def test_uniform():
l = Symbol('l', real=True)
w = Symbol('w', positive=True)
X = Uniform('x', l, l + w)
assert E(X) == l + w/2
assert variance(X).expand() == w**2/12
# With numbers all is well
X = Uniform('x', 3, 5)
assert P(X < 3) == 0 and P(X > 5) == 0
assert P(X < 4) == P(X > 4) == S.Half
z = Symbol('z')
p = density(X)(z)
assert p.subs(z, 3.7) == S.Half
assert p.subs(z, -1) == 0
assert p.subs(z, 6) == 0
c = cdf(X)
assert c(2) == 0 and c(3) == 0
assert c(Rational(7, 2)) == Rational(1, 4)
assert c(5) == 1 and c(6) == 1
def test_chi_squared():
k = Symbol("k", integer=True)
X = ChiSquared('x', k)
# Tests the characteristic function
assert characteristic_function(X)(x) == ((-2 * I * x + 1)**(-k / 2))
assert density(X)(x) == 2**(-k / 2) * x**(k / 2 - 1) * exp(-x / 2) / gamma(
k / 2)
assert cdf(X)(x) == Piecewise(
(lowergamma(k / 2, x / 2) / gamma(k / 2), x >= 0), (0, True))
assert E(X) == k
assert variance(X) == 2 * k
X = ChiSquared('x', 15)
assert cdf(X)(3) == -14873 * sqrt(6) * exp(Rational(
-3, 2)) / (5005 * sqrt(pi)) + erf(sqrt(6) / 2)
k = Symbol("k", integer=True, positive=False)
raises(ValueError, lambda: ChiSquared('x', k))
k = Symbol("k", integer=False, positive=True)
raises(ValueError, lambda: ChiSquared('x', k))
def test_uniform():
l = Symbol('l', real=True, finite=True)
w = Symbol('w', positive=True, finite=True)
X = Uniform('x', l, l + w)
assert simplify(E(X)) == l + w / 2
assert simplify(variance(X)) == w**2 / 12
# With numbers all is well
X = Uniform('x', 3, 5)
assert P(X < 3) == 0 and P(X > 5) == 0
assert P(X < 4) == P(X > 4) == S.Half
z = Symbol('z')
p = density(X)(z)
assert p.subs(z, 3.7) == S(1) / 2
assert p.subs(z, -1) == 0
assert p.subs(z, 6) == 0
c = cdf(X)
assert c(2) == 0 and c(3) == 0
assert c(S(7) / 2) == S(1) / 4
assert c(5) == 1 and c(6) == 1
def test_unevaluated_CompoundDist():
# these tests need to be removed once they work with evaluation as they are currently not
# evaluated completely in sympy.
R = Rayleigh('R', 4)
X = Normal('X', 3, R)
_k = Dummy('k')
exprd = Piecewise(
(exp(S(3) / 4 - x / 4) / 8, 2 * Abs(arg(x - 3)) <= pi / 2),
(sqrt(2) * Integral(exp(-(_k**4 + 16 * (x - 3)**2) / (32 * _k**2)),
(_k, 0, oo)) / (32 * sqrt(pi)), True))
assert (density(X)(x).simplify()).dummy_eq(exprd.simplify())
expre = Integral(
_k * Integral(
sqrt(2) * exp(-_k**2 / 32) * exp(-(_k - 3)**2 / (2 * _k**2)) /
(32 * sqrt(pi)), (_k, 0, oo)), (_k, -oo, oo))
with ignore_warnings(
UserWarning): ### TODO: Restore tests once warnings are removed
assert E(X, evaluate=False).rewrite(Integral).dummy_eq(expre)
X = Poisson('X', 1)
Y = Poisson('Y', X)
Z = Poisson('Z', Y)
exprd = exp(-1) * Sum(
exp(-Y) * Y**x *
Sum(exp(-X) * X**Y / (factorial(X) * factorial(Y)),
(X, 0, oo)), (Y, 0, oo)) / factorial(x)
assert density(Z)(x).simplify() == exprd
N = Normal('N', 1, 2)
M = Normal('M', 3, 4)
D = Normal('D', M, N)
exprd = Integral(
sqrt(2) * exp(-(_k - 1)**2 / 8) * Integral(
exp(-(-_k + x)**2 / (2 * _k**2)) * exp(-(_k - 3)**2 / 32) /
(8 * pi * _k), (_k, -oo, oo)) / (4 * sqrt(pi)), (_k, -oo, oo))
assert density(D, evaluate=False)(x).dummy_eq(exprd)
def test_PowerFunction():
alpha = Symbol("alpha", nonpositive=True)
a, b = symbols('a, b', real=True)
raises (ValueError, lambda: PowerFunction('x', alpha, a, b))
a, b = symbols('a, b', real=False)
raises (ValueError, lambda: PowerFunction('x', alpha, a, b))
alpha = Symbol("alpha", positive=True)
a, b = symbols('a, b', real=True)
raises (ValueError, lambda: PowerFunction('x', alpha, 5, 2))
X = PowerFunction('X', 2, a, b)
assert density(X)(z) == (-2*a + 2*z)/(-a + b)**2
assert cdf(X)(z) == Piecewise((a**2/(a**2 - 2*a*b + b**2) -
2*a*z/(a**2 - 2*a*b + b**2) + z**2/(a**2 - 2*a*b + b**2), a <= z), (0, True))
X = PowerFunction('X', 2, 0, 1)
assert density(X)(z) == 2*z
assert cdf(X)(z) == Piecewise((z**2, z >= 0), (0,True))
assert E(X) == Rational(2,3)
assert P(X < 0) == 0
assert P(X < 1) == 1
assert median(X) == FiniteSet(1/sqrt(2))
def test_robust_soliton():
raises(ValueError, lambda : RobustSoliton('robSol', -12, 0.1, 0.02))
raises(ValueError, lambda : RobustSoliton('robSol', 13, 1.89, 0.1))
raises(ValueError, lambda : RobustSoliton('robSol', 15, 0.6, -2.31))
f = Function('f')
raises(ValueError, lambda : density(RobustSoliton('robSol', 15, 0.6, 0.1)).pmf(f))
k = Symbol('k', integer=True, positive=True)
delta = Symbol('delta', positive=True)
c = Symbol('c', positive=True)
robSol = RobustSoliton('robSol', k, delta, c)
assert density(robSol).low == 1
assert density(robSol).high == k
k_vals = [10, 20, 50]
delta_vals = [0.2, 0.4, 0.6]
c_vals = [0.01, 0.03, 0.05]
for x in k_vals:
for y in delta_vals:
for z in c_vals:
assert E(robSol.subs({k: x, delta: y, c: z})) == moment(robSol.subs({k: x, delta: y, c: z}), 1)
assert variance(robSol.subs({k: x, delta: y, c: z})) == cmoment(robSol.subs({k: x, delta: y, c: z}), 2)
assert skewness(robSol.subs({k: x, delta: y, c: z})) == smoment(robSol.subs({k: x, delta: y, c: z}), 3)
assert kurtosis(robSol.subs({k: x, delta: y, c: z})) == smoment(robSol.subs({k: x, delta: y, c: z}), 4)
def test_reciprocal():
a = Symbol("a", real=True)
b = Symbol("b", real=True)
X = Reciprocal('x', a, b)
assert density(X)(x) == 1 / (x * (-log(a) + log(b)))
assert cdf(X)(x) == Piecewise(
(log(a) / (log(a) - log(b)) - log(x) / (log(a) - log(b)), a <= x),
(0, True))
X = Reciprocal('x', 5, 30)
assert E(X) == 25 / (log(30) - log(5))
assert P(X < 4) == S.Zero
assert P(
X < 20) == log(20) / (log(30) - log(5)) - log(5) / (log(30) - log(5))
assert cdf(X)(
10) == log(10) / (log(30) - log(5)) - log(5) / (log(30) - log(5))
a = symbols('a', nonpositive=True)
raises(ValueError, lambda: Reciprocal('x', a, b))
a = symbols('a', positive=True)
b = symbols('b', positive=True)
raises(ValueError, lambda: Reciprocal('x', a + b, a))
def test_gamma():
k = Symbol("k", positive=True)
theta = Symbol("theta", positive=True)
x = Symbol("x")
X = Gamma(k, theta, symbol=x)
assert density(X) == Lambda(
_x,
_x**(k - 1) * theta**(-k) * exp(-_x / theta) / gamma(k))
assert cdf(X, meijerg=True) == Lambda(
_z,
Piecewise((0, _z < 0),
(-k * lowergamma(k, 0) / gamma(k + 1) +
k * lowergamma(k, _z / theta) / gamma(k + 1), True)))
assert variance(X) == (
