|
""" |
|
Main Random Variables Module |
|
|
|
Defines abstract random variable type. |
|
Contains interfaces for probability space object (PSpace) as well as standard |
|
operators, P, E, sample, density, where, quantile |
|
|
|
See Also |
|
======== |
|
|
|
sympy.stats.crv |
|
sympy.stats.frv |
|
sympy.stats.rv_interface |
|
""" |
|
|
|
from __future__ import annotations |
|
from functools import singledispatch |
|
from math import prod |
|
|
|
from sympy.core.add import Add |
|
from sympy.core.basic import Basic |
|
from sympy.core.containers import Tuple |
|
from sympy.core.expr import Expr |
|
from sympy.core.function import (Function, Lambda) |
|
from sympy.core.logic import fuzzy_and |
|
from sympy.core.mul import Mul |
|
from sympy.core.relational import (Eq, Ne) |
|
from sympy.core.singleton import S |
|
from sympy.core.symbol import (Dummy, Symbol) |
|
from sympy.core.sympify import sympify |
|
from sympy.functions.special.delta_functions import DiracDelta |
|
from sympy.functions.special.tensor_functions import KroneckerDelta |
|
from sympy.logic.boolalg import (And, Or) |
|
from sympy.matrices.expressions.matexpr import MatrixSymbol |
|
from sympy.tensor.indexed import Indexed |
|
from sympy.utilities.lambdify import lambdify |
|
from sympy.core.relational import Relational |
|
from sympy.core.sympify import _sympify |
|
from sympy.sets.sets import FiniteSet, ProductSet, Intersection |
|
from sympy.solvers.solveset import solveset |
|
from sympy.external import import_module |
|
from sympy.utilities.decorator import doctest_depends_on |
|
from sympy.utilities.exceptions import sympy_deprecation_warning |
|
from sympy.utilities.iterables import iterable |
|
|
|
|
|
x = Symbol('x') |
|
|
|
@singledispatch |
|
def is_random(x): |
|
return False |
|
|
|
@is_random.register(Basic) |
|
def _(x): |
|
atoms = x.free_symbols |
|
return any(is_random(i) for i in atoms) |
|
|
|
class RandomDomain(Basic): |
|
""" |
|
Represents a set of variables and the values which they can take. |
|
|
|
See Also |
|
======== |
|
|
|
sympy.stats.crv.ContinuousDomain |
|
sympy.stats.frv.FiniteDomain |
|
""" |
|
|
|
is_ProductDomain = False |
|
is_Finite = False |
|
is_Continuous = False |
|
is_Discrete = False |
|
|
|
def __new__(cls, symbols, *args): |
|
symbols = FiniteSet(*symbols) |
|
return Basic.__new__(cls, symbols, *args) |
|
|
|
@property |
|
def symbols(self): |
|
return self.args[0] |
|
|
|
@property |
|
def set(self): |
|
return self.args[1] |
|
|
|
def __contains__(self, other): |
|
raise NotImplementedError() |
|
|
|
def compute_expectation(self, expr): |
|
raise NotImplementedError() |
|
|
|
|
|
class SingleDomain(RandomDomain): |
|
""" |
|
A single variable and its domain. |
|
|
|
See Also |
|
======== |
|
|
|
sympy.stats.crv.SingleContinuousDomain |
|
sympy.stats.frv.SingleFiniteDomain |
|
""" |
|
def __new__(cls, symbol, set): |
|
assert symbol.is_Symbol |
|
return Basic.__new__(cls, symbol, set) |
|
|
|
@property |
|
def symbol(self): |
|
return self.args[0] |
|
|
|
@property |
|
def symbols(self): |
|
return FiniteSet(self.symbol) |
|
|
|
def __contains__(self, other): |
|
if len(other) != 1: |
|
return False |
|
sym, val = tuple(other)[0] |
|
return self.symbol == sym and val in self.set |
|
|
|
|
|
class MatrixDomain(RandomDomain): |
|
""" |
|
A Random Matrix variable and its domain. |
|
|
|
""" |
|
def __new__(cls, symbol, set): |
|
symbol, set = _symbol_converter(symbol), _sympify(set) |
|
return Basic.__new__(cls, symbol, set) |
|
|
|
@property |
|
def symbol(self): |
|
return self.args[0] |
|
|
|
@property |
|
def symbols(self): |
|
return FiniteSet(self.symbol) |
|
|
|
|
|
class ConditionalDomain(RandomDomain): |
|
""" |
|
A RandomDomain with an attached condition. |
|
|
|
See Also |
|
======== |
|
|
|
sympy.stats.crv.ConditionalContinuousDomain |
|
sympy.stats.frv.ConditionalFiniteDomain |
|
""" |
|
def __new__(cls, fulldomain, condition): |
|
condition = condition.xreplace({rs: rs.symbol |
|
for rs in random_symbols(condition)}) |
|
return Basic.__new__(cls, fulldomain, condition) |
|
|
|
@property |
|
def symbols(self): |
|
return self.fulldomain.symbols |
|
|
|
@property |
|
def fulldomain(self): |
|
return self.args[0] |
|
|
|
@property |
|
def condition(self): |
|
return self.args[1] |
|
|
|
@property |
|
def set(self): |
|
raise NotImplementedError("Set of Conditional Domain not Implemented") |
|
|
|
def as_boolean(self): |
|
return And(self.fulldomain.as_boolean(), self.condition) |
|
|
|
|
|
class PSpace(Basic): |
|
""" |
|
A Probability Space. |
|
|
|
Explanation |
|
=========== |
|
|
|
Probability Spaces encode processes that equal different values |
|
probabilistically. These underly Random Symbols which occur in SymPy |
|
expressions and contain the mechanics to evaluate statistical statements. |
|
|
|
See Also |
|
======== |
|
|
|
sympy.stats.crv.ContinuousPSpace |
|
sympy.stats.frv.FinitePSpace |
|
""" |
|
|
|
is_Finite = None |
|
is_Continuous = None |
|
is_Discrete = None |
|
is_real = None |
|
|
|
@property |
|
def domain(self): |
|
return self.args[0] |
|
|
|
@property |
|
def density(self): |
|
return self.args[1] |
|
|
|
@property |
|
def values(self): |
|
return frozenset(RandomSymbol(sym, self) for sym in self.symbols) |
|
|
|
@property |
|
def symbols(self): |
|
return self.domain.symbols |
|
|
|
def where(self, condition): |
|
raise NotImplementedError() |
|
|
|
def compute_density(self, expr): |
|
raise NotImplementedError() |
|
|
|
def sample(self, size=(), library='scipy', seed=None): |
|
raise NotImplementedError() |
|
|
|
def probability(self, condition): |
|
raise NotImplementedError() |
|
|
|
def compute_expectation(self, expr): |
|
raise NotImplementedError() |
|
|
|
|
|
class SinglePSpace(PSpace): |
|
""" |
|
Represents the probabilities of a set of random events that can be |
|
attributed to a single variable/symbol. |
|
""" |
|
def __new__(cls, s, distribution): |
|
s = _symbol_converter(s) |
|
return Basic.__new__(cls, s, distribution) |
|
|
|
@property |
|
def value(self): |
|
return RandomSymbol(self.symbol, self) |
|
|
|
@property |
|
def symbol(self): |
|
return self.args[0] |
|
|
|
@property |
