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  1. env-llmeval/lib/python3.10/site-packages/sympy/ntheory/digits.py +143 -0
  2. env-llmeval/lib/python3.10/site-packages/sympy/ntheory/elliptic_curve.py +398 -0
  3. env-llmeval/lib/python3.10/site-packages/sympy/ntheory/multinomial.py +188 -0
  4. env-llmeval/lib/python3.10/site-packages/sympy/ntheory/partitions_.py +192 -0
  5. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/__init__.cpython-310.pyc +0 -0
  6. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_approximants.cpython-310.pyc +0 -0
  7. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_demidovich.cpython-310.pyc +0 -0
  8. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_formal.cpython-310.pyc +0 -0
  9. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_kauers.cpython-310.pyc +0 -0
  10. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_limitseq.cpython-310.pyc +0 -0
  11. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_lseries.cpython-310.pyc +0 -0
  12. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_nseries.cpython-310.pyc +0 -0
  13. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_order.cpython-310.pyc +0 -0
  14. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_sequences.cpython-310.pyc +0 -0
  15. env-llmeval/lib/python3.10/site-packages/sympy/series/tests/__pycache__/test_series.cpython-310.pyc +0 -0
  16. env-llmeval/lib/python3.10/site-packages/sympy/stats/__init__.py +202 -0
  17. env-llmeval/lib/python3.10/site-packages/sympy/stats/compound_rv.py +223 -0
  18. env-llmeval/lib/python3.10/site-packages/sympy/stats/crv.py +570 -0
  19. env-llmeval/lib/python3.10/site-packages/sympy/stats/crv_types.py +0 -0
  20. env-llmeval/lib/python3.10/site-packages/sympy/stats/drv.py +350 -0
  21. env-llmeval/lib/python3.10/site-packages/sympy/stats/drv_types.py +835 -0
  22. env-llmeval/lib/python3.10/site-packages/sympy/stats/error_prop.py +100 -0
  23. env-llmeval/lib/python3.10/site-packages/sympy/stats/frv.py +512 -0
  24. env-llmeval/lib/python3.10/site-packages/sympy/stats/frv_types.py +870 -0
  25. env-llmeval/lib/python3.10/site-packages/sympy/stats/joint_rv.py +426 -0
  26. env-llmeval/lib/python3.10/site-packages/sympy/stats/joint_rv_types.py +946 -0
  27. env-llmeval/lib/python3.10/site-packages/sympy/stats/matrix_distributions.py +610 -0
  28. env-llmeval/lib/python3.10/site-packages/sympy/stats/random_matrix.py +30 -0
  29. env-llmeval/lib/python3.10/site-packages/sympy/stats/random_matrix_models.py +457 -0
  30. env-llmeval/lib/python3.10/site-packages/sympy/stats/rv.py +1792 -0
  31. env-llmeval/lib/python3.10/site-packages/sympy/stats/rv_interface.py +519 -0
  32. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/__init__.py +0 -0
  33. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/__pycache__/__init__.cpython-310.pyc +0 -0
  34. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/__pycache__/sample_numpy.cpython-310.pyc +0 -0
  35. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/__pycache__/sample_pymc.cpython-310.pyc +0 -0
  36. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/__pycache__/sample_scipy.cpython-310.pyc +0 -0
  37. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/sample_numpy.py +105 -0
  38. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/sample_pymc.py +99 -0
  39. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/sample_scipy.py +167 -0
  40. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/__init__.py +0 -0
  41. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/__pycache__/__init__.cpython-310.pyc +0 -0
  42. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/__pycache__/test_sample_continuous_rv.cpython-310.pyc +0 -0
  43. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/__pycache__/test_sample_discrete_rv.cpython-310.pyc +0 -0
  44. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/__pycache__/test_sample_finite_rv.cpython-310.pyc +0 -0
  45. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/test_sample_continuous_rv.py +181 -0
  46. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/test_sample_discrete_rv.py +99 -0
  47. env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/test_sample_finite_rv.py +94 -0
  48. env-llmeval/lib/python3.10/site-packages/sympy/stats/stochastic_process.py +66 -0
  49. env-llmeval/lib/python3.10/site-packages/sympy/stats/stochastic_process_types.py +2382 -0
  50. env-llmeval/lib/python3.10/site-packages/sympy/stats/symbolic_multivariate_probability.py +308 -0
env-llmeval/lib/python3.10/site-packages/sympy/ntheory/digits.py ADDED
@@ -0,0 +1,143 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from collections import defaultdict
2
+
3
+ from sympy.utilities.iterables import multiset, is_palindromic as _palindromic
4
+ from sympy.utilities.misc import as_int
5
+
6
+
7
+ def digits(n, b=10, digits=None):
8
+ """
9
+ Return a list of the digits of ``n`` in base ``b``. The first
10
+ element in the list is ``b`` (or ``-b`` if ``n`` is negative).
11
+
12
+ Examples
13
+ ========
14
+
15
+ >>> from sympy.ntheory.digits import digits
16
+ >>> digits(35)
17
+ [10, 3, 5]
18
+
19
+ If the number is negative, the negative sign will be placed on the
20
+ base (which is the first element in the returned list):
21
+
22
+ >>> digits(-35)
23
+ [-10, 3, 5]
24
+
25
+ Bases other than 10 (and greater than 1) can be selected with ``b``:
26
+
27
+ >>> digits(27, b=2)
28
+ [2, 1, 1, 0, 1, 1]
29
+
30
+ Use the ``digits`` keyword if a certain number of digits is desired:
31
+
32
+ >>> digits(35, digits=4)
33
+ [10, 0, 0, 3, 5]
34
+
35
+ Parameters
36
+ ==========
37
+
38
+ n: integer
39
+ The number whose digits are returned.
40
+
41
+ b: integer
42
+ The base in which digits are computed.
43
+
44
+ digits: integer (or None for all digits)
45
+ The number of digits to be returned (padded with zeros, if
46
+ necessary).
47
+
48
+ """
49
+
50
+ b = as_int(b)
51
+ n = as_int(n)
52
+ if b < 2:
53
+ raise ValueError("b must be greater than 1")
54
+ else:
55
+ x, y = abs(n), []
56
+ while x >= b:
57
+ x, r = divmod(x, b)
58
+ y.append(r)
59
+ y.append(x)
60
+ y.append(-b if n < 0 else b)
61
+ y.reverse()
62
+ ndig = len(y) - 1
63
+ if digits is not None:
64
+ if ndig > digits:
65
+ raise ValueError(
66
+ "For %s, at least %s digits are needed." % (n, ndig))
67
+ elif ndig < digits:
68
+ y[1:1] = [0]*(digits - ndig)
69
+ return y
70
+
71
+
72
+ def count_digits(n, b=10):
73
+ """
74
+ Return a dictionary whose keys are the digits of ``n`` in the
75
+ given base, ``b``, with keys indicating the digits appearing in the
76
+ number and values indicating how many times that digit appeared.
77
+
78
+ Examples
79
+ ========
80
+
81
+ >>> from sympy.ntheory import count_digits
82
+
83
+ >>> count_digits(1111339)
84
+ {1: 4, 3: 2, 9: 1}
85
+
86
+ The digits returned are always represented in base-10
87
+ but the number itself can be entered in any format that is
88
+ understood by Python; the base of the number can also be
89
+ given if it is different than 10:
90
+
91
+ >>> n = 0xFA; n
92
+ 250
93
+ >>> count_digits(_)
94
+ {0: 1, 2: 1, 5: 1}
95
+ >>> count_digits(n, 16)
96
+ {10: 1, 15: 1}
97
+
98
+ The default dictionary will return a 0 for any digit that did
99
+ not appear in the number. For example, which digits appear 7
100
+ times in ``77!``:
101
+
102
+ >>> from sympy import factorial
103
+ >>> c77 = count_digits(factorial(77))
104
+ >>> [i for i in range(10) if c77[i] == 7]
105
+ [1, 3, 7, 9]
106
+ """
107
+ rv = defaultdict(int, multiset(digits(n, b)).items())
108
+ rv.pop(b) if b in rv else rv.pop(-b) # b or -b is there
109
+ return rv
110
+
111
+
112
+ def is_palindromic(n, b=10):
113
+ """return True if ``n`` is the same when read from left to right
114
+ or right to left in the given base, ``b``.
115
+
116
+ Examples
117
+ ========
118
+
119
+ >>> from sympy.ntheory import is_palindromic
120
+
121
+ >>> all(is_palindromic(i) for i in (-11, 1, 22, 121))
122
+ True
123
+
124
+ The second argument allows you to test numbers in other
125
+ bases. For example, 88 is palindromic in base-10 but not
126
+ in base-8:
127
+
128
+ >>> is_palindromic(88, 8)
129
+ False
130
+
131
+ On the other hand, a number can be palindromic in base-8 but
132
+ not in base-10:
133
+
134
+ >>> 0o121, is_palindromic(0o121)
135
+ (81, False)
136
+
137
+ Or it might be palindromic in both bases:
138
+
139
+ >>> oct(121), is_palindromic(121, 8) and is_palindromic(121)
140
+ ('0o171', True)
141
+
142
+ """
143
+ return _palindromic(digits(n, b), 1)
env-llmeval/lib/python3.10/site-packages/sympy/ntheory/elliptic_curve.py ADDED
@@ -0,0 +1,398 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.core.numbers import oo
2
+ from sympy.core.relational import Eq
3
+ from sympy.core.symbol import symbols
4
+ from sympy.polys.domains import FiniteField, QQ, RationalField, FF
5
+ from sympy.solvers.solvers import solve
6
+ from sympy.utilities.iterables import is_sequence
7
+ from sympy.utilities.misc import as_int
8
+ from .factor_ import divisors
9
+ from .residue_ntheory import polynomial_congruence
10
+
11
+
12
+
13
+ class EllipticCurve:
14
+ """
15
+ Create the following Elliptic Curve over domain.
16
+
17
+ `y^{2} + a_{1} x y + a_{3} y = x^{3} + a_{2} x^{2} + a_{4} x + a_{6}`
18
+
19
+ The default domain is ``QQ``. If no coefficient ``a1``, ``a2``, ``a3``,
20
+ it create curve as following form.
21
+
22
+ `y^{2} = x^{3} + a_{4} x + a_{6}`
23
+
24
+ Examples
25
+ ========
26
+
27
+ References
28
+ ==========
29
+
30
+ .. [1] J. Silverman "A Friendly Introduction to Number Theory" Third Edition
31
+ .. [2] https://mathworld.wolfram.com/EllipticDiscriminant.html
32
+ .. [3] G. Hardy, E. Wright "An Introduction to the Theory of Numbers" Sixth Edition
33
+
34
+ """
35
+
36
+ def __init__(self, a4, a6, a1=0, a2=0, a3=0, modulus = 0):
37
+ if modulus == 0:
38
+ domain = QQ
39
+ else:
40
+ domain = FF(modulus)
41
+ a1, a2, a3, a4, a6 = map(domain.convert, (a1, a2, a3, a4, a6))
42
+ self._domain = domain
43
+ self.modulus = modulus
44
+ # Calculate discriminant
45
+ b2 = a1**2 + 4 * a2
46
+ b4 = 2 * a4 + a1 * a3
47
+ b6 = a3**2 + 4 * a6
48
+ b8 = a1**2 * a6 + 4 * a2 * a6 - a1 * a3 * a4 + a2 * a3**2 - a4**2
49
+ self._b2, self._b4, self._b6, self._b8 = b2, b4, b6, b8
50
+ self._discrim = -b2**2 * b8 - 8 * b4**3 - 27 * b6**2 + 9 * b2 * b4 * b6
51
+ self._a1 = a1
52
+ self._a2 = a2
53
+ self._a3 = a3
54
+ self._a4 = a4
55
+ self._a6 = a6
56
+ x, y, z = symbols('x y z')
57
+ self.x, self.y, self.z = x, y, z
58
+ self._eq = Eq(y**2*z + a1*x*y*z + a3*y*z**2, x**3 + a2*x**2*z + a4*x*z**2 + a6*z**3)
59
+ if isinstance(self._domain, FiniteField):
60
+ self._rank = 0
61
+ elif isinstance(self._domain, RationalField):
62
+ self._rank = None
63
+
64
+ def __call__(self, x, y, z=1):
65
+ return EllipticCurvePoint(x, y, z, self)
66
+
67
+ def __contains__(self, point):
68
+ if is_sequence(point):
69
+ if len(point) == 2:
70
+ z1 = 1
71
+ else:
72
+ z1 = point[2]
73
+ x1, y1 = point[:2]
74
+ elif isinstance(point, EllipticCurvePoint):
75
+ x1, y1, z1 = point.x, point.y, point.z
76
+ else:
77
+ raise ValueError('Invalid point.')
78
+ if self.characteristic == 0 and z1 == 0:
79
+ return True
80
+ return self._eq.subs({self.x: x1, self.y: y1, self.z: z1})
81
+
82
+ def __repr__(self):
83
+ return 'E({}): {}'.format(self._domain, self._eq)
84
+
85
+ def minimal(self):
86
+ """
87
+ Return minimal Weierstrass equation.
88
+
89
+ Examples
90
+ ========
91
+
92
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
93
+
94
+ >>> e1 = EllipticCurve(-10, -20, 0, -1, 1)
95
+ >>> e1.minimal()
96
+ E(QQ): Eq(y**2*z, x**3 - 13392*x*z**2 - 1080432*z**3)
97
+
98
+ """
99
+ char = self.characteristic
100
+ if char == 2:
101
+ return self
102
+ if char == 3:
103
+ return EllipticCurve(self._b4/2, self._b6/4, a2=self._b2/4, modulus=self.modulus)
104
+ c4 = self._b2**2 - 24*self._b4
105
+ c6 = -self._b2**3 + 36*self._b2*self._b4 - 216*self._b6
106
+ return EllipticCurve(-27*c4, -54*c6, modulus=self.modulus)
107
+
108
+ def points(self):
109
+ """
110
+ Return points of curve over Finite Field.
111
+
112
+ Examples
113
+ ========
114
+
115
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
116
+ >>> e2 = EllipticCurve(1, 1, 1, 1, 1, modulus=5)
117
+ >>> e2.points()
118
+ {(0, 2), (1, 4), (2, 0), (2, 2), (3, 0), (3, 1), (4, 0)}
119
+
120
+ """
121
+
122
+ char = self.characteristic
123
+ all_pt = set()
124
+ if char >= 1:
125
+ for i in range(char):
126
+ congruence_eq = ((self._eq.lhs - self._eq.rhs).subs({self.x: i, self.z: 1}))
127
+ sol = polynomial_congruence(congruence_eq, char)
128
+ for num in sol:
129
+ all_pt.add((i, num))
130
+ return all_pt
131
+ else:
132
+ raise ValueError("Infinitely many points")
133
+
134
+ def points_x(self, x):
135
+ "Returns points on with curve where xcoordinate = x"
136
+ pt = []
137
+ if self._domain == QQ:
138
+ for y in solve(self._eq.subs(self.x, x)):
139
+ pt.append((x, y))
140
+ congruence_eq = ((self._eq.lhs - self._eq.rhs).subs({self.x: x, self.z: 1}))
141
+ for y in polynomial_congruence(congruence_eq, self.characteristic):
142
+ pt.append((x, y))
143
+ return pt
144
+
145
+ def torsion_points(self):
146
+ """
147
+ Return torsion points of curve over Rational number.
148
+
149
+ Return point objects those are finite order.
150
+ According to Nagell-Lutz theorem, torsion point p(x, y)
151
+ x and y are integers, either y = 0 or y**2 is divisor
152
+ of discriminent. According to Mazur's theorem, there are
153
+ at most 15 points in torsion collection.
154
+
155
+ Examples
156
+ ========
157
+
158
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
159
+ >>> e2 = EllipticCurve(-43, 166)
160
+ >>> sorted(e2.torsion_points())
161
+ [(-5, -16), (-5, 16), O, (3, -8), (3, 8), (11, -32), (11, 32)]
162
+
163
+ """
164
+ if self.characteristic > 0:
165
+ raise ValueError("No torsion point for Finite Field.")
166
+ l = [EllipticCurvePoint.point_at_infinity(self)]
167
+ for xx in solve(self._eq.subs({self.y: 0, self.z: 1})):
168
+ if xx.is_rational:
169
+ l.append(self(xx, 0))
170
+ for i in divisors(self.discriminant, generator=True):
171
+ j = int(i**.5)
172
+ if j**2 == i:
173
+ for xx in solve(self._eq.subs({self.y: j, self.z: 1})):
174
+ if not xx.is_rational:
175
+ continue
176
+ p = self(xx, j)
177
+ if p.order() != oo:
178
+ l.extend([p, -p])
179
+ return l
180
+
181
+ @property
182
+ def characteristic(self):
183
+ """
184
+ Return domain characteristic.
185
+
186
+ Examples
187
+ ========
188
+
189
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
190
+ >>> e2 = EllipticCurve(-43, 166)
191
+ >>> e2.characteristic
192
+ 0
193
+
194
+ """
195
+ return self._domain.characteristic()
196
+
197
+ @property
198
+ def discriminant(self):
199
+ """
200
+ Return curve discriminant.
201
+
202
+ Examples
203
+ ========
204
+
205
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
206
+ >>> e2 = EllipticCurve(0, 17)
207
+ >>> e2.discriminant
208
+ -124848
209
+
210
+ """
211
+ return int(self._discrim)
212
+
213
+ @property
214
+ def is_singular(self):
215
+ """
216
+ Return True if curve discriminant is equal to zero.
217
+ """
218
+ return self.discriminant == 0
219
+
220
+ @property
221
+ def j_invariant(self):
222
+ """
223
+ Return curve j-invariant.
224
+
225
+ Examples
226
+ ========
227
+
228
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
229
+ >>> e1 = EllipticCurve(-2, 0, 0, 1, 1)
230
+ >>> e1.j_invariant
231
+ 1404928/389
232
+
233
+ """
234
+ c4 = self._b2**2 - 24*self._b4
235
+ return self._domain.to_sympy(c4**3 / self._discrim)
236
+
237
+ @property
238
+ def order(self):
239
+ """
240
+ Number of points in Finite field.
241
+
242
+ Examples
243
+ ========
244
+
245
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
246
+ >>> e2 = EllipticCurve(1, 0, modulus=19)
247
+ >>> e2.order
248
+ 19
249
+
250
+ """
251
+ if self.characteristic == 0:
252
+ raise NotImplementedError("Still not implemented")
253
+ return len(self.points())
254
+
255
+ @property
256
+ def rank(self):
257
+ """
258
+ Number of independent points of infinite order.
259
+
260
+ For Finite field, it must be 0.
261
+ """
262
+ if self._rank is not None:
263
+ return self._rank
264
+ raise NotImplementedError("Still not implemented")
265
+
266
+
267
+ class EllipticCurvePoint:
268
+ """
269
+ Point of Elliptic Curve
270
+
271
+ Examples
272
+ ========
273
+
274
+ >>> from sympy.ntheory.elliptic_curve import EllipticCurve
275
+ >>> e1 = EllipticCurve(-17, 16)
276
+ >>> p1 = e1(0, -4, 1)
277
+ >>> p2 = e1(1, 0)
278
+ >>> p1 + p2
279
+ (15, -56)
280
+ >>> e3 = EllipticCurve(-1, 9)
281
+ >>> e3(1, -3) * 3
282
+ (664/169, 17811/2197)
283
+ >>> (e3(1, -3) * 3).order()
284
+ oo
285
+ >>> e2 = EllipticCurve(-2, 0, 0, 1, 1)
286
+ >>> p = e2(-1,1)
287
+ >>> q = e2(0, -1)
288
+ >>> p+q
289
+ (4, 8)
290
+ >>> p-q
291
+ (1, 0)
292
+ >>> 3*p-5*q
293
+ (328/361, -2800/6859)
294
+ """
295
+
296
+ @staticmethod
297
+ def point_at_infinity(curve):
298
+ return EllipticCurvePoint(0, 1, 0, curve)
299
+
300
+ def __init__(self, x, y, z, curve):
301
+ dom = curve._domain.convert
302
+ self.x = dom(x)
303
+ self.y = dom(y)
304
+ self.z = dom(z)
305
+ self._curve = curve
306
+ self._domain = self._curve._domain
307
+ if not self._curve.__contains__(self):
308
+ raise ValueError("The curve does not contain this point")
309
+
310
+ def __add__(self, p):
311
+ if self.z == 0:
312
+ return p
313
+ if p.z == 0:
314
+ return self
315
+ x1, y1 = self.x/self.z, self.y/self.z
316
+ x2, y2 = p.x/p.z, p.y/p.z
317
+ a1 = self._curve._a1
318
+ a2 = self._curve._a2
319
+ a3 = self._curve._a3
320
+ a4 = self._curve._a4
321
+ a6 = self._curve._a6
322
+ if x1 != x2:
323
+ slope = (y1 - y2) / (x1 - x2)
324
+ yint = (y1 * x2 - y2 * x1) / (x2 - x1)
325
+ else:
326
+ if (y1 + y2) == 0:
327
+ return self.point_at_infinity(self._curve)
328
+ slope = (3 * x1**2 + 2*a2*x1 + a4 - a1*y1) / (a1 * x1 + a3 + 2 * y1)
329
+ yint = (-x1**3 + a4*x1 + 2*a6 - a3*y1) / (a1*x1 + a3 + 2*y1)
330
+ x3 = slope**2 + a1*slope - a2 - x1 - x2
331
+ y3 = -(slope + a1) * x3 - yint - a3
332
+ return self._curve(x3, y3, 1)
333
+
334
+ def __lt__(self, other):
335
+ return (self.x, self.y, self.z) < (other.x, other.y, other.z)
336
+
337
+ def __mul__(self, n):
338
+ n = as_int(n)
339
+ r = self.point_at_infinity(self._curve)
340
+ if n == 0:
341
+ return r
342
+ if n < 0:
343
+ return -self * -n
344
+ p = self
345
+ while n:
346
+ if n & 1:
347
+ r = r + p
348
+ n >>= 1
349
+ p = p + p
350
+ return r
351
+
352
+ def __rmul__(self, n):
353
+ return self * n
354
+
355
+ def __neg__(self):
356
+ return EllipticCurvePoint(self.x, -self.y - self._curve._a1*self.x - self._curve._a3, self.z, self._curve)
357
+
358
+ def __repr__(self):
359
+ if self.z == 0:
360
+ return 'O'
361
+ dom = self._curve._domain
362
+ try:
363
+ return '({}, {})'.format(dom.to_sympy(self.x), dom.to_sympy(self.y))
364
+ except TypeError:
365
+ pass
366
+ return '({}, {})'.format(self.x, self.y)
367
+
368
+ def __sub__(self, other):
369
+ return self.__add__(-other)
370
+
371
+ def order(self):
372
+ """
373
+ Return point order n where nP = 0.
374
+
375
+ """
376
+ if self.z == 0:
377
+ return 1
378
+ if self.y == 0: # P = -P
379
+ return 2
380
+ p = self * 2
381
+ if p.y == -self.y: # 2P = -P
382
+ return 3
383
+ i = 2
384
+ if self._domain != QQ:
385
+ while int(p.x) == p.x and int(p.y) == p.y:
386
+ p = self + p
387
+ i += 1
388
+ if p.z == 0:
389
+ return i
390
+ return oo
391
+ while p.x.numerator == p.x and p.y.numerator == p.y:
392
+ p = self + p
393
+ i += 1
394
+ if i > 12:
395
+ return oo
396
+ if p.z == 0:
397
+ return i
398
+ return oo
env-llmeval/lib/python3.10/site-packages/sympy/ntheory/multinomial.py ADDED
@@ -0,0 +1,188 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.utilities.misc import as_int
2
+
3
+
4
+ def binomial_coefficients(n):
5
+ """Return a dictionary containing pairs :math:`{(k1,k2) : C_kn}` where
6
+ :math:`C_kn` are binomial coefficients and :math:`n=k1+k2`.
7
+
8
+ Examples
9
+ ========
10
+
11
+ >>> from sympy.ntheory import binomial_coefficients
12
+ >>> binomial_coefficients(9)
13
+ {(0, 9): 1, (1, 8): 9, (2, 7): 36, (3, 6): 84,
14
+ (4, 5): 126, (5, 4): 126, (6, 3): 84, (7, 2): 36, (8, 1): 9, (9, 0): 1}
15
+
16
+ See Also
17
+ ========
18
+
19
+ binomial_coefficients_list, multinomial_coefficients
20
+ """
21
+ n = as_int(n)
22
+ d = {(0, n): 1, (n, 0): 1}
23
+ a = 1
24
+ for k in range(1, n//2 + 1):
25
+ a = (a * (n - k + 1))//k
26
+ d[k, n - k] = d[n - k, k] = a
27
+ return d
28
+
29
+
30
+ def binomial_coefficients_list(n):
31
+ """ Return a list of binomial coefficients as rows of the Pascal's
32
+ triangle.
33
+
34
+ Examples
35
+ ========
36
+
37
+ >>> from sympy.ntheory import binomial_coefficients_list
38
+ >>> binomial_coefficients_list(9)
39
+ [1, 9, 36, 84, 126, 126, 84, 36, 9, 1]
40
+
41
+ See Also
42
+ ========
43
+
44
+ binomial_coefficients, multinomial_coefficients
45
+ """
46
+ n = as_int(n)
47
+ d = [1] * (n + 1)
48
+ a = 1
49
+ for k in range(1, n//2 + 1):
50
+ a = (a * (n - k + 1))//k
51
+ d[k] = d[n - k] = a
52
+ return d
53
+
54
+
55
+ def multinomial_coefficients(m, n):
56
+ r"""Return a dictionary containing pairs ``{(k1,k2,..,km) : C_kn}``
57
+ where ``C_kn`` are multinomial coefficients such that
58
+ ``n=k1+k2+..+km``.
59
+
60
+ Examples
61
+ ========
62
+
63
+ >>> from sympy.ntheory import multinomial_coefficients
64
+ >>> multinomial_coefficients(2, 5) # indirect doctest
65
+ {(0, 5): 1, (1, 4): 5, (2, 3): 10, (3, 2): 10, (4, 1): 5, (5, 0): 1}
66
+
67
+ Notes
68
+ =====
69
+
70
+ The algorithm is based on the following result:
71
+
72
+ .. math::
73
+ \binom{n}{k_1, \ldots, k_m} =
74
+ \frac{k_1 + 1}{n - k_1} \sum_{i=2}^m \binom{n}{k_1 + 1, \ldots, k_i - 1, \ldots}
75
+
76
+ Code contributed to Sage by Yann Laigle-Chapuy, copied with permission
77
+ of the author.
78
+
79
+ See Also
80
+ ========
81
+
82
+ binomial_coefficients_list, binomial_coefficients
83
+ """
84
+ m = as_int(m)
85
+ n = as_int(n)
86
+ if not m:
87
+ if n:
88
+ return {}
89
+ return {(): 1}
90
+ if m == 2:
91
+ return binomial_coefficients(n)
92
+ if m >= 2*n and n > 1:
93
+ return dict(multinomial_coefficients_iterator(m, n))
94
+ t = [n] + [0] * (m - 1)
95
+ r = {tuple(t): 1}
96
+ if n:
97
+ j = 0 # j will be the leftmost nonzero position
98
+ else:
99
+ j = m
100
+ # enumerate tuples in co-lex order
101
+ while j < m - 1:
102
+ # compute next tuple
103
+ tj = t[j]
104
+ if j:
105
+ t[j] = 0
106
+ t[0] = tj
107
+ if tj > 1:
108
+ t[j + 1] += 1
109
+ j = 0
110
+ start = 1
111
+ v = 0
112
+ else:
113
+ j += 1
114
+ start = j + 1
115
+ v = r[tuple(t)]
116
+ t[j] += 1
117
+ # compute the value
118
+ # NB: the initialization of v was done above
119
+ for k in range(start, m):
120
+ if t[k]:
121
+ t[k] -= 1
122
+ v += r[tuple(t)]
123
+ t[k] += 1
124
+ t[0] -= 1
125
+ r[tuple(t)] = (v * tj) // (n - t[0])
126
+ return r
127
+
128
+
129
+ def multinomial_coefficients_iterator(m, n, _tuple=tuple):
130
+ """multinomial coefficient iterator
131
+
132
+ This routine has been optimized for `m` large with respect to `n` by taking
133
+ advantage of the fact that when the monomial tuples `t` are stripped of
134
+ zeros, their coefficient is the same as that of the monomial tuples from
135
+ ``multinomial_coefficients(n, n)``. Therefore, the latter coefficients are
136
+ precomputed to save memory and time.
137
+
138
+ >>> from sympy.ntheory.multinomial import multinomial_coefficients
139
+ >>> m53, m33 = multinomial_coefficients(5,3), multinomial_coefficients(3,3)
140
+ >>> m53[(0,0,0,1,2)] == m53[(0,0,1,0,2)] == m53[(1,0,2,0,0)] == m33[(0,1,2)]
141
+ True
142
+
143
+ Examples
144
+ ========
145
+
146
+ >>> from sympy.ntheory.multinomial import multinomial_coefficients_iterator
147
+ >>> it = multinomial_coefficients_iterator(20,3)
148
+ >>> next(it)
149
+ ((3, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 1)
150
+ """
151
+ m = as_int(m)
152
+ n = as_int(n)
153
+ if m < 2*n or n == 1:
154
+ mc = multinomial_coefficients(m, n)
155
+ yield from mc.items()
156
+ else:
157
+ mc = multinomial_coefficients(n, n)
158
+ mc1 = {}
159
+ for k, v in mc.items():
160
+ mc1[_tuple(filter(None, k))] = v
161
+ mc = mc1
162
+
163
+ t = [n] + [0] * (m - 1)
164
+ t1 = _tuple(t)
165
+ b = _tuple(filter(None, t1))
166
+ yield (t1, mc[b])
167
+ if n:
168
+ j = 0 # j will be the leftmost nonzero position
169
+ else:
170
+ j = m
171
+ # enumerate tuples in co-lex order
172
+ while j < m - 1:
173
+ # compute next tuple
174
+ tj = t[j]
175
+ if j:
176
+ t[j] = 0
177
+ t[0] = tj
178
+ if tj > 1:
179
+ t[j + 1] += 1
180
+ j = 0
181
+ else:
182
+ j += 1
183
+ t[j] += 1
184
+
185
+ t[0] -= 1
186
+ t1 = _tuple(t)
187
+ b = _tuple(filter(None, t1))
188
+ yield (t1, mc[b])
env-llmeval/lib/python3.10/site-packages/sympy/ntheory/partitions_.py ADDED
@@ -0,0 +1,192 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from mpmath.libmp import (fzero, from_int, from_rational,
2
+ fone, fhalf, bitcount, to_int, to_str, mpf_mul, mpf_div, mpf_sub,
3
+ mpf_add, mpf_sqrt, mpf_pi, mpf_cosh_sinh, mpf_cos, mpf_sin)
4
+ from sympy.core.numbers import igcd
5
+ from .residue_ntheory import (_sqrt_mod_prime_power,
6
+ legendre_symbol, jacobi_symbol, is_quad_residue)
7
+
8
+ import math
9
+
10
+ def _pre():
11
+ maxn = 10**5
12
+ global _factor
13
+ global _totient
14
+ _factor = [0]*maxn
15
+ _totient = [1]*maxn
16
+ lim = int(maxn**0.5) + 5
17
+ for i in range(2, lim):
18
+ if _factor[i] == 0:
19
+ for j in range(i*i, maxn, i):
20
+ if _factor[j] == 0:
21
+ _factor[j] = i
22
+ for i in range(2, maxn):
23
+ if _factor[i] == 0:
24
+ _factor[i] = i
25
+ _totient[i] = i-1
26
+ continue
27
+ x = _factor[i]
28
+ y = i//x
29
+ if y % x == 0:
30
+ _totient[i] = _totient[y]*x
31
+ else:
32
+ _totient[i] = _totient[y]*(x - 1)
33
+
34
+ def _a(n, k, prec):
35
+ """ Compute the inner sum in HRR formula [1]_
36
+
37
+ References
38
+ ==========
39
+
40
+ .. [1] https://msp.org/pjm/1956/6-1/pjm-v6-n1-p18-p.pdf
41
+
42
+ """
43
+ if k == 1:
44
+ return fone
45
+
46
+ k1 = k
47
+ e = 0
48
+ p = _factor[k]
49
+ while k1 % p == 0:
50
+ k1 //= p
51
+ e += 1
52
+ k2 = k//k1 # k2 = p^e
53
+ v = 1 - 24*n
54
+ pi = mpf_pi(prec)
55
+
56
+ if k1 == 1:
57
+ # k = p^e
58
+ if p == 2:
59
+ mod = 8*k
60
+ v = mod + v % mod
61
+ v = (v*pow(9, k - 1, mod)) % mod
62
+ m = _sqrt_mod_prime_power(v, 2, e + 3)[0]
63
+ arg = mpf_div(mpf_mul(
64
+ from_int(4*m), pi, prec), from_int(mod), prec)
65
+ return mpf_mul(mpf_mul(
66
+ from_int((-1)**e*jacobi_symbol(m - 1, m)),
67
+ mpf_sqrt(from_int(k), prec), prec),
68
+ mpf_sin(arg, prec), prec)
69
+ if p == 3:
70
+ mod = 3*k
71
+ v = mod + v % mod
72
+ if e > 1:
73
+ v = (v*pow(64, k//3 - 1, mod)) % mod
74
+ m = _sqrt_mod_prime_power(v, 3, e + 1)[0]
75
+ arg = mpf_div(mpf_mul(from_int(4*m), pi, prec),
76
+ from_int(mod), prec)
77
+ return mpf_mul(mpf_mul(
78
+ from_int(2*(-1)**(e + 1)*legendre_symbol(m, 3)),
79
+ mpf_sqrt(from_int(k//3), prec), prec),
80
+ mpf_sin(arg, prec), prec)
81
+ v = k + v % k
82
+ if v % p == 0:
83
+ if e == 1:
84
+ return mpf_mul(
85
+ from_int(jacobi_symbol(3, k)),
86
+ mpf_sqrt(from_int(k), prec), prec)
87
+ return fzero
88
+ if not is_quad_residue(v, p):
89
+ return fzero
90
+ _phi = p**(e - 1)*(p - 1)
91
+ v = (v*pow(576, _phi - 1, k))
92
+ m = _sqrt_mod_prime_power(v, p, e)[0]
93
+ arg = mpf_div(
94
+ mpf_mul(from_int(4*m), pi, prec),
95
+ from_int(k), prec)
96
+ return mpf_mul(mpf_mul(
97
+ from_int(2*jacobi_symbol(3, k)),
98
+ mpf_sqrt(from_int(k), prec), prec),
99
+ mpf_cos(arg, prec), prec)
100
+
101
+ if p != 2 or e >= 3:
102
+ d1, d2 = igcd(k1, 24), igcd(k2, 24)
103
+ e = 24//(d1*d2)
104
+ n1 = ((d2*e*n + (k2**2 - 1)//d1)*
105
+ pow(e*k2*k2*d2, _totient[k1] - 1, k1)) % k1
106
+ n2 = ((d1*e*n + (k1**2 - 1)//d2)*
107
+ pow(e*k1*k1*d1, _totient[k2] - 1, k2)) % k2
108
+ return mpf_mul(_a(n1, k1, prec), _a(n2, k2, prec), prec)
109
+ if e == 2:
110
+ n1 = ((8*n + 5)*pow(128, _totient[k1] - 1, k1)) % k1
111
+ n2 = (4 + ((n - 2 - (k1**2 - 1)//8)*(k1**2)) % 4) % 4
112
+ return mpf_mul(mpf_mul(
113
+ from_int(-1),
114
+ _a(n1, k1, prec), prec),
115
+ _a(n2, k2, prec))
116
+ n1 = ((8*n + 1)*pow(32, _totient[k1] - 1, k1)) % k1
117
+ n2 = (2 + (n - (k1**2 - 1)//8) % 2) % 2
118
+ return mpf_mul(_a(n1, k1, prec), _a(n2, k2, prec), prec)
119
+
120
+ def _d(n, j, prec, sq23pi, sqrt8):
121
+ """
122
+ Compute the sinh term in the outer sum of the HRR formula.
123
+ The constants sqrt(2/3*pi) and sqrt(8) must be precomputed.
124
+ """
125
+ j = from_int(j)
126
+ pi = mpf_pi(prec)
127
+ a = mpf_div(sq23pi, j, prec)
128
+ b = mpf_sub(from_int(n), from_rational(1, 24, prec), prec)
129
+ c = mpf_sqrt(b, prec)
130
+ ch, sh = mpf_cosh_sinh(mpf_mul(a, c), prec)
131
+ D = mpf_div(
132
+ mpf_sqrt(j, prec),
133
+ mpf_mul(mpf_mul(sqrt8, b), pi), prec)
134
+ E = mpf_sub(mpf_mul(a, ch), mpf_div(sh, c, prec), prec)
135
+ return mpf_mul(D, E)
136
+
137
+
138
+ def npartitions(n, verbose=False):
139
+ """
140
+ Calculate the partition function P(n), i.e. the number of ways that
141
+ n can be written as a sum of positive integers.
142
+
143
+ P(n) is computed using the Hardy-Ramanujan-Rademacher formula [1]_.
144
+
145
+
146
+ The correctness of this implementation has been tested through $10^{10}$.
147
+
148
+ Examples
149
+ ========
150
+
151
+ >>> from sympy.ntheory import npartitions
152
+ >>> npartitions(25)
153
+ 1958
154
+
155
+ References
156
+ ==========
157
+
158
+ .. [1] https://mathworld.wolfram.com/PartitionFunctionP.html
159
+
160
+ """
161
+ n = int(n)
162
+ if n < 0:
163
+ return 0
164
+ if n <= 5:
165
+ return [1, 1, 2, 3, 5, 7][n]
166
+ if '_factor' not in globals():
167
+ _pre()
168
+ # Estimate number of bits in p(n). This formula could be tidied
169
+ pbits = int((
170
+ math.pi*(2*n/3.)**0.5 -
171
+ math.log(4*n))/math.log(10) + 1) * \
172
+ math.log(10, 2)
173
+ prec = p = int(pbits*1.1 + 100)
174
+ s = fzero
175
+ M = max(6, int(0.24*n**0.5 + 4))
176
+ if M > 10**5:
177
+ raise ValueError("Input too big") # Corresponds to n > 1.7e11
178
+ sq23pi = mpf_mul(mpf_sqrt(from_rational(2, 3, p), p), mpf_pi(p), p)
179
+ sqrt8 = mpf_sqrt(from_int(8), p)
180
+ for q in range(1, M):
181
+ a = _a(n, q, p)
182
+ d = _d(n, q, p, sq23pi, sqrt8)
183
+ s = mpf_add(s, mpf_mul(a, d), prec)
184
+ if verbose:
185
+ print("step", q, "of", M, to_str(a, 10), to_str(d, 10))
186
+ # On average, the terms decrease rapidly in magnitude.
187
+ # Dynamically reducing the precision greatly improves
188
+ # performance.
189
+ p = bitcount(abs(to_int(d))) + 50
190
+ return int(to_int(mpf_add(s, fhalf, prec)))
191
+
192
+ __all__ = ['npartitions']
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env-llmeval/lib/python3.10/site-packages/sympy/stats/__init__.py ADDED
@@ -0,0 +1,202 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ SymPy statistics module
3
+
4
+ Introduces a random variable type into the SymPy language.
5
+
6
+ Random variables may be declared using prebuilt functions such as
7
+ Normal, Exponential, Coin, Die, etc... or built with functions like FiniteRV.
8
+
9
+ Queries on random expressions can be made using the functions
10
+
11
+ ========================= =============================
12
+ Expression Meaning
13
+ ------------------------- -----------------------------
14
+ ``P(condition)`` Probability
15
+ ``E(expression)`` Expected value
16
+ ``H(expression)`` Entropy
17
+ ``variance(expression)`` Variance
18
+ ``density(expression)`` Probability Density Function
19
+ ``sample(expression)`` Produce a realization
20
+ ``where(condition)`` Where the condition is true
21
+ ========================= =============================
22
+
23
+ Examples
24
+ ========
25
+
26
+ >>> from sympy.stats import P, E, variance, Die, Normal
27
+ >>> from sympy import simplify
28
+ >>> X, Y = Die('X', 6), Die('Y', 6) # Define two six sided dice
29
+ >>> Z = Normal('Z', 0, 1) # Declare a Normal random variable with mean 0, std 1
30
+ >>> P(X>3) # Probability X is greater than 3
31
+ 1/2
32
+ >>> E(X+Y) # Expectation of the sum of two dice
33
+ 7
34
+ >>> variance(X+Y) # Variance of the sum of two dice
35
+ 35/6
36
+ >>> simplify(P(Z>1)) # Probability of Z being greater than 1
37
+ 1/2 - erf(sqrt(2)/2)/2
38
+
39
+
40
+ One could also create custom distribution and define custom random variables
41
+ as follows:
42
+
43
+ 1. If you want to create a Continuous Random Variable:
44
+
45
+ >>> from sympy.stats import ContinuousRV, P, E
46
+ >>> from sympy import exp, Symbol, Interval, oo
47
+ >>> x = Symbol('x')
48
+ >>> pdf = exp(-x) # pdf of the Continuous Distribution
49
+ >>> Z = ContinuousRV(x, pdf, set=Interval(0, oo))
50
+ >>> E(Z)
51
+ 1
52
+ >>> P(Z > 5)
53
+ exp(-5)
54
+
55
+ 1.1 To create an instance of Continuous Distribution:
56
+
57
+ >>> from sympy.stats import ContinuousDistributionHandmade
58
+ >>> from sympy import Lambda
59
+ >>> dist = ContinuousDistributionHandmade(Lambda(x, pdf), set=Interval(0, oo))
60
+ >>> dist.pdf(x)
61
+ exp(-x)
62
+
63
+ 2. If you want to create a Discrete Random Variable:
64
+
65
+ >>> from sympy.stats import DiscreteRV, P, E
66
+ >>> from sympy import Symbol, S
67
+ >>> p = S(1)/2
68
+ >>> x = Symbol('x', integer=True, positive=True)
69
+ >>> pdf = p*(1 - p)**(x - 1)
70
+ >>> D = DiscreteRV(x, pdf, set=S.Naturals)
71
+ >>> E(D)
72
+ 2
73
+ >>> P(D > 3)
74
+ 1/8
75
+
76
+ 2.1 To create an instance of Discrete Distribution:
77
+
78
+ >>> from sympy.stats import DiscreteDistributionHandmade
79
+ >>> from sympy import Lambda
80
+ >>> dist = DiscreteDistributionHandmade(Lambda(x, pdf), set=S.Naturals)
81
+ >>> dist.pdf(x)
82
+ 2**(1 - x)/2
83
+
84
+ 3. If you want to create a Finite Random Variable:
85
+
86
+ >>> from sympy.stats import FiniteRV, P, E
87
+ >>> from sympy import Rational, Eq
88
+ >>> pmf = {1: Rational(1, 3), 2: Rational(1, 6), 3: Rational(1, 4), 4: Rational(1, 4)}
89
+ >>> X = FiniteRV('X', pmf)
90
+ >>> E(X)
91
+ 29/12
92
+ >>> P(X > 3)
93
+ 1/4
94
+
95
+ 3.1 To create an instance of Finite Distribution:
96
+
97
+ >>> from sympy.stats import FiniteDistributionHandmade
98
+ >>> dist = FiniteDistributionHandmade(pmf)
99
+ >>> dist.pmf(x)
100
+ Lambda(x, Piecewise((1/3, Eq(x, 1)), (1/6, Eq(x, 2)), (1/4, Eq(x, 3) | Eq(x, 4)), (0, True)))
101
+ """
102
+
103
+ __all__ = [
104
+ 'P', 'E', 'H', 'density', 'where', 'given', 'sample', 'cdf','median',
105
+ 'characteristic_function', 'pspace', 'sample_iter', 'variance', 'std',
106
+ 'skewness', 'kurtosis', 'covariance', 'dependent', 'entropy', 'independent',
107
+ 'random_symbols', 'correlation', 'factorial_moment', 'moment', 'cmoment',
108
+ 'sampling_density', 'moment_generating_function', 'smoment', 'quantile',
109
+ 'coskewness', 'sample_stochastic_process',
110
+
111
+ 'FiniteRV', 'DiscreteUniform', 'Die', 'Bernoulli', 'Coin', 'Binomial',
112
+ 'BetaBinomial', 'Hypergeometric', 'Rademacher', 'IdealSoliton', 'RobustSoliton',
113
+ 'FiniteDistributionHandmade',
114
+
115
+ 'ContinuousRV', 'Arcsin', 'Benini', 'Beta', 'BetaNoncentral', 'BetaPrime',
116
+ 'BoundedPareto', 'Cauchy', 'Chi', 'ChiNoncentral', 'ChiSquared', 'Dagum', 'Erlang',
117
+ 'ExGaussian', 'Exponential', 'ExponentialPower', 'FDistribution',
118
+ 'FisherZ', 'Frechet', 'Gamma', 'GammaInverse', 'Gompertz', 'Gumbel',
119
+ 'Kumaraswamy', 'Laplace', 'Levy', 'Logistic','LogCauchy', 'LogLogistic', 'LogitNormal', 'LogNormal', 'Lomax',
120
+ 'Moyal', 'Maxwell', 'Nakagami', 'Normal', 'GaussianInverse', 'Pareto', 'PowerFunction',
121
+ 'QuadraticU', 'RaisedCosine', 'Rayleigh','Reciprocal', 'StudentT', 'ShiftedGompertz',
122
+ 'Trapezoidal', 'Triangular', 'Uniform', 'UniformSum', 'VonMises', 'Wald',
123
+ 'Weibull', 'WignerSemicircle', 'ContinuousDistributionHandmade',
124
+
125
+ 'FlorySchulz', 'Geometric','Hermite', 'Logarithmic', 'NegativeBinomial', 'Poisson', 'Skellam',
126
+ 'YuleSimon', 'Zeta', 'DiscreteRV', 'DiscreteDistributionHandmade',
127
+
128
+ 'JointRV', 'Dirichlet', 'GeneralizedMultivariateLogGamma',
129
+ 'GeneralizedMultivariateLogGammaOmega', 'Multinomial', 'MultivariateBeta',
130
+ 'MultivariateEwens', 'MultivariateT', 'NegativeMultinomial',
131
+ 'NormalGamma', 'MultivariateNormal', 'MultivariateLaplace', 'marginal_distribution',
132
+
133
+ 'StochasticProcess', 'DiscreteTimeStochasticProcess',
134
+ 'DiscreteMarkovChain', 'TransitionMatrixOf', 'StochasticStateSpaceOf',
135
+ 'GeneratorMatrixOf', 'ContinuousMarkovChain', 'BernoulliProcess',
136
+ 'PoissonProcess', 'WienerProcess', 'GammaProcess',
137
+
138
+ 'CircularEnsemble', 'CircularUnitaryEnsemble',
139
+ 'CircularOrthogonalEnsemble', 'CircularSymplecticEnsemble',
140
+ 'GaussianEnsemble', 'GaussianUnitaryEnsemble',
141
+ 'GaussianOrthogonalEnsemble', 'GaussianSymplecticEnsemble',
142
+ 'joint_eigen_distribution', 'JointEigenDistribution',
143
+ 'level_spacing_distribution',
144
+
145
+ 'MatrixGamma', 'Wishart', 'MatrixNormal', 'MatrixStudentT',
146
+
147
+ 'Probability', 'Expectation', 'Variance', 'Covariance', 'Moment',
148
+ 'CentralMoment',
149
+
150
+ 'ExpectationMatrix', 'VarianceMatrix', 'CrossCovarianceMatrix'
151
+
152
+ ]
153
+ from .rv_interface import (P, E, H, density, where, given, sample, cdf, median,
154
+ characteristic_function, pspace, sample_iter, variance, std, skewness,
155
+ kurtosis, covariance, dependent, entropy, independent, random_symbols,
156
+ correlation, factorial_moment, moment, cmoment, sampling_density,
157
+ moment_generating_function, smoment, quantile, coskewness,
158
+ sample_stochastic_process)
159
+
160
+ from .frv_types import (FiniteRV, DiscreteUniform, Die, Bernoulli, Coin,
161
+ Binomial, BetaBinomial, Hypergeometric, Rademacher,
162
+ FiniteDistributionHandmade, IdealSoliton, RobustSoliton)
163
+
164
+ from .crv_types import (ContinuousRV, Arcsin, Benini, Beta, BetaNoncentral,
165
+ BetaPrime, BoundedPareto, Cauchy, Chi, ChiNoncentral, ChiSquared,
166
+ Dagum, Erlang, ExGaussian, Exponential, ExponentialPower,
167
+ FDistribution, FisherZ, Frechet, Gamma, GammaInverse, GaussianInverse,
168
+ Gompertz, Gumbel, Kumaraswamy, Laplace, Levy, Logistic, LogCauchy,
169
+ LogLogistic, LogitNormal, LogNormal, Lomax, Maxwell, Moyal, Nakagami,
170
+ Normal, Pareto, QuadraticU, RaisedCosine, Rayleigh, Reciprocal,
171
+ StudentT, PowerFunction, ShiftedGompertz, Trapezoidal, Triangular,
172
+ Uniform, UniformSum, VonMises, Wald, Weibull, WignerSemicircle,
173
+ ContinuousDistributionHandmade)
174
+
175
+ from .drv_types import (FlorySchulz, Geometric, Hermite, Logarithmic, NegativeBinomial, Poisson,
176
+ Skellam, YuleSimon, Zeta, DiscreteRV, DiscreteDistributionHandmade)
177
+
178
+ from .joint_rv_types import (JointRV, Dirichlet,
179
+ GeneralizedMultivariateLogGamma, GeneralizedMultivariateLogGammaOmega,
180
+ Multinomial, MultivariateBeta, MultivariateEwens, MultivariateT,
181
+ NegativeMultinomial, NormalGamma, MultivariateNormal, MultivariateLaplace,
182
+ marginal_distribution)
183
+
184
+ from .stochastic_process_types import (StochasticProcess,
185
+ DiscreteTimeStochasticProcess, DiscreteMarkovChain,
186
+ TransitionMatrixOf, StochasticStateSpaceOf, GeneratorMatrixOf,
187
+ ContinuousMarkovChain, BernoulliProcess, PoissonProcess, WienerProcess,
188
+ GammaProcess)
189
+
190
+ from .random_matrix_models import (CircularEnsemble, CircularUnitaryEnsemble,
191
+ CircularOrthogonalEnsemble, CircularSymplecticEnsemble,
192
+ GaussianEnsemble, GaussianUnitaryEnsemble, GaussianOrthogonalEnsemble,
193
+ GaussianSymplecticEnsemble, joint_eigen_distribution,
194
+ JointEigenDistribution, level_spacing_distribution)
195
+
196
+ from .matrix_distributions import MatrixGamma, Wishart, MatrixNormal, MatrixStudentT
197
+
198
+ from .symbolic_probability import (Probability, Expectation, Variance,
199
+ Covariance, Moment, CentralMoment)
200
+
201
+ from .symbolic_multivariate_probability import (ExpectationMatrix, VarianceMatrix,
202
+ CrossCovarianceMatrix)
env-llmeval/lib/python3.10/site-packages/sympy/stats/compound_rv.py ADDED
@@ -0,0 +1,223 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.concrete.summations import Sum
2
+ from sympy.core.basic import Basic
3
+ from sympy.core.function import Lambda
4
+ from sympy.core.symbol import Dummy
5
+ from sympy.integrals.integrals import Integral
6
+ from sympy.stats.rv import (NamedArgsMixin, random_symbols, _symbol_converter,
7
+ PSpace, RandomSymbol, is_random, Distribution)
8
+ from sympy.stats.crv import ContinuousDistribution, SingleContinuousPSpace
9
+ from sympy.stats.drv import DiscreteDistribution, SingleDiscretePSpace
10
+ from sympy.stats.frv import SingleFiniteDistribution, SingleFinitePSpace
11
+ from sympy.stats.crv_types import ContinuousDistributionHandmade
12
+ from sympy.stats.drv_types import DiscreteDistributionHandmade
13
+ from sympy.stats.frv_types import FiniteDistributionHandmade
14
+
15
+
16
+ class CompoundPSpace(PSpace):
17
+ """
18
+ A temporary Probability Space for the Compound Distribution. After
19
+ Marginalization, this returns the corresponding Probability Space of the
20
+ parent distribution.
21
+ """
22
+
23
+ def __new__(cls, s, distribution):
24
+ s = _symbol_converter(s)
25
+ if isinstance(distribution, ContinuousDistribution):
26
+ return SingleContinuousPSpace(s, distribution)
27
+ if isinstance(distribution, DiscreteDistribution):
28
+ return SingleDiscretePSpace(s, distribution)
29
+ if isinstance(distribution, SingleFiniteDistribution):
30
+ return SingleFinitePSpace(s, distribution)
31
+ if not isinstance(distribution, CompoundDistribution):
32
+ raise ValueError("%s should be an isinstance of "
33
+ "CompoundDistribution"%(distribution))
34
+ return Basic.__new__(cls, s, distribution)
35
+
36
+ @property
37
+ def value(self):
38
+ return RandomSymbol(self.symbol, self)
39
+
40
+ @property
41
+ def symbol(self):
42
+ return self.args[0]
43
+
44
+ @property
45
+ def is_Continuous(self):
46
+ return self.distribution.is_Continuous
47
+
48
+ @property
49
+ def is_Finite(self):
50
+ return self.distribution.is_Finite
51
+
52
+ @property
53
+ def is_Discrete(self):
54
+ return self.distribution.is_Discrete
55
+
56
+ @property
57
+ def distribution(self):
58
+ return self.args[1]
59
+
60
+ @property
61
+ def pdf(self):
62
+ return self.distribution.pdf(self.symbol)
63
+
64
+ @property
65
+ def set(self):
66
+ return self.distribution.set
67
+
68
+ @property
69
+ def domain(self):
70
+ return self._get_newpspace().domain
71
+
72
+ def _get_newpspace(self, evaluate=False):
73
+ x = Dummy('x')
74
+ parent_dist = self.distribution.args[0]
75
+ func = Lambda(x, self.distribution.pdf(x, evaluate))
76
+ new_pspace = self._transform_pspace(self.symbol, parent_dist, func)
77
+ if new_pspace is not None:
78
+ return new_pspace
79
+ message = ("Compound Distribution for %s is not implemented yet" % str(parent_dist))
80
+ raise NotImplementedError(message)
81
+
82
+ def _transform_pspace(self, sym, dist, pdf):
83
+ """
84
+ This function returns the new pspace of the distribution using handmade
85
+ Distributions and their corresponding pspace.
86
+ """
87
+ pdf = Lambda(sym, pdf(sym))
88
+ _set = dist.set
89
+ if isinstance(dist, ContinuousDistribution):
90
+ return SingleContinuousPSpace(sym, ContinuousDistributionHandmade(pdf, _set))
91
+ elif isinstance(dist, DiscreteDistribution):
92
+ return SingleDiscretePSpace(sym, DiscreteDistributionHandmade(pdf, _set))
93
+ elif isinstance(dist, SingleFiniteDistribution):
94
+ dens = {k: pdf(k) for k in _set}
95
+ return SingleFinitePSpace(sym, FiniteDistributionHandmade(dens))
96
+
97
+ def compute_density(self, expr, *, compound_evaluate=True, **kwargs):
98
+ new_pspace = self._get_newpspace(compound_evaluate)
99
+ expr = expr.subs({self.value: new_pspace.value})
100
+ return new_pspace.compute_density(expr, **kwargs)
101
+
102
+ def compute_cdf(self, expr, *, compound_evaluate=True, **kwargs):
103
+ new_pspace = self._get_newpspace(compound_evaluate)
104
+ expr = expr.subs({self.value: new_pspace.value})
105
+ return new_pspace.compute_cdf(expr, **kwargs)
106
+
107
+ def compute_expectation(self, expr, rvs=None, evaluate=False, **kwargs):
108
+ new_pspace = self._get_newpspace(evaluate)
109
+ expr = expr.subs({self.value: new_pspace.value})
110
+ if rvs:
111
+ rvs = rvs.subs({self.value: new_pspace.value})
112
+ if isinstance(new_pspace, SingleFinitePSpace):
113
+ return new_pspace.compute_expectation(expr, rvs, **kwargs)
114
+ return new_pspace.compute_expectation(expr, rvs, evaluate, **kwargs)
115
+
116
+ def probability(self, condition, *, compound_evaluate=True, **kwargs):
117
+ new_pspace = self._get_newpspace(compound_evaluate)
118
+ condition = condition.subs({self.value: new_pspace.value})
119
+ return new_pspace.probability(condition)
120
+
121
+ def conditional_space(self, condition, *, compound_evaluate=True, **kwargs):
122
+ new_pspace = self._get_newpspace(compound_evaluate)
123
+ condition = condition.subs({self.value: new_pspace.value})
124
+ return new_pspace.conditional_space(condition)
125
+
126
+
127
+ class CompoundDistribution(Distribution, NamedArgsMixin):
128
+ """
129
+ Class for Compound Distributions.
130
+
131
+ Parameters
132
+ ==========
133
+
134
+ dist : Distribution
135
+ Distribution must contain a random parameter
136
+
137
+ Examples
138
+ ========
139
+
140
+ >>> from sympy.stats.compound_rv import CompoundDistribution
141
+ >>> from sympy.stats.crv_types import NormalDistribution
142
+ >>> from sympy.stats import Normal
143
+ >>> from sympy.abc import x
144
+ >>> X = Normal('X', 2, 4)
145
+ >>> N = NormalDistribution(X, 4)
146
+ >>> C = CompoundDistribution(N)
147
+ >>> C.set
148
+ Interval(-oo, oo)
149
+ >>> C.pdf(x, evaluate=True).simplify()
150
+ exp(-x**2/64 + x/16 - 1/16)/(8*sqrt(pi))
151
+
152
+ References
153
+ ==========
154
+
155
+ .. [1] https://en.wikipedia.org/wiki/Compound_probability_distribution
156
+
157
+ """
158
+
159
+ def __new__(cls, dist):
160
+ if not isinstance(dist, (ContinuousDistribution,
161
+ SingleFiniteDistribution, DiscreteDistribution)):
162
+ message = "Compound Distribution for %s is not implemented yet" % str(dist)
163
+ raise NotImplementedError(message)
164
+ if not cls._compound_check(dist):
165
+ return dist
166
+ return Basic.__new__(cls, dist)
167
+
168
+ @property
169
+ def set(self):
170
+ return self.args[0].set
171
+
172
+ @property
173
+ def is_Continuous(self):
174
+ return isinstance(self.args[0], ContinuousDistribution)
175
+
176
+ @property
177
+ def is_Finite(self):
178
+ return isinstance(self.args[0], SingleFiniteDistribution)
179
+
180
+ @property
181
+ def is_Discrete(self):
182
+ return isinstance(self.args[0], DiscreteDistribution)
183
+
184
+ def pdf(self, x, evaluate=False):
185
+ dist = self.args[0]
186
+ randoms = [rv for rv in dist.args if is_random(rv)]
187
+ if isinstance(dist, SingleFiniteDistribution):
188
+ y = Dummy('y', integer=True, negative=False)
189
+ expr = dist.pmf(y)
190
+ else:
191
+ y = Dummy('y')
192
+ expr = dist.pdf(y)
193
+ for rv in randoms:
194
+ expr = self._marginalise(expr, rv, evaluate)
195
+ return Lambda(y, expr)(x)
196
+
197
+ def _marginalise(self, expr, rv, evaluate):
198
+ if isinstance(rv.pspace.distribution, SingleFiniteDistribution):
199
+ rv_dens = rv.pspace.distribution.pmf(rv)
200
+ else:
201
+ rv_dens = rv.pspace.distribution.pdf(rv)
202
+ rv_dom = rv.pspace.domain.set
203
+ if rv.pspace.is_Discrete or rv.pspace.is_Finite:
204
+ expr = Sum(expr*rv_dens, (rv, rv_dom._inf,
205
+ rv_dom._sup))
206
+ else:
207
+ expr = Integral(expr*rv_dens, (rv, rv_dom._inf,
208
+ rv_dom._sup))
209
+ if evaluate:
210
+ return expr.doit()
211
+ return expr
212
+
213
+ @classmethod
214
+ def _compound_check(self, dist):
215
+ """
216
+ Checks if the given distribution contains random parameters.
217
+ """
218
+ randoms = []
219
+ for arg in dist.args:
220
+ randoms.extend(random_symbols(arg))
221
+ if len(randoms) == 0:
222
+ return False
223
+ return True
env-llmeval/lib/python3.10/site-packages/sympy/stats/crv.py ADDED
@@ -0,0 +1,570 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Continuous Random Variables Module
3
+
4
+ See Also
5
+ ========
6
+ sympy.stats.crv_types
7
+ sympy.stats.rv
8
+ sympy.stats.frv
9
+ """
10
+
11
+
12
+ from sympy.core.basic import Basic
13
+ from sympy.core.cache import cacheit
14
+ from sympy.core.function import Lambda, PoleError
15
+ from sympy.core.numbers import (I, nan, oo)
16
+ from sympy.core.relational import (Eq, Ne)
17
+ from sympy.core.singleton import S
18
+ from sympy.core.symbol import (Dummy, symbols)
19
+ from sympy.core.sympify import _sympify, sympify
20
+ from sympy.functions.combinatorial.factorials import factorial
21
+ from sympy.functions.elementary.exponential import exp
22
+ from sympy.functions.elementary.piecewise import Piecewise
23
+ from sympy.functions.special.delta_functions import DiracDelta
24
+ from sympy.integrals.integrals import (Integral, integrate)
25
+ from sympy.logic.boolalg import (And, Or)
26
+ from sympy.polys.polyerrors import PolynomialError
27
+ from sympy.polys.polytools import poly
28
+ from sympy.series.series import series
29
+ from sympy.sets.sets import (FiniteSet, Intersection, Interval, Union)
30
+ from sympy.solvers.solveset import solveset
31
+ from sympy.solvers.inequalities import reduce_rational_inequalities
32
+ from sympy.stats.rv import (RandomDomain, SingleDomain, ConditionalDomain, is_random,
33
+ ProductDomain, PSpace, SinglePSpace, random_symbols, NamedArgsMixin, Distribution)
34
+
35
+
36
+ class ContinuousDomain(RandomDomain):
37
+ """
38
+ A domain with continuous support
39
+
40
+ Represented using symbols and Intervals.
41
+ """
42
+ is_Continuous = True
43
+
44
+ def as_boolean(self):
45
+ raise NotImplementedError("Not Implemented for generic Domains")
46
+
47
+
48
+ class SingleContinuousDomain(ContinuousDomain, SingleDomain):
49
+ """
50
+ A univariate domain with continuous support
51
+
52
+ Represented using a single symbol and interval.
53
+ """
54
+ def compute_expectation(self, expr, variables=None, **kwargs):
55
+ if variables is None:
56
+ variables = self.symbols
57
+ if not variables:
58
+ return expr
59
+ if frozenset(variables) != frozenset(self.symbols):
60
+ raise ValueError("Values should be equal")
61
+ # assumes only intervals
62
+ return Integral(expr, (self.symbol, self.set), **kwargs)
63
+
64
+ def as_boolean(self):
65
+ return self.set.as_relational(self.symbol)
66
+
67
+
68
+ class ProductContinuousDomain(ProductDomain, ContinuousDomain):
69
+ """
70
+ A collection of independent domains with continuous support
71
+ """
72
+
73
+ def compute_expectation(self, expr, variables=None, **kwargs):
74
+ if variables is None:
75
+ variables = self.symbols
76
+ for domain in self.domains:
77
+ domain_vars = frozenset(variables) & frozenset(domain.symbols)
78
+ if domain_vars:
79
+ expr = domain.compute_expectation(expr, domain_vars, **kwargs)
80
+ return expr
81
+
82
+ def as_boolean(self):
83
+ return And(*[domain.as_boolean() for domain in self.domains])
84
+
85
+
86
+ class ConditionalContinuousDomain(ContinuousDomain, ConditionalDomain):
87
+ """
88
+ A domain with continuous support that has been further restricted by a
89
+ condition such as $x > 3$.
