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mode 100644 index 0000000000000000000000000000000000000000..f6fee500f1d97db0bae9ebff26824d4d894c7f39 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_censored_data.py @@ -0,0 +1,459 @@ +import numpy as np + + +def _validate_1d(a, name, allow_inf=False): + if np.ndim(a) != 1: + raise ValueError(f'`{name}` must be a one-dimensional sequence.') + if np.isnan(a).any(): + raise ValueError(f'`{name}` must not contain nan.') + if not allow_inf and np.isinf(a).any(): + raise ValueError(f'`{name}` must contain only finite values.') + + +def _validate_interval(interval): + interval = np.asarray(interval) + if interval.shape == (0,): + # The input was a sequence with length 0. + interval = interval.reshape((0, 2)) + if interval.ndim != 2 or interval.shape[-1] != 2: + raise ValueError('`interval` must be a two-dimensional array with ' + 'shape (m, 2), where m is the number of ' + 'interval-censored values, but got shape ' + f'{interval.shape}') + + if np.isnan(interval).any(): + raise ValueError('`interval` must not contain nan.') + if np.isinf(interval).all(axis=1).any(): + raise ValueError('In each row in `interval`, both values must not' + ' be infinite.') + if (interval[:, 0] > interval[:, 1]).any(): + raise ValueError('In each row of `interval`, the left value must not' + ' exceed the right value.') + + uncensored_mask = interval[:, 0] == interval[:, 1] + left_mask = np.isinf(interval[:, 0]) + right_mask = np.isinf(interval[:, 1]) + interval_mask = np.isfinite(interval).all(axis=1) & ~uncensored_mask + + uncensored2 = interval[uncensored_mask, 0] + left2 = interval[left_mask, 1] + right2 = interval[right_mask, 0] + interval2 = interval[interval_mask] + + return uncensored2, left2, right2, interval2 + + +def _validate_x_censored(x, censored): + x = np.asarray(x) + if x.ndim != 1: + raise ValueError('`x` must be one-dimensional.') + censored = np.asarray(censored) + if censored.ndim != 1: + raise ValueError('`censored` must be one-dimensional.') + if (~np.isfinite(x)).any(): + raise ValueError('`x` must not contain nan or inf.') + if censored.size != x.size: + raise ValueError('`x` and `censored` must have the same length.') + return x, censored.astype(bool) + + +class CensoredData: + """ + Instances of this class represent censored data. + + Instances may be passed to the ``fit`` method of continuous + univariate SciPy distributions for maximum likelihood estimation. + The *only* method of the univariate continuous distributions that + understands `CensoredData` is the ``fit`` method. An instance of + `CensoredData` can not be passed to methods such as ``pdf`` and + ``cdf``. + + An observation is said to be *censored* when the precise value is unknown, + but it has a known upper and/or lower bound. The conventional terminology + is: + + * left-censored: an observation is below a certain value but it is + unknown by how much. + * right-censored: an observation is above a certain value but it is + unknown by how much. + * interval-censored: an observation lies somewhere on an interval between + two values. + + Left-, right-, and interval-censored data can be represented by + `CensoredData`. + + For convenience, the class methods ``left_censored`` and + ``right_censored`` are provided to create a `CensoredData` + instance from a single one-dimensional array of measurements + and a corresponding boolean array to indicate which measurements + are censored. The class method ``interval_censored`` accepts two + one-dimensional arrays that hold the lower and upper bounds of the + intervals. + + Parameters + ---------- + uncensored : array_like, 1D + Uncensored observations. + left : array_like, 1D + Left-censored observations. + right : array_like, 1D + Right-censored observations. + interval : array_like, 2D, with shape (m, 2) + Interval-censored observations. Each row ``interval[k, :]`` + represents the interval for the kth interval-censored observation. + + Notes + ----- + In the input array `interval`, the lower bound of the interval may + be ``-inf``, and the upper bound may be ``inf``, but at least one must be + finite. When the lower bound is ``-inf``, the row represents a left- + censored observation, and when the upper bound is ``inf``, the row + represents a right-censored observation. If the length of an interval + is 0 (i.e. ``interval[k, 0] == interval[k, 1]``, the observation is + treated as uncensored. So one can represent all the types of censored + and uncensored data in ``interval``, but it is generally more convenient + to use `uncensored`, `left` and `right` for uncensored, left-censored and + right-censored observations, respectively. + + Examples + -------- + In the most general case, a censored data set may contain values that + are left-censored, right-censored, interval-censored, and uncensored. + For example, here we create a data set with five observations. Two + are uncensored (values 1 and 1.5), one is a left-censored observation + of 0, one is a right-censored observation of 10 and one is + interval-censored in the interval [2, 3]. + + >>> import numpy as np + >>> from scipy.stats import CensoredData + >>> data = CensoredData(uncensored=[1, 1.5], left=[0], right=[10], + ... interval=[[2, 3]]) + >>> print(data) + CensoredData(5 values: 2 not censored, 1 left-censored, + 1 right-censored, 1 interval-censored) + + Equivalently, + + >>> data = CensoredData(interval=[[1, 1], + ... [1.5, 1.5], + ... [-np.inf, 0], + ... [10, np.inf], + ... [2, 3]]) + >>> print(data) + CensoredData(5 values: 2 not censored, 1 left-censored, + 1 right-censored, 1 interval-censored) + + A common case is to have a mix of uncensored observations and censored + observations that are all right-censored (or all left-censored). For + example, consider an experiment in which six devices are started at + various times and left running until they fail. Assume that time is + measured in hours, and the experiment is stopped after 30 hours, even + if all the devices have not failed by that time. We might end up with + data such as this:: + + Device Start-time Fail-time Time-to-failure + 1 0 13 13 + 2 2 24 22 + 3 5 22 17 + 4 8 23 15 + 5 10 *** >20 + 6 12 *** >18 + + Two of the devices had not failed when the experiment was stopped; + the observations of the time-to-failure for these two devices are + right-censored. We can represent this data with + + >>> data = CensoredData(uncensored=[13, 22, 17, 15], right=[20, 18]) + >>> print(data) + CensoredData(6 values: 4 not censored, 2 right-censored) + + Alternatively, we can use the method `CensoredData.right_censored` to + create a representation of this data. The time-to-failure observations + are put the list ``ttf``. The ``censored`` list indicates which values + in ``ttf`` are censored. + + >>> ttf = [13, 22, 17, 15, 20, 18] + >>> censored = [False, False, False, False, True, True] + + Pass these lists to `CensoredData.right_censored` to create an + instance of `CensoredData`. + + >>> data = CensoredData.right_censored(ttf, censored) + >>> print(data) + CensoredData(6 values: 4 not censored, 2 right-censored) + + If the input data is interval censored and already stored in two + arrays, one holding the low end of the intervals and another + holding the high ends, the class method ``interval_censored`` can + be used to create the `CensoredData` instance. + + This example creates an instance with four interval-censored values. + The intervals are [10, 11], [0.5, 1], [2, 3], and [12.5, 13.5]. + + >>> a = [10, 0.5, 2, 12.5] # Low ends of the intervals + >>> b = [11, 1.0, 3, 13.5] # High ends of the intervals + >>> data = CensoredData.interval_censored(low=a, high=b) + >>> print(data) + CensoredData(4 values: 0 not censored, 4 interval-censored) + + Finally, we create and censor some data from the `weibull_min` + distribution, and then fit `weibull_min` to that data. We'll assume + that the location parameter is known to be 0. + + >>> from scipy.stats import weibull_min + >>> rng = np.random.default_rng() + + Create the random data set. + + >>> x = weibull_min.rvs(2.5, loc=0, scale=30, size=250, random_state=rng) + >>> x[x > 40] = 40 # Right-censor values greater or equal to 40. + + Create the `CensoredData` instance with the `right_censored` method. + The censored values are those where the value is 40. + + >>> data = CensoredData.right_censored(x, x == 40) + >>> print(data) + CensoredData(250 values: 215 not censored, 35 right-censored) + + 35 values have been right-censored. + + Fit `weibull_min` to the censored data. We expect to shape and scale + to be approximately 2.5 and 30, respectively. + + >>> weibull_min.fit(data, floc=0) + (2.3575922823897315, 0, 30.40650074451254) + + """ + + def __init__(self, uncensored=None, *, left=None, right=None, + interval=None): + if uncensored is None: + uncensored = [] + if left is None: + left = [] + if right is None: + right = [] + if interval is None: + interval = np.empty((0, 2)) + + _validate_1d(uncensored, 'uncensored') + _validate_1d(left, 'left') + _validate_1d(right, 'right') + uncensored2, left2, right2, interval2 = _validate_interval(interval) + + self._uncensored = np.concatenate((uncensored, uncensored2)) + self._left = np.concatenate((left, left2)) + self._right = np.concatenate((right, right2)) + # Note that by construction, the private attribute _interval + # will be a 2D array that contains only finite values representing + # intervals with nonzero but finite length. + self._interval = interval2 + + def __repr__(self): + uncensored_str = " ".join(np.array_repr(self._uncensored).split()) + left_str = " ".join(np.array_repr(self._left).split()) + right_str = " ".join(np.array_repr(self._right).split()) + interval_str = " ".join(np.array_repr(self._interval).split()) + return (f"CensoredData(uncensored={uncensored_str}, left={left_str}, " + f"right={right_str}, interval={interval_str})") + + def __str__(self): + num_nc = len(self._uncensored) + num_lc = len(self._left) + num_rc = len(self._right) + num_ic = len(self._interval) + n = num_nc + num_lc + num_rc + num_ic + parts = [f'{num_nc} not censored'] + if num_lc > 0: + parts.append(f'{num_lc} left-censored') + if num_rc > 0: + parts.append(f'{num_rc} right-censored') + if num_ic > 0: + parts.append(f'{num_ic} interval-censored') + return f'CensoredData({n} values: ' + ', '.join(parts) + ')' + + # This is not a complete implementation of the arithmetic operators. + # All we need is subtracting a scalar and dividing by a scalar. + + def __sub__(self, other): + return CensoredData(uncensored=self._uncensored - other, + left=self._left - other, + right=self._right - other, + interval=self._interval - other) + + def __truediv__(self, other): + return CensoredData(uncensored=self._uncensored / other, + left=self._left / other, + right=self._right / other, + interval=self._interval / other) + + def __len__(self): + """ + The number of values (censored and not censored). + """ + return (len(self._uncensored) + len(self._left) + len(self._right) + + len(self._interval)) + + def num_censored(self): + """ + Number of censored values. + """ + return len(self._left) + len(self._right) + len(self._interval) + + @classmethod + def right_censored(cls, x, censored): + """ + Create a `CensoredData` instance of right-censored data. + + Parameters + ---------- + x : array_like + `x` is the array of observed data or measurements. + `x` must be a one-dimensional sequence of finite numbers. + censored : array_like of bool + `censored` must be a one-dimensional sequence of boolean + values. If ``censored[k]`` is True, the corresponding value + in `x` is right-censored. That is, the value ``x[k]`` + is the lower bound of the true (but unknown) value. + + Returns + ------- + data : `CensoredData` + An instance of `CensoredData` that represents the + collection of uncensored and right-censored values. + + Examples + -------- + >>> from scipy.stats import CensoredData + + Two uncensored values (4 and 10) and two right-censored values + (24 and 25). + + >>> data = CensoredData.right_censored([4, 10, 24, 25], + ... [False, False, True, True]) + >>> data + CensoredData(uncensored=array([ 4., 10.]), + left=array([], dtype=float64), right=array([24., 25.]), + interval=array([], shape=(0, 2), dtype=float64)) + >>> print(data) + CensoredData(4 values: 2 not censored, 2 right-censored) + """ + x, censored = _validate_x_censored(x, censored) + return cls(uncensored=x[~censored], right=x[censored]) + + @classmethod + def left_censored(cls, x, censored): + """ + Create a `CensoredData` instance of left-censored data. + + Parameters + ---------- + x : array_like + `x` is the array of observed data or measurements. + `x` must be a one-dimensional sequence of finite numbers. + censored : array_like of bool + `censored` must be a one-dimensional sequence of boolean + values. If ``censored[k]`` is True, the corresponding value + in `x` is left-censored. That is, the value ``x[k]`` + is the upper bound of the true (but unknown) value. + + Returns + ------- + data : `CensoredData` + An instance of `CensoredData` that represents the + collection of uncensored and left-censored values. + + Examples + -------- + >>> from scipy.stats import CensoredData + + Two uncensored values (0.12 and 0.033) and two left-censored values + (both 1e-3). + + >>> data = CensoredData.left_censored([0.12, 0.033, 1e-3, 1e-3], + ... [False, False, True, True]) + >>> data + CensoredData(uncensored=array([0.12 , 0.033]), + left=array([0.001, 0.001]), right=array([], dtype=float64), + interval=array([], shape=(0, 2), dtype=float64)) + >>> print(data) + CensoredData(4 values: 2 not censored, 2 left-censored) + """ + x, censored = _validate_x_censored(x, censored) + return cls(uncensored=x[~censored], left=x[censored]) + + @classmethod + def interval_censored(cls, low, high): + """ + Create a `CensoredData` instance of interval-censored data. + + This method is useful when all the data is interval-censored, and + the low and high ends of the intervals are already stored in + separate one-dimensional arrays. + + Parameters + ---------- + low : array_like + The one-dimensional array containing the low ends of the + intervals. + high : array_like + The one-dimensional array containing the high ends of the + intervals. + + Returns + ------- + data : `CensoredData` + An instance of `CensoredData` that represents the + collection of censored values. + + Examples + -------- + >>> import numpy as np + >>> from scipy.stats import CensoredData + + ``a`` and ``b`` are the low and high ends of a collection of + interval-censored values. + + >>> a = [0.5, 2.0, 3.0, 5.5] + >>> b = [1.0, 2.5, 3.5, 7.0] + >>> data = CensoredData.interval_censored(low=a, high=b) + >>> print(data) + CensoredData(4 values: 0 not censored, 4 interval-censored) + """ + _validate_1d(low, 'low', allow_inf=True) + _validate_1d(high, 'high', allow_inf=True) + if len(low) != len(high): + raise ValueError('`low` and `high` must have the same length.') + interval = np.column_stack((low, high)) + uncensored, left, right, interval = _validate_interval(interval) + return cls(uncensored=uncensored, left=left, right=right, + interval=interval) + + def _uncensor(self): + """ + This function is used when a non-censored version of the data + is needed to create a rough estimate of the parameters of a + distribution via the method of moments or some similar method. + The data is "uncensored" by taking the given endpoints as the + data for the left- or right-censored data, and the mean for the + interval-censored data. + """ + data = np.concatenate((self._uncensored, self._left, self._right, + self._interval.mean(axis=1))) + return data + + def _supported(self, a, b): + """ + Return a subset of self containing the values that are in + (or overlap with) the interval (a, b). + """ + uncensored = self._uncensored + uncensored = uncensored[(a < uncensored) & (uncensored < b)] + left = self._left + left = left[a < left] + right = self._right + right = right[right < b] + interval = self._interval + interval = interval[(a < interval[:, 1]) & (interval[:, 0] < b)] + return CensoredData(uncensored, left=left, right=right, + interval=interval) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/_mannwhitneyu.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_mannwhitneyu.py new file mode 100644 index 0000000000000000000000000000000000000000..a796edf075e70627461927849b3f6fdb0788035f --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_mannwhitneyu.py @@ -0,0 +1,519 @@ +import numpy as np +from collections import namedtuple +from scipy import special +from scipy import stats +from scipy.stats._stats_py import _rankdata +from ._axis_nan_policy import _axis_nan_policy_factory + + +def _broadcast_concatenate(x, y, axis): + '''Broadcast then concatenate arrays, leaving concatenation axis last''' + x = np.moveaxis(x, axis, -1) + y = np.moveaxis(y, axis, -1) + z = np.broadcast(x[..., 0], y[..., 0]) + x = np.broadcast_to(x, z.shape + (x.shape[-1],)) + y = np.broadcast_to(y, z.shape + (y.shape[-1],)) + z = np.concatenate((x, y), axis=-1) + return x, y, z + + +class _MWU: + '''Distribution of MWU statistic under the null hypothesis''' + # Possible improvement: if m and n are small enough, use integer arithmetic + + def __init__(self): + '''Minimal initializer''' + self._fmnks = -np.ones((1, 1, 1)) + self._recursive = None + + def pmf(self, k, m, n): + + # In practice, `pmf` is never called with k > m*n/2. + # If it were, we'd exploit symmetry here: + # k = np.array(k, copy=True) + # k2 = m*n - k + # i = k2 < k + # k[i] = k2[i] + + if (self._recursive is None and m <= 500 and n <= 500 + or self._recursive): + return self.pmf_recursive(k, m, n) + else: + return self.pmf_iterative(k, m, n) + + def pmf_recursive(self, k, m, n): + '''Probability mass function, recursive version''' + self._resize_fmnks(m, n, np.max(k)) + # could loop over just the unique elements, but probably not worth + # the time to find them + for i in np.ravel(k): + self._f(m, n, i) + return self._fmnks[m, n, k] / special.binom(m + n, m) + + def pmf_iterative(self, k, m, n): + '''Probability mass function, iterative version''' + fmnks = {} + for i in np.ravel(k): + fmnks = _mwu_f_iterative(m, n, i, fmnks) + return (np.array([fmnks[(m, n, ki)] for ki in k]) + / special.binom(m + n, m)) + + def cdf(self, k, m, n): + '''Cumulative distribution function''' + + # In practice, `cdf` is never called with k > m*n/2. + # If it were, we'd exploit symmetry here rather than in `sf` + pmfs = self.pmf(np.arange(0, np.max(k) + 1), m, n) + cdfs = np.cumsum(pmfs) + return cdfs[k] + + def sf(self, k, m, n): + '''Survival function''' + # Note that both CDF and SF include the PMF at k. The p-value is + # calculated from the SF and should include the mass at k, so this + # is desirable + + # Use the fact that the distribution is symmetric; i.e. + # _f(m, n, m*n-k) = _f(m, n, k), and sum from the left + kc = np.asarray(m*n - k) # complement of k + i = k < kc + if np.any(i): + kc[i] = k[i] + cdfs = np.asarray(self.cdf(kc, m, n)) + cdfs[i] = 1. - cdfs[i] + self.pmf(kc[i], m, n) + else: + cdfs = np.asarray(self.cdf(kc, m, n)) + return cdfs[()] + + def _resize_fmnks(self, m, n, k): + '''If necessary, expand the array that remembers PMF values''' + # could probably use `np.pad` but I'm not sure it would save code + shape_old = np.array(self._fmnks.shape) + shape_new = np.array((m+1, n+1, k+1)) + if np.any(shape_new > shape_old): + shape = np.maximum(shape_old, shape_new) + fmnks = -np.ones(shape) # create the new array + m0, n0, k0 = shape_old + fmnks[:m0, :n0, :k0] = self._fmnks # copy remembered values + self._fmnks = fmnks + + def _f(self, m, n, k): + '''Recursive implementation of function of [3] Theorem 2.5''' + + # [3] Theorem 2.5 Line 1 + if k < 0 or m < 0 or n < 0 or k > m*n: + return 0 + + # if already calculated, return the value + if self._fmnks[m, n, k] >= 0: + return self._fmnks[m, n, k] + + if k == 0 and m >= 0 and n >= 0: # [3] Theorem 2.5 Line 2 + fmnk = 1 + else: # [3] Theorem 2.5 Line 3 / Equation 3 + fmnk = self._f(m-1, n, k-n) + self._f(m, n-1, k) + + self._fmnks[m, n, k] = fmnk # remember result + + return fmnk + + +# Maintain state for faster repeat calls to mannwhitneyu w/ method='exact' +_mwu_state = _MWU() + + +def _mwu_f_iterative(m, n, k, fmnks): + '''Iterative implementation of function of [3] Theorem 2.5''' + + def _base_case(m, n, k): + '''Base cases from recursive version''' + + # if already calculated, return the value + if fmnks.get((m, n, k), -1) >= 0: + return fmnks[(m, n, k)] + + # [3] Theorem 2.5 Line 1 + elif k < 0 or m < 0 or n < 0 or k > m*n: + return 0 + + # [3] Theorem 2.5 Line 2 + elif k == 0 and m >= 0 and n >= 0: + return 1 + + return None + + stack = [(m, n, k)] + fmnk = None + + while stack: + # Popping only if necessary would save a tiny bit of time, but NWI. + m, n, k = stack.pop() + + # If we're at a base case, continue (stack unwinds) + fmnk = _base_case(m, n, k) + if fmnk is not None: + fmnks[(m, n, k)] = fmnk + continue + + # If both terms are base cases, continue (stack unwinds) + f1 = _base_case(m-1, n, k-n) + f2 = _base_case(m, n-1, k) + if f1 is not None and f2 is not None: + # [3] Theorem 2.5 Line 3 / Equation 3 + fmnk = f1 + f2 + fmnks[(m, n, k)] = fmnk + continue + + # recurse deeper + stack.append((m, n, k)) + if f1 is None: + stack.append((m-1, n, k-n)) + if f2 is None: + stack.append((m, n-1, k)) + + return fmnks + + +def _get_mwu_z(U, n1, n2, t, axis=0, continuity=True): + '''Standardized MWU statistic''' + # Follows mannwhitneyu [2] + mu = n1 * n2 / 2 + n = n1 + n2 + + # Tie correction according to [2], "Normal approximation and tie correction" + # "A more computationally-efficient form..." + tie_term = (t**3 - t).sum(axis=-1) + s = np.sqrt(n1*n2/12 * ((n + 1) - tie_term/(n*(n-1)))) + + numerator = U - mu + + # Continuity correction. + # Because SF is always used to calculate the p-value, we can always + # _subtract_ 0.5 for the continuity correction. This always increases the + # p-value to account for the rest of the probability mass _at_ q = U. + if continuity: + numerator -= 0.5 + + # no problem evaluating the norm SF at an infinity + with np.errstate(divide='ignore', invalid='ignore'): + z = numerator / s + return z + + +def _mwu_input_validation(x, y, use_continuity, alternative, axis, method): + ''' Input validation and standardization for mannwhitneyu ''' + # Would use np.asarray_chkfinite, but infs are OK + x, y = np.atleast_1d(x), np.atleast_1d(y) + if np.isnan(x).any() or np.isnan(y).any(): + raise ValueError('`x` and `y` must not contain NaNs.') + if np.size(x) == 0 or np.size(y) == 0: + raise ValueError('`x` and `y` must be of nonzero size.') + + bools = {True, False} + if use_continuity not in bools: + raise ValueError(f'`use_continuity` must be one of {bools}.') + + alternatives = {"two-sided", "less", "greater"} + alternative = alternative.lower() + if alternative not in alternatives: + raise ValueError(f'`alternative` must be one of {alternatives}.') + + axis_int = int(axis) + if axis != axis_int: + raise ValueError('`axis` must be an integer.') + + if not isinstance(method, stats.PermutationMethod): + methods = {"asymptotic", "exact", "auto"} + method = method.lower() + if method not in methods: + raise ValueError(f'`method` must be one of {methods}.') + + return x, y, use_continuity, alternative, axis_int, method + + +def _mwu_choose_method(n1, n2, ties): + """Choose method 'asymptotic' or 'exact' depending on input size, ties""" + + # if both inputs are large, asymptotic is OK + if n1 > 8 and n2 > 8: + return "asymptotic" + + # if there are any ties, asymptotic is preferred + if ties: + return "asymptotic" + + return "exact" + + +MannwhitneyuResult = namedtuple('MannwhitneyuResult', ('statistic', 'pvalue')) + + +@_axis_nan_policy_factory(MannwhitneyuResult, n_samples=2) +def mannwhitneyu(x, y, use_continuity=True, alternative="two-sided", + axis=0, method="auto"): + r'''Perform the Mann-Whitney U rank test on two independent samples. + + The Mann-Whitney U test is a nonparametric test of the null hypothesis + that the distribution underlying sample `x` is the same as the + distribution underlying sample `y`. It is often used as a test of + difference in location between distributions. + + Parameters + ---------- + x, y : array-like + N-d arrays of samples. The arrays must be broadcastable except along + the dimension given by `axis`. + use_continuity : bool, optional + Whether a continuity correction (1/2) should be applied. + Default is True when `method` is ``'asymptotic'``; has no effect + otherwise. + alternative : {'two-sided', 'less', 'greater'}, optional + Defines the alternative hypothesis. Default is 'two-sided'. + Let *F(u)* and *G(u)* be the cumulative distribution functions of the + distributions underlying `x` and `y`, respectively. Then the following + alternative hypotheses are available: + + * 'two-sided': the distributions are not equal, i.e. *F(u) ≠ G(u)* for + at least one *u*. + * 'less': the distribution underlying `x` is stochastically less + than the distribution underlying `y`, i.e. *F(u) > G(u)* for all *u*. + * 'greater': the distribution underlying `x` is stochastically greater + than the distribution underlying `y`, i.e. *F(u) < G(u)* for all *u*. + + Note that the mathematical expressions in the alternative hypotheses + above describe the CDFs of the underlying distributions. The directions + of the inequalities appear inconsistent with the natural language + description at first glance, but they are not. For example, suppose + *X* and *Y* are random variables that follow distributions with CDFs + *F* and *G*, respectively. If *F(u) > G(u)* for all *u*, samples drawn + from *X* tend to be less than those drawn from *Y*. + + Under a more restrictive set of assumptions, the alternative hypotheses + can be expressed in terms of the locations of the distributions; + see [5] section 5.1. + axis : int, optional + Axis along which to perform the test. Default is 0. + method : {'auto', 'asymptotic', 'exact'} or `PermutationMethod` instance, optional + Selects the method used to calculate the *p*-value. + Default is 'auto'. The following options are available. + + * ``'asymptotic'``: compares the standardized test statistic + against the normal distribution, correcting for ties. + * ``'exact'``: computes the exact *p*-value by comparing the observed + :math:`U` statistic against the exact distribution of the :math:`U` + statistic under the null hypothesis. No correction is made for ties. + * ``'auto'``: chooses ``'exact'`` when the size of one of the samples + is less than or equal to 8 and there are no ties; + chooses ``'asymptotic'`` otherwise. + * `PermutationMethod` instance. In this case, the p-value + is computed using `permutation_test` with the provided + configuration options and other appropriate settings. + + Returns + ------- + res : MannwhitneyuResult + An object containing attributes: + + statistic : float + The Mann-Whitney U statistic corresponding with sample `x`. See + Notes for the test statistic corresponding with sample `y`. + pvalue : float + The associated *p*-value for the chosen `alternative`. + + Notes + ----- + If ``U1`` is the statistic corresponding with sample `x`, then the + statistic corresponding with sample `y` is + ``U2 = x.shape[axis] * y.shape[axis] - U1``. + + `mannwhitneyu` is for independent samples. For related / paired samples, + consider `scipy.stats.wilcoxon`. + + `method` ``'exact'`` is recommended when there are no ties and when either + sample size is less than 8 [1]_. The implementation follows the recurrence + relation originally proposed in [1]_ as it is described in [3]_. + Note that the exact method is *not* corrected for ties, but + `mannwhitneyu` will not raise errors or warnings if there are ties in the + data. If there are ties and either samples is small (fewer than ~10 + observations), consider passing an instance of `PermutationMethod` + as the `method` to perform a permutation test. + + The Mann-Whitney U test is a non-parametric version of the t-test for + independent samples. When the means of samples from the populations + are normally distributed, consider `scipy.stats.ttest_ind`. + + See Also + -------- + scipy.stats.wilcoxon, scipy.stats.ranksums, scipy.stats.ttest_ind + + References + ---------- + .. [1] H.B. Mann and D.R. Whitney, "On a test of whether one of two random + variables is stochastically larger than the other", The Annals of + Mathematical Statistics, Vol. 18, pp. 50-60, 1947. + .. [2] Mann-Whitney U Test, Wikipedia, + http://en.wikipedia.org/wiki/Mann-Whitney_U_test + .. [3] A. Di Bucchianico, "Combinatorics, computer algebra, and the + Wilcoxon-Mann-Whitney test", Journal of Statistical Planning and + Inference, Vol. 79, pp. 349-364, 1999. + .. [4] Rosie Shier, "Statistics: 2.3 The Mann-Whitney U Test", Mathematics + Learning Support Centre, 2004. + .. [5] Michael P. Fay and Michael A. Proschan. "Wilcoxon-Mann-Whitney + or t-test? On assumptions for hypothesis tests and multiple \ + interpretations of decision rules." Statistics surveys, Vol. 4, pp. + 1-39, 2010. https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2857732/ + + Examples + -------- + We follow the example from [4]_: nine randomly sampled young adults were + diagnosed with type II diabetes at the ages below. + + >>> males = [19, 22, 16, 29, 24] + >>> females = [20, 11, 17, 12] + + We use the Mann-Whitney U test to assess whether there is a statistically + significant difference in the diagnosis age of males and females. + The null hypothesis is that the distribution of male diagnosis ages is + the same as the distribution of female diagnosis ages. We decide + that a confidence level of 95% is required to reject the null hypothesis + in favor of the alternative that the distributions are different. + Since the number of samples is very small and there are no ties in the + data, we can compare the observed test statistic against the *exact* + distribution of the test statistic under the null hypothesis. + + >>> from scipy.stats import mannwhitneyu + >>> U1, p = mannwhitneyu(males, females, method="exact") + >>> print(U1) + 17.0 + + `mannwhitneyu` always reports the statistic associated with the first + sample, which, in this case, is males. This agrees with :math:`U_M = 17` + reported in [4]_. The statistic associated with the second statistic + can be calculated: + + >>> nx, ny = len(males), len(females) + >>> U2 = nx*ny - U1 + >>> print(U2) + 3.0 + + This agrees with :math:`U_F = 3` reported in [4]_. The two-sided + *p*-value can be calculated from either statistic, and the value produced + by `mannwhitneyu` agrees with :math:`p = 0.11` reported in [4]_. + + >>> print(p) + 0.1111111111111111 + + The exact distribution of the test statistic is asymptotically normal, so + the example continues by comparing the exact *p*-value against the + *p*-value produced using the normal approximation. + + >>> _, pnorm = mannwhitneyu(males, females, method="asymptotic") + >>> print(pnorm) + 0.11134688653314041 + + Here `mannwhitneyu`'s reported *p*-value appears to conflict with the + value :math:`p = 0.09` given in [4]_. The reason is that [4]_ + does not apply the continuity correction performed by `mannwhitneyu`; + `mannwhitneyu` reduces the distance between the test statistic and the + mean :math:`\mu = n_x n_y / 2` by 0.5 to correct for the fact that the + discrete statistic is being compared against a continuous distribution. + Here, the :math:`U` statistic used is less than the mean, so we reduce + the distance by adding 0.5 in the numerator. + + >>> import numpy as np + >>> from scipy.stats import norm + >>> U = min(U1, U2) + >>> N = nx + ny + >>> z = (U - nx*ny/2 + 0.5) / np.sqrt(nx*ny * (N + 1)/ 12) + >>> p = 2 * norm.cdf(z) # use CDF to get p-value from smaller statistic + >>> print(p) + 0.11134688653314041 + + If desired, we can disable the continuity correction to get a result + that agrees with that reported in [4]_. + + >>> _, pnorm = mannwhitneyu(males, females, use_continuity=False, + ... method="asymptotic") + >>> print(pnorm) + 0.0864107329737 + + Regardless of whether we perform an exact or asymptotic test, the + probability of the test statistic being as extreme or more extreme by + chance exceeds 5%, so we do not consider the results statistically + significant. + + Suppose that, before seeing the data, we had hypothesized that females + would tend to be diagnosed at a younger age than males. + In that case, it would be natural to provide the female ages as the + first input, and we would have performed a one-sided test using + ``alternative = 'less'``: females are diagnosed at an age that is + stochastically less than that of males. + + >>> res = mannwhitneyu(females, males, alternative="less", method="exact") + >>> print(res) + MannwhitneyuResult(statistic=3.0, pvalue=0.05555555555555555) + + Again, the probability of getting a sufficiently low value of the + test statistic by chance under the null hypothesis is greater than 5%, + so we do not reject the null hypothesis in favor of our alternative. + + If it is reasonable to assume that the means of samples from the + populations are normally distributed, we could have used a t-test to + perform the analysis. + + >>> from scipy.stats import ttest_ind + >>> res = ttest_ind(females, males, alternative="less") + >>> print(res) + Ttest_indResult(statistic=-2.239334696520584, pvalue=0.030068441095757924) + + Under this assumption, the *p*-value would be low enough to reject the + null hypothesis in favor of the alternative. + + ''' + + x, y, use_continuity, alternative, axis_int, method = ( + _mwu_input_validation(x, y, use_continuity, alternative, axis, method)) + + x, y, xy = _broadcast_concatenate(x, y, axis) + + n1, n2 = x.shape[-1], y.shape[-1] + + # Follows [2] + ranks, t = _rankdata(xy, 'average', return_ties=True) # method 2, step 1 + R1 = ranks[..., :n1].sum(axis=-1) # method 2, step 2 + U1 = R1 - n1*(n1+1)/2 # method 2, step 3 + U2 = n1 * n2 - U1 # as U1 + U2 = n1 * n2 + + if alternative == "greater": + U, f = U1, 1 # U is the statistic to use for p-value, f is a factor + elif alternative == "less": + U, f = U2, 1 # Due to symmetry, use SF of U2 rather than CDF of U1 + else: + U, f = np.maximum(U1, U2), 2 # multiply SF by two for two-sided test + + if method == "auto": + method = _mwu_choose_method(n1, n2, np.any(t > 1)) + + if method == "exact": + p = _mwu_state.sf(U.astype(int), min(n1, n2), max(n1, n2)) + elif method == "asymptotic": + z = _get_mwu_z(U, n1, n2, t, continuity=use_continuity) + p = stats.norm.sf(z) + else: # `PermutationMethod` instance (already validated) + def statistic(x, y, axis): + return mannwhitneyu(x, y, use_continuity=use_continuity, + alternative=alternative, axis=axis, + method="asymptotic").statistic + + res = stats.permutation_test((x, y), statistic, axis=axis, + **method._asdict(), alternative=alternative) + p = res.pvalue + f = 1 + + p *= f + + # Ensure that test statistic is not greater than 1 + # This could happen for exact test when U = m*n/2 + p = np.clip(p, 0, 1) + + return MannwhitneyuResult(U1, p) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/_mvn.cpython-310-x86_64-linux-gnu.so b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_mvn.cpython-310-x86_64-linux-gnu.so new file mode 100644 index 0000000000000000000000000000000000000000..6cc5254bd5efc5fa9c80185c5d4ea531b26808bc Binary files /dev/null and b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_mvn.cpython-310-x86_64-linux-gnu.so differ diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/_qmc_cy.cpython-310-x86_64-linux-gnu.so b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_qmc_cy.cpython-310-x86_64-linux-gnu.so new file mode 100644 index 0000000000000000000000000000000000000000..685573c90d9e2f2d74936996dd276348e7fcd48c Binary files /dev/null and b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_qmc_cy.cpython-310-x86_64-linux-gnu.so differ diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/_rvs_sampling.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_rvs_sampling.py new file mode 100644 index 0000000000000000000000000000000000000000..86adb251c3e5ced6896b498bc28c5b6b144db7af --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_rvs_sampling.py @@ -0,0 +1,56 @@ +import warnings +from scipy.stats.sampling import RatioUniforms + +def rvs_ratio_uniforms(pdf, umax, vmin, vmax, size=1, c=0, random_state=None): + """ + Generate random samples from a probability density function using the + ratio-of-uniforms method. + + .. deprecated:: 1.12.0 + `rvs_ratio_uniforms` is deprecated in favour of + `scipy.stats.sampling.RatioUniforms` from version 1.12.0 and will + be removed in SciPy 1.15.0 + + Parameters + ---------- + pdf : callable + A function with signature `pdf(x)` that is proportional to the + probability density function of the distribution. + umax : float + The upper bound of the bounding rectangle in the u-direction. + vmin : float + The lower bound of the bounding rectangle in the v-direction. + vmax : float + The upper bound of the bounding rectangle in the v-direction. + size : int or tuple of ints, optional + Defining number of random variates (default is 1). + c : float, optional. + Shift parameter of ratio-of-uniforms method, see Notes. Default is 0. + random_state : {None, int, `numpy.random.Generator`, + `numpy.random.RandomState`}, optional + + If `seed` is None (or `np.random`), the `numpy.random.RandomState` + singleton is used. + If `seed` is an int, a new ``RandomState`` instance is used, + seeded with `seed`. + If `seed` is already a ``Generator`` or ``RandomState`` instance then + that instance is used. + + Returns + ------- + rvs : ndarray + The random variates distributed according to the probability + distribution defined by the pdf. + + Notes + ----- + Please refer to `scipy.stats.sampling.RatioUniforms` for the documentation. + """ + warnings.warn("Please use `RatioUniforms` from the " + "`scipy.stats.sampling` namespace. The " + "`scipy.stats.rvs_ratio_uniforms` namespace is deprecated " + "and will be removed in SciPy 1.15.0", + category=DeprecationWarning, stacklevel=2) + gen = RatioUniforms(pdf, umax=umax, vmin=vmin, vmax=vmax, + c=c, random_state=random_state) + return gen.rvs(size) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/_stats.cpython-310-x86_64-linux-gnu.so b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_stats.cpython-310-x86_64-linux-gnu.so new file mode 100644 index 0000000000000000000000000000000000000000..572f4de11e124009d1ec0299a859a6b37e6247c0 Binary files /dev/null and b/env-llmeval/lib/python3.10/site-packages/scipy/stats/_stats.cpython-310-x86_64-linux-gnu.so differ diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/contingency.