from __future__ import division, print_function, absolute_import import warnings import numpy as np import numpy.testing as npt from scipy import integrate from wafo import stats from wafo.stats.tests.common_tests import (check_normalization, check_moment, check_mean_expect, check_var_expect, check_skew_expect, check_kurt_expect, check_entropy, check_private_entropy, check_edge_support, check_named_args, check_random_state_property, check_meth_dtype, check_ppf_dtype, check_cmplx_deriv, check_pickling) from wafo.stats._distr_params import distcont """ Test all continuous distributions. Parameters were chosen for those distributions that pass the Kolmogorov-Smirnov test. This provides safe parameters for each distributions so that we can perform further testing of class methods. These tests currently check only/mostly for serious errors and exceptions, not for numerically exact results. """ # Note that you need to add new distributions you want tested # to _distr_params DECIMAL = 5 # specify the precision of the tests # increased from 0 to 5 # Last four of these fail all around. Need to be checked distcont_extra = [ ['betaprime', (100, 86)], ['fatiguelife', (5,)], ['mielke', (4.6420495492121487, 0.59707419545516938)], ['invweibull', (0.58847112119264788,)], # burr: sample mean test fails still for c<1 ['burr', (0.94839838075366045, 4.3820284068855795)], # genextreme: sample mean test, sf-logsf test fail ['genextreme', (3.3184017469423535,)], ] distslow = ['rdist', 'gausshyper', 'recipinvgauss', 'ksone', 'genexpon', 'vonmises', 'vonmises_line', 'mielke', 'semicircular', 'cosine', 'invweibull', 'powerlognorm', 'johnsonsu', 'kstwobign'] # distslow are sorted by speed (very slow to slow) # These distributions fail the complex derivative test below. # Here 'fail' mean produce wrong results and/or raise exceptions, depending # on the implementation details of corresponding special functions. # cf https://github.com/scipy/scipy/pull/4979 for a discussion. fails_cmplx = set(['alpha', 'beta', 'betaprime', 'burr12', 'chi', 'chi2', 'dgamma', 'dweibull', 'erlang', 'expon', 'exponnorm', 'exponpow', 'exponweib', 'f', 'fatiguelife', 'foldnorm', 'frechet_l', 'frechet_r', 'gamma', 'gausshyper', 'genexpon', 'genextreme', 'gengamma', 'genlogistic', 'gennorm', 'genpareto', 'gilbrat', 'gompertz', 'halfcauchy', 'halfgennorm', 'halflogistic', 'halfnorm', 'invgamma', 'invgauss', 'johnsonsb', 'johnsonsu', 'ksone', 'kstwobign', 'levy_l', 'loggamma', 'logistic', 'lognorm', 'lomax', 'maxwell', 'nakagami', 'ncf', 'nct', 'ncx2', 'norm', 'pearson3', 'powerlognorm', 'powernorm', 'rayleigh', 'recipinvgauss', 'rice', 'skewnorm', 't', 'truncexpon', 'truncnorm', 'tukeylambda', 'vonmises', 'vonmises_line', 'wald', 'weibull_min']) def test_cont_basic(): # this test skips slow distributions with warnings.catch_warnings(): warnings.filterwarnings('ignore', category=integrate.IntegrationWarning) for distname, arg in distcont[:]: if distname in distslow: continue if distname is 'levy_stable': continue distfn = getattr(stats, distname) np.random.seed(765456) sn = 500 rvs = distfn.rvs(size=sn, *arg) sm = rvs.mean() sv = rvs.var() m, v = distfn.stats(*arg) yield (check_sample_meanvar_, distfn, arg, m, v, sm, sv, sn, distname + 'sample mean test') yield check_cdf_ppf, distfn, arg, distname yield check_sf_isf, distfn, arg, distname yield check_pdf, distfn, arg, distname yield check_pdf_logpdf, distfn, arg, distname yield check_cdf_logcdf, distfn, arg, distname yield check_sf_logsf, distfn, arg, distname alpha = 0.01 yield check_distribution_rvs, distname, arg, alpha, rvs locscale_defaults = (0, 1) meths = [distfn.pdf, distfn.logpdf, distfn.cdf, distfn.logcdf, distfn.logsf] # make sure arguments are within support spec_x = {'frechet_l': -0.5, 'weibull_max': -0.5, 'levy_l': -0.5, 'pareto': 1.5, 'tukeylambda': 0.3} x = spec_x.get(distname, 0.5) yield check_named_args, distfn, x, arg, locscale_defaults, meths yield check_random_state_property, distfn, arg # yield check_pickling, distfn, arg # Entropy skp = npt.dec.skipif yield check_entropy, distfn, arg, distname if distfn.numargs == 0: yield check_vecentropy, distfn, arg if distfn.