def cdf(self, q, lower_tail=True, log_p=False):
"""
The cdf of the distribution.
Parameters
----------
q : array_like
Variates at which to calculate the cdf. If any of `shape`, `a`, `b` or `xmin`
are arrays, `q` must have the same length.
lower_tail : logical, optional
If `True` (default), probabilities are P[X <= q], otherwise, P[X > q].
log_p : logical, optional
If `True`, probabilities *p* are interpreted as log(*p*).
Returns
-------
p : array_like
The integrated probability of a variate being smaller than *q*.
"""
qt = self._xt(q)
p = sp.gammainc(self._z, qt**self.b)/sp.gammainc(self._z, self._xmintb)
return self._cdf_convert(p, lower_tail, log_p)
def raw_moments(self, n):
"""
Calculate the nth raw moment, E[X^n].
Parameters
----------
n : array_like
The order(s) of the moment desired.
Returns
-------
mu_n : array_like
The raw moment(s) corresponding to the order(s) `n`.
Notes
-----
The 1st raw moment is equivalent to the mean.
Examples
--------
>>> from mrpy.base.stats import TGGD
>>> t = TGGD()
>>> mean = t.raw_moments(1)
>>> ten_moments = t.raw_moments(np.arange(10)) #doctest: +SKIP
"""
zn = (self.a + 1 + n)/self.b
z0 = (self.a + 1)/self.b
x = (self.xmin/self.scale)**self.b
return self.scale**n*sp.gammainc(zn, x)/sp.gammainc(z0, x)
def central_moments(self, n):
"""
Calculate the nth central moment, E[(X-mu)^n].
Parameters
----------
n : integer
The order of the moment desired.
Returns
-------
mu_n : float
The nth central moment.
Notes
-----
The 2nd central moment is equivalent to the variance.
Examples
--------
>>> from mrpy.base.stats import TGGD
>>> t = TGGD()
>>> variance = t.central_moments(2)
>>> t.raw_moments(10)
199064.8037313875
"""
k = np.arange(n + 1)
sign = (-1)**(n - k)
zk = (self.a + 1 + k)/self.b
z0 = (self.a + 1)/self.b
z1 = (self.a + 2)/self.b
x = (self.xmin/self.scale)**self.b
coeffs = _comb(n, k)
return self.scale**n*np.sum(coeffs*sp.gammainc(z1, x)**(n - k)*
sp.gammainc(zk, x)*sign/sp.gammainc(z0, x)**(n - k + 1))
def rho_gtm(m,
logHs,
alpha,
beta,
mmin=None,
norm="pdf",
log=False,
**Arhom_kw):
"""
The mass-weighted integral of the MRP, in reverse (ie. from high to low mass)
%s
"""
_, A = _head(m, logHs, alpha, beta, mmin, norm, log, **Arhom_kw)
shape = 10**(2 * logHs) * sp.gammainc((alpha + 2) / beta,
(m / 10**logHs)**beta)
if log:
shape = np.log(shape)
return _tail(shape, A, log)
def test_gammainc_float_vec():
ans = np.array([0.8683608186150055, 0.4956391690487021])
assert np.all(np.isclose(s.gammainc(1.2,np.linspace(0.1,0.8,2)),ans))
def test_gammainc_negpos_int():
assert np.isclose(s.gammainc(-1,1),0.1484955067759)
def test_gammainc_pospos_int():
assert np.isclose(s.gammainc(1,1),1/np.e)
def test_gammainc_negpos_float():
assert np.isclose(s.gammainc(-1.2,1.2),0.0839714)
def test_gammainc_pospos_float():
assert np.isclose(s.gammainc(1.2,1.2),0.3480611830)
def _qd(self):
"""
The normalisation of the MRP (ie. integral of g) (truncation masses)
"""
return sp.gammainc(self._zd, self._xd) * self.Hsd * self.Ad
def gammainc_z1xd(self):
return sp.gammainc(self._zd + self.beta / self.betad, self._xd)
def gammainc_z1x(self):
return sp.gammainc(self._z + 1, self._x)
def _gammainc_zx_(self):
"""
The incomplete gamma function, Gamma(z,x), where z,x are as specified in
this class.
"""
return sp.gammainc(self._z, self._x_)
def _pdf_norm(self, log=False):
a = sp.gammainc(self._z, self._xmintb)
if not log:
return a
else:
return np.log(a)
def test_gammainc_vec_float():
ans = np.array([0.10238660549891246, 0.262160799331728])
assert np.all(np.isclose(s.gammainc(np.array([-0.8,0.8]),1.2),ans))
def test_gammainc_vec_vec():
ans = np.array([5.277378904974033, 0.41093548285294645])
assert np.all(np.isclose(s.gammainc(np.array([-0.8,0.8]),np.array([0.1,0.8])),ans))
def gammainc_zxd(self):
return sp.gammainc(self._zd, self._xd)
