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""" |
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Finite Discrete Random Variables Module |
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|
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See Also |
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======== |
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sympy.stats.frv_types |
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sympy.stats.rv |
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sympy.stats.crv |
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""" |
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from itertools import product |
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|
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from sympy.concrete.summations import Sum |
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from sympy.core.basic import Basic |
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from sympy.core.cache import cacheit |
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from sympy.core.function import Lambda |
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from sympy.core.mul import Mul |
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from sympy.core.numbers import (I, nan) |
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from sympy.core.relational import Eq |
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from sympy.core.singleton import S |
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from sympy.core.symbol import (Dummy, Symbol) |
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from sympy.core.sympify import sympify |
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from sympy.functions.elementary.exponential import exp |
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from sympy.functions.elementary.piecewise import Piecewise |
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from sympy.logic.boolalg import (And, Or) |
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from sympy.sets.sets import Intersection |
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from sympy.core.containers import Dict |
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from sympy.core.logic import Logic |
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from sympy.core.relational import Relational |
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from sympy.core.sympify import _sympify |
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from sympy.sets.sets import FiniteSet |
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from sympy.stats.rv import (RandomDomain, ProductDomain, ConditionalDomain, |
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PSpace, IndependentProductPSpace, SinglePSpace, random_symbols, |
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sumsets, rv_subs, NamedArgsMixin, Density, Distribution) |
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|
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class FiniteDensity(dict): |
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""" |
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A domain with Finite Density. |
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""" |
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def __call__(self, item): |
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""" |
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Make instance of a class callable. |
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|
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If item belongs to current instance of a class, return it. |
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|
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Otherwise, return 0. |
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""" |
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item = sympify(item) |
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if item in self: |
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return self[item] |
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else: |
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return 0 |
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|
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@property |
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def dict(self): |
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""" |
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Return item as dictionary. |
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""" |
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return dict(self) |
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|
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class FiniteDomain(RandomDomain): |
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""" |
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A domain with discrete finite support |
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|
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Represented using a FiniteSet. |
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""" |
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is_Finite = True |
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|
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@property |
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def symbols(self): |
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return FiniteSet(sym for sym, val in self.elements) |
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|
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@property |
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def elements(self): |
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return self.args[0] |
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@property |
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def dict(self): |
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return FiniteSet(*[Dict(dict(el)) for el in self.elements]) |
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|
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def __contains__(self, other): |
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return other in self.elements |
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|
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def __iter__(self): |
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return self.elements.__iter__() |
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def as_boolean(self): |
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return Or(*[And(*[Eq(sym, val) for sym, val in item]) for item in self]) |
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class SingleFiniteDomain(FiniteDomain): |
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""" |
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A FiniteDomain over a single symbol/set |
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Example: The possibilities of a *single* die roll. |
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""" |
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def __new__(cls, symbol, set): |
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if not isinstance(set, FiniteSet) and \ |
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not isinstance(set, Intersection): |
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set = FiniteSet(*set) |
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return Basic.__new__(cls, symbol, set) |
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@property |
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def symbol(self): |
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return self.args[0] |
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@property |
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def symbols(self): |
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return FiniteSet(self.symbol) |
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|
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@property |
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def set(self): |
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return self.args[1] |
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@property |
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def elements(self): |
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return FiniteSet(*[frozenset(((self.symbol, elem), )) for elem in self.set]) |
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|
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def __iter__(self): |
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return (frozenset(((self.symbol, elem),)) for elem in self.set) |
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|
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def __contains__(self, other): |
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sym, val = tuple(other)[0] |
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return sym == self.symbol and val in self.set |
