def test_NegativeMultinomial():
from sympy.stats.joint_rv_types import NegativeMultinomial
k0, x1, x2, x3, x4 = symbols('k0, x1, x2, x3, x4', nonnegative=True, integer=True)
p1, p2, p3, p4 = symbols('p1, p2, p3, p4', positive=True)
p1_f = symbols('p1_f', negative=True)
N = NegativeMultinomial('N', 4, [p1, p2, p3, p4])
C = NegativeMultinomial('C', 4, 0.1, 0.2, 0.3)
g = gamma
f = factorial
assert simplify(density(N)(x1, x2, x3, x4) -
p1**x1*p2**x2*p3**x3*p4**x4*(-p1 - p2 - p3 - p4 + 1)**4*g(x1 + x2 +
x3 + x4 + 4)/(6*f(x1)*f(x2)*f(x3)*f(x4))) == S(0)
assert marginal_distribution(C, C[0])(1).evalf().round(2) == 0.33
raises(ValueError, lambda: NegativeMultinomial('b1', 5, [p1, p2, p3, p1_f]))
raises(ValueError, lambda: NegativeMultinomial('b2', k0, 0.5, 0.4, 0.3, 0.4))
def test_NegativeMultinomial():
k0, x1, x2, x3, x4 = symbols('k0, x1, x2, x3, x4', nonnegative=True, integer=True)
p1, p2, p3, p4 = symbols('p1, p2, p3, p4', positive=True)
p1_f = symbols('p1_f', negative=True)
N = NegativeMultinomial('N', 4, [p1, p2, p3, p4])
C = NegativeMultinomial('C', 4, 0.1, 0.2, 0.3)
g = gamma
f = factorial
assert simplify(density(N)(x1, x2, x3, x4) -
p1**x1*p2**x2*p3**x3*p4**x4*(-p1 - p2 - p3 - p4 + 1)**4*g(x1 + x2 +
x3 + x4 + 4)/(6*f(x1)*f(x2)*f(x3)*f(x4))) is S.Zero
assert comp(marginal_distribution(C, C[0])(1).evalf(), 0.33, .01)
raises(ValueError, lambda: NegativeMultinomial('b1', 5, [p1, p2, p3, p1_f]))
raises(ValueError, lambda: NegativeMultinomial('b2', k0, 0.5, 0.4, 0.3, 0.4))
assert N.pspace.distribution.set == ProductSet(Range(0, oo, 1),
Range(0, oo, 1), Range(0, oo, 1), Range(0, oo, 1))
def test_NegativeMultinomial():
from sympy.stats.joint_rv_types import NegativeMultinomial
k0, x1, x2, x3, x4 = symbols("k0, x1, x2, x3, x4",
nonnegative=True,
integer=True)
p1, p2, p3, p4 = symbols("p1, p2, p3, p4", positive=True)
p1_f = symbols("p1_f", negative=True)
N = NegativeMultinomial("N", 4, [p1, p2, p3, p4])
C = NegativeMultinomial("C", 4, 0.1, 0.2, 0.3)
g = gamma
f = factorial
assert (simplify(
density(N)(x1, x2, x3, x4) - p1**x1 * p2**x2 * p3**x3 * p4**x4 *
(-p1 - p2 - p3 - p4 + 1)**4 * g(x1 + x2 + x3 + x4 + 4) /
(6 * f(x1) * f(x2) * f(x3) * f(x4))) is S.Zero)
assert comp(marginal_distribution(C, C[0])(1).evalf(), 0.33, 0.01)
raises(ValueError,
lambda: NegativeMultinomial("b1", 5, [p1, p2, p3, p1_f]))
raises(ValueError,
lambda: NegativeMultinomial("b2", k0, 0.5, 0.4, 0.3, 0.4))
def test_sample_pymc3():
distribs_pymc3 = [
MultivariateNormal("M", [5, 2], [[1, 0], [0, 1]]),
MultivariateBeta("B", [0.4, 5, 15]),
Multinomial("N", 4, [0.3, 0.2, 0.1, 0.4])
]
size = 3
pymc3 = import_module('pymc3')
if not pymc3:
skip('PyMC3 is not installed. Abort tests for _sample_pymc3.')
else:
for X in distribs_pymc3:
samps = sample(X, size=size, library='pymc3')
for sam in samps:
assert tuple(sam.flatten()) in X.pspace.distribution.set
N_c = NegativeMultinomial('N', 3, 0.1, 0.1, 0.1)
raises(NotImplementedError, lambda: sample(N_c, library='pymc3'))
def test_sample_numpy():
distribs_numpy = [
MultivariateNormal("M", [3, 4], [[2, 1], [1, 2]]),
MultivariateBeta("B", [0.4, 5, 15, 50, 203]),
Multinomial("N", 50, [0.3, 0.2, 0.1, 0.25, 0.15])
]
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 tuple(sam) in X.pspace.distribution.set
N_c = NegativeMultinomial('N', 3, 0.1, 0.1, 0.1)
raises(NotImplementedError, lambda: sample(N_c, library='numpy'))
def test_sample_scipy():
distribs_scipy = [
MultivariateNormal("M", [0, 0], [[0.1, 0.025], [0.025, 0.1]]),
MultivariateBeta("B", [0.4, 5, 15]),
Multinomial("N", 8, [0.3, 0.2, 0.1, 0.4])
]
size = 3
scipy = import_module('scipy')
if not scipy:
skip('Scipy not installed. Abort tests for _sample_scipy.')
else:
for X in distribs_scipy:
samps = sample(X, size=size)
samps2 = sample(X, size=(2, 2))
for sam in samps:
assert tuple(sam) in X.pspace.distribution.set
for i in range(2):
for j in range(2):
assert tuple(samps2[i][j]) in X.pspace.distribution.set
N_c = NegativeMultinomial('N', 3, 0.1, 0.1, 0.1)
raises(NotImplementedError, lambda: sample(N_c))