90
+ """
91
+
92
+ def compute_expectation(self, expr, variables=None, **kwargs):
93
+ if variables is None:
94
+ variables = self.symbols
95
+ if not variables:
96
+ return expr
97
+ # Extract the full integral
98
+ fullintgrl = self.fulldomain.compute_expectation(expr, variables)
99
+ # separate into integrand and limits
100
+ integrand, limits = fullintgrl.function, list(fullintgrl.limits)
101
+
102
+ conditions = [self.condition]
103
+ while conditions:
104
+ cond = conditions.pop()
105
+ if cond.is_Boolean:
106
+ if isinstance(cond, And):
107
+ conditions.extend(cond.args)
108
+ elif isinstance(cond, Or):
109
+ raise NotImplementedError("Or not implemented here")
110
+ elif cond.is_Relational:
111
+ if cond.is_Equality:
112
+ # Add the appropriate Delta to the integrand
113
+ integrand *= DiracDelta(cond.lhs - cond.rhs)
114
+ else:
115
+ symbols = cond.free_symbols & set(self.symbols)
116
+ if len(symbols) != 1: # Can't handle x > y
117
+ raise NotImplementedError(
118
+ "Multivariate Inequalities not yet implemented")
119
+ # Can handle x > 0
120
+ symbol = symbols.pop()
121
+ # Find the limit with x, such as (x, -oo, oo)
122
+ for i, limit in enumerate(limits):
123
+ if limit[0] == symbol:
124
+ # Make condition into an Interval like [0, oo]
125
+ cintvl = reduce_rational_inequalities_wrap(
126
+ cond, symbol)
127
+ # Make limit into an Interval like [-oo, oo]
128
+ lintvl = Interval(limit[1], limit[2])
129
+ # Intersect them to get [0, oo]
130
+ intvl = cintvl.intersect(lintvl)
131
+ # Put back into limits list
132
+ limits[i] = (symbol, intvl.left, intvl.right)
133
+ else:
134
+ raise TypeError(
135
+ "Condition %s is not a relational or Boolean" % cond)
136
+
137
+ return Integral(integrand, *limits, **kwargs)
138
+
139
+ def as_boolean(self):
140
+ return And(self.fulldomain.as_boolean(), self.condition)
141
+
142
+ @property
143
+ def set(self):
144
+ if len(self.symbols) == 1:
145
+ return (self.fulldomain.set & reduce_rational_inequalities_wrap(
146
+ self.condition, tuple(self.symbols)[0]))
147
+ else:
148
+ raise NotImplementedError(
149
+ "Set of Conditional Domain not Implemented")
150
+
151
+
152
+ class ContinuousDistribution(Distribution):
153
+ def __call__(self, *args):
154
+ return self.pdf(*args)
155
+
156
+
157
+ class SingleContinuousDistribution(ContinuousDistribution, NamedArgsMixin):
158
+ """ Continuous distribution of a single variable.
159
+
160
+ Explanation
161
+ ===========
162
+
163
+ Serves as superclass for Normal/Exponential/UniformDistribution etc....
164
+
165
+ Represented by parameters for each of the specific classes. E.g
166
+ NormalDistribution is represented by a mean and standard deviation.
167
+
168
+ Provides methods for pdf, cdf, and sampling.
169
+
170
+ See Also
171
+ ========
172
+
173
+ sympy.stats.crv_types.*
174
+ """
175
+
176
+ set = Interval(-oo, oo)
177
+
178
+ def __new__(cls, *args):
179
+ args = list(map(sympify, args))
180
+ return Basic.__new__(cls, *args)
181
+
182
+ @staticmethod
183
+ def check(*args):
184
+ pass
185
+
186
+ @cacheit
187
+ def compute_cdf(self, **kwargs):
188
+ """ Compute the CDF from the PDF.
189
+
190
+ Returns a Lambda.
191
+ """
192
+ x, z = symbols('x, z', real=True, cls=Dummy)
193
+ left_bound = self.set.start
194
+
195
+ # CDF is integral of PDF from left bound to z
196
+ pdf = self.pdf(x)
197
+ cdf = integrate(pdf.doit(), (x, left_bound, z), **kwargs)
198
+ # CDF Ensure that CDF left of left_bound is zero
199
+ cdf = Piecewise((cdf, z >= left_bound), (0, True))
200
+ return Lambda(z, cdf)
201
+
202
+ def _cdf(self, x):
203
+ return None
204
+
205
+ def cdf(self, x, **kwargs):
206
+ """ Cumulative density function """
207
+ if len(kwargs) == 0:
208
+ cdf = self._cdf(x)
209
+ if cdf is not None:
210
+ return cdf
211
+ return self.compute_cdf(**kwargs)(x)
212
+
213
+ @cacheit
214
+ def compute_characteristic_function(self, **kwargs):
215
+ """ Compute the characteristic function from the PDF.
216
+
217
+ Returns a Lambda.
218
+ """
219
+ x, t = symbols('x, t', real=True, cls=Dummy)
220
+ pdf = self.pdf(x)
221
+ cf = integrate(exp(I*t*x)*pdf, (x, self.set))
222
+ return Lambda(t, cf)
223
+
224
+ def _characteristic_function(self, t):
225
+ return None
226
+
227
+ def characteristic_function(self, t, **kwargs):
228
+ """ Characteristic function """
229
+ if len(kwargs) == 0:
230
+ cf = self._characteristic_function(t)
231
+ if cf is not None:
232
+ return cf
233
+ return self.compute_characteristic_function(**kwargs)(t)
234
+
235
+ @cacheit
236
+ def compute_moment_generating_function(self, **kwargs):
237
+ """ Compute the moment generating function from the PDF.
238
+
239
+ Returns a Lambda.
240
+ """
241
+ x, t = symbols('x, t', real=True, cls=Dummy)
242
+ pdf = self.pdf(x)
243
+ mgf = integrate(exp(t * x) * pdf, (x, self.set))
244
+ return Lambda(t, mgf)
245
+
246
+ def _moment_generating_function(self, t):
247
+ return None
248
+
249
+ def moment_generating_function(self, t, **kwargs):
250
+ """ Moment generating function """
251
+ if not kwargs:
252
+ mgf = self._moment_generating_function(t)
253
+ if mgf is not None:
254
+ return mgf
255
+ return self.compute_moment_generating_function(**kwargs)(t)
256
+
257
+ def expectation(self, expr, var, evaluate=True, **kwargs):
258
+ """ Expectation of expression over distribution """
259
+ if evaluate:
260
+ try:
261
+ p = poly(expr, var)
262
+ if p.is_zero:
263
+ return S.Zero
264
+ t = Dummy('t', real=True)
265
+ mgf = self._moment_generating_function(t)
266
+ if mgf is None:
267
+ return integrate(expr * self.pdf(var), (var, self.set), **kwargs)
268
+ deg = p.degree()
269
+ taylor = poly(series(mgf, t, 0, deg + 1).removeO(), t)
270
+ result = 0
271
+ for k in range(deg+1):
272
+ result += p.coeff_monomial(var ** k) * taylor.coeff_monomial(t ** k) * factorial(k)
273
+ return result
274
+ except PolynomialError:
275
+ return integrate(expr * self.pdf(var), (var, self.set), **kwargs)
276
+ else:
277
+ return Integral(expr * self.pdf(var), (var, self.set), **kwargs)
278
+
279
+ @cacheit
280
+ def compute_quantile(self, **kwargs):
281
+ """ Compute the Quantile from the PDF.
282
+
283
+ Returns a Lambda.
284
+ """
285
+ x, p = symbols('x, p', real=True, cls=Dummy)
286
+ left_bound = self.set.start
287
+
288
+ pdf = self.pdf(x)
289
+ cdf = integrate(pdf, (x, left_bound, x), **kwargs)
290
+ quantile = solveset(cdf - p, x, self.set)
291
+ return Lambda(p, Piecewise((quantile, (p >= 0) & (p <= 1) ), (nan, True)))
292
+
293
+ def _quantile(self, x):
294
+ return None
295
+
296
+ def quantile(self, x, **kwargs):
297
+ """ Cumulative density function """
298
+ if len(kwargs) == 0:
299
+ quantile = self._quantile(x)
300
+ if quantile is not None:
301
+ return quantile
302
+ return self.compute_quantile(**kwargs)(x)
303
+
304
+
305
+ class ContinuousPSpace(PSpace):
306
+ """ Continuous Probability Space
307
+
308
+ Represents the likelihood of an event space defined over a continuum.
309
+
310
+ Represented with a ContinuousDomain and a PDF (Lambda-Like)
311
+ """
312
+
313
+ is_Continuous = True
314
+ is_real = True
315
+
316
+ @property
317
+ def pdf(self):
318
+ return self.density(*self.domain.symbols)
319
+
320
+ def compute_expectation(self, expr, rvs=None, evaluate=False, **kwargs):
321
+ if rvs is None:
322
+ rvs = self.values
323
+ else:
324
+ rvs = frozenset(rvs)
325
+
326
+ expr = expr.xreplace({rv: rv.symbol for rv in rvs})
327
+
328
+ domain_symbols = frozenset(rv.symbol for rv in rvs)
329
+
330
+ return self.domain.compute_expectation(self.pdf * expr,
331
+ domain_symbols, **kwargs)
332
+
333
+ def compute_density(self, expr, **kwargs):
334
+ # Common case Density(X) where X in self.values
335
+ if expr in self.values:
336
+ # Marginalize all other random symbols out of the density
337
+ randomsymbols = tuple(set(self.values) - frozenset([expr]))
338
+ symbols = tuple(rs.symbol for rs in randomsymbols)
339
+ pdf = self.domain.compute_expectation(self.pdf, symbols, **kwargs)
340
+ return Lambda(expr.symbol, pdf)
341
+
342
+ z = Dummy('z', real=True)
343
+ return Lambda(z, self.compute_expectation(DiracDelta(expr - z), **kwargs))
344
+
345
+ @cacheit
346
+ def compute_cdf(self, expr, **kwargs):
347
+ if not self.domain.set.is_Interval:
348
+ raise ValueError(
349
+ "CDF not well defined on multivariate expressions")
350
+
351
+ d = self.compute_density(expr, **kwargs)
352
+ x, z = symbols('x, z', real=True, cls=Dummy)
353
+ left_bound = self.domain.set.start
354
+
355
+ # CDF is integral of PDF from left bound to z
356
+ cdf = integrate(d(x), (x, left_bound, z), **kwargs)
357
+ # CDF Ensure that CDF left of left_bound is zero
358
+ cdf = Piecewise((cdf, z >= left_bound), (0, True))
359
+ return Lambda(z, cdf)
360
+
361
+ @cacheit
362
+ def compute_characteristic_function(self, expr, **kwargs):
363
+ if not self.domain.set.is_Interval:
364
+ raise NotImplementedError("Characteristic function of multivariate expressions not implemented")
365
+
366
+ d = self.compute_density(expr, **kwargs)
367
+ x, t = symbols('x, t', real=True, cls=Dummy)
368
+ cf = integrate(exp(I*t*x)*d(x), (x, -oo, oo), **kwargs)
369
+ return Lambda(t, cf)
370
+
371
+ @cacheit
372
+ def compute_moment_generating_function(self, expr, **kwargs):
373
+ if not self.domain.set.is_Interval:
374
+ raise NotImplementedError("Moment generating function of multivariate expressions not implemented")
375
+
376
+ d = self.compute_density(expr, **kwargs)
377
+ x, t = symbols('x, t', real=True, cls=Dummy)
378
+ mgf = integrate(exp(t * x) * d(x), (x, -oo, oo), **kwargs)
379
+ return Lambda(t, mgf)
380
+
381
+ @cacheit
382
+ def compute_quantile(self, expr, **kwargs):
383
+ if not self.domain.set.is_Interval:
384
+ raise ValueError(
385
+ "Quantile not well defined on multivariate expressions")
386
+
387
+ d = self.compute_cdf(expr, **kwargs)
388
+ x = Dummy('x', real=True)
389
+ p = Dummy('p', positive=True)
390
+
391
+ quantile = solveset(d(x) - p, x, self.set)
392
+
393
+ return Lambda(p, quantile)
394
+
395
+ def probability(self, condition, **kwargs):
396
+ z = Dummy('z', real=True)
397
+ cond_inv = False
398
+ if isinstance(condition, Ne):
399
+ condition = Eq(condition.args[0], condition.args[1])
400
+ cond_inv = True
401
+ # Univariate case can be handled by where
402
+ try:
403
+ domain = self.where(condition)
404
+ rv = [rv for rv in self.values if rv.symbol == domain.symbol][0]
405
+ # Integrate out all other random variables
406
+ pdf = self.compute_density(rv, **kwargs)
407
+ # return S.Zero if `domain` is empty set
408
+ if domain.set is S.EmptySet or isinstance(domain.set, FiniteSet):
409
+ return S.Zero if not cond_inv else S.One
410
+ if isinstance(domain.set, Union):
411
+ return sum(
412
+ Integral(pdf(z), (z, subset), **kwargs) for subset in
413
+ domain.set.args if isinstance(subset, Interval))
414
+ # Integrate out the last variable over the special domain
415
+ return Integral(pdf(z), (z, domain.set), **kwargs)
416
+
417
+ # Other cases can be turned into univariate case
418
+ # by computing a density handled by density computation
419
+ except NotImplementedError:
420
+ from sympy.stats.rv import density
421
+ expr = condition.lhs - condition.rhs
422
+ if not is_random(expr):
423
+ dens = self.density
424
+ comp = condition.rhs
425
+ else:
426
+ dens = density(expr, **kwargs)
427
+ comp = 0
428
+ if not isinstance(dens, ContinuousDistribution):
429
+ from sympy.stats.crv_types import ContinuousDistributionHandmade
430
+ dens = ContinuousDistributionHandmade(dens, set=self.domain.set)
431
+ # Turn problem into univariate case
432
+ space = SingleContinuousPSpace(z, dens)
433
+ result = space.probability(condition.__class__(space.value, comp))
434
+ return result if not cond_inv else S.One - result
435
+
436
+ def where(self, condition):
437
+ rvs = frozenset(random_symbols(condition))
438
+ if not (len(rvs) == 1 and rvs.issubset(self.values)):
439
+ raise NotImplementedError(
440
+ "Multiple continuous random variables not supported")
441
+ rv = tuple(rvs)[0]
442
+ interval = reduce_rational_inequalities_wrap(condition, rv)
443
+ interval = interval.intersect(self.domain.set)
444
+ return SingleContinuousDomain(rv.symbol, interval)
445
+
446
+ def conditional_space(self, condition, normalize=True, **kwargs):
447
+ condition = condition.xreplace({rv: rv.symbol for rv in self.values})
448
+ domain = ConditionalContinuousDomain(self.domain, condition)
449
+ if normalize:
450
+ # create a clone of the variable to
451
+ # make sure that variables in nested integrals are different
452
+ # from the variables outside the integral
453
+ # this makes sure that they are evaluated separately
454
+ # and in the correct order
455
+ replacement = {rv: Dummy(str(rv)) for rv in self.symbols}
456
+ norm = domain.compute_expectation(self.pdf, **kwargs)
457
+ pdf = self.pdf / norm.xreplace(replacement)
458
+ # XXX: Converting set to tuple. The order matters to Lambda though
459
+ # so we shouldn't be starting with a set here...
460
+ density = Lambda(tuple(domain.symbols), pdf)
461
+
462
+ return ContinuousPSpace(domain, density)
463
+
464
+
465
+ class SingleContinuousPSpace(ContinuousPSpace, SinglePSpace):
466
+ """
467
+ A continuous probability space over a single univariate variable.
468
+
469
+ These consist of a Symbol and a SingleContinuousDistribution
470
+
471
+ This class is normally accessed through the various random variable
472
+ functions, Normal, Exponential, Uniform, etc....
473
+ """
474
+
475
+ @property
476
+ def set(self):
477
+ return self.distribution.set
478
+
479
+ @property
480
+ def domain(self):
481
+ return SingleContinuousDomain(sympify(self.symbol), self.set)
482
+
483
+ def sample(self, size=(), library='scipy', seed=None):
484
+ """
485
+ Internal sample method.
486
+
487
+ Returns dictionary mapping RandomSymbol to realization value.
488
+ """
489
+ return {self.value: self.distribution.sample(size, library=library, seed=seed)}
490
+
491
+ def compute_expectation(self, expr, rvs=None, evaluate=False, **kwargs):
492
+ rvs = rvs or (self.value,)
493
+ if self.value not in rvs:
494
+ return expr
495
+
496
+ expr = _sympify(expr)
497
+ expr = expr.xreplace({rv: rv.symbol for rv in rvs})
498
+
499
+ x = self.value.symbol
500
+ try:
501
+ return self.distribution.expectation(expr, x, evaluate=evaluate, **kwargs)
502
+ except PoleError:
503
+ return Integral(expr * self.pdf, (x, self.set), **kwargs)
504
+
505
+ def compute_cdf(self, expr, **kwargs):
506
+ if expr == self.value:
507
+ z = Dummy("z", real=True)
508
+ return Lambda(z, self.distribution.cdf(z, **kwargs))
509
+ else:
510
+ return ContinuousPSpace.compute_cdf(self, expr, **kwargs)
511
+
512
+ def compute_characteristic_function(self, expr, **kwargs):
513
+ if expr == self.value:
514
+ t = Dummy("t", real=True)
515
+ return Lambda(t, self.distribution.characteristic_function(t, **kwargs))
516
+ else:
517
+ return ContinuousPSpace.compute_characteristic_function(self, expr, **kwargs)
518
+
519
+ def compute_moment_generating_function(self, expr, **kwargs):
520
+ if expr == self.value:
521
+ t = Dummy("t", real=True)
522
+ return Lambda(t, self.distribution.moment_generating_function(t, **kwargs))
523
+ else:
524
+ return ContinuousPSpace.compute_moment_generating_function(self, expr, **kwargs)
525
+
526
+ def compute_density(self, expr, **kwargs):
527
+ # https://en.wikipedia.org/wiki/Random_variable#Functions_of_random_variables
528
+ if expr == self.value:
529
+ return self.density
530
+ y = Dummy('y', real=True)
531
+
532
+ gs = solveset(expr - y, self.value, S.Reals)
533
+
534
+ if isinstance(gs, Intersection) and S.Reals in gs.args:
535
+ gs = list(gs.args[1])
536
+
537
+ if not gs:
538
+ raise ValueError("Can not solve %s for %s"%(expr, self.value))
539
+ fx = self.compute_density(self.value)
540
+ fy = sum(fx(g) * abs(g.diff(y)) for g in gs)
541
+ return Lambda(y, fy)
542
+
543
+ def compute_quantile(self, expr, **kwargs):
544
+
545
+ if expr == self.value:
546
+ p = Dummy("p", real=True)
547
+ return Lambda(p, self.distribution.quantile(p, **kwargs))
548
+ else:
549
+ return ContinuousPSpace.compute_quantile(self, expr, **kwargs)
550
+
551
+ def _reduce_inequalities(conditions, var, **kwargs):
552
+ try:
553
+ return reduce_rational_inequalities(conditions, var, **kwargs)
554
+ except PolynomialError:
555
+ raise ValueError("Reduction of condition failed %s\n" % conditions[0])
556
+
557
+
558
+ def reduce_rational_inequalities_wrap(condition, var):
559
+ if condition.is_Relational:
560
+ return _reduce_inequalities([[condition]], var, relational=False)
561
+ if isinstance(condition, Or):
562
+ return Union(*[_reduce_inequalities([[arg]], var, relational=False)
563
+ for arg in condition.args])
564
+ if isinstance(condition, And):
565
+ intervals = [_reduce_inequalities([[arg]], var, relational=False)
566
+ for arg in condition.args]
567
+ I = intervals[0]
568
+ for i in intervals:
569
+ I = I.intersect(i)
570
+ return I
env-llmeval/lib/python3.10/site-packages/sympy/stats/crv_types.py ADDED
The diff for this file is too large to render. See raw diff
 
env-llmeval/lib/python3.10/site-packages/sympy/stats/drv.py ADDED
@@ -0,0 +1,350 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.concrete.summations import (Sum, summation)
2
+ from sympy.core.basic import Basic
3
+ from sympy.core.cache import cacheit
4
+ from sympy.core.function import Lambda
5
+ from sympy.core.numbers import I
6
+ from sympy.core.relational import (Eq, Ne)
7
+ from sympy.core.singleton import S
8
+ from sympy.core.symbol import (Dummy, symbols)
9
+ from sympy.core.sympify import sympify
10
+ from sympy.functions.combinatorial.factorials import factorial
11
+ from sympy.functions.elementary.exponential import exp
12
+ from sympy.functions.elementary.integers import floor
13
+ from sympy.functions.elementary.piecewise import Piecewise
14
+ from sympy.logic.boolalg import And
15
+ from sympy.polys.polytools import poly
16
+ from sympy.series.series import series
17
+
18
+ from sympy.polys.polyerrors import PolynomialError
19
+ from sympy.stats.crv import reduce_rational_inequalities_wrap
20
+ from sympy.stats.rv import (NamedArgsMixin, SinglePSpace, SingleDomain,
21
+ random_symbols, PSpace, ConditionalDomain, RandomDomain,
22
+ ProductDomain, Distribution)
23
+ from sympy.stats.symbolic_probability import Probability
24
+ from sympy.sets.fancysets import Range, FiniteSet
25
+ from sympy.sets.sets import Union
26
+ from sympy.sets.contains import Contains
27
+ from sympy.utilities import filldedent
28
+ from sympy.core.sympify import _sympify
29
+
30
+
31
+ class DiscreteDistribution(Distribution):
32
+ def __call__(self, *args):
33
+ return self.pdf(*args)
34
+
35
+
36
+ class SingleDiscreteDistribution(DiscreteDistribution, NamedArgsMixin):
37
+ """ Discrete distribution of a single variable.
38
+
39
+ Serves as superclass for PoissonDistribution etc....
40
+
41
+ Provides methods for pdf, cdf, and sampling
42
+
43
+ See Also:
44
+ sympy.stats.crv_types.*
45
+ """
46
+
47
+ set = S.Integers
48
+
49
+ def __new__(cls, *args):
50
+ args = list(map(sympify, args))
51
+ return Basic.__new__(cls, *args)
52
+
53
+ @staticmethod
54
+ def check(*args):
55
+ pass
56
+
57
+ @cacheit
58
+ def compute_cdf(self, **kwargs):
59
+ """ Compute the CDF from the PDF.
60
+
61
+ Returns a Lambda.
62
+ """
63
+ x = symbols('x', integer=True, cls=Dummy)
64
+ z = symbols('z', real=True, cls=Dummy)
65
+ left_bound = self.set.inf
66
+
67
+ # CDF is integral of PDF from left bound to z
68
+ pdf = self.pdf(x)
69
+ cdf = summation(pdf, (x, left_bound, floor(z)), **kwargs)
70
+ # CDF Ensure that CDF left of left_bound is zero
71
+ cdf = Piecewise((cdf, z >= left_bound), (0, True))
72
+ return Lambda(z, cdf)
73
+
74
+ def _cdf(self, x):
75
+ return None
76
+
77
+ def cdf(self, x, **kwargs):
78
+ """ Cumulative density function """
79
+ if not kwargs:
80
+ cdf = self._cdf(x)
81
+ if cdf is not None:
82
+ return cdf
83
+ return self.compute_cdf(**kwargs)(x)
84
+
85
+ @cacheit
86
+ def compute_characteristic_function(self, **kwargs):
87
+ """ Compute the characteristic function from the PDF.
88
+
89
+ Returns a Lambda.
90
+ """
91
+ x, t = symbols('x, t', real=True, cls=Dummy)
92
+ pdf = self.pdf(x)
93
+ cf = summation(exp(I*t*x)*pdf, (x, self.set.inf, self.set.sup))
94
+ return Lambda(t, cf)
95
+
96
+ def _characteristic_function(self, t):
97
+ return None
98
+
99
+ def characteristic_function(self, t, **kwargs):
100
+ """ Characteristic function """
101
+ if not kwargs:
102
+ cf = self._characteristic_function(t)
103
+ if cf is not None:
104
+ return cf
105
+ return self.compute_characteristic_function(**kwargs)(t)
106
+
107
+ @cacheit
108
+ def compute_moment_generating_function(self, **kwargs):
109
+ t = Dummy('t', real=True)
110
+ x = Dummy('x', integer=True)
111
+ pdf = self.pdf(x)
112
+ mgf = summation(exp(t*x)*pdf, (x, self.set.inf, self.set.sup))
113
+ return Lambda(t, mgf)
114
+
115
+ def _moment_generating_function(self, t):
116
+ return None
117
+
118
+ def moment_generating_function(self, t, **kwargs):
119
+ if not kwargs:
120
+ mgf = self._moment_generating_function(t)
121
+ if mgf is not None:
122
+ return mgf
123
+ return self.compute_moment_generating_function(**kwargs)(t)
124
+
125
+ @cacheit
126
+ def compute_quantile(self, **kwargs):
127
+ """ Compute the Quantile from the PDF.
128
+
129
+ Returns a Lambda.
130
+ """
131
+ x = Dummy('x', integer=True)
132
+ p = Dummy('p', real=True)
133
+ left_bound = self.set.inf
134
+ pdf = self.pdf(x)
135
+ cdf = summation(pdf, (x, left_bound, x), **kwargs)
136
+ set = ((x, p <= cdf), )
137
+ return Lambda(p, Piecewise(*set))
138
+
139
+ def _quantile(self, x):
140
+ return None
141
+
142
+ def quantile(self, x, **kwargs):
143
+ """ Cumulative density function """
144
+ if not kwargs:
145
+ quantile = self._quantile(x)
146
+ if quantile is not None:
147
+ return quantile
148
+ return self.compute_quantile(**kwargs)(x)
149
+
150
+ def expectation(self, expr, var, evaluate=True, **kwargs):
151
+ """ Expectation of expression over distribution """
152
+ # TODO: support discrete sets with non integer stepsizes
153
+
154
+ if evaluate:
155
+ try:
156
+ p = poly(expr, var)
157
+
158
+ t = Dummy('t', real=True)
159
+
160
+ mgf = self.moment_generating_function(t)
161
+ deg = p.degree()
162
+ taylor = poly(series(mgf, t, 0, deg + 1).removeO(), t)
163
+ result = 0
164
+ for k in range(deg+1):
165
+ result += p.coeff_monomial(var ** k) * taylor.coeff_monomial(t ** k) * factorial(k)
166
+
167
+ return result
168
+
169
+ except PolynomialError:
170
+ return summation(expr * self.pdf(var),
171
+ (var, self.set.inf, self.set.sup), **kwargs)
172
+
173
+ else:
174
+ return Sum(expr * self.pdf(var),
175
+ (var, self.set.inf, self.set.sup), **kwargs)
176
+
177
+ def __call__(self, *args):
178
+ return self.pdf(*args)
179
+
180
+
181
+ class DiscreteDomain(RandomDomain):
182
+ """
183
+ A domain with discrete support with step size one.
184
+ Represented using symbols and Range.
185
+ """
186
+ is_Discrete = True
187
+
188
+ class SingleDiscreteDomain(DiscreteDomain, SingleDomain):
189
+ def as_boolean(self):
190
+ return Contains(self.symbol, self.set)
191
+
192
+
193
+ class ConditionalDiscreteDomain(DiscreteDomain, ConditionalDomain):
194
+ """
195
+ Domain with discrete support of step size one, that is restricted by
196
+ some condition.
197
+ """
198
+ @property
199
+ def set(self):
200
+ rv = self.symbols
201
+ if len(self.symbols) > 1:
202
+ raise NotImplementedError(filldedent('''
203
+ Multivariate conditional domains are not yet implemented.'''))
204
+ rv = list(rv)[0]
205
+ return reduce_rational_inequalities_wrap(self.condition,
206
+ rv).intersect(self.fulldomain.set)
207
+
208
+
209
+ class DiscretePSpace(PSpace):
210
+ is_real = True
211
+ is_Discrete = True
212
+
213
+ @property
214
+ def pdf(self):
215
+ return self.density(*self.symbols)
216
+
217
+ def where(self, condition):
218
+ rvs = random_symbols(condition)
219
+ assert all(r.symbol in self.symbols for r in rvs)
220
+ if len(rvs) > 1:
221
+ raise NotImplementedError(filldedent('''Multivariate discrete
222
+ random variables are not yet supported.'''))
223
+ conditional_domain = reduce_rational_inequalities_wrap(condition,
224
+ rvs[0])
225
+ conditional_domain = conditional_domain.intersect(self.domain.set)
226
+ return SingleDiscreteDomain(rvs[0].symbol, conditional_domain)
227
+
228
+ def probability(self, condition):
229
+ complement = isinstance(condition, Ne)
230
+ if complement:
231
+ condition = Eq(condition.args[0], condition.args[1])
232
+ try:
233
+ _domain = self.where(condition).set
234
+ if condition == False or _domain is S.EmptySet:
235
+ return S.Zero
236
+ if condition == True or _domain == self.domain.set:
237
+ return S.One
238
+ prob = self.eval_prob(_domain)
239
+ except NotImplementedError:
240
+ from sympy.stats.rv import density
241
+ expr = condition.lhs - condition.rhs
242
+ dens = density(expr)
243
+ if not isinstance(dens, DiscreteDistribution):
244
+ from sympy.stats.drv_types import DiscreteDistributionHandmade
245
+ dens = DiscreteDistributionHandmade(dens)
246
+ z = Dummy('z', real=True)
247
+ space = SingleDiscretePSpace(z, dens)
248
+ prob = space.probability(condition.__class__(space.value, 0))
249
+ if prob is None:
250
+ prob = Probability(condition)
251
+ return prob if not complement else S.One - prob
252
+
253
+ def eval_prob(self, _domain):
254
+ sym = list(self.symbols)[0]
255
+ if isinstance(_domain, Range):
256
+ n = symbols('n', integer=True)
257
+ inf, sup, step = (r for r in _domain.args)
258
+ summand = ((self.pdf).replace(
259
+ sym, n*step))
260
+ rv = summation(summand,
261
+ (n, inf/step, (sup)/step - 1)).doit()
262
+ return rv
263
+ elif isinstance(_domain, FiniteSet):
264
+ pdf = Lambda(sym, self.pdf)
265
+ rv = sum(pdf(x) for x in _domain)
266
+ return rv
267
+ elif isinstance(_domain, Union):
268
+ rv = sum(self.eval_prob(x) for x in _domain.args)
269
+ return rv
270
+
271
+ def conditional_space(self, condition):
272
+ # XXX: Converting from set to tuple. The order matters to Lambda
273
+ # though so we should be starting with a set...
274
+ density = Lambda(tuple(self.symbols), self.pdf/self.probability(condition))
275
+ condition = condition.xreplace({rv: rv.symbol for rv in self.values})
276
+ domain = ConditionalDiscreteDomain(self.domain, condition)
277
+ return DiscretePSpace(domain, density)
278
+
279
+ class ProductDiscreteDomain(ProductDomain, DiscreteDomain):
280
+ def as_boolean(self):
281
+ return And(*[domain.as_boolean for domain in self.domains])
282
+
283
+ class SingleDiscretePSpace(DiscretePSpace, SinglePSpace):
284
+ """ Discrete probability space over a single univariate variable """
285
+ is_real = True
286
+
287
+ @property
288
+ def set(self):
289
+ return self.distribution.set
290
+
291
+ @property
292
+ def domain(self):
293
+ return SingleDiscreteDomain(self.symbol, self.set)
294
+
295
+ def sample(self, size=(), library='scipy', seed=None):
296
+ """
297
+ Internal sample method.
298
+
299
+ Returns dictionary mapping RandomSymbol to realization value.
300
+ """
301
+ return {self.value: self.distribution.sample(size, library=library, seed=seed)}
302
+
303
+ def compute_expectation(self, expr, rvs=None, evaluate=True, **kwargs):
304
+ rvs = rvs or (self.value,)
305
+ if self.value not in rvs:
306
+ return expr
307
+
308
+ expr = _sympify(expr)
309
+ expr = expr.xreplace({rv: rv.symbol for rv in rvs})
310
+
311
+ x = self.value.symbol
312
+ try:
313
+ return self.distribution.expectation(expr, x, evaluate=evaluate,
314
+ **kwargs)
315
+ except NotImplementedError:
316
+ return Sum(expr * self.pdf, (x, self.set.inf, self.set.sup),
317
+ **kwargs)
318
+
319
+ def compute_cdf(self, expr, **kwargs):
320
+ if expr == self.value:
321
+ x = Dummy("x", real=True)
322
+ return Lambda(x, self.distribution.cdf(x, **kwargs))
323
+ else:
324
+ raise NotImplementedError()
325
+
326
+ def compute_density(self, expr, **kwargs):
327
+ if expr == self.value:
328
+ return self.distribution
329
+ raise NotImplementedError()
330
+
331
+ def compute_characteristic_function(self, expr, **kwargs):
332
+ if expr == self.value:
333
+ t = Dummy("t", real=True)
334
+ return Lambda(t, self.distribution.characteristic_function(t, **kwargs))
335
+ else:
336
+ raise NotImplementedError()
337
+
338
+ def compute_moment_generating_function(self, expr, **kwargs):
339
+ if expr == self.value:
340
+ t = Dummy("t", real=True)
341
+ return Lambda(t, self.distribution.moment_generating_function(t, **kwargs))
342
+ else:
343
+ raise NotImplementedError()
344
+
345
+ def compute_quantile(self, expr, **kwargs):
346
+ if expr == self.value:
347
+ p = Dummy("p", real=True)
348
+ return Lambda(p, self.distribution.quantile(p, **kwargs))
349
+ else:
350
+ raise NotImplementedError()
env-llmeval/lib/python3.10/site-packages/sympy/stats/drv_types.py ADDED
@@ -0,0 +1,835 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+
3
+ Contains
4
+ ========
5
+ FlorySchulz
6
+ Geometric
7
+ Hermite
8
+ Logarithmic
9
+ NegativeBinomial
10
+ Poisson
11
+ Skellam
12
+ YuleSimon
13
+ Zeta
14
+ """
15
+
16
+
17
+
18
+ from sympy.concrete.summations import Sum
19
+ from sympy.core.basic import Basic
20
+ from sympy.core.function import Lambda
21
+ from sympy.core.numbers import I
22
+ from sympy.core.relational import Eq
23
+ from sympy.core.singleton import S
24
+ from sympy.core.symbol import Dummy
25
+ from sympy.core.sympify import sympify
26
+ from sympy.functions.combinatorial.factorials import (binomial, factorial)
27
+ from sympy.functions.elementary.exponential import (exp, log)
28
+ from sympy.functions.elementary.integers import floor
29
+ from sympy.functions.elementary.miscellaneous import sqrt
30
+ from sympy.functions.elementary.piecewise import Piecewise
31
+ from sympy.functions.special.bessel import besseli
32
+ from sympy.functions.special.beta_functions import beta
33
+ from sympy.functions.special.hyper import hyper
34
+ from sympy.functions.special.zeta_functions import (polylog, zeta)
35
+ from sympy.stats.drv import SingleDiscreteDistribution, SingleDiscretePSpace
36
+ from sympy.stats.rv import _value_check, is_random
37
+
38
+
39
+ __all__ = ['FlorySchulz',
40
+ 'Geometric',
41
+ 'Hermite',
42
+ 'Logarithmic',
43
+ 'NegativeBinomial',
44
+ 'Poisson',
45
+ 'Skellam',
46
+ 'YuleSimon',
47
+ 'Zeta'
48
+ ]
49
+
50
+
51
+ def rv(symbol, cls, *args, **kwargs):
52
+ args = list(map(sympify, args))
53
+ dist = cls(*args)
54
+ if kwargs.pop('check', True):
55
+ dist.check(*args)
56
+ pspace = SingleDiscretePSpace(symbol, dist)
57
+ if any(is_random(arg) for arg in args):
58
+ from sympy.stats.compound_rv import CompoundPSpace, CompoundDistribution
59
+ pspace = CompoundPSpace(symbol, CompoundDistribution(dist))
60
+ return pspace.value
61
+
62
+
63
+ class DiscreteDistributionHandmade(SingleDiscreteDistribution):
64
+ _argnames = ('pdf',)
65
+
66
+ def __new__(cls, pdf, set=S.Integers):
67
+ return Basic.__new__(cls, pdf, set)
68
+
69
+ @property
70
+ def set(self):
71
+ return self.args[1]
72
+
73
+ @staticmethod
74
+ def check(pdf, set):
75
+ x = Dummy('x')
76
+ val = Sum(pdf(x), (x, set._inf, set._sup)).doit()
77
+ _value_check(Eq(val, 1) != S.false, "The pdf is incorrect on the given set.")
78
+
79
+
80
+
81
+ def DiscreteRV(symbol, density, set=S.Integers, **kwargs):
82
+ """
83
+ Create a Discrete Random Variable given the following:
84
+
85
+ Parameters
86
+ ==========
87
+
88
+ symbol : Symbol
89
+ Represents name of the random variable.
90
+ density : Expression containing symbol
91
+ Represents probability density function.
92
+ set : set
93
+ Represents the region where the pdf is valid, by default is real line.
94
+ check : bool
95
+ If True, it will check whether the given density
96
+ integrates to 1 over the given set. If False, it
97
+ will not perform this check. Default is False.
98
+
99
+ Examples
100
+ ========
101
+
102
+ >>> from sympy.stats import DiscreteRV, P, E
103
+ >>> from sympy import Rational, Symbol
104
+ >>> x = Symbol('x')
105
+ >>> n = 10
106
+ >>> density = Rational(1, 10)
107
+ >>> X = DiscreteRV(x, density, set=set(range(n)))
108
+ >>> E(X)
109
+ 9/2
110
+ >>> P(X>3)
111
+ 3/5
112
+
113
+ Returns
114
+ =======
115
+
116
+ RandomSymbol
117
+
118
+ """
119
+ set = sympify(set)
120
+ pdf = Piecewise((density, set.as_relational(symbol)), (0, True))
121
+ pdf = Lambda(symbol, pdf)
122
+ # have a default of False while `rv` should have a default of True
123
+ kwargs['check'] = kwargs.pop('check', False)
124
+ return rv(symbol.name, DiscreteDistributionHandmade, pdf, set, **kwargs)
125
+
126
+
127
+ #-------------------------------------------------------------------------------
128
+ # Flory-Schulz distribution ------------------------------------------------------------
129
+
130
+ class FlorySchulzDistribution(SingleDiscreteDistribution):
131
+ _argnames = ('a',)
132
+ set = S.Naturals
133
+
134
+ @staticmethod
135
+ def check(a):
136
+ _value_check((0 < a, a < 1), "a must be between 0 and 1")
137
+
138
+ def pdf(self, k):
139
+ a = self.a
140
+ return (a**2 * k * (1 - a)**(k - 1))
141
+
142
+ def _characteristic_function(self, t):
143
+ a = self.a
144
+ return a**2*exp(I*t)/((1 + (a - 1)*exp(I*t))**2)
145
+
146
+ def _moment_generating_function(self, t):
147
+ a = self.a
148
+ return a**2*exp(t)/((1 + (a - 1)*exp(t))**2)
149
+
150
+
151
+ def FlorySchulz(name, a):
152
+ r"""
153
+ Create a discrete random variable with a FlorySchulz distribution.
154
+
155
+ The density of the FlorySchulz distribution is given by
156
+
157
+ .. math::
158
+ f(k) := (a^2) k (1 - a)^{k-1}
159
+
160
+ Parameters
161
+ ==========
162
+
163
+ a : A real number between 0 and 1
164
+
165
+ Returns
166
+ =======
167
+
168
+ RandomSymbol
169
+
170
+ Examples
171
+ ========
172
+
173
+ >>> from sympy.stats import density, E, variance, FlorySchulz
174
+ >>> from sympy import Symbol, S
175
+
176
+ >>> a = S.One / 5
177
+ >>> z = Symbol("z")
178
+
179
+ >>> X = FlorySchulz("x", a)
180
+
181
+ >>> density(X)(z)
182
+ (5/4)**(1 - z)*z/25
183
+
184
+ >>> E(X)
185
+ 9
186
+
187
+ >>> variance(X)
188
+ 40
189
+
190
+ References
191
+ ==========
192
+
193
+ https://en.wikipedia.org/wiki/Flory%E2%80%93Schulz_distribution
194
+ """
195
+ return rv(name, FlorySchulzDistribution, a)
196
+
197
+
198
+ #-------------------------------------------------------------------------------
199
+ # Geometric distribution ------------------------------------------------------------
200
+
201
+ class GeometricDistribution(SingleDiscreteDistribution):
202
+ _argnames = ('p',)
203
+ set = S.Naturals
204
+
205
+ @staticmethod
206
+ def check(p):
207
+ _value_check((0 < p, p <= 1), "p must be between 0 and 1")
208
+
209
+ def pdf(self, k):
210
+ return (1 - self.p)**(k - 1) * self.p
211
+
212
+ def _characteristic_function(self, t):
213
+ p = self.p
214
+ return p * exp(I*t) / (1 - (1 - p)*exp(I*t))
215
+
216
+ def _moment_generating_function(self, t):
217
+ p = self.p
218
+ return p * exp(t) / (1 - (1 - p) * exp(t))
219
+
220
+
221
+ def Geometric(name, p):
222
+ r"""
223
+ Create a discrete random variable with a Geometric distribution.
224
+
225
+ Explanation
226
+ ===========
227
+
228
+ The density of the Geometric distribution is given by
229
+
230
+ .. math::
231
+ f(k) := p (1 - p)^{k - 1}
232
+
233
+ Parameters
234
+ ==========
235
+
236
+ p : A probability between 0 and 1
237
+
238
+ Returns
239
+ =======
240
+
241
+ RandomSymbol
242
+
243
+ Examples
244
+ ========
245
+
246
+ >>> from sympy.stats import Geometric, density, E, variance
247
+ >>> from sympy import Symbol, S
248
+
249
+ >>> p = S.One / 5
250
+ >>> z = Symbol("z")
251
+
252
+ >>> X = Geometric("x", p)
253
+
254
+ >>> density(X)(z)
255
+ (5/4)**(1 - z)/5
256
+
257
+ >>> E(X)
258
+ 5
259
+
260
+ >>> variance(X)
261
+ 20
262
+
263
+ References
264
+ ==========
265
+
266
+ .. [1] https://en.wikipedia.org/wiki/Geometric_distribution
267
+ .. [2] https://mathworld.wolfram.com/GeometricDistribution.html
268
+
269
+ """
270
+ return rv(name, GeometricDistribution, p)
271
+
272
+
273
+ #-------------------------------------------------------------------------------
274
+ # Hermite distribution ---------------------------------------------------------
275
+
276
+
277
+ class HermiteDistribution(SingleDiscreteDistribution):
278
+ _argnames = ('a1', 'a2')
279
+ set = S.Naturals0
280
+
281
+ @staticmethod
282
+ def check(a1, a2):
283
+ _value_check(a1.is_nonnegative, 'Parameter a1 must be >= 0.')
284
+ _value_check(a2.is_nonnegative, 'Parameter a2 must be >= 0.')
285
+
286
+ def pdf(self, k):
287
+ a1, a2 = self.a1, self.a2
288
+ term1 = exp(-(a1 + a2))
289
+ j = Dummy("j", integer=True)
290
+ num = a1**(k - 2*j) * a2**j
291
+ den = factorial(k - 2*j) * factorial(j)
292
+ return term1 * Sum(num/den, (j, 0, k//2)).doit()
293
+
294
+ def _moment_generating_function(self, t):
295
+ a1, a2 = self.a1, self.a2
296
+ term1 = a1 * (exp(t) - 1)
297
+ term2 = a2 * (exp(2*t) - 1)
298
+ return exp(term1 + term2)
299
+
300
+ def _characteristic_function(self, t):
301
+ a1, a2 = self.a1, self.a2
302
+ term1 = a1 * (exp(I*t) - 1)
303
+ term2 = a2 * (exp(2*I*t) - 1)
304
+ return exp(term1 + term2)
305
+
306
+ def Hermite(name, a1, a2):
307
+ r"""
308
+ Create a discrete random variable with a Hermite distribution.
309
+
310
+ Explanation
311
+ ===========
312
+
313
+ The density of the Hermite distribution is given by
314
+
315
+ .. math::
316
+ f(x):= e^{-a_1 -a_2}\sum_{j=0}^{\left \lfloor x/2 \right \rfloor}
317
+ \frac{a_{1}^{x-2j}a_{2}^{j}}{(x-2j)!j!}
318
+
319
+ Parameters
320
+ ==========
321
+
322
+ a1 : A Positive number greater than equal to 0.
323
+ a2 : A Positive number greater than equal to 0.
324
+
325
+ Returns
326
+ =======
327
+
328
+ RandomSymbol
329
+
330
+ Examples
331
+ ========
332
+
333
+ >>> from sympy.stats import Hermite, density, E, variance
334
+ >>> from sympy import Symbol
335
+
336
+ >>> a1 = Symbol("a1", positive=True)
337
+ >>> a2 = Symbol("a2", positive=True)
338
+ >>> x = Symbol("x")
339
+
340
+ >>> H = Hermite("H", a1=5, a2=4)
341
+
342
+ >>> density(H)(2)
343
+ 33*exp(-9)/2
344
+
345
+ >>> E(H)
346
+ 13
347
+
348
+ >>> variance(H)
349
+ 21
350
+
351
+ References
352
+ ==========
353
+
354
+ .. [1] https://en.wikipedia.org/wiki/Hermite_distribution
355
+
356
+ """
357
+
358
+ return rv(name, HermiteDistribution, a1, a2)
359
+
360
+
361
+ #-------------------------------------------------------------------------------
362
+ # Logarithmic distribution ------------------------------------------------------------
363
+
364
+ class LogarithmicDistribution(SingleDiscreteDistribution):
365
+ _argnames = ('p',)
366
+
367
+ set = S.Naturals
368
+
369
+ @staticmethod
370
+ def check(p):
371
+ _value_check((p > 0, p < 1), "p should be between 0 and 1")
372
+
373
+ def pdf(self, k):
374
+ p = self.p
375
+ return (-1) * p**k / (k * log(1 - p))
376
+
377
+ def _characteristic_function(self, t):
378
+ p = self.p
379
+ return log(1 - p * exp(I*t)) / log(1 - p)
380
+
381
+ def _moment_generating_function(self, t):
382
+ p = self.p
383
+ return log(1 - p * exp(t)) / log(1 - p)
384
+
385
+
386
+ def Logarithmic(name, p):
387
+ r"""
388
+ Create a discrete random variable with a Logarithmic distribution.
389
+
390
+ Explanation
391
+ ===========
392
+
393
+ The density of the Logarithmic distribution is given by
394
+
395
+ .. math::
396
+ f(k) := \frac{-p^k}{k \ln{(1 - p)}}
397
+
398
+ Parameters
399
+ ==========
400
+
401
+ p : A value between 0 and 1
402
+
403
+ Returns
404
+ =======
405
+
406
+ RandomSymbol
407
+
408
+ Examples
409
+ ========
410
+
411
+ >>> from sympy.stats import Logarithmic, density, E, variance
412
+ >>> from sympy import Symbol, S
413
+
414
+ >>> p = S.One / 5
415
+ >>> z = Symbol("z")
416
+
417
+ >>> X = Logarithmic("x", p)
418
+
419
+ >>> density(X)(z)
420
+ -1/(5**z*z*log(4/5))
421
+
422
+ >>> E(X)
423
+ -1/(-4*log(5) + 8*log(2))
424
+
425
+ >>> variance(X)
426
+ -1/((-4*log(5) + 8*log(2))*(-2*log(5) + 4*log(2))) + 1/(-64*log(2)*log(5) + 64*log(2)**2 + 16*log(5)**2) - 10/(-32*log(5) + 64*log(2))
427
+
428
+ References
429
+ ==========
430
+
431
+ .. [1] https://en.wikipedia.org/wiki/Logarithmic_distribution
432
+ .. [2] https://mathworld.wolfram.com/LogarithmicDistribution.html
433
+
434
+ """
435
+ return rv(name, LogarithmicDistribution, p)
436
+
437
+
438
+ #-------------------------------------------------------------------------------
439
+ # Negative binomial distribution ------------------------------------------------------------
440
+
441
+ class NegativeBinomialDistribution(SingleDiscreteDistribution):
442
+ _argnames = ('r', 'p')
443
+ set = S.Naturals0
444
+
445
+ @staticmethod
446
+ def check(r, p):
447
+ _value_check(r > 0, 'r should be positive')
448
+ _value_check((p > 0, p < 1), 'p should be between 0 and 1')
449
+
450
+ def pdf(self, k):
451
+ r = self.r
452
+ p = self.p
453
+
454
+ return binomial(k + r - 1, k) * (1 - p)**r * p**k
455
+
456
+ def _characteristic_function(self, t):
457
+ r = self.r
458
+ p = self.p
459
+
460
+ return ((1 - p) / (1 - p * exp(I*t)))**r
461
+
462
+ def _moment_generating_function(self, t):
463
+ r = self.r
464
+ p = self.p
465
+
466
+ return ((1 - p) / (1 - p * exp(t)))**r
467
+
468
+ def NegativeBinomial(name, r, p):
469
+ r"""
470
+ Create a discrete random variable with a Negative Binomial distribution.
471
+
472
+ Explanation
473
+ ===========
474
+
475
+ The density of the Negative Binomial distribution is given by
476
+
477
+ .. math::
478
+ f(k) := \binom{k + r - 1}{k} (1 - p)^r p^k
479
+
480
+ Parameters
481
+ ==========
482
+
483
+ r : A positive value
484
+ p : A value between 0 and 1
485
+
486
+ Returns
487
+ =======
488
+
489
+ RandomSymbol
490
+
491
+ Examples
492
+ ========
493
+
494
+ >>> from sympy.stats import NegativeBinomial, density, E, variance
495
+ >>> from sympy import Symbol, S
496
+
497
+ >>> r = 5
498
+ >>> p = S.One / 5
499
+ >>> z = Symbol("z")
500
+
501
+ >>> X = NegativeBinomial("x", r, p)
502
+
503
+ >>> density(X)(z)
504
+ 1024*binomial(z + 4, z)/(3125*5**z)
505
+
506
+ >>> E(X)
507
+ 5/4
508
+
509
+ >>> variance(X)
510
+ 25/16
511
+
512
+ References
513
+ ==========
514
+
515
+ .. [1] https://en.wikipedia.org/wiki/Negative_binomial_distribution
516
+ .. [2] https://mathworld.wolfram.com/NegativeBinomialDistribution.html
517
+
518
+ """
519
+ return rv(name, NegativeBinomialDistribution, r, p)
520
+
521
+
522
+ #-------------------------------------------------------------------------------
523
+ # Poisson distribution ------------------------------------------------------------
524
+
525
+ class PoissonDistribution(SingleDiscreteDistribution):
526
+ _argnames = ('lamda',)
527
+
528
+ set = S.Naturals0
529
+
530
+ @staticmethod
531
+ def check(lamda):
532
+ _value_check(lamda > 0, "Lambda must be positive")
533
+
534
+ def pdf(self, k):
535
+ return self.lamda**k / factorial(k) * exp(-self.lamda)
536
+
537
+ def _characteristic_function(self, t):
538
+ return exp(self.lamda * (exp(I*t) - 1))
539
+
540
+ def _moment_generating_function(self, t):
541
+ return exp(self.lamda * (exp(t) - 1))
542
+
543
+
544
+ def Poisson(name, lamda):
545
+ r"""
546
+ Create a discrete random variable with a Poisson distribution.
547
+
548
+ Explanation
549
+ ===========
550
+
551
+ The density of the Poisson distribution is given by
552
+
553
+ .. math::
554
+ f(k) := \frac{\lambda^{k} e^{- \lambda}}{k!}
555
+
556
+ Parameters
557
+ ==========
558
+
559
+ lamda : Positive number, a rate
560
+
561
+ Returns
562
+ =======
563
+
564
+ RandomSymbol
565
+
566
+ Examples
567
+ ========
568
+
569
+ >>> from sympy.stats import Poisson, density, E, variance
570
+ >>> from sympy import Symbol, simplify
571
+
572
+ >>> rate = Symbol("lambda", positive=True)
573
+ >>> z = Symbol("z")
574
+
575
+ >>> X = Poisson("x", rate)
576
+
577
+ >>> density(X)(z)
578
+ lambda**z*exp(-lambda)/factorial(z)
579
+
580
+ >>> E(X)
581
+ lambda
582
+
583
+ >>> simplify(variance(X))
584
+ lambda
585
+
586
+ References
587
+ ==========
588
+
589
+ .. [1] https://en.wikipedia.org/wiki/Poisson_distribution
590
+ .. [2] https://mathworld.wolfram.com/PoissonDistribution.html
591
+
592
+ """
593
+ return rv(name, PoissonDistribution, lamda)
594
+
595
+
596
+ # -----------------------------------------------------------------------------
597
+ # Skellam distribution --------------------------------------------------------
598
+
599
+
600
+ class SkellamDistribution(SingleDiscreteDistribution):
601
+ _argnames = ('mu1', 'mu2')
602
+ set = S.Integers
603
+
604
+ @staticmethod
605
+ def check(mu1, mu2):
606
+ _value_check(mu1 >= 0, 'Parameter mu1 must be >= 0')
607
+ _value_check(mu2 >= 0, 'Parameter mu2 must be >= 0')
608
+
609
+ def pdf(self, k):
610
+ (mu1, mu2) = (self.mu1, self.mu2)
611
+ term1 = exp(-(mu1 + mu2)) * (mu1 / mu2) ** (k / 2)
612
+ term2 = besseli(k, 2 * sqrt(mu1 * mu2))
613
+ return term1 * term2
614
+
615
+ def _cdf(self, x):
616
+ raise NotImplementedError(
617
+ "Skellam doesn't have closed form for the CDF.")
618
+
619
+ def _characteristic_function(self, t):
620
+ (mu1, mu2) = (self.mu1, self.mu2)
621
+ return exp(-(mu1 + mu2) + mu1 * exp(I * t) + mu2 * exp(-I * t))
622
+
623
+ def _moment_generating_function(self, t):
624
+ (mu1, mu2) = (self.mu1, self.mu2)
625
+ return exp(-(mu1 + mu2) + mu1 * exp(t) + mu2 * exp(-t))
626
+
627
+
628
+ def Skellam(name, mu1, mu2):
629
+ r"""
630
+ Create a discrete random variable with a Skellam distribution.
631
+
632
+ Explanation
633
+ ===========
634
+
635
+ The Skellam is the distribution of the difference N1 - N2
636
+ of two statistically independent random variables N1 and N2
637
+ each Poisson-distributed with respective expected values mu1 and mu2.
638
+
639
+ The density of the Skellam distribution is given by
640
+
641
+ .. math::
642
+ f(k) := e^{-(\mu_1+\mu_2)}(\frac{\mu_1}{\mu_2})^{k/2}I_k(2\sqrt{\mu_1\mu_2})
643
+
644
+ Parameters
645
+ ==========
646
+
647
+ mu1 : A non-negative value
648
+ mu2 : A non-negative value
649
+
650
+ Returns
651
+ =======
652
+
653
+ RandomSymbol
654
+
655
+ Examples
656
+ ========
657
+
658
+ >>> from sympy.stats import Skellam, density, E, variance
659
+ >>> from sympy import Symbol, pprint
660
+
661
+ >>> z = Symbol("z", integer=True)
662
+ >>> mu1 = Symbol("mu1", positive=True)
663
+ >>> mu2 = Symbol("mu2", positive=True)
664
+ >>> X = Skellam("x", mu1, mu2)
665
+
666
+ >>> pprint(density(X)(z), use_unicode=False)
667
+ z
668
+ -
669
+ 2
670
+ /mu1\ -mu1 - mu2 / _____ _____\
671
+ |---| *e *besseli\z, 2*\/ mu1 *\/ mu2 /
672
+ \mu2/
673
+ >>> E(X)
674
+ mu1 - mu2
675
+ >>> variance(X).expand()
676
+ mu1 + mu2
677
+
678
+ References
679
+ ==========
680
+
681
+ .. [1] https://en.wikipedia.org/wiki/Skellam_distribution
682
+
683
+ """
684
+ return rv(name, SkellamDistribution, mu1, mu2)
685
+
686
+
687
+ #-------------------------------------------------------------------------------
688
+ # Yule-Simon distribution ------------------------------------------------------------
689
+
690
+ class YuleSimonDistribution(SingleDiscreteDistribution):
691
+ _argnames = ('rho',)
692
+ set = S.Naturals
693
+
694
+ @staticmethod
695
+ def check(rho):
696
+ _value_check(rho > 0, 'rho should be positive')
697
+
698
+ def pdf(self, k):
699
+ rho = self.rho
700
+ return rho * beta(k, rho + 1)
701
+
702
+ def _cdf(self, x):
703
+ return Piecewise((1 - floor(x) * beta(floor(x), self.rho + 1), x >= 1), (0, True))
704
+
705
+ def _characteristic_function(self, t):
706
+ rho = self.rho
707
+ return rho * hyper((1, 1), (rho + 2,), exp(I*t)) * exp(I*t) / (rho + 1)
708
+
709
+ def _moment_generating_function(self, t):
710
+ rho = self.rho
711
+ return rho * hyper((1, 1), (rho + 2,), exp(t)) * exp(t) / (rho + 1)
712
+
713
+
714
+ def YuleSimon(name, rho):
715
+ r"""
716
+ Create a discrete random variable with a Yule-Simon distribution.
717
+
718
+ Explanation
719
+ ===========
720
+
721
+ The density of the Yule-Simon distribution is given by
722
+
723
+ .. math::
724
+ f(k) := \rho B(k, \rho + 1)
725
+
726
+ Parameters
727
+ ==========
728
+
729
+ rho : A positive value
730
+
731
+ Returns
732
+ =======
733
+
734
+ RandomSymbol
735
+
736
+ Examples
737
+ ========
738
+
739
+ >>> from sympy.stats import YuleSimon, density, E, variance
740
+ >>> from sympy import Symbol, simplify
741
+
742
+ >>> p = 5
743
+ >>> z = Symbol("z")
744
+
745
+ >>> X = YuleSimon("x", p)
746
+
747
+ >>> density(X)(z)
748
+ 5*beta(z, 6)
749
+
750
+ >>> simplify(E(X))
751
+ 5/4
752
+
753
+ >>> simplify(variance(X))
754
+ 25/48
755
+
756
+ References
757
+ ==========
758
+
759
+ .. [1] https://en.wikipedia.org/wiki/Yule%E2%80%93Simon_distribution
760
+
761
+ """
762
+ return rv(name, YuleSimonDistribution, rho)
763
+
764
+
765
+ #-------------------------------------------------------------------------------
766
+ # Zeta distribution ------------------------------------------------------------
767
+
768
+ class ZetaDistribution(SingleDiscreteDistribution):
769
+ _argnames = ('s',)
770
+ set = S.Naturals
771
+
772
+ @staticmethod
773
+ def check(s):
774
+ _value_check(s > 1, 's should be greater than 1')
775
+
776
+ def pdf(self, k):
777
+ s = self.s
778
+ return 1 / (k**s * zeta(s))
779
+
780
+ def _characteristic_function(self, t):
781
+ return polylog(self.s, exp(I*t)) / zeta(self.s)
782
+
783
+ def _moment_generating_function(self, t):
784
+ return polylog(self.s, exp(t)) / zeta(self.s)
785
+
786
+
787
+ def Zeta(name, s):
788
+ r"""
789
+ Create a discrete random variable with a Zeta distribution.
790
+
791
+ Explanation
792
+ ===========
793
+
794
+ The density of the Zeta distribution is given by
795
+
796
+ .. math::
797
+ f(k) := \frac{1}{k^s \zeta{(s)}}
798
+
799
+ Parameters
800
+ ==========
801
+
802
+ s : A value greater than 1
803
+
804
+ Returns
805
+ =======
806
+
807
+ RandomSymbol
808
+
809
+ Examples
810
+ ========
811
+
812
+ >>> from sympy.stats import Zeta, density, E, variance
813
+ >>> from sympy import Symbol
814
+
815
+ >>> s = 5
816
+ >>> z = Symbol("z")
817
+
818
+ >>> X = Zeta("x", s)
819
+
820
+ >>> density(X)(z)
821
+ 1/(z**5*zeta(5))
822
+
823
+ >>> E(X)
824
+ pi**4/(90*zeta(5))
825
+
826
+ >>> variance(X)
827
+ -pi**8/(8100*zeta(5)**2) + zeta(3)/zeta(5)
828
+
829
+ References
830
+ ==========
831
+
832
+ .. [1] https://en.wikipedia.org/wiki/Zeta_distribution
833
+
834
+ """
835
+ return rv(name, ZetaDistribution, s)
env-llmeval/lib/python3.10/site-packages/sympy/stats/error_prop.py ADDED
@@ -0,0 +1,100 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Tools for arithmetic error propagation."""
2
+
3
+ from itertools import repeat, combinations
4
+
5
+ from sympy.core.add import Add
6
+ from sympy.core.mul import Mul
7
+ from sympy.core.power import Pow
8
+ from sympy.core.singleton import S
9
+ from sympy.core.symbol import Symbol
10
+ from sympy.functions.elementary.exponential import exp
11
+ from sympy.simplify.simplify import simplify
12
+ from sympy.stats.symbolic_probability import RandomSymbol, Variance, Covariance
13
+ from sympy.stats.rv import is_random
14
+
15
+ _arg0_or_var = lambda var: var.args[0] if len(var.args) > 0 else var
16
+
17
+
18
+ def variance_prop(expr, consts=(), include_covar=False):
19
+ r"""Symbolically propagates variance (`\sigma^2`) for expressions.
20
+ This is computed as as seen in [1]_.
21
+
22
+ Parameters
23
+ ==========
24
+
25
+ expr : Expr
26
+ A SymPy expression to compute the variance for.
27
+ consts : sequence of Symbols, optional
28
+ Represents symbols that are known constants in the expr,
29
+ and thus have zero variance. All symbols not in consts are
30
+ assumed to be variant.
31
+ include_covar : bool, optional
32
+ Flag for whether or not to include covariances, default=False.
33
+
34
+ Returns
35
+ =======
36
+
37
+ var_expr : Expr
38
+ An expression for the total variance of the expr.
39
+ The variance for the original symbols (e.g. x) are represented
40
+ via instance of the Variance symbol (e.g. Variance(x)).
41
+
42
+ Examples
43
+ ========
44
+
45
+ >>> from sympy import symbols, exp
46
+ >>> from sympy.stats.error_prop import variance_prop
47
+ >>> x, y = symbols('x y')
48
+
49
+ >>> variance_prop(x + y)
50
+ Variance(x) + Variance(y)
51
+
52
+ >>> variance_prop(x * y)
53
+ x**2*Variance(y) + y**2*Variance(x)
54
+
55
+ >>> variance_prop(exp(2*x))
56
+ 4*exp(4*x)*Variance(x)
57
+
58
+ References
59
+ ==========
60
+
61
+ .. [1] https://en.wikipedia.org/wiki/Propagation_of_uncertainty
62
+
63
+ """
64
+ args = expr.args
65
+ if len(args) == 0:
66
+ if expr in consts:
67
+ return S.Zero
68
+ elif is_random(expr):
69
+ return Variance(expr).doit()
70
+ elif isinstance(expr, Symbol):
71
+ return Variance(RandomSymbol(expr)).doit()
72
+ else:
73
+ return S.Zero
74
+ nargs = len(args)
75
+ var_args = list(map(variance_prop, args, repeat(consts, nargs),
76
+ repeat(include_covar, nargs)))
77
+ if isinstance(expr, Add):
78
+ var_expr = Add(*var_args)
79
+ if include_covar:
80
+ terms = [2 * Covariance(_arg0_or_var(x), _arg0_or_var(y)).expand() \
81
+ for x, y in combinations(var_args, 2)]
82
+ var_expr += Add(*terms)
83
+ elif isinstance(expr, Mul):
84
+ terms = [v/a**2 for a, v in zip(args, var_args)]
85
+ var_expr = simplify(expr**2 * Add(*terms))
86
+ if include_covar:
87
+ terms = [2*Covariance(_arg0_or_var(x), _arg0_or_var(y)).expand()/(a*b) \
88
+ for (a, b), (x, y) in zip(combinations(args, 2),
89
+ combinations(var_args, 2))]
90
+ var_expr += Add(*terms)
91
+ elif isinstance(expr, Pow):
92
+ b = args[1]
93
+ v = var_args[0] * (expr * b / args[0])**2
94
+ var_expr = simplify(v)
95
+ elif isinstance(expr, exp):
96
+ var_expr = simplify(var_args[0] * expr**2)
97
+ else:
98
+ # unknown how to proceed, return variance of whole expr.
99
+ var_expr = Variance(expr)
100
+ return var_expr
env-llmeval/lib/python3.10/site-packages/sympy/stats/frv.py ADDED
@@ -0,0 +1,512 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Finite Discrete Random Variables Module
3
+
4
+ See Also
5
+ ========
6
+ sympy.stats.frv_types
7
+ sympy.stats.rv
8
+ sympy.stats.crv
9
+ """
10
+ from itertools import product
11
+
12
+ from sympy.concrete.summations import Sum
13
+ from sympy.core.basic import Basic
14
+ from sympy.core.cache import cacheit
15
+ from sympy.core.function import Lambda
16
+ from sympy.core.mul import Mul
17
+ from sympy.core.numbers import (I, nan)
18
+ from sympy.core.relational import Eq
19
+ from sympy.core.singleton import S
20
+ from sympy.core.symbol import (Dummy, Symbol)
21
+ from sympy.core.sympify import sympify
22
+ from sympy.functions.elementary.exponential import exp
23
+ from sympy.functions.elementary.piecewise import Piecewise
24
+ from sympy.logic.boolalg import (And, Or)
25
+ from sympy.sets.sets import Intersection
26
+ from sympy.core.containers import Dict
27
+ from sympy.core.logic import Logic
28
+ from sympy.core.relational import Relational
29
+ from sympy.core.sympify import _sympify
30
+ from sympy.sets.sets import FiniteSet
31
+ from sympy.stats.rv import (RandomDomain, ProductDomain, ConditionalDomain,
32
+ PSpace, IndependentProductPSpace, SinglePSpace, random_symbols,
33
+ sumsets, rv_subs, NamedArgsMixin, Density, Distribution)
34
+
35
+
36
+ class FiniteDensity(dict):
37
+ """
38
+ A domain with Finite Density.
39
+ """
40
+ def __call__(self, item):
41
+ """
42
+ Make instance of a class callable.
43
+
44
+ If item belongs to current instance of a class, return it.
45
+
46
+ Otherwise, return 0.