|
def distribution(self): |
|
return self.args[1] |
|
|
|
@property |
|
def pdf(self): |
|
return self.distribution.pdf(self.symbol) |
|
|
|
|
|
class RandomSymbol(Expr): |
|
""" |
|
Random Symbols represent ProbabilitySpaces in SymPy Expressions. |
|
In principle they can take on any value that their symbol can take on |
|
within the associated PSpace with probability determined by the PSpace |
|
Density. |
|
|
|
Explanation |
|
=========== |
|
|
|
Random Symbols contain pspace and symbol properties. |
|
The pspace property points to the represented Probability Space |
|
The symbol is a standard SymPy Symbol that is used in that probability space |
|
for example in defining a density. |
|
|
|
You can form normal SymPy expressions using RandomSymbols and operate on |
|
those expressions with the Functions |
|
|
|
E - Expectation of a random expression |
|
P - Probability of a condition |
|
density - Probability Density of an expression |
|
given - A new random expression (with new random symbols) given a condition |
|
|
|
An object of the RandomSymbol type should almost never be created by the |
|
user. They tend to be created instead by the PSpace class's value method. |
|
Traditionally a user does not even do this but instead calls one of the |
|
convenience functions Normal, Exponential, Coin, Die, FiniteRV, etc.... |
|
""" |
|
|
|
def __new__(cls, symbol, pspace=None): |
|
from sympy.stats.joint_rv import JointRandomSymbol |
|
if pspace is None: |
|
|
|
pspace = PSpace() |
|
symbol = _symbol_converter(symbol) |
|
if not isinstance(pspace, PSpace): |
|
raise TypeError("pspace variable should be of type PSpace") |
|
if cls == JointRandomSymbol and isinstance(pspace, SinglePSpace): |
|
cls = RandomSymbol |
|
return Basic.__new__(cls, symbol, pspace) |
|
|
|
is_finite = True |
|
is_symbol = True |
|
is_Atom = True |
|
|
|
_diff_wrt = True |
|
|
|
pspace = property(lambda self: self.args[1]) |
|
symbol = property(lambda self: self.args[0]) |
|
name = property(lambda self: self.symbol.name) |
|
|
|
def _eval_is_positive(self): |
|
return self.symbol.is_positive |
|
|
|
def _eval_is_integer(self): |
|
return self.symbol.is_integer |
|
|
|
def _eval_is_real(self): |
|
return self.symbol.is_real or self.pspace.is_real |
|
|
|
@property |
|
def is_commutative(self): |
|
return self.symbol.is_commutative |
|
|
|
@property |
|
def free_symbols(self): |
|
return {self} |
|
|
|
class RandomIndexedSymbol(RandomSymbol): |
|
|
|
def __new__(cls, idx_obj, pspace=None): |
|
if pspace is None: |
|
|
|
pspace = PSpace() |
|
if not isinstance(idx_obj, (Indexed, Function)): |
|
raise TypeError("An Function or Indexed object is expected not %s"%(idx_obj)) |
|
return Basic.__new__(cls, idx_obj, pspace) |
|
|
|
symbol = property(lambda self: self.args[0]) |
|
name = property(lambda self: str(self.args[0])) |
|
|
|
@property |
|
def key(self): |
|
if isinstance(self.symbol, Indexed): |
|
return self.symbol.args[1] |
|
elif isinstance(self.symbol, Function): |
|
return self.symbol.args[0] |
|
|
|
@property |
|
def free_symbols(self): |
|
if self.key.free_symbols: |
|
free_syms = self.key.free_symbols |
|
free_syms.add(self) |
|
return free_syms |
|
return {self} |
|
|
|
@property |
|
def pspace(self): |
|
return self.args[1] |
|
|
|
class RandomMatrixSymbol(RandomSymbol, MatrixSymbol): |
|
def __new__(cls, symbol, n, m, pspace=None): |
|
n, m = _sympify(n), _sympify(m) |
|
symbol = _symbol_converter(symbol) |
|
if pspace is None: |
|
|
|
pspace = PSpace() |
|
return Basic.__new__(cls, symbol, n, m, pspace) |
|
|
|
symbol = property(lambda self: self.args[0]) |
|
pspace = property(lambda self: self.args[3]) |
|
|
|
|
|
class ProductPSpace(PSpace): |
|
""" |
|
Abstract class for representing probability spaces with multiple random |
|
variables. |
|
|
|
See Also |
|
======== |
|
|
|
sympy.stats.rv.IndependentProductPSpace |
|
sympy.stats.joint_rv.JointPSpace |
|
""" |
|
pass |
|
|
|
class IndependentProductPSpace(ProductPSpace): |
|
""" |
|
A probability space resulting from the merger of two independent probability |
|
spaces. |
|
|
|
Often created using the function, pspace. |
|
""" |
|
|
|
def __new__(cls, *spaces): |
|
rs_space_dict = {} |
|
for space in spaces: |
|
for value in space.values: |
|
rs_space_dict[value] = space |
|
|
|
symbols = FiniteSet(*[val.symbol for val in rs_space_dict.keys()]) |
|
|
|
|
|
from sympy.stats.joint_rv import MarginalDistribution |
|
from sympy.stats.compound_rv import CompoundDistribution |
|
if len(symbols) < sum(len(space.symbols) for space in spaces if not |
|
isinstance(space.distribution, ( |
|
CompoundDistribution, MarginalDistribution))): |
|
raise ValueError("Overlapping Random Variables") |
|
|
|
if all(space.is_Finite for space in spaces): |
|
from sympy.stats.frv import ProductFinitePSpace |
|
cls = ProductFinitePSpace |
|
|
|
obj = Basic.__new__(cls, *FiniteSet(*spaces)) |
|
|
|
return obj |
|
|
|
@property |
|
def pdf(self): |
|
p = Mul(*[space.pdf for space in self.spaces]) |
|
return p.subs({rv: rv.symbol for rv in self.values}) |
|
|
|
@property |
|
def rs_space_dict(self): |
|
d = {} |
|
for space in self.spaces: |
|
for value in space.values: |
|
d[value] = space |
|
return d |
|
|
|
@property |
|
def symbols(self): |
|
return FiniteSet(*[val.symbol for val in self.rs_space_dict.keys()]) |
|
|
|
@property |
|
def spaces(self): |
|
return FiniteSet(*self.args) |
|
|
|
@property |
|
def values(self): |
|
return sumsets(space.values for space in self.spaces) |
|
|
|
def compute_expectation(self, expr, rvs=None, evaluate=False, **kwargs): |
|
rvs = rvs or self.values |
|
rvs = frozenset(rvs) |
|
for space in self.spaces: |
|
expr = space.compute_expectation(expr, rvs & space.values, evaluate=False, **kwargs) |
|
if evaluate and hasattr(expr, 'doit'): |
|
return expr.doit(**kwargs) |
|
return expr |
|
|
|
@property |
|
def domain(self): |
|
return ProductDomain(*[space.domain for space in self.spaces]) |
|
|
|
@property |
|
def density(self): |
|
raise NotImplementedError("Density not available for ProductSpaces") |
|
|
|
def sample(self, size=(), library='scipy', seed=None): |
|
return {k: v for space in self.spaces |
