From 48e9b7778557d7d88817546c75aaf1666ccb11dc Mon Sep 17 00:00:00 2001 From: "Per.Andreas.Brodtkorb" Date: Mon, 10 Oct 2011 09:03:42 +0000 Subject: [PATCH] Updated distributions.py according to the latest updates in scipy.stats.distributions.py --- pywafo/src/wafo/stats/distributions.py | 2644 +++++++++++++++--------- 1 file changed, 1631 insertions(+), 1013 deletions(-) diff --git a/pywafo/src/wafo/stats/distributions.py b/pywafo/src/wafo/stats/distributions.py index 5035251..de868be 100644 --- a/pywafo/src/wafo/stats/distributions.py +++ b/pywafo/src/wafo/stats/distributions.py @@ -40,57 +40,6 @@ try: except: vonmises_cython = None -def _moment(data, n, mu=None): - if mu is None: - mu = data.mean() - return ((data - mu)**n).mean() - -def _moment_from_stats(n, mu, mu2, g1, g2, moment_func, args): - if (n==0): - return 1.0 - elif (n==1): - if mu is None: - val = moment_func(1,*args) - else: - val = mu - elif (n==2): - if mu2 is None or mu is None: - val = moment_func(2,*args) - else: - val = mu2 + mu*mu - elif (n==3): - if g1 is None or mu2 is None or mu is None: - val = moment_func(3,*args) - else: - mu3 = g1*(mu2**1.5) # 3rd central moment - val = mu3+3*mu*mu2+mu**3 # 3rd non-central moment - elif (n==4): - if g1 is None or g2 is None or mu2 is None or mu is None: - val = moment_func(4,*args) - else: - mu4 = (g2+3.0)*(mu2**2.0) # 4th central moment - mu3 = g1*(mu2**1.5) # 3rd central moment - val = mu4+4*mu*mu3+6*mu*mu*mu2+mu**4 - else: - val = moment_func(n, *args) - - return val - - -def _skew(data): - data = np.ravel(data) - mu = data.mean() - m2 = ((data - mu)**2).mean() - m3 = ((data - mu)**3).mean() - return m3 / m2**1.5 - -def _kurtosis(data): - data = np.ravel(data) - mu = data.mean() - m2 = ((data - mu)**2).mean() - m4 = ((data - mu)**4).mean() - return m4 / m2**2 - 3 - __all__ = [ 'rv_continuous', 'ksone', 'kstwobign', 'norm', 'alpha', 'anglit', 'arcsine', @@ -246,15 +195,15 @@ _doc_default_callparams = \ """ Parameters ---------- -x : array-like +x : array_like quantiles -q : array-like +q : array_like lower or upper tail probability -%(shapes)s : array-like +%(shapes)s : array_like shape parameters -loc : array-like, optional +loc : array_like, optional location parameter (default=0) -scale : array-like, optional +scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) @@ -380,7 +329,7 @@ docdict_discrete['longsummary'] = _doc_default_longsummary.replace(\ _doc_default_frozen_note = \ """ Alternatively, the object may be called (as a function) to fix the shape and -location parameters returning a "frozen" continuous RV object: +location parameters returning a "frozen" discrete RV object: rv = %(name)s(%(shapes)s, loc=0) - Frozen RV object with the same methods but holding the given shape and @@ -391,6 +340,12 @@ docdict_discrete['frozennote'] = _doc_default_frozen_note docdict_discrete['example'] = _doc_default_example.replace('[0.9,]', 'Replace with reasonable value') +_doc_default_before_notes = ''.join([docdict_discrete['longsummary'], + docdict_discrete['allmethods'], + docdict_discrete['callparams'], + docdict_discrete['frozennote']]) +docdict_discrete['before_notes'] = _doc_default_before_notes + _doc_default_disc = ''.join([docdict_discrete['longsummary'], docdict_discrete['allmethods'], docdict_discrete['frozennote'], @@ -409,6 +364,58 @@ except NameError: pass +def _moment(data, n, mu=None): + if mu is None: + mu = data.mean() + return ((data - mu)**n).mean() + +def _moment_from_stats(n, mu, mu2, g1, g2, moment_func, args): + if (n==0): + return 1.0 + elif (n==1): + if mu is None: + val = moment_func(1,*args) + else: + val = mu + elif (n==2): + if mu2 is None or mu is None: + val = moment_func(2,*args) + else: + val = mu2 + mu*mu + elif (n==3): + if g1 is None or mu2 is None or mu is None: + val = moment_func(3,*args) + else: + mu3 = g1*(mu2**1.5) # 3rd central moment + val = mu3+3*mu*mu2+mu**3 # 3rd non-central moment + elif (n==4): + if g1 is None or g2 is None or mu2 is None or mu is None: + val = moment_func(4,*args) + else: + mu4 = (g2+3.0)*(mu2**2.0) # 4th central moment + mu3 = g1*(mu2**1.5) # 3rd central moment + val = mu4+4*mu*mu3+6*mu*mu*mu2+mu**4 + else: + val = moment_func(n, *args) + + return val + + +def _skew(data): + data = np.ravel(data) + mu = data.mean() + m2 = ((data - mu)**2).mean() + m3 = ((data - mu)**3).mean() + return m3 / m2**1.5 + +def _kurtosis(data): + data = np.ravel(data) + mu = data.mean() + m2 = ((data - mu)**2).mean() + m4 = ((data - mu)**4).mean() + return m4 / m2**2 - 3 + + def _build_random_array(fun, args, size=None): # Build an array by applying function fun to @@ -987,19 +994,19 @@ class rv_generic(object): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional defining number of random variates (default=1) Returns ------- - rvs : array-like + rvs : array_like random variates of given `size` """ @@ -1054,12 +1061,12 @@ class rv_generic(object): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns @@ -1079,12 +1086,12 @@ class rv_generic(object): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns @@ -1104,12 +1111,12 @@ class rv_generic(object): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns @@ -1130,12 +1137,12 @@ class rv_generic(object): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns @@ -1153,19 +1160,19 @@ class rv_generic(object): Parameters ---------- - alpha : array-like float in [0,1] + alpha : array_like float in [0,1] Probability that an rv will be drawn from the returned range - arg1, arg2, ... : array-like + arg1, arg2, ... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc: array-like, optioal + loc: array_like, optioal location parameter (deafult = 0) - scale : array-like, optional + scale : array_like, optional scale paramter (default = 1) Returns ------- - a, b: array-like (float) + a, b: array_like (float) end-points of range that contain alpha % of the rvs """ alpha = arr(alpha) @@ -1290,15 +1297,15 @@ class rv_continuous(rv_generic): **Parameters for Methods** - x : array-like + x : array_like quantiles - q : array-like + q : array_like lower or upper tail probability - : array-like + : array_like shape parameters - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) @@ -1440,6 +1447,8 @@ class rv_continuous(rv_generic): if badvalue is None: badvalue = nan + if name is None: + name = 'Distribution' self.badvalue = badvalue self.name = name self.a = a @@ -1519,7 +1528,7 @@ class rv_continuous(rv_generic): # remove shapes from call parameters if there are none for item in ['callparams', 'default', 'before_notes']: tempdict[item] = tempdict[item].replace(\ - "\n%(shapes)s : array-like\n shape parameters", "") + "\n%(shapes)s : array_like\n shape parameters", "") for i in range(2): if self.shapes is None: # necessary because we use %(shapes)s in two forms (w w/o ", ") @@ -1608,19 +1617,19 @@ class rv_continuous(rv_generic): Parameters ---------- - x : array-like + x : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - pdf : array-like + pdf : ndarray Probability density function evaluated at x """ @@ -1650,19 +1659,19 @@ class rv_continuous(rv_generic): Parameters ---------- - x : array-like + x : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - logpdf : array-like + logpdf : array_like Log of the probability density function evaluated at x """ @@ -1692,19 +1701,19 @@ class rv_continuous(rv_generic): Parameters ---------- - x : array-like + x : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - cdf : array-like + cdf : array_like Cumulative distribution function evaluated at x """ @@ -1734,19 +1743,19 @@ class rv_continuous(rv_generic): Parameters ---------- - x : array-like + x : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - logcdf : array-like + logcdf : array_like Log of the cumulative distribution function evaluated at x """ @@ -1776,19 +1785,19 @@ class rv_continuous(rv_generic): Parameters ---------- - x : array-like + x : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - sf : array-like + sf : array_like Survival function evaluated at x """ @@ -1813,24 +1822,28 @@ class rv_continuous(rv_generic): def logsf(self,x,*args,**kwds): """ - Log of the Survival function log(1-cdf) at x 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 `x`. Parameters ---------- - x : array-like + x : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - logsf : array-like - Log of the survival function evaluated at x + logsf : ndarray + Log of the survival function evaluated at `x`. + """ loc,scale=map(kwds.get,['loc','scale']) args, loc, scale = self.fix_loc_scale(args, loc, scale) @@ -1858,19 +1871,19 @@ class rv_continuous(rv_generic): Parameters ---------- - q : array-like + q : array_like lower tail probability - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - x : array-like + x : array_like quantile corresponding to the lower tail probability q. """ @@ -1912,19 +1925,19 @@ class rv_continuous(rv_generic): Parameters ---------- - q : array-like + q : array_like upper tail probability - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) Returns ------- - x : array-like + x : array_like quantile corresponding to the upper tail probability q. """ @@ -1970,12 +1983,12 @@ class rv_continuous(rv_generic): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) moments : string, optional @@ -2098,16 +2111,14 @@ class rv_continuous(rv_generic): Parameters ---------- n: int, n>=1 - order of moment + Order of moment. arg1, arg2, arg3,... : float The shape parameter(s) for the distribution (see docstring of the - instance object for more information) - - loc : float, optional - location parameter (default=0) - scale : float, optional - scale parameter (default=1) + instance object for more information). + kwds : keyword arguments, optional + These can include "loc" and "scale", as well as other keyword + arguments relevant for a given distribution. """ loc, scale = map(kwds.get,['loc','scale']) @@ -2454,8 +2465,6 @@ class rv_continuous(rv_generic): fscale : hold scale parameter fixed to specified value. - method : of estimation. Options are - 'ml' : Maximum Likelihood method (default) optimizer : The optimizer to use. The optimizer must take func, and starting position as the first two arguments, plus args (for extra arguments to pass to the @@ -2471,7 +2480,7 @@ class rv_continuous(rv_generic): """ Narg = len(args) if Narg > self.numargs: - raise ValueError("Too many input arguments.") + raise ValueError("Too many input arguments.") start = [None]*2 if (Narg < self.numargs) or not (kwds.has_key('loc') and kwds.has_key('scale')): @@ -2494,9 +2503,9 @@ class rv_continuous(rv_generic): except AttributeError: raise ValueError("%s is not a valid optimizer" % optimizer) vals = optimizer(func,x0,args=(ravel(data),),disp=0) - vals = tuple(vals) if restore is not None: vals = restore(args, vals) + vals = tuple(vals) return vals @@ -2603,12 +2612,12 @@ class rv_continuous(rv_generic): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale : array-like, optional + scale : array_like, optional scale parameter (default=1) """ @@ -2686,30 +2695,30 @@ _ZETA3 = 1.202056903159594285399738161511449990765 # special.zeta(3,1) Apery's ## Kolmogorov-Smirnov one-sided and two-sided test statistics class ksone_gen(rv_continuous): + """General Kolmogorov-Smirnov one-sided test. + + %(default)s + + """ def _cdf(self,x,n): return 1.0-special.smirnov(n,x) def _ppf(self,q,n): return special.smirnovi(n,1.0-q) -ksone = ksone_gen(a=0.0,name='ksone', longname="Kolmogorov-Smirnov "\ - "A one-sided test statistic.", shapes="n", - extradoc=""" - -General Kolmogorov-Smirnov one-sided test. -""" - ) +ksone = ksone_gen(a=0.0, name='ksone', shapes="n") class