Beispiel #1
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    def test_drop_out(self):
        """Checks that output column names are properly dropped"""
        md = gr.Model() >> gr.cp_function(lambda x: x[0] + 1, var=1, out=1)
        df_in = gr.df_make(x0=[0, 1, 2], y0=[0, 1, 2])
        df_true = gr.df_make(x0=[0, 1, 2], y0=[1, 2, 3])

        df_res = md >> gr.ev_df(df=df_in)

        self.assertTrue(gr.df_equal(df_res, df_true, close=True))
Beispiel #2
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    def test_explode(self):
        df_base = gr.df_make(x=[1, 2], y=[[3, 4], [5, 6]])
        df_str = gr.df_make(x=[1, 2], y=[["3", "4"], ["5", "6"]])
        df_true = gr.df_make(x=[1, 1, 2, 2], y=[3, 4, 5, 6])

        df_res = df_base >> gr.tf_explode(X.y)
        df_res_s = df_base >> gr.tf_explode(X.y, convert=True)

        self.assertTrue(gr.df_equal(df_true, df_res, close=True))
        self.assertTrue(gr.df_equal(df_true, df_res_s, close=True))
Beispiel #3
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    def test_sir(self):
        from numpy import real
        from scipy.special import lambertw
        ## Verification test
        # Test parameters
        I0 = 1
        S0 = 99
        R0 = 0
        beta = 0.5
        gamma = 0.2

        # Asymptotic solution parameters
        N = I0 + S0 + R0
        R_0 = beta / gamma
        s_0 = S0 / N
        r_0 = R0 / N

        # Asymptotic solution
        S_inf = real(-(1 / R_0) * lambertw(-s_0 * R_0 * np.exp(-R_0 *
                                                               (1 - r_0))) * N)

        ## Base tolerance
        md_sir = models.make_sir()
        df_inf = gr.eval_df(
            md_sir,
            gr.df_make(
                t=1e6,  # Approximation of t -> +\infty
                I0=I0,
                N=N,
                beta=beta,
                gamma=gamma,
            ))
        S_inf_comp = df_inf.S.values[-1]

        # Check relative tolerance
        self.assertTrue(abs(S_inf - S_inf_comp) / S_inf < 1e-3)
        self.assertTrue(abs(S_inf - S_inf_comp) / S_inf > 1e-5)

        ## Refined tolerance
        md_sir = models.make_sir(rtol=1e-6)
        df_inf = gr.eval_df(
            md_sir,
            gr.df_make(
                t=1e6,  # Approximation of t -> +\infty
                I0=I0,
                N=N,
                beta=beta,
                gamma=gamma,
            ))
        S_inf_comp = df_inf.S.values[-1]

        # Check relative tolerance
        self.assertTrue(abs(S_inf - S_inf_comp) / S_inf < 1e-5)
Beispiel #4
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    def test_dropna(self):
        df = gr.df_make(x=[1.0, 2.0, 3.0],
                        y=[1.0, np.nan, 3.0],
                        z=[1.0, 2.0, np.nan])

        df_true_default = gr.df_make(x=[1.0], y=[1.0], z=[1.0])
        df_true_y = gr.df_make(x=[1.0, 3.0], y=[1.0, 3.0], z=[1.0, np.nan])

        df_res_default = df >> gr.tf_dropna()
        df_res_y = df >> gr.tf_dropna(subset=["y"])

        self.assertTrue(gr.df_equal(df_true_default, df_res_default))
        self.assertTrue(gr.df_equal(df_true_y, df_res_y))
Beispiel #5
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    def test_df_make(self):
        # Check correctness
        df_true = pd.DataFrame(dict(x=[0, 1], y=[0, 0], z=[1, 1]))
        df_res = gr.df_make(x=[0, 1], y=[0], z=1)

        self.assertTrue(gr.df_equal(df_true, df_res))