47
+ """
48
+ item = sympify(item)
49
+ if item in self:
50
+ return self[item]
51
+ else:
52
+ return 0
53
+
54
+ @property
55
+ def dict(self):
56
+ """
57
+ Return item as dictionary.
58
+ """
59
+ return dict(self)
60
+
61
+ class FiniteDomain(RandomDomain):
62
+ """
63
+ A domain with discrete finite support
64
+
65
+ Represented using a FiniteSet.
66
+ """
67
+ is_Finite = True
68
+
69
+ @property
70
+ def symbols(self):
71
+ return FiniteSet(sym for sym, val in self.elements)
72
+
73
+ @property
74
+ def elements(self):
75
+ return self.args[0]
76
+
77
+ @property
78
+ def dict(self):
79
+ return FiniteSet(*[Dict(dict(el)) for el in self.elements])
80
+
81
+ def __contains__(self, other):
82
+ return other in self.elements
83
+
84
+ def __iter__(self):
85
+ return self.elements.__iter__()
86
+
87
+ def as_boolean(self):
88
+ return Or(*[And(*[Eq(sym, val) for sym, val in item]) for item in self])
89
+
90
+
91
+ class SingleFiniteDomain(FiniteDomain):
92
+ """
93
+ A FiniteDomain over a single symbol/set
94
+
95
+ Example: The possibilities of a *single* die roll.
96
+ """
97
+
98
+ def __new__(cls, symbol, set):
99
+ if not isinstance(set, FiniteSet) and \
100
+ not isinstance(set, Intersection):
101
+ set = FiniteSet(*set)
102
+ return Basic.__new__(cls, symbol, set)
103
+
104
+ @property
105
+ def symbol(self):
106
+ return self.args[0]
107
+
108
+ @property
109
+ def symbols(self):
110
+ return FiniteSet(self.symbol)
111
+
112
+ @property
113
+ def set(self):
114
+ return self.args[1]
115
+
116
+ @property
117
+ def elements(self):
118
+ return FiniteSet(*[frozenset(((self.symbol, elem), )) for elem in self.set])
119
+
120
+ def __iter__(self):
121
+ return (frozenset(((self.symbol, elem),)) for elem in self.set)
122
+
123
+ def __contains__(self, other):
124
+ sym, val = tuple(other)[0]
125
+ return sym == self.symbol and val in self.set
126
+
127
+
128
+ class ProductFiniteDomain(ProductDomain, FiniteDomain):
129
+ """
130
+ A Finite domain consisting of several other FiniteDomains
131
+
132
+ Example: The possibilities of the rolls of three independent dice
133
+ """
134
+
135
+ def __iter__(self):
136
+ proditer = product(*self.domains)
137
+ return (sumsets(items) for items in proditer)
138
+
139
+ @property
140
+ def elements(self):
141
+ return FiniteSet(*self)
142
+
143
+
144
+ class ConditionalFiniteDomain(ConditionalDomain, ProductFiniteDomain):
145
+ """
146
+ A FiniteDomain that has been restricted by a condition
147
+
148
+ Example: The possibilities of a die roll under the condition that the
149
+ roll is even.
150
+ """
151
+
152
+ def __new__(cls, domain, condition):
153
+ """
154
+ Create a new instance of ConditionalFiniteDomain class
155
+ """
156
+ if condition is True:
157
+ return domain
158
+ cond = rv_subs(condition)
159
+ return Basic.__new__(cls, domain, cond)
160
+
161
+ def _test(self, elem):
162
+ """
163
+ Test the value. If value is boolean, return it. If value is equality
164
+ relational (two objects are equal), return it with left-hand side
165
+ being equal to right-hand side. Otherwise, raise ValueError exception.
166
+ """
167
+ val = self.condition.xreplace(dict(elem))
168
+ if val in [True, False]:
169
+ return val
170
+ elif val.is_Equality:
171
+ return val.lhs == val.rhs
172
+ raise ValueError("Undecidable if %s" % str(val))
173
+
174
+ def __contains__(self, other):
175
+ return other in self.fulldomain and self._test(other)
176
+
177
+ def __iter__(self):
178
+ return (elem for elem in self.fulldomain if self._test(elem))
179
+
180
+ @property
181
+ def set(self):
182
+ if isinstance(self.fulldomain, SingleFiniteDomain):
183
+ return FiniteSet(*[elem for elem in self.fulldomain.set
184
+ if frozenset(((self.fulldomain.symbol, elem),)) in self])
185
+ else:
186
+ raise NotImplementedError(
187
+ "Not implemented on multi-dimensional conditional domain")
188
+
189
+ def as_boolean(self):
190
+ return FiniteDomain.as_boolean(self)
191
+
192
+
193
+ class SingleFiniteDistribution(Distribution, NamedArgsMixin):
194
+ def __new__(cls, *args):
195
+ args = list(map(sympify, args))
196
+ return Basic.__new__(cls, *args)
197
+
198
+ @staticmethod
199
+ def check(*args):
200
+ pass
201
+
202
+ @property # type: ignore
203
+ @cacheit
204
+ def dict(self):
205
+ if self.is_symbolic:
206
+ return Density(self)
207
+ return {k: self.pmf(k) for k in self.set}
208
+
209
+ def pmf(self, *args): # to be overridden by specific distribution
210
+ raise NotImplementedError()
211
+
212
+ @property
213
+ def set(self): # to be overridden by specific distribution
214
+ raise NotImplementedError()
215
+
216
+ values = property(lambda self: self.dict.values)
217
+ items = property(lambda self: self.dict.items)
218
+ is_symbolic = property(lambda self: False)
219
+ __iter__ = property(lambda self: self.dict.__iter__)
220
+ __getitem__ = property(lambda self: self.dict.__getitem__)
221
+
222
+ def __call__(self, *args):
223
+ return self.pmf(*args)
224
+
225
+ def __contains__(self, other):
226
+ return other in self.set
227
+
228
+
229
+ #=============================================
230
+ #========= Probability Space ===============
231
+ #=============================================
232
+
233
+
234
+ class FinitePSpace(PSpace):
235
+ """
236
+ A Finite Probability Space
237
+
238
+ Represents the probabilities of a finite number of events.
239
+ """
240
+ is_Finite = True
241
+
242
+ def __new__(cls, domain, density):
243
+ density = {sympify(key): sympify(val)
244
+ for key, val in density.items()}
245
+ public_density = Dict(density)
246
+
247
+ obj = PSpace.__new__(cls, domain, public_density)
248
+ obj._density = density
249
+ return obj
250
+
251
+ def prob_of(self, elem):
252
+ elem = sympify(elem)
253
+ density = self._density
254
+ if isinstance(list(density.keys())[0], FiniteSet):
255
+ return density.get(elem, S.Zero)
256
+ return density.get(tuple(elem)[0][1], S.Zero)
257
+
258
+ def where(self, condition):
259
+ assert all(r.symbol in self.symbols for r in random_symbols(condition))
260
+ return ConditionalFiniteDomain(self.domain, condition)
261
+
262
+ def compute_density(self, expr):
263
+ expr = rv_subs(expr, self.values)
264
+ d = FiniteDensity()
265
+ for elem in self.domain:
266
+ val = expr.xreplace(dict(elem))
267
+ prob = self.prob_of(elem)
268
+ d[val] = d.get(val, S.Zero) + prob
269
+ return d
270
+
271
+ @cacheit
272
+ def compute_cdf(self, expr):
273
+ d = self.compute_density(expr)
274
+ cum_prob = S.Zero
275
+ cdf = []
276
+ for key in sorted(d):
277
+ prob = d[key]
278
+ cum_prob += prob
279
+ cdf.append((key, cum_prob))
280
+
281
+ return dict(cdf)
282
+
283
+ @cacheit
284
+ def sorted_cdf(self, expr, python_float=False):
285
+ cdf = self.compute_cdf(expr)
286
+ items = list(cdf.items())
287
+ sorted_items = sorted(items, key=lambda val_cumprob: val_cumprob[1])
288
+ if python_float:
289
+ sorted_items = [(v, float(cum_prob))
290
+ for v, cum_prob in sorted_items]
291
+ return sorted_items
292
+
293
+ @cacheit
294
+ def compute_characteristic_function(self, expr):
295
+ d = self.compute_density(expr)
296
+ t = Dummy('t', real=True)
297
+
298
+ return Lambda(t, sum(exp(I*k*t)*v for k,v in d.items()))
299
+
300
+ @cacheit
301
+ def compute_moment_generating_function(self, expr):
302
+ d = self.compute_density(expr)
303
+ t = Dummy('t', real=True)
304
+
305
+ return Lambda(t, sum(exp(k*t)*v for k,v in d.items()))
306
+
307
+ def compute_expectation(self, expr, rvs=None, **kwargs):
308
+ rvs = rvs or self.values
309
+ expr = rv_subs(expr, rvs)
310
+ probs = [self.prob_of(elem) for elem in self.domain]
311
+ if isinstance(expr, (Logic, Relational)):
312
+ parse_domain = [tuple(elem)[0][1] for elem in self.domain]
313
+ bools = [expr.xreplace(dict(elem)) for elem in self.domain]
314
+ else:
315
+ parse_domain = [expr.xreplace(dict(elem)) for elem in self.domain]
316
+ bools = [True for elem in self.domain]
317
+ return sum([Piecewise((prob * elem, blv), (S.Zero, True))
318
+ for prob, elem, blv in zip(probs, parse_domain, bools)])
319
+
320
+ def compute_quantile(self, expr):
321
+ cdf = self.compute_cdf(expr)
322
+ p = Dummy('p', real=True)
323
+ set = ((nan, (p < 0) | (p > 1)),)
324
+ for key, value in cdf.items():
325
+ set = set + ((key, p <= value), )
326
+ return Lambda(p, Piecewise(*set))
327
+
328
+ def probability(self, condition):
329
+ cond_symbols = frozenset(rs.symbol for rs in random_symbols(condition))
330
+ cond = rv_subs(condition)
331
+ if not cond_symbols.issubset(self.symbols):
332
+ raise ValueError("Cannot compare foreign random symbols, %s"
333
+ %(str(cond_symbols - self.symbols)))
334
+ if isinstance(condition, Relational) and \
335
+ (not cond.free_symbols.issubset(self.domain.free_symbols)):
336
+ rv = condition.lhs if isinstance(condition.rhs, Symbol) else condition.rhs
337
+ return sum(Piecewise(
338
+ (self.prob_of(elem), condition.subs(rv, list(elem)[0][1])),
339
+ (S.Zero, True)) for elem in self.domain)
340
+ return sympify(sum(self.prob_of(elem) for elem in self.where(condition)))
341
+
342
+ def conditional_space(self, condition):
343
+ domain = self.where(condition)
344
+ prob = self.probability(condition)
345
+ density = {key: val / prob
346
+ for key, val in self._density.items() if domain._test(key)}
347
+ return FinitePSpace(domain, density)
348
+
349
+ def sample(self, size=(), library='scipy', seed=None):
350
+ """
351
+ Internal sample method
352
+
353
+ Returns dictionary mapping RandomSymbol to realization value.
354
+ """
355
+ return {self.value: self.distribution.sample(size, library, seed)}
356
+
357
+
358
+ class SingleFinitePSpace(SinglePSpace, FinitePSpace):
359
+ """
360
+ A single finite probability space
361
+
362
+ Represents the probabilities of a set of random events that can be
363
+ attributed to a single variable/symbol.
364
+
365
+ This class is implemented by many of the standard FiniteRV types such as
366
+ Die, Bernoulli, Coin, etc....
367
+ """
368
+ @property
369
+ def domain(self):
370
+ return SingleFiniteDomain(self.symbol, self.distribution.set)
371
+
372
+ @property
373
+ def _is_symbolic(self):
374
+ """
375
+ Helper property to check if the distribution
376
+ of the random variable is having symbolic
377
+ dimension.
378
+ """
379
+ return self.distribution.is_symbolic
380
+
381
+ @property
382
+ def distribution(self):
383
+ return self.args[1]
384
+
385
+ def pmf(self, expr):
386
+ return self.distribution.pmf(expr)
387
+
388
+ @property # type: ignore
389
+ @cacheit
390
+ def _density(self):
391
+ return {FiniteSet((self.symbol, val)): prob
392
+ for val, prob in self.distribution.dict.items()}
393
+
394
+ @cacheit
395
+ def compute_characteristic_function(self, expr):
396
+ if self._is_symbolic:
397
+ d = self.compute_density(expr)
398
+ t = Dummy('t', real=True)
399
+ ki = Dummy('ki')
400
+ return Lambda(t, Sum(d(ki)*exp(I*ki*t), (ki, self.args[1].low, self.args[1].high)))
401
+ expr = rv_subs(expr, self.values)
402
+ return FinitePSpace(self.domain, self.distribution).compute_characteristic_function(expr)
403
+
404
+ @cacheit
405
+ def compute_moment_generating_function(self, expr):
406
+ if self._is_symbolic:
407
+ d = self.compute_density(expr)
408
+ t = Dummy('t', real=True)
409
+ ki = Dummy('ki')
410
+ return Lambda(t, Sum(d(ki)*exp(ki*t), (ki, self.args[1].low, self.args[1].high)))
411
+ expr = rv_subs(expr, self.values)
412
+ return FinitePSpace(self.domain, self.distribution).compute_moment_generating_function(expr)
413
+
414
+ def compute_quantile(self, expr):
415
+ if self._is_symbolic:
416
+ raise NotImplementedError("Computing quantile for random variables "
417
+ "with symbolic dimension because the bounds of searching the required "
418
+ "value is undetermined.")
419
+ expr = rv_subs(expr, self.values)
420
+ return FinitePSpace(self.domain, self.distribution).compute_quantile(expr)
421
+
422
+ def compute_density(self, expr):
423
+ if self._is_symbolic:
424
+ rv = list(random_symbols(expr))[0]
425
+ k = Dummy('k', integer=True)
426
+ cond = True if not isinstance(expr, (Relational, Logic)) \
427
+ else expr.subs(rv, k)
428
+ return Lambda(k,
429
+ Piecewise((self.pmf(k), And(k >= self.args[1].low,
430
+ k <= self.args[1].high, cond)), (S.Zero, True)))
431
+ expr = rv_subs(expr, self.values)
432
+ return FinitePSpace(self.domain, self.distribution).compute_density(expr)
433
+
434
+ def compute_cdf(self, expr):
435
+ if self._is_symbolic:
436
+ d = self.compute_density(expr)
437
+ k = Dummy('k')
438
+ ki = Dummy('ki')
439
+ return Lambda(k, Sum(d(ki), (ki, self.args[1].low, k)))
440
+ expr = rv_subs(expr, self.values)
441
+ return FinitePSpace(self.domain, self.distribution).compute_cdf(expr)
442
+
443
+ def compute_expectation(self, expr, rvs=None, **kwargs):
444
+ if self._is_symbolic:
445
+ rv = random_symbols(expr)[0]
446
+ k = Dummy('k', integer=True)
447
+ expr = expr.subs(rv, k)
448
+ cond = True if not isinstance(expr, (Relational, Logic)) \
449
+ else expr
450
+ func = self.pmf(k) * k if cond != True else self.pmf(k) * expr
451
+ return Sum(Piecewise((func, cond), (S.Zero, True)),
452
+ (k, self.distribution.low, self.distribution.high)).doit()
453
+
454
+ expr = _sympify(expr)
455
+ expr = rv_subs(expr, rvs)
456
+ return FinitePSpace(self.domain, self.distribution).compute_expectation(expr, rvs, **kwargs)
457
+
458
+ def probability(self, condition):
459
+ if self._is_symbolic:
460
+ #TODO: Implement the mechanism for handling queries for symbolic sized distributions.
461
+ raise NotImplementedError("Currently, probability queries are not "
462
+ "supported for random variables with symbolic sized distributions.")
463
+ condition = rv_subs(condition)
464
+ return FinitePSpace(self.domain, self.distribution).probability(condition)
465
+
466
+ def conditional_space(self, condition):
467
+ """
468
+ This method is used for transferring the
469
+ computation to probability method because
470
+ conditional space of random variables with
471
+ symbolic dimensions is currently not possible.
472
+ """
473
+ if self._is_symbolic:
474
+ self
475
+ domain = self.where(condition)
476
+ prob = self.probability(condition)
477
+ density = {key: val / prob
478
+ for key, val in self._density.items() if domain._test(key)}
479
+ return FinitePSpace(domain, density)
480
+
481
+
482
+ class ProductFinitePSpace(IndependentProductPSpace, FinitePSpace):
483
+ """
484
+ A collection of several independent finite probability spaces
485
+ """
486
+ @property
487
+ def domain(self):
488
+ return ProductFiniteDomain(*[space.domain for space in self.spaces])
489
+
490
+ @property # type: ignore
491
+ @cacheit
492
+ def _density(self):
493
+ proditer = product(*[iter(space._density.items())
494
+ for space in self.spaces])
495
+ d = {}
496
+ for items in proditer:
497
+ elems, probs = list(zip(*items))
498
+ elem = sumsets(elems)
499
+ prob = Mul(*probs)
500
+ d[elem] = d.get(elem, S.Zero) + prob
501
+ return Dict(d)
502
+
503
+ @property # type: ignore
504
+ @cacheit
505
+ def density(self):
506
+ return Dict(self._density)
507
+
508
+ def probability(self, condition):
509
+ return FinitePSpace.probability(self, condition)
510
+
511
+ def compute_density(self, expr):
512
+ return FinitePSpace.compute_density(self, expr)
env-llmeval/lib/python3.10/site-packages/sympy/stats/frv_types.py ADDED
@@ -0,0 +1,870 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Finite Discrete Random Variables - Prebuilt variable types
3
+
4
+ Contains
5
+ ========
6
+ FiniteRV
7
+ DiscreteUniform
8
+ Die
9
+ Bernoulli
10
+ Coin
11
+ Binomial
12
+ BetaBinomial
13
+ Hypergeometric
14
+ Rademacher
15
+ IdealSoliton
16
+ RobustSoliton
17
+ """
18
+
19
+
20
+ from sympy.core.cache import cacheit
21
+ from sympy.core.function import Lambda
22
+ from sympy.core.numbers import (Integer, Rational)
23
+ from sympy.core.relational import (Eq, Ge, Gt, Le, Lt)
24
+ from sympy.core.singleton import S
25
+ from sympy.core.symbol import (Dummy, Symbol)
26
+ from sympy.core.sympify import sympify
27
+ from sympy.functions.combinatorial.factorials import binomial
28
+ from sympy.functions.elementary.exponential import log
29
+ from sympy.functions.elementary.piecewise import Piecewise
30
+ from sympy.logic.boolalg import Or
31
+ from sympy.sets.contains import Contains
32
+ from sympy.sets.fancysets import Range
33
+ from sympy.sets.sets import (Intersection, Interval)
34
+ from sympy.functions.special.beta_functions import beta as beta_fn
35
+ from sympy.stats.frv import (SingleFiniteDistribution,
36
+ SingleFinitePSpace)
37
+ from sympy.stats.rv import _value_check, Density, is_random
38
+ from sympy.utilities.iterables import multiset
39
+ from sympy.utilities.misc import filldedent
40
+
41
+
42
+ __all__ = ['FiniteRV',
43
+ 'DiscreteUniform',
44
+ 'Die',
45
+ 'Bernoulli',
46
+ 'Coin',
47
+ 'Binomial',
48
+ 'BetaBinomial',
49
+ 'Hypergeometric',
50
+ 'Rademacher',
51
+ 'IdealSoliton',
52
+ 'RobustSoliton',
53
+ ]
54
+
55
+ def rv(name, cls, *args, **kwargs):
56
+ args = list(map(sympify, args))
57
+ dist = cls(*args)
58
+ if kwargs.pop('check', True):
59
+ dist.check(*args)
60
+ pspace = SingleFinitePSpace(name, dist)
61
+ if any(is_random(arg) for arg in args):
62
+ from sympy.stats.compound_rv import CompoundPSpace, CompoundDistribution
63
+ pspace = CompoundPSpace(name, CompoundDistribution(dist))
64
+ return pspace.value
65
+
66
+ class FiniteDistributionHandmade(SingleFiniteDistribution):
67
+
68
+ @property
69
+ def dict(self):
70
+ return self.args[0]
71
+
72
+ def pmf(self, x):
73
+ x = Symbol('x')
74
+ return Lambda(x, Piecewise(*(
75
+ [(v, Eq(k, x)) for k, v in self.dict.items()] + [(S.Zero, True)])))
76
+
77
+ @property
78
+ def set(self):
79
+ return set(self.dict.keys())
80
+
81
+ @staticmethod
82
+ def check(density):
83
+ for p in density.values():
84
+ _value_check((p >= 0, p <= 1),
85
+ "Probability at a point must be between 0 and 1.")
86
+ val = sum(density.values())
87
+ _value_check(Eq(val, 1) != S.false, "Total Probability must be 1.")
88
+
89
+ def FiniteRV(name, density, **kwargs):
90
+ r"""
91
+ Create a Finite Random Variable given a dict representing the density.
92
+
93
+ Parameters
94
+ ==========
95
+
96
+ name : Symbol
97
+ Represents name of the random variable.
98
+ density : dict
99
+ Dictionary containing the pdf of finite distribution
100
+ check : bool
101
+ If True, it will check whether the given density
102
+ integrates to 1 over the given set. If False, it
103
+ will not perform this check. Default is False.
104
+
105
+ Examples
106
+ ========
107
+
108
+ >>> from sympy.stats import FiniteRV, P, E
109
+
110
+ >>> density = {0: .1, 1: .2, 2: .3, 3: .4}
111
+ >>> X = FiniteRV('X', density)
112
+
113
+ >>> E(X)
114
+ 2.00000000000000
115
+ >>> P(X >= 2)
116
+ 0.700000000000000
117
+
118
+ Returns
119
+ =======
120
+
121
+ RandomSymbol
122
+
123
+ """
124
+ # have a default of False while `rv` should have a default of True
125
+ kwargs['check'] = kwargs.pop('check', False)
126
+ return rv(name, FiniteDistributionHandmade, density, **kwargs)
127
+
128
+ class DiscreteUniformDistribution(SingleFiniteDistribution):
129
+
130
+ @staticmethod
131
+ def check(*args):
132
+ # not using _value_check since there is a
133
+ # suggestion for the user
134
+ if len(set(args)) != len(args):
135
+ weights = multiset(args)
136
+ n = Integer(len(args))
137
+ for k in weights:
138
+ weights[k] /= n
139
+ raise ValueError(filldedent("""
140
+ Repeated args detected but set expected. For a
141
+ distribution having different weights for each
142
+ item use the following:""") + (
143
+ '\nS("FiniteRV(%s, %s)")' % ("'X'", weights)))
144
+
145
+ @property
146
+ def p(self):
147
+ return Rational(1, len(self.args))
148
+
149
+ @property # type: ignore
150
+ @cacheit
151
+ def dict(self):
152
+ return {k: self.p for k in self.set}
153
+
154
+ @property
155
+ def set(self):
156
+ return set(self.args)
157
+
158
+ def pmf(self, x):
159
+ if x in self.args:
160
+ return self.p
161
+ else:
162
+ return S.Zero
163
+
164
+
165
+ def DiscreteUniform(name, items):
166
+ r"""
167
+ Create a Finite Random Variable representing a uniform distribution over
168
+ the input set.
169
+
170
+ Parameters
171
+ ==========
172
+
173
+ items : list/tuple
174
+ Items over which Uniform distribution is to be made
175
+
176
+ Examples
177
+ ========
178
+
179
+ >>> from sympy.stats import DiscreteUniform, density
180
+ >>> from sympy import symbols
181
+
182
+ >>> X = DiscreteUniform('X', symbols('a b c')) # equally likely over a, b, c
183
+ >>> density(X).dict
184
+ {a: 1/3, b: 1/3, c: 1/3}
185
+
186
+ >>> Y = DiscreteUniform('Y', list(range(5))) # distribution over a range
187
+ >>> density(Y).dict
188
+ {0: 1/5, 1: 1/5, 2: 1/5, 3: 1/5, 4: 1/5}
189
+
190
+ Returns
191
+ =======
192
+
193
+ RandomSymbol
194
+
195
+ References
196
+ ==========
197
+
198
+ .. [1] https://en.wikipedia.org/wiki/Discrete_uniform_distribution
199
+ .. [2] https://mathworld.wolfram.com/DiscreteUniformDistribution.html
200
+
201
+ """
202
+ return rv(name, DiscreteUniformDistribution, *items)
203
+
204
+
205
+ class DieDistribution(SingleFiniteDistribution):
206
+ _argnames = ('sides',)
207
+
208
+ @staticmethod
209
+ def check(sides):
210
+ _value_check((sides.is_positive, sides.is_integer),
211
+ "number of sides must be a positive integer.")
212
+
213
+ @property
214
+ def is_symbolic(self):
215
+ return not self.sides.is_number
216
+
217
+ @property
218
+ def high(self):
219
+ return self.sides
220
+
221
+ @property
222
+ def low(self):
223
+ return S.One
224
+
225
+ @property
226
+ def set(self):
227
+ if self.is_symbolic:
228
+ return Intersection(S.Naturals0, Interval(0, self.sides))
229
+ return set(map(Integer, range(1, self.sides + 1)))
230
+
231
+ def pmf(self, x):
232
+ x = sympify(x)
233
+ if not (x.is_number or x.is_Symbol or is_random(x)):
234
+ raise ValueError("'x' expected as an argument of type 'number', 'Symbol', or "
235
+ "'RandomSymbol' not %s" % (type(x)))
236
+ cond = Ge(x, 1) & Le(x, self.sides) & Contains(x, S.Integers)
237
+ return Piecewise((S.One/self.sides, cond), (S.Zero, True))
238
+
239
+ def Die(name, sides=6):
240
+ r"""
241
+ Create a Finite Random Variable representing a fair die.
242
+
243
+ Parameters
244
+ ==========
245
+
246
+ sides : Integer
247
+ Represents the number of sides of the Die, by default is 6
248
+
249
+ Examples
250
+ ========
251
+
252
+ >>> from sympy.stats import Die, density
253
+ >>> from sympy import Symbol
254
+
255
+ >>> D6 = Die('D6', 6) # Six sided Die
256
+ >>> density(D6).dict
257
+ {1: 1/6, 2: 1/6, 3: 1/6, 4: 1/6, 5: 1/6, 6: 1/6}
258
+
259
+ >>> D4 = Die('D4', 4) # Four sided Die
260
+ >>> density(D4).dict
261
+ {1: 1/4, 2: 1/4, 3: 1/4, 4: 1/4}
262
+
263
+ >>> n = Symbol('n', positive=True, integer=True)
264
+ >>> Dn = Die('Dn', n) # n sided Die
265
+ >>> density(Dn).dict
266
+ Density(DieDistribution(n))
267
+ >>> density(Dn).dict.subs(n, 4).doit()
268
+ {1: 1/4, 2: 1/4, 3: 1/4, 4: 1/4}
269
+
270
+ Returns
271
+ =======
272
+
273
+ RandomSymbol
274
+ """
275
+
276
+ return rv(name, DieDistribution, sides)
277
+
278
+
279
+ class BernoulliDistribution(SingleFiniteDistribution):
280
+ _argnames = ('p', 'succ', 'fail')
281
+
282
+ @staticmethod
283
+ def check(p, succ, fail):
284
+ _value_check((p >= 0, p <= 1),
285
+ "p should be in range [0, 1].")
286
+
287
+ @property
288
+ def set(self):
289
+ return {self.succ, self.fail}
290
+
291
+ def pmf(self, x):
292
+ if isinstance(self.succ, Symbol) and isinstance(self.fail, Symbol):
293
+ return Piecewise((self.p, x == self.succ),
294
+ (1 - self.p, x == self.fail),
295
+ (S.Zero, True))
296
+ return Piecewise((self.p, Eq(x, self.succ)),
297
+ (1 - self.p, Eq(x, self.fail)),
298
+ (S.Zero, True))
299
+
300
+
301
+ def Bernoulli(name, p, succ=1, fail=0):
302
+ r"""
303
+ Create a Finite Random Variable representing a Bernoulli process.
304
+
305
+ Parameters
306
+ ==========
307
+
308
+ p : Rational number between 0 and 1
309
+ Represents probability of success
310
+ succ : Integer/symbol/string
311
+ Represents event of success
312
+ fail : Integer/symbol/string
313
+ Represents event of failure
314
+
315
+ Examples
316
+ ========
317
+
318
+ >>> from sympy.stats import Bernoulli, density
319
+ >>> from sympy import S
320
+
321
+ >>> X = Bernoulli('X', S(3)/4) # 1-0 Bernoulli variable, probability = 3/4
322
+ >>> density(X).dict
323
+ {0: 1/4, 1: 3/4}
324
+
325
+ >>> X = Bernoulli('X', S.Half, 'Heads', 'Tails') # A fair coin toss
326
+ >>> density(X).dict
327
+ {Heads: 1/2, Tails: 1/2}
328
+
329
+ Returns
330
+ =======
331
+
332
+ RandomSymbol
333
+
334
+ References
335
+ ==========
336
+
337
+ .. [1] https://en.wikipedia.org/wiki/Bernoulli_distribution
338
+ .. [2] https://mathworld.wolfram.com/BernoulliDistribution.html
339
+
340
+ """
341
+
342
+ return rv(name, BernoulliDistribution, p, succ, fail)
343
+
344
+
345
+ def Coin(name, p=S.Half):
346
+ r"""
347
+ Create a Finite Random Variable representing a Coin toss.
348
+
349
+ Parameters
350
+ ==========
351
+
352
+ p : Rational Number between 0 and 1
353
+ Represents probability of getting "Heads", by default is Half
354
+
355
+ Examples
356
+ ========
357
+
358
+ >>> from sympy.stats import Coin, density
359
+ >>> from sympy import Rational
360
+
361
+ >>> C = Coin('C') # A fair coin toss
362
+ >>> density(C).dict
363
+ {H: 1/2, T: 1/2}
364
+
365
+ >>> C2 = Coin('C2', Rational(3, 5)) # An unfair coin
366
+ >>> density(C2).dict
367
+ {H: 3/5, T: 2/5}
368
+
369
+ Returns
370
+ =======
371
+
372
+ RandomSymbol
373
+
374
+ See Also
375
+ ========
376
+
377
+ sympy.stats.Binomial
378
+
379
+ References
380
+ ==========
381
+
382
+ .. [1] https://en.wikipedia.org/wiki/Coin_flipping
383
+
384
+ """
385
+ return rv(name, BernoulliDistribution, p, 'H', 'T')
386
+
387
+
388
+ class BinomialDistribution(SingleFiniteDistribution):
389
+ _argnames = ('n', 'p', 'succ', 'fail')
390
+
391
+ @staticmethod
392
+ def check(n, p, succ, fail):
393
+ _value_check((n.is_integer, n.is_nonnegative),
394
+ "'n' must be nonnegative integer.")
395
+ _value_check((p <= 1, p >= 0),
396
+ "p should be in range [0, 1].")
397
+
398
+ @property
399
+ def high(self):
400
+ return self.n
401
+
402
+ @property
403
+ def low(self):
404
+ return S.Zero
405
+
406
+ @property
407
+ def is_symbolic(self):
408
+ return not self.n.is_number
409
+
410
+ @property
411
+ def set(self):
412
+ if self.is_symbolic:
413
+ return Intersection(S.Naturals0, Interval(0, self.n))
414
+ return set(self.dict.keys())
415
+
416
+ def pmf(self, x):
417
+ n, p = self.n, self.p
418
+ x = sympify(x)
419
+ if not (x.is_number or x.is_Symbol or is_random(x)):
420
+ raise ValueError("'x' expected as an argument of type 'number', 'Symbol', or "
421
+ "'RandomSymbol' not %s" % (type(x)))
422
+ cond = Ge(x, 0) & Le(x, n) & Contains(x, S.Integers)
423
+ return Piecewise((binomial(n, x) * p**x * (1 - p)**(n - x), cond), (S.Zero, True))
424
+
425
+ @property # type: ignore
426
+ @cacheit
427
+ def dict(self):
428
+ if self.is_symbolic:
429
+ return Density(self)
430
+ return {k*self.succ + (self.n-k)*self.fail: self.pmf(k)
431
+ for k in range(0, self.n + 1)}
432
+
433
+
434
+ def Binomial(name, n, p, succ=1, fail=0):
435
+ r"""
436
+ Create a Finite Random Variable representing a binomial distribution.
437
+
438
+ Parameters
439
+ ==========
440
+
441
+ n : Positive Integer
442
+ Represents number of trials
443
+ p : Rational Number between 0 and 1
444
+ Represents probability of success
445
+ succ : Integer/symbol/string
446
+ Represents event of success, by default is 1
447
+ fail : Integer/symbol/string
448
+ Represents event of failure, by default is 0
449
+
450
+ Examples
451
+ ========
452
+
453
+ >>> from sympy.stats import Binomial, density
454
+ >>> from sympy import S, Symbol
455
+
456
+ >>> X = Binomial('X', 4, S.Half) # Four "coin flips"
457
+ >>> density(X).dict
458
+ {0: 1/16, 1: 1/4, 2: 3/8, 3: 1/4, 4: 1/16}
459
+
460
+ >>> n = Symbol('n', positive=True, integer=True)
461
+ >>> p = Symbol('p', positive=True)
462
+ >>> X = Binomial('X', n, S.Half) # n "coin flips"
463
+ >>> density(X).dict
464
+ Density(BinomialDistribution(n, 1/2, 1, 0))
465
+ >>> density(X).dict.subs(n, 4).doit()
466
+ {0: 1/16, 1: 1/4, 2: 3/8, 3: 1/4, 4: 1/16}
467
+
468
+ Returns
469
+ =======
470
+
471
+ RandomSymbol
472
+
473
+ References
474
+ ==========
475
+
476
+ .. [1] https://en.wikipedia.org/wiki/Binomial_distribution
477
+ .. [2] https://mathworld.wolfram.com/BinomialDistribution.html
478
+
479
+ """
480
+
481
+ return rv(name, BinomialDistribution, n, p, succ, fail)
482
+
483
+ #-------------------------------------------------------------------------------
484
+ # Beta-binomial distribution ----------------------------------------------------------
485
+
486
+ class BetaBinomialDistribution(SingleFiniteDistribution):
487
+ _argnames = ('n', 'alpha', 'beta')
488
+
489
+ @staticmethod
490
+ def check(n, alpha, beta):
491
+ _value_check((n.is_integer, n.is_nonnegative),
492
+ "'n' must be nonnegative integer. n = %s." % str(n))
493
+ _value_check((alpha > 0),
494
+ "'alpha' must be: alpha > 0 . alpha = %s" % str(alpha))
495
+ _value_check((beta > 0),
496
+ "'beta' must be: beta > 0 . beta = %s" % str(beta))
497
+
498
+ @property
499
+ def high(self):
500
+ return self.n
501
+
502
+ @property
503
+ def low(self):
504
+ return S.Zero
505
+
506
+ @property
507
+ def is_symbolic(self):
508
+ return not self.n.is_number
509
+
510
+ @property
511
+ def set(self):
512
+ if self.is_symbolic:
513
+ return Intersection(S.Naturals0, Interval(0, self.n))
514
+ return set(map(Integer, range(self.n + 1)))
515
+
516
+ def pmf(self, k):
517
+ n, a, b = self.n, self.alpha, self.beta
518
+ return binomial(n, k) * beta_fn(k + a, n - k + b) / beta_fn(a, b)
519
+
520
+
521
+ def BetaBinomial(name, n, alpha, beta):
522
+ r"""
523
+ Create a Finite Random Variable representing a Beta-binomial distribution.
524
+
525
+ Parameters
526
+ ==========
527
+
528
+ n : Positive Integer
529
+ Represents number of trials
530
+ alpha : Real positive number
531
+ beta : Real positive number
532
+
533
+ Examples
534
+ ========
535
+
536
+ >>> from sympy.stats import BetaBinomial, density
537
+
538
+ >>> X = BetaBinomial('X', 2, 1, 1)
539
+ >>> density(X).dict
540
+ {0: 1/3, 1: 2*beta(2, 2), 2: 1/3}
541
+
542
+ Returns
543
+ =======
544
+
545
+ RandomSymbol
546
+
547
+ References
548
+ ==========
549
+
550
+ .. [1] https://en.wikipedia.org/wiki/Beta-binomial_distribution
551
+ .. [2] https://mathworld.wolfram.com/BetaBinomialDistribution.html
552
+
553
+ """
554
+
555
+ return rv(name, BetaBinomialDistribution, n, alpha, beta)
556
+
557
+
558
+ class HypergeometricDistribution(SingleFiniteDistribution):
559
+ _argnames = ('N', 'm', 'n')
560
+
561
+ @staticmethod
562
+ def check(n, N, m):
563
+ _value_check((N.is_integer, N.is_nonnegative),
564
+ "'N' must be nonnegative integer. N = %s." % str(n))
565
+ _value_check((n.is_integer, n.is_nonnegative),
566
+ "'n' must be nonnegative integer. n = %s." % str(n))
567
+ _value_check((m.is_integer, m.is_nonnegative),
568
+ "'m' must be nonnegative integer. m = %s." % str(n))
569
+
570
+ @property
571
+ def is_symbolic(self):
572
+ return not all(x.is_number for x in (self.N, self.m, self.n))
573
+
574
+ @property
575
+ def high(self):
576
+ return Piecewise((self.n, Lt(self.n, self.m) != False), (self.m, True))
577
+
578
+ @property
579
+ def low(self):
580
+ return Piecewise((0, Gt(0, self.n + self.m - self.N) != False), (self.n + self.m - self.N, True))
581
+
582
+ @property
583
+ def set(self):
584
+ N, m, n = self.N, self.m, self.n
585
+ if self.is_symbolic:
586
+ return Intersection(S.Naturals0, Interval(self.low, self.high))
587
+ return set(range(max(0, n + m - N), min(n, m) + 1))
588
+
589
+ def pmf(self, k):
590
+ N, m, n = self.N, self.m, self.n
591
+ return S(binomial(m, k) * binomial(N - m, n - k))/binomial(N, n)
592
+
593
+
594
+ def Hypergeometric(name, N, m, n):
595
+ r"""
596
+ Create a Finite Random Variable representing a hypergeometric distribution.
597
+
598
+ Parameters
599
+ ==========
600
+
601
+ N : Positive Integer
602
+ Represents finite population of size N.
603
+ m : Positive Integer
604
+ Represents number of trials with required feature.
605
+ n : Positive Integer
606
+ Represents numbers of draws.
607
+
608
+
609
+ Examples
610
+ ========
611
+
612
+ >>> from sympy.stats import Hypergeometric, density
613
+
614
+ >>> X = Hypergeometric('X', 10, 5, 3) # 10 marbles, 5 white (success), 3 draws
615
+ >>> density(X).dict
616
+ {0: 1/12, 1: 5/12, 2: 5/12, 3: 1/12}
617
+
618
+ Returns
619
+ =======
620
+
621
+ RandomSymbol
622
+
623
+ References
624
+ ==========
625
+
626
+ .. [1] https://en.wikipedia.org/wiki/Hypergeometric_distribution
627
+ .. [2] https://mathworld.wolfram.com/HypergeometricDistribution.html
628
+
629
+ """
630
+ return rv(name, HypergeometricDistribution, N, m, n)
631
+
632
+
633
+ class RademacherDistribution(SingleFiniteDistribution):
634
+
635
+ @property
636
+ def set(self):
637
+ return {-1, 1}
638
+
639
+ @property
640
+ def pmf(self):
641
+ k = Dummy('k')
642
+ return Lambda(k, Piecewise((S.Half, Or(Eq(k, -1), Eq(k, 1))), (S.Zero, True)))
643
+
644
+ def Rademacher(name):
645
+ r"""
646
+ Create a Finite Random Variable representing a Rademacher distribution.
647
+
648
+ Examples
649
+ ========
650
+
651
+ >>> from sympy.stats import Rademacher, density
652
+
653
+ >>> X = Rademacher('X')
654
+ >>> density(X).dict
655
+ {-1: 1/2, 1: 1/2}
656
+
657
+ Returns
658
+ =======
659
+
660
+ RandomSymbol
661
+
662
+ See Also
663
+ ========
664
+
665
+ sympy.stats.Bernoulli
666
+
667
+ References
668
+ ==========
669
+
670
+ .. [1] https://en.wikipedia.org/wiki/Rademacher_distribution
671
+
672
+ """
673
+ return rv(name, RademacherDistribution)
674
+
675
+ class IdealSolitonDistribution(SingleFiniteDistribution):
676
+ _argnames = ('k',)
677
+
678
+ @staticmethod
679
+ def check(k):
680
+ _value_check(k.is_integer and k.is_positive,
681
+ "'k' must be a positive integer.")
682
+
683
+ @property
684
+ def low(self):
685
+ return S.One
686
+
687
+ @property
688
+ def high(self):
689
+ return self.k
690
+
691
+ @property
692
+ def set(self):
693
+ return set(map(Integer, range(1, self.k + 1)))
694
+
695
+ @property # type: ignore
696
+ @cacheit
697
+ def dict(self):
698
+ if self.k.is_Symbol:
699
+ return Density(self)
700
+ d = {1: Rational(1, self.k)}
701
+ d.update({i: Rational(1, i*(i - 1)) for i in range(2, self.k + 1)})
702
+ return d
703
+
704
+ def pmf(self, x):
705
+ x = sympify(x)
706
+ if not (x.is_number or x.is_Symbol or is_random(x)):
707
+ raise ValueError("'x' expected as an argument of type 'number', 'Symbol', or "
708
+ "'RandomSymbol' not %s" % (type(x)))
709
+ cond1 = Eq(x, 1) & x.is_integer
710
+ cond2 = Ge(x, 1) & Le(x, self.k) & x.is_integer
711
+ return Piecewise((1/self.k, cond1), (1/(x*(x - 1)), cond2), (S.Zero, True))
712
+
713
+ def IdealSoliton(name, k):
714
+ r"""
715
+ Create a Finite Random Variable of Ideal Soliton Distribution
716
+
717
+ Parameters
718
+ ==========
719
+
720
+ k : Positive Integer
721
+ Represents the number of input symbols in an LT (Luby Transform) code.
722
+
723
+ Examples
724
+ ========
725
+
726
+ >>> from sympy.stats import IdealSoliton, density, P, E
727
+ >>> sol = IdealSoliton('sol', 5)
728
+ >>> density(sol).dict
729
+ {1: 1/5, 2: 1/2, 3: 1/6, 4: 1/12, 5: 1/20}
730
+ >>> density(sol).set
731
+ {1, 2, 3, 4, 5}
732
+
733
+ >>> from sympy import Symbol
734
+ >>> k = Symbol('k', positive=True, integer=True)
735
+ >>> sol = IdealSoliton('sol', k)
736
+ >>> density(sol).dict
737
+ Density(IdealSolitonDistribution(k))
738
+ >>> density(sol).dict.subs(k, 10).doit()
739
+ {1: 1/10, 2: 1/2, 3: 1/6, 4: 1/12, 5: 1/20, 6: 1/30, 7: 1/42, 8: 1/56, 9: 1/72, 10: 1/90}
740
+
741
+ >>> E(sol.subs(k, 10))
742
+ 7381/2520
743
+
744
+ >>> P(sol.subs(k, 4) > 2)
745
+ 1/4
746
+
747
+ Returns
748
+ =======
749
+
750
+ RandomSymbol
751
+
752
+ References
753
+ ==========
754
+
755
+ .. [1] https://en.wikipedia.org/wiki/Soliton_distribution#Ideal_distribution
756
+ .. [2] https://pages.cs.wisc.edu/~suman/courses/740/papers/luby02lt.pdf
757
+
758
+ """
759
+ return rv(name, IdealSolitonDistribution, k)
760
+
761
+ class RobustSolitonDistribution(SingleFiniteDistribution):
762
+ _argnames= ('k', 'delta', 'c')
763
+
764
+ @staticmethod
765
+ def check(k, delta, c):
766
+ _value_check(k.is_integer and k.is_positive,
767
+ "'k' must be a positive integer")
768
+ _value_check(Gt(delta, 0) and Le(delta, 1),
769
+ "'delta' must be a real number in the interval (0,1)")
770
+ _value_check(c.is_positive,
771
+ "'c' must be a positive real number.")
772
+
773
+ @property
774
+ def R(self):
775
+ return self.c * log(self.k/self.delta) * self.k**0.5
776
+
777
+ @property
778
+ def Z(self):
779
+ z = 0
780
+ for i in Range(1, round(self.k/self.R)):
781
+ z += (1/i)
782
+ z += log(self.R/self.delta)
783
+ return 1 + z * self.R/self.k
784
+
785
+ @property
786
+ def low(self):
787
+ return S.One
788
+
789
+ @property
790
+ def high(self):
791
+ return self.k
792
+
793
+ @property
794
+ def set(self):
795
+ return set(map(Integer, range(1, self.k + 1)))
796
+
797
+ @property
798
+ def is_symbolic(self):
799
+ return not (self.k.is_number and self.c.is_number and self.delta.is_number)
800
+
801
+ def pmf(self, x):
802
+ x = sympify(x)
803
+ if not (x.is_number or x.is_Symbol or is_random(x)):
804
+ raise ValueError("'x' expected as an argument of type 'number', 'Symbol', or "
805
+ "'RandomSymbol' not %s" % (type(x)))
806
+
807
+ cond1 = Eq(x, 1) & x.is_integer
808
+ cond2 = Ge(x, 1) & Le(x, self.k) & x.is_integer
809
+ rho = Piecewise((Rational(1, self.k), cond1), (Rational(1, x*(x-1)), cond2), (S.Zero, True))
810
+
811
+ cond1 = Ge(x, 1) & Le(x, round(self.k/self.R)-1)
812
+ cond2 = Eq(x, round(self.k/self.R))
813
+ tau = Piecewise((self.R/(self.k * x), cond1), (self.R * log(self.R/self.delta)/self.k, cond2), (S.Zero, True))
814
+
815
+ return (rho + tau)/self.Z
816
+
817
+ def RobustSoliton(name, k, delta, c):
818
+ r'''
819
+ Create a Finite Random Variable of Robust Soliton Distribution
820
+
821
+ Parameters
822
+ ==========
823
+
824
+ k : Positive Integer
825
+ Represents the number of input symbols in an LT (Luby Transform) code.
826
+ delta : Positive Rational Number
827
+ Represents the failure probability. Must be in the interval (0,1).
828
+ c : Positive Rational Number
829
+ Constant of proportionality. Values close to 1 are recommended
830
+
831
+ Examples
832
+ ========
833
+
834
+ >>> from sympy.stats import RobustSoliton, density, P, E
835
+ >>> robSol = RobustSoliton('robSol', 5, 0.5, 0.01)
836
+ >>> density(robSol).dict
837
+ {1: 0.204253668152708, 2: 0.490631107897393, 3: 0.165210624506162, 4: 0.0834387731899302, 5: 0.0505633404760675}
838
+ >>> density(robSol).set
839
+ {1, 2, 3, 4, 5}
840
+
841
+ >>> from sympy import Symbol
842
+ >>> k = Symbol('k', positive=True, integer=True)
843
+ >>> c = Symbol('c', positive=True)
844
+ >>> robSol = RobustSoliton('robSol', k, 0.5, c)
845
+ >>> density(robSol).dict
846
+ Density(RobustSolitonDistribution(k, 0.5, c))
847
+ >>> density(robSol).dict.subs(k, 10).subs(c, 0.03).doit()
848
+ {1: 0.116641095387194, 2: 0.467045731687165, 3: 0.159984123349381, 4: 0.0821431680681869, 5: 0.0505765646770100,
849
+ 6: 0.0345781523420719, 7: 0.0253132820710503, 8: 0.0194459129233227, 9: 0.0154831166726115, 10: 0.0126733075238887}
850
+
851
+ >>> E(robSol.subs(k, 10).subs(c, 0.05))
852
+ 2.91358846104106
853
+
854
+ >>> P(robSol.subs(k, 4).subs(c, 0.1) > 2)
855
+ 0.243650614389834
856
+
857
+ Returns
858
+ =======
859
+
860
+ RandomSymbol
861
+
862
+ References
863
+ ==========
864
+
865
+ .. [1] https://en.wikipedia.org/wiki/Soliton_distribution#Robust_distribution
866
+ .. [2] https://www.inference.org.uk/mackay/itprnn/ps/588.596.pdf
867
+ .. [3] https://pages.cs.wisc.edu/~suman/courses/740/papers/luby02lt.pdf
868
+
869
+ '''
870
+ return rv(name, RobustSolitonDistribution, k, delta, c)
env-llmeval/lib/python3.10/site-packages/sympy/stats/joint_rv.py ADDED
@@ -0,0 +1,426 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Joint Random Variables Module
3
+
4
+ See Also
5
+ ========
6
+ sympy.stats.rv
7
+ sympy.stats.frv
8
+ sympy.stats.crv
9
+ sympy.stats.drv
10
+ """
11
+ from math import prod
12
+
13
+ from sympy.core.basic import Basic
14
+ from sympy.core.function import Lambda
15
+ from sympy.core.singleton import S
16
+ from sympy.core.symbol import (Dummy, Symbol)
17
+ from sympy.core.sympify import sympify
18
+ from sympy.sets.sets import ProductSet
19
+ from sympy.tensor.indexed import Indexed
20
+ from sympy.concrete.products import Product
21
+ from sympy.concrete.summations import Sum, summation
22
+ from sympy.core.containers import Tuple
23
+ from sympy.integrals.integrals import Integral, integrate
24
+ from sympy.matrices import ImmutableMatrix, matrix2numpy, list2numpy
25
+ from sympy.stats.crv import SingleContinuousDistribution, SingleContinuousPSpace
26
+ from sympy.stats.drv import SingleDiscreteDistribution, SingleDiscretePSpace
27
+ from sympy.stats.rv import (ProductPSpace, NamedArgsMixin, Distribution,
28
+ ProductDomain, RandomSymbol, random_symbols,
29
+ SingleDomain, _symbol_converter)
30
+ from sympy.utilities.iterables import iterable
31
+ from sympy.utilities.misc import filldedent
32
+ from sympy.external import import_module
33
+
34
+ # __all__ = ['marginal_distribution']
35
+
36
+ class JointPSpace(ProductPSpace):
37
+ """
38
+ Represents a joint probability space. Represented using symbols for
39
+ each component and a distribution.
40
+ """
41
+ def __new__(cls, sym, dist):
42
+ if isinstance(dist, SingleContinuousDistribution):
43
+ return SingleContinuousPSpace(sym, dist)
44
+ if isinstance(dist, SingleDiscreteDistribution):
45
+ return SingleDiscretePSpace(sym, dist)
46
+ sym = _symbol_converter(sym)
47
+ return Basic.__new__(cls, sym, dist)
48
+
49
+ @property
50
+ def set(self):
51
+ return self.domain.set
52
+
53
+ @property
54
+ def symbol(self):
55
+ return self.args[0]
56
+
57
+ @property
58
+ def distribution(self):
59
+ return self.args[1]
60
+
61
+ @property
62
+ def value(self):
63
+ return JointRandomSymbol(self.symbol, self)
64
+
65
+ @property
66
+ def component_count(self):
67
+ _set = self.distribution.set
68
+ if isinstance(_set, ProductSet):
69
+ return S(len(_set.args))
70
+ elif isinstance(_set, Product):
71
+ return _set.limits[0][-1]
72
+ return S.One
73
+
74
+ @property
75
+ def pdf(self):
76
+ sym = [Indexed(self.symbol, i) for i in range(self.component_count)]
77
+ return self.distribution(*sym)
78
+
79
+ @property
80
+ def domain(self):
81
+ rvs = random_symbols(self.distribution)
82
+ if not rvs:
83
+ return SingleDomain(self.symbol, self.distribution.set)
84
+ return ProductDomain(*[rv.pspace.domain for rv in rvs])
85
+
86
+ def component_domain(self, index):
87
+ return self.set.args[index]
88
+
89
+ def marginal_distribution(self, *indices):
90
+ count = self.component_count
91
+ if count.atoms(Symbol):
92
+ raise ValueError("Marginal distributions cannot be computed "
93
+ "for symbolic dimensions. It is a work under progress.")
94
+ orig = [Indexed(self.symbol, i) for i in range(count)]
95
+ all_syms = [Symbol(str(i)) for i in orig]
96
+ replace_dict = dict(zip(all_syms, orig))
97
+ sym = tuple(Symbol(str(Indexed(self.symbol, i))) for i in indices)
98
+ limits = [[i,] for i in all_syms if i not in sym]
99
+ index = 0
100
+ for i in range(count):
101
+ if i not in indices:
102
+ limits[index].append(self.distribution.set.args[i])
103
+ limits[index] = tuple(limits[index])
104
+ index += 1
105
+ if self.distribution.is_Continuous:
106
+ f = Lambda(sym, integrate(self.distribution(*all_syms), *limits))
107
+ elif self.distribution.is_Discrete:
108
+ f = Lambda(sym, summation(self.distribution(*all_syms), *limits))
109
+ return f.xreplace(replace_dict)
110
+
111
+ def compute_expectation(self, expr, rvs=None, evaluate=False, **kwargs):
112
+ syms = tuple(self.value[i] for i in range(self.component_count))
113
+ rvs = rvs or syms
114
+ if not any(i in rvs for i in syms):
115
+ return expr
116
+ expr = expr*self.pdf
117
+ for rv in rvs:
118
+ if isinstance(rv, Indexed):
119
+ expr = expr.xreplace({rv: Indexed(str(rv.base), rv.args[1])})
120
+ elif isinstance(rv, RandomSymbol):
121
+ expr = expr.xreplace({rv: rv.symbol})
122
+ if self.value in random_symbols(expr):
123
+ raise NotImplementedError(filldedent('''
124
+ Expectations of expression with unindexed joint random symbols
125
+ cannot be calculated yet.'''))
126
+ limits = tuple((Indexed(str(rv.base),rv.args[1]),
127
+ self.distribution.set.args[rv.args[1]]) for rv in syms)
128
+ return Integral(expr, *limits)
129
+
130
+ def where(self, condition):
131
+ raise NotImplementedError()
132
+
133
+ def compute_density(self, expr):
134
+ raise NotImplementedError()
135
+
136
+ def sample(self, size=(), library='scipy', seed=None):
137
+ """
138
+ Internal sample method
139
+
140
+ Returns dictionary mapping RandomSymbol to realization value.
141
+ """
142
+ return {RandomSymbol(self.symbol, self): self.distribution.sample(size,
143
+ library=library, seed=seed)}
144
+
145
+ def probability(self, condition):
146
+ raise NotImplementedError()
147
+
148
+
149
+ class SampleJointScipy:
150
+ """Returns the sample from scipy of the given distribution"""
151
+ def __new__(cls, dist, size, seed=None):
152
+ return cls._sample_scipy(dist, size, seed)
153
+
154
+ @classmethod
155
+ def _sample_scipy(cls, dist, size, seed):
156
+ """Sample from SciPy."""
157
+
158
+ import numpy
159
+ if seed is None or isinstance(seed, int):
160
+ rand_state = numpy.random.default_rng(seed=seed)
161
+ else:
162
+ rand_state = seed
163
+ from scipy import stats as scipy_stats
164
+ scipy_rv_map = {
165
+ 'MultivariateNormalDistribution': lambda dist, size: scipy_stats.multivariate_normal.rvs(
166
+ mean=matrix2numpy(dist.mu).flatten(),
167
+ cov=matrix2numpy(dist.sigma), size=size, random_state=rand_state),
168
+ 'MultivariateBetaDistribution': lambda dist, size: scipy_stats.dirichlet.rvs(
169
+ alpha=list2numpy(dist.alpha, float).flatten(), size=size, random_state=rand_state),
170
+ 'MultinomialDistribution': lambda dist, size: scipy_stats.multinomial.rvs(
171
+ n=int(dist.n), p=list2numpy(dist.p, float).flatten(), size=size, random_state=rand_state)
172
+ }
173
+
174
+ sample_shape = {
175
+ 'MultivariateNormalDistribution': lambda dist: matrix2numpy(dist.mu).flatten().shape,
176
+ 'MultivariateBetaDistribution': lambda dist: list2numpy(dist.alpha).flatten().shape,
177
+ 'MultinomialDistribution': lambda dist: list2numpy(dist.p).flatten().shape
178
+ }
179
+
180
+ dist_list = scipy_rv_map.keys()
181
+
182
+ if dist.__class__.__name__ not in dist_list:
183
+ return None
184
+
185
+ samples = scipy_rv_map[dist.__class__.__name__](dist, size)
186
+ return samples.reshape(size + sample_shape[dist.__class__.__name__](dist))
187
+
188
+ class SampleJointNumpy:
189
+ """Returns the sample from numpy of the given distribution"""
190
+
191
+ def __new__(cls, dist, size, seed=None):
192
+ return cls._sample_numpy(dist, size, seed)
193
+
194
+ @classmethod
195
+ def _sample_numpy(cls, dist, size, seed):
196
+ """Sample from NumPy."""
197
+
198
+ import numpy
199
+ if seed is None or isinstance(seed, int):
200
+ rand_state = numpy.random.default_rng(seed=seed)
201
+ else:
202
+ rand_state = seed
203
+ numpy_rv_map = {
204
+ 'MultivariateNormalDistribution': lambda dist, size: rand_state.multivariate_normal(
205
+ mean=matrix2numpy(dist.mu, float).flatten(),
206
+ cov=matrix2numpy(dist.sigma, float), size=size),
207
+ 'MultivariateBetaDistribution': lambda dist, size: rand_state.dirichlet(
208
+ alpha=list2numpy(dist.alpha, float).flatten(), size=size),
209
+ 'MultinomialDistribution': lambda dist, size: rand_state.multinomial(
210
+ n=int(dist.n), pvals=list2numpy(dist.p, float).flatten(), size=size)
211
+ }
212
+
213
+ sample_shape = {
214
+ 'MultivariateNormalDistribution': lambda dist: matrix2numpy(dist.mu).flatten().shape,
215
+ 'MultivariateBetaDistribution': lambda dist: list2numpy(dist.alpha).flatten().shape,
216
+ 'MultinomialDistribution': lambda dist: list2numpy(dist.p).flatten().shape
217
+ }
218
+
219
+ dist_list = numpy_rv_map.keys()
220
+
221
+ if dist.__class__.__name__ not in dist_list:
222
+ return None
223
+
224
+ samples = numpy_rv_map[dist.__class__.__name__](dist, prod(size))
225
+ return samples.reshape(size + sample_shape[dist.__class__.__name__](dist))
226
+
227
+ class SampleJointPymc:
228
+ """Returns the sample from pymc of the given distribution"""
229
+
230
+ def __new__(cls, dist, size, seed=None):
231
+ return cls._sample_pymc(dist, size, seed)
232
+
233
+ @classmethod
234
+ def _sample_pymc(cls, dist, size, seed):
235
+ """Sample from PyMC."""
236
+
237
+ try:
238
+ import pymc
239
+ except ImportError:
240
+ import pymc3 as pymc
241
+ pymc_rv_map = {
242
+ 'MultivariateNormalDistribution': lambda dist:
243
+ pymc.MvNormal('X', mu=matrix2numpy(dist.mu, float).flatten(),
244
+ cov=matrix2numpy(dist.sigma, float), shape=(1, dist.mu.shape[0])),
245
+ 'MultivariateBetaDistribution': lambda dist:
246
+ pymc.Dirichlet('X', a=list2numpy(dist.alpha, float).flatten()),
247
+ 'MultinomialDistribution': lambda dist:
248
+ pymc.Multinomial('X', n=int(dist.n),
249
+ p=list2numpy(dist.p, float).flatten(), shape=(1, len(dist.p)))
250
+ }
251
+
252
+ sample_shape = {
253
+ 'MultivariateNormalDistribution': lambda dist: matrix2numpy(dist.mu).flatten().shape,
254
+ 'MultivariateBetaDistribution': lambda dist: list2numpy(dist.alpha).flatten().shape,
255
+ 'MultinomialDistribution': lambda dist: list2numpy(dist.p).flatten().shape
256
+ }
257
+
258
+ dist_list = pymc_rv_map.keys()
259
+
260
+ if dist.__class__.__name__ not in dist_list:
261
+ return None
262
+
263
+ import logging
264
+ logging.getLogger("pymc3").setLevel(logging.ERROR)
265
+ with pymc.Model():
266
+ pymc_rv_map[dist.__class__.__name__](dist)
267
+ samples = pymc.sample(draws=prod(size), chains=1, progressbar=False, random_seed=seed, return_inferencedata=False, compute_convergence_checks=False)[:]['X']
268
+ return samples.reshape(size + sample_shape[dist.__class__.__name__](dist))
269
+
270
+
271
+ _get_sample_class_jrv = {
272
+ 'scipy': SampleJointScipy,
273
+ 'pymc3': SampleJointPymc,
274
+ 'pymc': SampleJointPymc,
275
+ 'numpy': SampleJointNumpy
276
+ }
277
+
278
+ class JointDistribution(Distribution, NamedArgsMixin):
279
+ """
280
+ Represented by the random variables part of the joint distribution.
281
+ Contains methods for PDF, CDF, sampling, marginal densities, etc.
282
+ """
283
+
284
+ _argnames = ('pdf', )
285
+
286
+ def __new__(cls, *args):
287
+ args = list(map(sympify, args))
288
+ for i in range(len(args)):
289
+ if isinstance(args[i], list):
290
+ args[i] = ImmutableMatrix(args[i])
291
+ return Basic.__new__(cls, *args)
292
+
293
+ @property
294
+ def domain(self):
295
+ return ProductDomain(self.symbols)
296
+
297
+ @property
298
+ def pdf(self):
299
+ return self.density.args[1]
300
+
301
+ def cdf(self, other):
302
+ if not isinstance(other, dict):
303
+ raise ValueError("%s should be of type dict, got %s"%(other, type(other)))
304
+ rvs = other.keys()
305
+ _set = self.domain.set.sets
306
+ expr = self.pdf(tuple(i.args[0] for i in self.symbols))
307
+ for i in range(len(other)):
308
+ if rvs[i].is_Continuous:
309
+ density = Integral(expr, (rvs[i], _set[i].inf,
310
+ other[rvs[i]]))
311
+ elif rvs[i].is_Discrete:
312
+ density = Sum(expr, (rvs[i], _set[i].inf,
313
+ other[rvs[i]]))
314
+ return density
315
+
316
+ def sample(self, size=(), library='scipy', seed=None):
317
+ """ A random realization from the distribution """
318
+
319
+ libraries = ('scipy', 'numpy', 'pymc3', 'pymc')
320
+ if library not in libraries:
321
+ raise NotImplementedError("Sampling from %s is not supported yet."
322
+ % str(library))
323
+ if not import_module(library):
324
+ raise ValueError("Failed to import %s" % library)
325
+
326
+ samps = _get_sample_class_jrv[library](self, size, seed=seed)
327
+
328
+ if samps is not None:
329
+ return samps
330
+ raise NotImplementedError(
331
+ "Sampling for %s is not currently implemented from %s"
332
+ % (self.__class__.__name__, library)
333
+ )
334
+
335
+ def __call__(self, *args):
336
+ return self.pdf(*args)
337
+
338
+ class JointRandomSymbol(RandomSymbol):
339
+ """
340
+ Representation of random symbols with joint probability distributions
341
+ to allow indexing."
342
+ """
343
+ def __getitem__(self, key):
344
+ if isinstance(self.pspace, JointPSpace):
345
+ if (self.pspace.component_count <= key) == True:
346
+ raise ValueError("Index keys for %s can only up to %s." %
347
+ (self.name, self.pspace.component_count - 1))
348
+ return Indexed(self, key)
349
+
350
+
351
+
352
+ class MarginalDistribution(Distribution):
353
+ """
354
+ Represents the marginal distribution of a joint probability space.
355
+
356
+ Initialised using a probability distribution and random variables(or
357
+ their indexed components) which should be a part of the resultant
358
+ distribution.
359
+ """
360
+
361
+ def __new__(cls, dist, *rvs):
362
+ if len(rvs) == 1 and iterable(rvs[0]):
363
+ rvs = tuple(rvs[0])
364
+ if not all(isinstance(rv, (Indexed, RandomSymbol)) for rv in rvs):
365
+ raise ValueError(filldedent('''Marginal distribution can be
366
+ intitialised only in terms of random variables or indexed random
367
+ variables'''))
368
+ rvs = Tuple.fromiter(rv for rv in rvs)
369
+ if not isinstance(dist, JointDistribution) and len(random_symbols(dist)) == 0:
370
+ return dist
371
+ return Basic.__new__(cls, dist, rvs)
372
+
373
+ def check(self):
374
+ pass
375
+
376
+ @property
377
+ def set(self):
378
+ rvs = [i for i in self.args[1] if isinstance(i, RandomSymbol)]
379
+ return ProductSet(*[rv.pspace.set for rv in rvs])
380
+
381
+ @property
382
+ def symbols(self):
383
+ rvs = self.args[1]
384
+ return {rv.pspace.symbol for rv in rvs}
385
+
386
+ def pdf(self, *x):
387
+ expr, rvs = self.args[0], self.args[1]
388
+ marginalise_out = [i for i in random_symbols(expr) if i not in rvs]
389
+ if isinstance(expr, JointDistribution):
390
+ count = len(expr.domain.args)
391
+ x = Dummy('x', real=True)
392
+ syms = tuple(Indexed(x, i) for i in count)
393
+ expr = expr.pdf(syms)
394
+ else:
395
+ syms = tuple(rv.pspace.symbol if isinstance(rv, RandomSymbol) else rv.args[0] for rv in rvs)
396
+ return Lambda(syms, self.compute_pdf(expr, marginalise_out))(*x)
397
+
398
+ def compute_pdf(self, expr, rvs):
399
+ for rv in rvs:
400
+ lpdf = 1
401
+ if isinstance(rv, RandomSymbol):
402
+ lpdf = rv.pspace.pdf
403
+ expr = self.marginalise_out(expr*lpdf, rv)
404
+ return expr
405
+
406
+ def marginalise_out(self, expr, rv):
407
+ from sympy.concrete.summations import Sum
408
+ if isinstance(rv, RandomSymbol):
409
+ dom = rv.pspace.set
410
+ elif isinstance(rv, Indexed):
411
+ dom = rv.base.component_domain(
412
+ rv.pspace.component_domain(rv.args[1]))
413
+ expr = expr.xreplace({rv: rv.pspace.symbol})
414
+ if rv.pspace.is_Continuous:
415
+ #TODO: Modify to support integration
416
+ #for all kinds of sets.