-theta**2 * gamma(k + 1)**2 / gamma(k)**2 +
theta * theta**(-k) * theta**(k + 1) * gamma(k + 2) / gamma(k))
k, theta = symbols('k theta', real=True, bounded=True, positive=True)
X = Gamma(k, theta)
assert simplify(E(X)) == k * theta
# can't get things to simplify on this one so we use subs
assert variance(X).subs(k, 5) == (k * theta**2).subs(k, 5)
def test_hypergeometric_symbolic():
N, m, n = symbols('N, m, n')
H = Hypergeometric('H', N, m, n)
dens = density(H).dict
expec = E(H > 2)
assert dens == Density(HypergeometricDistribution(N, m, n))
assert dens.subs(N,
5).doit() == Density(HypergeometricDistribution(5, m, n))
assert set(dens.subs({
N: 3,
m: 2,
n: 1
}).doit().keys()) == set([S(0), S(1)])
assert set(dens.subs({
N: 3,
m: 2,
n: 1
}).doit().values()) == set([S(1) / 3, S(2) / 3])
k = Dummy('k', integer=True)
assert expec.dummy_eq(
Sum(
Piecewise(
(k * binomial(m, k) * binomial(N - m, -k + n) / binomial(N, n),
k > 2), (0, True)), (k, 0, n)))
def test_PoissonProcess():
X = PoissonProcess("X", 3)
assert X.state_space == S.Naturals0
assert X.index_set == Interval(0, oo)
assert X.lamda == 3
t, d, x, y = symbols('t d x y', positive=True)
assert isinstance(X(t), RandomIndexedSymbol)
assert X.distribution(t) == PoissonDistribution(3 * t)
raises(ValueError, lambda: PoissonProcess("X", -1))
raises(NotImplementedError, lambda: X[t])
raises(IndexError, lambda: X(-5))
assert X.joint_distribution(X(2), X(3)) == JointDistributionHandmade(
Lambda((X(2), X(3)), 6**X(2) * 9**X(3) * exp(-15) /
(factorial(X(2)) * factorial(X(3)))))
assert X.joint_distribution(4, 6) == JointDistributionHandmade(
Lambda((X(4), X(6)), 12**X(4) * 18**X(6) * exp(-30) /
(factorial(X(4)) * factorial(X(6)))))
assert P(X(t) < 1) == exp(-3 * t)
assert P(Eq(X(t), 0),
Contains(t, Interval.Lopen(3, 5))) == exp(-6) # exp(-2*lamda)
res = P(Eq(X(t), 1), Contains(t, Interval.Lopen(3, 4)))
assert res == 3 * exp(-3)
# Equivalent to P(Eq(X(t), 1))**4 because of non-overlapping intervals
assert P(
Eq(X(t), 1) & Eq(X(d), 1) & Eq(X(x), 1) & Eq(X(y), 1),
Contains(t, Interval.Lopen(0, 1))
& Contains(d, Interval.Lopen(1, 2)) & Contains(x, Interval.Lopen(2, 3))
& Contains(y, Interval.Lopen(3, 4))) == res**4
# Return Probability because of overlapping intervals
assert P(Eq(X(t), 2) & Eq(X(d), 3), Contains(t, Interval.Lopen(0, 2))
& Contains(d, Interval.Ropen(2, 4))) == \
Probability(Eq(X(d), 3) & Eq(X(t), 2), Contains(t, Interval.Lopen(0, 2))
& Contains(d, Interval.Ropen(2, 4)))
raises(ValueError, lambda: P(
Eq(X(t), 2) & Eq(X(d), 3),
Contains(t, Interval.Lopen(0, 4)) & Contains(d, Interval.Lopen(3, oo)))
) # no bound on d
assert P(Eq(X(3), 2)) == 81 * exp(-9) / 2
assert P(Eq(X(t), 2), Contains(t, Interval.Lopen(0,
5))) == 225 * exp(-15) / 2
# Check that probability works correctly by adding it to 1
res1 = P(X(t) <= 3, Contains(t, Interval.Lopen(0, 5)))
res2 = P(X(t) > 3, Contains(t, Interval.Lopen(0, 5)))
assert res1 == 691 * exp(-15)
assert (res1 + res2).simplify() == 1
# Check Not and Or
assert P(Not(Eq(X(t), 2) & (X(d) > 3)), Contains(t, Interval.Ropen(2, 4)) & \
Contains(d, Interval.Lopen(7, 8))).simplify() == -18*exp(-6) + 234*exp(-9) + 1
assert P(Eq(X(t), 2) | Ne(X(t), 4),
Contains(t, Interval.Ropen(2, 4))) == 1 - 36 * exp(-6)
raises(ValueError, lambda: P(X(t) > 2, X(t) + X(d)))
assert E(
X(t)) == 3 * t # property of the distribution at a given timestamp
assert E(
X(t)**2 + X(d) * 2 + X(y)**3,
Contains(t, Interval.Lopen(0, 1))
& Contains(d, Interval.Lopen(1, 2))
& Contains(y, Interval.Ropen(3, 4))) == 75
assert E(X(t)**2, Contains(t, Interval.Lopen(0, 1))) == 12
assert E(x*(X(t) + X(d))*(X(t)**2+X(d)**2), Contains(t, Interval.Lopen(0, 1))
& Contains(d, Interval.Ropen(1, 2))) == \
Expectation(x*(X(d) + X(t))*(X(d)**2 + X(t)**2), Contains(t, Interval.Lopen(0, 1))
& Contains(d, Interval.Ropen(1, 2)))
# Value Error because of infinite time bound
raises(ValueError, lambda: E(X(t)**3, Contains(t, Interval.Lopen(1, oo))))
# Equivalent to E(X(t)**2) - E(X(d)**2) == E(X(1)**2) - E(X(1)**2) == 0
assert E((X(t) + X(d)) * (X(t) - X(d)),
Contains(t, Interval.Lopen(0, 1))
& Contains(d, Interval.Lopen(1, 2))) == 0
assert E(X(2) + x * E(X(5))) == 15 * x + 6
assert E(x * X(1) + y) == 3 * x + y
assert P(Eq(X(1), 2) & Eq(X(t), 3),
Contains(t, Interval.Lopen(1, 2))) == 81 * exp(-6) / 4
Y = PoissonProcess("Y", 6)
Z = X + Y
assert Z.lamda == X.lamda + Y.lamda == 9
raises(ValueError,
lambda: X + 5) # should be added be only PoissonProcess instance
N, M = Z.split(4, 5)
assert N.lamda == 4
assert M.lamda == 5
raises(ValueError, lambda: Z.split(3, 2)) # 2+3 != 9
raises(
ValueError, lambda: P(Eq(X(t), 0),
Contains(t, Interval.Lopen(1, 3)) & Eq(X(1), 0)))
# check if it handles queries with two random variables in one args
res1 = P(Eq(N(3), N(5)))
assert res1 == P(Eq(N(t), 0), Contains(t, Interval(3, 5)))
res2 = P(N(3) > N(1))
assert res2 == P((N(t) > 0), Contains(t, Interval(1, 3)))
assert P(N(3) < N(1)) == 0 # condition is not possible
res3 = P(N(3) <= N(1)) # holds only for Eq(N(3), N(1))
assert res3 == P(Eq(N(t), 0), Contains(t, Interval(1, 3)))
# tests from https://www.probabilitycourse.com/chapter11/11_1_2_basic_concepts_of_the_poisson_process.php
X = PoissonProcess('X', 10) # 11.1
assert P(Eq(X(S(1) / 3), 3)
& Eq(X(1), 10)) == exp(-10) * Rational(8000000000, 11160261)
assert P(Eq(X(1), 1), Eq(X(S(1) / 3), 3)) == 0
assert P(Eq(X(1), 10), Eq(X(S(1) / 3), 3)) == P(Eq(X(S(2) / 3), 7))
X = PoissonProcess('X', 2) # 11.2
assert P(X(S(1) / 2) < 1) == exp(-1)
assert P(X(3) < 1, Eq(X(1), 0)) == exp(-4)
assert P(Eq(X(4), 3), Eq(X(2), 3)) == exp(-4)
X = PoissonProcess('X', 3)
assert P(Eq(X(2), 5) & Eq(X(1), 2)) == Rational(81, 4) * exp(-6)
# check few properties
assert P(
X(2) <= 3,
X(1) >= 1) == 3 * P(Eq(X(1), 0)) + 2 * P(Eq(X(1), 1)) + P(Eq(X(1), 2))
assert P(X(2) <= 3, X(1) > 1) == 2 * P(Eq(X(1), 0)) + 1 * P(Eq(X(1), 1))
assert P(Eq(X(2), 5) & Eq(X(1), 2)) == P(Eq(X(1), 3)) * P(Eq(X(1), 2))
assert P(Eq(X(3), 4), Eq(X(1), 3)) == P(Eq(X(2), 1))
#test issue 20078
assert (2 * X(t) + 3 * X(t)).simplify() == 5 * X(t)
assert (2 * X(t) - 3 * X(t)).simplify() == -X(t)
assert (2 * (0.25 * X(t))).simplify() == 0.5 * X(t)
assert (2 * X(t) * 0.25 * X(t)).simplify() == 0.5 * X(t)**2
