235 lines
8.1 KiB
Python
235 lines
8.1 KiB
Python
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from __future__ import division, print_function, absolute_import
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import numpy.testing as npt
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import numpy as np
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from scipy._lib.six import xrange
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import pytest
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from scipy import stats
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from .common_tests import (check_normalization, check_moment, check_mean_expect,
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check_var_expect, check_skew_expect,
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check_kurt_expect, check_entropy,
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check_private_entropy, check_edge_support,
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check_named_args, check_random_state_property,
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check_pickling, check_rvs_broadcast)
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from scipy.stats._distr_params import distdiscrete
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vals = ([1, 2, 3, 4], [0.1, 0.2, 0.3, 0.4])
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distdiscrete += [[stats.rv_discrete(values=vals), ()]]
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def cases_test_discrete_basic():
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seen = set()
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for distname, arg in distdiscrete:
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yield distname, arg, distname not in seen
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seen.add(distname)
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@pytest.mark.parametrize('distname,arg,first_case', cases_test_discrete_basic())
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def test_discrete_basic(distname, arg, first_case):
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try:
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distfn = getattr(stats, distname)
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except TypeError:
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distfn = distname
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distname = 'sample distribution'
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np.random.seed(9765456)
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rvs = distfn.rvs(size=2000, *arg)
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supp = np.unique(rvs)
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m, v = distfn.stats(*arg)
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check_cdf_ppf(distfn, arg, supp, distname + ' cdf_ppf')
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check_pmf_cdf(distfn, arg, distname)
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check_oth(distfn, arg, supp, distname + ' oth')
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check_edge_support(distfn, arg)
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alpha = 0.01
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check_discrete_chisquare(distfn, arg, rvs, alpha,
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distname + ' chisquare')
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if first_case:
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locscale_defaults = (0,)
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meths = [distfn.pmf, distfn.logpmf, distfn.cdf, distfn.logcdf,
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distfn.logsf]
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# make sure arguments are within support
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spec_k = {'randint': 11, 'hypergeom': 4, 'bernoulli': 0, }
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k = spec_k.get(distname, 1)
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check_named_args(distfn, k, arg, locscale_defaults, meths)
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if distname != 'sample distribution':
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check_scale_docstring(distfn)
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check_random_state_property(distfn, arg)
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check_pickling(distfn, arg)
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# Entropy
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check_entropy(distfn, arg, distname)
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if distfn.__class__._entropy != stats.rv_discrete._entropy:
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check_private_entropy(distfn, arg, stats.rv_discrete)
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@pytest.mark.parametrize('distname,arg', distdiscrete)
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def test_moments(distname, arg):
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try:
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distfn = getattr(stats, distname)
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except TypeError:
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distfn = distname
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distname = 'sample distribution'
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m, v, s, k = distfn.stats(*arg, moments='mvsk')
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check_normalization(distfn, arg, distname)
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# compare `stats` and `moment` methods
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check_moment(distfn, arg, m, v, distname)
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check_mean_expect(distfn, arg, m, distname)
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check_var_expect(distfn, arg, m, v, distname)
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check_skew_expect(distfn, arg, m, v, s, distname)
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if distname not in ['zipf']:
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check_kurt_expect(distfn, arg, m, v, k, distname)
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# frozen distr moments
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check_moment_frozen(distfn, arg, m, 1)
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check_moment_frozen(distfn, arg, v+m*m, 2)
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@pytest.mark.parametrize('dist,shape_args', distdiscrete)
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def test_rvs_broadcast(dist, shape_args):
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# If shape_only is True, it means the _rvs method of the
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# distribution uses more than one random number to generate a random
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# variate. That means the result of using rvs with broadcasting or
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# with a nontrivial size will not necessarily be the same as using the
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# numpy.vectorize'd version of rvs(), so we can only compare the shapes
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# of the results, not the values.
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# Whether or not a distribution is in the following list is an
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# implementation detail of the distribution, not a requirement. If
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# the implementation the rvs() method of a distribution changes, this
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# test might also have to be changed.
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shape_only = dist in ['skellam']
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try:
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distfunc = getattr(stats, dist)
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except TypeError:
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distfunc = dist
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dist = 'rv_discrete(values=(%r, %r))' % (dist.xk, dist.pk)
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loc = np.zeros(2)
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nargs = distfunc.numargs
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allargs = []
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bshape = []
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# Generate shape parameter arguments...
