File: test_continuous_basic.py

package info (click to toggle)
python-scipy 0.18.1-2
  • links: PTS, VCS
  • area: main
  • in suites: stretch
  • size: 75,464 kB
  • ctags: 79,406
  • sloc: python: 143,495; cpp: 89,357; fortran: 81,650; ansic: 79,778; makefile: 364; sh: 265
file content (420 lines) | stat: -rw-r--r-- 17,153 bytes parent folder | download
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
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
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 scipy.special import betainc
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,
                          check_edge_support, check_named_args,
                          check_random_state_property,
                          check_meth_dtype, check_ppf_dtype, check_cmplx_deriv,
                          check_pickling, check_rvs_broadcast)
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.
"""

# Note that you need to add new distributions you want tested
# to _distr_params

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,)],
]


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)


# These distributions fail the complex derivative test below.
# Here 'fail' mean produce wrong results and/or raise exceptions, depending
# on the implementation details of corresponding special functions.
# cf https://github.com/scipy/scipy/pull/4979 for a discussion.
fails_cmplx = set(['beta', 'betaprime', 'chi', 'chi2', 'dgamma', 'dweibull',
                   'erlang', 'f', 'gamma', 'gausshyper', 'gengamma',
                   'gennorm', 'genpareto', 'halfgennorm', 'invgamma',
                   'ksone', 'kstwobign', 'levy_l', 'loggamma', 'logistic',
                   'maxwell', 'nakagami', 'ncf', 'nct', 'ncx2',
                   'pearson3', 'rice', 't', 'skewnorm', 'tukeylambda',
                   'vonmises', 'vonmises_line',])

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

            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
            yield check_random_state_property, distfn, arg
            yield check_pickling, distfn, arg

            # Entropy
            skp = npt.dec.skipif
            yield check_entropy, distfn, arg, distname

            if distfn.numargs == 0:
                yield 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

            yield check_meth_dtype, distfn, arg, meths
            yield check_ppf_dtype, distfn, arg
            yield skp(distname in fails_cmplx)(check_cmplx_deriv), distfn, arg

            knf = npt.dec.knownfailureif
            yield (knf(distname == 'truncnorm')(check_ppf_private), distfn,
                   arg, distname)


def test_levy_stable_random_state_property():
    # levy_stable only implements rvs(), so it is skipped in the
    # main loop in test_cont_basic(). Here we apply just the test
    # check_random_state_property to levy_stable.
    check_random_state_property(stats.levy_stable, (0.5, 0.1))


@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

            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
            yield check_random_state_property, distfn, arg
            yield check_pickling, distfn, arg

            # 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 check_vecentropy, distfn, arg
            if (distfn.__class__._entropy != stats.rv_continuous._entropy
                    and distname != 'vonmises'):
                yield check_private_entropy, distfn, arg, stats.rv_continuous

            yield check_edge_support, distfn, arg

            yield check_meth_dtype, distfn, arg, meths
            yield check_ppf_dtype, distfn, arg
            yield skp(distname in fails_cmplx)(check_cmplx_deriv), 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 = distname in fail_normalization
            cond2 = 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 test_rvs_broadcast():
    for dist, shape_args in distcont:
        # If shape_only is True, it means the _rvs method of the
        # distribution uses more than one random number to generate a random
        # variate.  That means the result of using rvs with broadcasting or
        # with a nontrivial size will not necessarily be the same as using the
        # numpy.vectorize'd version of rvs(), so we can only compare the shapes
        # of the results, not the values.
        # Whether or not a distribution is in the following list is an
        # implementation detail of the distribution, not a requirement.  If
        # the implementation the rvs() method of a distribution changes, this
        # test might also have to be changed.
        shape_only = dist in ['betaprime', 'dgamma', 'exponnorm',
                              'nct', 'dweibull', 'rice', 'levy_stable',
                              'skewnorm']

        distfunc = getattr(stats, dist)
        loc = np.zeros(2)
        scale = np.ones((3, 1))
        nargs = distfunc.numargs
        allargs = []
        bshape = [3, 2]
        # Generate shape parameter arguments...
        for k in range(nargs):
            shp = (k + 4,) + (1,)*(k + 2)
            allargs.append(shape_args[k]*np.ones(shp))
            bshape.insert(0, k + 4)
        allargs.extend([loc, scale])
        # bshape holds the expected shape when loc, scale, and the shape
        # parameters are all broadcast together.
        yield check_rvs_broadcast, distfunc, dist, allargs, bshape, shape_only, 'd'


def test_rvs_gh2069_regression():
    # Regression tests for gh-2069.  In scipy 0.17 and earlier,
    # these tests would fail.
    #
    # A typical example of the broken behavior:
    # >>> norm.rvs(loc=np.zeros(5), scale=np.ones(5))
    # array([-2.49613705, -2.49613705, -2.49613705, -2.49613705, -2.49613705])
    np.random.seed(123)
    vals = stats.norm.rvs(loc=np.zeros(5), scale=1)
    d = np.diff(vals)
    npt.assert_(np.all(d != 0), "All the values are equal, but they shouldn't be!")
    vals = stats.norm.rvs(loc=0, scale=np.ones(5))
    d = np.diff(vals)
    npt.assert_(np.all(d != 0), "All the values are equal, but they shouldn't be!")
    vals = stats.norm.rvs(loc=np.zeros(5), scale=np.ones(5))
    d = np.diff(vals)
    npt.assert_(np.all(d != 0), "All the values are equal, but they shouldn't be!")
    vals = stats.norm.rvs(loc=np.array([[0], [0]]), scale=np.ones(5))
    d = np.diff(vals.ravel())
    npt.assert_(np.all(d != 0), "All the values are equal, but they shouldn't be!")

    npt.assert_raises(ValueError, stats.norm.rvs, [[0, 0], [0, 0]],
                  [[1, 1], [1, 1]], 1)
    npt.assert_raises(ValueError, stats.gamma.rvs, [2, 3, 4, 5], 0, 1, (2, 2))
    npt.assert_raises(ValueError, stats.gamma.rvs, [1, 1, 1, 1], [0, 0, 0, 0],
                     [[1], [2]], (4,))


def check_sample_meanvar_(distfn, arg, m, v, sm, sv, sn, msg):
    # this did not work, skipped silently by nose
    if np.isfinite(m):
        check_sample_mean(sm, sv, sn, m)
    if np.isfinite(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 = betainc(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.distributions.chi2.sf(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
    msg += ' - cdf-pdf relationship'
    npt.assert_almost_equal(pdfv, cdfdiff, decimal=DECIMAL, err_msg=msg)


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)]
    msg += " - logpdf-log(pdf) relationship"
    npt.assert_almost_equal(np.log(pdf), logpdf, decimal=7, err_msg=msg)


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)]
    msg += " - logsf-log(sf) relationship"
    npt.assert_almost_equal(np.log(sf), logsf, decimal=7, err_msg=msg)


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)]
    msg += " - logcdf-log(cdf) relationship"
    npt.assert_almost_equal(np.log(cdf), logcdf, decimal=7, err_msg=msg)


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))


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()