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/contingency.py new file mode 100644 index 0000000000000000000000000000000000000000..399322475b08953a26a23135d0244d87890467bc --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/contingency.py @@ -0,0 +1,468 @@ +""" +Contingency table functions (:mod:`scipy.stats.contingency`) +============================================================ + +Functions for creating and analyzing contingency tables. + +.. currentmodule:: scipy.stats.contingency + +.. autosummary:: + :toctree: generated/ + + chi2_contingency + relative_risk + odds_ratio + crosstab + association + + expected_freq + margins + +""" + + +from functools import reduce +import math +import numpy as np +from ._stats_py import power_divergence +from ._relative_risk import relative_risk +from ._crosstab import crosstab +from ._odds_ratio import odds_ratio +from scipy._lib._bunch import _make_tuple_bunch + + +__all__ = ['margins', 'expected_freq', 'chi2_contingency', 'crosstab', + 'association', 'relative_risk', 'odds_ratio'] + + +def margins(a): + """Return a list of the marginal sums of the array `a`. + + Parameters + ---------- + a : ndarray + The array for which to compute the marginal sums. + + Returns + ------- + margsums : list of ndarrays + A list of length `a.ndim`. `margsums[k]` is the result + of summing `a` over all axes except `k`; it has the same + number of dimensions as `a`, but the length of each axis + except axis `k` will be 1. + + Examples + -------- + >>> import numpy as np + >>> from scipy.stats.contingency import margins + + >>> a = np.arange(12).reshape(2, 6) + >>> a + array([[ 0, 1, 2, 3, 4, 5], + [ 6, 7, 8, 9, 10, 11]]) + >>> m0, m1 = margins(a) + >>> m0 + array([[15], + [51]]) + >>> m1 + array([[ 6, 8, 10, 12, 14, 16]]) + + >>> b = np.arange(24).reshape(2,3,4) + >>> m0, m1, m2 = margins(b) + >>> m0 + array([[[ 66]], + [[210]]]) + >>> m1 + array([[[ 60], + [ 92], + [124]]]) + >>> m2 + array([[[60, 66, 72, 78]]]) + """ + margsums = [] + ranged = list(range(a.ndim)) + for k in ranged: + marg = np.apply_over_axes(np.sum, a, [j for j in ranged if j != k]) + margsums.append(marg) + return margsums + + +def expected_freq(observed): + """ + Compute the expected frequencies from a contingency table. + + Given an n-dimensional contingency table of observed frequencies, + compute the expected frequencies for the table based on the marginal + sums under the assumption that the groups associated with each + dimension are independent. + + Parameters + ---------- + observed : array_like + The table of observed frequencies. (While this function can handle + a 1-D array, that case is trivial. Generally `observed` is at + least 2-D.) + + Returns + ------- + expected : ndarray of float64 + The expected frequencies, based on the marginal sums of the table. + Same shape as `observed`. + + Examples + -------- + >>> import numpy as np + >>> from scipy.stats.contingency import expected_freq + >>> observed = np.array([[10, 10, 20],[20, 20, 20]]) + >>> expected_freq(observed) + array([[ 12., 12., 16.], + [ 18., 18., 24.]]) + + """ + # Typically `observed` is an integer array. If `observed` has a large + # number of dimensions or holds large values, some of the following + # computations may overflow, so we first switch to floating point. + observed = np.asarray(observed, dtype=np.float64) + + # Create a list of the marginal sums. + margsums = margins(observed) + + # Create the array of expected frequencies. The shapes of the + # marginal sums returned by apply_over_axes() are just what we + # need for broadcasting in the following product. + d = observed.ndim + expected = reduce(np.multiply, margsums) / observed.sum() ** (d - 1) + return expected + + +Chi2ContingencyResult = _make_tuple_bunch( + 'Chi2ContingencyResult', + ['statistic', 'pvalue', 'dof', 'expected_freq'], [] +) + + +def chi2_contingency(observed, correction=True, lambda_=None): + """Chi-square test of independence of variables in a contingency table. + + This function computes the chi-square statistic and p-value for the + hypothesis test of independence of the observed frequencies in the + contingency table [1]_ `observed`. The expected frequencies are computed + based on the marginal sums under the assumption of independence; see + `scipy.stats.contingency.expected_freq`. The number of degrees of + freedom is (expressed using numpy functions and attributes):: + + dof = observed.size - sum(observed.shape) + observed.ndim - 1 + + + Parameters + ---------- + observed : array_like + The contingency table. The table contains the observed frequencies + (i.e. number of occurrences) in each category. In the two-dimensional + case, the table is often described as an "R x C table". + correction : bool, optional + If True, *and* the degrees of freedom is 1, apply Yates' correction + for continuity. The effect of the correction is to adjust each + observed value by 0.5 towards the corresponding expected value. + lambda_ : float or str, optional + By default, the statistic computed in this test is Pearson's + chi-squared statistic [2]_. `lambda_` allows a statistic from the + Cressie-Read power divergence family [3]_ to be used instead. See + `scipy.stats.power_divergence` for details. + + Returns + ------- + res : Chi2ContingencyResult + An object containing attributes: + + statistic : float + The test statistic. + pvalue : float + The p-value of the test. + dof : int + The degrees of freedom. + expected_freq : ndarray, same shape as `observed` + The expected frequencies, based on the marginal sums of the table. + + See Also + -------- + scipy.stats.contingency.expected_freq + scipy.stats.fisher_exact + scipy.stats.chisquare + scipy.stats.power_divergence + scipy.stats.barnard_exact + scipy.stats.boschloo_exact + + Notes + ----- + An often quoted guideline for the validity of this calculation is that + the test should be used only if the observed and expected frequencies + in each cell are at least 5. + + This is a test for the independence of different categories of a + population. The test is only meaningful when the dimension of + `observed` is two or more. Applying the test to a one-dimensional + table will always result in `expected` equal to `observed` and a + chi-square statistic equal to 0. + + This function does not handle masked arrays, because the calculation + does not make sense with missing values. + + Like `scipy.stats.chisquare`, this function computes a chi-square + statistic; the convenience this function provides is to figure out the + expected frequencies and degrees of freedom from the given contingency + table. If these were already known, and if the Yates' correction was not + required, one could use `scipy.stats.chisquare`. That is, if one calls:: + + res = chi2_contingency(obs, correction=False) + + then the following is true:: + + (res.statistic, res.pvalue) == stats.chisquare(obs.ravel(), + f_exp=ex.ravel(), + ddof=obs.size - 1 - dof) + + The `lambda_` argument was added in version 0.13.0 of scipy. + + References + ---------- + .. [1] "Contingency table", + https://en.wikipedia.org/wiki/Contingency_table + .. [2] "Pearson's chi-squared test", + https://en.wikipedia.org/wiki/Pearson%27s_chi-squared_test + .. [3] Cressie, N. and Read, T. R. C., "Multinomial Goodness-of-Fit + Tests", J. Royal Stat. Soc. Series B, Vol. 46, No. 3 (1984), + pp. 440-464. + .. [4] Berger, Jeffrey S. et al. "Aspirin for the Primary Prevention of + Cardiovascular Events in Women and Men: A Sex-Specific + Meta-analysis of Randomized Controlled Trials." + JAMA, 295(3):306-313, :doi:`10.1001/jama.295.3.306`, 2006. + + Examples + -------- + In [4]_, the use of aspirin to prevent cardiovascular events in women + and men was investigated. The study notably concluded: + + ...aspirin therapy reduced the risk of a composite of + cardiovascular events due to its effect on reducing the risk of + ischemic stroke in women [...] + + The article lists studies of various cardiovascular events. Let's + focus on the ischemic stoke in women. + + The following table summarizes the results of the experiment in which + participants took aspirin or a placebo on a regular basis for several + years. Cases of ischemic stroke were recorded:: + + Aspirin Control/Placebo + Ischemic stroke 176 230 + No stroke 21035 21018 + + Is there evidence that the aspirin reduces the risk of ischemic stroke? + We begin by formulating a null hypothesis :math:`H_0`: + + The effect of aspirin is equivalent to that of placebo. + + Let's assess the plausibility of this hypothesis with + a chi-square test. + + >>> import numpy as np + >>> from scipy.stats import chi2_contingency + >>> table = np.array([[176, 230], [21035, 21018]]) + >>> res = chi2_contingency(table) + >>> res.statistic + 6.892569132546561 + >>> res.pvalue + 0.008655478161175739 + + Using a significance level of 5%, we would reject the null hypothesis in + favor of the alternative hypothesis: "the effect of aspirin + is not equivalent to the effect of placebo". + Because `scipy.stats.contingency.chi2_contingency` performs a two-sided + test, the alternative hypothesis does not indicate the direction of the + effect. We can use `stats.contingency.odds_ratio` to support the + conclusion that aspirin *reduces* the risk of ischemic stroke. + + Below are further examples showing how larger contingency tables can be + tested. + + A two-way example (2 x 3): + + >>> obs = np.array([[10, 10, 20], [20, 20, 20]]) + >>> res = chi2_contingency(obs) + >>> res.statistic + 2.7777777777777777 + >>> res.pvalue + 0.24935220877729619 + >>> res.dof + 2 + >>> res.expected_freq + array([[ 12., 12., 16.], + [ 18., 18., 24.]]) + + Perform the test using the log-likelihood ratio (i.e. the "G-test") + instead of Pearson's chi-squared statistic. + + >>> res = chi2_contingency(obs, lambda_="log-likelihood") + >>> res.statistic + 2.7688587616781319 + >>> res.pvalue + 0.25046668010954165 + + A four-way example (2 x 2 x 2 x 2): + + >>> obs = np.array( + ... [[[[12, 17], + ... [11, 16]], + ... [[11, 12], + ... [15, 16]]], + ... [[[23, 15], + ... [30, 22]], + ... [[14, 17], + ... [15, 16]]]]) + >>> res = chi2_contingency(obs) + >>> res.statistic + 8.7584514426741897 + >>> res.pvalue + 0.64417725029295503 + """ + observed = np.asarray(observed) + if np.any(observed < 0): + raise ValueError("All values in `observed` must be nonnegative.") + if observed.size == 0: + raise ValueError("No data; `observed` has size 0.") + + expected = expected_freq(observed) + if np.any(expected == 0): + # Include one of the positions where expected is zero in + # the exception message. + zeropos = list(zip(*np.nonzero(expected == 0)))[0] + raise ValueError("The internally computed table of expected " + f"frequencies has a zero element at {zeropos}.") + + # The degrees of freedom + dof = expected.size - sum(expected.shape) + expected.ndim - 1 + + if dof == 0: + # Degenerate case; this occurs when `observed` is 1D (or, more + # generally, when it has only one nontrivial dimension). In this + # case, we also have observed == expected, so chi2 is 0. + chi2 = 0.0 + p = 1.0 + else: + if dof == 1 and correction: + # Adjust `observed` according to Yates' correction for continuity. + # Magnitude of correction no bigger than difference; see gh-13875 + diff = expected - observed + direction = np.sign(diff) + magnitude = np.minimum(0.5, np.abs(diff)) + observed = observed + magnitude * direction + + chi2, p = power_divergence(observed, expected, + ddof=observed.size - 1 - dof, axis=None, + lambda_=lambda_) + + return Chi2ContingencyResult(chi2, p, dof, expected) + + +def association(observed, method="cramer", correction=False, lambda_=None): + """Calculates degree of association between two nominal variables. + + The function provides the option for computing one of three measures of + association between two nominal variables from the data given in a 2d + contingency table: Tschuprow's T, Pearson's Contingency Coefficient + and Cramer's V. + + Parameters + ---------- + observed : array-like + The array of observed values + method : {"cramer", "tschuprow", "pearson"} (default = "cramer") + The association test statistic. + correction : bool, optional + Inherited from `scipy.stats.contingency.chi2_contingency()` + lambda_ : float or str, optional + Inherited from `scipy.stats.contingency.chi2_contingency()` + + Returns + ------- + statistic : float + Value of the test statistic + + Notes + ----- + Cramer's V, Tschuprow's T and Pearson's Contingency Coefficient, all + measure the degree to which two nominal or ordinal variables are related, + or the level of their association. This differs from correlation, although + many often mistakenly consider them equivalent. Correlation measures in + what way two variables are related, whereas, association measures how + related the variables are. As such, association does not subsume + independent variables, and is rather a test of independence. A value of + 1.0 indicates perfect association, and 0.0 means the variables have no + association. + + Both the Cramer's V and Tschuprow's T are extensions of the phi + coefficient. Moreover, due to the close relationship between the + Cramer's V and Tschuprow's T the returned values can often be similar + or even equivalent. They are likely to diverge more as the array shape + diverges from a 2x2. + + References + ---------- + .. [1] "Tschuprow's T", + https://en.wikipedia.org/wiki/Tschuprow's_T + .. [2] Tschuprow, A. A. (1939) + Principles of the Mathematical Theory of Correlation; + translated by M. Kantorowitsch. W. Hodge & Co. + .. [3] "Cramer's V", https://en.wikipedia.org/wiki/Cramer's_V + .. [4] "Nominal Association: Phi and Cramer's V", + http://www.people.vcu.edu/~pdattalo/702SuppRead/MeasAssoc/NominalAssoc.html + .. [5] Gingrich, Paul, "Association Between Variables", + http://uregina.ca/~gingrich/ch11a.pdf + + Examples + -------- + An example with a 4x2 contingency table: + + >>> import numpy as np + >>> from scipy.stats.contingency import association + >>> obs4x2 = np.array([[100, 150], [203, 322], [420, 700], [320, 210]]) + + Pearson's contingency coefficient + + >>> association(obs4x2, method="pearson") + 0.18303298140595667 + + Cramer's V + + >>> association(obs4x2, method="cramer") + 0.18617813077483678 + + Tschuprow's T + + >>> association(obs4x2, method="tschuprow") + 0.14146478765062995 + """ + arr = np.asarray(observed) + if not np.issubdtype(arr.dtype, np.integer): + raise ValueError("`observed` must be an integer array.") + + if len(arr.shape) != 2: + raise ValueError("method only accepts 2d arrays") + + chi2_stat = chi2_contingency(arr, correction=correction, + lambda_=lambda_) + + phi2 = chi2_stat.statistic / arr.sum() + n_rows, n_cols = arr.shape + if method == "cramer": + value = phi2 / min(n_cols - 1, n_rows - 1) + elif method == "tschuprow": + value = phi2 / math.sqrt((n_rows - 1) * (n_cols - 1)) + elif method == 'pearson': + value = phi2 / (1 + phi2) + else: + raise ValueError("Invalid argument value: 'method' argument must " + "be 'cramer', 'tschuprow', or 'pearson'") + + return math.sqrt(value) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/kde.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/kde.py new file mode 100644 index 0000000000000000000000000000000000000000..08e299b5137c44d70c4db841a0b53060d552d50d --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/kde.py @@ -0,0 +1,23 @@ +# This file is not meant for public use and will be removed in SciPy v2.0.0. +# Use the `scipy.stats` namespace for importing the functions +# included below. + +from scipy._lib.deprecation import _sub_module_deprecation + + +__all__ = [ # noqa: F822 + 'gaussian_kde', 'linalg', 'logsumexp', 'check_random_state', + 'atleast_2d', 'reshape', 'newaxis', 'exp', 'ravel', 'power', + 'atleast_1d', 'squeeze', 'sum', 'transpose', 'cov', + 'gaussian_kernel_estimate' +] + + +def __dir__(): + return __all__ + + +def __getattr__(name): + return _sub_module_deprecation(sub_package="stats", module="kde", + private_modules=["_kde"], all=__all__, + attribute=name) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/qmc.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/qmc.py new file mode 100644 index 0000000000000000000000000000000000000000..4f3c8182857bee5e25433e154ec72c9f05c0fc5d --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/qmc.py @@ -0,0 +1,235 @@ +r""" +==================================================== +Quasi-Monte Carlo submodule (:mod:`scipy.stats.qmc`) +==================================================== + +.. currentmodule:: scipy.stats.qmc + +This module provides Quasi-Monte Carlo generators and associated helper +functions. + + +Quasi-Monte Carlo +================= + +Engines +------- + +.. autosummary:: + :toctree: generated/ + + QMCEngine + Sobol + Halton + LatinHypercube + PoissonDisk + MultinomialQMC + MultivariateNormalQMC + +Helpers +------- + +.. autosummary:: + :toctree: generated/ + + discrepancy + geometric_discrepancy + update_discrepancy + scale + + +Introduction to Quasi-Monte Carlo +================================= + +Quasi-Monte Carlo (QMC) methods [1]_, [2]_, [3]_ provide an +:math:`n \times d` array of numbers in :math:`[0,1]`. They can be used in +place of :math:`n` points from the :math:`U[0,1]^{d}` distribution. Compared to +random points, QMC points are designed to have fewer gaps and clumps. This is +quantified by discrepancy measures [4]_. From the Koksma-Hlawka +inequality [5]_ we know that low discrepancy reduces a bound on +integration error. Averaging a function :math:`f` over :math:`n` QMC points +can achieve an integration error close to :math:`O(n^{-1})` for well +behaved functions [2]_. + +Most QMC constructions are designed for special values of :math:`n` +such as powers of 2 or large primes. Changing the sample +size by even one can degrade their performance, even their +rate of convergence [6]_. For instance :math:`n=100` points may give less +accuracy than :math:`n=64` if the method was designed for :math:`n=2^m`. + +Some QMC constructions are extensible in :math:`n`: we can find +another special sample size :math:`n' > n` and often an infinite +sequence of increasing special sample sizes. Some QMC +constructions are extensible in :math:`d`: we can increase the dimension, +possibly to some upper bound, and typically without requiring +special values of :math:`d`. Some QMC methods are extensible in +both :math:`n` and :math:`d`. + +QMC points are deterministic. That makes it hard to estimate the accuracy of +integrals estimated by averages over QMC points. Randomized QMC (RQMC) [7]_ +points are constructed so that each point is individually :math:`U[0,1]^{d}` +while collectively the :math:`n` points retain their low discrepancy. +One can make :math:`R` independent replications of RQMC points to +see how stable a computation is. From :math:`R` independent values, +a t-test (or bootstrap t-test [8]_) then gives approximate confidence +intervals on the mean value. Some RQMC methods produce a +root mean squared error that is actually :math:`o(1/n)` and smaller than +the rate seen in unrandomized QMC. An intuitive explanation is +that the error is a sum of many small ones and random errors +cancel in a way that deterministic ones do not. RQMC also +has advantages on integrands that are singular or, for other +reasons, fail to be Riemann integrable. + +(R)QMC cannot beat Bahkvalov's curse of dimension (see [9]_). For +any random or deterministic method, there are worst case functions +that will give it poor performance in high dimensions. A worst +case function for QMC might be 0 at all n points but very +large elsewhere. Worst case analyses get very pessimistic +in high dimensions. (R)QMC can bring a great improvement over +MC when the functions on which it is used are not worst case. +For instance (R)QMC can be especially effective on integrands +that are well approximated by sums of functions of +some small number of their input variables at a time [10]_, [11]_. +That property is often a surprising finding about those functions. + +Also, to see an improvement over IID MC, (R)QMC requires a bit of smoothness of +the integrand, roughly the mixed first order derivative in each direction, +:math:`\partial^d f/\partial x_1 \cdots \partial x_d`, must be integral. +For instance, a function that is 1 inside the hypersphere and 0 outside of it +has infinite variation in the sense of Hardy and Krause for any dimension +:math:`d = 2`. + +Scrambled nets are a kind of RQMC that have some valuable robustness +properties [12]_. If the integrand is square integrable, they give variance +:math:`var_{SNET} = o(1/n)`. There is a finite upper bound on +:math:`var_{SNET} / var_{MC}` that holds simultaneously for every square +integrable integrand. Scrambled nets satisfy a strong law of large numbers +for :math:`f` in :math:`L^p` when :math:`p>1`. In some +special cases there is a central limit theorem [13]_. For smooth enough +integrands they can achieve RMSE nearly :math:`O(n^{-3})`. See [12]_ +for references about these properties. + +The main kinds of QMC methods are lattice rules [14]_ and digital +nets and sequences [2]_, [15]_. The theories meet up in polynomial +lattice rules [16]_ which can produce digital nets. Lattice rules +require some form of search for good constructions. For digital +nets there are widely used default constructions. + +The most widely used QMC methods are Sobol' sequences [17]_. +These are digital nets. They are extensible in both :math:`n` and :math:`d`. +They can be scrambled. The special sample sizes are powers +of 2. Another popular method are Halton sequences [18]_. +The constructions resemble those of digital nets. The earlier +dimensions have much better equidistribution properties than +later ones. There are essentially no special sample sizes. +They are not thought to be as accurate as Sobol' sequences. +They can be scrambled. The nets of Faure [19]_ are also widely +used. All dimensions are equally good, but the special sample +sizes grow rapidly with dimension :math:`d`. They can be scrambled. +The nets of Niederreiter and Xing [20]_ have the best asymptotic +properties but have not shown good empirical performance [21]_. + +Higher order digital nets are formed by a digit interleaving process +in the digits of the constructed points. They can achieve higher +levels of asymptotic accuracy given higher smoothness conditions on :math:`f` +and they can be scrambled [22]_. There is little or no empirical work +showing the improved rate to be attained. + +Using QMC is like using the entire period of a small random +number generator. The constructions are similar and so +therefore are the computational costs [23]_. + +(R)QMC is sometimes improved by passing the points through +a baker's transformation (tent function) prior to using them. +That function has the form :math:`1-2|x-1/2|`. As :math:`x` goes from 0 to +1, this function goes from 0 to 1 and then back. It is very +useful to produce a periodic function for lattice rules [14]_, +and sometimes it improves the convergence rate [24]_. + +It is not straightforward to apply QMC methods to Markov +chain Monte Carlo (MCMC). We can think of MCMC as using +:math:`n=1` point in :math:`[0,1]^{d}` for very large :math:`d`, with +ergodic results corresponding to :math:`d \to \infty`. One proposal is +in [25]_ and under strong conditions an improved rate of convergence +has been shown [26]_. + +Returning to Sobol' points: there are many versions depending +on what are called direction numbers. Those are the result of +searches and are tabulated. A very widely used set of direction +numbers come from [27]_. It is extensible in dimension up to +:math:`d=21201`. + +References +---------- +.. [1] Owen, Art B. "Monte Carlo Book: the Quasi-Monte Carlo parts." 2019. +.. [2] Niederreiter, Harald. "Random number generation and quasi-Monte Carlo + methods." Society for Industrial and Applied Mathematics, 1992. +.. [3] Dick, Josef, Frances Y. Kuo, and Ian H. Sloan. "High-dimensional + integration: the quasi-Monte Carlo way." Acta Numerica no. 22: 133, 2013. +.. [4] Aho, A. V., C. Aistleitner, T. Anderson, K. Appel, V. Arnol'd, N. + Aronszajn, D. Asotsky et al. "W. Chen et al.(eds.), "A Panorama of + Discrepancy Theory", Sringer International Publishing, + Switzerland: 679, 2014. +.. [5] Hickernell, Fred J. "Koksma-Hlawka Inequality." Wiley StatsRef: + Statistics Reference Online, 2014. +.. [6] Owen, Art B. "On dropping the first Sobol' point." :arxiv:`2008.08051`, + 2020. +.. [7] L'Ecuyer, Pierre, and Christiane Lemieux. "Recent advances in randomized + quasi-Monte Carlo methods." In Modeling uncertainty, pp. 419-474. Springer, + New York, NY, 2002. +.. [8] DiCiccio, Thomas J., and Bradley Efron. "Bootstrap confidence + intervals." Statistical science: 189-212, 1996. +.. [9] Dimov, Ivan T. "Monte Carlo methods for applied scientists." World + Scientific, 2008. +.. [10] Caflisch, Russel E., William J. Morokoff, and Art B. Owen. "Valuation + of mortgage backed securities using Brownian bridges to reduce effective + dimension." Journal of Computational Finance: no. 1 27-46, 1997. +.. [11] Sloan, Ian H., and Henryk Wozniakowski. "When are quasi-Monte Carlo + algorithms efficient for high dimensional integrals?." Journal of Complexity + 14, no. 1 (1998): 1-33. +.. [12] Owen, Art B., and Daniel Rudolf, "A strong law of large numbers for + scrambled net integration." SIAM Review, to appear. +.. [13] Loh, Wei-Liem. "On the asymptotic distribution of scrambled net + quadrature." The Annals of Statistics 31, no. 4: 1282-1324, 2003. +.. [14] Sloan, Ian H. and S. Joe. "Lattice methods for multiple integration." + Oxford University Press, 1994. +.. [15] Dick, Josef, and Friedrich Pillichshammer. "Digital nets and sequences: + discrepancy theory and quasi-Monte Carlo integration." Cambridge University + Press, 2010. +.. [16] Dick, Josef, F. Kuo, Friedrich Pillichshammer, and I. Sloan. + "Construction algorithms for polynomial lattice rules for multivariate + integration." Mathematics of computation 74, no. 252: 1895-1921, 2005. +.. [17] Sobol', Il'ya Meerovich. "On the distribution of points in a cube and + the approximate evaluation of integrals." Zhurnal Vychislitel'noi Matematiki + i Matematicheskoi Fiziki 7, no. 4: 784-802, 1967. +.. [18] Halton, John H. "On the efficiency of certain quasi-random sequences of + points in evaluating multi-dimensional integrals." Numerische Mathematik 2, + no. 1: 84-90, 1960. +.. [19] Faure, Henri. "Discrepance de suites associees a un systeme de + numeration (en dimension s)." Acta arithmetica 41, no. 4: 337-351, 1982. +.. [20] Niederreiter, Harold, and Chaoping Xing. "Low-discrepancy sequences and + global function fields with many rational places." Finite Fields and their + applications 2, no. 3: 241-273, 1996. +.. [21] Hong, Hee Sun, and Fred J. Hickernell. "Algorithm 823: Implementing + scrambled digital sequences." ACM Transactions on Mathematical Software + (TOMS) 29, no. 2: 95-109, 2003. +.. [22] Dick, Josef. "Higher order scrambled digital nets achieve the optimal + rate of the root mean square error for smooth integrands." The Annals of + Statistics 39, no. 3: 1372-1398, 2011. +.. [23] Niederreiter, Harald. "Multidimensional numerical integration using + pseudorandom numbers." In Stochastic Programming 84 Part I, pp. 17-38. + Springer, Berlin, Heidelberg, 1986. +.. [24] Hickernell, Fred J. "Obtaining O (N-2+e) Convergence for Lattice + Quadrature Rules." In Monte Carlo and Quasi-Monte Carlo Methods 2000, + pp. 274-289. Springer, Berlin, Heidelberg, 2002. +.. [25] Owen, Art B., and Seth D. Tribble. "A quasi-Monte Carlo Metropolis + algorithm." Proceedings of the National Academy of Sciences 102, + no. 25: 8844-8849, 2005. +.. [26] Chen, Su. "Consistency and convergence rate of Markov chain quasi Monte + Carlo with examples." PhD diss., Stanford University, 2011. +.. [27] Joe, Stephen, and Frances Y. Kuo. "Constructing Sobol sequences with + better two-dimensional projections." SIAM Journal on Scientific Computing + 30, no. 5: 2635-2654, 2008. + +""" +from ._qmc import * # noqa: F403 diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/__pycache__/__init__.cpython-310.pyc b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/__pycache__/__init__.cpython-310.pyc new file mode 100644 index 0000000000000000000000000000000000000000..8d1c8c6feef375177ce7b785a457ef7dc6e317a5 Binary files /dev/null and b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/__pycache__/__init__.cpython-310.pyc differ diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/__pycache__/common_tests.cpython-310.pyc b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/__pycache__/common_tests.cpython-310.pyc new file mode 100644 index 0000000000000000000000000000000000000000..ae045ee0fadd9c802d5d4b0a026d59e1abc4d9bd Binary files /dev/null and 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b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/__pycache__/test_variation.cpython-310.pyc differ diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/common_tests.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/common_tests.py new file mode 100644 index 0000000000000000000000000000000000000000..4260eb97f2a2c1d9a839e2f586bd562f28c1ac85 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/common_tests.py @@ -0,0 +1,351 @@ +import pickle + +import numpy as np +import numpy.testing as npt +from numpy.testing import assert_allclose, assert_equal +from pytest import raises as assert_raises + +import numpy.ma.testutils as ma_npt + +from scipy._lib._util import ( + getfullargspec_no_self as _getfullargspec, np_long +) +from scipy import stats + + +def check_named_results(res, attributes, ma=False): + for i, attr in enumerate(attributes): + if ma: + ma_npt.assert_equal(res[i], getattr(res, attr)) + else: + npt.assert_equal(res[i], getattr(res, attr)) + + +def check_normalization(distfn, args, distname): + norm_moment = distfn.moment(0, *args) + npt.assert_allclose(norm_moment, 1.0) + + if distname == "rv_histogram_instance": + atol, rtol = 1e-5, 0 + else: + atol, rtol = 1e-7, 1e-7 + + normalization_expect = distfn.expect(lambda x: 1, args=args) + npt.assert_allclose(normalization_expect, 1.0, atol=atol, rtol=rtol, + err_msg=distname, verbose=True) + + _a, _b = distfn.support(*args) + normalization_cdf = distfn.cdf(_b, *args) + npt.assert_allclose(normalization_cdf, 1.0) + + +def check_moment(distfn, arg, m, v, msg): + m1 = distfn.moment(1, *arg) + m2 = distfn.moment(2, *arg) + if not np.isinf(m): + npt.assert_almost_equal(m1, m, decimal=10, + err_msg=msg + ' - 1st moment') + else: # or np.isnan(m1), + npt.assert_(np.isinf(m1), + msg + ' - 1st moment -infinite, m1=%s' % str(m1)) + + if not np.isinf(v): + npt.assert_almost_equal(m2 - m1 * m1, v, decimal=10, + err_msg=msg + ' - 2ndt moment') + else: # or np.isnan(m2), + npt.assert_(np.isinf(m2), msg + f' - 2nd moment -infinite, {m2=}') + + +def check_mean_expect(distfn, arg, m, msg): + if np.isfinite(m): + m1 = distfn.expect(lambda x: x, arg) + npt.assert_almost_equal(m1, m, decimal=5, + err_msg=msg + ' - 1st moment (expect)') + + +def check_var_expect(distfn, arg, m, v, msg): + dist_looser_tolerances = {"rv_histogram_instance" , "ksone"} + kwargs = {'rtol': 5e-6} if msg in dist_looser_tolerances else {} + if np.isfinite(v): + m2 = distfn.expect(lambda x: x*x, arg) + npt.assert_allclose(m2, v + m*m, **kwargs) + + +def check_skew_expect(distfn, arg, m, v, s, msg): + if np.isfinite(s): + m3e = distfn.expect(lambda x: np.power(x-m, 3), arg) + npt.assert_almost_equal(m3e, s * np.power(v, 1.5), + decimal=5, err_msg=msg + ' - skew') + else: + npt.assert_(np.isnan(s)) + + +def check_kurt_expect(distfn, arg, m, v, k, msg): + if np.isfinite(k): + m4e = distfn.expect(lambda x: np.power(x-m, 4), arg) + npt.assert_allclose(m4e, (k + 3.) * np.power(v, 2), + atol=1e-5, rtol=1e-5, + err_msg=msg + ' - kurtosis') + elif not np.isposinf(k): + npt.assert_(np.isnan(k)) + + +def check_munp_expect(dist, args, msg): + # If _munp is overridden, test a higher moment. (Before gh-18634, some + # distributions had issues with moments 5 and higher.) + if dist._munp.__func__ != stats.rv_continuous._munp: + res = dist.moment(5, *args) # shouldn't raise an error + ref = dist.expect(lambda x: x ** 5, args, lb=-np.inf, ub=np.inf) + if not np.isfinite(res): # could be valid; automated test can't know + return + # loose tolerance, mostly to see whether _munp returns *something* + assert_allclose(res, ref, atol=1e-10, rtol=1e-4, + err_msg=msg + ' - higher moment / _munp') + + +def check_entropy(distfn, arg, msg): + ent = distfn.entropy(*arg) + npt.assert_(not np.isnan(ent), msg + 'test Entropy is nan') + + +def check_private_entropy(distfn, args, superclass): + # compare a generic _entropy with the distribution-specific implementation + npt.assert_allclose(distfn._entropy(*args), + superclass._entropy(distfn, *args)) + + +def check_entropy_vect_scale(distfn, arg): + # check 2-d + sc = np.asarray([[1, 2], [3, 4]]) + v_ent = distfn.entropy(*arg, scale=sc) + s_ent = [distfn.entropy(*arg, scale=s) for s in sc.ravel()] + s_ent = np.asarray(s_ent).reshape(v_ent.shape) + assert_allclose(v_ent, s_ent, atol=1e-14) + + # check invalid value, check cast + sc = [1, 2, -3] + v_ent = distfn.entropy(*arg, scale=sc) + s_ent = [distfn.entropy(*arg, scale=s) for s in sc] + s_ent = np.asarray(s_ent).reshape(v_ent.shape) + assert_allclose(v_ent, s_ent, atol=1e-14) + + +def check_edge_support(distfn, args): + # Make sure that x=self.a and self.b are handled correctly. + x = distfn.support(*args) + if isinstance(distfn, stats.rv_discrete): + x = x[0]-1, x[1] + + npt.assert_equal(distfn.cdf(x, *args), [0.0, 1.0]) + npt.assert_equal(distfn.sf(x, *args), [1.0, 0.0]) + + if distfn.name not in ('skellam', 'dlaplace'): + # with a = -inf, log(0) generates warnings + npt.assert_equal(distfn.logcdf(x, *args), [-np.inf, 0.0]) + npt.assert_equal(distfn.logsf(x, *args), [0.0, -np.inf]) + + npt.assert_equal(distfn.ppf([0.0, 1.0], *args), x) + npt.assert_equal(distfn.isf([0.0, 1.0], *args), x[::-1]) + + # out-of-bounds for isf & ppf + npt.assert_(np.isnan(distfn.isf([-1, 2], *args)).all()) + npt.assert_(np.isnan(distfn.ppf([-1, 2], *args)).all()) + + +def check_named_args(distfn, x, shape_args, defaults, meths): + ## Check calling w/ named arguments. + + # check consistency of shapes, numargs and _parse signature + signature = _getfullargspec(distfn._parse_args) + npt.assert_(signature.varargs is None) + npt.assert_(signature.varkw is None) + npt.assert_(not signature.kwonlyargs) + npt.assert_(list(signature.defaults) == list(defaults)) + + shape_argnames = signature.args[:-len(defaults)] # a, b, loc=0, scale=1 + if distfn.shapes: + shapes_ = distfn.shapes.replace(',', ' ').split() + else: + shapes_ = '' + npt.assert_(len(shapes_) == distfn.numargs) + npt.assert_(len(shapes_) == len(shape_argnames)) + + # check calling w/ named arguments + shape_args = list(shape_args) + + vals = [meth(x, *shape_args) for meth in meths] + npt.assert_(np.all(np.isfinite(vals))) + + names, a, k = shape_argnames[:], shape_args[:], {} + while names: + k.update({names.pop(): a.pop()}) + v = [meth(x, *a, **k) for meth in meths] + npt.assert_array_equal(vals, v) + if 'n' not in k.keys(): + # `n` is first parameter of moment(), so can't be used as named arg + npt.assert_equal(distfn.moment(1, *a, **k), + distfn.moment(1, *shape_args)) + + # unknown arguments should not go through: + k.update({'kaboom': 42}) + assert_raises(TypeError, distfn.cdf, x, **k) + + +def check_random_state_property(distfn, args): + # check the random_state attribute of a distribution *instance* + + # This test fiddles with distfn.random_state. This breaks other tests, + # hence need to save it and then restore. + rndm = distfn.random_state + + # baseline: this relies on the global state + np.random.seed(1234) + distfn.random_state = None + r0 = distfn.rvs(*args, size=8) + + # use an explicit instance-level random_state + distfn.random_state = 1234 + r1 = distfn.rvs(*args, size=8) + npt.assert_equal(r0, r1) + + distfn.random_state = np.random.RandomState(1234) + r2 = distfn.rvs(*args, size=8) + npt.assert_equal(r0, r2) + + # check that np.random.Generator can be used (numpy >= 1.17) + if hasattr(np.random, 'default_rng'): + # obtain a np.random.Generator object + rng = np.random.default_rng(1234) + distfn.rvs(*args, size=1, random_state=rng) + + # can override the instance-level random_state for an individual .rvs call + distfn.random_state = 2 + orig_state = distfn.random_state.get_state() + + r3 = distfn.rvs(*args, size=8, random_state=np.random.RandomState(1234)) + npt.assert_equal(r0, r3) + + # ... and that does not alter the instance-level random_state! + npt.assert_equal(distfn.random_state.get_state(), orig_state) + + # finally, restore the random_state + distfn.random_state = rndm + + +def check_meth_dtype(distfn, arg, meths): + q0 = [0.25, 0.5, 0.75] + x0 = distfn.ppf(q0, *arg) + x_cast = [x0.astype(tp) for tp in (np_long, np.float16, np.float32, + np.float64)] + + for x in x_cast: + # casting may have clipped the values, exclude those + distfn._argcheck(*arg) + x = x[(distfn.a < x) & (x < distfn.b)] + for meth in meths: + val = meth(x, *arg) + npt.assert_(val.dtype == np.float64) + + +def check_ppf_dtype(distfn, arg): + q0 = np.asarray([0.25, 0.5, 0.75]) + q_cast = [q0.astype(tp) for tp in (np.float16, np.float32, np.float64)] + for q in q_cast: + for meth in [distfn.ppf, distfn.isf]: + val = meth(q, *arg) + npt.assert_(val.dtype == np.float64) + + +def check_cmplx_deriv(distfn, arg): + # Distributions allow complex arguments. + def deriv(f, x, *arg): + x = np.asarray(x) + h = 1e-10 + return (f(x + h*1j, *arg)/h).imag + + x0 = distfn.ppf([0.25, 0.51, 0.75], *arg) + x_cast = [x0.astype(tp) for tp in (np_long, np.float16, np.float32, + np.float64)] + + for x in x_cast: + # casting may have clipped the values, exclude those + distfn._argcheck(*arg) + x = x[(distfn.a < x) & (x < distfn.b)] + + pdf, cdf, sf = distfn.pdf(x, *arg), distfn.cdf(x, *arg), distfn.sf(x, *arg) + assert_allclose(deriv(distfn.cdf, x, *arg), pdf, rtol=1e-5) + assert_allclose(deriv(distfn.logcdf, x, *arg), pdf/cdf, rtol=1e-5) + + assert_allclose(deriv(distfn.sf, x, *arg), -pdf, rtol=1e-5) + assert_allclose(deriv(distfn.logsf, x, *arg), -pdf/sf, rtol=1e-5) + + assert_allclose(deriv(distfn.logpdf, x, *arg), + deriv(distfn.pdf, x, *arg) / distfn.pdf(x, *arg), + rtol=1e-5) + + +def check_pickling(distfn, args): + # check that a distribution instance pickles and unpickles + # pay special attention to the random_state property + + # save the random_state (restore later) + rndm = distfn.random_state + + # check unfrozen + distfn.random_state = 1234 + distfn.rvs(*args, size=8) + s = pickle.dumps(distfn) + r0 = distfn.rvs(*args, size=8) + + unpickled = pickle.loads(s) + r1 = unpickled.rvs(*args, size=8) + npt.assert_equal(r0, r1) + + # also smoke test some methods + medians = [distfn.ppf(0.5, *args), unpickled.ppf(0.5, *args)] + npt.assert_equal(medians[0], medians[1]) + npt.assert_equal(distfn.cdf(medians[0], *args), + unpickled.cdf(medians[1], *args)) + + # check frozen pickling/unpickling with rvs + frozen_dist = distfn(*args) + pkl = pickle.dumps(frozen_dist) + unpickled = pickle.loads(pkl) + + r0 = frozen_dist.rvs(size=8) + r1 = unpickled.rvs(size=8) + npt.assert_equal(r0, r1) + + # check pickling/unpickling of .fit method + if hasattr(distfn, "fit"): + fit_function = distfn.fit + pickled_fit_function = pickle.dumps(fit_function) + unpickled_fit_function = pickle.loads(pickled_fit_function) + assert fit_function.__name__ == unpickled_fit_function.__name__ == "fit" + + # restore the random_state + distfn.random_state = rndm + + +def check_freezing(distfn, args): + # regression test for gh-11089: freezing a distribution fails + # if loc and/or scale are specified + if isinstance(distfn, stats.rv_continuous): + locscale = {'loc': 1, 'scale': 2} + else: + locscale = {'loc': 1} + + rv = distfn(*args, **locscale) + assert rv.a == distfn(*args).a + assert rv.b == distfn(*args).b + + +def check_rvs_broadcast(distfunc, distname, allargs, shape, shape_only, otype): + np.random.seed(123) + sample = distfunc.rvs(*allargs) + assert_equal(sample.shape, shape, "%s: rvs failed to broadcast" % distname) + if not shape_only: + rvs = np.vectorize(lambda *allargs: distfunc.rvs(*allargs), otypes=otype) + np.random.seed(123) + expected = rvs(*allargs) + assert_allclose(sample, expected, rtol=1e-13) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/__pycache__/_mvt.cpython-310.pyc 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b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/fisher_exact_results_from_r.py new file mode 100644 index 0000000000000000000000000000000000000000..b7dd8936018eae2f74cc6f5966235a86fa821793 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/fisher_exact_results_from_r.py @@ -0,0 +1,607 @@ +# DO NOT EDIT THIS FILE! +# This file was generated by the R script +# generate_fisher_exact_results_from_r.R +# The script was run with R version 3.6.2 (2019-12-12) at 2020-11-09 06:16:09 + + +from collections import namedtuple +import numpy as np + + +Inf = np.inf + +Parameters = namedtuple('Parameters', + ['table', 'confidence_level', 'alternative']) +RResults = namedtuple('RResults', + ['pvalue', 'conditional_odds_ratio', + 'conditional_odds_ratio_ci']) +data = [ + (Parameters(table=[[100, 2], [1000, 5]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.1300759363430016, + conditional_odds_ratio=0.25055839934223, + conditional_odds_ratio_ci=(0.04035202926536294, + 2.662846672960251))), + (Parameters(table=[[2, 7], [8, 2]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.02301413756522116, + conditional_odds_ratio=0.0858623513573622, + conditional_odds_ratio_ci=(0.004668988338943325, + 0.895792956493601))), + (Parameters(table=[[5, 1], [10, 10]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.1973244147157191, + conditional_odds_ratio=4.725646047336587, + conditional_odds_ratio_ci=(0.4153910882532168, + 259.2593661129417))), + (Parameters(table=[[5, 15], [20, 20]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.09580440012477633, + conditional_odds_ratio=0.3394396617440851, + conditional_odds_ratio_ci=(0.08056337526385809, + 1.22704788545557))), + (Parameters(table=[[5, 16], [16, 25]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.2697004098849359, + conditional_odds_ratio=0.4937791394540491, + conditional_odds_ratio_ci=(0.1176691231650079, + 1.787463657995973))), + (Parameters(table=[[10, 5], [10, 1]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.1973244147157192, + conditional_odds_ratio=0.2116112781158479, + conditional_odds_ratio_ci=(0.003857141267422399, + 2.407369893767229))), + (Parameters(table=[[10, 5], [10, 0]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.06126482213438735, + conditional_odds_ratio=0, + conditional_odds_ratio_ci=(0, + 1.451643573543705))), + (Parameters(table=[[5, 0], [1, 4]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.04761904761904762, + conditional_odds_ratio=Inf, + conditional_odds_ratio_ci=(1.024822256141754, + Inf))), + (Parameters(table=[[0, 5], [1, 4]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=1, + conditional_odds_ratio=0, + conditional_odds_ratio_ci=(0, + 39.00054996869288))), + (Parameters(table=[[5, 1], [0, 4]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=0.04761904761904761, + conditional_odds_ratio=Inf, + conditional_odds_ratio_ci=(1.024822256141754, + Inf))), + (Parameters(table=[[0, 1], [3, 2]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=1, + conditional_odds_ratio=0, + conditional_odds_ratio_ci=(0, + 39.00054996869287))), + (Parameters(table=[[200, 7], [8, 300]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=2.005657880389071e-122, + conditional_odds_ratio=977.7866978606228, + conditional_odds_ratio_ci=(349.2595113327733, + 3630.382605689872))), + (Parameters(table=[[28, 21], [6, 1957]], + confidence_level=0.95, + alternative='two.sided'), + RResults(pvalue=5.728437460831947e-44, + conditional_odds_ratio=425.2403028434684, + conditional_odds_ratio_ci=(152.4166024390096, + 1425.700792178893))), + (Parameters(table=[[190, 800], [200, 900]], + confidence_level=0.95, + alternative='two.sided'), + 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0000000000000000000000000000000000000000..30537565fe8c47f74da0e63a39f4b46600f7768f --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/AtmWtAg.dat @@ -0,0 +1,108 @@ +NIST/ITL StRD +Dataset Name: AtmWtAg (AtmWtAg.dat) + + +File Format: ASCII + Certified Values (lines 41 to 47) + Data (lines 61 to 108) + + +Procedure: Analysis of Variance + + +Reference: Powell, L.J., Murphy, T.J. and Gramlich, J.W. (1982). + "The Absolute Isotopic Abundance & Atomic Weight + of a Reference Sample of Silver". + NBS Journal of Research, 87, pp. 9-19. + + +Data: 1 Factor + 2 Treatments + 24 Replicates/Cell + 48 Observations + 7 Constant Leading Digits + Average Level of Difficulty + Observed Data + + +Model: 3 Parameters (mu, tau_1, tau_2) + y_{ij} = mu + tau_i + epsilon_{ij} + + + + + + +Certified Values: + +Source of Sums of Mean +Variation df Squares Squares F Statistic + + +Between Instrument 1 3.63834187500000E-09 3.63834187500000E-09 1.59467335677930E+01 +Within Instrument 46 1.04951729166667E-08 2.28155932971014E-10 + + Certified R-Squared 2.57426544538321E-01 + + Certified Residual + Standard Deviation 1.51048314446410E-05 + + + + + + + + + + + +Data: Instrument AgWt + 1 107.8681568 + 1 107.8681465 + 1 107.8681572 + 1 107.8681785 + 1 107.8681446 + 1 107.8681903 + 1 107.8681526 + 1 107.8681494 + 1 107.8681616 + 1 107.8681587 + 1 107.8681519 + 1 107.8681486 + 1 107.8681419 + 1 107.8681569 + 1 107.8681508 + 1 107.8681672 + 1 107.8681385 + 1 107.8681518 + 1 107.8681662 + 1 107.8681424 + 1 107.8681360 + 1 107.8681333 + 1 107.8681610 + 1 107.8681477 + 2 107.8681079 + 2 107.8681344 + 2 107.8681513 + 2 107.8681197 + 2 107.8681604 + 2 107.8681385 + 2 107.8681642 + 2 107.8681365 + 2 107.8681151 + 2 107.8681082 + 2 107.8681517 + 2 107.8681448 + 2 107.8681198 + 2 107.8681482 + 2 107.8681334 + 2 107.8681609 + 2 107.8681101 + 2 107.8681512 + 2 107.8681469 + 2 107.8681360 + 2 107.8681254 + 2 107.8681261 + 2 107.8681450 + 2 107.8681368 diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SiRstv.dat b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SiRstv.dat new file mode 100644 index 0000000000000000000000000000000000000000..18ea8971fd7a4d67800dafe98ac5ea5acef53025 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SiRstv.dat @@ -0,0 +1,85 @@ +NIST/ITL StRD +Dataset Name: SiRstv (SiRstv.dat) + + +File Format: ASCII + Certified Values (lines 41 to 47) + Data (lines 61 to 85) + + +Procedure: Analysis of Variance + + +Reference: Ehrstein, James and Croarkin, M. Carroll. + Unpublished NIST dataset. + + +Data: 1 Factor + 5 Treatments + 5 Replicates/Cell + 25 Observations + 3 Constant Leading Digits + Lower Level of Difficulty + Observed Data + + +Model: 6 Parameters (mu,tau_1, ... , tau_5) + y_{ij} = mu + tau_i + epsilon_{ij} + + + + + + + + +Certified Values: + +Source of Sums of Mean +Variation df Squares Squares F Statistic + +Between Instrument 4 5.11462616000000E-02 1.27865654000000E-02 1.18046237440255E+00 +Within Instrument 20 2.16636560000000E-01 1.08318280000000E-02 + + Certified R-Squared 1.90999039051129E-01 + + Certified Residual + Standard Deviation 1.04076068334656E-01 + + + + + + + + + + + + +Data: Instrument Resistance + 1 196.3052 + 1 196.1240 + 1 196.1890 + 1 196.2569 + 1 196.3403 + 2 196.3042 + 2 196.3825 + 2 196.1669 + 2 196.3257 + 2 196.0422 + 3 196.1303 + 3 196.2005 + 3 196.2889 + 3 196.0343 + 3 196.1811 + 4 196.2795 + 4 196.1748 + 4 196.1494 + 4 196.1485 + 4 195.9885 + 5 196.2119 + 5 196.1051 + 5 196.1850 + 5 196.0052 + 5 196.2090 diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs01.dat b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs01.dat new file mode 100644 index 0000000000000000000000000000000000000000..945b24bf35422152a5faba73ed054ab78fda1bdf --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs01.dat @@ -0,0 +1,249 @@ +NIST/ITL StRD +Dataset Name: SmLs01 (SmLs01.dat) + + +File Format: ASCII + Certified Values (lines 41 to 47) + Data (lines 61 to 249) + + +Procedure: Analysis of Variance + + +Reference: Simon, Stephen D. and Lesage, James P. (1989). + "Assessing the Accuracy of ANOVA Calculations in + Statistical Software". + Computational Statistics & Data Analysis, 8, pp. 325-332. + + +Data: 1 Factor + 9 Treatments + 21 Replicates/Cell + 189 Observations + 1 Constant Leading Digit + Lower Level of Difficulty + Generated Data + + +Model: 10 Parameters (mu,tau_1, ... , tau_9) + y_{ij} = mu + tau_i + epsilon_{ij} + + + + + + +Certified Values: + +Source of Sums of Mean +Variation df Squares Squares F Statistic + +Between Treatment 8 1.68000000000000E+00 2.10000000000000E-01 2.10000000000000E+01 +Within Treatment 180 1.80000000000000E+00 1.00000000000000E-02 + + Certified R-Squared 4.82758620689655E-01 + + Certified Residual + Standard Deviation 1.00000000000000E-01 + + + + + + + + + + + + +Data: Treatment Response + 1 1.4 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 1 1.3 + 1 1.5 + 2 1.3 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 2 1.2 + 2 1.4 + 3 1.5 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 3 1.4 + 3 1.6 + 4 1.3 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 4 1.2 + 4 1.4 + 5 1.5 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 5 1.4 + 5 1.6 + 6 1.3 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 6 1.2 + 6 1.4 + 7 1.5 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 7 1.4 + 7 1.6 + 8 1.3 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 8 1.2 + 8 1.4 + 9 1.5 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 + 9 1.4 + 9 1.6 diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs02.dat b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs02.dat new file mode 100644 index 0000000000000000000000000000000000000000..ee76633a660a48225064bbb86a25f6a2f36c6d9a --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs02.dat @@ -0,0 +1,1869 @@ +NIST/ITL StRD +Dataset Name: SmLs02 (SmLs02.dat) + + +File Format: ASCII + Certified Values (lines 41 to 47) + Data (lines 61 to 1869) + + +Procedure: Analysis of Variance + + +Reference: Simon, Stephen D. and Lesage, James P. 