def __update_params(_, self):
     value1 = self.s0.val
     value2 = self.s1.val
     value3 = self.s2.val
     if self.name == 'Weibull':
         dist = Weibull_Distribution(alpha=value1, beta=value2, gamma=value3)
     elif self.name == 'Loglogistic':
         dist = Loglogistic_Distribution(alpha=value1, beta=value2, gamma=value3)
     elif self.name == 'Gamma':
         dist = Gamma_Distribution(alpha=value1, beta=value2, gamma=value3)
     elif self.name == 'Loglogistic':
         dist = Loglogistic_Distribution(alpha=value1, beta=value2, gamma=value3)
     elif self.name == 'Lognormal':
         dist = Lognormal_Distribution(mu=value1, sigma=value2, gamma=value3)
     elif self.name == 'Beta':
         dist = Beta_Distribution(alpha=value1, beta=value2)
     elif self.name == 'Normal':
         dist = Normal_Distribution(mu=value1, sigma=value2)
     elif self.name == 'Exponential':
         dist = Exponential_Distribution(Lambda=value1, gamma=value2)
     else:
         raise ValueError(str(self.name + ' is an unknown distribution name'))
     plt.sca(self.ax_pdf)
     plt.cla()
     dist.PDF()
     plt.title('PDF')
     plt.xlabel('')
     plt.ylabel('')
     plt.sca(self.ax_cdf)
     plt.cla()
     dist.CDF()
     plt.title('CDF')
     plt.xlabel('')
     plt.ylabel('')
     plt.sca(self.ax_sf)
     plt.cla()
     dist.SF()
     plt.title('SF')
     plt.xlabel('')
     plt.ylabel('')
     plt.sca(self.ax_hf)
     plt.cla()
     dist.HF()
     plt.title('HF')
     plt.xlabel('')
     plt.ylabel('')
     plt.sca(self.ax_chf)
     plt.cla()
     dist.CHF()
     plt.title('CHF')
     plt.xlabel('')
     plt.ylabel('')
     plt.subplots_adjust(left=0.07, right=0.98, top=0.9, bottom=0.25, wspace=0.18, hspace=0.30)
     plt.suptitle(dist.param_title_long, fontsize=15)
     plt.draw()
Пример #2
0
def test_Fit_Loglogistic_2P():
    dist = Loglogistic_Distribution(alpha=50, beta=8)
    rawdata = dist.random_samples(200, seed=5)
    data = make_right_censored_data(data=rawdata, threshold=dist.mean)
    fit = Fit_Loglogistic_2P(failures=data.failures, right_censored=data.right_censored, show_probability_plot=False, print_results=False)
    assert_allclose(fit.alpha, 50.25178196536296,rtol=rtol,atol=atol)
    assert_allclose(fit.beta, 7.869850445508078,rtol=rtol,atol=atol)
    assert_allclose(fit.gamma, 0,rtol=rtol,atol=atol)
    assert_allclose(fit.AICc, 941.946173470838,rtol=rtol,atol=atol)
    assert_allclose(fit.Cov_alpha_beta, 0.14731251998744946,rtol=rtol,atol=atol)
    assert_allclose(fit.loglik, -468.9426298826271,rtol=rtol,atol=atol)
    assert_allclose(fit.initial_guess[1], 7.304622930677989,rtol=rtol,atol=atol)
Пример #3
0
def test_Fit_Loglogistic_3P():
    dist = Loglogistic_Distribution(alpha=50, beta=8, gamma=500)
    rawdata = dist.random_samples(200, seed=5)
    data = make_right_censored_data(data=rawdata, threshold=dist.mean)
    fit = Fit_Loglogistic_3P(failures=data.failures, right_censored=data.right_censored, show_probability_plot=False, print_results=False)
    assert_allclose(fit.alpha, 64.54473158929677,rtol=rtol,atol=atol)
    assert_allclose(fit.beta, 10.513230464353654,rtol=rtol,atol=atol)
    assert_allclose(fit.gamma, 485.6731344659153,rtol=rtol,atol=atol)
    assert_allclose(fit.AICc, 943.8101901715909,rtol=rtol,atol=atol)
    assert_allclose(fit.Cov_alpha_beta, 0.18812547180218483,rtol=rtol,atol=atol)
    assert_allclose(fit.loglik, -468.84387059599953,rtol=rtol,atol=atol)
    assert_allclose(fit.initial_guess[1], 4.981027237709373,rtol=rtol,atol=atol)
Пример #4
0
def test_Fit_Loglogistic_3P():
    dist = Loglogistic_Distribution(alpha=50, beta=8, gamma=500)
