Пример #1
0
def example_n():

    print skewnorm.pdf(1,0), stats.norm.pdf(1), skewnorm.pdf(1,0) - stats.norm.pdf(1)
    print skewnorm.pdf(1,1000), stats.chi.pdf(1,1), skewnorm.pdf(1,1000) - stats.chi.pdf(1,1)
    print skewnorm.pdf(-1,-1000), stats.chi.pdf(1,1), skewnorm.pdf(-1,-1000) - stats.chi.pdf(1,1)
    rvs = skewnorm.rvs(0,size=500)
    print 'sample mean var: ', rvs.mean(), rvs.var()
    print 'theoretical mean var', skewnorm.stats(0)
    rvs = skewnorm.rvs(5,size=500)
    print 'sample mean var: ', rvs.mean(), rvs.var()
    print 'theoretical mean var', skewnorm.stats(5)
    print skewnorm.cdf(1,0), stats.norm.cdf(1), skewnorm.cdf(1,0) - stats.norm.cdf(1)
    print skewnorm.cdf(1,1000), stats.chi.cdf(1,1), skewnorm.cdf(1,1000) - stats.chi.cdf(1,1)
    print skewnorm.sf(0.05,1000), stats.chi.sf(0.05,1), skewnorm.sf(0.05,1000) - stats.chi.sf(0.05,1)
Пример #2
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]))
Пример #3
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])