def test_estimate(self):
print 'Testing parameter estimation for p-generalized normal distribution'
sys.stdout.flush()
for k in range(5):
print '\t--> test case ' + str(k)
dat = io.loadmat(self.matpath + '/TestPGeneralizedNormal' +
str(k) + '.mat',
struct_as_record=True)
trueparam = {'s': 2 * dat['s'], 'p': dat['p'], 'n': dat['n']}
p = Distributions.LpGeneralizedNormal({'n': dat['n']})
dat = Data(dat['X'])
p.estimate(dat)
for ke in trueparam.keys():
self.assertFalse( np.abs(trueparam[ke] - p.param[ke]) > self.TolParam[ke],\
'Estimated parameter ' + ke + ' deviates by more than ' + str(self.TolParam[ke]) + '!')
def test_loglik(self):
print 'Testing log-likelihood of p-generalized normal distribution'
print __file__
sys.stdout.flush()
for k in range(5):
print '\t--> test case ' + str(k)
dat = io.loadmat(self.matpath + '/TestPGeneralizedNormal' +
str(k) + '.mat',
struct_as_record=True)
truell = dat['ll']
p = Distributions.LpGeneralizedNormal({
's': 2 * dat['s'],
'p': dat['p'],
'n': dat['n']
})
dat = Data(dat['X'])
ll = p.loglik(dat)
for i in range(ll.shape[0]):
self.assertFalse( np.any(np.abs(ll[i]-np.squeeze(truell[0,i])) > self.Tol),\
'Log-likelihood for p-generalized normal deviates from test case')
def test_RadialFactorization(self):
print "Testing Radial Factorization ..."
sys.stdout.flush()
p = np.random.rand() + 1.0
n = 5
psource = Distributions.LpSphericallySymmetric({
'n':
n,
'p':
p,
'rp':
Distributions.Gamma({
'u': 2.0 * np.random.rand() + 1.0,
's': 5.0 * np.random.rand() + 1.0
})
})
ptarget = Distributions.LpGeneralizedNormal({
'n':
n,
'p':
p,
's': (special.gamma(1.0 / p) / special.gamma(3.0 / p))**(p / 2.0)
})
F = NonlinearTransformFactory.RadialFactorization(psource)
dat = psource.sample(10000)
ld = F.logDetJacobian(dat)
ld = np.mean(np.abs(ld)) / dat.size(0) / np.log(2)
all_source = psource.all(dat)
all_target = ptarget.all(F * dat)
tol = 1e-2
prot = {}
prot['message'] = 'Difference in logdet correted ALL > ' + str(tol)
prot["1/n/log(2) * <|det J|> "] = ld
prot["ALL(TARGET)"] = all_target
prot["ALL(SOURCE)"] = all_source
prot[
"ALL(TARGET) + 1/n/log(2) * <|det J|> - ALL(SOURCE)"] = all_target + ld - all_source