|
for k, v in space.sample(size=size, library=library, seed=seed).items()} |
|
|
|
|
|
def probability(self, condition, **kwargs): |
|
cond_inv = False |
|
if isinstance(condition, Ne): |
|
condition = Eq(condition.args[0], condition.args[1]) |
|
cond_inv = True |
|
elif isinstance(condition, And): |
|
return Mul(*[self.probability(arg) for arg in condition.args]) |
|
elif isinstance(condition, Or): |
|
return Add(*[self.probability(arg) for arg in condition.args]) |
|
expr = condition.lhs - condition.rhs |
|
rvs = random_symbols(expr) |
|
dens = self.compute_density(expr) |
|
if any(pspace(rv).is_Continuous for rv in rvs): |
|
from sympy.stats.crv import SingleContinuousPSpace |
|
from sympy.stats.crv_types import ContinuousDistributionHandmade |
|
if expr in self.values: |
|
|
|
randomsymbols = tuple(set(self.values) - frozenset([expr])) |
|
symbols = tuple(rs.symbol for rs in randomsymbols) |
|
pdf = self.domain.integrate(self.pdf, symbols, **kwargs) |
|
return Lambda(expr.symbol, pdf) |
|
dens = ContinuousDistributionHandmade(dens) |
|
z = Dummy('z', real=True) |
|
space = SingleContinuousPSpace(z, dens) |
|
result = space.probability(condition.__class__(space.value, 0)) |
|
else: |
|
from sympy.stats.drv import SingleDiscretePSpace |
|
from sympy.stats.drv_types import DiscreteDistributionHandmade |
|
dens = DiscreteDistributionHandmade(dens) |
|
z = Dummy('z', integer=True) |
|
space = SingleDiscretePSpace(z, dens) |
|
result = space.probability(condition.__class__(space.value, 0)) |
|
return result if not cond_inv else S.One - result |
|
|
|
def compute_density(self, expr, **kwargs): |
|
rvs = random_symbols(expr) |
|
if any(pspace(rv).is_Continuous for rv in rvs): |
|
z = Dummy('z', real=True) |
|
expr = self.compute_expectation(DiracDelta(expr - z), |
|
**kwargs) |
|
else: |
|
z = Dummy('z', integer=True) |
|
expr = self.compute_expectation(KroneckerDelta(expr, z), |
|
**kwargs) |
|
return Lambda(z, expr) |
|
|
|
def compute_cdf(self, expr, **kwargs): |
|
raise ValueError("CDF not well defined on multivariate expressions") |
|
|
|
def conditional_space(self, condition, normalize=True, **kwargs): |
|
rvs = random_symbols(condition) |
|
condition = condition.xreplace({rv: rv.symbol for rv in self.values}) |
|
pspaces = [pspace(rv) for rv in rvs] |
|
if any(ps.is_Continuous for ps in pspaces): |
|
from sympy.stats.crv import (ConditionalContinuousDomain, |
|
ContinuousPSpace) |
|
space = ContinuousPSpace |
|
domain = ConditionalContinuousDomain(self.domain, condition) |
|
elif any(ps.is_Discrete for ps in pspaces): |
|
from sympy.stats.drv import (ConditionalDiscreteDomain, |
|
DiscretePSpace) |
|
space = DiscretePSpace |
|
domain = ConditionalDiscreteDomain(self.domain, condition) |
|
elif all(ps.is_Finite for ps in pspaces): |
|
from sympy.stats.frv import FinitePSpace |
|
return FinitePSpace.conditional_space(self, condition) |
|
if normalize: |
|
replacement = {rv: Dummy(str(rv)) for rv in self.symbols} |
|
norm = domain.compute_expectation(self.pdf, **kwargs) |
|
pdf = self.pdf / norm.xreplace(replacement) |
|
|
|
|
|
density = Lambda(tuple(domain.symbols), pdf) |
|
|
|
return space(domain, density) |
|
|
|
class ProductDomain(RandomDomain): |
|
""" |
|
A domain resulting from the merger of two independent domains. |
|
|
|
See Also |
|
======== |
|
sympy.stats.crv.ProductContinuousDomain |
|
sympy.stats.frv.ProductFiniteDomain |
|
""" |
|
is_ProductDomain = True |
|
|
|
def __new__(cls, *domains): |
|
|
|
domains2 = [] |
|
for domain in domains: |
|
if not domain.is_ProductDomain: |
|
domains2.append(domain) |
|
else: |
|
domains2.extend(domain.domains) |
|
domains2 = FiniteSet(*domains2) |
|
|
|
if all(domain.is_Finite for domain in domains2): |
|
from sympy.stats.frv import ProductFiniteDomain |
|
cls = ProductFiniteDomain |
|
if all(domain.is_Continuous for domain in domains2): |
|
from sympy.stats.crv import ProductContinuousDomain |
|
cls = ProductContinuousDomain |
|
if all(domain.is_Discrete for domain in domains2): |
|
from sympy.stats.drv import ProductDiscreteDomain |
|
cls = ProductDiscreteDomain |
|
|
|
return Basic.__new__(cls, *domains2) |
|
|
|
@property |
|
def sym_domain_dict(self): |
|
return {symbol: domain for domain in self.domains |
|
for symbol in domain.symbols} |
|
|
|
@property |
|
def symbols(self): |
|
return FiniteSet(*[sym for domain in self.domains |
|
for sym in domain.symbols]) |
|
|
|
@property |
|
def domains(self): |
|
return self.args |
|
|
|
@property |
|
def set(self): |
|
return ProductSet(*(domain.set for domain in self.domains)) |
|
|
|
def __contains__(self, other): |
|
|
|
for domain in self.domains: |
|
|
|
elem = frozenset([item for item in other |
|
if sympify(domain.symbols.contains(item[0])) |
|
is S.true]) |
|
|
|
if elem not in domain: |
|
return False |
|
|
|
return True |
|
|
|
def as_boolean(self): |
|
return And(*[domain.as_boolean() for domain in self.domains]) |
|
|
|
|
|
def random_symbols(expr): |
|
""" |
|
Returns all RandomSymbols within a SymPy Expression. |
|
""" |
|
atoms = getattr(expr, 'atoms', None) |
|
if atoms is not None: |
|
comp = lambda rv: rv.symbol.name |
|
l = list(atoms(RandomSymbol)) |
|
return sorted(l, key=comp) |
|
else: |
|
return [] |
|
|
|
|
|
def pspace(expr): |
|
""" |
|
Returns the underlying Probability Space of a random expression. |
|
|
|
For internal use. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import pspace, Normal |
|
>>> X = Normal('X', 0, 1) |
|
>>> pspace(2*X + 1) == X.pspace |
|
True |
|
""" |
|
expr = sympify(expr) |
|
if isinstance(expr, RandomSymbol) and expr.pspace is not None: |
|
return expr.pspace |
|
if expr.has(RandomMatrixSymbol): |
|
rm = list(expr.atoms(RandomMatrixSymbol))[0] |
|
return rm.pspace |
|
|
|
rvs = random_symbols(expr) |
|
if not rvs: |
|
raise ValueError("Expression containing Random Variable expected, not %s" % (expr)) |
|
|
|
if all(rv.pspace == rvs[0].pspace for rv in rvs): |
|
return rvs[0].pspace |
|
from sympy.stats.compound_rv import CompoundPSpace |
|
from sympy.stats.stochastic_process import StochasticPSpace |
|
for rv in rvs: |
|
if isinstance(rv.pspace, (CompoundPSpace, StochasticPSpace)): |
