Ejemplo n.º 1
0
def Bradford(q, low=0, high=1, tag=None):
    """
    A Bradford random variate
    
    Parameters
    ----------
    q : scalar
        The shape parameter
    low : scalar
        The lower bound of the distribution (default=0)
    high : scalar
        The upper bound of the distribution (default=1)
    """
    assert q > 0, 'Bradford "q" parameter must be greater than zero'
    assert low < high, 'Bradford "low" parameter must be less than "high"'
    return uv(ss.bradford(q, loc=low, scale=high - low), tag=tag)
Ejemplo n.º 2
0
def Bradford(q, low=0, high=1, tag=None):
    """
    A Bradford random variate
    
    Parameters
    ----------
    q : scalar
        The shape parameter
    low : scalar
        The lower bound of the distribution (default=0)
    high : scalar
        The upper bound of the distribution (default=1)
    """
    assert q>0, 'Bradford "q" parameter must be greater than zero'
    assert low<high, 'Bradford "low" parameter must be less than "high"'
    return uv(ss.bradford(q, loc=low, scale=high-low), tag=tag)
#bradford Continuous distributions¶
from scipy.stats import bradford
import matplotlib.pyplot as plt
import numpy as np

fig, ax = plt.subplots(1, 1)
#Calculate a few first moments:
c = 0.299
mean, var, skew, kurt = bradford.stats(c, moments='mvsk')
#Display the probability density function (pdf):
x = np.linspace(bradford.ppf(0.01, c), bradford.ppf(0.99, c), 100)
ax.plot(x, bradford.pdf(x, c), 'r-', lw=5, alpha=0.6, label='bradford pdf')
#Alternatively, the distribution object can be called (as a function) to fix the shape, location and scale parameters. This returns a “frozen” RV object holding the given parameters fixed.
#Freeze the distribution and display the frozen pdf:
rv = bradford(c)
ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
#Check accuracy of cdf and ppf:
vals = bradford.ppf([0.001, 0.5, 0.999], c)
np.allclose([0.001, 0.5, 0.999], bradford.cdf(vals, c))
True
#Generate random numbers:
r = bradford.rvs(c, size=1000)
#And compare the histogram:
ax.hist(r, density=True, histtype='stepfilled', alpha=0.2)
ax.legend(loc='best', frameon=False)
plt.show()