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class ProductFiniteDomain(ProductDomain, FiniteDomain): |
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""" |
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A Finite domain consisting of several other FiniteDomains |
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|
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Example: The possibilities of the rolls of three independent dice |
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""" |
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|
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def __iter__(self): |
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proditer = product(*self.domains) |
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return (sumsets(items) for items in proditer) |
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@property |
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def elements(self): |
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return FiniteSet(*self) |
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|
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class ConditionalFiniteDomain(ConditionalDomain, ProductFiniteDomain): |
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""" |
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A FiniteDomain that has been restricted by a condition |
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|
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Example: The possibilities of a die roll under the condition that the |
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roll is even. |
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""" |
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|
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def __new__(cls, domain, condition): |
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""" |
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Create a new instance of ConditionalFiniteDomain class |
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""" |
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if condition is True: |
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return domain |
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cond = rv_subs(condition) |
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return Basic.__new__(cls, domain, cond) |
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|
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def _test(self, elem): |
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""" |
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Test the value. If value is boolean, return it. If value is equality |
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relational (two objects are equal), return it with left-hand side |
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being equal to right-hand side. Otherwise, raise ValueError exception. |
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""" |
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val = self.condition.xreplace(dict(elem)) |
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if val in [True, False]: |
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return val |
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elif val.is_Equality: |
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return val.lhs == val.rhs |
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raise ValueError("Undecidable if %s" % str(val)) |
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|
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def __contains__(self, other): |
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return other in self.fulldomain and self._test(other) |
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|
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def __iter__(self): |
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return (elem for elem in self.fulldomain if self._test(elem)) |
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@property |
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def set(self): |
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if isinstance(self.fulldomain, SingleFiniteDomain): |
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return FiniteSet(*[elem for elem in self.fulldomain.set |
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if frozenset(((self.fulldomain.symbol, elem),)) in self]) |
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else: |
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raise NotImplementedError( |
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"Not implemented on multi-dimensional conditional domain") |
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|
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def as_boolean(self): |
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return FiniteDomain.as_boolean(self) |
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|
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class SingleFiniteDistribution(Distribution, NamedArgsMixin): |
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def __new__(cls, *args): |
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args = list(map(sympify, args)) |
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return Basic.__new__(cls, *args) |
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|
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@staticmethod |
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def check(*args): |
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pass |
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|
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@property |
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@cacheit |
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def dict(self): |
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if self.is_symbolic: |
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return Density(self) |
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return {k: self.pmf(k) for k in self.set} |
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|
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def pmf(self, *args): |
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raise NotImplementedError() |
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@property |
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def set(self): |
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raise NotImplementedError() |
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values = property(lambda self: self.dict.values) |
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items = property(lambda self: self.dict.items) |
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is_symbolic = property(lambda self: False) |
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__iter__ = property(lambda self: self.dict.__iter__) |
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__getitem__ = property(lambda self: self.dict.__getitem__) |
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def __call__(self, *args): |
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return self.pmf(*args) |
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def __contains__(self, other): |
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return other in self.set |
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class FinitePSpace(PSpace): |
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""" |
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A Finite Probability Space |
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Represents the probabilities of a finite number of events. |
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""" |
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is_Finite = True |
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|
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def __new__(cls, domain, density): |
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density = {sympify(key): sympify(val) |
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for key, val in density.items()} |
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public_density = Dict(density) |
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obj = PSpace.__new__(cls, domain, public_density) |
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obj._density = density |
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return obj |
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def prob_of(self, elem): |
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elem = sympify(elem) |
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density = self._density |
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if isinstance(list(density.keys())[0], FiniteSet): |
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return density.get(elem, S.Zero) |