        # Check for mismatch
        with self.assertRaises(ValueError):
            gr.df_make(x=[1, 2, 3], y=[1, 2])

        # Catch an intention operator
        with self.assertRaises(ValueError):
            gr.df_make(y=DF.x)
Beispiel #6
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    def test_corr(self):
        df_data = gr.df_make(x=[1., 2., 3., 4.])
        df_data["y"] = 0.5 * df_data.x
        df_data["z"] = -0.5 * df_data.x

        self.assertTrue(abs(gr.corr(df_data.x, df_data.y) - 1.0) < 1e-6)
        self.assertTrue(abs(gr.corr(df_data.x, df_data.z) + 1.0) < 1e-6)
Beispiel #7
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    def test_pivot_wider_representation_index(self):
        """ Test if pivot_wider can handle duplicate entries if a representation
            index is present
        """
        stang = data.df_stang_wide
        long = gr.tran_pivot_longer(
            stang,
            index_to = "idx",
            columns=["E_00","mu_00","E_45","mu_45","E_90","mu_90"],
            names_to="var",
            values_to="val"
        )
        wide = gr.tran_pivot_wider(
            long,
            names_from="var",
            values_from="val"
        )
        expected = gr.df_make(
            idx=[0,1,2,3,4,5,6,7,8],
            thick=[0.022,0.022,0.032,0.032,0.064,0.064,0.081,0.081,0.081],
            alloy=[" al_24st"," al_24st"," al_24st"," al_24st"," al_24st",
                " al_24st"," al_24st"," al_24st"," al_24st"],
            E_00=[10600.000,10600.000,10400.000,10300.000,10500.000,10700.000,
                10000.000,10100.000,10000.000],
            E_45=[10700.000,10500.000,10400.000,10500.000,10400.000,10500.00,
                10000.000,9900.000,-1.0],
            E_90=[10500.000,10700.000,10300.000,10400.000,10400.000,10500.000,
                9900.000,10000.000,9900.000],
            mu_00=[0.321,0.323,0.329,0.319,0.323,0.328,0.315,0.312,0.311],
            mu_45=[0.329,0.331,0.318,0.326,0.331,0.328,0.320,0.312,-1.000],
            mu_90=[0.310,0.323,0.322,0.330,0.327,0.320,0.314,0.316,0.314]
        )

        assert_frame_equal(wide, expected)
Beispiel #8
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    def test_pivot_longer_dot_value_and_names_sep(self):
        """ Test pivot_longer when it receives the .value and names_sep
        """
        DF = gr.Intention()
        wide = gr.df_make(x=range(0, 6))
        wide = gr.tran_mutate(
            wide,
            y_Trend=DF.x**2,
            y_Variability=random.normal(size=6),
            y_Mixed=DF.x**2 + random.normal(size=6),
        )

        long = gr.tran_pivot_longer(
            wide,
            columns=["y_Trend", "y_Variability", "y_Mixed"],
            names_to=(".value", "type"),
            names_sep="_"
        )

        check = ["x", "type", "y"]
        col_check = [x for x in long.columns.values if x in check]

        result = False
        if set(col_check) == set(check):
            result = True

        self.assertTrue(result)
Beispiel #9
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    def test_transforms(self):
        ## Setup
        df_corr = pd.DataFrame(dict(var1=["x"], var2=["y"], corr=[0.5]))
        Sigma_h = np.linalg.cholesky(np.array([[1.0, 0.5], [0.5, 1.0]]))

        md = (
            gr.Model() >> gr.cp_marginals(x=dict(dist="norm", loc=0, scale=1),
                                          y=dict(dist="norm", loc=0, scale=1))
            >> gr.cp_copula_gaussian(df_corr=df_corr))

        ## Copula and marginals have same var_rand order
        self.assertTrue(
            list(md.density.marginals) == md.density.copula.var_rand)

        ## Transforms invariant
        z = np.array([0, 0])
        x = md.z2x(z)
        zp = md.x2z(x)

        self.assertTrue(np.all(z == zp))

        df_z = gr.df_make(x=0.0, y=0.0)
        df_x = md.norm2rand(df_z)
        df_zp = md.rand2norm(df_x)

        self.assertTrue(gr.df_equal(df_z, df_zp))