|
return rv.pspace |
|
|
|
return IndependentProductPSpace(*[rv.pspace for rv in rvs]) |
|
|
|
|
|
def sumsets(sets): |
|
""" |
|
Union of sets |
|
""" |
|
return frozenset().union(*sets) |
|
|
|
|
|
def rs_swap(a, b): |
|
""" |
|
Build a dictionary to swap RandomSymbols based on their underlying symbol. |
|
|
|
i.e. |
|
if ``X = ('x', pspace1)`` |
|
and ``Y = ('x', pspace2)`` |
|
then ``X`` and ``Y`` match and the key, value pair |
|
``{X:Y}`` will appear in the result |
|
|
|
Inputs: collections a and b of random variables which share common symbols |
|
Output: dict mapping RVs in a to RVs in b |
|
""" |
|
d = {} |
|
for rsa in a: |
|
d[rsa] = [rsb for rsb in b if rsa.symbol == rsb.symbol][0] |
|
return d |
|
|
|
|
|
def given(expr, condition=None, **kwargs): |
|
r""" Conditional Random Expression. |
|
|
|
Explanation |
|
=========== |
|
|
|
From a random expression and a condition on that expression creates a new |
|
probability space from the condition and returns the same expression on that |
|
conditional probability space. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import given, density, Die |
|
>>> X = Die('X', 6) |
|
>>> Y = given(X, X > 3) |
|
>>> density(Y).dict |
|
{4: 1/3, 5: 1/3, 6: 1/3} |
|
|
|
Following convention, if the condition is a random symbol then that symbol |
|
is considered fixed. |
|
|
|
>>> from sympy.stats import Normal |
|
>>> from sympy import pprint |
|
>>> from sympy.abc import z |
|
|
|
>>> X = Normal('X', 0, 1) |
|
>>> Y = Normal('Y', 0, 1) |
|
>>> pprint(density(X + Y, Y)(z), use_unicode=False) |
|
2 |
|
-(-Y + z) |
|
----------- |
|
___ 2 |
|
\/ 2 *e |
|
------------------ |
|
____ |
|
2*\/ pi |
|
""" |
|
|
|
if not is_random(condition) or pspace_independent(expr, condition): |
|
return expr |
|
|
|
if isinstance(condition, RandomSymbol): |
|
condition = Eq(condition, condition.symbol) |
|
|
|
condsymbols = random_symbols(condition) |
|
if (isinstance(condition, Eq) and len(condsymbols) == 1 and |
|
not isinstance(pspace(expr).domain, ConditionalDomain)): |
|
rv = tuple(condsymbols)[0] |
|
|
|
results = solveset(condition, rv) |
|
if isinstance(results, Intersection) and S.Reals in results.args: |
|
results = list(results.args[1]) |
|
|
|
sums = 0 |
|
for res in results: |
|
temp = expr.subs(rv, res) |
|
if temp == True: |
|
return True |
|
if temp != False: |
|
|
|
|
|
|
|
|
|
|
|
if sums == 0 and isinstance(expr, Relational): |
|
sums = expr.subs(rv, res) |
|
else: |
|
sums += expr.subs(rv, res) |
|
if sums == 0: |
|
return False |
|
return sums |
|
|
|
|
|
fullspace = pspace(Tuple(expr, condition)) |
|
|
|
space = fullspace.conditional_space(condition, **kwargs) |
|
|
|
|
|
swapdict = rs_swap(fullspace.values, space.values) |
|
|
|
expr = expr.xreplace(swapdict) |
|
return expr |
|
|
|
|
|
def expectation(expr, condition=None, numsamples=None, evaluate=True, **kwargs): |
|
""" |
|
Returns the expected value of a random expression. |
|
|
|
Parameters |
|
========== |
|
|
|
expr : Expr containing RandomSymbols |
|
The expression of which you want to compute the expectation value |
|
given : Expr containing RandomSymbols |
|
A conditional expression. E(X, X>0) is expectation of X given X > 0 |
|
numsamples : int |
|
Enables sampling and approximates the expectation with this many samples |
|
evalf : Bool (defaults to True) |
|
If sampling return a number rather than a complex expression |
|
evaluate : Bool (defaults to True) |
|
In case of continuous systems return unevaluated integral |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import E, Die |
|
>>> X = Die('X', 6) |
|
>>> E(X) |
|
7/2 |
|
>>> E(2*X + 1) |
|
8 |
|
|
|
>>> E(X, X > 3) # Expectation of X given that it is above 3 |
|
5 |
|
""" |
|
|
|
if not is_random(expr): |
|
return expr |
|
kwargs['numsamples'] = numsamples |
|
from sympy.stats.symbolic_probability import Expectation |
|
if evaluate: |
|
return Expectation(expr, condition).doit(**kwargs) |
|
return Expectation(expr, condition) |
|
|
|
|
|
def probability(condition, given_condition=None, numsamples=None, |
|
evaluate=True, **kwargs): |
|
""" |
|
Probability that a condition is true, optionally given a second condition. |
|
|
|
Parameters |
|
========== |
|
|
|
condition : Combination of Relationals containing RandomSymbols |
|
The condition of which you want to compute the probability |
|
given_condition : Combination of Relationals containing RandomSymbols |
|
A conditional expression. P(X > 1, X > 0) is expectation of X > 1 |
|
given X > 0 |
|
numsamples : int |
|
Enables sampling and approximates the probability with this many samples |
|
evaluate : Bool (defaults to True) |
|
In case of continuous systems return unevaluated integral |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import P, Die |
|
>>> from sympy import Eq |
|
>>> X, Y = Die('X', 6), Die('Y', 6) |
|
>>> P(X > 3) |
|
1/2 |
|
>>> P(Eq(X, 5), X > 2) # Probability that X == 5 given that X > 2 |
|
1/4 |
|
>>> P(X > Y) |
|
5/12 |
|
""" |
|
|
|
kwargs['numsamples'] = numsamples |
|
from sympy.stats.symbolic_probability import Probability |
|
if evaluate: |
|
return Probability(condition, given_condition).doit(**kwargs) |
|
return Probability(condition, given_condition) |
|
|
|
|
|
class Density(Basic): |
|
expr = property(lambda self: self.args[0]) |
|
|
|
def __new__(cls, expr, condition = None): |
|
expr = _sympify(expr) |
|
if condition is None: |
|
obj = Basic.__new__(cls, expr) |
|
else: |
|
condition = _sympify(condition) |
|
obj = Basic.__new__(cls, expr, condition) |
|
return obj |
|
|
|
@property |
|
def condition(self): |
|
if len(self.args) > 1: |
|
return self.args[1] |
|
else: |
|
return None |
|
|
|
def doit(self, evaluate=True, **kwargs): |
|
from sympy.stats.random_matrix import RandomMatrixPSpace |
|
from sympy.stats.joint_rv import JointPSpace |
|
from sympy.stats.matrix_distributions import MatrixPSpace |
|
from sympy.stats.compound_rv import CompoundPSpace |
|
from sympy.stats.frv import SingleFiniteDistribution |
|
expr, condition = self.expr, self.condition |
|
|
|
if isinstance(expr, SingleFiniteDistribution): |
|
return expr.dict |
|
if condition is not None: |
|
|
|
