_arg(dist, arg, arg_domain):
 | |
|     if arg is None:
 | |
|         valid_args = np.ones(dist._shape, dtype=bool)
 | |
|         endpoint_args = np.zeros(dist._shape, dtype=bool)
 | |
|         outside_args = np.zeros(dist._shape, dtype=bool)
 | |
|         nan_args = np.zeros(dist._shape, dtype=bool)
 | |
|         return valid_args, endpoint_args, outside_args, nan_args
 | |
| 
 | |
|     a, b = arg_domain.get_numerical_endpoints(
 | |
|         parameter_values=dist._parameters)
 | |
| 
 | |
|     a, b, arg = np.broadcast_arrays(a, b, arg)
 | |
|     a_included, b_included = arg_domain.inclusive
 | |
| 
 | |
|     inside = (a <= arg) if a_included else a < arg
 | |
|     inside &= (arg <= b) if b_included else arg < b
 | |
|     # TODO: add `supported` method and check here
 | |
|     on = np.zeros(a.shape, dtype=int)
 | |
|     on[a == arg] = -1
 | |
|     on[b == arg] = 1
 | |
|     outside = np.zeros(a.shape, dtype=int)
 | |
|     outside[(arg < a) if a_included else arg <= a] = -1
 | |
|     outside[(b < arg) if b_included else b <= arg] = 1
 | |
|     nan = np.isnan(arg)
 | |
| 
 | |
|     return inside, on, outside, nan
 | |
| 
 | |
| 
 | |
| def test_input_validation():
 | |
|     class Test(ContinuousDistribution):
 | |
|         _variable = _RealParameter('x', domain=_RealInterval())
 | |
| 
 | |
|     message = ("The `Test` distribution family does not accept parameters, "
 | |
|                "but parameters `{'a'}` were provided.")
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test(a=1, )
 | |
| 
 | |
|     message = "Attribute `tol` of `Test` must be a positive float, if specified."
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test(tol=np.asarray([]))
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test(tol=[1, 2, 3])
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test(tol=np.nan)
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test(tol=-1)
 | |
| 
 | |
|     message = ("Argument `order` of `Test.moment` must be a "
 | |
|                "finite, positive integer.")
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test().moment(-1)
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test().moment(np.inf)
 | |
| 
 | |
|     message = "Argument `kind` of `Test.moment` must be one of..."
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test().moment(2, kind='coconut')
 | |
| 
 | |
|     class Test2(ContinuousDistribution):
 | |
|         _p1 = _RealParameter('c', domain=_RealInterval())
 | |
|         _p2 = _RealParameter('d', domain=_RealInterval())
 | |
|         _parameterizations = [_Parameterization(_p1, _p2)]
 | |
|         _variable = _RealParameter('x', domain=_RealInterval())
 | |
| 
 | |
|     message = ("The provided parameters `{a}` do not match a supported "
 | |
|                "parameterization of the `Test2` distribution family.")
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test2(a=1)
 | |
| 
 | |
|     message = ("The `Test2` distribution family requires parameters, but none "
 | |
|                "were provided.")
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test2()
 | |
| 
 | |
|     message = ("The parameters `{c, d}` provided to the `Test2` "
 | |
|                "distribution family cannot be broadcast to the same shape.")
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         Test2(c=[1, 2], d=[1, 2, 3])
 | |
| 
 | |
|     message = ("The argument provided to `Test2.pdf` cannot be be broadcast to "
 | |
|               "the same shape as the distribution parameters.")
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         dist = Test2(c=[1, 2, 3], d=[1, 2, 3])
 | |
|         dist.pdf([1, 2])
 | |
| 
 | |
|     message = "Parameter `c` must be of real dtype."
 | |
|     with pytest.raises(TypeError, match=message):
 | |
|         Test2(c=[1, object()], d=[1, 2])
 | |
| 
 | |
|     message = "Parameter `convention` of `Test2.kurtosis` must be one of..."
 | |
|     with pytest.raises(ValueError, match=message):
 | |
|         dist = Test2(c=[1, 2, 3], d=[1, 2, 3])
 | |
|         dist.kurtosis(convention='coconut')
 | |
| 
 | |
| 
 | |
| def test_rng_deepcopy_pickle():
 | |
|     # test behavior of `rng` attribute and copy behavior
 | |
|     kwargs = dict(a=[-1, 2], b=10)
 | |
|     dist1 = Uniform(**kwargs)
 | |
|     dist2 = deepcopy(dist1)
 | |
|     dist3 = pickle.loads(pickle.dumps(dist1))
 | |
| 
 | |
|     res1, res2, res3 = dist1.sample(), dist2.sample(), dist3.sample()
 | |
|     assert np.all(res2 != res1)
 | |
|     assert np.all(res3 != res1)
 | |
| 
 | |
|     res1, res2, res3 = dist1.sample(rng=42), dist2.sample(rng=42), dist3.sample(rng=42)
 | |
|     assert np.all(res2 == res1)
 | |
|     assert np.all(res3 == res1)
 | |
| 
 | |
| 
 | |
| class TestAttributes:
 | |
|     def test_cache_policy(self):
 | |
|         dist = StandardNormal(cache_policy="no_cache")
 | |
|         # make error message more appropriate
 | |
|         message = "`StandardNormal` does not provide an accurate implementation of the "
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             dist.mean(method='cache')
 | |
|         mean = dist.mean()
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             dist.mean(method='cache')
 | |
| 
 | |
|         # add to enum
 | |
|         dist.cache_policy = None
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             dist.mean(method='cache')
 | |
|         mean = dist.mean()  # method is 'formula' by default
 | |
|         cached_mean = dist.mean(method='cache')
 | |
|         assert_equal(cached_mean, mean)
 | |
| 
 | |
|         # cache is overridden by latest evaluation
 | |
|         quadrature_mean = dist.mean(method='quadrature')
 | |
|         cached_mean = dist.mean(method='cache')
 | |
|         assert_equal(cached_mean, quadrature_mean)
 | |
|         assert not np.all(mean == quadrature_mean)
 | |
| 
 | |
|         # We can turn the cache off, and it won't change, but the old cache is
 | |
|         # still available
 | |
|         dist.cache_policy = "no_cache"
 | |
|         mean = dist.mean(method='formula')
 | |
|         cached_mean = dist.mean(method='cache')
 | |
|         assert_equal(cached_mean, quadrature_mean)
 | |
|         assert not np.all(mean == quadrature_mean)
 | |
| 
 | |
|         dist.reset_cache()
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             dist.mean(method='cache')
 | |
| 
 | |
|         message = "Attribute `cache_policy` of `StandardNormal`..."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             dist.cache_policy = "invalid"
 | |
| 
 | |
|     def test_tol(self):
 | |
|         x = 3.
 | |
|         X = stats.Normal()
 | |
| 
 | |
|         message = "Attribute `tol` of `StandardNormal` must..."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             X.tol = -1.