assert (X(t)**2 + X(t)**3).simplify() == (X(t) + 1) * X(t)**2
def test_BernoulliProcess():
B = BernoulliProcess("B", p=0.6, success=1, failure=0)
assert B.state_space == FiniteSet(0, 1)
assert B.index_set == S.Naturals0
assert B.success == 1
assert B.failure == 0
X = BernoulliProcess("X", p=Rational(1, 3), success='H', failure='T')
assert X.state_space == FiniteSet('H', 'T')
H, T = symbols("H,T")
assert E(X[1] + X[2] * X[3]
) == H**2 / 9 + 4 * H * T / 9 + H / 3 + 4 * T**2 / 9 + 2 * T / 3
t, x = symbols('t, x', positive=True, integer=True)
assert isinstance(B[t], RandomIndexedSymbol)
raises(ValueError,
lambda: BernoulliProcess("X", p=1.1, success=1, failure=0))
raises(NotImplementedError, lambda: B(t))
raises(IndexError, lambda: B[-3])
assert B.joint_distribution(B[3], B[9]) == JointDistributionHandmade(
Lambda(
(B[3], B[9]),
Piecewise((0.6, Eq(B[3], 1)), (0.4, Eq(B[3], 0)),
(0, True)) * Piecewise((0.6, Eq(B[9], 1)),
(0.4, Eq(B[9], 0)), (0, True))))
assert B.joint_distribution(2, B[4]) == JointDistributionHandmade(
Lambda(
(B[2], B[4]),
Piecewise((0.6, Eq(B[2], 1)), (0.4, Eq(B[2], 0)),
(0, True)) * Piecewise((0.6, Eq(B[4], 1)),
(0.4, Eq(B[4], 0)), (0, True))))
# Test for the sum distribution of Bernoulli Process RVs
Y = B[1] + B[2] + B[3]
assert P(Eq(Y, 0)).round(2) == Float(0.06, 1)
assert P(Eq(Y, 2)).round(2) == Float(0.43, 2)
assert P(Eq(Y, 4)).round(2) == 0
assert P(Gt(Y, 1)).round(2) == Float(0.65, 2)
# Test for independency of each Random Indexed variable
assert P(Eq(B[1], 0) & Eq(B[2], 1) & Eq(B[3], 0)
& Eq(B[4], 1)).round(2) == Float(0.06, 1)
assert E(2 * B[1] + B[2]).round(2) == Float(1.80, 3)
assert E(2 * B[1] + B[2] + 5).round(2) == Float(6.80, 3)
assert E(B[2] * B[4] + B[10]).round(2) == Float(0.96, 2)
assert E(B[2] > 0, Eq(B[1], 1) & Eq(B[2], 1)).round(2) == Float(0.60, 2)
assert E(B[1]) == 0.6
assert P(B[1] > 0).round(2) == Float(0.60, 2)
assert P(B[1] < 1).round(2) == Float(0.40, 2)
assert P(B[1] > 0, B[2] <= 1).round(2) == Float(0.60, 2)
assert P(B[12] * B[5] > 0).round(2) == Float(0.36, 2)
assert P(B[12] * B[5] > 0, B[4] < 1).round(2) == Float(0.36, 2)
assert P(Eq(B[2], 1), B[2] > 0) == 1
assert P(Eq(B[5], 3)) == 0
assert P(Eq(B[1], 1), B[1] < 0) == 0
assert P(B[2] > 0, Eq(B[2], 1)) == 1
assert P(B[2] < 0, Eq(B[2], 1)) == 0
assert P(B[2] > 0, B[2] == 7) == 0
assert P(B[5] > 0, B[5]) == BernoulliDistribution(0.6, 0, 1)
raises(ValueError, lambda: P(3))
raises(ValueError, lambda: P(B[3] > 0, 3))
# test issue 19456
expr = Sum(B[t], (t, 0, 4))
expr2 = Sum(B[t], (t, 1, 3))
expr3 = Sum(B[t]**2, (t, 1, 3))
assert expr.doit() == B[0] + B[1] + B[2] + B[3] + B[4]
assert expr2.doit() == Y
assert expr3.doit() == B[1]**2 + B[2]**2 + B[3]**2
assert B[2 * t].free_symbols == {B[2 * t], t}
assert B[4].free_symbols == {B[4]}
assert B[x * t].free_symbols == {B[x * t], x, t}
#test issue 20078
assert (2 * B[t] + 3 * B[t]).simplify() == 5 * B[t]
assert (2 * B[t] - 3 * B[t]).simplify() == -B[t]
assert (2 * (0.25 * B[t])).simplify() == 0.5 * B[t]
assert (2 * B[t] * 0.25 * B[t]).simplify() == 0.5 * B[t]**2
assert (B[t]**2 + B[t]**3).simplify() == (B[t] + 1) * B[t]**2
def test_ContinuousMarkovChain():
T1 = Matrix([[S(-2), S(2), S.Zero], [S.Zero, S.NegativeOne, S.One],
[Rational(3, 2), Rational(3, 2),
S(-3)]])
C1 = ContinuousMarkovChain('C', [0, 1, 2], T1)
assert C1.limiting_distribution() == ImmutableMatrix(
[[Rational(3, 19), Rational(12, 19),
Rational(4, 19)]])
T2 = Matrix([[-S.One, S.One, S.Zero], [S.One, -S.One, S.Zero],
[S.Zero, S.One, -S.One]])
C2 = ContinuousMarkovChain('C', [0, 1, 2], T2)
A, t = C2.generator_matrix, symbols('t', positive=True)
assert C2.transition_probabilities(A)(t) == Matrix(
[[S.Half + exp(-2 * t) / 2, S.Half - exp(-2 * t) / 2, 0],
[S.Half - exp(-2 * t) / 2, S.Half + exp(-2 * t) / 2, 0],
[
S.Half - exp(-t) + exp(-2 * t) / 2, S.Half - exp(-2 * t) / 2,
exp(-t)
]])
with ignore_warnings(
UserWarning): ### TODO: Restore tests once warnings are removed
assert P(Eq(C2(1), 1), Eq(C2(0), 1),
evaluate=False) == Probability(Eq(C2(1), 1), Eq(C2(0), 1))
assert P(Eq(C2(1), 1), Eq(C2(0), 1)) == exp(-2) / 2 + S.Half
assert P(
Eq(C2(1), 0) & Eq(C2(2), 1) & Eq(C2(3), 1),
Eq(P(Eq(C2(1), 0)),
S.Half)) == (Rational(1, 4) - exp(-2) / 4) * (exp(-2) / 2 + S.Half)
assert P(
Not(Eq(C2(1), 0) & Eq(C2(2), 1) & Eq(C2(3), 2)) |
(Eq(C2(1), 0) & Eq(C2(2), 1) & Eq(C2(3), 2)),
Eq(P(Eq(C2(1), 0)), Rational(1, 4))
& Eq(P(Eq(C2(1), 1)), Rational(1, 4))) is S.One
assert E(C2(Rational(3, 2)),
Eq(C2(0), 2)) == -exp(-3) / 2 + 2 * exp(Rational(-3, 2)) + S.Half
assert variance(C2(Rational(3, 2)), Eq(
C2(0),
1)) == ((S.Half - exp(-3) / 2)**2 * (exp(-3) / 2 + S.Half) +
(Rational(-1, 2) - exp(-3) / 2)**2 * (S.Half - exp(-3) / 2))
raises(KeyError, lambda: P(Eq(C2(1), 0), Eq(P(Eq(C2(1), 1)), S.Half)))
assert P(Eq(C2(1), 0), Eq(P(Eq(C2(5), 1)),
S.Half)) == Probability(Eq(C2(1), 0))
TS1 = MatrixSymbol('G', 3, 3)
CS1 = ContinuousMarkovChain('C', [0, 1, 2], TS1)
A = CS1.generator_matrix
assert CS1.transition_probabilities(A)(t) == exp(t * A)
C3 = ContinuousMarkovChain(
'C', [Symbol('0'), Symbol('1'), Symbol('2')], T2)
assert P(Eq(C3(1), 1), Eq(C3(0), 1)) == exp(-2) / 2 + S.Half
assert P(Eq(C3(1), Symbol('1')), Eq(C3(0),
Symbol('1'))) == exp(-2) / 2 + S.Half
#test probability queries
G = Matrix([[-S(1), Rational(1, 10),
Rational(9, 10)], [Rational(2, 5), -S(1),
Rational(3, 5)],
[Rational(1, 2), Rational(1, 2), -S(1)]])
C = ContinuousMarkovChain('C', state_space=[0, 1, 2], gen_mat=G)
assert P(Eq(C(7.385), C(3.19)), Eq(C(0.862),
0)).round(5) == Float(0.35469, 5)
assert P(Gt(C(98.715), C(19.807)), Eq(C(11.314),
2)).round(5) == Float(0.32452, 5)
assert P(Le(C(5.9), C(10.112)), Eq(C(4), 1)).round(6) == Float(0.675214, 6)
assert Float(P(Eq(C(7.32), C(2.91)), Eq(C(2.63), 1)),
14) == Float(1 - P(Ne(C(7.32), C(2.91)), Eq(C(2.63), 1)), 14)
assert Float(P(Gt(C(3.36), C(1.101)), Eq(C(0.8), 2)),
14) == Float(1 - P(Le(C(3.36), C(1.101)), Eq(C(0.8), 2)), 14)
assert Float(P(Lt(C(4.9), C(2.79)), Eq(C(1.61), 0)),
14) == Float(1 - P(Ge(C(4.9), C(2.79)), Eq(C(1.61), 0)), 14)
assert P(Eq(C(5.243), C(10.912)), Eq(C(2.174),
1)) == P(Eq(C(10.912), C(5.243)),
Eq(C(2.174), 1))
assert P(Gt(C(2.344), C(9.9)), Eq(C(1.102),