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return density.get(tuple(elem)[0][1], S.Zero) |
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def where(self, condition): |
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assert all(r.symbol in self.symbols for r in random_symbols(condition)) |
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return ConditionalFiniteDomain(self.domain, condition) |
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|
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def compute_density(self, expr): |
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expr = rv_subs(expr, self.values) |
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d = FiniteDensity() |
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for elem in self.domain: |
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val = expr.xreplace(dict(elem)) |
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prob = self.prob_of(elem) |
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d[val] = d.get(val, S.Zero) + prob |
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return d |
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@cacheit |
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def compute_cdf(self, expr): |
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d = self.compute_density(expr) |
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cum_prob = S.Zero |
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cdf = [] |
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for key in sorted(d): |
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prob = d[key] |
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cum_prob += prob |
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cdf.append((key, cum_prob)) |
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return dict(cdf) |
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@cacheit |
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def sorted_cdf(self, expr, python_float=False): |
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cdf = self.compute_cdf(expr) |
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items = list(cdf.items()) |
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sorted_items = sorted(items, key=lambda val_cumprob: val_cumprob[1]) |
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if python_float: |
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sorted_items = [(v, float(cum_prob)) |
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for v, cum_prob in sorted_items] |
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return sorted_items |
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@cacheit |
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def compute_characteristic_function(self, expr): |
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d = self.compute_density(expr) |
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t = Dummy('t', real=True) |
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return Lambda(t, sum(exp(I*k*t)*v for k,v in d.items())) |
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@cacheit |
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def compute_moment_generating_function(self, expr): |
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d = self.compute_density(expr) |
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t = Dummy('t', real=True) |
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return Lambda(t, sum(exp(k*t)*v for k,v in d.items())) |
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def compute_expectation(self, expr, rvs=None, **kwargs): |
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rvs = rvs or self.values |
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expr = rv_subs(expr, rvs) |
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probs = [self.prob_of(elem) for elem in self.domain] |
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if isinstance(expr, (Logic, Relational)): |
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parse_domain = [tuple(elem)[0][1] for elem in self.domain] |
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bools = [expr.xreplace(dict(elem)) for elem in self.domain] |
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else: |
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parse_domain = [expr.xreplace(dict(elem)) for elem in self.domain] |
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bools = [True for elem in self.domain] |
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return sum([Piecewise((prob * elem, blv), (S.Zero, True)) |
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for prob, elem, blv in zip(probs, parse_domain, bools)]) |
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def compute_quantile(self, expr): |
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cdf = self.compute_cdf(expr) |
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p = Dummy('p', real=True) |
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set = ((nan, (p < 0) | (p > 1)),) |
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for key, value in cdf.items(): |
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set = set + ((key, p <= value), ) |
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return Lambda(p, Piecewise(*set)) |
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|
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def probability(self, condition): |
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cond_symbols = frozenset(rs.symbol for rs in random_symbols(condition)) |
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cond = rv_subs(condition) |
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if not cond_symbols.issubset(self.symbols): |
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raise ValueError("Cannot compare foreign random symbols, %s" |
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%(str(cond_symbols - self.symbols))) |
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if isinstance(condition, Relational) and \ |
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(not cond.free_symbols.issubset(self.domain.free_symbols)): |
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rv = condition.lhs if isinstance(condition.rhs, Symbol) else condition.rhs |
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return sum(Piecewise( |
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(self.prob_of(elem), condition.subs(rv, list(elem)[0][1])), |
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(S.Zero, True)) for elem in self.domain) |
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return sympify(sum(self.prob_of(elem) for elem in self.where(condition))) |
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|
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def conditional_space(self, condition): |
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domain = self.where(condition) |
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prob = self.probability(condition) |
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density = {key: val / prob |
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for key, val in self._density.items() if domain._test(key)} |
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return FinitePSpace(domain, density) |
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|
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def sample(self, size=(), library='scipy', seed=None): |
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""" |
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Internal sample method |
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|
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Returns dictionary mapping RandomSymbol to realization value. |
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""" |
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return {self.value: self.distribution.sample(size, library, seed)} |
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class SingleFinitePSpace(SinglePSpace, FinitePSpace): |
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""" |
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A single finite probability space |
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|
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Represents the probabilities of a set of random events that can be |
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attributed to a single variable/symbol. |
|
|
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This class is implemented by many of the standard FiniteRV types such as |
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Die, Bernoulli, Coin, etc.... |
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""" |
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@property |
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def domain(self): |
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return SingleFiniteDomain(self.symbol, self.distribution.set) |
