def test_gaussian_inverse():
# test for symbolic parameters
a, b = symbols('a b')
assert GaussianInverse('x', a, b)
# Inverse Gaussian distribution is also known as Wald distribution
# `GaussianInverse` can also be referred by the name `Wald`
a, b, z = symbols('a b z')
X = Wald('x', a, b)
assert density(X)(z) == sqrt(2) * sqrt(b / z**3) * exp(
-b * (-a + z)**2 / (2 * a**2 * z)) / (2 * sqrt(pi))
a, b = symbols('a b', positive=True)
z = Symbol('z', positive=True)
X = GaussianInverse('x', a, b)
assert density(X)(z) == sqrt(2) * sqrt(b) * sqrt(z**(-3)) * exp(
-b * (-a + z)**2 / (2 * a**2 * z)) / (2 * sqrt(pi))
assert E(X) == a
assert variance(X).expand() == a**3 / b
assert cdf(X)(z) == (S.Half - erf(sqrt(2)*sqrt(b)*(1 + z/a)/(2*sqrt(z)))/2)*exp(2*b/a) +\
erf(sqrt(2)*sqrt(b)*(-1 + z/a)/(2*sqrt(z)))/2 + S.Half
a = symbols('a', nonpositive=True)
raises(ValueError, lambda: GaussianInverse('x', a, b))
a = symbols('a', positive=True)
b = symbols('b', nonpositive=True)
raises(ValueError, lambda: GaussianInverse('x', a, b))
def test_characteristic_function():
X = Uniform('x', 0, 1)
cf = characteristic_function(X)
assert cf(1) == -I * (-1 + exp(I))
Y = Normal('y', 1, 1)
cf = characteristic_function(Y)
assert cf(0) == 1
assert cf(1) == exp(I - S.Half)
Z = Exponential('z', 5)
cf = characteristic_function(Z)
assert cf(0) == 1
assert cf(1).expand() == Rational(25, 26) + I * Rational(5, 26)
X = GaussianInverse('x', 1, 1)
cf = characteristic_function(X)
assert cf(0) == 1
assert cf(1) == exp(1 - sqrt(1 - 2 * I))
X = ExGaussian('x', 0, 1, 1)
cf = characteristic_function(X)
assert cf(0) == 1
assert cf(1) == (1 + I) * exp(Rational(-1, 2)) / 2
L = Levy('x', 0, 1)
cf = characteristic_function(L)
assert cf(0) == 1
assert cf(1) == exp(-sqrt(2) * sqrt(-I))
def test_characteristic_function():
X = Uniform('x', 0, 1)
cf = characteristic_function(X)
assert cf(1) == -I * (-1 + exp(I))
Y = Normal('y', 1, 1)
cf = characteristic_function(Y)
assert cf(0) == 1
assert cf(1) == exp(I - S(1) / 2)
Z = Exponential('z', 5)
cf = characteristic_function(Z)
assert cf(0) == 1
assert cf(1).expand() == S(25) / 26 + 5 * I / 26
X = GaussianInverse('x', 1, 1)
cf = characteristic_function(X)
assert cf(0) == 1
assert cf(1) == exp(1 - sqrt(1 - 2 * I))
X = ExGaussian('x', 0, 1, 1)
cf = characteristic_function(X)
assert cf(0) == 1
assert cf(1) == (1 + I) * exp(-S(1) / 2) / 2
def test_sample_scipy():
distribs_scipy = [
Beta("B", 1, 1),
BetaPrime("BP", 1, 1),
Cauchy("C", 1, 1),
Chi("C", 1),
Normal("N", 0, 1),
Gamma("G", 2, 7),
GammaInverse("GI", 1, 1),
GaussianInverse("GUI", 1, 1),
Exponential("E", 2),
LogNormal("LN", 0, 1),
Pareto("P", 1, 1),
StudentT("S", 2),
ChiSquared("CS", 2),
Uniform("U", 0, 1)
]
size = 3
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests for _sample_scipy.')
else:
for X in distribs_scipy:
samps = sample(X, size=size, library='scipy')
samps2 = sample(X, size=(2, 2), library='scipy')
for sam in samps:
assert sam in X.pspace.domain.set
for i in range(2):
for j in range(2):
assert samps2[i][j] in X.pspace.domain.set
def test_sample_pymc3():
distribs_pymc3 = [
Beta("B", 1, 1),
Cauchy("C", 1, 1),
Normal("N", 0, 1),
Gamma("G", 2, 7),
GaussianInverse("GI", 1, 1),
Exponential("E", 2),
LogNormal("LN", 0, 1),
Pareto("P", 1, 1),
ChiSquared("CS", 2),
Uniform("U", 0, 1)
]
size = 3
pymc3 = import_module('pymc3')
if not pymc3:
skip('PyMC3 is not installed. Abort tests for _sample_pymc3.')
else:
with ignore_warnings(
UserWarning
): ### TODO: Restore tests once warnings are removed
for X in distribs_pymc3:
samps = next(sample(X, size=size, library='pymc3'))
for sam in samps:
assert sam in X.pspace.domain.set
raises(NotImplementedError,
lambda: next(sample(Chi("C", 1), library='pymc3')))
def test_sampling_gaussian_inverse():
scipy = import_module('scipy')
if not scipy:
skip(
'Scipy not installed. Abort tests for sampling of Gaussian inverse.'
)
X = GaussianInverse("x", 1, 1)
assert sample(X) in X.pspace.domain.set
def test_sampling_gaussian_inverse():
scipy = import_module('scipy')
if not scipy:
skip(
'Scipy not installed. Abort tests for sampling of Gaussian inverse.'
)
X = GaussianInverse("x", 1, 1)
with ignore_warnings(
UserWarning): ### TODO: Restore tests once warnings are removed
assert next(sample(X, library='scipy')) in X.pspace.domain.set
def test_sample_scipy():
distribs_scipy = [
Beta("B", 1, 1),
BetaPrime("BP", 1, 1),
Cauchy("C", 1, 1),
Chi("C", 1),
Normal("N", 0, 1),
Gamma("G", 2, 7),
GammaInverse("GI", 1, 1),
GaussianInverse("GUI", 1, 1),
Exponential("E", 2),
LogNormal("LN", 0, 1),
Pareto("P", 1, 1),
StudentT("S", 2),
ChiSquared("CS", 2),
Uniform("U", 0, 1)
]
size = 3
numsamples = 5
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests for _sample_scipy.')
else:
with ignore_warnings(
UserWarning
): ### TODO: Restore tests once warnings are removed
g_sample = list(
sample(Gamma("G", 2, 7), size=size, numsamples=numsamples))
assert len(g_sample) == numsamples
for X in distribs_scipy:
samps = next(sample(X, size=size, library='scipy'))
samps2 = next(sample(X, size=(2, 2), library='scipy'))
for sam in samps:
assert sam in X.pspace.domain.set
for i in range(2):
for j in range(2):
assert samps2[i][j] in X.pspace.domain.set