def test_lognormal():
mean = Symbol('mu', real=True, finite=True)
std = Symbol('sigma', positive=True, real=True, finite=True)
X = LogNormal('x', mean, std)
# The sympy integrator can't do this too well
#assert E(X) == exp(mean+std**2/2)
#assert variance(X) == (exp(std**2)-1) * exp(2*mean + std**2)
# Right now, only density function and sampling works
# Test sampling: Only e^mean in sample std of 0
for i in range(3):
X = LogNormal('x', i, 0)
assert S(sample(X)) == N(exp(i))
# The sympy integrator can't do this too well
#assert E(X) ==
mu = Symbol("mu", real=True)
sigma = Symbol("sigma", positive=True)
X = LogNormal('x', mu, sigma)
assert density(X)(x) == (sqrt(2)*exp(-(-mu + log(x))**2
/(2*sigma**2))/(2*x*sqrt(pi)*sigma))
X = LogNormal('x', 0, 1) # Mean 0, standard deviation 1
assert density(X)(x) == sqrt(2)*exp(-log(x)**2/2)/(2*x*sqrt(pi))
def test_discreteuniform():
# Symbolic
a, b, c, t = symbols('a b c t')
X = DiscreteUniform('X', [a, b, c])
assert E(X) == (a + b + c)/3
assert simplify(variance(X)
- ((a**2 + b**2 + c**2)/3 - (a/3 + b/3 + c/3)**2)) == 0
assert P(Eq(X, a)) == P(Eq(X, b)) == P(Eq(X, c)) == S('1/3')
Y = DiscreteUniform('Y', range(-5, 5))
# Numeric
assert E(Y) == S('-1/2')
assert variance(Y) == S('33/4')
for x in range(-5, 5):
assert P(Eq(Y, x)) == S('1/10')
assert P(Y <= x) == S(x + 6)/10
assert P(Y >= x) == S(5 - x)/10
assert dict(density(Die('D', 6)).items()) == \
dict(density(DiscreteUniform('U', range(1, 7))).items())
assert characteristic_function(X)(t) == exp(I*a*t)/3 + exp(I*b*t)/3 + exp(I*c*t)/3
assert moment_generating_function(X)(t) == exp(a*t)/3 + exp(b*t)/3 + exp(c*t)/3
def test_rademacher():
X = Rademacher('X')
assert E(X) == 0
assert variance(X) == 1
assert density(X)[-1] == S.Half
assert density(X)[1] == S.Half
def test_multivariate_laplace():
from sympy.stats.crv_types import Laplace
raises(ValueError, lambda: Laplace('T', [1, 2], [[1, 2], [2, 1]]))
L = Laplace('L', [1, 0], [[1, 2], [0, 1]])
assert density(L)(2, 3) == exp(2)*besselk(0, sqrt(3))/pi
L1 = Laplace('L1', [1, 2], [[x, 0], [0, y]])
assert density(L1)(0, 1) == \
exp(2/y)*besselk(0, sqrt((2 + 4/y + 1/x)/y))/(pi*sqrt(x*y))
def test_gompertz():
b = Symbol("b", positive=True)
eta = Symbol("eta", positive=True)
X = Gompertz("x", b, eta)
assert density(X)(x) == b*eta*exp(eta)*exp(b*x)*exp(-eta*exp(b*x))
assert cdf(X)(x) == 1 - exp(eta)*exp(-eta*exp(b*x))
assert diff(cdf(X)(x), x) == density(X)(x)
def test_difficult_univariate():
""" Since using solve in place of deltaintegrate we're able to perform
substantially more complex density computations on single continuous random
variables """
x = Normal('x', 0, 1)
assert density(x**3)
assert density(exp(x**2))
assert density(log(x))
def test_MultivariateTDist():
from sympy.stats.joint_rv_types import MultivariateT
t1 = MultivariateT('T', [0, 0], [[1, 0], [0, 1]], 2)
assert(density(t1))(1, 1) == 1/(8*pi)
assert integrate(density(t1)(x, y), (x, -oo, oo), \
(y, -oo, oo)).evalf() == 1
raises(ValueError, lambda: MultivariateT('T', [1, 2], [[1, 1], [1, -1]], 1))
t2 = MultivariateT('t2', [1, 2], [[x, 0], [0, y]], 1)
