コード例 #1
0
    def test_rvs(self):
        """Test simulation."""

        eta, lam = 100, [.5, 1.5, 2]
        skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
        size = 10
        rvs = skst.rvs(size=size)

        self.assertEqual(rvs.shape, (size, len(lam)))
コード例 #2
0
    def test_rvs(self):
        """Test simulation."""

        eta, lam = 100, [.5, 1.5, 2]
        skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
        size = 10
        rvs = skst.rvs(size=size)

        self.assertEqual(rvs.shape, (size, len(lam)))
コード例 #3
0
def estimate_bivariate_mle_ac():

    size = 2000
    eta, lam = 10, [-2, 2]
    skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
    data = skst.rvs(size=size)
    skst.data = data
    print(skst.likelihood(np.concatenate(([4000], lam))))
    print(skst.likelihood(np.concatenate(([eta], lam))))

    #    sns.kdeplot(data, shade=True)
    #    plt.axis('square')
    #    plt.xlim([-2, 2])
    #    plt.ylim([-2, 2])
    #    plt.show()

    model = SkStAC(ndim=len(lam), data=data)
    out = model.fit_mle(method='L-BFGS-B')
    print(out)
コード例 #4
0
def estimate_bivariate_mle_ac():

    size = 2000
    eta, lam = 10, [-2, 2]
    skst = SkStAC(ndim=len(lam), eta=eta, lam=lam)
    data = skst.rvs(size=size)
    skst.data = data
    print(skst.likelihood(np.concatenate(([4000], lam))))
    print(skst.likelihood(np.concatenate(([eta], lam))))

#    sns.kdeplot(data, shade=True)
#    plt.axis('square')
#    plt.xlim([-2, 2])
#    plt.ylim([-2, 2])
#    plt.show()

    model = SkStAC(ndim=len(lam), data=data)
    out = model.fit_mle(method='L-BFGS-B')
    print(out)