def test_ProductPSpace():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
px = X.pspace
py = Y.pspace
assert pspace(X + Y) == ProductPSpace(px, py)
assert pspace(X + Y) == ProductPSpace(py, px)
def test_domains():
X, Y = Die('x', 6), Die('y', 6)
x, y = X.symbol, Y.symbol
# Domains
d = where(X > Y)
assert d.condition == (x > y)
d = where(And(X > Y, Y > 3))
assert d.as_boolean() == Or(And(Eq(x, 5), Eq(y, 4)), And(Eq(x, 6),
Eq(y, 5)), And(Eq(x, 6), Eq(y, 4)))
assert len(d.elements) == 3
assert len(pspace(X + Y).domain.elements) == 36
Z = Die('x', 4)
pytest.raises(ValueError, lambda: P(X > Z)) # Two domains with same internal symbol
assert pspace(X + Y).domain.set == FiniteSet(1, 2, 3, 4, 5, 6)**2
assert where(X > 3).set == FiniteSet(4, 5, 6)
assert X.pspace.domain.dict == FiniteSet(
*[Dict({X.symbol: i}) for i in range(1, 7)])
assert where(X > Y).dict == FiniteSet(*[Dict({X.symbol: i, Y.symbol: j})
for i in range(1, 7) for j in range(1, 7) if i > j])
X, Y = Die('x', 7), Die('y', 3)
x, y = X.symbol, Y.symbol
pytest.raises(ValueError, lambda: X.pspace.where(Y < 3))
cset = X.pspace.where(X < 3)
assert ((x, 1),) in cset
assert ((x, 3),) not in cset
assert X.pspace.where(True) == X.pspace.domain
def test_domains():
X, Y = Die('x', 6), Die('y', 6)
x, y = X.symbol, Y.symbol
# Domains
d = where(X > Y)
assert d.condition == (x > y)
d = where(And(X > Y, Y > 3))
assert d.as_boolean() == Or(And(Eq(x, 5), Eq(y,
4)), And(Eq(x, 6), Eq(y, 5)),
And(Eq(x, 6), Eq(y, 4)))
assert len(d.elements) == 3
assert len(pspace(X + Y).domain.elements) == 36
Z = Die('x', 4)
pytest.raises(ValueError,
lambda: P(X > Z)) # Two domains with same internal symbol
assert pspace(X + Y).domain.set == FiniteSet(1, 2, 3, 4, 5, 6)**2
assert where(X > 3).set == FiniteSet(4, 5, 6)
assert X.pspace.domain.dict == FiniteSet(
*[Dict({X.symbol: i}) for i in range(1, 7)])
assert where(X > Y).dict == FiniteSet(*[
Dict({
X.symbol: i,
Y.symbol: j
}) for i in range(1, 7) for j in range(1, 7) if i > j
])
def test_pspace():
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
pytest.raises(ValueError, lambda: pspace(5 + 3))
pytest.raises(ValueError, lambda: pspace(x < 1))
assert pspace(X) == X.pspace
assert pspace(2*X + 1) == X.pspace
assert pspace(2*X + Y) == ProductPSpace(Y.pspace, X.pspace)
def test_pspace():
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
pytest.raises(ValueError, lambda: pspace(5 + 3))
pytest.raises(ValueError, lambda: pspace(x < 1))
assert pspace(X) == X.pspace
assert pspace(2*X + 1) == X.pspace
assert pspace(2*X + Y) == ProductPSpace(Y.pspace, X.pspace)
def test_FiniteRV():
F = FiniteRV('F', {1: S.Half, 2: S.One/4, 3: S.One/4})
assert dict(density(F).items()) == {Integer(1): S.Half, Integer(2): S.One/4, Integer(3): S.One/4}
assert P(F >= 2) == S.Half
assert pspace(F).domain.as_boolean() == Or(
*[Eq(F.symbol, i) for i in [1, 2, 3]])
def test_FiniteRV():
F = FiniteRV('F', {1: Rational(1, 2), 2: Rational(1, 4), 3: Rational(1, 4)})
assert dict(density(F).items()) == {1: Rational(1, 2), 2: Rational(1, 4), 3: Rational(1, 4)}
assert P(F >= 2) == Rational(1, 2)
assert pspace(F).domain.as_boolean() == Or(
*[Eq(F.symbol, i) for i in [1, 2, 3]])
def test_FiniteRV():
F = FiniteRV('F', {1: Rational(1, 2), 2: Rational(1, 4), 3: Rational(1, 4)})
assert dict(density(F).items()) == {1: Rational(1, 2), 2: Rational(1, 4), 3: Rational(1, 4)}
assert P(F >= 2) == Rational(1, 2)
assert pspace(F).domain.as_boolean() == Or(
*[Eq(F.symbol, i) for i in [1, 2, 3]])
def test_dice():