1)) == P(Lt(C(9.9), C(2.344)),
Eq(C(1.102), 1))
assert P(Ge(C(7.87), C(1.008)), Eq(C(0.153),
1)) == P(Le(C(1.008), C(7.87)),
Eq(C(0.153), 1))
#test symbolic queries
a, b, c, d = symbols('a b c d')
query = P(Eq(C(a), b), Eq(C(c), d))
assert query.subs({
a: 3.65,
b: 2,
c: 1.78,
d: 1
}).evalf().round(10) == P(Eq(C(3.65), 2), Eq(C(1.78), 1)).round(10)
query_gt = P(Gt(C(a), b), Eq(C(c), d))
query_le = P(Le(C(a), b), Eq(C(c), d))
assert query_gt.subs({
a: 13.2,
b: 0,
c: 3.29,
d: 2
}).evalf() + query_le.subs({
a: 13.2,
b: 0,
c: 3.29,
d: 2
}).evalf() == 1
query_ge = P(Ge(C(a), b), Eq(C(c), d))
query_lt = P(Lt(C(a), b), Eq(C(c), d))
assert query_ge.subs({
a: 7.43,
b: 1,
c: 1.45,
d: 0
}).evalf() + query_lt.subs({
a: 7.43,
b: 1,
c: 1.45,
d: 0
}).evalf() == 1
#test issue 20078
assert (2 * C(1) + 3 * C(1)).simplify() == 5 * C(1)
assert (2 * C(1) - 3 * C(1)).simplify() == -C(1)
assert (2 * (0.25 * C(1))).simplify() == 0.5 * C(1)
assert (2 * C(1) * 0.25 * C(1)).simplify() == 0.5 * C(1)**2
assert (C(1)**2 + C(1)**3).simplify() == (C(1) + 1) * C(1)**2
def test_DiscreteMarkovChain():
# pass only the name
X = DiscreteMarkovChain("X")
assert isinstance(X.state_space, Range)
assert X.index_set == S.Naturals0
assert isinstance(X.transition_probabilities, MatrixSymbol)
t = symbols('t', positive=True, integer=True)
assert isinstance(X[t], RandomIndexedSymbol)
assert E(X[0]) == Expectation(X[0])
raises(TypeError, lambda: DiscreteMarkovChain(1))
raises(NotImplementedError, lambda: X(t))
raises(NotImplementedError, lambda: X.communication_classes())
raises(NotImplementedError, lambda: X.canonical_form())
raises(NotImplementedError, lambda: X.decompose())
nz = Symbol('n', integer=True)
TZ = MatrixSymbol('M', nz, nz)
SZ = Range(nz)
YZ = DiscreteMarkovChain('Y', SZ, TZ)
assert P(Eq(YZ[2], 1), Eq(YZ[1], 0)) == TZ[0, 1]
raises(ValueError, lambda: sample_stochastic_process(t))
raises(ValueError, lambda: next(sample_stochastic_process(X)))
# pass name and state_space
# any hashable object should be a valid state
# states should be valid as a tuple/set/list/Tuple/Range
sym, rainy, cloudy, sunny = symbols('a Rainy Cloudy Sunny', real=True)
state_spaces = [(1, 2, 3), [Str('Hello'), sym, DiscreteMarkovChain],
Tuple(S(1), exp(sym), Str('World'), sympify=False),
Range(-1, 5, 2), [rainy, cloudy, sunny]]
chains = [
DiscreteMarkovChain("Y", state_space) for state_space in state_spaces
]
for i, Y in enumerate(chains):
assert isinstance(Y.transition_probabilities, MatrixSymbol)
assert Y.state_space == state_spaces[i] or Y.state_space == FiniteSet(
*state_spaces[i])
assert Y.number_of_states == 3
with ignore_warnings(
UserWarning): # TODO: Restore tests once warnings are removed
assert P(Eq(Y[2], 1), Eq(Y[0], 2),
evaluate=False) == Probability(Eq(Y[2], 1), Eq(Y[0], 2))
assert E(Y[0]) == Expectation(Y[0])
raises(ValueError, lambda: next(sample_stochastic_process(Y)))
raises(TypeError, lambda: DiscreteMarkovChain("Y", dict((1, 1))))
Y = DiscreteMarkovChain("Y", Range(1, t, 2))
assert Y.number_of_states == ceiling((t - 1) / 2)
# pass name and transition_probabilities
chains = [
DiscreteMarkovChain("Y", trans_probs=Matrix([[]])),
DiscreteMarkovChain("Y", trans_probs=Matrix([[0, 1], [1, 0]])),
DiscreteMarkovChain("Y",
trans_probs=Matrix([[pi, 1 - pi], [sym, 1 - sym]]))
]
for Z in chains:
assert Z.number_of_states == Z.transition_probabilities.shape[0]
assert isinstance(Z.transition_probabilities, ImmutableMatrix)
# pass name, state_space and transition_probabilities
T = Matrix([[0.5, 0.2, 0.3], [0.2, 0.5, 0.3], [0.2, 0.3, 0.5]])
TS = MatrixSymbol('T', 3, 3)
Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
YS = DiscreteMarkovChain("Y", ['One', 'Two', 3], TS)
assert Y.joint_distribution(1, Y[2],
3) == JointDistribution(Y[1], Y[2], Y[3])
raises(ValueError, lambda: Y.joint_distribution(Y[1].symbol, Y[2].symbol))
assert P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) == Float(0.36, 2)
assert (P(Eq(YS[3], 2), Eq(YS[1], 1)) -
(TS[0, 2] * TS[1, 0] + TS[1, 1] * TS[1, 2] +
TS[1, 2] * TS[2, 2])).simplify() == 0
assert P(Eq(YS[1], 1), Eq(YS[2], 2)) == Probability(Eq(YS[1], 1))
assert P(Eq(YS[3], 3), Eq(
YS[1],
1)) == TS[0, 2] * TS[1, 0] + TS[1, 1] * TS[1, 2] + TS[1, 2] * TS[2, 2]
TO = Matrix([[0.25, 0.75, 0], [0, 0.25, 0.75], [0.75, 0, 0.25]])
assert P(Eq(Y[3], 2),
Eq(Y[1], 1) & TransitionMatrixOf(Y, TO)).round(3) == Float(
0.375, 3)
with ignore_warnings(
UserWarning): ### TODO: Restore tests once warnings are removed
assert E(Y[3], evaluate=False) == Expectation(Y[3])
assert E(Y[3], Eq(Y[2], 1)).round(2) == Float(1.1, 3)
TSO = MatrixSymbol('T', 4, 4)
raises(
ValueError,
lambda: str(P(Eq(YS[3], 2),
Eq(YS[1], 1) & TransitionMatrixOf(YS, TSO))))
raises(TypeError,
lambda: DiscreteMarkovChain("Z", [0, 1, 2], symbols('M')))
raises(
ValueError,
lambda: DiscreteMarkovChain("Z", [0, 1, 2], MatrixSymbol('T', 3, 4)))
raises(ValueError, lambda: E(Y[3], Eq(Y[2], 6)))
raises(ValueError, lambda: E(Y[2], Eq(Y[3], 1)))
# extended tests for probability queries
TO1 = Matrix([[Rational(1, 4), Rational(3, 4), 0],
[Rational(1, 3),
Rational(1, 3),
Rational(1, 3)], [0, Rational(1, 4),
Rational(3, 4)]])
assert P(
And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
Eq(Probability(Eq(Y[0], 0)), Rational(1, 4))
& TransitionMatrixOf(Y, TO1)) == Rational(1, 16)
assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)), TransitionMatrixOf(Y, TO1)) == \
Probability(Eq(Y[0], 0))/4
assert P(
Lt(X[1], 2) & Gt(X[1], 0),
Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
& TransitionMatrixOf(X, TO1)) == Rational(1, 4)
assert P(
Lt(X[1], 2) & Gt(X[1], 0),
Eq(X[0], 2) & StochasticStateSpaceOf(X, [None, 'None', 1])
& TransitionMatrixOf(X, TO1)) == Rational(1, 4)
assert P(
Ne(X[1], 2) & Ne(X[1], 1),
Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
& TransitionMatrixOf(X, TO1)) is S.Zero
assert P(
Ne(X[1], 2) & Ne(X[1], 1),
Eq(X[0], 2) & StochasticStateSpaceOf(X, [None, 'None', 1])
& TransitionMatrixOf(X, TO1)) is S.Zero
assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
Eq(Y[1], 1)) == 0.1 * Probability(Eq(Y[0], 0))
# testing properties of Markov chain
TO2 = Matrix([[S.One, 0, 0],
[Rational(1, 3),
Rational(1, 3),
Rational(1, 3)], [0, Rational(1, 4),
