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#
# Author: Travis Oliphant 2002-2011 with contributions from
# SciPy Developers 2004-2011
#
from __future__ import division, print_function, absolute_import
from scipy import special
from scipy.special import entr, gammaln as gamln
from scipy.misc import logsumexp
from scipy._lib._numpy_compat import broadcast_to
from numpy import floor, ceil, log, exp, sqrt, log1p, expm1, tanh, cosh, sinh
import numpy as np
from ._distn_infrastructure import (
rv_discrete, _lazywhere, _ncx2_pdf, _ncx2_cdf, get_distribution_names)
class binom_gen(rv_discrete):
"""A binomial discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `binom` is::
binom.pmf(k) = choose(n, k) * p**k * (1-p)**(n-k)
for ``k`` in ``{0, 1,..., n}``.
`binom` takes ``n`` and ``p`` as shape parameters.
%(after_notes)s
%(example)s
"""
def _rvs(self, n, p):
return self._random_state.binomial(n, p, self._size)
def _argcheck(self, n, p):
self.b = n
return (n >= 0) & (p >= 0) & (p <= 1)
def _logpmf(self, x, n, p):
k = floor(x)
combiln = (gamln(n+1) - (gamln(k+1) + gamln(n-k+1)))
return combiln + special.xlogy(k, p) + special.xlog1py(n-k, -p)
def _pmf(self, x, n, p):
return exp(self._logpmf(x, n, p))
def _cdf(self, x, n, p):
k = floor(x)
vals = special.bdtr(k, n, p)
return vals
def _sf(self, x, n, p):
k = floor(x)
return special.bdtrc(k, n, p)
def _ppf(self, q, n, p):
vals = ceil(special.bdtrik(q, n, p))
vals1 = np.maximum(vals - 1, 0)
temp = special.bdtr(vals1, n, p)
return np.where(temp >= q, vals1, vals)
def _stats(self, n, p, moments='mv'):
q = 1.0 - p
mu = n * p
var = n * p * q
g1, g2 = None, None
if 's' in moments:
g1 = (q - p) / sqrt(var)
if 'k' in moments:
g2 = (1.0 - 6*p*q) / var
return mu, var, g1, g2
def _entropy(self, n, p):
k = np.r_[0:n + 1]
vals = self._pmf(k, n, p)
return np.sum(entr(vals), axis=0)
binom = binom_gen(name='binom')
class bernoulli_gen(binom_gen):
"""A Bernoulli discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `bernoulli` is::
bernoulli.pmf(k) = 1-p if k = 0
= p if k = 1
for ``k`` in ``{0, 1}``.
`bernoulli` takes ``p`` as shape parameter.
%(after_notes)s
%(example)s
"""
def _rvs(self, p):
return binom_gen._rvs(self, 1, p)
def _argcheck(self, p):
return (p >= 0) & (p <= 1)
def _logpmf(self, x, p):
return binom._logpmf(x, 1, p)
def _pmf(self, x, p):
return binom._pmf(x, 1, p)
def _cdf(self, x, p):
return binom._cdf(x, 1, p)
def _sf(self, x, p):
return binom._sf(x, 1, p)
def _ppf(self, q, p):
return binom._ppf(q, 1, p)
def _stats(self, p):
return binom._stats(1, p)
def _entropy(self, p):
return entr(p) + entr(1-p)
bernoulli = bernoulli_gen(b=1, name='bernoulli')
class nbinom_gen(rv_discrete):
"""A negative binomial discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `nbinom` is::
nbinom.pmf(k) = choose(k+n-1, n-1) * p**n * (1-p)**k
for ``k >= 0``.
`nbinom` takes ``n`` and ``p`` as shape parameters.
