peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/stats
/tests
/common_tests.py
import pickle | |
import numpy as np | |
import numpy.testing as npt | |
from numpy.testing import assert_allclose, assert_equal | |
from pytest import raises as assert_raises | |
import numpy.ma.testutils as ma_npt | |
from scipy._lib._util import ( | |
getfullargspec_no_self as _getfullargspec, np_long | |
) | |
from scipy import stats | |
def check_named_results(res, attributes, ma=False): | |
for i, attr in enumerate(attributes): | |
if ma: | |
ma_npt.assert_equal(res[i], getattr(res, attr)) | |
else: | |
npt.assert_equal(res[i], getattr(res, attr)) | |
def check_normalization(distfn, args, distname): | |
norm_moment = distfn.moment(0, *args) | |
npt.assert_allclose(norm_moment, 1.0) | |
if distname == "rv_histogram_instance": | |
atol, rtol = 1e-5, 0 | |
else: | |
atol, rtol = 1e-7, 1e-7 | |
normalization_expect = distfn.expect(lambda x: 1, args=args) | |
npt.assert_allclose(normalization_expect, 1.0, atol=atol, rtol=rtol, | |
err_msg=distname, verbose=True) | |
_a, _b = distfn.support(*args) | |
normalization_cdf = distfn.cdf(_b, *args) | |
npt.assert_allclose(normalization_cdf, 1.0) | |
def check_moment(distfn, arg, m, v, msg): | |
m1 = distfn.moment(1, *arg) | |
m2 = distfn.moment(2, *arg) | |
if not np.isinf(m): | |
npt.assert_almost_equal(m1, m, decimal=10, | |
err_msg=msg + ' - 1st moment') | |
else: # or np.isnan(m1), | |
npt.assert_(np.isinf(m1), | |
msg + ' - 1st moment -infinite, m1=%s' % str(m1)) | |
if not np.isinf(v): | |
npt.assert_almost_equal(m2 - m1 * m1, v, decimal=10, | |
err_msg=msg + ' - 2ndt moment') | |
else: # or np.isnan(m2), | |
npt.assert_(np.isinf(m2), msg + f' - 2nd moment -infinite, {m2=}') | |
def check_mean_expect(distfn, arg, m, msg): | |
if np.isfinite(m): | |
m1 = distfn.expect(lambda x: x, arg) | |
npt.assert_almost_equal(m1, m, decimal=5, | |
err_msg=msg + ' - 1st moment (expect)') | |
def check_var_expect(distfn, arg, m, v, msg): | |
dist_looser_tolerances = {"rv_histogram_instance" , "ksone"} | |
kwargs = {'rtol': 5e-6} if msg in dist_looser_tolerances else {} | |
if np.isfinite(v): | |
m2 = distfn.expect(lambda x: x*x, arg) | |
npt.assert_allclose(m2, v + m*m, **kwargs) | |
def check_skew_expect(distfn, arg, m, v, s, msg): | |
if np.isfinite(s): | |
m3e = distfn.expect(lambda x: np.power(x-m, 3), arg) | |
npt.assert_almost_equal(m3e, s * np.power(v, 1.5), | |
decimal=5, err_msg=msg + ' - skew') | |
else: | |
npt.assert_(np.isnan(s)) | |
def check_kurt_expect(distfn, arg, m, v, k, msg): | |
if np.isfinite(k): | |
m4e = distfn.expect(lambda x: np.power(x-m, 4), arg) | |
npt.assert_allclose(m4e, (k + 3.) * np.power(v, 2), | |
atol=1e-5, rtol=1e-5, | |
err_msg=msg + ' - kurtosis') | |
elif not np.isposinf(k): | |
npt.assert_(np.isnan(k)) | |
def check_munp_expect(dist, args, msg): | |
# If _munp is overridden, test a higher moment. (Before gh-18634, some | |
# distributions had issues with moments 5 and higher.) | |
if dist._munp.__func__ != stats.rv_continuous._munp: | |
res = dist.moment(5, *args) # shouldn't raise an error | |
ref = dist.expect(lambda x: x ** 5, args, lb=-np.inf, ub=np.inf) | |
if not np.isfinite(res): # could be valid; automated test can't know | |
return | |
# loose tolerance, mostly to see whether _munp returns *something* | |
assert_allclose(res, ref, atol=1e-10, rtol=1e-4, | |
err_msg=msg + ' - higher moment / _munp') | |
def check_entropy(distfn, arg, msg): | |
ent = distfn.entropy(*arg) | |
npt.assert_(not np.isnan(ent), msg + 'test Entropy is nan') | |
def check_private_entropy(distfn, args, superclass): | |
# compare a generic _entropy with the distribution-specific implementation | |
npt.assert_allclose(distfn._entropy(*args), | |
superclass._entropy(distfn, *args)) | |
def check_entropy_vect_scale(distfn, arg): | |
# check 2-d | |
sc = np.asarray([[1, 2], [3, 4]]) | |