expr = given(expr, condition, **kwargs) |
|
if not random_symbols(expr): |
|
return Lambda(x, DiracDelta(x - expr)) |
|
if isinstance(expr, RandomSymbol): |
|
if isinstance(expr.pspace, (SinglePSpace, JointPSpace, MatrixPSpace)) and \ |
|
hasattr(expr.pspace, 'distribution'): |
|
return expr.pspace.distribution |
|
elif isinstance(expr.pspace, RandomMatrixPSpace): |
|
return expr.pspace.model |
|
if isinstance(pspace(expr), CompoundPSpace): |
|
kwargs['compound_evaluate'] = evaluate |
|
result = pspace(expr).compute_density(expr, **kwargs) |
|
|
|
if evaluate and hasattr(result, 'doit'): |
|
return result.doit() |
|
else: |
|
return result |
|
|
|
|
|
def density(expr, condition=None, evaluate=True, numsamples=None, **kwargs): |
|
""" |
|
Probability density of a random expression, optionally given a second |
|
condition. |
|
|
|
Explanation |
|
=========== |
|
|
|
This density will take on different forms for different types of |
|
probability spaces. Discrete variables produce Dicts. Continuous |
|
variables produce Lambdas. |
|
|
|
Parameters |
|
========== |
|
|
|
expr : Expr containing RandomSymbols |
|
The expression of which you want to compute the density value |
|
condition : Relational containing RandomSymbols |
|
A conditional expression. density(X > 1, X > 0) is density of X > 1 |
|
given X > 0 |
|
numsamples : int |
|
Enables sampling and approximates the density with this many samples |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import density, Die, Normal |
|
>>> from sympy import Symbol |
|
|
|
>>> x = Symbol('x') |
|
>>> D = Die('D', 6) |
|
>>> X = Normal(x, 0, 1) |
|
|
|
>>> density(D).dict |
|
{1: 1/6, 2: 1/6, 3: 1/6, 4: 1/6, 5: 1/6, 6: 1/6} |
|
>>> density(2*D).dict |
|
{2: 1/6, 4: 1/6, 6: 1/6, 8: 1/6, 10: 1/6, 12: 1/6} |
|
>>> density(X)(x) |
|
sqrt(2)*exp(-x**2/2)/(2*sqrt(pi)) |
|
""" |
|
|
|
if numsamples: |
|
return sampling_density(expr, condition, numsamples=numsamples, |
|
**kwargs) |
|
|
|
return Density(expr, condition).doit(evaluate=evaluate, **kwargs) |
|
|
|
|
|
def cdf(expr, condition=None, evaluate=True, **kwargs): |
|
""" |
|
Cumulative Distribution Function of a random expression. |
|
|
|
optionally given a second condition. |
|
|
|
Explanation |
|
=========== |
|
|
|
This density will take on different forms for different types of |
|
probability spaces. |
|
Discrete variables produce Dicts. |
|
Continuous variables produce Lambdas. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import density, Die, Normal, cdf |
|
|
|
>>> D = Die('D', 6) |
|
>>> X = Normal('X', 0, 1) |
|
|
|
>>> density(D).dict |
|
{1: 1/6, 2: 1/6, 3: 1/6, 4: 1/6, 5: 1/6, 6: 1/6} |
|
>>> cdf(D) |
|
{1: 1/6, 2: 1/3, 3: 1/2, 4: 2/3, 5: 5/6, 6: 1} |
|
>>> cdf(3*D, D > 2) |
|
{9: 1/4, 12: 1/2, 15: 3/4, 18: 1} |
|
|
|
>>> cdf(X) |
|
Lambda(_z, erf(sqrt(2)*_z/2)/2 + 1/2) |
|
""" |
|
if condition is not None: |
|
|
|
return cdf(given(expr, condition, **kwargs), **kwargs) |
|
|
|
|
|
result = pspace(expr).compute_cdf(expr, **kwargs) |
|
|
|
if evaluate and hasattr(result, 'doit'): |
|
return result.doit() |
|
else: |
|
return result |
|
|
|
|
|
def characteristic_function(expr, condition=None, evaluate=True, **kwargs): |
|
""" |
|
Characteristic function of a random expression, optionally given a second condition. |
|
|
|
Returns a Lambda. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import Normal, DiscreteUniform, Poisson, characteristic_function |
|
|
|
>>> X = Normal('X', 0, 1) |
|
>>> characteristic_function(X) |
|
Lambda(_t, exp(-_t**2/2)) |
|
|
|
>>> Y = DiscreteUniform('Y', [1, 2, 7]) |
|
>>> characteristic_function(Y) |
|
Lambda(_t, exp(7*_t*I)/3 + exp(2*_t*I)/3 + exp(_t*I)/3) |
|
|
|
>>> Z = Poisson('Z', 2) |
|
>>> characteristic_function(Z) |
|
Lambda(_t, exp(2*exp(_t*I) - 2)) |
|
""" |
|
if condition is not None: |
|
return characteristic_function(given(expr, condition, **kwargs), **kwargs) |
|
|
|
result = pspace(expr).compute_characteristic_function(expr, **kwargs) |
|
|
|
if evaluate and hasattr(result, 'doit'): |
|
return result.doit() |
|
else: |
|
return result |
|
|
|
def moment_generating_function(expr, condition=None, evaluate=True, **kwargs): |
|
if condition is not None: |
|
return moment_generating_function(given(expr, condition, **kwargs), **kwargs) |
|
|
|
result = pspace(expr).compute_moment_generating_function(expr, **kwargs) |
|
|
|
if evaluate and hasattr(result, 'doit'): |
|
return result.doit() |
|
else: |
|
return result |
|
|
|
def where(condition, given_condition=None, **kwargs): |
|
""" |
|
Returns the domain where a condition is True. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import where, Die, Normal |
|
>>> from sympy import And |
|
|
|
>>> D1, D2 = Die('a', 6), Die('b', 6) |
|
>>> a, b = D1.symbol, D2.symbol |
|
>>> X = Normal('x', 0, 1) |
|
|
|
>>> where(X**2<1) |
|
Domain: (-1 < x) & (x < 1) |
|
|
|
>>> where(X**2<1).set |
|
Interval.open(-1, 1) |
|
|
|
>>> where(And(D1<=D2, D2<3)) |
|
Domain: (Eq(a, 1) & Eq(b, 1)) | (Eq(a, 1) & Eq(b, 2)) | (Eq(a, 2) & Eq(b, 2)) |
|
""" |
|
if given_condition is not None: |
|
|
|
return where(given(condition, given_condition, **kwargs), **kwargs) |
|
|
|
|
|
return pspace(condition).where(condition, **kwargs) |
|
|
|
|
|
@doctest_depends_on(modules=('scipy',)) |
|
def sample(expr, condition=None, size=(), library='scipy', |
|
numsamples=1, seed=None, **kwargs): |
|
""" |
|
A realization of the random expression. |
|
|
|
Parameters |
|
========== |
|
|
|
expr : Expression of random variables |
|
Expression from which sample is extracted |
|
condition : Expr containing RandomSymbols |
|
A conditional expression |
|
size : int, tuple |
|
Represents size of each sample in numsamples |
|
library : str |
|
- 'scipy' : Sample using scipy |
|
- 'numpy' : Sample using numpy |
|
- 'pymc' : Sample using PyMC |
|
|
|
Choose any of the available options to sample from as string, |
|
by default is 'scipy' |
|
numsamples : int |
|
Number of samples, each with size as ``size``. |
|
|
|
.. deprecated:: 1.9 |
|
|
|
The ``numsamples`` parameter is deprecated and is only provided for |
|
compatibility with v1.8. Use a list comprehension or an additional |
|
