コード例 #1
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ファイル: main.py プロジェクト: nikos72344/MathStat
def cauchyFunc():
    for i in range(len(size)):
        n = size[i]
        fig, ax = plt.subplots(1, 1)
        ax.set_title("Распределение Коши, n = " + str(n))
        x = np.linspace(cauchy.ppf(0.01), cauchy.ppf(0.99), 100)
        ax.plot(x, cauchy.pdf(x), 'b-', lw=5, alpha=0.6)
        r = cauchy.rvs(size=n)
        ax.hist(r, density=True, histtype='stepfilled', alpha=0.2)
        plt.show()
コード例 #2
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ファイル: arms.py プロジェクト: sauxpa/MAB
 def ppf(self, q):
     """
     Percentile function (inverse cumulative distribution function)
     :param q: np.ndarray, quantiles to evaluate
     :return: np.ndarray, quantiles
     """
     return cauchy.ppf(q, self.mu, self.eta)
コード例 #3
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ファイル: test_voigt_ppf.py プロジェクト: uga-uga/ries
def test_voigt_ppf():
    resonance_energy = 1e6
    pseudo_voigt = PseudoVoigtDistribution(resonance_energy, 1.0, 1.0, 100.0)

    # Test scalar and array input.
    assert np.isclose(pseudo_voigt.ppf(0.5), resonance_energy, 1e-5)
    assert np.allclose(
        pseudo_voigt.ppf(np.array([0.5, 0.5])),
        np.array([resonance_energy, resonance_energy]),
        1e-5,
    )

    # Test fallback approximation.
    # The result should be somewhere in between the results of the two constituent PPFs.
    extremely_small_quantile = 1e-7
    with pytest.warns(UserWarning):
        assert pseudo_voigt.ppf(extremely_small_quantile) > cauchy.ppf(
            extremely_small_quantile
        )
        assert pseudo_voigt.ppf(extremely_small_quantile) < norm.ppf(
            extremely_small_quantile
        )
コード例 #4
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 def tune_scale(self, u: float, y: float):
     self.scale = abs(u - y) / cauchy.ppf(q=((self.p + 1) / 2))
コード例 #5
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ファイル: singlecauchy.py プロジェクト: StarSTRUQ/UQ-mesa
#!/usr/bin/python

import numpy as np
import matplotlib.pyplot as plt
from scipy.stats import cauchy

fig, ax = plt.subplots(figsize=(8, 7))

ax.set_xlim([0.4, 0.68])
ax.set_ylim([0, 9.5])

mean, var, skew, kurt = cauchy.stats(moments='mvsk')

x = np.linspace(cauchy.ppf(0.01), cauchy.ppf(0.99), 1000000)
y = np.linspace(0, 6.6, 100)
ons = np.ones(100)

plt.rc('text', usetex=True)
plt.rc('font', family='serif')
fsize = 18

#2c0032
ax.plot(x, cauchy.pdf(x, loc=0.53432, scale=0.0382), color='#6ca6cd',
        lw=3)  #, label='$\Delta=0.0382, \sigma=0.0079$')
#ax.plot(x, cauchy.pdf(x, loc=0.55334, scale=0.0102 ), color='#8c07ee', lw=3, label='$\Delta=0.0102$')
#ax.plot(x, cauchy.pdf(x, loc=0.54545, scale=0.0024 ), color='#ad1927', lw=3, label='$\Delta=0.0024$')
#ax.plot(x, cauchy.pdf(x, loc=0.59613, scale=0.0988 ), color='#f5ce00', lw=3, label='$\Delta=0.0988$')
#ax.plot(x, cauchy.pdf(x, loc=0.53622, scale=0.0349 ), color='#ff6600', lw=3, label='$\Delta=0.0349$')

midp = 0.5 * (0.488 + 0.580)
コード例 #6
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from scipy.stats import cauchy
import matplotlib.pyplot as plt
fig, ax = plt.subplots(1, 1)

# Calculate a few first moments:

mean, var, skew, kurt = cauchy.stats(moments='mvsk')

# Display the probability density function (``pdf``):

x = np.linspace(cauchy.ppf(0.01), cauchy.ppf(0.99), 100)
ax.plot(x, cauchy.pdf(x), 'r-', lw=5, alpha=0.6, label='cauchy pdf')

# Alternatively, the distribution object can be called (as a function)
# to fix the shape, location and scale parameters. This returns a "frozen"
# RV object holding the given parameters fixed.