assert density(t2)(1, 2) == 1/(2*pi*sqrt(x*y))
def test_rayleigh():
sigma = Symbol("sigma", positive=True)
X = Rayleigh('x', sigma)
assert density(X)(x) == x*exp(-x**2/(2*sigma**2))/sigma**2
assert E(X) == sqrt(2)*sqrt(pi)*sigma/2
assert variance(X) == -pi*sigma**2/2 + 2*sigma**2
assert cdf(X)(x) == 1 - exp(-x**2/(2*sigma**2))
assert diff(cdf(X)(x), x) == density(X)(x)
def test_rademacher():
X = Rademacher('X')
t = Symbol('t')
assert E(X) == 0
assert variance(X) == 1
assert density(X)[-1] == S.Half
assert density(X)[1] == S.Half
assert characteristic_function(X)(t) == exp(I*t)/2 + exp(-I*t)/2
assert moment_generating_function(X)(t) == exp(t) / 2 + exp(-t) / 2
def test_conditional_1d():
X = Normal('x', 0, 1)
Y = given(X, X >= 0)
assert density(Y) == 2 * density(X)
assert Y.pspace.domain.set == Interval(0, oo)
assert E(Y) == sqrt(2) / sqrt(pi)
assert E(X**2) == E(Y**2)
def test_maxwell():
a = Symbol("a", positive=True)
X = Maxwell('x', a)
assert density(X)(x) == (sqrt(2)*x**2*exp(-x**2/(2*a**2))/
(sqrt(pi)*a**3))
assert E(X) == 2*sqrt(2)*a/sqrt(pi)
assert simplify(variance(X)) == a**2*(-8 + 3*pi)/pi
assert cdf(X)(x) == erf(sqrt(2)*x/(2*a)) - sqrt(2)*x*exp(-x**2/(2*a**2))/(sqrt(pi)*a)
assert diff(cdf(X)(x), x) == density(X)(x)
def test_cauchy():
x0 = Symbol("x0")
gamma = Symbol("gamma", positive=True)
X = Cauchy('x', x0, gamma)
assert density(X)(x) == 1/(pi*gamma*(1 + (x - x0)**2/gamma**2))
assert cdf(X)(x) == atan((x - x0)/gamma)/pi + S.Half
assert diff(cdf(X)(x), x) == density(X)(x)
gamma = Symbol("gamma", positive=False)
raises(ValueError, lambda: Cauchy('x', x0, gamma))
def test_cauchy():
x0 = Symbol("x0")
gamma = Symbol("gamma", positive=True)
p = Symbol("p", positive=True)
X = Cauchy('x', x0, gamma)
assert density(X)(x) == 1/(pi*gamma*(1 + (x - x0)**2/gamma**2))
assert diff(cdf(X)(x), x) == density(X)(x)
assert quantile(X)(p) == gamma*tan(pi*(p - S.Half)) + x0
gamma = Symbol("gamma", positive=False)
raises(ValueError, lambda: Cauchy('x', x0, gamma))
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) == S(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) == 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, 0) == 1
assert P(X > 3) == S.Half
assert P(2*X > 6) == S.Half
assert P(X > Y) == S(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 > S.One) | (p < S(0))),\
(S.One, p <= S(1)/6), (S(2), p <= S(1)/3), (S(3), p <= S.Half),\
(S(4), p <= S(2)/3), (S(5), p <= S(5)/6), (S(6), p <= S.One))
assert P(X > 3, X > 3) == S.One
assert P(X > Y, Eq(Y, 6)) == S.Zero
assert P(Eq(X + Y, 12)) == S.One/36
assert P(Eq(X + Y, 12), Eq(X, 6)) == S.One/6
assert density(X + Y) == density(Y + Z) != density(X + X)
d = density(2*X + Y**Z)
assert d[S(22)] == S.One/108 and d[S(4100)] == S.One/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
def test_Normal():
m = Normal('A', [1, 2], [[1, 0], [0, 1]])
assert density(m)(1, 2) == 1/(2*pi)
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
N1 = Normal('N1', [1, 2], [[x, 0], [0, y]])
assert str(density(N1)(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]]))