        ## Jacobian accurate
        dxdz_fd = np.zeros((2, 2))
        dxdz_fd[0, :] = (md.z2x(z + np.array([h, 0])) - md.z2x(z)) / h
        dxdz_fd[1, :] = (md.z2x(z + np.array([0, h])) - md.z2x(z)) / h
        dxdz_p = md.dxdz(z)

        self.assertTrue(np.allclose(dxdz_fd, dxdz_p))
Beispiel #10
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    def test_sample(self):
        ## Accurate
        n = 2
        df_res = gr.eval_sample(self.md, n=n, df_det="nom", seed=101)

        np.random.seed(101)
        df_truth = pd.DataFrame({"x0": np.random.random(n)})
        df_truth["y0"] = df_truth["x0"]

        self.assertTrue(gr.df_equal(df_res, df_truth))

        ## Rounding
        df_round = gr.eval_sample(self.md, n=n + 0.1, df_det="nom", seed=101)

        self.assertTrue(gr.df_equal(df_round, df_truth))

        ## Pass-through
        df_pass = gr.eval_sample(self.md,
                                 n=n,
                                 skip=True,
                                 df_det="nom",
                                 seed=101)

        self.assertTrue(gr.df_equal(df_pass[["x0"]], df_truth[["x0"]]))

        ## Optional observation index
        df_idx = gr.eval_sample(
            self.md_mixed,
            n=n,
            df_det=gr.df_make(x0=[-1, 0, 1]),
            seed=101,
            index="idx",
        )

        self.assertTrue(len(set(df_idx.idx)) == n)
Beispiel #11
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    def test_pivot_longer(self):
        """ Test basic functionality of pivot_longer
        """
        wide = gr.df_make(One=[1,2,3], Two=[4,5,6])
        long = gr.tran_pivot_longer(
            wide,
            columns=("One","Two"),
            names_to="columns",
            values_to="values"
        )
        expected = gr.df_make(
            columns=["One","One","One","Two","Two","Two"],
            values=[1,2,3,4,5,6]
        )

        assert_frame_equal(long, expected)
Beispiel #12
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    def test_spread(self):
        columns = self.df_elongated.columns.tolist()
        id_cols = ["_ID"]

        df = self.df_elongated.copy()
        df["temp_index"] = df["_ID"].values
        df = df.set_index("temp_index")
        spread_data = df[["variable", "value"]]

        spread_data = spread_data.pivot(columns="variable", values="value")
        converted_spread = spread_data.copy()

        columns_to_convert = [col for col in spread_data if col not in columns]
        converted_spread = gr.convert_type(converted_spread, columns_to_convert)

        df = df[["_ID"]].drop_duplicates()

        df_spread = df.merge(
            spread_data, left_index=True, right_index=True
        ).reset_index(drop=True)
        df_conv = df.merge(
            converted_spread, left_index=True, right_index=True
        ).reset_index(drop=True)

        d_spread = self.df_elongated >> gr.tf_spread("variable", "value")
        d_spread_conv = self.df_elongated >> gr.tf_spread(
            "variable", "value", convert=True
        )

        self.assertTrue(df_spread.equals(d_spread))
        self.assertTrue(df_conv.equals(d_spread_conv))

        ## Test fill
        df_base = gr.df_make(
            x=[1, 2, 3, 4, 5],
            y=["a", "b", "c", "a", "b"],
            idx=[0, 0, 0, 1, 1]
        )
        df_true = gr.df_make(
            a=[1, 4],
            b=[2, 5],
            c=[3, 0],
            idx=[0, 1]
        )
        df_res = df_base >> gr.tf_spread(X.y, X.x, fill=0)

        self.assertTrue(gr.df_equal(df_true, df_res, close=True))
Beispiel #13
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    def test_iocorr(self):
        df = (
            gr.df_make(x=[1., 2., 3., 4.])
            >> gr.tf_mutate(
                y=+0.5 * DF.x,
                z=-0.5 * DF.x,
            )
            >> gr.tf_iocorr(var=["x"], out=["y", "z"])
        )
        df_true = gr.df_make(
            var=["x", "x"],
            out=["y", "z"],
            rho=[1.0, -1.0],
        )

