1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351
|
from __future__ import division, print_function, absolute_import
import warnings
import numpy as np
import numpy.testing as npt
from scipy import integrate
from scipy import stats
from common_tests import (check_normalization, check_moment, check_mean_expect,
check_var_expect, check_skew_expect, check_kurt_expect,
check_entropy, check_private_entropy, NUMPY_BELOW_1_7,
check_edge_support, check_named_args)
from scipy.stats._distr_params import distcont
"""
Test all continuous distributions.
Parameters were chosen for those distributions that pass the
Kolmogorov-Smirnov test. This provides safe parameters for each
distributions so that we can perform further testing of class methods.
These tests currently check only/mostly for serious errors and exceptions,
not for numerically exact results.
"""
DECIMAL = 5 # specify the precision of the tests # increased from 0 to 5
## Last four of these fail all around. Need to be checked
distcont_extra = [
['betaprime', (100, 86)],
['fatiguelife', (5,)],
['mielke', (4.6420495492121487, 0.59707419545516938)],
['invweibull', (0.58847112119264788,)],
# burr: sample mean test fails still for c<1
['burr', (0.94839838075366045, 4.3820284068855795)],
# genextreme: sample mean test, sf-logsf test fail
['genextreme', (3.3184017469423535,)],
]
# for testing only specific functions
# distcont = [
## ['fatiguelife', (29,)], #correction numargs = 1
## ['loggamma', (0.41411931826052117,)]]
# for testing ticket:767
# distcont = [
## ['genextreme', (3.3184017469423535,)],
## ['genextreme', (0.01,)],
## ['genextreme', (0.00001,)],
## ['genextreme', (0.0,)],
## ['genextreme', (-0.01,)]
## ]
# distcont = [['gumbel_l', ()],
## ['gumbel_r', ()],
## ['norm', ()]
## ]
# distcont = [['norm', ()]]
distmissing = ['wald', 'gausshyper', 'genexpon', 'rv_continuous',
'loglaplace', 'rdist', 'semicircular', 'invweibull', 'ksone',
'cosine', 'kstwobign', 'truncnorm', 'mielke', 'recipinvgauss', 'levy',
'johnsonsu', 'levy_l', 'powernorm', 'wrapcauchy',
'johnsonsb', 'truncexpon', 'rice', 'invgauss', 'invgamma',
'powerlognorm']
distmiss = [[dist,args] for dist,args in distcont if dist in distmissing]
distslow = ['rdist', 'gausshyper', 'recipinvgauss', 'ksone', 'genexpon',
'vonmises', 'vonmises_line', 'mielke', 'semicircular',
'cosine', 'invweibull', 'powerlognorm', 'johnsonsu', 'kstwobign']
# distslow are sorted by speed (very slow to slow)
# NB: not needed anymore?
def _silence_fp_errors(func):
# warning: don't apply to test_ functions as is, then those will be skipped
def wrap(*a, **kw):
olderr = np.seterr(all='ignore')
try:
return func(*a, **kw)
finally:
np.seterr(**olderr)
wrap.__name__ = func.__name__
return wrap
def test_cont_basic():
# this test skips slow distributions
with warnings.catch_warnings():
warnings.filterwarnings('ignore', category=integrate.IntegrationWarning)
for distname, arg in distcont[:]:
if distname in distslow:
continue
if distname is 'levy_stable':
continue
distfn = getattr(stats, distname)
np.random.seed(765456)
sn = 500
rvs = distfn.rvs(size=sn, *arg)
sm = rvs.mean()
sv = rvs.var()
m, v = distfn.stats(*arg)
yield check_sample_meanvar_, distfn, arg, m, v, sm, sv, sn, \
distname + 'sample mean test'
yield check_cdf_ppf, distfn, arg, distname
yield check_sf_isf, distfn, arg, distname
yield check_pdf, distfn, arg, distname
yield check_pdf_logpdf, distfn, arg, distname
yield check_cdf_logcdf, distfn, arg, distname
yield check_sf_logsf, distfn, arg, distname
if distname in distmissing:
alpha = 0.01
yield check_distribution_rvs, distname, arg, alpha, rvs