def test_bernoulli():
p, a, b = symbols("p a b")
X = Bernoulli(p, a, b, symbol="B")
assert E(X) == a * p + b * (-p + 1)
assert density(X)[a] == p
assert density(X)[b] == 1 - p
X = Bernoulli(p, 1, 0, symbol="B")
assert E(X) == p
assert variance(X) == -p ** 2 + p
E(a * X + b) == a * E(X) + b
variance(a * X + b) == a ** 2 * variance(X)
def test_bernoulli():
p, a, b = symbols('p a b')
X = Bernoulli('B', p, a, b)
assert E(X) == a*p + b*(-p + 1)
assert density(X)[a] == p
assert density(X)[b] == 1 - p
X = Bernoulli('B', p, 1, 0)
assert E(X) == p
assert simplify(variance(X)) == p*(1 - p)
E(a*X + b) == a*E(X) + b
variance(a*X + b) == a**2 * variance(X)
def test_coins():
C, D = Coin("C"), Coin("D")
H, T = symbols("H, T")
assert P(Eq(C, D)) == S.Half
assert density(Tuple(C, D)) == {(H, H): S.One / 4, (H, T): S.One / 4, (T, H): S.One / 4, (T, T): S.One / 4}
assert dict(density(C).items()) == {H: S.Half, T: S.Half}
F = Coin("F", S.One / 10)
assert P(Eq(F, H)) == S(1) / 10
d = pspace(C).domain
assert d.as_boolean() == Or(Eq(C.symbol, H), Eq(C.symbol, T))
raises(ValueError, lambda: P(C > D)) # Can't intelligently compare H to T
def test_coins():
C, D = Coin(), Coin()
H, T = sorted(density(C).keys())
assert P(Eq(C, D)) == S.Half
assert density(Tuple(C, D)) == {(H, H): S.One / 4, (H, T): S.One / 4, (T, H): S.One / 4, (T, T): S.One / 4}
assert density(C) == {H: S.Half, T: S.Half}
E = Coin(S.One / 10)
assert P(Eq(E, H)) == S(1) / 10
d = pspace(C).domain
assert d.as_boolean() == Or(Eq(C.symbol, H), Eq(C.symbol, T))
raises(ValueError, lambda: P(C > D)) # Can't intelligently compare H to T
def test_raised_cosine():
mu = Symbol("mu", real=True)
s = Symbol("s", positive=True)
X = RaisedCosine("x", mu, s)
assert density(X)(x) == (Piecewise(((cos(pi*(x - mu)/s) + 1)/(2*s),
And(x <= mu + s, mu - s <= x)), (0, True)))
def test_uniformsum():
n = Symbol("n", integer=True)
_k = Symbol("k")
X = UniformSum('x', n)
assert density(X)(x) == (Sum((-1)**_k*(-_k + x)**(n - 1)
*binomial(n, _k), (_k, 0, floor(x)))/factorial(n - 1))
def test_quadratic_u():
a = Symbol("a", real=True)
b = Symbol("b", real=True)
X = QuadraticU("x", a, b)
assert density(X)(x) == (Piecewise((12*(x - a/2 - b/2)**2/(-a + b)**3,
And(x <= b, a <= x)), (0, True)))
def test_f_distribution():
d1 = Symbol("d1", positive=True)
d2 = Symbol("d2", positive=True)
X = FDistribution("x", d1, d2)
assert density(X)(x) == (d2**(d2/2)*sqrt((d1*x)**d1*(d1*x + d2)**(-d1 - d2))
/(x*beta(d1/2, d2/2)))
def test_fisher_z():
d1 = Symbol("d1", positive=True)
d2 = Symbol("d2", positive=True)
X = FisherZ("x", d1, d2)
assert density(X)(x) == (2*d1**(d1/2)*d2**(d2/2)*(d1*exp(2*x) + d2)
**(-d1/2 - d2/2)*exp(d1*x)/beta(d1/2, d2/2))
def test_chi_noncentral():
k = Symbol("k", integer=True)
l = Symbol("l")
X = ChiNoncentral("x", k, l)
assert density(X)(x) == (x**k*l*(x*l)**(-k/2)*
exp(-x**2/2 - l**2/2)*besseli(k/2 - 1, x*l))
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
def test_frechet():
a = Symbol("a", positive=True)
s = Symbol("s", positive=True)
m = Symbol("m", real=True)