# TODO: Make iid method!
X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6)
a, b = symbols('a b')
assert E(X) == 3 + Rational(1, 2)
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) == 0
assert covariance(X, X + Y) == variance(X)
assert density(Eq(cos(X * pi), 1))[True] == Rational(1, 2)
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) == Rational(1, 2)
assert P(2 * X > 6) == Rational(1, 2)
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 P(X > 3, X > 3) == 1
assert P(X > Y, Eq(Y, 6)) == 0
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[22] == Rational(1, 108) and d[4100] == Rational(
1, 216) and 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)
X = Die('X', 2)
x = X.symbol
assert X.pspace.compute_cdf(X) == {1: Rational(1, 2), 2: 1}
assert X.pspace.sorted_cdf(X) == [(1, Rational(1, 2)), (2, 1)]
assert X.pspace.compute_density(X)(1) == Rational(1, 2)
assert X.pspace.compute_density(X)(0) == 0
assert X.pspace.compute_density(X)(8) == 0
assert X.pspace.density == x
def test_dice():
# TODO: Make iid method!
X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6)
a, b = symbols('a b')
assert E(X) == 3 + Rational(1, 2)
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) == 0
assert covariance(X, X + Y) == variance(X)
assert density(Eq(cos(X*pi), 1))[True] == Rational(1, 2)
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) == Rational(1, 2)
assert P(2*X > 6) == Rational(1, 2)
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 P(X > 3, X > 3) == 1
assert P(X > Y, Eq(Y, 6)) == 0
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[22] == Rational(1, 108) and d[4100] == Rational(1, 216) and 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)
X = Die('X', 2)
x = X.symbol
assert X.pspace.compute_cdf(X) == {1: Rational(1, 2), 2: 1}
assert X.pspace.sorted_cdf(X) == [(1, Rational(1, 2)), (2, 1)]
assert X.pspace.compute_density(X)(1) == Rational(1, 2)
assert X.pspace.compute_density(X)(0) == 0
assert X.pspace.compute_density(X)(8) == 0
assert X.pspace.density == x
def test_RandomDomain():
X = Normal('x1', 0, 1)
assert str(where(X > 0)) == "Domain: And(0 < x1, x1 < oo)"
D = Die('d1', 6)
assert str(where(D > 4)) == "Domain: Or(Eq(d1, 5), Eq(d1, 6))"
A = Exponential('a', 1)
B = Exponential('b', 1)
assert str(pspace(Tuple(A, B)).domain) == "Domain: And(0 <= a, 0 <= b, a < oo, b < oo)"
def test_RandomDomain():
X = Normal('x1', 0, 1)
assert str(where(X > 0)) == "Domain: (0 < x1) & (x1 < oo)"
D = Die('d1', 6)
assert str(where(D > 4)) == "Domain: (Eq(d1, 5)) | (Eq(d1, 6))"
A = Exponential('a', 1)
B = Exponential('b', 1)
assert str(pspace(Tuple(A, B)).domain) == "Domain: (0 <= a) & (0 <= b) & (a < oo) & (b < oo)"
def test_RandomDomain():
X = Normal('x1', 0, 1)
assert str(where(X > 0)) == "Domain: And(0 < x1, x1 < oo)"
D = Die('d1', 6)
assert str(where(D > 4)) == "Domain: Or(Eq(d1, 5), Eq(d1, 6))"
A = Exponential('a', 1)
B = Exponential('b', 1)
assert str(pspace(Tuple(
A, B)).domain) == "Domain: And(0 <= a, 0 <= b, a < oo, b < oo)"
def test_coins():
C, D = Coin('C'), Coin('D')
H, T = symbols('H, T')
assert P(Eq(C, D)) == Rational(1, 2)
assert density(Tuple(C, D)) == {(H, H): Rational(1, 4), (H, T): Rational(1, 4),
(T, H): Rational(1, 4), (T, T): Rational(1, 4)}
assert dict(density(C).items()) == {H: Rational(1, 2), T: Rational(1, 2)}
F = Coin('F', Rational(1, 10))
assert P(Eq(F, H)) == Rational(1, 10)
d = pspace(C).domain
assert d.as_boolean() == Or(Eq(C.symbol, H), Eq(C.symbol, T))
pytest.raises(ValueError, lambda: P(C > D)) # Can't intelligently compare H to T
def test_coins():
C, D = Coin('C'), Coin('D')
H, T = symbols('H, T')
assert P(Eq(C, D)) == Rational(1, 2)
assert density(Tuple(C, D)) == {(H, H): Rational(1, 4), (H, T): Rational(1, 4),
(T, H): Rational(1, 4), (T, T): Rational(1, 4)}
assert dict(density(C).items()) == {H: Rational(1, 2), T: Rational(1, 2)}
F = Coin('F', Rational(1, 10))
assert P(Eq(F, H)) == Rational(1, 10)
d = pspace(C).domain
assert d.as_boolean() == Or(Eq(C.symbol, H), Eq(C.symbol, T))
pytest.raises(ValueError, lambda: P(C > D)) # Can't intelligently compare H to T
def test_dice():
