def test_rvs(self):
"""Test simulation."""
eta = 100
ndim = 2
mvst = MvSt(ndim=ndim, eta=eta)
size = 10
rvs = mvst.rvs(size=size)
self.assertEqual(rvs.shape, (size, ndim))
def test_rvs(self):
"""Test simulation."""
eta = 100
ndim = 2
mvst = MvSt(ndim=ndim, eta=eta)
size = 10
rvs = mvst.rvs(size=size)
self.assertEqual(rvs.shape, (size, ndim))
def test_likelihood(self):
"""Test log-likelihood."""
eta = 100
size = (10, 2)
data = np.random.normal(size=size)
mvst = MvSt(ndim=size[1], eta=eta, data=data)
logl1 = mvst.likelihood(eta)
logl2 = mvst.likelihood(eta * 2)
self.assertIsInstance(logl1, float)
self.assertNotEqual(logl1, logl2)
npt.assert_array_equal(mvst.data, data)
def test_likelihood(self):
"""Test log-likelihood."""
eta = 100
size = (10, 2)
data = np.random.normal(size=size)
mvst = MvSt(ndim=size[1], eta=eta, data=data)
logl1 = mvst.likelihood(eta)
logl2 = mvst.likelihood(eta * 2)
self.assertIsInstance(logl1, float)
self.assertNotEqual(logl1, logl2)
npt.assert_array_equal(mvst.data, data)
def test_cdf(self):
"""Test cdf."""
eta = 20
ndim = 3
mvst = MvSt(ndim=ndim, eta=eta)
cdf = mvst.cdf(np.zeros(1))
self.assertIsInstance(cdf, float)
eta = 20
mvst = MvSt(ndim=ndim, eta=eta)
cdf = mvst.cdf(np.zeros(ndim) - 10)
self.assertIsInstance(cdf, float)
def test_quantile(self):
"""Test quantile."""
eta = 20
ndim = 1
mvst = MvSt(ndim=ndim, eta=eta)
arg = -2.0
cdf = mvst.cdf(arg)
ppf = mvst.ppf(cdf)
self.assertAlmostEqual(ppf, arg)
arg = -0.1 * np.ones(ndim)
cdf = mvst.cdf_vec(arg)
quantiles = mvst.ppf_vec(cdf)
npt.assert_array_almost_equal(arg, quantiles)
def test_init(self):
"""Test __init__."""
mvst = MvSt(ndim=3)
self.assertIsInstance(mvst.eta, np.ndarray)
eta = 10
mvst = MvSt(ndim=1, eta=eta)
npt.assert_array_equal(mvst.eta, np.array(eta))
mu, sigma = [0.5, 0.4], np.ones((2, 2))
mvst = MvSt(ndim=len(mu), eta=eta, mu=mu, sigma=sigma)
npt.assert_array_equal(mvst.mu, np.array(mu))
npt.assert_array_equal(mvst.sigma, np.array(sigma))
npt.assert_array_equal(mvst.const_mu(), np.array(mu))
npt.assert_array_equal(mvst.const_sigma(), np.array(sigma))
eta = 15
mvst.from_theta(eta)
self.assertEqual(mvst.eta, eta)
ndim = 2
size = (10, ndim)
data = np.random.normal(size=size)
skst = MvSt(ndim=ndim, data=data)
npt.assert_array_equal(skst.data, data)
def test_pdf(self):
"""Test pdf."""
eta = 30
mvst = MvSt(ndim=1, eta=eta)
size = (10, 1)
data = np.random.normal(size=size)
pdf = mvst.pdf(data)
self.assertEqual(pdf.ndim, 1)
self.assertEqual(pdf.shape, (size[0],))
eta = 30
ndim = 2
mvst = MvSt(ndim=ndim, eta=eta)
size = (10, ndim)
data = np.random.normal(size=size)
pdf = mvst.pdf(data)
self.assertEqual(pdf.ndim, 1)
self.assertEqual(pdf.shape, (size[0],))
def test_cdf(self):
"""Test cdf."""
eta = 20
ndim = 3
mvst = MvSt(ndim=ndim, eta=eta)
cdf = mvst.cdf(np.zeros(1))
self.assertIsInstance(cdf, float)
eta = 20
mvst = MvSt(ndim=ndim, eta=eta)
cdf = mvst.cdf(np.zeros(ndim) - 10)
self.assertIsInstance(cdf, float)
def test_quantile(self):
"""Test quantile."""