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             X.tol = (0.1,)
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             X.tol = np.nan
 | |
| 
 | |
|         X1 = stats.Normal(tol=1e-1)
 | |
|         X2 = stats.Normal(tol=1e-12)
 | |
|         ref = X.cdf(x)
 | |
|         res1 = X1.cdf(x, method='quadrature')
 | |
|         res2 = X2.cdf(x, method='quadrature')
 | |
|         assert_allclose(res1, ref, rtol=X1.tol)
 | |
|         assert_allclose(res2, ref, rtol=X2.tol)
 | |
|         assert abs(res1 - ref) > abs(res2 - ref)
 | |
| 
 | |
|         p = 0.99
 | |
|         X1.tol, X2.tol = X2.tol, X1.tol
 | |
|         ref = X.icdf(p)
 | |
|         res1 = X1.icdf(p, method='inversion')
 | |
|         res2 = X2.icdf(p, method='inversion')
 | |
|         assert_allclose(res1, ref, rtol=X1.tol)
 | |
|         assert_allclose(res2, ref, rtol=X2.tol)
 | |
|         assert abs(res2 - ref) > abs(res1 - ref)
 | |
| 
 | |
|     def test_iv_policy(self):
 | |
|         X = Uniform(a=0, b=1)
 | |
|         assert X.pdf(2) == 0
 | |
| 
 | |
|         X.validation_policy = 'skip_all'
 | |
|         assert X.pdf(np.asarray(2.)) == 1
 | |
| 
 | |
|         # Tests _set_invalid_nan
 | |
|         a, b = np.asarray(1.), np.asarray(0.)  # invalid parameters
 | |
|         X = Uniform(a=a, b=b, validation_policy='skip_all')
 | |
|         assert X.pdf(np.asarray(2.)) == -1
 | |
| 
 | |
|         # Tests _set_invalid_nan_property
 | |
|         class MyUniform(Uniform):
 | |
|             def _entropy_formula(self, *args, **kwargs):
 | |
|                 return 'incorrect'
 | |
| 
 | |
|             def _moment_raw_formula(self, order, **params):
 | |
|                 return 'incorrect'
 | |
| 
 | |
|         X = MyUniform(a=a, b=b, validation_policy='skip_all')
 | |
|         assert X.entropy() == 'incorrect'
 | |
| 
 | |
|         # Tests _validate_order_kind
 | |
|         assert X.moment(kind='raw', order=-1) == 'incorrect'
 | |
| 
 | |
|         # Test input validation
 | |
|         message = "Attribute `validation_policy` of `MyUniform`..."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             X.validation_policy = "invalid"
 | |
| 
 | |
|     def test_shapes(self):
 | |
|         X = stats.Normal(mu=1, sigma=2)
 | |
|         Y = stats.Normal(mu=[2], sigma=3)
 | |
| 
 | |
|         # Check that attributes are available as expected
 | |
|         assert X.mu == 1
 | |
|         assert X.sigma == 2
 | |
|         assert Y.mu[0] == 2
 | |
|         assert Y.sigma[0] == 3
 | |
| 
 | |
|         # Trying to set an attribute raises
 | |
|         # message depends on Python version
 | |
|         with pytest.raises(AttributeError):
 | |
|             X.mu = 2
 | |
| 
 | |
|         # Trying to mutate an attribute really mutates a copy
 | |
|         Y.mu[0] = 10
 | |
|         assert Y.mu[0] == 2
 | |
| 
 | |
| 
 | |
| class TestMakeDistribution:
 | |
|     @pytest.mark.parametrize('i, distdata', enumerate(distcont + distdiscrete))
 | |
|     def test_rv_generic(self, i, distdata):
 | |
|         distname = distdata[0]
 | |
| 
 | |
|         slow = {'argus', 'exponpow', 'exponweib', 'genexpon', 'gompertz', 'halfgennorm',
 | |
|                 'johnsonsb', 'kappa4', 'ksone', 'kstwo', 'kstwobign', 'norminvgauss',
 | |
|                 'powerlognorm', 'powernorm', 'recipinvgauss', 'studentized_range',
 | |
|                 'vonmises_line', # continuous
 | |
|                 'betanbinom', 'logser', 'skellam', 'zipf'}  # discrete
 | |
|         if not int(os.environ.get('SCIPY_XSLOW', '0')) and distname in slow:
 | |
|             pytest.skip('Skipping as XSLOW')
 | |
| 
 | |
|         if distname in {              # skip these distributions
 | |
|             'levy_stable',            # private methods seem to require >= 1d args
 | |
|             'vonmises',               # circular distribution; shouldn't work
 | |
|             'poisson_binom',          # vector shape parameter
 | |
|             'hypergeom',              # distribution functions need interpolation
 | |
|             'nchypergeom_fisher',     # distribution functions need interpolation
 | |
|             'nchypergeom_wallenius',  # distribution functions need interpolation
 | |
|         }:
 | |
|             return
 | |
| 
 | |
|         # skip single test, mostly due to slight disagreement
 | |
|         custom_tolerances = {'ksone': 1e-5, 'kstwo': 1e-5}  # discontinuous PDF
 | |
|         skip_entropy = {'kstwobign', 'pearson3'}  # tolerance issue
 | |
|         skip_skewness = {'exponpow', 'ksone', 'nchypergeom_wallenius'}  # tolerance
 | |
|         skip_kurtosis = {'chi', 'exponpow', 'invgamma',  # tolerance
 | |
|                          'johnsonsb', 'ksone', 'kstwo',  # tolerance
 | |
|                          'nchypergeom_wallenius'}  # tolerance
 | |
|         skip_logccdf = {'arcsine', 'skewcauchy', 'trapezoid', 'triang'}  # tolerance
 | |
|         skip_raw = {2: {'alpha', 'foldcauchy', 'halfcauchy', 'levy', 'levy_l'},
 | |
|                     3: {'pareto'},  # stats.pareto is just wrong
 | |
|                     4: {'invgamma'}}  # tolerance issue
 | |
|         skip_standardized = {'exponpow', 'ksone'}  # tolerances
 | |
| 
 | |
|         dist = getattr(stats, distname)
 | |
|         params = dict(zip(dist.shapes.split(', '), distdata[1])) if dist.shapes else {}
 | |
|         rng = np.random.default_rng(7548723590230982)
 | |
|         CustomDistribution = stats.make_distribution(dist)
 | |
|         X = CustomDistribution(**params)
 | |
|         Y = dist(**params)
 | |
|         x = X.sample(shape=10, rng=rng)
 | |
|         p = X.cdf(x)
 | |
|         rtol = custom_tolerances.get(distname, 1e-7)
 | |
|         atol = 1e-12
 | |
| 
 | |
|         with np.errstate(divide='ignore', invalid='ignore'):
 | |
|             m, v, s, k = Y.stats('mvsk')
 | |
|             assert_allclose(X.support(), Y.support())
 | |
|             if distname not in skip_entropy:
 | |
|                 assert_allclose(X.entropy(), Y.entropy(), rtol=rtol)
 | |
|             if isinstance(Y, stats.rv_discrete):
 | |
|                 # some continuous distributions have trouble with `logentropy` because
 | |
|                 # it uses complex numbers
 | |
|                 assert_allclose(np.exp(X.logentropy()), Y.entropy(), rtol=rtol)
 | |
|             assert_allclose(X.median(), Y.median(), rtol=rtol)
 | |
|             assert_allclose(X.mean(), m, rtol=rtol, atol=atol)
 | |
|             assert_allclose(X.variance(), v, rtol=rtol, atol=atol)
 | |
|             if distname not in skip_skewness:
 | |
|                 assert_allclose(X.skewness(), s, rtol=rtol, atol=atol)
 | |
|             if distname not in skip_kurtosis:
 | |
|                 assert_allclose(X.kurtosis(convention='excess'), k,
 | |
|                                 rtol=rtol, atol=atol)
 | |
|             if isinstance(dist, stats.rv_continuous):
 | |
|                 assert_allclose(X.logpdf(x), Y.logpdf(x), rtol=rtol)
 | |
|                 assert_allclose(X.pdf(x), Y.pdf(x), rtol=rtol)
 | |
|             else:
 | |
|                 assert_allclose(X.logpmf(x), Y.logpmf(x), rtol=rtol)
 | |
|                 assert_allclose(X.pmf(x), Y.pmf(x), rtol=rtol)
 | |
|             assert_allclose(X.logcdf(x), Y.logcdf(x), rtol=rtol)
 | |
|             assert_allclose(X.cdf(x), Y.cdf(x), rtol=rtol)
 | |
|             if distname not in skip_logccdf:
 | |
|                 assert_allclose(X.logccdf(x), Y.logsf(x), rtol=rtol)
 | |
|             assert_allclose(X.ccdf(x), Y.sf(x), rtol=rtol)
 | |
| 
 | |
|             # old infrastructure convention for ppf(p=0) and isf(p=1) is different than
 | |
|             # new infrastructure. Adjust reference values accordingly.
 | |
|             a, _ = Y.support()
 | |
|             ref_ppf = Y.ppf(p)
 | |
|             ref_ppf[p == 0] = a
 | |
|             ref_isf = Y.isf(p)
 | |
|             ref_isf[p == 1] = a
 | |
| 
 | |
|             assert_allclose(X.icdf(p), ref_ppf, rtol=rtol)
 | |
|             assert_allclose(X.iccdf(p), ref_isf, rtol=rtol)
 | |
| 
 | |
|             for order in range(5):
 | |
|                 if distname not in skip_raw.get(order, {}):
 | |
|                     assert_allclose(X.moment(order, kind='raw'),
 | |
|                                     Y.moment(order), rtol=rtol, atol=atol)
 | |
|             for order in range(3, 4):
 | |
|                 if distname not in skip_standardized:
 | |
|                     assert_allclose(X.moment(order, kind='standardized'),
 | |
|                                     Y.stats('mvsk'[order-1]), rtol=rtol, atol=atol)
 | |
|             if isinstance(dist, stats.rv_continuous):
 | |
|                 # For discrete distributions, these won't agree at the far left end
 | |
|                 # of the support, and the new infrastructure is slow there (for now).
 | |
|                 seed = 845298245687345
 | |
|                 assert_allclose(X.sample(shape=10, rng=seed),
 | |
|                                 Y.rvs(size=10,
 | |
|                                       random_state=np.random.default_rng(seed)),
 | |
|                                 rtol=rtol)
 | |
| 
 | |
|     def test_custom(self):
 | |
|         rng = np.random.default_rng(7548723590230982)
 | |
| 
 | |
|         class MyLogUniform:
 | |
|             @property
 | |
|             def __make_distribution_version__(self):
 | |
|                 return "1.16.0"
 | |
| 
 | |
|             @property
 | |
|             def parameters(self):
 | |
|                 return {'a': {'endpoints': (0, np.inf), 'inclusive': (False, False)},
 | |
|                         'b': {'endpoints': ('a', np.inf), 'inclusive': (False, False)}}
 | |
| 
 | |
|             @property
 | |
|             def support(self):
 | |
|                 return {'endpoints': ('a', 'b')}
 | |
| 
 | |
|             def pdf(self, x, a, b):
 | |
|                 return 1 / (x * (np.log(b) - np.log(a)))
 | |
| 
 | |
|             def sample(self, shape, *, a, b, rng=None):
 | |
|                 p = rng.uniform(size=shape)
 | |
|                 return np.exp(np.log(a) + p * (np.log(b) - np.log(a)))
 | |
| 
 | |
|             def moment(self, order, kind='raw', *, a, b):
 | |
|                 if order == 1 and kind == 'raw':
 | |
|                     # quadrature is perfectly accurate here; add 1e-10 error so we
 | |
|                     # can tell the difference between the two
 | |
|                     return (b - a) / np.log(b/a) + 1e-10
 | |
| 
 | |
|         LogUniform = stats.make_distribution(MyLogUniform())
 | |
| 
 | |
|         X = LogUniform(a=np.exp(1), b=np.exp(3))
 | |
|         Y = stats.exp(Uniform(a=1., b=3.))
