def test__fit_constant(self):
distribution = GammaUnivariate()
distribution._fit_constant(np.array([1, 1, 1, 1]))
assert distribution._params == {
'a': 0,
'loc': 1,
'scale': 0
}
def test__extract_constant(self):
distribution = GammaUnivariate()
distribution._params = {
'loc': 1,
'scale': 1,
'a': 1,
}
constant = distribution._extract_constant()
assert 1 == constant
def test_fit_sample(self):
model = GammaUnivariate()
model.fit(self.data)
np.testing.assert_allclose(model._params['loc'], 1.0, atol=0.2)
np.testing.assert_allclose(model._params['scale'], 1.0, atol=0.2)
np.testing.assert_allclose(model._params['a'], 1.0, atol=0.2)
sampled_data = model.sample(50)
assert isinstance(sampled_data, np.ndarray)
assert sampled_data.shape == (50, )
def test_to_dict_constant(self):
model = GammaUnivariate()
model.fit(self.constant)
params = model.to_dict()
assert params == {
'type': 'copulas.univariate.gamma.GammaUnivariate',
'loc': 5,
'scale': 0,
'a': 0,
}
def test__fit(self):
distribution = GammaUnivariate()
data = gamma.rvs(size=10000, a=1, loc=1, scale=1)
distribution._fit(data)
expected = {
'loc': 1,
'scale': 1,
'a': 1,
}
for key, value in distribution._params.items():
np.testing.assert_allclose(value, expected[key], atol=0.1)
def test_fit(self):
"""On fit, stats from fit data are set in the model."""
# Generate data with known parameters
a, loc, scale = 1.0, 3.0, 5.0
data = gamma.rvs(a, loc, scale, size=100000)
# Fit the model and check parameters
copula = GammaUnivariate()
copula.fit(data)
self.assertAlmostEqual(copula.a, a, places=1)
self.assertAlmostEqual(copula.loc, loc, places=1)
self.assertAlmostEqual(copula.scale, scale, places=1)
def test_save_load(self):
model = GammaUnivariate()
model.fit(self.data)
sampled_data = model.sample(50)
path_to_model = os.path.join(self.test_dir.name, "model.pkl")
model.save(path_to_model)
model2 = GammaUnivariate.load(path_to_model)
pdf = model.probability_density(sampled_data)
pdf2 = model2.probability_density(sampled_data)
assert np.all(np.isclose(pdf, pdf2, atol=0.01))
cdf = model.cumulative_distribution(sampled_data)
cdf2 = model2.cumulative_distribution(sampled_data)
assert np.all(np.isclose(cdf, cdf2, atol=0.01))
def test_to_dict_from_dict(self):
model = GammaUnivariate()
model.fit(self.data)
sampled_data = model.sample(50)
params = model.to_dict()
model2 = GammaUnivariate.from_dict(params)
pdf = model.probability_density(sampled_data)
pdf2 = model2.probability_density(sampled_data)
assert np.all(np.isclose(pdf, pdf2, atol=0.01))
cdf = model.cumulative_distribution(sampled_data)
cdf2 = model2.cumulative_distribution(sampled_data)
assert np.all(np.isclose(cdf, cdf2, atol=0.01))
def test_to_dict_from_dict_constant(self):
model = GammaUnivariate()
model.fit(self.constant)
sampled_data = model.sample(50)
pdf = model.probability_density(sampled_data)
cdf = model.cumulative_distribution(sampled_data)
params = model.to_dict()
model2 = GammaUnivariate.from_dict(params)
np.testing.assert_equal(np.full(50, 5), sampled_data)
np.testing.assert_equal(np.full(50, 5), model2.sample(50))
np.testing.assert_equal(np.full(50, 1), pdf)
np.testing.assert_equal(np.full(50, 1), model2.probability_density(sampled_data))
np.testing.assert_equal(np.full(50, 1), cdf)
np.testing.assert_equal(np.full(50, 1), model2.cumulative_distribution(sampled_data))
def test_pdf(self):
model = GammaUnivariate()
model.fit(self.data)
sampled_data = model.sample(50)
# Test PDF
pdf = model.probability_density(sampled_data)
assert (0 < pdf).all()
def test_cdf(self):
model = GammaUnivariate()
model.fit(self.data)
sampled_data = model.sample(50)
# Test the CDF
cdf = model.cumulative_distribution(sampled_data)
assert (0 <= cdf).all() and (cdf <= 1).all()
# Test CDF increasing function
sorted_data = sorted(sampled_data)
cdf = model.cumulative_distribution(sorted_data)
assert (np.diff(cdf) >= 0).all()
def test_fit_sample_constant(self):
model = GammaUnivariate()
model.fit(self.constant)
sampled_data = model.sample(50)
assert isinstance(sampled_data, np.ndarray)
assert sampled_data.shape == (50, )
assert model._constant_value == 5
np.testing.assert_equal(np.full(50, 5), model.sample(50))
def test__is_constant_false(self):
distribution = GammaUnivariate()
distribution.fit(np.array([1, 2, 3, 4]))
assert not distribution._is_constant()
def test__is_constant_true(self):
distribution = GammaUnivariate()
distribution.fit(np.array([1, 1, 1, 1]))
assert distribution._is_constant()
def test_valid_serialization_unfit_model(self):
"""For a unfitted model to_dict and from_dict are opposites."""
instance = GammaUnivariate()
result = GammaUnivariate.from_dict(instance.to_dict())
assert instance.to_dict() == result.to_dict()
def test_valid_serialization_fit_model(self):
"""For a fitted model to_dict and from_dict are opposites."""
instance = GammaUnivariate()
instance.fit(np.array([1, 2, 3, 2, 1]))
result = GammaUnivariate.from_dict(instance.to_dict())
assert instance.to_dict() == result.to_dict()
def test___init__(self):
"""On init, default values are set on instance."""
copula = GammaUnivariate()
assert copula.a is None
assert copula.loc is None
assert copula.scale is None
def test_test_fit_equal_values(self):
"""If it's fit with constant data, contant_value is set."""
instance = GammaUnivariate()
instance.fit(np.array([5, 5, 5, 5, 5, 5]))
assert instance.constant_value == 5