Пример #1
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    def __init__(self, A, B):

        a = not isinstance(A, Dist) or 1 and len(A)
        b = not isinstance(B, Dist) or 1 and len(B)
        length = max(a,b)
        Dist.__init__(self, A=A, B=B,
                _length=length, _advance=True)
Пример #2
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 def __init__(self, A, B):
     if isinstance(A, Dist):
         assert not A.dependent()
     if isinstance(B, Dist):
         assert not B.dependent()
     a = not isinstance(A, Dist) or 1 and len(A)
     b = not isinstance(B, Dist) or 1 and len(B)
     length = max(a, b)
     Dist.__init__(self, A=A, B=B,
             _length=length, _advance=True)
Пример #3
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 def __init__(self, A, B):
     a = not isinstance(A, Dist) or 1 and len(A)
     b = not isinstance(B, Dist) or 1 and len(B)
     if isinstance(A, Dist):
         assert not np.any(np.prod(A.range(), 0)<0)
     if isinstance(B, Dist):
         assert not np.any(np.prod(B.range(), 0)<0)
     length = max(a,b)
     Dist.__init__(self, A=A, B=B,
             _length=length, _advance=True)
Пример #4
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    def __init__(self, dist, trans):
        """
Parameters
----------
dist : Dist
    Distribution to wrap the copula around
trans : Dist
    The copula wrapper. [0,1]^D \into [0,1]^D
        """
        Dist.__init__(self, dist=dist, trans=trans, _advance=True, _length=len(trans))
Пример #5
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    def __init__(self, loc=[0,0], scale=[[1,.5],[.5,1]]):

        loc, scale = np.asfarray(loc), np.asfarray(scale)
        assert len(loc)==len(scale)

        dist = joint.Iid(normal(), len(loc))
        C = np.linalg.cholesky(scale)
        Ci = np.linalg.inv(C)
        Dist.__init__(self, dist=dist, loc=loc, C=C, Ci=Ci,
                scale=scale, _length=len(scale), _advance=True)
Пример #6
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    def __init__(self, dist, N):
        """
Parameters
----------
dist : Dist
    Input variable. Must have `len(dist)==1`.
N : int
    Number of variable in the output.
        """
        assert len(dist)==1 and N>1
        Dist.__init__(self, dist=dist, _length=N)
Пример #7
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    def __init__(self, R, ordering=None):
        "R symmetric & positive definite matrix"

        if ordering is None:
            ordering = range(len(R))
        ordering = np.array(ordering)

        P = np.eye(len(R))[ordering]

        R = np.dot(P, np.dot(R, P.T))
        R = np.linalg.cholesky(R)
        R = np.dot(P.T, np.dot(R, P))
        Ci = np.linalg.inv(R)
        Dist.__init__(self, C=R, Ci=Ci, _length=len(R))
Пример #8
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    def __init__(self, *args):
        """
Parameters
----------
*args : [Dist, ..., Dist]
    Set of univariate distributions to join into joint.
        """

