def test_single_normal(): mu = Symbol('mu', real=True) sigma = Symbol('sigma', positive=True) X = Normal('x', 0, 1) Y = X*sigma + mu assert E(Y) == mu assert variance(Y) == sigma**2 pdf = density(Y) x = Symbol('x', real=True) assert (pdf(x) == 2**S.Half*exp(-(x - mu)**2/(2*sigma**2))/(2*pi**S.Half*sigma)) assert P(X**2 < 1) == erf(2**S.Half/2) assert quantile(Y)(x) == Intersection(S.Reals, FiniteSet(sqrt(2)*sigma*(sqrt(2)*mu/(2*sigma) + erfinv(2*x - 1)))) assert E(X, Eq(X, mu)) == mu assert median(X) == FiniteSet(0) # issue 8248 assert X.pspace.compute_expectation(1).doit() == 1
def test_Normal(): m = Normal('A', [1, 2], [[1, 0], [0, 1]]) assert density(m)(1, 2) == 1/(2*pi) raises (ValueError, lambda:m[2]) raises (ValueError,\ lambda: Normal('M',[1, 2], [[0, 0], [0, 1]])) n = Normal('B', [1, 2, 3], [[1, 0, 0], [0, 1, 0], [0, 0, 1]]) p = Normal('C', Matrix([1, 2]), Matrix([[1, 0], [0, 1]])) assert density(m)(x, y) == density(p)(x, y) assert marginal_distribution(n, 0, 1)(1, 2) == 1/(2*pi) assert integrate(density(m)(x, y), (x, -oo, oo), (y, -oo, oo)).evalf() == 1 N = Normal('N', [1, 2], [[x, 0], [0, y]]) assert density(N)(0, 0) == exp(-2/y - 1/(2*x))/(2*pi*sqrt(x*y)) raises (ValueError, lambda: Normal('M', [1, 2], [[1, 1], [1, -1]])) # symbolic n = symbols('n', natural=True) mu = MatrixSymbol('mu', n, 1) sigma = MatrixSymbol('sigma', n, n) X = Normal('X', mu, sigma) assert density(X) == MultivariateNormalDistribution(mu, sigma) raises (NotImplementedError, lambda: median(m))
def test_dagum(): p = Symbol("p", positive=True) b = Symbol("b", positive=True) a = Symbol("a", positive=True) X = Dagum('x', p, a, b) assert density(X)(x) == a*p*(x/b)**(a*p)*((x/b)**a + 1)**(-p - 1)/x assert cdf(X)(x) == Piecewise(((1 + (x/b)**(-a))**(-p), x >= 0), (0, True)) p = Symbol("p", nonpositive=True) raises(ValueError, lambda: Dagum('x', p, a, b)) p = Symbol("p", positive=True) b = Symbol("b", nonpositive=True) raises(ValueError, lambda: Dagum('x', p, a, b)) b = Symbol("b", positive=True) a = Symbol("a", nonpositive=True) raises(ValueError, lambda: Dagum('x', p, a, b)) X = Dagum('x', 1 , 1, 1) assert median(X) == FiniteSet(1)
def test_PowerFunction(): alpha = Symbol("alpha", nonpositive=True) a, b = symbols('a, b', real=True) raises (ValueError, lambda: PowerFunction('x', alpha, a, b)) a, b = symbols('a, b', real=False) raises (ValueError, lambda: PowerFunction('x', alpha, a, b)) alpha = Symbol("alpha", positive=True) a, b = symbols('a, b', real=True) raises (ValueError, lambda: PowerFunction('x', alpha, 5, 2)) X = PowerFunction('X', 2, a, b) assert density(X)(z) == (-2*a + 2*z)/(-a + b)**2 assert cdf(X)(z) == Piecewise((a**2/(a**2 - 2*a*b + b**2) - 2*a*z/(a**2 - 2*a*b + b**2) + z**2/(a**2 - 2*a*b + b**2), a <= z), (0, True)) X = PowerFunction('X', 2, 0, 1) assert density(X)(z) == 2*z assert cdf(X)(z) == Piecewise((z**2, z >= 0), (0,True)) assert E(X) == Rational(2,3) assert P(X < 0) == 0 assert P(X < 1) == 1 assert median(X) == FiniteSet(1/sqrt(2))