v_ent = distfn.entropy(*arg, scale=sc) | |
s_ent = [distfn.entropy(*arg, scale=s) for s in sc.ravel()] | |
s_ent = np.asarray(s_ent).reshape(v_ent.shape) | |
assert_allclose(v_ent, s_ent, atol=1e-14) | |
# check invalid value, check cast | |
sc = [1, 2, -3] | |
v_ent = distfn.entropy(*arg, scale=sc) | |
s_ent = [distfn.entropy(*arg, scale=s) for s in sc] | |
s_ent = np.asarray(s_ent).reshape(v_ent.shape) | |
assert_allclose(v_ent, s_ent, atol=1e-14) | |
def check_edge_support(distfn, args): | |
# Make sure that x=self.a and self.b are handled correctly. | |
x = distfn.support(*args) | |
if isinstance(distfn, stats.rv_discrete): | |
x = x[0]-1, x[1] | |
npt.assert_equal(distfn.cdf(x, *args), [0.0, 1.0]) | |
npt.assert_equal(distfn.sf(x, *args), [1.0, 0.0]) | |
if distfn.name not in ('skellam', 'dlaplace'): | |
# with a = -inf, log(0) generates warnings | |
npt.assert_equal(distfn.logcdf(x, *args), [-np.inf, 0.0]) | |
npt.assert_equal(distfn.logsf(x, *args), [0.0, -np.inf]) | |
npt.assert_equal(distfn.ppf([0.0, 1.0], *args), x) | |
npt.assert_equal(distfn.isf([0.0, 1.0], *args), x[::-1]) | |
# out-of-bounds for isf & ppf | |
npt.assert_(np.isnan(distfn.isf([-1, 2], *args)).all()) | |
npt.assert_(np.isnan(distfn.ppf([-1, 2], *args)).all()) | |
def check_named_args(distfn, x, shape_args, defaults, meths): | |
## Check calling w/ named arguments. | |
# check consistency of shapes, numargs and _parse signature | |
signature = _getfullargspec(distfn._parse_args) | |
npt.assert_(signature.varargs is None) | |
npt.assert_(signature.varkw is None) | |
npt.assert_(not signature.kwonlyargs) | |
npt.assert_(list(signature.defaults) == list(defaults)) | |
shape_argnames = signature.args[:-len(defaults)] # a, b, loc=0, scale=1 | |
if distfn.shapes: | |
shapes_ = distfn.shapes.replace(',', ' ').split() | |
else: | |
shapes_ = '' | |
npt.assert_(len(shapes_) == distfn.numargs) | |
npt.assert_(len(shapes_) == len(shape_argnames)) | |
# check calling w/ named arguments | |
shape_args = list(shape_args) | |
vals = [meth(x, *shape_args) for meth in meths] | |
npt.assert_(np.all(np.isfinite(vals))) | |
names, a, k = shape_argnames[:], shape_args[:], {} | |
while names: | |
k.update({names.pop(): a.pop()}) | |
v = [meth(x, *a, **k) for meth in meths] | |
npt.assert_array_equal(vals, v) | |
if 'n' not in k.keys(): | |
# `n` is first parameter of moment(), so can't be used as named arg | |
npt.assert_equal(distfn.moment(1, *a, **k), | |
distfn.moment(1, *shape_args)) | |
# unknown arguments should not go through: | |
k.update({'kaboom': 42}) | |
assert_raises(TypeError, distfn.cdf, x, **k) | |
def check_random_state_property(distfn, args): | |
# check the random_state attribute of a distribution *instance* | |
# This test fiddles with distfn.random_state. This breaks other tests, | |
# hence need to save it and then restore. | |
rndm = distfn.random_state | |
# baseline: this relies on the global state | |
np.random.seed(1234) | |
distfn.random_state = None | |
r0 = distfn.rvs(*args, size=8) | |
# use an explicit instance-level random_state | |
distfn.random_state = 1234 | |
r1 = distfn.rvs(*args, size=8) | |
npt.assert_equal(r0, r1) | |
distfn.random_state = np.random.RandomState(1234) | |
r2 = distfn.rvs(*args, size=8) | |
npt.assert_equal(r0, r2) | |
# check that np.random.Generator can be used (numpy >= 1.17) | |
if hasattr(np.random, 'default_rng'): | |
# obtain a np.random.Generator object | |
rng = np.random.default_rng(1234) | |
distfn.rvs(*args, size=1, random_state=rng) | |
# can override the instance-level random_state for an individual .rvs call | |
distfn.random_state = 2 | |
orig_state = distfn.random_state.get_state() | |
r3 = distfn.rvs(*args, size=8, random_state=np.random.RandomState(1234)) | |
npt.assert_equal(r0, r3) | |
# ... and that does not alter the instance-level random_state! | |
npt.assert_equal(distfn.random_state.get_state(), orig_state) | |