dimension in ``size`` instead. See |
|
:ref:`deprecated-sympy-stats-numsamples` for details. |
|
|
|
seed : |
|
An object to be used as seed by the given external library for sampling `expr`. |
|
Following is the list of possible types of object for the supported libraries, |
|
|
|
- 'scipy': int, numpy.random.RandomState, numpy.random.Generator |
|
- 'numpy': int, numpy.random.RandomState, numpy.random.Generator |
|
- 'pymc': int |
|
|
|
Optional, by default None, in which case seed settings |
|
related to the given library will be used. |
|
No modifications to environment's global seed settings |
|
are done by this argument. |
|
|
|
Returns |
|
======= |
|
|
|
sample: float/list/numpy.ndarray |
|
one sample or a collection of samples of the random expression. |
|
|
|
- sample(X) returns float/numpy.float64/numpy.int64 object. |
|
- sample(X, size=int/tuple) returns numpy.ndarray object. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import Die, sample, Normal, Geometric |
|
>>> X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6) # Finite Random Variable |
|
>>> die_roll = sample(X + Y + Z) |
|
>>> die_roll # doctest: +SKIP |
|
3 |
|
>>> N = Normal('N', 3, 4) # Continuous Random Variable |
|
>>> samp = sample(N) |
|
>>> samp in N.pspace.domain.set |
|
True |
|
>>> samp = sample(N, N>0) |
|
>>> samp > 0 |
|
True |
|
>>> samp_list = sample(N, size=4) |
|
>>> [sam in N.pspace.domain.set for sam in samp_list] |
|
[True, True, True, True] |
|
>>> sample(N, size = (2,3)) # doctest: +SKIP |
|
array([[5.42519758, 6.40207856, 4.94991743], |
|
[1.85819627, 6.83403519, 1.9412172 ]]) |
|
>>> G = Geometric('G', 0.5) # Discrete Random Variable |
|
>>> samp_list = sample(G, size=3) |
|
>>> samp_list # doctest: +SKIP |
|
[1, 3, 2] |
|
>>> [sam in G.pspace.domain.set for sam in samp_list] |
|
[True, True, True] |
|
>>> MN = Normal("MN", [3, 4], [[2, 1], [1, 2]]) # Joint Random Variable |
|
>>> samp_list = sample(MN, size=4) |
|
>>> samp_list # doctest: +SKIP |
|
[array([2.85768055, 3.38954165]), |
|
array([4.11163337, 4.3176591 ]), |
|
array([0.79115232, 1.63232916]), |
|
array([4.01747268, 3.96716083])] |
|
>>> [tuple(sam) in MN.pspace.domain.set for sam in samp_list] |
|
[True, True, True, True] |
|
|
|
.. versionchanged:: 1.7.0 |
|
sample used to return an iterator containing the samples instead of value. |
|
|
|
.. versionchanged:: 1.9.0 |
|
sample returns values or array of values instead of an iterator and numsamples is deprecated. |
|
|
|
""" |
|
|
|
iterator = sample_iter(expr, condition, size=size, library=library, |
|
numsamples=numsamples, seed=seed) |
|
|
|
if numsamples != 1: |
|
sympy_deprecation_warning( |
|
f""" |
|
The numsamples parameter to sympy.stats.sample() is deprecated. |
|
Either use a list comprehension, like |
|
|
|
[sample(...) for i in range({numsamples})] |
|
|
|
or add a dimension to size, like |
|
|
|
sample(..., size={(numsamples,) + size}) |
|
""", |
|
deprecated_since_version="1.9", |
|
active_deprecations_target="deprecated-sympy-stats-numsamples", |
|
) |
|
return [next(iterator) for i in range(numsamples)] |
|
|
|
return next(iterator) |
|
|
|
|
|
def quantile(expr, evaluate=True, **kwargs): |
|
r""" |
|
Return the :math:`p^{th}` order quantile of a probability distribution. |
|
|
|
Explanation |
|
=========== |
|
|
|
Quantile is defined as the value at which the probability of the random |
|
variable is less than or equal to the given probability. |
|
|
|
.. math:: |
|
Q(p) = \inf\{x \in (-\infty, \infty) : p \le F(x)\} |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import quantile, Die, Exponential |
|
>>> from sympy import Symbol, pprint |
|
>>> p = Symbol("p") |
|
|
|
>>> l = Symbol("lambda", positive=True) |
|
>>> X = Exponential("x", l) |
|
>>> quantile(X)(p) |
|
-log(1 - p)/lambda |
|
|
|
>>> D = Die("d", 6) |
|
>>> pprint(quantile(D)(p), use_unicode=False) |
|
/nan for Or(p > 1, p < 0) |
|
| |
|
| 1 for p <= 1/6 |
|
| |
|
| 2 for p <= 1/3 |
|
| |
|
< 3 for p <= 1/2 |
|
| |
|
| 4 for p <= 2/3 |
|
| |
|
| 5 for p <= 5/6 |
|
| |
|
\ 6 for p <= 1 |
|
|
|
""" |
|
result = pspace(expr).compute_quantile(expr, **kwargs) |
|
|
|
if evaluate and hasattr(result, 'doit'): |
|
return result.doit() |
|
else: |
|
return result |
|
|
|
def sample_iter(expr, condition=None, size=(), library='scipy', |
|
numsamples=S.Infinity, seed=None, **kwargs): |
|
|
|
""" |
|
Returns an iterator of realizations from the expression given a condition. |
|
|
|
Parameters |
|
========== |
|
|
|
expr: Expr |
|
Random expression to be realized |
|
condition: Expr, optional |
|
A conditional expression |
|
size : int, tuple |
|
Represents size of each sample in numsamples |
|
numsamples: integer, optional |
|
Length of the iterator (defaults to infinity) |
|
seed : |
|
An object to be used as seed by the given external library for sampling `expr`. |
|
Following is the list of possible types of object for the supported libraries, |
|
|
|
- 'scipy': int, numpy.random.RandomState, numpy.random.Generator |
|
- 'numpy': int, numpy.random.RandomState, numpy.random.Generator |
|
- 'pymc': int |
|
|
|
Optional, by default None, in which case seed settings |
|
related to the given library will be used. |
|
No modifications to environment's global seed settings |
|
are done by this argument. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import Normal, sample_iter |
|
>>> X = Normal('X', 0, 1) |
|
>>> expr = X*X + 3 |
|
>>> iterator = sample_iter(expr, numsamples=3) # doctest: +SKIP |
|
>>> list(iterator) # doctest: +SKIP |
|
[12, 4, 7] |
|
|
|
Returns |
|
======= |
|
|
|
sample_iter: iterator object |
|
iterator object containing the sample/samples of given expr |
|
|
|
See Also |
|
======== |
|
|
|
sample |
|
sampling_P |
|
sampling_E |
|
|
|
""" |
|
from sympy.stats.joint_rv import JointRandomSymbol |
|
if not import_module(library): |
|
raise ValueError("Failed to import %s" % library) |
|
|
|
if condition is not None: |
|
ps = pspace(Tuple(expr, condition)) |
|
else: |
|
ps = pspace(expr) |
|
|
|
rvs = list(ps.values) |
|
if isinstance(expr, JointRandomSymbol): |
|
expr = expr.subs({expr: RandomSymbol(expr.symbol, expr.pspace)}) |
|
else: |