 | |
|         x = X.sample(shape=10, rng=rng)
 | |
|         p = X.cdf(x)
 | |
| 
 | |
|         assert_allclose(X.support(), Y.support())
 | |
|         assert_allclose(X.entropy(), Y.entropy())
 | |
|         assert_allclose(X.median(), Y.median())
 | |
|         assert_allclose(X.logpdf(x), Y.logpdf(x))
 | |
|         assert_allclose(X.pdf(x), Y.pdf(x))
 | |
|         assert_allclose(X.logcdf(x), Y.logcdf(x))
 | |
|         assert_allclose(X.cdf(x), Y.cdf(x))
 | |
|         assert_allclose(X.logccdf(x), Y.logccdf(x))
 | |
|         assert_allclose(X.ccdf(x), Y.ccdf(x))
 | |
|         assert_allclose(X.icdf(p), Y.icdf(p))
 | |
|         assert_allclose(X.iccdf(p), Y.iccdf(p))
 | |
|         for kind in ['raw', 'central', 'standardized']:
 | |
|             for order in range(5):
 | |
|                 assert_allclose(X.moment(order, kind=kind),
 | |
|                                 Y.moment(order, kind=kind))
 | |
| 
 | |
|         # Confirm that the `sample` and `moment` methods are overriden as expected
 | |
|         sample_formula = X.sample(shape=10, rng=0, method='formula')
 | |
|         sample_inverse = X.sample(shape=10, rng=0, method='inverse_transform')
 | |
|         assert_allclose(sample_formula, sample_inverse)
 | |
|         assert not np.all(sample_formula == sample_inverse)
 | |
| 
 | |
|         assert_allclose(X.mean(method='formula'), X.mean(method='quadrature'))
 | |
|         assert not X.mean(method='formula') == X.mean(method='quadrature')
 | |
| 
 | |
|     # pdf and cdf formulas below can warn on boundary of support in some cases.
 | |
|     # See https://github.com/scipy/scipy/pull/22560#discussion_r1962763840.
 | |
|     @pytest.mark.slow
 | |
|     @pytest.mark.filterwarnings("ignore::RuntimeWarning")
 | |
|     @pytest.mark.parametrize("c", [-1, 0, 1, np.asarray([-2.1, -1., 0., 1., 2.1])])
 | |
|     def test_custom_variable_support(self, c):
 | |
|         rng = np.random.default_rng(7548723590230982)
 | |
| 
 | |
|         class MyGenExtreme:
 | |
|             @property
 | |
|             def __make_distribution_version__(self):
 | |
|                 return "1.16.0"
 | |
| 
 | |
|             @property
 | |
|             def parameters(self):
 | |
|                 return {
 | |
|                     'c': {'endpoints': (-np.inf, np.inf), 'inclusive': (False, False)},
 | |
|                     'mu': {'endpoints': (-np.inf, np.inf), 'inclusive': (False, False)},
 | |
|                     'sigma': {'endpoints': (0, np.inf), 'inclusive': (False, False)}
 | |
|                 }
 | |
| 
 | |
|             @property
 | |
|             def support(self):
 | |
|                 def left(*, c, mu, sigma):
 | |
|                     c, mu, sigma = np.broadcast_arrays(c, mu, sigma)
 | |
|                     result = np.empty_like(c)
 | |
|                     result[c >= 0] = -np.inf
 | |
|                     result[c < 0] = mu[c < 0] + sigma[c < 0] / c[c < 0]
 | |
|                     return result[()]
 | |
| 
 | |
|                 def right(*, c, mu, sigma):
 | |
|                     c, mu, sigma = np.broadcast_arrays(c, mu, sigma)
 | |
|                     result = np.empty_like(c)
 | |
|                     result[c <= 0] = np.inf
 | |
|                     result[c > 0] = mu[c > 0] + sigma[c > 0] / c[c > 0]
 | |
|                     return result[()]
 | |
| 
 | |
|                 return {"endpoints": (left, right), "inclusive": (False, False)}
 | |
| 
 | |
|             def pdf(self, x, *, c, mu, sigma):
 | |
|                 x, c, mu, sigma = np.broadcast_arrays(x, c, mu, sigma)
 | |
|                 t = np.empty_like(x)
 | |
|                 mask = (c == 0)
 | |
|                 t[mask] = np.exp(-(x[mask] - mu[mask])/sigma[mask])
 | |
|                 t[~mask] = (
 | |
|                     1  - c[~mask]*(x[~mask] - mu[~mask])/sigma[~mask]
 | |
|                 )**(1/c[~mask])
 | |
|                 result = 1/sigma * t**(1 - c)*np.exp(-t)
 | |
|                 return result[()]
 | |
| 
 | |
|             def cdf(self, x, *, c, mu, sigma):
 | |
|                 x, c, mu, sigma = np.broadcast_arrays(x, c, mu, sigma)
 | |
|                 t = np.empty_like(x)
 | |
|                 mask = (c == 0)
 | |
|                 t[mask] = np.exp(-(x[mask] - mu[mask])/sigma[mask])
 | |
|                 t[~mask] = (
 | |
|                     1  - c[~mask]*(x[~mask] - mu[~mask])/sigma[~mask]
 | |
|                 )**(1/c[~mask])
 | |
|                 return np.exp(-t)[()]
 | |
| 
 | |
|         GenExtreme1 = stats.make_distribution(MyGenExtreme())
 | |
|         GenExtreme2 = stats.make_distribution(stats.genextreme)
 | |
| 
 | |
|         X1 = GenExtreme1(c=c, mu=0, sigma=1)
 | |
|         X2 = GenExtreme2(c=c)
 | |
| 
 | |
|         x = X1.sample(shape=10, rng=rng)
 | |
|         p = X1.cdf(x)
 | |
| 
 | |
|         assert_allclose(X1.support(), X2.support())
 | |
|         assert_allclose(X1.entropy(), X2.entropy(), rtol=5e-6)
 | |
|         assert_allclose(X1.median(), X2.median())
 | |
|         assert_allclose(X1.logpdf(x), X2.logpdf(x))
 | |
|         assert_allclose(X1.pdf(x), X2.pdf(x))
 | |
|         assert_allclose(X1.logcdf(x), X2.logcdf(x))
 | |
|         assert_allclose(X1.cdf(x), X2.cdf(x))
 | |
|         assert_allclose(X1.logccdf(x), X2.logccdf(x))
 | |
|         assert_allclose(X1.ccdf(x), X2.ccdf(x))
 | |
|         assert_allclose(X1.icdf(p), X2.icdf(p))
 | |
|         assert_allclose(X1.iccdf(p), X2.iccdf(p))
 | |
| 
 | |
|     @pytest.mark.slow
 | |
|     @pytest.mark.parametrize("a", [0.5, np.asarray([0.5, 1.0, 2.0, 4.0, 8.0])])
 | |
|     @pytest.mark.parametrize("b", [0.5, np.asarray([0.5, 1.0, 2.0, 4.0, 8.0])])
 | |
|     def test_custom_multiple_parameterizations(self, a, b):
 | |
|         rng = np.random.default_rng(7548723590230982)
 | |
|         class MyBeta:
 | |
|             @property
 | |
|             def __make_distribution_version__(self):
 | |
|                 return "1.16.0"
 | |
| 
 | |
|             @property
 | |
|             def parameters(self):
 | |
|                 return (
 | |
|                     {"a": (0, np.inf), "b": (0, np.inf)},
 | |
|                     {"mu": (0, 1), "nu": (0, np.inf)},
 | |
|                 )
 | |
| 
 | |
|             def process_parameters(self, a=None, b=None, mu=None, nu=None):
 | |
|                 if a is not None and b is not None and mu is None and nu is None:
 | |
|                     nu = a + b
 | |
|                     mu = a / nu
 | |
|                 else:
 | |
|                     a = mu * nu
 | |
|                     b = nu - a
 | |
|                 return {"a": a, "b": b, "mu": mu, "nu": nu}
 | |
| 
 | |
|             @property
 | |
|             def support(self):
 | |
|                 return {'endpoints': (0, 1)}
 | |
| 
 | |
|             def pdf(self, x, a, b, mu, nu):
 | |
|                 return special._ufuncs._beta_pdf(x, a, b)
 | |
| 
 | |
|             def cdf(self, x, a, b, mu, nu):
 | |
|                 return special.betainc(a, b, x)
 | |
| 
 | |
|         Beta = stats.make_distribution(stats.beta)
 | |
|         MyBeta = stats.make_distribution(MyBeta())
 | |
| 
 | |
|         mu = a / (a + b)
 | |
|         nu = a + b
 | |
| 
 | |
|         X = MyBeta(a=a, b=b)
 | |
|         Y = MyBeta(mu=mu, nu=nu)
 | |
|         Z = Beta(a=a, b=b)
 | |
| 
 | |
|         x = Z.sample(shape=10, rng=rng)
 | |
|         p = Z.cdf(x)
 | |
| 
 | |
|         assert_allclose(X.support(), Z.support())
 | |
|         assert_allclose(X.median(), Z.median())
 | |
|         assert_allclose(X.pdf(x), Z.pdf(x))
 | |
|         assert_allclose(X.cdf(x), Z.cdf(x))
 | |
|         assert_allclose(X.ccdf(x), Z.ccdf(x))
 | |
|         assert_allclose(X.icdf(p), Z.icdf(p))
 | |
|         assert_allclose(X.iccdf(p), Z.iccdf(p))
 | |
| 
 | |
|         assert_allclose(Y.support(), Z.support())
 | |
|         assert_allclose(Y.median(), Z.median())
 | |
|         assert_allclose(Y.pdf(x), Z.pdf(x))
 | |
|         assert_allclose(Y.cdf(x), Z.cdf(x))
 | |
|         assert_allclose(Y.ccdf(x), Z.ccdf(x))
 | |
|         assert_allclose(Y.icdf(p), Z.icdf(p))
 | |
|         assert_allclose(Y.iccdf(p), Z.iccdf(p))
 | |
| 
 | |
|     def test_input_validation(self):
 | |
|         message = '`levy_stable` is not supported.'
