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import numpy.testing as npt
import numpy as np
import nose
from scipy import stats
DECIMAL_meanvar = 0#1 # was 0
distdiscrete = [
['bernoulli',(0.3,)],
['binom', (5, 0.4)],
['boltzmann',(1.4, 19)],
['dlaplace', (0.8,)], #0.5
['geom', (0.5,)],
['hypergeom',(30, 12, 6)],
['logser', (0.6,)],
['nbinom', (5, 0.5)],
['nbinom', (0.4, 0.4)], #from tickets: 583
['planck', (0.51,)], #4.1
['poisson', (0.6,)],
['randint', (7, 31)],
['zipf', (4,)] ] # arg=4 is ok,
# Zipf broken for arg = 2, e.g. weird .stats
# looking closer, mean, var should be inf for arg=2
#@npt.dec.slow
def test_discrete_basic():
for distname, arg in distdiscrete:
distfn = getattr(stats,distname)
#assert stats.dlaplace.rvs(0.8) is not None
np.random.seed(9765456)
rvs = distfn.rvs(size=2000,*arg)
m,v = distfn.stats(*arg)
#yield npt.assert_almost_equal(rvs.mean(), m, decimal=4,err_msg='mean')
#yield npt.assert_almost_equal, rvs.mean(), m, 2, 'mean' # does not work
yield check_sample_meanvar, rvs.mean(), m, distname + ' sample mean test'
yield check_sample_meanvar, rvs.var(), v, distname + ' sample var test'
yield check_cdf_ppf, distfn, arg, distname + ' cdf_ppf'
yield check_pmf_cdf, distfn, arg, distname + ' pmf_cdf'
yield check_oth, distfn, arg, distname + ' oth'
skurt = stats.kurtosis(rvs)
sskew = stats.skew(rvs)
yield check_sample_skew_kurt, distfn, arg, skurt, sskew, \
distname + ' skew_kurt'
if not distname in ['logser']: #known failure
alpha = 0.01
yield check_discrete_chisquare, distfn, arg, rvs, alpha, \
distname + ' chisquare'
@npt.dec.slow
def test_discrete_extra():
for distname, arg in distdiscrete:
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_entropy, distfn, arg, distname + \
' entropy nan test'
@npt.dec.skipif(True)
def test_discrete_private():
#testing private methods mostly for debugging
# some tests might fail by design,
# e.g. incorrect definition of distfn.a and distfn.b
for distname, arg in distdiscrete:
distfn = getattr(stats,distname)
rvs = distfn.rvs(size=10000,*arg)
m,v = distfn.stats(*arg)
yield check_ppf_ppf, distfn, arg
yield check_cdf_ppf_private, distfn, arg, distname
yield check_generic_moment, distfn, arg, m, 1, 3 # last is decimal
yield check_generic_moment, distfn, arg, v+m*m, 2, 3 # last is decimal
yield check_moment_frozen, distfn, arg, m, 1, 3 # last is decimal
yield check_moment_frozen, distfn, arg, v+m*m, 2, 3 # last is decimal
def check_sample_meanvar(sm,m,msg):
if not np.isinf(m):
npt.assert_almost_equal(sm, m, decimal=DECIMAL_meanvar, err_msg=msg + \
' - finite moment')
else:
assert sm > 10000, 'infinite moment, sm = ' + str(sm)
def check_sample_var(sm,m,msg):
npt.assert_almost_equal(sm, m, decimal=DECIMAL_meanvar, err_msg= msg + 'var')
def check_cdf_ppf(distfn,arg,msg):
ppf05 = distfn.ppf(0.5,*arg)
cdf05 = distfn.cdf(ppf05,*arg)
npt.assert_almost_equal(distfn.ppf(cdf05-1e-6,*arg),ppf05,
err_msg=msg + 'ppf-cdf-median')
assert (distfn.ppf(cdf05+1e-4,*arg)>ppf05), msg + 'ppf-cdf-next'
def check_cdf_ppf_private(distfn,arg,msg):
ppf05 = distfn._ppf(0.5,*arg)
cdf05 = distfn.cdf(ppf05,*arg)
npt.assert_almost_equal(distfn._ppf(cdf05-1e-6,*arg),ppf05,
err_msg=msg + '_ppf-cdf-median ')
assert (distfn._ppf(cdf05+1e-4,*arg)>ppf05), msg + '_ppf-cdf-next'
def check_ppf_ppf(distfn, arg):
assert distfn.ppf(0.5,*arg) < np.inf
ppfs = distfn.ppf([0.5,0.9],*arg)
ppf_s = [distfn._ppf(0.5,*arg), distfn._ppf(0.9,*arg)]
assert np.all(ppfs < np.inf)
assert ppf_s[0] == distfn.ppf(0.5,*arg)
assert ppf_s[1] == distfn.ppf(0.9,*arg)
assert ppf_s[0] == ppfs[0]
assert ppf_s[1] == ppfs[1]