|
sub = {} |
|
for arg in expr.args: |
|
if isinstance(arg, JointRandomSymbol): |
|
sub[arg] = RandomSymbol(arg.symbol, arg.pspace) |
|
expr = expr.subs(sub) |
|
|
|
def fn_subs(*args): |
|
return expr.subs({rv: arg for rv, arg in zip(rvs, args)}) |
|
|
|
def given_fn_subs(*args): |
|
if condition is not None: |
|
return condition.subs({rv: arg for rv, arg in zip(rvs, args)}) |
|
return False |
|
|
|
if library in ('pymc', 'pymc3'): |
|
|
|
|
|
fn = lambdify(rvs, expr, **kwargs) |
|
else: |
|
fn = lambdify(rvs, expr, modules=library, **kwargs) |
|
|
|
|
|
if condition is not None: |
|
given_fn = lambdify(rvs, condition, **kwargs) |
|
|
|
def return_generator_infinite(): |
|
count = 0 |
|
_size = (1,)+((size,) if isinstance(size, int) else size) |
|
while count < numsamples: |
|
d = ps.sample(size=_size, library=library, seed=seed) |
|
args = [d[rv][0] for rv in rvs] |
|
|
|
if condition is not None: |
|
|
|
|
|
try: |
|
gd = given_fn(*args) |
|
except (NameError, TypeError): |
|
gd = given_fn_subs(*args) |
|
if gd != True and gd != False: |
|
raise ValueError( |
|
"Conditions must not contain free symbols") |
|
if not gd: |
|
continue |
|
|
|
yield fn(*args) |
|
count += 1 |
|
|
|
def return_generator_finite(): |
|
faulty = True |
|
while faulty: |
|
d = ps.sample(size=(numsamples,) + ((size,) if isinstance(size, int) else size), |
|
library=library, seed=seed) |
|
|
|
faulty = False |
|
count = 0 |
|
while count < numsamples and not faulty: |
|
args = [d[rv][count] for rv in rvs] |
|
if condition is not None: |
|
|
|
|
|
try: |
|
gd = given_fn(*args) |
|
except (NameError, TypeError): |
|
gd = given_fn_subs(*args) |
|
if gd != True and gd != False: |
|
raise ValueError( |
|
"Conditions must not contain free symbols") |
|
if not gd: |
|
faulty = True |
|
|
|
count += 1 |
|
|
|
count = 0 |
|
while count < numsamples: |
|
args = [d[rv][count] for rv in rvs] |
|
|
|
|
|
try: |
|
yield fn(*args) |
|
except (NameError, TypeError): |
|
yield fn_subs(*args) |
|
count += 1 |
|
|
|
if numsamples is S.Infinity: |
|
return return_generator_infinite() |
|
|
|
return return_generator_finite() |
|
|
|
def sample_iter_lambdify(expr, condition=None, size=(), |
|
numsamples=S.Infinity, seed=None, **kwargs): |
|
|
|
return sample_iter(expr, condition=condition, size=size, |
|
numsamples=numsamples, seed=seed, **kwargs) |
|
|
|
def sample_iter_subs(expr, condition=None, size=(), |
|
numsamples=S.Infinity, seed=None, **kwargs): |
|
|
|
return sample_iter(expr, condition=condition, size=size, |
|
numsamples=numsamples, seed=seed, **kwargs) |
|
|
|
|
|
def sampling_P(condition, given_condition=None, library='scipy', numsamples=1, |
|
evalf=True, seed=None, **kwargs): |
|
""" |
|
Sampling version of P. |
|
|
|
See Also |
|
======== |
|
|
|
P |
|
sampling_E |
|
sampling_density |
|
|
|
""" |
|
|
|
count_true = 0 |
|
count_false = 0 |
|
samples = sample_iter(condition, given_condition, library=library, |
|
numsamples=numsamples, seed=seed, **kwargs) |
|
|
|
for sample in samples: |
|
if sample: |
|
count_true += 1 |
|
else: |
|
count_false += 1 |
|
|
|
result = S(count_true) / numsamples |
|
if evalf: |
|
return result.evalf() |
|
else: |
|
return result |
|
|
|
|
|
def sampling_E(expr, given_condition=None, library='scipy', numsamples=1, |
|
evalf=True, seed=None, **kwargs): |
|
""" |
|
Sampling version of E. |
|
|
|
See Also |
|
======== |
|
|
|
P |
|
sampling_P |
|
sampling_density |
|
""" |
|
samples = list(sample_iter(expr, given_condition, library=library, |
|
numsamples=numsamples, seed=seed, **kwargs)) |
|
result = Add(*samples) / numsamples |
|
|
|
if evalf: |
|
return result.evalf() |
|
else: |
|
return result |
|
|
|
def sampling_density(expr, given_condition=None, library='scipy', |
|
numsamples=1, seed=None, **kwargs): |
|
""" |
|
Sampling version of density. |
|
|
|
See Also |
|
======== |
|
density |
|
sampling_P |
|
sampling_E |
|
""" |
|
|
|
results = {} |
|
for result in sample_iter(expr, given_condition, library=library, |
|
numsamples=numsamples, seed=seed, **kwargs): |
|
results[result] = results.get(result, 0) + 1 |
|
|
|
return results |
|
|
|
|
|
def dependent(a, b): |
|
""" |
|
Dependence of two random expressions. |
|
|
|
Two expressions are independent if knowledge of one does not change |
|
computations on the other. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import Normal, dependent, given |
|
>>> from sympy import Tuple, Eq |
|
|
|
>>> X, Y = Normal('X', 0, 1), Normal('Y', 0, 1) |
|
>>> dependent(X, Y) |
|
False |
|
>>> dependent(2*X + Y, -Y) |
|
True |
|
>>> X, Y = given(Tuple(X, Y), Eq(X + Y, 3)) |
|
>>> dependent(X, Y) |
|
True |
|
|
|
See Also |
|
======== |
|
|
|
independent |
|
""" |
|
if pspace_independent(a, b): |
|
return False |
|
|
|
z = Symbol('z', real=True) |
|
|
|
|
|
return (density(a, Eq(b, z)) != density(a) or |
|
density(b, Eq(a, z)) != density(b)) |
|
|
|
|
|
def independent(a, b): |
|
""" |
|
Independence of two random expressions. |
|
|
|
Two expressions are independent if knowledge of one does not change |
|
computations on the other. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import Normal, independent, given |
|
>>> from sympy import Tuple, Eq |
|
|
|
>>> X, Y = Normal('X', 0, 1), Normal('Y', 0, 1) |
|
>>> independent(X, Y) |
|
True |
|
>>> independent(2*X + Y, -Y) |
|
False |
|
>>> X, Y = given(Tuple(X, Y), Eq(X + Y, 3)) |
|
>>> independent(X, Y) |
|
False |
|
|
|
See Also |
|
======== |
|
|
|
dependent |
|
""" |
|
return not dependent(a, b) |
|
|
|
|
|
def pspace_independent(a, b): |
|
""" |
|
Tests for independence between a and b by checking if their PSpaces have |
|
overlapping symbols. This is a sufficient but not necessary condition for |
|
independence and is intended to be used internally. |
|
|
|
Notes |
|
===== |
|
|
|
pspace_independent(a, b) implies independent(a, b) |
|
independent(a, b) does not imply pspace_independent(a, b) |
|
""" |
|
a_symbols = set(pspace(b).symbols) |
|
b_symbols = set(pspace(a).symbols) |
|
|
|
if len(set(random_symbols(a)).intersection(random_symbols(b))) != 0: |
|
return False |
|
|
|
if len(a_symbols.intersection(b_symbols)) == 0: |
|
return True |
|