locscale_defaults = (0, 1)
meths = [distfn.pdf, distfn.logpdf, distfn.cdf, distfn.logcdf,
distfn.logsf]
# make sure arguments are within support
spec_x = {'frechet_l': -0.5, 'weibull_max': -0.5, 'levy_l': -0.5,
'pareto': 1.5, 'tukeylambda': 0.3}
x = spec_x.get(distname, 0.5)
yield check_named_args, distfn, x, arg, locscale_defaults, meths
# Entropy
skp = npt.dec.skipif
yield check_entropy, distfn, arg, distname
if distfn.numargs == 0:
yield skp(NUMPY_BELOW_1_7)(check_vecentropy), distfn, arg
if distfn.__class__._entropy != stats.rv_continuous._entropy:
yield check_private_entropy, distfn, arg, stats.rv_continuous
yield check_edge_support, distfn, arg
knf = npt.dec.knownfailureif
yield knf(distname == 'truncnorm')(check_ppf_private), distfn, \
arg, distname
@npt.dec.slow
def test_cont_basic_slow():
# same as above for slow distributions
with warnings.catch_warnings():
warnings.filterwarnings('ignore', category=integrate.IntegrationWarning)
for distname, arg in distcont[:]:
if distname not in distslow:
continue
if distname is 'levy_stable':
continue
distfn = getattr(stats, distname)
np.random.seed(765456)
sn = 500
rvs = distfn.rvs(size=sn,*arg)
sm = rvs.mean()
sv = rvs.var()
m, v = distfn.stats(*arg)
yield check_sample_meanvar_, distfn, arg, m, v, sm, sv, sn, \
distname + 'sample mean test'
yield check_cdf_ppf, distfn, arg, distname
yield check_sf_isf, distfn, arg, distname
yield check_pdf, distfn, arg, distname
yield check_pdf_logpdf, distfn, arg, distname
yield check_cdf_logcdf, distfn, arg, distname
yield check_sf_logsf, distfn, arg, distname
# yield check_oth, distfn, arg # is still missing
if distname in distmissing:
alpha = 0.01
yield check_distribution_rvs, distname, arg, alpha, rvs
locscale_defaults = (0, 1)
meths = [distfn.pdf, distfn.logpdf, distfn.cdf, distfn.logcdf,
distfn.logsf]
# make sure arguments are within support
x = 0.5
if distname == 'invweibull':
arg = (1,)
elif distname == 'ksone':
arg = (3,)
yield check_named_args, distfn, x, arg, locscale_defaults, meths
# Entropy
skp = npt.dec.skipif
ks_cond = distname in ['ksone', 'kstwobign']
yield skp(ks_cond)(check_entropy), distfn, arg, distname
if distfn.numargs == 0:
yield skp(NUMPY_BELOW_1_7)(check_vecentropy), distfn, arg
if distfn.__class__._entropy != stats.rv_continuous._entropy:
yield check_private_entropy, distfn, arg, stats.rv_continuous
yield check_edge_support, distfn, arg
@npt.dec.slow
def test_moments():
with warnings.catch_warnings():
warnings.filterwarnings('ignore', category=integrate.IntegrationWarning)
knf = npt.dec.knownfailureif
fail_normalization = set(['vonmises', 'ksone'])
fail_higher = set(['vonmises', 'ksone', 'ncf'])
for distname, arg in distcont[:]:
if distname is 'levy_stable':
continue
distfn = getattr(stats, distname)
m, v, s, k = distfn.stats(*arg, moments='mvsk')
cond1, cond2 = distname in fail_normalization, distname in fail_higher
msg = distname + ' fails moments'
yield knf(cond1, msg)(check_normalization), distfn, arg, distname
yield knf(cond2, msg)(check_mean_expect), distfn, arg, m, distname
yield knf(cond2, msg)(check_var_expect), distfn, arg, m, v, distname
yield knf(cond2, msg)(check_skew_expect), distfn, arg, m, v, s, \
distname
yield knf(cond2, msg)(check_kurt_expect), distfn, arg, m, v, k, \
distname
yield check_loc_scale, distfn, arg, m, v, distname
yield check_moment, distfn, arg, m, v, distname
def check_sample_meanvar_(distfn, arg, m, v, sm, sv, sn, msg):
# this did not work, skipped silently by nose
if not np.isinf(m):
check_sample_mean(sm, sv, sn, m)
if not np.isinf(v):
check_sample_var(sv, sn, v)
def check_sample_mean(sm,v,n, popmean):