kstwobign_gen(rv_continuous): + """Kolmogorov-Smirnov two-sided test for large N. + + %(default)s + + """ def _cdf(self,x): return 1.0-special.kolmogorov(x) def _sf(self,x): return special.kolmogorov(x) def _ppf(self,q): return special.kolmogi(1.0-q) -kstwobign = kstwobign_gen(a=0.0,name='kstwobign', longname='Kolmogorov-Smirnov two-sided (for large N)', extradoc=""" - -Kolmogorov-Smirnov two-sided test for large N -""" - ) +kstwobign = kstwobign_gen(a=0.0, name='kstwobign') ## Normal distribution @@ -2730,6 +2739,22 @@ def _norm_logcdf(x): def _norm_ppf(q): return special.ndtri(q) class norm_gen(rv_continuous): + """A normal continuous random variable. + + The location (loc) keyword specifies the mean. + The scale (scale) keyword specifies the standard deviation. + + %(before_notes)s + + Notes + ----- + The probability density function for `norm` is:: + + norm.pdf(x) = exp(-x**2/2)/sqrt(2*pi) + + %(example)s + + """ def _rvs(self): return mtrand.standard_normal(self._size) def _pdf(self,x): @@ -2752,20 +2777,27 @@ class norm_gen(rv_continuous): return 0.0, 1.0, 0.0, 0.0 def _entropy(self): return 0.5*(log(2*pi)+1) -norm = norm_gen(name='norm',longname='A normal',extradoc=""" - -Normal distribution - -The location (loc) keyword specifies the mean. -The scale (scale) keyword specifies the standard deviation. - -normal.pdf(x) = exp(-x**2/2)/sqrt(2*pi) -""") +norm = norm_gen(name='norm') ## Alpha distribution ## class alpha_gen(rv_continuous): + """An alpha continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `alpha` is:: + + alpha.pdf(x,a) = 1/(x**2*Phi(a)*sqrt(2*pi)) * exp(-1/2 * (a-1/x)**2), + + where ``Phi(alpha)`` is the normal CDF, ``x > 0``, and ``a > 0``. + + %(example)s + + """ def _pdf(self, x, a): return 1.0/(x**2)/special.ndtr(a)*_norm_pdf(a-1.0/x) def _logpdf(self, x, a): @@ -2776,17 +2808,27 @@ class alpha_gen(rv_continuous): return 1.0/arr(a-special.ndtri(q*special.ndtr(a))) def _stats(self, a): return [inf]*2 + [nan]*2 -alpha = alpha_gen(a=0.0,name='alpha',shapes='a',extradoc=""" - -Alpha distribution +alpha = alpha_gen(a=0.0, name='alpha', shapes='a') -alpha.pdf(x,a) = 1/(x**2*Phi(a)*sqrt(2*pi)) * exp(-1/2 * (a-1/x)**2) -where Phi(alpha) is the normal CDF, x > 0, and a > 0. -""") ## Anglit distribution ## class anglit_gen(rv_continuous): + """An anglit continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `anglit` is:: + + anglit.pdf(x) = sin(2*x + pi/2) = cos(2*x), + + for ``-pi/4 <= x <= pi/4``. + + %(example)s + + """ def _pdf(self, x): return cos(2*x) def _cdf(self, x): @@ -2797,17 +2839,26 @@ class anglit_gen(rv_continuous): return 0.0, pi*pi/16-0.5, 0.0, -2*(pi**4 - 96)/(pi*pi-8)**2 def _entropy(self): return 1-log(2) -anglit = anglit_gen(a=-pi/4,b=pi/4,name='anglit', extradoc=""" - -Anglit distribution - -anglit.pdf(x) = sin(2*x+pi/2) = cos(2*x) for -pi/4 <= x <= pi/4 -""") +anglit = anglit_gen(a=-pi/4, b=pi/4, name='anglit') ## Arcsine distribution ## class arcsine_gen(rv_continuous): + """An arcsine continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `arcsine` is:: + + arcsine.pdf(x) = 1/(pi*sqrt(x*(1-x))) + for 0 < x < 1. + + %(example)s + + """ def _pdf(self, x): return 1.0/pi/sqrt(x*(1-x)) def _cdf(self, x): @@ -2823,18 +2874,28 @@ class arcsine_gen(rv_continuous): return mu, mu2, g1, g2 def _entropy(self): return -0.24156447527049044468 -arcsine = arcsine_gen(a=0.0,b=1.0,name='arcsine',extradoc=""" - -Arcsine distribution - -arcsine.pdf(x) = 1/(pi*sqrt(x*(1-x))) -for 0 < x < 1. -""") +arcsine = arcsine_gen(a=0.0, b=1.0, name='arcsine') ## Beta distribution ## class beta_gen(rv_continuous): + """A beta continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `beta` is:: + + beta.pdf(x, a, b) = gamma(a+b)/(gamma(a)*gamma(b)) * x**(a-1) * + (1-x)**(b-1), + + for ``0 < x < 1``, ``a > 0``, ``b > 0``. + + %(example)s + + """ def _rvs(self, a, b): return mtrand.beta(a,b,self._size) def _pdf(self, x, a, b): @@ -2882,16 +2943,27 @@ class beta_gen(rv_continuous): return a, b, floc, fscale else: # do general fit return super(beta_gen, self).fit(data, *args, **kwds) -beta = beta_gen(a=0.0, b=1.0, name='beta',shapes='a, b',extradoc=""" - -Beta distribution +beta = beta_gen(a=0.0, b=1.0, name='beta', shapes='a, b') -beta.pdf(x, a, b) = gamma(a+b)/(gamma(a)*gamma(b)) * x**(a-1) * (1-x)**(b-1) -for 0 < x < 1, a, b > 0. -""") ## Beta Prime class betaprime_gen(rv_continuous): + """A beta prima continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `betaprime` is:: + + betaprime.pdf(x, a, b) = + gamma(a+b) / (gamma(a)*gamma(b)) * x**(a-1) * (1-x)**(-a-b) + + for ``x > 0``, ``a > 0``, ``b > 0``. + + %(example)s + + """ def _rvs(self, a, b): u1 = gamma.rvs(a,size=self._size) u2 = gamma.rvs(b,size=self._size) @@ -2918,20 +2990,28 @@ class betaprime_gen(rv_continuous): *(b-2.0)*(b-1.0)), inf) else: raise NotImplementedError -betaprime = betaprime_gen(a=0.0, b=500.0, name='betaprime', shapes='a, b', - extradoc=""" +betaprime = betaprime_gen(a=0.0, b=500.0, name='betaprime', shapes='a, b') -Beta prime distribution - -betaprime.pdf(x, a, b) = gamma(a+b)/(gamma(a)*gamma(b)) - * x**(a-1) * (1-x)**(-a-b) -for x > 0, a, b > 0. -""") ## Bradford ## class bradford_gen(rv_continuous): + """A Bradford continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `bradford` is:: + + bradford.pdf(x, c) = c / (k * (1+c*x)), + + for ``0 < x < 1``, ``c > 0`` and ``k = log(1+c)``. + + %(example)s + + """ def _pdf(self, x, c): return c / (c*x + 1.0) / log1p(c) def _cdf(self, x, c): @@ -2955,20 +3035,28 @@ class bradford_gen(rv_continuous): def _entropy(self, c): k = log1p(c) return k / 2.0 - log(c / k) -bradford = bradford_gen(a=0.0, b=1.0, name='bradford', longname="A Bradford", - shapes='c', extradoc=""" - -Bradford distribution - -bradford.pdf(x,c) = c/(k*(1+c*x)) -for 0 < x < 1, c > 0 and k = log(1+c). -""") +bradford = bradford_gen(a=0.0, b=1.0, name='bradford', shapes='c') ## Burr # burr with d=1 is called the fisk distribution class burr_gen(rv_continuous): + """A Burr continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `burr` is:: + + burr.pdf(x, c, d) = c * d * x**(-c-1) * (1+x**(-c))**(-d-1) + + for ``x > 0``. + + %(example)s + + """ def _pdf(self, x, c, d): return c*d*(x**(-c-1.0))*((1+x**(-c*1.0))**(-d-1.0)) def _cdf(self, x, c, d): @@ -2997,19 +3085,26 @@ class burr_gen(rv_continuous): g2 = 6*gd*g2c*g2cd * g1c**2 * g1cd**2 + gd**3 * g4c*g4cd g2 -= 3*g1c**4 * g1cd**4 -4*gd**2*g3c*g1c*g1cd*g3cd return mu, mu2, g1, g2 -burr = burr_gen(a=0.0, name='burr', longname="Burr", - shapes="c, d", extradoc=""" - -Burr distribution - -burr.pdf(x,c,d) = c*d * x**(-c-1) * (1+x**(-c))**(-d-1) -for x > 0. -""") +burr = burr_gen(a=0.0, name='burr', shapes="c, d") # Fisk distribution # burr is a generalization class fisk_gen(burr_gen): + """A Fisk continuous random variable. + + The Fisk distribution is also known as the log-logistic distribution, and + equals the Burr distribution with ``d=1``. + + %(before_notes)s + + See Also + -------- + burr + + %(example)s + + """ def _pdf(self, x, c): return burr_gen._pdf(self, x, c, 1.0) def _cdf(self, x, c): @@ -3020,25 +3115,29 @@ class fisk_gen(burr_gen): return burr_gen._stats(self, c, 1.0) def _entropy(self, c): return 2 - log(c) -fisk = fisk_gen(a=0.0, name='fisk', longname="Fisk", - shapes='c', extradoc=""" - -Fisk distribution. - -Also known as the log-logistic distribution. - -Burr distribution with d=1. -""" - ) +fisk = fisk_gen(a=0.0, name='fisk', shapes='c') ## Cauchy # median = loc class cauchy_gen(rv_continuous): - def _pdf(self, x): - return 1.0/pi/(1.0+x*x) - def _cdf(self, x): + """A Cauchy continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `cauchy` is:: + + cauchy.pdf(x) = 1 / (pi * (1 + x**2)) + + %(example)s + + """ + def _pdf(self, x): + return 1.0/pi/(1.0+x*x) + def _cdf(self, x): return 0.5 + 1.0/pi*arctan(x) def _ppf(self, q): return tan(pi*q-pi/2.0) @@ -3050,15 +3149,8 @@ class cauchy_gen(rv_continuous): return inf, inf, nan, nan def _entropy(self): return log(4*pi) -cauchy = cauchy_gen(name='cauchy',longname='Cauchy',extradoc=""" - -Cauchy distribution +cauchy = cauchy_gen(name='cauchy') -cauchy.pdf(x) = 1/(pi*(1+x**2)) - -This is the t distribution with one degree of freedom. -""" - ) ## Chi ## (positive square-root of chi-square) @@ -3067,6 +3159,21 @@ This is the t distribution with one degree of freedom. ## chi(3, 0, scale) = MaxWell class chi_gen(rv_continuous): + """A chi continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `chi` is:: + + chi.pdf(x,df) = x**(df-1) * exp(-x**2/2) / (2**(df/2-1) * gamma(df/2)) + + for ``x > 0``. + + %(example)s + + """ def _rvs(self, df): return sqrt(chi2.rvs(df,size=self._size)) def _pdf(self, x, df): @@ -3082,18 +3189,24 @@ class chi_gen(rv_continuous): g2 = 2*df*(1.0-df)-6*mu**4 + 4*mu**2 * (2*df-1) g2 /= arr(mu2**2.0) return mu, mu2, g1, g2 -chi = chi_gen(a=0.0,name='chi',shapes='df',extradoc=""" - -Chi distribution - -chi.pdf(x,df) = x**(df-1)*exp(-x**2/2)/(2**(df/2-1)*gamma(df/2)) -for x > 0. -""" - ) +chi = chi_gen(a=0.0, name='chi', shapes='df') ## Chi-squared (gamma-distributed with loc=0 and scale=2 and shape=df/2) class chi2_gen(rv_continuous): + """A chi-squared continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `chi2` is:: + + chi2.pdf(x,df) = 1 / (2*gamma(df/2)) * (x/2)**(df/2-1) * exp(-x/2) + + %(example)s + + """ def _rvs(self, df): return mtrand.chisquare(df,self._size) def _pdf(self, x, df): @@ -3120,17 +3233,27 @@ class chi2_gen(rv_continuous): g1 = 2*sqrt(2.0/df) g2 = 12.0/df return mu, mu2, g1, g2 -chi2 = chi2_gen(a=0.0,name='chi2',longname='A chi-squared',shapes='df', - extradoc=""" +chi2 = chi2_gen(a=0.0, name='chi2', shapes='df') -Chi-squared distribution - -chi2.pdf(x,df) = 1/(2*gamma(df/2)) * (x/2)**(df/2-1) * exp(-x/2) -""" - ) ## Cosine (Approximation to the Normal) class cosine_gen(rv_continuous): + """A cosine continuous random variable. + + %(before_notes)s + + Notes + ----- + The cosine distribution is an approximation to the normal distribution. + The probability density function for `cosine` is:: + + cosine.pdf(x) = 1/(2*pi) * (1+cos(x)) + + for ``-pi <= x <= pi``. + + %(example)s + + """ def _pdf(self, x): return 1.0/2/pi*(1+cos(x)) def _cdf(self, x): @@ -3139,16 +3262,26 @@ class cosine_gen(rv_continuous): return 0.0, pi*pi/3.0-2.0, 0.0, -6.0*(pi**4-90)/(5.0*(pi*pi-6)**2) def _entropy(self): return log(4*pi)-1.0 -cosine = cosine_gen(a=-pi,b=pi,name='cosine',extradoc=""" +cosine = cosine_gen(a=-pi, b=pi, name='cosine') -Cosine distribution (approximation to the normal) - -cosine.pdf(x) = 1/(2*pi) * (1+cos(x)) -for -pi <= x <= pi. -""") ## Double Gamma distribution class dgamma_gen(rv_continuous): + """A double gamma continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `dgamma` is:: + + dgamma.pdf(x, a) = 1 / (2*gamma(a)) * abs(x)**(a-1) * exp(-abs(x)) + + for ``a > 0``. + + %(example)s + + """ def _rvs(self, a): u = random(size=self._size) return (gamma.rvs(a,size=self._size)*where(u>=0.5,1,-1)) @@ -3171,19 +3304,25 @@ class dgamma_gen(rv_continuous): def _stats(self, a): mu2 = a*(a+1.0) return 0.0, mu2, 0.0, (a+2.0)*(a+3.0)/mu2-3.0 -dgamma = dgamma_gen(name='dgamma',longname="A double gamma", - shapes='a',extradoc=""" - -Double gamma distribution +dgamma = dgamma_gen(name='dgamma', shapes='a') -dgamma.pdf(x,a) = 1/(2*gamma(a))*abs(x)**(a-1)*exp(-abs(x)) -for a > 0. -""" - ) ## Double Weibull distribution ## class dweibull_gen(rv_continuous): + """A double Weibull continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `dweibull` is:: + + dweibull.pdf(x, c) = c / 2 * abs(x)**(c-1) * exp(-abs(x)**c) + + %(example)s + + """ def _rvs(self, c): u = random(size=self._size) return