def test_uniform(): l = Symbol('l', real=True) w = Symbol('w', positive=True) X = Uniform('x', l, l + w) assert E(X) == l + w/2 assert variance(X).expand() == w**2/12 # With numbers all is well X = Uniform('x', 3, 5) assert P(X < 3) == 0 and P(X > 5) == 0 assert P(X < 4) == P(X > 4) == S.Half assert median(X) == FiniteSet(4) z = Symbol('z') p = density(X)(z) assert p.subs(z, 3.7) == S.Half assert p.subs(z, -1) == 0 assert p.subs(z, 6) == 0 c = cdf(X) assert c(2) == 0 and c(3) == 0 assert c(Rational(7, 2)) == Rational(1, 4) assert c(5) == 1 and c(6) == 1
def test_Normal(): m = Normal('A', [1, 2], [[1, 0], [0, 1]]) A = MultivariateNormal('A', [1, 2], [[1, 0], [0, 1]]) assert m == A assert density(m)(1, 2) == 1 / (2 * pi) assert m.pspace.distribution.set == ProductSet(S.Reals, S.Reals) raises(ValueError, lambda: m[2]) n = Normal('B', [1, 2, 3], [[1, 0, 0], [0, 1, 0], [0, 0, 1]]) p = Normal('C', Matrix([1, 2]), Matrix([[1, 0], [0, 1]])) assert density(m)(x, y) == density(p)(x, y) assert marginal_distribution(n, 0, 1)(1, 2) == 1 / (2 * pi) raises(ValueError, lambda: marginal_distribution(m)) assert integrate(density(m)(x, y), (x, -oo, oo), (y, -oo, oo)).evalf() == 1 N = Normal('N', [1, 2], [[x, 0], [0, y]]) assert density(N)(0, 0) == exp(-((4 * x + y) / (2 * x * y))) / (2 * pi * sqrt(x * y)) raises(ValueError, lambda: Normal('M', [1, 2], [[1, 1], [1, -1]])) # symbolic n = symbols('n', integer=True, positive=True) mu = MatrixSymbol('mu', n, 1) sigma = MatrixSymbol('sigma', n, n) X = Normal('X', mu, sigma) assert density(X) == MultivariateNormalDistribution(mu, sigma) raises(NotImplementedError, lambda: median(m)) # Below tests should work after issue #17267 is resolved # assert E(X) == mu # assert variance(X) == sigma # test symbolic multivariate normal densities n = 3 Sg = MatrixSymbol('Sg', n, n) mu = MatrixSymbol('mu', n, 1) obs = MatrixSymbol('obs', n, 1) X = MultivariateNormal('X', mu, Sg) density_X = density(X) eval_a = density_X(obs).subs({ Sg: eye(3), mu: Matrix([0, 0, 0]), obs: Matrix([0, 0, 0]) }).doit() eval_b = density_X(0, 0, 0).subs({ Sg: eye(3), mu: Matrix([0, 0, 0]) }).doit() assert eval_a == sqrt(2) / (4 * pi**Rational(3 / 2)) assert eval_b == sqrt(2) / (4 * pi**Rational(3 / 2)) n = symbols('n', integer=True, positive=True) Sg = MatrixSymbol('Sg', n, n) mu = MatrixSymbol('mu', n, 1) obs = MatrixSymbol('obs', n, 1) X = MultivariateNormal('X', mu, Sg) density_X_at_obs = density(X)(obs) expected_density = MatrixElement( exp((S(1)/2) * (mu.T - obs.T) * Sg**(-1) * (-mu + obs)) / \ sqrt((2*pi)**n * Determinant(Sg)), 0, 0) assert density_X_at_obs == expected_density
def test_median_constant(): assert median(3) == 3 x = Symbol('x') assert median(x) == x
def test_dice(): # TODO: Make iid method! X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6) a, b, t, p = symbols('a b t p') assert E(X) == 3 + S.Half assert variance(X) == Rational(35, 12) assert E(X + Y) == 7 assert E(X + X) == 7 assert E(a * X + b) == a * E(X) + b assert variance(X + Y) == variance(X) + variance(Y) == cmoment(X + Y, 2) assert variance(X + X) == 4 * variance(X) == cmoment(X + X, 2) assert cmoment(X, 0) == 1 assert cmoment(4 * X, 3) == 64 * cmoment(X, 3) assert covariance(X, Y) is S.Zero assert