eta = 20
ndim = 1
mvst = MvSt(ndim=ndim, eta=eta)
arg = -2.
cdf = mvst.cdf(arg)
ppf = mvst.ppf(cdf)
self.assertAlmostEqual(ppf, arg)
arg = -.1 * np.ones(ndim)
cdf = mvst.cdf_vec(arg)
quantiles = mvst.ppf_vec(cdf)
npt.assert_array_almost_equal(arg, quantiles)
def test_pdf(self):
"""Test pdf."""
eta = 30
mvst = MvSt(ndim=1, eta=eta)
size = (10, 1)
data = np.random.normal(size=size)
pdf = mvst.pdf(data)
self.assertEqual(pdf.ndim, 1)
self.assertEqual(pdf.shape, (size[0], ))
eta = 30
ndim = 2
mvst = MvSt(ndim=ndim, eta=eta)
size = (10, ndim)
data = np.random.normal(size=size)
pdf = mvst.pdf(data)
self.assertEqual(pdf.ndim, 1)
self.assertEqual(pdf.shape, (size[0], ))
def plot_bidensity():
lam = [1.5, -2]
mvsn = MvSN(ndim=len(lam), lam=lam)
mvsn.plot_bidensity()
eta = 20
skst = MvSt(ndim=2, eta=eta)
skst.plot_bidensity()
eta, lam = [20, 5], [1.5, .5]
skst = SkStJR(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
eta, lam = 20, [1.5, .5]
skst = SkStBL(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
eta, lam = 20, [1.5, -2]
skst = SkStDM(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
eta, lam = 20, [1.5, -2]
skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
def plot_bidensity_simulated():
size = int(1e4)
lam = [1.5, -2]
mvsn = MvSN(ndim=len(lam), lam=lam)
mvsn.plot_bidensity()
rvs = mvsn.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta = 20
skst = MvSt(ndim=2, eta=eta)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = [20, 5], [1.5, .5]
skst = SkStJR(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = 20, [1.5, .5]
skst = SkStBL(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = 20, [1.5, -2]
skst = SkStDM(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = 20, [1.5, -2]
skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
def plot_bidensity():
lam = [1.5, -2]
mvsn = MvSN(ndim=len(lam), lam=lam)
mvsn.plot_bidensity()
eta = 20
skst = MvSt(ndim=2, eta=eta)
skst.plot_bidensity()
eta, lam = [20, 5], [1.5, .5]
skst = SkStJR(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
eta, lam = 20, [1.5, .5]
skst = SkStBL(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
eta, lam = 20, [1.5, -2]
skst = SkStDM(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
eta, lam = 20, [1.5, -2]
skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
def plot_bidensity_simulated():
size = int(1e4)
lam = [1.5, -2]
mvsn = MvSN(ndim=len(lam), lam=lam)
mvsn.plot_bidensity()
rvs = mvsn.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta = 20
skst = MvSt(ndim=2, eta=eta)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = [20, 5], [1.5, .5]
skst = SkStJR(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = 20, [1.5, .5]
skst = SkStBL(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = 20, [1.5, -2]
skst = SkStDM(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
eta, lam = 20, [1.5, -2]
skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
skst.plot_bidensity()
rvs = skst.rvs(size=size)
sns.kdeplot(rvs, shade=True)
plt.axis('square')
plt.xlim([-2, 2])
plt.ylim([-2, 2])
plt.show()
def test_init(self):
"""Test __init__."""
mvst = MvSt(ndim=3)
self.assertIsInstance(mvst.eta, np.ndarray)
eta = 10
mvst = MvSt(ndim=1, eta=eta)
npt.assert_array_equal(mvst.eta, np.array(eta))
mu, sigma = [.5, .4], np.ones((2, 2))
mvst = MvSt(ndim=len(mu), eta=eta, mu=mu, sigma=sigma)
npt.assert_array_equal(mvst.mu, np.array(mu))
npt.assert_array_equal(mvst.sigma, np.array(sigma))
npt.assert_array_equal(mvst.const_mu(), np.array(mu))
npt.assert_array_equal(mvst.const_sigma(), np.array(sigma))
eta = 15
mvst.from_theta(eta)
self.assertEqual(mvst.eta, eta)
ndim = 2
size = (10, ndim)
data = np.random.normal(size=size)
skst = MvSt(ndim=ndim, data=data)
npt.assert_array_equal(skst.data, data)