    rawdata = dist.random_samples(200, seed=5)
    data = make_right_censored_data(data=rawdata, threshold=dist.mean)

    MLE = Fit_Loglogistic_3P(failures=data.failures,
                             right_censored=data.right_censored,
                             method='MLE',
                             show_probability_plot=False,
                             print_results=False)
    assert_allclose(MLE.alpha, 62.33031514341089, rtol=rtol, atol=atol)
    assert_allclose(MLE.beta, 10.105811228561391, rtol=rtol, atol=atol)
    assert_allclose(MLE.gamma, 487.8907948039738, rtol=rtol, atol=atol)
    assert_allclose(MLE.AICc, 943.8128239547301, rtol=rtol, atol=atol)
    assert_allclose(MLE.BIC, 953.5853270747824, rtol=rtol, atol=atol)
    assert_allclose(MLE.loglik, -468.84518748756915, rtol=rtol, atol=atol)
    assert_allclose(MLE.AD, 582.5424432519599, rtol=rtol, atol=atol)
    assert_allclose(MLE.Cov_alpha_beta,
                    -0.18172584774539235,
                    rtol=rtol,
                    atol=atol)

    LS = Fit_Loglogistic_3P(failures=data.failures,
                            right_censored=data.right_censored,
                            method='LS',
                            show_probability_plot=False,
                            print_results=False)
    assert_allclose(LS.alpha, 62.356306952705054, rtol=rtol, atol=atol)
    assert_allclose(LS.beta, 10.033505691693987, rtol=rtol, atol=atol)
    assert_allclose(LS.gamma, 487.9071761434245, rtol=rtol, atol=atol)
    assert_allclose(LS.AICc, 943.8204940620113, rtol=rtol, atol=atol)
    assert_allclose(LS.BIC, 953.5929971820636, rtol=rtol, atol=atol)
    assert_allclose(LS.loglik, -468.84902254120976, rtol=rtol, atol=atol)
    assert_allclose(LS.AD, 582.5422083314535, rtol=rtol, atol=atol)
    assert_allclose(LS.Cov_alpha_beta,
                    -0.1864715435778476,
                    rtol=rtol,
                    atol=atol)
Пример #5
0
def test_Fit_Loglogistic_2P():
    dist = Loglogistic_Distribution(alpha=50, beta=8)
    rawdata = dist.random_samples(200, seed=5)
    data = make_right_censored_data(data=rawdata, threshold=dist.mean)

    MLE = Fit_Loglogistic_2P(failures=data.failures,
                             right_censored=data.right_censored,
                             method='MLE',
                             show_probability_plot=False,
                             print_results=False)
    assert_allclose(MLE.alpha, 50.25178370302894, rtol=rtol, atol=atol)
    assert_allclose(MLE.beta, 7.869851191923439, rtol=rtol, atol=atol)
    assert_allclose(MLE.gamma, 0, rtol=rtol, atol=atol)
    assert_allclose(MLE.AICc, 941.9461734708389, rtol=rtol, atol=atol)
    assert_allclose(MLE.BIC, 948.4818944983512, rtol=rtol, atol=atol)
    assert_allclose(MLE.loglik, -468.94262988262756, rtol=rtol, atol=atol)
    assert_allclose(MLE.AD, 582.5464625675626, rtol=rtol, atol=atol)
    assert_allclose(MLE.Cov_alpha_beta,
                    -0.14731273967044273,
                    rtol=rtol,
                    atol=atol)

    LS = Fit_Loglogistic_2P(failures=data.failures,
                            right_censored=data.right_censored,
                            method='LS',
                            show_probability_plot=False,
                            print_results=False)
    assert_allclose(LS.alpha, 50.657493341191135, rtol=rtol, atol=atol)
    assert_allclose(LS.beta, 7.389285094946194, rtol=rtol, atol=atol)
    assert_allclose(LS.gamma, 0, rtol=rtol, atol=atol)
    assert_allclose(LS.AICc, 942.5623765547977, rtol=rtol, atol=atol)
    assert_allclose(LS.BIC, 949.09809758231, rtol=rtol, atol=atol)
