def __init__(self, err_sigma): """" :param err_sigma is the standard deviation of noise term """ SimModel.__init__(self) # create a normal distribution to model noise self._err = RVGs.Normal(loc=0, scale=err_sigma)
def test_normal(rnd, loc=0, scale=1): #normal random variate generator normal_dist = RVGs.Normal(loc, scale) # obtain samples samples = get_samples(normal_dist, rnd) # report mean and variance print_test_results('Normal', samples, expectation=loc, variance=scale**2)
def test_fitting_normal(): print("\nTesting Normal with loc=10, scale=2") dist = RVGs.Normal(loc=10, scale=2) print(' percentile interval: ', dist.get_percentile_interval(alpha=0.05)) data = np.array(get_samples(dist, np.random)) dict_mm_results = RVGs.Normal.fit_mm(mean=np.average(data), st_dev=np.std(data)) dict_ml_results = RVGs.Normal.fit_ml(data=data) print(" Fit:") print(" MM:", dict_mm_results) print(" ML:", dict_ml_results) # plot the fitted distributions Plot.plot_normal_fit(data=data, fit_results=dict_mm_results, title='Method of Moment') Plot.plot_normal_fit(data=data, fit_results=dict_mm_results, title='Maximum Likelihood')
def __init__(self, therapy): self.therapy = therapy self.probMatrixRVG = [] # list of dirichlet distributions for transition probabilities self.lnRelativeRiskRVG = None # normal distribution for the natural log of the treatment relative risk self.annualStateCostRVG = [] # list of gamma distributions for the annual cost of states self.annualStateUtilityRVG = [] # list of beta distributions for the annual utility of states self.annualTreatmentCostRVG = None # gamma distribution for treatment cost # create Dirichlet distributions for transition probabilities j = 0 for probs in Data.TRANS_MATRIX: # note: for a Dirichlet distribution all values of the argument 'a' should be non-zero. # setting if_ignore_0s to True allows the Dirichlet distribution to take 'a' with zero values. self.probMatrixRVG.append(RVGs.Dirichlet( a=probs, if_ignore_0s=True)) j += 1 # treatment relative risk rr_ci = [0.365, 0.71] # confidence interval of the treatment relative risk # find the mean and st_dev of the normal distribution assumed for ln(RR) # sample mean ln(RR) mean_ln_rr = math.log(Data.TREATMENT_RR) # sample standard deviation of ln(RR) std_ln_rr = \ (math.log(rr_ci[1]) - math.log(rr_ci[0])) / (2 * stat.norm.ppf(1 - 0.05 / 2)) # create a normal distribution for ln(RR) self.lnRelativeRiskRVG = RVGs.Normal(loc=mean_ln_rr, scale=std_ln_rr) # create gamma distributions for annual state cost for cost in Data.ANNUAL_STATE_COST: # if cost is zero, add a constant 0, otherwise add a gamma distribution if cost == 0: self.annualStateCostRVG.append(RVGs.Constant(value=0)) else: # find shape and scale of the assumed gamma distribution # no data available to estimate the standard deviation, so we assumed st_dev=cost / 5 fit_output = RVGs.Gamma.fit_mm(mean=cost, st_dev=cost / 5) # append the distribution self.annualStateCostRVG.append( RVGs.Gamma(a=fit_output["a"], loc=0, scale=fit_output["scale"])) # create a gamma distribution for annual treatment cost if self.therapy == Therapies.MONO: annual_cost = Data.Zidovudine_COST else: annual_cost = Data.Zidovudine_COST + Data.Lamivudine_COST fit_output = RVGs.Gamma.fit_mm(mean=annual_cost, st_dev=annual_cost / 5) self.annualTreatmentCostRVG = RVGs.Gamma(a=fit_output["a"], loc=0, scale=fit_output["scale"]) # create beta distributions for annual state utility for utility in Data.ANNUAL_STATE_UTILITY: # if utility is zero, add a constant 0, otherwise add a beta distribution if utility == 0: self.annualStateCostRVG.append(RVGs.Constant(value=0)) else: # find alpha and beta of the assumed beta distribution # no data available to estimate the standard deviation, so we assumed st_dev=cost / 4 fit_output = RVGs.Beta.fit_mm(mean=utility, st_dev=utility / 4) # append the distribution self.annualStateUtilityRVG.append( RVGs.Beta(a=fit_output["a"], b=fit_output["b"]))