        ## Check for correct values
        self.assertTrue(gr.df_equal(df, df_true))
Beispiel #14
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    def test_fit_polyridge(self):
        """Test the functionality and correctness of ft_polyridge()
        """
        df_test = (gr.df_make(x=range(10)) >> gr.tf_outer(
            gr.df_make(y=range(10))) >> gr.tf_outer(gr.df_make(z=range(10))) >>
                   gr.tf_mutate(f=DF.x - DF.y))

        md = gr.fit_polyridge(df_test, out="f", n_degree=1, n_dim=1)

        df1 = gr.eval_df(md, df=gr.df_make(x=[2, 1], y=[1], z=[0]))
        df2 = gr.df_make(x=[2, 1], y=[1], z=[0], f_mean=[1, 0])

        self.assertTrue(gr.df_equal(
            df1,
            df2,
            close=True,
        ))
Beispiel #15
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    def test_nls(self):
        ## Setup
        md_feat = (
            gr.Model()
            >> gr.cp_function(fun=lambda x: x[0] * x[1] + x[2], var=3, out=1,)
            >> gr.cp_bounds(x0=[-1, +1], x2=[0, 0])
            >> gr.cp_marginals(x1=dict(dist="norm", loc=0, scale=1))
        )

        md_const = (
            gr.Model()
            >> gr.cp_function(fun=lambda x: x[0], var=1, out=1)
            >> gr.cp_bounds(x0=(-1, +1))
        )

        df_response = md_feat >> gr.ev_df(
            df=gr.df_make(x0=0.1, x1=[-1, -0.5, +0, +0.5, +1], x2=0)
        )
        df_data = df_response[["x1", "y0"]]

        ## Model with features
        df_true = gr.df_make(x0=0.1)
        df_fit = md_feat >> gr.ev_nls(df_data=df_data, append=False)

        pd.testing.assert_frame_equal(
            df_fit,
            df_true,
            check_exact=False,
            check_dtype=False,
            check_column_type=False,
        )
        ## Fitting synonym
        md_feat_fit = df_data >> gr.ft_nls(md=md_feat, verbose=False)
        self.assertTrue(set(md_feat_fit.var) == set(["x1", "x2"]))

        ## Constant model
        df_const = gr.df_make(x0=0)
        df_fit = md_const >> gr.ev_nls(df_data=gr.df_make(y0=[-1, 0, +1]))

        pd.testing.assert_frame_equal(
            df_fit,
            df_const,
            check_exact=False,
            check_dtype=False,
            check_column_type=False,
        )
Beispiel #16
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    def test_nominal(self):
        """Checks the implementation of nominal values"""
        md = gr.Model() >> gr.cp_bounds(
            x0=[-1, +1], x1=[0.1, np.Inf], x2=[-np.Inf, -0.1],
        )
        df_true = gr.df_make(x0=0.0, x1=+0.1, x2=-0.1)
        df_res = gr.eval_nominal(md, df_det="nom", skip=True)

        self.assertTrue(gr.df_equal(df_res, df_true))
Beispiel #17
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    def test_tran_md(self):
        md = models.make_test()

        ## Check for identical responses
        df = gr.df_make(x0=1, x1=1, x2=1)
        df_ev = gr.eval_df(md, df=df)
        df_tf = gr.tran_md(df, md=md)

        self.assertTrue(gr.df_equal(df_ev, df_tf))
Beispiel #18
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    def test_tran_poly(self):
        df = gr.df_make(x=[0.0, 1.0, 0.0], y=[0.0, 0.0, 1.0], z=[1.0, 2.0, 3.0],)
        df_true = df.copy()
        df_true["1"] = [1.0, 1.0, 1.0]
        df_true["x^2"] = [0.0, 1.0, 0.0]
        df_true["x y"] = [0.0, 0.0, 0.0]
        df_true["y^2"] = [0.0, 0.0, 1.0]

        df_res = gr.tran_poly(df, var=["x", "y"], degree=2, keep=True)
        self.assertTrue(gr.df_equal(df_true, df_res[df_true.columns]))
Beispiel #19
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    def setUp(self):
        ## Linear limit state w/ MPP off initial guess
        self.beta_true = 3
        self.md = (
            gr.Model()
            >> gr.cp_function(
                fun=lambda x: self.beta_true * 2 - x[0] - np.sqrt(3) * x[1],
                var=2,
                out=["g"],
            )
            >> gr.cp_marginals(
                x0=dict(dist="norm", loc=0, scale=1, sign=1),
                x1=dict(dist="norm", loc=0, scale=1, sign=1),
            )
            >> gr.cp_copula_independence()
        )