    assert_allclose(LS.loglik, -469.25073142460695, rtol=rtol, atol=atol)
    assert_allclose(LS.AD, 582.5637861880587, rtol=rtol, atol=atol)
    assert_allclose(LS.Cov_alpha_beta,
                    -0.1828511494829605,
                    rtol=rtol,
                    atol=atol)
 def __update_distribution(name, self):
     self.name = name
     if self.name == 'Weibull':
         dist = Weibull_Distribution(alpha=100, beta=2, gamma=0)
         param_names = ['Alpha', 'Beta', 'Gamma']
         plt.sca(self.ax0)
         plt.cla()
         self.s0 = Slider(self.ax0, param_names[0], valmin=0.1, valmax=500, valinit=dist.alpha)
         plt.sca(self.ax1)
         plt.cla()
         self.s1 = Slider(self.ax1, param_names[1], valmin=0.2, valmax=25, valinit=dist.beta)
         try:  # clear the slider axis if it exists
             plt.sca(self.ax2)
             plt.cla()
         except ValueError:  # if the slider axis does no exist (because it was destroyed by a 2P distribution) then recreate it
             self.ax2 = plt.axes([0.1, 0.05, 0.8, 0.03], facecolor=self.background_color)
         self.s2 = Slider(self.ax2, param_names[2], valmin=0, valmax=500, valinit=dist.gamma)
     elif self.name == 'Gamma':
         dist = Gamma_Distribution(alpha=100, beta=5, gamma=0)
         param_names = ['Alpha', 'Beta', 'Gamma']
         plt.sca(self.ax0)
         plt.cla()
         self.s0 = Slider(self.ax0, param_names[0], valmin=0.1, valmax=500, valinit=dist.alpha)
         plt.sca(self.ax1)
         plt.cla()
         self.s1 = Slider(self.ax1, param_names[1], valmin=0.2, valmax=25, valinit=dist.beta)
         try:  # clear the slider axis if it exists
             plt.sca(self.ax2)
             plt.cla()
         except ValueError:  # if the slider axis does no exist (because it was destroyed by a 2P distribution) then recreate it
             self.ax2 = plt.axes([0.1, 0.05, 0.8, 0.03], facecolor=self.background_color)
         self.s2 = Slider(self.ax2, param_names[2], valmin=0, valmax=500, valinit=dist.gamma)
     elif self.name == 'Loglogistic':
         dist = Loglogistic_Distribution(alpha=100, beta=8, gamma=0)
         param_names = ['Alpha', 'Beta', 'Gamma']
         plt.sca(self.ax0)
         plt.cla()
         self.s0 = Slider(self.ax0, param_names[0], valmin=0.1, valmax=500, valinit=dist.alpha)
         plt.sca(self.ax1)
         plt.cla()
         self.s1 = Slider(self.ax1, param_names[1], valmin=0.2, valmax=50, valinit=dist.beta)
         try:  # clear the slider axis if it exists
             plt.sca(self.ax2)
             plt.cla()
         except ValueError:  # if the slider axis does no exist (because it was destroyed by a 2P distribution) then recreate it
             self.ax2 = plt.axes([0.1, 0.05, 0.8, 0.03], facecolor=self.background_color)
         self.s2 = Slider(self.ax2, param_names[2], valmin=0, valmax=500, valinit=dist.gamma)
     elif self.name == 'Lognormal':
         dist = Lognormal_Distribution(mu=2.5, sigma=0.5, gamma=0)
         param_names = ['Mu', 'Sigma', 'Gamma']
         plt.sca(self.ax0)
         plt.cla()
         self.s0 = Slider(self.ax0, param_names[0], valmin=0, valmax=5, valinit=dist.mu)
         plt.sca(self.ax1)
         plt.cla()
         self.s1 = Slider(self.ax1, param_names[1], valmin=0.01, valmax=2, valinit=dist.sigma)
         try:  # clear the slider axis if it exists
             plt.sca(self.ax2)
             plt.cla()
         except ValueError:  # if the slider axis does no exist (because it was destroyed by a 2P distribution) then recreate it
             self.ax2 = plt.axes([0.1, 0.05, 0.8, 0.03], facecolor=self.background_color)
