def function_convolution(self, dist_1, dist_2, bins=50):
a_1, b_1, a_2, b_2 = 0, 0, 0, 0
if dist_1 in self.bounds:
a_1, b_1 = self.bounds[dist_1]
else:
a_1, b_1 = calculate_bounds_of_probability_distribution(dist_1)
self.bounds[dist_1] = a_1, b_1
if dist_2 in self.bounds:
a_2, b_2 = self.bounds[dist_2]
else:
a_2, b_2 = calculate_bounds_of_probability_distribution(dist_2)
self.bounds[dist_2] = a_2, b_2
if (type(dist_1.dist), type(dist_2.dist)) == (uniform_gen, uniform_gen):
return self.function_convolution_uniform((a_1, b_1), (a_2, b_2))
convolution_bounds_a, convolution_bounds_b = min(a_1, a_2), max(b_1, b_2)
delta = fabs(convolution_bounds_a - convolution_bounds_b) / bins
convolution_interval = TimeInterval(convolution_bounds_a, convolution_bounds_b, bins)
x = [dist_1.pdf(t) for t in convolution_interval]
y = [dist_2.pdf(t) for t in reversed(convolution_interval)]
c = convolve(x, y)
dictionary_convolution = {}
for t in xrange(len(c)):
dictionary_convolution[delta * t] = c[t]
bias = calculateCenterMass(dictionary_convolution)[0] + dist_2.mean() - dist_1.mean()
dictionary_convolution_biased = {}
for t in dictionary_convolution:
dictionary_convolution_biased[t - bias] = dictionary_convolution[t]
convolution_function = FunctionPiecewiseLinear(dictionary_convolution_biased, FunctionHorizontalLinear(0))
return convolution_function.normalised()
def function_convolution(self, dist_1, dist_2, bins=50):
a_1, b_1, a_2, b_2 = 0, 0, 0, 0
if dist_1 in self.bounds:
a_1, b_1 = self.bounds[dist_1]
else:
a_1, b_1 = calculate_bounds_of_probability_distribution(dist_1)
self.bounds[dist_1] = a_1, b_1
if dist_2 in self.bounds:
a_2, b_2 = self.bounds[dist_2]
else:
a_2, b_2 = calculate_bounds_of_probability_distribution(dist_2)
self.bounds[dist_2] = a_2, b_2
if (type(dist_1.dist), type(dist_2.dist)) == (uniform_gen, uniform_gen):
return self.function_convolution_uniform((a_1, b_1), (a_2, b_2))
convolution_bounds_a, convolution_bounds_b = min(a_1, a_2), max(b_1, b_2)
delta = fabs(convolution_bounds_a - convolution_bounds_b) / bins
convolution_interval = TimeInterval(convolution_bounds_a, convolution_bounds_b, bins)
x = [dist_1.pdf(t) for t in convolution_interval]
y = [dist_2.pdf(t) for t in reversed(convolution_interval)]
c = convolve(x, y)
dictionary_convolution = {}
for t in xrange(len(c)):
dictionary_convolution[delta * t] = c[t]
bias = calculateCenterMass(dictionary_convolution)[0] + dist_2.mean() - dist_1.mean()
dictionary_convolution_biased = {}
for t in dictionary_convolution:
dictionary_convolution_biased[t - bias] = dictionary_convolution[t]
convolution_function = FunctionPiecewiseLinear(dictionary_convolution_biased, FunctionHorizontalLinear(0))
return convolution_function.normalised()