Rational(3, 4)]])
TO3 = Matrix([[Rational(1, 4), Rational(3, 4), 0],
[Rational(1, 3),
Rational(1, 3),
Rational(1, 3)], [0, Rational(1, 4),
Rational(3, 4)]])
Y2 = DiscreteMarkovChain('Y', trans_probs=TO2)
Y3 = DiscreteMarkovChain('Y', trans_probs=TO3)
assert Y3.fundamental_matrix() == ImmutableMatrix(
[[176, 81, -132], [36, 141, -52], [-44, -39, 208]]) / 125
assert Y2.is_absorbing_chain() == True
assert Y3.is_absorbing_chain() == False
assert Y2.canonical_form() == ([0, 1, 2], TO2)
assert Y3.canonical_form() == ([0, 1, 2], TO3)
assert Y2.decompose() == ([0, 1,
2], TO2[0:1, 0:1], TO2[1:3, 0:1], TO2[1:3, 1:3])
assert Y3.decompose() == ([0, 1, 2], TO3, Matrix(0, 3,
[]), Matrix(0, 0, []))
TO4 = Matrix([[Rational(1, 5),
Rational(2, 5),
Rational(2, 5)], [Rational(1, 10), S.Half,
Rational(2, 5)],
[Rational(3, 5),
Rational(3, 10),
Rational(1, 10)]])
Y4 = DiscreteMarkovChain('Y', trans_probs=TO4)
w = ImmutableMatrix([[Rational(11, 39),
Rational(16, 39),
Rational(4, 13)]])
assert Y4.limiting_distribution == w
assert Y4.is_regular() == True
assert Y4.is_ergodic() == True
TS1 = MatrixSymbol('T', 3, 3)
Y5 = DiscreteMarkovChain('Y', trans_probs=TS1)
assert Y5.limiting_distribution(w, TO4).doit() == True
assert Y5.stationary_distribution(condition_set=True).subs(
TS1, TO4).contains(w).doit() == S.true
TO6 = Matrix([[S.One, 0, 0, 0, 0], [S.Half, 0, S.Half, 0, 0],
[0, S.Half, 0, S.Half, 0], [0, 0, S.Half, 0, S.Half],
[0, 0, 0, 0, 1]])
Y6 = DiscreteMarkovChain('Y', trans_probs=TO6)
assert Y6.fundamental_matrix() == ImmutableMatrix(
[[Rational(3, 2), S.One, S.Half], [S.One, S(2), S.One],
[S.Half, S.One, Rational(3, 2)]])
assert Y6.absorbing_probabilities() == ImmutableMatrix(
[[Rational(3, 4), Rational(1, 4)], [S.Half, S.Half],
[Rational(1, 4), Rational(3, 4)]])
TO7 = Matrix([[Rational(1, 2),
Rational(1, 4),
Rational(1, 4)], [Rational(1, 2), 0,
Rational(1, 2)],
[Rational(1, 4),
Rational(1, 4),
Rational(1, 2)]])
Y7 = DiscreteMarkovChain('Y', trans_probs=TO7)
assert Y7.is_absorbing_chain() == False
assert Y7.fundamental_matrix() == ImmutableMatrix(
[[Rational(86, 75),
Rational(1, 25),
Rational(-14, 75)],
[Rational(2, 25), Rational(21, 25),
Rational(2, 25)],
[Rational(-14, 75),
Rational(1, 25),
Rational(86, 75)]])
# test for zero-sized matrix functionality
X = DiscreteMarkovChain('X', trans_probs=Matrix([[]]))
assert X.number_of_states == 0
assert X.stationary_distribution() == Matrix([[]])
assert X.communication_classes() == []
assert X.canonical_form() == ([], Matrix([[]]))
assert X.decompose() == ([], Matrix([[]]), Matrix([[]]), Matrix([[]]))
assert X.is_regular() == False
assert X.is_ergodic() == False
# test communication_class
# see https://drive.google.com/drive/folders/1HbxLlwwn2b3U8Lj7eb_ASIUb5vYaNIjg?usp=sharing
# tutorial 2.pdf
TO7 = Matrix([[0, 5, 5, 0, 0], [0, 0, 0, 10, 0], [5, 0, 5, 0, 0],
[0, 10, 0, 0, 0], [0, 3, 0, 3, 4]]) / 10
Y7 = DiscreteMarkovChain('Y', trans_probs=TO7)
tuples = Y7.communication_classes()
classes, recurrence, periods = list(zip(*tuples))
assert classes == ([1, 3], [0, 2], [4])
assert recurrence == (True, False, False)
assert periods == (2, 1, 1)
TO8 = Matrix([[0, 0, 0, 10, 0, 0], [5, 0, 5, 0, 0, 0], [0, 4, 0, 0, 0, 6],
[10, 0, 0, 0, 0, 0], [0, 10, 0, 0, 0, 0], [0, 0, 0, 5, 5, 0]
]) / 10
Y8 = DiscreteMarkovChain('Y', trans_probs=TO8)
tuples = Y8.communication_classes()
classes, recurrence, periods = list(zip(*tuples))
assert classes == ([0, 3], [1, 2, 5, 4])
assert recurrence == (True, False)
assert periods == (2, 2)
TO9 = Matrix(
[[2, 0, 0, 3, 0, 0, 3, 2, 0, 0], [0, 10, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 2, 2, 0, 0, 0, 0, 0, 3, 3], [0, 0, 0, 3, 0, 0, 6, 1, 0, 0],
[0, 0, 0, 0, 5, 5, 0, 0, 0, 0], [0, 0, 0, 0, 0, 10, 0, 0, 0, 0],
[4, 0, 0, 5, 0, 0, 1, 0, 0, 0], [2, 0, 0, 4, 0, 0, 2, 2, 0, 0],
[3, 0, 1, 0, 0, 0, 0, 0, 4, 2], [0, 0, 4, 0, 0, 0, 0, 0, 3, 3]]) / 10
Y9 = DiscreteMarkovChain('Y', trans_probs=TO9)
tuples = Y9.communication_classes()
classes, recurrence, periods = list(zip(*tuples))
assert classes == ([0, 3, 6, 7], [1], [2, 8, 9], [5], [4])
assert recurrence == (True, True, False, True, False)
assert periods == (1, 1, 1, 1, 1)
# test canonical form
# see https://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter11.pdf
# example 11.13
T = Matrix([[1, 0, 0, 0, 0], [S(1) / 2, 0, S(1) / 2, 0, 0],
[0, S(1) / 2, 0, S(1) / 2, 0], [0, 0,
S(1) / 2, 0,
S(1) / 2], [0, 0, 0, 0,
S(1)]])
DW = DiscreteMarkovChain('DW', [0, 1, 2, 3, 4], T)
states, A, B, C = DW.decompose()
assert states == [0, 4, 1, 2, 3]
assert A == Matrix([[1, 0], [0, 1]])
assert B == Matrix([[S(1) / 2, 0], [0, 0], [0, S(1) / 2]])
assert C == Matrix([[0, S(1) / 2, 0], [S(1) / 2, 0, S(1) / 2],
[0, S(1) / 2, 0]])
states, new_matrix = DW.canonical_form()
assert states == [0, 4, 1, 2, 3]
assert new_matrix == Matrix([[1, 0, 0, 0, 0], [0, 1, 0, 0, 0],
[S(1) / 2, 0, 0, S(1) / 2, 0],
[0, 0, S(1) / 2, 0,
S(1) / 2], [0, S(1) / 2, 0,
S(1) / 2, 0]])
# test regular and ergodic
# https://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter11.pdf
T = Matrix([[0, 4, 0, 0, 0], [1, 0, 3, 0, 0], [0, 2, 0, 2, 0],
[0, 0, 3, 0, 1], [0, 0, 0, 4, 0]]) / 4
X = DiscreteMarkovChain('X', trans_probs=T)
assert not X.is_regular()
assert X.is_ergodic()
T = Matrix([[0, 1], [1, 0]])
X = DiscreteMarkovChain('X', trans_probs=T)
assert not X.is_regular()
assert X.is_ergodic()
# http://www.math.wisc.edu/~valko/courses/331/MC2.pdf
T = Matrix([[2, 1, 1], [2, 0, 2], [1, 1, 2]]) / 4
X = DiscreteMarkovChain('X', trans_probs=T)
assert X.is_regular()
assert X.is_ergodic()
# https://docs.ufpr.br/~lucambio/CE222/1S2014/Kemeny-Snell1976.pdf
T = Matrix([[1, 1], [1, 1]]) / 2
X = DiscreteMarkovChain('X', trans_probs=T)
assert X.is_regular()
assert X.is_ergodic()
# test is_absorbing_chain
T = Matrix([[0, 1, 0], [1, 0, 0], [0, 0, 1]])
X = DiscreteMarkovChain('X', trans_probs=T)
assert not X.is_absorbing_chain()
# https://en.wikipedia.org/wiki/Absorbing_Markov_chain
T = Matrix([[1, 1, 0, 0], [0, 1, 1, 0], [1, 0, 0, 1], [0, 0, 0, 2]]) / 2
X = DiscreteMarkovChain('X', trans_probs=T)
assert X.is_absorbing_chain()
T = Matrix([[2, 0, 0, 0, 0], [1, 0, 1, 0, 0], [0, 1, 0, 1, 0],
[0, 0, 1, 0, 1], [0, 0, 0, 0, 2]]) / 2