         self.s2 = Slider(self.ax2, param_names[2], valmin=0, valmax=500, valinit=dist.gamma)
     elif self.name == 'Normal':
         dist = Normal_Distribution(mu=0, sigma=10)
         param_names = ['Mu', 'Sigma', '']
         plt.sca(self.ax0)
         plt.cla()
         self.s0 = Slider(self.ax0, param_names[0], valmin=-100, valmax=100, valinit=dist.mu)
         plt.sca(self.ax1)
         plt.cla()
         self.s1 = Slider(self.ax1, param_names[1], valmin=0.01, valmax=20, valinit=dist.sigma)
         try:  # clear the slider axis if it exists
             self.ax2.remove()  # this will destroy the axes
         except KeyError:
             pass
     elif self.name == 'Exponential':
         dist = Exponential_Distribution(Lambda=1, gamma=0)
         param_names = ['Lambda', 'Gamma', '']
         plt.sca(self.ax0)
         plt.cla()
         self.s0 = Slider(self.ax0, param_names[0], valmin=0.001, valmax=5, valinit=dist.Lambda)
         plt.sca(self.ax1)
         plt.cla()
         self.s1 = Slider(self.ax1, param_names[1], valmin=0, valmax=500, valinit=dist.gamma)
         try:  # clear the slider axis if it exists
             self.ax2.remove()  # this will destroy the axes
         except KeyError:
             pass
     elif self.name == 'Beta':
         dist = Beta_Distribution(alpha=2, beta=2)
         param_names = ['Alpha', 'Beta', '']
         plt.sca(self.ax0)
         plt.cla()
         self.s0 = Slider(self.ax0, param_names[0], valmin=0.01, valmax=5, valinit=dist.alpha)
         plt.sca(self.ax1)
         plt.cla()
         self.s1 = Slider(self.ax1, param_names[1], valmin=0.01, valmax=5, valinit=dist.beta)
         try:  # clear the slider axis if it exists
             self.ax2.remove()  # this will destroy the axes
         except KeyError:
             pass
     else:
         raise ValueError(str(self.name + ' is an unknown distribution name'))
     plt.suptitle(dist.param_title_long, fontsize=15)
     distribution_explorer.__update_params(None, self)
     distribution_explorer.__interactive(self)
     plt.draw()
Пример #7
0
    def __init__(self,
                 distribution,
                 include_location_shifted=True,
                 show_plot=True,
                 print_results=True,
                 number_of_distributions_to_show=3):
        # ensure the input is a distribution object
        if type(distribution) not in [
                Weibull_Distribution, Normal_Distribution,
                Lognormal_Distribution, Exponential_Distribution,
                Gamma_Distribution, Beta_Distribution, Loglogistic_Distribution
        ]:
            raise ValueError(
                'distribution must be a probability distribution object from the reliability.Distributions module. First define the distribution using Reliability.Distributions.___'
            )

        # sample the CDF from 0.001 to 0.999. These samples will be used to fit all other distributions.
        RVS = distribution.quantile(
            np.linspace(0.001, 0.999, 698)
        )  # 698 samples is the ideal number for the points to align. Evidenced using plot_points.

        # filter out negative values
        RVS_filtered = []
        negative_values_error = False
        for item in RVS:
            if item > 0:
                RVS_filtered.append(item)
            else:
                negative_values_error = True
        if negative_values_error is True:
            print(
                'WARNING: The input distribution has non-negligible area for x<0. Samples from this region have been discarded to enable other distributions to be fitted.'