X = Frechet("x", a, s=s, m=m)
assert density(X)(x) == a*((x - m)/s)**(-a - 1)*exp(-((x - m)/s)**(-a))/s
def test_betaprime():
alpha = Symbol("alpha", positive=True)
beta = Symbol("beta", positive=True)
X = BetaPrime('x', alpha, beta)
assert density(X)(x) == (x**(alpha - 1)*(x + 1)**(-alpha - beta)
*gamma(alpha + beta)/(gamma(alpha)*gamma(beta)))
def test_studentt():
nu = Symbol("nu", positive=True)
X = StudentT('x', nu)
assert density(X)(x) == (1 + x**2/nu)**(-nu/2 - S(1)/2)/(sqrt(nu)*beta(S(1)/2, nu/2))
assert cdf(X)(x) == S(1)/2 + x*gamma(nu/2 + S(1)/2)*hyper((S(1)/2, nu/2 + S(1)/2),
(S(3)/2,), -x**2/nu)/(sqrt(pi)*sqrt(nu)*gamma(nu/2))
def test_gumbel():
beta = Symbol("beta", positive=True)
mu = Symbol("mu")
x = Symbol("x")
X = Gumbel("x", beta, mu)
assert str(density(X)(x)) == 'exp(-exp(-(-mu + x)/beta) - (-mu + x)/beta)/beta'
assert cdf(X)(x) == exp(-exp((mu - x)/beta))
def test_GaussianEnsemble():
G = GaussianEnsemble('G', 3)
assert density(G) == G.pspace.model
raises(ValueError, lambda: GaussianEnsemble('G', 3.5))
def test_normality():
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
x, z = symbols('x, z', real=True, finite=True)
dens = density(X - Y, Eq(X + Y, z))
assert integrate(dens(x), (x, -oo, oo)) == 1
def test_gompertz():
b = Symbol("b", positive=True)
eta = Symbol("eta", positive=True)
X = Gompertz("x", b, eta)
assert density(X)(x) == b*eta*exp(eta)*exp(b*x)*exp(-eta*exp(b*x))
def test_von_mises():
mu = Symbol("mu")
k = Symbol("k", positive=True)
X = VonMises("x", mu, k)
assert density(X)(x) == exp(k * cos(x - mu)) / (2 * pi * besseli(0, k))
def test_density_call():
x = Bernoulli('x', p)
d = density(x)
assert d(0) == 1 - p
def test_gamma_inverse():
a = Symbol("a", positive=True)
b = Symbol("b", positive=True)
X = GammaInverse("x", a, b)
assert density(X)(x) == x**(-a - 1) * b**a * exp(-b / x) / gamma(a)
def test_laplace():
mu = Symbol("mu")
b = Symbol("b", positive=True)
X = Laplace('x', mu, b)
assert density(X)(x) == exp(-Abs(x - mu) / b) / (2 * b)
def test_chi():
k = Symbol("k", integer=True)
X = Chi('x', k)
assert density(X)(x) == 2**(-k / 2 + 1) * x**(k - 1) * exp(
-x**2 / 2) / gamma(k / 2)
def test_kumaraswamy():
a = Symbol("a", positive=True)
b = Symbol("b", positive=True)
X = Kumaraswamy("x", a, b)
assert density(X)(x) == x**(a - 1) * a * b * (-x**a + 1)**(b - 1)
def test_cauchy():
x0 = Symbol("x0")
gamma = Symbol("gamma", positive=True)
X = Cauchy('x', x0, gamma)
assert density(X)(x) == 1/(pi*gamma*(1 + (x - x0)**2/gamma**2))
def test_betaprime():
alpha = Symbol("alpha", positive=True)
betap = Symbol("beta", positive=True)
X = BetaPrime('x', alpha, betap)
assert density(X)(x) == x**(alpha - 1)*(x + 1)**(-alpha - betap)/beta(alpha, betap)
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
from sympy.stats import given, density, Die
## 6개의 면이 있는 주사위 생성
Die6 = Die("Die6", 6)
Die6_dict = density(Die6).dict
print(Die6)
print(Die6_dict)
## 3 초과의 면만 나오는 조건을 가진 주사위 생성
condi = given(Die6, Die6 > 3)
condi_dict = density(condi).dict
print(condi)
print(condi_dict)
def test_density_constant():
