Example #1
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def stdtri(k, p):
    """Returns inverse of Student's t distribution. k = df."""
    p = fix_rounding_error(p)
    # handle easy cases
    if k <= 0 or p < 0.0 or p > 1.0:
        raise ZeroDivisionError, "k must be >= 1, p between 1 and 0."
    rk = k
    #handle intermediate values
    if p > 0.25 and p < 0.75:
        if p == 0.5:
            return 0.0
        z = 1.0 - 2.0 * p;
        z = incbi(0.5, 0.5*rk, abs(z))
        t = sqrt(rk*z/(1.0-z))
        if p < 0.5:
            t = -t
        return t
    #handle extreme values
    rflg = -1
    if p >= 0.5:
            p = 1.0 - p;
            rflg = 1
    z = incbi(0.5*rk, 0.5, 2.0*p)

    if MAXNUM * z < rk:
        return rflg * MAXNUM
    t = sqrt(rk/z - rk)
    return rflg * t
Example #2
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def pdtri(k, p):
    """Inverse of Poisson distribution.

    Finds Poission mean such that integral from 0 to k is p.
    """
    p = fix_rounding_error(p)
    if k < 0 or p < 0.0 or p >= 1.0:
        raise ZeroDivisionError, "k must be >=0, p between 1 and 0."
    v = k+1;
    return igami(v, p)
Example #3
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def gdtri(a, b, y):
    """Returns Gamma such that y is the probability in the integral.
    
    WARNING: if 1-y == 1, gives incorrect result. The scipy implementation
    gets around this by using cdflib, which is in Fortran. Until someone
    gets around to translating that, only use this function for values of
    p greater than 1e-15 or so!
    """
    y = fix_rounding_error(y)
    if y < 0.0 or y > 1.0 or a <= 0.0 or b < 0.0:
        raise ZeroDivisionError, "a and b must be non-negative, y from 0 to 1."
    return igami(b, 1.0-y) / a
Example #4
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    def fromCartesian(self):
        """Returns new MagePoint with A,C,G(,U) coordinates from UC,UG,UA.

        From UC,UG,UA to A,C,G(,U).

        This will only work when the original coordinates come from a simplex,
        where U+C+A+G=1
        """
        # x=U+C, y=U+G, z=U+A, U+C+A+G=1
        # U=(1-x-y-z)/-2
        x,y,z = self.X, self.Y, self.Z
        u = fix_rounding_error((1-x-y-z)/-2)
        a, c, g = map(fix_rounding_error,[z-u, x-u, y-u])
        result = deepcopy(self)
        result.Coordinates = [a, c, g]
        return result
Example #5
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def fdtri(a, b, y):
    """Returns inverse of F distribution."""
    y = fix_rounding_error(y)
    if( a < 1.0 or b < 1.0 or y <= 0.0 or y > 1.0):
        raise ZeroDivisionError, "y must be between 0 and 1; a and b >= 1"
    y = 1.0-y
    # Compute probability for x = 0.5
    w = incbet(0.5*b, 0.5*a, 0.5)
    # If that is greater than y, then the solution w < .5.
    # Otherwise, solve at 1-y to remove cancellation in (b - b*w).
    if w > y or y < 0.001:
            w = incbi(0.5*b, 0.5*a, y)
            x = (b - b*w)/(a*w)
    else:
            w = incbi(0.5*a, 0.5*b, 1.0-y)
            x = b*w/(a*(1.0-w))
    return x
Example #6
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def chi_high(x, df):
    """Returns right-hand tail of chi-square distribution (x to infinity).
    
    df, the degrees of freedom, ranges from 1 to infinity (assume integers).
    Typically, df is (r-1)*(c-1) for a r by c table.
    
    Result ranges from 0 to 1.
    
