def test_moment_conversion(mom):
# this was initially written for an old version of moment_helpers
# I'm not sure whether there are not redundant cases after moving functions
# test moment -> cumulant
assert_equal(mnc2cum(mc2mnc(mom[0])), mom[1])
assert_equal(mnc2cum(mom[0]), mom[2])
if len(mom) <= 4:
assert_equal(mc2cum(mom[0]), mom[1])
# test cumulant -> moment
assert_equal(cum2mc(mom[1]), mom[0])
assert_equal(mc2mnc(cum2mc(mom[2])), mom[0])
if len(mom) <= 4:
assert_equal(cum2mc(mom[1]), mom[0])
# round trip: mnc -> cum -> mc == mnc -> mc,
assert_equal(cum2mc(mnc2cum(mom[0])), mnc2mc(mom[0]))
# round trip: mc -> mnc -> mc == mc,
assert_equal(mc2mnc(mnc2mc(mom[0])), mom[0])
if len(mom[0]) == 4:
# round trip: mc -> mvsk -> mc == mc
assert_equal(mvsk2mc(mc2mvsk(mom[0])), mom[0])
def examples_normexpand():
skewnorm = SkewNorm_gen()
rvs = skewnorm.rvs(5, size=100)
normexpan = NormExpan_gen(rvs, mode='sample')
smvsk = stats.describe(rvs)[2:]
print('sample: mu,sig,sk,kur')
print(smvsk)
dmvsk = normexpan.stats(moments='mvsk')
print('normexpan: mu,sig,sk,kur')
print(dmvsk)
print('mvsk diff distribution - sample')
print(np.array(dmvsk) - np.array(smvsk))
print('normexpan attributes mvsk')
print(mc2mvsk(normexpan.cnt))
print(normexpan.mvsk)
mnc = mvsk2mnc(dmvsk)
mc = mnc2mc(mnc)
print('central moments')
print(mc)
print('non-central moments')
print(mnc)
pdffn = pdf_moments(mc)
print('\npdf approximation from moments')
print('pdf at', mc[0] - 1, mc[0] + 1)
print(pdffn([mc[0] - 1, mc[0] + 1]))
print(normexpan.pdf([mc[0] - 1, mc[0] + 1]))
def examples_normexpand():
skewnorm = SkewNorm_gen()
rvs = skewnorm.rvs(5,size=100)
normexpan = NormExpan_gen(rvs, mode='sample')
smvsk = stats.describe(rvs)[2:]
print 'sample: mu,sig,sk,kur'
print smvsk
dmvsk = normexpan.stats(moments='mvsk')
print 'normexpan: mu,sig,sk,kur'
print dmvsk
print 'mvsk diff distribution - sample'
print np.array(dmvsk) - np.array(smvsk)
print 'normexpan attributes mvsk'
print mc2mvsk(normexpan.cnt)
print normexpan.mvsk
mnc = mvsk2mnc(dmvsk)
mc = mnc2mc(mnc)
print 'central moments'
print mc
print 'non-central moments'
print mnc
pdffn = pdf_moments(mc)
print '\npdf approximation from moments'
print 'pdf at', mc[0]-1,mc[0]+1
print pdffn([mc[0]-1,mc[0]+1])
print normexpan.pdf([mc[0]-1,mc[0]+1])
def test_moment_conversion():
#this was initially written for an old version of moment_helpers
#I'm not sure whether there are not redundant cases after moving functions
ms = [
([0.0, 1, 0, 3], [0.0, 1.0, 0.0, 0.0], [0.0, 1.0, 0.0, 0.0]),
([1.0, 1, 0, 3], [1.0, 1.0, 0.0, 0.0], [1.0, 0.0, -1.0, 6.0]),
([0.0, 1, 1, 3], [0.0, 1.0, 1.0, 0.0], [0.0, 1.0, 1.0, 0.0]),
([1.0, 1, 1, 3], [1.0, 1.0, 1.0, 0.0], [1.0, 0.0, 0.0, 2.0]),
([1.0, 1, 1, 4], [1.0, 1.0, 1.0, 1.0], [1.0, 0.0, 0.0, 3.0]),
([1.0, 2, 0, 3], [1.0, 2.0, 0.0, -9.0], [1.0, 1.0, -4.0, 9.0]),