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for k in range(nargs):
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shp = (k + 3,) + (1,)*(k + 1)
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param_val = shape_args[k]
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allargs.append(param_val*np.ones(shp, dtype=np.array(param_val).dtype))
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bshape.insert(0, shp[0])
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allargs.append(loc)
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bshape.append(loc.size)
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# bshape holds the expected shape when loc, scale, and the shape
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# parameters are all broadcast together.
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check_rvs_broadcast(distfunc, dist, allargs, bshape, shape_only, [np.int_])
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def check_cdf_ppf(distfn, arg, supp, msg):
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# cdf is a step function, and ppf(q) = min{k : cdf(k) >= q, k integer}
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npt.assert_array_equal(distfn.ppf(distfn.cdf(supp, *arg), *arg),
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supp, msg + '-roundtrip')
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npt.assert_array_equal(distfn.ppf(distfn.cdf(supp, *arg) - 1e-8, *arg),
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supp, msg + '-roundtrip')
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if not hasattr(distfn, 'xk'):
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supp1 = supp[supp < distfn.b]
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npt.assert_array_equal(distfn.ppf(distfn.cdf(supp1, *arg) + 1e-8, *arg),
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supp1 + distfn.inc, msg + ' ppf-cdf-next')
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# -1e-8 could cause an error if pmf < 1e-8
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def check_pmf_cdf(distfn, arg, distname):
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if hasattr(distfn, 'xk'):
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index = distfn.xk
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else:
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startind = int(distfn.ppf(0.01, *arg) - 1)
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index = list(range(startind, startind + 10))
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cdfs = distfn.cdf(index, *arg)
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pmfs_cum = distfn.pmf(index, *arg).cumsum()
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atol, rtol = 1e-10, 1e-10
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if distname == 'skellam': # ncx2 accuracy
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atol, rtol = 1e-5, 1e-5
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npt.assert_allclose(cdfs - cdfs[0], pmfs_cum - pmfs_cum[0],
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atol=atol, rtol=rtol)
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def check_moment_frozen(distfn, arg, m, k):
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npt.assert_allclose(distfn(*arg).moment(k), m,
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atol=1e-10, rtol=1e-10)
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def check_oth(distfn, arg, supp, msg):
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# checking other methods of distfn
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npt.assert_allclose(distfn.sf(supp, *arg), 1. - distfn.cdf(supp, *arg),
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atol=1e-10, rtol=1e-10)
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q = np.linspace(0.01, 0.99, 20)
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npt.assert_allclose(distfn.isf(q, *arg), distfn.ppf(1. - q, *arg),
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atol=1e-10, rtol=1e-10)
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median_sf = distfn.isf(0.5, *arg)
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npt.assert_(distfn.sf(median_sf - 1, *arg) > 0.5)
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npt.assert_(distfn.cdf(median_sf + 1, *arg) > 0.5)
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def check_discrete_chisquare(distfn, arg, rvs, alpha, msg):
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"""Perform chisquare test for random sample of a discrete distribution
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Parameters
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----------
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distname : string
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name of distribution function
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arg : sequence
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parameters of distribution
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alpha : float
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significance level, threshold for p-value
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Returns
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-------
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result : bool
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0 if test passes, 1 if test fails
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"""
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wsupp = 0.05
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# construct intervals with minimum mass `wsupp`.
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# intervals are left-half-open as in a cdf difference
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lo = int(max(distfn.a, -1000))
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distsupport = xrange(lo, int(min(distfn.b, 1000)) + 1)
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last = 0
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distsupp = [lo]
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distmass = []
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for ii in distsupport:
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current = distfn.cdf(ii, *arg)
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if current - last >= wsupp - 1e-14:
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distsupp.append(ii)
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distmass.append(current - last)
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last = current
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if current > (1 - wsupp):
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break
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if distsupp[-1] < distfn.b:
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distsupp.append(distfn.b)
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distmass.append(1 - last)
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distsupp = np.array(distsupp)
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distmass = np.array(distmass)
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# convert intervals to right-half-open as required by histogram
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histsupp = distsupp + 1e-8
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histsupp[0] = distfn.a
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# find sample frequencies and perform chisquare test
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freq, hsupp = np.histogram(rvs, histsupp)
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chis, pval = stats.chisquare(np.array(freq), len(rvs)*distmass)
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npt.assert_(pval > alpha,
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'chisquare - test for %s at arg = %s with pval = %s' %
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(msg, str(arg), str(pval)))
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def check_scale_docstring(distfn):
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if distfn.__doc__ is not None:
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# Docstrings can be stripped if interpreter is run with -OO
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npt.assert_('scale' not in distfn.__doc__)
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