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b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs04.dat new file mode 100644 index 0000000000000000000000000000000000000000..6a2a9fc935a56989b166de9b23f3df3bc4f64879 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs04.dat @@ -0,0 +1,249 @@ +NIST/ITL StRD +Dataset Name: SmLs04 (SmLs04.dat) + + +File Format: ASCII + Certified Values (lines 41 to 47) + Data (lines 61 to 249) + + +Procedure: Analysis of Variance + + +Reference: Simon, Stephen D. and Lesage, James P. 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+ + +Procedure: Analysis of Variance + + +Reference: Simon, Stephen D. and Lesage, James P. (1989). + "Assessing the Accuracy of ANOVA Calculations in + Statistical Software". + Computational Statistics & Data Analysis, 8, pp. 325-332. + + +Data: 1 Factor + 9 Treatments + 21 Replicates/Cell + 189 Observations + 13 Constant Leading Digits + Higher Level of Difficulty + Generated Data + + +Model: 10 Parameters (mu,tau_1, ... , tau_9) + y_{ij} = mu + tau_i + epsilon_{ij} + + + + + + +Certified Values: + +Source of Sums of Mean +Variation df Squares Squares F Statistic + +Between Treatment 8 1.68000000000000E+00 2.10000000000000E-01 2.10000000000000E+01 +Within Treatment 180 1.80000000000000E+00 1.00000000000000E-02 + + Certified R-Squared 4.82758620689655E-01 + + Certified Residual + Standard Deviation 1.00000000000000E-01 + + + + + + + + + + + + +Data: Treatment Response + 1 1000000000000.4 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 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a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs09.dat b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs09.dat new file mode 100644 index 0000000000000000000000000000000000000000..887905e355a2a13801f1b004187631f2301f7eef --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_anova/SmLs09.dat @@ -0,0 +1,18069 @@ +NIST/ITL StRD +Dataset Name: SmLs09 (SmLs09.dat) + + +File Format: ASCII + Certified Values (lines 41 to 47) + Data (lines 61 to 18069) + + +Procedure: Analysis of Variance + + +Reference: Simon, Stephen D. and Lesage, James P. (1989). + "Assessing the Accuracy of ANOVA Calculations in + Statistical Software". + Computational Statistics & Data Analysis, 8, pp. 325-332. + + +Data: 1 Factor + 9 Treatments + 2001 Replicates/Cell + 18009 Observations + 13 Constant Leading Digits + Higher Level of Difficulty + Generated Data + + +Model: 10 Parameters (mu,tau_1, ... , tau_9) + y_{ij} = mu + tau_i + epsilon_{ij} + + + + + + +Certified Values: + +Source of Sums of Mean +Variation df Squares Squares F Statistic + +Between Treatment 8 1.60080000000000E+02 2.00100000000000E+01 2.00100000000000E+03 +Within Treatment 18000 1.80000000000000E+02 1.00000000000000E-02 + + Certified R-Squared 4.70712773465067E-01 + + Certified Residual + Standard Deviation 1.00000000000000E-01 + + + + + + + + + + + + +Data: Treatment Response + 1 1000000000000.4 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 1000000000000.5 + 1 1000000000000.3 + 1 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a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_linregress/Norris.dat b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_linregress/Norris.dat new file mode 100644 index 0000000000000000000000000000000000000000..4bf8ed911cae75824b27e5f5d5e444e17fa8eae8 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/data/nist_linregress/Norris.dat @@ -0,0 +1,97 @@ +NIST/ITL StRD +Dataset Name: Norris (Norris.dat) + +File Format: ASCII + Certified Values (lines 31 to 46) + Data (lines 61 to 96) + +Procedure: Linear Least Squares Regression + +Reference: Norris, J., NIST. + Calibration of Ozone Monitors. + +Data: 1 Response Variable (y) + 1 Predictor Variable (x) + 36 Observations + Lower Level of Difficulty + Observed Data + +Model: Linear Class + 2 Parameters (B0,B1) + + y = B0 + B1*x + e + + + + Certified Regression Statistics + + Standard Deviation + Parameter Estimate of Estimate + + B0 -0.262323073774029 0.232818234301152 + B1 1.00211681802045 0.429796848199937E-03 + + Residual + Standard Deviation 0.884796396144373 + + R-Squared 0.999993745883712 + + + Certified Analysis of Variance Table + +Source of Degrees of Sums of Mean +Variation Freedom Squares Squares F Statistic + +Regression 1 4255954.13232369 4255954.13232369 5436385.54079785 +Residual 34 26.6173985294224 0.782864662630069 + + + + + + + + + + + + + +Data: y x + 0.1 0.2 + 338.8 337.4 + 118.1 118.2 + 888.0 884.6 + 9.2 10.1 + 228.1 226.5 + 668.5 666.3 + 998.5 996.3 + 449.1 448.6 + 778.9 777.0 + 559.2 558.2 + 0.3 0.4 + 0.1 0.6 + 778.1 775.5 + 668.8 666.9 + 339.3 338.0 + 448.9 447.5 + 10.8 11.6 + 557.7 556.0 + 228.3 228.1 + 998.0 995.8 + 888.8 887.6 + 119.6 120.2 + 0.3 0.3 + 0.6 0.3 + 557.6 556.8 + 339.3 339.1 + 888.0 887.2 + 998.5 999.0 + 778.9 779.0 + 10.2 11.1 + 117.6 118.3 + 228.9 229.2 + 668.4 669.1 + 449.2 448.9 + 0.2 0.5 + diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_binned_statistic.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_binned_statistic.py new file mode 100644 index 0000000000000000000000000000000000000000..932df07f2e489c137b378841fd749272ae0bcc89 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_binned_statistic.py @@ -0,0 +1,568 @@ +import numpy as np +from numpy.testing import assert_allclose +import pytest +from pytest import raises as assert_raises +from scipy.stats import (binned_statistic, binned_statistic_2d, + binned_statistic_dd) +from scipy._lib._util import check_random_state + +from .common_tests import check_named_results + + +class TestBinnedStatistic: + + @classmethod + def setup_class(cls): + rng = check_random_state(9865) + cls.x = rng.uniform(size=100) + cls.y = rng.uniform(size=100) + cls.v = rng.uniform(size=100) + cls.X = rng.uniform(size=(100, 3)) + cls.w = rng.uniform(size=100) + cls.u = rng.uniform(size=100) + 1e6 + + def test_1d_count(self): + x = self.x + v = self.v + + count1, edges1, bc = binned_statistic(x, v, 'count', bins=10) + count2, edges2 = np.histogram(x, bins=10) + + assert_allclose(count1, count2) + assert_allclose(edges1, edges2) + + def test_gh5927(self): + # smoke test for gh5927 - binned_statistic was using `is` for string + # comparison + x = self.x + v = self.v + statistics = ['mean', 'median', 'count', 'sum'] + for statistic in statistics: + binned_statistic(x, v, statistic, bins=10) + + def test_big_number_std(self): + # tests for numerical stability of std calculation + # see issue gh-10126 for more + x = self.x + u = self.u + stat1, edges1, bc = binned_statistic(x, u, 'std', bins=10) + stat2, edges2, bc = binned_statistic(x, u, np.std, bins=10) + + assert_allclose(stat1, stat2) + + def test_empty_bins_std(self): + # tests that std returns gives nan for empty bins + x = self.x + u = self.u + print(binned_statistic(x, u, 'count', bins=1000)) + stat1, edges1, bc = binned_statistic(x, u, 'std', bins=1000) + stat2, edges2, bc = binned_statistic(x, u, np.std, bins=1000) + + assert_allclose(stat1, stat2) + + def test_non_finite_inputs_and_int_bins(self): + # if either `values` or `sample` contain np.inf or np.nan throw + # see issue gh-9010 for more + x = self.x + u = self.u + orig = u[0] + u[0] = np.inf + assert_raises(ValueError, binned_statistic, u, x, 'std', bins=10) + # need to test for non-python specific ints, e.g. np.int8, np.int64 + assert_raises(ValueError, binned_statistic, u, x, 'std', + bins=np.int64(10)) + u[0] = np.nan + assert_raises(ValueError, binned_statistic, u, x, 'count', bins=10) + # replace original value, u belongs the class + u[0] = orig + + def test_1d_result_attributes(self): + x = self.x + v = self.v + + res = binned_statistic(x, v, 'count', bins=10) + attributes = ('statistic', 'bin_edges', 'binnumber') + check_named_results(res, attributes) + + def test_1d_sum(self): + x = self.x + v = self.v + + sum1, edges1, bc = binned_statistic(x, v, 'sum', bins=10) + sum2, edges2 = np.histogram(x, bins=10, weights=v) + + assert_allclose(sum1, sum2) + assert_allclose(edges1, edges2) + + def test_1d_mean(self): + x = self.x + v = self.v + + stat1, edges1, bc = binned_statistic(x, v, 'mean', bins=10) + stat2, edges2, bc = binned_statistic(x, v, np.mean, bins=10) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_1d_std(self): + x = self.x + v = self.v + + stat1, edges1, bc = binned_statistic(x, v, 'std', bins=10) + stat2, edges2, bc = binned_statistic(x, v, np.std, bins=10) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_1d_min(self): + x = self.x + v = self.v + + stat1, edges1, bc = binned_statistic(x, v, 'min', bins=10) + stat2, edges2, bc = binned_statistic(x, v, np.min, bins=10) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_1d_max(self): + x = self.x + v = self.v + + stat1, edges1, bc = binned_statistic(x, v, 'max', bins=10) + stat2, edges2, bc = binned_statistic(x, v, np.max, bins=10) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_1d_median(self): + x = self.x + v = self.v + + stat1, edges1, bc = binned_statistic(x, v, 'median', bins=10) + stat2, edges2, bc = binned_statistic(x, v, np.median, bins=10) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_1d_bincode(self): + x = self.x[:20] + v = self.v[:20] + + count1, edges1, bc = binned_statistic(x, v, 'count', bins=3) + bc2 = np.array([3, 2, 1, 3, 2, 3, 3, 3, 3, 1, 1, 3, 3, 1, 2, 3, 1, + 1, 2, 1]) + + bcount = [(bc == i).sum() for i in np.unique(bc)] + + assert_allclose(bc, bc2) + assert_allclose(bcount, count1) + + def test_1d_range_keyword(self): + # Regression test for gh-3063, range can be (min, max) or [(min, max)] + np.random.seed(9865) + x = np.arange(30) + data = np.random.random(30) + + mean, bins, _ = binned_statistic(x[:15], data[:15]) + mean_range, bins_range, _ = binned_statistic(x, data, range=[(0, 14)]) + mean_range2, bins_range2, _ = binned_statistic(x, data, range=(0, 14)) + + assert_allclose(mean, mean_range) + assert_allclose(bins, bins_range) + assert_allclose(mean, mean_range2) + assert_allclose(bins, bins_range2) + + def test_1d_multi_values(self): + x = self.x + v = self.v + w = self.w + + stat1v, edges1v, bc1v = binned_statistic(x, v, 'mean', bins=10) + stat1w, edges1w, bc1w = binned_statistic(x, w, 'mean', bins=10) + stat2, edges2, bc2 = binned_statistic(x, [v, w], 'mean', bins=10) + + assert_allclose(stat2[0], stat1v) + assert_allclose(stat2[1], stat1w) + assert_allclose(edges1v, edges2) + assert_allclose(bc1v, bc2) + + def test_2d_count(self): + x = self.x + y = self.y + v = self.v + + count1, binx1, biny1, bc = binned_statistic_2d( + x, y, v, 'count', bins=5) + count2, binx2, biny2 = np.histogram2d(x, y, bins=5) + + assert_allclose(count1, count2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_result_attributes(self): + x = self.x + y = self.y + v = self.v + + res = binned_statistic_2d(x, y, v, 'count', bins=5) + attributes = ('statistic', 'x_edge', 'y_edge', 'binnumber') + check_named_results(res, attributes) + + def test_2d_sum(self): + x = self.x + y = self.y + v = self.v + + sum1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'sum', bins=5) + sum2, binx2, biny2 = np.histogram2d(x, y, bins=5, weights=v) + + assert_allclose(sum1, sum2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_mean(self): + x = self.x + y = self.y + v = self.v + + stat1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'mean', bins=5) + stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.mean, bins=5) + + assert_allclose(stat1, stat2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_mean_unicode(self): + x = self.x + y = self.y + v = self.v + stat1, binx1, biny1, bc = binned_statistic_2d( + x, y, v, 'mean', bins=5) + stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.mean, bins=5) + assert_allclose(stat1, stat2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_std(self): + x = self.x + y = self.y + v = self.v + + stat1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'std', bins=5) + stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.std, bins=5) + + assert_allclose(stat1, stat2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_min(self): + x = self.x + y = self.y + v = self.v + + stat1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'min', bins=5) + stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.min, bins=5) + + assert_allclose(stat1, stat2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_max(self): + x = self.x + y = self.y + v = self.v + + stat1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'max', bins=5) + stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.max, bins=5) + + assert_allclose(stat1, stat2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_median(self): + x = self.x + y = self.y + v = self.v + + stat1, binx1, biny1, bc = binned_statistic_2d( + x, y, v, 'median', bins=5) + stat2, binx2, biny2, bc = binned_statistic_2d( + x, y, v, np.median, bins=5) + + assert_allclose(stat1, stat2) + assert_allclose(binx1, binx2) + assert_allclose(biny1, biny2) + + def test_2d_bincode(self): + x = self.x[:20] + y = self.y[:20] + v = self.v[:20] + + count1, binx1, biny1, bc = binned_statistic_2d( + x, y, v, 'count', bins=3) + bc2 = np.array([17, 11, 6, 16, 11, 17, 18, 17, 17, 7, 6, 18, 16, + 6, 11, 16, 6, 6, 11, 8]) + + bcount = [(bc == i).sum() for i in np.unique(bc)] + + assert_allclose(bc, bc2) + count1adj = count1[count1.nonzero()] + assert_allclose(bcount, count1adj) + + def test_2d_multi_values(self): + x = self.x + y = self.y + v = self.v + w = self.w + + stat1v, binx1v, biny1v, bc1v = binned_statistic_2d( + x, y, v, 'mean', bins=8) + stat1w, binx1w, biny1w, bc1w = binned_statistic_2d( + x, y, w, 'mean', bins=8) + stat2, binx2, biny2, bc2 = binned_statistic_2d( + x, y, [v, w], 'mean', bins=8) + + assert_allclose(stat2[0], stat1v) + assert_allclose(stat2[1], stat1w) + assert_allclose(binx1v, binx2) + assert_allclose(biny1w, biny2) + assert_allclose(bc1v, bc2) + + def test_2d_binnumbers_unraveled(self): + x = self.x + y = self.y + v = self.v + + stat, edgesx, bcx = binned_statistic(x, v, 'mean', bins=20) + stat, edgesy, bcy = binned_statistic(y, v, 'mean', bins=10) + + stat2, edgesx2, edgesy2, bc2 = binned_statistic_2d( + x, y, v, 'mean', bins=(20, 10), expand_binnumbers=True) + + bcx3 = np.searchsorted(edgesx, x, side='right') + bcy3 = np.searchsorted(edgesy, y, side='right') + + # `numpy.searchsorted` is non-inclusive on right-edge, compensate + bcx3[x == x.max()] -= 1 + bcy3[y == y.max()] -= 1 + + assert_allclose(bcx, bc2[0]) + assert_allclose(bcy, bc2[1]) + assert_allclose(bcx3, bc2[0]) + assert_allclose(bcy3, bc2[1]) + + def test_dd_count(self): + X = self.X + v = self.v + + count1, edges1, bc = binned_statistic_dd(X, v, 'count', bins=3) + count2, edges2 = np.histogramdd(X, bins=3) + + assert_allclose(count1, count2) + assert_allclose(edges1, edges2) + + def test_dd_result_attributes(self): + X = self.X + v = self.v + + res = binned_statistic_dd(X, v, 'count', bins=3) + attributes = ('statistic', 'bin_edges', 'binnumber') + check_named_results(res, attributes) + + def test_dd_sum(self): + X = self.X + v = self.v + + sum1, edges1, bc = binned_statistic_dd(X, v, 'sum', bins=3) + sum2, edges2 = np.histogramdd(X, bins=3, weights=v) + sum3, edges3, bc = binned_statistic_dd(X, v, np.sum, bins=3) + + assert_allclose(sum1, sum2) + assert_allclose(edges1, edges2) + assert_allclose(sum1, sum3) + assert_allclose(edges1, edges3) + + def test_dd_mean(self): + X = self.X + v = self.v + + stat1, edges1, bc = binned_statistic_dd(X, v, 'mean', bins=3) + stat2, edges2, bc = binned_statistic_dd(X, v, np.mean, bins=3) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_dd_std(self): + X = self.X + v = self.v + + stat1, edges1, bc = binned_statistic_dd(X, v, 'std', bins=3) + stat2, edges2, bc = binned_statistic_dd(X, v, np.std, bins=3) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_dd_min(self): + X = self.X + v = self.v + + stat1, edges1, bc = binned_statistic_dd(X, v, 'min', bins=3) + stat2, edges2, bc = binned_statistic_dd(X, v, np.min, bins=3) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_dd_max(self): + X = self.X + v = self.v + + stat1, edges1, bc = binned_statistic_dd(X, v, 'max', bins=3) + stat2, edges2, bc = binned_statistic_dd(X, v, np.max, bins=3) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_dd_median(self): + X = self.X + v = self.v + + stat1, edges1, bc = binned_statistic_dd(X, v, 'median', bins=3) + stat2, edges2, bc = binned_statistic_dd(X, v, np.median, bins=3) + + assert_allclose(stat1, stat2) + assert_allclose(edges1, edges2) + + def test_dd_bincode(self): + X = self.X[:20] + v = self.v[:20] + + count1, edges1, bc = binned_statistic_dd(X, v, 'count', bins=3) + bc2 = np.array([63, 33, 86, 83, 88, 67, 57, 33, 42, 41, 82, 83, 92, + 32, 36, 91, 43, 87, 81, 81]) + + bcount = [(bc == i).sum() for i in np.unique(bc)] + + assert_allclose(bc, bc2) + count1adj = count1[count1.nonzero()] + assert_allclose(bcount, count1adj) + + def test_dd_multi_values(self): + X = self.X + v = self.v + w = self.w + + for stat in ["count", "sum", "mean", "std", "min", "max", "median", + np.std]: + stat1v, edges1v, bc1v = binned_statistic_dd(X, v, stat, bins=8) + stat1w, edges1w, bc1w = binned_statistic_dd(X, w, stat, bins=8) + stat2, edges2, bc2 = binned_statistic_dd(X, [v, w], stat, bins=8) + assert_allclose(stat2[0], stat1v) + assert_allclose(stat2[1], stat1w) + assert_allclose(edges1v, edges2) + assert_allclose(edges1w, edges2) + assert_allclose(bc1v, bc2) + + def test_dd_binnumbers_unraveled(self): + X = self.X + v = self.v + + stat, edgesx, bcx = binned_statistic(X[:, 0], v, 'mean', bins=15) + stat, edgesy, bcy = binned_statistic(X[:, 1], v, 'mean', bins=20) + stat, edgesz, bcz = binned_statistic(X[:, 2], v, 'mean', bins=10) + + stat2, edges2, bc2 = binned_statistic_dd( + X, v, 'mean', bins=(15, 20, 10), expand_binnumbers=True) + + assert_allclose(bcx, bc2[0]) + assert_allclose(bcy, bc2[1]) + assert_allclose(bcz, bc2[2]) + + def test_dd_binned_statistic_result(self): + # NOTE: tests the reuse of bin_edges from previous call + x = np.random.random((10000, 3)) + v = np.random.random(10000) + bins = np.linspace(0, 1, 10) + bins = (bins, bins, bins) + + result = binned_statistic_dd(x, v, 'mean', bins=bins) + stat = result.statistic + + result = binned_statistic_dd(x, v, 'mean', + binned_statistic_result=result) + stat2 = result.statistic + + assert_allclose(stat, stat2) + + def test_dd_zero_dedges(self): + x = np.random.random((10000, 3)) + v = np.random.random(10000) + bins = np.linspace(0, 1, 10) + bins = np.append(bins, 1) + bins = (bins, bins, bins) + with assert_raises(ValueError, match='difference is numerically 0'): + binned_statistic_dd(x, v, 'mean', bins=bins) + + def test_dd_range_errors(self): + # Test that descriptive exceptions are raised as appropriate for bad + # values of the `range` argument. (See gh-12996) + with assert_raises(ValueError, + match='In range, start must be <= stop'): + binned_statistic_dd([self.y], self.v, + range=[[1, 0]]) + with assert_raises( + ValueError, + match='In dimension 1 of range, start must be <= stop'): + binned_statistic_dd([self.x, self.y], self.v, + range=[[1, 0], [0, 1]]) + with assert_raises( + ValueError, + match='In dimension 2 of range, start must be <= stop'): + binned_statistic_dd([self.x, self.y], self.v, + range=[[0, 1], [1, 0]]) + with assert_raises( + ValueError, + match='range given for 1 dimensions; 2 required'): + binned_statistic_dd([self.x, self.y], self.v, + range=[[0, 1]]) + + def test_binned_statistic_float32(self): + X = np.array([0, 0.42358226], dtype=np.float32) + stat, _, _ = binned_statistic(X, None, 'count', bins=5) + assert_allclose(stat, np.array([1, 0, 0, 0, 1], dtype=np.float64)) + + def test_gh14332(self): + # Test the wrong output when the `sample` is close to bin edge + x = [] + size = 20 + for i in range(size): + x += [1-0.1**i] + + bins = np.linspace(0,1,11) + sum1, edges1, bc = binned_statistic_dd(x, np.ones(len(x)), + bins=[bins], statistic='sum') + sum2, edges2 = np.histogram(x, bins=bins) + + assert_allclose(sum1, sum2) + assert_allclose(edges1[0], edges2) + + @pytest.mark.parametrize("dtype", [np.float64, np.complex128]) + @pytest.mark.parametrize("statistic", [np.mean, np.median, np.sum, np.std, + np.min, np.max, 'count', + lambda x: (x**2).sum(), + lambda x: (x**2).sum() * 1j]) + def test_dd_all(self, dtype, statistic): + def ref_statistic(x): + return len(x) if statistic == 'count' else statistic(x) + + rng = np.random.default_rng(3704743126639371) + n = 10 + x = rng.random(size=n) + i = x >= 0.5 + v = rng.random(size=n) + if dtype is np.complex128: + v = v + rng.random(size=n)*1j + + stat, _, _ = binned_statistic_dd(x, v, statistic, bins=2) + ref = np.array([ref_statistic(v[~i]), ref_statistic(v[i])]) + assert_allclose(stat, ref) + assert stat.dtype == np.result_type(ref.dtype, np.float64) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_boost_ufuncs.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_boost_ufuncs.py new file mode 100644 index 0000000000000000000000000000000000000000..89b7558899f35571d9e7e415b68f78f80a76caac --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_boost_ufuncs.py @@ -0,0 +1,47 @@ +import pytest +import numpy as np +from numpy.testing import assert_allclose +from scipy.stats import _boost + + +type_char_to_type_tol = {'f': (np.float32, 32*np.finfo(np.float32).eps), + 'd': (np.float64, 32*np.finfo(np.float64).eps)} + + +# Each item in this list is +# (func, args, expected_value) +# All the values can be represented exactly, even with np.float32. +# +# This is not an exhaustive test data set of all the functions! +# It is a spot check of several functions, primarily for +# checking that the different data types are handled correctly. +test_data = [ + (_boost._beta_cdf, (0.5, 2, 3), 0.6875), + (_boost._beta_ppf, (0.6875, 2, 3), 0.5), + (_boost._beta_pdf, (0.5, 2, 3), 1.5), + (_boost._beta_pdf, (0, 1, 5), 5.0), + (_boost._beta_pdf, (1, 5, 1), 5.0), + (_boost._beta_sf, (0.5, 2, 1), 0.75), + (_boost._beta_isf, (0.75, 2, 1), 0.5), + (_boost._binom_cdf, (1, 3, 0.5), 0.5), + (_boost._binom_pdf, (1, 4, 0.5), 0.25), + (_boost._hypergeom_cdf, (2, 3, 5, 6), 0.5), + (_boost._nbinom_cdf, (1, 4, 0.25), 0.015625), + (_boost._ncf_mean, (10, 12, 2.5), 1.5), +] + + +@pytest.mark.parametrize('func, args, expected', test_data) +def test_stats_boost_ufunc(func, args, expected): + type_sigs = func.types + type_chars = [sig.split('->')[-1] for sig in type_sigs] + for type_char in type_chars: + typ, rtol = type_char_to_type_tol[type_char] + args = [typ(arg) for arg in args] + # Harmless overflow warnings are a "feature" of some wrappers on some + # platforms. This test is about dtype and accuracy, so let's avoid false + # test failures cause by these warnings. See gh-17432. + with np.errstate(over='ignore'): + value = func(*args) + assert isinstance(value, typ) + assert_allclose(value, expected, rtol=rtol) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_discrete_basic.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_discrete_basic.py new file mode 100644 index 0000000000000000000000000000000000000000..bce36b97c1f4ac9c42e414acda7447a1259543a8 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_discrete_basic.py @@ -0,0 +1,546 @@ +import numpy.testing as npt +from numpy.testing import assert_allclose + +import numpy as np +import pytest + +from scipy import stats +from .common_tests import (check_normalization, check_moment, + check_mean_expect, + check_var_expect, check_skew_expect, + check_kurt_expect, check_entropy, + check_private_entropy, check_edge_support, + check_named_args, check_random_state_property, + check_pickling, check_rvs_broadcast, + check_freezing,) +from scipy.stats._distr_params import distdiscrete, invdistdiscrete +from scipy.stats._distn_infrastructure import rv_discrete_frozen + +vals = ([1, 2, 3, 4], [0.1, 0.2, 0.3, 0.4]) +distdiscrete += [[stats.rv_discrete(values=vals), ()]] + +# For these distributions, test_discrete_basic only runs with test mode full +distslow = {'zipfian', 'nhypergeom'} + + +def cases_test_discrete_basic(): + seen = set() + for distname, arg in distdiscrete: + if distname in distslow: + yield pytest.param(distname, arg, distname, marks=pytest.mark.slow) + else: + yield distname, arg, distname not in seen + seen.add(distname) + + +@pytest.mark.parametrize('distname,arg,first_case', cases_test_discrete_basic()) +def test_discrete_basic(distname, arg, first_case): + try: + distfn = getattr(stats, distname) + except TypeError: + distfn = distname + distname = 'sample distribution' + np.random.seed(9765456) + rvs = distfn.rvs(size=2000, *arg) + supp = np.unique(rvs) + m, v = distfn.stats(*arg) + check_cdf_ppf(distfn, arg, supp, distname + ' cdf_ppf') + + check_pmf_cdf(distfn, arg, distname) + check_oth(distfn, arg, supp, distname + ' oth') + check_edge_support(distfn, arg) + + alpha = 0.01 + check_discrete_chisquare(distfn, arg, rvs, alpha, + distname + ' chisquare') + + if first_case: + locscale_defaults = (0,) + meths = [distfn.pmf, distfn.logpmf, distfn.cdf, distfn.logcdf, + distfn.logsf] + # make sure arguments are within support + # for some distributions, this needs to be overridden + spec_k = {'randint': 11, 'hypergeom': 4, 'bernoulli': 0, + 'nchypergeom_wallenius': 6} + k = spec_k.get(distname, 1) + check_named_args(distfn, k, arg, locscale_defaults, meths) + if distname != 'sample distribution': + check_scale_docstring(distfn) + check_random_state_property(distfn, arg) + check_pickling(distfn, arg) + check_freezing(distfn, arg) + + # Entropy + check_entropy(distfn, arg, distname) + if distfn.__class__._entropy != stats.rv_discrete._entropy: + check_private_entropy(distfn, arg, stats.rv_discrete) + + +@pytest.mark.parametrize('distname,arg', distdiscrete) +def test_moments(distname, arg): + try: + distfn = getattr(stats, distname) + except TypeError: + distfn = distname + distname = 'sample distribution' + m, v, s, k = distfn.stats(*arg, moments='mvsk') + check_normalization(distfn, arg, distname) + + # compare `stats` and `moment` methods + check_moment(distfn, arg, m, v, distname) + check_mean_expect(distfn, arg, m, distname) + check_var_expect(distfn, arg, m, v, distname) + check_skew_expect(distfn, arg, m, v, s, distname) + if distname not in ['zipf', 'yulesimon', 'betanbinom']: + check_kurt_expect(distfn, arg, m, v, k, distname) + + # frozen distr moments + check_moment_frozen(distfn, arg, m, 1) + check_moment_frozen(distfn, arg, v+m*m, 2) + + +@pytest.mark.parametrize('dist,shape_args', distdiscrete) +def test_rvs_broadcast(dist, shape_args): + # If shape_only is True, it means the _rvs method of the + # distribution uses more than one random number to generate a random + # variate. That means the result of using rvs with broadcasting or + # with a nontrivial size will not necessarily be the same as using the + # numpy.vectorize'd version of rvs(), so we can only compare the shapes + # of the results, not the values. + # Whether or not a distribution is in the following list is an + # implementation detail of the distribution, not a requirement. If + # the implementation the rvs() method of a distribution changes, this + # test might also have to be changed. + shape_only = dist in ['betabinom', 'betanbinom', 'skellam', 'yulesimon', + 'dlaplace', 'nchypergeom_fisher', + 'nchypergeom_wallenius'] + + try: + distfunc = getattr(stats, dist) + except TypeError: + distfunc = dist + dist = f'rv_discrete(values=({dist.xk!r}, {dist.pk!r}))' + loc = np.zeros(2) + nargs = distfunc.numargs + allargs = [] + bshape = [] + # Generate shape parameter arguments... + for k in range(nargs): + shp = (k + 3,) + (1,)*(k + 1) + param_val = shape_args[k] + allargs.append(np.full(shp, param_val)) + bshape.insert(0, shp[0]) + allargs.append(loc) + bshape.append(loc.size) + # bshape holds the expected shape when loc, scale, and the shape + # parameters are all broadcast together. + check_rvs_broadcast( + distfunc, dist, allargs, bshape, shape_only, [np.dtype(int)] + ) + + +@pytest.mark.parametrize('dist,args', distdiscrete) +def test_ppf_with_loc(dist, args): + try: + distfn = getattr(stats, dist) + except TypeError: + distfn = dist + #check with a negative, no and positive relocation. + np.random.seed(1942349) + re_locs = [np.random.randint(-10, -1), 0, np.random.randint(1, 10)] + _a, _b = distfn.support(*args) + for loc in re_locs: + npt.assert_array_equal( + [_a-1+loc, _b+loc], + [distfn.ppf(0.0, *args, loc=loc), distfn.ppf(1.0, *args, loc=loc)] + ) + + +@pytest.mark.parametrize('dist, args', distdiscrete) +def test_isf_with_loc(dist, args): + try: + distfn = getattr(stats, dist) + except TypeError: + distfn = dist + # check with a negative, no and positive relocation. + np.random.seed(1942349) + re_locs = [np.random.randint(-10, -1), 0, np.random.randint(1, 10)] + _a, _b = distfn.support(*args) + for loc in re_locs: + expected = _b + loc, _a - 1 + loc + res = distfn.isf(0., *args, loc=loc), distfn.isf(1., *args, loc=loc) + npt.assert_array_equal(expected, res) + # test broadcasting behaviour + re_locs = [np.random.randint(-10, -1, size=(5, 3)), + np.zeros((5, 3)), + np.random.randint(1, 10, size=(5, 3))] + _a, _b = distfn.support(*args) + for loc in re_locs: + expected = _b + loc, _a - 1 + loc + res = distfn.isf(0., *args, loc=loc), distfn.isf(1., *args, loc=loc) + npt.assert_array_equal(expected, res) + + +def check_cdf_ppf(distfn, arg, supp, msg): + # supp is assumed to be an array of integers in the support of distfn + # (but not necessarily all the integers in the support). + # This test assumes that the PMF of any value in the support of the + # distribution is greater than 1e-8. + + # cdf is a step function, and ppf(q) = min{k : cdf(k) >= q, k integer} + cdf_supp = distfn.cdf(supp, *arg) + # In very rare cases, the finite precision calculation of ppf(cdf(supp)) + # can produce an array in which an element is off by one. We nudge the + # CDF values down by 15 ULPs help to avoid this. + cdf_supp0 = cdf_supp - 15*np.spacing(cdf_supp) + npt.assert_array_equal(distfn.ppf(cdf_supp0, *arg), + supp, msg + '-roundtrip') + # Repeat the same calculation, but with the CDF values decreased by 1e-8. + npt.assert_array_equal(distfn.ppf(distfn.cdf(supp, *arg) - 1e-8, *arg), + supp, msg + '-roundtrip') + + if not hasattr(distfn, 'xk'): + _a, _b = distfn.support(*arg) + supp1 = supp[supp < _b] + npt.assert_array_equal(distfn.ppf(distfn.cdf(supp1, *arg) + 1e-8, *arg), + supp1 + distfn.inc, msg + ' ppf-cdf-next') + + +def check_pmf_cdf(distfn, arg, distname): + if hasattr(distfn, 'xk'): + index = distfn.xk + else: + startind = int(distfn.ppf(0.01, *arg) - 1) + index = list(range(startind, startind + 10)) + cdfs = distfn.cdf(index, *arg) + pmfs_cum = distfn.pmf(index, *arg).cumsum() + + atol, rtol = 1e-10, 1e-10 + if distname == 'skellam': # ncx2 accuracy + atol, rtol = 1e-5, 1e-5 + npt.assert_allclose(cdfs - cdfs[0], pmfs_cum - pmfs_cum[0], + atol=atol, rtol=rtol) + + # also check that pmf at non-integral k is zero + k = np.asarray(index) + k_shifted = k[:-1] + np.diff(k)/2 + npt.assert_equal(distfn.pmf(k_shifted, *arg), 0) + + # better check frozen distributions, and also when loc != 0 + loc = 0.5 + dist = distfn(loc=loc, *arg) + npt.assert_allclose(dist.pmf(k[1:] + loc), np.diff(dist.cdf(k + loc))) + npt.assert_equal(dist.pmf(k_shifted + loc), 0) + + +def check_moment_frozen(distfn, arg, m, k): + npt.assert_allclose(distfn(*arg).moment(k), m, + atol=1e-10, rtol=1e-10) + + +def check_oth(distfn, arg, supp, msg): + # checking other methods of distfn + npt.assert_allclose(distfn.sf(supp, *arg), 1. - distfn.cdf(supp, *arg), + atol=1e-10, rtol=1e-10) + + q = np.linspace(0.01, 0.99, 20) + npt.assert_allclose(distfn.isf(q, *arg), distfn.ppf(1. - q, *arg), + atol=1e-10, rtol=1e-10) + + median_sf = distfn.isf(0.5, *arg) + npt.assert_(distfn.sf(median_sf - 1, *arg) > 0.5) + npt.assert_(distfn.cdf(median_sf + 1, *arg) > 0.5) + + +def check_discrete_chisquare(distfn, arg, rvs, alpha, msg): + """Perform chisquare test for random sample of a discrete distribution + + Parameters + ---------- + distname : string + name of distribution function + arg : sequence + parameters of distribution + alpha : float + significance level, threshold for p-value + + Returns + ------- + result : bool + 0 if test passes, 1 if test fails + + """ + wsupp = 0.05 + + # construct intervals with minimum mass `wsupp`. + # intervals are left-half-open as in a cdf difference + _a, _b = distfn.support(*arg) + lo = int(max(_a, -1000)) + high = int(min(_b, 1000)) + 1 + distsupport = range(lo, high) + last = 0 + distsupp = [lo] + distmass = [] + for ii in distsupport: + current = distfn.cdf(ii, *arg) + if current - last >= wsupp - 1e-14: + distsupp.append(ii) + distmass.append(current - last) + last = current + if current > (1 - wsupp): + break + if distsupp[-1] < _b: + distsupp.append(_b) + distmass.append(1 - last) + distsupp = np.array(distsupp) + distmass = np.array(distmass) + + # convert intervals to right-half-open as required by histogram + histsupp = distsupp + 1e-8 + histsupp[0] = _a + + # find sample frequencies and perform chisquare test + freq, hsupp = np.histogram(rvs, histsupp) + chis, pval = stats.chisquare(np.array(freq), len(rvs)*distmass) + + npt.assert_( + pval > alpha, + f'chisquare - test for {msg} at arg = {str(arg)} with pval = {str(pval)}' + ) + + +def check_scale_docstring(distfn): + if distfn.__doc__ is not None: + # Docstrings can be stripped if interpreter is run with -OO + npt.assert_('scale' not in distfn.__doc__) + + +@pytest.mark.parametrize('method', ['pmf', 'logpmf', 'cdf', 'logcdf', + 'sf', 'logsf', 'ppf', 'isf']) +@pytest.mark.parametrize('distname, args', distdiscrete) +def test_methods_with_lists(method, distname, args): + # Test that the discrete distributions can accept Python lists + # as arguments. + try: + dist = getattr(stats, distname) + except TypeError: + return + if method in ['ppf', 'isf']: + z = [0.1, 0.2] + else: + z = [0, 1] + p2 = [[p]*2 for p in args] + loc = [0, 1] + result = dist.pmf(z, *p2, loc=loc) + npt.assert_allclose(result, + [dist.pmf(*v) for v in zip(z, *p2, loc)], + rtol=1e-15, atol=1e-15) + + +@pytest.mark.parametrize('distname, args', invdistdiscrete) +def test_cdf_gh13280_regression(distname, args): + # Test for nan output when shape parameters are invalid + dist = getattr(stats, distname) + x = np.arange(-2, 15) + vals = dist.cdf(x, *args) + expected = np.nan + npt.assert_equal(vals, expected) + + +def cases_test_discrete_integer_shapes(): + # distributions parameters that are only allowed to be integral when + # fitting, but are allowed to be real as input to PDF, etc. + integrality_exceptions = {'nbinom': {'n'}, 'betanbinom': {'n'}} + + seen = set() + for distname, shapes in distdiscrete: + if distname in seen: + continue + seen.add(distname) + + try: + dist = getattr(stats, distname) + except TypeError: + continue + + shape_info = dist._shape_info() + + for i, shape in enumerate(shape_info): + if (shape.name in integrality_exceptions.get(distname, set()) or + not shape.integrality): + continue + + yield distname, shape.name, shapes + + +@pytest.mark.parametrize('distname, shapename, shapes', + cases_test_discrete_integer_shapes()) +def test_integer_shapes(distname, shapename, shapes): + dist = getattr(stats, distname) + shape_info = dist._shape_info() + shape_names = [shape.name for shape in shape_info] + i = shape_names.index(shapename) # this element of params must be integral + + shapes_copy = list(shapes) + + valid_shape = shapes[i] + invalid_shape = valid_shape - 0.5 # arbitrary non-integral value + new_valid_shape = valid_shape - 1 + shapes_copy[i] = [[valid_shape], [invalid_shape], [new_valid_shape]] + + a, b = dist.support(*shapes) + x = np.round(np.linspace(a, b, 5)) + + pmf = dist.pmf(x, *shapes_copy) + assert not np.any(np.isnan(pmf[0, :])) + assert np.all(np.isnan(pmf[1, :])) + assert not np.any(np.isnan(pmf[2, :])) + + +def test_frozen_attributes(): + # gh-14827 reported that all frozen distributions had both pmf and pdf + # attributes; continuous should have pdf and discrete should have pmf. + message = "'rv_discrete_frozen' object has no attribute" + with pytest.raises(AttributeError, match=message): + stats.binom(10, 0.5).pdf + with pytest.raises(AttributeError, match=message): + stats.binom(10, 0.5).logpdf + stats.binom.pdf = "herring" + frozen_binom = stats.binom(10, 0.5) + assert isinstance(frozen_binom, rv_discrete_frozen) + delattr(stats.binom, 'pdf') + + +@pytest.mark.parametrize('distname, shapes', distdiscrete) +def test_interval(distname, shapes): + # gh-11026 reported that `interval` returns incorrect values when + # `confidence=1`. The values were not incorrect, but it was not intuitive + # that the left end of the interval should extend beyond the support of the + # distribution. Confirm that this is the behavior for all distributions. + if isinstance(distname, str): + dist = getattr(stats, distname) + else: + dist = distname + a, b = dist.support(*shapes) + npt.assert_equal(dist.ppf([0, 1], *shapes), (a-1, b)) + npt.assert_equal(dist.isf([1, 0], *shapes), (a-1, b)) + npt.assert_equal(dist.interval(1, *shapes), (a-1, b)) + + +@pytest.mark.xfail_on_32bit("Sensible to machine precision") +def test_rv_sample(): + # Thoroughly test rv_sample and check that gh-3758 is resolved + + # Generate a random discrete distribution + rng = np.random.default_rng(98430143469) + xk = np.sort(rng.random(10) * 10) + pk = rng.random(10) + pk /= np.sum(pk) + dist = stats.rv_discrete(values=(xk, pk)) + + # Generate points to the left and right of xk + xk_left = (np.array([0] + xk[:-1].tolist()) + xk)/2 + xk_right = (np.array(xk[1:].tolist() + [xk[-1]+1]) + xk)/2 + + # Generate points to the left and right of cdf + cdf2 = np.cumsum(pk) + cdf2_left = (np.array([0] + cdf2[:-1].tolist()) + cdf2)/2 + cdf2_right = (np.array(cdf2[1:].tolist() + [1]) + cdf2)/2 + + # support - leftmost and rightmost xk + a, b = dist.support() + assert_allclose(a, xk[0]) + assert_allclose(b, xk[-1]) + + # pmf - supported only on the xk + assert_allclose(dist.pmf(xk), pk) + assert_allclose(dist.pmf(xk_right), 0) + assert_allclose(dist.pmf(xk_left), 0) + + # logpmf is log of the pmf; log(0) = -np.inf + with np.errstate(divide='ignore'): + assert_allclose(dist.logpmf(xk), np.log(pk)) + assert_allclose(dist.logpmf(xk_right), -np.inf) + assert_allclose(dist.logpmf(xk_left), -np.inf) + + # cdf - the cumulative sum of the pmf + assert_allclose(dist.cdf(xk), cdf2) + assert_allclose(dist.cdf(xk_right), cdf2) + assert_allclose(dist.cdf(xk_left), [0]+cdf2[:-1].tolist()) + + with np.errstate(divide='ignore'): + assert_allclose(dist.logcdf(xk), np.log(dist.cdf(xk)), + atol=1e-15) + assert_allclose(dist.logcdf(xk_right), np.log(dist.cdf(xk_right)), + atol=1e-15) + assert_allclose(dist.logcdf(xk_left), np.log(dist.cdf(xk_left)), + atol=1e-15) + + # sf is 1-cdf + assert_allclose(dist.sf(xk), 1-dist.cdf(xk)) + assert_allclose(dist.sf(xk_right), 1-dist.cdf(xk_right)) + assert_allclose(dist.sf(xk_left), 1-dist.cdf(xk_left)) + + with np.errstate(divide='ignore'): + assert_allclose(dist.logsf(xk), np.log(dist.sf(xk)), + atol=1e-15) + assert_allclose(dist.logsf(xk_right), np.log(dist.sf(xk_right)), + atol=1e-15) + assert_allclose(dist.logsf(xk_left), np.log(dist.sf(xk_left)), + atol=1e-15) + + # ppf + assert_allclose(dist.ppf(cdf2), xk) + assert_allclose(dist.ppf(cdf2_left), xk) + assert_allclose(dist.ppf(cdf2_right)[:-1], xk[1:]) + assert_allclose(dist.ppf(0), a - 1) + assert_allclose(dist.ppf(1), b) + + # isf + sf2 = dist.sf(xk) + assert_allclose(dist.isf(sf2), xk) + assert_allclose(dist.isf(1-cdf2_left), dist.ppf(cdf2_left)) + assert_allclose(dist.isf(1-cdf2_right), dist.ppf(cdf2_right)) + assert_allclose(dist.isf(0), b) + assert_allclose(dist.isf(1), a - 1) + + # interval is (ppf(alpha/2), isf(alpha/2)) + ps = np.linspace(0.01, 0.99, 10) + int2 = dist.ppf(ps/2), dist.isf(ps/2) + assert_allclose(dist.interval(1-ps), int2) + assert_allclose(dist.interval(0), dist.median()) + assert_allclose(dist.interval(1), (a-1, b)) + + # median is simply ppf(0.5) + med2 = dist.ppf(0.5) + assert_allclose(dist.median(), med2) + + # all four stats (mean, var, skew, and kurtosis) from the definitions + mean2 = np.sum(xk*pk) + var2 = np.sum((xk - mean2)**2 * pk) + skew2 = np.sum((xk - mean2)**3 * pk) / var2**(3/2) + kurt2 = np.sum((xk - mean2)**4 * pk) / var2**2 - 3 + assert_allclose(dist.mean(), mean2) + assert_allclose(dist.std(), np.sqrt(var2)) + assert_allclose(dist.var(), var2) + assert_allclose(dist.stats(moments='mvsk'), (mean2, var2, skew2, kurt2)) + + # noncentral moment against definition + mom3 = np.sum((xk**3) * pk) + assert_allclose(dist.moment(3), mom3) + + # expect - check against moments + assert_allclose(dist.expect(lambda x: 1), 1) + assert_allclose(dist.expect(), mean2) + assert_allclose(dist.expect(lambda x: x**3), mom3) + + # entropy is the negative of the expected value of log(p) + with np.errstate(divide='ignore'): + assert_allclose(-dist.expect(lambda x: dist.logpmf(x)), dist.entropy()) + + # RVS is just ppf of uniform random variates + rng = np.random.default_rng(98430143469) + rvs = dist.rvs(size=100, random_state=rng) + rng = np.random.default_rng(98430143469) + rvs0 = dist.ppf(rng.random(size=100)) + assert_allclose(rvs, rvs0) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_fit.