%(after_notes)s
%(example)s
"""
def _rvs(self, n, p):
return self._random_state.negative_binomial(n, p, self._size)
def _argcheck(self, n, p):
return (n > 0) & (p >= 0) & (p <= 1)
def _pmf(self, x, n, p):
return exp(self._logpmf(x, n, p))
def _logpmf(self, x, n, p):
coeff = gamln(n+x) - gamln(x+1) - gamln(n)
return coeff + n*log(p) + special.xlog1py(x, -p)
def _cdf(self, x, n, p):
k = floor(x)
return special.betainc(n, k+1, p)
def _sf_skip(self, x, n, p):
# skip because special.nbdtrc doesn't work for 0<n<1
k = floor(x)
return special.nbdtrc(k, n, p)
def _ppf(self, q, n, p):
vals = ceil(special.nbdtrik(q, n, p))
vals1 = (vals-1).clip(0.0, np.inf)
temp = self._cdf(vals1, n, p)
return np.where(temp >= q, vals1, vals)
def _stats(self, n, p):
Q = 1.0 / p
P = Q - 1.0
mu = n*P
var = n*P*Q
g1 = (Q+P)/sqrt(n*P*Q)
g2 = (1.0 + 6*P*Q) / (n*P*Q)
return mu, var, g1, g2
nbinom = nbinom_gen(name='nbinom')
class geom_gen(rv_discrete):
"""A geometric discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `geom` is::
geom.pmf(k) = (1-p)**(k-1)*p
for ``k >= 1``.
`geom` takes ``p`` as shape parameter.
%(after_notes)s
%(example)s
"""
def _rvs(self, p):
return self._random_state.geometric(p, size=self._size)
def _argcheck(self, p):
return (p <= 1) & (p >= 0)
def _pmf(self, k, p):
return np.power(1-p, k-1) * p
def _logpmf(self, k, p):
return special.xlog1py(k - 1, -p) + log(p)
def _cdf(self, x, p):
k = floor(x)
return -expm1(log1p(-p)*k)
def _sf(self, x, p):
return np.exp(self._logsf(x, p))
def _logsf(self, x, p):
k = floor(x)
return k*log1p(-p)
def _ppf(self, q, p):
vals = ceil(log(1.0-q)/log(1-p))
temp = self._cdf(vals-1, p)
return np.where((temp >= q) & (vals > 0), vals-1, vals)
def _stats(self, p):
mu = 1.0/p
qr = 1.0-p
var = qr / p / p
g1 = (2.0-p) / sqrt(qr)
g2 = np.polyval([1, -6, 6], p)/(1.0-p)
return mu, var, g1, g2
geom = geom_gen(a=1, name='geom', longname="A geometric")
class hypergeom_gen(rv_discrete):
"""A hypergeometric discrete random variable.
The hypergeometric distribution models drawing objects from a bin.
M is the total number of objects, n is total number of Type I objects.
The random variate represents the number of Type I objects in N drawn
without replacement from the total population.
%(before_notes)s
Notes
-----
The probability mass function is defined as::
pmf(k, M, n, N) = choose(n, k) * choose(M - n, N - k) / choose(M, N),
for max(0, N - (M-n)) <= k <= min(n, N)
%(after_notes)s
Examples
--------
>>> from scipy.stats import hypergeom
>>> import matplotlib.pyplot as plt
Suppose we have a collection of 20 animals, of which 7 are dogs. Then if
we want to know the probability of finding a given number of dogs if we
choose at random 12 of the 20 animals, we can initialize a frozen
distribution and plot the probability mass function:
>>> [M, n, N] = [20, 7, 12]
>>> rv = hypergeom(M, n, N)
>>> x = np.arange(0, n+1)