# TODO: Make iid method!
X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6)
a, b = symbols('a b')
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) == 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) == 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 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[Integer(22)] == S.One / 108 and d[Integer(
4100)] == S.One / 216 and Integer(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)
def test_beta():
a, b = symbols('alpha beta', positive=True)
B = Beta('x', a, b)
assert pspace(B).domain.set == Interval(0, 1)
dens = density(B)
x = Symbol('x')
assert dens(x) == x**(a - 1)*(1 - x)**(b - 1) / beta(a, b)
# This is too slow
# assert E(B) == a / (a + b)
# assert variance(B) == (a*b) / ((a+b)**2 * (a+b+1))
# Full symbolic solution is too much, test with numeric version
a, b = Integer(1), Integer(2)
B = Beta('x', a, b)
assert expand_func(E(B)) == a/(a + b)
assert expand_func(variance(B)) == (a*b)/(a + b)**2/(a + b + 1)
def test_beta():
a, b = symbols('alpha beta', positive=True)
B = Beta('x', a, b)
assert pspace(B).domain.set == Interval(0, 1)
dens = density(B)
x = Symbol('x')
assert dens(x) == x**(a - 1)*(1 - x)**(b - 1) / beta(a, b)
# This is too slow
# assert E(B) == a / (a + b)
# assert variance(B) == (a*b) / ((a+b)**2 * (a+b+1))
# Full symbolic solution is too much, test with numeric version
a, b = Integer(1), Integer(2)
B = Beta('x', a, b)
assert expand_func(E(B)) == a/(a + b)
assert expand_func(variance(B)) == (a*b)/(a + b)**2/(a + b + 1)
def test_ProductPSpace():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
px = X.pspace
py = Y.pspace
assert pspace(X + Y) == ProductPSpace(px, py)
assert pspace(X + Y) == ProductPSpace(py, px)
X = Die("X", 2)
Y = Die("Y", 2)
assert (pspace(X + Y).density ==
Dict((frozenset({('X', 1), ('Y', 2)}), Rational(1, 4)),
(frozenset({('X', 1), ('Y', 1)}), Rational(1, 4)),
(frozenset({('X', 2), ('Y', 1)}), Rational(1, 4)),
(frozenset({('X', 2), ('Y', 2)}), Rational(1, 4))))
d = pspace(X + Y).domain
assert ((X.symbol, 1), (Y.symbol, 2)) in d
assert ((X.symbol, 0), (Y.symbol, 2)) not in d
Z = Die("Z", 2)
d1 = pspace(X + Y).domain
assert ProductDomain(d1, Z.pspace.domain) == pspace(X + Y + Z).domain
def test_ProductPSpace():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
px = X.pspace
py = Y.pspace
assert pspace(X + Y) == ProductPSpace(px, py)
assert pspace(X + Y) == ProductPSpace(py, px)
X = Die('X', 2)
Y = Die('Y', 2)
assert (pspace(X + Y).density ==
Dict((frozenset({('X', 1), ('Y', 2)}), Rational(1, 4)),
(frozenset({('X', 1), ('Y', 1)}), Rational(1, 4)),
(frozenset({('X', 2), ('Y', 1)}), Rational(1, 4)),
(frozenset({('X', 2), ('Y', 2)}), Rational(1, 4))))
d = pspace(X + Y).domain
assert ((X.symbol, 1), (Y.symbol, 2)) in d
assert ((X.symbol, 0), (Y.symbol, 2)) not in d
Z = Die('Z', 2)
d1 = pspace(X + Y).domain
assert ProductDomain(d1, Z.pspace.domain) == pspace(X + Y + Z).domain
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 test_random_parameters():
mu = Normal('mu', 2, 3)
meas = Normal('T', mu, 1)
assert density(meas, evaluate=False)(z)
assert isinstance(pspace(meas), ProductPSpace)