        ## Linear limit state w/ lognormal marginals
        self.md_log = (
            gr.Model()
            >> gr.cp_vec_function(
                fun=lambda df: gr.df_make(
                    g=gr.exp(gr.sqrt(2) * 1) - df.x * df.y
                ),
                var=["x", "y"],
                out=["g"]
            )
            >> gr.cp_marginals(
                x=dict(dist="lognorm", loc=0, scale=1, s=1),
                y=dict(dist="lognorm", loc=0, scale=1, s=1),
            )
            >> gr.cp_copula_independence()
        )
        self.df_mpp = gr.df_make(
            x=gr.exp(gr.sqrt(2)/2),
            y=gr.exp(gr.sqrt(2)/2),
            beta_g=1.0,
            g=0.0,
        )

        ## Cantilever beam for flatten test
        self.md_beam = models.make_cantilever_beam()
Beispiel #20
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    def test_summarize(self):
        df = gr.df_make(
            x=["A", "A", "B", "B"],
            y=["A", "B", "A", "B"],
        )
        df_true1 = gr.df_make(
            x=["A", "B"],
            n=[2, 2],
        )
        df_true2 = gr.df_make(
            x=["A", "A", "B", "B"],
            y=["A", "B", "A", "B"],
            n=[1, 1, 1, 1],
        )

        df_res1 = (df >> gr.tf_count(DF.x))
        self.assertTrue(df_true1.equals(df_res1))

        df_res2 = (df >> gr.tf_count(DF.x, DF.y))
        self.assertTrue(df_true2.equals(df_res2))
Beispiel #21
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    def test_tran_polyridge(self):
        """Test the functionality and correctness of tran_polyridge()
        """
        ## Setup
        df_test = (gr.df_make(x=range(10)) >> gr.tf_outer(
            gr.df_make(y=range(10))) >> gr.tf_outer(gr.df_make(z=range(10))) >>
                   gr.tf_mutate(f=DF.x - DF.y))

        ## Assertions
        # No `out` column
        with self.assertRaises(ValueError):
            gr.tran_polyridge(df_test)
        # Unrecognized `out` column
        with self.assertRaises(ValueError):
            gr.tran_polyridge(df_test, out="foo")
        # Unrecognized `var` column(s)
        with self.assertRaises(ValueError):
            gr.tran_polyridge(df_test, var=["foo", "bar"])
        # Invalid degree
        with self.assertRaises(ValueError):
            gr.tran_polyridge(df_test, out="f", n_degree=1, n_dim=2)

        ## Correctness
        df_res = (df_test >> gr.tf_polyridge(
            out="f",
            n_dim=1,
            n_degree=1,
        ))
        df_true = gr.df_make(x=1 / gr.sqrt(2), y=-1 / gr.sqrt(2), z=0)

        self.assertTrue(gr.df_equal(df_res, df_true, close=True))

        ## Higher-dimensional functionality
        df_higher = (gr.df_grid(
            x=range(10),
            y=range(10),
            z=range(10),
        ) >> gr.tf_mutate(f=DF.x + DF.y + DF.z))
        gr.tran_polyridge(df_higher, out="f", n_degree=2, n_dim=2)
Beispiel #22
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    def test_pivot_wider_NaN_entries(self):
        """ Test if pivot_wider returns a table with NaN values for unspecified
            entries that have no represenational index
        """
        original = gr.df_make(A=[1,2,3], B=[4,5,6])
        long = gr.tran_pivot_longer(
            original,
            columns=("A", "B"),
            names_to="var",
            values_to="value"
        )
        wide = gr.tran_pivot_wider(
            long,
            names_from="var",
            values_from="value"
        )
        expected = gr.df_make(
            A=[1,2,3,NaN,NaN,NaN],
            B=[NaN,NaN,NaN,4,5,6]
        )

        assert_frame_equal(wide, expected)
Beispiel #23
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    def test_comp_model(self):
        """Test model composition"""
        md_inner = (
            gr.Model("inner")
            >> gr.cp_function(fun=lambda x: x[0] + x[1], var=2, out=1)
            >> gr.cp_marginals(x0=dict(dist="norm", loc=0, scale=1))
            >> gr.cp_copula_independence()
        )