>>> pmf_dogs = rv.pmf(x)
>>> fig = plt.figure()
>>> ax = fig.add_subplot(111)
>>> ax.plot(x, pmf_dogs, 'bo')
>>> ax.vlines(x, 0, pmf_dogs, lw=2)
>>> ax.set_xlabel('# of dogs in our group of chosen animals')
>>> ax.set_ylabel('hypergeom PMF')
>>> plt.show()
Instead of using a frozen distribution we can also use `hypergeom`
methods directly. To for example obtain the cumulative distribution
function, use:
>>> prb = hypergeom.cdf(x, M, n, N)
And to generate random numbers:
>>> R = hypergeom.rvs(M, n, N, size=10)
"""
def _rvs(self, M, n, N):
return self._random_state.hypergeometric(n, M-n, N, size=self._size)
def _argcheck(self, M, n, N):
cond = (M > 0) & (n >= 0) & (N >= 0)
cond &= (n <= M) & (N <= M)
self.a = np.maximum(N-(M-n), 0)
self.b = np.minimum(n, N)
return cond
def _logpmf(self, k, M, n, N):
tot, good = M, n
bad = tot - good
return gamln(good+1) - gamln(good-k+1) - gamln(k+1) + gamln(bad+1) \
- gamln(bad-N+k+1) - gamln(N-k+1) - gamln(tot+1) + gamln(tot-N+1) \
+ gamln(N+1)
def _pmf(self, k, M, n, N):
# same as the following but numerically more precise
# return comb(good, k) * comb(bad, N-k) / comb(tot, N)
return exp(self._logpmf(k, M, n, N))
def _stats(self, M, n, N):
# tot, good, sample_size = M, n, N
# "wikipedia".replace('N', 'M').replace('n', 'N').replace('K', 'n')
M, n, N = 1.*M, 1.*n, 1.*N
m = M - n
p = n/M
mu = N*p
var = m*n*N*(M - N)*1.0/(M*M*(M-1))
g1 = (m - n)*(M-2*N) / (M-2.0) * sqrt((M-1.0) / (m*n*N*(M-N)))
g2 = M*(M+1) - 6.*N*(M-N) - 6.*n*m
g2 *= (M-1)*M*M
g2 += 6.*n*N*(M-N)*m*(5.*M-6)
g2 /= n * N * (M-N) * m * (M-2.) * (M-3.)
return mu, var, g1, g2
def _entropy(self, M, n, N):
k = np.r_[N - (M - n):min(n, N) + 1]
vals = self.pmf(k, M, n, N)
return np.sum(entr(vals), axis=0)
def _sf(self, k, M, n, N):
"""More precise calculation, 1 - cdf doesn't cut it."""
# This for loop is needed because `k` can be an array. If that's the
# case, the sf() method makes M, n and N arrays of the same shape. We
# therefore unpack all inputs args, so we can do the manual
# integration.
res = []
for quant, tot, good, draw in zip(k, M, n, N):
# Manual integration over probability mass function. More accurate
# than integrate.quad.
k2 = np.arange(quant + 1, draw + 1)
res.append(np.sum(self._pmf(k2, tot, good, draw)))
return np.asarray(res)
def _logsf(self, k, M, n, N):
"""
More precise calculation than log(sf)
"""
res = []
for quant, tot, good, draw in zip(k, M, n, N):
# Integration over probability mass function using logsumexp
k2 = np.arange(quant + 1, draw + 1)
res.append(logsumexp(self._logpmf(k2, tot, good, draw)))
return np.asarray(res)
hypergeom = hypergeom_gen(name='hypergeom')
# FIXME: Fails _cdfvec
class logser_gen(rv_discrete):
"""A Logarithmic (Log-Series, Series) discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `logser` is::
logser.pmf(k) = - p**k / (k*log(1-p))
for ``k >= 1``.
`logser` takes ``p`` as shape parameter.