covariance(X, X + Y) == variance(X) assert density(Eq(cos(X * S.Pi), 1))[True] == S.Half assert correlation(X, Y) == 0 assert correlation(X, Y) == correlation(Y, X) assert smoment(X + Y, 3) == skewness(X + Y) assert smoment(X + Y, 4) == kurtosis(X + Y) assert smoment(X, 0) == 1 assert P(X > 3) == S.Half assert P(2 * X > 6) == S.Half assert P(X > Y) == Rational(5, 12) assert P(Eq(X, Y)) == P(Eq(X, 1)) assert E(X, X > 3) == 5 == moment(X, 1, 0, X > 3) assert E(X, Y > 3) == E(X) == moment(X, 1, 0, Y > 3) assert E(X + Y, Eq(X, Y)) == E(2 * X) assert moment(X, 0) == 1 assert moment(5 * X, 2) == 25 * moment(X, 2) assert quantile(X)(p) == Piecewise((nan, (p > 1) | (p < 0)),\ (S.One, p <= Rational(1, 6)), (S(2), p <= Rational(1, 3)), (S(3), p <= S.Half),\ (S(4), p <= Rational(2, 3)), (S(5), p <= Rational(5, 6)), (S(6), p <= 1)) assert P(X > 3, X > 3) is S.One assert P(X > Y, Eq(Y, 6)) is S.Zero assert P(Eq(X + Y, 12)) == Rational(1, 36) assert P(Eq(X + Y, 12), Eq(X, 6)) == Rational(1, 6) assert density(X + Y) == density(Y + Z) != density(X + X) d = density(2 * X + Y**Z) assert d[S(22)] == Rational(1, 108) and d[S(4100)] == Rational( 1, 216) and S(3130) not in d assert pspace(X).domain.as_boolean() == Or( *[Eq(X.symbol, i) for i in [1, 2, 3, 4, 5, 6]]) assert where(X > 3).set == FiniteSet(4, 5, 6) assert characteristic_function(X)(t) == exp(6 * I * t) / 6 + exp( 5 * I * t) / 6 + exp(4 * I * t) / 6 + exp(3 * I * t) / 6 + exp( 2 * I * t) / 6 + exp(I * t) / 6 assert moment_generating_function(X)( t) == exp(6 * t) / 6 + exp(5 * t) / 6 + exp(4 * t) / 6 + exp( 3 * t) / 6 + exp(2 * t) / 6 + exp(t) / 6 assert median(X) == FiniteSet(3, 4) D = Die('D', 7) assert median(D) == FiniteSet(4) # Bayes test for die BayesTest(X > 3, X + Y < 5) BayesTest(Eq(X - Y, Z), Z > Y) BayesTest(X > 3, X > 2) # arg test for die raises(ValueError, lambda: Die('X', -1)) # issue 8105: negative sides. raises(ValueError, lambda: Die('X', 0)) raises(ValueError, lambda: Die('X', 1.5)) # issue 8103: non integer sides. # symbolic test for die n, k = symbols('n, k', positive=True) D = Die('D', n) dens = density(D).dict assert dens == Density(DieDistribution(n)) assert set(dens.subs(n, 4).doit().keys()) == {1, 2, 3, 4} assert set(dens.subs(n, 4).doit().values()) == {Rational(1, 4)} k = Dummy('k', integer=True) assert E(D).dummy_eq(Sum(Piecewise((k / n, k <= n), (0, True)), (k, 1, n))) assert variance(D).subs(n, 6).doit() == Rational(35, 12) ki = Dummy('ki') cumuf = cdf(D)(k) assert cumuf.dummy_eq( Sum(Piecewise((1 / n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, k))) assert cumuf.subs({n: 6, k: 2}).doit() == Rational(1, 3) t = Dummy('t') cf = characteristic_function(D)(t) assert cf.dummy_eq( Sum(Piecewise((exp(ki * I * t) / n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, n))) assert cf.subs( n, 3).doit() == exp(3 * I * t) / 3 + exp(2 * I * t) / 3 + exp(I * t) / 3 mgf = moment_generating_function(D)(t) assert mgf.dummy_eq( Sum(Piecewise((exp(ki * t) / n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, n))) assert mgf.subs(n, 3).doit() == exp(3 * t) / 3 + exp(2 * t) / 3 + exp(t) / 3