417
+ expr = Integral(expr, (rv.pspace.symbol, dom))
418
+ elif rv.pspace.is_Discrete:
419
+ #incorporate this into `Sum`/`summation`
420
+ if dom in (S.Integers, S.Naturals, S.Naturals0):
421
+ dom = (dom.inf, dom.sup)
422
+ expr = Sum(expr, (rv.pspace.symbol, dom))
423
+ return expr
424
+
425
+ def __call__(self, *args):
426
+ return self.pdf(*args)
env-llmeval/lib/python3.10/site-packages/sympy/stats/joint_rv_types.py ADDED
@@ -0,0 +1,946 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.concrete.products import Product
2
+ from sympy.concrete.summations import Sum
3
+ from sympy.core.add import Add
4
+ from sympy.core.function import Lambda
5
+ from sympy.core.mul import Mul
6
+ from sympy.core.numbers import (Integer, Rational, pi)
7
+ from sympy.core.power import Pow
8
+ from sympy.core.relational import Eq
9
+ from sympy.core.singleton import S
10
+ from sympy.core.symbol import (Symbol, symbols)
11
+ from sympy.core.sympify import sympify
12
+ from sympy.functions.combinatorial.factorials import (rf, factorial)
13
+ from sympy.functions.elementary.exponential import exp
14
+ from sympy.functions.elementary.miscellaneous import sqrt
15
+ from sympy.functions.elementary.piecewise import Piecewise
16
+ from sympy.functions.special.bessel import besselk
17
+ from sympy.functions.special.gamma_functions import gamma
18
+ from sympy.matrices.dense import (Matrix, ones)
19
+ from sympy.sets.fancysets import Range
20
+ from sympy.sets.sets import (Intersection, Interval)
21
+ from sympy.tensor.indexed import (Indexed, IndexedBase)
22
+ from sympy.matrices import ImmutableMatrix, MatrixSymbol
23
+ from sympy.matrices.expressions.determinant import det
24
+ from sympy.matrices.expressions.matexpr import MatrixElement
25
+ from sympy.stats.joint_rv import JointDistribution, JointPSpace, MarginalDistribution
26
+ from sympy.stats.rv import _value_check, random_symbols
27
+
28
+ __all__ = ['JointRV',
29
+ 'MultivariateNormal',
30
+ 'MultivariateLaplace',
31
+ 'Dirichlet',
32
+ 'GeneralizedMultivariateLogGamma',
33
+ 'GeneralizedMultivariateLogGammaOmega',
34
+ 'Multinomial',
35
+ 'MultivariateBeta',
36
+ 'MultivariateEwens',
37
+ 'MultivariateT',
38
+ 'NegativeMultinomial',
39
+ 'NormalGamma'
40
+ ]
41
+
42
+ def multivariate_rv(cls, sym, *args):
43
+ args = list(map(sympify, args))
44
+ dist = cls(*args)
45
+ args = dist.args
46
+ dist.check(*args)
47
+ return JointPSpace(sym, dist).value
48
+
49
+
50
+ def marginal_distribution(rv, *indices):
51
+ """
52
+ Marginal distribution function of a joint random variable.
53
+
54
+ Parameters
55
+ ==========
56
+
57
+ rv : A random variable with a joint probability distribution.
58
+ indices : Component indices or the indexed random symbol
59
+ for which the joint distribution is to be calculated
60
+
61
+ Returns
62
+ =======
63
+
64
+ A Lambda expression in `sym`.
65
+
66
+ Examples
67
+ ========
68
+
69
+ >>> from sympy.stats import MultivariateNormal, marginal_distribution
70
+ >>> m = MultivariateNormal('X', [1, 2], [[2, 1], [1, 2]])
71
+ >>> marginal_distribution(m, m[0])(1)
72
+ 1/(2*sqrt(pi))
73
+
74
+ """
75
+ indices = list(indices)
76
+ for i in range(len(indices)):
77
+ if isinstance(indices[i], Indexed):
78
+ indices[i] = indices[i].args[1]
79
+ prob_space = rv.pspace
80
+ if not indices:
81
+ raise ValueError(
82
+ "At least one component for marginal density is needed.")
83
+ if hasattr(prob_space.distribution, '_marginal_distribution'):
84
+ return prob_space.distribution._marginal_distribution(indices, rv.symbol)
85
+ return prob_space.marginal_distribution(*indices)
86
+
87
+
88
+ class JointDistributionHandmade(JointDistribution):
89
+
90
+ _argnames = ('pdf',)
91
+ is_Continuous = True
92
+
93
+ @property
94
+ def set(self):
95
+ return self.args[1]
96
+
97
+
98
+ def JointRV(symbol, pdf, _set=None):
99
+ """
100
+ Create a Joint Random Variable where each of its component is continuous,
101
+ given the following:
102
+
103
+ Parameters
104
+ ==========
105
+
106
+ symbol : Symbol
107
+ Represents name of the random variable.
108
+ pdf : A PDF in terms of indexed symbols of the symbol given
109
+ as the first argument
110
+
111
+ NOTE
112
+ ====
113
+
114
+ As of now, the set for each component for a ``JointRV`` is
115
+ equal to the set of all integers, which cannot be changed.
116
+
117
+ Examples
118
+ ========
119
+
120
+ >>> from sympy import exp, pi, Indexed, S
121
+ >>> from sympy.stats import density, JointRV
122
+ >>> x1, x2 = (Indexed('x', i) for i in (1, 2))
123
+ >>> pdf = exp(-x1**2/2 + x1 - x2**2/2 - S(1)/2)/(2*pi)
124
+ >>> N1 = JointRV('x', pdf) #Multivariate Normal distribution
125
+ >>> density(N1)(1, 2)
126
+ exp(-2)/(2*pi)
127
+
128
+ Returns
129
+ =======
130
+
131
+ RandomSymbol
132
+
133
+ """
134
+ #TODO: Add support for sets provided by the user
135
+ symbol = sympify(symbol)
136
+ syms = [i for i in pdf.free_symbols if isinstance(i, Indexed)
137
+ and i.base == IndexedBase(symbol)]
138
+ syms = tuple(sorted(syms, key = lambda index: index.args[1]))
139
+ _set = S.Reals**len(syms)
140
+ pdf = Lambda(syms, pdf)
141
+ dist = JointDistributionHandmade(pdf, _set)
142
+ jrv = JointPSpace(symbol, dist).value
143
+ rvs = random_symbols(pdf)
144
+ if len(rvs) != 0:
145
+ dist = MarginalDistribution(dist, (jrv,))
146
+ return JointPSpace(symbol, dist).value
147
+ return jrv
148
+
149
+ #-------------------------------------------------------------------------------
150
+ # Multivariate Normal distribution ---------------------------------------------
151
+
152
+ class MultivariateNormalDistribution(JointDistribution):
153
+ _argnames = ('mu', 'sigma')
154
+
155
+ is_Continuous=True
156
+
157
+ @property
158
+ def set(self):
159
+ k = self.mu.shape[0]
160
+ return S.Reals**k
161
+
162
+ @staticmethod
163
+ def check(mu, sigma):
164
+ _value_check(mu.shape[0] == sigma.shape[0],
165
+ "Size of the mean vector and covariance matrix are incorrect.")
166
+ #check if covariance matrix is positive semi definite or not.
167
+ if not isinstance(sigma, MatrixSymbol):
168
+ _value_check(sigma.is_positive_semidefinite,
169
+ "The covariance matrix must be positive semi definite. ")
170
+
171
+ def pdf(self, *args):
172
+ mu, sigma = self.mu, self.sigma
173
+ k = mu.shape[0]
174
+ if len(args) == 1 and args[0].is_Matrix:
175
+ args = args[0]
176
+ else:
177
+ args = ImmutableMatrix(args)
178
+ x = args - mu
179
+ density = S.One/sqrt((2*pi)**(k)*det(sigma))*exp(
180
+ Rational(-1, 2)*x.transpose()*(sigma.inv()*x))
181
+ return MatrixElement(density, 0, 0)
182
+
183
+ def _marginal_distribution(self, indices, sym):
184
+ sym = ImmutableMatrix([Indexed(sym, i) for i in indices])
185
+ _mu, _sigma = self.mu, self.sigma
186
+ k = self.mu.shape[0]
187
+ for i in range(k):
188
+ if i not in indices:
189
+ _mu = _mu.row_del(i)
190
+ _sigma = _sigma.col_del(i)
191
+ _sigma = _sigma.row_del(i)
192
+ return Lambda(tuple(sym), S.One/sqrt((2*pi)**(len(_mu))*det(_sigma))*exp(
193
+ Rational(-1, 2)*(_mu - sym).transpose()*(_sigma.inv()*\
194
+ (_mu - sym)))[0])
195
+
196
+ def MultivariateNormal(name, mu, sigma):
197
+ r"""
198
+ Creates a continuous random variable with Multivariate Normal
199
+ Distribution.
200
+
201
+ The density of the multivariate normal distribution can be found at [1].
202
+
203
+ Parameters
204
+ ==========
205
+
206
+ mu : List representing the mean or the mean vector
207
+ sigma : Positive semidefinite square matrix
208
+ Represents covariance Matrix.
209
+ If `\sigma` is noninvertible then only sampling is supported currently
210
+
211
+ Returns
212
+ =======
213
+
214
+ RandomSymbol
215
+
216
+ Examples
217
+ ========
218
+
219
+ >>> from sympy.stats import MultivariateNormal, density, marginal_distribution
220
+ >>> from sympy import symbols, MatrixSymbol
221
+ >>> X = MultivariateNormal('X', [3, 4], [[2, 1], [1, 2]])
222
+ >>> y, z = symbols('y z')
223
+ >>> density(X)(y, z)
224
+ sqrt(3)*exp(-y**2/3 + y*z/3 + 2*y/3 - z**2/3 + 5*z/3 - 13/3)/(6*pi)
225
+ >>> density(X)(1, 2)
226
+ sqrt(3)*exp(-4/3)/(6*pi)
227
+ >>> marginal_distribution(X, X[1])(y)
228
+ exp(-(y - 4)**2/4)/(2*sqrt(pi))
229
+ >>> marginal_distribution(X, X[0])(y)
230
+ exp(-(y - 3)**2/4)/(2*sqrt(pi))
231
+
232
+ The example below shows that it is also possible to use
233
+ symbolic parameters to define the MultivariateNormal class.
234
+
235
+ >>> n = symbols('n', integer=True, positive=True)
236
+ >>> Sg = MatrixSymbol('Sg', n, n)
237
+ >>> mu = MatrixSymbol('mu', n, 1)
238
+ >>> obs = MatrixSymbol('obs', n, 1)
239
+ >>> X = MultivariateNormal('X', mu, Sg)
240
+
241
+ The density of a multivariate normal can be
242
+ calculated using a matrix argument, as shown below.
243
+
244
+ >>> density(X)(obs)
245
+ (exp(((1/2)*mu.T - (1/2)*obs.T)*Sg**(-1)*(-mu + obs))/sqrt((2*pi)**n*Determinant(Sg)))[0, 0]
246
+
247
+ References
248
+ ==========
249
+
250
+ .. [1] https://en.wikipedia.org/wiki/Multivariate_normal_distribution
251
+
252
+ """
253
+ return multivariate_rv(MultivariateNormalDistribution, name, mu, sigma)
254
+
255
+ #-------------------------------------------------------------------------------
256
+ # Multivariate Laplace distribution --------------------------------------------
257
+
258
+ class MultivariateLaplaceDistribution(JointDistribution):
259
+ _argnames = ('mu', 'sigma')
260
+ is_Continuous=True
261
+
262
+ @property
263
+ def set(self):
264
+ k = self.mu.shape[0]
265
+ return S.Reals**k
266
+
267
+ @staticmethod
268
+ def check(mu, sigma):
269
+ _value_check(mu.shape[0] == sigma.shape[0],
270
+ "Size of the mean vector and covariance matrix are incorrect.")
271
+ # check if covariance matrix is positive definite or not.
272
+ if not isinstance(sigma, MatrixSymbol):
273
+ _value_check(sigma.is_positive_definite,
274
+ "The covariance matrix must be positive definite. ")
275
+
276
+ def pdf(self, *args):
277
+ mu, sigma = self.mu, self.sigma
278
+ mu_T = mu.transpose()
279
+ k = S(mu.shape[0])
280
+ sigma_inv = sigma.inv()
281
+ args = ImmutableMatrix(args)
282
+ args_T = args.transpose()
283
+ x = (mu_T*sigma_inv*mu)[0]
284
+ y = (args_T*sigma_inv*args)[0]
285
+ v = 1 - k/2
286
+ return (2 * (y/(2 + x))**(v/2) * besselk(v, sqrt((2 + x)*y)) *
287
+ exp((args_T * sigma_inv * mu)[0]) /
288
+ ((2 * pi)**(k/2) * sqrt(det(sigma))))
289
+
290
+
291
+ def MultivariateLaplace(name, mu, sigma):
292
+ """
293
+ Creates a continuous random variable with Multivariate Laplace
294
+ Distribution.
295
+
296
+ The density of the multivariate Laplace distribution can be found at [1].
297
+
298
+ Parameters
299
+ ==========
300
+
301
+ mu : List representing the mean or the mean vector
302
+ sigma : Positive definite square matrix
303
+ Represents covariance Matrix
304
+
305
+ Returns
306
+ =======
307
+
308
+ RandomSymbol
309
+
310
+ Examples
311
+ ========
312
+
313
+ >>> from sympy.stats import MultivariateLaplace, density
314
+ >>> from sympy import symbols
315
+ >>> y, z = symbols('y z')
316
+ >>> X = MultivariateLaplace('X', [2, 4], [[3, 1], [1, 3]])
317
+ >>> density(X)(y, z)
318
+ sqrt(2)*exp(y/4 + 5*z/4)*besselk(0, sqrt(15*y*(3*y/8 - z/8)/2 + 15*z*(-y/8 + 3*z/8)/2))/(4*pi)
319
+ >>> density(X)(1, 2)
320
+ sqrt(2)*exp(11/4)*besselk(0, sqrt(165)/4)/(4*pi)
321
+
322
+ References
323
+ ==========
324
+
325
+ .. [1] https://en.wikipedia.org/wiki/Multivariate_Laplace_distribution
326
+
327
+ """
328
+ return multivariate_rv(MultivariateLaplaceDistribution, name, mu, sigma)
329
+
330
+ #-------------------------------------------------------------------------------
331
+ # Multivariate StudentT distribution -------------------------------------------
332
+
333
+ class MultivariateTDistribution(JointDistribution):
334
+ _argnames = ('mu', 'shape_mat', 'dof')
335
+ is_Continuous=True
336
+
337
+ @property
338
+ def set(self):
339
+ k = self.mu.shape[0]
340
+ return S.Reals**k
341
+
342
+ @staticmethod
343
+ def check(mu, sigma, v):
344
+ _value_check(mu.shape[0] == sigma.shape[0],
345
+ "Size of the location vector and shape matrix are incorrect.")
346
+ # check if covariance matrix is positive definite or not.
347
+ if not isinstance(sigma, MatrixSymbol):
348
+ _value_check(sigma.is_positive_definite,
349
+ "The shape matrix must be positive definite. ")
350
+
351
+ def pdf(self, *args):
352
+ mu, sigma = self.mu, self.shape_mat
353
+ v = S(self.dof)
354
+ k = S(mu.shape[0])
355
+ sigma_inv = sigma.inv()
356
+ args = ImmutableMatrix(args)
357
+ x = args - mu
358
+ return gamma((k + v)/2)/(gamma(v/2)*(v*pi)**(k/2)*sqrt(det(sigma)))\
359
+ *(1 + 1/v*(x.transpose()*sigma_inv*x)[0])**((-v - k)/2)
360
+
361
+ def MultivariateT(syms, mu, sigma, v):
362
+ """
363
+ Creates a joint random variable with multivariate T-distribution.
364
+
365
+ Parameters
366
+ ==========
367
+
368
+ syms : A symbol/str
369
+ For identifying the random variable.
370
+ mu : A list/matrix
371
+ Representing the location vector
372
+ sigma : The shape matrix for the distribution
373
+
374
+ Examples
375
+ ========
376
+
377
+ >>> from sympy.stats import density, MultivariateT
378
+ >>> from sympy import Symbol
379
+
380
+ >>> x = Symbol("x")
381
+ >>> X = MultivariateT("x", [1, 1], [[1, 0], [0, 1]], 2)
382
+
383
+ >>> density(X)(1, 2)
384
+ 2/(9*pi)
385
+
386
+ Returns
387
+ =======
388
+
389
+ RandomSymbol
390
+
391
+ """
392
+ return multivariate_rv(MultivariateTDistribution, syms, mu, sigma, v)
393
+
394
+
395
+ #-------------------------------------------------------------------------------
396
+ # Multivariate Normal Gamma distribution ---------------------------------------
397
+
398
+ class NormalGammaDistribution(JointDistribution):
399
+
400
+ _argnames = ('mu', 'lamda', 'alpha', 'beta')
401
+ is_Continuous=True
402
+
403
+ @staticmethod
404
+ def check(mu, lamda, alpha, beta):
405
+ _value_check(mu.is_real, "Location must be real.")
406
+ _value_check(lamda > 0, "Lambda must be positive")
407
+ _value_check(alpha > 0, "alpha must be positive")
408
+ _value_check(beta > 0, "beta must be positive")
409
+
410
+ @property
411
+ def set(self):
412
+ return S.Reals*Interval(0, S.Infinity)
413
+
414
+ def pdf(self, x, tau):
415
+ beta, alpha, lamda = self.beta, self.alpha, self.lamda
416
+ mu = self.mu
417
+
418
+ return beta**alpha*sqrt(lamda)/(gamma(alpha)*sqrt(2*pi))*\
419
+ tau**(alpha - S.Half)*exp(-1*beta*tau)*\
420
+ exp(-1*(lamda*tau*(x - mu)**2)/S(2))
421
+
422
+ def _marginal_distribution(self, indices, *sym):
423
+ if len(indices) == 2:
424
+ return self.pdf(*sym)
425
+ if indices[0] == 0:
426
+ #For marginal over `x`, return non-standardized Student-T's
427
+ #distribution
428
+ x = sym[0]
429
+ v, mu, sigma = self.alpha - S.Half, self.mu, \
430
+ S(self.beta)/(self.lamda * self.alpha)
431
+ return Lambda(sym, gamma((v + 1)/2)/(gamma(v/2)*sqrt(pi*v)*sigma)*\
432
+ (1 + 1/v*((x - mu)/sigma)**2)**((-v -1)/2))
433
+ #For marginal over `tau`, return Gamma distribution as per construction
434
+ from sympy.stats.crv_types import GammaDistribution
435
+ return Lambda(sym, GammaDistribution(self.alpha, self.beta)(sym[0]))
436
+
437
+ def NormalGamma(sym, mu, lamda, alpha, beta):
438
+ """
439
+ Creates a bivariate joint random variable with multivariate Normal gamma
440
+ distribution.
441
+
442
+ Parameters
443
+ ==========
444
+
445
+ sym : A symbol/str
446
+ For identifying the random variable.
447
+ mu : A real number
448
+ The mean of the normal distribution
449
+ lamda : A positive integer
450
+ Parameter of joint distribution
451
+ alpha : A positive integer
452
+ Parameter of joint distribution
453
+ beta : A positive integer
454
+ Parameter of joint distribution
455
+
456
+ Returns
457
+ =======
458
+
459
+ RandomSymbol
460
+
461
+ Examples
462
+ ========
463
+
464
+ >>> from sympy.stats import density, NormalGamma
465
+ >>> from sympy import symbols
466
+
467
+ >>> X = NormalGamma('x', 0, 1, 2, 3)
468
+ >>> y, z = symbols('y z')
469
+
470
+ >>> density(X)(y, z)
471
+ 9*sqrt(2)*z**(3/2)*exp(-3*z)*exp(-y**2*z/2)/(2*sqrt(pi))
472
+
473
+ References
474
+ ==========
475
+
476
+ .. [1] https://en.wikipedia.org/wiki/Normal-gamma_distribution
477
+
478
+ """
479
+ return multivariate_rv(NormalGammaDistribution, sym, mu, lamda, alpha, beta)
480
+
481
+ #-------------------------------------------------------------------------------
482
+ # Multivariate Beta/Dirichlet distribution -------------------------------------
483
+
484
+ class MultivariateBetaDistribution(JointDistribution):
485
+
486
+ _argnames = ('alpha',)
487
+ is_Continuous = True
488
+
489
+ @staticmethod
490
+ def check(alpha):
491
+ _value_check(len(alpha) >= 2, "At least two categories should be passed.")
492
+ for a_k in alpha:
493
+ _value_check((a_k > 0) != False, "Each concentration parameter"
494
+ " should be positive.")
495
+
496
+ @property
497
+ def set(self):
498
+ k = len(self.alpha)
499
+ return Interval(0, 1)**k
500
+
501
+ def pdf(self, *syms):
502
+ alpha = self.alpha
503
+ B = Mul.fromiter(map(gamma, alpha))/gamma(Add(*alpha))
504
+ return Mul.fromiter(sym**(a_k - 1) for a_k, sym in zip(alpha, syms))/B
505
+
506
+ def MultivariateBeta(syms, *alpha):
507
+ """
508
+ Creates a continuous random variable with Dirichlet/Multivariate Beta
509
+ Distribution.
510
+
511
+ The density of the Dirichlet distribution can be found at [1].
512
+
513
+ Parameters
514
+ ==========
515
+
516
+ alpha : Positive real numbers
517
+ Signifies concentration numbers.
518
+
519
+ Returns
520
+ =======
521
+
522
+ RandomSymbol
523
+
524
+ Examples
525
+ ========
526
+
527
+ >>> from sympy.stats import density, MultivariateBeta, marginal_distribution
528
+ >>> from sympy import Symbol
529
+ >>> a1 = Symbol('a1', positive=True)
530
+ >>> a2 = Symbol('a2', positive=True)
531
+ >>> B = MultivariateBeta('B', [a1, a2])
532
+ >>> C = MultivariateBeta('C', a1, a2)
533
+ >>> x = Symbol('x')
534
+ >>> y = Symbol('y')
535
+ >>> density(B)(x, y)
536
+ x**(a1 - 1)*y**(a2 - 1)*gamma(a1 + a2)/(gamma(a1)*gamma(a2))
537
+ >>> marginal_distribution(C, C[0])(x)
538
+ x**(a1 - 1)*gamma(a1 + a2)/(a2*gamma(a1)*gamma(a2))
539
+
540
+ References
541
+ ==========
542
+
543
+ .. [1] https://en.wikipedia.org/wiki/Dirichlet_distribution
544
+ .. [2] https://mathworld.wolfram.com/DirichletDistribution.html
545
+
546
+ """
547
+ if not isinstance(alpha[0], list):
548
+ alpha = (list(alpha),)
549
+ return multivariate_rv(MultivariateBetaDistribution, syms, alpha[0])
550
+
551
+ Dirichlet = MultivariateBeta
552
+
553
+ #-------------------------------------------------------------------------------
554
+ # Multivariate Ewens distribution ----------------------------------------------
555
+
556
+ class MultivariateEwensDistribution(JointDistribution):
557
+
558
+ _argnames = ('n', 'theta')
559
+ is_Discrete = True
560
+ is_Continuous = False
561
+
562
+ @staticmethod
563
+ def check(n, theta):
564
+ _value_check((n > 0),
565
+ "sample size should be positive integer.")
566
+ _value_check(theta.is_positive, "mutation rate should be positive.")
567
+
568
+ @property
569
+ def set(self):
570
+ if not isinstance(self.n, Integer):
571
+ i = Symbol('i', integer=True, positive=True)
572
+ return Product(Intersection(S.Naturals0, Interval(0, self.n//i)),
573
+ (i, 1, self.n))
574
+ prod_set = Range(0, self.n + 1)
575
+ for i in range(2, self.n + 1):
576
+ prod_set *= Range(0, self.n//i + 1)
577
+ return prod_set.flatten()
578
+
579
+ def pdf(self, *syms):
580
+ n, theta = self.n, self.theta
581
+ condi = isinstance(self.n, Integer)
582
+ if not (isinstance(syms[0], IndexedBase) or condi):
583
+ raise ValueError("Please use IndexedBase object for syms as "
584
+ "the dimension is symbolic")
585
+ term_1 = factorial(n)/rf(theta, n)
586
+ if condi:
587
+ term_2 = Mul.fromiter(theta**syms[j]/((j+1)**syms[j]*factorial(syms[j]))
588
+ for j in range(n))
589
+ cond = Eq(sum([(k + 1)*syms[k] for k in range(n)]), n)
590
+ return Piecewise((term_1 * term_2, cond), (0, True))
591
+ syms = syms[0]
592
+ j, k = symbols('j, k', positive=True, integer=True)
593
+ term_2 = Product(theta**syms[j]/((j+1)**syms[j]*factorial(syms[j])),
594
+ (j, 0, n - 1))
595
+ cond = Eq(Sum((k + 1)*syms[k], (k, 0, n - 1)), n)
596
+ return Piecewise((term_1 * term_2, cond), (0, True))
597
+
598
+
599
+ def MultivariateEwens(syms, n, theta):
600
+ """
601
+ Creates a discrete random variable with Multivariate Ewens
602
+ Distribution.
603
+
604
+ The density of the said distribution can be found at [1].
605
+
606
+ Parameters
607
+ ==========
608
+
609
+ n : Positive integer
610
+ Size of the sample or the integer whose partitions are considered
611
+ theta : Positive real number
612
+ Denotes Mutation rate
613
+
614
+ Returns
615
+ =======
616
+
617
+ RandomSymbol
618
+
619
+ Examples
620
+ ========
621
+
622
+ >>> from sympy.stats import density, marginal_distribution, MultivariateEwens
623
+ >>> from sympy import Symbol
624
+ >>> a1 = Symbol('a1', positive=True)
625
+ >>> a2 = Symbol('a2', positive=True)
626
+ >>> ed = MultivariateEwens('E', 2, 1)
627
+ >>> density(ed)(a1, a2)
628
+ Piecewise((1/(2**a2*factorial(a1)*factorial(a2)), Eq(a1 + 2*a2, 2)), (0, True))
629
+ >>> marginal_distribution(ed, ed[0])(a1)
630
+ Piecewise((1/factorial(a1), Eq(a1, 2)), (0, True))
631
+
632
+ References
633
+ ==========
634
+
635
+ .. [1] https://en.wikipedia.org/wiki/Ewens%27s_sampling_formula
636
+ .. [2] https://www.researchgate.net/publication/280311472_The_Ubiquitous_Ewens_Sampling_Formula
637
+
638
+ """
639
+ return multivariate_rv(MultivariateEwensDistribution, syms, n, theta)
640
+
641
+ #-------------------------------------------------------------------------------
642
+ # Generalized Multivariate Log Gamma distribution ------------------------------
643
+
644
+ class GeneralizedMultivariateLogGammaDistribution(JointDistribution):
645
+
646
+ _argnames = ('delta', 'v', 'lamda', 'mu')
647
+ is_Continuous=True
648
+
649
+ def check(self, delta, v, l, mu):
650
+ _value_check((delta >= 0, delta <= 1), "delta must be in range [0, 1].")
651
+ _value_check((v > 0), "v must be positive")
652
+ for lk in l:
653
+ _value_check((lk > 0), "lamda must be a positive vector.")
654
+ for muk in mu:
655
+ _value_check((muk > 0), "mu must be a positive vector.")
656
+ _value_check(len(l) > 1,"the distribution should have at least"
657
+ " two random variables.")
658
+
659
+ @property
660
+ def set(self):
661
+ return S.Reals**len(self.lamda)
662
+
663
+ def pdf(self, *y):
664
+ d, v, l, mu = self.delta, self.v, self.lamda, self.mu
665
+ n = Symbol('n', negative=False, integer=True)
666
+ k = len(l)
667
+ sterm1 = Pow((1 - d), n)/\
668
+ ((gamma(v + n)**(k - 1))*gamma(v)*gamma(n + 1))
669
+ sterm2 = Mul.fromiter(mui*li**(-v - n) for mui, li in zip(mu, l))
670
+ term1 = sterm1 * sterm2
671
+ sterm3 = (v + n) * sum([mui * yi for mui, yi in zip(mu, y)])
672
+ sterm4 = sum([exp(mui * yi)/li for (mui, yi, li) in zip(mu, y, l)])
673
+ term2 = exp(sterm3 - sterm4)
674
+ return Pow(d, v) * Sum(term1 * term2, (n, 0, S.Infinity))
675
+
676
+ def GeneralizedMultivariateLogGamma(syms, delta, v, lamda, mu):
677
+ """
678
+ Creates a joint random variable with generalized multivariate log gamma
679
+ distribution.
680
+
681
+ The joint pdf can be found at [1].
682
+
683
+ Parameters
684
+ ==========
685
+
686
+ syms : list/tuple/set of symbols for identifying each component
687
+ delta : A constant in range $[0, 1]$
688
+ v : Positive real number
689
+ lamda : List of positive real numbers
690
+ mu : List of positive real numbers
691
+
692
+ Returns
693
+ =======
694
+
695
+ RandomSymbol
696
+
697
+ Examples
698
+ ========
699
+
700
+ >>> from sympy.stats import density
701
+ >>> from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGamma
702
+ >>> from sympy import symbols, S
703
+ >>> v = 1
704
+ >>> l, mu = [1, 1, 1], [1, 1, 1]
705
+ >>> d = S.Half
706
+ >>> y = symbols('y_1:4', positive=True)
707
+ >>> Gd = GeneralizedMultivariateLogGamma('G', d, v, l, mu)
708
+ >>> density(Gd)(y[0], y[1], y[2])
709
+ Sum(exp((n + 1)*(y_1 + y_2 + y_3) - exp(y_1) - exp(y_2) -
710
+ exp(y_3))/(2**n*gamma(n + 1)**3), (n, 0, oo))/2
711
+
712
+ References
713
+ ==========
714
+
715
+ .. [1] https://en.wikipedia.org/wiki/Generalized_multivariate_log-gamma_distribution
716
+ .. [2] https://www.researchgate.net/publication/234137346_On_a_multivariate_log-gamma_distribution_and_the_use_of_the_distribution_in_the_Bayesian_analysis
717
+
718
+ Note
719
+ ====
720
+
721
+ If the GeneralizedMultivariateLogGamma is too long to type use,
722
+
723
+ >>> from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGamma as GMVLG
724
+ >>> Gd = GMVLG('G', d, v, l, mu)
725
+
726
+ If you want to pass the matrix omega instead of the constant delta, then use
727
+ ``GeneralizedMultivariateLogGammaOmega``.
728
+
729
+ """
730
+ return multivariate_rv(GeneralizedMultivariateLogGammaDistribution,
731
+ syms, delta, v, lamda, mu)
732
+
733
+ def GeneralizedMultivariateLogGammaOmega(syms, omega, v, lamda, mu):
734
+ """
735
+ Extends GeneralizedMultivariateLogGamma.
736
+
737
+ Parameters
738
+ ==========
739
+
740
+ syms : list/tuple/set of symbols
741
+ For identifying each component
742
+ omega : A square matrix
743
+ Every element of square matrix must be absolute value of
744
+ square root of correlation coefficient
745
+ v : Positive real number
746
+ lamda : List of positive real numbers
747
+ mu : List of positive real numbers
748
+
749
+ Returns
750
+ =======
751
+
752
+ RandomSymbol
753
+
754
+ Examples
755
+ ========
756
+
757
+ >>> from sympy.stats import density
758
+ >>> from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGammaOmega
759
+ >>> from sympy import Matrix, symbols, S
760
+ >>> omega = Matrix([[1, S.Half, S.Half], [S.Half, 1, S.Half], [S.Half, S.Half, 1]])
761
+ >>> v = 1
762
+ >>> l, mu = [1, 1, 1], [1, 1, 1]
763
+ >>> G = GeneralizedMultivariateLogGammaOmega('G', omega, v, l, mu)
764
+ >>> y = symbols('y_1:4', positive=True)
765
+ >>> density(G)(y[0], y[1], y[2])
766
+ sqrt(2)*Sum((1 - sqrt(2)/2)**n*exp((n + 1)*(y_1 + y_2 + y_3) - exp(y_1) -
767
+ exp(y_2) - exp(y_3))/gamma(n + 1)**3, (n, 0, oo))/2
768
+
769
+ References
770
+ ==========
771
+
772
+ .. [1] https://en.wikipedia.org/wiki/Generalized_multivariate_log-gamma_distribution
773
+ .. [2] https://www.researchgate.net/publication/234137346_On_a_multivariate_log-gamma_distribution_and_the_use_of_the_distribution_in_the_Bayesian_analysis
774
+
775
+ Notes
776
+ =====
777
+
778
+ If the GeneralizedMultivariateLogGammaOmega is too long to type use,
779
+
780
+ >>> from sympy.stats.joint_rv_types import GeneralizedMultivariateLogGammaOmega as GMVLGO
781
+ >>> G = GMVLGO('G', omega, v, l, mu)
782
+
783
+ """
784
+ _value_check((omega.is_square, isinstance(omega, Matrix)), "omega must be a"
785
+ " square matrix")
786
+ for val in omega.values():
787
+ _value_check((val >= 0, val <= 1),
788
+ "all values in matrix must be between 0 and 1(both inclusive).")
789
+ _value_check(omega.diagonal().equals(ones(1, omega.shape[0])),
790
+ "all the elements of diagonal should be 1.")
791
+ _value_check((omega.shape[0] == len(lamda), len(lamda) == len(mu)),
792
+ "lamda, mu should be of same length and omega should "
793
+ " be of shape (length of lamda, length of mu)")
794
+ _value_check(len(lamda) > 1,"the distribution should have at least"
795
+ " two random variables.")
796
+ delta = Pow(Rational(omega.det()), Rational(1, len(lamda) - 1))
797
+ return GeneralizedMultivariateLogGamma(syms, delta, v, lamda, mu)
798
+
799
+
800
+ #-------------------------------------------------------------------------------
801
+ # Multinomial distribution -----------------------------------------------------
802
+
803
+ class MultinomialDistribution(JointDistribution):
804
+
805
+ _argnames = ('n', 'p')
806
+ is_Continuous=False
807
+ is_Discrete = True
808
+
809
+ @staticmethod
810
+ def check(n, p):
811
+ _value_check(n > 0,
812
+ "number of trials must be a positive integer")
813
+ for p_k in p:
814
+ _value_check((p_k >= 0, p_k <= 1),
815
+ "probability must be in range [0, 1]")
816
+ _value_check(Eq(sum(p), 1),
817
+ "probabilities must sum to 1")
818
+
819
+ @property
820
+ def set(self):
821
+ return Intersection(S.Naturals0, Interval(0, self.n))**len(self.p)
822
+
823
+ def pdf(self, *x):
824
+ n, p = self.n, self.p
825
+ term_1 = factorial(n)/Mul.fromiter(factorial(x_k) for x_k in x)
826
+ term_2 = Mul.fromiter(p_k**x_k for p_k, x_k in zip(p, x))
827
+ return Piecewise((term_1 * term_2, Eq(sum(x), n)), (0, True))
828
+
829
+ def Multinomial(syms, n, *p):
830
+ """
831
+ Creates a discrete random variable with Multinomial Distribution.
832
+
833
+ The density of the said distribution can be found at [1].
834
+
835
+ Parameters
836
+ ==========
837
+
838
+ n : Positive integer
839
+ Represents number of trials
840
+ p : List of event probabilities
841
+ Must be in the range of $[0, 1]$.
842
+
843
+ Returns
844
+ =======
845
+
846
+ RandomSymbol
847
+
848
+ Examples
849
+ ========
850
+
851
+ >>> from sympy.stats import density, Multinomial, marginal_distribution
852
+ >>> from sympy import symbols
853
+ >>> x1, x2, x3 = symbols('x1, x2, x3', nonnegative=True, integer=True)
854
+ >>> p1, p2, p3 = symbols('p1, p2, p3', positive=True)
855
+ >>> M = Multinomial('M', 3, p1, p2, p3)
856
+ >>> density(M)(x1, x2, x3)
857
+ Piecewise((6*p1**x1*p2**x2*p3**x3/(factorial(x1)*factorial(x2)*factorial(x3)),
858
+ Eq(x1 + x2 + x3, 3)), (0, True))
859
+ >>> marginal_distribution(M, M[0])(x1).subs(x1, 1)
860
+ 3*p1*p2**2 + 6*p1*p2*p3 + 3*p1*p3**2
861
+
862
+ References
863
+ ==========
864
+
865
+ .. [1] https://en.wikipedia.org/wiki/Multinomial_distribution
866
+ .. [2] https://mathworld.wolfram.com/MultinomialDistribution.html
867
+
868
+ """
869
+ if not isinstance(p[0], list):
870
+ p = (list(p), )
871
+ return multivariate_rv(MultinomialDistribution, syms, n, p[0])
872
+
873
+ #-------------------------------------------------------------------------------
874
+ # Negative Multinomial Distribution --------------------------------------------
875
+
876
+ class NegativeMultinomialDistribution(JointDistribution):
877
+
878
+ _argnames = ('k0', 'p')
879
+ is_Continuous=False
880
+ is_Discrete = True
881
+
882
+ @staticmethod
883
+ def check(k0, p):
884
+ _value_check(k0 > 0,
885
+ "number of failures must be a positive integer")
886
+ for p_k in p:
887
+ _value_check((p_k >= 0, p_k <= 1),
888
+ "probability must be in range [0, 1].")
889
+ _value_check(sum(p) <= 1,
890
+ "success probabilities must not be greater than 1.")
891
+
892
+ @property
893
+ def set(self):
894
+ return Range(0, S.Infinity)**len(self.p)
895
+
896
+ def pdf(self, *k):
897
+ k0, p = self.k0, self.p
898
+ term_1 = (gamma(k0 + sum(k))*(1 - sum(p))**k0)/gamma(k0)
899
+ term_2 = Mul.fromiter(pi**ki/factorial(ki) for pi, ki in zip(p, k))
900
+ return term_1 * term_2
901
+
902
+ def NegativeMultinomial(syms, k0, *p):
903
+ """
904
+ Creates a discrete random variable with Negative Multinomial Distribution.
905
+
906
+ The density of the said distribution can be found at [1].
907
+
908
+ Parameters
909
+ ==========
910
+
911
+ k0 : positive integer
912
+ Represents number of failures before the experiment is stopped
913
+ p : List of event probabilities
914
+ Must be in the range of $[0, 1]$
915
+
916
+ Returns
917
+ =======
918
+
919
+ RandomSymbol
920
+
921
+ Examples
922
+ ========
923
+
924
+ >>> from sympy.stats import density, NegativeMultinomial, marginal_distribution
925
+ >>> from sympy import symbols
926
+ >>> x1, x2, x3 = symbols('x1, x2, x3', nonnegative=True, integer=True)
927
+ >>> p1, p2, p3 = symbols('p1, p2, p3', positive=True)
928
+ >>> N = NegativeMultinomial('M', 3, p1, p2, p3)
929
+ >>> N_c = NegativeMultinomial('M', 3, 0.1, 0.1, 0.1)
930
+ >>> density(N)(x1, x2, x3)
931
+ p1**x1*p2**x2*p3**x3*(-p1 - p2 - p3 + 1)**3*gamma(x1 + x2 +
932
+ x3 + 3)/(2*factorial(x1)*factorial(x2)*factorial(x3))
933
+ >>> marginal_distribution(N_c, N_c[0])(1).evalf().round(2)
934
+ 0.25
935
+
936
+
937
+ References
938
+ ==========
939
+
940
+ .. [1] https://en.wikipedia.org/wiki/Negative_multinomial_distribution
941
+ .. [2] https://mathworld.wolfram.com/NegativeBinomialDistribution.html
942
+
943
+ """
944
+ if not isinstance(p[0], list):
945
+ p = (list(p), )
946
+ return multivariate_rv(NegativeMultinomialDistribution, syms, k0, p[0])
env-llmeval/lib/python3.10/site-packages/sympy/stats/matrix_distributions.py ADDED
@@ -0,0 +1,610 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from math import prod
2
+
3
+ from sympy.core.basic import Basic
4
+ from sympy.core.numbers import pi
5
+ from sympy.core.singleton import S
6
+ from sympy.functions.elementary.exponential import exp
7
+ from sympy.functions.special.gamma_functions import multigamma
8
+ from sympy.core.sympify import sympify, _sympify
9
+ from sympy.matrices import (ImmutableMatrix, Inverse, Trace, Determinant,
10
+ MatrixSymbol, MatrixBase, Transpose, MatrixSet,
11
+ matrix2numpy)
12
+ from sympy.stats.rv import (_value_check, RandomMatrixSymbol, NamedArgsMixin, PSpace,
13
+ _symbol_converter, MatrixDomain, Distribution)
14
+ from sympy.external import import_module
15
+
16
+
17
+ ################################################################################
18
+ #------------------------Matrix Probability Space------------------------------#
19
+ ################################################################################
20
+ class MatrixPSpace(PSpace):
21
+ """
22
+ Represents probability space for
23
+ Matrix Distributions.
24
+ """
25
+ def __new__(cls, sym, distribution, dim_n, dim_m):
26
+ sym = _symbol_converter(sym)
27
+ dim_n, dim_m = _sympify(dim_n), _sympify(dim_m)
28
+ if not (dim_n.is_integer and dim_m.is_integer):
29
+ raise ValueError("Dimensions should be integers")
30
+ return Basic.__new__(cls, sym, distribution, dim_n, dim_m)
31
+
32
+ distribution = property(lambda self: self.args[1])
33
+ symbol = property(lambda self: self.args[0])
34
+
35
+ @property
36
+ def domain(self):
37
+ return MatrixDomain(self.symbol, self.distribution.set)
38
+
39
+ @property
40
+ def value(self):
41
+ return RandomMatrixSymbol(self.symbol, self.args[2], self.args[3], self)
42
+
43
+ @property
44
+ def values(self):
45
+ return {self.value}
46
+
47
+ def compute_density(self, expr, *args):
48
+ rms = expr.atoms(RandomMatrixSymbol)
49
+ if len(rms) > 1 or (not isinstance(expr, RandomMatrixSymbol)):
50
+ raise NotImplementedError("Currently, no algorithm has been "
51
+ "implemented to handle general expressions containing "
52
+ "multiple matrix distributions.")
53
+ return self.distribution.pdf(expr)
54
+
55
+ def sample(self, size=(), library='scipy', seed=None):
56
+ """
57
+ Internal sample method
58
+
59
+ Returns dictionary mapping RandomMatrixSymbol to realization value.
60
+ """
61
+ return {self.value: self.distribution.sample(size, library=library, seed=seed)}
62
+
63
+
64
+ def rv(symbol, cls, args):
65
+ args = list(map(sympify, args))
66
+ dist = cls(*args)
67
+ dist.check(*args)
68
+ dim = dist.dimension
69
+ pspace = MatrixPSpace(symbol, dist, dim[0], dim[1])
70
+ return pspace.value
71
+
72
+
73
+ class SampleMatrixScipy:
74
+ """Returns the sample from scipy of the given distribution"""
75
+ def __new__(cls, dist, size, seed=None):
76
+ return cls._sample_scipy(dist, size, seed)
77
+
78
+ @classmethod
79
+ def _sample_scipy(cls, dist, size, seed):
80
+ """Sample from SciPy."""
81
+
82
+ from scipy import stats as scipy_stats
83
+ import numpy
84
+ scipy_rv_map = {
85
+ 'WishartDistribution': lambda dist, size, rand_state: scipy_stats.wishart.rvs(
86
+ df=int(dist.n), scale=matrix2numpy(dist.scale_matrix, float), size=size),
87
+ 'MatrixNormalDistribution': lambda dist, size, rand_state: scipy_stats.matrix_normal.rvs(
88
+ mean=matrix2numpy(dist.location_matrix, float),
89
+ rowcov=matrix2numpy(dist.scale_matrix_1, float),
90
+ colcov=matrix2numpy(dist.scale_matrix_2, float), size=size, random_state=rand_state)
91
+ }
92
+
93
+ sample_shape = {
94
+ 'WishartDistribution': lambda dist: dist.scale_matrix.shape,
95
+ 'MatrixNormalDistribution' : lambda dist: dist.location_matrix.shape
96
+ }
97
+
98
+ dist_list = scipy_rv_map.keys()
99
+
100
+ if dist.__class__.__name__ not in dist_list:
101
+ return None
102
+
103
+ if seed is None or isinstance(seed, int):
104
+ rand_state = numpy.random.default_rng(seed=seed)
105
+ else:
106
+ rand_state = seed
107
+ samp = scipy_rv_map[dist.__class__.__name__](dist, prod(size), rand_state)
108
+ return samp.reshape(size + sample_shape[dist.__class__.__name__](dist))
109
+
110
+
111
+ class SampleMatrixNumpy:
112
+ """Returns the sample from numpy of the given distribution"""
113
+
114
+ ### TODO: Add tests after adding matrix distributions in numpy_rv_map
115
+ def __new__(cls, dist, size, seed=None):
116
+ return cls._sample_numpy(dist, size, seed)
117
+
118
+ @classmethod
119
+ def _sample_numpy(cls, dist, size, seed):
120
+ """Sample from NumPy."""
121
+
122
+ numpy_rv_map = {
123
+ }
124
+
125
+ sample_shape = {
126
+ }
127
+
128
+ dist_list = numpy_rv_map.keys()
129
+
130
+ if dist.__class__.__name__ not in dist_list:
131
+ return None
132
+
133
+ import numpy
134
+ if seed is None or isinstance(seed, int):
135
+ rand_state = numpy.random.default_rng(seed=seed)
136
+ else:
137
+ rand_state = seed
138
+ samp = numpy_rv_map[dist.__class__.__name__](dist, prod(size), rand_state)
139
+ return samp.reshape(size + sample_shape[dist.__class__.__name__](dist))
140
+
141
+
142
+ class SampleMatrixPymc:
143
+ """Returns the sample from pymc of the given distribution"""
144
+
145
+ def __new__(cls, dist, size, seed=None):
146
+ return cls._sample_pymc(dist, size, seed)
147
+
148
+ @classmethod
149
+ def _sample_pymc(cls, dist, size, seed):
150
+ """Sample from PyMC."""
151
+
152
+ try:
153
+ import pymc
154
+ except ImportError:
155
+ import pymc3 as pymc
156
+ pymc_rv_map = {
157
+ 'MatrixNormalDistribution': lambda dist: pymc.MatrixNormal('X',
158
+ mu=matrix2numpy(dist.location_matrix, float),
159
+ rowcov=matrix2numpy(dist.scale_matrix_1, float),
160
+ colcov=matrix2numpy(dist.scale_matrix_2, float),
161
+ shape=dist.location_matrix.shape),
162
+ 'WishartDistribution': lambda dist: pymc.WishartBartlett('X',
163
+ nu=int(dist.n), S=matrix2numpy(dist.scale_matrix, float))
164
+ }
165
+
166
+ sample_shape = {
167
+ 'WishartDistribution': lambda dist: dist.scale_matrix.shape,
168
+ 'MatrixNormalDistribution' : lambda dist: dist.location_matrix.shape
169
+ }
170
+
171
+ dist_list = pymc_rv_map.keys()
172
+
173
+ if dist.__class__.__name__ not in dist_list:
174
+ return None
175
+ import logging
176
+ logging.getLogger("pymc").setLevel(logging.ERROR)
177
+ with pymc.Model():
178
+ pymc_rv_map[dist.__class__.__name__](dist)
179
+ samps = pymc.sample(draws=prod(size), chains=1, progressbar=False, random_seed=seed, return_inferencedata=False, compute_convergence_checks=False)['X']
180
+ return samps.reshape(size + sample_shape[dist.__class__.__name__](dist))
181
+
182
+ _get_sample_class_matrixrv = {
183
+ 'scipy': SampleMatrixScipy,
184
+ 'pymc3': SampleMatrixPymc,
185
+ 'pymc': SampleMatrixPymc,
186
+ 'numpy': SampleMatrixNumpy
187
+ }
188
+
189
+ ################################################################################
190
+ #-------------------------Matrix Distribution----------------------------------#
191
+ ################################################################################
192
+
193
+ class MatrixDistribution(Distribution, NamedArgsMixin):
194
+ """
195
+ Abstract class for Matrix Distribution.
196
+ """
197
+ def __new__(cls, *args):
198
+ args = [ImmutableMatrix(arg) if isinstance(arg, list)
199
+ else _sympify(arg) for arg in args]
200
+ return Basic.__new__(cls, *args)
201
+
202
+ @staticmethod
203
+ def check(*args):
204
+ pass
205
+
206
+ def __call__(self, expr):
207
+ if isinstance(expr, list):
208
+ expr = ImmutableMatrix(expr)
209
+ return self.pdf(expr)
210
+
211
+ def sample(self, size=(), library='scipy', seed=None):
212
+ """
213
+ Internal sample method
214
+
215
+ Returns dictionary mapping RandomSymbol to realization value.
216
+ """
217
+
218
+ libraries = ['scipy', 'numpy', 'pymc3', 'pymc']
219
+ if library not in libraries:
220
+ raise NotImplementedError("Sampling from %s is not supported yet."
221
+ % str(library))
222
+ if not import_module(library):
223
+ raise ValueError("Failed to import %s" % library)
224
+
225
+ samps = _get_sample_class_matrixrv[library](self, size, seed)
226
+
227
+ if samps is not None:
228
+ return samps
229
+ raise NotImplementedError(
230
+ "Sampling for %s is not currently implemented from %s"
231
+ % (self.__class__.__name__, library)
232
+ )
233
+
234
+ ################################################################################
235
+ #------------------------Matrix Distribution Types-----------------------------#
236
+ ################################################################################
237
+
238
+ #-------------------------------------------------------------------------------
239
+ # Matrix Gamma distribution ----------------------------------------------------
240
+
241
+ class MatrixGammaDistribution(MatrixDistribution):
242
+
243
+ _argnames = ('alpha', 'beta', 'scale_matrix')
244
+
245
+ @staticmethod
246
+ def check(alpha, beta, scale_matrix):
247
+ if not isinstance(scale_matrix, MatrixSymbol):
248
+ _value_check(scale_matrix.is_positive_definite, "The shape "
249
+ "matrix must be positive definite.")
250
+ _value_check(scale_matrix.is_square, "Should "
251
+ "be square matrix")
252
+ _value_check(alpha.is_positive, "Shape parameter should be positive.")
253
+ _value_check(beta.is_positive, "Scale parameter should be positive.")
254
+
255
+ @property
256
+ def set(self):
257
+ k = self.scale_matrix.shape[0]
258
+ return MatrixSet(k, k, S.Reals)
259
+
260
+ @property
261
+ def dimension(self):
262
+ return self.scale_matrix.shape
263
+
264
+ def pdf(self, x):
265
+ alpha, beta, scale_matrix = self.alpha, self.beta, self.scale_matrix
266
+ p = scale_matrix.shape[0]
267
+ if isinstance(x, list):
268
+ x = ImmutableMatrix(x)
269
+ if not isinstance(x, (MatrixBase, MatrixSymbol)):
270
+ raise ValueError("%s should be an isinstance of Matrix "
271
+ "or MatrixSymbol" % str(x))
272
+ sigma_inv_x = - Inverse(scale_matrix)*x / beta
273
+ term1 = exp(Trace(sigma_inv_x))/((beta**(p*alpha)) * multigamma(alpha, p))
274
+ term2 = (Determinant(scale_matrix))**(-alpha)
275
+ term3 = (Determinant(x))**(alpha - S(p + 1)/2)
276
+ return term1 * term2 * term3
277
+
278
+ def MatrixGamma(symbol, alpha, beta, scale_matrix):
279
+ """
280
+ Creates a random variable with Matrix Gamma Distribution.
281
+
282
+ The density of the said distribution can be found at [1].
283
+
284
+ Parameters
285
+ ==========
286
+
287
+ alpha: Positive Real number
288
+ Shape Parameter
289
+ beta: Positive Real number
290
+ Scale Parameter
291
+ scale_matrix: Positive definite real square matrix
292
+ Scale Matrix
293
+
294
+ Returns
295
+ =======
296
+
297
+ RandomSymbol
298
+
299
+ Examples
300
+ ========
301
+
302
+ >>> from sympy.stats import density, MatrixGamma
303
+ >>> from sympy import MatrixSymbol, symbols
304
+ >>> a, b = symbols('a b', positive=True)
305
+ >>> M = MatrixGamma('M', a, b, [[2, 1], [1, 2]])
306
+ >>> X = MatrixSymbol('X', 2, 2)
307
+ >>> density(M)(X).doit()
308
+ exp(Trace(Matrix([
309
+ [-2/3, 1/3],
310
+ [ 1/3, -2/3]])*X)/b)*Determinant(X)**(a - 3/2)/(3**a*sqrt(pi)*b**(2*a)*gamma(a)*gamma(a - 1/2))
311
+ >>> density(M)([[1, 0], [0, 1]]).doit()
312
+ exp(-4/(3*b))/(3**a*sqrt(pi)*b**(2*a)*gamma(a)*gamma(a - 1/2))
313
+
314
+
315
+ References
316
+ ==========
317
+
318
+ .. [1] https://en.wikipedia.org/wiki/Matrix_gamma_distribution
319
+
320
+ """
321
+ if isinstance(scale_matrix, list):
322
+ scale_matrix = ImmutableMatrix(scale_matrix)
323
+ return rv(symbol, MatrixGammaDistribution, (alpha, beta, scale_matrix))
324
+
325
+ #-------------------------------------------------------------------------------
326
+ # Wishart Distribution ---------------------------------------------------------
327
+
328
+ class WishartDistribution(MatrixDistribution):
329
+
330
+ _argnames = ('n', 'scale_matrix')
331
+
332
+ @staticmethod
333
+ def check(n, scale_matrix):
334
+ if not isinstance(scale_matrix, MatrixSymbol):
335
+ _value_check(scale_matrix.is_positive_definite, "The shape "
336
+ "matrix must be positive definite.")
337
+ _value_check(scale_matrix.is_square, "Should "
338
+ "be square matrix")
339
+ _value_check(n.is_positive, "Shape parameter should be positive.")
340
+
341
+ @property
342
+ def set(self):
343
+ k = self.scale_matrix.shape[0]
344
+ return MatrixSet(k, k, S.Reals)
345
+
346
+ @property
347
+ def dimension(self):
348
+ return self.scale_matrix.shape
349
+
350
+ def pdf(self, x):
351
+ n, scale_matrix = self.n, self.scale_matrix
352
+ p = scale_matrix.shape[0]
353
+ if isinstance(x, list):
354
+ x = ImmutableMatrix(x)
355
+ if not isinstance(x, (MatrixBase, MatrixSymbol)):
356
+ raise ValueError("%s should be an isinstance of Matrix "
357
+ "or MatrixSymbol" % str(x))
358
+ sigma_inv_x = - Inverse(scale_matrix)*x / S(2)
359
+ term1 = exp(Trace(sigma_inv_x))/((2**(p*n/S(2))) * multigamma(n/S(2), p))
360
+ term2 = (Determinant(scale_matrix))**(-n/S(2))
361
+ term3 = (Determinant(x))**(S(n - p - 1)/2)
362
+ return term1 * term2 * term3
363
+
364
+ def Wishart(symbol, n, scale_matrix):
365
+ """
366
+ Creates a random variable with Wishart Distribution.
367
+
368
+ The density of the said distribution can be found at [1].
369
+
370
+ Parameters
371
+ ==========
372
+
373
+ n: Positive Real number
374
+ Represents degrees of freedom
375
+ scale_matrix: Positive definite real square matrix
376
+ Scale Matrix
377
+
378
+ Returns
379
+ =======
380
+
381
+ RandomSymbol
382
+
383
+ Examples
384
+ ========
385
+
386
+ >>> from sympy.stats import density, Wishart
387
+ >>> from sympy import MatrixSymbol, symbols
388
+ >>> n = symbols('n', positive=True)
389
+ >>> W = Wishart('W', n, [[2, 1], [1, 2]])
390
+ >>> X = MatrixSymbol('X', 2, 2)
391
+ >>> density(W)(X).doit()
392
+ exp(Trace(Matrix([
393
+ [-1/3, 1/6],
394
+ [ 1/6, -1/3]])*X))*Determinant(X)**(n/2 - 3/2)/(2**n*3**(n/2)*sqrt(pi)*gamma(n/2)*gamma(n/2 - 1/2))
395
+ >>> density(W)([[1, 0], [0, 1]]).doit()
396
+ exp(-2/3)/(2**n*3**(n/2)*sqrt(pi)*gamma(n/2)*gamma(n/2 - 1/2))
397
+
398
+ References
399
+ ==========
400
+
401
+ .. [1] https://en.wikipedia.org/wiki/Wishart_distribution
402
+
403
+ """
404
+ if isinstance(scale_matrix, list):
405
+ scale_matrix = ImmutableMatrix(scale_matrix)
406
+ return rv(symbol, WishartDistribution, (n, scale_matrix))
407
+
408
+ #-------------------------------------------------------------------------------
409
+ # Matrix Normal distribution ---------------------------------------------------
410
+
411
+ class MatrixNormalDistribution(MatrixDistribution):
412
+
413
+ _argnames = ('location_matrix', 'scale_matrix_1', 'scale_matrix_2')
414
+
415
+ @staticmethod
416
+ def check(location_matrix, scale_matrix_1, scale_matrix_2):
417
+ if not isinstance(scale_matrix_1, MatrixSymbol):
418
+ _value_check(scale_matrix_1.is_positive_definite, "The shape "
419
+ "matrix must be positive definite.")
420
+ if not isinstance(scale_matrix_2, MatrixSymbol):
421
+ _value_check(scale_matrix_2.is_positive_definite, "The shape "
422
+ "matrix must be positive definite.")
423
+ _value_check(scale_matrix_1.is_square, "Scale matrix 1 should be "
424
+ "be square matrix")
425
+ _value_check(scale_matrix_2.is_square, "Scale matrix 2 should be "
426
+ "be square matrix")
427
+ n = location_matrix.shape[0]
428
+ p = location_matrix.shape[1]
429
+ _value_check(scale_matrix_1.shape[0] == n, "Scale matrix 1 should be"
430
+ " of shape %s x %s"% (str(n), str(n)))
431
+ _value_check(scale_matrix_2.shape[0] == p, "Scale matrix 2 should be"
432
+ " of shape %s x %s"% (str(p), str(p)))
433
+
434
+ @property
435
+ def set(self):
436
+ n, p = self.location_matrix.shape
437
+ return MatrixSet(n, p, S.Reals)
438
+
439
+ @property
440
+ def dimension(self):
441
+ return self.location_matrix.shape
442
+
443
+ def pdf(self, x):
444
+ M, U, V = self.location_matrix, self.scale_matrix_1, self.scale_matrix_2
445
+ n, p = M.shape
446
+ if isinstance(x, list):
447
+ x = ImmutableMatrix(x)
448
+ if not isinstance(x, (MatrixBase, MatrixSymbol)):
449
+ raise ValueError("%s should be an isinstance of Matrix "
450
+ "or MatrixSymbol" % str(x))
451
+ term1 = Inverse(V)*Transpose(x - M)*Inverse(U)*(x - M)
452
+ num = exp(-Trace(term1)/S(2))
453
+ den = (2*pi)**(S(n*p)/2) * Determinant(U)**(S(p)/2) * Determinant(V)**(S(n)/2)
454
+ return num/den
455
+
456
+ def MatrixNormal(symbol, location_matrix, scale_matrix_1, scale_matrix_2):
457
+ """
458
+ Creates a random variable with Matrix Normal Distribution.
459
+
460
+ The density of the said distribution can be found at [1].
461
+
462
+ Parameters
463
+ ==========
464
+
465
+ location_matrix: Real ``n x p`` matrix
466
+ Represents degrees of freedom
467
+ scale_matrix_1: Positive definite matrix
468
+ Scale Matrix of shape ``n x n``
469
+ scale_matrix_2: Positive definite matrix
470
+ Scale Matrix of shape ``p x p``
471
+
472
+ Returns
473
+ =======
474
+
475
+ RandomSymbol
476
+
477
+ Examples
478
+ ========
479
+
480
+ >>> from sympy import MatrixSymbol
481
+ >>> from sympy.stats import density, MatrixNormal
482
+ >>> M = MatrixNormal('M', [[1, 2]], [1], [[1, 0], [0, 1]])
483
+ >>> X = MatrixSymbol('X', 1, 2)
484
+ >>> density(M)(X).doit()
485
+ exp(-Trace((Matrix([
486
+ [-1],
487
+ [-2]]) + X.T)*(Matrix([[-1, -2]]) + X))/2)/(2*pi)
488
+ >>> density(M)([[3, 4]]).doit()
489
+ exp(-4)/(2*pi)
490
+
491
+ References
492
+ ==========
493
+
494
+ .. [1] https://en.wikipedia.org/wiki/Matrix_normal_distribution
495
+
496
+ """
497
+ if isinstance(location_matrix, list):
498
+ location_matrix = ImmutableMatrix(location_matrix)
499
+ if isinstance(scale_matrix_1, list):
500
+ scale_matrix_1 = ImmutableMatrix(scale_matrix_1)
501
+ if isinstance(scale_matrix_2, list):
502
+ scale_matrix_2 = ImmutableMatrix(scale_matrix_2)
503
+ args = (location_matrix, scale_matrix_1, scale_matrix_2)
504
+ return rv(symbol, MatrixNormalDistribution, args)
505
+
506
+ #-------------------------------------------------------------------------------
507
+ # Matrix Student's T distribution ---------------------------------------------------
508
+
509
+ class MatrixStudentTDistribution(MatrixDistribution):
510
+
511
+ _argnames = ('nu', 'location_matrix', 'scale_matrix_1', 'scale_matrix_2')
512
+
513
+ @staticmethod
514
+ def check(nu, location_matrix, scale_matrix_1, scale_matrix_2):
515
+ if not isinstance(scale_matrix_1, MatrixSymbol):
516
+ _value_check(scale_matrix_1.is_positive_definite != False, "The shape "
517
+ "matrix must be positive definite.")
518
+ if not isinstance(scale_matrix_2, MatrixSymbol):
519
+ _value_check(scale_matrix_2.is_positive_definite != False, "The shape "
520
+ "matrix must be positive definite.")
521
+ _value_check(scale_matrix_1.is_square != False, "Scale matrix 1 should be "
522
+ "be square matrix")
523
+ _value_check(scale_matrix_2.is_square != False, "Scale matrix 2 should be "
524
+ "be square matrix")
525
+ n = location_matrix.shape[0]
526
+ p = location_matrix.shape[1]
527
+ _value_check(scale_matrix_1.shape[0] == p, "Scale matrix 1 should be"
528
+ " of shape %s x %s" % (str(p), str(p)))
529
+ _value_check(scale_matrix_2.shape[0] == n, "Scale matrix 2 should be"
530
+ " of shape %s x %s" % (str(n), str(n)))
531
+ _value_check(nu.is_positive != False, "Degrees of freedom must be positive")
532
+
533
+ @property
534
+ def set(self):
535
+ n, p = self.location_matrix.shape
536
+ return MatrixSet(n, p, S.Reals)
537
+
538
+ @property
539
+ def dimension(self):
540
+ return self.location_matrix.shape
541
+
542
+ def pdf(self, x):
543
+ from sympy.matrices.dense import eye
544
+ if isinstance(x, list):
545
+ x = ImmutableMatrix(x)
546
+ if not isinstance(x, (MatrixBase, MatrixSymbol)):
547
+ raise ValueError("%s should be an isinstance of Matrix "
548
+ "or MatrixSymbol" % str(x))
549
+ nu, M, Omega, Sigma = self.nu, self.location_matrix, self.scale_matrix_1, self.scale_matrix_2
550
+ n, p = M.shape
551
+
552
+ K = multigamma((nu + n + p - 1)/2, p) * Determinant(Omega)**(-n/2) * Determinant(Sigma)**(-p/2) \
553
+ / ((pi)**(n*p/2) * multigamma((nu + p - 1)/2, p))
554
+ return K * (Determinant(eye(n) + Inverse(Sigma)*(x - M)*Inverse(Omega)*Transpose(x - M))) \
555
+ **(-(nu + n + p -1)/2)
556
+
557
+
558
+
559
+ def MatrixStudentT(symbol, nu, location_matrix, scale_matrix_1, scale_matrix_2):
560
+ """
561
+ Creates a random variable with Matrix Gamma Distribution.