#burr Continuous distributions¶
from scipy.stats import burr
import matplotlib.pyplot as plt
Ejemplo n.º 4
0
def all_dists():
    # dists param were taken from scipy.stats official
    # documentaion examples
    # Total - 89
    return {
        "alpha":
        stats.alpha(a=3.57, loc=0.0, scale=1.0),
        "anglit":
        stats.anglit(loc=0.0, scale=1.0),
        "arcsine":
        stats.arcsine(loc=0.0, scale=1.0),
        "beta":
        stats.beta(a=2.31, b=0.627, loc=0.0, scale=1.0),
        "betaprime":
        stats.betaprime(a=5, b=6, loc=0.0, scale=1.0),
        "bradford":
        stats.bradford(c=0.299, loc=0.0, scale=1.0),
        "burr":
        stats.burr(c=10.5, d=4.3, loc=0.0, scale=1.0),
        "cauchy":
        stats.cauchy(loc=0.0, scale=1.0),
        "chi":
        stats.chi(df=78, loc=0.0, scale=1.0),
        "chi2":
        stats.chi2(df=55, loc=0.0, scale=1.0),
        "cosine":
        stats.cosine(loc=0.0, scale=1.0),
        "dgamma":
        stats.dgamma(a=1.1, loc=0.0, scale=1.0),
        "dweibull":
        stats.dweibull(c=2.07, loc=0.0, scale=1.0),
        "erlang":
        stats.erlang(a=2, loc=0.0, scale=1.0),
        "expon":
        stats.expon(loc=0.0, scale=1.0),
        "exponnorm":
        stats.exponnorm(K=1.5, loc=0.0, scale=1.0),
        "exponweib":
        stats.exponweib(a=2.89, c=1.95, loc=0.0, scale=1.0),
        "exponpow":
        stats.exponpow(b=2.7, loc=0.0, scale=1.0),
        "f":
        stats.f(dfn=29, dfd=18, loc=0.0, scale=1.0),
        "fatiguelife":
        stats.fatiguelife(c=29, loc=0.0, scale=1.0),
        "fisk":
        stats.fisk(c=3.09, loc=0.0, scale=1.0),
        "foldcauchy":
        stats.foldcauchy(c=4.72, loc=0.0, scale=1.0),
        "foldnorm":
        stats.foldnorm(c=1.95, loc=0.0, scale=1.0),
        # "frechet_r": stats.frechet_r(c=1.89, loc=0.0, scale=1.0),
        # "frechet_l": stats.frechet_l(c=3.63, loc=0.0, scale=1.0),
        "genlogistic":
        stats.genlogistic(c=0.412, loc=0.0, scale=1.0),
        "genpareto":
        stats.genpareto(c=0.1, loc=0.0, scale=1.0),
        "gennorm":
        stats.gennorm(beta=1.3, loc=0.0, scale=1.0),
        "genexpon":
        stats.genexpon(a=9.13, b=16.2, c=3.28, loc=0.0, scale=1.0),
        "genextreme":
        stats.genextreme(c=-0.1, loc=0.0, scale=1.0),
        "gausshyper":
        stats.gausshyper(a=13.8, b=3.12, c=2.51, z=5.18, loc=0.0, scale=1.0),
        "gamma":
        stats.gamma(a=1.99, loc=0.0, scale=1.0),
        "gengamma":
        stats.gengamma(a=4.42, c=-3.12, loc=0.0, scale=1.0),
        "genhalflogistic":
        stats.genhalflogistic(c=0.773, loc=0.0, scale=1.0),
        "gilbrat":
        stats.gilbrat(loc=0.0, scale=1.0),
        "gompertz":
        stats.gompertz(c=0.947, loc=0.0, scale=1.0),
        "gumbel_r":
        stats.gumbel_r(loc=0.0, scale=1.0),
        "gumbel_l":
        stats.gumbel_l(loc=0.0, scale=1.0),
        "halfcauchy":
        stats.halfcauchy(loc=0.0, scale=1.0),
        "halflogistic":
        stats.halflogistic(loc=0.0, scale=1.0),
        "halfnorm":
        stats.halfnorm(loc=0.0, scale=1.0),
        "halfgennorm":
        stats.halfgennorm(beta=0.675, loc=0.0, scale=1.0),
        "hypsecant":
        stats.hypsecant(loc=0.0, scale=1.0),
        "invgamma":
        stats.invgamma(a=4.07, loc=0.0, scale=1.0),
        "invgauss":
        stats.invgauss(mu=0.145, loc=0.0, scale=1.0),
        "invweibull":
        stats.invweibull(c=10.6, loc=0.0, scale=1.0),
        "johnsonsb":
        stats.johnsonsb(a=4.32, b=3.18, loc=0.0, scale=1.0),
        "johnsonsu":
        stats.johnsonsu(a=2.55, b=2.25, loc=0.0, scale=1.0),
        "ksone":
        stats.ksone(n=1e03, loc=0.0, scale=1.0),
        "kstwobign":
        stats.kstwobign(loc=0.0, scale=1.0),
        "laplace":
        stats.laplace(loc=0.0, scale=1.0),
        "levy":
        stats.levy(loc=0.0, scale=1.0),
        "levy_l":
        stats.levy_l(loc=0.0, scale=1.0),
        "levy_stable":
        stats.levy_stable(alpha=0.357, beta=-0.675, loc=0.0, scale=1.0),
        "logistic":
        stats.logistic(loc=0.0, scale=1.0),
        "loggamma":
        stats.loggamma(c=0.414, loc=0.0, scale=1.0),
        "loglaplace":
        stats.loglaplace(c=3.25, loc=0.0, scale=1.0),
        "lognorm":
        stats.lognorm(s=0.954, loc=0.0, scale=1.0),
        "lomax":
        stats.lomax(c=1.88, loc=0.0, scale=1.0),
        "maxwell":
        stats.maxwell(loc=0.0, scale=1.0),
        "mielke":
        stats.mielke(k=10.4, s=3.6, loc=0.0, scale=1.0),
        "nakagami":
        stats.nakagami(nu=4.97, loc=0.0, scale=1.0),
        "ncx2":
        stats.ncx2(df=21, nc=1.06, loc=0.0, scale=1.0),
        "ncf":
        stats.ncf(dfn=27, dfd=27, nc=0.416, loc=0.0, scale=1.0),
        "nct":
        stats.nct(df=14, nc=0.24, loc=0.0, scale=1.0),
        "norm":
        stats.norm(loc=0.0, scale=1.0),
        "pareto":
        stats.pareto(b=2.62, loc=0.0, scale=1.0),
        "pearson3":
        stats.pearson3(skew=0.1, loc=0.0, scale=1.0),
        "powerlaw":
        stats.powerlaw(a=1.66, loc=0.0, scale=1.0),
        "powerlognorm":
        stats.powerlognorm(c=2.14, s=0.446, loc=0.0, scale=1.0),
        "powernorm":
        stats.powernorm(c=4.45, loc=0.0, scale=1.0),
        "rdist":
        stats.rdist(c=0.9, loc=0.0, scale=1.0),
        "reciprocal":
        stats.reciprocal(a=0.00623, b=1.01, loc=0.0, scale=1.0),
        "rayleigh":
        stats.rayleigh(loc=0.0, scale=1.0),
        "rice":
        stats.rice(b=0.775, loc=0.0, scale=1.0),
        "recipinvgauss":
        stats.recipinvgauss(mu=0.63, loc=0.0, scale=1.0),
        "semicircular":
        stats.semicircular(loc=0.0, scale=1.0),
        "t":
        stats.t(df=2.74, loc=0.0, scale=1.0),
        "triang":
        stats.triang(c=0.158, loc=0.0, scale=1.0),
        "truncexpon":
        stats.truncexpon(b=4.69, loc=0.0, scale=1.0),
        "truncnorm":
        stats.truncnorm(a=0.1, b=2, loc=0.0, scale=1.0),
        "tukeylambda":
        stats.tukeylambda(lam=3.13, loc=0.0, scale=1.0),
        "uniform":
        stats.uniform(loc=0.0, scale=1.0),
        "vonmises":
        stats.vonmises(kappa=3.99, loc=0.0, scale=1.0),
        "vonmises_line":
        stats.vonmises_line(kappa=3.99, loc=0.0, scale=1.0),
        "wald":
        stats.wald(loc=0.0, scale=1.0),
        "weibull_min":
        stats.weibull_min(c=1.79, loc=0.0, scale=1.0),
        "weibull_max":
        stats.weibull_max(c=2.87, loc=0.0, scale=1.0),
        "wrapcauchy":
        stats.wrapcauchy(c=0.0311, loc=0.0, scale=1.0),
    }