            )

        fitted_results = Fit_Everything(
            failures=RVS_filtered,
            print_results=False,
            show_probability_plot=False,
            show_histogram_plot=False,
            show_PP_plot=False
        )  # fit all distributions to the filtered samples
        ranked_distributions = list(fitted_results.results.index.values)
        ranked_distributions.remove(
            distribution.name2
        )  # removes the fitted version of the original distribution

        ranked_distributions_objects = []
        ranked_distributions_labels = []
        sigfig = 2
        for dist_name in ranked_distributions:
            if dist_name == 'Weibull_2P':
                ranked_distributions_objects.append(
                    Weibull_Distribution(alpha=fitted_results.Weibull_2P_alpha,
                                         beta=fitted_results.Weibull_2P_beta))
                ranked_distributions_labels.append(
                    str('Weibull_2P (α=' +
                        str(round(fitted_results.Weibull_2P_alpha, sigfig)) +
                        ',β=' +
                        str(round(fitted_results.Weibull_2P_beta, sigfig)) +
                        ')'))
            elif dist_name == 'Gamma_2P':
                ranked_distributions_objects.append(
                    Gamma_Distribution(alpha=fitted_results.Gamma_2P_alpha,
                                       beta=fitted_results.Gamma_2P_beta))
                ranked_distributions_labels.append(
                    str('Gamma_2P (α=' +
                        str(round(fitted_results.Gamma_2P_alpha, sigfig)) +
                        ',β=' +
                        str(round(fitted_results.Gamma_2P_beta, sigfig)) +
                        ')'))
            elif dist_name == 'Normal_2P':
                ranked_distributions_objects.append(
                    Normal_Distribution(mu=fitted_results.Normal_2P_mu,
                                        sigma=fitted_results.Normal_2P_sigma))
                ranked_distributions_labels.append(
                    str('Normal_2P (μ=' +
                        str(round(fitted_results.Normal_2P_mu, sigfig)) +
                        ',σ=' +
                        str(round(fitted_results.Normal_2P_sigma, sigfig)) +
                        ')'))
            elif dist_name == 'Lognormal_2P':
                ranked_distributions_objects.append(
                    Lognormal_Distribution(
                        mu=fitted_results.Lognormal_2P_mu,
                        sigma=fitted_results.Lognormal_2P_sigma))
                ranked_distributions_labels.append(
                    str('Lognormal_2P (μ=' +
                        str(round(fitted_results.Lognormal_2P_mu, sigfig)) +
                        ',σ=' +
                        str(round(fitted_results.Lognormal_2P_sigma, sigfig)) +
                        ')'))
            elif dist_name == 'Exponential_1P':
                ranked_distributions_objects.append(
                    Exponential_Distribution(
                        Lambda=fitted_results.Expon_1P_lambda))
                ranked_distributions_labels.append(
                    str('Exponential_1P (lambda=' +
                        str(round(fitted_results.Expon_1P_lambda, sigfig)) +
                        ')'))
            elif dist_name == 'Beta_2P':
                ranked_distributions_objects.append(
                    Beta_Distribution(alpha=fitted_results.Beta_2P_alpha,
                                      beta=fitted_results.Beta_2P_beta))
                ranked_distributions_labels.append(
                    str('Beta_2P (α=' +
                        str(round(fitted_results.Beta_2P_alpha, sigfig)) +
                        ',β=' +
                        str(round(fitted_results.Beta_2P_beta, sigfig)) + ')'))
            elif dist_name == 'Loglogistic_2P':
                ranked_distributions_objects.append(
                    Loglogistic_Distribution(
                        alpha=fitted_results.Loglogistic_2P_alpha,
                        beta=fitted_results.Loglogistic_2P_beta))
                ranked_distributions_labels.append(
                    str('Loglogistic_2P (α=' + str(
                        round(fitted_results.Loglogistic_2P_alpha, sigfig)) +
