def test_lognormal():
mean = Symbol('mu', real=True)
std = Symbol('sigma', positive=True)
X = LogNormal('x', mean, std)
# The sympy integrator can't do this too well
#assert E(X) == exp(mean+std**2/2)
#assert variance(X) == (exp(std**2)-1) * exp(2*mean + std**2)
# Right now, only density function and sampling works
for i in range(3):
X = LogNormal('x', i, 1)
assert sample(X) in X.pspace.domain.set
# The sympy integrator can't do this too well
#assert E(X) ==
mu = Symbol("mu", real=True)
sigma = Symbol("sigma", positive=True)
X = LogNormal('x', mu, sigma)
assert density(X)(x) == (sqrt(2) * exp(-(-mu + log(x))**2 /
(2 * sigma**2)) /
(2 * x * sqrt(pi) * sigma))
# Tests cdf
assert cdf(X)(x) == Piecewise(
(erf(sqrt(2) * (-mu + log(x)) / (2 * sigma)) / 2 + S(1) / 2, x > 0),
(0, True))
X = LogNormal('x', 0, 1) # Mean 0, standard deviation 1
assert density(X)(x) == sqrt(2) * exp(-log(x)**2 / 2) / (2 * x * sqrt(pi))
def test_lognormal():
mean = Symbol('mu', real=True, finite=True)
std = Symbol('sigma', positive=True, real=True, finite=True)
X = LogNormal('x', mean, std)
# The sympy integrator can't do this too well
#assert E(X) == exp(mean+std**2/2)
#assert variance(X) == (exp(std**2)-1) * exp(2*mean + std**2)
# Right now, only density function and sampling works
# Test sampling: Only e^mean in sample std of 0
for i in range(3):
X = LogNormal('x', i, 0)
assert S(sample(X)) == N(exp(i))
# The sympy integrator can't do this too well
#assert E(X) ==
mu = Symbol("mu", real=True)
sigma = Symbol("sigma", positive=True)
X = LogNormal('x', mu, sigma)
assert density(X)(x) == (sqrt(2)*exp(-(-mu + log(x))**2
/(2*sigma**2))/(2*x*sqrt(pi)*sigma))
X = LogNormal('x', 0, 1) # Mean 0, standard deviation 1
assert density(X)(x) == sqrt(2)*exp(-log(x)**2/2)/(2*x*sqrt(pi))
def test_lognormal():
mean = Symbol('mu', real=True, bounded=True)
std = Symbol('sigma', positive=True, real=True, bounded=True)
X = LogNormal(mean, std)
# The sympy integrator can't do this too well
#assert E(X) == exp(mean+std**2/2)
#assert Var(X) == (exp(std**2)-1) * exp(2*mean + std**2)
# Right now, only density function and sampling works
# Test sampling: Only e^mean in sample std of 0
for i in range(3):
X = LogNormal(i, 0)
assert S(Sample(X)) == N(exp(i))
def test_sample_scipy():
distribs_scipy = [
Beta("B", 1, 1),
BetaPrime("BP", 1, 1),
Cauchy("C", 1, 1),
Chi("C", 1),
Normal("N", 0, 1),
Gamma("G", 2, 7),
GammaInverse("GI", 1, 1),
GaussianInverse("GUI", 1, 1),
Exponential("E", 2),
LogNormal("LN", 0, 1),
Pareto("P", 1, 1),
StudentT("S", 2),
ChiSquared("CS", 2),
Uniform("U", 0, 1)
]
size = 3
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests for _sample_scipy.')
else:
for X in distribs_scipy:
samps = sample(X, size=size, library='scipy')
samps2 = sample(X, size=(2, 2), library='scipy')
for sam in samps:
assert sam in X.pspace.domain.set
for i in range(2):
for j in range(2):
assert samps2[i][j] in X.pspace.domain.set
def test_sample_numpy():
distribs_numpy = [
Beta("B", 1, 1),
Normal("N", 0, 1),
Gamma("G", 2, 7),
Exponential("E", 2),
LogNormal("LN", 0, 1),
Pareto("P", 1, 1),
ChiSquared("CS", 2),
Uniform("U", 0, 1)
]
size = 3
numpy = import_module('numpy')
if not numpy:
skip('Numpy is not installed. Abort tests for _sample_numpy.')