weibull_min.rvs(c, size=self._size)*(where(u>=0.5,1,-1)) @@ -3204,20 +3343,26 @@ class dweibull_gen(rv_continuous): def _stats(self, c): var = gam(1+2.0/c) return 0.0, var, 0.0, gam(1+4.0/c)/var -dweibull = dweibull_gen(name='dweibull',longname="A double Weibull", - shapes='c',extradoc=""" - -Double Weibull distribution +dweibull = dweibull_gen(name='dweibull', shapes='c') -dweibull.pdf(x,c) = c/2*abs(x)**(c-1)*exp(-abs(x)**c) -""" - ) ## ERLANG ## ## Special case of the Gamma distribution with shape parameter an integer. ## class erlang_gen(rv_continuous): + """An Erlang continuous random variable. + + %(before_notes)s + + Notes + ----- + The Erlang distribution is a special case of the Gamma distribution, with + the shape parameter an integer. + + %(example)s + + """ def _rvs(self, n): return gamma.rvs(n,size=self._size) def _arg_check(self, n): @@ -3238,17 +3383,30 @@ class erlang_gen(rv_continuous): return n, n, 2/sqrt(n), 6/n def _entropy(self, n): return special.psi(n)*(1-n) + 1 + gamln(n) -erlang = erlang_gen(a=0.0,name='erlang',longname='An Erlang', - shapes='n',extradoc=""" +erlang = erlang_gen(a=0.0, name='erlang', shapes='n') -Erlang distribution (Gamma with integer shape parameter) -""" - ) ## Exponential (gamma distributed with a=1.0, loc=loc and scale=scale) ## scale == 1.0 / lambda class expon_gen(rv_continuous): + """An exponential continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `expon` is:: + + expon.pdf(x) = exp(-x) + + for ``x >= 0``. + + The scale parameter is equal to ``scale = 1.0 / lambda``. + + %(example)s + + """ def link(self, x, logSF, phat, ix): ''' Link for x,SF and parameters of Exponential distribution @@ -3293,22 +3451,27 @@ class expon_gen(rv_continuous): return 1.0, 1.0, 2.0, 6.0 def _entropy(self): return 1.0 -expon = expon_gen(a=0.0,name='expon',longname="An exponential", - extradoc=""" +expon = expon_gen(a=0.0, name='expon') -Exponential distribution -expon.pdf(x) = exp(-x) -for x >= 0. +## Exponentiated Weibull +class exponweib_gen(rv_continuous): + """An exponentiated Weibull continuous random variable. -scale = 1.0 / lambda -""" - ) + %(before_notes)s + Notes + ----- + The probability density function for `exponweib` is:: -## Exponentiated Weibull -class exponweib_gen(rv_continuous): + exponweib.pdf(x, a, c) = + a * c * (1-exp(-x**c))**(a-1) * exp(-x**c)*x**(c-1) + + for ``x > 0``, ``a > 0``, ``c > 0``. + + %(example)s + """ def _pdf(self, x, a, c): exc = exp(-x**c) return a*c*(1-exc)**arr(a-1) * exc * x**(c-1) @@ -3320,20 +3483,27 @@ class exponweib_gen(rv_continuous): return arr((exm1c)**a) def _ppf(self, q, a, c): return (-log1p(-q**(1.0/a)))**arr(1.0/c) -exponweib = exponweib_gen(a=0.0,name='exponweib', - longname="An exponentiated Weibull", - shapes="a, c",extradoc=""" - -Exponentiated Weibull distribution +exponweib = exponweib_gen(a=0.0, name='exponweib', shapes="a, c") -exponweib.pdf(x,a,c) = a*c*(1-exp(-x**c))**(a-1)*exp(-x**c)*x**(c-1) -for x > 0, a, c > 0. -""" - ) ## Exponential Power class exponpow_gen(rv_continuous): + """An exponential power continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `exponpow` is:: + + exponpow.pdf(x, b) = b * x**(b-1) * exp(1+x**b - exp(x**b)) + + for ``x >= 0``, ``b > 0``. + + %(example)s + + """ def _pdf(self, x, b): xbm1 = arr(x**(b-1.0)) xb = xbm1 * x @@ -3351,18 +3521,27 @@ class exponpow_gen(rv_continuous): return (log1p(-log(x)))**(1./b) def _ppf(self, q, b): return pow(log1p(-log1p(-q)), 1.0/b) -exponpow = exponpow_gen(a=0.0,name='exponpow',longname="An exponential power", - shapes='b',extradoc=""" +exponpow = exponpow_gen(a=0.0, name='exponpow', shapes='b') -Exponential Power distribution - -exponpow.pdf(x,b) = b*x**(b-1) * exp(1+x**b - exp(x**b)) -for x >= 0, b > 0. -""" - ) ## Fatigue-Life (Birnbaum-Sanders) class fatiguelife_gen(rv_continuous): + """A fatigue-life (Birnbaum-Sanders) continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `fatiguelife` is:: + + fatiguelife.pdf(x,c) = + (x+1) / (2*c*sqrt(2*pi*x**3)) * exp(-(x-1)**2/(2*x*c**2)) + + for ``x > 0``. + + %(example)s + + """ def _rvs(self, c): z = norm.rvs(size=self._size) x = 0.5*c*z @@ -3386,20 +3565,27 @@ class fatiguelife_gen(rv_continuous): g1 = 4*c*sqrt(11*c2+6.0)/den**1.5 g2 = 6*c2*(93*c2+41.0) / den**2.0 return mu, mu2, g1, g2 -fatiguelife = fatiguelife_gen(a=0.0,name='fatiguelife', - longname="A fatigue-life (Birnbaum-Sanders)", - shapes='c',extradoc=""" - -Fatigue-life (Birnbaum-Sanders) distribution +fatiguelife = fatiguelife_gen(a=0.0, name='fatiguelife', shapes='c') -fatiguelife.pdf(x,c) = (x+1)/(2*c*sqrt(2*pi*x**3)) * exp(-(x-1)**2/(2*x*c**2)) -for x > 0. -""" - ) ## Folded Cauchy class foldcauchy_gen(rv_continuous): + """A folded Cauchy continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `foldcauchy` is:: + + foldcauchy.pdf(x, c) = 1/(pi*(1+(x-c)**2)) + 1/(pi*(1+(x+c)**2)) + + for ``x >= 0``. + + %(example)s + + """ def _rvs(self, c): return abs(cauchy.rvs(loc=c,size=self._size)) def _pdf(self, x, c): @@ -3409,20 +3595,29 @@ class foldcauchy_gen(rv_continuous): def _stats(self, c): return inf, inf, nan, nan # setting xb=1000 allows to calculate ppf for up to q=0.9993 -foldcauchy = foldcauchy_gen(a=0.0, name='foldcauchy',xb=1000, - longname = "A folded Cauchy", - shapes='c',extradoc=""" +foldcauchy = foldcauchy_gen(a=0.0, name='foldcauchy', xb=1000, shapes='c') -A folded Cauchy distributions - -foldcauchy.pdf(x,c) = 1/(pi*(1+(x-c)**2)) + 1/(pi*(1+(x+c)**2)) -for x >= 0. -""" - ) ## F class f_gen(rv_continuous): + """An F continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `f` is:: + + df2**(df2/2) * df1**(df1/2) * x**(df1/2-1) + F.pdf(x, df1, df2) = -------------------------------------------- + (df2+df1*x)**((df1+df2)/2) * B(df1/2, df2/2) + + for ``x > 0``. + + %(example)s + + """ def _rvs(self, dfn, dfd): return mtrand.f(dfn, dfd, self._size) def _pdf(self, x, dfn, dfd): @@ -3454,17 +3649,8 @@ class f_gen(rv_continuous): g2 = 3/(2*v2-16)*(8+g1*g1*(v2-6)) g2 = where(v2 > 8, g2, nan) return mu, mu2, g1, g2 -f = f_gen(a=0.0,name='f',longname='An F',shapes="dfn, dfd", - extradoc=""" +f = f_gen(a=0.0, name='f', shapes="dfn, dfd") -F distribution - - df2**(df2/2) * df1**(df1/2) * x**(df1/2-1) -F.pdf(x,df1,df2) = -------------------------------------------- - (df2+df1*x)**((df1+df2)/2) * B(df1/2, df2/2) -for x > 0. -""" - ) ## Folded Normal ## abs(Z) where (Z is normal with mu=L and std=S so that c=abs(L)/S) @@ -3475,6 +3661,21 @@ for x > 0. ## Half-normal is folded normal with shape-parameter c=0. class foldnorm_gen(rv_continuous): + """A folded normal continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `foldnorm` is:: + + foldnormal.pdf(x, c) = sqrt(2/pi) * cosh(c*x) * exp(-(x**2+c**2)/2) + + for ``c >= 0``. + + %(example)s + + """ def _rvs(self, c): return abs(norm.rvs(loc=c,size=self._size)) def _pdf(self, x, c): @@ -3495,21 +3696,34 @@ class foldnorm_gen(rv_continuous): g2 -= 4*exp(-c2/2.0)*mu*(sqrt(2.0/pi)*(c2+2)+c*(c2+3)*exp(c2/2.0)*fac) g2 /= mu2**2.0 return mu, mu2, g1, g2 -foldnorm = foldnorm_gen(a=0.0,name='foldnorm',longname='A folded normal', - shapes='c',extradoc=""" - -Folded normal distribution +foldnorm = foldnorm_gen(a=0.0, name='foldnorm', shapes='c') -foldnormal.pdf(x,c) = sqrt(2/pi) * cosh(c*x) * exp(-(x**2+c**2)/2) -for c >= 0. -""" - ) ## Extreme Value Type II or Frechet ## (defined in Regress+ documentation as Extreme LB) as ## a limiting value distribution. ## class frechet_r_gen(rv_continuous): + """A Frechet right (or Weibull minimum) continuous random variable. + + %(before_notes)s + + See Also + -------- + weibull_min : The same distribution as `frechet_r`. + frechet_l, weibull_max + + Notes + ----- + The probability density function for `frechet_r` is:: + + frechet_r.pdf(x, c) = c * x**(c-1) * exp(-x**c) + + for ``x > 0``, ``c > 0``. + + %(example)s + + """ def link(self, x, logSF, phat, ix): u = phat[1] if ix == 0: @@ -3534,27 +3748,32 @@ class frechet_r_gen(rv_continuous): return special.gamma(1.0+n*1.0/c) def _entropy(self, c): return -_EULER / c - log(c) + _EULER + 1 -frechet_r = frechet_r_gen(a=0.0,name='frechet_r',longname="A Frechet right", - shapes='c',extradoc=""" +frechet_r = frechet_r_gen(a=0.0, name='frechet_r', shapes='c') +weibull_min = frechet_r_gen(a=0.0, name='weibull_min', shapes='c') -A Frechet (right) distribution (also called Weibull minimum) -frechet_r.pdf(x,c) = c*x**(c-1)*exp(-x**c) -for x > 0, c > 0. -""" - ) -weibull_min = frechet_r_gen(a=0.0,name='weibull_min', - longname="A Weibull minimum", - shapes='c',extradoc=""" -A Weibull minimum distribution (also called a Frechet (right) distribution) +class frechet_l_gen(rv_continuous): + """A Frechet left (or Weibull maximum) continuous random variable. -weibull_min.pdf(x,c) = c*x**(c-1)*exp(-x**c) -for x > 0, c > 0. -""" - ) + %(before_notes)s -class frechet_l_gen(rv_continuous): + See Also + -------- + weibull_max : The same distribution as `frechet_l`. + frechet_r, weibull_min + + Notes + ----- + The probability density function for `frechet_l` is:: + + frechet_l.pdf(x, c) = c * (-x)**(c-1) * exp(-(-x)**c) + + for ``x < 0``, ``c > 0``. + + %(example)s + + """ def _pdf(self, x, c): return c*pow(-x,c-1)*exp(-pow(-x,c)) def _cdf(self, x, c): @@ -3563,35 +3782,35 @@ class frechet_l_gen(rv_continuous): return -pow(-log(q),1.0/c) def _munp(self, n, c): val = special.gamma(1.0+n*1.0/c) - if (int(n) % 2): sgn = -1 - else: sgn = 1 - return sgn*val + if (int(n) % 2): + sgn = -1 + else: + sgn = 1 + return sgn * val def _entropy(self, c): return -_EULER / c - log(c) + _EULER + 1 -frechet_l = frechet_l_gen(b=0.0,name='frechet_l',longname="A Frechet left", - shapes='c',extradoc=""" +frechet_l = frechet_l_gen(b=0.0, name='frechet_l', shapes='c') +weibull_max = frechet_l_gen(b=0.0, name='weibull_max', shapes='c') -A Frechet (left) distribution (also called Weibull maximum) -frechet_l.pdf(x,c) = c * (-x)**(c-1) * exp(-(-x)**c) -for x < 0, c > 0. -""" - ) -weibull_max = frechet_l_gen(b=0.0,name='weibull_max', - longname="A Weibull maximum", - shapes='c',extradoc=""" +## Generalized Logistic +## +class genlogistic_gen(rv_continuous): + """A generalized logistic continuous random variable. -A Weibull maximum distribution (also called a Frechet (left) distribution) + %(before_notes)s -weibull_max.pdf(x,c) = c * (-x)**(c-1) * exp(-(-x)**c) -for x < 0, c > 0. -""" - ) + Notes + ----- + The probability density function for `genlogistic` is:: + genlogistic.pdf(x, c) = c * exp(-x) / (1 + exp(-x))**(c+1) -## Generalized Logistic -## -class genlogistic_gen(rv_continuous): + for ``x > 0``, ``c > 0``. + + %(example)s + + """ def _pdf(self, x, c): Px = c*exp(-x)/(1+exp(-x))**(c+1.0) return Px @@ -3612,16 +3831,8 @@ class genlogistic_gen(rv_continuous): g2 = pi**4/15.0 + 6*zeta(4,c) g2 /= mu2**2.0 return mu, mu2, g1, g2 -genlogistic = genlogistic_gen(name='genlogistic', - longname="A generalized logistic", - shapes='c',extradoc=""" +genlogistic = genlogistic_gen(name='genlogistic', shapes='c') -Generalized logistic distribution - -genlogistic.pdf(x,c) = c*exp(-x) / (1+exp(-x))**(c+1) -for x > 0, c > 0. -""" - ) def log1pxdx(x): '''Computes Log(1+x)/x @@ -3636,6 +3847,26 @@ def log1pxdx(x): ## Generalized Pareto class genpareto_gen(rv_continuous): + """A generalized Pareto continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `genpareto` is:: + + genpareto.pdf(x, c) = exp(-x) + + for c==0 + + genpareto.pdf(x, c) = (1 + c * x)**(-1 - 1/c) + + for ``c != 0``, and for ``x >= 0`` for all c, + and ``x < 1/abs(c)`` for ``c < 0``. + + %(example)s + + """ def link(self, x, logSF, phat, ix): # Reference # Stuart Coles (2004) @@ -3666,19 +3897,20 @@ class genpareto_gen(rv_continuous): self.b = where(c < 0, 1.0 / abs(c), inf) return where(abs(c) == inf, 0, 1) def _pdf(self, x, c): - cx = where((c == 0) & (x == inf), 0.0, c * x).clip(min= -1.0) - #putmask(cx,cx<-1,-1.0) - logpdf = where((cx == inf) | (cx == -1), -inf, -(x + cx) * log1pxdx(cx)) - putmask(logpdf, (c == -1) & (x == 1.0), 0.0) - return exp(logpdf) - - #%f = exp(-xn)./s; % for k==0 - #%f = (1+k.