# finally, restore the random_state | |
distfn.random_state = rndm | |
def check_meth_dtype(distfn, arg, meths): | |
q0 = [0.25, 0.5, 0.75] | |
x0 = distfn.ppf(q0, *arg) | |
x_cast = [x0.astype(tp) for tp in (np_long, np.float16, np.float32, | |
np.float64)] | |
for x in x_cast: | |
# casting may have clipped the values, exclude those | |
distfn._argcheck(*arg) | |
x = x[(distfn.a < x) & (x < distfn.b)] | |
for meth in meths: | |
val = meth(x, *arg) | |
npt.assert_(val.dtype == np.float64) | |
def check_ppf_dtype(distfn, arg): | |
q0 = np.asarray([0.25, 0.5, 0.75]) | |
q_cast = [q0.astype(tp) for tp in (np.float16, np.float32, np.float64)] | |
for q in q_cast: | |
for meth in [distfn.ppf, distfn.isf]: | |
val = meth(q, *arg) | |
npt.assert_(val.dtype == np.float64) | |
def check_cmplx_deriv(distfn, arg): | |
# Distributions allow complex arguments. | |
def deriv(f, x, *arg): | |
x = np.asarray(x) | |
h = 1e-10 | |
return (f(x + h*1j, *arg)/h).imag | |
x0 = distfn.ppf([0.25, 0.51, 0.75], *arg) | |
x_cast = [x0.astype(tp) for tp in (np_long, np.float16, np.float32, | |
np.float64)] | |
for x in x_cast: | |
# casting may have clipped the values, exclude those | |
distfn._argcheck(*arg) | |
x = x[(distfn.a < x) & (x < distfn.b)] | |
pdf, cdf, sf = distfn.pdf(x, *arg), distfn.cdf(x, *arg), distfn.sf(x, *arg) | |
assert_allclose(deriv(distfn.cdf, x, *arg), pdf, rtol=1e-5) | |
assert_allclose(deriv(distfn.logcdf, x, *arg), pdf/cdf, rtol=1e-5) | |
assert_allclose(deriv(distfn.sf, x, *arg), -pdf, rtol=1e-5) | |
assert_allclose(deriv(distfn.logsf, x, *arg), -pdf/sf, rtol=1e-5) | |
assert_allclose(deriv(distfn.logpdf, x, *arg), | |
deriv(distfn.pdf, x, *arg) / distfn.pdf(x, *arg), | |
rtol=1e-5) | |
def check_pickling(distfn, args): | |
# check that a distribution instance pickles and unpickles | |
# pay special attention to the random_state property | |
# save the random_state (restore later) | |
rndm = distfn.random_state | |
# check unfrozen | |
distfn.random_state = 1234 | |
distfn.rvs(*args, size=8) | |
s = pickle.dumps(distfn) | |
r0 = distfn.rvs(*args, size=8) | |
unpickled = pickle.loads(s) | |
r1 = unpickled.rvs(*args, size=8) | |
npt.assert_equal(r0, r1) | |
# also smoke test some methods | |
medians = [distfn.ppf(0.5, *args), unpickled.ppf(0.5, *args)] | |
npt.assert_equal(medians[0], medians[1]) | |
npt.assert_equal(distfn.cdf(medians[0], *args), | |
unpickled.cdf(medians[1], *args)) | |
# check frozen pickling/unpickling with rvs | |
frozen_dist = distfn(*args) | |
pkl = pickle.dumps(frozen_dist) | |
unpickled = pickle.loads(pkl) | |
r0 = frozen_dist.rvs(size=8) | |
r1 = unpickled.rvs(size=8) | |
npt.assert_equal(r0, r1) | |
# check pickling/unpickling of .fit method | |
if hasattr(distfn, "fit"): | |
fit_function = distfn.fit | |
pickled_fit_function = pickle.dumps(fit_function) | |
unpickled_fit_function = pickle.loads(pickled_fit_function) | |
assert fit_function.__name__ == unpickled_fit_function.__name__ == "fit" | |
# restore the random_state | |
distfn.random_state = rndm | |
def check_freezing(distfn, args): | |
# regression test for gh-11089: freezing a distribution fails | |
# if loc and/or scale are specified | |
if isinstance(distfn, stats.rv_continuous): | |
locscale = {'loc': 1, 'scale': 2} | |
else: | |
locscale = {'loc': 1} | |
rv = distfn(*args, **locscale) | |
assert rv.a == distfn(*args).a | |
assert rv.b == distfn(*args).b | |
def check_rvs_broadcast(distfunc, distname, allargs, shape, shape_only, otype): | |
np.random.seed(123) | |
sample = distfunc.rvs(*allargs) | |
assert_equal(sample.shape, shape, "%s: rvs failed to broadcast" % distname) | |
if not shape_only: | |
rvs = np.vectorize(lambda *allargs: distfunc.rvs(*allargs), otypes=otype) | |
np.random.seed(123) | |
expected = rvs(*allargs) | |
assert_allclose(sample, expected, rtol=1e-13) | |