        ## Deterministic composition
        md_det = gr.Model("outer_det") >> gr.cp_md_det(md=md_inner)

        self.assertTrue(set(md_det.var) == {"x0", "x1"})
        self.assertTrue(md_det.out == ["y0"])
        gr.eval_df(md_det, df=gr.df_make(x0=0, x1=0))

        ## Deterministic composition
        md_sample = gr.Model("outer_det") >> gr.cp_md_sample(
            md=md_inner, param=dict(x0=("loc", "scale"))
        )

        self.assertTrue(set(md_sample.var) == {"x0_loc", "x0_scale", "x1"})
        self.assertTrue(set(md_sample.out) == {"y0"})
        gr.eval_df(md_sample, df=gr.df_make(x0_loc=0, x0_scale=1, x1=0))
    def test_stratum_min(self):
        df_test = gr.df_make(
            x=[1, 2, 0, 1, 2, 0, 1, 2],
            y=[0, 0, 1, 1, 1, 2, 2, 2],
            p=[1, 2, 1, 2, 3, 2, 3, 4],
        )

        # Test for accuracy
        self.assertTrue(
            (df_test >> gr.tf_mutate(p_comp=gr.stratum_min(X.x, X.y)) >>
             gr.tf_mutate(flag=X.p == X.p_comp)).flag.all())

        # Check for ValueError
        with self.assertRaises(ValueError):
            gr.stratum_min([1], [1, 2, 3])
Beispiel #25
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    def test_corr(self):
        df_data = gr.df_make(x=[1., 2., 3., 4.])
        df_data["y"] = 0.5 * df_data.x
        df_data["z"] = -0.5 * df_data.x

        self.assertTrue(abs(gr.corr(df_data.x, df_data.y) - 1.0) < 1e-6)
        self.assertTrue(abs(gr.corr(df_data.x, df_data.z) + 1.0) < 1e-6)

        ## Test NaN handling
        df_nan = (df_data >> gr.tf_mutate(
            x=gr.if_else(X.x == 1, gr.NaN, X.x),
            y=gr.if_else(X.x == 4, gr.NaN, X.y),
        ))

        with self.assertRaises(ValueError):
            gr.corr(df_nan.x, df_nan.y)
        self.assertTrue(
            abs(gr.corr(df_nan.x, df_nan.y, nan_drop=True) - 1.0) < 1e-6)
Beispiel #26
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    def test_pivot_longer_no_representation_index(self):
        """ Test if pivot_longer does not produce a representation index for nx2
            DataFrame that has no index_to call
        """
        wide = gr.df_make(A=[1,2,3], B=[4,5,6])
        long = gr.tran_pivot_longer(
            wide,
            columns=("A", "B"),
            names_to="var",
            values_to="value"
        )
        expected = DataFrame(
            {
                "var": ["A","A","A","B","B","B"],
                "value": [1,2,3,4,5,6]
            }
        )

        assert_frame_equal(long, expected)
Beispiel #27
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    def test_pivot_longer_names_sep_position_thrice(self):
        """ Test if pivot_longer works with names_sep argument being a position
        """
        wide = gr.df_make(A_1_hello=[1,2,3], B_2_bye=[4,5,6])
        long = gr.tran_pivot_longer(
            wide,
            names_sep=[1, 3],
            columns=["A_1_hello","B_2_bye"],
            names_to=("letter","num","saying"),
            values_to="val"
        )
        names_to = ["letter","num","saying"]
        names_to_check = [x for x in long.columns.values if x in names_to]