X = DiscreteMarkovChain('X', trans_probs=T)
assert X.is_absorbing_chain()
# test custom state space
Y10 = DiscreteMarkovChain('Y', [1, 2, 3], TO2)
tuples = Y10.communication_classes()
classes, recurrence, periods = list(zip(*tuples))
assert classes == ([1], [2, 3])
assert recurrence == (True, False)
assert periods == (1, 1)
assert Y10.canonical_form() == ([1, 2, 3], TO2)
assert Y10.decompose() == ([1, 2, 3], TO2[0:1, 0:1], TO2[1:3,
0:1], TO2[1:3,
1:3])
# testing miscellaneous queries
T = Matrix([[S.Half, Rational(1, 4),
Rational(1, 4)], [Rational(1, 3), 0,
Rational(2, 3)], [S.Half, S.Half, 0]])
X = DiscreteMarkovChain('X', [0, 1, 2], T)
assert P(
Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
Eq(P(Eq(X[1], 0)), Rational(1, 4))
& Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
assert E(X[1]**2, Eq(X[0], 1)) == Rational(8, 3)
assert variance(X[1], Eq(X[0], 1)) == Rational(8, 9)
raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
raises(ValueError, lambda: DiscreteMarkovChain('X', [0, 1], T))
# testing miscellaneous queries with different state space
X = DiscreteMarkovChain('X', ['A', 'B', 'C'], T)
assert P(
Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
Eq(P(Eq(X[1], 0)), Rational(1, 4))
& Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
a = X.state_space.args[0]
c = X.state_space.args[2]
assert (E(X[1]**2, Eq(X[0], 1)) -
(a**2 / 3 + 2 * c**2 / 3)).simplify() == 0
assert (variance(X[1], Eq(X[0], 1)) -
(2 * (-a / 3 + c / 3)**2 / 3 +
(2 * a / 3 - 2 * c / 3)**2 / 3)).simplify() == 0
raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
#testing queries with multiple RandomIndexedSymbols
T = Matrix([[Rational(5, 10),
Rational(3, 10),
Rational(2, 10)],
[Rational(2, 10),
Rational(7, 10),
Rational(1, 10)],
[Rational(3, 10),
Rational(3, 10),
Rational(4, 10)]])
Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
assert P(Eq(Y[7], Y[5]), Eq(Y[2], 0)).round(5) == Float(0.44428, 5)
assert P(Gt(Y[3], Y[1]), Eq(Y[0], 0)).round(2) == Float(0.36, 2)
assert P(Le(Y[5], Y[10]), Eq(Y[4], 2)).round(6) == Float(0.583120, 6)
assert Float(P(Eq(Y[10], Y[5]), Eq(Y[4], 1)),
14) == Float(1 - P(Ne(Y[10], Y[5]), Eq(Y[4], 1)), 14)
assert Float(P(Gt(Y[8], Y[9]), Eq(Y[3], 2)),
14) == Float(1 - P(Le(Y[8], Y[9]), Eq(Y[3], 2)), 14)
assert Float(P(Lt(Y[1], Y[4]), Eq(Y[0], 0)),
14) == Float(1 - P(Ge(Y[1], Y[4]), Eq(Y[0], 0)), 14)
assert P(Eq(Y[5], Y[10]), Eq(Y[2], 1)) == P(Eq(Y[10], Y[5]), Eq(Y[2], 1))
assert P(Gt(Y[1], Y[2]), Eq(Y[0], 1)) == P(Lt(Y[2], Y[1]), Eq(Y[0], 1))
assert P(Ge(Y[7], Y[6]), Eq(Y[4], 1)) == P(Le(Y[6], Y[7]), Eq(Y[4], 1))
#test symbolic queries
a, b, c, d = symbols('a b c d')
T = Matrix([[Rational(1, 10),
Rational(4, 10),
Rational(5, 10)],
[Rational(3, 10),
Rational(4, 10),
Rational(3, 10)],
[Rational(7, 10),
Rational(2, 10),
Rational(1, 10)]])
Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
query = P(Eq(Y[a], b), Eq(Y[c], d))
assert query.subs({
a: 10,
b: 2,
c: 5,
d: 1
}).evalf().round(4) == P(Eq(Y[10], 2), Eq(Y[5], 1)).round(4)
assert query.subs({
a: 15,
b: 0,
c: 10,
d: 1
}).evalf().round(4) == P(Eq(Y[15], 0), Eq(Y[10], 1)).round(4)
query_gt = P(Gt(Y[a], b), Eq(Y[c], d))
query_le = P(Le(Y[a], b), Eq(Y[c], d))
assert query_gt.subs({
a: 5,
b: 2,
c: 1,
d: 0
}).evalf() + query_le.subs({
a: 5,
b: 2,
c: 1,
d: 0
}).evalf() == 1
query_ge = P(Ge(Y[a], b), Eq(Y[c], d))
query_lt = P(Lt(Y[a], b), Eq(Y[c], d))
assert query_ge.subs({
a: 4,
b: 1,
c: 0,
d: 2
}).evalf() + query_lt.subs({
a: 4,
b: 1,
c: 0,
d: 2
}).evalf() == 1
#test issue 20078
assert (2 * Y[1] + 3 * Y[1]).simplify() == 5 * Y[1]
assert (2 * Y[1] - 3 * Y[1]).simplify() == -Y[1]
assert (2 * (0.25 * Y[1])).simplify() == 0.5 * Y[1]
assert ((2 * Y[1]) * (0.25 * Y[1])).simplify() == 0.5 * Y[1]**2
assert (Y[1]**2 + Y[1]**3).simplify() == (Y[1] + 1) * Y[1]**2
def test_dice():
# TODO: Make iid method!
X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6)
a, b, t, p = symbols('a b t p')
assert E(X) == 3 + S.Half
assert variance(X) == S(35) / 12
assert E(X + Y) == 7
assert E(X + X) == 7
assert E(a * X + b) == a * E(X) + b
assert variance(X + Y) == variance(X) + variance(Y) == cmoment(X + Y, 2)
assert variance(X + X) == 4 * variance(X) == cmoment(X + X, 2)
assert cmoment(X, 0) == 1
assert cmoment(4 * X, 3) == 64 * cmoment(X, 3)
assert covariance(X, Y) == S.Zero
assert covariance(X, X + Y) == variance(X)
assert density(Eq(cos(X * S.Pi), 1))[True] == S.Half
assert correlation(X, Y) == 0
assert correlation(X, Y) == correlation(Y, X)
assert smoment(X + Y, 3) == skewness(X + Y)
assert smoment(X + Y, 4) == kurtosis(X + Y)
assert smoment(X, 0) == 1
assert P(X > 3) == S.Half
assert P(2 * X > 6) == S.Half
assert P(X > Y) == S(5) / 12
assert P(Eq(X, Y)) == P(Eq(X, 1))
assert E(X, X > 3) == 5 == moment(X, 1, 0, X > 3)
assert E(X, Y > 3) == E(X) == moment(X, 1, 0, Y > 3)
assert E(X + Y, Eq(X, Y)) == E(2 * X)
assert moment(X, 0) == 1
assert moment(5 * X, 2) == 25 * moment(X, 2)
assert quantile(X)(p) == Piecewise((nan, (p > S.One) | (p < S(0))),\
(S.One, p <= S(1)/6), (S(2), p <= S(1)/3), (S(3), p <= S.Half),\
(S(4), p <= S(2)/3), (S(5), p <= S(5)/6), (S(6), p <= S.One))
assert P(X > 3, X > 3) == S.One
assert P(X > Y, Eq(Y, 6)) == S.Zero
assert P(Eq(X + Y, 12)) == S.One / 36
assert P(Eq(X + Y, 12), Eq(X, 6)) == S.One / 6
assert density(X + Y) == density(Y + Z) != density(X + X)
d = density(2 * X + Y**Z)
assert d[S(22)] == S.One / 108 and d[S(4100)] == S.One / 216 and S(
3130) not in d
assert pspace(X).domain.as_boolean() == Or(
*[Eq(X.symbol, i) for i in [1, 2, 3, 4, 5, 6]])
assert where(X > 3).set == FiniteSet(4, 5, 6)
assert characteristic_function(X)(t) == exp(6 * I * t) / 6 + exp(
5 * I * t) / 6 + exp(4 * I * t) / 6 + exp(3 * I * t) / 6 + exp(
2 * I * t) / 6 + exp(I * t) / 6
assert moment_generating_function(X)(
t) == exp(6 * t) / 6 + exp(5 * t) / 6 + exp(4 * t) / 6 + exp(
3 * t) / 6 + exp(2 * t) / 6 + exp(t) / 6
# Bayes test for die
BayesTest(X > 3, X + Y < 5)
BayesTest(Eq(X - Y, Z), Z > Y)
BayesTest(X > 3, X > 2)
# arg test for die
raises(ValueError, lambda: Die('X', -1)) # issue 8105: negative sides.
raises(ValueError, lambda: Die('X', 0))
raises(ValueError, lambda: Die('X', 1.5)) # issue 8103: non integer sides.