*xn).^(-1./k-1)/s; % for k~=0 - #%f = exp((-1./k-1).*log1p(kxn))/s % for k~=0 - #%f = exp((-xn-kxn).*log1p(kxn)./(kxn))/s % for any k kxn~=inf + #%f = exp(-xn)/s; % for k==0 + #%f = (1+k.*xn)**(-1./k-1)/s; % for k~=0 + #%f = exp((-1./k-1)*log1p(kxn))/s % for k~=0 + #%f = exp((-xn-kxn)*log1p(kxn)/(kxn))/s % for any k kxn~=inf + return exp(self._logpdf(x, c) #Px = pow(1+c*x,arr(-1.0-1.0/c)) #return Px - def _chf(self, x, c): + def _logpdf(self, x, c): + cx = where((c == 0) & (x == inf), 0.0, c * x).clip(min= -1.0) + logpdf = where((cx == inf) | (cx == -1), -inf, -(x + cx) * log1pxdx(cx)) + putmask(logpdf, (c == -1) & (x == 1.0), 0.0) + return logpdf + #return (-1.0-1.0/c) * np.log1p(c*x) + def _chf(self, x, c): cx = c * x return where((0.0 < x) & (-1.0 <= cx) & (c != 0), log1p(cx) / c, x) def _cdf(self, x, c): @@ -3696,7 +3928,6 @@ class genpareto_gen(rv_continuous): def _isf(self, q, c): log_sf = log(q) return self._isf2(log_sf, c) - #vals = 1.0/c * (pow(1-q, -c)-1) #return vals @@ -3790,21 +4021,36 @@ class genpareto_gen(rv_continuous): self.b = -1.0 / c return rv_continuous._entropy(self, c) -genpareto = genpareto_gen(a=0.0,name='genpareto', - longname="A generalized Pareto", - shapes='c',extradoc=""" +genpareto = genpareto_gen(a=0.0, name='genpareto', shapes='c') -Generalized Pareto distribution - -genpareto.pdf(x,c) = exp(-x) for c==0 -genpareto.pdf(x,c) = (1+c*x)**(-1-1/c) -for c != 0, and for x >= 0 for all c, and x < 1/abs(c) for c < 0. -""" - ) ## Generalized Exponential class genexpon_gen(rv_continuous): + """A generalized exponential continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `genexpon` is:: + + genexpon.pdf(x, a, b, c) = (a + b * (1 - exp(-c*x))) * \ + exp(-a*x - b*x + b/c * (1-exp(-c*x))) + + for ``x >= 0``, ``a,b,c > 0``. + + References + ---------- + "An Extension of Marshall and Olkin's Bivariate Exponential Distribution", + H.K. Ryu, Journal of the American Statistical Association, 1993. + + "The Exponential Distribution: Theory, Methods and Applications", + N. Balakrishnan, Asit P. Basu. + + %(example)s + + """ def link(self, x, logSF, phat, ix): xn = (x - phat[3]) / phat[4] b = phat[1] @@ -3824,23 +4070,8 @@ class genexpon_gen(rv_continuous): return -expm1((-a-b)*x + b*(-expm1(-c*x))/c) def _logpdf(self, x, a, b, c): return np.log(a+b*(-expm1(-c*x))) + (-a-b)*x+b*(-expm1(-c*x))/c -genexpon = genexpon_gen(a=0.0,name='genexpon', - longname='A generalized exponential', - shapes='a, b, c',extradoc=""" - -Generalized exponential distribution (Ryu 1993) - -f(x,a,b,c) = (a+b*(1-exp(-c*x))) * exp(-a*x-b*x+b/c*(1-exp(-c*x))) -for x >= 0, a,b,c > 0. - -a, b, c are the first, second and third shape parameters. +genexpon = genexpon_gen(a=0.0, name='genexpon', shapes='a, b, c') -References ----------- -"The Exponential Distribution: Theory, Methods and Applications", -N. Balakrishnan, Asit P. Basu -""" - ) ## Generalized Extreme Value ## c=0 is just gumbel distribution. @@ -3852,6 +4083,26 @@ N. Balakrishnan, Asit P. Basu # increased precision for small c class genextreme_gen(rv_continuous): + """A generalized extreme value continuous random variable. + + %(before_notes)s + + See Also + -------- + gumbel_r + + Notes + ----- + For ``c=0``, `genextreme` is equal to `gumbel_r`. + The probability density function for `genextreme` is:: + + genextreme.pdf(x, c) = + exp(-exp(-x))*exp(-x), for c==0 + exp(-(1-c*x)**(1/c))*(1-c*x)**(1/c-1), for x <= 1/c, c > 0 + + %(example)s + + """ def _argcheck(self, c): min = np.minimum max = np.maximum @@ -3931,19 +4182,8 @@ class genextreme_gen(rv_continuous): shape = 7.8590 * z + 2.9554 * z ** 2 scale = (2 * b1 - b0) * shape / (exp(gamln(1 + shape)) * (1 - 2 ** (-shape))) loc = b0 + scale * (expm1(gamln(1 + shape))) / shape - return shape, loc, scale - -genextreme = genextreme_gen(name='genextreme', - longname="A generalized extreme value", - shapes='c',extradoc=""" - -Generalized extreme value (see gumbel_r for c=0) - -genextreme.pdf(x,c) = exp(-exp(-x))*exp(-x) for c==0 -genextreme.pdf(x,c) = exp(-(1-c*x)**(1/c))*(1-c*x)**(1/c-1) -for x <= 1/c, c > 0 -""" - ) + return shape, loc, scale +genextreme = genextreme_gen(name='genextreme', shapes='c') ## Gamma (Use MATLAB and MATHEMATICA (b=theta=scale, a=alpha=shape) definition) @@ -3952,10 +4192,32 @@ for x <= 1/c, c > 0 ## gamma(df/2, 0, 2) is the chi2 distribution with df degrees of freedom. class gamma_gen(rv_continuous): + """A gamma continuous random variable. + + %(before_notes)s + + See Also + -------- + erlang, expon + + Notes + ----- + When ``a`` is an integer, this is the Erlang distribution, and for ``a=1`` + it is the exponential distribution. + + The probability density function for `gamma` is:: + + gamma.pdf(x, a) = x**(a-1) * exp(-x) / gamma(a) + + for ``x >= 0``, ``a > 0``. + + %(example)s + + """ def _rvs(self, a): return mtrand.standard_gamma(a, self._size) def _pdf(self, x, a): - return x**(a-1)*exp(-x)/special.gamma(a) + return exp(self._logpdf(x, a)) def _logpdf(self, x, a): return (a-1)*log(x) - x - gamln(a) def _cdf(self, x, a): @@ -3985,21 +4247,26 @@ class gamma_gen(rv_continuous): return a, floc, scale else: return super(gamma_gen, self).fit(data, *args, **kwds) -gamma = gamma_gen(a=0.0,name='gamma',longname='A gamma', - shapes='a',extradoc=""" - -Gamma distribution - -For a = integer, this is the Erlang distribution, and for a=1 it is the -exponential distribution. +gamma = gamma_gen(a=0.0, name='gamma', shapes='a') -gamma.pdf(x,a) = x**(a-1)*exp(-x)/gamma(a) -for x >= 0, a > 0. -""" - ) # Generalized Gamma class gengamma_gen(rv_continuous): + """A generalized gamma continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `gengamma` is:: + + gengamma.pdf(x, a, c) = abs(c) * x**(c*a-1) * exp(-x**c) / gamma(a) + + for ``x > 0``, ``a > 0``, and ``c != 0``. + + %(example)s + + """ def _argcheck(self, a, c): return (a > 0) & (c != 0) def _pdf(self, x, a, c): @@ -4019,21 +4286,28 @@ class gengamma_gen(rv_continuous): def _entropy(self, a,c): val = special.psi(a) return a*(1-val) + 1.0/c*val + gamln(a)-log(abs(c)) -gengamma = gengamma_gen(a=0.0, name='gengamma', - longname='A generalized gamma', - shapes="a, c", extradoc=""" +gengamma = gengamma_gen(a=0.0, name='gengamma', shapes="a, c") -Generalized gamma distribution - -gengamma.pdf(x,a,c) = abs(c)*x**(c*a-1)*exp(-x**c)/gamma(a) -for x > 0, a > 0, and c != 0. -""" - ) ## Generalized Half-Logistic ## class genhalflogistic_gen(rv_continuous): + """A generalized half-logistic continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `genhalflogistic` is:: + + genhalflogistic.pdf(x, c) = 2 * (1-c*x)**(1/c-1) / (1+(1-c*x)**(1/c))**2 + + for ``0 <= x <= 1/c``, and ``c > 0``. + + %(example)s + + """ def _argcheck(self, c): self.b = 1.0 / c return (c > 0) @@ -4053,20 +4327,28 @@ class genhalflogistic_gen(rv_continuous): def _entropy(self,c): return 2 - (2*c+1)*log(2) genhalflogistic = genhalflogistic_gen(a=0.0, name='genhalflogistic', - longname="A generalized half-logistic", - shapes='c',extradoc=""" + shapes='c') -Generalized half-logistic - -genhalflogistic.pdf(x,c) = 2*(1-c*x)**(1/c-1) / (1+(1-c*x)**(1/c))**2 -for 0 <= x <= 1/c, and c > 0. -""" - ) ## Gompertz (Truncated Gumbel) ## Defined for x>=0 class gompertz_gen(rv_continuous): + """A Gompertz (or truncated Gumbel) continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `gompertz` is:: + + gompertz.pdf(x, c) = c * exp(x) * exp(-c*(exp(x)-1)) + + for ``x >= 0``, ``c > 0``. + + %(example)s + + """ def _pdf(self, x, c): ex = exp(x) return c*ex*exp(-c*(ex-1)) @@ -4076,22 +4358,35 @@ class gompertz_gen(rv_continuous): return log1p(-1.0/c*log1p(-q)) def _entropy(self, c): return 1.0 - log(c) - exp(c)*special.expn(1,c) -gompertz = gompertz_gen(a=0.0, name='gompertz', - longname="A Gompertz (truncated Gumbel) distribution", - shapes='c',extradoc=""" - -Gompertz (truncated Gumbel) distribution +gompertz = gompertz_gen(a=0.0, name='gompertz', shapes='c') -gompertz.pdf(x,c) = c*exp(x) * exp(-c*(exp(x)-1)) -for x >= 0, c > 0. -""" - ) ## Gumbel, Log-Weibull, Fisher-Tippett, Gompertz ## The left-skewed gumbel distribution. ## and right-skewed are available as gumbel_l and gumbel_r class gumbel_r_gen(rv_continuous): + """A right-skewed Gumbel continuous random variable. + + %(before_notes)s + + See Also + -------- + gumbel_l, gompertz, genextreme + + Notes + ----- + The probability density function for `gumbel_r` is:: + + gumbel_r.pdf(x) = exp(-(x + exp(-x))) + + The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett + distribution. It is also related to the extreme value distribution, + log-Weibull and Gompertz distributions. + + %(example)s + + """ def _pdf(self, x): ex = exp(-x) return ex*exp(-ex) @@ -4108,15 +4403,31 @@ class gumbel_r_gen(rv_continuous): 12*sqrt(6)/pi**3 * _ZETA3, 12.0/5 def _entropy(self): return 1.0608407169541684911 -gumbel_r = gumbel_r_gen(name='gumbel_r',longname="A (right-skewed) Gumbel", - extradoc=""" +gumbel_r = gumbel_r_gen(name='gumbel_r') -Right-skewed Gumbel (Log-Weibull, Fisher-Tippett, Gompertz) distribution -gumbel_r.pdf(x) = exp(-(x+exp(-x))) -""" - ) class gumbel_l_gen(rv_continuous): + """A left-skewed Gumbel continuous random variable. + + %(before_notes)s + + See Also + -------- + gumbel_r, gompertz, genextreme + + Notes + ----- + The probability density function for `gumbel_l` is:: + + gumbel_l.pdf(x) = exp(x - exp(x)) + + The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett + distribution. It is also related to the extreme value distribution, + log-Weibull and Gompertz distributions. + + %(example)s + + """ def _pdf(self, x): ex = exp(x) return ex*exp(-ex) @@ -4131,18 +4442,27 @@ class gumbel_l_gen(rv_continuous): -12*sqrt(6)/pi**3 * _ZETA3, 12.0/5 def _entropy(self): return 1.0608407169541684911 -gumbel_l = gumbel_l_gen(name='gumbel_l',longname="A left-skewed Gumbel", - extradoc=""" +gumbel_l = gumbel_l_gen(name='gumbel_l') -Left-skewed Gumbel distribution - -gumbel_l.pdf(x) = exp(x - exp(x)) -""" - ) # Half-Cauchy class halfcauchy_gen(rv_continuous): + """A Half-Cauchy continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `halfcauchy` is:: + + halfcauchy.pdf(x) = 2 / (pi * (1 + x**2)) + + for ``x >= 0``. + + %(example)s + + """ def _pdf(self, x): return 2.0/pi/(1.0+x*x) def _logpdf(self, x): @@ -4155,21 +4475,28 @@ class halfcauchy_gen(rv_continuous): return inf, inf, nan, nan def _entropy(self): return log(2*pi) -halfcauchy = halfcauchy_gen(a=0.0,name='halfcauchy', - longname="A Half-Cauchy",extradoc=""" - -Half-Cauchy distribution - -halfcauchy.pdf(x) = 2/(pi*(1+x**2)) -for x >= 0. -""" - ) +halfcauchy = halfcauchy_gen(a=0.0, name='halfcauchy') ## Half-Logistic ## class halflogistic_gen(rv_continuous): + """A half-logistic continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `halflogistic` is:: + + halflogistic.pdf(x) = 2 * exp(-x) / (1+exp(-x))**2 = 1/2 * sech(x/2)**2 + + for ``x >= 0``. + + %(example)s + + """ def _pdf(self, x): return 0.5/(cosh(x/2.0))**2.0 def _cdf(self, x): @@ -4184,21 +4511,27 @@ class halflogistic_gen(rv_continuous): return 2*(1-pow(2.0,1-n))*special.gamma(n+1)*special.zeta(n,1) def _entropy(self): return 2-log(2) -halflogistic = halflogistic_gen(a=0.0, name='halflogistic', - longname="A half-logistic", - extradoc=""" - -Half-logistic