562
+
563
+ The density of the said distribution can be found at [1].
564
+
565
+ Parameters
566
+ ==========
567
+
568
+ nu: Positive Real number
569
+ degrees of freedom
570
+ location_matrix: Positive definite real square matrix
571
+ Location Matrix of shape ``n x p``
572
+ scale_matrix_1: Positive definite real square matrix
573
+ Scale Matrix of shape ``p x p``
574
+ scale_matrix_2: Positive definite real square matrix
575
+ Scale Matrix of shape ``n x n``
576
+
577
+ Returns
578
+ =======
579
+
580
+ RandomSymbol
581
+
582
+ Examples
583
+ ========
584
+
585
+ >>> from sympy import MatrixSymbol,symbols
586
+ >>> from sympy.stats import density, MatrixStudentT
587
+ >>> v = symbols('v',positive=True)
588
+ >>> M = MatrixStudentT('M', v, [[1, 2]], [[1, 0], [0, 1]], [1])
589
+ >>> X = MatrixSymbol('X', 1, 2)
590
+ >>> density(M)(X)
591
+ gamma(v/2 + 1)*Determinant((Matrix([[-1, -2]]) + X)*(Matrix([
592
+ [-1],
593
+ [-2]]) + X.T) + Matrix([[1]]))**(-v/2 - 1)/(pi**1.0*gamma(v/2)*Determinant(Matrix([[1]]))**1.0*Determinant(Matrix([
594
+ [1, 0],
595
+ [0, 1]]))**0.5)
596
+
597
+ References
598
+ ==========
599
+
600
+ .. [1] https://en.wikipedia.org/wiki/Matrix_t-distribution
601
+
602
+ """
603
+ if isinstance(location_matrix, list):
604
+ location_matrix = ImmutableMatrix(location_matrix)
605
+ if isinstance(scale_matrix_1, list):
606
+ scale_matrix_1 = ImmutableMatrix(scale_matrix_1)
607
+ if isinstance(scale_matrix_2, list):
608
+ scale_matrix_2 = ImmutableMatrix(scale_matrix_2)
609
+ args = (nu, location_matrix, scale_matrix_1, scale_matrix_2)
610
+ return rv(symbol, MatrixStudentTDistribution, args)
env-llmeval/lib/python3.10/site-packages/sympy/stats/random_matrix.py ADDED
@@ -0,0 +1,30 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.core.basic import Basic
2
+ from sympy.stats.rv import PSpace, _symbol_converter, RandomMatrixSymbol
3
+
4
+ class RandomMatrixPSpace(PSpace):
5
+ """
6
+ Represents probability space for
7
+ random matrices. It contains the mechanics
8
+ for handling the API calls for random matrices.
9
+ """
10
+ def __new__(cls, sym, model=None):
11
+ sym = _symbol_converter(sym)
12
+ if model:
13
+ return Basic.__new__(cls, sym, model)
14
+ else:
15
+ return Basic.__new__(cls, sym)
16
+
17
+ @property
18
+ def model(self):
19
+ try:
20
+ return self.args[1]
21
+ except IndexError:
22
+ return None
23
+
24
+ def compute_density(self, expr, *args):
25
+ rms = expr.atoms(RandomMatrixSymbol)
26
+ if len(rms) > 2 or (not isinstance(expr, RandomMatrixSymbol)):
27
+ raise NotImplementedError("Currently, no algorithm has been "
28
+ "implemented to handle general expressions containing "
29
+ "multiple random matrices.")
30
+ return self.model.density(expr)
env-llmeval/lib/python3.10/site-packages/sympy/stats/random_matrix_models.py ADDED
@@ -0,0 +1,457 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.concrete.products import Product
2
+ from sympy.concrete.summations import Sum
3
+ from sympy.core.basic import Basic
4
+ from sympy.core.function import Lambda
5
+ from sympy.core.numbers import (I, pi)
6
+ from sympy.core.singleton import S
7
+ from sympy.core.symbol import Dummy
8
+ from sympy.functions.elementary.complexes import Abs
9
+ from sympy.functions.elementary.exponential import exp
10
+ from sympy.functions.special.gamma_functions import gamma
11
+ from sympy.integrals.integrals import Integral
12
+ from sympy.matrices.expressions.matexpr import MatrixSymbol
13
+ from sympy.matrices.expressions.trace import Trace
14
+ from sympy.tensor.indexed import IndexedBase
15
+ from sympy.core.sympify import _sympify
16
+ from sympy.stats.rv import _symbol_converter, Density, RandomMatrixSymbol, is_random
17
+ from sympy.stats.joint_rv_types import JointDistributionHandmade
18
+ from sympy.stats.random_matrix import RandomMatrixPSpace
19
+ from sympy.tensor.array import ArrayComprehension
20
+
21
+ __all__ = [
22
+ 'CircularEnsemble',
23
+ 'CircularUnitaryEnsemble',
24
+ 'CircularOrthogonalEnsemble',
25
+ 'CircularSymplecticEnsemble',
26
+ 'GaussianEnsemble',
27
+ 'GaussianUnitaryEnsemble',
28
+ 'GaussianOrthogonalEnsemble',
29
+ 'GaussianSymplecticEnsemble',
30
+ 'joint_eigen_distribution',
31
+ 'JointEigenDistribution',
32
+ 'level_spacing_distribution'
33
+ ]
34
+
35
+ @is_random.register(RandomMatrixSymbol)
36
+ def _(x):
37
+ return True
38
+
39
+
40
+ class RandomMatrixEnsembleModel(Basic):
41
+ """
42
+ Base class for random matrix ensembles.
43
+ It acts as an umbrella and contains
44
+ the methods common to all the ensembles
45
+ defined in sympy.stats.random_matrix_models.
46
+ """
47
+ def __new__(cls, sym, dim=None):
48
+ sym, dim = _symbol_converter(sym), _sympify(dim)
49
+ if dim.is_integer == False:
50
+ raise ValueError("Dimension of the random matrices must be "
51
+ "integers, received %s instead."%(dim))
52
+ return Basic.__new__(cls, sym, dim)
53
+
54
+ symbol = property(lambda self: self.args[0])
55
+ dimension = property(lambda self: self.args[1])
56
+
57
+ def density(self, expr):
58
+ return Density(expr)
59
+
60
+ def __call__(self, expr):
61
+ return self.density(expr)
62
+
63
+ class GaussianEnsembleModel(RandomMatrixEnsembleModel):
64
+ """
65
+ Abstract class for Gaussian ensembles.
66
+ Contains the properties common to all the
67
+ gaussian ensembles.
68
+
69
+ References
70
+ ==========
71
+
72
+ .. [1] https://en.wikipedia.org/wiki/Random_matrix#Gaussian_ensembles
73
+ .. [2] https://arxiv.org/pdf/1712.07903.pdf
74
+ """
75
+ def _compute_normalization_constant(self, beta, n):
76
+ """
77
+ Helper function for computing normalization
78
+ constant for joint probability density of eigen
79
+ values of Gaussian ensembles.
80
+
81
+ References
82
+ ==========
83
+
84
+ .. [1] https://en.wikipedia.org/wiki/Selberg_integral#Mehta's_integral
85
+ """
86
+ n = S(n)
87
+ prod_term = lambda j: gamma(1 + beta*S(j)/2)/gamma(S.One + beta/S(2))
88
+ j = Dummy('j', integer=True, positive=True)
89
+ term1 = Product(prod_term(j), (j, 1, n)).doit()
90
+ term2 = (2/(beta*n))**(beta*n*(n - 1)/4 + n/2)
91
+ term3 = (2*pi)**(n/2)
92
+ return term1 * term2 * term3
93
+
94
+ def _compute_joint_eigen_distribution(self, beta):
95
+ """
96
+ Helper function for computing the joint
97
+ probability distribution of eigen values
98
+ of the random matrix.
99
+ """
100
+ n = self.dimension
101
+ Zbn = self._compute_normalization_constant(beta, n)
102
+ l = IndexedBase('l')
103
+ i = Dummy('i', integer=True, positive=True)
104
+ j = Dummy('j', integer=True, positive=True)
105
+ k = Dummy('k', integer=True, positive=True)
106
+ term1 = exp((-S(n)/2) * Sum(l[k]**2, (k, 1, n)).doit())
107
+ sub_term = Lambda(i, Product(Abs(l[j] - l[i])**beta, (j, i + 1, n)))
108
+ term2 = Product(sub_term(i).doit(), (i, 1, n - 1)).doit()
109
+ syms = ArrayComprehension(l[k], (k, 1, n)).doit()
110
+ return Lambda(tuple(syms), (term1 * term2)/Zbn)
111
+
112
+ class GaussianUnitaryEnsembleModel(GaussianEnsembleModel):
113
+ @property
114
+ def normalization_constant(self):
115
+ n = self.dimension
116
+ return 2**(S(n)/2) * pi**(S(n**2)/2)
117
+
118
+ def density(self, expr):
119
+ n, ZGUE = self.dimension, self.normalization_constant
120
+ h_pspace = RandomMatrixPSpace('P', model=self)
121
+ H = RandomMatrixSymbol('H', n, n, pspace=h_pspace)
122
+ return Lambda(H, exp(-S(n)/2 * Trace(H**2))/ZGUE)(expr)
123
+
124
+ def joint_eigen_distribution(self):
125
+ return self._compute_joint_eigen_distribution(S(2))
126
+
127
+ def level_spacing_distribution(self):
128
+ s = Dummy('s')
129
+ f = (32/pi**2)*(s**2)*exp((-4/pi)*s**2)
130
+ return Lambda(s, f)
131
+
132
+ class GaussianOrthogonalEnsembleModel(GaussianEnsembleModel):
133
+ @property
134
+ def normalization_constant(self):
135
+ n = self.dimension
136
+ _H = MatrixSymbol('_H', n, n)
137
+ return Integral(exp(-S(n)/4 * Trace(_H**2)))
138
+
139
+ def density(self, expr):
140
+ n, ZGOE = self.dimension, self.normalization_constant
141
+ h_pspace = RandomMatrixPSpace('P', model=self)
142
+ H = RandomMatrixSymbol('H', n, n, pspace=h_pspace)
143
+ return Lambda(H, exp(-S(n)/4 * Trace(H**2))/ZGOE)(expr)
144
+
145
+ def joint_eigen_distribution(self):
146
+ return self._compute_joint_eigen_distribution(S.One)
147
+
148
+ def level_spacing_distribution(self):
149
+ s = Dummy('s')
150
+ f = (pi/2)*s*exp((-pi/4)*s**2)
151
+ return Lambda(s, f)
152
+
153
+ class GaussianSymplecticEnsembleModel(GaussianEnsembleModel):
154
+ @property
155
+ def normalization_constant(self):
156
+ n = self.dimension
157
+ _H = MatrixSymbol('_H', n, n)
158
+ return Integral(exp(-S(n) * Trace(_H**2)))
159
+
160
+ def density(self, expr):
161
+ n, ZGSE = self.dimension, self.normalization_constant
162
+ h_pspace = RandomMatrixPSpace('P', model=self)
163
+ H = RandomMatrixSymbol('H', n, n, pspace=h_pspace)
164
+ return Lambda(H, exp(-S(n) * Trace(H**2))/ZGSE)(expr)
165
+
166
+ def joint_eigen_distribution(self):
167
+ return self._compute_joint_eigen_distribution(S(4))
168
+
169
+ def level_spacing_distribution(self):
170
+ s = Dummy('s')
171
+ f = ((S(2)**18)/((S(3)**6)*(pi**3)))*(s**4)*exp((-64/(9*pi))*s**2)
172
+ return Lambda(s, f)
173
+
174
+ def GaussianEnsemble(sym, dim):
175
+ sym, dim = _symbol_converter(sym), _sympify(dim)
176
+ model = GaussianEnsembleModel(sym, dim)
177
+ rmp = RandomMatrixPSpace(sym, model=model)
178
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
179
+
180
+ def GaussianUnitaryEnsemble(sym, dim):
181
+ """
182
+ Represents Gaussian Unitary Ensembles.
183
+
184
+ Examples
185
+ ========
186
+
187
+ >>> from sympy.stats import GaussianUnitaryEnsemble as GUE, density
188
+ >>> from sympy import MatrixSymbol
189
+ >>> G = GUE('U', 2)
190
+ >>> X = MatrixSymbol('X', 2, 2)
191
+ >>> density(G)(X)
192
+ exp(-Trace(X**2))/(2*pi**2)
193
+ """
194
+ sym, dim = _symbol_converter(sym), _sympify(dim)
195
+ model = GaussianUnitaryEnsembleModel(sym, dim)
196
+ rmp = RandomMatrixPSpace(sym, model=model)
197
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
198
+
199
+ def GaussianOrthogonalEnsemble(sym, dim):
200
+ """
201
+ Represents Gaussian Orthogonal Ensembles.
202
+
203
+ Examples
204
+ ========
205
+
206
+ >>> from sympy.stats import GaussianOrthogonalEnsemble as GOE, density
207
+ >>> from sympy import MatrixSymbol
208
+ >>> G = GOE('U', 2)
209
+ >>> X = MatrixSymbol('X', 2, 2)
210
+ >>> density(G)(X)
211
+ exp(-Trace(X**2)/2)/Integral(exp(-Trace(_H**2)/2), _H)
212
+ """
213
+ sym, dim = _symbol_converter(sym), _sympify(dim)
214
+ model = GaussianOrthogonalEnsembleModel(sym, dim)
215
+ rmp = RandomMatrixPSpace(sym, model=model)
216
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
217
+
218
+ def GaussianSymplecticEnsemble(sym, dim):
219
+ """
220
+ Represents Gaussian Symplectic Ensembles.
221
+
222
+ Examples
223
+ ========
224
+
225
+ >>> from sympy.stats import GaussianSymplecticEnsemble as GSE, density
226
+ >>> from sympy import MatrixSymbol
227
+ >>> G = GSE('U', 2)
228
+ >>> X = MatrixSymbol('X', 2, 2)
229
+ >>> density(G)(X)
230
+ exp(-2*Trace(X**2))/Integral(exp(-2*Trace(_H**2)), _H)
231
+ """
232
+ sym, dim = _symbol_converter(sym), _sympify(dim)
233
+ model = GaussianSymplecticEnsembleModel(sym, dim)
234
+ rmp = RandomMatrixPSpace(sym, model=model)
235
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
236
+
237
+ class CircularEnsembleModel(RandomMatrixEnsembleModel):
238
+ """
239
+ Abstract class for Circular ensembles.
240
+ Contains the properties and methods
241
+ common to all the circular ensembles.
242
+
243
+ References
244
+ ==========
245
+
246
+ .. [1] https://en.wikipedia.org/wiki/Circular_ensemble
247
+ """
248
+ def density(self, expr):
249
+ # TODO : Add support for Lie groups(as extensions of sympy.diffgeom)
250
+ # and define measures on them
251
+ raise NotImplementedError("Support for Haar measure hasn't been "
252
+ "implemented yet, therefore the density of "
253
+ "%s cannot be computed."%(self))
254
+
255
+ def _compute_joint_eigen_distribution(self, beta):
256
+ """
257
+ Helper function to compute the joint distribution of phases
258
+ of the complex eigen values of matrices belonging to any
259
+ circular ensembles.
260
+ """
261
+ n = self.dimension
262
+ Zbn = ((2*pi)**n)*(gamma(beta*n/2 + 1)/S(gamma(beta/2 + 1))**n)
263
+ t = IndexedBase('t')
264
+ i, j, k = (Dummy('i', integer=True), Dummy('j', integer=True),
265
+ Dummy('k', integer=True))
266
+ syms = ArrayComprehension(t[i], (i, 1, n)).doit()
267
+ f = Product(Product(Abs(exp(I*t[k]) - exp(I*t[j]))**beta, (j, k + 1, n)).doit(),
268
+ (k, 1, n - 1)).doit()
269
+ return Lambda(tuple(syms), f/Zbn)
270
+
271
+ class CircularUnitaryEnsembleModel(CircularEnsembleModel):
272
+ def joint_eigen_distribution(self):
273
+ return self._compute_joint_eigen_distribution(S(2))
274
+
275
+ class CircularOrthogonalEnsembleModel(CircularEnsembleModel):
276
+ def joint_eigen_distribution(self):
277
+ return self._compute_joint_eigen_distribution(S.One)
278
+
279
+ class CircularSymplecticEnsembleModel(CircularEnsembleModel):
280
+ def joint_eigen_distribution(self):
281
+ return self._compute_joint_eigen_distribution(S(4))
282
+
283
+ def CircularEnsemble(sym, dim):
284
+ sym, dim = _symbol_converter(sym), _sympify(dim)
285
+ model = CircularEnsembleModel(sym, dim)
286
+ rmp = RandomMatrixPSpace(sym, model=model)
287
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
288
+
289
+ def CircularUnitaryEnsemble(sym, dim):
290
+ """
291
+ Represents Circular Unitary Ensembles.
292
+
293
+ Examples
294
+ ========
295
+
296
+ >>> from sympy.stats import CircularUnitaryEnsemble as CUE
297
+ >>> from sympy.stats import joint_eigen_distribution
298
+ >>> C = CUE('U', 1)
299
+ >>> joint_eigen_distribution(C)
300
+ Lambda(t[1], Product(Abs(exp(I*t[_j]) - exp(I*t[_k]))**2, (_j, _k + 1, 1), (_k, 1, 0))/(2*pi))
301
+
302
+ Note
303
+ ====
304
+
305
+ As can be seen above in the example, density of CiruclarUnitaryEnsemble
306
+ is not evaluated because the exact definition is based on haar measure of
307
+ unitary group which is not unique.
308
+ """
309
+ sym, dim = _symbol_converter(sym), _sympify(dim)
310
+ model = CircularUnitaryEnsembleModel(sym, dim)
311
+ rmp = RandomMatrixPSpace(sym, model=model)
312
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
313
+
314
+ def CircularOrthogonalEnsemble(sym, dim):
315
+ """
316
+ Represents Circular Orthogonal Ensembles.
317
+
318
+ Examples
319
+ ========
320
+
321
+ >>> from sympy.stats import CircularOrthogonalEnsemble as COE
322
+ >>> from sympy.stats import joint_eigen_distribution
323
+ >>> C = COE('O', 1)
324
+ >>> joint_eigen_distribution(C)
325
+ Lambda(t[1], Product(Abs(exp(I*t[_j]) - exp(I*t[_k])), (_j, _k + 1, 1), (_k, 1, 0))/(2*pi))
326
+
327
+ Note
328
+ ====
329
+
330
+ As can be seen above in the example, density of CiruclarOrthogonalEnsemble
331
+ is not evaluated because the exact definition is based on haar measure of
332
+ unitary group which is not unique.
333
+ """
334
+ sym, dim = _symbol_converter(sym), _sympify(dim)
335
+ model = CircularOrthogonalEnsembleModel(sym, dim)
336
+ rmp = RandomMatrixPSpace(sym, model=model)
337
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
338
+
339
+ def CircularSymplecticEnsemble(sym, dim):
340
+ """
341
+ Represents Circular Symplectic Ensembles.
342
+
343
+ Examples
344
+ ========
345
+
346
+ >>> from sympy.stats import CircularSymplecticEnsemble as CSE
347
+ >>> from sympy.stats import joint_eigen_distribution
348
+ >>> C = CSE('S', 1)
349
+ >>> joint_eigen_distribution(C)
350
+ Lambda(t[1], Product(Abs(exp(I*t[_j]) - exp(I*t[_k]))**4, (_j, _k + 1, 1), (_k, 1, 0))/(2*pi))
351
+
352
+ Note
353
+ ====
354
+
355
+ As can be seen above in the example, density of CiruclarSymplecticEnsemble
356
+ is not evaluated because the exact definition is based on haar measure of
357
+ unitary group which is not unique.
358
+ """
359
+ sym, dim = _symbol_converter(sym), _sympify(dim)
360
+ model = CircularSymplecticEnsembleModel(sym, dim)
361
+ rmp = RandomMatrixPSpace(sym, model=model)
362
+ return RandomMatrixSymbol(sym, dim, dim, pspace=rmp)
363
+
364
+ def joint_eigen_distribution(mat):
365
+ """
366
+ For obtaining joint probability distribution
367
+ of eigen values of random matrix.
368
+
369
+ Parameters
370
+ ==========
371
+
372
+ mat: RandomMatrixSymbol
373
+ The matrix symbol whose eigen values are to be considered.
374
+
375
+ Returns
376
+ =======
377
+
378
+ Lambda
379
+
380
+ Examples
381
+ ========
382
+
383
+ >>> from sympy.stats import GaussianUnitaryEnsemble as GUE
384
+ >>> from sympy.stats import joint_eigen_distribution
385
+ >>> U = GUE('U', 2)
386
+ >>> joint_eigen_distribution(U)
387
+ Lambda((l[1], l[2]), exp(-l[1]**2 - l[2]**2)*Product(Abs(l[_i] - l[_j])**2, (_j, _i + 1, 2), (_i, 1, 1))/pi)
388
+ """
389
+ if not isinstance(mat, RandomMatrixSymbol):
390
+ raise ValueError("%s is not of type, RandomMatrixSymbol."%(mat))
391
+ return mat.pspace.model.joint_eigen_distribution()
392
+
393
+ def JointEigenDistribution(mat):
394
+ """
395
+ Creates joint distribution of eigen values of matrices with random
396
+ expressions.
397
+
398
+ Parameters
399
+ ==========
400
+
401
+ mat: Matrix
402
+ The matrix under consideration.
403
+
404
+ Returns
405
+ =======
406
+
407
+ JointDistributionHandmade
408
+
409
+ Examples
410
+ ========
411
+
412
+ >>> from sympy.stats import Normal, JointEigenDistribution
413
+ >>> from sympy import Matrix
414
+ >>> A = [[Normal('A00', 0, 1), Normal('A01', 0, 1)],
415
+ ... [Normal('A10', 0, 1), Normal('A11', 0, 1)]]
416
+ >>> JointEigenDistribution(Matrix(A))
417
+ JointDistributionHandmade(-sqrt(A00**2 - 2*A00*A11 + 4*A01*A10 + A11**2)/2
418
+ + A00/2 + A11/2, sqrt(A00**2 - 2*A00*A11 + 4*A01*A10 + A11**2)/2 + A00/2 + A11/2)
419
+
420
+ """
421
+ eigenvals = mat.eigenvals(multiple=True)
422
+ if not all(is_random(eigenval) for eigenval in set(eigenvals)):
423
+ raise ValueError("Eigen values do not have any random expression, "
424
+ "joint distribution cannot be generated.")
425
+ return JointDistributionHandmade(*eigenvals)
426
+
427
+ def level_spacing_distribution(mat):
428
+ """
429
+ For obtaining distribution of level spacings.
430
+
431
+ Parameters
432
+ ==========
433
+
434
+ mat: RandomMatrixSymbol
435
+ The random matrix symbol whose eigen values are
436
+ to be considered for finding the level spacings.
437
+
438
+ Returns
439
+ =======
440
+
441
+ Lambda
442
+
443
+ Examples
444
+ ========
445
+
446
+ >>> from sympy.stats import GaussianUnitaryEnsemble as GUE
447
+ >>> from sympy.stats import level_spacing_distribution
448
+ >>> U = GUE('U', 2)
449
+ >>> level_spacing_distribution(U)
450
+ Lambda(_s, 32*_s**2*exp(-4*_s**2/pi)/pi**2)
451
+
452
+ References
453
+ ==========
454
+
455
+ .. [1] https://en.wikipedia.org/wiki/Random_matrix#Distribution_of_level_spacings
456
+ """
457
+ return mat.pspace.model.level_spacing_distribution()
env-llmeval/lib/python3.10/site-packages/sympy/stats/rv.py ADDED
@@ -0,0 +1,1792 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Main Random Variables Module
3
+
4
+ Defines abstract random variable type.
5
+ Contains interfaces for probability space object (PSpace) as well as standard
6
+ operators, P, E, sample, density, where, quantile
7
+
8
+ See Also
9
+ ========
10
+
11
+ sympy.stats.crv
12
+ sympy.stats.frv
13
+ sympy.stats.rv_interface
14
+ """
15
+
16
+ from __future__ import annotations
17
+ from functools import singledispatch
18
+ from math import prod
19
+
20
+ from sympy.core.add import Add
21
+ from sympy.core.basic import Basic
22
+ from sympy.core.containers import Tuple
23
+ from sympy.core.expr import Expr
24
+ from sympy.core.function import (Function, Lambda)
25
+ from sympy.core.logic import fuzzy_and
26
+ from sympy.core.mul import Mul
27
+ from sympy.core.relational import (Eq, Ne)
28
+ from sympy.core.singleton import S
29
+ from sympy.core.symbol import (Dummy, Symbol)
30
+ from sympy.core.sympify import sympify
31
+ from sympy.functions.special.delta_functions import DiracDelta
32
+ from sympy.functions.special.tensor_functions import KroneckerDelta
33
+ from sympy.logic.boolalg import (And, Or)
34
+ from sympy.matrices.expressions.matexpr import MatrixSymbol
35
+ from sympy.tensor.indexed import Indexed
36
+ from sympy.utilities.lambdify import lambdify
37
+ from sympy.core.relational import Relational
38
+ from sympy.core.sympify import _sympify
39
+ from sympy.sets.sets import FiniteSet, ProductSet, Intersection
40
+ from sympy.solvers.solveset import solveset
41
+ from sympy.external import import_module
42
+ from sympy.utilities.decorator import doctest_depends_on
43
+ from sympy.utilities.exceptions import sympy_deprecation_warning
44
+ from sympy.utilities.iterables import iterable
45
+
46
+
47
+ x = Symbol('x')
48
+
49
+ @singledispatch
50
+ def is_random(x):
51
+ return False
52
+
53
+ @is_random.register(Basic)
54
+ def _(x):
55
+ atoms = x.free_symbols
56
+ return any(is_random(i) for i in atoms)
57
+
58
+ class RandomDomain(Basic):
59
+ """
60
+ Represents a set of variables and the values which they can take.
61
+
62
+ See Also
63
+ ========
64
+
65
+ sympy.stats.crv.ContinuousDomain
66
+ sympy.stats.frv.FiniteDomain
67
+ """
68
+
69
+ is_ProductDomain = False
70
+ is_Finite = False
71
+ is_Continuous = False
72
+ is_Discrete = False
73
+
74
+ def __new__(cls, symbols, *args):
75
+ symbols = FiniteSet(*symbols)
76
+ return Basic.__new__(cls, symbols, *args)
77
+
78
+ @property
79
+ def symbols(self):
80
+ return self.args[0]
81
+
82
+ @property
83
+ def set(self):
84
+ return self.args[1]
85
+
86
+ def __contains__(self, other):
87
+ raise NotImplementedError()
88
+
89
+ def compute_expectation(self, expr):
90
+ raise NotImplementedError()
91
+
92
+
93
+ class SingleDomain(RandomDomain):
94
+ """
95
+ A single variable and its domain.
96
+
97
+ See Also
98
+ ========
99
+
100
+ sympy.stats.crv.SingleContinuousDomain
101
+ sympy.stats.frv.SingleFiniteDomain
102
+ """
103
+ def __new__(cls, symbol, set):
104
+ assert symbol.is_Symbol
105
+ return Basic.__new__(cls, symbol, set)
106
+
107
+ @property
108
+ def symbol(self):
109
+ return self.args[0]
110
+
111
+ @property
112
+ def symbols(self):
113
+ return FiniteSet(self.symbol)
114
+
115
+ def __contains__(self, other):
116
+ if len(other) != 1:
117
+ return False
118
+ sym, val = tuple(other)[0]
119
+ return self.symbol == sym and val in self.set
120
+
121
+
122
+ class MatrixDomain(RandomDomain):
123
+ """
124
+ A Random Matrix variable and its domain.
125
+
126
+ """
127
+ def __new__(cls, symbol, set):
128
+ symbol, set = _symbol_converter(symbol), _sympify(set)
129
+ return Basic.__new__(cls, symbol, set)
130
+
131
+ @property
132
+ def symbol(self):
133
+ return self.args[0]
134
+
135
+ @property
136
+ def symbols(self):
137
+ return FiniteSet(self.symbol)
138
+
139
+
140
+ class ConditionalDomain(RandomDomain):
141
+ """
142
+ A RandomDomain with an attached condition.
143
+
144
+ See Also
145
+ ========
146
+
147
+ sympy.stats.crv.ConditionalContinuousDomain
148
+ sympy.stats.frv.ConditionalFiniteDomain
149
+ """
150
+ def __new__(cls, fulldomain, condition):
151
+ condition = condition.xreplace({rs: rs.symbol
152
+ for rs in random_symbols(condition)})
153
+ return Basic.__new__(cls, fulldomain, condition)
154
+
155
+ @property
156
+ def symbols(self):
157
+ return self.fulldomain.symbols
158
+
159
+ @property
160
+ def fulldomain(self):
161
+ return self.args[0]
162
+
163
+ @property
164
+ def condition(self):
165
+ return self.args[1]
166
+
167
+ @property
168
+ def set(self):
169
+ raise NotImplementedError("Set of Conditional Domain not Implemented")
170
+
171
+ def as_boolean(self):
172
+ return And(self.fulldomain.as_boolean(), self.condition)
173
+
174
+
175
+ class PSpace(Basic):
176
+ """
177
+ A Probability Space.
178
+
179
+ Explanation
180
+ ===========
181
+
182
+ Probability Spaces encode processes that equal different values
183
+ probabilistically. These underly Random Symbols which occur in SymPy
184
+ expressions and contain the mechanics to evaluate statistical statements.
185
+
186
+ See Also
187
+ ========
188
+
189
+ sympy.stats.crv.ContinuousPSpace
190
+ sympy.stats.frv.FinitePSpace
191
+ """
192
+
193
+ is_Finite = None # type: bool
194
+ is_Continuous = None # type: bool
195
+ is_Discrete = None # type: bool
196
+ is_real = None # type: bool
197
+
198
+ @property
199
+ def domain(self):
200
+ return self.args[0]
201
+
202
+ @property
203
+ def density(self):
204
+ return self.args[1]
205
+
206
+ @property
207
+ def values(self):
208
+ return frozenset(RandomSymbol(sym, self) for sym in self.symbols)
209
+
210
+ @property
211
+ def symbols(self):
212
+ return self.domain.symbols
213
+
214
+ def where(self, condition):
215
+ raise NotImplementedError()
216
+
217
+ def compute_density(self, expr):
218
+ raise NotImplementedError()
219
+
220
+ def sample(self, size=(), library='scipy', seed=None):
221
+ raise NotImplementedError()
222
+
223
+ def probability(self, condition):
224
+ raise NotImplementedError()
225
+
226
+ def compute_expectation(self, expr):
227
+ raise NotImplementedError()
228
+
229
+
230
+ class SinglePSpace(PSpace):
231
+ """
232
+ Represents the probabilities of a set of random events that can be
233
+ attributed to a single variable/symbol.
234
+ """
235
+ def __new__(cls, s, distribution):
236
+ s = _symbol_converter(s)
237
+ return Basic.__new__(cls, s, distribution)
238
+
239
+ @property
240
+ def value(self):
241
+ return RandomSymbol(self.symbol, self)
242
+
243
+ @property
244
+ def symbol(self):
245
+ return self.args[0]
246
+
247
+ @property
248
+ def distribution(self):
249
+ return self.args[1]
250
+
251
+ @property
252
+ def pdf(self):
253
+ return self.distribution.pdf(self.symbol)
254
+
255
+
256
+ class RandomSymbol(Expr):
257
+ """
258
+ Random Symbols represent ProbabilitySpaces in SymPy Expressions.
259
+ In principle they can take on any value that their symbol can take on
260
+ within the associated PSpace with probability determined by the PSpace
261
+ Density.
262
+
263
+ Explanation
264
+ ===========
265
+
266
+ Random Symbols contain pspace and symbol properties.
267
+ The pspace property points to the represented Probability Space
268
+ The symbol is a standard SymPy Symbol that is used in that probability space
269
+ for example in defining a density.
270
+
271
+ You can form normal SymPy expressions using RandomSymbols and operate on
272
+ those expressions with the Functions
273
+
274
+ E - Expectation of a random expression
275
+ P - Probability of a condition
276
+ density - Probability Density of an expression
277
+ given - A new random expression (with new random symbols) given a condition
278
+
279
+ An object of the RandomSymbol type should almost never be created by the
280
+ user. They tend to be created instead by the PSpace class's value method.
281
+ Traditionally a user does not even do this but instead calls one of the
282
+ convenience functions Normal, Exponential, Coin, Die, FiniteRV, etc....
283
+ """
284
+
285
+ def __new__(cls, symbol, pspace=None):
286
+ from sympy.stats.joint_rv import JointRandomSymbol
287
+ if pspace is None:
288
+ # Allow single arg, representing pspace == PSpace()
289
+ pspace = PSpace()
290
+ symbol = _symbol_converter(symbol)
291
+ if not isinstance(pspace, PSpace):
292
+ raise TypeError("pspace variable should be of type PSpace")
293
+ if cls == JointRandomSymbol and isinstance(pspace, SinglePSpace):
294
+ cls = RandomSymbol
295
+ return Basic.__new__(cls, symbol, pspace)
296
+
297
+ is_finite = True
298
+ is_symbol = True
299
+ is_Atom = True
300
+
301
+ _diff_wrt = True
302
+
303
+ pspace = property(lambda self: self.args[1])
304
+ symbol = property(lambda self: self.args[0])
305
+ name = property(lambda self: self.symbol.name)
306
+
307
+ def _eval_is_positive(self):
308
+ return self.symbol.is_positive
309
+
310
+ def _eval_is_integer(self):
311
+ return self.symbol.is_integer
312
+
313
+ def _eval_is_real(self):
314
+ return self.symbol.is_real or self.pspace.is_real
315
+
316
+ @property
317
+ def is_commutative(self):
318
+ return self.symbol.is_commutative
319
+
320
+ @property
321
+ def free_symbols(self):
322
+ return {self}
323
+
324
+ class RandomIndexedSymbol(RandomSymbol):
325
+
326
+ def __new__(cls, idx_obj, pspace=None):
327
+ if pspace is None:
328
+ # Allow single arg, representing pspace == PSpace()
329
+ pspace = PSpace()
330
+ if not isinstance(idx_obj, (Indexed, Function)):
331
+ raise TypeError("An Function or Indexed object is expected not %s"%(idx_obj))
332
+ return Basic.__new__(cls, idx_obj, pspace)
333
+
334
+ symbol = property(lambda self: self.args[0])
335
+ name = property(lambda self: str(self.args[0]))
336
+
337
+ @property
338
+ def key(self):
339
+ if isinstance(self.symbol, Indexed):
340
+ return self.symbol.args[1]
341
+ elif isinstance(self.symbol, Function):
342
+ return self.symbol.args[0]
343
+
344
+ @property
345
+ def free_symbols(self):
346
+ if self.key.free_symbols:
347
+ free_syms = self.key.free_symbols
348
+ free_syms.add(self)
349
+ return free_syms
350
+ return {self}
351
+
352
+ @property
353
+ def pspace(self):
354
+ return self.args[1]
355
+
356
+ class RandomMatrixSymbol(RandomSymbol, MatrixSymbol): # type: ignore
357
+ def __new__(cls, symbol, n, m, pspace=None):
358
+ n, m = _sympify(n), _sympify(m)
359
+ symbol = _symbol_converter(symbol)
360
+ if pspace is None:
361
+ # Allow single arg, representing pspace == PSpace()
362
+ pspace = PSpace()
363
+ return Basic.__new__(cls, symbol, n, m, pspace)
364
+
365
+ symbol = property(lambda self: self.args[0])
366
+ pspace = property(lambda self: self.args[3])
367
+
368
+
369
+ class ProductPSpace(PSpace):
370
+ """
371
+ Abstract class for representing probability spaces with multiple random
372
+ variables.
373
+
374
+ See Also
375
+ ========
376
+
377
+ sympy.stats.rv.IndependentProductPSpace
378
+ sympy.stats.joint_rv.JointPSpace
379
+ """
380
+ pass
381
+
382
+ class IndependentProductPSpace(ProductPSpace):
383
+ """
384
+ A probability space resulting from the merger of two independent probability
385
+ spaces.
386
+
387
+ Often created using the function, pspace.
388
+ """
389
+
390
+ def __new__(cls, *spaces):
391
+ rs_space_dict = {}
392
+ for space in spaces:
393
+ for value in space.values:
394
+ rs_space_dict[value] = space
395
+
396
+ symbols = FiniteSet(*[val.symbol for val in rs_space_dict.keys()])
397
+
398
+ # Overlapping symbols
399
+ from sympy.stats.joint_rv import MarginalDistribution
400
+ from sympy.stats.compound_rv import CompoundDistribution
401
+ if len(symbols) < sum(len(space.symbols) for space in spaces if not
402
+ isinstance(space.distribution, (
403
+ CompoundDistribution, MarginalDistribution))):
404
+ raise ValueError("Overlapping Random Variables")
405
+
406
+ if all(space.is_Finite for space in spaces):
407
+ from sympy.stats.frv import ProductFinitePSpace
408
+ cls = ProductFinitePSpace
409
+
410
+ obj = Basic.__new__(cls, *FiniteSet(*spaces))
411
+
412
+ return obj
413
+
414
+ @property
415
+ def pdf(self):
416
+ p = Mul(*[space.pdf for space in self.spaces])
417
+ return p.subs({rv: rv.symbol for rv in self.values})
418
+
419
+ @property
420
+ def rs_space_dict(self):
421
+ d = {}
422
+ for space in self.spaces:
423
+ for value in space.values:
424
+ d[value] = space
425
+ return d
426
+
427
+ @property
428
+ def symbols(self):
429
+ return FiniteSet(*[val.symbol for val in self.rs_space_dict.keys()])
430
+
431
+ @property
432
+ def spaces(self):
433
+ return FiniteSet(*self.args)
434
+
435
+ @property
436
+ def values(self):
437
+ return sumsets(space.values for space in self.spaces)
438
+
439
+ def compute_expectation(self, expr, rvs=None, evaluate=False, **kwargs):
440
+ rvs = rvs or self.values
441
+ rvs = frozenset(rvs)
442
+ for space in self.spaces:
443
+ expr = space.compute_expectation(expr, rvs & space.values, evaluate=False, **kwargs)
444
+ if evaluate and hasattr(expr, 'doit'):
445
+ return expr.doit(**kwargs)
446
+ return expr
447
+
448
+ @property
449
+ def domain(self):
450
+ return ProductDomain(*[space.domain for space in self.spaces])
451
+
452
+ @property
453
+ def density(self):
454
+ raise NotImplementedError("Density not available for ProductSpaces")
455
+
456
+ def sample(self, size=(), library='scipy', seed=None):
457
+ return {k: v for space in self.spaces
458
+ for k, v in space.sample(size=size, library=library, seed=seed).items()}
459
+
460
+
461
+ def probability(self, condition, **kwargs):
462
+ cond_inv = False
463
+ if isinstance(condition, Ne):
464
+ condition = Eq(condition.args[0], condition.args[1])
465
+ cond_inv = True
466
+ elif isinstance(condition, And): # they are independent
467
+ return Mul(*[self.probability(arg) for arg in condition.args])
468
+ elif isinstance(condition, Or): # they are independent
469
+ return Add(*[self.probability(arg) for arg in condition.args])
470
+ expr = condition.lhs - condition.rhs
471
+ rvs = random_symbols(expr)
472
+ dens = self.compute_density(expr)
473
+ if any(pspace(rv).is_Continuous for rv in rvs):
474
+ from sympy.stats.crv import SingleContinuousPSpace
475
+ from sympy.stats.crv_types import ContinuousDistributionHandmade
476
+ if expr in self.values:
477
+ # Marginalize all other random symbols out of the density
478
+ randomsymbols = tuple(set(self.values) - frozenset([expr]))
479
+ symbols = tuple(rs.symbol for rs in randomsymbols)
480
+ pdf = self.domain.integrate(self.pdf, symbols, **kwargs)
481
+ return Lambda(expr.symbol, pdf)
482
+ dens = ContinuousDistributionHandmade(dens)
483
+ z = Dummy('z', real=True)
484
+ space = SingleContinuousPSpace(z, dens)
485
+ result = space.probability(condition.__class__(space.value, 0))
486
+ else:
487
+ from sympy.stats.drv import SingleDiscretePSpace
488
+ from sympy.stats.drv_types import DiscreteDistributionHandmade
489
+ dens = DiscreteDistributionHandmade(dens)
490
+ z = Dummy('z', integer=True)
491
+ space = SingleDiscretePSpace(z, dens)
492
+ result = space.probability(condition.__class__(space.value, 0))
493
+ return result if not cond_inv else S.One - result
494
+
495
+ def compute_density(self, expr, **kwargs):
496
+ rvs = random_symbols(expr)
497
+ if any(pspace(rv).is_Continuous for rv in rvs):
498
+ z = Dummy('z', real=True)
499
+ expr = self.compute_expectation(DiracDelta(expr - z),
500
+ **kwargs)
501
+ else:
502
+ z = Dummy('z', integer=True)
503
+ expr = self.compute_expectation(KroneckerDelta(expr, z),
504
+ **kwargs)
505
+ return Lambda(z, expr)
506
+
507
+ def compute_cdf(self, expr, **kwargs):
508
+ raise ValueError("CDF not well defined on multivariate expressions")
509
+
510
+ def conditional_space(self, condition, normalize=True, **kwargs):
511
+ rvs = random_symbols(condition)
512
+ condition = condition.xreplace({rv: rv.symbol for rv in self.values})
513
+ pspaces = [pspace(rv) for rv in rvs]
514
+ if any(ps.is_Continuous for ps in pspaces):
515
+ from sympy.stats.crv import (ConditionalContinuousDomain,
516
+ ContinuousPSpace)
517
+ space = ContinuousPSpace
518
+ domain = ConditionalContinuousDomain(self.domain, condition)
519
+ elif any(ps.is_Discrete for ps in pspaces):
520
+ from sympy.stats.drv import (ConditionalDiscreteDomain,
521
+ DiscretePSpace)
522
+ space = DiscretePSpace
523
+ domain = ConditionalDiscreteDomain(self.domain, condition)
524
+ elif all(ps.is_Finite for ps in pspaces):
525
+ from sympy.stats.frv import FinitePSpace
526
+ return FinitePSpace.conditional_space(self, condition)
527
+ if normalize:
528
+ replacement = {rv: Dummy(str(rv)) for rv in self.symbols}
529
+ norm = domain.compute_expectation(self.pdf, **kwargs)
530
+ pdf = self.pdf / norm.xreplace(replacement)
531
+ # XXX: Converting symbols from set to tuple. The order matters to
532
+ # Lambda though so we shouldn't be starting with a set here...
533
+ density = Lambda(tuple(domain.symbols), pdf)
534
+
535
+ return space(domain, density)
536
+
537
+ class ProductDomain(RandomDomain):
538
+ """
539
+ A domain resulting from the merger of two independent domains.
540
+
541
+ See Also
542
+ ========
543
+ sympy.stats.crv.ProductContinuousDomain
544
+ sympy.stats.frv.ProductFiniteDomain
545
+ """
546
+ is_ProductDomain = True
547
+
548
+ def __new__(cls, *domains):
549
+ # Flatten any product of products
550
+ domains2 = []
551
+ for domain in domains:
552
+ if not domain.is_ProductDomain:
553
+ domains2.append(domain)
554
+ else:
555
+ domains2.extend(domain.domains)
556
+ domains2 = FiniteSet(*domains2)
557
+
558
+ if all(domain.is_Finite for domain in domains2):
559
+ from sympy.stats.frv import ProductFiniteDomain
560
+ cls = ProductFiniteDomain
561
+ if all(domain.is_Continuous for domain in domains2):
562
+ from sympy.stats.crv import ProductContinuousDomain
563
+ cls = ProductContinuousDomain
564
+ if all(domain.is_Discrete for domain in domains2):
565
+ from sympy.stats.drv import ProductDiscreteDomain
566
+ cls = ProductDiscreteDomain
567
+
568
+ return Basic.__new__(cls, *domains2)
569
+
570
+ @property
571
+ def sym_domain_dict(self):
572
+ return {symbol: domain for domain in self.domains
573
+ for symbol in domain.symbols}
574
+
575
+ @property
576
+ def symbols(self):
577
+ return FiniteSet(*[sym for domain in self.domains
578
+ for sym in domain.symbols])
579
+
580
+ @property
581
+ def domains(self):
582
+ return self.args
583
+
584
+ @property
585
+ def set(self):
586
+ return ProductSet(*(domain.set for domain in self.domains))
587
+
588
+ def __contains__(self, other):
589
+ # Split event into each subdomain
590
+ for domain in self.domains:
591
+ # Collect the parts of this event which associate to this domain
592
+ elem = frozenset([item for item in other
593
+ if sympify(domain.symbols.contains(item[0]))
594
+ is S.true])
595
+ # Test this sub-event
596
+ if elem not in domain:
597
+ return False
598
+ # All subevents passed
599
+ return True
600
+
601
+ def as_boolean(self):
602
+ return And(*[domain.as_boolean() for domain in self.domains])
603
+
604
+
605
+ def random_symbols(expr):
606
+ """
607
+ Returns all RandomSymbols within a SymPy Expression.
608
+ """
609
+ atoms = getattr(expr, 'atoms', None)
610
+ if atoms is not None:
611
+ comp = lambda rv: rv.symbol.name
612
+ l = list(atoms(RandomSymbol))
613
+ return sorted(l, key=comp)
614
+ else:
615
+ return []
616
+
617
+
618
+ def pspace(expr):
619
+ """
620
+ Returns the underlying Probability Space of a random expression.
621
+
622
+ For internal use.
623
+
624
+ Examples
625
+ ========
626
+
627
+ >>> from sympy.stats import pspace, Normal
628
+ >>> X = Normal('X', 0, 1)
629
+ >>> pspace(2*X + 1) == X.pspace
630
+ True
631
+ """
632
+ expr = sympify(expr)
633
+ if isinstance(expr, RandomSymbol) and expr.pspace is not None:
634
+ return expr.pspace
635
+ if expr.has(RandomMatrixSymbol):
636
+ rm = list(expr.atoms(RandomMatrixSymbol))[0]
637
+ return rm.pspace
638
+
639
+ rvs = random_symbols(expr)
640
+ if not rvs:
641
+ raise ValueError("Expression containing Random Variable expected, not %s" % (expr))
642
+ # If only one space present
643
+ if all(rv.pspace == rvs[0].pspace for rv in rvs):
644
+ return rvs[0].pspace
645
+ from sympy.stats.compound_rv import CompoundPSpace
646
+ from sympy.stats.stochastic_process import StochasticPSpace
647
+ for rv in rvs:
648
+ if isinstance(rv.pspace, (CompoundPSpace, StochasticPSpace)):
649
+ return rv.pspace
650
+ # Otherwise make a product space
651
+ return IndependentProductPSpace(*[rv.pspace for rv in rvs])
652
+
653
+
654
+ def sumsets(sets):
655
+ """
656
+ Union of sets
657
+ """
658
+ return frozenset().union(*sets)
659
+
660
+
661
+ def rs_swap(a, b):
662
+ """
663
+ Build a dictionary to swap RandomSymbols based on their underlying symbol.
664
+
665
+ i.e.
666
+ if ``X = ('x', pspace1)``
667
+ and ``Y = ('x', pspace2)``
668
+ then ``X`` and ``Y`` match and the key, value pair
669
+ ``{X:Y}`` will appear in the result
670
+
671
+ Inputs: collections a and b of random variables which share common symbols
672
+ Output: dict mapping RVs in a to RVs in b
673
+ """
674
+ d = {}
675
+ for rsa in a:
676
+ d[rsa] = [rsb for rsb in b if rsa.symbol == rsb.symbol][0]
677
+ return d
678
+
679
+
680
+ def given(expr, condition=None, **kwargs):
681
+ r""" Conditional Random Expression.
682
+
683
+ Explanation
684
+ ===========
685
+
686
+ From a random expression and a condition on that expression creates a new
687
+ probability space from the condition and returns the same expression on that
688
+ conditional probability space.
689
+
690
+ Examples
691
+ ========
692
+
693
+ >>> from sympy.stats import given, density, Die
694
+ >>> X = Die('X', 6)
695
+ >>> Y = given(X, X > 3)
696
+ >>> density(Y).dict
697
+ {4: 1/3, 5: 1/3, 6: 1/3}
698
+
699
+ Following convention, if the condition is a random symbol then that symbol
700
+ is considered fixed.
701
+
702
+ >>> from sympy.stats import Normal
703
+ >>> from sympy import pprint
704
+ >>> from sympy.abc import z
705
+
706
+ >>> X = Normal('X', 0, 1)
707
+ >>> Y = Normal('Y', 0, 1)
708
+ >>> pprint(density(X + Y, Y)(z), use_unicode=False)
709
+ 2
710
+ -(-Y + z)
711
+ -----------
712
+ ___ 2
713
+ \/ 2 *e
714
+ ------------------
715
+ ____
716
+ 2*\/ pi
717
+ """
718
+
719
+ if not is_random(condition) or pspace_independent(expr, condition):
720
+ return expr
721
+
722
+ if isinstance(condition, RandomSymbol):
723
+ condition = Eq(condition, condition.symbol)
724
+
725
+ condsymbols = random_symbols(condition)
726
+ if (isinstance(condition, Eq) and len(condsymbols) == 1 and
727
+ not isinstance(pspace(expr).domain, ConditionalDomain)):
728
+ rv = tuple(condsymbols)[0]
729
+
730
+ results = solveset(condition, rv)
731
+ if isinstance(results, Intersection) and S.Reals in results.args:
732
+ results = list(results.args[1])
733
+
734
+ sums = 0
735
+ for res in results:
736
+ temp = expr.subs(rv, res)
737
+ if temp == True:
738
+ return True
739
+ if temp != False:
740
+ # XXX: This seems nonsensical but preserves existing behaviour
741
+ # after the change that Relational is no longer a subclass of
742
+ # Expr. Here expr is sometimes Relational and sometimes Expr
743
+ # but we are trying to add them with +=. This needs to be
744
+ # fixed somehow.
745
+ if sums == 0 and isinstance(expr, Relational):
746
+ sums = expr.subs(rv, res)
747
+ else:
748
+ sums += expr.subs(rv, res)
749
+ if sums == 0:
750
+ return False
751
+ return sums
752
+
753
+ # Get full probability space of both the expression and the condition
754
+ fullspace = pspace(Tuple(expr, condition))
755
+ # Build new space given the condition
756
+ space = fullspace.conditional_space(condition, **kwargs)
757
+ # Dictionary to swap out RandomSymbols in expr with new RandomSymbols
758
+ # That point to the new conditional space
759
+ swapdict = rs_swap(fullspace.values, space.values)
760
+ # Swap random variables in the expression
761
+ expr = expr.xreplace(swapdict)
762
+ return expr
763
+
764
+
765
+ def expectation(expr, condition=None, numsamples=None, evaluate=True, **kwargs):
766
+ """
767
+ Returns the expected value of a random expression.
768
+
769
+ Parameters
770
+ ==========
771
+
772
+ expr : Expr containing RandomSymbols
773
+ The expression of which you want to compute the expectation value
774
+ given : Expr containing RandomSymbols
775
+ A conditional expression. E(X, X>0) is expectation of X given X > 0
776
+ numsamples : int
777
+ Enables sampling and approximates the expectation with this many samples
778
+ evalf : Bool (defaults to True)
779
+ If sampling return a number rather than a complex expression
780
+ evaluate : Bool (defaults to True)
781
+ In case of continuous systems return unevaluated integral
782
+
783
+ Examples
784
+ ========
785
+
786
+ >>> from sympy.stats import E, Die
787
+ >>> X = Die('X', 6)
788
+ >>> E(X)
789
+ 7/2
790
+ >>> E(2*X + 1)
791
+ 8
792
+
793
+ >>> E(X, X > 3) # Expectation of X given that it is above 3
794
+ 5
795
+ """
796
+
797
+ if not is_random(expr): # expr isn't random?
798
+ return expr
799
+ kwargs['numsamples'] = numsamples
800
+ from sympy.stats.symbolic_probability import Expectation
801
+ if evaluate:
802
+ return Expectation(expr, condition).doit(**kwargs)
803
+ return Expectation(expr, condition)
804
+
805
+
806
+ def probability(condition, given_condition=None, numsamples=None,
807
+ evaluate=True, **kwargs):
808
+ """
809
+ Probability that a condition is true, optionally given a second condition.
810
+
811
+ Parameters
812
+ ==========
813
+
814
+ condition : Combination of Relationals containing RandomSymbols
815
+ The condition of which you want to compute the probability
816
+ given_condition : Combination of Relationals containing RandomSymbols
817
+ A conditional expression. P(X > 1, X > 0) is expectation of X > 1
818
+ given X > 0
819
+ numsamples : int
820
+ Enables sampling and approximates the probability with this many samples
821
+ evaluate : Bool (defaults to True)
822
+ In case of continuous systems return unevaluated integral
823
+
824
+ Examples
825
+ ========
826
+
827
+ >>> from sympy.stats import P, Die
828
+ >>> from sympy import Eq
829
+ >>> X, Y = Die('X', 6), Die('Y', 6)
830
+ >>> P(X > 3)
831
+ 1/2
832
+ >>> P(Eq(X, 5), X > 2) # Probability that X == 5 given that X > 2
833
+ 1/4
834
+ >>> P(X > Y)
835
+ 5/12
836
+ """
837
+
838
+ kwargs['numsamples'] = numsamples
839
+ from sympy.stats.symbolic_probability import Probability
840
+ if evaluate:
841
+ return Probability(condition, given_condition).doit(**kwargs)
842
+ return Probability(condition, given_condition)
843
+
844
+
845
+ class Density(Basic):
846
+ expr = property(lambda self: self.args[0])
847
+
848
+ def __new__(cls, expr, condition = None):
849
+ expr = _sympify(expr)
850
+ if condition is None:
851
+ obj = Basic.__new__(cls, expr)
852
+ else:
853
+ condition = _sympify(condition)
854
+ obj = Basic.__new__(cls, expr, condition)
855
+ return obj
856
+
857
+ @property
858
+ def condition(self):
859
+ if len(self.args) > 1:
860
+ return self.args[1]
861
+ else:
862
+ return None
863
+
864
+ def doit(self, evaluate=True, **kwargs):
865
+ from sympy.stats.random_matrix import RandomMatrixPSpace
866
+ from sympy.stats.joint_rv import JointPSpace
867
+ from sympy.stats.matrix_distributions import MatrixPSpace
868
+ from sympy.stats.compound_rv import CompoundPSpace
869
+ from sympy.stats.frv import SingleFiniteDistribution
870
+ expr, condition = self.expr, self.condition
871
+
872
+ if isinstance(expr, SingleFiniteDistribution):
873
+ return expr.dict
874
+ if condition is not None:
875
+ # Recompute on new conditional expr
876
+ expr = given(expr, condition, **kwargs)
877
+ if not random_symbols(expr):
878
+ return Lambda(x, DiracDelta(x - expr))
879
+ if isinstance(expr, RandomSymbol):
880
+ if isinstance(expr.pspace, (SinglePSpace, JointPSpace, MatrixPSpace)) and \
881
+ hasattr(expr.pspace, 'distribution'):
882
+ return expr.pspace.distribution
883
+ elif isinstance(expr.pspace, RandomMatrixPSpace):
884
+ return expr.pspace.model
885
+ if isinstance(pspace(expr), CompoundPSpace):
886
+ kwargs['compound_evaluate'] = evaluate
887
+ result = pspace(expr).compute_density(expr, **kwargs)
888
+
889
+ if evaluate and hasattr(result, 'doit'):
890
+ return result.doit()
891
+ else:
892
+ return result
893
+
894
+
895
+ def density(expr, condition=None, evaluate=True, numsamples=None, **kwargs):
896
+ """
897
+ Probability density of a random expression, optionally given a second
898
+ condition.
899
+
900
+ Explanation
901
+ ===========
902
+
903
+ This density will take on different forms for different types of
904
+ probability spaces. Discrete variables produce Dicts. Continuous
905
+ variables produce Lambdas.
906
+
907
+ Parameters
908
+ ==========
909
+
910
+ expr : Expr containing RandomSymbols
911
+ The expression of which you want to compute the density value
912
+ condition : Relational containing RandomSymbols
913
+ A conditional expression. density(X > 1, X > 0) is density of X > 1
914
+ given X > 0
915
+ numsamples : int
916
+ Enables sampling and approximates the density with this many samples
917
+
918
+ Examples
919
+ ========
920
+
921
+ >>> from sympy.stats import density, Die, Normal
922
+ >>> from sympy import Symbol
923
+
924
+ >>> x = Symbol('x')
925
+ >>> D = Die('D', 6)
926
+ >>> X = Normal(x, 0, 1)
927
+
928
+ >>> density(D).dict
929
+ {1: 1/6, 2: 1/6, 3: 1/6, 4: 1/6, 5: 1/6, 6: 1/6}
930
+ >>> density(2*D).dict
931
+ {2: 1/6, 4: 1/6, 6: 1/6, 8: 1/6, 10: 1/6, 12: 1/6}
932
+ >>> density(X)(x)
933
+ sqrt(2)*exp(-x**2/2)/(2*sqrt(pi))
934
+ """
935
+
936
+ if numsamples:
937
+ return sampling_density(expr, condition, numsamples=numsamples,
938
+ **kwargs)
939
+
940
+ return Density(expr, condition).doit(evaluate=evaluate, **kwargs)
941
+
942
+
943
+ def cdf(expr, condition=None, evaluate=True, **kwargs):
944
+ """
945
+ Cumulative Distribution Function of a random expression.
946
+
947
+ optionally given a second condition.
948
+
949
+ Explanation
950
+ ===========
951
+
952
+ This density will take on different forms for different types of
953
+ probability spaces.
954
+ Discrete variables produce Dicts.
955
+ Continuous variables produce Lambdas.
956
+
957
+ Examples
958
+ ========
959
+
960
+ >>> from sympy.stats import density, Die, Normal, cdf
961
+
962
+ >>> D = Die('D', 6)
963
+ >>> X = Normal('X', 0, 1)
964
+
965
+ >>> density(D).dict
966
+ {1: 1/6, 2: 1/6, 3: 1/6, 4: 1/6, 5: 1/6, 6: 1/6}
967
+ >>> cdf(D)
968
+ {1: 1/6, 2: 1/3, 3: 1/2, 4: 2/3, 5: 5/6, 6: 1}
969
+ >>> cdf(3*D, D > 2)
970
+ {9: 1/4, 12: 1/2, 15: 3/4, 18: 1}
971
+
972
+ >>> cdf(X)
973
+ Lambda(_z, erf(sqrt(2)*_z/2)/2 + 1/2)
974
+ """
975
+ if condition is not None: # If there is a condition
976
+ # Recompute on new conditional expr
977
+ return cdf(given(expr, condition, **kwargs), **kwargs)
978
+
979
+ # Otherwise pass work off to the ProbabilitySpace
980
+ result = pspace(expr).compute_cdf(expr, **kwargs)
981
+
982
+ if evaluate and hasattr(result, 'doit'):
983
+ return result.doit()
984
+ else:
985
+ return result
986
+
987
+
988
+ def characteristic_function(expr, condition=None, evaluate=True, **kwargs):
989
+ """
990
+ Characteristic function of a random expression, optionally given a second condition.
991
+
992
+ Returns a Lambda.
993
+
994
+ Examples
995
+ ========
996
+
997
+ >>> from sympy.stats import Normal, DiscreteUniform, Poisson, characteristic_function
998
+
999
+ >>> X = Normal('X', 0, 1)
1000
+ >>> characteristic_function(X)
1001
+ Lambda(_t, exp(-_t**2/2))
1002
+
1003
+ >>> Y = DiscreteUniform('Y', [1, 2, 7])
1004
+ >>> characteristic_function(Y)
1005
+ Lambda(_t, exp(7*_t*I)/3 + exp(2*_t*I)/3 + exp(_t*I)/3)
1006
+
1007
+ >>> Z = Poisson('Z', 2)
1008
+ >>> characteristic_function(Z)
1009
+ Lambda(_t, exp(2*exp(_t*I) - 2))
1010
+ """
1011
+ if condition is not None:
1012
+ return characteristic_function(given(expr, condition, **kwargs), **kwargs)
1013
+
1014
+ result = pspace(expr).compute_characteristic_function(expr, **kwargs)
1015
+
1016
+ if evaluate and hasattr(result, 'doit'):
1017
+ return result.doit()
1018
+ else:
1019
+ return result
1020
+
1021
+ def moment_generating_function(expr, condition=None, evaluate=True, **kwargs):
1022
+ if condition is not None:
1023
+ return moment_generating_function(given(expr, condition, **kwargs), **kwargs)
1024
+
1025
+ result = pspace(expr).compute_moment_generating_function(expr, **kwargs)
1026
+
1027
+ if evaluate and hasattr(result, 'doit'):
1028
+ return result.doit()
1029
+ else:
1030
+ return result
1031
+
1032
+ def where(condition, given_condition=None, **kwargs):
1033
+ """
1034
+ Returns the domain where a condition is True.
1035
+
1036
+ Examples
1037
+ ========
1038
+
1039
+ >>> from sympy.stats import where, Die, Normal
1040
+ >>> from sympy import And
1041
+
1042
+ >>> D1, D2 = Die('a', 6), Die('b', 6)
1043
+ >>> a, b = D1.symbol, D2.symbol
1044
+ >>> X = Normal('x', 0, 1)
1045
+
1046
+ >>> where(X**2<1)
1047
+ Domain: (-1 < x) & (x < 1)
1048
+
1049
+ >>> where(X**2<1).set
1050
+ Interval.open(-1, 1)
1051
+
1052
+ >>> where(And(D1<=D2, D2<3))
1053
+ Domain: (Eq(a, 1) & Eq(b, 1)) | (Eq(a, 1) & Eq(b, 2)) | (Eq(a, 2) & Eq(b, 2))
1054
+ """
1055
+ if given_condition is not None: # If there is a condition
1056
+ # Recompute on new conditional expr
1057
+ return where(given(condition, given_condition, **kwargs), **kwargs)
1058
+
1059
+ # Otherwise pass work off to the ProbabilitySpace
1060
+ return pspace(condition).where(condition, **kwargs)
1061
+
1062
+
1063
+ @doctest_depends_on(modules=('scipy',))
1064
+ def sample(expr, condition=None, size=(), library='scipy',
1065
+ numsamples=1, seed=None, **kwargs):
1066
+ """
1067
+ A realization of the random expression.
1068
+
1069
+ Parameters
1070
+ ==========
1071
+
1072
+ expr : Expression of random variables
1073
+ Expression from which sample is extracted
1074
+ condition : Expr containing RandomSymbols
1075
+ A conditional expression
1076
+ size : int, tuple
1077
+ Represents size of each sample in numsamples
1078
+ library : str
1079
+ - 'scipy' : Sample using scipy
1080
+ - 'numpy' : Sample using numpy
1081
+ - 'pymc' : Sample using PyMC
1082
+
1083
+ Choose any of the available options to sample from as string,
1084
+ by default is 'scipy'
1085
+ numsamples : int
1086
+ Number of samples, each with size as ``size``.
1087
+
1088
+ .. deprecated:: 1.9
1089
+
1090
+ The ``numsamples`` parameter is deprecated and is only provided for
1091
+ compatibility with v1.8. Use a list comprehension or an additional
1092
+ dimension in ``size`` instead. See
1093
+ :ref:`deprecated-sympy-stats-numsamples` for details.
1094
+
1095
+ seed :
1096
+ An object to be used as seed by the given external library for sampling `expr`.
1097
+ Following is the list of possible types of object for the supported libraries,
1098
+
1099
+ - 'scipy': int, numpy.random.RandomState, numpy.random.Generator
1100
+ - 'numpy': int, numpy.random.RandomState, numpy.random.Generator
1101
+ - 'pymc': int
1102
+
1103
+ Optional, by default None, in which case seed settings
1104
+ related to the given library will be used.
1105
+ No modifications to environment's global seed settings
1106
+ are done by this argument.
1107
+
1108
+ Returns
1109
+ =======
1110
+
1111
+ sample: float/list/numpy.ndarray
1112
+ one sample or a collection of samples of the random expression.
1113
+
1114
+ - sample(X) returns float/numpy.float64/numpy.int64 object.
1115
+ - sample(X, size=int/tuple) returns numpy.ndarray object.