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             stats.make_distribution(stats.levy_stable)
 | |
| 
 | |
|         message = '`vonmises` is not supported.'
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             stats.make_distribution(stats.vonmises)
 | |
| 
 | |
|         message = "The argument must be an instance of..."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             stats.make_distribution(object())
 | |
| 
 | |
|     def test_repr_str_docs(self):
 | |
|         from scipy.stats._distribution_infrastructure import _distribution_names
 | |
|         for dist in _distribution_names.keys():
 | |
|             assert hasattr(stats, dist)
 | |
| 
 | |
|         dist = stats.make_distribution(stats.gamma)
 | |
|         assert str(dist(a=2)) == "Gamma(a=2.0)"
 | |
|         if np.__version__ >= "2":
 | |
|             assert repr(dist(a=2)) == "Gamma(a=np.float64(2.0))"
 | |
|         assert 'Gamma' in dist.__doc__
 | |
| 
 | |
|         dist = stats.make_distribution(stats.halfgennorm)
 | |
|         assert str(dist(beta=2)) == "HalfGeneralizedNormal(beta=2.0)"
 | |
|         if np.__version__ >= "2":
 | |
|             assert repr(dist(beta=2)) == "HalfGeneralizedNormal(beta=np.float64(2.0))"
 | |
|         assert 'HalfGeneralizedNormal' in dist.__doc__
 | |
| 
 | |
| 
 | |
| class TestTransforms:
 | |
| 
 | |
|     def test_ContinuousDistribution_only(self):
 | |
|         X = stats.Binomial(n=10, p=0.5)
 | |
|         # This is applied at the top level TransformedDistribution,
 | |
|         # so testing one subclass is enough
 | |
|         message = "Transformations are currently only supported for continuous RVs."
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             stats.exp(X)
 | |
| 
 | |
|     def test_truncate(self):
 | |
|         rng = np.random.default_rng(81345982345826)
 | |
|         lb = rng.random((3, 1))
 | |
|         ub = rng.random((3, 1))
 | |
|         lb, ub = np.minimum(lb, ub), np.maximum(lb, ub)
 | |
| 
 | |
|         Y = stats.truncate(Normal(), lb=lb, ub=ub)
 | |
|         Y0 = stats.truncnorm(lb, ub)
 | |
| 
 | |
|         y = Y0.rvs((3, 10), random_state=rng)
 | |
|         p = Y0.cdf(y)
 | |
| 
 | |
|         assert_allclose(Y.logentropy(), np.log(Y0.entropy() + 0j))
 | |
|         assert_allclose(Y.entropy(), Y0.entropy())
 | |
|         assert_allclose(Y.median(), Y0.ppf(0.5))
 | |
|         assert_allclose(Y.mean(), Y0.mean())
 | |
|         assert_allclose(Y.variance(), Y0.var())
 | |
|         assert_allclose(Y.standard_deviation(), np.sqrt(Y0.var()))
 | |
|         assert_allclose(Y.skewness(), Y0.stats('s'))
 | |
|         assert_allclose(Y.kurtosis(), Y0.stats('k') + 3)
 | |
|         assert_allclose(Y.support(), Y0.support())
 | |
|         assert_allclose(Y.pdf(y), Y0.pdf(y))
 | |
|         assert_allclose(Y.cdf(y), Y0.cdf(y))
 | |
|         assert_allclose(Y.ccdf(y), Y0.sf(y))
 | |
|         assert_allclose(Y.icdf(p), Y0.ppf(p))
 | |
|         assert_allclose(Y.iccdf(p), Y0.isf(p))
 | |
|         assert_allclose(Y.logpdf(y), Y0.logpdf(y))
 | |
|         assert_allclose(Y.logcdf(y), Y0.logcdf(y))
 | |
|         assert_allclose(Y.logccdf(y), Y0.logsf(y))
 | |
|         assert_allclose(Y.ilogcdf(np.log(p)), Y0.ppf(p))
 | |
|         assert_allclose(Y.ilogccdf(np.log(p)), Y0.isf(p))
 | |
|         sample = Y.sample(10)
 | |
|         assert np.all((sample > lb) & (sample < ub))
 | |
| 
 | |
|     @pytest.mark.fail_slow(10)
 | |
|     @given(data=strategies.data(), seed=strategies.integers(min_value=0))
 | |
|     @pytest.mark.thread_unsafe
 | |
|     def test_loc_scale(self, data, seed):
 | |
|         # Need tests with negative scale
 | |
|         rng = np.random.default_rng(seed)
 | |
| 
 | |
|         class TransformedNormal(ShiftedScaledDistribution):
 | |
|             def __init__(self, *args, **kwargs):
 | |
|                 super().__init__(StandardNormal(), *args, **kwargs)
 | |
| 
 | |
|         tmp = draw_distribution_from_family(
 | |
|             TransformedNormal, data, rng, proportions=(1, 0, 0, 0), min_side=1)
 | |
|         dist, x, y, p, logp, result_shape, x_result_shape, xy_result_shape = tmp
 | |
| 
 | |
|         loc = dist.loc
 | |
|         scale = dist.scale
 | |
|         dist0 = StandardNormal()
 | |
|         dist_ref = stats.norm(loc=loc, scale=scale)
 | |
| 
 | |
|         x0 = (x - loc) / scale
 | |
|         y0 = (y - loc) / scale
 | |
| 
 | |
|         a, b = dist.support()
 | |
|         a0, b0 = dist0.support()
 | |
|         assert_allclose(a, a0 + loc)
 | |
|         assert_allclose(b, b0 + loc)
 | |
| 
 | |
|         with np.errstate(invalid='ignore', divide='ignore'):
 | |
|             assert_allclose(np.exp(dist.logentropy()), dist.entropy())
 | |
|             assert_allclose(dist.entropy(), dist_ref.entropy())
 | |
|             assert_allclose(dist.median(), dist0.median() + loc)
 | |
|             assert_allclose(dist.mode(), dist0.mode() + loc)
 | |
|             assert_allclose(dist.mean(), dist0.mean() + loc)
 | |
|             assert_allclose(dist.variance(), dist0.variance() * scale**2)
 | |
|             assert_allclose(dist.standard_deviation(), dist.variance()**0.5)
 | |
|             assert_allclose(dist.skewness(), dist0.skewness() * np.sign(scale))
 | |
|             assert_allclose(dist.kurtosis(), dist0.kurtosis())
 | |
|             assert_allclose(dist.logpdf(x), dist0.logpdf(x0) - np.log(scale))
 | |
|             assert_allclose(dist.pdf(x), dist0.pdf(x0) / scale)
 | |
|             assert_allclose(dist.logcdf(x), dist0.logcdf(x0))
 | |
|             assert_allclose(dist.cdf(x), dist0.cdf(x0))
 | |
|             assert_allclose(dist.logccdf(x), dist0.logccdf(x0))
 | |
|             assert_allclose(dist.ccdf(x), dist0.ccdf(x0))
 | |
|             assert_allclose(dist.logcdf(x, y), dist0.logcdf(x0, y0))
 | |
|             assert_allclose(dist.cdf(x, y), dist0.cdf(x0, y0))
 | |
|             assert_allclose(dist.logccdf(x, y), dist0.logccdf(x0, y0))
 | |
|             assert_allclose(dist.ccdf(x, y), dist0.ccdf(x0, y0))
 | |
|             assert_allclose(dist.ilogcdf(logp), dist0.ilogcdf(logp)*scale + loc)
 | |
|             assert_allclose(dist.icdf(p), dist0.icdf(p)*scale + loc)
 | |
|             assert_allclose(dist.ilogccdf(logp), dist0.ilogccdf(logp)*scale + loc)
 | |
|             assert_allclose(dist.iccdf(p), dist0.iccdf(p)*scale + loc)
 | |
|             for i in range(1, 5):
 | |
|                 assert_allclose(dist.moment(i, 'raw'), dist_ref.moment(i))
 | |
|                 assert_allclose(dist.moment(i, 'central'),
 | |
|                                 dist0.moment(i, 'central') * scale**i)
 | |
|                 assert_allclose(dist.moment(i, 'standardized'),
 | |
|                                 dist0.moment(i, 'standardized') * np.sign(scale)**i)
 | |
| 
 | |
|         # Transform back to the original distribution using all arithmetic
 | |
|         # operations; check that it behaves as expected.