distribution - -halflogistic.pdf(x) = 2*exp(-x)/(1+exp(-x))**2 = 1/2*sech(x/2)**2 -for x >= 0. -""" - ) +halflogistic = halflogistic_gen(a=0.0, name='halflogistic') ## Half-normal = chi(1, loc, scale) class halfnorm_gen(rv_continuous): + """A half-normal continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `halfnorm` is:: + + halfnorm.pdf(x) = sqrt(2/pi) * exp(-x**2/2) + + for ``x > 0``. + + %(example)s + + """ def _rvs(self): return abs(norm.rvs(size=self._size)) def _pdf(self, x): @@ -4214,20 +4547,25 @@ class halfnorm_gen(rv_continuous): 8*(pi-3)/(pi-2)**2 def _entropy(self): return 0.5*log(pi/2.0)+0.5 -halfnorm = halfnorm_gen(a=0.0, name='halfnorm', - longname="A half-normal", - extradoc=""" - -Half-normal distribution +halfnorm = halfnorm_gen(a=0.0, name='halfnorm') -halfnorm.pdf(x) = sqrt(2/pi) * exp(-x**2/2) -for x > 0. -""" - ) ## Hyperbolic Secant class hypsecant_gen(rv_continuous): + """A hyperbolic secant continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `hypsecant` is:: + + hypsecant.pdf(x) = 1/pi * sech(x) + + %(example)s + + """ def _pdf(self, x): return 1.0/(pi*cosh(x)) def _cdf(self, x): @@ -4238,18 +4576,29 @@ class hypsecant_gen(rv_continuous): return 0, pi*pi/4, 0, 2 def _entropy(self): return log(2*pi) -hypsecant = hypsecant_gen(name='hypsecant',longname="A hyperbolic secant", - extradoc=""" +hypsecant = hypsecant_gen(name='hypsecant') -Hyperbolic secant distribution - -hypsecant.pdf(x) = 1/pi * sech(x) -""" - ) ## Gauss Hypergeometric class gausshyper_gen(rv_continuous): + """A Gauss hypergeometric continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `gausshyper` is:: + + gausshyper.pdf(x, a, b, c, z) = + C * x**(a-1) * (1-x)**(b-1) * (1+z*x)**(-c) + + for ``0 <= x <= 1``, ``a > 0``, ``b > 0``, and + ``C = 1 / (B(a,b) F[2,1](c, a; a+b; -z))`` + + %(example)s + + """ def _argcheck(self, a, b, c, z): return (a > 0) & (b > 0) & (c==c) & (z==z) def _pdf(self, x, a, b, c, z): @@ -4261,23 +4610,29 @@ class gausshyper_gen(rv_continuous): den = special.hyp2f1(c,a,a+b,-z) return fac*num / den gausshyper = gausshyper_gen(a=0.0, b=1.0, name='gausshyper', - longname="A Gauss hypergeometric", - shapes="a, b, c, z", - extradoc=""" - -Gauss hypergeometric distribution + shapes="a, b, c, z") -gausshyper.pdf(x,a,b,c,z) = C * x**(a-1) * (1-x)**(b-1) * (1+z*x)**(-c) -for 0 <= x <= 1, a > 0, b > 0, and -C = 1/(B(a,b)F[2,1](c,a;a+b;-z)) -""" - ) ## Inverted Gamma # special case of generalized gamma with c=-1 # class invgamma_gen(rv_continuous): + """An inverted gamma continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `invgamma` is:: + + invgamma.pdf(x, a) = x**(-a-1) / gamma(a) * exp(-1/x) + + for x > 0, a > 0. + + %(example)s + + """ def _pdf(self, x, a): return exp(self._logpdf(x,a)) def _logpdf(self, x, a): @@ -4290,57 +4645,32 @@ class invgamma_gen(rv_continuous): return exp(gamln(a-n) - gamln(a)) def _entropy(self, a): return a - (a+1.0)*special.psi(a) + gamln(a) -invgamma = invgamma_gen(a=0.0, name='invgamma',longname="An inverted gamma", - shapes='a',extradoc=""" +invgamma = invgamma_gen(a=0.0, name='invgamma', shapes='a') -Inverted gamma distribution -invgamma.pdf(x,a) = x**(-a-1)/gamma(a) * exp(-1/x) -for x > 0, a > 0. -""" - ) +## Inverse Gaussian Distribution (used to be called 'invnorm' +# scale is gamma from DATAPLOT and B from Regress +class invgauss_gen(rv_continuous): + """An inverse Gaussian continuous random variable. -## Inverse Normal Distribution -# scale is gamma from DATAPLOT and B from Regress + %(before_notes)s -_invnorm_msg = \ -"""The `invnorm` distribution will be renamed to `invgauss` after scipy 0.9""" -class invnorm_gen(rv_continuous): - def _rvs(self, mu): - warnings.warn(_invnorm_msg, DeprecationWarning) - return mtrand.wald(mu, 1.0, size=self._size) - def _pdf(self, x, mu): - warnings.warn(_invnorm_msg, DeprecationWarning) - return 1.0/sqrt(2*pi*x**3.0)*exp(-1.0/(2*x)*((x-mu)/mu)**2) - def _logpdf(self, x, mu): - warnings.warn(_invnorm_msg, DeprecationWarning) - return -0.5*log(2*pi) - 1.5*log(x) - ((x-mu)/mu)**2/(2*x) - def _cdf(self, x, mu): - warnings.warn(_invnorm_msg, DeprecationWarning) - fac = sqrt(1.0/x) - C1 = norm.cdf(fac*(x-mu)/mu) - C1 += exp(2.0/mu)*norm.cdf(-fac*(x+mu)/mu) - return C1 - def _stats(self, mu): - warnings.warn(_invnorm_msg, DeprecationWarning) - return mu, mu**3.0, 3*sqrt(mu), 15*mu -invnorm = invnorm_gen(a=0.0, name='invnorm', longname="An inverse normal", - shapes="mu",extradoc=""" + Notes + ----- + The probability density function for `invgauss` is:: -Inverse normal distribution + invgauss.pdf(x, mu) = 1 / sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2)) -NOTE: `invnorm` will be renamed to `invgauss` after scipy 0.9 + for ``x > 0``. -invnorm.pdf(x,mu) = 1/sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2)) -for x > 0. -""" - ) + When `mu` is too small, evaluating the cumulative density function will be + inaccurate due to ``cdf(mu -> 0) = inf * 0``. + NaNs are returned for ``mu <= 0.0028``. -## Inverse Gaussian Distribution (used to be called 'invnorm' -# scale is gamma from DATAPLOT and B from Regress + %(example)s -class invgauss_gen(rv_continuous): + """ def _rvs(self, mu): return mtrand.wald(mu, 1.0, size=self._size) def _pdf(self, x, mu): @@ -4349,25 +4679,33 @@ class invgauss_gen(rv_continuous): return -0.5*log(2*pi) - 1.5*log(x) - ((x-mu)/mu)**2/(2*x) def _cdf(self, x, mu): fac = sqrt(1.0/x) + # Numerical accuracy for small `mu` is bad. See #869. C1 = norm.cdf(fac*(x-mu)/mu) - C1 += exp(2.0/mu)*norm.cdf(-fac*(x+mu)/mu) + C1 += exp(1.0/mu) * norm.cdf(-fac*(x+mu)/mu) * exp(1.0/mu) return C1 def _stats(self, mu): return mu, mu**3.0, 3*sqrt(mu), 15*mu -invgauss = invgauss_gen(a=0.0, name='invgauss', longname="An inverse Gaussian", - shapes="mu",extradoc=""" - -Inverse Gaussian distribution - -invgauss.pdf(x,mu) = 1/sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2)) -for x > 0. -""" - ) +invgauss = invgauss_gen(a=0.0, name='invgauss', shapes="mu") ## Inverted Weibull class invweibull_gen(rv_continuous): + """An inverted Weibull continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `invweibull` is:: + + invweibull.pdf(x, c) = c * x**(-c-1) * exp(-x**(-c)) + + for ``x > 0``, ``c > 0``. + + %(example)s + + """ def _pdf(self, x, c): xc1 = x**(-c-1.0) #xc2 = xc1*x @@ -4381,20 +4719,31 @@ class invweibull_gen(rv_continuous): return pow(-log(q),arr(-1.0/c)) def _entropy(self, c): return 1+_EULER + _EULER / c - log(c) -invweibull = invweibull_gen(a=0,name='invweibull', - longname="An inverted Weibull", - shapes='c',extradoc=""" +invweibull = invweibull_gen(a=0, name='invweibull', shapes='c') -Inverted Weibull distribution - -invweibull.pdf(x,c) = c*x**(-c-1)*exp(-x**(-c)) -for x > 0, c > 0. -""" - ) ## Johnson SB class johnsonsb_gen(rv_continuous): + """A Johnson SB continuous random variable. + + %(before_notes)s + + See Also + -------- + johnsonsu + + Notes + ----- + The probability density function for `johnsonsb` is:: + + johnsonsb.pdf(x, a, b) = b / (x*(1-x)) * phi(a + b * log(x/(1-x))) + + for ``0 < x < 1`` and ``a,b > 0``, and ``phi`` is the normal pdf. + + %(example)s + + """ def _argcheck(self, a, b): return (b > 0) & (a==a) def _pdf(self, x, a, b): @@ -4404,19 +4753,31 @@ class johnsonsb_gen(rv_continuous): return norm.cdf(a+b*log(x/(1.0-x))) def _ppf(self, q, a, b): return 1.0/(1+exp(-1.0/b*(norm.ppf(q)-a))) -johnsonsb = johnsonsb_gen(a=0.0,b=1.0,name='johnsonb', - longname="A Johnson SB", - shapes="a, b",extradoc=""" - -Johnson SB distribution +johnsonsb = johnsonsb_gen(a=0.0, b=1.0, name='johnsonb', shapes="a, b") -johnsonsb.pdf(x,a,b) = b/(x*(1-x)) * phi(a + b*log(x/(1-x))) -for 0 < x < 1 and a,b > 0, and phi is the normal pdf. -""" - ) ## Johnson SU class johnsonsu_gen(rv_continuous): + """A Johnson SU continuous random variable. + + %(before_notes)s + + See Also + -------- + johnsonsb + + Notes + ----- + The probability density function for `johnsonsu` is:: + + johnsonsu.pdf(x, a, b) = b / sqrt(x**2 + 1) * + phi(a + b * log(x + sqrt(x**2 + 1))) + + for all ``x, a, b > 0``, and `phi` is the normal pdf. + + %(example)s + + """ def _argcheck(self, a, b): return (b > 0) & (a==a) def _pdf(self, x, a, b): @@ -4427,20 +4788,25 @@ class johnsonsu_gen(rv_continuous): return norm.cdf(a+b*log(x+sqrt(x*x+1))) def _ppf(self, q, a, b): return sinh((norm.ppf(q)-a)/b) -johnsonsu = johnsonsu_gen(name='johnsonsu',longname="A Johnson SU", - shapes="a, b", extradoc=""" - -Johnson SU distribution - -johnsonsu.pdf(x,a,b) = b/sqrt(x**2+1) * phi(a + b*log(x+sqrt(x**2+1))) -for all x, a,b > 0, and phi is the normal pdf. -""" - ) +johnsonsu = johnsonsu_gen(name='johnsonsu', shapes="a, b") ## Laplace Distribution class laplace_gen(rv_continuous): + """A Laplace continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `laplace` is:: + + laplace.pdf(x) = 1/2 * exp(-abs(x)) + + %(example)s + + """ def _rvs(self): return mtrand.laplace(0, 1, size=self._size) def _pdf(self, x): @@ -4453,19 +4819,33 @@ class laplace_gen(rv_continuous): return 0, 2, 0, 3 def _entropy(self): return log(2)+1 -laplace = laplace_gen(name='laplace', longname="A Laplace", - extradoc=""" - -Laplacian distribution - -laplace.pdf(x) = 1/2*exp(-abs(x)) -""" - ) +laplace = laplace_gen(name='laplace') ## Levy Distribution class levy_gen(rv_continuous): + """A Levy continuous random variable. + + %(before_notes)s + + See Also + -------- + levy_stable, levy_l + + Notes + ----- + The probability density function for `levy` is:: + + levy.pdf(x) = 1 / (x * sqrt(2*pi*x)) * exp(-1/(2*x)) + + for ``x > 0``. + + This is the same as the Levy-stable distribution with a=1/2 and b=1. + + %(example)s + + """ def _pdf(self, x): return 1/sqrt(2*pi*x)/x*exp(-1/(2*x)) def _cdf(self, x): @@ -4475,20 +4855,33 @@ class levy_gen(rv_continuous): return 1.0/(val*val) def _stats(self): return inf, inf, nan, nan -levy = levy_gen(a=0.0,name="levy", longname = "A Levy", extradoc=""" +levy = levy_gen(a=0.0,name="levy") -Levy distribution - -levy.pdf(x) = 1/(x*sqrt(2*pi*x)) * exp(-1/(2*x)) -for x > 0. - -This is the same as the Levy-stable distribution with a=1/2 and b=1. -""" - ) ## Left-skewed Levy Distribution class levy_l_gen(rv_continuous): + """A left-skewed Levy continuous random variable. + + %(before_notes)s + + See Also + -------- + levy, levy_stable + + Notes + ----- + The probability density function for `levy_l` is:: + + levy_l.pdf(x) = 1 / (abs(x) * sqrt(2*pi*abs(x))) * exp(-1/(2*abs(x))) + + for ``x < 0``. + + This is the same as the Levy-stable distribution with a=1/2 and b=-1. + + %(example)s + + """ def _pdf(self, x): ax = abs(x) return 1/sqrt(2*pi*ax)/ax*exp(-1/(2*ax)) @@ -4500,20 +4893,28 @@ class levy_l_gen(rv_continuous): return -1.0/(val*val) def _stats(self): return inf, inf, nan, nan -levy_l = levy_l_gen(b=0.0,name="levy_l", longname = "A left-skewed Levy", extradoc=""" +levy_l = levy_l_gen(b=0.0, name="levy_l") -Left-skewed Levy distribution - -levy_l.pdf(x) = 1/(abs(x)*sqrt(2*pi*abs(x))) * exp(-1/(2*abs(x))) -for x < 0. - -This is the same as the Levy-stable distribution with a=1/2 and b=-1. -""" - ) ## Levy-stable Distribution (only random variates) class levy_stable_gen(rv_continuous): + """A Levy-stable continuous random variable. + + %(before_notes)s + + See Also + -------- + levy, levy_l + + Notes + ----- + Levy-stable distribution (only random variates available -- ignore other + docs) + + %(example)s + + """ def _rvs(self, alpha, beta): sz = self._size TH = uniform.rvs(loc=-pi/2.0,scale=pi,size=sz) @@ -4542,18 +4943,26 @@ class levy_stable_gen(rv_continuous): def _pdf(self, x, alpha, beta): raise NotImplementedError -levy_stable = levy_stable_gen(name='levy_stable', longname="A