danh
/
pywafo
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity

Browse Source
master
Per.Andreas.Brodtkorb 12 years ago
parent ffc1721a6a
commit 003da7070f
2 changed files with 81 additions and 40 deletions
Show Stats Download Patch File Download Diff File

105
pywafo/src/wafo/stats/distributions.py
Unescape Escape View File

@ -31,7 +31,7 @@ import numpy as np
import numpy.random as mtrand
from numpy import flatnonzero as nonzero
_log1p = log1p
from wafo.stats.estimation import FitDistribution
@ -88,6 +88,10 @@ except ImportError:
def instancemethod(func, obj, cls):
return types.MethodType(func, obj)
def log1p(x):
'''avoids warnings for x==-1'''
mx = where(x==-1, 0, x)
return where(x==-1, -inf, _log1p(mx))
# These are the docstring parts used for substitution in specific
# distribution docstrings.
@ -1073,18 +1077,20 @@ class rv_generic(object):
The shape parameter(s) for the distribution (see docstring of the
instance object for more information)
loc : array_like, optional
location parameter (default=0)
Location parameter, Default is 0.
scale : array_like, optional
scale parameter (default=1)
Scale parameter, Default is 1.
Returns
-------
median : float
the median of the distribution.
The median of the distribution.
See Also
--------
self.ppf --- inverse of the CDF
stats.distributions.rv_discrete.ppf
Inverse of the CDF
"""
return self.ppf(0.5, *args, **kwds)
@ -1164,24 +1170,28 @@ class rv_generic(object):
return res
def interval(self, alpha, *args, **kwds):
"""Confidence interval with equal areas around the median
"""
Confidence interval with equal areas around the median.
Parameters
----------
alpha : array_like float in [0,1]
Probability that an rv will be drawn from the returned range
alpha : array_like of float
Probability that an rv will be drawn from the returned range.
Each value should be in the range [0, 1].
arg1, arg2, ... : array_like
The shape parameter(s) for the distribution (see docstring of the instance
object for more information)
The shape parameter(s) for the distribution (see docstring of the
instance object for more information).
loc : array_like, optional
location parameter (default = 0)
location parameter, Default is 0.
scale : array_like, optional
scale paramter (default = 1)
scale parameter, Default is 1.
Returns
-------
a, b : array_like (float)
end-points of range that contain alpha % of the rvs
a, b : ndarray of float
end-points of range that contain ``100 * alpha %`` of the rv's possible
values.
"""
alpha = asarray(alpha)
if any((alpha > 1) | (alpha < 0)):
@ -1393,7 +1403,6 @@ class rv_continuous(rv_generic):
Alternatively, you can override ``_munp``, which takes n and shape
parameters and returns the nth non-central moment of the distribution.
Examples
--------
To create a new Gaussian distribution, we would do the following::
@ -1728,7 +1737,7 @@ class rv_continuous(rv_generic):
def cdf(self,x,*args,**kwds):
"""
Cumulative distribution function at x of the given RV.
Cumulative distribution function of the given RV.
Parameters
----------
@ -1744,8 +1753,8 @@ class rv_continuous(rv_generic):
Returns
-------
cdf : array_like
Cumulative distribution function evaluated at x
cdf : ndarray
Cumulative distribution function evaluated at `x`
"""
loc,scale=map(kwds.get,['loc','scale'])
@ -1967,8 +1976,8 @@ class rv_continuous(rv_generic):
Returns
-------
x : array_like
quantile corresponding to the upper tail probability q.
x : ndarray or scalar
Quantile corresponding to the upper tail probability q.
"""
loc,scale=map(kwds.get,['loc','scale'])
@ -1998,7 +2007,6 @@ class rv_continuous(rv_generic):
proxy_value = extract(cond2, proxy_value * cond2)
place(output, cond2, proxy_value)
if any(cond): #call only if at least 1 entry
goodargs = argsreduce(cond, *((q,)+args+(scale,loc))) #PB replace 1-q by q
scale, loc, goodargs = goodargs[-2], goodargs[-1], goodargs[:-2]
@ -2597,6 +2605,7 @@ class rv_continuous(rv_generic):
Estimated location parameter for the data.
Shat : float
Estimated scale parameter for the data.
"""
mu, mu2 = self.stats(*args,**{'moments':'mv'})
tmp = asarray(data)
@ -7057,7 +7066,7 @@ class rv_discrete(rv_generic):
def cdf(self, k, *args, **kwds):
"""
Cumulative distribution function at k of the given RV.
Cumulative distribution function of the given RV.
Parameters
----------
@ -7071,8 +7080,8 @@ class rv_discrete(rv_generic):
Returns
-------
cdf : array_like
Cumulative distribution function evaluated at k.
cdf : ndarray
Cumulative distribution function evaluated at `k`.
"""