 | |
|         dist = (dist - 2*loc) + loc
 | |
|         dist = dist/scale**2 * scale
 | |
|         z = np.zeros(dist._shape)  # compact broadcasting
 | |
| 
 | |
|         a, b = dist.support()
 | |
|         a0, b0 = dist0.support()
 | |
|         assert_allclose(a, a0 + z)
 | |
|         assert_allclose(b, b0 + z)
 | |
| 
 | |
|         with np.errstate(invalid='ignore', divide='ignore'):
 | |
|             assert_allclose(dist.logentropy(), dist0.logentropy() + z)
 | |
|             assert_allclose(dist.entropy(), dist0.entropy() + z)
 | |
|             assert_allclose(dist.median(), dist0.median() + z)
 | |
|             assert_allclose(dist.mode(), dist0.mode() + z)
 | |
|             assert_allclose(dist.mean(), dist0.mean() + z)
 | |
|             assert_allclose(dist.variance(), dist0.variance() + z)
 | |
|             assert_allclose(dist.standard_deviation(), dist0.standard_deviation() + z)
 | |
|             assert_allclose(dist.skewness(), dist0.skewness() + z)
 | |
|             assert_allclose(dist.kurtosis(), dist0.kurtosis() + z)
 | |
|             assert_allclose(dist.logpdf(x), dist0.logpdf(x)+z)
 | |
|             assert_allclose(dist.pdf(x), dist0.pdf(x) + z)
 | |
|             assert_allclose(dist.logcdf(x), dist0.logcdf(x) + z)
 | |
|             assert_allclose(dist.cdf(x), dist0.cdf(x) + z)
 | |
|             assert_allclose(dist.logccdf(x), dist0.logccdf(x) + z)
 | |
|             assert_allclose(dist.ccdf(x), dist0.ccdf(x) + z)
 | |
|             assert_allclose(dist.ilogcdf(logp), dist0.ilogcdf(logp) + z)
 | |
|             assert_allclose(dist.icdf(p), dist0.icdf(p) + z)
 | |
|             assert_allclose(dist.ilogccdf(logp), dist0.ilogccdf(logp) + z)
 | |
|             assert_allclose(dist.iccdf(p), dist0.iccdf(p) + z)
 | |
|             for i in range(1, 5):
 | |
|                 assert_allclose(dist.moment(i, 'raw'), dist0.moment(i, 'raw'))
 | |
|                 assert_allclose(dist.moment(i, 'central'), dist0.moment(i, 'central'))
 | |
|                 assert_allclose(dist.moment(i, 'standardized'),
 | |
|                                 dist0.moment(i, 'standardized'))
 | |
| 
 | |
|             # These are tough to compare because of the way the shape works
 | |
|             # rng = np.random.default_rng(seed)
 | |
|             # rng0 = np.random.default_rng(seed)
 | |
|             # assert_allclose(dist.sample(x_result_shape, rng=rng),
 | |
|             #                 dist0.sample(x_result_shape, rng=rng0) * scale + loc)
 | |
|             # Should also try to test fit, plot?
 | |
| 
 | |
|     @pytest.mark.fail_slow(5)
 | |
|     @pytest.mark.parametrize('exp_pow', ['exp', 'pow'])
 | |
|     def test_exp_pow(self, exp_pow):
 | |
|         rng = np.random.default_rng(81345982345826)
 | |
|         mu = rng.random((3, 1))
 | |
|         sigma = rng.random((3, 1))
 | |
| 
 | |
|         X = Normal()*sigma + mu
 | |
|         if exp_pow == 'exp':
 | |
|             Y = stats.exp(X)
 | |
|         else:
 | |
|             Y = np.e ** X
 | |
|         Y0 = stats.lognorm(sigma, scale=np.exp(mu))
 | |
| 
 | |
|         y = Y0.rvs((3, 10), random_state=rng)
 | |
|         p = Y0.cdf(y)
 | |
| 
 | |
|         assert_allclose(Y.logentropy(), np.log(Y0.entropy()))
 | |
|         assert_allclose(Y.entropy(), Y0.entropy())
 | |
|         assert_allclose(Y.median(), Y0.ppf(0.5))
 | |
|         assert_allclose(Y.mean(), Y0.mean())
 | |
|         assert_allclose(Y.variance(), Y0.var())
 | |
|         assert_allclose(Y.standard_deviation(), np.sqrt(Y0.var()))
 | |
|         assert_allclose(Y.skewness(), Y0.stats('s'))
 | |
|         assert_allclose(Y.kurtosis(), Y0.stats('k') + 3)
 | |
|         assert_allclose(Y.support(), Y0.support())
 | |
|         assert_allclose(Y.pdf(y), Y0.pdf(y))
 | |
|         assert_allclose(Y.cdf(y), Y0.cdf(y))
 | |
|         assert_allclose(Y.ccdf(y), Y0.sf(y))
 | |
|         assert_allclose(Y.icdf(p), Y0.ppf(p))
 | |
|         assert_allclose(Y.iccdf(p), Y0.isf(p))
 | |
|         assert_allclose(Y.logpdf(y), Y0.logpdf(y))
 | |
|         assert_allclose(Y.logcdf(y), Y0.logcdf(y))
 | |
|         assert_allclose(Y.logccdf(y), Y0.logsf(y))
 | |
|         assert_allclose(Y.ilogcdf(np.log(p)), Y0.ppf(p))
 | |
|         assert_allclose(Y.ilogccdf(np.log(p)), Y0.isf(p))
 | |
|         seed = 3984593485
 | |
|         assert_allclose(Y.sample(rng=seed), np.exp(X.sample(rng=seed)))
 | |
| 
 | |
| 
 | |
|     @pytest.mark.fail_slow(10)
 | |
|     @pytest.mark.parametrize('scale', [1, 2, -1])
 | |
|     @pytest.mark.xfail_on_32bit("`scale=-1` fails on 32-bit; needs investigation")
 | |
|     def test_reciprocal(self, scale):
 | |
|         rng = np.random.default_rng(81345982345826)
 | |
|         a = rng.random((3, 1))
 | |
| 
 | |
|         # Separate sign from scale. It's easy to scale the resulting
 | |
|         # RV with negative scale; we want to test the ability to divide
 | |
|         # by a RV with negative support
 | |
|         sign, scale = np.sign(scale), abs(scale)
 | |
| 
 | |
|         # Reference distribution
 | |
|         InvGamma = stats.make_distribution(stats.invgamma)
 | |
|         Y0 = sign * scale * InvGamma(a=a)
 | |
| 
 | |
|         # Test distribution
 | |
|         X = _Gamma(a=a) if sign > 0 else -_Gamma(a=a)
 | |
|         Y = scale / X
 | |
| 
 | |
|         y = Y0.sample(shape=(3, 10), rng=rng)
 | |
|         p = Y0.cdf(y)
 | |
|         logp = np.log(p)
 | |
| 
 | |
|         assert_allclose(Y.logentropy(), np.log(Y0.entropy()))
 | |
|         assert_allclose(Y.entropy(), Y0.entropy())
 | |
|         assert_allclose(Y.median(), Y0.median())
 | |
|         # moments are not finite
 | |
|         assert_allclose(Y.support(), Y0.support())
 | |
|         assert_allclose(Y.pdf(y), Y0.pdf(y))
 | |
|         assert_allclose(Y.cdf(y), Y0.cdf(y))
 | |
|         assert_allclose(Y.ccdf(y), Y0.ccdf(y))
 | |
|         assert_allclose(Y.icdf(p), Y0.icdf(p))
 | |
|         assert_allclose(Y.iccdf(p), Y0.iccdf(p))
 | |
|         assert_allclose(Y.logpdf(y), Y0.logpdf(y))
 | |
|         assert_allclose(Y.logcdf(y), Y0.logcdf(y))
 | |
|         assert_allclose(Y.logccdf(y), Y0.logccdf(y))
 | |
|         with np.errstate(divide='ignore', invalid='ignore'):
 | |
|             assert_allclose(Y.ilogcdf(logp), Y0.ilogcdf(logp))
 | |
|             assert_allclose(Y.ilogccdf(logp), Y0.ilogccdf(logp))
 | |
|         seed = 3984593485
 | |
|         assert_allclose(Y.sample(rng=seed), scale/(X.sample(rng=seed)))
 | |
| 
 | |
|     @pytest.mark.fail_slow(5)
 | |
|     def test_log(self):
 | |
|         rng = np.random.default_rng(81345982345826)
 | |
|         a = rng.random((3, 1))
 | |
| 
 | |
|         X = _Gamma(a=a)
 | |
|         Y0 = stats.loggamma(a)
 | |
|         Y = stats.log(X)
 | |
|         y = Y0.rvs((3, 10), random_state=rng)
 | |
|         p = Y0.cdf(y)
 | |
| 
 | |
|         assert_allclose(Y.logentropy(), np.log(Y0.entropy()))
 | |
|         assert_allclose(Y.entropy(), Y0.entropy())
 | |
|         assert_allclose(Y.median(), Y0.ppf(0.5))
 | |
|         assert_allclose(Y.mean(), Y0.mean())
 | |
|         assert_allclose(Y.variance(), Y0.var())
 | |
|         assert_allclose(Y.standard_deviation(), np.sqrt(Y0.var()))
 | |
|         assert_allclose(Y.skewness(), Y0.stats('s'))
 | |
|         assert_allclose(Y.kurtosis(), Y0.stats('k') + 3)
 | |
|         assert_allclose(Y.support(), Y0.support())
 | |
|         assert_allclose(Y.pdf(y), Y0.pdf(y))
 | |
|         assert_allclose(Y.cdf(y), Y0.cdf(y))
 | |
|         assert_allclose(Y.ccdf(y), Y0.sf(y))
 | |
|         assert_allclose(Y.icdf(p), Y0.ppf(p))
 | |
|         assert_allclose(Y.iccdf(p), Y0.isf(p))
 | |
|         assert_allclose(Y.logpdf(y), Y0.logpdf(y))
 | |
|         assert_allclose(Y.logcdf(y), Y0.logcdf(y))
 | |
|         assert_allclose(Y.logccdf(y), Y0.logsf(y))
 | |
|         with np.errstate(invalid='ignore'):
 | |
|             assert_allclose(Y.ilogcdf(np.log(p)), Y0.ppf(p))
 | |
|             assert_allclose(Y.ilogccdf(np.log(p)), Y0.isf(p))
 | |
|         seed = 3984593485
 | |
|         assert_allclose(Y.sample(rng=seed), np.log(X.sample(rng=seed)))
 | |
| 
 | |
|     def test_monotonic_transforms(self):
 | |
|         # Some tests of monotonic transforms that are better to be grouped or
 | |
|         # don't fit well above
 | |
| 
 | |
|         X = Uniform(a=1, b=2)
 | |
|         X_str = "Uniform(a=1.0, b=2.0)"
 | |
| 
 | |
|         assert str(stats.log(X)) == f"log({X_str})"
 | |
|         assert str(1 / X) == f"1/({X_str})"
 | |
|         assert str(stats.exp(X)) == f"exp({X_str})"
 | |
| 
 | |
|         X = Uniform(a=-1, b=2)
 | |
|         message = "Division by a random variable is only implemented when the..."