# symbolic test for die
n, k = symbols('n, k', positive=True)
D = Die('D', n)
dens = density(D).dict
assert dens == Density(DieDistribution(n))
assert set(dens.subs(n, 4).doit().keys()) == set([1, 2, 3, 4])
assert set(dens.subs(n, 4).doit().values()) == set([S(1) / 4])
k = Dummy('k', integer=True)
assert E(D).dummy_eq(Sum(Piecewise((k / n, k <= n), (0, True)), (k, 1, n)))
assert variance(D).subs(n, 6).doit() == S(35) / 12
ki = Dummy('ki')
cumuf = cdf(D)(k)
assert cumuf.dummy_eq(
Sum(Piecewise((1 / n, (ki >= 1) & (ki <= n)), (0, True)), (ki, 1, k)))
assert cumuf.subs({n: 6, k: 2}).doit() == S(1) / 3
t = Dummy('t')
cf = characteristic_function(D)(t)
assert cf.dummy_eq(
Sum(Piecewise((exp(ki * I * t) / n, (ki >= 1) & (ki <= n)), (0, True)),
(ki, 1, n)))
assert cf.subs(
n,
3).doit() == exp(3 * I * t) / 3 + exp(2 * I * t) / 3 + exp(I * t) / 3
mgf = moment_generating_function(D)(t)
assert mgf.dummy_eq(
Sum(Piecewise((exp(ki * t) / n, (ki >= 1) & (ki <= n)), (0, True)),
(ki, 1, n)))
assert mgf.subs(n,
3).doit() == exp(3 * t) / 3 + exp(2 * t) / 3 + exp(t) / 3
def test_yule_simon():
rho = S(3)
x = YuleSimon('x', rho)
assert simplify(E(x)) == rho / (rho - 1)
assert simplify(variance(x)) == rho**2 / ((rho - 1)**2 * (rho - 2))
assert isinstance(E(x, evaluate=False), Sum)
def test_wignersemicircle():
R = Symbol("R", positive=True)
X = WignerSemicircle('x', R)
assert density(X)(x) == 2*sqrt(-x**2 + R**2)/(pi*R**2)
assert E(X) == 0
def test_expectation():
from sympy import simplify
from sympy.stats import E
m = Normal('A', [x, y], [[1, 0], [0, 1]])
assert simplify(E(m[1])) == y
def test_dice():
# TODO: Make iid method!
X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6)
a, b = symbols('a b')
assert E(X) == 3 + S.Half
assert variance(X) == S(35) / 12
assert E(X + Y) == 7
assert E(X + X) == 7
assert E(a * X + b) == a * E(X) + b
assert variance(X + Y) == variance(X) + variance(Y)
assert variance(X + X) == 4 * variance(X)
assert covariance(X, Y) == S.Zero
assert covariance(X, X + Y) == variance(X)
assert density(Eq(cos(X * S.Pi), 1))[True] == S.Half
assert P(X > 3) == S.Half
assert P(2 * X > 6) == S.Half
assert P(X > Y) == S(5) / 12
assert P(Eq(X, Y)) == P(Eq(X, 1))
assert E(X, X > 3) == 5
assert E(X, Y > 3) == E(X)
assert E(X + Y, Eq(X, Y)) == E(2 * X)
assert E(X + Y - Z, 2 * X > Y + 1) == S(49) / 12
assert P(X > 3, X > 3) == S.One
assert P(X > Y, Eq(Y, 6)) == S.Zero
assert P(Eq(X + Y, 12)) == S.One / 36
assert P(Eq(X + Y, 12), Eq(X, 6)) == S.One / 6
assert density(X + Y) == density(Y + Z) != density(X + X)
d = density(2 * X + Y**Z)
assert d[S(22)] == S.One / 108 and d[S(4100)] == S.One / 216 and S(
3130) not in d
assert pspace(X).domain.as_boolean() == Or(
*[Eq(X.symbol, i) for i in [1, 2, 3, 4, 5, 6]])
assert where(X > 3).set == FiniteSet(4, 5, 6)
def test_E():
assert E(5) == 5
def test_DiscreteMarkovChain():
# pass only the name
X = DiscreteMarkovChain("X")
assert X.state_space == S.Reals
assert X.index_set == S.Naturals0
assert X.transition_probabilities == None
t = symbols("t", positive=True, integer=True)
assert isinstance(X[t], RandomIndexedSymbol)
assert E(X[0]) == Expectation(X[0])
raises(TypeError, lambda: DiscreteMarkovChain(1))
raises(NotImplementedError, lambda: X(t))
# pass name and state_space
Y = DiscreteMarkovChain("Y", [1, 2, 3])
assert Y.transition_probabilities == None
assert Y.state_space == FiniteSet(1, 2, 3)
assert P(Eq(Y[2], 1), Eq(Y[0], 2)) == Probability(Eq(Y[2], 1), Eq(Y[0], 2))
assert E(X[0]) == Expectation(X[0])
raises(TypeError, lambda: DiscreteMarkovChain("Y", dict((1, 1))))
# pass name, state_space and transition_probabilities
T = Matrix([[0.5, 0.2, 0.3], [0.2, 0.5, 0.3], [0.2, 0.3, 0.5]])
TS = MatrixSymbol("T", 3, 3)
Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
YS = DiscreteMarkovChain("Y", [0, 1, 2], TS)
assert YS._transient2transient() == None
assert YS._transient2absorbing() == None
assert Y.joint_distribution(1, Y[2],
3) == JointDistribution(Y[1], Y[2], Y[3])
raises(ValueError, lambda: Y.joint_distribution(Y[1].symbol, Y[2].symbol))
assert P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) == Float(0.36, 2)
assert (str(P(Eq(YS[3], 2), Eq(
YS[1], 1))) == "T[0, 2]*T[1, 0] + T[1, 1]*T[1, 2] + T[1, 2]*T[2, 2]")
assert P(Eq(YS[1], 1), Eq(YS[2], 2)) == Probability(Eq(YS[1], 1))
assert P(Eq(YS[3], 3), Eq(YS[1], 1)) is S.Zero
TO = Matrix([[0.25, 0.75, 0], [0, 0.25, 0.75], [0.75, 0, 0.25]])
assert P(Eq(Y[3], 2),
Eq(Y[1], 1) & TransitionMatrixOf(Y, TO)).round(3) == Float(
0.375, 3)
assert E(Y[3], evaluate=False) == Expectation(Y[3])
assert E(Y[3], Eq(Y[2], 1)).round(2) == Float(1.1, 3)
TSO = MatrixSymbol("T", 4, 4)
raises(
ValueError,
lambda: str(P(Eq(YS[3], 2),
Eq(YS[1], 1) & TransitionMatrixOf(YS, TSO))),
)
raises(TypeError,
lambda: DiscreteMarkovChain("Z", [0, 1, 2], symbols("M")))
raises(
ValueError,
lambda: DiscreteMarkovChain("Z", [0, 1, 2], MatrixSymbol("T", 3, 4)))
raises(ValueError, lambda: E(Y[3], Eq(Y[2], 6)))
raises(ValueError, lambda: E(Y[2], Eq(Y[3], 1)))
# extended tests for probability queries
TO1 = Matrix([
[Rational(1, 4), Rational(3, 4), 0],
[Rational(1, 3), Rational(1, 3),
Rational(1, 3)],
[0, Rational(1, 4), Rational(3, 4)],
])
assert P(
And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
Eq(Probability(Eq(Y[0], 0)), Rational(1, 4))
& TransitionMatrixOf(Y, TO1),
) == Rational(1, 16)
assert (P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
TransitionMatrixOf(Y, TO1)) == Probability(Eq(Y[0], 0)) / 4)
assert P(
Lt(X[1], 2) & Gt(X[1], 0),
Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
& TransitionMatrixOf(X, TO1),
) == Rational(1, 4)
assert (P(
Ne(X[1], 2) & Ne(X[1], 1),
Eq(X[0], 2)
& StochasticStateSpaceOf(X, [0, 1, 2])
& TransitionMatrixOf(X, TO1),
) is S.Zero)
assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
Eq(Y[1], 1)) == 0.1 * Probability(Eq(Y[0], 0))