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_fit.py new file mode 100644 index 0000000000000000000000000000000000000000..bcb776f71e35c5e603c3d54a34a22768c0bf637d --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_fit.py @@ -0,0 +1,1027 @@ +import os +import numpy as np +import numpy.testing as npt +from numpy.testing import assert_allclose, assert_equal +import pytest +from scipy import stats +from scipy.optimize import differential_evolution + +from .test_continuous_basic import distcont +from scipy.stats._distn_infrastructure import FitError +from scipy.stats._distr_params import distdiscrete +from scipy.stats import goodness_of_fit + + +# this is not a proper statistical test for convergence, but only +# verifies that the estimate and true values don't differ by too much + +fit_sizes = [1000, 5000, 10000] # sample sizes to try + +thresh_percent = 0.25 # percent of true parameters for fail cut-off +thresh_min = 0.75 # minimum difference estimate - true to fail test + +mle_failing_fits = [ + 'gausshyper', + 'genexpon', + 'gengamma', + 'kappa4', + 'ksone', + 'kstwo', + 'ncf', + 'ncx2', + 'truncexpon', + 'tukeylambda', + 'vonmises', + 'levy_stable', + 'trapezoid', + 'truncweibull_min', + 'studentized_range', +] + +# The MLE fit method of these distributions doesn't perform well when all +# parameters are fit, so test them with the location fixed at 0. +mle_use_floc0 = [ + 'burr', + 'chi', + 'chi2', + 'mielke', + 'pearson3', + 'genhalflogistic', + 'rdist', + 'pareto', + 'powerlaw', # distfn.nnlf(est2, rvs) > distfn.nnlf(est1, rvs) otherwise + 'powerlognorm', + 'wrapcauchy', + 'rel_breitwigner', +] + +mm_failing_fits = ['alpha', 'betaprime', 'burr', 'burr12', 'cauchy', 'chi', + 'chi2', 'crystalball', 'dgamma', 'dweibull', 'f', + 'fatiguelife', 'fisk', 'foldcauchy', 'genextreme', + 'gengamma', 'genhyperbolic', 'gennorm', 'genpareto', + 'halfcauchy', 'invgamma', 'invweibull', 'jf_skew_t', + 'johnsonsu', 'kappa3', 'ksone', 'kstwo', 'levy', 'levy_l', + 'levy_stable', 'loglaplace', 'lomax', 'mielke', 'nakagami', + 'ncf', 'nct', 'ncx2', 'pareto', 'powerlognorm', 'powernorm', + 'rel_breitwigner', 'skewcauchy', 't', 'trapezoid', 'triang', + 'truncpareto', 'truncweibull_min', 'tukeylambda', + 'studentized_range'] + +# not sure if these fail, but they caused my patience to fail +mm_slow_fits = ['argus', 'exponpow', 'exponweib', 'gausshyper', 'genexpon', + 'genhalflogistic', 'halfgennorm', 'gompertz', 'johnsonsb', + 'kappa4', 'kstwobign', 'recipinvgauss', + 'truncexpon', 'vonmises', 'vonmises_line'] + +failing_fits = {"MM": mm_failing_fits + mm_slow_fits, "MLE": mle_failing_fits} +fail_interval_censored = {"truncpareto"} + +# Don't run the fit test on these: +skip_fit = [ + 'erlang', # Subclass of gamma, generates a warning. + 'genhyperbolic', # too slow +] + + +def cases_test_cont_fit(): + # this tests the closeness of the estimated parameters to the true + # parameters with fit method of continuous distributions + # Note: is slow, some distributions don't converge with sample + # size <= 10000 + for distname, arg in distcont: + if distname not in skip_fit: + yield distname, arg + + +@pytest.mark.slow +@pytest.mark.parametrize('distname,arg', cases_test_cont_fit()) +@pytest.mark.parametrize('method', ["MLE", "MM"]) +def test_cont_fit(distname, arg, method): + if distname in failing_fits[method]: + # Skip failing fits unless overridden + try: + xfail = not int(os.environ['SCIPY_XFAIL']) + except Exception: + xfail = True + if xfail: + msg = "Fitting %s doesn't work reliably yet" % distname + msg += (" [Set environment variable SCIPY_XFAIL=1 to run this" + " test nevertheless.]") + pytest.xfail(msg) + + distfn = getattr(stats, distname) + + truearg = np.hstack([arg, [0.0, 1.0]]) + diffthreshold = np.max(np.vstack([truearg*thresh_percent, + np.full(distfn.numargs+2, thresh_min)]), + 0) + + for fit_size in fit_sizes: + # Note that if a fit succeeds, the other fit_sizes are skipped + np.random.seed(1234) + + with np.errstate(all='ignore'): + rvs = distfn.rvs(size=fit_size, *arg) + if method == 'MLE' and distfn.name in mle_use_floc0: + kwds = {'floc': 0} + else: + kwds = {} + # start with default values + est = distfn.fit(rvs, method=method, **kwds) + if method == 'MLE': + # Trivial test of the use of CensoredData. The fit() method + # will check that data contains no actual censored data, and + # do a regular uncensored fit. + data1 = stats.CensoredData(rvs) + est1 = distfn.fit(data1, **kwds) + msg = ('Different results fitting uncensored data wrapped as' + f' CensoredData: {distfn.name}: est={est} est1={est1}') + assert_allclose(est1, est, rtol=1e-10, err_msg=msg) + if method == 'MLE' and distname not in fail_interval_censored: + # Convert the first `nic` values in rvs to interval-censored + # values. The interval is small, so est2 should be close to + # est. + nic = 15 + interval = np.column_stack((rvs, rvs)) + interval[:nic, 0] *= 0.99 + interval[:nic, 1] *= 1.01 + interval.sort(axis=1) + data2 = stats.CensoredData(interval=interval) + est2 = distfn.fit(data2, **kwds) + msg = ('Different results fitting interval-censored' + f' data: {distfn.name}: est={est} est2={est2}') + assert_allclose(est2, est, rtol=0.05, err_msg=msg) + + diff = est - truearg + + # threshold for location + diffthreshold[-2] = np.max([np.abs(rvs.mean())*thresh_percent, + thresh_min]) + + if np.any(np.isnan(est)): + raise AssertionError('nan returned in fit') + else: + if np.all(np.abs(diff) <= diffthreshold): + break + else: + txt = 'parameter: %s\n' % str(truearg) + txt += 'estimated: %s\n' % str(est) + txt += 'diff : %s\n' % str(diff) + raise AssertionError('fit not very good in %s\n' % distfn.name + txt) + + +def _check_loc_scale_mle_fit(name, data, desired, atol=None): + d = getattr(stats, name) + actual = d.fit(data)[-2:] + assert_allclose(actual, desired, atol=atol, + err_msg='poor mle fit of (loc, scale) in %s' % name) + + +def test_non_default_loc_scale_mle_fit(): + data = np.array([1.01, 1.78, 1.78, 1.78, 1.88, 1.88, 1.88, 2.00]) + _check_loc_scale_mle_fit('uniform', data, [1.01, 0.99], 1e-3) + _check_loc_scale_mle_fit('expon', data, [1.01, 0.73875], 1e-3) + + +def test_expon_fit(): + """gh-6167""" + data = [0, 0, 0, 0, 2, 2, 2, 2] + phat = stats.expon.fit(data, floc=0) + assert_allclose(phat, [0, 1.0], atol=1e-3) + + +def test_fit_error(): + data = np.concatenate([np.zeros(29), np.ones(21)]) + message = "Optimization converged to parameters that are..." + with pytest.raises(FitError, match=message), \ + pytest.warns(RuntimeWarning): + stats.beta.fit(data) + + +@pytest.mark.parametrize("dist, params", + [(stats.norm, (0.5, 2.5)), # type: ignore[attr-defined] + (stats.binom, (10, 0.3, 2))]) # type: ignore[attr-defined] +def test_nnlf_and_related_methods(dist, params): + rng = np.random.default_rng(983459824) + + if hasattr(dist, 'pdf'): + logpxf = dist.logpdf + else: + logpxf = dist.logpmf + + x = dist.rvs(*params, size=100, random_state=rng) + ref = -logpxf(x, *params).sum() + res1 = dist.nnlf(params, x) + res2 = dist._penalized_nnlf(params, x) + assert_allclose(res1, ref) + assert_allclose(res2, ref) + + +def cases_test_fit_mle(): + # These fail default test or hang + skip_basic_fit = {'argus', 'foldnorm', 'truncpareto', 'truncweibull_min', + 'ksone', 'levy_stable', 'studentized_range', 'kstwo', + 'arcsine'} + + # Please keep this list in alphabetical order... + slow_basic_fit = {'alpha', + 'betaprime', 'binom', 'bradford', 'burr12', + 'chi', 'crystalball', 'dweibull', 'exponpow', + 'f', 'fatiguelife', 'fisk', 'foldcauchy', + 'genexpon', 'genextreme', 'gennorm', 'genpareto', + 'gompertz', 'halfgennorm', 'invgauss', 'invweibull', + 'jf_skew_t', 'johnsonsb', 'johnsonsu', 'kappa3', + 'kstwobign', 'loglaplace', 'lognorm', 'lomax', 'mielke', + 'nakagami', 'nbinom', 'norminvgauss', + 'pareto', 'pearson3', 'powerlaw', 'powernorm', + 'randint', 'rdist', 'recipinvgauss', 'rice', + 't', 'uniform', 'weibull_max', 'wrapcauchy'} + + # Please keep this list in alphabetical order... + xslow_basic_fit = {'beta', 'betabinom', 'burr', 'exponweib', + 'gausshyper', 'gengamma', 'genhalflogistic', + 'genhyperbolic', 'geninvgauss', + 'hypergeom', 'kappa4', 'loguniform', + 'ncf', 'nchypergeom_fisher', 'nchypergeom_wallenius', + 'nct', 'ncx2', 'nhypergeom', + 'powerlognorm', 'reciprocal', 'rel_breitwigner', + 'skellam', 'trapezoid', 'triang', 'truncnorm', + 'tukeylambda', 'zipfian'} + + for dist in dict(distdiscrete + distcont): + if dist in skip_basic_fit or not isinstance(dist, str): + reason = "tested separately" + yield pytest.param(dist, marks=pytest.mark.skip(reason=reason)) + elif dist in slow_basic_fit: + reason = "too slow (>= 0.25s)" + yield pytest.param(dist, marks=pytest.mark.slow(reason=reason)) + elif dist in xslow_basic_fit: + reason = "too slow (>= 1.0s)" + yield pytest.param(dist, marks=pytest.mark.xslow(reason=reason)) + else: + yield dist + + +def cases_test_fit_mse(): + # the first four are so slow that I'm not sure whether they would pass + skip_basic_fit = {'levy_stable', 'studentized_range', 'ksone', 'skewnorm', + 'norminvgauss', # super slow (~1 hr) but passes + 'kstwo', # very slow (~25 min) but passes + 'geninvgauss', # quite slow (~4 minutes) but passes + 'gausshyper', 'genhyperbolic', # integration warnings + 'tukeylambda', # close, but doesn't meet tolerance + 'vonmises'} # can have negative CDF; doesn't play nice + + # Please keep this list in alphabetical order... + slow_basic_fit = {'alpha', 'anglit', 'arcsine', 'betabinom', 'bradford', + 'chi', 'chi2', 'crystalball', 'dgamma', 'dweibull', + 'erlang', 'exponnorm', 'exponpow', 'exponweib', + 'fatiguelife', 'fisk', 'foldcauchy', 'foldnorm', + 'gamma', 'genexpon', 'genextreme', 'genhalflogistic', + 'genlogistic', 'genpareto', 'gompertz', + 'hypergeom', 'invweibull', 'jf_skew_t', 'johnsonsb', + 'johnsonsu', 'kappa3', 'kstwobign', + 'laplace_asymmetric', 'loggamma', 'loglaplace', + 'lognorm', 'lomax', + 'maxwell', 'mielke', 'nakagami', 'nhypergeom', + 'pareto', 'powernorm', 'randint', 'recipinvgauss', + 'semicircular', + 't', 'triang', 'truncexpon', 'truncpareto', + 'truncweibull_min', + 'uniform', 'vonmises_line', + 'wald', 'weibull_max', 'weibull_min', 'wrapcauchy'} + + # Please keep this list in alphabetical order... + xslow_basic_fit = {'beta', 'betaprime', 'burr', 'burr12', + 'f', 'gengamma', 'gennorm', + 'halfgennorm', 'invgamma', 'invgauss', + 'kappa4', 'loguniform', + 'ncf', 'nchypergeom_fisher', 'nchypergeom_wallenius', + 'nct', 'ncx2', + 'pearson3', 'powerlaw', 'powerlognorm', + 'rdist', 'reciprocal', 'rel_breitwigner', 'rice', + 'trapezoid', 'truncnorm', + 'zipfian'} + + warns_basic_fit = {'skellam'} # can remove mark after gh-14901 is resolved + + for dist in dict(distdiscrete + distcont): + if dist in skip_basic_fit or not isinstance(dist, str): + reason = "Fails. Oh well." + yield pytest.param(dist, marks=pytest.mark.skip(reason=reason)) + elif dist in slow_basic_fit: + reason = "too slow (>= 0.25s)" + yield pytest.param(dist, marks=pytest.mark.slow(reason=reason)) + elif dist in xslow_basic_fit: + reason = "too slow (>= 1.0s)" + yield pytest.param(dist, marks=pytest.mark.xslow(reason=reason)) + elif dist in warns_basic_fit: + mark = pytest.mark.filterwarnings('ignore::RuntimeWarning') + yield pytest.param(dist, marks=mark) + else: + yield dist + + +def cases_test_fitstart(): + for distname, shapes in dict(distcont).items(): + if (not isinstance(distname, str) or + distname in {'studentized_range', 'recipinvgauss'}): # slow + continue + yield distname, shapes + + +@pytest.mark.parametrize('distname, shapes', cases_test_fitstart()) +def test_fitstart(distname, shapes): + dist = getattr(stats, distname) + rng = np.random.default_rng(216342614) + data = rng.random(10) + + with np.errstate(invalid='ignore', divide='ignore'): # irrelevant to test + guess = dist._fitstart(data) + + assert dist._argcheck(*guess[:-2]) + + +def assert_nlff_less_or_close(dist, data, params1, params0, rtol=1e-7, atol=0, + nlff_name='nnlf'): + nlff = getattr(dist, nlff_name) + nlff1 = nlff(params1, data) + nlff0 = nlff(params0, data) + if not (nlff1 < nlff0): + np.testing.assert_allclose(nlff1, nlff0, rtol=rtol, atol=atol) + + +class TestFit: + dist = stats.binom # type: ignore[attr-defined] + seed = 654634816187 + rng = np.random.default_rng(seed) + data = stats.binom.rvs(5, 0.5, size=100, random_state=rng) # type: ignore[attr-defined] # noqa: E501 + shape_bounds_a = [(1, 10), (0, 1)] + shape_bounds_d = {'n': (1, 10), 'p': (0, 1)} + atol = 5e-2 + rtol = 1e-2 + tols = {'atol': atol, 'rtol': rtol} + + def opt(self, *args, **kwds): + return differential_evolution(*args, seed=0, **kwds) + + def test_dist_iv(self): + message = "`dist` must be an instance of..." + with pytest.raises(ValueError, match=message): + stats.fit(10, self.data, self.shape_bounds_a) + + def test_data_iv(self): + message = "`data` must be exactly one-dimensional." + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, [[1, 2, 3]], self.shape_bounds_a) + + message = "All elements of `data` must be finite numbers." + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, [1, 2, 3, np.nan], self.shape_bounds_a) + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, [1, 2, 3, np.inf], self.shape_bounds_a) + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, ['1', '2', '3'], self.shape_bounds_a) + + def test_bounds_iv(self): + message = "Bounds provided for the following unrecognized..." + shape_bounds = {'n': (1, 10), 'p': (0, 1), '1': (0, 10)} + with pytest.warns(RuntimeWarning, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + message = "Each element of a `bounds` sequence must be a tuple..." + shape_bounds = [(1, 10, 3), (0, 1)] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + message = "Each element of `bounds` must be a tuple specifying..." + shape_bounds = [(1, 10, 3), (0, 1, 0.5)] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + shape_bounds = [1, 0] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + message = "A `bounds` sequence must contain at least 2 elements..." + shape_bounds = [(1, 10)] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + message = "A `bounds` sequence may not contain more than 3 elements..." + bounds = [(1, 10), (1, 10), (1, 10), (1, 10)] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, bounds) + + message = "There are no values for `p` on the interval..." + shape_bounds = {'n': (1, 10), 'p': (1, 0)} + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + message = "There are no values for `n` on the interval..." + shape_bounds = [(10, 1), (0, 1)] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + message = "There are no integer values for `n` on the interval..." + shape_bounds = [(1.4, 1.6), (0, 1)] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + message = "The intersection of user-provided bounds for `n`" + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data) + shape_bounds = [(-np.inf, np.inf), (0, 1)] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, shape_bounds) + + def test_guess_iv(self): + message = "Guesses provided for the following unrecognized..." + guess = {'n': 1, 'p': 0.5, '1': 255} + with pytest.warns(RuntimeWarning, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + message = "Each element of `guess` must be a scalar..." + guess = {'n': 1, 'p': 'hi'} + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + guess = [1, 'f'] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + guess = [[1, 2]] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + message = "A `guess` sequence must contain at least 2..." + guess = [1] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + message = "A `guess` sequence may not contain more than 3..." + guess = [1, 2, 3, 4] + with pytest.raises(ValueError, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + message = "Guess for parameter `n` rounded.*|Guess for parameter `p` clipped.*" + guess = {'n': 4.5, 'p': -0.5} + with pytest.warns(RuntimeWarning, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + message = "Guess for parameter `loc` rounded..." + guess = [5, 0.5, 0.5] + with pytest.warns(RuntimeWarning, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + message = "Guess for parameter `p` clipped..." + guess = {'n': 5, 'p': -0.5} + with pytest.warns(RuntimeWarning, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + message = "Guess for parameter `loc` clipped..." + guess = [5, 0.5, 1] + with pytest.warns(RuntimeWarning, match=message): + stats.fit(self.dist, self.data, self.shape_bounds_d, guess=guess) + + def basic_fit_test(self, dist_name, method): + + N = 5000 + dist_data = dict(distcont + distdiscrete) + rng = np.random.default_rng(self.seed) + dist = getattr(stats, dist_name) + shapes = np.array(dist_data[dist_name]) + bounds = np.empty((len(shapes) + 2, 2), dtype=np.float64) + bounds[:-2, 0] = shapes/10.**np.sign(shapes) + bounds[:-2, 1] = shapes*10.**np.sign(shapes) + bounds[-2] = (0, 10) + bounds[-1] = (1e-16, 10) + loc = rng.uniform(*bounds[-2]) + scale = rng.uniform(*bounds[-1]) + ref = list(dist_data[dist_name]) + [loc, scale] + + if getattr(dist, 'pmf', False): + ref = ref[:-1] + ref[-1] = np.floor(loc) + data = dist.rvs(*ref, size=N, random_state=rng) + bounds = bounds[:-1] + if getattr(dist, 'pdf', False): + data = dist.rvs(*ref, size=N, random_state=rng) + + with npt.suppress_warnings() as sup: + sup.filter(RuntimeWarning, "overflow encountered") + res = stats.fit(dist, data, bounds, method=method, + optimizer=self.opt) + + nlff_names = {'mle': 'nnlf', 'mse': '_penalized_nlpsf'} + nlff_name = nlff_names[method] + assert_nlff_less_or_close(dist, data, res.params, ref, **self.tols, + nlff_name=nlff_name) + + @pytest.mark.parametrize("dist_name", cases_test_fit_mle()) + def test_basic_fit_mle(self, dist_name): + self.basic_fit_test(dist_name, "mle") + + @pytest.mark.parametrize("dist_name", cases_test_fit_mse()) + def test_basic_fit_mse(self, dist_name): + self.basic_fit_test(dist_name, "mse") + + def test_arcsine(self): + # Can't guarantee that all distributions will fit all data with + # arbitrary bounds. This distribution just happens to fail above. + # Try something slightly different. + N = 1000 + rng = np.random.default_rng(self.seed) + dist = stats.arcsine + shapes = (1., 2.) + data = dist.rvs(*shapes, size=N, random_state=rng) + shape_bounds = {'loc': (0.1, 10), 'scale': (0.1, 10)} + res = stats.fit(dist, data, shape_bounds, optimizer=self.opt) + assert_nlff_less_or_close(dist, data, res.params, shapes, **self.tols) + + def test_argus(self): + # Can't guarantee that all distributions will fit all data with + # arbitrary bounds. This distribution just happens to fail above. + # Try something slightly different. + N = 1000 + rng = np.random.default_rng(self.seed) + dist = stats.argus + shapes = (1., 2., 3.) + data = dist.rvs(*shapes, size=N, random_state=rng) + shape_bounds = {'chi': (0.1, 10), 'loc': (0.1, 10), 'scale': (0.1, 10)} + res = stats.fit(dist, data, shape_bounds, optimizer=self.opt) + + assert_nlff_less_or_close(dist, data, res.params, shapes, **self.tols) + + def test_foldnorm(self): + # Can't guarantee that all distributions will fit all data with + # arbitrary bounds. This distribution just happens to fail above. + # Try something slightly different. + N = 1000 + rng = np.random.default_rng(self.seed) + dist = stats.foldnorm + shapes = (1.952125337355587, 2., 3.) + data = dist.rvs(*shapes, size=N, random_state=rng) + shape_bounds = {'c': (0.1, 10), 'loc': (0.1, 10), 'scale': (0.1, 10)} + res = stats.fit(dist, data, shape_bounds, optimizer=self.opt) + + assert_nlff_less_or_close(dist, data, res.params, shapes, **self.tols) + + def test_truncpareto(self): + # Can't guarantee that all distributions will fit all data with + # arbitrary bounds. This distribution just happens to fail above. + # Try something slightly different. + N = 1000 + rng = np.random.default_rng(self.seed) + dist = stats.truncpareto + shapes = (1.8, 5.3, 2.3, 4.1) + data = dist.rvs(*shapes, size=N, random_state=rng) + shape_bounds = [(0.1, 10)]*4 + res = stats.fit(dist, data, shape_bounds, optimizer=self.opt) + + assert_nlff_less_or_close(dist, data, res.params, shapes, **self.tols) + + def test_truncweibull_min(self): + # Can't guarantee that all distributions will fit all data with + # arbitrary bounds. This distribution just happens to fail above. + # Try something slightly different. + N = 1000 + rng = np.random.default_rng(self.seed) + dist = stats.truncweibull_min + shapes = (2.5, 0.25, 1.75, 2., 3.) + data = dist.rvs(*shapes, size=N, random_state=rng) + shape_bounds = [(0.1, 10)]*5 + res = stats.fit(dist, data, shape_bounds, optimizer=self.opt) + + assert_nlff_less_or_close(dist, data, res.params, shapes, **self.tols) + + def test_missing_shape_bounds(self): + # some distributions have a small domain w.r.t. a parameter, e.g. + # $p \in [0, 1]$ for binomial distribution + # User does not need to provide these because the intersection of the + # user's bounds (none) and the distribution's domain is finite + N = 1000 + rng = np.random.default_rng(self.seed) + + dist = stats.binom + n, p, loc = 10, 0.65, 0 + data = dist.rvs(n, p, loc=loc, size=N, random_state=rng) + shape_bounds = {'n': np.array([0, 20])} # check arrays are OK, too + res = stats.fit(dist, data, shape_bounds, optimizer=self.opt) + assert_allclose(res.params, (n, p, loc), **self.tols) + + dist = stats.bernoulli + p, loc = 0.314159, 0 + data = dist.rvs(p, loc=loc, size=N, random_state=rng) + res = stats.fit(dist, data, optimizer=self.opt) + assert_allclose(res.params, (p, loc), **self.tols) + + def test_fit_only_loc_scale(self): + # fit only loc + N = 5000 + rng = np.random.default_rng(self.seed) + + dist = stats.norm + loc, scale = 1.5, 1 + data = dist.rvs(loc=loc, size=N, random_state=rng) + loc_bounds = (0, 5) + bounds = {'loc': loc_bounds} + res = stats.fit(dist, data, bounds, optimizer=self.opt) + assert_allclose(res.params, (loc, scale), **self.tols) + + # fit only scale + loc, scale = 0, 2.5 + data = dist.rvs(scale=scale, size=N, random_state=rng) + scale_bounds = (0.01, 5) + bounds = {'scale': scale_bounds} + res = stats.fit(dist, data, bounds, optimizer=self.opt) + assert_allclose(res.params, (loc, scale), **self.tols) + + # fit only loc and scale + dist = stats.norm + loc, scale = 1.5, 2.5 + data = dist.rvs(loc=loc, scale=scale, size=N, random_state=rng) + bounds = {'loc': loc_bounds, 'scale': scale_bounds} + res = stats.fit(dist, data, bounds, optimizer=self.opt) + assert_allclose(res.params, (loc, scale), **self.tols) + + def test_everything_fixed(self): + N = 5000 + rng = np.random.default_rng(self.seed) + + dist = stats.norm + loc, scale = 1.5, 2.5 + data = dist.rvs(loc=loc, scale=scale, size=N, random_state=rng) + + # loc, scale fixed to 0, 1 by default + res = stats.fit(dist, data) + assert_allclose(res.params, (0, 1), **self.tols) + + # loc, scale explicitly fixed + bounds = {'loc': (loc, loc), 'scale': (scale, scale)} + res = stats.fit(dist, data, bounds) + assert_allclose(res.params, (loc, scale), **self.tols) + + # `n` gets fixed during polishing + dist = stats.binom + n, p, loc = 10, 0.65, 0 + data = dist.rvs(n, p, loc=loc, size=N, random_state=rng) + shape_bounds = {'n': (0, 20), 'p': (0.65, 0.65)} + res = stats.fit(dist, data, shape_bounds, optimizer=self.opt) + assert_allclose(res.params, (n, p, loc), **self.tols) + + def test_failure(self): + N = 5000 + rng = np.random.default_rng(self.seed) + + dist = stats.nbinom + shapes = (5, 0.5) + data = dist.rvs(*shapes, size=N, random_state=rng) + + assert data.min() == 0 + # With lower bounds on location at 0.5, likelihood is zero + bounds = [(0, 30), (0, 1), (0.5, 10)] + res = stats.fit(dist, data, bounds) + message = "Optimization converged to parameter values that are" + assert res.message.startswith(message) + assert res.success is False + + @pytest.mark.xslow + def test_guess(self): + # Test that guess helps DE find the desired solution + N = 2000 + # With some seeds, `fit` doesn't need a guess + rng = np.random.default_rng(1963904448561) + dist = stats.nhypergeom + params = (20, 7, 12, 0) + bounds = [(2, 200), (0.7, 70), (1.2, 120), (0, 10)] + + data = dist.rvs(*params, size=N, random_state=rng) + + res = stats.fit(dist, data, bounds, optimizer=self.opt) + assert not np.allclose(res.params, params, **self.tols) + + res = stats.fit(dist, data, bounds, guess=params, optimizer=self.opt) + assert_allclose(res.params, params, **self.tols) + + def test_mse_accuracy_1(self): + # Test maximum spacing estimation against example from Wikipedia + # https://en.wikipedia.org/wiki/Maximum_spacing_estimation#Examples + data = [2, 4] + dist = stats.expon + bounds = {'loc': (0, 0), 'scale': (1e-8, 10)} + res_mle = stats.fit(dist, data, bounds=bounds, method='mle') + assert_allclose(res_mle.params.scale, 3, atol=1e-3) + res_mse = stats.fit(dist, data, bounds=bounds, method='mse') + assert_allclose(res_mse.params.scale, 3.915, atol=1e-3) + + def test_mse_accuracy_2(self): + # Test maximum spacing estimation against example from Wikipedia + # https://en.wikipedia.org/wiki/Maximum_spacing_estimation#Examples + rng = np.random.default_rng(9843212616816518964) + + dist = stats.uniform + n = 10 + data = dist(3, 6).rvs(size=n, random_state=rng) + bounds = {'loc': (0, 10), 'scale': (1e-8, 10)} + res = stats.fit(dist, data, bounds=bounds, method='mse') + # (loc=3.608118420015416, scale=5.509323262055043) + + x = np.sort(data) + a = (n*x[0] - x[-1])/(n - 1) + b = (n*x[-1] - x[0])/(n - 1) + ref = a, b-a # (3.6081133632151503, 5.509328130317254) + assert_allclose(res.params, ref, rtol=1e-4) + + +# Data from Matlab: https://www.mathworks.com/help/stats/lillietest.html +examgrades = [65, 61, 81, 88, 69, 89, 55, 84, 86, 84, 71, 81, 84, 81, 78, 67, + 96, 66, 73, 75, 59, 71, 69, 63, 79, 76, 63, 85, 87, 88, 80, 71, + 65, 84, 71, 75, 81, 79, 64, 65, 84, 77, 70, 75, 84, 75, 73, 92, + 90, 79, 80, 71, 73, 71, 58, 79, 73, 64, 77, 82, 81, 59, 54, 82, + 57, 79, 79, 73, 74, 82, 63, 64, 73, 69, 87, 68, 81, 73, 83, 73, + 80, 73, 73, 71, 66, 78, 64, 74, 68, 67, 75, 75, 80, 85, 74, 76, + 80, 77, 93, 70, 86, 80, 81, 83, 68, 60, 85, 64, 74, 82, 81, 77, + 66, 85, 75, 81, 69, 60, 83, 72] + + +class TestGoodnessOfFit: + + def test_gof_iv(self): + dist = stats.norm + x = [1, 2, 3] + + message = r"`dist` must be a \(non-frozen\) instance of..." + with pytest.raises(TypeError, match=message): + goodness_of_fit(stats.norm(), x) + + message = "`data` must be a one-dimensional array of numbers." + with pytest.raises(ValueError, match=message): + goodness_of_fit(dist, [[1, 2, 3]]) + + message = "`statistic` must be one of..." + with pytest.raises(ValueError, match=message): + goodness_of_fit(dist, x, statistic='mm') + + message = "`n_mc_samples` must be an integer." + with pytest.raises(TypeError, match=message): + goodness_of_fit(dist, x, n_mc_samples=1000.5) + + message = "'herring' cannot be used to seed a" + with pytest.raises(ValueError, match=message): + goodness_of_fit(dist, x, random_state='herring') + + def test_against_ks(self): + rng = np.random.default_rng(8517426291317196949) + x = examgrades + known_params = {'loc': np.mean(x), 'scale': np.std(x, ddof=1)} + res = goodness_of_fit(stats.norm, x, known_params=known_params, + statistic='ks', random_state=rng) + ref = stats.kstest(x, stats.norm(**known_params).cdf, method='exact') + assert_allclose(res.statistic, ref.statistic) # ~0.0848 + assert_allclose(res.pvalue, ref.pvalue, atol=5e-3) # ~0.335 + + def test_against_lilliefors(self): + rng = np.random.default_rng(2291803665717442724) + x = examgrades + res = goodness_of_fit(stats.norm, x, statistic='ks', random_state=rng) + known_params = {'loc': np.mean(x), 'scale': np.std(x, ddof=1)} + ref = stats.kstest(x, stats.norm(**known_params).cdf, method='exact') + assert_allclose(res.statistic, ref.statistic) # ~0.0848 + assert_allclose(res.pvalue, 0.0348, atol=5e-3) + + def test_against_cvm(self): + rng = np.random.default_rng(8674330857509546614) + x = examgrades + known_params = {'loc': np.mean(x), 'scale': np.std(x, ddof=1)} + res = goodness_of_fit(stats.norm, x, known_params=known_params, + statistic='cvm', random_state=rng) + ref = stats.cramervonmises(x, stats.norm(**known_params).cdf) + assert_allclose(res.statistic, ref.statistic) # ~0.090 + assert_allclose(res.pvalue, ref.pvalue, atol=5e-3) # ~0.636 + + def test_against_anderson_case_0(self): + # "Case 0" is where loc and scale are known [1] + rng = np.random.default_rng(7384539336846690410) + x = np.arange(1, 101) + # loc that produced critical value of statistic found w/ root_scalar + known_params = {'loc': 45.01575354024957, 'scale': 30} + res = goodness_of_fit(stats.norm, x, known_params=known_params, + statistic='ad', random_state=rng) + assert_allclose(res.statistic, 2.492) # See [1] Table 1A 1.0 + assert_allclose(res.pvalue, 0.05, atol=5e-3) + + def test_against_anderson_case_1(self): + # "Case 1" is where scale is known and loc is fit [1] + rng = np.random.default_rng(5040212485680146248) + x = np.arange(1, 101) + # scale that produced critical value of statistic found w/ root_scalar + known_params = {'scale': 29.957112639101933} + res = goodness_of_fit(stats.norm, x, known_params=known_params, + statistic='ad', random_state=rng) + assert_allclose(res.statistic, 0.908) # See [1] Table 1B 1.1 + assert_allclose(res.pvalue, 0.1, atol=5e-3) + + def test_against_anderson_case_2(self): + # "Case 2" is where loc is known and scale is fit [1] + rng = np.random.default_rng(726693985720914083) + x = np.arange(1, 101) + # loc that produced critical value of statistic found w/ root_scalar + known_params = {'loc': 44.5680212261933} + res = goodness_of_fit(stats.norm, x, known_params=known_params, + statistic='ad', random_state=rng) + assert_allclose(res.statistic, 2.904) # See [1] Table 1B 1.2 + assert_allclose(res.pvalue, 0.025, atol=5e-3) + + def test_against_anderson_case_3(self): + # "Case 3" is where both loc and scale are fit [1] + rng = np.random.default_rng(6763691329830218206) + # c that produced critical value of statistic found w/ root_scalar + x = stats.skewnorm.rvs(1.4477847789132101, loc=1, scale=2, size=100, + random_state=rng) + res = goodness_of_fit(stats.norm, x, statistic='ad', random_state=rng) + assert_allclose(res.statistic, 0.559) # See [1] Table 1B 1.2 + assert_allclose(res.pvalue, 0.15, atol=5e-3) + + @pytest.mark.slow + def test_against_anderson_gumbel_r(self): + rng = np.random.default_rng(7302761058217743) + # c that produced critical value of statistic found w/ root_scalar + x = stats.genextreme(0.051896837188595134, loc=0.5, + scale=1.5).rvs(size=1000, random_state=rng) + res = goodness_of_fit(stats.gumbel_r, x, statistic='ad', + random_state=rng) + ref = stats.anderson(x, dist='gumbel_r') + assert_allclose(res.statistic, ref.critical_values[0]) + assert_allclose(res.pvalue, ref.significance_level[0]/100, atol=5e-3) + + def test_against_filliben_norm(self): + # Test against `stats.fit` ref. [7] Section 8 "Example" + rng = np.random.default_rng(8024266430745011915) + y = [6, 1, -4, 8, -2, 5, 0] + known_params = {'loc': 0, 'scale': 1} + res = stats.goodness_of_fit(stats.norm, y, known_params=known_params, + statistic="filliben", random_state=rng) + # Slight discrepancy presumably due to roundoff in Filliben's + # calculation. Using exact order statistic medians instead of + # Filliben's approximation doesn't account for it. + assert_allclose(res.statistic, 0.98538, atol=1e-4) + assert 0.75 < res.pvalue < 0.9 + + # Using R's ppcc library: + # library(ppcc) + # options(digits=16) + # x < - c(6, 1, -4, 8, -2, 5, 0) + # set.seed(100) + # ppccTest(x, "qnorm", ppos="Filliben") + # Discrepancy with + assert_allclose(res.statistic, 0.98540957187084, rtol=2e-5) + assert_allclose(res.pvalue, 0.8875, rtol=2e-3) + + def test_filliben_property(self): + # Filliben's statistic should be independent of data location and scale + rng = np.random.default_rng(8535677809395478813) + x = rng.normal(loc=10, scale=0.5, size=100) + res = stats.goodness_of_fit(stats.norm, x, + statistic="filliben", random_state=rng) + known_params = {'loc': 0, 'scale': 1} + ref = stats.goodness_of_fit(stats.norm, x, known_params=known_params, + statistic="filliben", random_state=rng) + assert_allclose(res.statistic, ref.statistic, rtol=1e-15) + + @pytest.mark.parametrize('case', [(25, [.928, .937, .950, .958, .966]), + (50, [.959, .965, .972, .977, .981]), + (95, [.977, .979, .983, .986, .989])]) + def test_against_filliben_norm_table(self, case): + # Test against `stats.fit` ref. [7] Table 1 + rng = np.random.default_rng(504569995557928957) + n, ref = case + x = rng.random(n) + known_params = {'loc': 0, 'scale': 1} + res = stats.goodness_of_fit(stats.norm, x, known_params=known_params, + statistic="filliben", random_state=rng) + percentiles = np.array([0.005, 0.01, 0.025, 0.05, 0.1]) + res = stats.scoreatpercentile(res.null_distribution, percentiles*100) + assert_allclose(res, ref, atol=2e-3) + + @pytest.mark.slow + @pytest.mark.parametrize('case', [(5, 0.95772790260469, 0.4755), + (6, 0.95398832257958, 0.3848), + (7, 0.9432692889277, 0.2328)]) + def test_against_ppcc(self, case): + # Test against R ppcc, e.g. + # library(ppcc) + # options(digits=16) + # x < - c(0.52325412, 1.06907699, -0.36084066, 0.15305959, 0.99093194) + # set.seed(100) + # ppccTest(x, "qrayleigh", ppos="Filliben") + n, ref_statistic, ref_pvalue = case + rng = np.random.default_rng(7777775561439803116) + x = rng.normal(size=n) + res = stats.goodness_of_fit(stats.rayleigh, x, statistic="filliben", + random_state=rng) + assert_allclose(res.statistic, ref_statistic, rtol=1e-4) + assert_allclose(res.pvalue, ref_pvalue, atol=1.5e-2) + + def test_params_effects(self): + # Ensure that `guessed_params`, `fit_params`, and `known_params` have + # the intended effects. + rng = np.random.default_rng(9121950977643805391) + x = stats.skewnorm.rvs(-5.044559778383153, loc=1, scale=2, size=50, + random_state=rng) + + # Show that `guessed_params` don't fit to the guess, + # but `fit_params` and `known_params` respect the provided fit + guessed_params = {'c': 13.4} + fit_params = {'scale': 13.73} + known_params = {'loc': -13.85} + rng = np.random.default_rng(9121950977643805391) + res1 = goodness_of_fit(stats.weibull_min, x, n_mc_samples=2, + guessed_params=guessed_params, + fit_params=fit_params, + known_params=known_params, random_state=rng) + assert not np.allclose(res1.fit_result.params.c, 13.4) + assert_equal(res1.fit_result.params.scale, 13.73) + assert_equal(res1.fit_result.params.loc, -13.85) + + # Show that changing the guess changes the parameter that gets fit, + # and it changes the null distribution + guessed_params = {'c': 2} + rng = np.random.default_rng(9121950977643805391) + res2 = goodness_of_fit(stats.weibull_min, x, n_mc_samples=2, + guessed_params=guessed_params, + fit_params=fit_params, + known_params=known_params, random_state=rng) + assert not np.allclose(res2.fit_result.params.c, + res1.fit_result.params.c, rtol=1e-8) + assert not np.allclose(res2.null_distribution, + res1.null_distribution, rtol=1e-8) + assert_equal(res2.fit_result.params.scale, 13.73) + assert_equal(res2.fit_result.params.loc, -13.85) + + # If we set all parameters as fit_params and known_params, + # they're all fixed to those values, but the null distribution + # varies. + fit_params = {'c': 13.4, 'scale': 13.73} + rng = np.random.default_rng(9121950977643805391) + res3 = goodness_of_fit(stats.weibull_min, x, n_mc_samples=2, + guessed_params=guessed_params, + fit_params=fit_params, + known_params=known_params, random_state=rng) + assert_equal(res3.fit_result.params.c, 13.4) + assert_equal(res3.fit_result.params.scale, 13.73) + assert_equal(res3.fit_result.params.loc, -13.85) + assert not np.allclose(res3.null_distribution, res1.null_distribution) + + def test_custom_statistic(self): + # Test support for custom statistic function. + + # References: + # [1] Pyke, R. (1965). "Spacings". Journal of the Royal Statistical + # Society: Series B (Methodological), 27(3): 395-436. + # [2] Burrows, P. M. (1979). "Selected Percentage Points of + # Greenwood's Statistics". Journal of the Royal Statistical + # Society. Series A (General), 142(2): 256-258. + + # Use the Greenwood statistic for illustration; see [1, p.402]. + def greenwood(dist, data, *, axis): + x = np.sort(data, axis=axis) + y = dist.cdf(x) + d = np.diff(y, axis=axis, prepend=0, append=1) + return np.sum(d ** 2, axis=axis) + + # Run the Monte Carlo test with sample size = 5 on a fully specified + # null distribution, and compare the simulated quantiles to the exact + # ones given in [2, Table 1, column (n = 5)]. + rng = np.random.default_rng(9121950977643805391) + data = stats.expon.rvs(size=5, random_state=rng) + result = goodness_of_fit(stats.expon, data, + known_params={'loc': 0, 'scale': 1}, + statistic=greenwood, random_state=rng) + p = [.01, .05, .1, .2, .3, .4, .5, .6, .7, .8, .9, .95, .99] + exact_quantiles = [ + .183863, .199403, .210088, .226040, .239947, .253677, .268422, + .285293, .306002, .334447, .382972, .432049, .547468] + simulated_quantiles = np.quantile(result.null_distribution, p) + assert_allclose(simulated_quantiles, exact_quantiles, atol=0.005) + +class TestFitResult: + def test_plot_iv(self): + rng = np.random.default_rng(1769658657308472721) + data = stats.norm.rvs(0, 1, size=100, random_state=rng) + + def optimizer(*args, **kwargs): + return differential_evolution(*args, **kwargs, seed=rng) + + bounds = [(0, 30), (0, 1)] + res = stats.fit(stats.norm, data, bounds, optimizer=optimizer) + try: + import matplotlib # noqa: F401 + message = r"`plot_type` must be one of \{'..." + with pytest.raises(ValueError, match=message): + res.plot(plot_type='llama') + except (ModuleNotFoundError, ImportError): + # Avoid trying to call MPL with numpy 2.0-dev, because that fails + # too often due to ABI mismatches and is hard to avoid. This test + # will work fine again once MPL has done a 2.0-compatible release. + if not np.__version__.startswith('2.0.0.dev0'): + message = r"matplotlib must be installed to use method `plot`." + with pytest.raises(ModuleNotFoundError, match=message): + res.plot(plot_type='llama') diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_multicomp.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_multicomp.py new file mode 100644 index 0000000000000000000000000000000000000000..c85d95ebbb1609c861a338fa1c4c2b6169b8ce00 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_multicomp.py @@ -0,0 +1,404 @@ +import copy + +import numpy as np +import pytest +from numpy.testing import assert_allclose + +from scipy import stats +from scipy.stats._multicomp import _pvalue_dunnett, DunnettResult + + +class TestDunnett: + # For the following tests, p-values were computed using Matlab, e.g. + # sample = [18. 15. 18. 16. 17. 15. 14. 14. 14. 15. 15.... + # 14. 15. 14. 22. 18. 21. 21. 10. 10. 11. 9.... + # 25. 26. 17.5 16. 15.5 14.5 22. 22. 24. 22.5 29.... + # 24.5 20. 18. 18.5 17.5 26.5 13. 16.5 13. 13. 13.... + # 28. 27. 34. 31. 29. 27. 24. 23. 38. 36. 25.... + # 38. 26. 22. 36. 27. 27. 32. 28. 31.... + # 24. 27. 33. 32. 28. 19. 37. 31. 36. 36.... + # 34. 38. 32. 38. 32.... + # 26. 24. 26. 25. 29. 29.5 16.5 36. 44.... + # 25. 27. 19.... + # 25. 20.... + # 28.]; + # j = [0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ... + # 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ... + # 0 0 0 0... + # 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1... + # 2 2 2 2 2 2 2 2 2... + # 3 3 3... + # 4 4... + # 5]; + # [~, ~, stats] = anova1(sample, j, "off"); + # [results, ~, ~, gnames] = multcompare(stats, ... + # "CriticalValueType", "dunnett", ... + # "Approximate", false); + # tbl = array2table(results, "VariableNames", ... + # ["Group", "Control Group", "Lower Limit", ... + # "Difference", "Upper Limit", "P-value"]); + # tbl.("Group") = gnames(tbl.("Group")); + # tbl.("Control Group") = gnames(tbl.("Control Group")) + + # Matlab doesn't report the statistic, so the statistics were + # computed using R multcomp `glht`, e.g.: + # library(multcomp) + # options(digits=16) + # control < - c(18.0, 15.0, 18.0, 16.0, 17.0, 15.0, 14.0, 14.0, 14.0, + # 15.0, 15.0, 14.0, 15.0, 14.0, 22.0, 18.0, 21.0, 21.0, + # 10.0, 10.0, 11.0, 9.0, 25.0, 26.0, 17.5, 16.0, 15.5, + # 14.5, 22.0, 22.0, 24.0, 22.5, 29.0, 24.5, 20.0, 18.0, + # 18.5, 17.5, 26.5, 13.0, 16.5, 13.0, 13.0, 13.0, 28.0, + # 27.0, 34.0, 31.0, 29.0, 27.0, 24.0, 23.0, 38.0, 36.0, + # 25.0, 38.0, 26.0, 22.0, 36.0, 27.0, 27.0, 32.0, 28.0, + # 31.0) + # t < - c(24.0, 27.0, 33.0, 32.0, 28.0, 19.0, 37.0, 31.0, 36.0, 36.0, + # 34.0, 38.0, 32.0, 38.0, 32.0) + # w < - c(26.0, 24.0, 26.0, 25.0, 29.0, 29.5, 16.5, 36.0, 44.0) + # x < - c(25.0, 27.0, 19.0) + # y < - c(25.0, 20.0) + # z < - c(28.0) + # + # groups = factor(rep(c("control", "t", "w", "x", "y", "z"), + # times=c(length(control), length(t), length(w), + # length(x), length(y), length(z)))) + # df < - data.frame(response=c(control, t, w, x, y, z), + # group=groups) + # model < - aov(response + # ~group, data = df) + # test < - glht(model=model, + # linfct=mcp(group="Dunnett"), + # alternative="g") + # summary(test) + # confint(test) + # p-values agreed with those produced by Matlab to at least atol=1e-3 + + # From Matlab's documentation on multcompare + samples_1 = [ + [ + 24.0, 27.0, 33.0, 32.0, 28.0, 19.0, 37.0, 31.0, 36.0, 36.0, + 34.0, 38.0, 32.0, 38.0, 32.0 + ], + [26.0, 24.0, 26.0, 25.0, 29.0, 29.5, 16.5, 36.0, 44.0], + [25.0, 27.0, 19.0], + [25.0, 20.0], + [28.0] + ] + control_1 = [ + 18.0, 15.0, 18.0, 16.0, 17.0, 15.0, 14.0, 14.0, 14.0, 15.0, 15.0, + 14.0, 15.0, 14.0, 22.0, 18.0, 21.0, 21.0, 10.0, 10.0, 11.0, 9.0, + 25.0, 26.0, 17.5, 16.0, 15.5, 14.5, 22.0, 22.0, 24.0, 22.5, 29.0, + 24.5, 20.0, 18.0, 18.5, 17.5, 26.5, 13.0, 16.5, 13.0, 13.0, 13.0, + 28.0, 27.0, 34.0, 31.0, 29.0, 27.0, 24.0, 23.0, 38.0, 36.0, 25.0, + 38.0, 26.0, 22.0, 36.0, 27.0, 27.0, 32.0, 28.0, 31.0 + ] + pvalue_1 = [4.727e-06, 0.022346, 0.97912, 0.99953, 0.86579] # Matlab + # Statistic, alternative p-values, and CIs computed with R multcomp `glht` + p_1_twosided = [1e-4, 0.02237, 0.97913, 0.99953, 0.86583] + p_1_greater = [1e-4, 0.011217, 0.768500, 0.896991, 0.577211] + p_1_less = [1, 1, 0.99660, 0.98398, .99953] + statistic_1 = [5.27356, 2.91270, 0.60831, 0.27002, 0.96637] + ci_1_twosided = [[5.3633917835622, 0.7296142201217, -8.3879817106607, + -11.9090753452911, -11.7655021543469], + [15.9709832164378, 13.8936496687672, 13.4556900439941, + 14.6434503452911, 25.4998771543469]] + ci_1_greater = [5.9036402398526, 1.4000632918725, -7.2754756323636, + -10.5567456382391, -9.8675629499576] + ci_1_less = [15.4306165948619, 13.2230539537359, 12.3429406339544, + 13.2908248513211, 23.6015228251660] + pvalues_1 = dict(twosided=p_1_twosided, less=p_1_less, greater=p_1_greater) + cis_1 = dict(twosided=ci_1_twosided, less=ci_1_less, greater=ci_1_greater) + case_1 = dict(samples=samples_1, control=control_1, statistic=statistic_1, + pvalues=pvalues_1, cis=cis_1) + + # From Dunnett1955 comparing with R's DescTools: DunnettTest + samples_2 = [[9.76, 8.80, 7.68, 9.36], [12.80, 9.68, 12.16, 9.20, 10.55]] + control_2 = [7.40, 8.50, 7.20, 8.24, 9.84, 8.32] + pvalue_2 = [0.6201, 0.0058] + # Statistic, alternative p-values, and CIs computed with R multcomp `glht` + p_2_twosided = [0.6201020, 0.0058254] + p_2_greater = [0.3249776, 0.0029139] + p_2_less = [0.91676, 0.99984] + statistic_2 = [0.85703, 3.69375] + ci_2_twosided = [[-1.2564116462124, 0.8396273539789], + [2.5564116462124, 4.4163726460211]] + ci_2_greater = [-0.9588591188156, 1.1187563667543] + ci_2_less = [2.2588591188156, 4.1372436332457] + pvalues_2 = dict(twosided=p_2_twosided, less=p_2_less, greater=p_2_greater) + cis_2 = dict(twosided=ci_2_twosided, less=ci_2_less, greater=ci_2_greater) + case_2 = dict(samples=samples_2, control=control_2, statistic=statistic_2, + pvalues=pvalues_2, cis=cis_2) + + samples_3 = [[55, 64, 64], [55, 49, 52], [50, 44, 41]] + control_3 = [55, 47, 48] + pvalue_3 = [0.0364, 0.8966, 0.4091] + # Statistic, alternative p-values, and CIs computed with R multcomp `glht` + p_3_twosided = [0.036407, 0.896539, 0.409295] + p_3_greater = [0.018277, 0.521109, 0.981892] + p_3_less = [0.99944, 0.90054, 0.20974] + statistic_3 = [3.09073, 0.56195, -1.40488] + ci_3_twosided = [[0.7529028025053, -8.2470971974947, -15.2470971974947], + [21.2470971974947, 12.2470971974947, 5.2470971974947]] + ci_3_greater = [2.4023682323149, -6.5976317676851, -13.5976317676851] + ci_3_less = [19.5984402363662, 10.5984402363662, 3.5984402363662] + pvalues_3 = dict(twosided=p_3_twosided, less=p_3_less, greater=p_3_greater) + cis_3 = dict(twosided=ci_3_twosided, less=ci_3_less, greater=ci_3_greater) + case_3 = dict(samples=samples_3, control=control_3, statistic=statistic_3, + pvalues=pvalues_3, cis=cis_3) + + # From Thomson and Short, + # Mucociliary function in health, chronic obstructive airway disease, + # and asbestosis, Journal of Applied Physiology, 1969. Table 1 + # Comparing with R's DescTools: DunnettTest + samples_4 = [[3.8, 2.7, 4.0, 2.4], [2.8, 3.4, 3.7, 2.2, 2.0]] + control_4 = [2.9, 3.0, 2.5, 2.6, 3.2] + pvalue_4 = [0.5832, 0.9982] + # Statistic, alternative p-values, and CIs computed with R multcomp `glht` + p_4_twosided = [0.58317, 0.99819] + p_4_greater = [0.30225, 0.69115] + p_4_less = [0.91929, 0.65212] + statistic_4 = [0.90875, -0.05007] + ci_4_twosided = [[-0.6898153448579, -1.0333456251632], + [1.4598153448579, 0.9933456251632]] + ci_4_greater = [-0.5186459268412, -0.8719655502147 ] + ci_4_less = [1.2886459268412, 0.8319655502147] + pvalues_4 = dict(twosided=p_4_twosided, less=p_4_less, greater=p_4_greater) + cis_4 = dict(twosided=ci_4_twosided, less=ci_4_less, greater=ci_4_greater) + case_4 = dict(samples=samples_4, control=control_4, statistic=statistic_4, + pvalues=pvalues_4, cis=cis_4) + + @pytest.mark.parametrize( + 'rho, n_groups, df, statistic, pvalue, alternative', + [ + # From Dunnett1955 + # Tables 1a and 1b pages 1117-1118 + (0.5, 1, 10, 1.81, 0.05, "greater"), # different than two-sided + (0.5, 3, 10, 2.34, 0.05, "greater"), + (0.5, 2, 30, 1.99, 0.05, "greater"), + (0.5, 5, 30, 2.33, 0.05, "greater"), + (0.5, 4, 12, 3.32, 0.01, "greater"), + (0.5, 7, 12, 3.56, 0.01, "greater"), + (0.5, 2, 60, 2.64, 0.01, "greater"), + (0.5, 4, 60, 2.87, 0.01, "greater"), + (0.5, 4, 60, [2.87, 2.21], [0.01, 0.05], "greater"), + # Tables 2a and 2b pages 1119-1120 + (0.5, 1, 10, 2.23, 0.05, "two-sided"), # two-sided + (0.5, 3, 10, 2.81, 0.05, "two-sided"), + (0.5, 2, 30, 2.32, 0.05, "two-sided"), + (0.5, 3, 20, 2.57, 0.05, "two-sided"), + (0.5, 4, 12, 3.76, 0.01, "two-sided"), + (0.5, 7, 12, 4.08, 0.01, "two-sided"), + (0.5, 2, 60, 2.90, 0.01, "two-sided"), + (0.5, 4, 60, 3.14, 0.01, "two-sided"), + (0.5, 4, 60, [3.14, 2.55], [0.01, 0.05], "two-sided"), + ], + ) + def test_critical_values( + self, rho, n_groups, df, statistic, pvalue, alternative + ): + rng = np.random.default_rng(165250594791731684851746311027739134893) + rho = np.full((n_groups, n_groups), rho) + np.fill_diagonal(rho, 1) + + statistic = np.array(statistic) + res = _pvalue_dunnett( + rho=rho, df=df, statistic=statistic, + alternative=alternative, + rng=rng + ) + assert_allclose(res, pvalue, atol=5e-3) + + @pytest.mark.parametrize( + 'samples, control, pvalue, statistic', + [ + (samples_1, control_1, pvalue_1, statistic_1), + (samples_2, control_2, pvalue_2, statistic_2), + (samples_3, control_3, pvalue_3, statistic_3), + (samples_4, control_4, pvalue_4, statistic_4), + ] + ) + def test_basic(self, samples, control, pvalue, statistic): + rng = np.random.default_rng(11681140010308601919115036826969764808) + + res = stats.dunnett(*samples, control=control, random_state=rng) + + assert isinstance(res, DunnettResult) + assert_allclose(res.statistic, statistic, rtol=5e-5) + assert_allclose(res.pvalue, pvalue, rtol=1e-2, atol=1e-4) + + @pytest.mark.parametrize( + 'alternative', + ['two-sided', 'less', 'greater'] + ) + def test_ttest_ind(self, alternative): + # check that `dunnett` agrees with `ttest_ind` + # when there are only two groups + rng = np.random.default_rng(114184017807316971636137493526995620351) + + for _ in range(10): + sample = rng.integers(-100, 100, size=(10,)) + control = rng.integers(-100, 100, size=(10,)) + + res = stats.dunnett( + sample, control=control, + alternative=alternative, random_state=rng + ) + ref = stats.ttest_ind( + sample, control, + alternative=alternative, random_state=rng + ) + + assert_allclose(res.statistic, ref.statistic, rtol=1e-3, atol=1e-5) + assert_allclose(res.pvalue, ref.pvalue, rtol=1e-3, atol=1e-5) + + @pytest.mark.parametrize( + 'alternative, pvalue', + [ + ('less', [0, 1]), + ('greater', [1, 0]), + ('two-sided', [0, 0]), + ] + ) + def test_alternatives(self, alternative, pvalue): + rng = np.random.default_rng(114184017807316971636137493526995620351) + + # width of 20 and min diff between samples/control is 60 + # and maximal diff would be 100 + sample_less = rng.integers(0, 20, size=(10,)) + control = rng.integers(80, 100, size=(10,)) + sample_greater = rng.integers(160, 180, size=(10,)) + + res = stats.dunnett( + sample_less, sample_greater, control=control, + alternative=alternative, random_state=rng + ) + assert_allclose(res.pvalue, pvalue, atol=1e-7) + + ci = res.confidence_interval() + # two-sided is comparable for high/low + if alternative == 'less': + assert np.isneginf(ci.low).all() + assert -100 < ci.high[0] < -60 + assert 60 < ci.high[1] < 100 + elif alternative == 'greater': + assert -100 < ci.low[0] < -60 + assert 60 < ci.low[1] < 100 + assert np.isposinf(ci.high).all() + elif alternative == 'two-sided': + assert -100 < ci.low[0] < -60 + assert 60 < ci.low[1] < 100 + assert -100 < ci.high[0] < -60 + assert 60 < ci.high[1] < 100 + + @pytest.mark.parametrize("case", [case_1, case_2, case_3, case_4]) + @pytest.mark.parametrize("alternative", ['less', 'greater', 'two-sided']) + def test_against_R_multicomp_glht(self, case, alternative): + rng = np.random.default_rng(189117774084579816190295271136455278291) + samples = case['samples'] + control = case['control'] + alternatives = {'less': 'less', 'greater': 'greater', + 'two-sided': 'twosided'} + p_ref = case['pvalues'][alternative.replace('-', '')] + + res = stats.dunnett(*samples, control=control, alternative=alternative, + random_state=rng) + # atol can't be tighter because R reports some pvalues as "< 1e-4" + assert_allclose(res.pvalue, p_ref, rtol=5e-3, atol=1e-4) + + ci_ref = case['cis'][alternatives[alternative]] + if alternative == "greater": + ci_ref = [ci_ref, np.inf] + elif alternative == "less": + ci_ref = [-np.inf, ci_ref] + assert res._ci is None + assert res._ci_cl is None + ci = res.confidence_interval(confidence_level=0.95) + assert_allclose(ci.low, ci_ref[0], rtol=5e-3, atol=1e-5) + assert_allclose(ci.high, ci_ref[1], rtol=5e-3, atol=1e-5) + + # re-run to use the cached value "is" to check id as same object + assert res._ci is ci + assert res._ci_cl == 0.95 + ci_ = res.confidence_interval(confidence_level=0.95) + assert ci_ is ci + + @pytest.mark.parametrize('alternative', ["two-sided", "less", "greater"]) + def test_str(self, alternative): + rng = np.random.default_rng(189117774084579816190295271136455278291) + + res = stats.dunnett( + *self.samples_3, control=self.control_3, alternative=alternative, + random_state=rng + ) + + # check some str output + res_str = str(res) + assert '(Sample 2 - Control)' in res_str + assert '95.0%' in res_str + + if alternative == 'less': + assert '-inf' in res_str + assert '19.' in res_str + elif alternative == 'greater': + assert 'inf' in res_str + assert '-13.' in res_str + else: + assert 'inf' not in res_str + assert '21.' in res_str + + def test_warnings(self): + rng = np.random.default_rng(189117774084579816190295271136455278291) + + res = stats.dunnett( + *self.samples_3, control=self.control_3, random_state=rng + ) + msg = r"Computation of the confidence interval did not converge" + with pytest.warns(UserWarning, match=msg): + res._allowance(tol=1e-5) + + def test_raises(self): + samples, control = self.samples_3, self.control_3 + + # alternative + with pytest.raises(ValueError, match="alternative must be"): + stats.dunnett(*samples, control=control, alternative='bob') + + # 2D for a sample + samples_ = copy.deepcopy(samples) + samples_[0] = [samples_[0]] + with pytest.raises(ValueError, match="must be 1D arrays"): + stats.dunnett(*samples_, control=control) + + # 2D for control + control_ = copy.deepcopy(control) + control_ = [control_] + with pytest.raises(ValueError, match="must be 1D arrays"): + stats.dunnett(*samples, control=control_) + + # No obs in a sample + samples_ = copy.deepcopy(samples) + samples_[1] = [] + with pytest.raises(ValueError, match="at least 1 observation"): + stats.dunnett(*samples_, control=control) + + # No obs in control + control_ = [] + with pytest.raises(ValueError, match="at least 1 observation"): + stats.dunnett(*samples, control=control_) + + res = stats.dunnett(*samples, control=control) + with pytest.raises(ValueError, match="Confidence level must"): + res.confidence_interval(confidence_level=3) + + @pytest.mark.filterwarnings("ignore:Computation of the confidence") + @pytest.mark.parametrize('n_samples', [1, 2, 3]) + def test_shapes(self, n_samples): + rng = np.random.default_rng(689448934110805334) + samples = rng.normal(size=(n_samples, 10)) + control = rng.normal(size=10) + res = stats.dunnett(*samples, control=control, random_state=rng) + assert res.statistic.shape == (n_samples,) + assert res.pvalue.shape == (n_samples,) + ci = res.confidence_interval() + assert ci.low.shape == (n_samples,) + assert ci.high.shape == (n_samples,) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_multivariate.