    See Cephes docs for details.
    """
    x = fix_rounding_error(x)
    
    if x < 0:
        raise ValueError, "chi_high: x must be >= 0 (got %s)." % x
    if df < 1:
        raise ValueError, "chi_high: df must be >= 1 (got %s)." % df
    return igamc(df/2, x/2)
Example #7
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    def fromCartesian(cls, *coords):
        """Returns new BaseUsage with A,C,G,U coordinates from UC,UG,UA.

        From UC,UG,UA to A,C,G(,U).

        This will only work when the original coordinates come from a simplex,
        where U+C+A+G=1
        """
        result = cls()
        x,y,z = coords
        u = fix_rounding_error((1-x-y-z)/-2)
        a, c, g = z-u, x-u, y-u
        result['A'] = a
        result['C'] = c
        result['G'] = g
        result['U'] = u
        return result
Example #8
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    def toCartesian(self):
        """Returns new MagePoint with UC,UG,UA coordinates from A,C,G(,U).

        x=u+c, y=u+g, z=u+a

        This will only work for coordinates in a simplex, where all of them 
        (inlcuding the implicit one) add up to one.
        """
        a, c, g = self.X, self.Y, self.Z
        u = fix_rounding_error(1-a-c-g)
        for coord in [a,c,g,u]:
            if not 0 <= coord <= 1:
                raise ValueError,\
                "%s is not in unit simplex (between 0 and 1)"%(coord)
        cart_x, cart_y, cart_z = u+c, u+g, u+a
        result = deepcopy(self)
        result.Coordinates = [cart_x, cart_y, cart_z]
        return result
Example #9
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def bdtr(k, n, p):
    """Binomial distribution, 0 through k.

    Uses formula bdtr(k, n, p) = betai(n-k, k+1, 1-p)

    See Cephes docs for details.
    """
    p = fix_rounding_error(p)
    if (p < 0) or (p > 1):
        raise ValueError, "Binomial p must be between 0 and 1."
    if (k < 0) or (n < k):
        raise ValueError, "Binomial k must be between 0 and n."
    if k == n:
        return 1
    dn = n - k
    if k == 0:
        return  pow(1-p, dn)
    else:
        return  betai(dn, k+1, 1-p)
Example #10
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def bdtri(k, n, y):
    """Inverse of binomial distribution.

    Finds binomial p such that sum of terms 0-k reaches cum probability y.
    """
    y = fix_rounding_error(y)
    if y < 0.0 or y > 1.0:
        raise ZeroDivisionError, "y must be between 1 and 0."
    if k < 0 or n <= k:
        raise ZeroDivisionError, "k must be between 0 and n"
    dn = n - k
    if k == 0:
        if y > 0.8:
            p = -expm1(log1p(y-1.0) / dn)
        else:
            p = 1.0 - y**(1.0/dn)
    else:
        dk = k + 1;
        p = incbet(dn, dk, 0.5)
        if p > 0.5:
            p = incbi(dk, dn, 1.0-y)
        else:
            p = 1.0 - incbi(dn, dk, y)
    return p
Example #11
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def bdtrc(k, n, p):
    """Complement of binomial distribution, k+1 through n.

    Uses formula bdtrc(k, n, p) = betai(k+1, n-k, p)

    See Cephes docs for details.
    """
    p = fix_rounding_error(p)
    if (p < 0) or (p > 1):
        raise ValueError, "Binomial p must be between 0 and 1."
    if (k < 0) or (n < k):
        raise ValueError, "Binomial k must be between 0 and n."
    if k == n:
        return 0
    dn = n - k
    if k == 0:
        if p < .01:
            dk = -expm1(dn * log1p(-p))
        else:
            dk = 1 - pow(1.0-p, dn)
    else:
        dk = k + 1
        dk = betai(dk, dn, p)
    return dk
Example #12
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def chdtri(df, y):
    """Returns inverse of chi-squared distribution."""
    y = fix_rounding_error(y)
    if(y < 0.0 or y > 1.0 or df < 1.0):
        raise ZeroDivisionError, "y must be between 0 and 1; df >= 1"
    return 2 * igami(0.5*df, y)