loc = kwds.get('loc')
@ -7177,7 +7186,10 @@ class rv_discrete(rv_generic):
def logsf(self,k,*args,**kwds):
"""
Log of the survival function (1-cdf) at k of the given RV
Log of the survival function of the given RV.
Returns the log of the "survival function," defined as ``1 - cdf``,
evaluated at `k`.
Parameters
----------
@ -7191,8 +7203,8 @@ class rv_discrete(rv_generic):
Returns
-------
sf : array_like
Survival function evaluated at k.
sf : ndarray
Survival function evaluated at `k`.
"""
loc= kwds.get('loc')
@ -7274,11 +7286,10 @@ class rv_discrete(rv_generic):
Returns
-------
k : array_like
k : ndarray or scalar
Quantile corresponding to the upper tail probability, q.
"""
loc = kwds.get('loc')
args, loc = self.fix_loc(args, loc)
q,loc = map(asarray,(q,loc))
@ -7435,7 +7446,7 @@ class rv_discrete(rv_generic):
----------
n : int, n>=1
order of moment
arg1, arg2, arg3,...: float
arg1, arg2, arg3,... : float
The shape parameter(s) for the distribution (see docstring of the
instance object for more information)
loc : float, optional
@ -7514,7 +7525,8 @@ class rv_discrete(rv_generic):
return self.freeze(*args,**kwds)
def expect(self, func=None, args=(), loc=0, lb=None, ub=None, conditional=False):
"""calculate expected value of a function with respect to the distribution
"""
Calculate expected value of a function with respect to the distribution
for discrete distribution
Parameters
@ -7523,11 +7535,11 @@ class rv_discrete(rv_generic):
Function for which sum is calculated. Takes only one argument.
args : tuple
argument (parameters) of the distribution
optional keyword parameters
lb, ub : numbers
lb, ub : numbers, optional
lower and upper bound for integration, default is set to the support
of the distribution, lb and ub are inclusive (ul<=k<=ub)
conditional : boolean (False)
conditional : bool, optional
Default is False.
If true then the expectation is corrected by the conditional
probability of the integration interval. The return value is the
expectation of the function, conditional on being in the given
@ -7535,7 +7547,8 @@ class rv_discrete(rv_generic):
Returns
-------
expected value : float
expect : float
Expected value.
Notes
-----
@ -7549,8 +7562,8 @@ class rv_discrete(rv_generic):
non-monotonic shapes, points include integers in (-suppnmin, suppnmin)
* uses maxcount=1000 limits the number of points that are evaluated
to break loop for infinite sums
(a maximum of suppnmin+1000 positive plus suppnmin+1000 negative integers
are evaluated)
(a maximum of suppnmin+1000 positive plus suppnmin+1000 negative
integers are evaluated)
"""
@ -7658,9 +7671,12 @@ class binom_gen(rv_discrete):
"Fast and Accurate Computation of Binomial Probabilities";
url = "http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.35.2719" }
"""
logp = where((p==0) & (x==0), 1, log(p))
log1mp = where((p==1) & (x==n), 1, log1p(-p))
PI2 = 2.0 * pi
yborder = log((x == 0.) * exp(n * log1p(-p)) + (x == n) * exp(n * log(p)))
yborder = log((x == 0.) * exp(n * log1mp) + (x == n) * exp(n * logp))
nx = n - x
nq = n * (1. - p)
lc = stirlerr(n) - stirlerr(x) - stirlerr(nx) - bd0(x, n * p) - bd0(nx, nq)
@ -7669,7 +7685,6 @@ class binom_gen(rv_discrete):
return where(inside, lc + 0.5 * log(n / (PI2 * xnx)), yborder)
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)
@ -8457,7 +8472,17 @@ def test_genpareto():
print(phat.par)
if __name__ == '__main__':
bernoulli.logcdf(np.nan)
import matplotlib
matplotlib.use()
import matplotlib.pyplot as plt
prb = np.linspace(0,1, 10)
q = truncnorm.isf(prb,-1., 1., loc=[3],scale=2)
plt.plot(q, prb)
plt.show()
p = truncnorm.sf(q,-1,1, loc=[3],scale=2)
pass
#bernoulli.logcdf(np.nan)
#test_binom()
#test_doctstrings()
#test_genpareto()

16
pywafo/src/wafo/stats/tests/test_distributions.py
Unescape Escape View File

@ -235,6 +235,22 @@ class TestGeom(TestCase):
assert_array_almost_equal(vals,expected)
assert_array_almost_equal(vals_sf,1-expected)
class TestTruncnorm(TestCase):
def test_ppf_ticket1131(self):
vals = stats.truncnorm.ppf([-0.5,0,1e-4,0.5, 1-1e-4,1,2],-1., 1.,
loc=[3]*7,scale=2)
NaN = np.NaN
expected = np.array([ NaN, 1. , 1.00056419, 3.
, 4.99943581, 5. , NaN])
assert_array_almost_equal(vals, expected)
def test_isf_ticket1131(self):
NaN = np.NaN
vals = stats.truncnorm.isf([-0.5,0,1e-4,0.5, 1-1e-4,1,2],-1., 1.,
loc=[3]*7,scale=2)
expected = np.array([ NaN, 5. , 4.99943581, 3.,
1.00056419, 1. , NaN])
assert_array_almost_equal(vals, expected)
class TestHypergeom(TestCase):
def test_rvs(self):

Write Preview
Loading…
Cancel
Save