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_multivariate.py new file mode 100644 index 0000000000000000000000000000000000000000..824660923144abf3fba427abada2ff1603ed5bc8 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_multivariate.py @@ -0,0 +1,3859 @@ +""" +Test functions for multivariate normal distributions. + +""" +import pickle + +from numpy.testing import (assert_allclose, assert_almost_equal, + assert_array_almost_equal, assert_equal, + assert_array_less, assert_) +import pytest +from pytest import raises as assert_raises + +from .test_continuous_basic import check_distribution_rvs + +import numpy +import numpy as np + +import scipy.linalg +from scipy.stats._multivariate import (_PSD, + _lnB, + multivariate_normal_frozen) +from scipy.stats import (multivariate_normal, multivariate_hypergeom, + matrix_normal, special_ortho_group, ortho_group, + random_correlation, unitary_group, dirichlet, + beta, wishart, multinomial, invwishart, chi2, + invgamma, norm, uniform, ks_2samp, kstest, binom, + hypergeom, multivariate_t, cauchy, normaltest, + random_table, uniform_direction, vonmises_fisher, + dirichlet_multinomial, vonmises) + +from scipy.stats import _covariance, Covariance +from scipy import stats + +from scipy.integrate import romb, qmc_quad, tplquad +from scipy.special import multigammaln +from scipy._lib._pep440 import Version + +from .common_tests import check_random_state_property +from .data._mvt import _qsimvtv + +from unittest.mock import patch + + +def assert_close(res, ref, *args, **kwargs): + res, ref = np.asarray(res), np.asarray(ref) + assert_allclose(res, ref, *args, **kwargs) + assert_equal(res.shape, ref.shape) + + +class TestCovariance: + + def test_input_validation(self): + + message = "The input `precision` must be a square, two-dimensional..." + with pytest.raises(ValueError, match=message): + _covariance.CovViaPrecision(np.ones(2)) + + message = "`precision.shape` must equal `covariance.shape`." + with pytest.raises(ValueError, match=message): + _covariance.CovViaPrecision(np.eye(3), covariance=np.eye(2)) + + message = "The input `diagonal` must be a one-dimensional array..." + with pytest.raises(ValueError, match=message): + _covariance.CovViaDiagonal("alpaca") + + message = "The input `cholesky` must be a square, two-dimensional..." + with pytest.raises(ValueError, match=message): + _covariance.CovViaCholesky(np.ones(2)) + + message = "The input `eigenvalues` must be a one-dimensional..." + with pytest.raises(ValueError, match=message): + _covariance.CovViaEigendecomposition(("alpaca", np.eye(2))) + + message = "The input `eigenvectors` must be a square..." + with pytest.raises(ValueError, match=message): + _covariance.CovViaEigendecomposition((np.ones(2), "alpaca")) + + message = "The shapes of `eigenvalues` and `eigenvectors` must be..." + with pytest.raises(ValueError, match=message): + _covariance.CovViaEigendecomposition(([1, 2, 3], np.eye(2))) + + _covariance_preprocessing = {"Diagonal": np.diag, + "Precision": np.linalg.inv, + "Cholesky": np.linalg.cholesky, + "Eigendecomposition": np.linalg.eigh, + "PSD": lambda x: + _PSD(x, allow_singular=True)} + _all_covariance_types = np.array(list(_covariance_preprocessing)) + _matrices = {"diagonal full rank": np.diag([1, 2, 3]), + "general full rank": [[5, 1, 3], [1, 6, 4], [3, 4, 7]], + "diagonal singular": np.diag([1, 0, 3]), + "general singular": [[5, -1, 0], [-1, 5, 0], [0, 0, 0]]} + _cov_types = {"diagonal full rank": _all_covariance_types, + "general full rank": _all_covariance_types[1:], + "diagonal singular": _all_covariance_types[[0, -2, -1]], + "general singular": _all_covariance_types[-2:]} + + @pytest.mark.parametrize("cov_type_name", _all_covariance_types[:-1]) + def test_factories(self, cov_type_name): + A = np.diag([1, 2, 3]) + x = [-4, 2, 5] + + cov_type = getattr(_covariance, f"CovVia{cov_type_name}") + preprocessing = self._covariance_preprocessing[cov_type_name] + factory = getattr(Covariance, f"from_{cov_type_name.lower()}") + + res = factory(preprocessing(A)) + ref = cov_type(preprocessing(A)) + assert type(res) == type(ref) + assert_allclose(res.whiten(x), ref.whiten(x)) + + @pytest.mark.parametrize("matrix_type", list(_matrices)) + @pytest.mark.parametrize("cov_type_name", _all_covariance_types) + def test_covariance(self, matrix_type, cov_type_name): + message = (f"CovVia{cov_type_name} does not support {matrix_type} " + "matrices") + if cov_type_name not in self._cov_types[matrix_type]: + pytest.skip(message) + + A = self._matrices[matrix_type] + cov_type = getattr(_covariance, f"CovVia{cov_type_name}") + preprocessing = self._covariance_preprocessing[cov_type_name] + + psd = _PSD(A, allow_singular=True) + + # test properties + cov_object = cov_type(preprocessing(A)) + assert_close(cov_object.log_pdet, psd.log_pdet) + assert_equal(cov_object.rank, psd.rank) + assert_equal(cov_object.shape, np.asarray(A).shape) + assert_close(cov_object.covariance, np.asarray(A)) + + # test whitening/coloring 1D x + rng = np.random.default_rng(5292808890472453840) + x = rng.random(size=3) + res = cov_object.whiten(x) + ref = x @ psd.U + # res != ref in general; but res @ res == ref @ ref + assert_close(res @ res, ref @ ref) + if hasattr(cov_object, "_colorize") and "singular" not in matrix_type: + # CovViaPSD does not have _colorize + assert_close(cov_object.colorize(res), x) + + # test whitening/coloring 3D x + x = rng.random(size=(2, 4, 3)) + res = cov_object.whiten(x) + ref = x @ psd.U + assert_close((res**2).sum(axis=-1), (ref**2).sum(axis=-1)) + if hasattr(cov_object, "_colorize") and "singular" not in matrix_type: + assert_close(cov_object.colorize(res), x) + + # gh-19197 reported that multivariate normal `rvs` produced incorrect + # results when a singular Covariance object was produce using + # `from_eigenvalues`. This was due to an issue in `colorize` with + # singular covariance matrices. Check this edge case, which is skipped + # in the previous tests. + if hasattr(cov_object, "_colorize"): + res = cov_object.colorize(np.eye(len(A))) + assert_close(res.T @ res, A) + + @pytest.mark.parametrize("size", [None, tuple(), 1, (2, 4, 3)]) + @pytest.mark.parametrize("matrix_type", list(_matrices)) + @pytest.mark.parametrize("cov_type_name", _all_covariance_types) + def test_mvn_with_covariance(self, size, matrix_type, cov_type_name): + message = (f"CovVia{cov_type_name} does not support {matrix_type} " + "matrices") + if cov_type_name not in self._cov_types[matrix_type]: + pytest.skip(message) + + A = self._matrices[matrix_type] + cov_type = getattr(_covariance, f"CovVia{cov_type_name}") + preprocessing = self._covariance_preprocessing[cov_type_name] + + mean = [0.1, 0.2, 0.3] + cov_object = cov_type(preprocessing(A)) + mvn = multivariate_normal + dist0 = multivariate_normal(mean, A, allow_singular=True) + dist1 = multivariate_normal(mean, cov_object, allow_singular=True) + + rng = np.random.default_rng(5292808890472453840) + x = rng.multivariate_normal(mean, A, size=size) + rng = np.random.default_rng(5292808890472453840) + x1 = mvn.rvs(mean, cov_object, size=size, random_state=rng) + rng = np.random.default_rng(5292808890472453840) + x2 = mvn(mean, cov_object, seed=rng).rvs(size=size) + if isinstance(cov_object, _covariance.CovViaPSD): + assert_close(x1, np.squeeze(x)) # for backward compatibility + assert_close(x2, np.squeeze(x)) + else: + assert_equal(x1.shape, x.shape) + assert_equal(x2.shape, x.shape) + assert_close(x2, x1) + + assert_close(mvn.pdf(x, mean, cov_object), dist0.pdf(x)) + assert_close(dist1.pdf(x), dist0.pdf(x)) + assert_close(mvn.logpdf(x, mean, cov_object), dist0.logpdf(x)) + assert_close(dist1.logpdf(x), dist0.logpdf(x)) + assert_close(mvn.entropy(mean, cov_object), dist0.entropy()) + assert_close(dist1.entropy(), dist0.entropy()) + + @pytest.mark.parametrize("size", [tuple(), (2, 4, 3)]) + @pytest.mark.parametrize("cov_type_name", _all_covariance_types) + def test_mvn_with_covariance_cdf(self, size, cov_type_name): + # This is split from the test above because it's slow to be running + # with all matrix types, and there's no need because _mvn.mvnun + # does the calculation. All Covariance needs to do is pass is + # provide the `covariance` attribute. + matrix_type = "diagonal full rank" + A = self._matrices[matrix_type] + cov_type = getattr(_covariance, f"CovVia{cov_type_name}") + preprocessing = self._covariance_preprocessing[cov_type_name] + + mean = [0.1, 0.2, 0.3] + cov_object = cov_type(preprocessing(A)) + mvn = multivariate_normal + dist0 = multivariate_normal(mean, A, allow_singular=True) + dist1 = multivariate_normal(mean, cov_object, allow_singular=True) + + rng = np.random.default_rng(5292808890472453840) + x = rng.multivariate_normal(mean, A, size=size) + + assert_close(mvn.cdf(x, mean, cov_object), dist0.cdf(x)) + assert_close(dist1.cdf(x), dist0.cdf(x)) + assert_close(mvn.logcdf(x, mean, cov_object), dist0.logcdf(x)) + assert_close(dist1.logcdf(x), dist0.logcdf(x)) + + def test_covariance_instantiation(self): + message = "The `Covariance` class cannot be instantiated directly." + with pytest.raises(NotImplementedError, match=message): + Covariance() + + @pytest.mark.filterwarnings("ignore::RuntimeWarning") # matrix not PSD + def test_gh9942(self): + # Originally there was a mistake in the `multivariate_normal_frozen` + # `rvs` method that caused all covariance objects to be processed as + # a `_CovViaPSD`. Ensure that this is resolved. + A = np.diag([1, 2, -1e-8]) + n = A.shape[0] + mean = np.zeros(n) + + # Error if the matrix is processed as a `_CovViaPSD` + with pytest.raises(ValueError, match="The input matrix must be..."): + multivariate_normal(mean, A).rvs() + + # No error if it is provided as a `CovViaEigendecomposition` + seed = 3562050283508273023 + rng1 = np.random.default_rng(seed) + rng2 = np.random.default_rng(seed) + cov = Covariance.from_eigendecomposition(np.linalg.eigh(A)) + rv = multivariate_normal(mean, cov) + res = rv.rvs(random_state=rng1) + ref = multivariate_normal.rvs(mean, cov, random_state=rng2) + assert_equal(res, ref) + + def test_gh19197(self): + # gh-19197 reported that multivariate normal `rvs` produced incorrect + # results when a singular Covariance object was produce using + # `from_eigenvalues`. Check that this specific issue is resolved; + # a more general test is included in `test_covariance`. + mean = np.ones(2) + cov = Covariance.from_eigendecomposition((np.zeros(2), np.eye(2))) + dist = scipy.stats.multivariate_normal(mean=mean, cov=cov) + rvs = dist.rvs(size=None) + assert_equal(rvs, mean) + + cov = scipy.stats.Covariance.from_eigendecomposition( + (np.array([1., 0.]), np.array([[1., 0.], [0., 400.]]))) + dist = scipy.stats.multivariate_normal(mean=mean, cov=cov) + rvs = dist.rvs(size=None) + assert rvs[0] != mean[0] + assert rvs[1] == mean[1] + + +def _random_covariance(dim, evals, rng, singular=False): + # Generates random covariance matrix with dimensionality `dim` and + # eigenvalues `evals` using provided Generator `rng`. Randomly sets + # some evals to zero if `singular` is True. + A = rng.random((dim, dim)) + A = A @ A.T + _, v = np.linalg.eigh(A) + if singular: + zero_eigs = rng.normal(size=dim) > 0 + evals[zero_eigs] = 0 + cov = v @ np.diag(evals) @ v.T + return cov + + +def _sample_orthonormal_matrix(n): + M = np.random.randn(n, n) + u, s, v = scipy.linalg.svd(M) + return u + + +class TestMultivariateNormal: + def test_input_shape(self): + mu = np.arange(3) + cov = np.identity(2) + assert_raises(ValueError, multivariate_normal.pdf, (0, 1), mu, cov) + assert_raises(ValueError, multivariate_normal.pdf, (0, 1, 2), mu, cov) + assert_raises(ValueError, multivariate_normal.cdf, (0, 1), mu, cov) + assert_raises(ValueError, multivariate_normal.cdf, (0, 1, 2), mu, cov) + + def test_scalar_values(self): + np.random.seed(1234) + + # When evaluated on scalar data, the pdf should return a scalar + x, mean, cov = 1.5, 1.7, 2.5 + pdf = multivariate_normal.pdf(x, mean, cov) + assert_equal(pdf.ndim, 0) + + # When evaluated on a single vector, the pdf should return a scalar + x = np.random.randn(5) + mean = np.random.randn(5) + cov = np.abs(np.random.randn(5)) # Diagonal values for cov. matrix + pdf = multivariate_normal.pdf(x, mean, cov) + assert_equal(pdf.ndim, 0) + + # When evaluated on scalar data, the cdf should return a scalar + x, mean, cov = 1.5, 1.7, 2.5 + cdf = multivariate_normal.cdf(x, mean, cov) + assert_equal(cdf.ndim, 0) + + # When evaluated on a single vector, the cdf should return a scalar + x = np.random.randn(5) + mean = np.random.randn(5) + cov = np.abs(np.random.randn(5)) # Diagonal values for cov. matrix + cdf = multivariate_normal.cdf(x, mean, cov) + assert_equal(cdf.ndim, 0) + + def test_logpdf(self): + # Check that the log of the pdf is in fact the logpdf + np.random.seed(1234) + x = np.random.randn(5) + mean = np.random.randn(5) + cov = np.abs(np.random.randn(5)) + d1 = multivariate_normal.logpdf(x, mean, cov) + d2 = multivariate_normal.pdf(x, mean, cov) + assert_allclose(d1, np.log(d2)) + + def test_logpdf_default_values(self): + # Check that the log of the pdf is in fact the logpdf + # with default parameters Mean=None and cov = 1 + np.random.seed(1234) + x = np.random.randn(5) + d1 = multivariate_normal.logpdf(x) + d2 = multivariate_normal.pdf(x) + # check whether default values are being used + d3 = multivariate_normal.logpdf(x, None, 1) + d4 = multivariate_normal.pdf(x, None, 1) + assert_allclose(d1, np.log(d2)) + assert_allclose(d3, np.log(d4)) + + def test_logcdf(self): + # Check that the log of the cdf is in fact the logcdf + np.random.seed(1234) + x = np.random.randn(5) + mean = np.random.randn(5) + cov = np.abs(np.random.randn(5)) + d1 = multivariate_normal.logcdf(x, mean, cov) + d2 = multivariate_normal.cdf(x, mean, cov) + assert_allclose(d1, np.log(d2)) + + def test_logcdf_default_values(self): + # Check that the log of the cdf is in fact the logcdf + # with default parameters Mean=None and cov = 1 + np.random.seed(1234) + x = np.random.randn(5) + d1 = multivariate_normal.logcdf(x) + d2 = multivariate_normal.cdf(x) + # check whether default values are being used + d3 = multivariate_normal.logcdf(x, None, 1) + d4 = multivariate_normal.cdf(x, None, 1) + assert_allclose(d1, np.log(d2)) + assert_allclose(d3, np.log(d4)) + + def test_rank(self): + # Check that the rank is detected correctly. + np.random.seed(1234) + n = 4 + mean = np.random.randn(n) + for expected_rank in range(1, n + 1): + s = np.random.randn(n, expected_rank) + cov = np.dot(s, s.T) + distn = multivariate_normal(mean, cov, allow_singular=True) + assert_equal(distn.cov_object.rank, expected_rank) + + def test_degenerate_distributions(self): + + for n in range(1, 5): + z = np.random.randn(n) + for k in range(1, n): + # Sample a small covariance matrix. + s = np.random.randn(k, k) + cov_kk = np.dot(s, s.T) + + # Embed the small covariance matrix into a larger singular one. + cov_nn = np.zeros((n, n)) + cov_nn[:k, :k] = cov_kk + + # Embed part of the vector in the same way + x = np.zeros(n) + x[:k] = z[:k] + + # Define a rotation of the larger low rank matrix. + u = _sample_orthonormal_matrix(n) + cov_rr = np.dot(u, np.dot(cov_nn, u.T)) + y = np.dot(u, x) + + # Check some identities. + distn_kk = multivariate_normal(np.zeros(k), cov_kk, + allow_singular=True) + distn_nn = multivariate_normal(np.zeros(n), cov_nn, + allow_singular=True) + distn_rr = multivariate_normal(np.zeros(n), cov_rr, + allow_singular=True) + assert_equal(distn_kk.cov_object.rank, k) + assert_equal(distn_nn.cov_object.rank, k) + assert_equal(distn_rr.cov_object.rank, k) + pdf_kk = distn_kk.pdf(x[:k]) + pdf_nn = distn_nn.pdf(x) + pdf_rr = distn_rr.pdf(y) + assert_allclose(pdf_kk, pdf_nn) + assert_allclose(pdf_kk, pdf_rr) + logpdf_kk = distn_kk.logpdf(x[:k]) + logpdf_nn = distn_nn.logpdf(x) + logpdf_rr = distn_rr.logpdf(y) + assert_allclose(logpdf_kk, logpdf_nn) + assert_allclose(logpdf_kk, logpdf_rr) + + # Add an orthogonal component and find the density + y_orth = y + u[:, -1] + pdf_rr_orth = distn_rr.pdf(y_orth) + logpdf_rr_orth = distn_rr.logpdf(y_orth) + + # Ensure that this has zero probability + assert_equal(pdf_rr_orth, 0.0) + assert_equal(logpdf_rr_orth, -np.inf) + + def test_degenerate_array(self): + # Test that we can generate arrays of random variate from a degenerate + # multivariate normal, and that the pdf for these samples is non-zero + # (i.e. samples from the distribution lie on the subspace) + k = 10 + for n in range(2, 6): + for r in range(1, n): + mn = np.zeros(n) + u = _sample_orthonormal_matrix(n)[:, :r] + vr = np.dot(u, u.T) + X = multivariate_normal.rvs(mean=mn, cov=vr, size=k) + + pdf = multivariate_normal.pdf(X, mean=mn, cov=vr, + allow_singular=True) + assert_equal(pdf.size, k) + assert np.all(pdf > 0.0) + + logpdf = multivariate_normal.logpdf(X, mean=mn, cov=vr, + allow_singular=True) + assert_equal(logpdf.size, k) + assert np.all(logpdf > -np.inf) + + def test_large_pseudo_determinant(self): + # Check that large pseudo-determinants are handled appropriately. + + # Construct a singular diagonal covariance matrix + # whose pseudo determinant overflows double precision. + large_total_log = 1000.0 + npos = 100 + nzero = 2 + large_entry = np.exp(large_total_log / npos) + n = npos + nzero + cov = np.zeros((n, n), dtype=float) + np.fill_diagonal(cov, large_entry) + cov[-nzero:, -nzero:] = 0 + + # Check some determinants. + assert_equal(scipy.linalg.det(cov), 0) + assert_equal(scipy.linalg.det(cov[:npos, :npos]), np.inf) + assert_allclose(np.linalg.slogdet(cov[:npos, :npos]), + (1, large_total_log)) + + # Check the pseudo-determinant. + psd = _PSD(cov) + assert_allclose(psd.log_pdet, large_total_log) + + def test_broadcasting(self): + np.random.seed(1234) + n = 4 + + # Construct a random covariance matrix. + data = np.random.randn(n, n) + cov = np.dot(data, data.T) + mean = np.random.randn(n) + + # Construct an ndarray which can be interpreted as + # a 2x3 array whose elements are random data vectors. + X = np.random.randn(2, 3, n) + + # Check that multiple data points can be evaluated at once. + desired_pdf = multivariate_normal.pdf(X, mean, cov) + desired_cdf = multivariate_normal.cdf(X, mean, cov) + for i in range(2): + for j in range(3): + actual = multivariate_normal.pdf(X[i, j], mean, cov) + assert_allclose(actual, desired_pdf[i,j]) + # Repeat for cdf + actual = multivariate_normal.cdf(X[i, j], mean, cov) + assert_allclose(actual, desired_cdf[i,j], rtol=1e-3) + + def test_normal_1D(self): + # The probability density function for a 1D normal variable should + # agree with the standard normal distribution in scipy.stats.distributions + x = np.linspace(0, 2, 10) + mean, cov = 1.2, 0.9 + scale = cov**0.5 + d1 = norm.pdf(x, mean, scale) + d2 = multivariate_normal.pdf(x, mean, cov) + assert_allclose(d1, d2) + # The same should hold for the cumulative distribution function + d1 = norm.cdf(x, mean, scale) + d2 = multivariate_normal.cdf(x, mean, cov) + assert_allclose(d1, d2) + + def test_marginalization(self): + # Integrating out one of the variables of a 2D Gaussian should + # yield a 1D Gaussian + mean = np.array([2.5, 3.5]) + cov = np.array([[.5, 0.2], [0.2, .6]]) + n = 2 ** 8 + 1 # Number of samples + delta = 6 / (n - 1) # Grid spacing + + v = np.linspace(0, 6, n) + xv, yv = np.meshgrid(v, v) + pos = np.empty((n, n, 2)) + pos[:, :, 0] = xv + pos[:, :, 1] = yv + pdf = multivariate_normal.pdf(pos, mean, cov) + + # Marginalize over x and y axis + margin_x = romb(pdf, delta, axis=0) + margin_y = romb(pdf, delta, axis=1) + + # Compare with standard normal distribution + gauss_x = norm.pdf(v, loc=mean[0], scale=cov[0, 0] ** 0.5) + gauss_y = norm.pdf(v, loc=mean[1], scale=cov[1, 1] ** 0.5) + assert_allclose(margin_x, gauss_x, rtol=1e-2, atol=1e-2) + assert_allclose(margin_y, gauss_y, rtol=1e-2, atol=1e-2) + + def test_frozen(self): + # The frozen distribution should agree with the regular one + np.random.seed(1234) + x = np.random.randn(5) + mean = np.random.randn(5) + cov = np.abs(np.random.randn(5)) + norm_frozen = multivariate_normal(mean, cov) + assert_allclose(norm_frozen.pdf(x), multivariate_normal.pdf(x, mean, cov)) + assert_allclose(norm_frozen.logpdf(x), + multivariate_normal.logpdf(x, mean, cov)) + assert_allclose(norm_frozen.cdf(x), multivariate_normal.cdf(x, mean, cov)) + assert_allclose(norm_frozen.logcdf(x), + multivariate_normal.logcdf(x, mean, cov)) + + @pytest.mark.parametrize( + 'covariance', + [ + np.eye(2), + Covariance.from_diagonal([1, 1]), + ] + ) + def test_frozen_multivariate_normal_exposes_attributes(self, covariance): + mean = np.ones((2,)) + cov_should_be = np.eye(2) + norm_frozen = multivariate_normal(mean, covariance) + assert np.allclose(norm_frozen.mean, mean) + assert np.allclose(norm_frozen.cov, cov_should_be) + + def test_pseudodet_pinv(self): + # Make sure that pseudo-inverse and pseudo-det agree on cutoff + + # Assemble random covariance matrix with large and small eigenvalues + np.random.seed(1234) + n = 7 + x = np.random.randn(n, n) + cov = np.dot(x, x.T) + s, u = scipy.linalg.eigh(cov) + s = np.full(n, 0.5) + s[0] = 1.0 + s[-1] = 1e-7 + cov = np.dot(u, np.dot(np.diag(s), u.T)) + + # Set cond so that the lowest eigenvalue is below the cutoff + cond = 1e-5 + psd = _PSD(cov, cond=cond) + psd_pinv = _PSD(psd.pinv, cond=cond) + + # Check that the log pseudo-determinant agrees with the sum + # of the logs of all but the smallest eigenvalue + assert_allclose(psd.log_pdet, np.sum(np.log(s[:-1]))) + # Check that the pseudo-determinant of the pseudo-inverse + # agrees with 1 / pseudo-determinant + assert_allclose(-psd.log_pdet, psd_pinv.log_pdet) + + def test_exception_nonsquare_cov(self): + cov = [[1, 2, 3], [4, 5, 6]] + assert_raises(ValueError, _PSD, cov) + + def test_exception_nonfinite_cov(self): + cov_nan = [[1, 0], [0, np.nan]] + assert_raises(ValueError, _PSD, cov_nan) + cov_inf = [[1, 0], [0, np.inf]] + assert_raises(ValueError, _PSD, cov_inf) + + def test_exception_non_psd_cov(self): + cov = [[1, 0], [0, -1]] + assert_raises(ValueError, _PSD, cov) + + def test_exception_singular_cov(self): + np.random.seed(1234) + x = np.random.randn(5) + mean = np.random.randn(5) + cov = np.ones((5, 5)) + e = np.linalg.LinAlgError + assert_raises(e, multivariate_normal, mean, cov) + assert_raises(e, multivariate_normal.pdf, x, mean, cov) + assert_raises(e, multivariate_normal.logpdf, x, mean, cov) + assert_raises(e, multivariate_normal.cdf, x, mean, cov) + assert_raises(e, multivariate_normal.logcdf, x, mean, cov) + + # Message used to be "singular matrix", but this is more accurate. + # See gh-15508 + cov = [[1., 0.], [1., 1.]] + msg = "When `allow_singular is False`, the input matrix" + with pytest.raises(np.linalg.LinAlgError, match=msg): + multivariate_normal(cov=cov) + + def test_R_values(self): + # Compare the multivariate pdf with some values precomputed + # in R version 3.0.1 (2013-05-16) on Mac OS X 10.6. + + # The values below were generated by the following R-script: + # > library(mnormt) + # > x <- seq(0, 2, length=5) + # > y <- 3*x - 2 + # > z <- x + cos(y) + # > mu <- c(1, 3, 2) + # > Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3) + # > r_pdf <- dmnorm(cbind(x,y,z), mu, Sigma) + r_pdf = np.array([0.0002214706, 0.0013819953, 0.0049138692, + 0.0103803050, 0.0140250800]) + + x = np.linspace(0, 2, 5) + y = 3 * x - 2 + z = x + np.cos(y) + r = np.array([x, y, z]).T + + mean = np.array([1, 3, 2], 'd') + cov = np.array([[1, 2, 0], [2, 5, .5], [0, .5, 3]], 'd') + + pdf = multivariate_normal.pdf(r, mean, cov) + assert_allclose(pdf, r_pdf, atol=1e-10) + + # Compare the multivariate cdf with some values precomputed + # in R version 3.3.2 (2016-10-31) on Debian GNU/Linux. + + # The values below were generated by the following R-script: + # > library(mnormt) + # > x <- seq(0, 2, length=5) + # > y <- 3*x - 2 + # > z <- x + cos(y) + # > mu <- c(1, 3, 2) + # > Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3) + # > r_cdf <- pmnorm(cbind(x,y,z), mu, Sigma) + r_cdf = np.array([0.0017866215, 0.0267142892, 0.0857098761, + 0.1063242573, 0.2501068509]) + + cdf = multivariate_normal.cdf(r, mean, cov) + assert_allclose(cdf, r_cdf, atol=2e-5) + + # Also test bivariate cdf with some values precomputed + # in R version 3.3.2 (2016-10-31) on Debian GNU/Linux. + + # The values below were generated by the following R-script: + # > library(mnormt) + # > x <- seq(0, 2, length=5) + # > y <- 3*x - 2 + # > mu <- c(1, 3) + # > Sigma <- matrix(c(1,2,2,5), 2, 2) + # > r_cdf2 <- pmnorm(cbind(x,y), mu, Sigma) + r_cdf2 = np.array([0.01262147, 0.05838989, 0.18389571, + 0.40696599, 0.66470577]) + + r2 = np.array([x, y]).T + + mean2 = np.array([1, 3], 'd') + cov2 = np.array([[1, 2], [2, 5]], 'd') + + cdf2 = multivariate_normal.cdf(r2, mean2, cov2) + assert_allclose(cdf2, r_cdf2, atol=1e-5) + + def test_multivariate_normal_rvs_zero_covariance(self): + mean = np.zeros(2) + covariance = np.zeros((2, 2)) + model = multivariate_normal(mean, covariance, allow_singular=True) + sample = model.rvs() + assert_equal(sample, [0, 0]) + + def test_rvs_shape(self): + # Check that rvs parses the mean and covariance correctly, and returns + # an array of the right shape + N = 300 + d = 4 + sample = multivariate_normal.rvs(mean=np.zeros(d), cov=1, size=N) + assert_equal(sample.shape, (N, d)) + + sample = multivariate_normal.rvs(mean=None, + cov=np.array([[2, .1], [.1, 1]]), + size=N) + assert_equal(sample.shape, (N, 2)) + + u = multivariate_normal(mean=0, cov=1) + sample = u.rvs(N) + assert_equal(sample.shape, (N, )) + + def test_large_sample(self): + # Generate large sample and compare sample mean and sample covariance + # with mean and covariance matrix. + + np.random.seed(2846) + + n = 3 + mean = np.random.randn(n) + M = np.random.randn(n, n) + cov = np.dot(M, M.T) + size = 5000 + + sample = multivariate_normal.rvs(mean, cov, size) + + assert_allclose(numpy.cov(sample.T), cov, rtol=1e-1) + assert_allclose(sample.mean(0), mean, rtol=1e-1) + + def test_entropy(self): + np.random.seed(2846) + + n = 3 + mean = np.random.randn(n) + M = np.random.randn(n, n) + cov = np.dot(M, M.T) + + rv = multivariate_normal(mean, cov) + + # Check that frozen distribution agrees with entropy function + assert_almost_equal(rv.entropy(), multivariate_normal.entropy(mean, cov)) + # Compare entropy with manually computed expression involving + # the sum of the logs of the eigenvalues of the covariance matrix + eigs = np.linalg.eig(cov)[0] + desired = 1 / 2 * (n * (np.log(2 * np.pi) + 1) + np.sum(np.log(eigs))) + assert_almost_equal(desired, rv.entropy()) + + def test_lnB(self): + alpha = np.array([1, 1, 1]) + desired = .5 # e^lnB = 1/2 for [1, 1, 1] + + assert_almost_equal(np.exp(_lnB(alpha)), desired) + + def test_cdf_with_lower_limit_arrays(self): + # test CDF with lower limit in several dimensions + rng = np.random.default_rng(2408071309372769818) + mean = [0, 0] + cov = np.eye(2) + a = rng.random((4, 3, 2))*6 - 3 + b = rng.random((4, 3, 2))*6 - 3 + + cdf1 = multivariate_normal.cdf(b, mean, cov, lower_limit=a) + + cdf2a = multivariate_normal.cdf(b, mean, cov) + cdf2b = multivariate_normal.cdf(a, mean, cov) + ab1 = np.concatenate((a[..., 0:1], b[..., 1:2]), axis=-1) + ab2 = np.concatenate((a[..., 1:2], b[..., 0:1]), axis=-1) + cdf2ab1 = multivariate_normal.cdf(ab1, mean, cov) + cdf2ab2 = multivariate_normal.cdf(ab2, mean, cov) + cdf2 = cdf2a + cdf2b - cdf2ab1 - cdf2ab2 + + assert_allclose(cdf1, cdf2) + + def test_cdf_with_lower_limit_consistency(self): + # check that multivariate normal CDF functions are consistent + rng = np.random.default_rng(2408071309372769818) + mean = rng.random(3) + cov = rng.random((3, 3)) + cov = cov @ cov.T + a = rng.random((2, 3))*6 - 3 + b = rng.random((2, 3))*6 - 3 + + cdf1 = multivariate_normal.cdf(b, mean, cov, lower_limit=a) + cdf2 = multivariate_normal(mean, cov).cdf(b, lower_limit=a) + cdf3 = np.exp(multivariate_normal.logcdf(b, mean, cov, lower_limit=a)) + cdf4 = np.exp(multivariate_normal(mean, cov).logcdf(b, lower_limit=a)) + + assert_allclose(cdf2, cdf1, rtol=1e-4) + assert_allclose(cdf3, cdf1, rtol=1e-4) + assert_allclose(cdf4, cdf1, rtol=1e-4) + + def test_cdf_signs(self): + # check that sign of output is correct when np.any(lower > x) + mean = np.zeros(3) + cov = np.eye(3) + b = [[1, 1, 1], [0, 0, 0], [1, 0, 1], [0, 1, 0]] + a = [[0, 0, 0], [1, 1, 1], [0, 1, 0], [1, 0, 1]] + # when odd number of elements of b < a, output is negative + expected_signs = np.array([1, -1, -1, 1]) + cdf = multivariate_normal.cdf(b, mean, cov, lower_limit=a) + assert_allclose(cdf, cdf[0]*expected_signs) + + def test_mean_cov(self): + # test the interaction between a Covariance object and mean + P = np.diag(1 / np.array([1, 2, 3])) + cov_object = _covariance.CovViaPrecision(P) + + message = "`cov` represents a covariance matrix in 3 dimensions..." + with pytest.raises(ValueError, match=message): + multivariate_normal.entropy([0, 0], cov_object) + + with pytest.raises(ValueError, match=message): + multivariate_normal([0, 0], cov_object) + + x = [0.5, 0.5, 0.5] + ref = multivariate_normal.pdf(x, [0, 0, 0], cov_object) + assert_equal(multivariate_normal.pdf(x, cov=cov_object), ref) + + ref = multivariate_normal.pdf(x, [1, 1, 1], cov_object) + assert_equal(multivariate_normal.pdf(x, 1, cov=cov_object), ref) + + def test_fit_wrong_fit_data_shape(self): + data = [1, 3] + error_msg = "`x` must be two-dimensional." + with pytest.raises(ValueError, match=error_msg): + multivariate_normal.fit(data) + + @pytest.mark.parametrize('dim', (3, 5)) + def test_fit_correctness(self, dim): + rng = np.random.default_rng(4385269356937404) + x = rng.random((100, dim)) + mean_est, cov_est = multivariate_normal.fit(x) + mean_ref, cov_ref = np.mean(x, axis=0), np.cov(x.T, ddof=0) + assert_allclose(mean_est, mean_ref, atol=1e-15) + assert_allclose(cov_est, cov_ref, rtol=1e-15) + + def test_fit_both_parameters_fixed(self): + data = np.full((2, 1), 3) + mean_fixed = 1. + cov_fixed = np.atleast_2d(1.) + mean, cov = multivariate_normal.fit(data, fix_mean=mean_fixed, + fix_cov=cov_fixed) + assert_equal(mean, mean_fixed) + assert_equal(cov, cov_fixed) + + @pytest.mark.parametrize('fix_mean', [np.zeros((2, 2)), + np.zeros((3, ))]) + def test_fit_fix_mean_input_validation(self, fix_mean): + msg = ("`fix_mean` must be a one-dimensional array the same " + "length as the dimensionality of the vectors `x`.") + with pytest.raises(ValueError, match=msg): + multivariate_normal.fit(np.eye(2), fix_mean=fix_mean) + + @pytest.mark.parametrize('fix_cov', [np.zeros((2, )), + np.zeros((3, 2)), + np.zeros((4, 4))]) + def test_fit_fix_cov_input_validation_dimension(self, fix_cov): + msg = ("`fix_cov` must be a two-dimensional square array " + "of same side length as the dimensionality of the " + "vectors `x`.") + with pytest.raises(ValueError, match=msg): + multivariate_normal.fit(np.eye(3), fix_cov=fix_cov) + + def test_fit_fix_cov_not_positive_semidefinite(self): + error_msg = "`fix_cov` must be symmetric positive semidefinite." + with pytest.raises(ValueError, match=error_msg): + fix_cov = np.array([[1., 0.], [0., -1.]]) + multivariate_normal.fit(np.eye(2), fix_cov=fix_cov) + + def test_fit_fix_mean(self): + rng = np.random.default_rng(4385269356937404) + loc = rng.random(3) + A = rng.random((3, 3)) + cov = np.dot(A, A.T) + samples = multivariate_normal.rvs(mean=loc, cov=cov, size=100, + random_state=rng) + mean_free, cov_free = multivariate_normal.fit(samples) + logp_free = multivariate_normal.logpdf(samples, mean=mean_free, + cov=cov_free).sum() + mean_fix, cov_fix = multivariate_normal.fit(samples, fix_mean=loc) + assert_equal(mean_fix, loc) + logp_fix = multivariate_normal.logpdf(samples, mean=mean_fix, + cov=cov_fix).sum() + # test that fixed parameters result in lower likelihood than free + # parameters + assert logp_fix < logp_free + # test that a small perturbation of the resulting parameters + # has lower likelihood than the estimated parameters + A = rng.random((3, 3)) + m = 1e-8 * np.dot(A, A.T) + cov_perturbed = cov_fix + m + logp_perturbed = (multivariate_normal.logpdf(samples, + mean=mean_fix, + cov=cov_perturbed) + ).sum() + assert logp_perturbed < logp_fix + + + def test_fit_fix_cov(self): + rng = np.random.default_rng(4385269356937404) + loc = rng.random(3) + A = rng.random((3, 3)) + cov = np.dot(A, A.T) + samples = multivariate_normal.rvs(mean=loc, cov=cov, + size=100, random_state=rng) + mean_free, cov_free = multivariate_normal.fit(samples) + logp_free = multivariate_normal.logpdf(samples, mean=mean_free, + cov=cov_free).sum() + mean_fix, cov_fix = multivariate_normal.fit(samples, fix_cov=cov) + assert_equal(mean_fix, np.mean(samples, axis=0)) + assert_equal(cov_fix, cov) + logp_fix = multivariate_normal.logpdf(samples, mean=mean_fix, + cov=cov_fix).sum() + # test that fixed parameters result in lower likelihood than free + # parameters + assert logp_fix < logp_free + # test that a small perturbation of the resulting parameters + # has lower likelihood than the estimated parameters + mean_perturbed = mean_fix + 1e-8 * rng.random(3) + logp_perturbed = (multivariate_normal.logpdf(samples, + mean=mean_perturbed, + cov=cov_fix) + ).sum() + assert logp_perturbed < logp_fix + + +class TestMatrixNormal: + + def test_bad_input(self): + # Check that bad inputs raise errors + num_rows = 4 + num_cols = 3 + M = np.full((num_rows,num_cols), 0.3) + U = 0.5 * np.identity(num_rows) + np.full((num_rows, num_rows), 0.5) + V = 0.7 * np.identity(num_cols) + np.full((num_cols, num_cols), 0.3) + + # Incorrect dimensions + assert_raises(ValueError, matrix_normal, np.zeros((5,4,3))) + assert_raises(ValueError, matrix_normal, M, np.zeros(10), V) + assert_raises(ValueError, matrix_normal, M, U, np.zeros(10)) + assert_raises(ValueError, matrix_normal, M, U, U) + assert_raises(ValueError, matrix_normal, M, V, V) + assert_raises(ValueError, matrix_normal, M.T, U, V) + + e = np.linalg.LinAlgError + # Singular covariance for the rvs method of a non-frozen instance + assert_raises(e, matrix_normal.rvs, + M, U, np.ones((num_cols, num_cols))) + assert_raises(e, matrix_normal.rvs, + M, np.ones((num_rows, num_rows)), V) + # Singular covariance for a frozen instance + assert_raises(e, matrix_normal, M, U, np.ones((num_cols, num_cols))) + assert_raises(e, matrix_normal, M, np.ones((num_rows, num_rows)), V) + + def test_default_inputs(self): + # Check that default argument handling works + num_rows = 4 + num_cols = 3 + M = np.full((num_rows,num_cols), 0.3) + U = 0.5 * np.identity(num_rows) + np.full((num_rows, num_rows), 0.5) + V = 0.7 * np.identity(num_cols) + np.full((num_cols, num_cols), 0.3) + Z = np.zeros((num_rows, num_cols)) + Zr = np.zeros((num_rows, 1)) + Zc = np.zeros((1, num_cols)) + Ir = np.identity(num_rows) + Ic = np.identity(num_cols) + I1 = np.identity(1) + + assert_equal(matrix_normal.rvs(mean=M, rowcov=U, colcov=V).shape, + (num_rows, num_cols)) + assert_equal(matrix_normal.rvs(mean=M).shape, + (num_rows, num_cols)) + assert_equal(matrix_normal.rvs(rowcov=U).shape, + (num_rows, 1)) + assert_equal(matrix_normal.rvs(colcov=V).shape, + (1, num_cols)) + assert_equal(matrix_normal.rvs(mean=M, colcov=V).shape, + (num_rows, num_cols)) + assert_equal(matrix_normal.rvs(mean=M, rowcov=U).shape, + (num_rows, num_cols)) + assert_equal(matrix_normal.rvs(rowcov=U, colcov=V).shape, + (num_rows, num_cols)) + + assert_equal(matrix_normal(mean=M).rowcov, Ir) + assert_equal(matrix_normal(mean=M).colcov, Ic) + assert_equal(matrix_normal(rowcov=U).mean, Zr) + assert_equal(matrix_normal(rowcov=U).colcov, I1) + assert_equal(matrix_normal(colcov=V).mean, Zc) + assert_equal(matrix_normal(colcov=V).rowcov, I1) + assert_equal(matrix_normal(mean=M, rowcov=U).colcov, Ic) + assert_equal(matrix_normal(mean=M, colcov=V).rowcov, Ir) + assert_equal(matrix_normal(rowcov=U, colcov=V).mean, Z) + + def test_covariance_expansion(self): + # Check that covariance can be specified with scalar or vector + num_rows = 4 + num_cols = 3 + M = np.full((num_rows, num_cols), 0.3) + Uv = np.full(num_rows, 0.2) + Us = 0.2 + Vv = np.full(num_cols, 0.1) + Vs = 0.1 + + Ir = np.identity(num_rows) + Ic = np.identity(num_cols) + + assert_equal(matrix_normal(mean=M, rowcov=Uv, colcov=Vv).rowcov, + 0.2*Ir) + assert_equal(matrix_normal(mean=M, rowcov=Uv, colcov=Vv).colcov, + 0.1*Ic) + assert_equal(matrix_normal(mean=M, rowcov=Us, colcov=Vs).rowcov, + 0.2*Ir) + assert_equal(matrix_normal(mean=M, rowcov=Us, colcov=Vs).colcov, + 0.1*Ic) + + def test_frozen_matrix_normal(self): + for i in range(1,5): + for j in range(1,5): + M = np.full((i,j), 0.3) + U = 0.5 * np.identity(i) + np.full((i,i), 0.5) + V = 0.7 * np.identity(j) + np.full((j,j), 0.3) + + frozen = matrix_normal(mean=M, rowcov=U, colcov=V) + + rvs1 = frozen.rvs(random_state=1234) + rvs2 = matrix_normal.rvs(mean=M, rowcov=U, colcov=V, + random_state=1234) + assert_equal(rvs1, rvs2) + + X = frozen.rvs(random_state=1234) + + pdf1 = frozen.pdf(X) + pdf2 = matrix_normal.pdf(X, mean=M, rowcov=U, colcov=V) + assert_equal(pdf1, pdf2) + + logpdf1 = frozen.logpdf(X) + logpdf2 = matrix_normal.logpdf(X, mean=M, rowcov=U, colcov=V) + assert_equal(logpdf1, logpdf2) + + def test_matches_multivariate(self): + # Check that the pdfs match those obtained by vectorising and + # treating as a multivariate normal. + for i in range(1,5): + for j in range(1,5): + M = np.full((i,j), 0.3) + U = 0.5 * np.identity(i) + np.full((i,i), 0.5) + V = 0.7 * np.identity(j) + np.full((j,j), 0.3) + + frozen = matrix_normal(mean=M, rowcov=U, colcov=V) + X = frozen.rvs(random_state=1234) + pdf1 = frozen.pdf(X) + logpdf1 = frozen.logpdf(X) + entropy1 = frozen.entropy() + + vecX = X.T.flatten() + vecM = M.T.flatten() + cov = np.kron(V,U) + pdf2 = multivariate_normal.pdf(vecX, mean=vecM, cov=cov) + logpdf2 = multivariate_normal.logpdf(vecX, mean=vecM, cov=cov) + entropy2 = multivariate_normal.entropy(mean=vecM, cov=cov) + + assert_allclose(pdf1, pdf2, rtol=1E-10) + assert_allclose(logpdf1, logpdf2, rtol=1E-10) + assert_allclose(entropy1, entropy2) + + def test_array_input(self): + # Check array of inputs has the same output as the separate entries. + num_rows = 4 + num_cols = 3 + M = np.full((num_rows,num_cols), 0.3) + U = 0.5 * np.identity(num_rows) + np.full((num_rows, num_rows), 0.5) + V = 0.7 * np.identity(num_cols) + np.full((num_cols, num_cols), 0.3) + N = 10 + + frozen = matrix_normal(mean=M, rowcov=U, colcov=V) + X1 = frozen.rvs(size=N, random_state=1234) + X2 = frozen.rvs(size=N, random_state=4321) + X = np.concatenate((X1[np.newaxis,:,:,:],X2[np.newaxis,:,:,:]), axis=0) + assert_equal(X.shape, (2, N, num_rows, num_cols)) + + array_logpdf = frozen.logpdf(X) + assert_equal(array_logpdf.shape, (2, N)) + for i in range(2): + for j in range(N): + separate_logpdf = matrix_normal.logpdf(X[i,j], mean=M, + rowcov=U, colcov=V) + assert_allclose(separate_logpdf, array_logpdf[i,j], 1E-10) + + def test_moments(self): + # Check that the sample moments match the parameters + num_rows = 4 + num_cols = 3 + M = np.full((num_rows,num_cols), 0.3) + U = 0.5 * np.identity(num_rows) + np.full((num_rows, num_rows), 0.5) + V = 0.7 * np.identity(num_cols) + np.full((num_cols, num_cols), 0.3) + N = 1000 + + frozen = matrix_normal(mean=M, rowcov=U, colcov=V) + X = frozen.rvs(size=N, random_state=1234) + + sample_mean = np.mean(X,axis=0) + assert_allclose(sample_mean, M, atol=0.1) + + sample_colcov = np.cov(X.reshape(N*num_rows,num_cols).T) + assert_allclose(sample_colcov, V, atol=0.1) + + sample_rowcov = np.cov(np.swapaxes(X,1,2).reshape( + N*num_cols,num_rows).T) + assert_allclose(sample_rowcov, U, atol=0.1) + + def test_samples(self): + # Regression test to ensure that we always generate the same stream of + # random variates. + actual = matrix_normal.rvs( + mean=np.array([[1, 2], [3, 4]]), + rowcov=np.array([[4, -1], [-1, 2]]), + colcov=np.array([[5, 1], [1, 10]]), + random_state=np.random.default_rng(0), + size=2 + ) + expected = np.array( + [[[1.56228264238181, -1.24136424071189], + [2.46865788392114, 6.22964440489445]], + [[3.86405716144353, 10.73714311429529], + [2.59428444080606, 5.79987854490876]]] + ) + assert_allclose(actual, expected) + + +class TestDirichlet: + + def test_frozen_dirichlet(self): + np.random.seed(2846) + + n = np.random.randint(1, 32) + alpha = np.random.uniform(10e-10, 100, n) + + d = dirichlet(alpha) + + assert_equal(d.var(), dirichlet.var(alpha)) + assert_equal(d.mean(), dirichlet.mean(alpha)) + assert_equal(d.entropy(), dirichlet.entropy(alpha)) + num_tests = 10 + for i in range(num_tests): + x = np.random.uniform(10e-10, 100, n) + x /= np.sum(x) + assert_equal(d.pdf(x[:-1]), dirichlet.pdf(x[:-1], alpha)) + assert_equal(d.logpdf(x[:-1]), dirichlet.logpdf(x[:-1], alpha)) + + def test_numpy_rvs_shape_compatibility(self): + np.random.seed(2846) + alpha = np.array([1.0, 2.0, 3.0]) + x = np.random.dirichlet(alpha, size=7) + assert_equal(x.shape, (7, 3)) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + dirichlet.pdf(x.T, alpha) + dirichlet.pdf(x.T[:-1], alpha) + dirichlet.logpdf(x.T, alpha) + dirichlet.logpdf(x.T[:-1], alpha) + + def test_alpha_with_zeros(self): + np.random.seed(2846) + alpha = [1.0, 0.0, 3.0] + # don't pass invalid alpha to np.random.dirichlet + x = np.random.dirichlet(np.maximum(1e-9, alpha), size=7).T + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_alpha_with_negative_entries(self): + np.random.seed(2846) + alpha = [1.0, -2.0, 3.0] + # don't pass invalid alpha to np.random.dirichlet + x = np.random.dirichlet(np.maximum(1e-9, alpha), size=7).T + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_data_with_zeros(self): + alpha = np.array([1.0, 2.0, 3.0, 4.0]) + x = np.array([0.1, 0.0, 0.2, 0.7]) + dirichlet.pdf(x, alpha) + dirichlet.logpdf(x, alpha) + alpha = np.array([1.0, 1.0, 1.0, 1.0]) + assert_almost_equal(dirichlet.pdf(x, alpha), 6) + assert_almost_equal(dirichlet.logpdf(x, alpha), np.log(6)) + + def test_data_with_zeros_and_small_alpha(self): + alpha = np.array([1.0, 0.5, 3.0, 4.0]) + x = np.array([0.1, 0.0, 0.2, 0.7]) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_data_with_negative_entries(self): + alpha = np.array([1.0, 2.0, 3.0, 4.0]) + x = np.array([0.1, -0.1, 0.3, 0.7]) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_data_with_too_large_entries(self): + alpha = np.array([1.0, 2.0, 3.0, 4.0]) + x = np.array([0.1, 1.1, 0.3, 0.7]) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_data_too_deep_c(self): + alpha = np.array([1.0, 2.0, 3.0]) + x = np.full((2, 7, 7), 1 / 14) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_alpha_too_deep(self): + alpha = np.array([[1.0, 2.0], [3.0, 4.0]]) + x = np.full((2, 2, 7), 1 / 4) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_alpha_correct_depth(self): + alpha = np.array([1.0, 2.0, 3.0]) + x = np.full((3, 7), 1 / 3) + dirichlet.pdf(x, alpha) + dirichlet.logpdf(x, alpha) + + def test_non_simplex_data(self): + alpha = np.array([1.0, 2.0, 3.0]) + x = np.full((3, 7), 1 / 2) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_data_vector_too_short(self): + alpha = np.array([1.0, 2.0, 3.0, 4.0]) + x = np.full((2, 7), 1 / 2) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_data_vector_too_long(self): + alpha = np.array([1.0, 2.0, 3.0, 4.0]) + x = np.full((5, 7), 1 / 5) + assert_raises(ValueError, dirichlet.pdf, x, alpha) + assert_raises(ValueError, dirichlet.logpdf, x, alpha) + + def test_mean_var_cov(self): + # Reference values calculated by hand and confirmed with Mathematica, e.g. + # `Covariance[DirichletDistribution[{ 1, 0.8, 0.2, 10^-300}]]` + alpha = np.array([1., 0.8, 0.2]) + d = dirichlet(alpha) + + expected_mean = [0.5, 0.4, 0.1] + expected_var = [1. / 12., 0.08, 0.03] + expected_cov = [ + [ 1. / 12, -1. / 15, -1. / 60], + [-1. / 15, 2. / 25, -1. / 75], + [-1. / 60, -1. / 75, 3. / 100], + ] + + assert_array_almost_equal(d.mean(), expected_mean) + assert_array_almost_equal(d.var(), expected_var) + assert_array_almost_equal(d.cov(), expected_cov) + + def test_scalar_values(self): + alpha = np.array([0.2]) + d = dirichlet(alpha) + + # For alpha of length 1, mean and var should be scalar instead of array + assert_equal(d.mean().ndim, 0) + assert_equal(d.var().ndim, 0) + + assert_equal(d.pdf([1.]).ndim, 0) + assert_equal(d.logpdf([1.]).ndim, 0) + + def test_K_and_K_minus_1_calls_equal(self): + # Test that calls with K and K-1 entries yield the same results. + + np.random.seed(2846) + + n = np.random.randint(1, 32) + alpha = np.random.uniform(10e-10, 100, n) + + d = dirichlet(alpha) + num_tests = 10 + for i in range(num_tests): + x = np.random.uniform(10e-10, 100, n) + x /= np.sum(x) + assert_almost_equal(d.pdf(x[:-1]), d.pdf(x)) + + def test_multiple_entry_calls(self): + # Test that calls with multiple x vectors as matrix work + np.random.seed(2846) + + n = np.random.randint(1, 32) + alpha = np.random.uniform(10e-10, 100, n) + d = dirichlet(alpha) + + num_tests = 10 + num_multiple = 5 + xm = None + for i in range(num_tests): + for m in range(num_multiple): + x = np.random.uniform(10e-10, 100, n) + x /= np.sum(x) + if xm is not None: + xm = np.vstack((xm, x)) + else: + xm = x + rm = d.pdf(xm.T) + rs = None + for xs in xm: + r = d.pdf(xs) + if rs is not None: + rs = np.append(rs, r) + else: + rs = r + assert_array_almost_equal(rm, rs) + + def test_2D_dirichlet_is_beta(self): + np.random.seed(2846) + + alpha = np.random.uniform(10e-10, 100, 2) + d = dirichlet(alpha) + b = beta(alpha[0], alpha[1]) + + num_tests = 10 + for i in range(num_tests): + x = np.random.uniform(10e-10, 100, 2) + x /= np.sum(x) + assert_almost_equal(b.pdf(x), d.pdf([x])) + + assert_almost_equal(b.mean(), d.mean()[0]) + assert_almost_equal(b.var(), d.var()[0]) + + +def test_multivariate_normal_dimensions_mismatch(): + # Regression test for GH #3493. Check that setting up a PDF with a mean of + # length M and a covariance matrix of size (N, N), where M != N, raises a + # ValueError with an informative error message. + mu = np.array([0.0, 0.0]) + sigma = np.array([[1.0]]) + + assert_raises(ValueError, multivariate_normal, mu, sigma) + + # A simple check that the right error message was passed along. Checking + # that the entire message is there, word for word, would be somewhat + # fragile, so we just check for the leading part. + try: + multivariate_normal(mu, sigma) + except ValueError as e: + msg = "Dimension mismatch" + assert_equal(str(e)[:len(msg)], msg) + + +class TestWishart: + def test_scale_dimensions(self): + # Test that we can call the Wishart with various scale dimensions + + # Test case: dim=1, scale=1 + true_scale = np.array(1, ndmin=2) + scales = [ + 1, # scalar + [1], # iterable + np.array(1), # 0-dim + np.r_[1], # 1-dim + np.array(1, ndmin=2) # 2-dim + ] + for scale in scales: + w = wishart(1, scale) + assert_equal(w.scale, true_scale) + assert_equal(w.scale.shape, true_scale.shape) + + # Test case: dim=2, scale=[[1,0] + # [0,2] + true_scale = np.array([[1,0], + [0,2]]) + scales = [ + [1,2], # iterable + np.r_[1,2], # 1-dim + np.array([[1,0], # 2-dim + [0,2]]) + ] + for scale in scales: + w = wishart(2, scale) + assert_equal(w.scale, true_scale) + assert_equal(w.scale.shape, true_scale.shape) + + # We cannot call with a df < dim - 1 + assert_raises(ValueError, wishart, 1, np.eye(2)) + + # But we can call with dim - 1 < df < dim + wishart(1.1, np.eye(2)) # no error + # see gh-5562 + + # We cannot call with a 3-dimension array + scale = np.array(1, ndmin=3) + assert_raises(ValueError, wishart, 1, scale) + + def test_quantile_dimensions(self): + # Test that we can call the Wishart rvs with various quantile dimensions + + # If dim == 1, consider x.shape = [1,1,1] + X = [ + 1, # scalar + [1], # iterable + np.array(1), # 0-dim + np.r_[1], # 1-dim + np.array(1, ndmin=2), # 2-dim + np.array([1], ndmin=3) # 3-dim + ] + + w = wishart(1,1) + density = w.pdf(np.array(1, ndmin=3)) + for x in X: + assert_equal(w.pdf(x), density) + + # If dim == 1, consider x.shape = [1,1,*] + X = [ + [1,2,3], # iterable + np.r_[1,2,3], # 1-dim + np.array([1,2,3], ndmin=3) # 3-dim + ] + + w = wishart(1,1) + density = w.pdf(np.array([1,2,3], ndmin=3)) + for x in X: + assert_equal(w.pdf(x), density) + + # If dim == 2, consider x.shape = [2,2,1] + # where x[:,:,*] = np.eye(1)*2 + X = [ + 2, # scalar + [2,2], # iterable + np.array(2), # 0-dim + np.r_[2,2], # 1-dim + np.array([[2,0], + [0,2]]), # 2-dim + np.array([[2,0], + [0,2]])[:,:,np.newaxis] # 3-dim + ] + + w = wishart(2,np.eye(2)) + density = w.pdf(np.array([[2,0], + [0,2]])[:,:,np.newaxis]) + for x in X: + assert_equal(w.pdf(x), density) + + def test_frozen(self): + # Test that the frozen and non-frozen Wishart gives the same answers + + # Construct an arbitrary positive definite scale matrix + dim = 4 + scale = np.diag(np.arange(dim)+1) + scale[np.tril_indices(dim, k=-1)] = np.arange(dim * (dim-1) // 2) + scale = np.dot(scale.T, scale) + + # Construct a collection of positive definite matrices to test the PDF + X = [] + for i in range(5): + x = np.diag(np.arange(dim)+(i+1)**2) + x[np.tril_indices(dim, k=-1)] = np.arange(dim * (dim-1) // 2) + x = np.dot(x.T, x) + X.append(x) + X = np.array(X).T + + # Construct a 1D and 2D set of parameters + parameters = [ + (10, 1, np.linspace(0.1, 10, 5)), # 1D case + (10, scale, X) + ] + + for (df, scale, x) in parameters: + w = wishart(df, scale) + assert_equal(w.var(), wishart.var(df, scale)) + assert_equal(w.mean(), wishart.mean(df, scale)) + assert_equal(w.mode(), wishart.mode(df, scale)) + assert_equal(w.entropy(), wishart.entropy(df, scale)) + assert_equal(w.pdf(x), wishart.pdf(x, df, scale)) + + def test_wishart_2D_rvs(self): + dim = 3 + df = 10 + + # Construct a simple non-diagonal positive definite matrix + scale = np.eye(dim) + scale[0,1] = 0.5 + scale[1,0] = 0.5 + + # Construct frozen Wishart random variables + w = wishart(df, scale) + + # Get the generated random variables from a known seed + np.random.seed(248042) + w_rvs = wishart.rvs(df, scale) + np.random.seed(248042) + frozen_w_rvs = w.rvs() + + # Manually calculate what it should be, based on the Bartlett (1933) + # decomposition of a Wishart into D A A' D', where D is the Cholesky + # factorization of the scale matrix and A is the lower triangular matrix + # with the square root of chi^2 variates on the diagonal and N(0,1) + # variates in the lower triangle. + np.random.seed(248042) + covariances = np.random.normal(size=3) + variances = np.r_[ + np.random.chisquare(df), + np.random.chisquare(df-1), + np.random.chisquare(df-2), + ]**0.5 + + # Construct the lower-triangular A matrix + A = np.diag(variances) + A[np.tril_indices(dim, k=-1)] = covariances + + # Wishart random variate + D = np.linalg.cholesky(scale) + DA = D.dot(A) + manual_w_rvs = np.dot(DA, DA.T) + + # Test for equality + assert_allclose(w_rvs, manual_w_rvs) + assert_allclose(frozen_w_rvs, manual_w_rvs) + + def test_1D_is_chisquared(self): + # The 1-dimensional Wishart with an identity scale matrix is just a + # chi-squared distribution. + # Test variance, mean, entropy, pdf + # Kolgomorov-Smirnov test for rvs + np.random.seed(482974) + + sn = 500 + dim = 1 + scale = np.eye(dim) + + df_range = np.arange(1, 10, 2, dtype=float) + X = np.linspace(0.1,10,num=10) + for df in df_range: + w = wishart(df, scale) + c = chi2(df) + + # Statistics + assert_allclose(w.var(), c.var()) + assert_allclose(w.mean(), c.mean()) + assert_allclose(w.entropy(), c.entropy()) + + # PDF + assert_allclose(w.pdf(X), c.pdf(X)) + + # rvs + rvs = w.rvs(size=sn) + args = (df,) + alpha = 0.01 + check_distribution_rvs('chi2', args, alpha, rvs) + + def test_is_scaled_chisquared(self): + # The 2-dimensional Wishart with an arbitrary scale matrix can be + # transformed to a scaled chi-squared distribution. + # For :math:`S \sim W_p(V,n)` and :math:`\lambda \in \mathbb{R}^p` we have + # :math:`\lambda' S \lambda \sim \lambda' V \lambda \times \chi^2(n)` + np.random.seed(482974) + + sn = 500 + df = 10 + dim = 4 + # Construct an arbitrary positive definite matrix + scale = np.diag(np.arange(4)+1) + scale[np.tril_indices(4, k=-1)] = np.arange(6) + scale = np.dot(scale.T, scale) + # Use :math:`\lambda = [1, \dots, 1]'` + lamda = np.ones((dim,1)) + sigma_lamda = lamda.T.dot(scale).dot(lamda).squeeze() + w = wishart(df, sigma_lamda) + c = chi2(df, scale=sigma_lamda) + + # Statistics + assert_allclose(w.var(), c.var()) + assert_allclose(w.mean(), c.mean()) + assert_allclose(w.entropy(), c.entropy()) + + # PDF + X = np.linspace(0.1,10,num=10) + assert_allclose(w.pdf(X), c.pdf(X)) + + # rvs + rvs = w.rvs(size=sn) + args = (df,0,sigma_lamda) + alpha = 0.01 + check_distribution_rvs('chi2', args, alpha, rvs) + +class TestMultinomial: + def test_logpmf(self): + vals1 = multinomial.logpmf((3,4), 7, (0.3, 0.7)) + assert_allclose(vals1, -1.483270127243324, rtol=1e-8) + + vals2 = multinomial.logpmf([3, 4], 0, [.3, .7]) + assert vals2 == -np.inf + + vals3 = multinomial.logpmf([0, 0], 0, [.3, .7]) + assert vals3 == 0 + + vals4 = multinomial.logpmf([3, 4], 0, [-2, 3]) + assert_allclose(vals4, np.nan, rtol=1e-8) + + def test_reduces_binomial(self): + # test that the multinomial pmf reduces to the binomial pmf in the 2d + # case + val1 = multinomial.logpmf((3, 4), 7, (0.3, 0.7)) + val2 = binom.logpmf(3, 7, 0.3) + assert_allclose(val1, val2, rtol=1e-8) + + val1 = multinomial.pmf((6, 8), 14, (0.1, 0.9)) + val2 = binom.pmf(6, 14, 0.1) + assert_allclose(val1, val2, rtol=1e-8) + + def test_R(self): + # test against the values produced by this R code + # (https://stat.ethz.ch/R-manual/R-devel/library/stats/html/Multinom.html) + # X <- t(as.matrix(expand.grid(0:3, 0:3))); X <- X[, colSums(X) <= 3] + # X <- rbind(X, 3:3 - colSums(X)); dimnames(X) <- list(letters[1:3], NULL) + # X + # apply(X, 2, function(x) dmultinom(x, prob = c(1,2,5))) + + n, p = 3, [1./8, 2./8, 5./8] + r_vals = {(0, 0, 3): 0.244140625, (1, 0, 2): 0.146484375, + (2, 0, 1): 0.029296875, (3, 0, 0): 0.001953125, + (0, 1, 2): 0.292968750, (1, 1, 1): 0.117187500, + (2, 1, 0): 0.011718750, (0, 2, 1): 0.117187500, + (1, 2, 0): 0.023437500, (0, 3, 0): 0.015625000} + for x in r_vals: + assert_allclose(multinomial.pmf(x, n, p), r_vals[x], atol=1e-14) + + @pytest.mark.parametrize("n", [0, 3]) + def test_rvs_np(self, n): + # test that .rvs agrees w/numpy + sc_rvs = multinomial.rvs(n, [1/4.]*3, size=7, random_state=123) + rndm = np.random.RandomState(123) + np_rvs = rndm.multinomial(n, [1/4.]*3, size=7) + assert_equal(sc_rvs, np_rvs) + + def test_pmf(self): + vals0 = multinomial.pmf((5,), 5, (1,)) + assert_allclose(vals0, 1, rtol=1e-8) + + vals1 = multinomial.pmf((3,4), 7, (.3, .7)) + assert_allclose(vals1, .22689449999999994, rtol=1e-8) + + vals2 = multinomial.pmf([[[3,5],[0,8]], [[-1, 9], [1, 1]]], 8, + (.1, .9)) + assert_allclose(vals2, [[.03306744, .43046721], [0, 0]], rtol=1e-8) + + x = np.empty((0,2), dtype=np.float64) + vals3 = multinomial.pmf(x, 4, (.3, .7)) + assert_equal(vals3, np.empty([], dtype=np.float64)) + + vals4 = multinomial.pmf([1,2], 4, (.3, .7)) + assert_allclose(vals4, 0, rtol=1e-8) + + vals5 = multinomial.pmf([3, 3, 0], 6, [2/3.0, 1/3.0, 0]) + assert_allclose(vals5, 0.219478737997, rtol=1e-8) + + vals5 = multinomial.pmf([0, 0, 0], 0, [2/3.0, 1/3.0, 0]) + assert vals5 == 1 + + vals6 = multinomial.pmf([2, 1, 0], 0, [2/3.0, 1/3.0, 0]) + assert vals6 == 0 + + def test_pmf_broadcasting(self): + vals0 = multinomial.pmf([1, 2], 3, [[.1, .9], [.2, .8]]) + assert_allclose(vals0, [.243, .384], rtol=1e-8) + + vals1 = multinomial.pmf([1, 2], [3, 4], [.1, .9]) + assert_allclose(vals1, [.243, 0], rtol=1e-8) + + vals2 = multinomial.pmf([[[1, 2], [1, 1]]], 3, [.1, .9]) + assert_allclose(vals2, [[.243, 0]], rtol=1e-8) + + vals3 = multinomial.pmf([1, 2], [[[3], [4]]], [.1, .9]) + assert_allclose(vals3, [[[.243], [0]]], rtol=1e-8) + + vals4 = multinomial.pmf([[1, 2], [1,1]], [[[[3]]]], [.1, .9]) + assert_allclose(vals4, [[[[.243, 0]]]], rtol=1e-8) + + @pytest.mark.parametrize("n", [0, 5]) + def test_cov(self, n): + cov1 = multinomial.cov(n, (.2, .3, .5)) + cov2 = [[n*.2*.8, -n*.2*.3, -n*.2*.5], + [-n*.3*.2, n*.3*.7, -n*.3*.5], + [-n*.5*.2, -n*.5*.3, n*.5*.5]] + assert_allclose(cov1, cov2, rtol=1e-8) + + def test_cov_broadcasting(self): + cov1 = multinomial.cov(5, [[.1, .9], [.2, .8]]) + cov2 = [[[.45, -.45],[-.45, .45]], [[.8, -.8], [-.8, .8]]] + assert_allclose(cov1, cov2, rtol=1e-8) + + cov3 = multinomial.cov([4, 5], [.1, .9]) + cov4 = [[[.36, -.36], [-.36, .36]], [[.45, -.45], [-.45, .45]]] + assert_allclose(cov3, cov4, rtol=1e-8) + + cov5 = multinomial.cov([4, 5], [[.3, .7], [.4, .6]]) + cov6 = [[[4*.3*.7, -4*.3*.7], [-4*.3*.7, 4*.3*.7]], + [[5*.4*.6, -5*.4*.6], [-5*.4*.6, 5*.4*.6]]] + assert_allclose(cov5, cov6, rtol=1e-8) + + @pytest.mark.parametrize("n", [0, 2]) + def test_entropy(self, n): + # this is equivalent to a binomial distribution with n=2, so the + # entropy .77899774929 is easily computed "by hand" + ent0 = multinomial.entropy(n, [.2, .8]) + assert_allclose(ent0, binom.entropy(n, .2), rtol=1e-8) + + def test_entropy_broadcasting(self): + ent0 = multinomial.entropy([2, 3], [.2, .3]) + assert_allclose(ent0, [binom.entropy(2, .2), binom.entropy(3, .2)], + rtol=1e-8) + + ent1 = multinomial.entropy([7, 8], [[.3, .7], [.4, .6]]) + assert_allclose(ent1, [binom.entropy(7, .3), binom.entropy(8, .4)], + rtol=1e-8) + + ent2 = multinomial.entropy([[7], [8]], [[.3, .7], [.4, .6]]) + assert_allclose(ent2, + [[binom.entropy(7, .3), binom.entropy(7, .4)], + [binom.entropy(8, .3), binom.entropy(8, .4)]], + rtol=1e-8) + + @pytest.mark.parametrize("n", [0, 5]) + def test_mean(self, n): + mean1 = multinomial.mean(n, [.2, .8]) + assert_allclose(mean1, [n*.2, n*.8], rtol=1e-8) + + def test_mean_broadcasting(self): + mean1 = multinomial.mean([5, 6], [.2, .8]) + assert_allclose(mean1, [[5*.2, 5*.8], [6*.2, 6*.8]], rtol=1e-8) + + def test_frozen(self): + # The frozen distribution should agree with the regular one + np.random.seed(1234) + n = 12 + pvals = (.1, .2, .3, .4) + x = [[0,0,0,12],[0,0,1,11],[0,1,1,10],[1,1,1,9],[1,1,2,8]] + x = np.asarray(x, dtype=np.float64) + mn_frozen = multinomial(n, pvals) + assert_allclose(mn_frozen.pmf(x), multinomial.pmf(x, n, pvals)) + assert_allclose(mn_frozen.logpmf(x), multinomial.logpmf(x, n, pvals)) + assert_allclose(mn_frozen.entropy(), multinomial.entropy(n, pvals)) + + def test_gh_11860(self): + # gh-11860 reported cases in which the adjustments made by multinomial + # to the last element of `p` can cause `nan`s even when the input is + # essentially valid. Check that a pathological case returns a finite, + # nonzero result. (This would fail in main before the PR.) + n = 88 + rng = np.random.default_rng(8879715917488330089) + p = rng.random(n) + p[-1] = 1e-30 + p /= np.sum(p) + x = np.ones(n) + logpmf = multinomial.logpmf(x, n, p) + assert np.isfinite(logpmf) + +class TestInvwishart: + def test_frozen(self): + # Test that the frozen and non-frozen inverse Wishart gives the same + # answers + + # Construct an arbitrary positive definite scale matrix + dim = 4 + scale = np.diag(np.arange(dim)+1) + scale[np.tril_indices(dim, k=-1)] = np.arange(dim*(dim-1)/2) + scale = np.dot(scale.T, scale) + + # Construct a collection of positive definite matrices to test the PDF + X = [] + for i in range(5): + x = np.diag(np.arange(dim)+(i+1)**2) + x[np.tril_indices(dim, k=-1)] = np.arange(dim*(dim-1)/2) + x = np.dot(x.T, x) + X.append(x) + X = np.array(X).T + + # Construct a 1D and 2D set of parameters + parameters = [ + (10, 1, np.linspace(0.1, 10, 5)), # 1D case + (10, scale, X) + ] + + for (df, scale, x) in parameters: + iw = invwishart(df, scale) + assert_equal(iw.var(), invwishart.var(df, scale)) + assert_equal(iw.mean(), invwishart.mean(df, scale)) + assert_equal(iw.mode(), invwishart.mode(df, scale)) + assert_allclose(iw.pdf(x), invwishart.pdf(x, df, scale)) + + def test_1D_is_invgamma(self): + # The 1-dimensional inverse Wishart with an identity scale matrix is + # just an inverse gamma distribution. + # Test variance, mean, pdf, entropy + # Kolgomorov-Smirnov test for rvs + np.random.seed(482974) + + sn = 500 + dim = 1 + scale = np.eye(dim) + + df_range = np.arange(5, 20, 2, dtype=float) + X = np.linspace(0.1,10,num=10) + for df in df_range: + iw = invwishart(df, scale) + ig = invgamma(df/2, scale=1./2) + + # Statistics + assert_allclose(iw.var(), ig.var()) + assert_allclose(iw.mean(), ig.mean()) + + # PDF + assert_allclose(iw.pdf(X), ig.pdf(X)) + + # rvs + rvs = iw.rvs(size=sn) + args = (df/2, 0, 1./2) + alpha = 0.01 + check_distribution_rvs('invgamma', args, alpha, rvs) + + # entropy + assert_allclose(iw.entropy(), ig.entropy()) + + def test_invwishart_2D_rvs(self): + dim = 3 + df = 10 + + # Construct a simple non-diagonal positive definite matrix + scale = np.eye(dim) + scale[0,1] = 0.5 + scale[1,0] = 0.5 + + # Construct frozen inverse-Wishart random variables + iw = invwishart(df, scale) + + # Get the generated random variables from a known seed + np.random.seed(608072) + iw_rvs = invwishart.rvs(df, scale) + np.random.seed(608072) + frozen_iw_rvs = iw.rvs() + + # Manually calculate what it should be, based on the decomposition in + # https://arxiv.org/abs/2310.15884 of an invers-Wishart into L L', + # where L A = D, D is the Cholesky factorization of the scale matrix, + # and A is the lower triangular matrix with the square root of chi^2 + # variates on the diagonal and N(0,1) variates in the lower triangle. + # the diagonal chi^2 variates in this A are reversed compared to those + # in the Bartlett decomposition A for Wishart rvs. + np.random.seed(608072) + covariances = np.random.normal(size=3) + variances = np.r_[ + np.random.chisquare(df-2), + np.random.chisquare(df-1), + np.random.chisquare(df), + ]**0.5 + + # Construct the lower-triangular A matrix + A = np.diag(variances) + A[np.tril_indices(dim, k=-1)] = covariances + + # inverse-Wishart random variate + D = np.linalg.cholesky(scale) + L = np.linalg.solve(A.T, D.T).T + manual_iw_rvs = np.dot(L, L.T) + + # Test for equality + assert_allclose(iw_rvs, manual_iw_rvs) + assert_allclose(frozen_iw_rvs, manual_iw_rvs) + + def test_sample_mean(self): + """Test that sample mean consistent with known mean.""" + # Construct an arbitrary positive definite scale matrix + df = 10 + sample_size = 20_000 + for dim in [1, 5]: + scale = np.diag(np.arange(dim) + 1) + scale[np.tril_indices(dim, k=-1)] = np.arange(dim * (dim - 1) / 2) + scale = np.dot(scale.T, scale) + + dist = invwishart(df, scale) + Xmean_exp = dist.mean() + Xvar_exp = dist.var() + Xmean_std = (Xvar_exp / sample_size)**0.5 # asymptotic SE of mean estimate + + X = dist.rvs(size=sample_size, random_state=1234) + Xmean_est = X.mean(axis=0) + + ntests = dim*(dim + 1)//2 + fail_rate = 0.01 / ntests # correct for multiple tests + max_diff = norm.ppf(1 - fail_rate / 2) + assert np.allclose( + (Xmean_est - Xmean_exp) / Xmean_std, + 0, + atol=max_diff, + ) + + def test_logpdf_4x4(self): + """Regression test for gh-8844.""" + X = np.array([[2, 1, 0, 0.5], + [1, 2, 0.5, 0.5], + [0, 0.5, 3, 1], + [0.5, 0.5, 1, 2]]) + Psi = np.array([[9, 7, 3, 1], + [7, 9, 5, 1], + [3, 5, 8, 2], + [1, 1, 2, 9]]) + nu = 6 + prob = invwishart.logpdf(X, nu, Psi) + # Explicit calculation from the formula on wikipedia. + p = X.shape[0] + sig, logdetX = np.linalg.slogdet(X) + sig, logdetPsi = np.linalg.slogdet(Psi) + M = np.linalg.solve(X, Psi) + expected = ((nu/2)*logdetPsi + - (nu*p/2)*np.log(2) + - multigammaln(nu/2, p) + - (nu + p + 1)/2*logdetX + - 0.5*M.trace()) + assert_allclose(prob, expected) + + +class TestSpecialOrthoGroup: + def test_reproducibility(self): + np.random.seed(514) + x = special_ortho_group.rvs(3) + expected = np.array([[-0.99394515, -0.04527879, 0.10011432], + [0.04821555, -0.99846897, 0.02711042], + [0.09873351, 0.03177334, 0.99460653]]) + assert_array_almost_equal(x, expected) + + random_state = np.random.RandomState(seed=514) + x = special_ortho_group.rvs(3, random_state=random_state) + assert_array_almost_equal(x, expected) + + def test_invalid_dim(self): + assert_raises(ValueError, special_ortho_group.rvs, None) + assert_raises(ValueError, special_ortho_group.rvs, (2, 2)) + assert_raises(ValueError, special_ortho_group.rvs, 1) + assert_raises(ValueError, special_ortho_group.rvs, 2.5) + + def test_frozen_matrix(self): + dim = 7 + frozen = special_ortho_group(dim) + + rvs1 = frozen.rvs(random_state=1234) + rvs2 = special_ortho_group.rvs(dim, random_state=1234) + + assert_equal(rvs1, rvs2) + + def test_det_and_ortho(self): + xs = [special_ortho_group.rvs(dim) + for dim in range(2,12) + for i in range(3)] + + # Test that determinants are always +1 + dets = [np.linalg.det(x) for x in xs] + assert_allclose(dets, [1.]*30, rtol=1e-13) + + # Test that these are orthogonal matrices + for x in xs: + assert_array_almost_equal(np.dot(x, x.T), + np.eye(x.shape[0])) + + def test_haar(self): + # Test that the distribution is constant under rotation + # Every column should have the same distribution + # Additionally, the distribution should be invariant under another rotation + + # Generate samples + dim = 5 + samples = 1000 # Not too many, or the test takes too long + ks_prob = .05 + np.random.seed(514) + xs = special_ortho_group.rvs(dim, size=samples) + + # Dot a few rows (0, 1, 2) with unit vectors (0, 2, 4, 3), + # effectively picking off entries in the matrices of xs. + # These projections should all have the same distribution, + # establishing rotational invariance. We use the two-sided + # KS test to confirm this. + # We could instead test that angles between random vectors + # are uniformly distributed, but the below is sufficient. + # It is not feasible to consider all pairs, so pick a few. + els = ((0,0), (0,2), (1,4), (2,3)) + #proj = {(er, ec): [x[er][ec] for x in xs] for er, ec in els} + proj = {(er, ec): sorted([x[er][ec] for x in xs]) for er, ec in els} + pairs = [(e0, e1) for e0 in els for e1 in els if e0 > e1] + ks_tests = [ks_2samp(proj[p0], proj[p1])[1] for (p0, p1) in pairs] + assert_array_less([ks_prob]*len(pairs), ks_tests) + + +class TestOrthoGroup: + def test_reproducibility(self): + seed = 514 + np.random.seed(seed) + x = ortho_group.rvs(3) + x2 = ortho_group.rvs(3, random_state=seed) + # Note this matrix has det -1, distinguishing O(N) from SO(N) + assert_almost_equal(np.linalg.det(x), -1) + expected = np.array([[0.381686, -0.090374, 0.919863], + [0.905794, -0.161537, -0.391718], + [-0.183993, -0.98272, -0.020204]]) + assert_array_almost_equal(x, expected) + assert_array_almost_equal(x2, expected) + + def test_invalid_dim(self): + assert_raises(ValueError, ortho_group.rvs, None) + assert_raises(ValueError, ortho_group.rvs, (2, 2)) + assert_raises(ValueError, ortho_group.rvs, 1) + assert_raises(ValueError, ortho_group.rvs, 2.5) + + def test_frozen_matrix(self): + dim = 7 + frozen = ortho_group(dim) + frozen_seed = ortho_group(dim, seed=1234) + + rvs1 = frozen.rvs(random_state=1234) + rvs2 = ortho_group.rvs(dim, random_state=1234) + rvs3 = frozen_seed.rvs(size=1) + + assert_equal(rvs1, rvs2) + assert_equal(rvs1, rvs3) + + def test_det_and_ortho(self): + xs = [[ortho_group.rvs(dim) + for i in range(10)] + for dim in range(2,12)] + + # Test that abs determinants are always +1 + dets = np.array([[np.linalg.det(x) for x in xx] for xx in xs]) + assert_allclose(np.fabs(dets), np.ones(dets.shape), rtol=1e-13) + + # Test that these are orthogonal matrices + for xx in xs: + for x in xx: + assert_array_almost_equal(np.dot(x, x.T), + np.eye(x.shape[0])) + + @pytest.mark.parametrize("dim", [2, 5, 10, 20]) + def test_det_distribution_gh18272(self, dim): + # Test that positive and negative determinants are equally likely. + rng = np.random.default_rng(6796248956179332344) + dist = ortho_group(dim=dim) + rvs = dist.rvs(size=5000, random_state=rng) + dets = scipy.linalg.det(rvs) + k = np.sum(dets > 0) + n = len(dets) + res = stats.binomtest(k, n) + low, high = res.proportion_ci(confidence_level=0.95) + assert low < 0.5 < high + + def test_haar(self): + # Test that the distribution is constant under rotation + # Every column should have the same distribution + # Additionally, the distribution should be invariant under another rotation + + # Generate samples + dim = 5 + samples = 1000 # Not too many, or the test takes too long + ks_prob = .05 + np.random.seed(518) # Note that the test is sensitive to seed too + xs = ortho_group.rvs(dim, size=samples) + + # Dot a few rows (0, 1, 2) with unit vectors (0, 2, 4, 3), + # effectively picking off entries in the matrices of xs. + # These projections should all have the same distribution, + # establishing rotational invariance. We use the two-sided + # KS test to confirm this. + # We could instead test that angles between random vectors + # are uniformly distributed, but the below is sufficient. + # It is not feasible to consider all pairs, so pick a few. + els = ((0,0), (0,2), (1,4), (2,3)) + #proj = {(er, ec): [x[er][ec] for x in xs] for er, ec in els} + proj = {(er, ec): sorted([x[er][ec] for x in xs]) for er, ec in els} + pairs = [(e0, e1) for e0 in els for e1 in els if e0 > e1] + ks_tests = [ks_2samp(proj[p0], proj[p1])[1] for (p0, p1) in pairs] + assert_array_less([ks_prob]*len(pairs), ks_tests) + + @pytest.mark.slow + def test_pairwise_distances(self): + # Test that the distribution of pairwise distances is close to correct. + np.random.seed(514) + + def random_ortho(dim): + u, _s, v = np.linalg.svd(np.random.normal(size=(dim, dim))) + return np.dot(u, v) + + for dim in range(2, 6): + def generate_test_statistics(rvs, N=1000, eps=1e-10): + stats = np.array([ + np.sum((rvs(dim=dim) - rvs(dim=dim))**2) + for _ in range(N) + ]) + # Add a bit of noise to account for numeric accuracy. + stats += np.random.uniform(-eps, eps, size=stats.shape) + return stats + + expected = generate_test_statistics(random_ortho) + actual = generate_test_statistics(scipy.stats.ortho_group.rvs) + + _D, p = scipy.stats.ks_2samp(expected, actual) + + assert_array_less(.05, p) + + +class TestRandomCorrelation: + def test_reproducibility(self): + np.random.seed(514) + eigs = (.5, .8, 1.2, 1.5) + x = random_correlation.rvs(eigs) + x2 = random_correlation.rvs(eigs, random_state=514) + expected = np.array([[1., -0.184851, 0.109017, -0.227494], + [-0.184851, 1., 0.231236, 0.326669], + [0.109017, 0.231236, 1., -0.178912], + [-0.227494, 0.326669, -0.178912, 1.]]) + assert_array_almost_equal(x, expected) + assert_array_almost_equal(x2, expected) + + def test_invalid_eigs(self): + assert_raises(ValueError, random_correlation.rvs, None) + assert_raises(ValueError, random_correlation.rvs, 'test') + assert_raises(ValueError, random_correlation.rvs, 2.5) + assert_raises(ValueError, random_correlation.rvs, [2.5]) + assert_raises(ValueError, random_correlation.rvs, [[1,2],[3,4]]) + assert_raises(ValueError, random_correlation.rvs, [2.5, -.5]) + assert_raises(ValueError, random_correlation.rvs, [1, 2, .1]) + + def test_frozen_matrix(self): + eigs = (.5, .8, 1.2, 1.5) + frozen = random_correlation(eigs) + frozen_seed = random_correlation(eigs, seed=514) + + rvs1 = random_correlation.rvs(eigs, random_state=514) + rvs2 = frozen.rvs(random_state=514) + rvs3 = frozen_seed.rvs() + + assert_equal(rvs1, rvs2) + assert_equal(rvs1, rvs3) + + def test_definition(self): + # Test the definition of a correlation matrix in several dimensions: + # + # 1. Det is product of eigenvalues (and positive by construction + # in examples) + # 2. 1's on diagonal + # 3. Matrix is symmetric + + def norm(i, e): + return i*e/sum(e) + + np.random.seed(123) + + eigs = [norm(i, np.random.uniform(size=i)) for i in range(2, 6)] + eigs.append([4,0,0,0]) + + ones = [[1.]*len(e) for e in eigs] + xs = [random_correlation.rvs(e) for e in eigs] + + # Test that determinants are products of eigenvalues + # These are positive by construction + # Could also test that the eigenvalues themselves are correct, + # but this seems sufficient. + dets = [np.fabs(np.linalg.det(x)) for x in xs] + dets_known = [np.prod(e) for e in eigs] + assert_allclose(dets, dets_known, rtol=1e-13, atol=1e-13) + + # Test for 1's on the diagonal + diags = [np.diag(x) for x in xs] + for a, b in zip(diags, ones): + assert_allclose(a, b, rtol=1e-13) + + # Correlation matrices are symmetric + for x in xs: + assert_allclose(x, x.T, rtol=1e-13) + + def test_to_corr(self): + # Check some corner cases in to_corr + + # ajj == 1 + m = np.array([[0.1, 0], [0, 1]], dtype=float) + m = random_correlation._to_corr(m) + assert_allclose(m, np.array([[1, 0], [0, 0.1]])) + + # Floating point overflow; fails to compute the correct + # rotation, but should still produce some valid rotation + # rather than infs/nans + with np.errstate(over='ignore'): + g = np.array([[0, 1], [-1, 0]]) + + m0 = np.array([[1e300, 0], [0, np.nextafter(1, 0)]], dtype=float) + m = random_correlation._to_corr(m0.copy()) + assert_allclose(m, g.T.dot(m0).dot(g)) + + m0 = np.array([[0.9, 1e300], [1e300, 1.1]], dtype=float) + m = random_correlation._to_corr(m0.copy()) + assert_allclose(m, g.T.dot(m0).dot(g)) + + # Zero discriminant; should set the first diag entry to 1 + m0 = np.array([[2, 1], [1, 2]], dtype=float) + m = random_correlation._to_corr(m0.copy()) + assert_allclose(m[0,0], 1) + + # Slightly negative discriminant; should be approx correct still + m0 = np.array([[2 + 1e-7, 1], [1, 2]], dtype=float) + m = random_correlation._to_corr(m0.copy()) + assert_allclose(m[0,0], 1) + + +class TestUniformDirection: + @pytest.mark.parametrize("dim", [1, 3]) + @pytest.mark.parametrize("size", [None, 1, 5, (5, 4)]) + def test_samples(self, dim, size): + # test that samples have correct shape and norm 1 + rng = np.random.default_rng(2777937887058094419) + uniform_direction_dist = uniform_direction(dim, seed=rng) + samples = uniform_direction_dist.rvs(size) + mean, cov = np.zeros(dim), np.eye(dim) + expected_shape = rng.multivariate_normal(mean, cov, size=size).shape + assert samples.shape == expected_shape + norms = np.linalg.norm(samples, axis=-1) + assert_allclose(norms, 1.) + + @pytest.mark.parametrize("dim", [None, 0, (2, 2), 2.5]) + def test_invalid_dim(self, dim): + message = ("Dimension of vector must be specified, " + "and must be an integer greater than 0.") + with pytest.raises(ValueError, match=message): + uniform_direction.rvs(dim) + + def test_frozen_distribution(self): + dim = 5 + frozen = uniform_direction(dim) + frozen_seed = uniform_direction(dim, seed=514) + + rvs1 = frozen.rvs(random_state=514) + rvs2 = uniform_direction.rvs(dim, random_state=514) + rvs3 = frozen_seed.rvs() + + assert_equal(rvs1, rvs2) + assert_equal(rvs1, rvs3) + + @pytest.mark.parametrize("dim", [2, 5, 8]) + def test_uniform(self, dim): + rng = np.random.default_rng(1036978481269651776) + spherical_dist = uniform_direction(dim, seed=rng) + # generate random, orthogonal vectors + v1, v2 = spherical_dist.rvs(size=2) + v2 -= v1 @ v2 * v1 + v2 /= np.linalg.norm(v2) + assert_allclose(v1 @ v2, 0, atol=1e-14) # orthogonal + # generate data and project onto orthogonal vectors + samples = spherical_dist.rvs(size=10000) + s1 = samples @ v1 + s2 = samples @ v2 + angles = np.arctan2(s1, s2) + # test that angles follow a uniform distribution + # normalize angles to range [0, 1] + angles += np.pi + angles /= 2*np.pi + # perform KS test + uniform_dist = uniform() + kstest_result = kstest(angles, uniform_dist.cdf) + assert kstest_result.pvalue > 0.05 + + +class TestUnitaryGroup: + def test_reproducibility(self): + np.random.seed(514) + x = unitary_group.rvs(3) + x2 = unitary_group.rvs(3, random_state=514) + + expected = np.array( + [[0.308771+0.360312j, 0.044021+0.622082j, 0.160327+0.600173j], + [0.732757+0.297107j, 0.076692-0.4614j, -0.394349+0.022613j], + [-0.148844+0.357037j, -0.284602-0.557949j, 0.607051+0.299257j]] + ) + + assert_array_almost_equal(x, expected) + assert_array_almost_equal(x2, expected) + + def test_invalid_dim(self): + assert_raises(ValueError, unitary_group.rvs, None) + assert_raises(ValueError, unitary_group.rvs, (2, 2)) + assert_raises(ValueError, unitary_group.rvs, 1) + assert_raises(ValueError, unitary_group.rvs, 2.5) + + def test_frozen_matrix(self): + dim = 7 + frozen = unitary_group(dim) + frozen_seed = unitary_group(dim, seed=514) + + rvs1 = frozen.rvs(random_state=514) + rvs2 = unitary_group.rvs(dim, random_state=514) + rvs3 = frozen_seed.rvs(size=1) + + assert_equal(rvs1, rvs2) + assert_equal(rvs1, rvs3) + + def test_unitarity(self): + xs = [unitary_group.rvs(dim) + for dim in range(2,12) + for i in range(3)] + + # Test that these are unitary matrices + for x in xs: + assert_allclose(np.dot(x, x.conj().T), np.eye(x.shape[0]), atol=1e-15) + + def test_haar(self): + # Test that the eigenvalues, which lie on the unit circle in + # the complex plane, are uncorrelated. + + # Generate samples + dim = 5 + samples = 1000 # Not too many, or the test takes too long + np.random.seed(514) # Note that the test is sensitive to seed too + xs = unitary_group.rvs(dim, size=samples) + + # The angles "x" of the eigenvalues should be uniformly distributed + # Overall this seems to be a necessary but weak test of the distribution. + eigs = np.vstack([scipy.linalg.eigvals(x) for x in xs]) + x = np.arctan2(eigs.imag, eigs.real) + res = kstest(x.ravel(), uniform(-np.pi, 2*np.pi).cdf) + assert_(res.pvalue > 0.05) + + +class TestMultivariateT: + + # These tests were created by running vpa(mvtpdf(...)) in MATLAB. The + # function takes no `mu` parameter. The tests were run as + # + # >> ans = vpa(mvtpdf(x - mu, shape, df)); + # + PDF_TESTS = [( + # x + [ + [1, 2], + [4, 1], + [2, 1], + [2, 4], + [1, 4], + [4, 1], + [3, 2], + [3, 3], + [4, 4], + [5, 1], + ], + # loc + [0, 0], + # shape + [ + [1, 0], + [0, 1] + ], + # df + 4, + # ans + [ + 0.013972450422333741737457302178882, + 0.0010998721906793330026219646100571, + 0.013972450422333741737457302178882, + 0.00073682844024025606101402363634634, + 0.0010998721906793330026219646100571, + 0.0010998721906793330026219646100571, + 0.0020732579600816823488240725481546, + 0.00095660371505271429414668515889275, + 0.00021831953784896498569831346792114, + 0.00037725616140301147447000396084604 + ] + + ), ( + # x + [ + [0.9718, 0.1298, 0.8134], + [0.4922, 0.5522, 0.7185], + [0.3010, 0.1491, 0.5008], + [0.5971, 0.2585, 0.8940], + [0.5434, 0.5287, 0.9507], + ], + # loc + [-1, 1, 50], + # shape + [ + [1.0000, 0.5000, 0.2500], + [0.5000, 1.0000, -0.1000], + [0.2500, -0.1000, 1.0000], + ], + # df + 8, + # ans + [ + 0.00000000000000069609279697467772867405511133763, + 0.00000000000000073700739052207366474839369535934, + 0.00000000000000069522909962669171512174435447027, + 0.00000000000000074212293557998314091880208889767, + 0.00000000000000077039675154022118593323030449058, + ] + )] + + @pytest.mark.parametrize("x, loc, shape, df, ans", PDF_TESTS) + def test_pdf_correctness(self, x, loc, shape, df, ans): + dist = multivariate_t(loc, shape, df, seed=0) + val = dist.pdf(x) + assert_array_almost_equal(val, ans) + + @pytest.mark.parametrize("x, loc, shape, df, ans", PDF_TESTS) + def test_logpdf_correct(self, x, loc, shape, df, ans): + dist = multivariate_t(loc, shape, df, seed=0) + val1 = dist.pdf(x) + val2 = dist.logpdf(x) + assert_array_almost_equal(np.log(val1), val2) + + # https://github.com/scipy/scipy/issues/10042#issuecomment-576795195 + def test_mvt_with_df_one_is_cauchy(self): + x = [9, 7, 4, 1, -3, 9, 0, -3, -1, 3] + val = multivariate_t.pdf(x, df=1) + ans = cauchy.pdf(x) + assert_array_almost_equal(val, ans) + + def test_mvt_with_high_df_is_approx_normal(self): + # `normaltest` returns the chi-squared statistic and the associated + # p-value. The null hypothesis is that `x` came from a normal + # distribution, so a low p-value represents rejecting the null, i.e. + # that it is unlikely that `x` came a normal distribution. + P_VAL_MIN = 0.1 + + dist = multivariate_t(0, 1, df=100000, seed=1) + samples = dist.rvs(size=100000) + _, p = normaltest(samples) + assert (p > P_VAL_MIN) + + dist = multivariate_t([-2, 3], [[10, -1], [-1, 10]], df=100000, + seed=42) + samples = dist.rvs(size=100000) + _, p = normaltest(samples) + assert ((p > P_VAL_MIN).all()) + + @patch('scipy.stats.multivariate_normal._logpdf') + def test_mvt_with_inf_df_calls_normal(self, mock): + dist = multivariate_t(0, 1, df=np.inf, seed=7) + assert isinstance(dist, multivariate_normal_frozen) + multivariate_t.pdf(0, df=np.inf) + assert mock.call_count == 1 + multivariate_t.logpdf(0, df=np.inf) + assert mock.call_count == 2 + + def test_shape_correctness(self): + # pdf and logpdf should return scalar when the + # number of samples in x is one. + dim = 4 + loc = np.zeros(dim) + shape = np.eye(dim) + df = 4.5 + x = np.zeros(dim) + res = multivariate_t(loc, shape, df).pdf(x) + assert np.isscalar(res) + res = multivariate_t(loc, shape, df).logpdf(x) + assert np.isscalar(res) + + # pdf() and logpdf() should return probabilities of shape + # (n_samples,) when x has n_samples. + n_samples = 7 + x = np.random.random((n_samples, dim)) + res = multivariate_t(loc, shape, df).pdf(x) + assert (res.shape == (n_samples,)) + res = multivariate_t(loc, shape, df).logpdf(x) + assert (res.shape == (n_samples,)) + + # rvs() should return scalar unless a size argument is applied. + res = multivariate_t(np.zeros(1), np.eye(1), 1).rvs() + assert np.isscalar(res) + + # rvs() should return vector of shape (size,) if size argument + # is applied. + size = 7 + res = multivariate_t(np.zeros(1), np.eye(1), 1).rvs(size=size) + assert (res.shape == (size,)) + + def test_default_arguments(self): + dist = multivariate_t() + assert_equal(dist.loc, [0]) + assert_equal(dist.shape, [[1]]) + assert (dist.df == 1) + + DEFAULT_ARGS_TESTS = [ + (None, None, None, 0, 1, 1), + (None, None, 7, 0, 1, 7), + (None, [[7, 0], [0, 7]], None, [0, 0], [[7, 0], [0, 7]], 1), + (None, [[7, 0], [0, 7]], 7, [0, 0], [[7, 0], [0, 7]], 7), + ([7, 7], None, None, [7, 7], [[1, 0], [0, 1]], 1), + ([7, 7], None, 7, [7, 7], [[1, 0], [0, 1]], 7), + ([7, 7], [[7, 0], [0, 7]], None, [7, 7], [[7, 0], [0, 7]], 1), + ([7, 7], [[7, 0], [0, 7]], 7, [7, 7], [[7, 0], [0, 7]], 7) + ] + + @pytest.mark.parametrize("loc, shape, df, loc_ans, shape_ans, df_ans", + DEFAULT_ARGS_TESTS) + def test_default_args(self, loc, shape, df, loc_ans, shape_ans, df_ans): + dist = multivariate_t(loc=loc, shape=shape, df=df) + assert_equal(dist.loc, loc_ans) + assert_equal(dist.shape, shape_ans) + assert (dist.df == df_ans) + + ARGS_SHAPES_TESTS = [ + (-1, 2, 3, [-1], [[2]], 3), + ([-1], [2], 3, [-1], [[2]], 3), + (np.array([-1]), np.array([2]), 3, [-1], [[2]], 3) + ] + + @pytest.mark.parametrize("loc, shape, df, loc_ans, shape_ans, df_ans", + ARGS_SHAPES_TESTS) + def test_scalar_list_and_ndarray_arguments(self, loc, shape, df, loc_ans, + shape_ans, df_ans): + dist = multivariate_t(loc, shape, df) + assert_equal(dist.loc, loc_ans) + assert_equal(dist.shape, shape_ans) + assert_equal(dist.df, df_ans) + + def test_argument_error_handling(self): + # `loc` should be a one-dimensional vector. + loc = [[1, 1]] + assert_raises(ValueError, + multivariate_t, + **dict(loc=loc)) + + # `shape` should be scalar or square matrix. + shape = [[1, 1], [2, 2], [3, 3]] + assert_raises(ValueError, + multivariate_t, + **dict(loc=loc, shape=shape)) + + # `df` should be greater than zero. + loc = np.zeros(2) + shape = np.eye(2) + df = -1 + assert_raises(ValueError, + multivariate_t, + **dict(loc=loc, shape=shape, df=df)) + df = 0 + assert_raises(ValueError, + multivariate_t, + **dict(loc=loc, shape=shape, df=df)) + + def test_reproducibility(self): + rng = np.random.RandomState(4) + loc = rng.uniform(size=3) + shape = np.eye(3) + dist1 = multivariate_t(loc, shape, df=3, seed=2) + dist2 = multivariate_t(loc, shape, df=3, seed=2) + samples1 = dist1.rvs(size=10) + samples2 = dist2.rvs(size=10) + assert_equal(samples1, samples2) + + def test_allow_singular(self): + # Make shape singular