# testing properties of Markov chain
TO2 = Matrix([
[S.One, 0, 0],
[Rational(1, 3), Rational(1, 3),
Rational(1, 3)],
[0, Rational(1, 4), Rational(3, 4)],
])
TO3 = Matrix([
[Rational(1, 4), Rational(3, 4), 0],
[Rational(1, 3), Rational(1, 3),
Rational(1, 3)],
[0, Rational(1, 4), Rational(3, 4)],
])
Y2 = DiscreteMarkovChain("Y", trans_probs=TO2)
Y3 = DiscreteMarkovChain("Y", trans_probs=TO3)
assert Y3._transient2absorbing() == None
raises(ValueError, lambda: Y3.fundamental_matrix())
assert Y2.is_absorbing_chain() == True
assert Y3.is_absorbing_chain() == False
TO4 = Matrix([
[Rational(1, 5), Rational(2, 5),
Rational(2, 5)],
[Rational(1, 10), S.Half, Rational(2, 5)],
[Rational(3, 5), Rational(3, 10),
Rational(1, 10)],
])
Y4 = DiscreteMarkovChain("Y", trans_probs=TO4)
w = ImmutableMatrix([[Rational(11, 39),
Rational(16, 39),
Rational(4, 13)]])
assert Y4.limiting_distribution == w
assert Y4.is_regular() == True
TS1 = MatrixSymbol("T", 3, 3)
Y5 = DiscreteMarkovChain("Y", trans_probs=TS1)
assert Y5.limiting_distribution(w, TO4).doit() == True
TO6 = Matrix([
[S.One, 0, 0, 0, 0],
[S.Half, 0, S.Half, 0, 0],
[0, S.Half, 0, S.Half, 0],
[0, 0, S.Half, 0, S.Half],
[0, 0, 0, 0, 1],
])
Y6 = DiscreteMarkovChain("Y", trans_probs=TO6)
assert Y6._transient2absorbing() == ImmutableMatrix([[S.Half, 0], [0, 0],
[0, S.Half]])
assert Y6._transient2transient() == ImmutableMatrix([[0, S.Half, 0],
[S.Half, 0, S.Half],
[0, S.Half, 0]])
assert Y6.fundamental_matrix() == ImmutableMatrix([
[Rational(3, 2), S.One, S.Half],
[S.One, S(2), S.One],
[S.Half, S.One, Rational(3, 2)],
])
assert Y6.absorbing_probabilites() == ImmutableMatrix([
[Rational(3, 4), Rational(1, 4)],
[S.Half, S.Half],
[Rational(1, 4), Rational(3, 4)],
])
# testing miscellaneous queries
T = Matrix([
[S.Half, Rational(1, 4), Rational(1, 4)],
[Rational(1, 3), 0, Rational(2, 3)],
[S.Half, S.Half, 0],
])
X = DiscreteMarkovChain("X", [0, 1, 2], T)
assert P(
Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
Eq(P(Eq(X[1], 0)), Rational(1, 4))
& Eq(P(Eq(X[1], 1)), Rational(1, 4)),
) == Rational(1, 12)
assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
assert E(X[1]**2, Eq(X[0], 1)) == Rational(8, 3)
assert variance(X[1], Eq(X[0], 1)) == Rational(8, 9)
raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
def test_BernoulliProcess():
B = BernoulliProcess("B", p=0.6, success=1, failure=0)
assert B.state_space == FiniteSet(0, 1)
assert B.index_set == S.Naturals0
assert B.success == 1
assert B.failure == 0
X = BernoulliProcess("X", p=Rational(1, 3), success="H", failure="T")
assert X.state_space == FiniteSet("H", "T")
H, T = symbols("H,T")
assert (E(X[1] + X[2] * X[3]) == H**2 / 9 + 4 * H * T / 9 + H / 3 +
4 * T**2 / 9 + 2 * T / 3)
t = symbols("t", positive=True, integer=True)
assert isinstance(B[t], RandomIndexedSymbol)
raises(ValueError,
lambda: BernoulliProcess("X", p=1.1, success=1, failure=0))
raises(NotImplementedError, lambda: B(t))
raises(IndexError, lambda: B[-3])
assert B.joint_distribution(B[3], B[9]) == JointDistributionHandmade(
Lambda(
(B[3], B[9]),
Piecewise((0.6, Eq(B[3], 1)), (0.4, Eq(B[3], 0)),
(0, True)) * Piecewise((0.6, Eq(B[9], 1)),
(0.4, Eq(B[9], 0)), (0, True)),
))
assert B.joint_distribution(2, B[4]) == JointDistributionHandmade(
Lambda(
(B[2], B[4]),
Piecewise((0.6, Eq(B[2], 1)), (0.4, Eq(B[2], 0)),
(0, True)) * Piecewise((0.6, Eq(B[4], 1)),
(0.4, Eq(B[4], 0)), (0, True)),
))
# Test for the sum distribution of Bernoulli Process RVs
Y = B[1] + B[2] + B[3]
assert P(Eq(Y, 0)).round(2) == Float(0.06, 1)
assert P(Eq(Y, 2)).round(2) == Float(0.43, 2)
assert P(Eq(Y, 4)).round(2) == 0
assert P(Gt(Y, 1)).round(2) == Float(0.65, 2)
# Test for independency of each Random Indexed variable
assert P(Eq(B[1], 0) & Eq(B[2], 1) & Eq(B[3], 0)
& Eq(B[4], 1)).round(2) == Float(0.06, 1)
assert E(2 * B[1] + B[2]).round(2) == Float(1.80, 3)
assert E(2 * B[1] + B[2] + 5).round(2) == Float(6.80, 3)
assert E(B[2] * B[4] + B[10]).round(2) == Float(0.96, 2)
assert E(B[2] > 0, Eq(B[1], 1) & Eq(B[2], 1)).round(2) == Float(0.60, 2)
assert E(B[1]) == 0.6
assert P(B[1] > 0).round(2) == Float(0.60, 2)
assert P(B[1] < 1).round(2) == Float(0.40, 2)
assert P(B[1] > 0, B[2] <= 1).round(2) == Float(0.60, 2)
assert P(B[12] * B[5] > 0).round(2) == Float(0.36, 2)
assert P(B[12] * B[5] > 0, B[4] < 1).round(2) == Float(0.36, 2)
assert P(Eq(B[2], 1), B[2] > 0) == 1
assert P(Eq(B[5], 3)) == 0
assert P(Eq(B[1], 1), B[1] < 0) == 0
assert P(B[2] > 0, Eq(B[2], 1)) == 1
assert P(B[2] < 0, Eq(B[2], 1)) == 0
assert P(B[2] > 0, B[2] == 7) == 0
assert P(B[5] > 0, B[5]) == BernoulliDistribution(0.6, 0, 1)
raises(ValueError, lambda: P(3))
raises(ValueError, lambda: P(B[3] > 0, 3))
def expectation(self, n=1):
X = BetaBn('X', n, self.a, self.b)
return E(X).evalf()
def test_issue_11934():
density = {0: .5, 1: .5}
X = FiniteRV('X', density)
assert E(X) == 0.5
assert P( X>= 2) == 0
def test_issue_13324():
X = Uniform('X', 0, 1)
assert E(X, X > S.Half) == Rational(3, 4)
assert E(X, X > 0) == S.Half
def test_weibull():
a, b = symbols('a b', positive=True)
X = Weibull('x', a, b)
assert simplify(E(X)) == simplify(a * gamma(1 + 1/b))
assert simplify(variance(X)) == simplify(a**2 * gamma(1 + 2/b) - E(X)**2)
def test_zeta():
s = S(5)
x = Zeta('x', s)
assert E(x) == zeta(s - 1) / zeta(s)
assert simplify(
variance(x)) == (zeta(s) * zeta(s - 2) - zeta(s - 1)**2) / zeta(s)**2
def test_issue_13324():
X = Uniform('X', 0, 1)
assert E(X, X > Rational(1, 2)) == Rational(3, 4)
assert E(X, X > 0) == Rational(1, 2)
def test_expectation():
m = Normal('A', [x, y], [[1, 0], [0, 1]])
assert simplify(E(m[1])) == y
def test_joint_vector_expectation():
from sympy.stats import E
m = Normal('A', [x, y], [[1, 0], [0, 1]])
assert E(m) == (x, y)
def test_joint_vector_expectation():
m = Normal('A', [x, y], [[1, 0], [0, 1]])
assert E(m) == (x, y)