return None |
|
|
|
|
|
def rv_subs(expr, symbols=None): |
|
""" |
|
Given a random expression replace all random variables with their symbols. |
|
|
|
If symbols keyword is given restrict the swap to only the symbols listed. |
|
""" |
|
if symbols is None: |
|
symbols = random_symbols(expr) |
|
if not symbols: |
|
return expr |
|
swapdict = {rv: rv.symbol for rv in symbols} |
|
return expr.subs(swapdict) |
|
|
|
|
|
class NamedArgsMixin: |
|
_argnames: tuple[str, ...] = () |
|
|
|
def __getattr__(self, attr): |
|
try: |
|
return self.args[self._argnames.index(attr)] |
|
except ValueError: |
|
raise AttributeError("'%s' object has no attribute '%s'" % ( |
|
type(self).__name__, attr)) |
|
|
|
|
|
class Distribution(Basic): |
|
|
|
def sample(self, size=(), library='scipy', seed=None): |
|
""" A random realization from the distribution """ |
|
|
|
module = import_module(library) |
|
if library in {'scipy', 'numpy', 'pymc3', 'pymc'} and module is None: |
|
raise ValueError("Failed to import %s" % library) |
|
|
|
if library == 'scipy': |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
from sympy.stats.sampling.sample_scipy import do_sample_scipy |
|
import numpy |
|
if seed is None or isinstance(seed, int): |
|
rand_state = numpy.random.default_rng(seed=seed) |
|
else: |
|
rand_state = seed |
|
samps = do_sample_scipy(self, size, rand_state) |
|
|
|
elif library == 'numpy': |
|
from sympy.stats.sampling.sample_numpy import do_sample_numpy |
|
import numpy |
|
if seed is None or isinstance(seed, int): |
|
rand_state = numpy.random.default_rng(seed=seed) |
|
else: |
|
rand_state = seed |
|
_size = None if size == () else size |
|
samps = do_sample_numpy(self, _size, rand_state) |
|
elif library in ('pymc', 'pymc3'): |
|
from sympy.stats.sampling.sample_pymc import do_sample_pymc |
|
import logging |
|
logging.getLogger("pymc").setLevel(logging.ERROR) |
|
try: |
|
import pymc |
|
except ImportError: |
|
import pymc3 as pymc |
|
|
|
with pymc.Model(): |
|
if do_sample_pymc(self): |
|
samps = pymc.sample(draws=prod(size), chains=1, compute_convergence_checks=False, |
|
progressbar=False, random_seed=seed, return_inferencedata=False)[:]['X'] |
|
samps = samps.reshape(size) |
|
else: |
|
samps = None |
|
|
|
else: |
|
raise NotImplementedError("Sampling from %s is not supported yet." |
|
% str(library)) |
|
|
|
if samps is not None: |
|
return samps |
|
raise NotImplementedError( |
|
"Sampling for %s is not currently implemented from %s" |
|
% (self, library)) |
|
|
|
|
|
def _value_check(condition, message): |
|
""" |
|
Raise a ValueError with message if condition is False, else |
|
return True if all conditions were True, else False. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats.rv import _value_check |
|
>>> from sympy.abc import a, b, c |
|
>>> from sympy import And, Dummy |
|
|
|
>>> _value_check(2 < 3, '') |
|
True |
|
|
|
Here, the condition is not False, but it does not evaluate to True |
|
so False is returned (but no error is raised). So checking if the |
|
return value is True or False will tell you if all conditions were |
|
evaluated. |
|
|
|
>>> _value_check(a < b, '') |
|
False |
|
|
|
In this case the condition is False so an error is raised: |
|
|
|
>>> r = Dummy(real=True) |
|
>>> _value_check(r < r - 1, 'condition is not true') |
|
Traceback (most recent call last): |
|
... |
|
ValueError: condition is not true |
|
|
|
If no condition of many conditions must be False, they can be |
|
checked by passing them as an iterable: |
|
|
|
>>> _value_check((a < 0, b < 0, c < 0), '') |
|
False |
|
|
|
The iterable can be a generator, too: |
|
|
|
>>> _value_check((i < 0 for i in (a, b, c)), '') |
|
False |
|
|
|
The following are equivalent to the above but do not pass |
|
an iterable: |
|
|
|
>>> all(_value_check(i < 0, '') for i in (a, b, c)) |
|
False |
|
>>> _value_check(And(a < 0, b < 0, c < 0), '') |
|
False |
|
""" |
|
if not iterable(condition): |
|
condition = [condition] |
|
truth = fuzzy_and(condition) |
|
if truth == False: |
|
raise ValueError(message) |
|
return truth == True |
|
|
|
def _symbol_converter(sym): |
|
""" |
|
Casts the parameter to Symbol if it is 'str' |
|
otherwise no operation is performed on it. |
|
|
|
Parameters |
|
========== |
|
|
|
sym |
|
The parameter to be converted. |
|
|
|
Returns |
|
======= |
|
|
|
Symbol |
|
the parameter converted to Symbol. |
|
|
|
Raises |
|
====== |
|
|
|
TypeError |
|
If the parameter is not an instance of both str and |
|
Symbol. |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy import Symbol |
|
>>> from sympy.stats.rv import _symbol_converter |
|
>>> s = _symbol_converter('s') |
|
>>> isinstance(s, Symbol) |
|
True |
|
>>> _symbol_converter(1) |
|
Traceback (most recent call last): |
|
... |
|
TypeError: 1 is neither a Symbol nor a string |
|
>>> r = Symbol('r') |
|
>>> isinstance(r, Symbol) |
|
True |
|
""" |
|
if isinstance(sym, str): |
|
sym = Symbol(sym) |
|
if not isinstance(sym, Symbol): |
|
raise TypeError("%s is neither a Symbol nor a string"%(sym)) |
|
return sym |
|
|
|
def sample_stochastic_process(process): |
|
""" |
|
This function is used to sample from stochastic process. |
|
|
|
Parameters |
|
========== |
|
|
|
process: StochasticProcess |
|
Process used to extract the samples. It must be an instance of |
|
StochasticProcess |
|
|
|
Examples |
|
======== |
|
|
|
>>> from sympy.stats import sample_stochastic_process, DiscreteMarkovChain |
|
>>> from sympy import Matrix |
|
>>> T = Matrix([[0.5, 0.2, 0.3],[0.2, 0.5, 0.3],[0.2, 0.3, 0.5]]) |
|
>>> Y = DiscreteMarkovChain("Y", [0, 1, 2], T) |
|
>>> next(sample_stochastic_process(Y)) in Y.state_space |
|
True |
|
>>> next(sample_stochastic_process(Y)) # doctest: +SKIP |
|
0 |
|
>>> next(sample_stochastic_process(Y)) # doctest: +SKIP |
|
2 |
|
|
|
Returns |
|
======= |
|
|
|
sample: iterator object |
|
iterator object containing the sample of given process |
|
|
|
""" |
|
from sympy.stats.stochastic_process_types import StochasticProcess |
|
if not isinstance(process, StochasticProcess): |
|
raise ValueError("Process must be an instance of Stochastic Process") |
|
return process.sample() |
|
|