from __future__ import division, print_function, absolute_import import os import numpy as np from numpy.testing import dec, assert_allclose from wafo import stats from wafo.stats.tests.test_continuous_basic import distcont # this is not a proper statistical test for convergence, but only # verifies that the estimate and true values don't differ by too much fit_sizes = [1000, 5000] # sample sizes to try thresh_percent = 0.25 # percent of true parameters for fail cut-off thresh_min = 0.75 # minimum difference estimate - true to fail test failing_fits = [ 'burr', 'chi2', 'gausshyper', 'genexpon', 'gengamma', 'ksone', 'mielke', 'ncf', 'ncx2', 'pearson3', 'powerlognorm', 'truncexpon', 'tukeylambda', 'vonmises', 'wrapcauchy', 'levy_stable' ] # Don't run the fit test on these: skip_fit = [ 'erlang', # Subclass of gamma, generates a warning. ] @dec.slow def test_cont_fit(): # this tests the closeness of the estimated parameters to the true # parameters with fit method of continuous distributions # Note: is slow, some distributions don't converge with sample size <= 10000 for distname, arg in distcont: if distname not in skip_fit: yield check_cont_fit, distname,arg def check_cont_fit(distname,arg): options = dict(method='mps', floc=0.) if distname in failing_fits: # Skip failing fits unless overridden xfail = True try: xfail = not int(os.environ['SCIPY_XFAIL']) except: pass if xfail: msg = "Fitting %s doesn't work reliably yet" % distname msg += " [Set environment variable SCIPY_XFAIL=1 to run this test nevertheless.]" #dec.knownfailureif(True, msg)(lambda: None)() options['floc']=0. options['fscale']=1. # print('Testing %s' % distname) distfn = getattr(stats, distname) truearg = np.hstack([arg,[0.0,1.0]]) diffthreshold = np.max(np.vstack([truearg*thresh_percent, np.ones(distfn.numargs+2)*thresh_min]),0) opt = options.copy() for fit_size in fit_sizes: # Note that if a fit succeeds, the other fit_sizes are skipped np.random.seed(1234) with np.errstate(all='ignore'): rvs = distfn.rvs(size=fit_size, *arg) # phat = distfn.fit2(rvs) phat = distfn.fit2(rvs, **opt) est = phat.par #est = distfn.fit(rvs) # start with default values diff = est - truearg # threshold for location diffthreshold[-2] = np.max([np.abs(rvs.mean())*thresh_percent,thresh_min]) if np.any(np.isnan(est)): raise AssertionError('nan returned in fit') else: if np.all(np.abs(diff) <= diffthreshold): break else: txt = 'parameter: %s\n' % str(truearg) txt += 'estimated: %s\n' % str(est) txt += 'diff : %s\n' % str(diff) raise AssertionError('fit not very good in %s\n' % distfn.name + txt) def _check_loc_scale_mle_fit(name, data, desired, atol=None): d = getattr(stats, name) actual = d.fit(data)[-2:] assert_allclose(actual, desired, atol=atol, err_msg='poor mle fit of (loc, scale) in %s' % name) def test_non_default_loc_scale_mle_fit(): data = np.array([1.01, 1.78, 1.78, 1.78, 1.88, 1.88, 1.88, 2.00]) yield _check_loc_scale_mle_fit, 'uniform', data, [1.01, 0.99], 1e-3 yield _check_loc_scale_mle_fit, 'expon', data, [1.01, 0.73875], 1e-3 if __name__ == "__main__": np.testing.run_module_suite()