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# contains additional tests for continuous distributions
#
# NOTE: one test, _est_cont_skip, that is renamed so that nose doesn't
# run it,
# 6 distributions return nan for entropy
# truncnorm fails by design for private method _ppf test
import numpy.testing as npt
import numpy as np
import nose
from scipy import stats
from test_continuous_basic import distcont
DECIMAL = 5
@npt.dec.slow
def test_cont_extra():
for distname, arg in distcont[:]:
distfn = getattr(stats, distname)
yield check_ppf_limits, distfn, arg, distname + \
' ppf limit test'
yield check_isf_limits, distfn, arg, distname + \
' isf limit test'
yield check_loc_scale, distfn, arg, distname + \
' loc, scale test'
@npt.dec.slow
def _est_cont_skip():
for distname, arg in distcont:
distfn = getattr(stats, distname)
#entropy test checks only for isnan, currently 6 isnan left
yield check_entropy, distfn, arg, distname + \
' entropy nan test'
# _ppf test has 1 failure be design
yield check_ppf_private, distfn, arg, distname + \
' _ppf private test'
def test_540_567():
# test for nan returned in tickets 540, 567
npt.assert_almost_equal(stats.norm.cdf(-1.7624320982),0.03899815971089126,
decimal=10, err_msg = 'test_540_567')
npt.assert_almost_equal(stats.norm.cdf(-1.7624320983),0.038998159702449846,
decimal=10, err_msg = 'test_540_567')
npt.assert_almost_equal(stats.norm.cdf(1.38629436112, loc=0.950273420309,
scale=0.204423758009),0.98353464004309321,
decimal=10, err_msg = 'test_540_567')
def check_ppf_limits(distfn,arg,msg):
below,low,upp,above = distfn.ppf([-1,0,1,2], *arg)
#print distfn.name, distfn.a, low, distfn.b, upp
#print distfn.name,below,low,upp,above
assert_equal_inf_nan(distfn.a,low, msg + 'ppf lower bound')
assert_equal_inf_nan(distfn.b,upp, msg + 'ppf upper bound')
assert np.isnan(below), msg + 'ppf out of bounds - below'
assert np.isnan(above), msg + 'ppf out of bounds - above'
def check_ppf_private(distfn,arg,msg):
#fails by design for trunk norm self.nb not defined
ppfs = distfn._ppf(np.array([0.1,0.5,0.9]), *arg)
assert not np.any(np.isnan(ppfs)), msg + 'ppf private is nan'
def check_isf_limits(distfn,arg,msg):
below,low,upp,above = distfn.isf([-1,0,1,2], *arg)
#print distfn.name, distfn.a, low, distfn.b, upp
#print distfn.name,below,low,upp,above
assert_equal_inf_nan(distfn.a,upp, msg + 'isf lower bound')
assert_equal_inf_nan(distfn.b,low, msg + 'isf upper bound')
assert np.isnan(below), msg + 'isf out of bounds - below'
assert np.isnan(above), msg + 'isf out of bounds - above'
def check_loc_scale(distfn,arg,msg):
m,v = distfn.stats(*arg)
loc, scale = 10.0, 10.0
mt,vt = distfn.stats(loc=loc, scale=scale, *arg)
assert_equal_inf_nan(m*scale+loc,mt,msg + 'mean')
assert_equal_inf_nan(v*scale*scale,vt,msg + 'var')
def check_entropy(distfn,arg,msg):
ent = distfn.entropy(*arg)
#print 'Entropy =', ent
assert not np.isnan(ent), msg + 'test Entropy is nan'\
def assert_equal_inf_nan(v1,v2,msg):
assert not np.isnan(v1)
if not np.isinf(v1):
npt.assert_almost_equal(v1, v2, decimal=DECIMAL, err_msg = msg + \
' - finite')
else:
assert np.isinf(v2) or np.isnan(v2), \
msg + ' - infinite, v2=%s' % str(v2)
if __name__ == "__main__":
import nose
#nose.run(argv=['', __file__])
nose.runmodule(argv=[__file__,'-s'], exit=False)
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