%(after_notes)s
%(example)s
"""
def _rvs(self, p):
# looks wrong for p>0.5, too few k=1
# trying to use generic is worse, no k=1 at all
return self._random_state.logseries(p, size=self._size)
def _argcheck(self, p):
return (p > 0) & (p < 1)
def _pmf(self, k, p):
return -np.power(p, k) * 1.0 / k / log(1 - p)
def _stats(self, p):
r = log(1 - p)
mu = p / (p - 1.0) / r
mu2p = -p / r / (p - 1.0)**2
var = mu2p - mu*mu
mu3p = -p / r * (1.0+p) / (1.0 - p)**3
mu3 = mu3p - 3*mu*mu2p + 2*mu**3
g1 = mu3 / np.power(var, 1.5)
mu4p = -p / r * (
1.0 / (p-1)**2 - 6*p / (p - 1)**3 + 6*p*p / (p-1)**4)
mu4 = mu4p - 4*mu3p*mu + 6*mu2p*mu*mu - 3*mu**4
g2 = mu4 / var**2 - 3.0
return mu, var, g1, g2
logser = logser_gen(a=1, name='logser', longname='A logarithmic')
class poisson_gen(rv_discrete):
"""A Poisson discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `poisson` is::
poisson.pmf(k) = exp(-mu) * mu**k / k!
for ``k >= 0``.
`poisson` takes ``mu`` as shape parameter.
%(after_notes)s
%(example)s
"""
# Override rv_discrete._argcheck to allow mu=0.
def _argcheck(self, mu):
return mu >= 0
def _rvs(self, mu):
return self._random_state.poisson(mu, self._size)
def _logpmf(self, k, mu):
Pk = special.xlogy(k, mu) - gamln(k + 1) - mu
return Pk
def _pmf(self, k, mu):
return exp(self._logpmf(k, mu))
def _cdf(self, x, mu):
k = floor(x)
return special.pdtr(k, mu)
def _sf(self, x, mu):
k = floor(x)
return special.pdtrc(k, mu)
def _ppf(self, q, mu):
vals = ceil(special.pdtrik(q, mu))
vals1 = np.maximum(vals - 1, 0)
temp = special.pdtr(vals1, mu)
return np.where(temp >= q, vals1, vals)
def _stats(self, mu):
var = mu
tmp = np.asarray(mu)
mu_nonzero = tmp > 0
g1 = _lazywhere(mu_nonzero, (tmp,), lambda x: sqrt(1.0/x), np.inf)
g2 = _lazywhere(mu_nonzero, (tmp,), lambda x: 1.0/x, np.inf)
return mu, var, g1, g2
poisson = poisson_gen(name="poisson", longname='A Poisson')
class planck_gen(rv_discrete):
"""A Planck discrete exponential random variable.
%(before_notes)s
Notes
-----
The probability mass function for `planck` is::
planck.pmf(k) = (1-exp(-lambda_))*exp(-lambda_*k)
for ``k*lambda_ >= 0``.
`planck` takes ``lambda_`` as shape parameter.
%(after_notes)s
%(example)s
"""
def _argcheck(self, lambda_):
self.a = np.where(lambda_ > 0, 0, -np.inf)
self.b = np.where(lambda_ > 0, np.inf, 0)
return lambda_ != 0
def _pmf(self, k, lambda_):
fact = (1-exp(-lambda_))
return fact*exp(-lambda_*k)
def _cdf(self, x, lambda_):
k = floor(x)
return 1-exp(-lambda_*(k+1))
def _ppf(self, q, lambda_):
vals = ceil(-1.0/lambda_ * log1p(-q)-1)
vals1 = (vals-1).clip(self.a, np.inf)
temp = self._cdf(vals1, lambda_)
return np.where(temp >= q, vals1, vals)
def _stats(self, lambda_):
mu = 1/(exp(lambda_)-1)
var = exp(-lambda_)/(expm1(-lambda_))**2
g1 = 2*cosh(lambda_/2.0)
g2 = 4+2*cosh(lambda_)
return mu, var, g1, g2
def _entropy(self, lambda_):
l = lambda_
C = (1-exp(-l))
return l*exp(-l)/C - log(C)
planck = planck_gen(name='planck', longname='A discrete exponential ')
class boltzmann_gen(rv_discrete):
"""A Boltzmann (Truncated Discrete Exponential) random variable.
%(before_notes)s
Notes
-----
The probability mass function for `boltzmann` is::
boltzmann.pmf(k) = (1-exp(-lambda_)*exp(-lambda_*k)/(1-exp(-lambda_*N))
for ``k = 0,..., N-1``.