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             1 / X
 | |
|         message = "The logarithm of a random variable is only implemented when the..."
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             stats.log(X)
 | |
|         message = "Raising an argument to the power of a random variable is only..."
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             (-2) ** X
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             1 ** X
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             [0.5, 1.5] ** X
 | |
| 
 | |
|         message = "Raising a random variable to the power of an argument is only"
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             X ** (-2)
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             X ** 0
 | |
|         with pytest.raises(NotImplementedError, match=message):
 | |
|             X ** [0.5, 1.5]
 | |
| 
 | |
|     def test_arithmetic_operators(self):
 | |
|         rng = np.random.default_rng(2348923495832349834)
 | |
| 
 | |
|         a, b, loc, scale = 0.294, 1.34, 0.57, 1.16
 | |
| 
 | |
|         x = rng.uniform(-3, 3, 100)
 | |
|         Y = _LogUniform(a=a, b=b)
 | |
| 
 | |
|         X = scale*Y + loc
 | |
|         assert_allclose(X.cdf(x), Y.cdf((x - loc) / scale))
 | |
|         X = loc + Y*scale
 | |
|         assert_allclose(X.cdf(x), Y.cdf((x - loc) / scale))
 | |
| 
 | |
|         X = Y/scale - loc
 | |
|         assert_allclose(X.cdf(x), Y.cdf((x + loc) * scale))
 | |
|         X = loc -_LogUniform(a=a, b=b)/scale
 | |
|         assert_allclose(X.cdf(x), Y.ccdf((-x + loc)*scale))
 | |
| 
 | |
|     def test_abs(self):
 | |
|         rng = np.random.default_rng(81345982345826)
 | |
|         loc = rng.random((3, 1))
 | |
| 
 | |
|         Y = stats.abs(Normal() + loc)
 | |
|         Y0 = stats.foldnorm(loc)
 | |
| 
 | |
|         y = Y0.rvs((3, 10), random_state=rng)
 | |
|         p = Y0.cdf(y)
 | |
| 
 | |
|         assert_allclose(Y.logentropy(), np.log(Y0.entropy() + 0j))
 | |
|         assert_allclose(Y.entropy(), Y0.entropy())
 | |
|         assert_allclose(Y.median(), Y0.ppf(0.5))
 | |
|         assert_allclose(Y.mean(), Y0.mean())
 | |
|         assert_allclose(Y.variance(), Y0.var())
 | |
|         assert_allclose(Y.standard_deviation(), np.sqrt(Y0.var()))
 | |
|         assert_allclose(Y.skewness(), Y0.stats('s'))
 | |
|         assert_allclose(Y.kurtosis(), Y0.stats('k') + 3)
 | |
|         assert_allclose(Y.support(), Y0.support())
 | |
|         assert_allclose(Y.pdf(y), Y0.pdf(y))
 | |
|         assert_allclose(Y.cdf(y), Y0.cdf(y))
 | |
|         assert_allclose(Y.ccdf(y), Y0.sf(y))
 | |
|         assert_allclose(Y.icdf(p), Y0.ppf(p))
 | |
|         assert_allclose(Y.iccdf(p), Y0.isf(p))
 | |
|         assert_allclose(Y.logpdf(y), Y0.logpdf(y))
 | |
|         assert_allclose(Y.logcdf(y), Y0.logcdf(y))
 | |
|         assert_allclose(Y.logccdf(y), Y0.logsf(y))
 | |
|         assert_allclose(Y.ilogcdf(np.log(p)), Y0.ppf(p))
 | |
|         assert_allclose(Y.ilogccdf(np.log(p)), Y0.isf(p))
 | |
|         sample = Y.sample(10)
 | |
|         assert np.all(sample > 0)
 | |
| 
 | |
|     def test_abs_finite_support(self):
 | |
|         # The original implementation of `FoldedDistribution` might evaluate
 | |
|         # the private distribution methods outside the support. Check that this
 | |
|         # is resolved.
 | |
|         Weibull = stats.make_distribution(stats.weibull_min)
 | |
|         X = Weibull(c=2)
 | |
|         Y = abs(-X)
 | |
|         assert_equal(X.logpdf(1), Y.logpdf(1))
 | |
|         assert_equal(X.pdf(1), Y.pdf(1))
 | |
|         assert_equal(X.logcdf(1), Y.logcdf(1))
 | |
|         assert_equal(X.cdf(1), Y.cdf(1))
 | |
|         assert_equal(X.logccdf(1), Y.logccdf(1))
 | |
|         assert_equal(X.ccdf(1), Y.ccdf(1))
 | |
| 
 | |
|     def test_pow(self):
 | |
|         rng = np.random.default_rng(81345982345826)
 | |
| 
 | |
|         Y = Normal()**2
 | |
|         Y0 = stats.chi2(df=1)
 | |
| 
 | |
|         y = Y0.rvs(10, random_state=rng)
 | |
|         p = Y0.cdf(y)
 | |
| 
 | |
|         assert_allclose(Y.logentropy(), np.log(Y0.entropy() + 0j), rtol=1e-6)
 | |
|         assert_allclose(Y.entropy(), Y0.entropy(), rtol=1e-6)
 | |
|         assert_allclose(Y.median(), Y0.median())
 | |
|         assert_allclose(Y.mean(), Y0.mean())
 | |
|         assert_allclose(Y.variance(), Y0.var())
 | |
|         assert_allclose(Y.standard_deviation(), np.sqrt(Y0.var()))
 | |
|         assert_allclose(Y.skewness(), Y0.stats('s'))
 | |
|         assert_allclose(Y.kurtosis(), Y0.stats('k') + 3)
 | |
|         assert_allclose(Y.support(), Y0.support())
 | |
|         assert_allclose(Y.pdf(y), Y0.pdf(y))
 | |
|         assert_allclose(Y.cdf(y), Y0.cdf(y))
 | |
|         assert_allclose(Y.ccdf(y), Y0.sf(y))
 | |
|         assert_allclose(Y.icdf(p), Y0.ppf(p))
 | |
|         assert_allclose(Y.iccdf(p), Y0.isf(p))
 | |
|         assert_allclose(Y.logpdf(y), Y0.logpdf(y))
 | |
|         assert_allclose(Y.logcdf(y), Y0.logcdf(y))
 | |
|         assert_allclose(Y.logccdf(y), Y0.logsf(y))
 | |
|         assert_allclose(Y.ilogcdf(np.log(p)), Y0.ppf(p))
 | |
|         assert_allclose(Y.ilogccdf(np.log(p)), Y0.isf(p))
 | |
|         sample = Y.sample(10)
 | |
|         assert np.all(sample > 0)
 | |
| 
 | |
| class TestOrderStatistic:
 | |
|     @pytest.mark.fail_slow(20)  # Moments require integration
 | |
|     def test_order_statistic(self):
 | |
|         rng = np.random.default_rng(7546349802439582)
 | |
|         X = Uniform(a=0, b=1)
 | |
|         n = 5
 | |
|         r = np.asarray([[1], [3], [5]])
 | |
|         Y = stats.order_statistic(X, n=n, r=r)
 | |
|         Y0 = stats.beta(r, n + 1 - r)
 | |
| 
 | |
|         y = Y0.rvs((3, 10), random_state=rng)
 | |
|         p = Y0.cdf(y)
 | |
| 
 | |
|         # log methods need some attention before merge
 | |
|         assert_allclose(np.exp(Y.logentropy()), Y0.entropy())
 | |
|         assert_allclose(Y.entropy(), Y0.entropy())
 | |
|         assert_allclose(Y.mean(), Y0.mean())
 | |
|         assert_allclose(Y.variance(), Y0.var())
 | |
|         assert_allclose(Y.skewness(), Y0.stats('s'), atol=1e-15)
 | |
|         assert_allclose(Y.kurtosis(), Y0.stats('k') + 3, atol=1e-15)
 | |
|         assert_allclose(Y.median(), Y0.ppf(0.5))
 | |
|         assert_allclose(Y.support(), Y0.support())
 | |
|         assert_allclose(Y.pdf(y), Y0.pdf(y))
 | |
|         assert_allclose(Y.cdf(y, method='formula'), Y.cdf(y, method='quadrature'))
 | |
|         assert_allclose(Y.ccdf(y, method='formula'), Y.ccdf(y, method='quadrature'))
 | |
|         assert_allclose(Y.icdf(p, method='formula'), Y.icdf(p, method='inversion'))
 | |
|         assert_allclose(Y.iccdf(p, method='formula'), Y.iccdf(p, method='inversion'))
 | |
|         assert_allclose(Y.logpdf(y), Y0.logpdf(y))
 | |
|         assert_allclose(Y.logcdf(y), Y0.logcdf(y))
 | |
|         assert_allclose(Y.logccdf(y), Y0.logsf(y))
 | |
|         with np.errstate(invalid='ignore', divide='ignore'):
 | |
|             assert_allclose(Y.ilogcdf(np.log(p),), Y0.ppf(p))
 | |
|             assert_allclose(Y.ilogccdf(np.log(p)), Y0.isf(p))
 | |
| 
 | |
|         message = "`r` and `n` must contain only positive integers."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             stats.order_statistic(X, n=n, r=-1)
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             stats.order_statistic(X, n=-1, r=r)
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             stats.order_statistic(X, n=n, r=1.5)
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             stats.order_statistic(X, n=1.5, r=r)
 | |
| 
 | |
|     def test_support_gh22037(self):
 | |
|         # During review of gh-22037, it was noted that the `support` of
 | |
|         # an `OrderStatisticDistribution` returned incorrect results;
 | |
|         # this was resolved by overriding `_support`.