1116
+
1117
+ Examples
1118
+ ========
1119
+
1120
+ >>> from sympy.stats import Die, sample, Normal, Geometric
1121
+ >>> X, Y, Z = Die('X', 6), Die('Y', 6), Die('Z', 6) # Finite Random Variable
1122
+ >>> die_roll = sample(X + Y + Z)
1123
+ >>> die_roll # doctest: +SKIP
1124
+ 3
1125
+ >>> N = Normal('N', 3, 4) # Continuous Random Variable
1126
+ >>> samp = sample(N)
1127
+ >>> samp in N.pspace.domain.set
1128
+ True
1129
+ >>> samp = sample(N, N>0)
1130
+ >>> samp > 0
1131
+ True
1132
+ >>> samp_list = sample(N, size=4)
1133
+ >>> [sam in N.pspace.domain.set for sam in samp_list]
1134
+ [True, True, True, True]
1135
+ >>> sample(N, size = (2,3)) # doctest: +SKIP
1136
+ array([[5.42519758, 6.40207856, 4.94991743],
1137
+ [1.85819627, 6.83403519, 1.9412172 ]])
1138
+ >>> G = Geometric('G', 0.5) # Discrete Random Variable
1139
+ >>> samp_list = sample(G, size=3)
1140
+ >>> samp_list # doctest: +SKIP
1141
+ [1, 3, 2]
1142
+ >>> [sam in G.pspace.domain.set for sam in samp_list]
1143
+ [True, True, True]
1144
+ >>> MN = Normal("MN", [3, 4], [[2, 1], [1, 2]]) # Joint Random Variable
1145
+ >>> samp_list = sample(MN, size=4)
1146
+ >>> samp_list # doctest: +SKIP
1147
+ [array([2.85768055, 3.38954165]),
1148
+ array([4.11163337, 4.3176591 ]),
1149
+ array([0.79115232, 1.63232916]),
1150
+ array([4.01747268, 3.96716083])]
1151
+ >>> [tuple(sam) in MN.pspace.domain.set for sam in samp_list]
1152
+ [True, True, True, True]
1153
+
1154
+ .. versionchanged:: 1.7.0
1155
+ sample used to return an iterator containing the samples instead of value.
1156
+
1157
+ .. versionchanged:: 1.9.0
1158
+ sample returns values or array of values instead of an iterator and numsamples is deprecated.
1159
+
1160
+ """
1161
+
1162
+ iterator = sample_iter(expr, condition, size=size, library=library,
1163
+ numsamples=numsamples, seed=seed)
1164
+
1165
+ if numsamples != 1:
1166
+ sympy_deprecation_warning(
1167
+ f"""
1168
+ The numsamples parameter to sympy.stats.sample() is deprecated.
1169
+ Either use a list comprehension, like
1170
+
1171
+ [sample(...) for i in range({numsamples})]
1172
+
1173
+ or add a dimension to size, like
1174
+
1175
+ sample(..., size={(numsamples,) + size})
1176
+ """,
1177
+ deprecated_since_version="1.9",
1178
+ active_deprecations_target="deprecated-sympy-stats-numsamples",
1179
+ )
1180
+ return [next(iterator) for i in range(numsamples)]
1181
+
1182
+ return next(iterator)
1183
+
1184
+
1185
+ def quantile(expr, evaluate=True, **kwargs):
1186
+ r"""
1187
+ Return the :math:`p^{th}` order quantile of a probability distribution.
1188
+
1189
+ Explanation
1190
+ ===========
1191
+
1192
+ Quantile is defined as the value at which the probability of the random
1193
+ variable is less than or equal to the given probability.
1194
+
1195
+ .. math::
1196
+ Q(p) = \inf\{x \in (-\infty, \infty) : p \le F(x)\}
1197
+
1198
+ Examples
1199
+ ========
1200
+
1201
+ >>> from sympy.stats import quantile, Die, Exponential
1202
+ >>> from sympy import Symbol, pprint
1203
+ >>> p = Symbol("p")
1204
+
1205
+ >>> l = Symbol("lambda", positive=True)
1206
+ >>> X = Exponential("x", l)
1207
+ >>> quantile(X)(p)
1208
+ -log(1 - p)/lambda
1209
+
1210
+ >>> D = Die("d", 6)
1211
+ >>> pprint(quantile(D)(p), use_unicode=False)
1212
+ /nan for Or(p > 1, p < 0)
1213
+ |
1214
+ | 1 for p <= 1/6
1215
+ |
1216
+ | 2 for p <= 1/3
1217
+ |
1218
+ < 3 for p <= 1/2
1219
+ |
1220
+ | 4 for p <= 2/3
1221
+ |
1222
+ | 5 for p <= 5/6
1223
+ |
1224
+ \ 6 for p <= 1
1225
+
1226
+ """
1227
+ result = pspace(expr).compute_quantile(expr, **kwargs)
1228
+
1229
+ if evaluate and hasattr(result, 'doit'):
1230
+ return result.doit()
1231
+ else:
1232
+ return result
1233
+
1234
+ def sample_iter(expr, condition=None, size=(), library='scipy',
1235
+ numsamples=S.Infinity, seed=None, **kwargs):
1236
+
1237
+ """
1238
+ Returns an iterator of realizations from the expression given a condition.
1239
+
1240
+ Parameters
1241
+ ==========
1242
+
1243
+ expr: Expr
1244
+ Random expression to be realized
1245
+ condition: Expr, optional
1246
+ A conditional expression
1247
+ size : int, tuple
1248
+ Represents size of each sample in numsamples
1249
+ numsamples: integer, optional
1250
+ Length of the iterator (defaults to infinity)
1251
+ seed :
1252
+ An object to be used as seed by the given external library for sampling `expr`.
1253
+ Following is the list of possible types of object for the supported libraries,
1254
+
1255
+ - 'scipy': int, numpy.random.RandomState, numpy.random.Generator
1256
+ - 'numpy': int, numpy.random.RandomState, numpy.random.Generator
1257
+ - 'pymc': int
1258
+
1259
+ Optional, by default None, in which case seed settings
1260
+ related to the given library will be used.
1261
+ No modifications to environment's global seed settings
1262
+ are done by this argument.
1263
+
1264
+ Examples
1265
+ ========
1266
+
1267
+ >>> from sympy.stats import Normal, sample_iter
1268
+ >>> X = Normal('X', 0, 1)
1269
+ >>> expr = X*X + 3
1270
+ >>> iterator = sample_iter(expr, numsamples=3) # doctest: +SKIP
1271
+ >>> list(iterator) # doctest: +SKIP
1272
+ [12, 4, 7]
1273
+
1274
+ Returns
1275
+ =======
1276
+
1277
+ sample_iter: iterator object
1278
+ iterator object containing the sample/samples of given expr
1279
+
1280
+ See Also
1281
+ ========
1282
+
1283
+ sample
1284
+ sampling_P
1285
+ sampling_E
1286
+
1287
+ """
1288
+ from sympy.stats.joint_rv import JointRandomSymbol
1289
+ if not import_module(library):
1290
+ raise ValueError("Failed to import %s" % library)
1291
+
1292
+ if condition is not None:
1293
+ ps = pspace(Tuple(expr, condition))
1294
+ else:
1295
+ ps = pspace(expr)
1296
+
1297
+ rvs = list(ps.values)
1298
+ if isinstance(expr, JointRandomSymbol):
1299
+ expr = expr.subs({expr: RandomSymbol(expr.symbol, expr.pspace)})
1300
+ else:
1301
+ sub = {}
1302
+ for arg in expr.args:
1303
+ if isinstance(arg, JointRandomSymbol):
1304
+ sub[arg] = RandomSymbol(arg.symbol, arg.pspace)
1305
+ expr = expr.subs(sub)
1306
+
1307
+ def fn_subs(*args):
1308
+ return expr.subs({rv: arg for rv, arg in zip(rvs, args)})
1309
+
1310
+ def given_fn_subs(*args):
1311
+ if condition is not None:
1312
+ return condition.subs({rv: arg for rv, arg in zip(rvs, args)})
1313
+ return False
1314
+
1315
+ if library in ('pymc', 'pymc3'):
1316
+ # Currently unable to lambdify in pymc
1317
+ # TODO : Remove when lambdify accepts 'pymc' as module
1318
+ fn = lambdify(rvs, expr, **kwargs)
1319
+ else:
1320
+ fn = lambdify(rvs, expr, modules=library, **kwargs)
1321
+
1322
+
1323
+ if condition is not None:
1324
+ given_fn = lambdify(rvs, condition, **kwargs)
1325
+
1326
+ def return_generator_infinite():
1327
+ count = 0
1328
+ _size = (1,)+((size,) if isinstance(size, int) else size)
1329
+ while count < numsamples:
1330
+ d = ps.sample(size=_size, library=library, seed=seed) # a dictionary that maps RVs to values
1331
+ args = [d[rv][0] for rv in rvs]
1332
+
1333
+ if condition is not None: # Check that these values satisfy the condition
1334
+ # TODO: Replace the try-except block with only given_fn(*args)
1335
+ # once lambdify works with unevaluated SymPy objects.
1336
+ try:
1337
+ gd = given_fn(*args)
1338
+ except (NameError, TypeError):
1339
+ gd = given_fn_subs(*args)
1340
+ if gd != True and gd != False:
1341
+ raise ValueError(
1342
+ "Conditions must not contain free symbols")
1343
+ if not gd: # If the values don't satisfy then try again
1344
+ continue
1345
+
1346
+ yield fn(*args)
1347
+ count += 1
1348
+
1349
+ def return_generator_finite():
1350
+ faulty = True
1351
+ while faulty:
1352
+ d = ps.sample(size=(numsamples,) + ((size,) if isinstance(size, int) else size),
1353
+ library=library, seed=seed) # a dictionary that maps RVs to values
1354
+
1355
+ faulty = False
1356
+ count = 0
1357
+ while count < numsamples and not faulty:
1358
+ args = [d[rv][count] for rv in rvs]
1359
+ if condition is not None: # Check that these values satisfy the condition
1360
+ # TODO: Replace the try-except block with only given_fn(*args)
1361
+ # once lambdify works with unevaluated SymPy objects.
1362
+ try:
1363
+ gd = given_fn(*args)
1364
+ except (NameError, TypeError):
1365
+ gd = given_fn_subs(*args)
1366
+ if gd != True and gd != False:
1367
+ raise ValueError(
1368
+ "Conditions must not contain free symbols")
1369
+ if not gd: # If the values don't satisfy then try again
1370
+ faulty = True
1371
+
1372
+ count += 1
1373
+
1374
+ count = 0
1375
+ while count < numsamples:
1376
+ args = [d[rv][count] for rv in rvs]
1377
+ # TODO: Replace the try-except block with only fn(*args)
1378
+ # once lambdify works with unevaluated SymPy objects.
1379
+ try:
1380
+ yield fn(*args)
1381
+ except (NameError, TypeError):
1382
+ yield fn_subs(*args)
1383
+ count += 1
1384
+
1385
+ if numsamples is S.Infinity:
1386
+ return return_generator_infinite()
1387
+
1388
+ return return_generator_finite()
1389
+
1390
+ def sample_iter_lambdify(expr, condition=None, size=(),
1391
+ numsamples=S.Infinity, seed=None, **kwargs):
1392
+
1393
+ return sample_iter(expr, condition=condition, size=size,
1394
+ numsamples=numsamples, seed=seed, **kwargs)
1395
+
1396
+ def sample_iter_subs(expr, condition=None, size=(),
1397
+ numsamples=S.Infinity, seed=None, **kwargs):
1398
+
1399
+ return sample_iter(expr, condition=condition, size=size,
1400
+ numsamples=numsamples, seed=seed, **kwargs)
1401
+
1402
+
1403
+ def sampling_P(condition, given_condition=None, library='scipy', numsamples=1,
1404
+ evalf=True, seed=None, **kwargs):
1405
+ """
1406
+ Sampling version of P.
1407
+
1408
+ See Also
1409
+ ========
1410
+
1411
+ P
1412
+ sampling_E
1413
+ sampling_density
1414
+
1415
+ """
1416
+
1417
+ count_true = 0
1418
+ count_false = 0
1419
+ samples = sample_iter(condition, given_condition, library=library,
1420
+ numsamples=numsamples, seed=seed, **kwargs)
1421
+
1422
+ for sample in samples:
1423
+ if sample:
1424
+ count_true += 1
1425
+ else:
1426
+ count_false += 1
1427
+
1428
+ result = S(count_true) / numsamples
1429
+ if evalf:
1430
+ return result.evalf()
1431
+ else:
1432
+ return result
1433
+
1434
+
1435
+ def sampling_E(expr, given_condition=None, library='scipy', numsamples=1,
1436
+ evalf=True, seed=None, **kwargs):
1437
+ """
1438
+ Sampling version of E.
1439
+
1440
+ See Also
1441
+ ========
1442
+
1443
+ P
1444
+ sampling_P
1445
+ sampling_density
1446
+ """
1447
+ samples = list(sample_iter(expr, given_condition, library=library,
1448
+ numsamples=numsamples, seed=seed, **kwargs))
1449
+ result = Add(*samples) / numsamples
1450
+
1451
+ if evalf:
1452
+ return result.evalf()
1453
+ else:
1454
+ return result
1455
+
1456
+ def sampling_density(expr, given_condition=None, library='scipy',
1457
+ numsamples=1, seed=None, **kwargs):
1458
+ """
1459
+ Sampling version of density.
1460
+
1461
+ See Also
1462
+ ========
1463
+ density
1464
+ sampling_P
1465
+ sampling_E
1466
+ """
1467
+
1468
+ results = {}
1469
+ for result in sample_iter(expr, given_condition, library=library,
1470
+ numsamples=numsamples, seed=seed, **kwargs):
1471
+ results[result] = results.get(result, 0) + 1
1472
+
1473
+ return results
1474
+
1475
+
1476
+ def dependent(a, b):
1477
+ """
1478
+ Dependence of two random expressions.
1479
+
1480
+ Two expressions are independent if knowledge of one does not change
1481
+ computations on the other.
1482
+
1483
+ Examples
1484
+ ========
1485
+
1486
+ >>> from sympy.stats import Normal, dependent, given
1487
+ >>> from sympy import Tuple, Eq
1488
+
1489
+ >>> X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
1490
+ >>> dependent(X, Y)
1491
+ False
1492
+ >>> dependent(2*X + Y, -Y)
1493
+ True
1494
+ >>> X, Y = given(Tuple(X, Y), Eq(X + Y, 3))
1495
+ >>> dependent(X, Y)
1496
+ True
1497
+
1498
+ See Also
1499
+ ========
1500
+
1501
+ independent
1502
+ """
1503
+ if pspace_independent(a, b):
1504
+ return False
1505
+
1506
+ z = Symbol('z', real=True)
1507
+ # Dependent if density is unchanged when one is given information about
1508
+ # the other
1509
+ return (density(a, Eq(b, z)) != density(a) or
1510
+ density(b, Eq(a, z)) != density(b))
1511
+
1512
+
1513
+ def independent(a, b):
1514
+ """
1515
+ Independence of two random expressions.
1516
+
1517
+ Two expressions are independent if knowledge of one does not change
1518
+ computations on the other.
1519
+
1520
+ Examples
1521
+ ========
1522
+
1523
+ >>> from sympy.stats import Normal, independent, given
1524
+ >>> from sympy import Tuple, Eq
1525
+
1526
+ >>> X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
1527
+ >>> independent(X, Y)
1528
+ True
1529
+ >>> independent(2*X + Y, -Y)
1530
+ False
1531
+ >>> X, Y = given(Tuple(X, Y), Eq(X + Y, 3))
1532
+ >>> independent(X, Y)
1533
+ False
1534
+
1535
+ See Also
1536
+ ========
1537
+
1538
+ dependent
1539
+ """
1540
+ return not dependent(a, b)
1541
+
1542
+
1543
+ def pspace_independent(a, b):
1544
+ """
1545
+ Tests for independence between a and b by checking if their PSpaces have
1546
+ overlapping symbols. This is a sufficient but not necessary condition for
1547
+ independence and is intended to be used internally.
1548
+
1549
+ Notes
1550
+ =====
1551
+
1552
+ pspace_independent(a, b) implies independent(a, b)
1553
+ independent(a, b) does not imply pspace_independent(a, b)
1554
+ """
1555
+ a_symbols = set(pspace(b).symbols)
1556
+ b_symbols = set(pspace(a).symbols)
1557
+
1558
+ if len(set(random_symbols(a)).intersection(random_symbols(b))) != 0:
1559
+ return False
1560
+
1561
+ if len(a_symbols.intersection(b_symbols)) == 0:
1562
+ return True
1563
+ return None
1564
+
1565
+
1566
+ def rv_subs(expr, symbols=None):
1567
+ """
1568
+ Given a random expression replace all random variables with their symbols.
1569
+
1570
+ If symbols keyword is given restrict the swap to only the symbols listed.
1571
+ """
1572
+ if symbols is None:
1573
+ symbols = random_symbols(expr)
1574
+ if not symbols:
1575
+ return expr
1576
+ swapdict = {rv: rv.symbol for rv in symbols}
1577
+ return expr.subs(swapdict)
1578
+
1579
+
1580
+ class NamedArgsMixin:
1581
+ _argnames: tuple[str, ...] = ()
1582
+
1583
+ def __getattr__(self, attr):
1584
+ try:
1585
+ return self.args[self._argnames.index(attr)]
1586
+ except ValueError:
1587
+ raise AttributeError("'%s' object has no attribute '%s'" % (
1588
+ type(self).__name__, attr))
1589
+
1590
+
1591
+ class Distribution(Basic):
1592
+
1593
+ def sample(self, size=(), library='scipy', seed=None):
1594
+ """ A random realization from the distribution """
1595
+
1596
+ module = import_module(library)
1597
+ if library in {'scipy', 'numpy', 'pymc3', 'pymc'} and module is None:
1598
+ raise ValueError("Failed to import %s" % library)
1599
+
1600
+ if library == 'scipy':
1601
+ # scipy does not require map as it can handle using custom distributions.
1602
+ # However, we will still use a map where we can.
1603
+
1604
+ # TODO: do this for drv.py and frv.py if necessary.
1605
+ # TODO: add more distributions here if there are more
1606
+ # See links below referring to sections beginning with "A common parametrization..."
1607
+ # I will remove all these comments if everything is ok.
1608
+
1609
+ from sympy.stats.sampling.sample_scipy import do_sample_scipy
1610
+ import numpy
1611
+ if seed is None or isinstance(seed, int):
1612
+ rand_state = numpy.random.default_rng(seed=seed)
1613
+ else:
1614
+ rand_state = seed
1615
+ samps = do_sample_scipy(self, size, rand_state)
1616
+
1617
+ elif library == 'numpy':
1618
+ from sympy.stats.sampling.sample_numpy import do_sample_numpy
1619
+ import numpy
1620
+ if seed is None or isinstance(seed, int):
1621
+ rand_state = numpy.random.default_rng(seed=seed)
1622
+ else:
1623
+ rand_state = seed
1624
+ _size = None if size == () else size
1625
+ samps = do_sample_numpy(self, _size, rand_state)
1626
+ elif library in ('pymc', 'pymc3'):
1627
+ from sympy.stats.sampling.sample_pymc import do_sample_pymc
1628
+ import logging
1629
+ logging.getLogger("pymc").setLevel(logging.ERROR)
1630
+ try:
1631
+ import pymc
1632
+ except ImportError:
1633
+ import pymc3 as pymc
1634
+
1635
+ with pymc.Model():
1636
+ if do_sample_pymc(self):
1637
+ samps = pymc.sample(draws=prod(size), chains=1, compute_convergence_checks=False,
1638
+ progressbar=False, random_seed=seed, return_inferencedata=False)[:]['X']
1639
+ samps = samps.reshape(size)
1640
+ else:
1641
+ samps = None
1642
+
1643
+ else:
1644
+ raise NotImplementedError("Sampling from %s is not supported yet."
1645
+ % str(library))
1646
+
1647
+ if samps is not None:
1648
+ return samps
1649
+ raise NotImplementedError(
1650
+ "Sampling for %s is not currently implemented from %s"
1651
+ % (self, library))
1652
+
1653
+
1654
+ def _value_check(condition, message):
1655
+ """
1656
+ Raise a ValueError with message if condition is False, else
1657
+ return True if all conditions were True, else False.
1658
+
1659
+ Examples
1660
+ ========
1661
+
1662
+ >>> from sympy.stats.rv import _value_check
1663
+ >>> from sympy.abc import a, b, c
1664
+ >>> from sympy import And, Dummy
1665
+
1666
+ >>> _value_check(2 < 3, '')
1667
+ True
1668
+
1669
+ Here, the condition is not False, but it does not evaluate to True
1670
+ so False is returned (but no error is raised). So checking if the
1671
+ return value is True or False will tell you if all conditions were
1672
+ evaluated.
1673
+
1674
+ >>> _value_check(a < b, '')
1675
+ False
1676
+
1677
+ In this case the condition is False so an error is raised:
1678
+
1679
+ >>> r = Dummy(real=True)
1680
+ >>> _value_check(r < r - 1, 'condition is not true')
1681
+ Traceback (most recent call last):
1682
+ ...
1683
+ ValueError: condition is not true
1684
+
1685
+ If no condition of many conditions must be False, they can be
1686
+ checked by passing them as an iterable:
1687
+
1688
+ >>> _value_check((a < 0, b < 0, c < 0), '')
1689
+ False
1690
+
1691
+ The iterable can be a generator, too:
1692
+
1693
+ >>> _value_check((i < 0 for i in (a, b, c)), '')
1694
+ False
1695
+
1696
+ The following are equivalent to the above but do not pass
1697
+ an iterable:
1698
+
1699
+ >>> all(_value_check(i < 0, '') for i in (a, b, c))
1700
+ False
1701
+ >>> _value_check(And(a < 0, b < 0, c < 0), '')
1702
+ False
1703
+ """
1704
+ if not iterable(condition):
1705
+ condition = [condition]
1706
+ truth = fuzzy_and(condition)
1707
+ if truth == False:
1708
+ raise ValueError(message)
1709
+ return truth == True
1710
+
1711
+ def _symbol_converter(sym):
1712
+ """
1713
+ Casts the parameter to Symbol if it is 'str'
1714
+ otherwise no operation is performed on it.
1715
+
1716
+ Parameters
1717
+ ==========
1718
+
1719
+ sym
1720
+ The parameter to be converted.
1721
+
1722
+ Returns
1723
+ =======
1724
+
1725
+ Symbol
1726
+ the parameter converted to Symbol.
1727
+
1728
+ Raises
1729
+ ======
1730
+
1731
+ TypeError
1732
+ If the parameter is not an instance of both str and
1733
+ Symbol.
1734
+
1735
+ Examples
1736
+ ========
1737
+
1738
+ >>> from sympy import Symbol
1739
+ >>> from sympy.stats.rv import _symbol_converter
1740
+ >>> s = _symbol_converter('s')
1741
+ >>> isinstance(s, Symbol)
1742
+ True
1743
+ >>> _symbol_converter(1)
1744
+ Traceback (most recent call last):
1745
+ ...
1746
+ TypeError: 1 is neither a Symbol nor a string
1747
+ >>> r = Symbol('r')
1748
+ >>> isinstance(r, Symbol)
1749
+ True
1750
+ """
1751
+ if isinstance(sym, str):
1752
+ sym = Symbol(sym)
1753
+ if not isinstance(sym, Symbol):
1754
+ raise TypeError("%s is neither a Symbol nor a string"%(sym))
1755
+ return sym
1756
+
1757
+ def sample_stochastic_process(process):
1758
+ """
1759
+ This function is used to sample from stochastic process.
1760
+
1761
+ Parameters
1762
+ ==========
1763
+
1764
+ process: StochasticProcess
1765
+ Process used to extract the samples. It must be an instance of
1766
+ StochasticProcess
1767
+
1768
+ Examples
1769
+ ========
1770
+
1771
+ >>> from sympy.stats import sample_stochastic_process, DiscreteMarkovChain
1772
+ >>> from sympy import Matrix
1773
+ >>> T = Matrix([[0.5, 0.2, 0.3],[0.2, 0.5, 0.3],[0.2, 0.3, 0.5]])
1774
+ >>> Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
1775
+ >>> next(sample_stochastic_process(Y)) in Y.state_space
1776
+ True
1777
+ >>> next(sample_stochastic_process(Y)) # doctest: +SKIP
1778
+ 0
1779
+ >>> next(sample_stochastic_process(Y)) # doctest: +SKIP
1780
+ 2
1781
+
1782
+ Returns
1783
+ =======
1784
+
1785
+ sample: iterator object
1786
+ iterator object containing the sample of given process
1787
+
1788
+ """
1789
+ from sympy.stats.stochastic_process_types import StochasticProcess
1790
+ if not isinstance(process, StochasticProcess):
1791
+ raise ValueError("Process must be an instance of Stochastic Process")
1792
+ return process.sample()
env-llmeval/lib/python3.10/site-packages/sympy/stats/rv_interface.py ADDED
@@ -0,0 +1,519 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.sets import FiniteSet
2
+ from sympy.core.numbers import Rational
3
+ from sympy.core.relational import Eq
4
+ from sympy.core.symbol import Dummy
5
+ from sympy.functions.combinatorial.factorials import FallingFactorial
6
+ from sympy.functions.elementary.exponential import (exp, log)
7
+ from sympy.functions.elementary.miscellaneous import sqrt
8
+ from sympy.functions.elementary.piecewise import piecewise_fold
9
+ from sympy.integrals.integrals import Integral
10
+ from sympy.solvers.solveset import solveset
11
+ from .rv import (probability, expectation, density, where, given, pspace, cdf, PSpace,
12
+ characteristic_function, sample, sample_iter, random_symbols, independent, dependent,
13
+ sampling_density, moment_generating_function, quantile, is_random,
14
+ sample_stochastic_process)
15
+
16
+
17
+ __all__ = ['P', 'E', 'H', 'density', 'where', 'given', 'sample', 'cdf',
18
+ 'characteristic_function', 'pspace', 'sample_iter', 'variance', 'std',
19
+ 'skewness', 'kurtosis', 'covariance', 'dependent', 'entropy', 'median',
20
+ 'independent', 'random_symbols', 'correlation', 'factorial_moment',
21
+ 'moment', 'cmoment', 'sampling_density', 'moment_generating_function',
22
+ 'smoment', 'quantile', 'sample_stochastic_process']
23
+
24
+
25
+
26
+ def moment(X, n, c=0, condition=None, *, evaluate=True, **kwargs):
27
+ """
28
+ Return the nth moment of a random expression about c.
29
+
30
+ .. math::
31
+ moment(X, c, n) = E((X-c)^{n})
32
+
33
+ Default value of c is 0.
34
+
35
+ Examples
36
+ ========
37
+
38
+ >>> from sympy.stats import Die, moment, E
39
+ >>> X = Die('X', 6)
40
+ >>> moment(X, 1, 6)
41
+ -5/2
42
+ >>> moment(X, 2)
43
+ 91/6
44
+ >>> moment(X, 1) == E(X)
45
+ True
46
+ """
47
+ from sympy.stats.symbolic_probability import Moment
48
+ if evaluate:
49
+ return Moment(X, n, c, condition).doit()
50
+ return Moment(X, n, c, condition).rewrite(Integral)
51
+
52
+
53
+ def variance(X, condition=None, **kwargs):
54
+ """
55
+ Variance of a random expression.
56
+
57
+ .. math::
58
+ variance(X) = E((X-E(X))^{2})
59
+
60
+ Examples
61
+ ========
62
+
63
+ >>> from sympy.stats import Die, Bernoulli, variance
64
+ >>> from sympy import simplify, Symbol
65
+
66
+ >>> X = Die('X', 6)
67
+ >>> p = Symbol('p')
68
+ >>> B = Bernoulli('B', p, 1, 0)
69
+
70
+ >>> variance(2*X)
71
+ 35/3
72
+
73
+ >>> simplify(variance(B))
74
+ p*(1 - p)
75
+ """
76
+ if is_random(X) and pspace(X) == PSpace():
77
+ from sympy.stats.symbolic_probability import Variance
78
+ return Variance(X, condition)
79
+
80
+ return cmoment(X, 2, condition, **kwargs)
81
+
82
+
83
+ def standard_deviation(X, condition=None, **kwargs):
84
+ r"""
85
+ Standard Deviation of a random expression
86
+
87
+ .. math::
88
+ std(X) = \sqrt(E((X-E(X))^{2}))
89
+
90
+ Examples
91
+ ========
92
+
93
+ >>> from sympy.stats import Bernoulli, std
94
+ >>> from sympy import Symbol, simplify
95
+
96
+ >>> p = Symbol('p')
97
+ >>> B = Bernoulli('B', p, 1, 0)
98
+
99
+ >>> simplify(std(B))
100
+ sqrt(p*(1 - p))
101
+ """
102
+ return sqrt(variance(X, condition, **kwargs))
103
+ std = standard_deviation
104
+
105
+ def entropy(expr, condition=None, **kwargs):
106
+ """
107
+ Calculuates entropy of a probability distribution.
108
+
109
+ Parameters
110
+ ==========
111
+
112
+ expression : the random expression whose entropy is to be calculated
113
+ condition : optional, to specify conditions on random expression
114
+ b: base of the logarithm, optional
115
+ By default, it is taken as Euler's number
116
+
117
+ Returns
118
+ =======
119
+
120
+ result : Entropy of the expression, a constant
121
+
122
+ Examples
123
+ ========
124
+
125
+ >>> from sympy.stats import Normal, Die, entropy
126
+ >>> X = Normal('X', 0, 1)
127
+ >>> entropy(X)
128
+ log(2)/2 + 1/2 + log(pi)/2
129
+
130
+ >>> D = Die('D', 4)
131
+ >>> entropy(D)
132
+ log(4)
133
+
134
+ References
135
+ ==========
136
+
137
+ .. [1] https://en.wikipedia.org/wiki/Entropy_%28information_theory%29
138
+ .. [2] https://www.crmarsh.com/static/pdf/Charles_Marsh_Continuous_Entropy.pdf
139
+ .. [3] https://kconrad.math.uconn.edu/blurbs/analysis/entropypost.pdf
140
+ """
141
+ pdf = density(expr, condition, **kwargs)
142
+ base = kwargs.get('b', exp(1))
143
+ if isinstance(pdf, dict):
144
+ return sum([-prob*log(prob, base) for prob in pdf.values()])
145
+ return expectation(-log(pdf(expr), base))
146
+
147
+ def covariance(X, Y, condition=None, **kwargs):
148
+ """
149
+ Covariance of two random expressions.
150
+
151
+ Explanation
152
+ ===========
153
+
154
+ The expectation that the two variables will rise and fall together
155
+
156
+ .. math::
157
+ covariance(X,Y) = E((X-E(X)) (Y-E(Y)))
158
+
159
+ Examples
160
+ ========
161
+
162
+ >>> from sympy.stats import Exponential, covariance
163
+ >>> from sympy import Symbol
164
+
165
+ >>> rate = Symbol('lambda', positive=True, real=True)
166
+ >>> X = Exponential('X', rate)
167
+ >>> Y = Exponential('Y', rate)
168
+
169
+ >>> covariance(X, X)
170
+ lambda**(-2)
171
+ >>> covariance(X, Y)
172
+ 0
173
+ >>> covariance(X, Y + rate*X)
174
+ 1/lambda
175
+ """
176
+ if (is_random(X) and pspace(X) == PSpace()) or (is_random(Y) and pspace(Y) == PSpace()):
177
+ from sympy.stats.symbolic_probability import Covariance
178
+ return Covariance(X, Y, condition)
179
+
180
+ return expectation(
181
+ (X - expectation(X, condition, **kwargs)) *
182
+ (Y - expectation(Y, condition, **kwargs)),
183
+ condition, **kwargs)
184
+
185
+
186
+ def correlation(X, Y, condition=None, **kwargs):
187
+ r"""
188
+ Correlation of two random expressions, also known as correlation
189
+ coefficient or Pearson's correlation.
190
+
191
+ Explanation
192
+ ===========
193
+
194
+ The normalized expectation that the two variables will rise
195
+ and fall together
196
+
197
+ .. math::
198
+ correlation(X,Y) = E((X-E(X))(Y-E(Y)) / (\sigma_x \sigma_y))
199
+
200
+ Examples
201
+ ========
202
+
203
+ >>> from sympy.stats import Exponential, correlation
204
+ >>> from sympy import Symbol
205
+
206
+ >>> rate = Symbol('lambda', positive=True, real=True)
207
+ >>> X = Exponential('X', rate)
208
+ >>> Y = Exponential('Y', rate)
209
+
210
+ >>> correlation(X, X)
211
+ 1
212
+ >>> correlation(X, Y)
213
+ 0
214
+ >>> correlation(X, Y + rate*X)
215
+ 1/sqrt(1 + lambda**(-2))
216
+ """
217
+ return covariance(X, Y, condition, **kwargs)/(std(X, condition, **kwargs)
218
+ * std(Y, condition, **kwargs))
219
+
220
+
221
+ def cmoment(X, n, condition=None, *, evaluate=True, **kwargs):
222
+ """
223
+ Return the nth central moment of a random expression about its mean.
224
+
225
+ .. math::
226
+ cmoment(X, n) = E((X - E(X))^{n})
227
+
228
+ Examples
229
+ ========
230
+
231
+ >>> from sympy.stats import Die, cmoment, variance
232
+ >>> X = Die('X', 6)
233
+ >>> cmoment(X, 3)
234
+ 0
235
+ >>> cmoment(X, 2)
236
+ 35/12
237
+ >>> cmoment(X, 2) == variance(X)
238
+ True
239
+ """
240
+ from sympy.stats.symbolic_probability import CentralMoment
241
+ if evaluate:
242
+ return CentralMoment(X, n, condition).doit()
243
+ return CentralMoment(X, n, condition).rewrite(Integral)
244
+
245
+
246
+ def smoment(X, n, condition=None, **kwargs):
247
+ r"""
248
+ Return the nth Standardized moment of a random expression.
249
+
250
+ .. math::
251
+ smoment(X, n) = E(((X - \mu)/\sigma_X)^{n})
252
+
253
+ Examples
254
+ ========
255
+
256
+ >>> from sympy.stats import skewness, Exponential, smoment
257
+ >>> from sympy import Symbol
258
+ >>> rate = Symbol('lambda', positive=True, real=True)
259
+ >>> Y = Exponential('Y', rate)
260
+ >>> smoment(Y, 4)
261
+ 9
262
+ >>> smoment(Y, 4) == smoment(3*Y, 4)
263
+ True
264
+ >>> smoment(Y, 3) == skewness(Y)
265
+ True
266
+ """
267
+ sigma = std(X, condition, **kwargs)
268
+ return (1/sigma)**n*cmoment(X, n, condition, **kwargs)
269
+
270
+ def skewness(X, condition=None, **kwargs):
271
+ r"""
272
+ Measure of the asymmetry of the probability distribution.
273
+
274
+ Explanation
275
+ ===========
276
+
277
+ Positive skew indicates that most of the values lie to the right of
278
+ the mean.
279
+
280
+ .. math::
281
+ skewness(X) = E(((X - E(X))/\sigma_X)^{3})
282
+
283
+ Parameters
284
+ ==========
285
+
286
+ condition : Expr containing RandomSymbols
287
+ A conditional expression. skewness(X, X>0) is skewness of X given X > 0
288
+
289
+ Examples
290
+ ========
291
+
292
+ >>> from sympy.stats import skewness, Exponential, Normal
293
+ >>> from sympy import Symbol
294
+ >>> X = Normal('X', 0, 1)
295
+ >>> skewness(X)
296
+ 0
297
+ >>> skewness(X, X > 0) # find skewness given X > 0
298
+ (-sqrt(2)/sqrt(pi) + 4*sqrt(2)/pi**(3/2))/(1 - 2/pi)**(3/2)
299
+
300
+ >>> rate = Symbol('lambda', positive=True, real=True)
301
+ >>> Y = Exponential('Y', rate)
302
+ >>> skewness(Y)
303
+ 2
304
+ """
305
+ return smoment(X, 3, condition=condition, **kwargs)
306
+
307
+ def kurtosis(X, condition=None, **kwargs):
308
+ r"""
309
+ Characterizes the tails/outliers of a probability distribution.
310
+
311
+ Explanation
312
+ ===========
313
+
314
+ Kurtosis of any univariate normal distribution is 3. Kurtosis less than
315
+ 3 means that the distribution produces fewer and less extreme outliers
316
+ than the normal distribution.
317
+
318
+ .. math::
319
+ kurtosis(X) = E(((X - E(X))/\sigma_X)^{4})
320
+
321
+ Parameters
322
+ ==========
323
+
324
+ condition : Expr containing RandomSymbols
325
+ A conditional expression. kurtosis(X, X>0) is kurtosis of X given X > 0
326
+
327
+ Examples
328
+ ========
329
+
330
+ >>> from sympy.stats import kurtosis, Exponential, Normal
331
+ >>> from sympy import Symbol
332
+ >>> X = Normal('X', 0, 1)
333
+ >>> kurtosis(X)
334
+ 3
335
+ >>> kurtosis(X, X > 0) # find kurtosis given X > 0
336
+ (-4/pi - 12/pi**2 + 3)/(1 - 2/pi)**2
337
+
338
+ >>> rate = Symbol('lamda', positive=True, real=True)
339
+ >>> Y = Exponential('Y', rate)
340
+ >>> kurtosis(Y)
341
+ 9
342
+
343
+ References
344
+ ==========
345
+
346
+ .. [1] https://en.wikipedia.org/wiki/Kurtosis
347
+ .. [2] https://mathworld.wolfram.com/Kurtosis.html
348
+ """
349
+ return smoment(X, 4, condition=condition, **kwargs)
350
+
351
+
352
+ def factorial_moment(X, n, condition=None, **kwargs):
353
+ """
354
+ The factorial moment is a mathematical quantity defined as the expectation
355
+ or average of the falling factorial of a random variable.
356
+
357
+ .. math::
358
+ factorial-moment(X, n) = E(X(X - 1)(X - 2)...(X - n + 1))
359
+
360
+ Parameters
361
+ ==========
362
+
363
+ n: A natural number, n-th factorial moment.
364
+
365
+ condition : Expr containing RandomSymbols
366
+ A conditional expression.
367
+
368
+ Examples
369
+ ========
370
+
371
+ >>> from sympy.stats import factorial_moment, Poisson, Binomial
372
+ >>> from sympy import Symbol, S
373
+ >>> lamda = Symbol('lamda')
374
+ >>> X = Poisson('X', lamda)
375
+ >>> factorial_moment(X, 2)
376
+ lamda**2
377
+ >>> Y = Binomial('Y', 2, S.Half)
378
+ >>> factorial_moment(Y, 2)
379
+ 1/2
380
+ >>> factorial_moment(Y, 2, Y > 1) # find factorial moment for Y > 1
381
+ 2
382
+
383
+ References
384
+ ==========
385
+
386
+ .. [1] https://en.wikipedia.org/wiki/Factorial_moment
387
+ .. [2] https://mathworld.wolfram.com/FactorialMoment.html
388
+ """
389
+ return expectation(FallingFactorial(X, n), condition=condition, **kwargs)
390
+
391
+ def median(X, evaluate=True, **kwargs):
392
+ r"""
393
+ Calculuates the median of the probability distribution.
394
+
395
+ Explanation
396
+ ===========
397
+
398
+ Mathematically, median of Probability distribution is defined as all those
399
+ values of `m` for which the following condition is satisfied
400
+
401
+ .. math::
402
+ P(X\leq m) \geq \frac{1}{2} \text{ and} \text{ } P(X\geq m)\geq \frac{1}{2}
403
+
404
+ Parameters
405
+ ==========
406
+
407
+ X: The random expression whose median is to be calculated.
408
+
409
+ Returns
410
+ =======
411
+
412
+ The FiniteSet or an Interval which contains the median of the
413
+ random expression.
414
+
415
+ Examples
416
+ ========
417
+
418
+ >>> from sympy.stats import Normal, Die, median
419
+ >>> N = Normal('N', 3, 1)
420
+ >>> median(N)
421
+ {3}
422
+ >>> D = Die('D')
423
+ >>> median(D)
424
+ {3, 4}
425
+
426
+ References
427
+ ==========
428
+
429
+ .. [1] https://en.wikipedia.org/wiki/Median#Probability_distributions
430
+
431
+ """
432
+ if not is_random(X):
433
+ return X
434
+
435
+ from sympy.stats.crv import ContinuousPSpace
436
+ from sympy.stats.drv import DiscretePSpace
437
+ from sympy.stats.frv import FinitePSpace
438
+
439
+ if isinstance(pspace(X), FinitePSpace):
440
+ cdf = pspace(X).compute_cdf(X)
441
+ result = []
442
+ for key, value in cdf.items():
443
+ if value>= Rational(1, 2) and (1 - value) + \
444
+ pspace(X).probability(Eq(X, key)) >= Rational(1, 2):
445
+ result.append(key)
446
+ return FiniteSet(*result)
447
+ if isinstance(pspace(X), (ContinuousPSpace, DiscretePSpace)):
448
+ cdf = pspace(X).compute_cdf(X)
449
+ x = Dummy('x')
450
+ result = solveset(piecewise_fold(cdf(x) - Rational(1, 2)), x, pspace(X).set)
451
+ return result
452
+ raise NotImplementedError("The median of %s is not implemented."%str(pspace(X)))
453
+
454
+
455
+ def coskewness(X, Y, Z, condition=None, **kwargs):
456
+ r"""
457
+ Calculates the co-skewness of three random variables.
458
+
459
+ Explanation
460
+ ===========
461
+
462
+ Mathematically Coskewness is defined as
463
+
464
+ .. math::
465
+ coskewness(X,Y,Z)=\frac{E[(X-E[X]) * (Y-E[Y]) * (Z-E[Z])]} {\sigma_{X}\sigma_{Y}\sigma_{Z}}
466
+
467
+ Parameters
468
+ ==========
469
+
470
+ X : RandomSymbol
471
+ Random Variable used to calculate coskewness
472
+ Y : RandomSymbol
473
+ Random Variable used to calculate coskewness
474
+ Z : RandomSymbol
475
+ Random Variable used to calculate coskewness
476
+ condition : Expr containing RandomSymbols
477
+ A conditional expression
478
+
479
+ Examples
480
+ ========
481
+
482
+ >>> from sympy.stats import coskewness, Exponential, skewness
483
+ >>> from sympy import symbols
484
+ >>> p = symbols('p', positive=True)
485
+ >>> X = Exponential('X', p)
486
+ >>> Y = Exponential('Y', 2*p)
487
+ >>> coskewness(X, Y, Y)
488
+ 0
489
+ >>> coskewness(X, Y + X, Y + 2*X)
490
+ 16*sqrt(85)/85
491
+ >>> coskewness(X + 2*Y, Y + X, Y + 2*X, X > 3)
492
+ 9*sqrt(170)/85
493
+ >>> coskewness(Y, Y, Y) == skewness(Y)
494
+ True
495
+ >>> coskewness(X, Y + p*X, Y + 2*p*X)
496
+ 4/(sqrt(1 + 1/(4*p**2))*sqrt(4 + 1/(4*p**2)))
497
+
498
+ Returns
499
+ =======
500
+
501
+ coskewness : The coskewness of the three random variables
502
+
503
+ References
504
+ ==========
505
+
506
+ .. [1] https://en.wikipedia.org/wiki/Coskewness
507
+
508
+ """
509
+ num = expectation((X - expectation(X, condition, **kwargs)) \
510
+ * (Y - expectation(Y, condition, **kwargs)) \
511
+ * (Z - expectation(Z, condition, **kwargs)), condition, **kwargs)
512
+ den = std(X, condition, **kwargs) * std(Y, condition, **kwargs) \
513
+ * std(Z, condition, **kwargs)
514
+ return num/den
515
+
516
+
517
+ P = probability
518
+ E = expectation
519
+ H = entropy
env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/__init__.py ADDED
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env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/sample_numpy.py ADDED
@@ -0,0 +1,105 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from functools import singledispatch
2
+
3
+ from sympy.external import import_module
4
+ from sympy.stats.crv_types import BetaDistribution, ChiSquaredDistribution, ExponentialDistribution, GammaDistribution, \
5
+ LogNormalDistribution, NormalDistribution, ParetoDistribution, UniformDistribution, FDistributionDistribution, GumbelDistribution, LaplaceDistribution, \
6
+ LogisticDistribution, RayleighDistribution, TriangularDistribution
7
+ from sympy.stats.drv_types import GeometricDistribution, PoissonDistribution, ZetaDistribution
8
+ from sympy.stats.frv_types import BinomialDistribution, HypergeometricDistribution
9
+
10
+
11
+ numpy = import_module('numpy')
12
+
13
+
14
+ @singledispatch
15
+ def do_sample_numpy(dist, size, rand_state):
16
+ return None
17
+
18
+
19
+ # CRV:
20
+
21
+ @do_sample_numpy.register(BetaDistribution)
22
+ def _(dist: BetaDistribution, size, rand_state):
23
+ return rand_state.beta(a=float(dist.alpha), b=float(dist.beta), size=size)
24
+
25
+
26
+ @do_sample_numpy.register(ChiSquaredDistribution)
27
+ def _(dist: ChiSquaredDistribution, size, rand_state):
28
+ return rand_state.chisquare(df=float(dist.k), size=size)
29
+
30
+
31
+ @do_sample_numpy.register(ExponentialDistribution)
32
+ def _(dist: ExponentialDistribution, size, rand_state):
33
+ return rand_state.exponential(1 / float(dist.rate), size=size)
34
+
35
+ @do_sample_numpy.register(FDistributionDistribution)
36
+ def _(dist: FDistributionDistribution, size, rand_state):
37
+ return rand_state.f(dfnum = float(dist.d1), dfden = float(dist.d2), size=size)
38
+
39
+ @do_sample_numpy.register(GammaDistribution)
40
+ def _(dist: GammaDistribution, size, rand_state):
41
+ return rand_state.gamma(shape = float(dist.k), scale = float(dist.theta), size=size)
42
+
43
+ @do_sample_numpy.register(GumbelDistribution)
44
+ def _(dist: GumbelDistribution, size, rand_state):
45
+ return rand_state.gumbel(loc = float(dist.mu), scale = float(dist.beta), size=size)
46
+
47
+ @do_sample_numpy.register(LaplaceDistribution)
48
+ def _(dist: LaplaceDistribution, size, rand_state):
49
+ return rand_state.laplace(loc = float(dist.mu), scale = float(dist.b), size=size)
50
+
51
+ @do_sample_numpy.register(LogisticDistribution)
52
+ def _(dist: LogisticDistribution, size, rand_state):
53
+ return rand_state.logistic(loc = float(dist.mu), scale = float(dist.s), size=size)
54
+
55
+ @do_sample_numpy.register(LogNormalDistribution)
56
+ def _(dist: LogNormalDistribution, size, rand_state):
57
+ return rand_state.lognormal(mean = float(dist.mean), sigma = float(dist.std), size=size)
58
+
59
+ @do_sample_numpy.register(NormalDistribution)
60
+ def _(dist: NormalDistribution, size, rand_state):
61
+ return rand_state.normal(loc = float(dist.mean), scale = float(dist.std), size=size)
62
+
63
+ @do_sample_numpy.register(RayleighDistribution)
64
+ def _(dist: RayleighDistribution, size, rand_state):
65
+ return rand_state.rayleigh(scale = float(dist.sigma), size=size)
66
+
67
+ @do_sample_numpy.register(ParetoDistribution)
68
+ def _(dist: ParetoDistribution, size, rand_state):
69
+ return (numpy.random.pareto(a=float(dist.alpha), size=size) + 1) * float(dist.xm)
70
+
71
+ @do_sample_numpy.register(TriangularDistribution)
72
+ def _(dist: TriangularDistribution, size, rand_state):
73
+ return rand_state.triangular(left = float(dist.a), mode = float(dist.b), right = float(dist.c), size=size)
74
+
75
+ @do_sample_numpy.register(UniformDistribution)
76
+ def _(dist: UniformDistribution, size, rand_state):
77
+ return rand_state.uniform(low=float(dist.left), high=float(dist.right), size=size)
78
+
79
+
80
+ # DRV:
81
+
82
+ @do_sample_numpy.register(GeometricDistribution)
83
+ def _(dist: GeometricDistribution, size, rand_state):
84
+ return rand_state.geometric(p=float(dist.p), size=size)
85
+
86
+
87
+ @do_sample_numpy.register(PoissonDistribution)
88
+ def _(dist: PoissonDistribution, size, rand_state):
89
+ return rand_state.poisson(lam=float(dist.lamda), size=size)
90
+
91
+
92
+ @do_sample_numpy.register(ZetaDistribution)
93
+ def _(dist: ZetaDistribution, size, rand_state):
94
+ return rand_state.zipf(a=float(dist.s), size=size)
95
+
96
+
97
+ # FRV:
98
+
99
+ @do_sample_numpy.register(BinomialDistribution)
100
+ def _(dist: BinomialDistribution, size, rand_state):
101
+ return rand_state.binomial(n=int(dist.n), p=float(dist.p), size=size)
102
+
103
+ @do_sample_numpy.register(HypergeometricDistribution)
104
+ def _(dist: HypergeometricDistribution, size, rand_state):
105
+ return rand_state.hypergeometric(ngood = int(dist.N), nbad = int(dist.m), nsample = int(dist.n), size=size)
env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/sample_pymc.py ADDED
@@ -0,0 +1,99 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from functools import singledispatch
2
+ from sympy.external import import_module
3
+ from sympy.stats.crv_types import BetaDistribution, CauchyDistribution, ChiSquaredDistribution, ExponentialDistribution, \
4
+ GammaDistribution, LogNormalDistribution, NormalDistribution, ParetoDistribution, UniformDistribution, \
5
+ GaussianInverseDistribution
6
+ from sympy.stats.drv_types import PoissonDistribution, GeometricDistribution, NegativeBinomialDistribution
7
+ from sympy.stats.frv_types import BinomialDistribution, BernoulliDistribution
8
+
9
+
10
+ try:
11
+ import pymc
12
+ except ImportError:
13
+ pymc = import_module('pymc3')
14
+
15
+ @singledispatch
16
+ def do_sample_pymc(dist):
17
+ return None
18
+
19
+
20
+ # CRV:
21
+
22
+ @do_sample_pymc.register(BetaDistribution)
23
+ def _(dist: BetaDistribution):
24
+ return pymc.Beta('X', alpha=float(dist.alpha), beta=float(dist.beta))
25
+
26
+
27
+ @do_sample_pymc.register(CauchyDistribution)
28
+ def _(dist: CauchyDistribution):
29
+ return pymc.Cauchy('X', alpha=float(dist.x0), beta=float(dist.gamma))
30
+
31
+
32
+ @do_sample_pymc.register(ChiSquaredDistribution)
33
+ def _(dist: ChiSquaredDistribution):
34
+ return pymc.ChiSquared('X', nu=float(dist.k))
35
+
36
+
37
+ @do_sample_pymc.register(ExponentialDistribution)
38
+ def _(dist: ExponentialDistribution):
39
+ return pymc.Exponential('X', lam=float(dist.rate))
40
+
41
+
42
+ @do_sample_pymc.register(GammaDistribution)
43
+ def _(dist: GammaDistribution):
44
+ return pymc.Gamma('X', alpha=float(dist.k), beta=1 / float(dist.theta))
45
+
46
+
47
+ @do_sample_pymc.register(LogNormalDistribution)
48
+ def _(dist: LogNormalDistribution):
49
+ return pymc.Lognormal('X', mu=float(dist.mean), sigma=float(dist.std))
50
+
51
+
52
+ @do_sample_pymc.register(NormalDistribution)
53
+ def _(dist: NormalDistribution):
54
+ return pymc.Normal('X', float(dist.mean), float(dist.std))
55
+
56
+
57
+ @do_sample_pymc.register(GaussianInverseDistribution)
58
+ def _(dist: GaussianInverseDistribution):
59
+ return pymc.Wald('X', mu=float(dist.mean), lam=float(dist.shape))
60
+
61
+
62
+ @do_sample_pymc.register(ParetoDistribution)
63
+ def _(dist: ParetoDistribution):
64
+ return pymc.Pareto('X', alpha=float(dist.alpha), m=float(dist.xm))
65
+
66
+
67
+ @do_sample_pymc.register(UniformDistribution)
68
+ def _(dist: UniformDistribution):
69
+ return pymc.Uniform('X', lower=float(dist.left), upper=float(dist.right))
70
+
71
+
72
+ # DRV:
73
+
74
+ @do_sample_pymc.register(GeometricDistribution)
75
+ def _(dist: GeometricDistribution):
76
+ return pymc.Geometric('X', p=float(dist.p))
77
+
78
+
79
+ @do_sample_pymc.register(NegativeBinomialDistribution)
80
+ def _(dist: NegativeBinomialDistribution):
81
+ return pymc.NegativeBinomial('X', mu=float((dist.p * dist.r) / (1 - dist.p)),
82
+ alpha=float(dist.r))
83
+
84
+
85
+ @do_sample_pymc.register(PoissonDistribution)
86
+ def _(dist: PoissonDistribution):
87
+ return pymc.Poisson('X', mu=float(dist.lamda))
88
+
89
+
90
+ # FRV:
91
+
92
+ @do_sample_pymc.register(BernoulliDistribution)
93
+ def _(dist: BernoulliDistribution):
94
+ return pymc.Bernoulli('X', p=float(dist.p))
95
+
96
+
97
+ @do_sample_pymc.register(BinomialDistribution)
98
+ def _(dist: BinomialDistribution):
99
+ return pymc.Binomial('X', n=int(dist.n), p=float(dist.p))
env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/sample_scipy.py ADDED
@@ -0,0 +1,167 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from functools import singledispatch
2
+
3
+ from sympy.core.symbol import Dummy
4
+ from sympy.functions.elementary.exponential import exp
5
+ from sympy.utilities.lambdify import lambdify
6
+ from sympy.external import import_module
7
+ from sympy.stats import DiscreteDistributionHandmade
8
+ from sympy.stats.crv import SingleContinuousDistribution
9
+ from sympy.stats.crv_types import ChiSquaredDistribution, ExponentialDistribution, GammaDistribution, \
10
+ LogNormalDistribution, NormalDistribution, ParetoDistribution, UniformDistribution, BetaDistribution, \
11
+ StudentTDistribution, CauchyDistribution
12
+ from sympy.stats.drv_types import GeometricDistribution, LogarithmicDistribution, NegativeBinomialDistribution, \
13
+ PoissonDistribution, SkellamDistribution, YuleSimonDistribution, ZetaDistribution
14
+ from sympy.stats.frv import SingleFiniteDistribution
15
+
16
+
17
+ scipy = import_module("scipy", import_kwargs={'fromlist':['stats']})
18
+
19
+
20
+ @singledispatch
21
+ def do_sample_scipy(dist, size, seed):
22
+ return None
23
+
24
+
25
+ # CRV
26
+
27
+ @do_sample_scipy.register(SingleContinuousDistribution)
28
+ def _(dist: SingleContinuousDistribution, size, seed):
29
+ # if we don't need to make a handmade pdf, we won't
30
+ import scipy.stats
31
+
32
+ z = Dummy('z')
33
+ handmade_pdf = lambdify(z, dist.pdf(z), ['numpy', 'scipy'])
34
+
35
+ class scipy_pdf(scipy.stats.rv_continuous):
36
+ def _pdf(dist, x):
37
+ return handmade_pdf(x)
38
+
39
+ scipy_rv = scipy_pdf(a=float(dist.set._inf),
40
+ b=float(dist.set._sup), name='scipy_pdf')
41
+ return scipy_rv.rvs(size=size, random_state=seed)
42
+
43
+
44
+ @do_sample_scipy.register(ChiSquaredDistribution)
45
+ def _(dist: ChiSquaredDistribution, size, seed):
46
+ # same parametrisation
47
+ return scipy.stats.chi2.rvs(df=float(dist.k), size=size, random_state=seed)
48
+
49
+
50
+ @do_sample_scipy.register(ExponentialDistribution)
51
+ def _(dist: ExponentialDistribution, size, seed):
52
+ # https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.expon.html#scipy.stats.expon
53
+ return scipy.stats.expon.rvs(scale=1 / float(dist.rate), size=size, random_state=seed)
54
+
55
+
56
+ @do_sample_scipy.register(GammaDistribution)
57
+ def _(dist: GammaDistribution, size, seed):
58
+ # https://stackoverflow.com/questions/42150965/how-to-plot-gamma-distribution-with-alpha-and-beta-parameters-in-python
59
+ return scipy.stats.gamma.rvs(a=float(dist.k), scale=float(dist.theta), size=size, random_state=seed)
60
+
61
+
62
+ @do_sample_scipy.register(LogNormalDistribution)
63
+ def _(dist: LogNormalDistribution, size, seed):
64
+ # https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.lognorm.html
65
+ return scipy.stats.lognorm.rvs(scale=float(exp(dist.mean)), s=float(dist.std), size=size, random_state=seed)
66
+
67
+
68
+ @do_sample_scipy.register(NormalDistribution)
69
+ def _(dist: NormalDistribution, size, seed):
70
+ return scipy.stats.norm.rvs(loc=float(dist.mean), scale=float(dist.std), size=size, random_state=seed)
71
+
72
+
73
+ @do_sample_scipy.register(ParetoDistribution)
74
+ def _(dist: ParetoDistribution, size, seed):
75
+ # https://stackoverflow.com/questions/42260519/defining-pareto-distribution-in-python-scipy
76
+ return scipy.stats.pareto.rvs(b=float(dist.alpha), scale=float(dist.xm), size=size, random_state=seed)
77
+
78
+
79
+ @do_sample_scipy.register(StudentTDistribution)
80
+ def _(dist: StudentTDistribution, size, seed):
81
+ return scipy.stats.t.rvs(df=float(dist.nu), size=size, random_state=seed)
82
+
83
+
84
+ @do_sample_scipy.register(UniformDistribution)
85
+ def _(dist: UniformDistribution, size, seed):
86
+ # https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.uniform.html
87
+ return scipy.stats.uniform.rvs(loc=float(dist.left), scale=float(dist.right - dist.left), size=size, random_state=seed)
88
+
89
+
90
+ @do_sample_scipy.register(BetaDistribution)
91
+ def _(dist: BetaDistribution, size, seed):
92
+ # same parametrisation
93
+ return scipy.stats.beta.rvs(a=float(dist.alpha), b=float(dist.beta), size=size, random_state=seed)
94
+
95
+
96
+ @do_sample_scipy.register(CauchyDistribution)
97
+ def _(dist: CauchyDistribution, size, seed):
98
+ return scipy.stats.cauchy.rvs(loc=float(dist.x0), scale=float(dist.gamma), size=size, random_state=seed)
99
+
100
+
101
+ # DRV:
102
+
103
+ @do_sample_scipy.register(DiscreteDistributionHandmade)
104
+ def _(dist: DiscreteDistributionHandmade, size, seed):
105
+ from scipy.stats import rv_discrete
106
+
107
+ z = Dummy('z')
108
+ handmade_pmf = lambdify(z, dist.pdf(z), ['numpy', 'scipy'])
109
+
110
+ class scipy_pmf(rv_discrete):
111
+ def _pmf(dist, x):
112
+ return handmade_pmf(x)
113
+
114
+ scipy_rv = scipy_pmf(a=float(dist.set._inf), b=float(dist.set._sup),
115
+ name='scipy_pmf')
116
+ return scipy_rv.rvs(size=size, random_state=seed)
117
+
118
+
119
+ @do_sample_scipy.register(GeometricDistribution)
120
+ def _(dist: GeometricDistribution, size, seed):
121
+ return scipy.stats.geom.rvs(p=float(dist.p), size=size, random_state=seed)
122
+
123
+
124
+ @do_sample_scipy.register(LogarithmicDistribution)
125
+ def _(dist: LogarithmicDistribution, size, seed):
126
+ return scipy.stats.logser.rvs(p=float(dist.p), size=size, random_state=seed)
127
+
128
+
129
+ @do_sample_scipy.register(NegativeBinomialDistribution)
130
+ def _(dist: NegativeBinomialDistribution, size, seed):
131
+ return scipy.stats.nbinom.rvs(n=float(dist.r), p=float(dist.p), size=size, random_state=seed)
132
+
133
+
134
+ @do_sample_scipy.register(PoissonDistribution)
135
+ def _(dist: PoissonDistribution, size, seed):
136
+ return scipy.stats.poisson.rvs(mu=float(dist.lamda), size=size, random_state=seed)
137
+
138
+
139
+ @do_sample_scipy.register(SkellamDistribution)
140
+ def _(dist: SkellamDistribution, size, seed):
141
+ return scipy.stats.skellam.rvs(mu1=float(dist.mu1), mu2=float(dist.mu2), size=size, random_state=seed)
142
+
143
+
144
+ @do_sample_scipy.register(YuleSimonDistribution)
145
+ def _(dist: YuleSimonDistribution, size, seed):
146
+ return scipy.stats.yulesimon.rvs(alpha=float(dist.rho), size=size, random_state=seed)
147
+
148
+
149
+ @do_sample_scipy.register(ZetaDistribution)
150
+ def _(dist: ZetaDistribution, size, seed):
151
+ return scipy.stats.zipf.rvs(a=float(dist.s), size=size, random_state=seed)
152
+
153
+
154
+ # FRV:
155
+
156
+ @do_sample_scipy.register(SingleFiniteDistribution)
157
+ def _(dist: SingleFiniteDistribution, size, seed):
158
+ # scipy can handle with custom distributions
159
+
160
+ from scipy.stats import rv_discrete
161
+ density_ = dist.dict
162
+ x, y = [], []
163
+ for k, v in density_.items():
164
+ x.append(int(k))
165
+ y.append(float(v))
166
+ scipy_rv = rv_discrete(name='scipy_rv', values=(x, y))
167
+ return scipy_rv.rvs(size=size, random_state=seed)
env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/__init__.py ADDED
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env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/__pycache__/test_sample_continuous_rv.cpython-310.pyc ADDED
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env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/test_sample_continuous_rv.py ADDED
@@ -0,0 +1,181 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.core.numbers import oo
2
+ from sympy.core.symbol import Symbol
3
+ from sympy.functions.elementary.exponential import exp
4
+ from sympy.sets.sets import Interval
5
+ from sympy.external import import_module
6
+ from sympy.stats import Beta, Chi, Normal, Gamma, Exponential, LogNormal, Pareto, ChiSquared, Uniform, sample, \
7
+ BetaPrime, Cauchy, GammaInverse, GaussianInverse, StudentT, Weibull, density, ContinuousRV, FDistribution, \
8
+ Gumbel, Laplace, Logistic, Rayleigh, Triangular
9
+ from sympy.testing.pytest import skip, raises
10
+
11
+
12
+ def test_sample_numpy():
13
+ distribs_numpy = [
14
+ Beta("B", 1, 1),
15
+ Normal("N", 0, 1),
16
+ Gamma("G", 2, 7),
17
+ Exponential("E", 2),
18
+ LogNormal("LN", 0, 1),
19
+ Pareto("P", 1, 1),
20
+ ChiSquared("CS", 2),
21
+ Uniform("U", 0, 1),
22
+ FDistribution("FD", 1, 2),
23
+ Gumbel("GB", 1, 2),
24
+ Laplace("L", 1, 2),
25
+ Logistic("LO", 1, 2),
26
+ Rayleigh("R", 1),
27
+ Triangular("T", 1, 2, 2),
28
+ ]
29
+ size = 3
30
+ numpy = import_module('numpy')
31
+ if not numpy:
32
+ skip('Numpy is not installed. Abort tests for _sample_numpy.')
33
+ else:
34
+ for X in distribs_numpy:
35
+ samps = sample(X, size=size, library='numpy')
36
+ for sam in samps:
37
+ assert sam in X.pspace.domain.set
38
+ raises(NotImplementedError,
39
+ lambda: sample(Chi("C", 1), library='numpy'))
40
+ raises(NotImplementedError,
41
+ lambda: Chi("C", 1).pspace.distribution.sample(library='tensorflow'))
42
+
43
+
44
+ def test_sample_scipy():
45
+ distribs_scipy = [
46
+ Beta("B", 1, 1),
47
+ BetaPrime("BP", 1, 1),
48
+ Cauchy("C", 1, 1),
49
+ Chi("C", 1),
50
+ Normal("N", 0, 1),
51
+ Gamma("G", 2, 7),
52
+ GammaInverse("GI", 1, 1),
53
+ GaussianInverse("GUI", 1, 1),
54
+ Exponential("E", 2),
55
+ LogNormal("LN", 0, 1),
56
+ Pareto("P", 1, 1),
57
+ StudentT("S", 2),
58
+ ChiSquared("CS", 2),
59
+ Uniform("U", 0, 1)
60
+ ]
61
+ size = 3
62
+ scipy = import_module('scipy')
63
+ if not scipy:
64
+ skip('Scipy is not installed. Abort tests for _sample_scipy.')
65
+ else:
66
+ for X in distribs_scipy:
67
+ samps = sample(X, size=size, library='scipy')
68
+ samps2 = sample(X, size=(2, 2), library='scipy')
69
+ for sam in samps:
70
+ assert sam in X.pspace.domain.set
71
+ for i in range(2):
72
+ for j in range(2):
73
+ assert samps2[i][j] in X.pspace.domain.set
74
+
75
+
76
+ def test_sample_pymc():
77
+ distribs_pymc = [
78
+ Beta("B", 1, 1),
79
+ Cauchy("C", 1, 1),
80
+ Normal("N", 0, 1),
81
+ Gamma("G", 2, 7),
82
+ GaussianInverse("GI", 1, 1),
83
+ Exponential("E", 2),
84
+ LogNormal("LN", 0, 1),
85
+ Pareto("P", 1, 1),
86
+ ChiSquared("CS", 2),
87
+ Uniform("U", 0, 1)
88
+ ]
89
+ size = 3
90
+ pymc = import_module('pymc')
91
+ if not pymc:
92
+ skip('PyMC is not installed. Abort tests for _sample_pymc.')