                        ',β=' +
                        str(round(fitted_results.Loglogistic_2P_beta,
                                  sigfig)) + ')'))

            if include_location_shifted is True:
                if dist_name == 'Weibull_3P':
                    ranked_distributions_objects.append(
                        Weibull_Distribution(
                            alpha=fitted_results.Weibull_3P_alpha,
                            beta=fitted_results.Weibull_3P_beta,
                            gamma=fitted_results.Weibull_3P_gamma))
                    ranked_distributions_labels.append(
                        str('Weibull_3P (α=' + str(
                            round(fitted_results.Weibull_3P_alpha, sigfig)) +
                            ',β=' +
                            str(round(fitted_results.Weibull_3P_beta,
                                      sigfig)) + ',γ=' +
                            str(round(fitted_results.Weibull_3P_gamma,
                                      sigfig)) + ')'))
                elif dist_name == 'Gamma_3P':
                    ranked_distributions_objects.append(
                        Gamma_Distribution(
                            alpha=fitted_results.Gamma_3P_alpha,
                            beta=fitted_results.Gamma_3P_beta,
                            gamma=fitted_results.Gamma_3P_gamma))
                    ranked_distributions_labels.append(
                        str('Gamma_3P (α=' +
                            str(round(fitted_results.Gamma_3P_alpha, sigfig)) +
                            ',β=' +
                            str(round(fitted_results.Gamma_3P_beta, sigfig)) +
                            ',γ=' +
                            str(round(fitted_results.Gamma_3P_gamma, sigfig)) +
                            ')'))
                elif dist_name == 'Lognormal_3P':
                    ranked_distributions_objects.append(
                        Lognormal_Distribution(
                            mu=fitted_results.Lognormal_3P_mu,
                            sigma=fitted_results.Lognormal_3P_sigma,
                            gamma=fitted_results.Lognormal_3P_gamma))
                    ranked_distributions_labels.append(
                        str('Lognormal_3P (μ=' + str(
                            round(fitted_results.Lognormal_3P_mu, sigfig)) +
                            ',σ=' + str(
                                round(fitted_results.Lognormal_3P_sigma,
                                      sigfig)) + ',γ=' +
                            str(
                                round(fitted_results.Lognormal_3P_gamma,
                                      sigfig)) + ')'))
                elif dist_name == 'Exponential_2P':
                    ranked_distributions_objects.append(
                        Exponential_Distribution(
                            Lambda=fitted_results.Expon_1P_lambda,
                            gamma=fitted_results.Expon_2P_gamma))
                    ranked_distributions_labels.append(
                        str('Exponential_1P (lambda=' + str(
                            round(fitted_results.Expon_1P_lambda, sigfig)) +
                            ',γ=' +
                            str(round(fitted_results.Expon_2P_gamma, sigfig)) +
                            ')'))
                elif dist_name == 'Loglogistic_3P':
                    ranked_distributions_objects.append(
                        Loglogistic_Distribution(
                            alpha=fitted_results.Loglogistic_3P_alpha,
                            beta=fitted_results.Loglogistic_3P_beta,
                            gamma=fitted_results.Loglogistic_3P_gamma))
                    ranked_distributions_labels.append(
                        str('Loglogistic_3P (α=' + str(
                            round(fitted_results.Loglogistic_3P_alpha,
                                  sigfig)) + ',β=' + str(
                                      round(fitted_results.Loglogistic_3P_beta,
                                            sigfig)) + ',γ=' +
                            str(
                                round(fitted_results.Loglogistic_3P_gamma,
                                      sigfig)) + ')'))

        number_of_distributions_fitted = len(ranked_distributions_objects)
