Ejemplos de GaussianQuadraticTest.compute_pvalues_for_processes en Python

Ejemplo n.º 1

res = np.empty((0, 2))

block = N / np.log(N)
p_change = 1.0 / block
print(p_change)

for df in dfs:

    for mc in range(mc_reps):
        print(mc)
        X = almost_t_student(10 * N, df, 0.01)
        X = X[::10]
        me = GaussianQuadraticTest(grad_log_normal)
        U_stat, _ = me.get_statistic_multiple(X)

        pval = me.compute_pvalues_for_processes(U_stat, p_change)
        res = np.vstack((res, np.array([df, pval])))

for mc in range(mc_reps):
    X = almost_t_student(10 * N, 100, 0.01)
    X = X[::10]
    me = GaussianQuadraticTest(grad_log_normal)
    U_stat, _ = me.get_statistic_multiple(X)
    pval = me.compute_pvalues_for_processes(U_stat, p_change)
    res = np.vstack((res, np.array([np.Inf, pval])))

np.save('results.npy', res)

df = DataFrame(res)
pr = seaborn.boxplot(x=0, y=1, data=df)
seaborn.plt.show()

Ejemplo n.º 2

Archivo: process_q_st.py Proyecto: kacperChwialkowski/mcmc

res = np.empty((0,2))

block = N/np.log(N)
p_change  = 1.0/block
print(p_change)

for df in dfs:

    for mc in range(mc_reps):
        print(mc)
        X = almost_t_student(10*N,df,0.01)
        X = X[::10]
        me = GaussianQuadraticTest(grad_log_normal)
        U_stat,_ = me.get_statistic_multiple(X)

        pval = me.compute_pvalues_for_processes(U_stat,p_change)
        res = np.vstack((res,np.array([df, pval])))

for mc in range(mc_reps):
        X = almost_t_student(10*N,100,0.01)
        X = X[::10]
        me = GaussianQuadraticTest(grad_log_normal)
        U_stat,_ = me.get_statistic_multiple(X)
        pval = me.compute_pvalues_for_processes(U_stat,p_change)
        res = np.vstack((res,np.array([np.Inf, pval])))

np.save('results.npy',res)

df = DataFrame(res)
pr =seaborn.boxplot(x=0,y=1,data=df)
seaborn.plt.show()