93
+ else:
94
+ for X in distribs_pymc:
95
+ samps = sample(X, size=size, library='pymc')
96
+ for sam in samps:
97
+ assert sam in X.pspace.domain.set
98
+ raises(NotImplementedError,
99
+ lambda: sample(Chi("C", 1), library='pymc'))
100
+
101
+
102
+ def test_sampling_gamma_inverse():
103
+ scipy = import_module('scipy')
104
+ if not scipy:
105
+ skip('Scipy not installed. Abort tests for sampling of gamma inverse.')
106
+ X = GammaInverse("x", 1, 1)
107
+ assert sample(X) in X.pspace.domain.set
108
+
109
+
110
+ def test_lognormal_sampling():
111
+ # Right now, only density function and sampling works
112
+ scipy = import_module('scipy')
113
+ if not scipy:
114
+ skip('Scipy is not installed. Abort tests')
115
+ for i in range(3):
116
+ X = LogNormal('x', i, 1)
117
+ assert sample(X) in X.pspace.domain.set
118
+
119
+ size = 5
120
+ samps = sample(X, size=size)
121
+ for samp in samps:
122
+ assert samp in X.pspace.domain.set
123
+
124
+
125
+ def test_sampling_gaussian_inverse():
126
+ scipy = import_module('scipy')
127
+ if not scipy:
128
+ skip('Scipy not installed. Abort tests for sampling of Gaussian inverse.')
129
+ X = GaussianInverse("x", 1, 1)
130
+ assert sample(X, library='scipy') in X.pspace.domain.set
131
+
132
+
133
+ def test_prefab_sampling():
134
+ scipy = import_module('scipy')
135
+ if not scipy:
136
+ skip('Scipy is not installed. Abort tests')
137
+ N = Normal('X', 0, 1)
138
+ L = LogNormal('L', 0, 1)
139
+ E = Exponential('Ex', 1)
140
+ P = Pareto('P', 1, 3)
141
+ W = Weibull('W', 1, 1)
142
+ U = Uniform('U', 0, 1)
143
+ B = Beta('B', 2, 5)
144
+ G = Gamma('G', 1, 3)
145
+
146
+ variables = [N, L, E, P, W, U, B, G]
147
+ niter = 10
148
+ size = 5
149
+ for var in variables:
150
+ for _ in range(niter):
151
+ assert sample(var) in var.pspace.domain.set
152
+ samps = sample(var, size=size)
153
+ for samp in samps:
154
+ assert samp in var.pspace.domain.set
155
+
156
+
157
+ def test_sample_continuous():
158
+ z = Symbol('z')
159
+ Z = ContinuousRV(z, exp(-z), set=Interval(0, oo))
160
+ assert density(Z)(-1) == 0
161
+
162
+ scipy = import_module('scipy')
163
+ if not scipy:
164
+ skip('Scipy is not installed. Abort tests')
165
+ assert sample(Z) in Z.pspace.domain.set
166
+ sym, val = list(Z.pspace.sample().items())[0]
167
+ assert sym == Z and val in Interval(0, oo)
168
+
169
+ libraries = ['scipy', 'numpy', 'pymc']
170
+ for lib in libraries:
171
+ try:
172
+ imported_lib = import_module(lib)
173
+ if imported_lib:
174
+ s0, s1, s2 = [], [], []
175
+ s0 = sample(Z, size=10, library=lib, seed=0)
176
+ s1 = sample(Z, size=10, library=lib, seed=0)
177
+ s2 = sample(Z, size=10, library=lib, seed=1)
178
+ assert all(s0 == s1)
179
+ assert all(s1 != s2)
180
+ except NotImplementedError:
181
+ continue
env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/test_sample_discrete_rv.py ADDED
@@ -0,0 +1,99 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.core.singleton import S
2
+ from sympy.core.symbol import Symbol
3
+ from sympy.external import import_module
4
+ from sympy.stats import Geometric, Poisson, Zeta, sample, Skellam, DiscreteRV, Logarithmic, NegativeBinomial, YuleSimon
5
+ from sympy.testing.pytest import skip, raises, slow
6
+
7
+
8
+ def test_sample_numpy():
9
+ distribs_numpy = [
10
+ Geometric('G', 0.5),
11
+ Poisson('P', 1),
12
+ Zeta('Z', 2)
13
+ ]
14
+ size = 3
15
+ numpy = import_module('numpy')
16
+ if not numpy:
17
+ skip('Numpy is not installed. Abort tests for _sample_numpy.')
18
+ else:
19
+ for X in distribs_numpy:
20
+ samps = sample(X, size=size, library='numpy')
21
+ for sam in samps:
22
+ assert sam in X.pspace.domain.set
23
+ raises(NotImplementedError,
24
+ lambda: sample(Skellam('S', 1, 1), library='numpy'))
25
+ raises(NotImplementedError,
26
+ lambda: Skellam('S', 1, 1).pspace.distribution.sample(library='tensorflow'))
27
+
28
+
29
+ def test_sample_scipy():
30
+ p = S(2)/3
31
+ x = Symbol('x', integer=True, positive=True)
32
+ pdf = p*(1 - p)**(x - 1) # pdf of Geometric Distribution
33
+ distribs_scipy = [
34
+ DiscreteRV(x, pdf, set=S.Naturals),
35
+ Geometric('G', 0.5),
36
+ Logarithmic('L', 0.5),
37
+ NegativeBinomial('N', 5, 0.4),
38
+ Poisson('P', 1),
39
+ Skellam('S', 1, 1),
40
+ YuleSimon('Y', 1),
41
+ Zeta('Z', 2)
42
+ ]
43
+ size = 3
44
+ scipy = import_module('scipy')
45
+ if not scipy:
46
+ skip('Scipy is not installed. Abort tests for _sample_scipy.')
47
+ else:
48
+ for X in distribs_scipy:
49
+ samps = sample(X, size=size, library='scipy')
50
+ samps2 = sample(X, size=(2, 2), library='scipy')
51
+ for sam in samps:
52
+ assert sam in X.pspace.domain.set
53
+ for i in range(2):
54
+ for j in range(2):
55
+ assert samps2[i][j] in X.pspace.domain.set
56
+
57
+
58
+ def test_sample_pymc():
59
+ distribs_pymc = [
60
+ Geometric('G', 0.5),
61
+ Poisson('P', 1),
62
+ NegativeBinomial('N', 5, 0.4)
63
+ ]
64
+ size = 3
65
+ pymc = import_module('pymc')
66
+ if not pymc:
67
+ skip('PyMC is not installed. Abort tests for _sample_pymc.')
68
+ else:
69
+ for X in distribs_pymc:
70
+ samps = sample(X, size=size, library='pymc')
71
+ for sam in samps:
72
+ assert sam in X.pspace.domain.set
73
+ raises(NotImplementedError,
74
+ lambda: sample(Skellam('S', 1, 1), library='pymc'))
75
+
76
+ @slow
77
+ def test_sample_discrete():
78
+ X = Geometric('X', S.Half)
79
+ scipy = import_module('scipy')
80
+ if not scipy:
81
+ skip('Scipy not installed. Abort tests')
82
+ assert sample(X) in X.pspace.domain.set
83
+ samps = sample(X, size=2) # This takes long time if ran without scipy
84
+ for samp in samps:
85
+ assert samp in X.pspace.domain.set
86
+
87
+ libraries = ['scipy', 'numpy', 'pymc']
88
+ for lib in libraries:
89
+ try:
90
+ imported_lib = import_module(lib)
91
+ if imported_lib:
92
+ s0, s1, s2 = [], [], []
93
+ s0 = sample(X, size=10, library=lib, seed=0)
94
+ s1 = sample(X, size=10, library=lib, seed=0)
95
+ s2 = sample(X, size=10, library=lib, seed=1)
96
+ assert all(s0 == s1)
97
+ assert not all(s1 == s2)
98
+ except NotImplementedError:
99
+ continue
env-llmeval/lib/python3.10/site-packages/sympy/stats/sampling/tests/test_sample_finite_rv.py ADDED
@@ -0,0 +1,94 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.core.numbers import Rational
2
+ from sympy.core.singleton import S
3
+ from sympy.external import import_module
4
+ from sympy.stats import Binomial, sample, Die, FiniteRV, DiscreteUniform, Bernoulli, BetaBinomial, Hypergeometric, \
5
+ Rademacher
6
+ from sympy.testing.pytest import skip, raises
7
+
8
+ def test_given_sample():
9
+ X = Die('X', 6)
10
+ scipy = import_module('scipy')
11
+ if not scipy:
12
+ skip('Scipy is not installed. Abort tests')
13
+ assert sample(X, X > 5) == 6
14
+
15
+ def test_sample_numpy():
16
+ distribs_numpy = [
17
+ Binomial("B", 5, 0.4),
18
+ Hypergeometric("H", 2, 1, 1)
19
+ ]
20
+ size = 3
21
+ numpy = import_module('numpy')
22
+ if not numpy:
23
+ skip('Numpy is not installed. Abort tests for _sample_numpy.')
24
+ else:
25
+ for X in distribs_numpy:
26
+ samps = sample(X, size=size, library='numpy')
27
+ for sam in samps:
28
+ assert sam in X.pspace.domain.set
29
+ raises(NotImplementedError,
30
+ lambda: sample(Die("D"), library='numpy'))
31
+ raises(NotImplementedError,
32
+ lambda: Die("D").pspace.sample(library='tensorflow'))
33
+
34
+
35
+ def test_sample_scipy():
36
+ distribs_scipy = [
37
+ FiniteRV('F', {1: S.Half, 2: Rational(1, 4), 3: Rational(1, 4)}),
38
+ DiscreteUniform("Y", list(range(5))),
39
+ Die("D"),
40
+ Bernoulli("Be", 0.3),
41
+ Binomial("Bi", 5, 0.4),
42
+ BetaBinomial("Bb", 2, 1, 1),
43
+ Hypergeometric("H", 1, 1, 1),
44
+ Rademacher("R")
45
+ ]
46
+
47
+ size = 3
48
+ scipy = import_module('scipy')
49
+ if not scipy:
50
+ skip('Scipy not installed. Abort tests for _sample_scipy.')
51
+ else:
52
+ for X in distribs_scipy:
53
+ samps = sample(X, size=size)
54
+ samps2 = sample(X, size=(2, 2))
55
+ for sam in samps:
56
+ assert sam in X.pspace.domain.set
57
+ for i in range(2):
58
+ for j in range(2):
59
+ assert samps2[i][j] in X.pspace.domain.set
60
+
61
+
62
+ def test_sample_pymc():
63
+ distribs_pymc = [
64
+ Bernoulli('B', 0.2),
65
+ Binomial('N', 5, 0.4)
66
+ ]
67
+ size = 3
68
+ pymc = import_module('pymc')
69
+ if not pymc:
70
+ skip('PyMC is not installed. Abort tests for _sample_pymc.')
71
+ else:
72
+ for X in distribs_pymc:
73
+ samps = sample(X, size=size, library='pymc')
74
+ for sam in samps:
75
+ assert sam in X.pspace.domain.set
76
+ raises(NotImplementedError,
77
+ lambda: (sample(Die("D"), library='pymc')))
78
+
79
+
80
+ def test_sample_seed():
81
+ F = FiniteRV('F', {1: S.Half, 2: Rational(1, 4), 3: Rational(1, 4)})
82
+ size = 10
83
+ libraries = ['scipy', 'numpy', 'pymc']
84
+ for lib in libraries:
85
+ try:
86
+ imported_lib = import_module(lib)
87
+ if imported_lib:
88
+ s0 = sample(F, size=size, library=lib, seed=0)
89
+ s1 = sample(F, size=size, library=lib, seed=0)
90
+ s2 = sample(F, size=size, library=lib, seed=1)
91
+ assert all(s0 == s1)
92
+ assert not all(s1 == s2)
93
+ except NotImplementedError:
94
+ continue
env-llmeval/lib/python3.10/site-packages/sympy/stats/stochastic_process.py ADDED
@@ -0,0 +1,66 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from sympy.core.basic import Basic
2
+ from sympy.stats.joint_rv import ProductPSpace
3
+ from sympy.stats.rv import ProductDomain, _symbol_converter, Distribution
4
+
5
+
6
+ class StochasticPSpace(ProductPSpace):
7
+ """
8
+ Represents probability space of stochastic processes
9
+ and their random variables. Contains mechanics to do
10
+ computations for queries of stochastic processes.
11
+
12
+ Explanation
13
+ ===========
14
+
15
+ Initialized by symbol, the specific process and
16
+ distribution(optional) if the random indexed symbols
17
+ of the process follows any specific distribution, like,
18
+ in Bernoulli Process, each random indexed symbol follows
19
+ Bernoulli distribution. For processes with memory, this
20
+ parameter should not be passed.
21
+ """
22
+
23
+ def __new__(cls, sym, process, distribution=None):
24
+ sym = _symbol_converter(sym)
25
+ from sympy.stats.stochastic_process_types import StochasticProcess
26
+ if not isinstance(process, StochasticProcess):
27
+ raise TypeError("`process` must be an instance of StochasticProcess.")
28
+ if distribution is None:
29
+ distribution = Distribution()
30
+ return Basic.__new__(cls, sym, process, distribution)
31
+
32
+ @property
33
+ def process(self):
34
+ """
35
+ The associated stochastic process.
36
+ """
37
+ return self.args[1]
38
+
39
+ @property
40
+ def domain(self):
41
+ return ProductDomain(self.process.index_set,
42
+ self.process.state_space)
43
+
44
+ @property
45
+ def symbol(self):
46
+ return self.args[0]
47
+
48
+ @property
49
+ def distribution(self):
50
+ return self.args[2]
51
+
52
+ def probability(self, condition, given_condition=None, evaluate=True, **kwargs):
53
+ """
54
+ Transfers the task of handling queries to the specific stochastic
55
+ process because every process has their own logic of handling such
56
+ queries.
57
+ """
58
+ return self.process.probability(condition, given_condition, evaluate, **kwargs)
59
+
60
+ def compute_expectation(self, expr, condition=None, evaluate=True, **kwargs):
61
+ """
62
+ Transfers the task of handling queries to the specific stochastic
63
+ process because every process has their own logic of handling such
64
+ queries.
65
+ """
66
+ return self.process.expectation(expr, condition, evaluate, **kwargs)
env-llmeval/lib/python3.10/site-packages/sympy/stats/stochastic_process_types.py ADDED
@@ -0,0 +1,2382 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import random
2
+ import itertools
3
+ from typing import (Sequence as tSequence, Union as tUnion, List as tList,
4
+ Tuple as tTuple, Set as tSet)
5
+ from sympy.concrete.summations import Sum
6
+ from sympy.core.add import Add
7
+ from sympy.core.basic import Basic
8
+ from sympy.core.cache import cacheit
9
+ from sympy.core.containers import Tuple
10
+ from sympy.core.expr import Expr
11
+ from sympy.core.function import (Function, Lambda)
12
+ from sympy.core.mul import Mul
13
+ from sympy.core.numbers import (Integer, Rational, igcd, oo, pi)
14
+ from sympy.core.relational import (Eq, Ge, Gt, Le, Lt, Ne)
15
+ from sympy.core.singleton import S
16
+ from sympy.core.symbol import (Dummy, Symbol)
17
+ from sympy.functions.combinatorial.factorials import factorial
18
+ from sympy.functions.elementary.exponential import exp
19
+ from sympy.functions.elementary.integers import ceiling
20
+ from sympy.functions.elementary.miscellaneous import sqrt
21
+ from sympy.functions.elementary.piecewise import Piecewise
22
+ from sympy.functions.special.gamma_functions import gamma
23
+ from sympy.logic.boolalg import (And, Not, Or)
24
+ from sympy.matrices.common import NonSquareMatrixError
25
+ from sympy.matrices.dense import (Matrix, eye, ones, zeros)
26
+ from sympy.matrices.expressions.blockmatrix import BlockMatrix
27
+ from sympy.matrices.expressions.matexpr import MatrixSymbol
28
+ from sympy.matrices.expressions.special import Identity
29
+ from sympy.matrices.immutable import ImmutableMatrix
30
+ from sympy.sets.conditionset import ConditionSet
31
+ from sympy.sets.contains import Contains
32
+ from sympy.sets.fancysets import Range
33
+ from sympy.sets.sets import (FiniteSet, Intersection, Interval, Set, Union)
34
+ from sympy.solvers.solveset import linsolve
35
+ from sympy.tensor.indexed import (Indexed, IndexedBase)
36
+ from sympy.core.relational import Relational
37
+ from sympy.logic.boolalg import Boolean
38
+ from sympy.utilities.exceptions import sympy_deprecation_warning
39
+ from sympy.utilities.iterables import strongly_connected_components
40
+ from sympy.stats.joint_rv import JointDistribution
41
+ from sympy.stats.joint_rv_types import JointDistributionHandmade
42
+ from sympy.stats.rv import (RandomIndexedSymbol, random_symbols, RandomSymbol,
43
+ _symbol_converter, _value_check, pspace, given,
44
+ dependent, is_random, sample_iter, Distribution,
45
+ Density)
46
+ from sympy.stats.stochastic_process import StochasticPSpace
47
+ from sympy.stats.symbolic_probability import Probability, Expectation
48
+ from sympy.stats.frv_types import Bernoulli, BernoulliDistribution, FiniteRV
49
+ from sympy.stats.drv_types import Poisson, PoissonDistribution
50
+ from sympy.stats.crv_types import Normal, NormalDistribution, Gamma, GammaDistribution
51
+ from sympy.core.sympify import _sympify, sympify
52
+
53
+ EmptySet = S.EmptySet
54
+
55
+ __all__ = [
56
+ 'StochasticProcess',
57
+ 'DiscreteTimeStochasticProcess',
58
+ 'DiscreteMarkovChain',
59
+ 'TransitionMatrixOf',
60
+ 'StochasticStateSpaceOf',
61
+ 'GeneratorMatrixOf',
62
+ 'ContinuousMarkovChain',
63
+ 'BernoulliProcess',
64
+ 'PoissonProcess',
65
+ 'WienerProcess',
66
+ 'GammaProcess'
67
+ ]
68
+
69
+
70
+ @is_random.register(Indexed)
71
+ def _(x):
72
+ return is_random(x.base)
73
+
74
+ @is_random.register(RandomIndexedSymbol) # type: ignore
75
+ def _(x):
76
+ return True
77
+
78
+ def _set_converter(itr):
79
+ """
80
+ Helper function for converting list/tuple/set to Set.
81
+ If parameter is not an instance of list/tuple/set then
82
+ no operation is performed.
83
+
84
+ Returns
85
+ =======
86
+
87
+ Set
88
+ The argument converted to Set.
89
+
90
+
91
+ Raises
92
+ ======
93
+
94
+ TypeError
95
+ If the argument is not an instance of list/tuple/set.
96
+ """
97
+ if isinstance(itr, (list, tuple, set)):
98
+ itr = FiniteSet(*itr)
99
+ if not isinstance(itr, Set):
100
+ raise TypeError("%s is not an instance of list/tuple/set."%(itr))
101
+ return itr
102
+
103
+ def _state_converter(itr: tSequence) -> tUnion[Tuple, Range]:
104
+ """
105
+ Helper function for converting list/tuple/set/Range/Tuple/FiniteSet
106
+ to tuple/Range.
107
+ """
108
+ itr_ret: tUnion[Tuple, Range]
109
+
110
+ if isinstance(itr, (Tuple, set, FiniteSet)):
111
+ itr_ret = Tuple(*(sympify(i) if isinstance(i, str) else i for i in itr))
112
+
113
+ elif isinstance(itr, (list, tuple)):
114
+ # check if states are unique
115
+ if len(set(itr)) != len(itr):
116
+ raise ValueError('The state space must have unique elements.')
117
+ itr_ret = Tuple(*(sympify(i) if isinstance(i, str) else i for i in itr))
118
+
119
+ elif isinstance(itr, Range):
120
+ # the only ordered set in SymPy I know of
121
+ # try to convert to tuple
122
+ try:
123
+ itr_ret = Tuple(*(sympify(i) if isinstance(i, str) else i for i in itr))
124
+ except (TypeError, ValueError):
125
+ itr_ret = itr
126
+
127
+ else:
128
+ raise TypeError("%s is not an instance of list/tuple/set/Range/Tuple/FiniteSet." % (itr))
129
+ return itr_ret
130
+
131
+ def _sym_sympify(arg):
132
+ """
133
+ Converts an arbitrary expression to a type that can be used inside SymPy.
134
+ As generally strings are unwise to use in the expressions,
135
+ it returns the Symbol of argument if the string type argument is passed.
136
+
137
+ Parameters
138
+ =========
139
+
140
+ arg: The parameter to be converted to be used in SymPy.
141
+
142
+ Returns
143
+ =======
144
+
145
+ The converted parameter.
146
+
147
+ """
148
+ if isinstance(arg, str):
149
+ return Symbol(arg)
150
+ else:
151
+ return _sympify(arg)
152
+
153
+ def _matrix_checks(matrix):
154
+ if not isinstance(matrix, (Matrix, MatrixSymbol, ImmutableMatrix)):
155
+ raise TypeError("Transition probabilities either should "
156
+ "be a Matrix or a MatrixSymbol.")
157
+ if matrix.shape[0] != matrix.shape[1]:
158
+ raise NonSquareMatrixError("%s is not a square matrix"%(matrix))
159
+ if isinstance(matrix, Matrix):
160
+ matrix = ImmutableMatrix(matrix.tolist())
161
+ return matrix
162
+
163
+ class StochasticProcess(Basic):
164
+ """
165
+ Base class for all the stochastic processes whether
166
+ discrete or continuous.
167
+
168
+ Parameters
169
+ ==========
170
+
171
+ sym: Symbol or str
172
+ state_space: Set
173
+ The state space of the stochastic process, by default S.Reals.
174
+ For discrete sets it is zero indexed.
175
+
176
+ See Also
177
+ ========
178
+
179
+ DiscreteTimeStochasticProcess
180
+ """
181
+
182
+ index_set = S.Reals
183
+
184
+ def __new__(cls, sym, state_space=S.Reals, **kwargs):
185
+ sym = _symbol_converter(sym)
186
+ state_space = _set_converter(state_space)
187
+ return Basic.__new__(cls, sym, state_space)
188
+
189
+ @property
190
+ def symbol(self):
191
+ return self.args[0]
192
+
193
+ @property
194
+ def state_space(self) -> tUnion[FiniteSet, Range]:
195
+ if not isinstance(self.args[1], (FiniteSet, Range)):
196
+ assert isinstance(self.args[1], Tuple)
197
+ return FiniteSet(*self.args[1])
198
+ return self.args[1]
199
+
200
+ def _deprecation_warn_distribution(self):
201
+ sympy_deprecation_warning(
202
+ """
203
+ Calling the distribution method with a RandomIndexedSymbol
204
+ argument, like X.distribution(X(t)) is deprecated. Instead, call
205
+ distribution() with the given timestamp, like
206
+
207
+ X.distribution(t)
208
+ """,
209
+ deprecated_since_version="1.7.1",
210
+ active_deprecations_target="deprecated-distribution-randomindexedsymbol",
211
+ stacklevel=4,
212
+ )
213
+
214
+ def distribution(self, key=None):
215
+ if key is None:
216
+ self._deprecation_warn_distribution()
217
+ return Distribution()
218
+
219
+ def density(self, x):
220
+ return Density()
221
+
222
+ def __call__(self, time):
223
+ """
224
+ Overridden in ContinuousTimeStochasticProcess.
225
+ """
226
+ raise NotImplementedError("Use [] for indexing discrete time stochastic process.")
227
+
228
+ def __getitem__(self, time):
229
+ """
230
+ Overridden in DiscreteTimeStochasticProcess.
231
+ """
232
+ raise NotImplementedError("Use () for indexing continuous time stochastic process.")
233
+
234
+ def probability(self, condition):
235
+ raise NotImplementedError()
236
+
237
+ def joint_distribution(self, *args):
238
+ """
239
+ Computes the joint distribution of the random indexed variables.
240
+
241
+ Parameters
242
+ ==========
243
+
244
+ args: iterable
245
+ The finite list of random indexed variables/the key of a stochastic
246
+ process whose joint distribution has to be computed.
247
+
248
+ Returns
249
+ =======
250
+
251
+ JointDistribution
252
+ The joint distribution of the list of random indexed variables.
253
+ An unevaluated object is returned if it is not possible to
254
+ compute the joint distribution.
255
+
256
+ Raises
257
+ ======
258
+
259
+ ValueError: When the arguments passed are not of type RandomIndexSymbol
260
+ or Number.
261
+ """
262
+ args = list(args)
263
+ for i, arg in enumerate(args):
264
+ if S(arg).is_Number:
265
+ if self.index_set.is_subset(S.Integers):
266
+ args[i] = self.__getitem__(arg)
267
+ else:
268
+ args[i] = self.__call__(arg)
269
+ elif not isinstance(arg, RandomIndexedSymbol):
270
+ raise ValueError("Expected a RandomIndexedSymbol or "
271
+ "key not %s"%(type(arg)))
272
+
273
+ if args[0].pspace.distribution == Distribution():
274
+ return JointDistribution(*args)
275
+ density = Lambda(tuple(args),
276
+ expr=Mul.fromiter(arg.pspace.process.density(arg) for arg in args))
277
+ return JointDistributionHandmade(density)
278
+
279
+ def expectation(self, condition, given_condition):
280
+ raise NotImplementedError("Abstract method for expectation queries.")
281
+
282
+ def sample(self):
283
+ raise NotImplementedError("Abstract method for sampling queries.")
284
+
285
+ class DiscreteTimeStochasticProcess(StochasticProcess):
286
+ """
287
+ Base class for all discrete stochastic processes.
288
+ """
289
+ def __getitem__(self, time):
290
+ """
291
+ For indexing discrete time stochastic processes.
292
+
293
+ Returns
294
+ =======
295
+
296
+ RandomIndexedSymbol
297
+ """
298
+ time = sympify(time)
299
+ if not time.is_symbol and time not in self.index_set:
300
+ raise IndexError("%s is not in the index set of %s"%(time, self.symbol))
301
+ idx_obj = Indexed(self.symbol, time)
302
+ pspace_obj = StochasticPSpace(self.symbol, self, self.distribution(time))
303
+ return RandomIndexedSymbol(idx_obj, pspace_obj)
304
+
305
+ class ContinuousTimeStochasticProcess(StochasticProcess):
306
+ """
307
+ Base class for all continuous time stochastic process.
308
+ """
309
+ def __call__(self, time):
310
+ """
311
+ For indexing continuous time stochastic processes.
312
+
313
+ Returns
314
+ =======
315
+
316
+ RandomIndexedSymbol
317
+ """
318
+ time = sympify(time)
319
+ if not time.is_symbol and time not in self.index_set:
320
+ raise IndexError("%s is not in the index set of %s"%(time, self.symbol))
321
+ func_obj = Function(self.symbol)(time)
322
+ pspace_obj = StochasticPSpace(self.symbol, self, self.distribution(time))
323
+ return RandomIndexedSymbol(func_obj, pspace_obj)
324
+
325
+ class TransitionMatrixOf(Boolean):
326
+ """
327
+ Assumes that the matrix is the transition matrix
328
+ of the process.
329
+ """
330
+
331
+ def __new__(cls, process, matrix):
332
+ if not isinstance(process, DiscreteMarkovChain):
333
+ raise ValueError("Currently only DiscreteMarkovChain "
334
+ "support TransitionMatrixOf.")
335
+ matrix = _matrix_checks(matrix)
336
+ return Basic.__new__(cls, process, matrix)
337
+
338
+ process = property(lambda self: self.args[0])
339
+ matrix = property(lambda self: self.args[1])
340
+
341
+ class GeneratorMatrixOf(TransitionMatrixOf):
342
+ """
343
+ Assumes that the matrix is the generator matrix
344
+ of the process.
345
+ """
346
+
347
+ def __new__(cls, process, matrix):
348
+ if not isinstance(process, ContinuousMarkovChain):
349
+ raise ValueError("Currently only ContinuousMarkovChain "
350
+ "support GeneratorMatrixOf.")
351
+ matrix = _matrix_checks(matrix)
352
+ return Basic.__new__(cls, process, matrix)
353
+
354
+ class StochasticStateSpaceOf(Boolean):
355
+
356
+ def __new__(cls, process, state_space):
357
+ if not isinstance(process, (DiscreteMarkovChain, ContinuousMarkovChain)):
358
+ raise ValueError("Currently only DiscreteMarkovChain and ContinuousMarkovChain "
359
+ "support StochasticStateSpaceOf.")
360
+ state_space = _state_converter(state_space)
361
+ if isinstance(state_space, Range):
362
+ ss_size = ceiling((state_space.stop - state_space.start) / state_space.step)
363
+ else:
364
+ ss_size = len(state_space)
365
+ state_index = Range(ss_size)
366
+ return Basic.__new__(cls, process, state_index)
367
+
368
+ process = property(lambda self: self.args[0])
369
+ state_index = property(lambda self: self.args[1])
370
+
371
+ class MarkovProcess(StochasticProcess):
372
+ """
373
+ Contains methods that handle queries
374
+ common to Markov processes.
375
+ """
376
+
377
+ @property
378
+ def number_of_states(self) -> tUnion[Integer, Symbol]:
379
+ """
380
+ The number of states in the Markov Chain.
381
+ """
382
+ return _sympify(self.args[2].shape[0]) # type: ignore
383
+
384
+ @property
385
+ def _state_index(self):
386
+ """
387
+ Returns state index as Range.
388
+ """
389
+ return self.args[1]
390
+
391
+ @classmethod
392
+ def _sanity_checks(cls, state_space, trans_probs):
393
+ # Try to never have None as state_space or trans_probs.
394
+ # This helps a lot if we get it done at the start.
395
+ if (state_space is None) and (trans_probs is None):
396
+ _n = Dummy('n', integer=True, nonnegative=True)
397
+ state_space = _state_converter(Range(_n))
398
+ trans_probs = _matrix_checks(MatrixSymbol('_T', _n, _n))
399
+
400
+ elif state_space is None:
401
+ trans_probs = _matrix_checks(trans_probs)
402
+ state_space = _state_converter(Range(trans_probs.shape[0]))
403
+
404
+ elif trans_probs is None:
405
+ state_space = _state_converter(state_space)
406
+ if isinstance(state_space, Range):
407
+ _n = ceiling((state_space.stop - state_space.start) / state_space.step)
408
+ else:
409
+ _n = len(state_space)
410
+ trans_probs = MatrixSymbol('_T', _n, _n)
411
+
412
+ else:
413
+ state_space = _state_converter(state_space)
414
+ trans_probs = _matrix_checks(trans_probs)
415
+ # Range object doesn't want to give a symbolic size
416
+ # so we do it ourselves.
417
+ if isinstance(state_space, Range):
418
+ ss_size = ceiling((state_space.stop - state_space.start) / state_space.step)
419
+ else:
420
+ ss_size = len(state_space)
421
+ if ss_size != trans_probs.shape[0]:
422
+ raise ValueError('The size of the state space and the number of '
423
+ 'rows of the transition matrix must be the same.')
424
+
425
+ return state_space, trans_probs
426
+
427
+ def _extract_information(self, given_condition):
428
+ """
429
+ Helper function to extract information, like,
430
+ transition matrix/generator matrix, state space, etc.
431
+ """
432
+ if isinstance(self, DiscreteMarkovChain):
433
+ trans_probs = self.transition_probabilities
434
+ state_index = self._state_index
435
+ elif isinstance(self, ContinuousMarkovChain):
436
+ trans_probs = self.generator_matrix
437
+ state_index = self._state_index
438
+ if isinstance(given_condition, And):
439
+ gcs = given_condition.args
440
+ given_condition = S.true
441
+ for gc in gcs:
442
+ if isinstance(gc, TransitionMatrixOf):
443
+ trans_probs = gc.matrix
444
+ if isinstance(gc, StochasticStateSpaceOf):
445
+ state_index = gc.state_index
446
+ if isinstance(gc, Relational):
447
+ given_condition = given_condition & gc
448
+ if isinstance(given_condition, TransitionMatrixOf):
449
+ trans_probs = given_condition.matrix
450
+ given_condition = S.true
451
+ if isinstance(given_condition, StochasticStateSpaceOf):
452
+ state_index = given_condition.state_index
453
+ given_condition = S.true
454
+ return trans_probs, state_index, given_condition
455
+
456
+ def _check_trans_probs(self, trans_probs, row_sum=1):
457
+ """
458
+ Helper function for checking the validity of transition
459
+ probabilities.
460
+ """
461
+ if not isinstance(trans_probs, MatrixSymbol):
462
+ rows = trans_probs.tolist()
463
+ for row in rows:
464
+ if (sum(row) - row_sum) != 0:
465
+ raise ValueError("Values in a row must sum to %s. "
466
+ "If you are using Float or floats then please use Rational."%(row_sum))
467
+
468
+ def _work_out_state_index(self, state_index, given_condition, trans_probs):
469
+ """
470
+ Helper function to extract state space if there
471
+ is a random symbol in the given condition.
472
+ """
473
+ # if given condition is None, then there is no need to work out
474
+ # state_space from random variables
475
+ if given_condition != None:
476
+ rand_var = list(given_condition.atoms(RandomSymbol) -
477
+ given_condition.atoms(RandomIndexedSymbol))
478
+ if len(rand_var) == 1:
479
+ state_index = rand_var[0].pspace.set
480
+
481
+ # `not None` is `True`. So the old test fails for symbolic sizes.
482
+ # Need to build the statement differently.
483
+ sym_cond = not self.number_of_states.is_Integer
484
+ cond1 = not sym_cond and len(state_index) != trans_probs.shape[0]
485
+ if cond1:
486
+ raise ValueError("state space is not compatible with the transition probabilities.")
487
+ if not isinstance(trans_probs.shape[0], Symbol):
488
+ state_index = FiniteSet(*range(trans_probs.shape[0]))
489
+ return state_index
490
+
491
+ @cacheit
492
+ def _preprocess(self, given_condition, evaluate):
493
+ """
494
+ Helper function for pre-processing the information.
495
+ """
496
+ is_insufficient = False
497
+
498
+ if not evaluate: # avoid pre-processing if the result is not to be evaluated
499
+ return (True, None, None, None)
500
+
501
+ # extracting transition matrix and state space
502
+ trans_probs, state_index, given_condition = self._extract_information(given_condition)
503
+
504
+ # given_condition does not have sufficient information
505
+ # for computations
506
+ if trans_probs is None or \
507
+ given_condition is None:
508
+ is_insufficient = True
509
+ else:
510
+ # checking transition probabilities
511
+ if isinstance(self, DiscreteMarkovChain):
512
+ self._check_trans_probs(trans_probs, row_sum=1)
513
+ elif isinstance(self, ContinuousMarkovChain):
514
+ self._check_trans_probs(trans_probs, row_sum=0)
515
+
516
+ # working out state space
517
+ state_index = self._work_out_state_index(state_index, given_condition, trans_probs)
518
+
519
+ return is_insufficient, trans_probs, state_index, given_condition
520
+
521
+ def replace_with_index(self, condition):
522
+ if isinstance(condition, Relational):
523
+ lhs, rhs = condition.lhs, condition.rhs
524
+ if not isinstance(lhs, RandomIndexedSymbol):
525
+ lhs, rhs = rhs, lhs
526
+ condition = type(condition)(self.index_of.get(lhs, lhs),
527
+ self.index_of.get(rhs, rhs))
528
+ return condition
529
+
530
+ def probability(self, condition, given_condition=None, evaluate=True, **kwargs):
531
+ """
532
+ Handles probability queries for Markov process.
533
+
534
+ Parameters
535
+ ==========
536
+
537
+ condition: Relational
538
+ given_condition: Relational/And
539
+
540
+ Returns
541
+ =======
542
+ Probability
543
+ If the information is not sufficient.
544
+ Expr
545
+ In all other cases.
546
+
547
+ Note
548
+ ====
549
+ Any information passed at the time of query overrides
550
+ any information passed at the time of object creation like
551
+ transition probabilities, state space.
552
+ Pass the transition matrix using TransitionMatrixOf,
553
+ generator matrix using GeneratorMatrixOf and state space
554
+ using StochasticStateSpaceOf in given_condition using & or And.
555
+ """
556
+ check, mat, state_index, new_given_condition = \
557
+ self._preprocess(given_condition, evaluate)
558
+
559
+ rv = list(condition.atoms(RandomIndexedSymbol))
560
+ symbolic = False
561
+ for sym in rv:
562
+ if sym.key.is_symbol:
563
+ symbolic = True
564
+ break
565
+
566
+ if check:
567
+ return Probability(condition, new_given_condition)
568
+
569
+ if isinstance(self, ContinuousMarkovChain):
570
+ trans_probs = self.transition_probabilities(mat)
571
+ elif isinstance(self, DiscreteMarkovChain):
572
+ trans_probs = mat
573
+ condition = self.replace_with_index(condition)
574
+ given_condition = self.replace_with_index(given_condition)
575
+ new_given_condition = self.replace_with_index(new_given_condition)
576
+
577
+ if isinstance(condition, Relational):
578
+ if isinstance(new_given_condition, And):
579
+ gcs = new_given_condition.args
580
+ else:
581
+ gcs = (new_given_condition, )
582
+ min_key_rv = list(new_given_condition.atoms(RandomIndexedSymbol))
583
+
584
+ if len(min_key_rv):
585
+ min_key_rv = min_key_rv[0]
586
+ for r in rv:
587
+ if min_key_rv.key.is_symbol or r.key.is_symbol:
588
+ continue
589
+ if min_key_rv.key > r.key:
590
+ return Probability(condition)
591
+ else:
592
+ min_key_rv = None
593
+ return Probability(condition)
594
+
595
+ if symbolic:
596
+ return self._symbolic_probability(condition, new_given_condition, rv, min_key_rv)
597
+
598
+ if len(rv) > 1:
599
+ rv[0] = condition.lhs
600
+ rv[1] = condition.rhs
601
+ if rv[0].key < rv[1].key:
602
+ rv[0], rv[1] = rv[1], rv[0]
603
+ if isinstance(condition, Gt):
604
+ condition = Lt(condition.lhs, condition.rhs)
605
+ elif isinstance(condition, Lt):
606
+ condition = Gt(condition.lhs, condition.rhs)
607
+ elif isinstance(condition, Ge):
608
+ condition = Le(condition.lhs, condition.rhs)
609
+ elif isinstance(condition, Le):
610
+ condition = Ge(condition.lhs, condition.rhs)
611
+ s = Rational(0, 1)
612
+ n = len(self.state_space)
613
+
614
+ if isinstance(condition, (Eq, Ne)):
615
+ for i in range(0, n):
616
+ s += self.probability(Eq(rv[0], i), Eq(rv[1], i)) * self.probability(Eq(rv[1], i), new_given_condition)
617
+ return s if isinstance(condition, Eq) else 1 - s
618
+ else:
619
+ upper = 0
620
+ greater = False
621
+ if isinstance(condition, (Ge, Lt)):
622
+ upper = 1
623
+ if isinstance(condition, (Ge, Gt)):
624
+ greater = True
625
+
626
+ for i in range(0, n):
627
+ if i <= n//2:
628
+ for j in range(0, i + upper):
629
+ s += self.probability(Eq(rv[0], i), Eq(rv[1], j)) * self.probability(Eq(rv[1], j), new_given_condition)
630
+ else:
631
+ s += self.probability(Eq(rv[0], i), new_given_condition)
632
+ for j in range(i + upper, n):
633
+ s -= self.probability(Eq(rv[0], i), Eq(rv[1], j)) * self.probability(Eq(rv[1], j), new_given_condition)
634
+ return s if greater else 1 - s
635
+
636
+ rv = rv[0]
637
+ states = condition.as_set()
638
+ prob, gstate = {}, None
639
+ for gc in gcs:
640
+ if gc.has(min_key_rv):
641
+ if gc.has(Probability):
642
+ p, gp = (gc.rhs, gc.lhs) if isinstance(gc.lhs, Probability) \
643
+ else (gc.lhs, gc.rhs)
644
+ gr = gp.args[0]
645
+ gset = Intersection(gr.as_set(), state_index)
646
+ gstate = list(gset)[0]
647
+ prob[gset] = p
648
+ else:
649
+ _, gstate = (gc.lhs.key, gc.rhs) if isinstance(gc.lhs, RandomIndexedSymbol) \
650
+ else (gc.rhs.key, gc.lhs)
651
+
652
+ if not all(k in self.index_set for k in (rv.key, min_key_rv.key)):
653
+ raise IndexError("The timestamps of the process are not in it's index set.")
654
+ states = Intersection(states, state_index) if not isinstance(self.number_of_states, Symbol) else states
655
+ for state in Union(states, FiniteSet(gstate)):
656
+ if not state.is_Integer or Ge(state, mat.shape[0]) is True:
657
+ raise IndexError("No information is available for (%s, %s) in "
658
+ "transition probabilities of shape, (%s, %s). "
659
+ "State space is zero indexed."
660
+ %(gstate, state, mat.shape[0], mat.shape[1]))
661
+ if prob:
662
+ gstates = Union(*prob.keys())
663
+ if len(gstates) == 1:
664
+ gstate = list(gstates)[0]
665
+ gprob = list(prob.values())[0]
666
+ prob[gstates] = gprob
667
+ elif len(gstates) == len(state_index) - 1:
668
+ gstate = list(state_index - gstates)[0]
669
+ gprob = S.One - sum(prob.values())
670
+ prob[state_index - gstates] = gprob
671
+ else:
672
+ raise ValueError("Conflicting information.")
673
+ else:
674
+ gprob = S.One
675
+
676
+ if min_key_rv == rv:
677
+ return sum([prob[FiniteSet(state)] for state in states])
678
+ if isinstance(self, ContinuousMarkovChain):
679
+ return gprob * sum([trans_probs(rv.key - min_key_rv.key).__getitem__((gstate, state))
680
+ for state in states])
681
+ if isinstance(self, DiscreteMarkovChain):
682
+ return gprob * sum([(trans_probs**(rv.key - min_key_rv.key)).__getitem__((gstate, state))
683
+ for state in states])
684
+
685
+ if isinstance(condition, Not):
686
+ expr = condition.args[0]
687
+ return S.One - self.probability(expr, given_condition, evaluate, **kwargs)
688
+
689
+ if isinstance(condition, And):
690
+ compute_later, state2cond, conds = [], {}, condition.args
691
+ for expr in conds:
692
+ if isinstance(expr, Relational):
693
+ ris = list(expr.atoms(RandomIndexedSymbol))[0]
694
+ if state2cond.get(ris, None) is None:
695
+ state2cond[ris] = S.true
696
+ state2cond[ris] &= expr
697
+ else:
698
+ compute_later.append(expr)
699
+ ris = []
700
+ for ri in state2cond:
701
+ ris.append(ri)
702
+ cset = Intersection(state2cond[ri].as_set(), state_index)
703
+ if len(cset) == 0:
704
+ return S.Zero
705
+ state2cond[ri] = cset.as_relational(ri)
706
+ sorted_ris = sorted(ris, key=lambda ri: ri.key)
707
+ prod = self.probability(state2cond[sorted_ris[0]], given_condition, evaluate, **kwargs)
708
+ for i in range(1, len(sorted_ris)):
709
+ ri, prev_ri = sorted_ris[i], sorted_ris[i-1]
710
+ if not isinstance(state2cond[ri], Eq):
711
+ raise ValueError("The process is in multiple states at %s, unable to determine the probability."%(ri))
712
+ mat_of = TransitionMatrixOf(self, mat) if isinstance(self, DiscreteMarkovChain) else GeneratorMatrixOf(self, mat)
713
+ prod *= self.probability(state2cond[ri], state2cond[prev_ri]
714
+ & mat_of
715
+ & StochasticStateSpaceOf(self, state_index),
716
+ evaluate, **kwargs)
717
+ for expr in compute_later:
718
+ prod *= self.probability(expr, given_condition, evaluate, **kwargs)
719
+ return prod
720
+
721
+ if isinstance(condition, Or):
722
+ return sum([self.probability(expr, given_condition, evaluate, **kwargs)
723
+ for expr in condition.args])
724
+
725
+ raise NotImplementedError("Mechanism for handling (%s, %s) queries hasn't been "
726
+ "implemented yet."%(condition, given_condition))
727
+
728
+ def _symbolic_probability(self, condition, new_given_condition, rv, min_key_rv):
729
+ #Function to calculate probability for queries with symbols
730
+ if isinstance(condition, Relational):
731
+ curr_state = new_given_condition.rhs if isinstance(new_given_condition.lhs, RandomIndexedSymbol) \
732
+ else new_given_condition.lhs
733
+ next_state = condition.rhs if isinstance(condition.lhs, RandomIndexedSymbol) \
734
+ else condition.lhs
735
+
736
+ if isinstance(condition, (Eq, Ne)):
737
+ if isinstance(self, DiscreteMarkovChain):
738
+ P = self.transition_probabilities**(rv[0].key - min_key_rv.key)
739
+ else:
740
+ P = exp(self.generator_matrix*(rv[0].key - min_key_rv.key))
741
+ prob = P[curr_state, next_state] if isinstance(condition, Eq) else 1 - P[curr_state, next_state]
742
+ return Piecewise((prob, rv[0].key > min_key_rv.key), (Probability(condition), True))
743
+ else:
744
+ upper = 1
745
+ greater = False
746
+ if isinstance(condition, (Ge, Lt)):
747
+ upper = 0
748
+ if isinstance(condition, (Ge, Gt)):
749
+ greater = True
750
+ k = Dummy('k')
751
+ condition = Eq(condition.lhs, k) if isinstance(condition.lhs, RandomIndexedSymbol)\
752
+ else Eq(condition.rhs, k)
753
+ total = Sum(self.probability(condition, new_given_condition), (k, next_state + upper, self.state_space._sup))
754
+ return Piecewise((total, rv[0].key > min_key_rv.key), (Probability(condition), True)) if greater\
755
+ else Piecewise((1 - total, rv[0].key > min_key_rv.key), (Probability(condition), True))
756
+ else:
757
+ return Probability(condition, new_given_condition)
758
+
759
+ def expectation(self, expr, condition=None, evaluate=True, **kwargs):
760
+ """
761
+ Handles expectation queries for markov process.
762
+
763
+ Parameters
764
+ ==========
765
+
766
+ expr: RandomIndexedSymbol, Relational, Logic
767
+ Condition for which expectation has to be computed. Must
768
+ contain a RandomIndexedSymbol of the process.
769
+ condition: Relational, Logic
770
+ The given conditions under which computations should be done.
771
+
772
+ Returns
773
+ =======
774
+
775
+ Expectation
776
+ Unevaluated object if computations cannot be done due to
777
+ insufficient information.
778
+ Expr
779
+ In all other cases when the computations are successful.
780
+
781
+ Note
782
+ ====
783
+
784
+ Any information passed at the time of query overrides
785
+ any information passed at the time of object creation like
786
+ transition probabilities, state space.
787
+
788
+ Pass the transition matrix using TransitionMatrixOf,
789
+ generator matrix using GeneratorMatrixOf and state space
790
+ using StochasticStateSpaceOf in given_condition using & or And.
791
+ """
792
+
793
+ check, mat, state_index, condition = \
794
+ self._preprocess(condition, evaluate)
795
+
796
+ if check:
797
+ return Expectation(expr, condition)
798
+
799
+ rvs = random_symbols(expr)
800
+ if isinstance(expr, Expr) and isinstance(condition, Eq) \
801
+ and len(rvs) == 1:
802
+ # handle queries similar to E(f(X[i]), Eq(X[i-m], <some-state>))
803
+ condition=self.replace_with_index(condition)
804
+ state_index=self.replace_with_index(state_index)
805
+ rv = list(rvs)[0]
806
+ lhsg, rhsg = condition.lhs, condition.rhs
807
+ if not isinstance(lhsg, RandomIndexedSymbol):
808
+ lhsg, rhsg = (rhsg, lhsg)
809
+ if rhsg not in state_index:
810
+ raise ValueError("%s state is not in the state space."%(rhsg))
811
+ if rv.key < lhsg.key:
812
+ raise ValueError("Incorrect given condition is given, expectation "
813
+ "time %s < time %s"%(rv.key, rv.key))
814
+ mat_of = TransitionMatrixOf(self, mat) if isinstance(self, DiscreteMarkovChain) else GeneratorMatrixOf(self, mat)
815
+ cond = condition & mat_of & \
816
+ StochasticStateSpaceOf(self, state_index)
817
+ func = lambda s: self.probability(Eq(rv, s), cond) * expr.subs(rv, self._state_index[s])
818
+ return sum([func(s) for s in state_index])
819
+
820
+ raise NotImplementedError("Mechanism for handling (%s, %s) queries hasn't been "
821
+ "implemented yet."%(expr, condition))
822
+
823
+ class DiscreteMarkovChain(DiscreteTimeStochasticProcess, MarkovProcess):
824
+ """
825
+ Represents a finite discrete time-homogeneous Markov chain.
826
+
827
+ This type of Markov Chain can be uniquely characterised by
828
+ its (ordered) state space and its one-step transition probability
829
+ matrix.
830
+
831
+ Parameters
832
+ ==========
833
+
834
+ sym:
835
+ The name given to the Markov Chain
836
+ state_space:
837
+ Optional, by default, Range(n)
838
+ trans_probs:
839
+ Optional, by default, MatrixSymbol('_T', n, n)
840
+
841
+ Examples
842
+ ========
843
+
844
+ >>> from sympy.stats import DiscreteMarkovChain, TransitionMatrixOf, P, E
845
+ >>> from sympy import Matrix, MatrixSymbol, Eq, symbols
846
+ >>> T = Matrix([[0.5, 0.2, 0.3],[0.2, 0.5, 0.3],[0.2, 0.3, 0.5]])
847
+ >>> Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
848
+ >>> YS = DiscreteMarkovChain("Y")
849
+
850
+ >>> Y.state_space
851
+ {0, 1, 2}
852
+ >>> Y.transition_probabilities
853
+ Matrix([
854
+ [0.5, 0.2, 0.3],
855
+ [0.2, 0.5, 0.3],
856
+ [0.2, 0.3, 0.5]])
857
+ >>> TS = MatrixSymbol('T', 3, 3)
858
+ >>> P(Eq(YS[3], 2), Eq(YS[1], 1) & TransitionMatrixOf(YS, TS))
859
+ T[0, 2]*T[1, 0] + T[1, 1]*T[1, 2] + T[1, 2]*T[2, 2]
860
+ >>> P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2)
861
+ 0.36
862
+
863
+ Probabilities will be calculated based on indexes rather
864
+ than state names. For example, with the Sunny-Cloudy-Rainy
865
+ model with string state names:
866
+
867
+ >>> from sympy.core.symbol import Str
868
+ >>> Y = DiscreteMarkovChain("Y", [Str('Sunny'), Str('Cloudy'), Str('Rainy')], T)
869
+ >>> P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2)
870
+ 0.36
871
+
872
+ This gives the same answer as the ``[0, 1, 2]`` state space.
873
+ Currently, there is no support for state names within probability
874
+ and expectation statements. Here is a work-around using ``Str``:
875
+
876
+ >>> P(Eq(Str('Rainy'), Y[3]), Eq(Y[1], Str('Cloudy'))).round(2)
877
+ 0.36
878
+
879
+ Symbol state names can also be used:
880
+
881
+ >>> sunny, cloudy, rainy = symbols('Sunny, Cloudy, Rainy')
882
+ >>> Y = DiscreteMarkovChain("Y", [sunny, cloudy, rainy], T)
883
+ >>> P(Eq(Y[3], rainy), Eq(Y[1], cloudy)).round(2)
884
+ 0.36
885
+
886
+ Expectations will be calculated as follows:
887
+
888
+ >>> E(Y[3], Eq(Y[1], cloudy))
889
+ 0.38*Cloudy + 0.36*Rainy + 0.26*Sunny
890
+
891
+ Probability of expressions with multiple RandomIndexedSymbols
892
+ can also be calculated provided there is only 1 RandomIndexedSymbol
893
+ in the given condition. It is always better to use Rational instead
894
+ of floating point numbers for the probabilities in the
895
+ transition matrix to avoid errors.
896
+
897
+ >>> from sympy import Gt, Le, Rational
898
+ >>> T = Matrix([[Rational(5, 10), Rational(3, 10), Rational(2, 10)], [Rational(2, 10), Rational(7, 10), Rational(1, 10)], [Rational(3, 10), Rational(3, 10), Rational(4, 10)]])
899
+ >>> Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
900
+ >>> P(Eq(Y[3], Y[1]), Eq(Y[0], 0)).round(3)
901
+ 0.409
902
+ >>> P(Gt(Y[3], Y[1]), Eq(Y[0], 0)).round(2)
903
+ 0.36
904
+ >>> P(Le(Y[15], Y[10]), Eq(Y[8], 2)).round(7)
905
+ 0.6963328
906
+
907
+ Symbolic probability queries are also supported
908
+
909
+ >>> a, b, c, d = symbols('a b c d')
910
+ >>> T = Matrix([[Rational(1, 10), Rational(4, 10), Rational(5, 10)], [Rational(3, 10), Rational(4, 10), Rational(3, 10)], [Rational(7, 10), Rational(2, 10), Rational(1, 10)]])
911
+ >>> Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
912
+ >>> query = P(Eq(Y[a], b), Eq(Y[c], d))
913
+ >>> query.subs({a:10, b:2, c:5, d:1}).round(4)
914
+ 0.3096
915
+ >>> P(Eq(Y[10], 2), Eq(Y[5], 1)).evalf().round(4)
916
+ 0.3096
917
+ >>> query_gt = P(Gt(Y[a], b), Eq(Y[c], d))
918
+ >>> query_gt.subs({a:21, b:0, c:5, d:0}).evalf().round(5)
919
+ 0.64705
920
+ >>> P(Gt(Y[21], 0), Eq(Y[5], 0)).round(5)
921
+ 0.64705
922
+
923
+ There is limited support for arbitrarily sized states:
924
+
925
+ >>> n = symbols('n', nonnegative=True, integer=True)
926
+ >>> T = MatrixSymbol('T', n, n)
927
+ >>> Y = DiscreteMarkovChain("Y", trans_probs=T)
928
+ >>> Y.state_space
929
+ Range(0, n, 1)
930
+ >>> query = P(Eq(Y[a], b), Eq(Y[c], d))
931
+ >>> query.subs({a:10, b:2, c:5, d:1})
932
+ (T**5)[1, 2]
933
+
934
+ References
935
+ ==========
936
+
937
+ .. [1] https://en.wikipedia.org/wiki/Markov_chain#Discrete-time_Markov_chain
938
+ .. [2] https://web.archive.org/web/20201230182007/https://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter11.pdf
939
+ """
940
+ index_set = S.Naturals0
941
+
942
+ def __new__(cls, sym, state_space=None, trans_probs=None):
943
+ sym = _symbol_converter(sym)
944
+
945
+ state_space, trans_probs = MarkovProcess._sanity_checks(state_space, trans_probs)
946
+
947
+ obj = Basic.__new__(cls, sym, state_space, trans_probs) # type: ignore
948
+ indices = {}
949
+ if isinstance(obj.number_of_states, Integer):
950
+ for index, state in enumerate(obj._state_index):
951
+ indices[state] = index
952
+ obj.index_of = indices
953
+ return obj
954
+
955
+ @property
956
+ def transition_probabilities(self):
957
+ """
958
+ Transition probabilities of discrete Markov chain,
959
+ either an instance of Matrix or MatrixSymbol.
960
+ """
961
+ return self.args[2]
962
+
963
+ def communication_classes(self) -> tList[tTuple[tList[Basic], Boolean, Integer]]:
964
+ """
965
+ Returns the list of communication classes that partition
966
+ the states of the markov chain.
967
+
968
+ A communication class is defined to be a set of states
969
+ such that every state in that set is reachable from
970
+ every other state in that set. Due to its properties
971
+ this forms a class in the mathematical sense.
972
+ Communication classes are also known as recurrence
973
+ classes.
974
+
975
+ Returns
976
+ =======
977
+
978
+ classes
979
+ The ``classes`` are a list of tuples. Each
980
+ tuple represents a single communication class
981
+ with its properties. The first element in the
982
+ tuple is the list of states in the class, the
983
+ second element is whether the class is recurrent
984
+ and the third element is the period of the
985
+ communication class.
986
+
987
+ Examples
988
+ ========
989
+
990
+ >>> from sympy.stats import DiscreteMarkovChain
991
+ >>> from sympy import Matrix
992
+ >>> T = Matrix([[0, 1, 0],
993
+ ... [1, 0, 0],
994
+ ... [1, 0, 0]])
995
+ >>> X = DiscreteMarkovChain('X', [1, 2, 3], T)
996
+ >>> classes = X.communication_classes()
997
+ >>> for states, is_recurrent, period in classes:
998
+ ... states, is_recurrent, period
999
+ ([1, 2], True, 2)
1000
+ ([3], False, 1)
1001
+
1002
+ From this we can see that states ``1`` and ``2``
1003
+ communicate, are recurrent and have a period
1004
+ of 2. We can also see state ``3`` is transient
1005
+ with a period of 1.
1006
+
1007
+ Notes
1008
+ =====
1009
+
1010
+ The algorithm used is of order ``O(n**2)`` where
1011
+ ``n`` is the number of states in the markov chain.
1012
+ It uses Tarjan's algorithm to find the classes
1013
+ themselves and then it uses a breadth-first search
1014
+ algorithm to find each class's periodicity.
1015
+ Most of the algorithm's components approach ``O(n)``
1016
+ as the matrix becomes more and more sparse.
1017
+
1018
+ References
1019
+ ==========
1020
+
1021
+ .. [1] https://web.archive.org/web/20220207032113/https://www.columbia.edu/~ww2040/4701Sum07/4701-06-Notes-MCII.pdf
1022
+ .. [2] https://cecas.clemson.edu/~shierd/Shier/markov.pdf
1023
+ .. [3] https://ujcontent.uj.ac.za/esploro/outputs/graduate/Markov-chains--a-graph-theoretical/999849107691#file-0
1024
+ .. [4] https://www.mathworks.com/help/econ/dtmc.classify.html
1025
+ """
1026
+ n = self.number_of_states
1027
+ T = self.transition_probabilities
1028
+
1029
+ if isinstance(T, MatrixSymbol):
1030
+ raise NotImplementedError("Cannot perform the operation with a symbolic matrix.")
1031
+
1032
+ # begin Tarjan's algorithm
1033
+ V = Range(n)
1034
+ # don't use state names. Rather use state
1035
+ # indexes since we use them for matrix
1036
+ # indexing here and later onward
1037
+ E = [(i, j) for i in V for j in V if T[i, j] != 0]
1038
+ classes = strongly_connected_components((V, E))
1039
+ # end Tarjan's algorithm
1040
+
1041
+ recurrence = []
1042
+ periods = []
1043
+ for class_ in classes:
1044
+ # begin recurrent check (similar to self._check_trans_probs())
1045
+ submatrix = T[class_, class_] # get the submatrix with those states
1046
+ is_recurrent = S.true
1047
+ rows = submatrix.tolist()
1048
+ for row in rows:
1049
+ if (sum(row) - 1) != 0:
1050
+ is_recurrent = S.false
1051
+ break
1052
+ recurrence.append(is_recurrent)
1053
+ # end recurrent check
1054
+
1055
+ # begin breadth-first search
1056
+ non_tree_edge_values: tSet[int] = set()
1057
+ visited = {class_[0]}
1058
+ newly_visited = {class_[0]}
1059
+ level = {class_[0]: 0}
1060
+ current_level = 0
1061
+ done = False # imitate a do-while loop
1062
+ while not done: # runs at most len(class_) times
1063
+ done = len(visited) == len(class_)
1064
+ current_level += 1
1065
+
1066
+ # this loop and the while loop above run a combined len(class_) number of times.
1067
+ # so this triple nested loop runs through each of the n states once.
1068
+ for i in newly_visited:
1069
+
1070
+ # the loop below runs len(class_) number of times
1071
+ # complexity is around about O(n * avg(len(class_)))
1072
+ newly_visited = {j for j in class_ if T[i, j] != 0}
1073
+
1074
+ new_tree_edges = newly_visited.difference(visited)
1075
+ for j in new_tree_edges:
1076
+ level[j] = current_level
1077
+
1078
+ new_non_tree_edges = newly_visited.intersection(visited)
1079
+ new_non_tree_edge_values = {level[i]-level[j]+1 for j in new_non_tree_edges}
1080
+
1081
+ non_tree_edge_values = non_tree_edge_values.union(new_non_tree_edge_values)
1082
+ visited = visited.union(new_tree_edges)
1083
+
1084
+ # igcd needs at least 2 arguments
1085
+ positive_ntev = {val_e for val_e in non_tree_edge_values if val_e > 0}
1086
+ if len(positive_ntev) == 0:
1087
+ periods.append(len(class_))
1088
+ elif len(positive_ntev) == 1:
1089
+ periods.append(positive_ntev.pop())
1090
+ else:
1091
+ periods.append(igcd(*positive_ntev))
1092
+ # end breadth-first search
1093
+
1094
+ # convert back to the user's state names
1095
+ classes = [[_sympify(self._state_index[i]) for i in class_] for class_ in classes]
1096
+ return list(zip(classes, recurrence, map(Integer,periods)))
1097
+
1098
+ def fundamental_matrix(self):
1099
+ """
1100
+ Each entry fundamental matrix can be interpreted as
1101
+ the expected number of times the chains is in state j
1102
+ if it started in state i.
1103
+
1104
+ References
1105
+ ==========
1106
+
1107
+ .. [1] https://lips.cs.princeton.edu/the-fundamental-matrix-of-a-finite-markov-chain/
1108
+
1109
+ """
1110
+ _, _, _, Q = self.decompose()
1111
+
1112
+ if Q.shape[0] > 0: # if non-ergodic
1113
+ I = eye(Q.shape[0])
1114
+ if (I - Q).det() == 0:
1115
+ raise ValueError("The fundamental matrix doesn't exist.")
1116
+ return (I - Q).inv().as_immutable()
1117
+ else: # if ergodic
1118
+ P = self.transition_probabilities
1119
+ I = eye(P.shape[0])
1120
+ w = self.fixed_row_vector()
1121
+ W = Matrix([list(w) for i in range(0, P.shape[0])])
1122
+ if (I - P + W).det() == 0:
1123
+ raise ValueError("The fundamental matrix doesn't exist.")
1124
+ return (I - P + W).inv().as_immutable()
1125
+
1126
+ def absorbing_probabilities(self):
1127
+ """
1128
+ Computes the absorbing probabilities, i.e.
1129
+ the ij-th entry of the matrix denotes the
1130
+ probability of Markov chain being absorbed
1131
+ in state j starting from state i.
1132
+ """
1133
+ _, _, R, _ = self.decompose()
1134
+ N = self.fundamental_matrix()
1135
+ if R is None or N is None:
1136
+ return None
1137
+ return N*R
1138
+
1139
+ def absorbing_probabilites(self):
1140
+ sympy_deprecation_warning(
1141
+ """
1142
+ DiscreteMarkovChain.absorbing_probabilites() is deprecated. Use
1143
+ absorbing_probabilities() instead (note the spelling difference).
1144
+ """,
1145
+ deprecated_since_version="1.7",
1146
+ active_deprecations_target="deprecated-absorbing_probabilites",
1147
+ )
1148
+ return self.absorbing_probabilities()
1149
+
1150
+ def is_regular(self):
1151
+ tuples = self.communication_classes()
1152
+ if len(tuples) == 0:
1153
+ return S.false # not defined for a 0x0 matrix
1154
+ classes, _, periods = list(zip(*tuples))
1155
+ return And(len(classes) == 1, periods[0] == 1)
1156
+
1157
+ def is_ergodic(self):
1158
+ tuples = self.communication_classes()
1159
+ if len(tuples) == 0:
1160
+ return S.false # not defined for a 0x0 matrix
1161
+ classes, _, _ = list(zip(*tuples))
1162
+ return S(len(classes) == 1)
1163
+
1164
+ def is_absorbing_state(self, state):
1165
+ trans_probs = self.transition_probabilities
1166
+ if isinstance(trans_probs, ImmutableMatrix) and \
1167
+ state < trans_probs.shape[0]:
1168
+ return S(trans_probs[state, state]) is S.One
1169
+
1170
+ def is_absorbing_chain(self):
1171
+ states, A, B, C = self.decompose()
1172
+ r = A.shape[0]
1173
+ return And(r > 0, A == Identity(r).as_explicit())
1174
+
1175
+ def stationary_distribution(self, condition_set=False) -> tUnion[ImmutableMatrix, ConditionSet, Lambda]:
1176
+ r"""
1177
+ The stationary distribution is any row vector, p, that solves p = pP,
1178
+ is row stochastic and each element in p must be nonnegative.
1179
+ That means in matrix form: :math:`(P-I)^T p^T = 0` and
1180
+ :math:`(1, \dots, 1) p = 1`
1181
+ where ``P`` is the one-step transition matrix.
1182
+
1183
+ All time-homogeneous Markov Chains with a finite state space
1184
+ have at least one stationary distribution. In addition, if
1185
+ a finite time-homogeneous Markov Chain is irreducible, the
1186
+ stationary distribution is unique.
1187
+
1188
+ Parameters
1189
+ ==========
1190
+
1191
+ condition_set : bool
1192
+ If the chain has a symbolic size or transition matrix,
1193
+ it will return a ``Lambda`` if ``False`` and return a
1194
+ ``ConditionSet`` if ``True``.
