def test_simulate_init_array_num_reps():
P = [[0.4, 0.6], [0.2, 0.8]]
mc = MarkovChain(P)
ts_length = 10
init=[0, 1]
num_reps=3
X = mc.simulate(ts_length, init, num_reps)
assert_array_equal(X[:, 0], init*num_reps)
def test_simulate_init_type():
P = [[0.4, 0.6], [0.2, 0.8]]
mc = MarkovChain(P)
seed = 0
ts_length = 3
init = 0 # int
X = mc.simulate(ts_length, init=init, random_state=seed)
inits_np_int = [t(init) for t in [np.int32, np.int64]]
for init in inits_np_int:
X_np_int = mc.simulate(ts_length, init=init, random_state=seed)
assert_array_equal(X_np_int, X)
def test_simulate_ergodicity():
P = [[0.4, 0.6], [0.2, 0.8]]
stationary_dist = [0.25, 0.75]
init = 0
mc = MarkovChain(P)
seed = 4433
ts_length = 100
num_reps = 300
tol = 0.1
x = mc.simulate(ts_length, init=init, num_reps=num_reps, random_state=seed)
frequency_1 = x[:, -1].mean()
ok_(np.abs(frequency_1 - stationary_dist[1]) < tol)
def test_simulate_shape():
P = [[0.4, 0.6], [0.2, 0.8]]
mc = MarkovChain(P)
(ts_length, init, num_reps) = (10, None, None)
assert_array_equal(mc.simulate(ts_length, init, num_reps).shape,
(ts_length,))
(ts_length, init, num_reps) = (10, [0, 1], None)
assert_array_equal(mc.simulate(ts_length, init, num_reps).shape,
(len(init), ts_length))
(ts_length, init, num_reps) = (10, [0, 1], 3)
assert_array_equal(mc.simulate(ts_length, init, num_reps).shape,
(len(init)*num_reps, ts_length))
for (ts_length, init, num_reps) in [(10, None, 3), (10, None, 1)]:
assert_array_equal(mc.simulate(ts_length, init, num_reps).shape,
(num_reps, ts_length))
def test_get_index():
P = [[0.4, 0.6], [0.2, 0.8]]
mc = MarkovChain(P)
eq_(mc.get_index(0), 0)
eq_(mc.get_index(1), 1)
assert_raises(ValueError, mc.get_index, 2)
assert_array_equal(mc.get_index([1, 0]), [1, 0])
assert_raises(ValueError, mc.get_index, [[1]])
mc.state_values = [1, 2]
eq_(mc.get_index(1), 0)
eq_(mc.get_index(2), 1)
assert_raises(ValueError, mc.get_index, 0)
assert_array_equal(mc.get_index([2, 1]), [1, 0])
assert_raises(ValueError, mc.get_index, [[1]])
mc.state_values = [[1, 2], [3, 4]]
eq_(mc.get_index([1, 2]), 0)
assert_raises(ValueError, mc.get_index, 1)
assert_array_equal(mc.get_index([[3, 4], [1, 2]]), [1, 0])