 | |
|         Uniform = stats.make_distribution(stats.uniform)
 | |
|         X = Uniform()
 | |
|         Y = X*5 + 2
 | |
|         Z = stats.order_statistic(Y, r=3, n=5)
 | |
|         assert_allclose(Z.support(), Y.support())
 | |
| 
 | |
|     def test_composition_gh22037(self):
 | |
|         # During review of gh-22037, it was noted that an error was
 | |
|         # raised when creating an `OrderStatisticDistribution` from
 | |
|         # a `TruncatedDistribution`. This was resolved by overriding
 | |
|         # `_update_parameters`.
 | |
|         Normal = stats.make_distribution(stats.norm)
 | |
|         TruncatedNormal = stats.make_distribution(stats.truncnorm)
 | |
|         a, b = [-2, -1], 1
 | |
|         r, n = 3, [[4], [5]]
 | |
|         x = [[[-0.3]], [[0.1]]]
 | |
|         X1 = Normal()
 | |
|         Y1 = stats.truncate(X1, a, b)
 | |
|         Z1 = stats.order_statistic(Y1, r=r, n=n)
 | |
|         X2 = TruncatedNormal(a=a, b=b)
 | |
|         Z2 = stats.order_statistic(X2, r=r, n=n)
 | |
|         np.testing.assert_allclose(Z1.cdf(x), Z2.cdf(x))
 | |
| 
 | |
| 
 | |
| class TestFullCoverage:
 | |
|     # Adds tests just to get to 100% test coverage; this way it's more obvious
 | |
|     # if new lines are untested.
 | |
|     def test_Domain(self):
 | |
|         with pytest.raises(NotImplementedError):
 | |
|             _Domain.contains(None, 1.)
 | |
|         with pytest.raises(NotImplementedError):
 | |
|             _Domain.get_numerical_endpoints(None, 1.)
 | |
|         with pytest.raises(NotImplementedError):
 | |
|             _Domain.__str__(None)
 | |
| 
 | |
|     def test_Parameter(self):
 | |
|         with pytest.raises(NotImplementedError):
 | |
|             _Parameter.validate(None, 1.)
 | |
| 
 | |
|     @pytest.mark.parametrize(("dtype_in", "dtype_out"),
 | |
|                               [(np.float16, np.float16),
 | |
|                                (np.int16, np.float64)])
 | |
|     def test_RealParameter_uncommon_dtypes(self, dtype_in, dtype_out):
 | |
|         domain = _RealInterval((-1, 1))
 | |
|         parameter = _RealParameter('x', domain=domain)
 | |
| 
 | |
|         x = np.asarray([0.5, 2.5], dtype=dtype_in)
 | |
|         arr, dtype, valid = parameter.validate(x, parameter_values={})
 | |
|         assert_equal(arr, x)
 | |
|         assert dtype == dtype_out
 | |
|         assert_equal(valid, [True, False])
 | |
| 
 | |
|     def test_ContinuousDistribution_set_invalid_nan(self):
 | |
|         # Exercise code paths when formula returns wrong shape and dtype
 | |
|         # We could consider making this raise an error to force authors
 | |
|         # to return the right shape and dytpe, but this would need to be
 | |
|         # configurable.
 | |
|         class TestDist(ContinuousDistribution):
 | |
|             _variable = _RealParameter('x', domain=_RealInterval(endpoints=(0., 1.)))
 | |
|             def _logpdf_formula(self, x, *args, **kwargs):
 | |
|                 return 0
 | |
| 
 | |
|         X = TestDist()
 | |
|         dtype = np.float32
 | |
|         X._dtype = dtype
 | |
|         x = np.asarray([0.5], dtype=dtype)
 | |
|         assert X.logpdf(x).dtype == dtype
 | |
| 
 | |
|     def test_fiinfo(self):
 | |
|         assert _fiinfo(np.float64(1.)).max == np.finfo(np.float64).max
 | |
|         assert _fiinfo(np.int64(1)).max == np.iinfo(np.int64).max
 | |
| 
 | |
|     def test_generate_domain_support(self):
 | |
|         msg = _generate_domain_support(StandardNormal)
 | |
|         assert "accepts no distribution parameters" in msg
 | |
| 
 | |
|         msg = _generate_domain_support(Normal)
 | |
|         assert "accepts one parameterization" in msg
 | |
| 
 | |
|         msg = _generate_domain_support(_LogUniform)
 | |
|         assert "accepts two parameterizations" in msg
 | |
| 
 | |
|     def test_ContinuousDistribution__repr__(self):
 | |
|         X = Uniform(a=0, b=1)
 | |
|         if np.__version__ < "2":
 | |
|             assert repr(X) == "Uniform(a=0.0, b=1.0)"
 | |
|         else:
 | |
|             assert repr(X) == "Uniform(a=np.float64(0.0), b=np.float64(1.0))"
 | |
|         if np.__version__ < "2":
 | |
|             assert repr(X*3 + 2) == "3.0*Uniform(a=0.0, b=1.0) + 2.0"
 | |
|         else:
 | |
|             assert repr(X*3 + 2) == (
 | |
|                 "np.float64(3.0)*Uniform(a=np.float64(0.0), b=np.float64(1.0))"
 | |
|                 " + np.float64(2.0)"
 | |
|             )
 | |
| 
 | |
|         X = Uniform(a=np.zeros(4), b=1)
 | |
|         assert repr(X) == "Uniform(a=array([0., 0., 0., 0.]), b=1)"
 | |
| 
 | |
|         X = Uniform(a=np.zeros(4, dtype=np.float32), b=np.ones(4, dtype=np.float32))
 | |
|         assert repr(X) == (
 | |
|             "Uniform(a=array([0., 0., 0., 0.], dtype=float32),"
 | |
|             " b=array([1., 1., 1., 1.], dtype=float32))"
 | |
|         )
 | |
| 
 | |
| 
 | |
| class TestReprs:
 | |
|     U = Uniform(a=0, b=1)
 | |
|     V = Uniform(a=np.float32(0.0), b=np.float32(1.0))
 | |
|     X = Normal(mu=-1, sigma=1)
 | |
|     Y = Normal(mu=1, sigma=1)
 | |
|     Z = Normal(mu=np.zeros(1000), sigma=1)
 | |
| 
 | |
|     @pytest.mark.parametrize(
 | |
|         "dist",
 | |
|         [
 | |
|             U,
 | |
|             U - np.array([1.0, 2.0]),
 | |
|             pytest.param(
 | |
|                 V,
 | |
|                 marks=pytest.mark.skipif(
 | |
|                     np.__version__ < "2",
 | |
|                     reason="numpy 1.x didn't have dtype in repr",
 | |
|                 )
 | |
|             ),
 | |
|             pytest.param(
 | |
|                 np.ones(2, dtype=np.float32)*V + np.zeros(2, dtype=np.float64),
 | |
|                 marks=pytest.mark.skipif(
 | |
|                     np.__version__ < "2",
 | |
|                     reason="numpy 1.x didn't have dtype in repr",
 | |
|                 )
 | |
|             ),
 | |
|             3*U + 2,
 | |
|             U**4,
 | |
|             (3*U + 2)**4,
 | |
|             (3*U + 2)**3,
 | |
|             2**U,
 | |
|             2**(3*U + 1),
 | |
|             1 / (1 + U),
 | |
|             stats.order_statistic(U, r=3, n=5),
 | |
|             stats.truncate(U, 0.2, 0.8),
 | |
|             stats.Mixture([X, Y], weights=[0.3, 0.7]),
 | |
|             abs(U),
 | |
|             stats.exp(U),
 | |
|             stats.log(1 + U),
 | |
|             np.array([1.0, 2.0])*U + np.array([2.0, 3.0]),
 | |
|         ]
 | |
|     )
 | |
|     def test_executable(self, dist):
 | |
|         # Test that reprs actually evaluate to proper distribution
 | |
|         # provided relevant imports are made.