1195
+
1196
+ Examples
1197
+ ========
1198
+
1199
+ >>> from sympy.stats import DiscreteMarkovChain
1200
+ >>> from sympy import Matrix, S
1201
+
1202
+ An irreducible Markov Chain
1203
+
1204
+ >>> T = Matrix([[S(1)/2, S(1)/2, 0],
1205
+ ... [S(4)/5, S(1)/5, 0],
1206
+ ... [1, 0, 0]])
1207
+ >>> X = DiscreteMarkovChain('X', trans_probs=T)
1208
+ >>> X.stationary_distribution()
1209
+ Matrix([[8/13, 5/13, 0]])
1210
+
1211
+ A reducible Markov Chain
1212
+
1213
+ >>> T = Matrix([[S(1)/2, S(1)/2, 0],
1214
+ ... [S(4)/5, S(1)/5, 0],
1215
+ ... [0, 0, 1]])
1216
+ >>> X = DiscreteMarkovChain('X', trans_probs=T)
1217
+ >>> X.stationary_distribution()
1218
+ Matrix([[8/13 - 8*tau0/13, 5/13 - 5*tau0/13, tau0]])
1219
+
1220
+ >>> Y = DiscreteMarkovChain('Y')
1221
+ >>> Y.stationary_distribution()
1222
+ Lambda((wm, _T), Eq(wm*_T, wm))
1223
+
1224
+ >>> Y.stationary_distribution(condition_set=True)
1225
+ ConditionSet(wm, Eq(wm*_T, wm))
1226
+
1227
+ References
1228
+ ==========
1229
+
1230
+ .. [1] https://www.probabilitycourse.com/chapter11/11_2_6_stationary_and_limiting_distributions.php
1231
+ .. [2] https://web.archive.org/web/20210508104430/https://galton.uchicago.edu/~yibi/teaching/stat317/2014/Lectures/Lecture4_6up.pdf
1232
+
1233
+ See Also
1234
+ ========
1235
+
1236
+ sympy.stats.DiscreteMarkovChain.limiting_distribution
1237
+ """
1238
+ trans_probs = self.transition_probabilities
1239
+ n = self.number_of_states
1240
+
1241
+ if n == 0:
1242
+ return ImmutableMatrix(Matrix([[]]))
1243
+
1244
+ # symbolic matrix version
1245
+ if isinstance(trans_probs, MatrixSymbol):
1246
+ wm = MatrixSymbol('wm', 1, n)
1247
+ if condition_set:
1248
+ return ConditionSet(wm, Eq(wm * trans_probs, wm))
1249
+ else:
1250
+ return Lambda((wm, trans_probs), Eq(wm * trans_probs, wm))
1251
+
1252
+ # numeric matrix version
1253
+ a = Matrix(trans_probs - Identity(n)).T
1254
+ a[0, 0:n] = ones(1, n) # type: ignore
1255
+ b = zeros(n, 1)
1256
+ b[0, 0] = 1
1257
+
1258
+ soln = list(linsolve((a, b)))[0]
1259
+ return ImmutableMatrix([soln])
1260
+
1261
+ def fixed_row_vector(self):
1262
+ """
1263
+ A wrapper for ``stationary_distribution()``.
1264
+ """
1265
+ return self.stationary_distribution()
1266
+
1267
+ @property
1268
+ def limiting_distribution(self):
1269
+ """
1270
+ The fixed row vector is the limiting
1271
+ distribution of a discrete Markov chain.
1272
+ """
1273
+ return self.fixed_row_vector()
1274
+
1275
+ def decompose(self) -> tTuple[tList[Basic], ImmutableMatrix, ImmutableMatrix, ImmutableMatrix]:
1276
+ """
1277
+ Decomposes the transition matrix into submatrices with
1278
+ special properties.
1279
+
1280
+ The transition matrix can be decomposed into 4 submatrices:
1281
+ - A - the submatrix from recurrent states to recurrent states.
1282
+ - B - the submatrix from transient to recurrent states.
1283
+ - C - the submatrix from transient to transient states.
1284
+ - O - the submatrix of zeros for recurrent to transient states.
1285
+
1286
+ Returns
1287
+ =======
1288
+
1289
+ states, A, B, C
1290
+ ``states`` - a list of state names with the first being
1291
+ the recurrent states and the last being
1292
+ the transient states in the order
1293
+ of the row names of A and then the row names of C.
1294
+ ``A`` - the submatrix from recurrent states to recurrent states.
1295
+ ``B`` - the submatrix from transient to recurrent states.
1296
+ ``C`` - the submatrix from transient to transient states.
1297
+
1298
+ Examples
1299
+ ========
1300
+
1301
+ >>> from sympy.stats import DiscreteMarkovChain
1302
+ >>> from sympy import Matrix, S
1303
+
1304
+ One can decompose this chain for example:
1305
+
1306
+ >>> T = Matrix([[S(1)/2, S(1)/2, 0, 0, 0],
1307
+ ... [S(2)/5, S(1)/5, S(2)/5, 0, 0],
1308
+ ... [0, 0, 1, 0, 0],
1309
+ ... [0, 0, S(1)/2, S(1)/2, 0],
1310
+ ... [S(1)/2, 0, 0, 0, S(1)/2]])
1311
+ >>> X = DiscreteMarkovChain('X', trans_probs=T)
1312
+ >>> states, A, B, C = X.decompose()
1313
+ >>> states
1314
+ [2, 0, 1, 3, 4]
1315
+
1316
+ >>> A # recurrent to recurrent
1317
+ Matrix([[1]])
1318
+
1319
+ >>> B # transient to recurrent
1320
+ Matrix([
1321
+ [ 0],
1322
+ [2/5],
1323
+ [1/2],
1324
+ [ 0]])
1325
+
1326
+ >>> C # transient to transient
1327
+ Matrix([
1328
+ [1/2, 1/2, 0, 0],
1329
+ [2/5, 1/5, 0, 0],
1330
+ [ 0, 0, 1/2, 0],
1331
+ [1/2, 0, 0, 1/2]])
1332
+
1333
+ This means that state 2 is the only absorbing state
1334
+ (since A is a 1x1 matrix). B is a 4x1 matrix since
1335
+ the 4 remaining transient states all merge into reccurent
1336
+ state 2. And C is the 4x4 matrix that shows how the
1337
+ transient states 0, 1, 3, 4 all interact.
1338
+
1339
+ See Also
1340
+ ========
1341
+
1342
+ sympy.stats.DiscreteMarkovChain.communication_classes
1343
+ sympy.stats.DiscreteMarkovChain.canonical_form
1344
+
1345
+ References
1346
+ ==========
1347
+
1348
+ .. [1] https://en.wikipedia.org/wiki/Absorbing_Markov_chain
1349
+ .. [2] https://people.brandeis.edu/~igusa/Math56aS08/Math56a_S08_notes015.pdf
1350
+ """
1351
+ trans_probs = self.transition_probabilities
1352
+
1353
+ classes = self.communication_classes()
1354
+ r_states = []
1355
+ t_states = []
1356
+
1357
+ for states, recurrent, period in classes:
1358
+ if recurrent:
1359
+ r_states += states
1360
+ else:
1361
+ t_states += states
1362
+
1363
+ states = r_states + t_states
1364
+ indexes = [self.index_of[state] for state in states] # type: ignore
1365
+
1366
+ A = Matrix(len(r_states), len(r_states),
1367
+ lambda i, j: trans_probs[indexes[i], indexes[j]])
1368
+
1369
+ B = Matrix(len(t_states), len(r_states),
1370
+ lambda i, j: trans_probs[indexes[len(r_states) + i], indexes[j]])
1371
+
1372
+ C = Matrix(len(t_states), len(t_states),
1373
+ lambda i, j: trans_probs[indexes[len(r_states) + i], indexes[len(r_states) + j]])
1374
+
1375
+ return states, A.as_immutable(), B.as_immutable(), C.as_immutable()
1376
+
1377
+ def canonical_form(self) -> tTuple[tList[Basic], ImmutableMatrix]:
1378
+ """
1379
+ Reorders the one-step transition matrix
1380
+ so that recurrent states appear first and transient
1381
+ states appear last. Other representations include inserting
1382
+ transient states first and recurrent states last.
1383
+
1384
+ Returns
1385
+ =======
1386
+
1387
+ states, P_new
1388
+ ``states`` is the list that describes the order of the
1389
+ new states in the matrix
1390
+ so that the ith element in ``states`` is the state of the
1391
+ ith row of A.
1392
+ ``P_new`` is the new transition matrix in canonical form.
1393
+
1394
+ Examples
1395
+ ========
1396
+
1397
+ >>> from sympy.stats import DiscreteMarkovChain
1398
+ >>> from sympy import Matrix, S
1399
+
1400
+ You can convert your chain into canonical form:
1401
+
1402
+ >>> T = Matrix([[S(1)/2, S(1)/2, 0, 0, 0],
1403
+ ... [S(2)/5, S(1)/5, S(2)/5, 0, 0],
1404
+ ... [0, 0, 1, 0, 0],
1405
+ ... [0, 0, S(1)/2, S(1)/2, 0],
1406
+ ... [S(1)/2, 0, 0, 0, S(1)/2]])
1407
+ >>> X = DiscreteMarkovChain('X', list(range(1, 6)), trans_probs=T)
1408
+ >>> states, new_matrix = X.canonical_form()
1409
+ >>> states
1410
+ [3, 1, 2, 4, 5]
1411
+
1412
+ >>> new_matrix
1413
+ Matrix([
1414
+ [ 1, 0, 0, 0, 0],
1415
+ [ 0, 1/2, 1/2, 0, 0],
1416
+ [2/5, 2/5, 1/5, 0, 0],
1417
+ [1/2, 0, 0, 1/2, 0],
1418
+ [ 0, 1/2, 0, 0, 1/2]])
1419
+
1420
+ The new states are [3, 1, 2, 4, 5] and you can
1421
+ create a new chain with this and its canonical
1422
+ form will remain the same (since it is already
1423
+ in canonical form).
1424
+
1425
+ >>> X = DiscreteMarkovChain('X', states, new_matrix)
1426
+ >>> states, new_matrix = X.canonical_form()
1427
+ >>> states
1428
+ [3, 1, 2, 4, 5]
1429
+
1430
+ >>> new_matrix
1431
+ Matrix([
1432
+ [ 1, 0, 0, 0, 0],
1433
+ [ 0, 1/2, 1/2, 0, 0],
1434
+ [2/5, 2/5, 1/5, 0, 0],
1435
+ [1/2, 0, 0, 1/2, 0],
1436
+ [ 0, 1/2, 0, 0, 1/2]])
1437
+
1438
+ This is not limited to absorbing chains:
1439
+
1440
+ >>> T = Matrix([[0, 5, 5, 0, 0],
1441
+ ... [0, 0, 0, 10, 0],
1442
+ ... [5, 0, 5, 0, 0],
1443
+ ... [0, 10, 0, 0, 0],
1444
+ ... [0, 3, 0, 3, 4]])/10
1445
+ >>> X = DiscreteMarkovChain('X', trans_probs=T)
1446
+ >>> states, new_matrix = X.canonical_form()
1447
+ >>> states
1448
+ [1, 3, 0, 2, 4]
1449
+
1450
+ >>> new_matrix
1451
+ Matrix([
1452
+ [ 0, 1, 0, 0, 0],
1453
+ [ 1, 0, 0, 0, 0],
1454
+ [ 1/2, 0, 0, 1/2, 0],
1455
+ [ 0, 0, 1/2, 1/2, 0],
1456
+ [3/10, 3/10, 0, 0, 2/5]])
1457
+
1458
+ See Also
1459
+ ========
1460
+
1461
+ sympy.stats.DiscreteMarkovChain.communication_classes
1462
+ sympy.stats.DiscreteMarkovChain.decompose
1463
+
1464
+ References
1465
+ ==========
1466
+
1467
+ .. [1] https://onlinelibrary.wiley.com/doi/pdf/10.1002/9780470316887.app1
1468
+ .. [2] http://www.columbia.edu/~ww2040/6711F12/lect1023big.pdf
1469
+ """
1470
+ states, A, B, C = self.decompose()
1471
+ O = zeros(A.shape[0], C.shape[1])
1472
+ return states, BlockMatrix([[A, O], [B, C]]).as_explicit()
1473
+
1474
+ def sample(self):
1475
+ """
1476
+ Returns
1477
+ =======
1478
+
1479
+ sample: iterator object
1480
+ iterator object containing the sample
1481
+
1482
+ """
1483
+ if not isinstance(self.transition_probabilities, (Matrix, ImmutableMatrix)):
1484
+ raise ValueError("Transition Matrix must be provided for sampling")
1485
+ Tlist = self.transition_probabilities.tolist()
1486
+ samps = [random.choice(list(self.state_space))]
1487
+ yield samps[0]
1488
+ time = 1
1489
+ densities = {}
1490
+ for state in self.state_space:
1491
+ states = list(self.state_space)
1492
+ densities[state] = {states[i]: Tlist[state][i]
1493
+ for i in range(len(states))}
1494
+ while time < S.Infinity:
1495
+ samps.append((next(sample_iter(FiniteRV("_", densities[samps[time - 1]])))))
1496
+ yield samps[time]
1497
+ time += 1
1498
+
1499
+ class ContinuousMarkovChain(ContinuousTimeStochasticProcess, MarkovProcess):
1500
+ """
1501
+ Represents continuous time Markov chain.
1502
+
1503
+ Parameters
1504
+ ==========
1505
+
1506
+ sym : Symbol/str
1507
+ state_space : Set
1508
+ Optional, by default, S.Reals
1509
+ gen_mat : Matrix/ImmutableMatrix/MatrixSymbol
1510
+ Optional, by default, None
1511
+
1512
+ Examples
1513
+ ========
1514
+
1515
+ >>> from sympy.stats import ContinuousMarkovChain, P
1516
+ >>> from sympy import Matrix, S, Eq, Gt
1517
+ >>> G = Matrix([[-S(1), S(1)], [S(1), -S(1)]])
1518
+ >>> C = ContinuousMarkovChain('C', state_space=[0, 1], gen_mat=G)
1519
+ >>> C.limiting_distribution()
1520
+ Matrix([[1/2, 1/2]])
1521
+ >>> C.state_space
1522
+ {0, 1}
1523
+ >>> C.generator_matrix
1524
+ Matrix([
1525
+ [-1, 1],
1526
+ [ 1, -1]])
1527
+
1528
+ Probability queries are supported
1529
+
1530
+ >>> P(Eq(C(1.96), 0), Eq(C(0.78), 1)).round(5)
1531
+ 0.45279
1532
+ >>> P(Gt(C(1.7), 0), Eq(C(0.82), 1)).round(5)
1533
+ 0.58602
1534
+
1535
+ Probability of expressions with multiple RandomIndexedSymbols
1536
+ can also be calculated provided there is only 1 RandomIndexedSymbol
1537
+ in the given condition. It is always better to use Rational instead
1538
+ of floating point numbers for the probabilities in the
1539
+ generator matrix to avoid errors.
1540
+
1541
+ >>> from sympy import Gt, Le, Rational
1542
+ >>> G = Matrix([[-S(1), Rational(1, 10), Rational(9, 10)], [Rational(2, 5), -S(1), Rational(3, 5)], [Rational(1, 2), Rational(1, 2), -S(1)]])
1543
+ >>> C = ContinuousMarkovChain('C', state_space=[0, 1, 2], gen_mat=G)
1544
+ >>> P(Eq(C(3.92), C(1.75)), Eq(C(0.46), 0)).round(5)
1545
+ 0.37933
1546
+ >>> P(Gt(C(3.92), C(1.75)), Eq(C(0.46), 0)).round(5)
1547
+ 0.34211
1548
+ >>> P(Le(C(1.57), C(3.14)), Eq(C(1.22), 1)).round(4)
1549
+ 0.7143
1550
+
1551
+ Symbolic probability queries are also supported
1552
+
1553
+ >>> from sympy import symbols
1554
+ >>> a,b,c,d = symbols('a b c d')
1555
+ >>> G = Matrix([[-S(1), Rational(1, 10), Rational(9, 10)], [Rational(2, 5), -S(1), Rational(3, 5)], [Rational(1, 2), Rational(1, 2), -S(1)]])
1556
+ >>> C = ContinuousMarkovChain('C', state_space=[0, 1, 2], gen_mat=G)
1557
+ >>> query = P(Eq(C(a), b), Eq(C(c), d))
1558
+ >>> query.subs({a:3.65, b:2, c:1.78, d:1}).evalf().round(10)
1559
+ 0.4002723175
1560
+ >>> P(Eq(C(3.65), 2), Eq(C(1.78), 1)).round(10)
1561
+ 0.4002723175
1562
+ >>> query_gt = P(Gt(C(a), b), Eq(C(c), d))
1563
+ >>> query_gt.subs({a:43.2, b:0, c:3.29, d:2}).evalf().round(10)
1564
+ 0.6832579186
1565
+ >>> P(Gt(C(43.2), 0), Eq(C(3.29), 2)).round(10)
1566
+ 0.6832579186
1567
+
1568
+ References
1569
+ ==========
1570
+
1571
+ .. [1] https://en.wikipedia.org/wiki/Markov_chain#Continuous-time_Markov_chain
1572
+ .. [2] https://u.math.biu.ac.il/~amirgi/CTMCnotes.pdf
1573
+ """
1574
+ index_set = S.Reals
1575
+
1576
+ def __new__(cls, sym, state_space=None, gen_mat=None):
1577
+ sym = _symbol_converter(sym)
1578
+ state_space, gen_mat = MarkovProcess._sanity_checks(state_space, gen_mat)
1579
+ obj = Basic.__new__(cls, sym, state_space, gen_mat)
1580
+ indices = {}
1581
+ if isinstance(obj.number_of_states, Integer):
1582
+ for index, state in enumerate(obj.state_space):
1583
+ indices[state] = index
1584
+ obj.index_of = indices
1585
+ return obj
1586
+
1587
+ @property
1588
+ def generator_matrix(self):
1589
+ return self.args[2]
1590
+
1591
+ @cacheit
1592
+ def transition_probabilities(self, gen_mat=None):
1593
+ t = Dummy('t')
1594
+ if isinstance(gen_mat, (Matrix, ImmutableMatrix)) and \
1595
+ gen_mat.is_diagonalizable():
1596
+ # for faster computation use diagonalized generator matrix
1597
+ Q, D = gen_mat.diagonalize()
1598
+ return Lambda(t, Q*exp(t*D)*Q.inv())
1599
+ if gen_mat != None:
1600
+ return Lambda(t, exp(t*gen_mat))
1601
+
1602
+ def limiting_distribution(self):
1603
+ gen_mat = self.generator_matrix
1604
+ if gen_mat is None:
1605
+ return None
1606
+ if isinstance(gen_mat, MatrixSymbol):
1607
+ wm = MatrixSymbol('wm', 1, gen_mat.shape[0])
1608
+ return Lambda((wm, gen_mat), Eq(wm*gen_mat, wm))
1609
+ w = IndexedBase('w')
1610
+ wi = [w[i] for i in range(gen_mat.shape[0])]
1611
+ wm = Matrix([wi])
1612
+ eqs = (wm*gen_mat).tolist()[0]
1613
+ eqs.append(sum(wi) - 1)
1614
+ soln = list(linsolve(eqs, wi))[0]
1615
+ return ImmutableMatrix([soln])
1616
+
1617
+
1618
+ class BernoulliProcess(DiscreteTimeStochasticProcess):
1619
+ """
1620
+ The Bernoulli process consists of repeated
1621
+ independent Bernoulli process trials with the same parameter `p`.
1622
+ It's assumed that the probability `p` applies to every
1623
+ trial and that the outcomes of each trial
1624
+ are independent of all the rest. Therefore Bernoulli Process
1625
+ is Discrete State and Discrete Time Stochastic Process.
1626
+
1627
+ Parameters
1628
+ ==========
1629
+
1630
+ sym : Symbol/str
1631
+ success : Integer/str
1632
+ The event which is considered to be success. Default: 1.
1633
+ failure: Integer/str
1634
+ The event which is considered to be failure. Default: 0.
1635
+ p : Real Number between 0 and 1
1636
+ Represents the probability of getting success.
1637
+
1638
+ Examples
1639
+ ========
1640
+
1641
+ >>> from sympy.stats import BernoulliProcess, P, E
1642
+ >>> from sympy import Eq, Gt
1643
+ >>> B = BernoulliProcess("B", p=0.7, success=1, failure=0)
1644
+ >>> B.state_space
1645
+ {0, 1}
1646
+ >>> (B.p).round(2)
1647
+ 0.70
1648
+ >>> B.success
1649
+ 1
1650
+ >>> B.failure
1651
+ 0
1652
+ >>> X = B[1] + B[2] + B[3]
1653
+ >>> P(Eq(X, 0)).round(2)
1654
+ 0.03
1655
+ >>> P(Eq(X, 2)).round(2)
1656
+ 0.44
1657
+ >>> P(Eq(X, 4)).round(2)
1658
+ 0
1659
+ >>> P(Gt(X, 1)).round(2)
1660
+ 0.78
1661
+ >>> P(Eq(B[1], 0) & Eq(B[2], 1) & Eq(B[3], 0) & Eq(B[4], 1)).round(2)
1662
+ 0.04
1663
+ >>> B.joint_distribution(B[1], B[2])
1664
+ JointDistributionHandmade(Lambda((B[1], B[2]), Piecewise((0.7, Eq(B[1], 1)),
1665
+ (0.3, Eq(B[1], 0)), (0, True))*Piecewise((0.7, Eq(B[2], 1)), (0.3, Eq(B[2], 0)),
1666
+ (0, True))))
1667
+ >>> E(2*B[1] + B[2]).round(2)
1668
+ 2.10
1669
+ >>> P(B[1] < 1).round(2)
1670
+ 0.30
1671
+
1672
+ References
1673
+ ==========
1674
+
1675
+ .. [1] https://en.wikipedia.org/wiki/Bernoulli_process
1676
+ .. [2] https://mathcs.clarku.edu/~djoyce/ma217/bernoulli.pdf
1677
+
1678
+ """
1679
+
1680
+ index_set = S.Naturals0
1681
+
1682
+ def __new__(cls, sym, p, success=1, failure=0):
1683
+ _value_check(p >= 0 and p <= 1, 'Value of p must be between 0 and 1.')
1684
+ sym = _symbol_converter(sym)
1685
+ p = _sympify(p)
1686
+ success = _sym_sympify(success)
1687
+ failure = _sym_sympify(failure)
1688
+ return Basic.__new__(cls, sym, p, success, failure)
1689
+
1690
+ @property
1691
+ def symbol(self):
1692
+ return self.args[0]
1693
+
1694
+ @property
1695
+ def p(self):
1696
+ return self.args[1]
1697
+
1698
+ @property
1699
+ def success(self):
1700
+ return self.args[2]
1701
+
1702
+ @property
1703
+ def failure(self):
1704
+ return self.args[3]
1705
+
1706
+ @property
1707
+ def state_space(self):
1708
+ return _set_converter([self.success, self.failure])
1709
+
1710
+ def distribution(self, key=None):
1711
+ if key is None:
1712
+ self._deprecation_warn_distribution()
1713
+ return BernoulliDistribution(self.p)
1714
+ return BernoulliDistribution(self.p, self.success, self.failure)
1715
+
1716
+ def simple_rv(self, rv):
1717
+ return Bernoulli(rv.name, p=self.p,
1718
+ succ=self.success, fail=self.failure)
1719
+
1720
+ def expectation(self, expr, condition=None, evaluate=True, **kwargs):
1721
+ """
1722
+ Computes expectation.
1723
+
1724
+ Parameters
1725
+ ==========
1726
+
1727
+ expr : RandomIndexedSymbol, Relational, Logic
1728
+ Condition for which expectation has to be computed. Must
1729
+ contain a RandomIndexedSymbol of the process.
1730
+ condition : Relational, Logic
1731
+ The given conditions under which computations should be done.
1732
+
1733
+ Returns
1734
+ =======
1735
+
1736
+ Expectation of the RandomIndexedSymbol.
1737
+
1738
+ """
1739
+
1740
+ return _SubstituteRV._expectation(expr, condition, evaluate, **kwargs)
1741
+
1742
+ def probability(self, condition, given_condition=None, evaluate=True, **kwargs):
1743
+ """
1744
+ Computes probability.
1745
+
1746
+ Parameters
1747
+ ==========
1748
+
1749
+ condition : Relational
1750
+ Condition for which probability has to be computed. Must
1751
+ contain a RandomIndexedSymbol of the process.
1752
+ given_condition : Relational, Logic
1753
+ The given conditions under which computations should be done.
1754
+
1755
+ Returns
1756
+ =======
1757
+
1758
+ Probability of the condition.
1759
+
1760
+ """
1761
+
1762
+ return _SubstituteRV._probability(condition, given_condition, evaluate, **kwargs)
1763
+
1764
+ def density(self, x):
1765
+ return Piecewise((self.p, Eq(x, self.success)),
1766
+ (1 - self.p, Eq(x, self.failure)),
1767
+ (S.Zero, True))
1768
+
1769
+ class _SubstituteRV:
1770
+ """
1771
+ Internal class to handle the queries of expectation and probability
1772
+ by substitution.
1773
+ """
1774
+
1775
+ @staticmethod
1776
+ def _rvindexed_subs(expr, condition=None):
1777
+ """
1778
+ Substitutes the RandomIndexedSymbol with the RandomSymbol with
1779
+ same name, distribution and probability as RandomIndexedSymbol.
1780
+
1781
+ Parameters
1782
+ ==========
1783
+
1784
+ expr: RandomIndexedSymbol, Relational, Logic
1785
+ Condition for which expectation has to be computed. Must
1786
+ contain a RandomIndexedSymbol of the process.
1787
+ condition: Relational, Logic
1788
+ The given conditions under which computations should be done.
1789
+
1790
+ """
1791
+
1792
+ rvs_expr = random_symbols(expr)
1793
+ if len(rvs_expr) != 0:
1794
+ swapdict_expr = {}
1795
+ for rv in rvs_expr:
1796
+ if isinstance(rv, RandomIndexedSymbol):
1797
+ newrv = rv.pspace.process.simple_rv(rv) # substitute with equivalent simple rv
1798
+ swapdict_expr[rv] = newrv
1799
+ expr = expr.subs(swapdict_expr)
1800
+ rvs_cond = random_symbols(condition)
1801
+ if len(rvs_cond)!=0:
1802
+ swapdict_cond = {}
1803
+ for rv in rvs_cond:
1804
+ if isinstance(rv, RandomIndexedSymbol):
1805
+ newrv = rv.pspace.process.simple_rv(rv)
1806
+ swapdict_cond[rv] = newrv
1807
+ condition = condition.subs(swapdict_cond)
1808
+ return expr, condition
1809
+
1810
+ @classmethod
1811
+ def _expectation(self, expr, condition=None, evaluate=True, **kwargs):
1812
+ """
1813
+ Internal method for computing expectation of indexed RV.
1814
+
1815
+ Parameters
1816
+ ==========
1817
+
1818
+ expr: RandomIndexedSymbol, Relational, Logic
1819
+ Condition for which expectation has to be computed. Must
1820
+ contain a RandomIndexedSymbol of the process.
1821
+ condition: Relational, Logic
1822
+ The given conditions under which computations should be done.
1823
+
1824
+ Returns
1825
+ =======
1826
+
1827
+ Expectation of the RandomIndexedSymbol.
1828
+
1829
+ """
1830
+ new_expr, new_condition = self._rvindexed_subs(expr, condition)
1831
+
1832
+ if not is_random(new_expr):
1833
+ return new_expr
1834
+ new_pspace = pspace(new_expr)
1835
+ if new_condition is not None:
1836
+ new_expr = given(new_expr, new_condition)
1837
+ if new_expr.is_Add: # As E is Linear
1838
+ return Add(*[new_pspace.compute_expectation(
1839
+ expr=arg, evaluate=evaluate, **kwargs)
1840
+ for arg in new_expr.args])
1841
+ return new_pspace.compute_expectation(
1842
+ new_expr, evaluate=evaluate, **kwargs)
1843
+
1844
+ @classmethod
1845
+ def _probability(self, condition, given_condition=None, evaluate=True, **kwargs):
1846
+ """
1847
+ Internal method for computing probability of indexed RV
1848
+
1849
+ Parameters
1850
+ ==========
1851
+
1852
+ condition: Relational
1853
+ Condition for which probability has to be computed. Must
1854
+ contain a RandomIndexedSymbol of the process.
1855
+ given_condition: Relational/And
1856
+ The given conditions under which computations should be done.
1857
+
1858
+ Returns
1859
+ =======
1860
+
1861
+ Probability of the condition.
1862
+
1863
+ """
1864
+ new_condition, new_givencondition = self._rvindexed_subs(condition, given_condition)
1865
+
1866
+ if isinstance(new_givencondition, RandomSymbol):
1867
+ condrv = random_symbols(new_condition)
1868
+ if len(condrv) == 1 and condrv[0] == new_givencondition:
1869
+ return BernoulliDistribution(self._probability(new_condition), 0, 1)
1870
+
1871
+ if any(dependent(rv, new_givencondition) for rv in condrv):
1872
+ return Probability(new_condition, new_givencondition)
1873
+ else:
1874
+ return self._probability(new_condition)
1875
+
1876
+ if new_givencondition is not None and \
1877
+ not isinstance(new_givencondition, (Relational, Boolean)):
1878
+ raise ValueError("%s is not a relational or combination of relationals"
1879
+ % (new_givencondition))
1880
+ if new_givencondition == False or new_condition == False:
1881
+ return S.Zero
1882
+ if new_condition == True:
1883
+ return S.One
1884
+ if not isinstance(new_condition, (Relational, Boolean)):
1885
+ raise ValueError("%s is not a relational or combination of relationals"
1886
+ % (new_condition))
1887
+
1888
+ if new_givencondition is not None: # If there is a condition
1889
+ # Recompute on new conditional expr
1890
+ return self._probability(given(new_condition, new_givencondition, **kwargs), **kwargs)
1891
+ result = pspace(new_condition).probability(new_condition, **kwargs)
1892
+ if evaluate and hasattr(result, 'doit'):
1893
+ return result.doit()
1894
+ else:
1895
+ return result
1896
+
1897
+ def get_timerv_swaps(expr, condition):
1898
+ """
1899
+ Finds the appropriate interval for each time stamp in expr by parsing
1900
+ the given condition and returns intervals for each timestamp and
1901
+ dictionary that maps variable time-stamped Random Indexed Symbol to its
1902
+ corresponding Random Indexed variable with fixed time stamp.
1903
+
1904
+ Parameters
1905
+ ==========
1906
+
1907
+ expr: SymPy Expression
1908
+ Expression containing Random Indexed Symbols with variable time stamps
1909
+ condition: Relational/Boolean Expression
1910
+ Expression containing time bounds of variable time stamps in expr
1911
+
1912
+ Examples
1913
+ ========
1914
+
1915
+ >>> from sympy.stats.stochastic_process_types import get_timerv_swaps, PoissonProcess
1916
+ >>> from sympy import symbols, Contains, Interval
1917
+ >>> x, t, d = symbols('x t d', positive=True)
1918
+ >>> X = PoissonProcess("X", 3)
1919
+ >>> get_timerv_swaps(x*X(t), Contains(t, Interval.Lopen(0, 1)))
1920
+ ([Interval.Lopen(0, 1)], {X(t): X(1)})
1921
+ >>> get_timerv_swaps((X(t)**2 + X(d)**2), Contains(t, Interval.Lopen(0, 1))
1922
+ ... & Contains(d, Interval.Ropen(1, 4))) # doctest: +SKIP
1923
+ ([Interval.Ropen(1, 4), Interval.Lopen(0, 1)], {X(d): X(3), X(t): X(1)})
1924
+
1925
+ Returns
1926
+ =======
1927
+
1928
+ intervals: list
1929
+ List of Intervals/FiniteSet on which each time stamp is defined
1930
+ rv_swap: dict
1931
+ Dictionary mapping variable time Random Indexed Symbol to constant time
1932
+ Random Indexed Variable
1933
+
1934
+ """
1935
+
1936
+ if not isinstance(condition, (Relational, Boolean)):
1937
+ raise ValueError("%s is not a relational or combination of relationals"
1938
+ % (condition))
1939
+ expr_syms = list(expr.atoms(RandomIndexedSymbol))
1940
+ if isinstance(condition, (And, Or)):
1941
+ given_cond_args = condition.args
1942
+ else: # single condition
1943
+ given_cond_args = (condition, )
1944
+ rv_swap = {}
1945
+ intervals = []
1946
+ for expr_sym in expr_syms:
1947
+ for arg in given_cond_args:
1948
+ if arg.has(expr_sym.key) and isinstance(expr_sym.key, Symbol):
1949
+ intv = _set_converter(arg.args[1])
1950
+ diff_key = intv._sup - intv._inf
1951
+ if diff_key == oo:
1952
+ raise ValueError("%s should have finite bounds" % str(expr_sym.name))
1953
+ elif diff_key == S.Zero: # has singleton set
1954
+ diff_key = intv._sup
1955
+ rv_swap[expr_sym] = expr_sym.subs({expr_sym.key: diff_key})
1956
+ intervals.append(intv)
1957
+ return intervals, rv_swap
1958
+
1959
+
1960
+ class CountingProcess(ContinuousTimeStochasticProcess):
1961
+ """
1962
+ This class handles the common methods of the Counting Processes
1963
+ such as Poisson, Wiener and Gamma Processes
1964
+ """
1965
+ index_set = _set_converter(Interval(0, oo))
1966
+
1967
+ @property
1968
+ def symbol(self):
1969
+ return self.args[0]
1970
+
1971
+ def expectation(self, expr, condition=None, evaluate=True, **kwargs):
1972
+ """
1973
+ Computes expectation
1974
+
1975
+ Parameters
1976
+ ==========
1977
+
1978
+ expr: RandomIndexedSymbol, Relational, Logic
1979
+ Condition for which expectation has to be computed. Must
1980
+ contain a RandomIndexedSymbol of the process.
1981
+ condition: Relational, Boolean
1982
+ The given conditions under which computations should be done, i.e,
1983
+ the intervals on which each variable time stamp in expr is defined
1984
+
1985
+ Returns
1986
+ =======
1987
+
1988
+ Expectation of the given expr
1989
+
1990
+ """
1991
+ if condition is not None:
1992
+ intervals, rv_swap = get_timerv_swaps(expr, condition)
1993
+ # they are independent when they have non-overlapping intervals
1994
+ if len(intervals) == 1 or all(Intersection(*intv_comb) == EmptySet
1995
+ for intv_comb in itertools.combinations(intervals, 2)):
1996
+ if expr.is_Add:
1997
+ return Add.fromiter(self.expectation(arg, condition)
1998
+ for arg in expr.args)
1999
+ expr = expr.subs(rv_swap)
2000
+ else:
2001
+ return Expectation(expr, condition)
2002
+
2003
+ return _SubstituteRV._expectation(expr, evaluate=evaluate, **kwargs)
2004
+
2005
+ def _solve_argwith_tworvs(self, arg):
2006
+ if arg.args[0].key >= arg.args[1].key or isinstance(arg, Eq):
2007
+ diff_key = abs(arg.args[0].key - arg.args[1].key)
2008
+ rv = arg.args[0]
2009
+ arg = arg.__class__(rv.pspace.process(diff_key), 0)
2010
+ else:
2011
+ diff_key = arg.args[1].key - arg.args[0].key
2012
+ rv = arg.args[1]
2013
+ arg = arg.__class__(rv.pspace.process(diff_key), 0)
2014
+ return arg
2015
+
2016
+ def _solve_numerical(self, condition, given_condition=None):
2017
+ if isinstance(condition, And):
2018
+ args_list = list(condition.args)
2019
+ else:
2020
+ args_list = [condition]
2021
+ if given_condition is not None:
2022
+ if isinstance(given_condition, And):
2023
+ args_list.extend(list(given_condition.args))
2024
+ else:
2025
+ args_list.extend([given_condition])
2026
+ # sort the args based on timestamp to get the independent increments in
2027
+ # each segment using all the condition args as well as given_condition args
2028
+ args_list = sorted(args_list, key=lambda x: x.args[0].key)
2029
+ result = []
2030
+ cond_args = list(condition.args) if isinstance(condition, And) else [condition]
2031
+ if args_list[0] in cond_args and not (is_random(args_list[0].args[0])
2032
+ and is_random(args_list[0].args[1])):
2033
+ result.append(_SubstituteRV._probability(args_list[0]))
2034
+
2035
+ if is_random(args_list[0].args[0]) and is_random(args_list[0].args[1]):
2036
+ arg = self._solve_argwith_tworvs(args_list[0])
2037
+ result.append(_SubstituteRV._probability(arg))
2038
+
2039
+ for i in range(len(args_list) - 1):
2040
+ curr, nex = args_list[i], args_list[i + 1]
2041
+ diff_key = nex.args[0].key - curr.args[0].key
2042
+ working_set = curr.args[0].pspace.process.state_space
2043
+ if curr.args[1] > nex.args[1]: #impossible condition so return 0
2044
+ result.append(0)
2045
+ break
2046
+ if isinstance(curr, Eq):
2047
+ working_set = Intersection(working_set, Interval.Lopen(curr.args[1], oo))
2048
+ else:
2049
+ working_set = Intersection(working_set, curr.as_set())
2050
+ if isinstance(nex, Eq):
2051
+ working_set = Intersection(working_set, Interval(-oo, nex.args[1]))
2052
+ else:
2053
+ working_set = Intersection(working_set, nex.as_set())
2054
+ if working_set == EmptySet:
2055
+ rv = Eq(curr.args[0].pspace.process(diff_key), 0)
2056
+ result.append(_SubstituteRV._probability(rv))
2057
+ else:
2058
+ if working_set.is_finite_set:
2059
+ if isinstance(curr, Eq) and isinstance(nex, Eq):
2060
+ rv = Eq(curr.args[0].pspace.process(diff_key), len(working_set))
2061
+ result.append(_SubstituteRV._probability(rv))
2062
+ elif isinstance(curr, Eq) ^ isinstance(nex, Eq):
2063
+ result.append(Add.fromiter(_SubstituteRV._probability(Eq(
2064
+ curr.args[0].pspace.process(diff_key), x))
2065
+ for x in range(len(working_set))))
2066
+ else:
2067
+ n = len(working_set)
2068
+ result.append(Add.fromiter((n - x)*_SubstituteRV._probability(Eq(
2069
+ curr.args[0].pspace.process(diff_key), x)) for x in range(n)))
2070
+ else:
2071
+ result.append(_SubstituteRV._probability(
2072
+ curr.args[0].pspace.process(diff_key) <= working_set._sup - working_set._inf))
2073
+ return Mul.fromiter(result)
2074
+
2075
+
2076
+ def probability(self, condition, given_condition=None, evaluate=True, **kwargs):
2077
+ """
2078
+ Computes probability.
2079
+
2080
+ Parameters
2081
+ ==========
2082
+
2083
+ condition: Relational
2084
+ Condition for which probability has to be computed. Must
2085
+ contain a RandomIndexedSymbol of the process.
2086
+ given_condition: Relational, Boolean
2087
+ The given conditions under which computations should be done, i.e,
2088
+ the intervals on which each variable time stamp in expr is defined
2089
+
2090
+ Returns
2091
+ =======
2092
+
2093
+ Probability of the condition
2094
+
2095
+ """
2096
+ check_numeric = True
2097
+ if isinstance(condition, (And, Or)):
2098
+ cond_args = condition.args
2099
+ else:
2100
+ cond_args = (condition, )
2101
+ # check that condition args are numeric or not
2102
+ if not all(arg.args[0].key.is_number for arg in cond_args):
2103
+ check_numeric = False
2104
+ if given_condition is not None:
2105
+ check_given_numeric = True
2106
+ if isinstance(given_condition, (And, Or)):
2107
+ given_cond_args = given_condition.args
2108
+ else:
2109
+ given_cond_args = (given_condition, )
2110
+ # check that given condition args are numeric or not
2111
+ if given_condition.has(Contains):
2112
+ check_given_numeric = False
2113
+ # Handle numerical queries
2114
+ if check_numeric and check_given_numeric:
2115
+ res = []
2116
+ if isinstance(condition, Or):
2117
+ res.append(Add.fromiter(self._solve_numerical(arg, given_condition)
2118
+ for arg in condition.args))
2119
+ if isinstance(given_condition, Or):
2120
+ res.append(Add.fromiter(self._solve_numerical(condition, arg)
2121
+ for arg in given_condition.args))
2122
+ if res:
2123
+ return Add.fromiter(res)
2124
+ return self._solve_numerical(condition, given_condition)
2125
+
2126
+ # No numeric queries, go by Contains?... then check that all the
2127
+ # given condition are in form of `Contains`
2128
+ if not all(arg.has(Contains) for arg in given_cond_args):
2129
+ raise ValueError("If given condition is passed with `Contains`, then "
2130
+ "please pass the evaluated condition with its corresponding information "
2131
+ "in terms of intervals of each time stamp to be passed in given condition.")
2132
+
2133
+ intervals, rv_swap = get_timerv_swaps(condition, given_condition)
2134
+ # they are independent when they have non-overlapping intervals
2135
+ if len(intervals) == 1 or all(Intersection(*intv_comb) == EmptySet
2136
+ for intv_comb in itertools.combinations(intervals, 2)):
2137
+ if isinstance(condition, And):
2138
+ return Mul.fromiter(self.probability(arg, given_condition)
2139
+ for arg in condition.args)
2140
+ elif isinstance(condition, Or):
2141
+ return Add.fromiter(self.probability(arg, given_condition)
2142
+ for arg in condition.args)
2143
+ condition = condition.subs(rv_swap)
2144
+ else:
2145
+ return Probability(condition, given_condition)
2146
+ if check_numeric:
2147
+ return self._solve_numerical(condition)
2148
+ return _SubstituteRV._probability(condition, evaluate=evaluate, **kwargs)
2149
+
2150
+ class PoissonProcess(CountingProcess):
2151
+ """
2152
+ The Poisson process is a counting process. It is usually used in scenarios
2153
+ where we are counting the occurrences of certain events that appear
2154
+ to happen at a certain rate, but completely at random.
2155
+
2156
+ Parameters
2157
+ ==========
2158
+
2159
+ sym : Symbol/str
2160
+ lamda : Positive number
2161
+ Rate of the process, ``lambda > 0``
2162
+
2163
+ Examples
2164
+ ========
2165
+
2166
+ >>> from sympy.stats import PoissonProcess, P, E
2167
+ >>> from sympy import symbols, Eq, Ne, Contains, Interval
2168
+ >>> X = PoissonProcess("X", lamda=3)
2169
+ >>> X.state_space
2170
+ Naturals0
2171
+ >>> X.lamda
2172
+ 3
2173
+ >>> t1, t2 = symbols('t1 t2', positive=True)
2174
+ >>> P(X(t1) < 4)
2175
+ (9*t1**3/2 + 9*t1**2/2 + 3*t1 + 1)*exp(-3*t1)
2176
+ >>> P(Eq(X(t1), 2) | Ne(X(t1), 4), Contains(t1, Interval.Ropen(2, 4)))
2177
+ 1 - 36*exp(-6)
2178
+ >>> P(Eq(X(t1), 2) & Eq(X(t2), 3), Contains(t1, Interval.Lopen(0, 2))
2179
+ ... & Contains(t2, Interval.Lopen(2, 4)))
2180
+ 648*exp(-12)
2181
+ >>> E(X(t1))
2182
+ 3*t1
2183
+ >>> E(X(t1)**2 + 2*X(t2), Contains(t1, Interval.Lopen(0, 1))
2184
+ ... & Contains(t2, Interval.Lopen(1, 2)))
2185
+ 18
2186
+ >>> P(X(3) < 1, Eq(X(1), 0))
2187
+ exp(-6)
2188
+ >>> P(Eq(X(4), 3), Eq(X(2), 3))
2189
+ exp(-6)
2190
+ >>> P(X(2) <= 3, X(1) > 1)
2191
+ 5*exp(-3)
2192
+
2193
+ Merging two Poisson Processes
2194
+
2195
+ >>> Y = PoissonProcess("Y", lamda=4)
2196
+ >>> Z = X + Y
2197
+ >>> Z.lamda
2198
+ 7
2199
+
2200
+ Splitting a Poisson Process into two independent Poisson Processes
2201
+
2202
+ >>> N, M = Z.split(l1=2, l2=5)
2203
+ >>> N.lamda, M.lamda
2204
+ (2, 5)
2205
+
2206
+ References
2207
+ ==========
2208
+
2209
+ .. [1] https://www.probabilitycourse.com/chapter11/11_0_0_intro.php
2210
+ .. [2] https://en.wikipedia.org/wiki/Poisson_point_process
2211
+
2212
+ """
2213
+
2214
+ def __new__(cls, sym, lamda):
2215
+ _value_check(lamda > 0, 'lamda should be a positive number.')
2216
+ sym = _symbol_converter(sym)
2217
+ lamda = _sympify(lamda)
2218
+ return Basic.__new__(cls, sym, lamda)
2219
+
2220
+ @property
2221
+ def lamda(self):
2222
+ return self.args[1]
2223
+
2224
+ @property
2225
+ def state_space(self):
2226
+ return S.Naturals0
2227
+
2228
+ def distribution(self, key):
2229
+ if isinstance(key, RandomIndexedSymbol):
2230
+ self._deprecation_warn_distribution()
2231
+ return PoissonDistribution(self.lamda*key.key)
2232
+ return PoissonDistribution(self.lamda*key)
2233
+
2234
+ def density(self, x):
2235
+ return (self.lamda*x.key)**x / factorial(x) * exp(-(self.lamda*x.key))
2236
+
2237
+ def simple_rv(self, rv):
2238
+ return Poisson(rv.name, lamda=self.lamda*rv.key)
2239
+
2240
+ def __add__(self, other):
2241
+ if not isinstance(other, PoissonProcess):
2242
+ raise ValueError("Only instances of Poisson Process can be merged")
2243
+ return PoissonProcess(Dummy(self.symbol.name + other.symbol.name),
2244
+ self.lamda + other.lamda)
2245
+
2246
+ def split(self, l1, l2):
2247
+ if _sympify(l1 + l2) != self.lamda:
2248
+ raise ValueError("Sum of l1 and l2 should be %s" % str(self.lamda))
2249
+ return PoissonProcess(Dummy("l1"), l1), PoissonProcess(Dummy("l2"), l2)
2250
+
2251
+ class WienerProcess(CountingProcess):
2252
+ """
2253
+ The Wiener process is a real valued continuous-time stochastic process.
2254
+ In physics it is used to study Brownian motion and it is often also called
2255
+ Brownian motion due to its historical connection with physical process of the
2256
+ same name originally observed by Scottish botanist Robert Brown.
2257
+
2258
+ Parameters
2259
+ ==========
2260
+
2261
+ sym : Symbol/str
2262
+
2263
+ Examples
2264
+ ========
2265
+
2266
+ >>> from sympy.stats import WienerProcess, P, E
2267
+ >>> from sympy import symbols, Contains, Interval
2268
+ >>> X = WienerProcess("X")
2269
+ >>> X.state_space
2270
+ Reals
2271
+ >>> t1, t2 = symbols('t1 t2', positive=True)
2272
+ >>> P(X(t1) < 7).simplify()
2273
+ erf(7*sqrt(2)/(2*sqrt(t1)))/2 + 1/2
2274
+ >>> P((X(t1) > 2) | (X(t1) < 4), Contains(t1, Interval.Ropen(2, 4))).simplify()
2275
+ -erf(1)/2 + erf(2)/2 + 1
2276
+ >>> E(X(t1))
2277
+ 0
2278
+ >>> E(X(t1) + 2*X(t2), Contains(t1, Interval.Lopen(0, 1))
2279
+ ... & Contains(t2, Interval.Lopen(1, 2)))
2280
+ 0
2281
+
2282
+ References
2283
+ ==========
2284
+
2285
+ .. [1] https://www.probabilitycourse.com/chapter11/11_4_0_brownian_motion_wiener_process.php
2286
+ .. [2] https://en.wikipedia.org/wiki/Wiener_process
2287
+
2288
+ """
2289
+ def __new__(cls, sym):
2290
+ sym = _symbol_converter(sym)
2291
+ return Basic.__new__(cls, sym)
2292
+
2293
+ @property
2294
+ def state_space(self):
2295
+ return S.Reals
2296
+
2297
+ def distribution(self, key):
2298
+ if isinstance(key, RandomIndexedSymbol):
2299
+ self._deprecation_warn_distribution()
2300
+ return NormalDistribution(0, sqrt(key.key))
2301
+ return NormalDistribution(0, sqrt(key))
2302
+
2303
+ def density(self, x):
2304
+ return exp(-x**2/(2*x.key)) / (sqrt(2*pi)*sqrt(x.key))
2305
+
2306
+ def simple_rv(self, rv):
2307
+ return Normal(rv.name, 0, sqrt(rv.key))
2308
+
2309
+
2310
+ class GammaProcess(CountingProcess):
2311
+ r"""
2312
+ A Gamma process is a random process with independent gamma distributed
2313
+ increments. It is a pure-jump increasing Levy process.
2314
+
2315
+ Parameters
2316
+ ==========
2317
+
2318
+ sym : Symbol/str
2319
+ lamda : Positive number
2320
+ Jump size of the process, ``lamda > 0``
2321
+ gamma : Positive number
2322
+ Rate of jump arrivals, `\gamma > 0`
2323
+
2324
+ Examples
2325
+ ========
2326
+
2327
+ >>> from sympy.stats import GammaProcess, E, P, variance
2328
+ >>> from sympy import symbols, Contains, Interval, Not
2329
+ >>> t, d, x, l, g = symbols('t d x l g', positive=True)
2330
+ >>> X = GammaProcess("X", l, g)
2331
+ >>> E(X(t))
2332
+ g*t/l
2333
+ >>> variance(X(t)).simplify()
2334
+ g*t/l**2
2335
+ >>> X = GammaProcess('X', 1, 2)
2336
+ >>> P(X(t) < 1).simplify()
2337
+ lowergamma(2*t, 1)/gamma(2*t)
2338
+ >>> P(Not((X(t) < 5) & (X(d) > 3)), Contains(t, Interval.Ropen(2, 4)) &
2339
+ ... Contains(d, Interval.Lopen(7, 8))).simplify()
2340
+ -4*exp(-3) + 472*exp(-8)/3 + 1
2341
+ >>> E(X(2) + x*E(X(5)))
2342
+ 10*x + 4
2343
+
2344
+ References
2345
+ ==========
2346
+
2347
+ .. [1] https://en.wikipedia.org/wiki/Gamma_process
2348
+
2349
+ """
2350
+ def __new__(cls, sym, lamda, gamma):
2351
+ _value_check(lamda > 0, 'lamda should be a positive number')
2352
+ _value_check(gamma > 0, 'gamma should be a positive number')
2353
+ sym = _symbol_converter(sym)
2354
+ gamma = _sympify(gamma)
2355
+ lamda = _sympify(lamda)
2356
+ return Basic.__new__(cls, sym, lamda, gamma)
2357
+
2358
+ @property
2359
+ def lamda(self):
2360
+ return self.args[1]
2361
+
2362
+ @property
2363
+ def gamma(self):
2364
+ return self.args[2]
2365
+
2366
+ @property
2367
+ def state_space(self):
2368
+ return _set_converter(Interval(0, oo))
2369
+
2370
+ def distribution(self, key):
2371
+ if isinstance(key, RandomIndexedSymbol):
2372
+ self._deprecation_warn_distribution()
2373
+ return GammaDistribution(self.gamma*key.key, 1/self.lamda)
2374
+ return GammaDistribution(self.gamma*key, 1/self.lamda)
2375
+
2376
+ def density(self, x):
2377
+ k = self.gamma*x.key
2378
+ theta = 1/self.lamda
2379
+ return x**(k - 1) * exp(-x/theta) / (gamma(k)*theta**k)
2380
+
2381
+ def simple_rv(self, rv):
2382
+ return Gamma(rv.name, self.gamma*rv.key, 1/self.lamda)
env-llmeval/lib/python3.10/site-packages/sympy/stats/symbolic_multivariate_probability.py ADDED
@@ -0,0 +1,308 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import itertools
2
+
3
+ from sympy.core.add import Add
4
+ from sympy.core.expr import Expr
5
+ from sympy.core.function import expand as _expand
6
+ from sympy.core.mul import Mul
7
+ from sympy.core.singleton import S
8
+ from sympy.matrices.common import ShapeError
9
+ from sympy.matrices.expressions.matexpr import MatrixExpr
10
+ from sympy.matrices.expressions.matmul import MatMul
11
+ from sympy.matrices.expressions.special import ZeroMatrix
12
+ from sympy.stats.rv import RandomSymbol, is_random
13
+ from sympy.core.sympify import _sympify
14
+ from sympy.stats.symbolic_probability import Variance, Covariance, Expectation
15
+
16
+
17
+ class ExpectationMatrix(Expectation, MatrixExpr):
18
+ """
19
+ Expectation of a random matrix expression.
20
+
21
+ Examples
22
+ ========
23
+
24
+ >>> from sympy.stats import ExpectationMatrix, Normal
25
+ >>> from sympy.stats.rv import RandomMatrixSymbol
26
+ >>> from sympy import symbols, MatrixSymbol, Matrix
27
+ >>> k = symbols("k")
28
+ >>> A, B = MatrixSymbol("A", k, k), MatrixSymbol("B", k, k)
29
+ >>> X, Y = RandomMatrixSymbol("X", k, 1), RandomMatrixSymbol("Y", k, 1)
30
+ >>> ExpectationMatrix(X)
31
+ ExpectationMatrix(X)
32
+ >>> ExpectationMatrix(A*X).shape
33
+ (k, 1)
34
+
35
+ To expand the expectation in its expression, use ``expand()``:
36
+
37
+ >>> ExpectationMatrix(A*X + B*Y).expand()
38
+ A*ExpectationMatrix(X) + B*ExpectationMatrix(Y)
39
+ >>> ExpectationMatrix((X + Y)*(X - Y).T).expand()
40
+ ExpectationMatrix(X*X.T) - ExpectationMatrix(X*Y.T) + ExpectationMatrix(Y*X.T) - ExpectationMatrix(Y*Y.T)
41
+
42
+ To evaluate the ``ExpectationMatrix``, use ``doit()``:
43
+
44
+ >>> N11, N12 = Normal('N11', 11, 1), Normal('N12', 12, 1)
45
+ >>> N21, N22 = Normal('N21', 21, 1), Normal('N22', 22, 1)
46
+ >>> M11, M12 = Normal('M11', 1, 1), Normal('M12', 2, 1)
47
+ >>> M21, M22 = Normal('M21', 3, 1), Normal('M22', 4, 1)
48
+ >>> x1 = Matrix([[N11, N12], [N21, N22]])
49
+ >>> x2 = Matrix([[M11, M12], [M21, M22]])
50
+ >>> ExpectationMatrix(x1 + x2).doit()
51
+ Matrix([
52
+ [12, 14],
53
+ [24, 26]])
54
+
55
+ """
56
+ def __new__(cls, expr, condition=None):
57
+ expr = _sympify(expr)
58
+ if condition is None:
59
+ if not is_random(expr):
60
+ return expr
61
+ obj = Expr.__new__(cls, expr)
62
+ else:
63
+ condition = _sympify(condition)
64
+ obj = Expr.__new__(cls, expr, condition)
65
+
66
+ obj._shape = expr.shape
67
+ obj._condition = condition
68
+ return obj
69
+
70
+ @property
71
+ def shape(self):
72
+ return self._shape
73
+
74
+ def expand(self, **hints):
75
+ expr = self.args[0]
76
+ condition = self._condition
77
+ if not is_random(expr):
78
+ return expr
79
+
80
+ if isinstance(expr, Add):
81
+ return Add.fromiter(Expectation(a, condition=condition).expand()
82
+ for a in expr.args)
83
+
84
+ expand_expr = _expand(expr)
85
+ if isinstance(expand_expr, Add):
86
+ return Add.fromiter(Expectation(a, condition=condition).expand()
87
+ for a in expand_expr.args)
88
+
89
+ elif isinstance(expr, (Mul, MatMul)):
90
+ rv = []
91
+ nonrv = []
92
+ postnon = []
93
+
94
+ for a in expr.args:
95
+ if is_random(a):
96
+ if rv:
97
+ rv.extend(postnon)
98
+ else:
99
+ nonrv.extend(postnon)
100
+ postnon = []
101
+ rv.append(a)
102
+ elif a.is_Matrix:
103
+ postnon.append(a)
104
+ else:
105
+ nonrv.append(a)
106
+
107
+ # In order to avoid infinite-looping (MatMul may call .doit() again),
108
+ # do not rebuild
109
+ if len(nonrv) == 0:
110
+ return self
111
+ return Mul.fromiter(nonrv)*Expectation(Mul.fromiter(rv),
112
+ condition=condition)*Mul.fromiter(postnon)
113
+
114
+ return self
115
+
116
+ class VarianceMatrix(Variance, MatrixExpr):
117
+ """
118
+ Variance of a random matrix probability expression. Also known as
119
+ Covariance matrix, auto-covariance matrix, dispersion matrix,
120
+ or variance-covariance matrix.
121
+
122
+ Examples
123
+ ========
124
+
125
+ >>> from sympy.stats import VarianceMatrix
126
+ >>> from sympy.stats.rv import RandomMatrixSymbol
127
+ >>> from sympy import symbols, MatrixSymbol
128
+ >>> k = symbols("k")
129
+ >>> A, B = MatrixSymbol("A", k, k), MatrixSymbol("B", k, k)
130
+ >>> X, Y = RandomMatrixSymbol("X", k, 1), RandomMatrixSymbol("Y", k, 1)
131
+ >>> VarianceMatrix(X)
132
+ VarianceMatrix(X)
133
+ >>> VarianceMatrix(X).shape
134
+ (k, k)
135
+
136
+ To expand the variance in its expression, use ``expand()``:
137
+
138
+ >>> VarianceMatrix(A*X).expand()
139
+ A*VarianceMatrix(X)*A.T
140
+ >>> VarianceMatrix(A*X + B*Y).expand()
141
+ 2*A*CrossCovarianceMatrix(X, Y)*B.T + A*VarianceMatrix(X)*A.T + B*VarianceMatrix(Y)*B.T
142
+ """
143
+ def __new__(cls, arg, condition=None):
144
+ arg = _sympify(arg)
145
+
146
+ if 1 not in arg.shape:
147
+ raise ShapeError("Expression is not a vector")
148
+
149
+ shape = (arg.shape[0], arg.shape[0]) if arg.shape[1] == 1 else (arg.shape[1], arg.shape[1])
150
+
151
+ if condition:
152
+ obj = Expr.__new__(cls, arg, condition)
153
+ else:
154
+ obj = Expr.__new__(cls, arg)
155
+
156
+ obj._shape = shape
157
+ obj._condition = condition
158
+ return obj
159
+
160
+ @property
161
+ def shape(self):
162
+ return self._shape
163
+
164
+ def expand(self, **hints):
165
+ arg = self.args[0]
166
+ condition = self._condition
167
+
168
+ if not is_random(arg):
169
+ return ZeroMatrix(*self.shape)
170
+
171
+ if isinstance(arg, RandomSymbol):
172
+ return self
173
+ elif isinstance(arg, Add):
174
+ rv = []
175
+ for a in arg.args:
176
+ if is_random(a):
177
+ rv.append(a)
178
+ variances = Add(*(Variance(xv, condition).expand() for xv in rv))
179
+ map_to_covar = lambda x: 2*Covariance(*x, condition=condition).expand()
180
+ covariances = Add(*map(map_to_covar, itertools.combinations(rv, 2)))
181
+ return variances + covariances
182
+ elif isinstance(arg, (Mul, MatMul)):
183
+ nonrv = []
184
+ rv = []
185
+ for a in arg.args:
186
+ if is_random(a):
187
+ rv.append(a)
188
+ else:
189
+ nonrv.append(a)
190
+ if len(rv) == 0:
191
+ return ZeroMatrix(*self.shape)
192
+ # Avoid possible infinite loops with MatMul:
193
+ if len(nonrv) == 0:
194
+ return self
195
+ # Variance of many multiple matrix products is not implemented:
196
+ if len(rv) > 1:
197
+ return self
198
+ return Mul.fromiter(nonrv)*Variance(Mul.fromiter(rv),
199
+ condition)*(Mul.fromiter(nonrv)).transpose()
200
+
201
+ # this expression contains a RandomSymbol somehow:
202
+ return self
203
+
204
+ class CrossCovarianceMatrix(Covariance, MatrixExpr):
205
+ """
206
+ Covariance of a random matrix probability expression.
207
+
208
+ Examples
209
+ ========
210
+
211
+ >>> from sympy.stats import CrossCovarianceMatrix
212
+ >>> from sympy.stats.rv import RandomMatrixSymbol
213
+ >>> from sympy import symbols, MatrixSymbol
214
+ >>> k = symbols("k")
215
+ >>> A, B = MatrixSymbol("A", k, k), MatrixSymbol("B", k, k)
216
+ >>> C, D = MatrixSymbol("C", k, k), MatrixSymbol("D", k, k)
217
+ >>> X, Y = RandomMatrixSymbol("X", k, 1), RandomMatrixSymbol("Y", k, 1)
218
+ >>> Z, W = RandomMatrixSymbol("Z", k, 1), RandomMatrixSymbol("W", k, 1)
219
+ >>> CrossCovarianceMatrix(X, Y)
220
+ CrossCovarianceMatrix(X, Y)
221
+ >>> CrossCovarianceMatrix(X, Y).shape
222
+ (k, k)
223
+
224
+ To expand the covariance in its expression, use ``expand()``:
225
+
226
+ >>> CrossCovarianceMatrix(X + Y, Z).expand()
227
+ CrossCovarianceMatrix(X, Z) + CrossCovarianceMatrix(Y, Z)
228
+ >>> CrossCovarianceMatrix(A*X, Y).expand()
229
+ A*CrossCovarianceMatrix(X, Y)
230
+ >>> CrossCovarianceMatrix(A*X, B.T*Y).expand()
231
+ A*CrossCovarianceMatrix(X, Y)*B
232
+ >>> CrossCovarianceMatrix(A*X + B*Y, C.T*Z + D.T*W).expand()
233
+ A*CrossCovarianceMatrix(X, W)*D + A*CrossCovarianceMatrix(X, Z)*C + B*CrossCovarianceMatrix(Y, W)*D + B*CrossCovarianceMatrix(Y, Z)*C
234
+
235
+ """
236
+ def __new__(cls, arg1, arg2, condition=None):
237
+ arg1 = _sympify(arg1)
238
+ arg2 = _sympify(arg2)
239
+
240
+ if (1 not in arg1.shape) or (1 not in arg2.shape) or (arg1.shape[1] != arg2.shape[1]):
241
+ raise ShapeError("Expression is not a vector")
242
+
243
+ shape = (arg1.shape[0], arg2.shape[0]) if arg1.shape[1] == 1 and arg2.shape[1] == 1 \
244
+ else (1, 1)
245
+
246
+ if condition:
247
+ obj = Expr.__new__(cls, arg1, arg2, condition)
248
+ else:
249
+ obj = Expr.__new__(cls, arg1, arg2)
250
+
251
+ obj._shape = shape
252
+ obj._condition = condition
253
+ return obj
254
+
255
+ @property
256
+ def shape(self):
257
+ return self._shape
258
+
259
+ def expand(self, **hints):
260
+ arg1 = self.args[0]
261
+ arg2 = self.args[1]
262
+ condition = self._condition
263
+
264
+ if arg1 == arg2:
265
+ return VarianceMatrix(arg1, condition).expand()
266
+
267
+ if not is_random(arg1) or not is_random(arg2):
268
+ return ZeroMatrix(*self.shape)
269
+
270
+ if isinstance(arg1, RandomSymbol) and isinstance(arg2, RandomSymbol):
271
+ return CrossCovarianceMatrix(arg1, arg2, condition)
272
+
273
+ coeff_rv_list1 = self._expand_single_argument(arg1.expand())
274
+ coeff_rv_list2 = self._expand_single_argument(arg2.expand())
275
+
276
+ addends = [a*CrossCovarianceMatrix(r1, r2, condition=condition)*b.transpose()
277
+ for (a, r1) in coeff_rv_list1 for (b, r2) in coeff_rv_list2]
278
+ return Add.fromiter(addends)
279
+
280
+ @classmethod
281
+ def _expand_single_argument(cls, expr):
282
+ # return (coefficient, random_symbol) pairs:
283
+ if isinstance(expr, RandomSymbol):
284
+ return [(S.One, expr)]
285
+ elif isinstance(expr, Add):
286
+ outval = []
287
+ for a in expr.args:
288
+ if isinstance(a, (Mul, MatMul)):
289
+ outval.append(cls._get_mul_nonrv_rv_tuple(a))
290
+ elif is_random(a):
291
+ outval.append((S.One, a))
292
+
293
+ return outval
294
+ elif isinstance(expr, (Mul, MatMul)):
295
+ return [cls._get_mul_nonrv_rv_tuple(expr)]
296
+ elif is_random(expr):
297
+ return [(S.One, expr)]
298
+
299
+ @classmethod
300
+ def _get_mul_nonrv_rv_tuple(cls, m):
301
+ rv = []
302
+ nonrv = []
303
+ for a in m.args:
304
+ if is_random(a):
305
+ rv.append(a)
306
+ else:
307
+ nonrv.append(a)
308
+ return (Mul.fromiter(nonrv), Mul.fromiter(rv))