`boltzmann` takes ``lambda_`` and ``N`` as shape parameters.
%(after_notes)s
%(example)s
"""
def _pmf(self, k, lambda_, N):
fact = (1-exp(-lambda_))/(1-exp(-lambda_*N))
return fact*exp(-lambda_*k)
def _cdf(self, x, lambda_, N):
k = floor(x)
return (1-exp(-lambda_*(k+1)))/(1-exp(-lambda_*N))
def _ppf(self, q, lambda_, N):
qnew = q*(1-exp(-lambda_*N))
vals = ceil(-1.0/lambda_ * log(1-qnew)-1)
vals1 = (vals-1).clip(0.0, np.inf)
temp = self._cdf(vals1, lambda_, N)
return np.where(temp >= q, vals1, vals)
def _stats(self, lambda_, N):
z = exp(-lambda_)
zN = exp(-lambda_*N)
mu = z/(1.0-z)-N*zN/(1-zN)
var = z/(1.0-z)**2 - N*N*zN/(1-zN)**2
trm = (1-zN)/(1-z)
trm2 = (z*trm**2 - N*N*zN)
g1 = z*(1+z)*trm**3 - N**3*zN*(1+zN)
g1 = g1 / trm2**(1.5)
g2 = z*(1+4*z+z*z)*trm**4 - N**4 * zN*(1+4*zN+zN*zN)
g2 = g2 / trm2 / trm2
return mu, var, g1, g2
boltzmann = boltzmann_gen(name='boltzmann',
longname='A truncated discrete exponential ')
class randint_gen(rv_discrete):
"""A uniform discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `randint` is::
randint.pmf(k) = 1./(high - low)
for ``k = low, ..., high - 1``.
`randint` takes ``low`` and ``high`` as shape parameters.
%(after_notes)s
%(example)s
"""
def _argcheck(self, low, high):
self.a = low
self.b = high - 1
return (high > low)
def _pmf(self, k, low, high):
p = np.ones_like(k) / (high - low)
return np.where((k >= low) & (k < high), p, 0.)
def _cdf(self, x, low, high):
k = floor(x)
return (k - low + 1.) / (high - low)
def _ppf(self, q, low, high):
vals = ceil(q * (high - low) + low) - 1
vals1 = (vals - 1).clip(low, high)
temp = self._cdf(vals1, low, high)
return np.where(temp >= q, vals1, vals)
def _stats(self, low, high):
m2, m1 = np.asarray(high), np.asarray(low)
mu = (m2 + m1 - 1.0) / 2
d = m2 - m1
var = (d*d - 1) / 12.0
g1 = 0.0
g2 = -6.0/5.0 * (d*d + 1.0) / (d*d - 1.0)
return mu, var, g1, g2
def _rvs(self, low, high):
"""An array of *size* random integers >= ``low`` and < ``high``."""
if self._size is not None:
# Numpy's RandomState.randint() doesn't broadcast its arguments.
# Use `broadcast_to()` to extend the shapes of low and high
# up to self._size. Then we can use the numpy.vectorize'd
# randint without needing to pass it a `size` argument.
low = broadcast_to(low, self._size)
high = broadcast_to(high, self._size)
randint = np.vectorize(self._random_state.randint, otypes=[np.int_])
return randint(low, high)
def _entropy(self, low, high):
return log(high - low)
randint = randint_gen(name='randint', longname='A discrete uniform '
'(random integer)')
# FIXME: problems sampling.
class zipf_gen(rv_discrete):
"""A Zipf discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `zipf` is::
zipf.pmf(k, a) = 1/(zeta(a) * k**a)
for ``k >= 1``.
`zipf` takes ``a`` as shape parameter.