and verify error was raised. + args = dict(loc=[0,0], shape=[[0,0],[0,1]], df=1, allow_singular=False) + assert_raises(np.linalg.LinAlgError, multivariate_t, **args) + + @pytest.mark.parametrize("size", [(10, 3), (5, 6, 4, 3)]) + @pytest.mark.parametrize("dim", [2, 3, 4, 5]) + @pytest.mark.parametrize("df", [1., 2., np.inf]) + def test_rvs(self, size, dim, df): + dist = multivariate_t(np.zeros(dim), np.eye(dim), df) + rvs = dist.rvs(size=size) + assert rvs.shape == size + (dim, ) + + def test_cdf_signs(self): + # check that sign of output is correct when np.any(lower > x) + mean = np.zeros(3) + cov = np.eye(3) + df = 10 + b = [[1, 1, 1], [0, 0, 0], [1, 0, 1], [0, 1, 0]] + a = [[0, 0, 0], [1, 1, 1], [0, 1, 0], [1, 0, 1]] + # when odd number of elements of b < a, output is negative + expected_signs = np.array([1, -1, -1, 1]) + cdf = multivariate_normal.cdf(b, mean, cov, df, lower_limit=a) + assert_allclose(cdf, cdf[0]*expected_signs) + + @pytest.mark.parametrize('dim', [1, 2, 5, 10]) + def test_cdf_against_multivariate_normal(self, dim): + # Check accuracy against MVN randomly-generated cases + self.cdf_against_mvn_test(dim) + + @pytest.mark.parametrize('dim', [3, 6, 9]) + def test_cdf_against_multivariate_normal_singular(self, dim): + # Check accuracy against MVN for randomly-generated singular cases + self.cdf_against_mvn_test(3, True) + + def cdf_against_mvn_test(self, dim, singular=False): + # Check for accuracy in the limit that df -> oo and MVT -> MVN + rng = np.random.default_rng(413722918996573) + n = 3 + + w = 10**rng.uniform(-2, 1, size=dim) + cov = _random_covariance(dim, w, rng, singular) + + mean = 10**rng.uniform(-1, 2, size=dim) * np.sign(rng.normal(size=dim)) + a = -10**rng.uniform(-1, 2, size=(n, dim)) + mean + b = 10**rng.uniform(-1, 2, size=(n, dim)) + mean + + res = stats.multivariate_t.cdf(b, mean, cov, df=10000, lower_limit=a, + allow_singular=True, random_state=rng) + ref = stats.multivariate_normal.cdf(b, mean, cov, allow_singular=True, + lower_limit=a) + assert_allclose(res, ref, atol=5e-4) + + def test_cdf_against_univariate_t(self): + rng = np.random.default_rng(413722918996573) + cov = 2 + mean = 0 + x = rng.normal(size=10, scale=np.sqrt(cov)) + df = 3 + + res = stats.multivariate_t.cdf(x, mean, cov, df, lower_limit=-np.inf, + random_state=rng) + ref = stats.t.cdf(x, df, mean, np.sqrt(cov)) + incorrect = stats.norm.cdf(x, mean, np.sqrt(cov)) + + assert_allclose(res, ref, atol=5e-4) # close to t + assert np.all(np.abs(res - incorrect) > 1e-3) # not close to normal + + @pytest.mark.parametrize("dim", [2, 3, 5, 10]) + @pytest.mark.parametrize("seed", [3363958638, 7891119608, 3887698049, + 5013150848, 1495033423, 6170824608]) + @pytest.mark.parametrize("singular", [False, True]) + def test_cdf_against_qsimvtv(self, dim, seed, singular): + if singular and seed != 3363958638: + pytest.skip('Agreement with qsimvtv is not great in singular case') + rng = np.random.default_rng(seed) + w = 10**rng.uniform(-2, 2, size=dim) + cov = _random_covariance(dim, w, rng, singular) + mean = rng.random(dim) + a = -rng.random(dim) + b = rng.random(dim) + df = rng.random() * 5 + + # no lower limit + res = stats.multivariate_t.cdf(b, mean, cov, df, random_state=rng, + allow_singular=True) + with np.errstate(invalid='ignore'): + ref = _qsimvtv(20000, df, cov, np.inf*a, b - mean, rng)[0] + assert_allclose(res, ref, atol=2e-4, rtol=1e-3) + + # with lower limit + res = stats.multivariate_t.cdf(b, mean, cov, df, lower_limit=a, + random_state=rng, allow_singular=True) + with np.errstate(invalid='ignore'): + ref = _qsimvtv(20000, df, cov, a - mean, b - mean, rng)[0] + assert_allclose(res, ref, atol=1e-4, rtol=1e-3) + + def test_cdf_against_generic_integrators(self): + # Compare result against generic numerical integrators + dim = 3 + rng = np.random.default_rng(41372291899657) + w = 10 ** rng.uniform(-1, 1, size=dim) + cov = _random_covariance(dim, w, rng, singular=True) + mean = rng.random(dim) + a = -rng.random(dim) + b = rng.random(dim) + df = rng.random() * 5 + + res = stats.multivariate_t.cdf(b, mean, cov, df, random_state=rng, + lower_limit=a) + + def integrand(x): + return stats.multivariate_t.pdf(x.T, mean, cov, df) + + ref = qmc_quad(integrand, a, b, qrng=stats.qmc.Halton(d=dim, seed=rng)) + assert_allclose(res, ref.integral, rtol=1e-3) + + def integrand(*zyx): + return stats.multivariate_t.pdf(zyx[::-1], mean, cov, df) + + ref = tplquad(integrand, a[0], b[0], a[1], b[1], a[2], b[2]) + assert_allclose(res, ref[0], rtol=1e-3) + + def test_against_matlab(self): + # Test against matlab mvtcdf: + # C = [6.21786909 0.2333667 7.95506077; + # 0.2333667 29.67390923 16.53946426; + # 7.95506077 16.53946426 19.17725252] + # df = 1.9559939787727658 + # mvtcdf([0, 0, 0], C, df) % 0.2523 + rng = np.random.default_rng(2967390923) + cov = np.array([[ 6.21786909, 0.2333667 , 7.95506077], + [ 0.2333667 , 29.67390923, 16.53946426], + [ 7.95506077, 16.53946426, 19.17725252]]) + df = 1.9559939787727658 + dist = stats.multivariate_t(shape=cov, df=df) + res = dist.cdf([0, 0, 0], random_state=rng) + ref = 0.2523 + assert_allclose(res, ref, rtol=1e-3) + + def test_frozen(self): + seed = 4137229573 + rng = np.random.default_rng(seed) + loc = rng.uniform(size=3) + x = rng.uniform(size=3) + loc + shape = np.eye(3) + df = rng.random() + args = (loc, shape, df) + + rng_frozen = np.random.default_rng(seed) + rng_unfrozen = np.random.default_rng(seed) + dist = stats.multivariate_t(*args, seed=rng_frozen) + assert_equal(dist.cdf(x), + multivariate_t.cdf(x, *args, random_state=rng_unfrozen)) + + def test_vectorized(self): + dim = 4 + n = (2, 3) + rng = np.random.default_rng(413722918996573) + A = rng.random(size=(dim, dim)) + cov = A @ A.T + mean = rng.random(dim) + x = rng.random(n + (dim,)) + df = rng.random() * 5 + + res = stats.multivariate_t.cdf(x, mean, cov, df, random_state=rng) + + def _cdf_1d(x): + return _qsimvtv(10000, df, cov, -np.inf*x, x-mean, rng)[0] + + ref = np.apply_along_axis(_cdf_1d, -1, x) + assert_allclose(res, ref, atol=1e-4, rtol=1e-3) + + @pytest.mark.parametrize("dim", (3, 7)) + def test_against_analytical(self, dim): + rng = np.random.default_rng(413722918996573) + A = scipy.linalg.toeplitz(c=[1] + [0.5] * (dim - 1)) + res = stats.multivariate_t(shape=A).cdf([0] * dim, random_state=rng) + ref = 1 / (dim + 1) + assert_allclose(res, ref, rtol=5e-5) + + def test_entropy_inf_df(self): + cov = np.eye(3, 3) + df = np.inf + mvt_entropy = stats.multivariate_t.entropy(shape=cov, df=df) + mvn_entropy = stats.multivariate_normal.entropy(None, cov) + assert mvt_entropy == mvn_entropy + + @pytest.mark.parametrize("df", [1, 10, 100]) + def test_entropy_1d(self, df): + mvt_entropy = stats.multivariate_t.entropy(shape=1., df=df) + t_entropy = stats.t.entropy(df=df) + assert_allclose(mvt_entropy, t_entropy, rtol=1e-13) + + # entropy reference values were computed via numerical integration + # + # def integrand(x, y, mvt): + # vec = np.array([x, y]) + # return mvt.logpdf(vec) * mvt.pdf(vec) + + # def multivariate_t_entropy_quad_2d(df, cov): + # dim = cov.shape[0] + # loc = np.zeros((dim, )) + # mvt = stats.multivariate_t(loc, cov, df) + # limit = 100 + # return -integrate.dblquad(integrand, -limit, limit, -limit, limit, + # args=(mvt, ))[0] + + @pytest.mark.parametrize("df, cov, ref, tol", + [(10, np.eye(2, 2), 3.0378770664093313, 1e-14), + (100, np.array([[0.5, 1], [1, 10]]), + 3.55102424550609, 1e-8)]) + def test_entropy_vs_numerical_integration(self, df, cov, ref, tol): + loc = np.zeros((2, )) + mvt = stats.multivariate_t(loc, cov, df) + assert_allclose(mvt.entropy(), ref, rtol=tol) + + @pytest.mark.parametrize( + "df, dim, ref, tol", + [ + (10, 1, 1.5212624929756808, 1e-15), + (100, 1, 1.4289633653182439, 1e-13), + (500, 1, 1.420939531869349, 1e-14), + (1e20, 1, 1.4189385332046727, 1e-15), + (1e100, 1, 1.4189385332046727, 1e-15), + (10, 10, 15.069150450832911, 1e-15), + (1000, 10, 14.19936546446673, 1e-13), + (1e20, 10, 14.189385332046728, 1e-15), + (1e100, 10, 14.189385332046728, 1e-15), + (10, 100, 148.28902883192654, 1e-15), + (1000, 100, 141.99155538003762, 1e-14), + (1e20, 100, 141.8938533204673, 1e-15), + (1e100, 100, 141.8938533204673, 1e-15), + ] + ) + def test_extreme_entropy(self, df, dim, ref, tol): + # Reference values were calculated with mpmath: + # from mpmath import mp + # mp.dps = 500 + # + # def mul_t_mpmath_entropy(dim, df=1): + # dim = mp.mpf(dim) + # df = mp.mpf(df) + # halfsum = (dim + df)/2 + # half_df = df/2 + # + # return float( + # -mp.loggamma(halfsum) + mp.loggamma(half_df) + # + dim / 2 * mp.log(df * mp.pi) + # + halfsum * (mp.digamma(halfsum) - mp.digamma(half_df)) + # + 0.0 + # ) + mvt = stats.multivariate_t(shape=np.eye(dim), df=df) + assert_allclose(mvt.entropy(), ref, rtol=tol) + + def test_entropy_with_covariance(self): + # Generated using np.randn(5, 5) and then rounding + # to two decimal places + _A = np.array([ + [1.42, 0.09, -0.49, 0.17, 0.74], + [-1.13, -0.01, 0.71, 0.4, -0.56], + [1.07, 0.44, -0.28, -0.44, 0.29], + [-1.5, -0.94, -0.67, 0.73, -1.1], + [0.17, -0.08, 1.46, -0.32, 1.36] + ]) + # Set cov to be a symmetric positive semi-definite matrix + cov = _A @ _A.T + + # Test the asymptotic case. For large degrees of freedom + # the entropy approaches the multivariate normal entropy. + df = 1e20 + mul_t_entropy = stats.multivariate_t.entropy(shape=cov, df=df) + mul_norm_entropy = multivariate_normal(None, cov=cov).entropy() + assert_allclose(mul_t_entropy, mul_norm_entropy, rtol=1e-15) + + # Test the regular case. For a dim of 5 the threshold comes out + # to be approximately 766.45. So using slightly + # different dfs on each site of the threshold, the entropies + # are being compared. + df1 = 765 + df2 = 768 + _entropy1 = stats.multivariate_t.entropy(shape=cov, df=df1) + _entropy2 = stats.multivariate_t.entropy(shape=cov, df=df2) + assert_allclose(_entropy1, _entropy2, rtol=1e-5) + + +class TestMultivariateHypergeom: + @pytest.mark.parametrize( + "x, m, n, expected", + [ + # Ground truth value from R dmvhyper + ([3, 4], [5, 10], 7, -1.119814), + # test for `n=0` + ([3, 4], [5, 10], 0, -np.inf), + # test for `x < 0` + ([-3, 4], [5, 10], 7, -np.inf), + # test for `m < 0` (RuntimeWarning issue) + ([3, 4], [-5, 10], 7, np.nan), + # test for all `m < 0` and `x.sum() != n` + ([[1, 2], [3, 4]], [[-4, -6], [-5, -10]], + [3, 7], [np.nan, np.nan]), + # test for `x < 0` and `m < 0` (RuntimeWarning issue) + ([-3, 4], [-5, 10], 1, np.nan), + # test for `x > m` + ([1, 11], [10, 1], 12, np.nan), + # test for `m < 0` (RuntimeWarning issue) + ([1, 11], [10, -1], 12, np.nan), + # test for `n < 0` + ([3, 4], [5, 10], -7, np.nan), + # test for `x.sum() != n` + ([3, 3], [5, 10], 7, -np.inf) + ] + ) + def test_logpmf(self, x, m, n, expected): + vals = multivariate_hypergeom.logpmf(x, m, n) + assert_allclose(vals, expected, rtol=1e-6) + + def test_reduces_hypergeom(self): + # test that the multivariate_hypergeom pmf reduces to the + # hypergeom pmf in the 2d case. + val1 = multivariate_hypergeom.pmf(x=[3, 1], m=[10, 5], n=4) + val2 = hypergeom.pmf(k=3, M=15, n=4, N=10) + assert_allclose(val1, val2, rtol=1e-8) + + val1 = multivariate_hypergeom.pmf(x=[7, 3], m=[15, 10], n=10) + val2 = hypergeom.pmf(k=7, M=25, n=10, N=15) + assert_allclose(val1, val2, rtol=1e-8) + + def test_rvs(self): + # test if `rvs` is unbiased and large sample size converges + # to the true mean. + rv = multivariate_hypergeom(m=[3, 5], n=4) + rvs = rv.rvs(size=1000, random_state=123) + assert_allclose(rvs.mean(0), rv.mean(), rtol=1e-2) + + def test_rvs_broadcasting(self): + rv = multivariate_hypergeom(m=[[3, 5], [5, 10]], n=[4, 9]) + rvs = rv.rvs(size=(1000, 2), random_state=123) + assert_allclose(rvs.mean(0), rv.mean(), rtol=1e-2) + + @pytest.mark.parametrize('m, n', ( + ([0, 0, 20, 0, 0], 5), ([0, 0, 0, 0, 0], 0), + ([0, 0], 0), ([0], 0) + )) + def test_rvs_gh16171(self, m, n): + res = multivariate_hypergeom.rvs(m, n) + m = np.asarray(m) + res_ex = m.copy() + res_ex[m != 0] = n + assert_equal(res, res_ex) + + @pytest.mark.parametrize( + "x, m, n, expected", + [ + ([5], [5], 5, 1), + ([3, 4], [5, 10], 7, 0.3263403), + # Ground truth value from R dmvhyper + ([[[3, 5], [0, 8]], [[-1, 9], [1, 1]]], + [5, 10], [[8, 8], [8, 2]], + [[0.3916084, 0.006993007], [0, 0.4761905]]), + # test with empty arrays. + (np.array([], dtype=int), np.array([], dtype=int), 0, []), + ([1, 2], [4, 5], 5, 0), + # Ground truth value from R dmvhyper + ([3, 3, 0], [5, 6, 7], 6, 0.01077354) + ] + ) + def test_pmf(self, x, m, n, expected): + vals = multivariate_hypergeom.pmf(x, m, n) + assert_allclose(vals, expected, rtol=1e-7) + + @pytest.mark.parametrize( + "x, m, n, expected", + [ + ([3, 4], [[5, 10], [10, 15]], 7, [0.3263403, 0.3407531]), + ([[1], [2]], [[3], [4]], [1, 3], [1., 0.]), + ([[[1], [2]]], [[3], [4]], [1, 3], [[1., 0.]]), + ([[1], [2]], [[[[3]]]], [1, 3], [[[1., 0.]]]) + ] + ) + def test_pmf_broadcasting(self, x, m, n, expected): + vals = multivariate_hypergeom.pmf(x, m, n) + assert_allclose(vals, expected, rtol=1e-7) + + def test_cov(self): + cov1 = multivariate_hypergeom.cov(m=[3, 7, 10], n=12) + cov2 = [[0.64421053, -0.26526316, -0.37894737], + [-0.26526316, 1.14947368, -0.88421053], + [-0.37894737, -0.88421053, 1.26315789]] + assert_allclose(cov1, cov2, rtol=1e-8) + + def test_cov_broadcasting(self): + cov1 = multivariate_hypergeom.cov(m=[[7, 9], [10, 15]], n=[8, 12]) + cov2 = [[[1.05, -1.05], [-1.05, 1.05]], + [[1.56, -1.56], [-1.56, 1.56]]] + assert_allclose(cov1, cov2, rtol=1e-8) + + cov3 = multivariate_hypergeom.cov(m=[[4], [5]], n=[4, 5]) + cov4 = [[[0.]], [[0.]]] + assert_allclose(cov3, cov4, rtol=1e-8) + + cov5 = multivariate_hypergeom.cov(m=[7, 9], n=[8, 12]) + cov6 = [[[1.05, -1.05], [-1.05, 1.05]], + [[0.7875, -0.7875], [-0.7875, 0.7875]]] + assert_allclose(cov5, cov6, rtol=1e-8) + + def test_var(self): + # test with hypergeom + var0 = multivariate_hypergeom.var(m=[10, 5], n=4) + var1 = hypergeom.var(M=15, n=4, N=10) + assert_allclose(var0, var1, rtol=1e-8) + + def test_var_broadcasting(self): + var0 = multivariate_hypergeom.var(m=[10, 5], n=[4, 8]) + var1 = multivariate_hypergeom.var(m=[10, 5], n=4) + var2 = multivariate_hypergeom.var(m=[10, 5], n=8) + assert_allclose(var0[0], var1, rtol=1e-8) + assert_allclose(var0[1], var2, rtol=1e-8) + + var3 = multivariate_hypergeom.var(m=[[10, 5], [10, 14]], n=[4, 8]) + var4 = [[0.6984127, 0.6984127], [1.352657, 1.352657]] + assert_allclose(var3, var4, rtol=1e-8) + + var5 = multivariate_hypergeom.var(m=[[5], [10]], n=[5, 10]) + var6 = [[0.], [0.]] + assert_allclose(var5, var6, rtol=1e-8) + + def test_mean(self): + # test with hypergeom + mean0 = multivariate_hypergeom.mean(m=[10, 5], n=4) + mean1 = hypergeom.mean(M=15, n=4, N=10) + assert_allclose(mean0[0], mean1, rtol=1e-8) + + mean2 = multivariate_hypergeom.mean(m=[12, 8], n=10) + mean3 = [12.*10./20., 8.*10./20.] + assert_allclose(mean2, mean3, rtol=1e-8) + + def test_mean_broadcasting(self): + mean0 = multivariate_hypergeom.mean(m=[[3, 5], [10, 5]], n=[4, 8]) + mean1 = [[3.*4./8., 5.*4./8.], [10.*8./15., 5.*8./15.]] + assert_allclose(mean0, mean1, rtol=1e-8) + + def test_mean_edge_cases(self): + mean0 = multivariate_hypergeom.mean(m=[0, 0, 0], n=0) + assert_equal(mean0, [0., 0., 0.]) + + mean1 = multivariate_hypergeom.mean(m=[1, 0, 0], n=2) + assert_equal(mean1, [np.nan, np.nan, np.nan]) + + mean2 = multivariate_hypergeom.mean(m=[[1, 0, 0], [1, 0, 1]], n=2) + assert_allclose(mean2, [[np.nan, np.nan, np.nan], [1., 0., 1.]], + rtol=1e-17) + + mean3 = multivariate_hypergeom.mean(m=np.array([], dtype=int), n=0) + assert_equal(mean3, []) + assert_(mean3.shape == (0, )) + + def test_var_edge_cases(self): + var0 = multivariate_hypergeom.var(m=[0, 0, 0], n=0) + assert_allclose(var0, [0., 0., 0.], rtol=1e-16) + + var1 = multivariate_hypergeom.var(m=[1, 0, 0], n=2) + assert_equal(var1, [np.nan, np.nan, np.nan]) + + var2 = multivariate_hypergeom.var(m=[[1, 0, 0], [1, 0, 1]], n=2) + assert_allclose(var2, [[np.nan, np.nan, np.nan], [0., 0., 0.]], + rtol=1e-17) + + var3 = multivariate_hypergeom.var(m=np.array([], dtype=int), n=0) + assert_equal(var3, []) + assert_(var3.shape == (0, )) + + def test_cov_edge_cases(self): + cov0 = multivariate_hypergeom.cov(m=[1, 0, 0], n=1) + cov1 = [[0., 0., 0.], [0., 0., 0.], [0., 0., 0.]] + assert_allclose(cov0, cov1, rtol=1e-17) + + cov3 = multivariate_hypergeom.cov(m=[0, 0, 0], n=0) + cov4 = [[0., 0., 0.], [0., 0., 0.], [0., 0., 0.]] + assert_equal(cov3, cov4) + + cov5 = multivariate_hypergeom.cov(m=np.array([], dtype=int), n=0) + cov6 = np.array([], dtype=np.float64).reshape(0, 0) + assert_allclose(cov5, cov6, rtol=1e-17) + assert_(cov5.shape == (0, 0)) + + def test_frozen(self): + # The frozen distribution should agree with the regular one + np.random.seed(1234) + n = 12 + m = [7, 9, 11, 13] + x = [[0, 0, 0, 12], [0, 0, 1, 11], [0, 1, 1, 10], + [1, 1, 1, 9], [1, 1, 2, 8]] + x = np.asarray(x, dtype=int) + mhg_frozen = multivariate_hypergeom(m, n) + assert_allclose(mhg_frozen.pmf(x), + multivariate_hypergeom.pmf(x, m, n)) + assert_allclose(mhg_frozen.logpmf(x), + multivariate_hypergeom.logpmf(x, m, n)) + assert_allclose(mhg_frozen.var(), multivariate_hypergeom.var(m, n)) + assert_allclose(mhg_frozen.cov(), multivariate_hypergeom.cov(m, n)) + + def test_invalid_params(self): + assert_raises(ValueError, multivariate_hypergeom.pmf, 5, 10, 5) + assert_raises(ValueError, multivariate_hypergeom.pmf, 5, [10], 5) + assert_raises(ValueError, multivariate_hypergeom.pmf, [5, 4], [10], 5) + assert_raises(TypeError, multivariate_hypergeom.pmf, [5.5, 4.5], + [10, 15], 5) + assert_raises(TypeError, multivariate_hypergeom.pmf, [5, 4], + [10.5, 15.5], 5) + assert_raises(TypeError, multivariate_hypergeom.pmf, [5, 4], + [10, 15], 5.5) + + +class TestRandomTable: + def get_rng(self): + return np.random.default_rng(628174795866951638) + + def test_process_parameters(self): + message = "`row` must be one-dimensional" + with pytest.raises(ValueError, match=message): + random_table([[1, 2]], [1, 2]) + + message = "`col` must be one-dimensional" + with pytest.raises(ValueError, match=message): + random_table([1, 2], [[1, 2]]) + + message = "each element of `row` must be non-negative" + with pytest.raises(ValueError, match=message): + random_table([1, -1], [1, 2]) + + message = "each element of `col` must be non-negative" + with pytest.raises(ValueError, match=message): + random_table([1, 2], [1, -2]) + + message = "sums over `row` and `col` must be equal" + with pytest.raises(ValueError, match=message): + random_table([1, 2], [1, 0]) + + message = "each element of `row` must be an integer" + with pytest.raises(ValueError, match=message): + random_table([2.1, 2.1], [1, 1, 2]) + + message = "each element of `col` must be an integer" + with pytest.raises(ValueError, match=message): + random_table([1, 2], [1.1, 1.1, 1]) + + row = [1, 3] + col = [2, 1, 1] + r, c, n = random_table._process_parameters([1, 3], [2, 1, 1]) + assert_equal(row, r) + assert_equal(col, c) + assert n == np.sum(row) + + @pytest.mark.parametrize("scale,method", + ((1, "boyett"), (100, "patefield"))) + def test_process_rvs_method_on_None(self, scale, method): + row = np.array([1, 3]) * scale + col = np.array([2, 1, 1]) * scale + + ct = random_table + expected = ct.rvs(row, col, method=method, random_state=1) + got = ct.rvs(row, col, method=None, random_state=1) + + assert_equal(expected, got) + + def test_process_rvs_method_bad_argument(self): + row = [1, 3] + col = [2, 1, 1] + + # order of items in set is random, so cannot check that + message = "'foo' not recognized, must be one of" + with pytest.raises(ValueError, match=message): + random_table.rvs(row, col, method="foo") + + @pytest.mark.parametrize('frozen', (True, False)) + @pytest.mark.parametrize('log', (True, False)) + def test_pmf_logpmf(self, frozen, log): + # The pmf is tested through random sample generation + # with Boyett's algorithm, whose implementation is simple + # enough to verify manually for correctness. + rng = self.get_rng() + row = [2, 6] + col = [1, 3, 4] + rvs = random_table.rvs(row, col, size=1000, + method="boyett", random_state=rng) + + obj = random_table(row, col) if frozen else random_table + method = getattr(obj, "logpmf" if log else "pmf") + if not frozen: + original_method = method + + def method(x): + return original_method(x, row, col) + pmf = (lambda x: np.exp(method(x))) if log else method + + unique_rvs, counts = np.unique(rvs, axis=0, return_counts=True) + + # rough accuracy check + p = pmf(unique_rvs) + assert_allclose(p * len(rvs), counts, rtol=0.1) + + # accept any iterable + p2 = pmf(list(unique_rvs[0])) + assert_equal(p2, p[0]) + + # accept high-dimensional input and 2d input + rvs_nd = rvs.reshape((10, 100) + rvs.shape[1:]) + p = pmf(rvs_nd) + assert p.shape == (10, 100) + for i in range(p.shape[0]): + for j in range(p.shape[1]): + pij = p[i, j] + rvij = rvs_nd[i, j] + qij = pmf(rvij) + assert_equal(pij, qij) + + # probability is zero if column marginal does not match + x = [[0, 1, 1], [2, 1, 3]] + assert_equal(np.sum(x, axis=-1), row) + p = pmf(x) + assert p == 0 + + # probability is zero if row marginal does not match + x = [[0, 1, 2], [1, 2, 2]] + assert_equal(np.sum(x, axis=-2), col) + p = pmf(x) + assert p == 0 + + # response to invalid inputs + message = "`x` must be at least two-dimensional" + with pytest.raises(ValueError, match=message): + pmf([1]) + + message = "`x` must contain only integral values" + with pytest.raises(ValueError, match=message): + pmf([[1.1]]) + + message = "`x` must contain only integral values" + with pytest.raises(ValueError, match=message): + pmf([[np.nan]]) + + message = "`x` must contain only non-negative values" + with pytest.raises(ValueError, match=message): + pmf([[-1]]) + + message = "shape of `x` must agree with `row`" + with pytest.raises(ValueError, match=message): + pmf([[1, 2, 3]]) + + message = "shape of `x` must agree with `col`" + with pytest.raises(ValueError, match=message): + pmf([[1, 2], + [3, 4]]) + + @pytest.mark.parametrize("method", ("boyett", "patefield")) + def test_rvs_mean(self, method): + # test if `rvs` is unbiased and large sample size converges + # to the true mean. + rng = self.get_rng() + row = [2, 6] + col = [1, 3, 4] + rvs = random_table.rvs(row, col, size=1000, method=method, + random_state=rng) + mean = random_table.mean(row, col) + assert_equal(np.sum(mean), np.sum(row)) + assert_allclose(rvs.mean(0), mean, atol=0.05) + assert_equal(rvs.sum(axis=-1), np.broadcast_to(row, (1000, 2))) + assert_equal(rvs.sum(axis=-2), np.broadcast_to(col, (1000, 3))) + + def test_rvs_cov(self): + # test if `rvs` generated with patefield and boyett algorithms + # produce approximately the same covariance matrix + rng = self.get_rng() + row = [2, 6] + col = [1, 3, 4] + rvs1 = random_table.rvs(row, col, size=10000, method="boyett", + random_state=rng) + rvs2 = random_table.rvs(row, col, size=10000, method="patefield", + random_state=rng) + cov1 = np.var(rvs1, axis=0) + cov2 = np.var(rvs2, axis=0) + assert_allclose(cov1, cov2, atol=0.02) + + @pytest.mark.parametrize("method", ("boyett", "patefield")) + def test_rvs_size(self, method): + row = [2, 6] + col = [1, 3, 4] + + # test size `None` + rv = random_table.rvs(row, col, method=method, + random_state=self.get_rng()) + assert rv.shape == (2, 3) + + # test size 1 + rv2 = random_table.rvs(row, col, size=1, method=method, + random_state=self.get_rng()) + assert rv2.shape == (1, 2, 3) + assert_equal(rv, rv2[0]) + + # test size 0 + rv3 = random_table.rvs(row, col, size=0, method=method, + random_state=self.get_rng()) + assert rv3.shape == (0, 2, 3) + + # test other valid size + rv4 = random_table.rvs(row, col, size=20, method=method, + random_state=self.get_rng()) + assert rv4.shape == (20, 2, 3) + + rv5 = random_table.rvs(row, col, size=(4, 5), method=method, + random_state=self.get_rng()) + assert rv5.shape == (4, 5, 2, 3) + + assert_allclose(rv5.reshape(20, 2, 3), rv4, rtol=1e-15) + + # test invalid size + message = "`size` must be a non-negative integer or `None`" + with pytest.raises(ValueError, match=message): + random_table.rvs(row, col, size=-1, method=method, + random_state=self.get_rng()) + + with pytest.raises(ValueError, match=message): + random_table.rvs(row, col, size=np.nan, method=method, + random_state=self.get_rng()) + + @pytest.mark.parametrize("method", ("boyett", "patefield")) + def test_rvs_method(self, method): + # This test assumes that pmf is correct and checks that random samples + # follow this probability distribution. This seems like a circular + # argument, since pmf is checked in test_pmf_logpmf with random samples + # generated with the rvs method. This test is not redundant, because + # test_pmf_logpmf intentionally uses rvs generation with Boyett only, + # but here we test both Boyett and Patefield. + row = [2, 6] + col = [1, 3, 4] + + ct = random_table + rvs = ct.rvs(row, col, size=100000, method=method, + random_state=self.get_rng()) + + unique_rvs, counts = np.unique(rvs, axis=0, return_counts=True) + + # generated frequencies should match expected frequencies + p = ct.pmf(unique_rvs, row, col) + assert_allclose(p * len(rvs), counts, rtol=0.02) + + @pytest.mark.parametrize("method", ("boyett", "patefield")) + def test_rvs_with_zeros_in_col_row(self, method): + row = [0, 1, 0] + col = [1, 0, 0, 0] + d = random_table(row, col) + rv = d.rvs(1000, method=method, random_state=self.get_rng()) + expected = np.zeros((1000, len(row), len(col))) + expected[...] = [[0, 0, 0, 0], + [1, 0, 0, 0], + [0, 0, 0, 0]] + assert_equal(rv, expected) + + @pytest.mark.parametrize("method", (None, "boyett", "patefield")) + @pytest.mark.parametrize("col", ([], [0])) + @pytest.mark.parametrize("row", ([], [0])) + def test_rvs_with_edge_cases(self, method, row, col): + d = random_table(row, col) + rv = d.rvs(10, method=method, random_state=self.get_rng()) + expected = np.zeros((10, len(row), len(col))) + assert_equal(rv, expected) + + @pytest.mark.parametrize('v', (1, 2)) + def test_rvs_rcont(self, v): + # This test checks the internal low-level interface. + # It is implicitly also checked by the other test_rvs* calls. + import scipy.stats._rcont as _rcont + + row = np.array([1, 3], dtype=np.int64) + col = np.array([2, 1, 1], dtype=np.int64) + + rvs = getattr(_rcont, f"rvs_rcont{v}") + + ntot = np.sum(row) + result = rvs(row, col, ntot, 1, self.get_rng()) + + assert result.shape == (1, len(row), len(col)) + assert np.sum(result) == ntot + + def test_frozen(self): + row = [2, 6] + col = [1, 3, 4] + d = random_table(row, col, seed=self.get_rng()) + + sample = d.rvs() + + expected = random_table.mean(row, col) + assert_equal(expected, d.mean()) + + expected = random_table.pmf(sample, row, col) + assert_equal(expected, d.pmf(sample)) + + expected = random_table.logpmf(sample, row, col) + assert_equal(expected, d.logpmf(sample)) + + @pytest.mark.parametrize("method", ("boyett", "patefield")) + def test_rvs_frozen(self, method): + row = [2, 6] + col = [1, 3, 4] + d = random_table(row, col, seed=self.get_rng()) + + expected = random_table.rvs(row, col, size=10, method=method, + random_state=self.get_rng()) + got = d.rvs(size=10, method=method) + assert_equal(expected, got) + + +def check_pickling(distfn, args): + # check that a distribution instance pickles and unpickles + # pay special attention to the random_state property + + # save the random_state (restore later) + rndm = distfn.random_state + + distfn.random_state = 1234 + distfn.rvs(*args, size=8) + s = pickle.dumps(distfn) + r0 = distfn.rvs(*args, size=8) + + unpickled = pickle.loads(s) + r1 = unpickled.rvs(*args, size=8) + assert_equal(r0, r1) + + # restore the random_state + distfn.random_state = rndm + + +def test_random_state_property(): + scale = np.eye(3) + scale[0, 1] = 0.5 + scale[1, 0] = 0.5 + dists = [ + [multivariate_normal, ()], + [dirichlet, (np.array([1.]), )], + [wishart, (10, scale)], + [invwishart, (10, scale)], + [multinomial, (5, [0.5, 0.4, 0.1])], + [ortho_group, (2,)], + [special_ortho_group, (2,)] + ] + for distfn, args in dists: + check_random_state_property(distfn, args) + check_pickling(distfn, args) + + +class TestVonMises_Fisher: + @pytest.mark.parametrize("dim", [2, 3, 4, 6]) + @pytest.mark.parametrize("size", [None, 1, 5, (5, 4)]) + def test_samples(self, dim, size): + # test that samples have correct shape and norm 1 + rng = np.random.default_rng(2777937887058094419) + mu = np.full((dim, ), 1/np.sqrt(dim)) + vmf_dist = vonmises_fisher(mu, 1, seed=rng) + samples = vmf_dist.rvs(size) + mean, cov = np.zeros(dim), np.eye(dim) + expected_shape = rng.multivariate_normal(mean, cov, size=size).shape + assert samples.shape == expected_shape + norms = np.linalg.norm(samples, axis=-1) + assert_allclose(norms, 1.) + + @pytest.mark.parametrize("dim", [5, 8]) + @pytest.mark.parametrize("kappa", [1e15, 1e20, 1e30]) + def test_sampling_high_concentration(self, dim, kappa): + # test that no warnings are encountered for high values + rng = np.random.default_rng(2777937887058094419) + mu = np.full((dim, ), 1/np.sqrt(dim)) + vmf_dist = vonmises_fisher(mu, kappa, seed=rng) + vmf_dist.rvs(10) + + def test_two_dimensional_mu(self): + mu = np.ones((2, 2)) + msg = "'mu' must have one-dimensional shape." + with pytest.raises(ValueError, match=msg): + vonmises_fisher(mu, 1) + + def test_wrong_norm_mu(self): + mu = np.ones((2, )) + msg = "'mu' must be a unit vector of norm 1." + with pytest.raises(ValueError, match=msg): + vonmises_fisher(mu, 1) + + def test_one_entry_mu(self): + mu = np.ones((1, )) + msg = "'mu' must have at least two entries." + with pytest.raises(ValueError, match=msg): + vonmises_fisher(mu, 1) + + @pytest.mark.parametrize("kappa", [-1, (5, 3)]) + def test_kappa_validation(self, kappa): + msg = "'kappa' must be a positive scalar." + with pytest.raises(ValueError, match=msg): + vonmises_fisher([1, 0], kappa) + + @pytest.mark.parametrize("kappa", [0, 0.]) + def test_kappa_zero(self, kappa): + msg = ("For 'kappa=0' the von Mises-Fisher distribution " + "becomes the uniform distribution on the sphere " + "surface. Consider using 'scipy.stats.uniform_direction' " + "instead.") + with pytest.raises(ValueError, match=msg): + vonmises_fisher([1, 0], kappa) + + + @pytest.mark.parametrize("method", [vonmises_fisher.pdf, + vonmises_fisher.logpdf]) + def test_invalid_shapes_pdf_logpdf(self, method): + x = np.array([1., 0., 0]) + msg = ("The dimensionality of the last axis of 'x' must " + "match the dimensionality of the von Mises Fisher " + "distribution.") + with pytest.raises(ValueError, match=msg): + method(x, [1, 0], 1) + + @pytest.mark.parametrize("method", [vonmises_fisher.pdf, + vonmises_fisher.logpdf]) + def test_unnormalized_input(self, method): + x = np.array([0.5, 0.]) + msg = "'x' must be unit vectors of norm 1 along last dimension." + with pytest.raises(ValueError, match=msg): + method(x, [1, 0], 1) + + # Expected values of the vonmises-fisher logPDF were computed via mpmath + # from mpmath import mp + # import numpy as np + # mp.dps = 50 + # def logpdf_mpmath(x, mu, kappa): + # dim = mu.size + # halfdim = mp.mpf(0.5 * dim) + # kappa = mp.mpf(kappa) + # const = (kappa**(halfdim - mp.one)/((2*mp.pi)**halfdim * \ + # mp.besseli(halfdim -mp.one, kappa))) + # return float(const * mp.exp(kappa*mp.fdot(x, mu))) + + @pytest.mark.parametrize('x, mu, kappa, reference', + [(np.array([1., 0., 0.]), np.array([1., 0., 0.]), + 1e-4, 0.0795854295583605), + (np.array([1., 0., 0]), np.array([0., 0., 1.]), + 1e-4, 0.07957747141331854), + (np.array([1., 0., 0.]), np.array([1., 0., 0.]), + 100, 15.915494309189533), + (np.array([1., 0., 0]), np.array([0., 0., 1.]), + 100, 5.920684802611232e-43), + (np.array([1., 0., 0.]), + np.array([np.sqrt(0.98), np.sqrt(0.02), 0.]), + 2000, 5.930499050746588e-07), + (np.array([1., 0., 0]), np.array([1., 0., 0.]), + 2000, 318.3098861837907), + (np.array([1., 0., 0., 0., 0.]), + np.array([1., 0., 0., 0., 0.]), + 2000, 101371.86957712633), + (np.array([1., 0., 0., 0., 0.]), + np.array([np.sqrt(0.98), np.sqrt(0.02), 0., + 0, 0.]), + 2000, 0.00018886808182653578), + (np.array([1., 0., 0., 0., 0.]), + np.array([np.sqrt(0.8), np.sqrt(0.2), 0., + 0, 0.]), + 2000, 2.0255393314603194e-87)]) + def test_pdf_accuracy(self, x, mu, kappa, reference): + pdf = vonmises_fisher(mu, kappa).pdf(x) + assert_allclose(pdf, reference, rtol=1e-13) + + # Expected values of the vonmises-fisher logPDF were computed via mpmath + # from mpmath import mp + # import numpy as np + # mp.dps = 50 + # def logpdf_mpmath(x, mu, kappa): + # dim = mu.size + # halfdim = mp.mpf(0.5 * dim) + # kappa = mp.mpf(kappa) + # two = mp.mpf(2.) + # const = (kappa**(halfdim - mp.one)/((two*mp.pi)**halfdim * \ + # mp.besseli(halfdim - mp.one, kappa))) + # return float(mp.log(const * mp.exp(kappa*mp.fdot(x, mu)))) + + @pytest.mark.parametrize('x, mu, kappa, reference', + [(np.array([1., 0., 0.]), np.array([1., 0., 0.]), + 1e-4, -2.5309242486359573), + (np.array([1., 0., 0]), np.array([0., 0., 1.]), + 1e-4, -2.5310242486359575), + (np.array([1., 0., 0.]), np.array([1., 0., 0.]), + 100, 2.767293119578746), + (np.array([1., 0., 0]), np.array([0., 0., 1.]), + 100, -97.23270688042125), + (np.array([1., 0., 0.]), + np.array([np.sqrt(0.98), np.sqrt(0.02), 0.]), + 2000, -14.337987284534103), + (np.array([1., 0., 0]), np.array([1., 0., 0.]), + 2000, 5.763025393132737), + (np.array([1., 0., 0., 0., 0.]), + np.array([1., 0., 0., 0., 0.]), + 2000, 11.526550911307156), + (np.array([1., 0., 0., 0., 0.]), + np.array([np.sqrt(0.98), np.sqrt(0.02), 0., + 0, 0.]), + 2000, -8.574461766359684), + (np.array([1., 0., 0., 0., 0.]), + np.array([np.sqrt(0.8), np.sqrt(0.2), 0., + 0, 0.]), + 2000, -199.61906708886113)]) + def test_logpdf_accuracy(self, x, mu, kappa, reference): + logpdf = vonmises_fisher(mu, kappa).logpdf(x) + assert_allclose(logpdf, reference, rtol=1e-14) + + # Expected values of the vonmises-fisher entropy were computed via mpmath + # from mpmath import mp + # import numpy as np + # mp.dps = 50 + # def entropy_mpmath(dim, kappa): + # mu = np.full((dim, ), 1/np.sqrt(dim)) + # kappa = mp.mpf(kappa) + # halfdim = mp.mpf(0.5 * dim) + # logconstant = (mp.log(kappa**(halfdim - mp.one) + # /((2*mp.pi)**halfdim + # * mp.besseli(halfdim -mp.one, kappa))) + # return float(-logconstant - kappa * mp.besseli(halfdim, kappa)/ + # mp.besseli(halfdim -1, kappa)) + + @pytest.mark.parametrize('dim, kappa, reference', + [(3, 1e-4, 2.531024245302624), + (3, 100, -1.7672931195787458), + (5, 5000, -11.359032310024453), + (8, 1, 3.4189526482545527)]) + def test_entropy_accuracy(self, dim, kappa, reference): + mu = np.full((dim, ), 1/np.sqrt(dim)) + entropy = vonmises_fisher(mu, kappa).entropy() + assert_allclose(entropy, reference, rtol=2e-14) + + @pytest.mark.parametrize("method", [vonmises_fisher.pdf, + vonmises_fisher.logpdf]) + def test_broadcasting(self, method): + # test that pdf and logpdf values are correctly broadcasted + testshape = (2, 2) + rng = np.random.default_rng(2777937887058094419) + x = uniform_direction(3).rvs(testshape, random_state=rng) + mu = np.full((3, ), 1/np.sqrt(3)) + kappa = 5 + result_all = method(x, mu, kappa) + assert result_all.shape == testshape + for i in range(testshape[0]): + for j in range(testshape[1]): + current_val = method(x[i, j, :], mu, kappa) + assert_allclose(current_val, result_all[i, j], rtol=1e-15) + + def test_vs_vonmises_2d(self): + # test that in 2D, von Mises-Fisher yields the same results + # as the von Mises distribution + rng = np.random.default_rng(2777937887058094419) + mu = np.array([0, 1]) + mu_angle = np.arctan2(mu[1], mu[0]) + kappa = 20 + vmf = vonmises_fisher(mu, kappa) + vonmises_dist = vonmises(loc=mu_angle, kappa=kappa) + vectors = uniform_direction(2).rvs(10, random_state=rng) + angles = np.arctan2(vectors[:, 1], vectors[:, 0]) + assert_allclose(vonmises_dist.entropy(), vmf.entropy()) + assert_allclose(vonmises_dist.pdf(angles), vmf.pdf(vectors)) + assert_allclose(vonmises_dist.logpdf(angles), vmf.logpdf(vectors)) + + @pytest.mark.parametrize("dim", [2, 3, 6]) + @pytest.mark.parametrize("kappa, mu_tol, kappa_tol", + [(1, 5e-2, 5e-2), + (10, 1e-2, 1e-2), + (100, 5e-3, 2e-2), + (1000, 1e-3, 2e-2)]) + def test_fit_accuracy(self, dim, kappa, mu_tol, kappa_tol): + mu = np.full((dim, ), 1/np.sqrt(dim)) + vmf_dist = vonmises_fisher(mu, kappa) + rng = np.random.default_rng(2777937887058094419) + n_samples = 10000 + samples = vmf_dist.rvs(n_samples, random_state=rng) + mu_fit, kappa_fit = vonmises_fisher.fit(samples) + angular_error = np.arccos(mu.dot(mu_fit)) + assert_allclose(angular_error, 0., atol=mu_tol, rtol=0) + assert_allclose(kappa, kappa_fit, rtol=kappa_tol) + + def test_fit_error_one_dimensional_data(self): + x = np.zeros((3, )) + msg = "'x' must be two dimensional." + with pytest.raises(ValueError, match=msg): + vonmises_fisher.fit(x) + + def test_fit_error_unnormalized_data(self): + x = np.ones((3, 3)) + msg = "'x' must be unit vectors of norm 1 along last dimension." + with pytest.raises(ValueError, match=msg): + vonmises_fisher.fit(x) + + def test_frozen_distribution(self): + mu = np.array([0, 0, 1]) + kappa = 5 + frozen = vonmises_fisher(mu, kappa) + frozen_seed = vonmises_fisher(mu, kappa, seed=514) + + rvs1 = frozen.rvs(random_state=514) + rvs2 = vonmises_fisher.rvs(mu, kappa, random_state=514) + rvs3 = frozen_seed.rvs() + + assert_equal(rvs1, rvs2) + assert_equal(rvs1, rvs3) + + +class TestDirichletMultinomial: + @classmethod + def get_params(self, m): + rng = np.random.default_rng(28469824356873456) + alpha = rng.uniform(0, 100, size=2) + x = rng.integers(1, 20, size=(m, 2)) + n = x.sum(axis=-1) + return rng, m, alpha, n, x + + def test_frozen(self): + rng = np.random.default_rng(28469824356873456) + + alpha = rng.uniform(0, 100, 10) + x = rng.integers(0, 10, 10) + n = np.sum(x, axis=-1) + + d = dirichlet_multinomial(alpha, n) + assert_equal(d.logpmf(x), dirichlet_multinomial.logpmf(x, alpha, n)) + assert_equal(d.pmf(x), dirichlet_multinomial.pmf(x, alpha, n)) + assert_equal(d.mean(), dirichlet_multinomial.mean(alpha, n)) + assert_equal(d.var(), dirichlet_multinomial.var(alpha, n)) + assert_equal(d.cov(), dirichlet_multinomial.cov(alpha, n)) + + def test_pmf_logpmf_against_R(self): + # # Compare PMF against R's extraDistr ddirmnon + # # library(extraDistr) + # # options(digits=16) + # ddirmnom(c(1, 2, 3), 6, c(3, 4, 5)) + x = np.array([1, 2, 3]) + n = np.sum(x) + alpha = np.array([3, 4, 5]) + res = dirichlet_multinomial.pmf(x, alpha, n) + logres = dirichlet_multinomial.logpmf(x, alpha, n) + ref = 0.08484162895927638 + assert_allclose(res, ref) + assert_allclose(logres, np.log(ref)) + assert res.shape == logres.shape == () + + # library(extraDistr) + # options(digits=16) + # ddirmnom(c(4, 3, 2, 0, 2, 3, 5, 7, 4, 7), 37, + # c(45.01025314, 21.98739582, 15.14851365, 80.21588671, + # 52.84935481, 25.20905262, 53.85373737, 4.88568118, + # 89.06440654, 20.11359466)) + rng = np.random.default_rng(28469824356873456) + alpha = rng.uniform(0, 100, 10) + x = rng.integers(0, 10, 10) + n = np.sum(x, axis=-1) + res = dirichlet_multinomial(alpha, n).pmf(x) + logres = dirichlet_multinomial.logpmf(x, alpha, n) + ref = 3.65409306285992e-16 + assert_allclose(res, ref) + assert_allclose(logres, np.log(ref)) + + def test_pmf_logpmf_support(self): + # when the sum of the category counts does not equal the number of + # trials, the PMF is zero + rng, m, alpha, n, x = self.get_params(1) + n += 1 + assert_equal(dirichlet_multinomial(alpha, n).pmf(x), 0) + assert_equal(dirichlet_multinomial(alpha, n).logpmf(x), -np.inf) + + rng, m, alpha, n, x = self.get_params(10) + i = rng.random(size=10) > 0.5 + x[i] = np.round(x[i] * 2) # sum of these x does not equal n + assert_equal(dirichlet_multinomial(alpha, n).pmf(x)[i], 0) + assert_equal(dirichlet_multinomial(alpha, n).logpmf(x)[i], -np.inf) + assert np.all(dirichlet_multinomial(alpha, n).pmf(x)[~i] > 0) + assert np.all(dirichlet_multinomial(alpha, n).logpmf(x)[~i] > -np.inf) + + def test_dimensionality_one(self): + # if the dimensionality is one, there is only one possible outcome + n = 6 # number of trials + alpha = [10] # concentration parameters + x = np.asarray([n]) # counts + dist = dirichlet_multinomial(alpha, n) + + assert_equal(dist.pmf(x), 1) + assert_equal(dist.pmf(x+1), 0) + assert_equal(dist.logpmf(x), 0) + assert_equal(dist.logpmf(x+1), -np.inf) + assert_equal(dist.mean(), n) + assert_equal(dist.var(), 0) + assert_equal(dist.cov(), 0) + + @pytest.mark.parametrize('method_name', ['pmf', 'logpmf']) + def test_against_betabinom_pmf(self, method_name): + rng, m, alpha, n, x = self.get_params(100) + + method = getattr(dirichlet_multinomial(alpha, n), method_name) + ref_method = getattr(stats.betabinom(n, *alpha.T), method_name) + + res = method(x) + ref = ref_method(x.T[0]) + assert_allclose(res, ref) + + @pytest.mark.parametrize('method_name', ['mean', 'var']) + def test_against_betabinom_moments(self, method_name): + rng, m, alpha, n, x = self.get_params(100) + + method = getattr(dirichlet_multinomial(alpha, n), method_name) + ref_method = getattr(stats.betabinom(n, *alpha.T), method_name) + + res = method()[:, 0] + ref = ref_method() + assert_allclose(res, ref) + + def test_moments(self): + message = 'Needs NumPy 1.22.0 for multinomial broadcasting' + if Version(np.__version__) < Version("1.22.0"): + pytest.skip(reason=message) + + rng = np.random.default_rng(28469824356873456) + dim = 5 + n = rng.integers(1, 100) + alpha = rng.random(size=dim) * 10 + dist = dirichlet_multinomial(alpha, n) + + # Generate a random sample from the distribution using NumPy + m = 100000 + p = rng.dirichlet(alpha, size=m) + x = rng.multinomial(n, p, size=m) + + assert_allclose(dist.mean(), np.mean(x, axis=0), rtol=5e-3) + assert_allclose(dist.var(), np.var(x, axis=0), rtol=1e-2) + assert dist.mean().shape == dist.var().shape == (dim,) + + cov = dist.cov() + assert cov.shape == (dim, dim) + assert_allclose(cov, np.cov(x.T), rtol=2e-2) + assert_equal(np.diag(cov), dist.var()) + assert np.all(scipy.linalg.eigh(cov)[0] > 0) # positive definite + + def test_input_validation(self): + # valid inputs + x0 = np.array([1, 2, 3]) + n0 = np.sum(x0) + alpha0 = np.array([3, 4, 5]) + + text = "`x` must contain only non-negative integers." + with assert_raises(ValueError, match=text): + dirichlet_multinomial.logpmf([1, -1, 3], alpha0, n0) + with assert_raises(ValueError, match=text): + dirichlet_multinomial.logpmf([1, 2.1, 3], alpha0, n0) + + text = "`alpha` must contain only positive values." + with assert_raises(ValueError, match=text): + dirichlet_multinomial.logpmf(x0, [3, 0, 4], n0) + with assert_raises(ValueError, match=text): + dirichlet_multinomial.logpmf(x0, [3, -1, 4], n0) + + text = "`n` must be a positive integer." + with assert_raises(ValueError, match=text): + dirichlet_multinomial.logpmf(x0, alpha0, 49.1) + with assert_raises(ValueError, match=text): + dirichlet_multinomial.logpmf(x0, alpha0, 0) + + x = np.array([1, 2, 3, 4]) + alpha = np.array([3, 4, 5]) + text = "`x` and `alpha` must be broadcastable." + with assert_raises(ValueError, match=text): + dirichlet_multinomial.logpmf(x, alpha, x.sum()) + + @pytest.mark.parametrize('method', ['pmf', 'logpmf']) + def test_broadcasting_pmf(self, method): + alpha = np.array([[3, 4, 5], [4, 5, 6], [5, 5, 7], [8, 9, 10]]) + n = np.array([[6], [7], [8]]) + x = np.array([[1, 2, 3], [2, 2, 3]]).reshape((2, 1, 1, 3)) + method = getattr(dirichlet_multinomial, method) + res = method(x, alpha, n) + assert res.shape == (2, 3, 4) + for i in range(len(x)): + for j in range(len(n)): + for k in range(len(alpha)): + res_ijk = res[i, j, k] + ref = method(x[i].squeeze(), alpha[k].squeeze(), n[j].squeeze()) + assert_allclose(res_ijk, ref) + + @pytest.mark.parametrize('method_name', ['mean', 'var', 'cov']) + def test_broadcasting_moments(self, method_name): + alpha = np.array([[3, 4, 5], [4, 5, 6], [5, 5, 7], [8, 9, 10]]) + n = np.array([[6], [7], [8]]) + method = getattr(dirichlet_multinomial, method_name) + res = method(alpha, n) + assert res.shape == (3, 4, 3) if method_name != 'cov' else (3, 4, 3, 3) + for j in range(len(n)): + for k in range(len(alpha)): + res_ijk = res[j, k] + ref = method(alpha[k].squeeze(), n[j].squeeze()) + assert_allclose(res_ijk, ref) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_odds_ratio.