def test_reset(self):
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
seed = np.random.default_rng(15286971436105697578659603487027011470)
engine = qmc.MultinomialQMC(p, seed=seed)
samples = engine.random(2)
engine.reset()
samples_reset = engine.random(2)
assert_array_equal(samples, samples_reset)
def test_other_engine(self):
# same as test_MultinomialBasicDraw with different engine
seed = np.random.RandomState(12345)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
expected = np.array([12, 25, 6, 35, 22])
base_engine = qmc.Sobol(1, scramble=True, seed=seed)
engine = qmc.MultinomialQMC(p, engine=base_engine, seed=seed)
assert_array_equal(engine.random(100), expected)
def test_other_engine(self):
# same as test_MultinomialBasicDraw with different engine
seed = np.random.default_rng(283753519042773243071753037669078065412)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
expected = np.array([12, 25, 5, 36, 22])
base_engine = qmc.Sobol(1, scramble=True, seed=seed)
engine = qmc.MultinomialQMC(p, engine=base_engine, seed=seed)
assert_array_equal(engine.random(100), expected)
def test_reset(self):
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
seed = np.random.RandomState(12345)
engine = qmc.MultinomialQMC(p, seed=seed)
samples = engine.random(2)
engine.reset()
samples_reset = engine.random(2)
assert_array_equal(samples, samples_reset)
def test_validations(self):
# negative Ps
p = np.array([0.12, 0.26, -0.05, 0.35, 0.22])
with pytest.raises(ValueError, match=r"Elements of pvals must "
r"be non-negative."):
qmc.MultinomialQMC(p)
# sum of P too large
p = np.array([0.12, 0.26, 0.1, 0.35, 0.22])
message = r"Elements of pvals must sum to 1."
with pytest.raises(ValueError, match=message):
qmc.MultinomialQMC(p)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
message = r"Dimension of `engine` must be 1."
with pytest.raises(ValueError, match=message):
qmc.MultinomialQMC(p, engine=qmc.Sobol(d=2))
message = r"`engine` must be an instance of..."
with pytest.raises(ValueError, match=message):
qmc.MultinomialQMC(p, engine=np.random.default_rng())
def test_MultinomialDistribution(self):
seed = np.random.default_rng(77797854505813727292048130876699859000)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
engine = qmc.MultinomialQMC(p, seed=seed)
draws = engine.random(8192)
assert_array_almost_equal(draws / np.sum(draws), p, decimal=4)
def test_MultinomialBasicDraw(self):
seed = np.random.default_rng(6955663962957011631562466584467607969)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
expected = np.array([13, 24, 6, 35, 22])
engine = qmc.MultinomialQMC(p, seed=seed)
assert_array_equal(engine.random(100), expected)
def test_MultinomialDistribution(self):
seed = np.random.RandomState(12345)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
engine = qmc.MultinomialQMC(p, seed=seed)
draws = engine.random(8192)
assert_array_almost_equal(draws / np.sum(draws), p, decimal=4)
def test_MultinomialBasicDraw(self):
seed = np.random.RandomState(12345)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
expected = np.array([12, 25, 6, 35, 22])
engine = qmc.MultinomialQMC(p, seed=seed)
assert_array_equal(engine.random(100), expected)
def test_MultinomialSumOfPTooLarge(self):
p = np.array([0.12, 0.26, 0.1, 0.35, 0.22])
with pytest.raises(ValueError,
match=r"Elements of pvals must sum "
r"to 1."):
qmc.MultinomialQMC(p)
def test_MultinomialNegativePs(self):
p = np.array([0.12, 0.26, -0.05, 0.35, 0.22])
with pytest.raises(ValueError,
match=r"Elements of pvals must "
r"be non-negative."):
qmc.MultinomialQMC(p)
def test_MultinomialDistribution(self):
seed = np.random.default_rng(77797854505813727292048130876699859000)
p = np.array([0.12, 0.26, 0.05, 0.35, 0.22])
engine = qmc.MultinomialQMC(p, n_trials=8192, seed=seed)
draws = engine.random(1)
assert_allclose(draws / np.sum(draws), np.atleast_2d(p), atol=1e-4)