def Stats2ZeroMoment(stats):
# MODIFIED FROM http://statsmodels.sourceforge.net/devel/_modules/statsmodels/stats/moment_helpers.html
# ADDED count
mc0, mc1, mc2, skew, kurt = stats.count, coalesce(stats.mean, 0), coalesce(stats.variance, 0), coalesce(stats.skew, 0), coalesce(stats.kurtosis, 0)
mz0 = mc0
mz1 = mc1 * mc0
mz2 = (mc2 + mc1 * mc1) * mc0
mc3 = coalesce(skew, 0) * (mc2 ** 1.5) # 3rd central moment
mz3 = (mc3 + 3 * mc1 * mc2 + mc1 ** 3) * mc0 # 3rd non-central moment
mc4 = (coalesce(kurt, 0) + 3.0) * (mc2 ** 2.0) # 4th central moment
mz4 = (mc4 + 4 * mc1 * mc3 + 6 * mc1 * mc1 * mc2 + mc1 ** 4) * mc0
m = ZeroMoment(mz0, mz1, mz2, mz3, mz4)
if DEBUG:
from mo_testing.fuzzytestcase import assertAlmostEqualValue
globals()["DEBUG"] = False
try:
v = ZeroMoment2Stats(m)
assertAlmostEqualValue(v.count, stats.count, places=10)
assertAlmostEqualValue(v.mean, stats.mean, places=10)
assertAlmostEqualValue(v.variance, stats.variance, places=10)
assertAlmostEqualValue(v.skew, stats.skew, places=10)
assertAlmostEqualValue(v.kurtosis, stats.kurtosis, places=10)
except Exception as e:
v = ZeroMoment2Stats(m)
Log.error("programmer error")
globals()["DEBUG"] = True
return m
def Stats2ZeroMoment(stats):
# MODIFIED FROM http://statsmodels.sourceforge.net/devel/_modules/statsmodels/stats/moment_helpers.html
# ADDED count
mc0, mc1, mc2, skew, kurt = stats.count, coalesce(stats.mean, 0), coalesce(
stats.variance, 0), coalesce(stats.skew,
0), coalesce(stats.kurtosis, 0)
mz0 = mc0
mz1 = mc1 * mc0
mz2 = (mc2 + mc1 * mc1) * mc0
mc3 = coalesce(skew, 0) * (mc2**1.5) # 3rd central moment
mz3 = (mc3 + 3 * mc1 * mc2 + mc1**3) * mc0 # 3rd non-central moment
mc4 = (coalesce(kurt, 0) + 3.0) * (mc2**2.0) # 4th central moment
mz4 = (mc4 + 4 * mc1 * mc3 + 6 * mc1 * mc1 * mc2 + mc1**4) * mc0
m = ZeroMoment(mz0, mz1, mz2, mz3, mz4)
if DEBUG:
from mo_testing.fuzzytestcase import assertAlmostEqualValue
globals()["DEBUG"] = False
try:
v = ZeroMoment2Stats(m)
assertAlmostEqualValue(v.count, stats.count, places=10)
assertAlmostEqualValue(v.mean, stats.mean, places=10)
assertAlmostEqualValue(v.variance, stats.variance, places=10)
assertAlmostEqualValue(v.skew, stats.skew, places=10)
assertAlmostEqualValue(v.kurtosis, stats.kurtosis, places=10)
except Exception as e:
v = ZeroMoment2Stats(m)
Log.error("programmer error")
globals()["DEBUG"] = True
return m
def ZeroMoment2Stats(z_moment):
Z = z_moment.S
if not Z:
return Stats()
N = Z[0]
if N == 0:
return Stats()
mean = Z[1] / N
Z2 = Z[2] / N
Z3 = Z[3] / N
Z4 = Z[4] / N
if N == 1:
variance = None
skew = None
kurtosis = None
else:
if almost_equal(Z2, mean * mean, digits=9):
variance = 0
skew = None
kurtosis = None
else:
variance = Z2 - mean * mean
mc3 = Z3 - (3 * mean * variance + mean**3) # 3rd central moment
mc4 = Z4 - (4 * mean * mc3 + 6 * mean * mean * variance + mean**4)
skew = mc3 / (variance**1.5)
kurtosis = (mc4 / (variance**2.0)) - 3.0
stats = Stats(count=N,
mean=mean,
variance=variance,
skew=skew,
kurtosis=kurtosis)
if DEBUG:
from mo_testing.fuzzytestcase import assertAlmostEqualValue
globals()["DEBUG"] = False
v = Null
try:
v = Stats2ZeroMoment(stats)
for i in range(5):
assertAlmostEqualValue(v.S[i], Z[i], places=7)
except Exception as e:
Log.error(
"Conversion failed. Programmer error:\nfrom={{from|indent}},\nresult stats={{stats|indent}},\nexpected param={{expected|indent}}",
{"from": Z},
stats=stats,
expected=v.S,
cause=e,
)
globals()["DEBUG"] = True
return stats
def ZeroMoment2Stats(z_moment):
Z = z_moment.S
N = Z[0]
if N == 0:
return Stats()
mean = Z[1] / N
Z2 = Z[2] / N
Z3 = Z[3] / N
Z4 = Z[4] / N
if N == 1:
variance = None
skew = None
kurtosis = None
else:
if almost_equal(Z2, mean * mean, digits=9):
variance = 0
skew = None
kurtosis = None
else:
variance = (Z2 - mean * mean)
mc3 = (Z3 - (3 * mean * variance + mean ** 3)) # 3rd central moment
mc4 = (Z4 - (4 * mean * mc3 + 6 * mean * mean * variance + mean ** 4))
skew = mc3 / (variance ** 1.5)
kurtosis = (mc4 / (variance ** 2.0)) - 3.0
stats = Stats(
count=N,
mean=mean,
variance=variance,
skew=skew,
kurtosis=kurtosis
)
if DEBUG:
from mo_testing.fuzzytestcase import assertAlmostEqualValue
globals()["DEBUG"] = False
v = Null
try:
v = Stats2ZeroMoment(stats)
for i in range(5):
assertAlmostEqualValue(v.S[i], Z[i], places=7)
except Exception as e:
Log.error("Conversion failed. Programmer error:\nfrom={{from|indent}},\nresult stats={{stats|indent}},\nexpected param={{expected|indent}}",
{"from": Z},
stats=stats,
expected=v.S,
cause=e
)
globals()["DEBUG"] = True
return stats
def chisquare(f_obs, f_exp):
try:
py_result = strangman.stats.chisquare(f_obs, f_exp)
except Exception as e:
Log.error("problem with call", e)
if DEBUG_STRANGMAN:
from mo_testing.fuzzytestcase import assertAlmostEqualValue
sp_result = scipy.stats.chisquare(np.array(f_obs),
f_exp=np.array(f_exp))
if not assertAlmostEqualValue(sp_result[0], py_result[0],
digits=9) and assertAlmostEqualValue(
sp_result[1],
py_result[1],
delta=1e-8):
Log.error("problem with stats lib")
return py_result
def chisquare(f_obs, f_exp):
try:
py_result = strangman.stats.chisquare(
f_obs,
f_exp
)
except Exception as e:
Log.error("problem with call", e)
if DEBUG_STRANGMAN:
from mo_testing.fuzzytestcase import assertAlmostEqualValue
sp_result = scipy.stats.chisquare(
np.array(f_obs),
f_exp=np.array(f_exp)
)
if not assertAlmostEqualValue(sp_result[0], py_result[0], digits=9) and assertAlmostEqualValue(sp_result[1], py_result[1], delta=1e-8):
Log.error("problem with stats lib")
return py_result