else:
for X in distribs_numpy:
samps = sample(X, size=size, library='numpy')
for sam in samps:
assert sam in X.pspace.domain.set
raises(NotImplementedError,
lambda: sample(Chi("C", 1), library='numpy'))
raises(
NotImplementedError,
lambda: Chi("C", 1).pspace.distribution.sample(library='tensorflow'))
def test_sample_pymc3():
distribs_pymc3 = [
Beta("B", 1, 1),
Cauchy("C", 1, 1),
Normal("N", 0, 1),
Gamma("G", 2, 7),
GaussianInverse("GI", 1, 1),
Exponential("E", 2),
LogNormal("LN", 0, 1),
Pareto("P", 1, 1),
ChiSquared("CS", 2),
Uniform("U", 0, 1)
]
size = 3
pymc3 = import_module('pymc3')
if not pymc3:
skip('PyMC3 is not installed. Abort tests for _sample_pymc3.')
else:
with ignore_warnings(
UserWarning
): ### TODO: Restore tests once warnings are removed
for X in distribs_pymc3:
samps = next(sample(X, size=size, library='pymc3'))
for sam in samps:
assert sam in X.pspace.domain.set
raises(NotImplementedError,
lambda: next(sample(Chi("C", 1), library='pymc3')))
def test_lognormal_sampling():
# Right now, only density function and sampling works
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests')
for i in range(3):
X = LogNormal('x', i, 1)
assert sample(X) in X.pspace.domain.set
size = 5
samps = sample(X, size=size)
for samp in samps:
assert samp in X.pspace.domain.set
def test_prefab_sampling():
N = Normal('X', 0, 1)
L = LogNormal('L', 0, 1)
E = Exponential('Ex', 1)
P = Pareto('P', 1, 3)
W = Weibull('W', 1, 1)
U = Uniform('U', 0, 1)
B = Beta('B', 2, 5)
G = Gamma('G', 1, 3)
variables = [N, L, E, P, W, U, B, G]
niter = 10
for var in variables:
for i in range(niter):
assert sample(var) in var.pspace.domain.set
def test_prefab_sampling():
N = Normal(0, 1)
L = LogNormal(0, 1)
E = Exponential(1)
P = Pareto(1, 3)
W = Weibull(1, 1)
U = Uniform(0, 1)
B = Beta(2,5)
G = Gamma(1,3)
variables = [N,L,E,P,W,U,B,G]
niter = 10
for var in variables:
for i in xrange(niter):
assert Sample(var) in var.pspace.domain.set
def test_lognormal_sampling():
# Right now, only density function and sampling works
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests')
with ignore_warnings(
UserWarning): ### TODO: Restore tests once warnings are removed
for i in range(3):
X = LogNormal('x', i, 1)
assert next(sample(X)) in X.pspace.domain.set
size = 5
with ignore_warnings(
UserWarning): ### TODO: Restore tests once warnings are removed
samps = next(sample(X, size=size))
for samp in samps:
assert samp in X.pspace.domain.set
def test_prefab_sampling():
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests')
N = Normal('X', 0, 1)
L = LogNormal('L', 0, 1)
E = Exponential('Ex', 1)
P = Pareto('P', 1, 3)
W = Weibull('W', 1, 1)
U = Uniform('U', 0, 1)
B = Beta('B', 2, 5)
G = Gamma('G', 1, 3)
variables = [N, L, E, P, W, U, B, G]
niter = 10
size = 5
for var in variables:
for _ in range(niter):
assert sample(var) in var.pspace.domain.set
samps = sample(var, size=size)
for samp in samps:
assert samp in var.pspace.domain.set
def test_sample_scipy():
distribs_scipy = [
Beta("B", 1, 1),
BetaPrime("BP", 1, 1),
Cauchy("C", 1, 1),
Chi("C", 1),
Normal("N", 0, 1),
Gamma("G", 2, 7),
GammaInverse("GI", 1, 1),
GaussianInverse("GUI", 1, 1),
Exponential("E", 2),
LogNormal("LN", 0, 1),
Pareto("P", 1, 1),
StudentT("S", 2),
ChiSquared("CS", 2),
Uniform("U", 0, 1)
]
size = 3
numsamples = 5
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests for _sample_scipy.')
else:
with ignore_warnings(
UserWarning
): ### TODO: Restore tests once warnings are removed
g_sample = list(
sample(Gamma("G", 2, 7), size=size, numsamples=numsamples))
assert len(g_sample) == numsamples
for X in distribs_scipy:
samps = next(sample(X, size=size, library='scipy'))
samps2 = next(sample(X, size=(2, 2), library='scipy'))
for sam in samps:
assert sam in X.pspace.domain.set
for i in range(2):
for j in range(2):
assert samps2[i][j] in X.pspace.domain.set