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|
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@property |
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def _is_symbolic(self): |
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""" |
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Helper property to check if the distribution |
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of the random variable is having symbolic |
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dimension. |
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""" |
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return self.distribution.is_symbolic |
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|
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@property |
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def distribution(self): |
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return self.args[1] |
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|
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def pmf(self, expr): |
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return self.distribution.pmf(expr) |
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|
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@property |
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@cacheit |
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def _density(self): |
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return {FiniteSet((self.symbol, val)): prob |
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for val, prob in self.distribution.dict.items()} |
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|
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@cacheit |
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def compute_characteristic_function(self, expr): |
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if self._is_symbolic: |
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d = self.compute_density(expr) |
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t = Dummy('t', real=True) |
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ki = Dummy('ki') |
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return Lambda(t, Sum(d(ki)*exp(I*ki*t), (ki, self.args[1].low, self.args[1].high))) |
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expr = rv_subs(expr, self.values) |
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return FinitePSpace(self.domain, self.distribution).compute_characteristic_function(expr) |
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|
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@cacheit |
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def compute_moment_generating_function(self, expr): |
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if self._is_symbolic: |
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d = self.compute_density(expr) |
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t = Dummy('t', real=True) |
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ki = Dummy('ki') |
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return Lambda(t, Sum(d(ki)*exp(ki*t), (ki, self.args[1].low, self.args[1].high))) |
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expr = rv_subs(expr, self.values) |
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return FinitePSpace(self.domain, self.distribution).compute_moment_generating_function(expr) |
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|
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def compute_quantile(self, expr): |
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if self._is_symbolic: |
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raise NotImplementedError("Computing quantile for random variables " |
|
"with symbolic dimension because the bounds of searching the required " |
|
"value is undetermined.") |
|
expr = rv_subs(expr, self.values) |
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return FinitePSpace(self.domain, self.distribution).compute_quantile(expr) |
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|
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def compute_density(self, expr): |
|
if self._is_symbolic: |
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rv = list(random_symbols(expr))[0] |
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k = Dummy('k', integer=True) |
|
cond = True if not isinstance(expr, (Relational, Logic)) \ |
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else expr.subs(rv, k) |
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return Lambda(k, |
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Piecewise((self.pmf(k), And(k >= self.args[1].low, |
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k <= self.args[1].high, cond)), (S.Zero, True))) |
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expr = rv_subs(expr, self.values) |
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return FinitePSpace(self.domain, self.distribution).compute_density(expr) |
|
|
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def compute_cdf(self, expr): |
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if self._is_symbolic: |
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d = self.compute_density(expr) |
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k = Dummy('k') |
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ki = Dummy('ki') |
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return Lambda(k, Sum(d(ki), (ki, self.args[1].low, k))) |
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expr = rv_subs(expr, self.values) |
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return FinitePSpace(self.domain, self.distribution).compute_cdf(expr) |
|
|
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def compute_expectation(self, expr, rvs=None, **kwargs): |
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if self._is_symbolic: |
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rv = random_symbols(expr)[0] |
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k = Dummy('k', integer=True) |
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expr = expr.subs(rv, k) |
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cond = True if not isinstance(expr, (Relational, Logic)) \ |
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else expr |
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func = self.pmf(k) * k if cond != True else self.pmf(k) * expr |
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return Sum(Piecewise((func, cond), (S.Zero, True)), |
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(k, self.distribution.low, self.distribution.high)).doit() |
|
|
|
expr = _sympify(expr) |
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expr = rv_subs(expr, rvs) |
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return FinitePSpace(self.domain, self.distribution).compute_expectation(expr, rvs, **kwargs) |
|
|
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def probability(self, condition): |
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if self._is_symbolic: |
|
|
|
raise NotImplementedError("Currently, probability queries are not " |
|
"supported for random variables with symbolic sized distributions.") |
|
condition = rv_subs(condition) |
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return FinitePSpace(self.domain, self.distribution).probability(condition) |
|
|
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def conditional_space(self, condition): |
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""" |
|
This method is used for transferring the |
|
computation to probability method because |
|
conditional space of random variables with |
|
symbolic dimensions is currently not possible. |
|
""" |
|
if self._is_symbolic: |
|
self |
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domain = self.where(condition) |
|
prob = self.probability(condition) |
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density = {key: val / prob |
|
for key, val in self._density.items() if domain._test(key)} |
|
return FinitePSpace(domain, density) |
|
|
|
|
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class ProductFinitePSpace(IndependentProductPSpace, FinitePSpace): |
|
""" |
|
A collection of several independent finite probability spaces |
|
""" |
|
@property |
|
def domain(self): |
|
return ProductFiniteDomain(*[space.domain for space in self.spaces]) |
|
|
|
@property |
|
@cacheit |
|
def _density(self): |
|
proditer = product(*[iter(space._density.items()) |
|
for space in self.spaces]) |
|
d = {} |
|
for items in proditer: |
|
elems, probs = list(zip(*items)) |
|
elem = sumsets(elems) |
|
prob = Mul(*probs) |
|
d[elem] = d.get(elem, S.Zero) + prob |
|
return Dict(d) |
|
|
|
@property |
|
@cacheit |
|
def density(self): |
|
return Dict(self._density) |
|
|
|
def probability(self, condition): |
|
return FinitePSpace.probability(self, condition) |
|
|
|
def compute_density(self, expr): |
|
return FinitePSpace.compute_density(self, expr) |
|
|