        result = False
        if names_to == names_to_check:
            result = True

        self.assertTrue(result)
Beispiel #28
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    def test_pivot_longer_names_sep_thrice(self):
        """ Test if pivot_longer properly works with names_sep having to split
            columns into 3 or more
        """
        wide = gr.df_make(A_1_hello=[1,2,3], B_2_bye=[4,5,6])
        long = gr.tran_pivot_longer(
            wide,
            names_sep="_",
            columns=["A_1_hello","B_2_bye"],
            names_to=("letter","num","saying"),
            values_to="val"
        )
        names_to = ["letter","num","saying"]
        names_to_check = [x for x in long.columns.values if x in names_to]

        result = False
        if names_to == names_to_check:
            result = True

        self.assertTrue(result)
Beispiel #29
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    def test_pivot_longer_names_sep_multiple_seps(self):
        """ Test if pivot_longer properly works with names_sep having column
            names with varying amount of seps
        """
        wide = gr.df_make(A_1_hello=[1,2,3], B_2=[4,5,6])
        long = gr.tran_pivot_longer(
            wide,
            names_sep="_",
            columns=["A_1_hello","B_2"],
            names_to=("letter","num","saying"),
            values_to="val"
        )
        names_to = ["letter","num","saying"]
        names_to_check = [x for x in long.columns.values if x in names_to]

        result = False
        if names_to == names_to_check:
            result = True

        self.assertTrue(result)
Beispiel #30
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    def test_nls(self):
        ## Ground-truth model
        c_true = 2
        a_true = 1

        md_true = (gr.Model() >> gr.cp_function(
            fun=lambda x: a_true * np.exp(x[0] * c_true) + x[1],
            var=["x", "epsilon"],
            out=["y"],
        ) >> gr.cp_marginals(epsilon={
            "dist": "norm",
            "loc": 0,
            "scale": 0.5
        }) >> gr.cp_copula_independence())
        df_data = md_true >> gr.ev_monte_carlo(
            n=5, seed=101, df_det=gr.df_make(x=[0, 1, 2, 3, 4]))

        ## Model to fit
        md_param = (gr.Model() >> gr.cp_function(
            fun=lambda x: x[2] * np.exp(x[0] * x[1]),
            var=["x", "c", "a"],
            out=["y"]) >> gr.cp_bounds(c=[0, 4], a=[0.1, 2.0]))

        ## Fit the model
        md_fit = df_data >> gr.ft_nls(
            md=md_param,
            verbose=False,
            uq_method="linpool",
        )

        ## Unidentifiable model throws warning
        # -------------------------
        md_unidet = (gr.Model() >> gr.cp_function(
            fun=lambda x: x[2] / x[3] * np.exp(x[0] * x[1]),
            var=["x", "c", "a", "z"],
            out=["y"],
        ) >> gr.cp_bounds(c=[0, 4], a=[0.1, 2.0], z=[0, 1]))
        with self.assertWarns(RuntimeWarning):
            gr.fit_nls(
                df_data,
                md=md_unidet,
                uq_method="linpool",
            )

        ## True parameters in wide confidence region
        # -------------------------
        alpha = 1e-3
        self.assertTrue(
            (md_fit.density.marginals["c"].q(alpha / 2) <= c_true)
            and (c_true <= md_fit.density.marginals["c"].q(1 - alpha / 2)))

        self.assertTrue(
            (md_fit.density.marginals["a"].q(alpha / 2) <= a_true)
            and (a_true <= md_fit.density.marginals["a"].q(1 - alpha / 2)))

        ## Model with fixed parameter
        # -------------------------
        md_fixed = (gr.Model() >> gr.cp_function(
            fun=lambda x: x[2] * np.exp(x[0] * x[1]),
            var=["x", "c", "a"],
            out=["y"]) >> gr.cp_bounds(c=[0, 4], a=[1, 1]))
        md_fit_fixed = df_data >> gr.ft_nls(
            md=md_fixed, verbose=False, uq_method="linpool")

        # Test that fixed model can evaluate successfully
        gr.eval_monte_carlo(md_fit_fixed, n=1, df_det="nom")

        ## Trajectory model
        # -------------------------
        md_base = models.make_trajectory_linear()
        md_fit = data.df_trajectory_windowed >> gr.ft_nls(
            md=md_base, method="SLSQP", tol=1e-3)
        df_tmp = md_fit >> gr.ev_nominal(df_det="nom")