        assert np.all([isinstance(_, Dist) for _ in args])
        prm = {"_%03d" % i:args[i] for i in range(len(args))}
        Dist.__init__(self, _advance=True, _length=len(args), **prm)
        self.sorting = []
        for dist in self.G:
            if dist in args:
                self.sorting.append(args.index(dist))
Пример #9
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 def __init__(self, dist):
     Dist.__init__(self, dist=dist, _length=len(dist),
             _advance=True)
Пример #10
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 def __init__(self, c, s):
     Dist.__init__(self, c=c, s=s)
Пример #11
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 def __init__(self, N, theta=0.5, eps=1e-6):
     theta = float(theta)
     assert -1 <= theta < 1
     Dist.__init__(self, th=theta, _length=N, eps=eps)
Пример #12
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 def __init__(self, N, theta=1.0, eps=1e-6):
     theta = float(theta)
     Dist.__init__(self, th=theta, eps=eps, _length=N)
Пример #13
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 def __init__(self, lo=0, up=1):
     Dist.__init__(self, lo=lo, up=up)
Пример #14
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 def __init__(self, c=1):
     Dist.__init__(self, c=c)
Пример #15
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 def __init__(self, dist, C):
     Dist.__init__(self, dist=dist, C=C,
             Ci=np.linalg.inv(C),
             _length=len(dist), _advance=True)
Пример #16
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 def __init__(self):
     Dist.__init__(self)
Пример #17
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 def __init__(self, c):
     Dist.__init__(self, c=c)
Пример #18
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 def __init__(self, lam):
     Dist.__init__(self, lam=lam)
Пример #19
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 def __init__(self, a, b, mu, sigma):
     Dist.__init__(self, a=a, b=b)
     self.norm = normal()*sigma+mu
     self.fa = self.norm.fwd(a)
     self.fb = self.norm.fwd(b)
Пример #20
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 def __init__(self, b):
     Dist.__init__(self, b=b)
Пример #21
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 def __init__(self, nu):
     Dist.__init__(self, nu=nu)
Пример #22
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 def __init__(self):
     Dist.__init__(self)
Пример #23
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 def __init__(self, df, nc):
     Dist.__init__(self, df=df, nc=nc)
Пример #24
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 def __init__(self, dist):
     assert isinstance(dist, Dist)
     assert np.all(dist.range()>=0)
     Dist.__init__(self, dist=dist, _length=len(dist),
             _advance=True)
Пример #25
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 def __init__(self, mu):
     Dist.__init__(self, mu=mu)
Пример #26
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 def __init__(self, dfn, dfd, nc):
     Dist.__init__(self, dfn=dfn, dfd=dfd, nc=nc)
Пример #27
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 def __init__(self, a=1):
     Dist.__init__(self, a=a)
Пример #28
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 def __init__(self, A):
     Dist.__init__(self, A=A,
             _length=len(A), _advance=True)
Пример #29
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 def __init__(self, a=1, loc=[0,0], scale=[[1,.5],[.5,1]]):
     loc, scale = np.asfarray(loc), np.asfarray(scale)
     C = np.linalg.cholesky(scale)
     Ci = np.linalg.inv(C)
     Dist.__init__(self, a=a, C=C, Ci=Ci, loc=loc, _length=len(C))
Пример #30
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 def __init__(self, dist, n=2):
     assert isinstance(dist, Dist)
     assert np.all(dist.range()>=0)
     assert n>0 and n!=1
     Dist.__init__(self, dist=dist, n=n,
             _length=len(dist), _advance=True)
Пример #31
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 def __init__(self, c=1., d=1.):
     Dist.__init__(self, c=c, d=d)
Пример #32
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 def __init__(self, dist, N):
     N = int(N)
     Dist.__init__(self, dist=dist, N=N,
             _length=len(dist)*N)
Пример #33
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 def __init__(self, df=1):
     Dist.__init__(self, df=df)
Пример #34
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 def __init__(self, N, theta=1.0, eps=1e-6):
     Dist.__init__(self, th=float(theta), _length=N, eps=eps)
Пример #35
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 def __init__(self, a=1):
     Dist.__init__(self, a=a)
Пример #36
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 def __init__(self, N, theta, eps=1e-6):
     "theta!=0"
     theta = float(theta)
     assert theta != 0
     Dist.__init__(self, th=theta, _length=N, eps=eps)
Пример #37
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 def __init__(self, b=1):
     Dist.__init__(self, b=b)
Пример #38
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 def __init__(self, N, theta, eps=1e-6):
     "theta in [1,inf)"
     theta = float(theta)
     assert theta >= 1
     Dist.__init__(self, th=theta, _length=N, eps=eps)
Пример #39
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 def __init__(self, a=1, b=1, c=1):
     Dist.__init__(self, a=a, b=b, c=c)
Пример #40
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 def __init__(self, a, R):
     self.MV = mvstudentt(a, np.zeros(len(R)), R)
     self.UV = student_t(a)
     Dist.__init__(self, _length=len(R))
Пример #41
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 def __init__(self, x, a, c):
     Dist.__init__(self, a=a, c=c)
Пример #42
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 def __init__(self, dist):
     lo,up = dist.range()
     assert np.all(lo>=-1) and np.all(up<=1)
     Dist.__init__(self, dist=dist, _length=len(dist),
             _advance=True)
Пример #43
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 def __init__(self, k, s):
     Dist.__init__(self, k=k, s=s)