Levy-stable", - shapes="alpha, beta", extradoc=""" - -Levy-stable distribution (only random variates available -- ignore other docs) -""" - ) +levy_stable = levy_stable_gen(name='levy_stable', shapes="alpha, beta") ## Logistic (special case of generalized logistic with c=1) ## Sech-squared class logistic_gen(rv_continuous): + """A logistic continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `logistic` is:: + + logistic.pdf(x) = exp(-x) / (1+exp(-x))**2 + + %(example)s + + """ def _rvs(self): return mtrand.logistic(size=self._size) def _pdf(self, x): @@ -4567,19 +4976,27 @@ class logistic_gen(rv_continuous): return 0, pi*pi/3.0, 0, 6.0/5.0 def _entropy(self): return 1.0 -logistic = logistic_gen(name='logistic', longname="A logistic", - extradoc=""" - -Logistic distribution - -logistic.pdf(x) = exp(-x)/(1+exp(-x))**2 -""" - ) +logistic = logistic_gen(name='logistic') ## Log Gamma # class loggamma_gen(rv_continuous): + """A log gamma continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `loggamma` is:: + + loggamma.pdf(x, c) = exp(c*x-exp(x)) / gamma(c) + + for all ``x, c > 0``. + + %(example)s + + """ def _rvs(self, c): return log(mtrand.gamma(c, size=self._size)) def _pdf(self, x, c): @@ -4591,19 +5008,28 @@ class loggamma_gen(rv_continuous): def _munp(self,n,*args): # use generic moment calculation using ppf return self._mom0_sc(n,*args) -loggamma = loggamma_gen(name='loggamma', longname="A log gamma", shapes='c', - extradoc=""" +loggamma = loggamma_gen(name='loggamma', shapes='c') -Log gamma distribution - -loggamma.pdf(x,c) = exp(c*x-exp(x)) / gamma(c) -for all x, c > 0. -""" - ) ## Log-Laplace (Log Double Exponential) ## class loglaplace_gen(rv_continuous): + """A log-Laplace continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `loglaplace` is:: + + loglaplace.pdf(x, c) = c / 2 * x**(c-1), for 0 < x < 1 + = c / 2 * x**(-c-1), for x >= 1 + + for ``c > 0``. + + %(example)s + + """ def _pdf(self, x, c): cd2 = c/2.0 c = where(x < 1, c, -c) @@ -4614,17 +5040,8 @@ class loglaplace_gen(rv_continuous): return where(q < 0.5, (2.0*q)**(1.0/c), (2*(1.0-q))**(-1.0/c)) def _entropy(self, c): return log(2.0/c) + 1.0 -loglaplace = loglaplace_gen(a=0.0, name='loglaplace', - longname="A log-Laplace",shapes='c', - extradoc=""" +loglaplace = loglaplace_gen(a=0.0, name='loglaplace', shapes='c') -Log-Laplace distribution (Log Double Exponential) - -loglaplace.pdf(x,c) = c/2*x**(c-1) for 0 < x < 1 - = c/2*x**(-c-1) for x >= 1 -for c > 0. -""" - ) ## Lognormal (Cobb-Douglass) ## std is a shape parameter and is the variance of the underlying @@ -4632,6 +5049,25 @@ for c > 0. ## the mean of the underlying distribution is log(scale) class lognorm_gen(rv_continuous): + """A lognormal continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `lognorm` is:: + + lognorm.pdf(x, s) = 1 / (s*x*sqrt(2*pi)) * exp(-1/2*(log(x)/s)**2) + + for ``x > 0``, ``s > 0``. + + If log x is normally distributed with mean mu and variance sigma**2, + then x is log-normally distributed with shape paramter sigma and scale + parameter exp(mu). + + %(example)s + + """ def _rvs(self, s): return exp(s * norm.rvs(size=self._size)) def _pdf(self, x, s): @@ -4650,24 +5086,25 @@ class lognorm_gen(rv_continuous): return mu, mu2, g1, g2 def _entropy(self, s): return 0.5*(1+log(2*pi)+2*log(s)) -lognorm = lognorm_gen(a=0.0, name='lognorm', - longname='A lognormal', shapes='s', - extradoc=""" +lognorm = lognorm_gen(a=0.0, name='lognorm', shapes='s') -Lognormal distribution - -lognorm.pdf(x,s) = 1/(s*x*sqrt(2*pi)) * exp(-1/2*(log(x)/s)**2) -for x > 0, s > 0. - -If log x is normally distributed with mean mu and variance sigma**2, -then x is log-normally distributed with shape paramter sigma and scale -parameter exp(mu). -""" - ) # Gibrat's distribution is just lognormal with s=1 class gilbrat_gen(lognorm_gen): + """A Gilbrat continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `gilbrat` is:: + + gilbrat.pdf(x) = 1/(x*sqrt(2*pi)) * exp(-1/2*(log(x))**2) + + %(example)s + + """ def _rvs(self): return lognorm_gen._rvs(self, 1.0) def _pdf(self, x): @@ -4680,14 +5117,7 @@ class gilbrat_gen(lognorm_gen): return lognorm_gen._stats(self, 1.0) def _entropy(self): return 0.5*log(2*pi) + 0.5 -gilbrat = gilbrat_gen(a=0.0, name='gilbrat', longname='A Gilbrat', - extradoc=""" - -Gilbrat distribution - -gilbrat.pdf(x) = 1/(x*sqrt(2*pi)) * exp(-1/2*(log(x))**2) -""" - ) +gilbrat = gilbrat_gen(a=0.0, name='gilbrat') # MAXWELL @@ -4703,7 +5133,10 @@ class maxwell_gen(rv_continuous): and given ``scale = 1.0 / sqrt(a)``, where a is the parameter used in the Mathworld description [1]_. - Probability density function. Given by :math:`\sqrt(2/\pi)x^2 exp(-x^2/2)` + The probability density function for `maxwell` is:: + + maxwell.pdf(x, a) = sqrt(2/pi)x**2 * exp(-x**2/2) + for ``x > 0``. References @@ -4726,18 +5159,27 @@ class maxwell_gen(rv_continuous): (-12*pi*pi + 160*pi - 384) / val**2.0 def _entropy(self): return _EULER + 0.5*log(2*pi)-0.5 -maxwell = maxwell_gen(a=0.0, name='maxwell', extradoc=""" +maxwell = maxwell_gen(a=0.0, name='maxwell') -Maxwell distribution - -maxwell.pdf(x) = sqrt(2/pi) * x**2 * exp(-x**2/2) -for x > 0. -""" - ) # Mielke's Beta-Kappa class mielke_gen(rv_continuous): + """A Mielke's Beta-Kappa continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `mielke` is:: + + mielke.pdf(x, k, s) = k * x**(k-1) / (1+x**s)**(1+k/s) + + for ``x > 0``. + + %(example)s + + """ def _pdf(self, x, k, s): return k*x**(k-1.0) / (1.0+x**s)**(1.0+k*1.0/s) def _cdf(self, x, k, s): @@ -4745,19 +5187,28 @@ class mielke_gen(rv_continuous): def _ppf(self, q, k, s): qsk = pow(q,s*1.0/k) return pow(qsk/(1.0-qsk),1.0/s) -mielke = mielke_gen(a=0.0, name='mielke', longname="A Mielke's Beta-Kappa", - shapes="k, s", extradoc=""" +mielke = mielke_gen(a=0.0, name='mielke', shapes="k, s") -Mielke's Beta-Kappa distribution - -mielke.pdf(x,k,s) = k*x**(k-1) / (1+x**s)**(1+k/s) -for x > 0. -""" - ) # Nakagami (cf Chi) class nakagami_gen(rv_continuous): + """A Nakagami continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `nakagami` is:: + + nakagami.pdf(x, nu) = 2 * nu**nu / gamma(nu) * + x**(2*nu-1) * exp(-nu*x**2) + + for ``x > 0``, ``nu > 0``. + + %(example)s + + """ def _pdf(self, x, nu): return 2*nu**nu/gam(nu)*(x**(2*nu-1.0))*exp(-nu*x*x) def _cdf(self, x, nu): @@ -4771,28 +5222,37 @@ class nakagami_gen(rv_continuous): g2 = -6*mu**4*nu + (8*nu-2)*mu**2-2*nu + 1 g2 /= nu*mu2**2.0 return mu, mu2, g1, g2 -nakagami = nakagami_gen(a=0.0, name="nakagami", longname="A Nakagami", - shapes='nu', extradoc=""" - -Nakagami distribution - -nakagami.pdf(x,nu) = 2*nu**nu/gamma(nu) * x**(2*nu-1) * exp(-nu*x**2) -for x > 0, nu > 0. -""" - ) +nakagami = nakagami_gen(a=0.0, name="nakagami", shapes='nu') # Non-central chi-squared # nc is lambda of definition, df is nu class ncx2_gen(rv_continuous): + """A non-central chi-squared continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `ncx2` is:: + + ncx2.pdf(x, df, nc) = exp(-(nc+df)/2) * 1/2 * (x/nc)**((df-2)/4) + * I[(df-2)/2](sqrt(nc*x)) + + for ``x > 0``. + + %(example)s + + """ def _rvs(self, df, nc): return mtrand.noncentral_chisquare(df,nc,self._size) - def _pdf(self, x, df, nc): + def _logpdf(self, x, df, nc): a = arr(df/2.0) - Px = exp(-nc/2.0)*special.hyp0f1(a,nc*x/4.0) - Px *= exp(-x/2.0)*x**(a-1) / arr(2**a * special.gamma(a)) - return Px + fac = -nc/2.0 - x/2.0 + (a-1)*np.log(x) - a*np.log(2) - special.gammaln(a) + return fac + np.nan_to_num(np.log(special.hyp0f1(a, nc * x/4.0))) + def _pdf(self, x, df, nc): + return np.exp(self._logpdf(x, df, nc)) def _cdf(self, x, df, nc): return special.chndtr(x,df,nc) def _ppf(self, q, df, nc): @@ -4801,20 +5261,32 @@ class ncx2_gen(rv_continuous): val = df + 2.0*nc return df + nc, 2*val, sqrt(8)*(val+nc)/val**1.5, \ 12.0*(val+2*nc)/val**2.0 -ncx2 = ncx2_gen(a=0.0, name='ncx2', longname="A non-central chi-squared", - shapes="df, nc", extradoc=""" - -Non-central chi-squared distribution +ncx2 = ncx2_gen(a=0.0, name='ncx2', shapes="df, nc") -ncx2.pdf(x,df,nc) = exp(-(nc+df)/2)*1/2*(x/nc)**((df-2)/4) - * I[(df-2)/2](sqrt(nc*x)) -for x > 0. -""" - ) # Non-central F class ncf_gen(rv_continuous): + """A non-central F distribution continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `ncf` is:: + + ncf.pdf(x, df1, df2, nc) = exp(nc/2 + nc*df1*x/(2*(df1*x+df2))) + * df1**(df1/2) * df2**(df2/2) * x**(df1/2-1) + * (df2+df1*x)**(-(df1+df2)/2) + * gamma(df1/2)*gamma(1+df2/2) + * L^{v1/2-1}^{v2/2}(-nc*v1*x/(2*(v1*x+v2))) + / (B(v1/2, v2/2) * gamma((v1+v2)/2)) + + for ``df1, df2, nc > 0``. + + %(example)s + + """ def _rvs(self, dfn, dfd, nc): return mtrand.noncentral_f(dfn,dfd,nc,self._size) def _pdf_skip(self, x, dfn, dfd, nc): @@ -4844,24 +5316,29 @@ class ncf_gen(rv_continuous): ((dfn+nc/2.0)**2.0 + (dfn+nc)*(dfd-2.0)) / \ ((dfd-2.0)**2.0 * (dfd-4.0))) return mu, mu2, None, None -ncf = ncf_gen(a=0.0, name='ncf', longname="A non-central F distribution", - shapes="dfn, dfd, nc", extradoc=""" - -Non-central F distribution - -ncf.pdf(x,df1,df2,nc) = exp(nc/2 + nc*df1*x/(2*(df1*x+df2))) - * df1**(df1/2) * df2**(df2/2) * x**(df1/2-1) - * (df2+df1*x)**(-(df1+df2)/2) - * gamma(df1/2)*gamma(1+df2/2) - * L^{v1/2-1}^{v2/2}(-nc*v1*x/(2*(v1*x+v2))) - / (B(v1/2, v2/2) * gamma((v1+v2)/2)) -for df1, df2, nc > 0. -""" - ) +ncf = ncf_gen(a=0.0, name='ncf', shapes="dfn, dfd, nc") + ## Student t distribution class t_gen(rv_continuous): + """A Student's T continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `t` is:: + + gamma((df+1)/2) + t.pdf(x, df) = --------------------------------------------------- + sqrt(pi*df) * gamma(df/2) * (1+x**2/df)**((df+1)/2) + + for ``df > 0``. + + %(example)s + + """ def _rvs(self, df): return mtrand.standard_t(df, size=self._size) #Y = f.rvs(df, df, size=self._size) @@ -4890,21 +5367,28 @@ class t_gen(rv_continuous): g1 = where(df > 3, 0.0, nan) g2 = where(df > 4, 6.0/(df-4.0), nan) return 0, mu2, g1, g2 -t = t_gen(name='t',longname="Student's T", - shapes="df", extradoc=""" - -Student's T distribution - gamma((df+1)/2) -t.pdf(x,df) = ----------------------------------------------- - sqrt(pi*df)*gamma(df/2)*(1+x**2/df)**((df+1)/2) -for df > 0. -""" - ) ## Non-central T distribution class nct_gen(rv_continuous): + """A non-central Student's T continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `nct` is:: + + df**(df/2) * gamma(df+1) + nct.pdf(x, df, nc) = ---------------------------------------------------- + 2**df*exp(nc**2/2) * (df+x**2)**(df/2) * gamma(df/2) + + for ``df > 0``, ``nc > 0``. + + %(example)s + + """ def _rvs(self, df, nc): return norm.rvs(loc=nc,size=self._size)*sqrt(df) / sqrt(chi2.rvs(df,size=self._size)) def _pdf(self, x, df, nc): @@ -4954,21 +5438,27 @@ class nct_gen(rv_continuous): 2*(nc*nc+1)*val2)**2 g2 = g2n / g2d return mu, mu2, g1, g2 -nct = nct_gen(name="nct", longname="A Noncentral T", - shapes="df, nc", extradoc=""" - -Non-central Student T distribution +nct = nct_gen(name="nct", shapes="df, nc") - df**(df/2) * gamma(df+1) -nct.pdf(x,df,nc) = -------------------------------------------------- - 2**df*exp(nc**2/2)*(df+x**2)**(df/2) * gamma(df/2) -for df > 0, nc > 0. -""" - ) # Pareto class pareto_gen(rv_continuous): + """A Pareto continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `pareto` is:: + + pareto.pdf(x, b) = b / x**(b+1) + + for ``x >= 1``, ``b > 0``. + + %(example)s + + """ def _pdf(self, x, b): return b * x**(-b-1) def _cdf(self, x, b): @@ -5003,20 +5493,30 @@ class pareto_gen(rv_continuous): return mu, mu2, g1, g2 def _entropy(self, c): return 1 + 1.0/c - log(c) -pareto = pareto_gen(a=1.0, name="pareto", longname="A Pareto", - shapes="b", extradoc=""" +pareto = pareto_gen(a=1.0, name="pareto", shapes="b") -Pareto distribution -pareto.pdf(x,b) = b/x**(b+1) -for x >= 1, b > 0. -""" - ) +# LOMAX (Pareto of the second kind.) + +class lomax_gen(rv_continuous): + """A Lomax (Pareto of the second kind) continuous random variable. + + %(before_notes)s + + Notes + ----- + The Lomax distribution is a special case of the Pareto distribution, with + (loc=-1.0). + + The probability density function for `lomax` is:: + + lomax.pdf(x, c) = c / (1+x)**(c+1) + + for ``x >= 0``, ``c > 0``. -# LOMAX (Pareto of the second kind.) -# Special case of Pareto of the first kind (location=-1.0) + %(example)s -class lomax_gen(rv_continuous): + """ def _pdf(self, x, c): return c*1.0/(1.0+x)**(c+1.0) def _logpdf(self, x, c): @@ -5034,20 +5534,28 @@ class lomax_gen(rv_continuous): return mu, mu2, g1, g2 def _entropy(self, c): return 1+1.0/c-log(c) -lomax = lomax_gen(a=0.0, name="lomax", - longname="A Lomax (Pareto of the second kind)", - shapes="c", extradoc=""" +lomax = lomax_gen(a=0.0, name="lomax", shapes="c") -Lomax (Pareto of the second kind) distribution -lomax.pdf(x,c) = c / (1+x)**(c+1) -for x >= 0, c > 0. -""" - ) ## Power-function distribution ## Special case of beta dist. with d =1.0 class powerlaw_gen(rv_continuous): + """A power-function continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `powerlaw` is:: + + powerlaw.pdf(x, a) = a * x**(a-1) + + for ``0 <= x <= 1``, ``a > 0``. + + %(example)s + + """ def _pdf(self, x, a): return a*x**(a-1.0) def _logpdf(self, x, a): @@ -5064,20 +5572,29 @@ class powerlaw_gen(rv_continuous): 6*polyval([1,-1,-6,2],a)/(a*(a+3.0)*(a+4)) def _entropy(self, a): return 1 - 1.0/a - log(a) -powerlaw = powerlaw_gen(a=0.0, b=1.0, name="powerlaw", - longname="A power-function", - shapes="a", extradoc=""" - -Power-function distribution +powerlaw = powerlaw_gen(a=0.0, b=1.0, name="powerlaw", shapes="a") -powerlaw.pdf(x,a) = a*x**(a-1) -for 0 <= x <= 1, a > 0. -""" - ) # Power log normal class powerlognorm_gen(rv_continuous): + """A power log-normal continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `powerlognorm` is:: + + powerlognorm.pdf(x, c, s) = c / (x*s) * phi(log(x)/s) * + (Phi(-log(x)/s))**(c-1), + + where ``phi`` is the normal pdf, and ``Phi`` is the normal cdf, + and ``x > 0``, ``s, c > 0``. + + %(example)s + + """ def _pdf(self, x, c, s): return c/(x*s)*norm.pdf(log(x)/s)*pow(norm.cdf(-log(x)/s),c*1.0-1.0) @@ -5085,20 +5602,28 @@ class powerlognorm_gen(rv_continuous): return 1.0 - pow(norm.cdf(-log(x)/s),c*1.0) def _ppf(self, q, c, s): return exp(-s*norm.ppf(pow(1.0-q,1.0/c))) -powerlognorm = powerlognorm_gen(a=0.0, name="powerlognorm", - longname="A power log-normal", - shapes="c, s", extradoc=""" - -Power log-normal distribution +powerlognorm = powerlognorm_gen(a=0.0, name="powerlognorm", shapes="c, s") -powerlognorm.pdf(x,c,s) = c/(x*s) * phi(log(x)/s) * (Phi(-log(x)/s))**(c-1) -where phi is the normal pdf, and Phi is the normal cdf, and x > 0, s,c > 0. -""" - ) # Power Normal class powernorm_gen(rv_continuous): + """A power normal continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `powernorm` is:: + + powernorm.pdf(x, c) = c * phi(x) * (Phi(-x))**(c-1) + + where ``phi`` is the normal pdf, and ``Phi`` is the normal cdf, + and ``x > 0``, ``c > 0``. + + %(example)s + + """ def _pdf(self, x, c): return c*_norm_pdf(x)* \ (_norm_cdf(-x)**(c-1.0)) @@ -5108,21 +5633,29 @@ class powernorm_gen(rv_continuous): return 1.0-_norm_cdf(-x)**(c*1.0) def _ppf(self, q, c): return -norm.ppf(pow(1.0-q,1.0/c)) -powernorm = powernorm_gen(name='powernorm', longname="A power normal", - shapes="c", extradoc=""" +powernorm = powernorm_gen(name='powernorm', shapes="c") -Power normal distribution - -powernorm.pdf(x,c) = c * phi(x)*(Phi(-x))**(c-1) -where phi is the normal pdf, and Phi is the normal cdf, and x > 0, c > 0. -""" - ) # R-distribution ( a general-purpose distribution with a # variety of shapes. # FIXME: PPF does not work. class rdist_gen(rv_continuous): + """An R-distributed continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `rdist` is:: + + rdist.pdf(x, c) = (1-x**2)**(c/2-1) / B(1/2, c/2) + + for ``-1 <= x <= 1``, ``c > 0``. + + %(example)s + + """ def _pdf(self, x, c): return np.power((1.0-x*x),c/2.0-1) / special.beta(0.5,c/2.0) def _cdf_skip(self, x, c): @@ -5131,20 +5664,28 @@ class rdist_gen(rv_continuous): special.hyp2f1(0.5,1.0-c/2.0,1.5,x*x) def _munp(self, n, c): return (1-(n % 2))*special.beta((n+1.0)/2,c/2.0) -rdist = rdist_gen(a=-1.0,b=1.0, name="rdist", longname="An R-distributed", - shapes="c", extradoc=""" - -R-distribution +rdist = rdist_gen(a=-1.0, b=1.0, name="rdist", shapes="c") -rdist.pdf(x,c) = (1-x**2)**(c/2-1) / B(1/2, c/2) -for -1 <= x <= 1, c > 0. -""" - ) # Rayleigh distribution (this is chi with df=2 and loc=0.0) # scale is the mode. class rayleigh_gen(rv_continuous): + """A Rayleigh continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `rayleigh` is:: + + rayleigh.pdf(r) = r * exp(-r**2/2) + + for ``x >= 0``. + + %(example)s + + """ def link(self, x, logSF, phat, ix): rv_continuous.link.__doc__ if ix == 1: @@ -5169,18 +5710,25 @@ class rayleigh_gen(rv_continuous): 6*pi/val-16/val**2 def _entropy(self): return _EULER/2.0 + 1 - 0.5*log(2) -rayleigh = rayleigh_gen(a=0.0, name="rayleigh", - longname="A Rayleigh", - extradoc=""" +rayleigh = rayleigh_gen(a=0.0, name="rayleigh") -Rayleigh distribution - -rayleigh.pdf(r) = r * exp(-r**2/2) -for x >= 0. -""" - ) class truncrayleigh_gen(rv_continuous): + """A truncated Rayleigh continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `truncrayleigh` is:: + + truncrayleigh.cdf(r) = 1 - exp(-((r+c)**2-c**2)/2) + + for ``x >= 0, c>=0``. + + %(example)s + + """ def _argcheck(self, c): return (c>=0) def link(self, x, logSF, phat, ix): @@ -5221,20 +5769,25 @@ class truncrayleigh_gen(rv_continuous): def _entropy(self, c): # TODO: correct this it is wrong! return _EULER/2.0 + 1 - 0.5*log(2) -truncrayleigh = truncrayleigh_gen(a=0.0, name="truncrayleigh", - longname="A truncated Rayleigh", - shapes='c', - extradoc=""" - -Truncated Rayleigh distribution - -truncrayleigh.cdf(r) = 1 - exp(-((r+c)**2-c**2)/2) -for x >= 0, c>=0. -""" - ) +truncrayleigh = truncrayleigh_gen(a=0.0, name="truncrayleigh", shapes='c') # Reciprocal Distribution class reciprocal_gen(rv_continuous): + """A reciprocal continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `reciprocal` is:: + + reciprocal.pdf(x, a, b) = 1 / (x*log(b/a)) + + for ``a <= x <= b``, ``a, b > 0``. + + %(example)s + + """ def _argcheck(self, a, b): self.a = a self.b = b @@ -5253,21 +5806,28 @@ class reciprocal_gen(rv_continuous): return 1.0/self.d / n * (pow(b*1.0,n) - pow(a*1.0,n)) def _entropy(self,a,b): return 0.5*log(a*b)+log(log(b/a)) -reciprocal = reciprocal_gen(name="reciprocal", - longname="A reciprocal", - shapes="a, b", extradoc=""" +reciprocal = reciprocal_gen(name="reciprocal", shapes="a, b") -Reciprocal distribution - -reciprocal.pdf(x,a,b) = 1/(x*log(b/a)) -for a <= x <= b, a,b > 0. -""" - ) # Rice distribution # FIXME: PPF does not work. class rice_gen(rv_continuous): + """A Rice continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `rice` is:: + + rice.pdf(x, b) = x * exp(-(x**2+b**2)/2) * I[0](x*b) + + for ``x > 0``, ``b > 0``. + + %(example)s + + """ def _pdf(self, x, b): return x*exp(-(x*x+b*b)/2.0)*special.i0(x*b) def _logpdf(self, x, b): @@ -5278,20 +5838,28 @@ class rice_gen(rv_continuous): b2 = b*b/2.0 return 2.0**(nd2)*exp(-b2)*special.gamma(n1) * \ special.hyp1f1(n1,1,b2) -rice = rice_gen(a=0.0, name="rice", longname="A Rice", - shapes="b", extradoc=""" - -Rician distribution +rice = rice_gen(a=0.0, name="rice", shapes="b") -rice.pdf(x,b) = x * exp(-(x**2+b**2)/2) * I[0](x*b) -for x > 0, b > 0. -""" - ) # Reciprocal Inverse Gaussian # FIXME: PPF does not work. class recipinvgauss_gen(rv_continuous): + """A reciprocal inverse Gaussian continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `recipinvgauss` is:: + + recipinvgauss.pdf(x, mu) = 1/sqrt(2*pi*x) * exp(-(1-mu*x)**2/(2*x*mu**2)) + + for ``x >= 0``. + + %(example)s + + """ def _rvs(self, mu): #added, taken from invgauss return 1.0/mtrand.wald(mu, 1.0, size=self._size) def _pdf(self, x, mu): @@ -5305,19 +5873,26 @@ class recipinvgauss_gen(rv_continuous): return 1.0-_norm_cdf(isqx*trm1)-exp(2.0/mu)*_norm_cdf(-isqx*trm2) # xb=50 or something large is necessary for stats to converge without exception recipinvgauss = recipinvgauss_gen(a=0.0, xb=50, name='recipinvgauss', - longname="A reciprocal inverse Gaussian", - shapes="mu", extradoc=""" - -Reciprocal inverse Gaussian - -recipinvgauss.pdf(x, mu) = 1/sqrt(2*pi*x) * exp(-(1-mu*x)**2/(2*x*mu**2)) -for x >= 0. -""" - ) + shapes="mu") # Semicircular class semicircular_gen(rv_continuous): + """A semicircular continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `semicircular` is:: + + semicircular.pdf(x) = 2/pi * sqrt(1-x**2) + + for ``-1 <= x <= 1``. + + %(example)s + + """ def _pdf(self, x): return 2.0/pi*sqrt(1-x*x) def _cdf(self, x): @@ -5326,23 +5901,29 @@ class semicircular_gen(rv_continuous): return 0, 0.25, 0, -1.0 def _entropy(self): return 0.64472988584940017414 -semicircular = semicircular_gen(a=-1.0,b=1.0, name="semicircular", - longname="A semicircular", - extradoc=""" - -Semicircular distribution +semicircular = semicircular_gen(a=-1.0, b=1.0, name="semicircular") -semicircular.pdf(x) = 2/pi * sqrt(1-x**2) -for -1 <= x <= 1. -""" - ) # Triangular -# up-sloping line from loc to (loc + c*scale) and then downsloping line from -# loc + c*scale to loc + scale -# _trstr = "Left must be <= mode which must be <= right with left < right" class triang_gen(rv_continuous): + """A triangular continuous random variable. + + %(before_notes)s + + Notes + ----- + The triangular distribution can be represented with an up-sloping line from + ``loc`` to ``(loc + c*scale)`` and then downsloping for ``(loc + c*scale)`` + to ``(loc+scale)``. + + The standard form is in the range [0, 1] with c the mode. + The location parameter shifts the start to `loc`. + The scale parameter changes the width from 1 to `scale`. + + %(example)s + + """ def _rvs(self, c): return mtrand.triangular(0, c, 1, self._size) def _argcheck(self, c): @@ -5358,23 +5939,27 @@ class triang_gen(rv_continuous): (5*(1.0-c+c*c)**1.5), -3.0/5.0 def _entropy(self,c): return 0.5-log(2) -triang = triang_gen(a=0.0, b=1.0, name="triang", longname="A Triangular", - shapes="c", extradoc=""" - -Triangular distribution +triang = triang_gen(a=0.0, b=1.0, name="triang", shapes="c") - up-sloping line from loc to (loc + c*scale) and then downsloping - for (loc + c*scale) to (loc+scale). - - - standard form is in the range [0,1] with c the mode. - - location parameter shifts the start to loc - - scale changes the width from 1 to scale -""" - ) # Truncated Exponential class truncexpon_gen(rv_continuous): + """A truncated exponential continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `truncexpon` is:: + + truncexpon.pdf(x, b) = exp(-x) / (1-exp(-b)) + + for ``0 < x < b``. + + %(example)s + + """ def _argcheck(self, b): self.b = b return (b > 0) @@ -5400,20 +5985,28 @@ class truncexpon_gen(rv_continuous): def _entropy(self, b): eB = exp(b) return log(eB-1)+(1+eB*(b-1.0))/(1.0-eB) -truncexpon = truncexpon_gen(a=0.0, name='truncexpon', - longname="A truncated exponential", - shapes="b", extradoc=""" +truncexpon = truncexpon_gen(a=0.0, name='truncexpon', shapes="b") -Truncated exponential distribution - -truncexpon.pdf(x,b) = exp(-x)/(1-exp(-b)) -for 0 < x < b. -""" - ) # Truncated Normal class truncnorm_gen(rv_continuous): + """A truncated normal continuous