([0.0, 2, 1, 3], [0.0, 2.0, 1.0, -9.0], [0.0, 2.0, 1.0, -9.0]),
([1.0, 0.5, 0, 3], [1.0, 0.5, 0.0,
2.25], [1.0, -0.5, 0.5,
2.25]), #neg.variance if mnc2<mnc1
([0.0, 0.5, 1, 3], [0.0, 0.5, 1.0, 2.25], [0.0, 0.5, 1.0, 2.25]),
([0.0, 1, 0, 3, 0], [0.0, 1.0, 0.0, 0.0,
0.0], [0.0, 1.0, 0.0, 0.0, 0.0]),
([1.0, 1, 0, 3, 1], [1.0, 1.0, 0.0, 0.0,
1.0], [1.0, 0.0, -1.0, 6.0, -20.0])
]
for mom in ms:
# test moment -> cumulant
assert_equal(mnc2cum(mc2mnc(mom[0])), mom[1])
assert_equal(mnc2cum(mom[0]), mom[2])
if len(mom) <= 4:
assert_equal(mc2cum(mom[0]), mom[1])
for mom in ms:
# test cumulant -> moment
assert_equal(cum2mc(mom[1]), mom[0])
assert_equal(mc2mnc(cum2mc(mom[2])), mom[0])
if len(mom) <= 4:
assert_equal(cum2mc(mom[1]), mom[0])
for mom in ms:
#round trip: mnc -> cum -> mc == mnc -> mc,
assert_equal(cum2mc(mnc2cum(mom[0])), mnc2mc(mom[0]))
for mom in ms:
#round trip: mc -> mnc -> mc == mc,
assert_equal(mc2mnc(mnc2mc(mom[0])), mom[0])
for mom in (m for m in ms if len(m[0]) == 4):
#print "testing", mom
#round trip: mc -> mvsk -> mc == mc
assert_equal(mvsk2mc(mc2mvsk(mom[0])), mom[0])
def test_moment_conversion():
#this was initially written for an old version of moment_helpers
#I'm not sure whether there are not redundant cases after moving functions
ms = [( [0.0, 1, 0, 3], [0.0, 1.0, 0.0, 0.0], [0.0, 1.0, 0.0, 0.0] ),
( [1.0, 1, 0, 3], [1.0, 1.0, 0.0, 0.0], [1.0, 0.0, -1.0, 6.0] ),
( [0.0, 1, 1, 3], [0.0, 1.0, 1.0, 0.0], [0.0, 1.0, 1.0, 0.0] ),
( [1.0, 1, 1, 3], [1.0, 1.0, 1.0, 0.0], [1.0, 0.0, 0.0, 2.0] ),
( [1.0, 1, 1, 4], [1.0, 1.0, 1.0, 1.0], [1.0, 0.0, 0.0, 3.0] ),
( [1.0, 2, 0, 3], [1.0, 2.0, 0.0, -9.0], [1.0, 1.0, -4.0, 9.0] ),
( [0.0, 2, 1, 3], [0.0, 2.0, 1.0, -9.0], [0.0, 2.0, 1.0, -9.0] ),
( [1.0, 0.5, 0, 3], [1.0, 0.5, 0.0, 2.25], [1.0, -0.5, 0.5, 2.25] ), #neg.variance if mnc2<mnc1
( [0.0, 0.5, 1, 3], [0.0, 0.5, 1.0, 2.25], [0.0, 0.5, 1.0, 2.25] ),
( [0.0, 1, 0, 3, 0], [0.0, 1.0, 0.0, 0.0, 0.0], [0.0, 1.0, 0.0, 0.0, 0.0] ),
( [1.0, 1, 0, 3, 1], [1.0, 1.0, 0.0, 0.0, 1.0], [1.0, 0.0, -1.0, 6.0, -20.0] )]
for mom in ms:
# test moment -> cumulant
assert_equal(mnc2cum(mc2mnc(mom[0])),mom[1])
assert_equal(mnc2cum(mom[0]),mom[2])
if len(mom) <= 4:
assert_equal(mc2cum(mom[0]),mom[1])
for mom in ms:
# test cumulant -> moment
assert_equal(cum2mc(mom[1]),mom[0])
assert_equal(mc2mnc(cum2mc(mom[2])),mom[0])
if len(mom) <= 4:
assert_equal(cum2mc(mom[1]),mom[0])
for mom in ms:
#round trip: mnc -> cum -> mc == mnc -> mc,
assert_equal(cum2mc(mnc2cum(mom[0])),mnc2mc(mom[0]))
for mom in ms:
#round trip: mc -> mnc -> mc == mc,
assert_equal(mc2mnc(mnc2mc(mom[0])), mom[0])
for mom in (m for m in ms if len(m) == 4):
#round trip: mc -> mvsk -> mc == mc
assert_equal(mvsk2mc(mc2mvsk(mom[0])), mom[0])
#round trip: mc -> mvsk -> mnc == mc -> mnc
assert_equal(mvsk2mnc(mc2mvsk(mom[0])), mc2mnc(mom[0]))