%(after_notes)s
%(example)s
"""
def _rvs(self, a):
return self._random_state.zipf(a, size=self._size)
def _argcheck(self, a):
return a > 1
def _pmf(self, k, a):
Pk = 1.0 / special.zeta(a, 1) / k**a
return Pk
def _munp(self, n, a):
return _lazywhere(
a > n + 1, (a, n),
lambda a, n: special.zeta(a - n, 1) / special.zeta(a, 1),
np.inf)
zipf = zipf_gen(a=1, name='zipf', longname='A Zipf')
class dlaplace_gen(rv_discrete):
"""A Laplacian discrete random variable.
%(before_notes)s
Notes
-----
The probability mass function for `dlaplace` is::
dlaplace.pmf(k) = tanh(a/2) * exp(-a*abs(k))
for ``a > 0``.
`dlaplace` takes ``a`` as shape parameter.
%(after_notes)s
%(example)s
"""
def _pmf(self, k, a):
return tanh(a/2.0) * exp(-a * abs(k))
def _cdf(self, x, a):
k = floor(x)
f = lambda k, a: 1.0 - exp(-a * k) / (exp(a) + 1)
f2 = lambda k, a: exp(a * (k+1)) / (exp(a) + 1)
return _lazywhere(k >= 0, (k, a), f=f, f2=f2)
def _ppf(self, q, a):
const = 1 + exp(a)
vals = ceil(np.where(q < 1.0 / (1 + exp(-a)), log(q*const) / a - 1,
-log((1-q) * const) / a))
vals1 = vals - 1
return np.where(self._cdf(vals1, a) >= q, vals1, vals)
def _stats(self, a):
ea = exp(a)
mu2 = 2.*ea/(ea-1.)**2
mu4 = 2.*ea*(ea**2+10.*ea+1.) / (ea-1.)**4
return 0., mu2, 0., mu4/mu2**2 - 3.
def _entropy(self, a):
return a / sinh(a) - log(tanh(a/2.0))
dlaplace = dlaplace_gen(a=-np.inf,
name='dlaplace', longname='A discrete Laplacian')
class skellam_gen(rv_discrete):
"""A Skellam discrete random variable.
%(before_notes)s
Notes
-----
Probability distribution of the difference of two correlated or
uncorrelated Poisson random variables.
Let k1 and k2 be two Poisson-distributed r.v. with expected values
lam1 and lam2. Then, ``k1 - k2`` follows a Skellam distribution with
parameters ``mu1 = lam1 - rho*sqrt(lam1*lam2)`` and
``mu2 = lam2 - rho*sqrt(lam1*lam2)``, where rho is the correlation
coefficient between k1 and k2. If the two Poisson-distributed r.v.
are independent then ``rho = 0``.
Parameters mu1 and mu2 must be strictly positive.
For details see: http://en.wikipedia.org/wiki/Skellam_distribution
`skellam` takes ``mu1`` and ``mu2`` as shape parameters.
%(after_notes)s
%(example)s
"""
def _rvs(self, mu1, mu2):
n = self._size
return (self._random_state.poisson(mu1, n) -
self._random_state.poisson(mu2, n))
def _pmf(self, x, mu1, mu2):
px = np.where(x < 0,
_ncx2_pdf(2*mu2, 2*(1-x), 2*mu1)*2,
_ncx2_pdf(2*mu1, 2*(1+x), 2*mu2)*2)
# ncx2.pdf() returns nan's for extremely low probabilities
return px
def _cdf(self, x, mu1, mu2):
x = floor(x)
px = np.where(x < 0,
_ncx2_cdf(2*mu2, -2*x, 2*mu1),
1-_ncx2_cdf(2*mu1, 2*(x+1), 2*mu2))
return px
def _stats(self, mu1, mu2):
mean = mu1 - mu2
var = mu1 + mu2
g1 = mean / sqrt((var)**3)
g2 = 1 / var
return mean, var, g1, g2
skellam = skellam_gen(a=-np.inf, name="skellam", longname='A Skellam')
# Collect names of classes and objects in this module.
pairs = list(globals().items())
_distn_names, _distn_gen_names = get_distribution_names(pairs, rv_discrete)
__all__ = _distn_names + _distn_gen_names
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