random variable. + + %(before_notes)s + + Notes + ----- + The standard form of this distribution is a standard normal truncated to + the range [a,b] --- notice that a and b are defined over the domain of the + standard normal. To convert clip values for a specific mean and standard + deviation, use:: + + a, b = (myclip_a - my_mean) / my_std, (myclip_b - my_mean) / my_std + + %(example)s + + """ def _argcheck(self, a, b): self.a = a self.b = b @@ -5439,27 +6032,31 @@ class truncnorm_gen(rv_continuous): mu = (pA - pB) / d #correction sign mu2 = 1 + (a*pA - b*pB) / d - mu*mu return mu, mu2, None, None -truncnorm = truncnorm_gen(name='truncnorm', longname="A truncated normal", - shapes="a, b", extradoc=""" +truncnorm = truncnorm_gen(name='truncnorm', shapes="a, b") -Truncated Normal distribution. - - The standard form of this distribution is a standard normal truncated to the - range [a,b] --- notice that a and b are defined over the domain - of the standard normal. To convert clip values for a specific mean and - standard deviation use a,b = (myclip_a-my_mean)/my_std, (myclip_b-my_mean)/my_std -""" - ) # Tukey-Lambda -# A flexible distribution ranging from Cauchy (lam=-1) -# to logistic (lam=0.0) -# to approx Normal (lam=0.14) -# to u-shape (lam = 0.5) -# to Uniform from -1 to 1 (lam = 1) # FIXME: RVS does not work. class tukeylambda_gen(rv_continuous): + """A Tukey-Lamdba continuous random variable. + + %(before_notes)s + + Notes + ----- + A flexible distribution, able to represent and interpolate between the + following distributions: + + - Cauchy (lam=-1) + - logistic (lam=0.0) + - approx Normal (lam=0.14) + - u-shape (lam = 0.5) + - uniform from -1 to 1 (lam = 1) + + %(example)s + + """ def _argcheck(self, lam): # lam in RR. return np.ones(np.shape(lam), dtype=bool) @@ -5490,23 +6087,21 @@ class tukeylambda_gen(rv_continuous): def integ(p): return log(pow(p,lam-1)+pow(1-p,lam-1)) return integrate.quad(integ,0,1)[0] -tukeylambda = tukeylambda_gen(name='tukeylambda', longname="A Tukey-Lambda", - shapes="lam", extradoc=""" +tukeylambda = tukeylambda_gen(name='tukeylambda', shapes="lam") -Tukey-Lambda distribution - - A flexible distribution ranging from Cauchy (lam=-1) - to logistic (lam=0.0) - to approx Normal (lam=0.14) - to u-shape (lam = 0.5) - to Uniform from -1 to 1 (lam = 1) -""" - ) # Uniform -# loc to loc + scale class uniform_gen(rv_continuous): + """A uniform continuous random variable. + + This distribution is constant between `loc` and ``loc = scale``. + + %(before_notes)s + + %(example)s + + """ def _rvs(self): return mtrand.uniform(0.0,1.0,self._size) def _pdf(self, x): @@ -5519,14 +6114,8 @@ class uniform_gen(rv_continuous): return 0.5, 1.0/12, 0, -1.2 def _entropy(self): return 0.0 -uniform = uniform_gen(a=0.0,b=1.0, name='uniform', longname="A uniform", - extradoc=""" +uniform = uniform_gen(a=0.0, b=1.0, name='uniform') -Uniform distribution - - constant between loc and loc+scale -""" - ) # Von-Mises @@ -5536,6 +6125,24 @@ Uniform distribution eps = numpy.finfo(float).eps class vonmises_gen(rv_continuous): + """A Von Mises continuous random variable. + + %(before_notes)s + + Notes + ----- + If `x` is not in range or `loc` is not in range it assumes they are angles + and converts them to [-pi, pi] equivalents. + + The probability density function for `vonmises` is:: + + vonmises.pdf(x, b) = exp(b*cos(x)) / (2*pi*I[0](b)) + + for ``-pi <= x <= pi``, ``b > 0``. + + %(example)s + + """ def _rvs(self, b): return mtrand.vonmises(0.0, b, size=self._size) def _pdf(self, x, b): @@ -5544,19 +6151,7 @@ class vonmises_gen(rv_continuous): return vonmises_cython.von_mises_cdf(b,x) def _stats_skip(self, b): return 0, None, 0, None -vonmises = vonmises_gen(name='vonmises', longname="A Von Mises", - shapes="b", extradoc=""" - -Von Mises distribution - - if x is not in range or loc is not in range it assumes they are angles - and converts them to [-pi, pi] equivalents. - - vonmises.pdf(x,b) = exp(b*cos(x)) / (2*pi*I[0](b)) - for -pi <= x <= pi, b > 0. - -""" - ) +vonmises = vonmises_gen(name='vonmises', shapes="b") ## Wald distribution (Inverse Normal with shape parameter mu=1.0) @@ -5568,8 +6163,11 @@ class wald_gen(invgauss_gen): Notes ----- - The probability density function, `pdf`, is defined by - ``1/sqrt(2*pi*x**3) * exp(-(x-1)**2/(2*x))``, for ``x > 0``. + The probability density function for `wald` is:: + + wald.pdf(x, a) = 1/sqrt(2*pi*x**3) * exp(-(x-1)**2/(2*x)) + + for ``x > 0``. %(example)s """ @@ -5583,21 +6181,27 @@ class wald_gen(invgauss_gen): return invgauss._cdf(x, 1.0) def _stats(self): return 1.0, 1.0, 3.0, 15.0 -wald = wald_gen(a=0.0, name="wald", extradoc=""" +wald = wald_gen(a=0.0, name="wald") -Wald distribution - -wald.pdf(x) = 1/sqrt(2*pi*x**3) * exp(-(x-1)**2/(2*x)) -for x > 0. -""" - ) - -## Weibull -## See Frechet # Wrapped Cauchy class wrapcauchy_gen(rv_continuous): + """A wrapped Cauchy continuous random variable. + + %(before_notes)s + + Notes + ----- + The probability density function for `wrapcauchy` is:: + + wrapcauchy.pdf(x, c) = (1-c**2) / (2*pi*(1+c**2-2*c*cos(x))) + + for ``0 <= x <= 2*pi``, ``0 < c < 1``. + + %(example)s + + """ def _argcheck(self, c): return (c > 0) & (c < 1) def _pdf(self, x, c): @@ -5630,16 +6234,8 @@ class wrapcauchy_gen(rv_continuous): return where(q < 1.0/2, rcq, rcmq) def _entropy(self, c): return log(2*pi*(1-c*c)) -wrapcauchy = wrapcauchy_gen(a=0.0,b=2*pi, name='wrapcauchy', - longname="A wrapped Cauchy", - shapes="c", extradoc=""" - -Wrapped Cauchy distribution +wrapcauchy = wrapcauchy_gen(a=0.0, b=2*pi, name='wrapcauchy', shapes="c") -wrapcauchy.pdf(x,c) = (1-c**2) / (2*pi*(1+c**2-2*c*cos(x))) -for 0 <= x <= 2*pi, 0 < c < 1. -""" - ) ### DISCRETE DISTRIBUTIONS ### @@ -5975,6 +6571,8 @@ class rv_discrete(rv_generic): if badvalue is None: badvalue = nan + if name is None: + name = 'Distribution' self.badvalue = badvalue self.a = a self.b = b @@ -6074,7 +6672,7 @@ class rv_discrete(rv_generic): # remove shapes from call parameters if there are none for item in ['callparams', 'default', 'before_notes']: tempdict[item] = tempdict[item].replace(\ - "\n%(shapes)s : array-like\n shape parameters", "") + "\n%(shapes)s : array_like\n shape parameters", "") for i in range(2): if self.shapes is None: # necessary because we use %(shapes)s in two forms (w w/o ", ") @@ -6136,17 +6734,17 @@ class rv_discrete(rv_generic): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) size : int or tuple of ints, optional defining number of random variates (default=1) Returns ------- - rvs : array-like + rvs : array_like random variates of given `size` """ @@ -6160,17 +6758,17 @@ class rv_discrete(rv_generic): Parameters ---------- - k : array-like + k : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) Returns ------- - pmf : array-like + pmf : array_like Probability mass function evaluated at k """ @@ -6198,17 +6796,17 @@ class rv_discrete(rv_generic): Parameters ---------- - k : array-like + k : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional - location parameter (default=0) + loc : array_like, optional + Location parameter. Default is 0. Returns ------- - logpmf : array-like + logpmf : array_like Log of the probability mass function evaluated at k """ @@ -6236,17 +6834,17 @@ class rv_discrete(rv_generic): Parameters ---------- - k : array-like, int + k : array_like, int quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) Returns ------- - cdf : array-like + cdf : array_like Cumulative distribution function evaluated at k """ @@ -6276,17 +6874,17 @@ class rv_discrete(rv_generic): Parameters ---------- - k : array-like, int + k : array_like, int quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) Returns ------- - logcdf : array-like + logcdf : array_like Log of the cumulative distribution function evaluated at k """ @@ -6317,17 +6915,17 @@ class rv_discrete(rv_generic): Parameters ---------- - k : array-like + k : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) Returns ------- - sf : array-like + sf : array_like Survival function evaluated at k """ @@ -6356,17 +6954,17 @@ class rv_discrete(rv_generic): Parameters ---------- - k : array-like + k : array_like quantiles - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) Returns ------- - sf : array-like + sf : array_like Survival function evaluated at k """ @@ -6396,19 +6994,19 @@ class rv_discrete(rv_generic): Parameters ---------- - q : array-like + q : array_like lower tail probability - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) - scale: array-like, optional + scale: array_like, optional scale parameter (default=1) Returns ------- - k : array-like + k : array_like quantile corresponding to the lower tail probability, q. """ @@ -6439,17 +7037,17 @@ class rv_discrete(rv_generic): Parameters ---------- - q : array-like + q : array_like upper tail probability - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) Returns ------- - k : array-like + k : array_like quantile corresponding to the upper tail probability, q. """ @@ -6491,10 +7089,10 @@ class rv_discrete(rv_generic): Parameters ---------- - arg1, arg2, arg3,... : array-like + arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) - loc : array-like, optional + loc : array_like, optional location parameter (default=0) moments : string, optional composed of letters ['mvsk'] defining which moments to compute: @@ -6981,6 +7579,25 @@ for k >= 1 ## Hypergeometric distribution class hypergeom_gen(rv_discrete): + """A hypergeometric discrete random variable. + + The hypergeometric distribution models drawing objects from a bin. + M is the total number of objects, n is total number of Type I objects. + The random variate represents the number of Type I objects in N drawn + without replacement from the total population. + + %(before_notes)s + + Notes + ----- + The probability mass function is defined as:: + + pmf(k, M, n, N) = choose(n, k) * choose(M - n, N - k) / choose(M, N), + for N - (M-n) <= k <= min(m,N) + + %(example)s + + """ def _rvs(self, M, n, N): return mtrand.hypergeometric(n,M-n,N,size=self._size) def _argcheck(self, M, n, N): @@ -7022,20 +7639,21 @@ class hypergeom_gen(rv_discrete): vals = self.pmf(k,M,n,N) lvals = where(vals==0.0,0.0,log(vals)) return -sum(vals*lvals,axis=0) -hypergeom = hypergeom_gen(name='hypergeom',longname="A hypergeometric", - shapes="M, n, N", extradoc=""" - -Hypergeometric distribution + def _sf(self, k, M, n, N): + """More precise calculation, 1 - cdf doesn't cut it.""" + # This for loop is needed because `k` can be an array. If that's the + # case, the sf() method makes M, n and N arrays of the same shape. We + # therefore unpack all inputs args, so we can do the manual integration. + res = [] + for quant, tot, good, draw in zip(k, M, n, N): + # Manual integration over probability mass function. More accurate + # than integrate.quad. + k2 = np.arange(quant + 1, draw + 1) + res.append(np.sum(self._pmf(k2, tot, good, draw))) + return np.asarray(res) + +hypergeom = hypergeom_gen(name='hypergeom', shapes="M, n, N") - Models drawing objects from a bin. - M is total number of objects, n is total number of Type I objects. - RV counts number of Type I objects in N drawn without replacement from - population. - - hypergeom.pmf(k, M, n, N) = choose(n,k)*choose(M-n,N-k)/choose(M,N) - for N - (M-n) <= k <= min(m,N) -""" - ) ## Logarithmic (Log-Series), (Series) distribution # FIXME: Fails _cdfvec @@ -7067,7 +7685,7 @@ logser = logser_gen(a=1,name='logser', longname='A logarithmic', Logarithmic (Log-Series, Series) distribution -logser.pmf(k,p) = - p**k / (k*log1p(-p)) +logser.pmf(k,p) = - p**k / (k*log(1-p)) for k >= 1 """ )