assert density(3)(2) == 0
assert density(3)(3) == DiracDelta(0)
def test_conjugate_priors():
mu = Normal('mu', 2, 3)
x = Normal('x', mu, 1)
assert isinstance(simplify(density(mu, Eq(x, y), evaluate=False)(z)),
Integral)
def test_given():
X = Die('X', 6)
assert density(X, X > 5) == {S(6): S(1)}
assert where(X > 2, X > 5).as_boolean() == Eq(X.symbol, 6)
assert sample(X, X > 5) == 6
from sympy import *
from sympy.stats import Normal, density, E, variance
var("tau nact pact dt std damping scale tau_threshold act_threshold", real=True)
var("dt std alpha scale time_constant", real=True, positive=True)
noise = Normal("noise", 0, std)
alpha = 1 - exp(-dt/time_constant)
#nact = alpha*pact + (1 - alpha)*(atan((tau - tau_threshold)*scale) + noise)
#dact = (nact - pact).simplify()
#pprint(dact)
#nact = pact + (-damping*pact + atan((tau - tau_threshold)*scale) + noise)*dt
dact = -alpha*pact + atan((tau - tau_threshold)*scale)*dt + noise*sqrt(dt)
print(dact)
pprint(density(dact))
m = E(dact)
v = variance(dact).simplify()
print(m)
print(v)
def test_Density():
X = Die("X", 6)
d = Density(X)
assert d.doit() == density(X)
def test_density_unevaluated():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 2)
assert isinstance(density(X + Y, evaluate=False)(z), Integral)
def test_random_parameters():
mu = Normal('mu', 2, 3)
meas = Normal('T', mu, 1)
assert density(meas, evaluate=False)(z)
assert isinstance(pspace(meas), ProductPSpace)
def get_density(dist, node, input_vars):
return st.density(dist)(input_vars[node.scope[0]])
def test_wignersemicircle():
R = Symbol("R", positive=True)
X = WignerSemicircle('x', R)
assert density(X)(x) == 2 * sqrt(-x**2 + R**2) / (pi * R**2)
assert E(X) == 0
def test_gumbel():
beta = Symbol("beta", positive=True)
mu = Symbol("mu")
x = Symbol("x")
X = Gumbel("x", beta, mu)
assert simplify(density(X)(x)) == exp((beta*exp((mu - x)/beta) + mu - x)/beta)/beta
def test_erlang():
k = Symbol("k", integer=True, positive=True)
l = Symbol("l", positive=True)
X = Erlang("x", k, l)
assert density(X)(x) == x**(k - 1) * l**k * exp(-x * l) / gamma(k)
def test_arcsin():
a = Symbol("a", real=True)
b = Symbol("b", real=True)
X = Arcsin('x', a, b)
assert density(X)(x) == 1 / (pi * sqrt((-x + b) * (x - a)))
def test_studentt():
nu = Symbol("nu", positive=True)
X = StudentT('x', nu)
assert density(X)(x) == (1 + x**2 / nu)**(-nu / 2 - 1 / 2) / (
sqrt(nu) * beta(1 / 2, nu / 2))
def test_shiftedgompertz():
b = Symbol("b", positive=True)
eta = Symbol("eta", positive=True)
X = ShiftedGompertz("x", b, eta)
assert density(X)(x) == b * (eta * (1 - exp(-b * x)) + 1) * exp(
-b * x) * exp(-eta * exp(-b * x))
def test_sample_continuous():
Z = ContinuousRV(z, exp(-z), set=Interval(0, oo))
assert sample(Z) in Z.pspace.domain.set
sym, val = list(Z.pspace.sample().items())[0]
assert sym == Z and val in Interval(0, oo)
assert density(Z)(-1) == 0
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_chi_squared():
k = Symbol("k", integer=True)
X = ChiSquared('x', k)
assert density(X)(x) == 2**(-k / 2) * x**(k / 2 - 1) * exp(-x / 2) / gamma(
k / 2)