def check_pmf_cdf(distfn, arg, msg):
startind = np.int(distfn._ppf(0.01,*arg)-1)
index = range(startind,startind+10)
cdfs = distfn.cdf(index,*arg)
npt.assert_almost_equal(cdfs, distfn.pmf(index, *arg).cumsum() + \
cdfs[0] - distfn.pmf(index[0],*arg),
decimal=4, err_msg= msg + 'pmf-cdf')
def check_generic_moment(distfn, arg, m, k, decim):
npt.assert_almost_equal(distfn.generic_moment(k,*arg), m, decimal=decim,
err_msg= str(distfn) + ' generic moment test')
def check_moment_frozen(distfn, arg, m, k, decim):
npt.assert_almost_equal(distfn(*arg).moment(k), m, decimal=decim,
err_msg= str(distfn) + ' frozen moment test')
def check_oth(distfn, arg, msg):
#checking other methods of distfn
meanint = round(distfn.stats(*arg)[0]) # closest integer to mean
npt.assert_almost_equal(distfn.sf(meanint, *arg), 1 - \
distfn.cdf(meanint, *arg), decimal=8)
median_sf = distfn.isf(0.5, *arg)
assert distfn.sf(median_sf - 1, *arg) > 0.5
assert distfn.cdf(median_sf + 1, *arg) > 0.5
npt.assert_equal(distfn.isf(0.5, *arg), distfn.ppf(0.5, *arg))
#next 3 functions copied from test_continous_extra
# adjusted
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-1,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_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-1,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 assert_equal_inf_nan(v1,v2,msg):
assert not np.isnan(v1)
if not np.isinf(v1):
npt.assert_almost_equal(v1, v2, decimal=10, err_msg = msg + \
' - finite')
else:
assert np.isinf(v2) or np.isnan(v2), \
msg + ' - infinite, v2=%s' % str(v2)
def check_sample_skew_kurt(distfn, arg, sk, ss, msg):
k,s = distfn.stats(moment='ks',*arg)
check_sample_meanvar, sk, k, msg + 'sample skew test'
check_sample_meanvar, ss, s, msg + 'sample kurtosis test'
def check_entropy(distfn,arg,msg):
ent = distfn.entropy(*arg)
#print 'Entropy =', ent
assert not np.isnan(ent), msg + 'test Entropy is nan'\
def check_discrete_chisquare(distfn, arg, rvs, alpha, msg):
'''perform chisquare test for random sample of a discrete distribution
Parameters
----------
distname : string
name of distribution function
arg : sequence
parameters of distribution
alpha : float
significance level, threshold for p-value
Returns
-------
result : bool
0 if test passes, 1 if test fails
uses global variable debug for printing results
'''
# define parameters for test
## n=2000
n = len(rvs)
nsupp = 20
wsupp = 1.0/nsupp
## distfn = getattr(stats, distname)
## np.random.seed(9765456)
## rvs = distfn.rvs(size=n,*arg)
# construct intervals with minimum mass 1/nsupp
# intervalls are left-half-open as in a cdf difference
distsupport = xrange(max(distfn.a, -1000), min(distfn.b, 1000) + 1)
last = 0
distsupp = [max(distfn.a, -1000)]
distmass = []
for ii in distsupport:
current = distfn.cdf(ii,*arg)
if current - last >= wsupp-1e-14:
distsupp.append(ii)
distmass.append(current - last)
last = current
if current > (1-wsupp):
break
if distsupp[-1] < distfn.b:
distsupp.append(distfn.b)
distmass.append(1-last)
distsupp = np.array(distsupp)
distmass = np.array(distmass)
# convert intervals to right-half-open as required by histogram
histsupp = distsupp+1e-8
histsupp[0] = distfn.a
# find sample frequencies and perform chisquare test
freq,hsupp = np.histogram(rvs,histsupp,new=True)
cdfs = distfn.cdf(distsupp,*arg)
(chis,pval) = stats.chisquare(np.array(freq),n*distmass)
assert (pval > alpha), 'chisquare - test for %s' \
'at arg = %s with pval = %s' % (msg,str(arg),str(pval))
if __name__ == "__main__":
#nose.run(argv=['', __file__])
nose.runmodule(argv=[__file__,'-s'], exit=False)
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