        self.results = ranked_distributions_objects
        self.most_similar_distribution = ranked_distributions_objects[0]
        if print_results is True:
            print('The input distribution was:')
            print(distribution.param_title_long)
            if number_of_distributions_fitted < number_of_distributions_to_show:
                number_of_distributions_to_show = number_of_distributions_fitted
            print('\nThe top', number_of_distributions_to_show,
                  'most similar distributions are:')
            counter = 0
            while counter < number_of_distributions_to_show and counter < number_of_distributions_fitted:
                dist = ranked_distributions_objects[counter]
                print(dist.param_title_long)
                counter += 1

        if show_plot is True:
            plt.figure(figsize=(14, 6))
            plt.suptitle(
                str('Plot of similar distributions to ' +
                    distribution.param_title_long))
            counter = 0
            xlower = distribution.quantile(0.001)
            xupper = distribution.quantile(0.999)
            x_delta = xupper - xlower
            plt.subplot(121)
            distribution.PDF(label=str('Input distribution [' +
                                       distribution.name2 + ']'),
                             linestyle='--')
            while counter < number_of_distributions_to_show and counter < number_of_distributions_fitted:
                ranked_distributions_objects[counter].PDF(
                    label=ranked_distributions_labels[counter])
                counter += 1
            plt.xlim([xlower - x_delta * 0.1, xupper + x_delta * 0.1])
            plt.legend()
            plt.title('PDF')
            counter = 0
            plt.subplot(122)
            distribution.CDF(label=str('Input distribution [' +
                                       distribution.name2 + ']'),
                             linestyle='--')
            while counter < number_of_distributions_to_show and counter < number_of_distributions_fitted:
                ranked_distributions_objects[counter].CDF(
                    label=ranked_distributions_labels[counter])
                counter += 1
            plt.xlim([xlower - x_delta * 0.1, xupper + x_delta * 0.1])
            plt.legend()
            plt.title('CDF')
            plt.subplots_adjust(left=0.08, right=0.95)
            plt.show()
Пример #8
0
def test_Loglogistic_Distribution():
    dist = Loglogistic_Distribution(alpha=50, beta=8, gamma=10)
    assert_allclose(dist.mean, 61.308607648851535, rtol=rtol, atol=atol)
    assert_allclose(dist.standard_deviation, 12.009521950735257, rtol=rtol, atol=atol)
    assert_allclose(dist.variance, 144.228617485192, rtol=rtol, atol=atol)
    assert_allclose(dist.skewness, 1.2246481827926854, rtol=rtol, atol=atol)
    assert_allclose(dist.kurtosis, 8.342064360132765, rtol=rtol, atol=atol)
    assert dist.param_title_long == 'Loglogistic Distribution (α=50,β=8,γ=10)'
    assert_allclose(dist.quantile(0.2), 52.044820762685724, rtol=rtol, atol=atol)
    assert_allclose(dist.inverse_SF(q=0.7), 54.975179587474166, rtol=rtol, atol=atol)
    assert_allclose(dist.mean_residual_life(20), 41.308716243335226, rtol=rtol, atol=atol)
    xvals = [dist.gamma - 1, dist.quantile(0.001), dist.quantile(0.01), dist.quantile(0.1), dist.quantile(0.9), dist.quantile(0.99), dist.quantile(0.999)]
    assert_allclose(dist.PDF(xvals=xvals, show_plot=False), [0.0, 0.0003789929723245846, 0.0028132580909498313, 0.01895146578651591, 0.010941633873382936, 0.0008918684027148376, 6.741239934687115e-05], rtol=rtol, atol=atol)
    assert_allclose(dist.CDF(xvals=xvals, show_plot=False), [0.0, 0.001, 0.01, 0.1, 0.9, 0.99, 0.999], rtol=rtol, atol=atol)
    assert_allclose(dist.SF(xvals=xvals, show_plot=False), [1.0, 0.999, 0.99, 0.9, 0.1, 0.01, 0.001], rtol=rtol, atol=atol)
    assert_allclose(dist.HF(xvals=xvals, show_plot=False), [0.0, 0.00037975209676602, 0.002870378625599256, 0.02339687134137767, 1.0941633873382928, 8.918684027148261, 67.412399346859], rtol=rtol, atol=atol)
    assert_allclose(dist.CHF(xvals=xvals, show_plot=False), [0.0, 0.001000500333583622, 0.010050335853501506, 0.10536051565782635, 2.302585092994045, 4.605170185988085, 6.907755278982047], rtol=rtol, atol=atol)