 | |
|         from numpy import array  # noqa: F401
 | |
|         from numpy import float32  # noqa: F401
 | |
|         from scipy.stats import abs, exp, log, order_statistic, truncate # noqa: F401
 | |
|         from scipy.stats import Mixture, Normal # noqa: F401
 | |
|         from scipy.stats._new_distributions import Uniform # noqa: F401
 | |
|         new_dist = eval(repr(dist))
 | |
|         # A basic check that the distributions are the same
 | |
|         sample1 = dist.sample(shape=10, rng=1234)
 | |
|         sample2 = new_dist.sample(shape=10, rng=1234)
 | |
|         assert_equal(sample1, sample2)
 | |
|         assert sample1.dtype is sample2.dtype
 | |
| 
 | |
|     @pytest.mark.parametrize(
 | |
|         "dist",
 | |
|         [
 | |
|             Z,
 | |
|             np.full(1000, 2.0) * X + 1.0,
 | |
|             2.0 * X + np.full(1000, 1.0),
 | |
|             np.full(1000, 2.0) * X + 1.0,
 | |
|             stats.truncate(Z, -1, 1),
 | |
|             stats.truncate(Z, -np.ones(1000), np.ones(1000)),
 | |
|             stats.order_statistic(X, r=np.arange(1, 1000), n=1000),
 | |
|             Z**2,
 | |
|             1.0 / (1 + stats.exp(Z)),
 | |
|             2**Z,
 | |
|         ]
 | |
|     )
 | |
|     def test_not_too_long(self, dist):
 | |
|         # Tests that array summarization is working to ensure reprs aren't too long.
 | |
|         # None of the reprs above will be executable.
 | |
|         assert len(repr(dist)) < 250
 | |
| 
 | |
| 
 | |
| class MixedDist(ContinuousDistribution):
 | |
|     _variable = _RealParameter('x', domain=_RealInterval(endpoints=(-np.inf, np.inf)))
 | |
|     def _pdf_formula(self, x, *args, **kwargs):
 | |
|         return (0.4 * 1/(1.1 * np.sqrt(2*np.pi)) * np.exp(-0.5*((x+0.25)/1.1)**2)
 | |
|                 + 0.6 * 1/(0.9 * np.sqrt(2*np.pi)) * np.exp(-0.5*((x-0.5)/0.9)**2))
 | |
| 
 | |
| 
 | |
| class TestMixture:
 | |
|     def test_input_validation(self):
 | |
|         message = "`components` must contain at least one random variable."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture([])
 | |
| 
 | |
|         message = "Each element of `components` must be an instance..."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture((1, 2, 3))
 | |
| 
 | |
|         message = "All elements of `components` must have scalar shapes."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture([Normal(mu=[1, 2]), Normal()])
 | |
| 
 | |
|         message = "`components` and `weights` must have the same length."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture([Normal()], weights=[0.5, 0.5])
 | |
| 
 | |
|         message = "`weights` must have floating point dtype."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture([Normal()], weights=[1])
 | |
| 
 | |
|         message = "`weights` must have floating point dtype."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture([Normal()], weights=[1])
 | |
| 
 | |
|         message = "`weights` must sum to 1.0."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture([Normal(), Normal()], weights=[0.5, 1.0])
 | |
| 
 | |
|         message = "All `weights` must be non-negative."
 | |
|         with pytest.raises(ValueError, match=message):
 | |
|             Mixture([Normal(), Normal()], weights=[1.5, -0.5])
 | |
| 
 | |
|     @pytest.mark.parametrize('shape', [(), (10,)])
 | |
|     def test_basic(self, shape):
 | |
|         rng = np.random.default_rng(582348972387243524)
 | |
|         X = Mixture((Normal(mu=-0.25, sigma=1.1), Normal(mu=0.5, sigma=0.9)),
 | |
|                     weights=(0.4, 0.6))
 | |
|         Y = MixedDist()
 | |
|         x = rng.random(shape)
 | |
| 
 | |
|         def assert_allclose(res, ref, **kwargs):
 | |
|             if shape == ():
 | |
|                 assert np.isscalar(res)
 | |
|             np.testing.assert_allclose(res, ref, **kwargs)
 | |
| 
 | |
|         assert_allclose(X.logentropy(), Y.logentropy())
 | |
|         assert_allclose(X.entropy(), Y.entropy())
 | |
|         assert_allclose(X.mode(), Y.mode())
 | |
|         assert_allclose(X.median(), Y.median())
 | |
|         assert_allclose(X.mean(), Y.mean())
 | |
|         assert_allclose(X.variance(), Y.variance())
 | |
|         assert_allclose(X.standard_deviation(), Y.standard_deviation())
 | |
|         assert_allclose(X.skewness(), Y.skewness())
 | |
|         assert_allclose(X.kurtosis(), Y.kurtosis())
 | |
|         assert_allclose(X.logpdf(x), Y.logpdf(x))
 | |
|         assert_allclose(X.pdf(x), Y.pdf(x))
 | |
|         assert_allclose(X.logcdf(x), Y.logcdf(x))
 | |
|         assert_allclose(X.cdf(x), Y.cdf(x))
 | |
|         assert_allclose(X.logccdf(x), Y.logccdf(x))
 | |
|         assert_allclose(X.ccdf(x), Y.ccdf(x))
 | |
|         assert_allclose(X.ilogcdf(x), Y.ilogcdf(x))
 | |
|         assert_allclose(X.icdf(x), Y.icdf(x))
 | |
|         assert_allclose(X.ilogccdf(x), Y.ilogccdf(x))
 | |
|         assert_allclose(X.iccdf(x), Y.iccdf(x))
 | |
|         for kind in ['raw', 'central', 'standardized']:
 | |
|             for order in range(5):
 | |
|                 assert_allclose(X.moment(order, kind=kind),
 | |
|                                 Y.moment(order, kind=kind),
 | |
|                                 atol=1e-15)
 | |
| 
 | |
|         # weak test of `sample`
 | |
|         shape = (10, 20, 5)
 | |
|         y = X.sample(shape, rng=rng)
 | |
|         assert y.shape == shape
 | |
|         assert stats.ks_1samp(y.ravel(), X.cdf).pvalue > 0.05
 | |
| 
 | |
|     def test_default_weights(self):
 | |
|         a = 1.1
 | |
|         Gamma = stats.make_distribution(stats.gamma)
 | |
|         X = Gamma(a=a)
 | |
|         Y = stats.Mixture((X, -X))
 | |
|         x = np.linspace(-4, 4, 300)
 | |
|         assert_allclose(Y.pdf(x), stats.dgamma(a=a).pdf(x))
 | |
| 
 | |
|     def test_properties(self):
 | |
|         components = [Normal(mu=-0.25, sigma=1.1), Normal(mu=0.5, sigma=0.9)]
 | |
|         weights = (0.4, 0.6)
 | |
|         X = Mixture(components, weights=weights)
 | |
| 
 | |
|         # Replacing properties doesn't work
 | |
|         # Different version of Python have different messages
 | |
|         with pytest.raises(AttributeError):
 | |
|             X.components = 10
 | |
|         with pytest.raises(AttributeError):
 | |
|             X.weights = 10
 | |
| 
 | |
|         # Mutation doesn't work
 | |
|         X.components[0] = components[1]
 | |
|         assert X.components[0] == components[0]
 | |
|         X.weights[0] = weights[1]
 | |
|         assert X.weights[0] == weights[0]
 | |
| 
 | |
|     def test_inverse(self):
 | |
|         # Originally, inverse relied on the mean to start the bracket search.
 | |
|         # This didn't work for distributions with non-finite mean. Check that
 | |
|         # this is resolved.
 | |
|         rng = np.random.default_rng(24358934657854237863456)
 | |
|         Cauchy = stats.make_distribution(stats.cauchy)
 | |
|         X0 = Cauchy()
 | |
|         X = stats.Mixture([X0, X0])
 | |
|         p = rng.random(size=10)
 | |
|         np.testing.assert_allclose(X.icdf(p), X0.icdf(p))
 | |
|         np.testing.assert_allclose(X.iccdf(p), X0.iccdf(p))
 | |
|         np.testing.assert_allclose(X.ilogcdf(p), X0.ilogcdf(p))
 | |
|         np.testing.assert_allclose(X.ilogccdf(p), X0.ilogccdf(p))
 |