# from stats.stats.ttest_1samp(a, popmean):
# Calculates the t-obtained for the independent samples T-test on ONE group
# of scores a, given a population mean.
#
# Returns: t-value, two-tailed prob
df = n-1
svar = ((n-1)*v) / float(df) # looks redundant
t = (sm-popmean) / np.sqrt(svar*(1.0/n))
prob = stats.betai(0.5*df, 0.5, df/(df+t*t))
# return t,prob
npt.assert_(prob > 0.01, 'mean fail, t,prob = %f, %f, m, sm=%f,%f' %
(t, prob, popmean, sm))
def check_sample_var(sv,n, popvar):
# two-sided chisquare test for sample variance equal to hypothesized variance
df = n-1
chi2 = (n-1)*popvar/float(popvar)
pval = stats.chisqprob(chi2,df)*2
npt.assert_(pval > 0.01, 'var fail, t, pval = %f, %f, v, sv=%f, %f' %
(chi2,pval,popvar,sv))
def check_cdf_ppf(distfn,arg,msg):
values = [0.001, 0.5, 0.999]
npt.assert_almost_equal(distfn.cdf(distfn.ppf(values, *arg), *arg),
values, decimal=DECIMAL, err_msg=msg +
' - cdf-ppf roundtrip')
def check_sf_isf(distfn,arg,msg):
npt.assert_almost_equal(distfn.sf(distfn.isf([0.1,0.5,0.9], *arg), *arg),
[0.1,0.5,0.9], decimal=DECIMAL, err_msg=msg +
' - sf-isf roundtrip')
npt.assert_almost_equal(distfn.cdf([0.1,0.9], *arg),
1.0-distfn.sf([0.1,0.9], *arg),
decimal=DECIMAL, err_msg=msg +
' - cdf-sf relationship')
def check_pdf(distfn, arg, msg):
# compares pdf at median with numerical derivative of cdf
median = distfn.ppf(0.5, *arg)
eps = 1e-6
pdfv = distfn.pdf(median, *arg)
if (pdfv < 1e-4) or (pdfv > 1e4):
# avoid checking a case where pdf is close to zero or huge (singularity)
median = median + 0.1
pdfv = distfn.pdf(median, *arg)
cdfdiff = (distfn.cdf(median + eps, *arg) -
distfn.cdf(median - eps, *arg))/eps/2.0
# replace with better diff and better test (more points),
# actually, this works pretty well
npt.assert_almost_equal(pdfv, cdfdiff,
decimal=DECIMAL, err_msg=msg + ' - cdf-pdf relationship')
def check_pdf_logpdf(distfn, args, msg):
# compares pdf at several points with the log of the pdf
points = np.array([0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8])
vals = distfn.ppf(points, *args)
pdf = distfn.pdf(vals, *args)
logpdf = distfn.logpdf(vals, *args)
pdf = pdf[pdf != 0]
logpdf = logpdf[np.isfinite(logpdf)]
npt.assert_almost_equal(np.log(pdf), logpdf, decimal=7, err_msg=msg + " - logpdf-log(pdf) relationship")
def check_sf_logsf(distfn, args, msg):
# compares sf at several points with the log of the sf
points = np.array([0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8])
vals = distfn.ppf(points, *args)
sf = distfn.sf(vals, *args)
logsf = distfn.logsf(vals, *args)
sf = sf[sf != 0]
logsf = logsf[np.isfinite(logsf)]
npt.assert_almost_equal(np.log(sf), logsf, decimal=7, err_msg=msg + " - logsf-log(sf) relationship")
def check_cdf_logcdf(distfn, args, msg):
# compares cdf at several points with the log of the cdf
points = np.array([0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8])
vals = distfn.ppf(points, *args)
cdf = distfn.cdf(vals, *args)
logcdf = distfn.logcdf(vals, *args)
cdf = cdf[cdf != 0]
logcdf = logcdf[np.isfinite(logcdf)]
npt.assert_almost_equal(np.log(cdf), logcdf, decimal=7, err_msg=msg + " - logcdf-log(cdf) relationship")
def check_distribution_rvs(dist, args, alpha, rvs):
# test from scipy.stats.tests
# this version reuses existing random variables
D,pval = stats.kstest(rvs, dist, args=args, N=1000)
if (pval < alpha):
D,pval = stats.kstest(dist,'',args=args, N=1000)
npt.assert_(pval > alpha, "D = " + str(D) + "; pval = " + str(pval) +
"; alpha = " + str(alpha) + "\nargs = " + str(args))
def check_vecentropy(distfn, args):
npt.assert_equal(distfn.vecentropy(*args), distfn._entropy(*args))
@npt.dec.skipif(NUMPY_BELOW_1_7)
def check_loc_scale(distfn, arg, m, v, msg):
loc, scale = 10.0, 10.0
mt, vt = distfn.stats(loc=loc, scale=scale, *arg)
npt.assert_allclose(m*scale + loc, mt)
npt.assert_allclose(v*scale*scale, vt)
def check_ppf_private(distfn, arg, msg):
#fails by design for truncnorm self.nb not defined
ppfs = distfn._ppf(np.array([0.1, 0.5, 0.9]), *arg)
npt.assert_(not np.any(np.isnan(ppfs)), msg + 'ppf private is nan')
if __name__ == "__main__":
npt.run_module_suite()
|