__class__._entropy != stats.rv_continuous._entropy: yield check_private_entropy, distfn, arg, stats.rv_continuous yield check_edge_support, distfn, arg yield check_meth_dtype, distfn, arg, meths yield check_ppf_dtype, distfn, arg yield skp(distname in fails_cmplx)(check_cmplx_deriv), distfn, arg knf = npt.dec.knownfailureif yield (knf(distname == 'truncnorm')(check_ppf_private), distfn, arg, distname) @npt.dec.slow def test_cont_basic_slow(): # same as above for slow distributions with warnings.catch_warnings(): warnings.filterwarnings('ignore', category=integrate.IntegrationWarning) for distname, arg in distcont[:]: if distname not in distslow: continue if distname is 'levy_stable': continue distfn = getattr(stats, distname) np.random.seed(765456) sn = 500 rvs = distfn.rvs(size=sn, *arg) sm = rvs.mean() sv = rvs.var() m, v = distfn.stats(*arg) yield (check_sample_meanvar_, distfn, arg, m, v, sm, sv, sn, distname + 'sample mean test') yield check_cdf_ppf, distfn, arg, distname yield check_sf_isf, distfn, arg, distname yield check_pdf, distfn, arg, distname yield check_pdf_logpdf, distfn, arg, distname yield check_cdf_logcdf, distfn, arg, distname yield check_sf_logsf, distfn, arg, distname # yield check_oth, distfn, arg # is still missing alpha = 0.01 yield check_distribution_rvs, distname, arg, alpha, rvs locscale_defaults = (0, 1) meths = [distfn.pdf, distfn.logpdf, distfn.cdf, distfn.logcdf, distfn.logsf] # make sure arguments are within support x = 0.5 if distname == 'invweibull': arg = (1,) elif distname == 'ksone': arg = (3,) yield check_named_args, distfn, x, arg, locscale_defaults, meths yield check_random_state_property, distfn, arg # yield check_pickling, distfn, arg # Entropy skp = npt.dec.skipif ks_cond = distname in ['ksone', 'kstwobign'] yield skp(ks_cond)(check_entropy), distfn, arg, distname if distfn.numargs == 0: yield check_vecentropy, distfn, arg if distfn.__class__._entropy != stats.rv_continuous._entropy: yield check_private_entropy, distfn, arg, stats.rv_continuous yield check_edge_support, distfn, arg yield check_meth_dtype, distfn, arg, meths yield check_ppf_dtype, distfn, arg yield skp(distname in fails_cmplx)(check_cmplx_deriv), distfn, arg @npt.dec.slow def test_moments(): with warnings.catch_warnings(): warnings.filterwarnings('ignore', category=integrate.IntegrationWarning) knf = npt.dec.knownfailureif fail_normalization = set(['vonmises', 'ksone']) fail_higher = set(['vonmises', 'ksone', 'ncf']) for distname, arg in distcont[:]: if distname is 'levy_stable': continue distfn = getattr(stats, distname) m, v, s, k = distfn.stats(*arg, moments='mvsk') cond1 = distname in fail_normalization cond2 = distname in fail_higher msg = distname + ' fails moments' yield knf(cond1, msg)(check_normalization), distfn, arg, distname yield knf(cond2, msg)(check_mean_expect), distfn, arg, m, distname yield (knf(cond2, msg)(check_var_expect), distfn, arg, m, v, distname) yield (knf(cond2, msg)(check_skew_expect), distfn, arg, m, v, s, distname) yield (knf(cond2, msg)(check_kurt_expect), distfn, arg, m, v, k, distname) yield check_loc_scale, distfn, arg, m, v, distname yield check_moment, distfn, arg, m, v, distname def check_sample_meanvar_(distfn, arg, m, v, sm, sv, sn, msg): # this did not work, skipped silently by nose if np.isfinite(m): check_sample_mean(sm, sv, sn, m) if np.isfinite(v): check_sample_var(sv, sn, v) def check_sample_mean(sm, v, n, popmean): # from stats.stats.ttest_1samp(a, popmean): # Calculates the t-obtained for the independent samples T-test on ONE group # of scores a, given a population mean. # # Returns: t-value, two-tailed prob df = n-1 svar = ((n-1)*v) / float(df) # looks redundant t = (sm-popmean) / np.sqrt(svar*(1.0/n)) prob = stats.betai(0.5*df, 0.5, df/(df+t*t)) # return t,prob npt.assert_(prob > 0.01, 'mean fail, t,prob = %f, %f, m, sm=%f,%f' % (t, prob, popmean, sm)) def check_sample_var(sv, n, popvar): # two-sided chisquare test for sample variance equal to # hypothesized variance df = n-1 chi2 = (n-1)*popvar/float(popvar) pval = stats.distributions.chi2.sf(chi2, df) * 2 npt.assert_(pval > 0.01, 'var fail, t, pval = %f, %f, v, sv=%f, %f' % (chi2, pval, popvar, sv)) def check_cdf_ppf(distfn, arg, msg): values = [0.001, 0.5, 0.999] npt.assert_almost_equal(distfn.cdf(distfn.ppf(values, *arg), *arg), values, decimal=DECIMAL, err_msg=msg + ' - cdf-ppf roundtrip') def check_sf_isf(distfn, arg, msg): npt.assert_almost_equal(distfn.sf(distfn.isf([0.1, 0.5, 0.9], *arg), *arg), [0.1, 0.5, 0.9], decimal=DECIMAL, err_msg=msg + ' - sf-isf roundtrip') npt.assert_almost_equal(distfn.cdf([0.1, 0.9], *arg), 1.0 - distfn.sf([0.1, 0.9], *arg), decimal=DECIMAL, err_msg=msg + ' - cdf-sf relationship') def check_pdf(distfn, arg, msg): # compares pdf at median with numerical derivative of cdf median = distfn.ppf(0.5, *arg) eps = 1e-6 pdfv = distfn.pdf(median, *arg) if (pdfv < 1e-4) or (pdfv > 1e4): # avoid checking a case where pdf is close to zero or # huge (singularity) median = median + 0.1 pdfv = distfn.pdf(median, *arg) cdfdiff = (distfn.cdf(median + eps, *arg) - distfn.cdf(median - eps, *arg))/eps/2.0 # replace with better diff and better test (more points), # actually, this works pretty well msg += ' - cdf-pdf relationship' npt.assert_almost_equal(pdfv, cdfdiff, decimal=DECIMAL, err_msg=msg) def check_pdf_logpdf(distfn, args, msg): # compares pdf at several points with the log of the pdf points = np.array([0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8]) vals = distfn.ppf(points, *args) pdf = distfn.pdf(vals, *args) logpdf = distfn.logpdf(vals, *args) pdf = pdf[pdf != 0] logpdf = logpdf[np.isfinite(logpdf)] msg += " - logpdf-log(pdf) relationship" npt.assert_almost_equal(np.log(pdf), logpdf, decimal=7, err_msg=msg) def check_sf_logsf(distfn, args, msg): # compares sf at several points with the log of the sf points = np.array([0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8]) vals = distfn.ppf(points, *args) sf = distfn.sf(vals, *args) logsf = distfn.logsf(vals, *args) sf = sf[sf != 0] logsf = logsf[np.isfinite(logsf)] msg += " - logsf-log(sf) relationship" npt.assert_almost_equal(np.log(sf), logsf, decimal=7, err_msg=msg) def check_cdf_logcdf(distfn, args, msg): # compares cdf at several points with the log of the cdf points = np.array([0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8]) vals = distfn.ppf(points, *args) cdf = distfn.cdf(vals, *args) logcdf = distfn.logcdf(vals, *args) cdf = cdf[cdf != 0] logcdf = logcdf[np.isfinite(logcdf)] msg += " - logcdf-log(cdf) relationship" npt.assert_almost_equal(np.log(cdf), logcdf, decimal=7, err_msg=msg) def check_distribution_rvs(dist, args, alpha, rvs): # test from scipy.stats.tests # this version reuses existing random variables D, pval = stats.kstest(rvs, dist, args=args, N=1000) if (pval < alpha): D, pval = stats.kstest(dist, '', args=args, N=1000) npt.assert_(pval > alpha, "D = " + str(D) + "; pval = " + str(pval) + "; alpha = " + str(alpha) + "\nargs = " + str(args)) def check_vecentropy(distfn, args): npt.assert_equal(distfn.vecentropy(*args), distfn._entropy(*args)) def check_loc_scale(distfn, arg, m, v, msg): loc, scale = 10.0, 10.0 mt, vt = distfn.stats(loc=loc, scale=scale, *arg) npt.assert_allclose(m*scale + loc, mt) npt.assert_allclose(v*scale*scale, vt) def check_ppf_private(distfn, arg, msg): # fails by design for truncnorm self.nb not defined ppfs = distfn._ppf(np.array([0.1, 0.5, 0.9]), *arg) npt.assert_(not np.any(np.isnan(ppfs)), msg + 'ppf private is nan') if __name__ == "__main__": npt.run_module_suite()