# Freeze the distribution and display the frozen ``pdf``:

rv = cauchy()
ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

# Check accuracy of ``cdf`` and ``ppf``:

vals = cauchy.ppf([0.001, 0.5, 0.999])
np.allclose([0.001, 0.5, 0.999], cauchy.cdf(vals))
# True

# Generate random numbers:

r = cauchy.rvs(size=1000)
コード例 #7
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ファイル: manycauchy.py プロジェクト: mhoffies/UQ-mesa
#!/usr/bin/python

import numpy as np
import matplotlib.pyplot as plt
from scipy.stats import cauchy

fig, ax = plt.subplots(1,1)
mean,var,skew,kurt = cauchy.stats(moments='mvsk')

x = np.linspace(cauchy.ppf(0.01),cauchy.ppf(0.99),100000)
y = np.linspace(0,140,100)
y2 = np.linspace(0,80,100)
ons = np.ones(100)

plt.rc('text', usetex=True)
plt.rc('font', family='serif')

ax.plot(x, cauchy.pdf(x, loc=0.53432, scale=0.0382 ), color='#2c0032', lw=3, label='$\Delta=0.0382$')
ax.plot(x, cauchy.pdf(x, loc=0.55334, scale=0.0102 ), color='#8c07ee', lw=3, label='$\Delta=0.0102$')
ax.plot(x, cauchy.pdf(x, loc=0.54545, scale=0.0024 ), color='#ad1927', lw=3, label='$\Delta=0.0024$')
ax.plot(x, cauchy.pdf(x, loc=0.59613, scale=0.0988 ), color='#f5ce00', lw=3, label='$\Delta=0.0988$')
ax.plot(x, cauchy.pdf(x, loc=0.53622, scale=0.0349 ), color='#ff6600', lw=3, label='$\Delta=0.0349$')
ax.plot(x, cauchy.pdf(x, loc=0.5237,  scale=0.0295 ), color='#6ca6cd', lw=3, label='$\Delta=0.0295$')
ax.plot(0.695*ons,y2,'k--',lw=1)
ax.plot(0.494*ons,y,'k--',lw=1)
ax.legend(loc='best',frameon=False)
ax.set_xlim([0.425,0.75])

#ax.set_title('Cauchy PDF')

#plt.text(-2.0,0.2,'$\Delta=0.53$',fontsize=12)
コード例 #8
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x3 = np.linspace(min(laplace.ppf(0.01), min(r3)),
                 max(laplace.ppf(0.99), max(r3)), 100)
ax[2].plot(x3, laplace.cdf(x3, 0, sqrt(2)))
ax[2].hist(r3,
           density=True,
           bins=floor(len(r3)),
           histtype='step',
           cumulative=True)
ax[2].set_xlabel('x')
ax[2].set_title('Распределение Лапласа, n=100')

#plt.show()#Лапласа

fig2, ay = plt.subplots(1, 3)
r = cauchy.rvs(size=20)
y = np.linspace(min(cauchy.ppf(0.01), min(r)), max(cauchy.ppf(0.99), max(r)),
                100)
ay[0].plot(y, cauchy.cdf(y, 0, 1))
ay[0].hist(r,
           density=True,
           bins=floor(len(r)),
           histtype='step',
           cumulative=True)
ay[0].set_xlabel('x')
ay[0].set_title('Распределение Коши, n=20')

r2 = cauchy.rvs(size=60)
y2 = np.linspace(min(cauchy.ppf(0.01), min(r2)), max(cauchy.ppf(0.99),
                                                     max(r2)), 100)
ay[1].plot(y2, cauchy.cdf(y2, 0, 1))
ay[1].hist(r2,
コード例 #9
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def vot_distribution(sample_size, loc=10, scale=3):
    x = np.linspace(cauchy.ppf(0.01), cauchy.ppf(0.99), 1000)
    rv = cauchy(loc, scale)
    y = rv.pdf(x)
    samples = rv.rvs(size=size)
    return samples