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77 lines
2.3 KiB
Python
77 lines
2.3 KiB
Python
11 years ago
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from __future__ import division, print_function, absolute_import
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from numpy import vectorize, deprecate
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from numpy.random import random_sample
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__all__ = ['randwppf', 'randwcdf']
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# XXX: Are these needed anymore?
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#####################################
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# General purpose continuous
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######################################
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@deprecate(message="Deprecated in scipy 0.14.0, use "
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"distribution-specific rvs() method instead")
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def randwppf(ppf, args=(), size=None):
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"""
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returns an array of randomly distributed integers of a distribution
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whose percent point function (inverse of the CDF or quantile function)
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is given.
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args is a tuple of extra arguments to the ppf function (i.e. shape,
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location, scale), and size is the size of the output. Note the ppf
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function must accept an array of q values to compute over.
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"""
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U = random_sample(size=size)
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return ppf(*(U,)+args)
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@deprecate(message="Deprecated in scipy 0.14.0, use "
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"distribution-specific rvs() method instead")
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def randwcdf(cdf, mean=1.0, args=(), size=None):
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"""
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Returns an array of randomly distributed integers given a CDF.
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Given a cumulative distribution function (CDF) returns an array of
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randomly distributed integers that would satisfy the CDF.
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Parameters
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----------
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cdf : function
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CDF function that accepts a single value and `args`, and returns
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an single value.
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mean : float, optional
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The mean of the distribution which helps the solver. Defaults
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to 1.0.
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args : tuple, optional
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Extra arguments to the cdf function (i.e. shape, location, scale)
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size : {int, None}, optional
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Is the size of the output. If None, only 1 value will be returned.
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Returns
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-------
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randwcdf : ndarray
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Array of random numbers.
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Notes
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-----
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Can use the ``scipy.stats.distributions.*.cdf`` functions for the
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`cdf` parameter.
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"""
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import scipy.optimize as optimize
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def _ppfopt(x, q, *nargs):
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newargs = (x,)+nargs
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return cdf(*newargs) - q
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def _ppf(q, *nargs):
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return optimize.fsolve(_ppfopt, mean, args=(q,)+nargs)
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_vppf = vectorize(_ppf)
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U = random_sample(size=size)
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return _vppf(*(U,)+args)
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