def test_weibull():
a, b = symbols('a b', positive=True)
X = Weibull('x', a, b)
assert simplify(E(X)) == simplify(a * gamma(1 + 1/b))
assert simplify(variance(X)) == simplify(a**2 * gamma(1 + 2/b) - E(X)**2)
assert simplify(skewness(X)) == (2*gamma(1 + 1/b)**3 - 3*gamma(1 + 1/b)*gamma(1 + 2/b) + gamma(1 + 3/b))/(-gamma(1 + 1/b)**2 + gamma(1 + 2/b))**(S(3)/2)
def test_weibull_numeric():
# Test for integers and rationals
a = 1
bvals = [S.Half, 1, S(3)/2, 5]
for b in bvals:
X = Weibull(a, b)
assert simplify(E(X)) == simplify(a * gamma(1 + 1/S(b)))
assert simplify(Var(X)) == simplify(a**2 * gamma(1 + 2/S(b)) - E(X)**2)
def test_weibull_numeric():
# Test for integers and rationals
a = 1
bvals = [S.Half, 1, Rational(3, 2), 5]
for b in bvals:
X = Weibull('x', a, b)
assert simplify(E(X)) == expand_func(a * gamma(1 + 1 / S(b)))
assert simplify(variance(X)) == simplify(a**2 * gamma(1 + 2 / S(b)) -
E(X)**2)
def test_weibull():
a, b = symbols('a b', positive=True)
# FIXME: simplify(E(X)) seems to hang without extended_positive=True
# On a Linux machine this had a rapid memory leak...
# a, b = symbols('a b', positive=True)
X = Weibull('x', a, b)
assert E(X).expand() == a * gamma(1 + 1/b)
assert variance(X).expand() == (a**2 * gamma(1 + 2/b) - E(X)**2).expand()
assert simplify(skewness(X)) == (2*gamma(1 + 1/b)**3 - 3*gamma(1 + 1/b)*gamma(1 + 2/b) + gamma(1 + 3/b))/(-gamma(1 + 1/b)**2 + gamma(1 + 2/b))**Rational(3, 2)
assert simplify(kurtosis(X)) == (-3*gamma(1 + 1/b)**4 +\
6*gamma(1 + 1/b)**2*gamma(1 + 2/b) - 4*gamma(1 + 1/b)*gamma(1 + 3/b) + gamma(1 + 4/b))/(gamma(1 + 1/b)**2 - gamma(1 + 2/b))**2
def test_prefab_sampling():
N = Normal('X', 0, 1)
L = LogNormal('L', 0, 1)
E = Exponential('Ex', 1)
P = Pareto('P', 1, 3)
W = Weibull('W', 1, 1)
U = Uniform('U', 0, 1)
B = Beta('B', 2, 5)
G = Gamma('G', 1, 3)
variables = [N, L, E, P, W, U, B, G]
niter = 10
for var in variables:
for i in range(niter):
assert sample(var) in var.pspace.domain.set
def test_prefab_sampling():
N = Normal(0, 1)
L = LogNormal(0, 1)
E = Exponential(1)
P = Pareto(1, 3)
W = Weibull(1, 1)
U = Uniform(0, 1)
B = Beta(2,5)
G = Gamma(1,3)
variables = [N,L,E,P,W,U,B,G]
niter = 10
for var in variables:
for i in xrange(niter):
assert Sample(var) in var.pspace.domain.set
def test_prefab_sampling():
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests')
N = Normal('X', 0, 1)
L = LogNormal('L', 0, 1)
E = Exponential('Ex', 1)
P = Pareto('P', 1, 3)
W = Weibull('W', 1, 1)
U = Uniform('U', 0, 1)
B = Beta('B', 2, 5)
G = Gamma('G', 1, 3)
variables = [N, L, E, P, W, U, B, G]
niter = 10
size = 5
for var in variables:
for _ in range(niter):
assert sample(var) in var.pspace.domain.set
samps = sample(var, size=size)
for samp in samps:
assert samp in var.pspace.domain.set
def test_weibull():
a, b = symbols('a b', positive=True)
X = Weibull('x', a, b)
assert simplify(E(X)) == simplify(a * gamma(1 + 1/b))
assert simplify(variance(X)) == simplify(a**2 * gamma(1 + 2/b) - E(X)**2)