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_odds_ratio.py new file mode 100644 index 0000000000000000000000000000000000000000..ffb38a05c8df2e0bd4d7336ef344aa2f73bd0d6c --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_odds_ratio.py @@ -0,0 +1,147 @@ +import pytest +import numpy as np +from numpy.testing import assert_equal, assert_allclose +from .._discrete_distns import nchypergeom_fisher, hypergeom +from scipy.stats._odds_ratio import odds_ratio +from .data.fisher_exact_results_from_r import data + + +class TestOddsRatio: + + @pytest.mark.parametrize('parameters, rresult', data) + def test_results_from_r(self, parameters, rresult): + alternative = parameters.alternative.replace('.', '-') + result = odds_ratio(parameters.table) + # The results computed by R are not very accurate. + if result.statistic < 400: + or_rtol = 5e-4 + ci_rtol = 2e-2 + else: + or_rtol = 5e-2 + ci_rtol = 1e-1 + assert_allclose(result.statistic, + rresult.conditional_odds_ratio, rtol=or_rtol) + ci = result.confidence_interval(parameters.confidence_level, + alternative) + assert_allclose((ci.low, ci.high), rresult.conditional_odds_ratio_ci, + rtol=ci_rtol) + + # Also do a self-check for the conditional odds ratio. + # With the computed conditional odds ratio as the noncentrality + # parameter of the noncentral hypergeometric distribution with + # parameters table.sum(), table[0].sum(), and table[:,0].sum() as + # total, ngood and nsample, respectively, the mean of the distribution + # should equal table[0, 0]. + cor = result.statistic + table = np.array(parameters.table) + total = table.sum() + ngood = table[0].sum() + nsample = table[:, 0].sum() + # nchypergeom_fisher does not allow the edge cases where the + # noncentrality parameter is 0 or inf, so handle those values + # separately here. + if cor == 0: + nchg_mean = hypergeom.support(total, ngood, nsample)[0] + elif cor == np.inf: + nchg_mean = hypergeom.support(total, ngood, nsample)[1] + else: + nchg_mean = nchypergeom_fisher.mean(total, ngood, nsample, cor) + assert_allclose(nchg_mean, table[0, 0], rtol=1e-13) + + # Check that the confidence interval is correct. + alpha = 1 - parameters.confidence_level + if alternative == 'two-sided': + if ci.low > 0: + sf = nchypergeom_fisher.sf(table[0, 0] - 1, + total, ngood, nsample, ci.low) + assert_allclose(sf, alpha/2, rtol=1e-11) + if np.isfinite(ci.high): + cdf = nchypergeom_fisher.cdf(table[0, 0], + total, ngood, nsample, ci.high) + assert_allclose(cdf, alpha/2, rtol=1e-11) + elif alternative == 'less': + if np.isfinite(ci.high): + cdf = nchypergeom_fisher.cdf(table[0, 0], + total, ngood, nsample, ci.high) + assert_allclose(cdf, alpha, rtol=1e-11) + else: + # alternative == 'greater' + if ci.low > 0: + sf = nchypergeom_fisher.sf(table[0, 0] - 1, + total, ngood, nsample, ci.low) + assert_allclose(sf, alpha, rtol=1e-11) + + @pytest.mark.parametrize('table', [ + [[0, 0], [5, 10]], + [[5, 10], [0, 0]], + [[0, 5], [0, 10]], + [[5, 0], [10, 0]], + ]) + def test_row_or_col_zero(self, table): + result = odds_ratio(table) + assert_equal(result.statistic, np.nan) + ci = result.confidence_interval() + assert_equal((ci.low, ci.high), (0, np.inf)) + + @pytest.mark.parametrize("case", + [[0.95, 'two-sided', 0.4879913, 2.635883], + [0.90, 'two-sided', 0.5588516, 2.301663]]) + def test_sample_odds_ratio_ci(self, case): + # Compare the sample odds ratio confidence interval to the R function + # oddsratio.wald from the epitools package, e.g. + # > library(epitools) + # > table = matrix(c(10, 20, 41, 93), nrow=2, ncol=2, byrow=TRUE) + # > result = oddsratio.wald(table) + # > result$measure + # odds ratio with 95% C.I. + # Predictor estimate lower upper + # Exposed1 1.000000 NA NA + # Exposed2 1.134146 0.4879913 2.635883 + + confidence_level, alternative, ref_low, ref_high = case + table = [[10, 20], [41, 93]] + result = odds_ratio(table, kind='sample') + assert_allclose(result.statistic, 1.134146, rtol=1e-6) + ci = result.confidence_interval(confidence_level, alternative) + assert_allclose([ci.low, ci.high], [ref_low, ref_high], rtol=1e-6) + + @pytest.mark.parametrize('alternative', ['less', 'greater', 'two-sided']) + def test_sample_odds_ratio_one_sided_ci(self, alternative): + # can't find a good reference for one-sided CI, so bump up the sample + # size and compare against the conditional odds ratio CI + table = [[1000, 2000], [4100, 9300]] + res = odds_ratio(table, kind='sample') + ref = odds_ratio(table, kind='conditional') + assert_allclose(res.statistic, ref.statistic, atol=1e-5) + assert_allclose(res.confidence_interval(alternative=alternative), + ref.confidence_interval(alternative=alternative), + atol=2e-3) + + @pytest.mark.parametrize('kind', ['sample', 'conditional']) + @pytest.mark.parametrize('bad_table', [123, "foo", [10, 11, 12]]) + def test_invalid_table_shape(self, kind, bad_table): + with pytest.raises(ValueError, match="Invalid shape"): + odds_ratio(bad_table, kind=kind) + + def test_invalid_table_type(self): + with pytest.raises(ValueError, match='must be an array of integers'): + odds_ratio([[1.0, 3.4], [5.0, 9.9]]) + + def test_negative_table_values(self): + with pytest.raises(ValueError, match='must be nonnegative'): + odds_ratio([[1, 2], [3, -4]]) + + def test_invalid_kind(self): + with pytest.raises(ValueError, match='`kind` must be'): + odds_ratio([[10, 20], [30, 14]], kind='magnetoreluctance') + + def test_invalid_alternative(self): + result = odds_ratio([[5, 10], [2, 32]]) + with pytest.raises(ValueError, match='`alternative` must be'): + result.confidence_interval(alternative='depleneration') + + @pytest.mark.parametrize('level', [-0.5, 1.5]) + def test_invalid_confidence_level(self, level): + result = odds_ratio([[5, 10], [2, 32]]) + with pytest.raises(ValueError, match='must be between 0 and 1'): + result.confidence_interval(confidence_level=level) diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_qmc.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_qmc.py new file mode 100644 index 0000000000000000000000000000000000000000..968e45c8196671470dd69271cf6cbac206b24f40 --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_qmc.py @@ -0,0 +1,1410 @@ +import os +from collections import Counter +from itertools import combinations, product + +import pytest +import numpy as np +from numpy.testing import assert_allclose, assert_equal, assert_array_equal + +from scipy.spatial import distance +from scipy.stats import shapiro +from scipy.stats._sobol import _test_find_index +from scipy.stats import qmc +from scipy.stats._qmc import ( + van_der_corput, n_primes, primes_from_2_to, + update_discrepancy, QMCEngine, _l1_norm, + _perturb_discrepancy, _lloyd_centroidal_voronoi_tessellation +) + + +class TestUtils: + def test_scale(self): + # 1d scalar + space = [[0], [1], [0.5]] + out = [[-2], [6], [2]] + scaled_space = qmc.scale(space, l_bounds=-2, u_bounds=6) + + assert_allclose(scaled_space, out) + + # 2d space + space = [[0, 0], [1, 1], [0.5, 0.5]] + bounds = np.array([[-2, 0], [6, 5]]) + out = [[-2, 0], [6, 5], [2, 2.5]] + + scaled_space = qmc.scale(space, l_bounds=bounds[0], u_bounds=bounds[1]) + + assert_allclose(scaled_space, out) + + scaled_back_space = qmc.scale(scaled_space, l_bounds=bounds[0], + u_bounds=bounds[1], reverse=True) + assert_allclose(scaled_back_space, space) + + # broadcast + space = [[0, 0, 0], [1, 1, 1], [0.5, 0.5, 0.5]] + l_bounds, u_bounds = 0, [6, 5, 3] + out = [[0, 0, 0], [6, 5, 3], [3, 2.5, 1.5]] + + scaled_space = qmc.scale(space, l_bounds=l_bounds, u_bounds=u_bounds) + + assert_allclose(scaled_space, out) + + def test_scale_random(self): + rng = np.random.default_rng(317589836511269190194010915937762468165) + sample = rng.random((30, 10)) + a = -rng.random(10) * 10 + b = rng.random(10) * 10 + scaled = qmc.scale(sample, a, b, reverse=False) + unscaled = qmc.scale(scaled, a, b, reverse=True) + assert_allclose(unscaled, sample) + + def test_scale_errors(self): + with pytest.raises(ValueError, match=r"Sample is not a 2D array"): + space = [0, 1, 0.5] + qmc.scale(space, l_bounds=-2, u_bounds=6) + + with pytest.raises(ValueError, match=r"Bounds are not consistent"): + space = [[0, 0], [1, 1], [0.5, 0.5]] + bounds = np.array([[-2, 6], [6, 5]]) + qmc.scale(space, l_bounds=bounds[0], u_bounds=bounds[1]) + + with pytest.raises(ValueError, match=r"'l_bounds' and 'u_bounds'" + r" must be broadcastable"): + space = [[0, 0], [1, 1], [0.5, 0.5]] + l_bounds, u_bounds = [-2, 0, 2], [6, 5] + qmc.scale(space, l_bounds=l_bounds, u_bounds=u_bounds) + + with pytest.raises(ValueError, match=r"'l_bounds' and 'u_bounds'" + r" must be broadcastable"): + space = [[0, 0], [1, 1], [0.5, 0.5]] + bounds = np.array([[-2, 0, 2], [6, 5, 5]]) + qmc.scale(space, l_bounds=bounds[0], u_bounds=bounds[1]) + + with pytest.raises(ValueError, match=r"Sample is not in unit " + r"hypercube"): + space = [[0, 0], [1, 1.5], [0.5, 0.5]] + bounds = np.array([[-2, 0], [6, 5]]) + qmc.scale(space, l_bounds=bounds[0], u_bounds=bounds[1]) + + with pytest.raises(ValueError, match=r"Sample is out of bounds"): + out = [[-2, 0], [6, 5], [8, 2.5]] + bounds = np.array([[-2, 0], [6, 5]]) + qmc.scale(out, l_bounds=bounds[0], u_bounds=bounds[1], + reverse=True) + + def test_discrepancy(self): + space_1 = np.array([[1, 3], [2, 6], [3, 2], [4, 5], [5, 1], [6, 4]]) + space_1 = (2.0 * space_1 - 1.0) / (2.0 * 6.0) + space_2 = np.array([[1, 5], [2, 4], [3, 3], [4, 2], [5, 1], [6, 6]]) + space_2 = (2.0 * space_2 - 1.0) / (2.0 * 6.0) + + # From Fang et al. Design and modeling for computer experiments, 2006 + assert_allclose(qmc.discrepancy(space_1), 0.0081, atol=1e-4) + assert_allclose(qmc.discrepancy(space_2), 0.0105, atol=1e-4) + + # From Zhou Y.-D. et al. Mixture discrepancy for quasi-random point + # sets. Journal of Complexity, 29 (3-4), pp. 283-301, 2013. + # Example 4 on Page 298 + sample = np.array([[2, 1, 1, 2, 2, 2], + [1, 2, 2, 2, 2, 2], + [2, 1, 1, 1, 1, 1], + [1, 1, 1, 1, 2, 2], + [1, 2, 2, 2, 1, 1], + [2, 2, 2, 2, 1, 1], + [2, 2, 2, 1, 2, 2]]) + sample = (2.0 * sample - 1.0) / (2.0 * 2.0) + + assert_allclose(qmc.discrepancy(sample, method='MD'), 2.5000, + atol=1e-4) + assert_allclose(qmc.discrepancy(sample, method='WD'), 1.3680, + atol=1e-4) + assert_allclose(qmc.discrepancy(sample, method='CD'), 0.3172, + atol=1e-4) + + # From Tim P. et al. Minimizing the L2 and Linf star discrepancies + # of a single point in the unit hypercube. JCAM, 2005 + # Table 1 on Page 283 + for dim in [2, 4, 8, 16, 32, 64]: + ref = np.sqrt(3**(-dim)) + assert_allclose(qmc.discrepancy(np.array([[1]*dim]), + method='L2-star'), ref) + + def test_discrepancy_errors(self): + sample = np.array([[1, 3], [2, 6], [3, 2], [4, 5], [5, 1], [6, 4]]) + + with pytest.raises( + ValueError, match=r"Sample is not in unit hypercube" + ): + qmc.discrepancy(sample) + + with pytest.raises(ValueError, match=r"Sample is not a 2D array"): + qmc.discrepancy([1, 3]) + + sample = [[0, 0], [1, 1], [0.5, 0.5]] + with pytest.raises(ValueError, match=r"'toto' is not a valid ..."): + qmc.discrepancy(sample, method="toto") + + def test_discrepancy_parallel(self, monkeypatch): + sample = np.array([[2, 1, 1, 2, 2, 2], + [1, 2, 2, 2, 2, 2], + [2, 1, 1, 1, 1, 1], + [1, 1, 1, 1, 2, 2], + [1, 2, 2, 2, 1, 1], + [2, 2, 2, 2, 1, 1], + [2, 2, 2, 1, 2, 2]]) + sample = (2.0 * sample - 1.0) / (2.0 * 2.0) + + assert_allclose(qmc.discrepancy(sample, method='MD', workers=8), + 2.5000, + atol=1e-4) + assert_allclose(qmc.discrepancy(sample, method='WD', workers=8), + 1.3680, + atol=1e-4) + assert_allclose(qmc.discrepancy(sample, method='CD', workers=8), + 0.3172, + atol=1e-4) + + # From Tim P. et al. Minimizing the L2 and Linf star discrepancies + # of a single point in the unit hypercube. JCAM, 2005 + # Table 1 on Page 283 + for dim in [2, 4, 8, 16, 32, 64]: + ref = np.sqrt(3 ** (-dim)) + assert_allclose(qmc.discrepancy(np.array([[1] * dim]), + method='L2-star', workers=-1), ref) + + monkeypatch.setattr(os, 'cpu_count', lambda: None) + with pytest.raises(NotImplementedError, match="Cannot determine the"): + qmc.discrepancy(sample, workers=-1) + + with pytest.raises(ValueError, match="Invalid number of workers..."): + qmc.discrepancy(sample, workers=-2) + + def test_geometric_discrepancy_errors(self): + sample = np.array([[1, 3], [2, 6], [3, 2], [4, 5], [5, 1], [6, 4]]) + + with pytest.raises(ValueError, match=r"Sample is not in unit hypercube"): + qmc.geometric_discrepancy(sample) + + with pytest.raises(ValueError, match=r"Sample is not a 2D array"): + qmc.geometric_discrepancy([1, 3]) + + sample = [[0, 0], [1, 1], [0.5, 0.5]] + with pytest.raises(ValueError, match=r"'toto' is not a valid ..."): + qmc.geometric_discrepancy(sample, method="toto") + + sample = np.array([[0, 0], [0, 0], [0, 1]]) + with pytest.warns(UserWarning, match="Sample contains duplicate points."): + qmc.geometric_discrepancy(sample) + + sample = np.array([[0.5, 0.5]]) + with pytest.raises(ValueError, match="Sample must contain at least two points"): + qmc.geometric_discrepancy(sample) + + def test_geometric_discrepancy(self): + sample = np.array([[0, 0], [1, 1]]) + assert_allclose(qmc.geometric_discrepancy(sample), np.sqrt(2)) + assert_allclose(qmc.geometric_discrepancy(sample, method="mst"), np.sqrt(2)) + + sample = np.array([[0, 0], [0, 1], [0.5, 1]]) + assert_allclose(qmc.geometric_discrepancy(sample), 0.5) + assert_allclose(qmc.geometric_discrepancy(sample, method="mst"), 0.75) + + sample = np.array([[0, 0], [0.25, 0.25], [1, 1]]) + assert_allclose(qmc.geometric_discrepancy(sample), np.sqrt(2) / 4) + assert_allclose(qmc.geometric_discrepancy(sample, method="mst"), np.sqrt(2) / 2) + assert_allclose(qmc.geometric_discrepancy(sample, metric="chebyshev"), 0.25) + assert_allclose( + qmc.geometric_discrepancy(sample, method="mst", metric="chebyshev"), 0.5 + ) + + rng = np.random.default_rng(191468432622931918890291693003068437394) + sample = qmc.LatinHypercube(d=3, seed=rng).random(50) + assert_allclose(qmc.geometric_discrepancy(sample), 0.05106012076093356) + assert_allclose( + qmc.geometric_discrepancy(sample, method='mst'), 0.19704396643366182 + ) + + @pytest.mark.xfail( + reason="minimum_spanning_tree ignores zero distances (#18892)", + strict=True, + ) + def test_geometric_discrepancy_mst_with_zero_distances(self): + sample = np.array([[0, 0], [0, 0], [0, 1]]) + assert_allclose(qmc.geometric_discrepancy(sample, method='mst'), 0.5) + + def test_update_discrepancy(self): + # From Fang et al. Design and modeling for computer experiments, 2006 + space_1 = np.array([[1, 3], [2, 6], [3, 2], [4, 5], [5, 1], [6, 4]]) + space_1 = (2.0 * space_1 - 1.0) / (2.0 * 6.0) + + disc_init = qmc.discrepancy(space_1[:-1], iterative=True) + disc_iter = update_discrepancy(space_1[-1], space_1[:-1], disc_init) + + assert_allclose(disc_iter, 0.0081, atol=1e-4) + + # n QMCEngine: + if self.can_scramble: + return self.qmce(scramble=scramble, seed=seed, **kwargs) + else: + if scramble: + pytest.skip() + else: + return self.qmce(seed=seed, **kwargs) + + def reference(self, scramble: bool) -> np.ndarray: + return self.scramble_nd if scramble else self.unscramble_nd + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + def test_0dim(self, scramble): + engine = self.engine(d=0, scramble=scramble) + sample = engine.random(4) + assert_array_equal(np.empty((4, 0)), sample) + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + def test_0sample(self, scramble): + engine = self.engine(d=2, scramble=scramble) + sample = engine.random(0) + assert_array_equal(np.empty((0, 2)), sample) + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + def test_1sample(self, scramble): + engine = self.engine(d=2, scramble=scramble) + sample = engine.random(1) + assert (1, 2) == sample.shape + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + def test_bounds(self, scramble): + engine = self.engine(d=100, scramble=scramble) + sample = engine.random(512) + assert np.all(sample >= 0) + assert np.all(sample <= 1) + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + def test_sample(self, scramble): + ref_sample = self.reference(scramble=scramble) + engine = self.engine(d=2, scramble=scramble) + sample = engine.random(n=len(ref_sample)) + + assert_allclose(sample, ref_sample, atol=1e-1) + assert engine.num_generated == len(ref_sample) + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + def test_continuing(self, scramble): + engine = self.engine(d=2, scramble=scramble) + ref_sample = engine.random(n=8) + + engine = self.engine(d=2, scramble=scramble) + + n_half = len(ref_sample) // 2 + + _ = engine.random(n=n_half) + sample = engine.random(n=n_half) + assert_allclose(sample, ref_sample[n_half:], atol=1e-1) + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + @pytest.mark.parametrize( + "seed", + ( + 170382760648021597650530316304495310428, + np.random.default_rng(170382760648021597650530316304495310428), + None, + ), + ) + def test_reset(self, scramble, seed): + engine = self.engine(d=2, scramble=scramble, seed=seed) + ref_sample = engine.random(n=8) + + engine.reset() + assert engine.num_generated == 0 + + sample = engine.random(n=8) + assert_allclose(sample, ref_sample) + + @pytest.mark.parametrize("scramble", scramble, ids=ids) + def test_fast_forward(self, scramble): + engine = self.engine(d=2, scramble=scramble) + ref_sample = engine.random(n=8) + + engine = self.engine(d=2, scramble=scramble) + + engine.fast_forward(4) + sample = engine.random(n=4) + + assert_allclose(sample, ref_sample[4:], atol=1e-1) + + # alternate fast forwarding with sampling + engine.reset() + even_draws = [] + for i in range(8): + if i % 2 == 0: + even_draws.append(engine.random()) + else: + engine.fast_forward(1) + assert_allclose( + ref_sample[[i for i in range(8) if i % 2 == 0]], + np.concatenate(even_draws), + atol=1e-5 + ) + + @pytest.mark.parametrize("scramble", [True]) + def test_distribution(self, scramble): + d = 50 + engine = self.engine(d=d, scramble=scramble) + sample = engine.random(1024) + assert_allclose( + np.mean(sample, axis=0), np.repeat(0.5, d), atol=1e-2 + ) + assert_allclose( + np.percentile(sample, 25, axis=0), np.repeat(0.25, d), atol=1e-2 + ) + assert_allclose( + np.percentile(sample, 75, axis=0), np.repeat(0.75, d), atol=1e-2 + ) + + def test_raises_optimizer(self): + message = r"'toto' is not a valid optimization method" + with pytest.raises(ValueError, match=message): + self.engine(d=1, scramble=False, optimization="toto") + + @pytest.mark.parametrize( + "optimization,metric", + [ + ("random-CD", qmc.discrepancy), + ("lloyd", lambda sample: -_l1_norm(sample))] + ) + def test_optimizers(self, optimization, metric): + engine = self.engine(d=2, scramble=False) + sample_ref = engine.random(n=64) + metric_ref = metric(sample_ref) + + optimal_ = self.engine(d=2, scramble=False, optimization=optimization) + sample_ = optimal_.random(n=64) + metric_ = metric(sample_) + + assert metric_ < metric_ref + + def test_consume_prng_state(self): + rng = np.random.default_rng(0xa29cabb11cfdf44ff6cac8bec254c2a0) + sample = [] + for i in range(3): + engine = self.engine(d=2, scramble=True, seed=rng) + sample.append(engine.random(4)) + + with pytest.raises(AssertionError, match="Arrays are not equal"): + assert_equal(sample[0], sample[1]) + with pytest.raises(AssertionError, match="Arrays are not equal"): + assert_equal(sample[0], sample[2]) + + +class TestHalton(QMCEngineTests): + qmce = qmc.Halton + can_scramble = True + # theoretical values known from Van der Corput + unscramble_nd = np.array([[0, 0], [1 / 2, 1 / 3], + [1 / 4, 2 / 3], [3 / 4, 1 / 9], + [1 / 8, 4 / 9], [5 / 8, 7 / 9], + [3 / 8, 2 / 9], [7 / 8, 5 / 9]]) + # theoretical values unknown: convergence properties checked + scramble_nd = np.array([[0.50246036, 0.93382481], + [0.00246036, 0.26715815], + [0.75246036, 0.60049148], + [0.25246036, 0.8227137 ], + [0.62746036, 0.15604704], + [0.12746036, 0.48938037], + [0.87746036, 0.71160259], + [0.37746036, 0.04493592]]) + + def test_workers(self): + ref_sample = self.reference(scramble=True) + engine = self.engine(d=2, scramble=True) + sample = engine.random(n=len(ref_sample), workers=8) + + assert_allclose(sample, ref_sample, atol=1e-3) + + # worker + integers + engine.reset() + ref_sample = engine.integers(10) + engine.reset() + sample = engine.integers(10, workers=8) + assert_equal(sample, ref_sample) + + +class TestLHS(QMCEngineTests): + qmce = qmc.LatinHypercube + can_scramble = True + + def test_continuing(self, *args): + pytest.skip("Not applicable: not a sequence.") + + def test_fast_forward(self, *args): + pytest.skip("Not applicable: not a sequence.") + + def test_sample(self, *args): + pytest.skip("Not applicable: the value of reference sample is" + " implementation dependent.") + + @pytest.mark.parametrize("strength", [1, 2]) + @pytest.mark.parametrize("scramble", [False, True]) + @pytest.mark.parametrize("optimization", [None, "random-CD"]) + def test_sample_stratified(self, optimization, scramble, strength): + seed = np.random.default_rng(37511836202578819870665127532742111260) + p = 5 + n = p**2 + d = 6 + + engine = qmc.LatinHypercube(d=d, scramble=scramble, + strength=strength, + optimization=optimization, + seed=seed) + sample = engine.random(n=n) + assert sample.shape == (n, d) + assert engine.num_generated == n + + # centering stratifies samples in the middle of equal segments: + # * inter-sample distance is constant in 1D sub-projections + # * after ordering, columns are equal + expected1d = (np.arange(n) + 0.5) / n + expected = np.broadcast_to(expected1d, (d, n)).T + assert np.any(sample != expected) + + sorted_sample = np.sort(sample, axis=0) + tol = 0.5 / n if scramble else 0 + + assert_allclose(sorted_sample, expected, atol=tol) + assert np.any(sample - expected > tol) + + if strength == 2 and optimization is None: + unique_elements = np.arange(p) + desired = set(product(unique_elements, unique_elements)) + + for i, j in combinations(range(engine.d), 2): + samples_2d = sample[:, [i, j]] + res = (samples_2d * p).astype(int) + res_set = {tuple(row) for row in res} + assert_equal(res_set, desired) + + def test_optimizer_1d(self): + # discrepancy measures are invariant under permuting factors and runs + engine = self.engine(d=1, scramble=False) + sample_ref = engine.random(n=64) + + optimal_ = self.engine(d=1, scramble=False, optimization="random-CD") + sample_ = optimal_.random(n=64) + + assert_array_equal(sample_ref, sample_) + + def test_raises(self): + message = r"not a valid strength" + with pytest.raises(ValueError, match=message): + qmc.LatinHypercube(1, strength=3) + + message = r"n is not the square of a prime number" + with pytest.raises(ValueError, match=message): + engine = qmc.LatinHypercube(d=2, strength=2) + engine.random(16) + + message = r"n is not the square of a prime number" + with pytest.raises(ValueError, match=message): + engine = qmc.LatinHypercube(d=2, strength=2) + engine.random(5) # because int(sqrt(5)) would result in 2 + + message = r"n is too small for d" + with pytest.raises(ValueError, match=message): + engine = qmc.LatinHypercube(d=5, strength=2) + engine.random(9) + + +class TestSobol(QMCEngineTests): + qmce = qmc.Sobol + can_scramble = True + # theoretical values from Joe Kuo2010 + unscramble_nd = np.array([[0., 0.], + [0.5, 0.5], + [0.75, 0.25], + [0.25, 0.75], + [0.375, 0.375], + [0.875, 0.875], + [0.625, 0.125], + [0.125, 0.625]]) + + # theoretical values unknown: convergence properties checked + scramble_nd = np.array([[0.25331921, 0.41371179], + [0.8654213, 0.9821167], + [0.70097554, 0.03664616], + [0.18027647, 0.60895735], + [0.10521339, 0.21897069], + [0.53019685, 0.66619033], + [0.91122276, 0.34580743], + [0.45337471, 0.78912079]]) + + def test_warning(self): + with pytest.warns(UserWarning, match=r"The balance properties of " + r"Sobol' points"): + engine = qmc.Sobol(1) + engine.random(10) + + def test_random_base2(self): + engine = qmc.Sobol(2, scramble=False) + sample = engine.random_base2(2) + assert_array_equal(self.unscramble_nd[:4], sample) + + # resampling still having N=2**n + sample = engine.random_base2(2) + assert_array_equal(self.unscramble_nd[4:8], sample) + + # resampling again but leading to N!=2**n + with pytest.raises(ValueError, match=r"The balance properties of " + r"Sobol' points"): + engine.random_base2(2) + + def test_raise(self): + with pytest.raises(ValueError, match=r"Maximum supported " + r"dimensionality"): + qmc.Sobol(qmc.Sobol.MAXDIM + 1) + + with pytest.raises(ValueError, match=r"Maximum supported " + r"'bits' is 64"): + qmc.Sobol(1, bits=65) + + def test_high_dim(self): + engine = qmc.Sobol(1111, scramble=False) + count1 = Counter(engine.random().flatten().tolist()) + count2 = Counter(engine.random().flatten().tolist()) + assert_equal(count1, Counter({0.0: 1111})) + assert_equal(count2, Counter({0.5: 1111})) + + @pytest.mark.parametrize("bits", [2, 3]) + def test_bits(self, bits): + engine = qmc.Sobol(2, scramble=False, bits=bits) + ns = 2**bits + sample = engine.random(ns) + assert_array_equal(self.unscramble_nd[:ns], sample) + + with pytest.raises(ValueError, match="increasing `bits`"): + engine.random() + + def test_64bits(self): + engine = qmc.Sobol(2, scramble=False, bits=64) + sample = engine.random(8) + assert_array_equal(self.unscramble_nd, sample) + + +class TestPoisson(QMCEngineTests): + qmce = qmc.PoissonDisk + can_scramble = False + + def test_bounds(self, *args): + pytest.skip("Too costly in memory.") + + def test_fast_forward(self, *args): + pytest.skip("Not applicable: recursive process.") + + def test_sample(self, *args): + pytest.skip("Not applicable: the value of reference sample is" + " implementation dependent.") + + def test_continuing(self, *args): + # can continue a sampling, but will not preserve the same order + # because candidates are lost, so we will not select the same center + radius = 0.05 + ns = 6 + engine = self.engine(d=2, radius=radius, scramble=False) + + sample_init = engine.random(n=ns) + assert len(sample_init) <= ns + assert l2_norm(sample_init) >= radius + + sample_continued = engine.random(n=ns) + assert len(sample_continued) <= ns + assert l2_norm(sample_continued) >= radius + + sample = np.concatenate([sample_init, sample_continued], axis=0) + assert len(sample) <= ns * 2 + assert l2_norm(sample) >= radius + + def test_mindist(self): + rng = np.random.default_rng(132074951149370773672162394161442690287) + ns = 50 + + low, high = 0.08, 0.2 + radii = (high - low) * rng.random(5) + low + + dimensions = [1, 3, 4] + hypersphere_methods = ["volume", "surface"] + + gen = product(dimensions, radii, hypersphere_methods) + + for d, radius, hypersphere in gen: + engine = self.qmce( + d=d, radius=radius, hypersphere=hypersphere, seed=rng + ) + sample = engine.random(ns) + + assert len(sample) <= ns + assert l2_norm(sample) >= radius + + def test_fill_space(self): + radius = 0.2 + engine = self.qmce(d=2, radius=radius) + + sample = engine.fill_space() + # circle packing problem is np complex + assert l2_norm(sample) >= radius + + def test_raises(self): + message = r"'toto' is not a valid hypersphere sampling" + with pytest.raises(ValueError, match=message): + qmc.PoissonDisk(1, hypersphere="toto") + + +class TestMultinomialQMC: + def test_validations(self): + # negative Ps + p = np.array([0.12, 0.26, -0.05, 0.35, 0.22]) + with pytest.raises(ValueError, match=r"Elements of pvals must " + r"be non-negative."): + qmc.MultinomialQMC(p, n_trials=10) + + # sum of P too large + p = np.array([0.12, 0.26, 0.1, 0.35, 0.22]) + message = r"Elements of pvals must sum to 1." + with pytest.raises(ValueError, match=message): + qmc.MultinomialQMC(p, n_trials=10) + + p = np.array([0.12, 0.26, 0.05, 0.35, 0.22]) + + message = r"Dimension of `engine` must be 1." + with pytest.raises(ValueError, match=message): + qmc.MultinomialQMC(p, n_trials=10, engine=qmc.Sobol(d=2)) + + message = r"`engine` must be an instance of..." + with pytest.raises(ValueError, match=message): + qmc.MultinomialQMC(p, n_trials=10, engine=np.random.default_rng()) + + @pytest.mark.filterwarnings('ignore::UserWarning') + def test_MultinomialBasicDraw(self): + seed = np.random.default_rng(6955663962957011631562466584467607969) + p = np.array([0.12, 0.26, 0.05, 0.35, 0.22]) + n_trials = 100 + expected = np.atleast_2d(n_trials * p).astype(int) + engine = qmc.MultinomialQMC(p, n_trials=n_trials, seed=seed) + assert_allclose(engine.random(1), expected, atol=1) + + def test_MultinomialDistribution(self): + seed = np.random.default_rng(77797854505813727292048130876699859000) + p = np.array([0.12, 0.26, 0.05, 0.35, 0.22]) + engine = qmc.MultinomialQMC(p, n_trials=8192, seed=seed) + draws = engine.random(1) + assert_allclose(draws / np.sum(draws), np.atleast_2d(p), atol=1e-4) + + def test_FindIndex(self): + p_cumulative = np.array([0.1, 0.4, 0.45, 0.6, 0.75, 0.9, 0.99, 1.0]) + size = len(p_cumulative) + assert_equal(_test_find_index(p_cumulative, size, 0.0), 0) + assert_equal(_test_find_index(p_cumulative, size, 0.4), 2) + assert_equal(_test_find_index(p_cumulative, size, 0.44999), 2) + assert_equal(_test_find_index(p_cumulative, size, 0.45001), 3) + assert_equal(_test_find_index(p_cumulative, size, 1.0), size - 1) + + @pytest.mark.filterwarnings('ignore::UserWarning') + def test_other_engine(self): + # same as test_MultinomialBasicDraw with different engine + seed = np.random.default_rng(283753519042773243071753037669078065412) + p = np.array([0.12, 0.26, 0.05, 0.35, 0.22]) + n_trials = 100 + expected = np.atleast_2d(n_trials * p).astype(int) + base_engine = qmc.Sobol(1, scramble=True, seed=seed) + engine = qmc.MultinomialQMC(p, n_trials=n_trials, engine=base_engine, + seed=seed) + assert_allclose(engine.random(1), expected, atol=1) + + +class TestNormalQMC: + def test_NormalQMC(self): + # d = 1 + engine = qmc.MultivariateNormalQMC(mean=np.zeros(1)) + samples = engine.random() + assert_equal(samples.shape, (1, 1)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 1)) + # d = 2 + engine = qmc.MultivariateNormalQMC(mean=np.zeros(2)) + samples = engine.random() + assert_equal(samples.shape, (1, 2)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 2)) + + def test_NormalQMCInvTransform(self): + # d = 1 + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(1), inv_transform=True) + samples = engine.random() + assert_equal(samples.shape, (1, 1)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 1)) + # d = 2 + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(2), inv_transform=True) + samples = engine.random() + assert_equal(samples.shape, (1, 2)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 2)) + + def test_NormalQMCSeeded(self): + # test even dimension + seed = np.random.default_rng(274600237797326520096085022671371676017) + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(2), inv_transform=False, seed=seed) + samples = engine.random(n=2) + samples_expected = np.array([[-0.932001, -0.522923], + [-1.477655, 0.846851]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + # test odd dimension + seed = np.random.default_rng(274600237797326520096085022671371676017) + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(3), inv_transform=False, seed=seed) + samples = engine.random(n=2) + samples_expected = np.array([[-0.932001, -0.522923, 0.036578], + [-1.778011, 0.912428, -0.065421]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + # same test with another engine + seed = np.random.default_rng(274600237797326520096085022671371676017) + base_engine = qmc.Sobol(4, scramble=True, seed=seed) + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(3), inv_transform=False, + engine=base_engine, seed=seed + ) + samples = engine.random(n=2) + samples_expected = np.array([[-0.932001, -0.522923, 0.036578], + [-1.778011, 0.912428, -0.065421]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + def test_NormalQMCSeededInvTransform(self): + # test even dimension + seed = np.random.default_rng(288527772707286126646493545351112463929) + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(2), seed=seed, inv_transform=True) + samples = engine.random(n=2) + samples_expected = np.array([[-0.913237, -0.964026], + [0.255904, 0.003068]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + # test odd dimension + seed = np.random.default_rng(288527772707286126646493545351112463929) + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(3), seed=seed, inv_transform=True) + samples = engine.random(n=2) + samples_expected = np.array([[-0.913237, -0.964026, 0.355501], + [0.699261, 2.90213 , -0.6418]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + def test_other_engine(self): + for d in (0, 1, 2): + base_engine = qmc.Sobol(d=d, scramble=False) + engine = qmc.MultivariateNormalQMC(mean=np.zeros(d), + engine=base_engine, + inv_transform=True) + samples = engine.random() + assert_equal(samples.shape, (1, d)) + + def test_NormalQMCShapiro(self): + rng = np.random.default_rng(13242) + engine = qmc.MultivariateNormalQMC(mean=np.zeros(2), seed=rng) + samples = engine.random(n=256) + assert all(np.abs(samples.mean(axis=0)) < 1e-2) + assert all(np.abs(samples.std(axis=0) - 1) < 1e-2) + # perform Shapiro-Wilk test for normality + for i in (0, 1): + _, pval = shapiro(samples[:, i]) + assert pval > 0.9 + # make sure samples are uncorrelated + cov = np.cov(samples.transpose()) + assert np.abs(cov[0, 1]) < 1e-2 + + def test_NormalQMCShapiroInvTransform(self): + rng = np.random.default_rng(32344554) + engine = qmc.MultivariateNormalQMC( + mean=np.zeros(2), inv_transform=True, seed=rng) + samples = engine.random(n=256) + assert all(np.abs(samples.mean(axis=0)) < 1e-2) + assert all(np.abs(samples.std(axis=0) - 1) < 1e-2) + # perform Shapiro-Wilk test for normality + for i in (0, 1): + _, pval = shapiro(samples[:, i]) + assert pval > 0.9 + # make sure samples are uncorrelated + cov = np.cov(samples.transpose()) + assert np.abs(cov[0, 1]) < 1e-2 + + +class TestMultivariateNormalQMC: + + def test_validations(self): + + message = r"Dimension of `engine` must be consistent" + with pytest.raises(ValueError, match=message): + qmc.MultivariateNormalQMC([0], engine=qmc.Sobol(d=2)) + + message = r"Dimension of `engine` must be consistent" + with pytest.raises(ValueError, match=message): + qmc.MultivariateNormalQMC([0, 0, 0], engine=qmc.Sobol(d=4)) + + message = r"`engine` must be an instance of..." + with pytest.raises(ValueError, match=message): + qmc.MultivariateNormalQMC([0, 0], engine=np.random.default_rng()) + + message = r"Covariance matrix not PSD." + with pytest.raises(ValueError, match=message): + qmc.MultivariateNormalQMC([0, 0], [[1, 2], [2, 1]]) + + message = r"Covariance matrix is not symmetric." + with pytest.raises(ValueError, match=message): + qmc.MultivariateNormalQMC([0, 0], [[1, 0], [2, 1]]) + + message = r"Dimension mismatch between mean and covariance." + with pytest.raises(ValueError, match=message): + qmc.MultivariateNormalQMC([0], [[1, 0], [0, 1]]) + + def test_MultivariateNormalQMCNonPD(self): + # try with non-pd but psd cov; should work + engine = qmc.MultivariateNormalQMC( + [0, 0, 0], [[1, 0, 1], [0, 1, 1], [1, 1, 2]], + ) + assert engine._corr_matrix is not None + + def test_MultivariateNormalQMC(self): + # d = 1 scalar + engine = qmc.MultivariateNormalQMC(mean=0, cov=5) + samples = engine.random() + assert_equal(samples.shape, (1, 1)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 1)) + + # d = 2 list + engine = qmc.MultivariateNormalQMC(mean=[0, 1], cov=[[1, 0], [0, 1]]) + samples = engine.random() + assert_equal(samples.shape, (1, 2)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 2)) + + # d = 3 np.array + mean = np.array([0, 1, 2]) + cov = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) + engine = qmc.MultivariateNormalQMC(mean, cov) + samples = engine.random() + assert_equal(samples.shape, (1, 3)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 3)) + + def test_MultivariateNormalQMCInvTransform(self): + # d = 1 scalar + engine = qmc.MultivariateNormalQMC(mean=0, cov=5, inv_transform=True) + samples = engine.random() + assert_equal(samples.shape, (1, 1)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 1)) + + # d = 2 list + engine = qmc.MultivariateNormalQMC( + mean=[0, 1], cov=[[1, 0], [0, 1]], inv_transform=True, + ) + samples = engine.random() + assert_equal(samples.shape, (1, 2)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 2)) + + # d = 3 np.array + mean = np.array([0, 1, 2]) + cov = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) + engine = qmc.MultivariateNormalQMC(mean, cov, inv_transform=True) + samples = engine.random() + assert_equal(samples.shape, (1, 3)) + samples = engine.random(n=5) + assert_equal(samples.shape, (5, 3)) + + def test_MultivariateNormalQMCSeeded(self): + # test even dimension + rng = np.random.default_rng(180182791534511062935571481899241825000) + a = rng.standard_normal((2, 2)) + A = a @ a.transpose() + np.diag(rng.random(2)) + engine = qmc.MultivariateNormalQMC(np.array([0, 0]), A, + inv_transform=False, seed=rng) + samples = engine.random(n=2) + samples_expected = np.array([[-0.64419, -0.882413], + [0.837199, 2.045301]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + # test odd dimension + rng = np.random.default_rng(180182791534511062935571481899241825000) + a = rng.standard_normal((3, 3)) + A = a @ a.transpose() + np.diag(rng.random(3)) + engine = qmc.MultivariateNormalQMC(np.array([0, 0, 0]), A, + inv_transform=False, seed=rng) + samples = engine.random(n=2) + samples_expected = np.array([[-0.693853, -1.265338, -0.088024], + [1.620193, 2.679222, 0.457343]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + def test_MultivariateNormalQMCSeededInvTransform(self): + # test even dimension + rng = np.random.default_rng(224125808928297329711992996940871155974) + a = rng.standard_normal((2, 2)) + A = a @ a.transpose() + np.diag(rng.random(2)) + engine = qmc.MultivariateNormalQMC( + np.array([0, 0]), A, seed=rng, inv_transform=True + ) + samples = engine.random(n=2) + samples_expected = np.array([[0.682171, -3.114233], + [-0.098463, 0.668069]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + # test odd dimension + rng = np.random.default_rng(224125808928297329711992996940871155974) + a = rng.standard_normal((3, 3)) + A = a @ a.transpose() + np.diag(rng.random(3)) + engine = qmc.MultivariateNormalQMC( + np.array([0, 0, 0]), A, seed=rng, inv_transform=True + ) + samples = engine.random(n=2) + samples_expected = np.array([[0.988061, -1.644089, -0.877035], + [-1.771731, 1.096988, 2.024744]]) + assert_allclose(samples, samples_expected, atol=1e-4) + + def test_MultivariateNormalQMCShapiro(self): + # test the standard case + seed = np.random.default_rng(188960007281846377164494575845971640) + engine = qmc.MultivariateNormalQMC( + mean=[0, 0], cov=[[1, 0], [0, 1]], seed=seed + ) + samples = engine.random(n=256) + assert all(np.abs(samples.mean(axis=0)) < 1e-2) + assert all(np.abs(samples.std(axis=0) - 1) < 1e-2) + # perform Shapiro-Wilk test for normality + for i in (0, 1): + _, pval = shapiro(samples[:, i]) + assert pval > 0.9 + # make sure samples are uncorrelated + cov = np.cov(samples.transpose()) + assert np.abs(cov[0, 1]) < 1e-2 + + # test the correlated, non-zero mean case + engine = qmc.MultivariateNormalQMC( + mean=[1.0, 2.0], cov=[[1.5, 0.5], [0.5, 1.5]], seed=seed + ) + samples = engine.random(n=256) + assert all(np.abs(samples.mean(axis=0) - [1, 2]) < 1e-2) + assert all(np.abs(samples.std(axis=0) - np.sqrt(1.5)) < 1e-2) + # perform Shapiro-Wilk test for normality + for i in (0, 1): + _, pval = shapiro(samples[:, i]) + assert pval > 0.9 + # check covariance + cov = np.cov(samples.transpose()) + assert np.abs(cov[0, 1] - 0.5) < 1e-2 + + def test_MultivariateNormalQMCShapiroInvTransform(self): + # test the standard case + seed = np.random.default_rng(200089821034563288698994840831440331329) + engine = qmc.MultivariateNormalQMC( + mean=[0, 0], cov=[[1, 0], [0, 1]], seed=seed, inv_transform=True + ) + samples = engine.random(n=256) + assert all(np.abs(samples.mean(axis=0)) < 1e-2) + assert all(np.abs(samples.std(axis=0) - 1) < 1e-2) + # perform Shapiro-Wilk test for normality + for i in (0, 1): + _, pval = shapiro(samples[:, i]) + assert pval > 0.9 + # make sure samples are uncorrelated + cov = np.cov(samples.transpose()) + assert np.abs(cov[0, 1]) < 1e-2 + + # test the correlated, non-zero mean case + engine = qmc.MultivariateNormalQMC( + mean=[1.0, 2.0], + cov=[[1.5, 0.5], [0.5, 1.5]], + seed=seed, + inv_transform=True, + ) + samples = engine.random(n=256) + assert all(np.abs(samples.mean(axis=0) - [1, 2]) < 1e-2) + assert all(np.abs(samples.std(axis=0) - np.sqrt(1.5)) < 1e-2) + # perform Shapiro-Wilk test for normality + for i in (0, 1): + _, pval = shapiro(samples[:, i]) + assert pval > 0.9 + # check covariance + cov = np.cov(samples.transpose()) + assert np.abs(cov[0, 1] - 0.5) < 1e-2 + + def test_MultivariateNormalQMCDegenerate(self): + # X, Y iid standard Normal and Z = X + Y, random vector (X, Y, Z) + seed = np.random.default_rng(16320637417581448357869821654290448620) + engine = qmc.MultivariateNormalQMC( + mean=[0.0, 0.0, 0.0], + cov=[[1.0, 0.0, 1.0], [0.0, 1.0, 1.0], [1.0, 1.0, 2.0]], + seed=seed, + ) + samples = engine.random(n=512) + assert all(np.abs(samples.mean(axis=0)) < 1e-2) + assert np.abs(np.std(samples[:, 0]) - 1) < 1e-2 + assert np.abs(np.std(samples[:, 1]) - 1) < 1e-2 + assert np.abs(np.std(samples[:, 2]) - np.sqrt(2)) < 1e-2 + for i in (0, 1, 2): + _, pval = shapiro(samples[:, i]) + assert pval > 0.8 + cov = np.cov(samples.transpose()) + assert np.abs(cov[0, 1]) < 1e-2 + assert np.abs(cov[0, 2] - 1) < 1e-2 + # check to see if X + Y = Z almost exactly + assert all(np.abs(samples[:, 0] + samples[:, 1] - samples[:, 2]) + < 1e-5) + + +class TestLloyd: + def test_lloyd(self): + # quite sensible seed as it can go up before going further down + rng = np.random.RandomState(1809831) + sample = rng.uniform(0, 1, size=(128, 2)) + base_l1 = _l1_norm(sample) + base_l2 = l2_norm(sample) + + for _ in range(4): + sample_lloyd = _lloyd_centroidal_voronoi_tessellation( + sample, maxiter=1, + ) + curr_l1 = _l1_norm(sample_lloyd) + curr_l2 = l2_norm(sample_lloyd) + + # higher is better for the distance measures + assert base_l1 < curr_l1 + assert base_l2 < curr_l2 + + base_l1 = curr_l1 + base_l2 = curr_l2 + + sample = sample_lloyd + + def test_lloyd_non_mutating(self): + """ + Verify that the input samples are not mutated in place and that they do + not share memory with the output. + """ + sample_orig = np.array([[0.1, 0.1], + [0.1, 0.2], + [0.2, 0.1], + [0.2, 0.2]]) + sample_copy = sample_orig.copy() + new_sample = _lloyd_centroidal_voronoi_tessellation( + sample=sample_orig + ) + assert_allclose(sample_orig, sample_copy) + assert not np.may_share_memory(sample_orig, new_sample) + + def test_lloyd_errors(self): + with pytest.raises(ValueError, match=r"`sample` is not a 2D array"): + sample = [0, 1, 0.5] + _lloyd_centroidal_voronoi_tessellation(sample) + + msg = r"`sample` dimension is not >= 2" + with pytest.raises(ValueError, match=msg): + sample = [[0], [0.4], [1]] + _lloyd_centroidal_voronoi_tessellation(sample) + + msg = r"`sample` is not in unit hypercube" + with pytest.raises(ValueError, match=msg): + sample = [[-1.1, 0], [0.1, 0.4], [1, 2]] + _lloyd_centroidal_voronoi_tessellation(sample) + + +# mindist +def l2_norm(sample): + return distance.pdist(sample).min() diff --git a/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_relative_risk.py b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_relative_risk.py new file mode 100644 index 0000000000000000000000000000000000000000..b75e64d929f319465b1f1d62af4fb2096c2ab2ac --- /dev/null +++ b/env-llmeval/lib/python3.10/site-packages/scipy/stats/tests/test_relative_risk.py @@ -0,0 +1,95 @@ +import pytest +import numpy as np +from numpy.testing import assert_allclose, assert_equal +from scipy.stats.contingency import relative_risk + + +# Test just the calculation of the relative risk, including edge +# cases that result in a relative risk of 0, inf or nan. +@pytest.mark.parametrize( + 'exposed_cases, exposed_total, control_cases, control_total, expected_rr', + [(1, 4, 3, 8, 0.25 / 0.375), + (0, 10, 5, 20, 0), + (0, 10, 0, 20, np.nan), + (5, 15, 0, 20, np.inf)] +) +def test_relative_risk(exposed_cases, exposed_total, + control_cases, control_total, expected_rr): + result = relative_risk(exposed_cases, exposed_total, + control_cases, control_total) + assert_allclose(result.relative_risk, expected_rr, rtol=1e-13) + + +def test_relative_risk_confidence_interval(): + result = relative_risk(exposed_cases=16, exposed_total=128, + control_cases=24, control_total=256) + rr = result.relative_risk + ci = result.confidence_interval(confidence_level=0.95) + # The corresponding calculation in R using the epitools package. + # + # > library(epitools) + # > c <- matrix(c(232, 112, 24, 16), nrow=2) + # > result <- riskratio(c) + # > result$measure + # risk ratio with 95% C.I. + # Predictor estimate lower upper + # Exposed1 1.000000 NA NA + # Exposed2 1.333333 0.7347317 2.419628 + # + # The last line is the result that we want. + assert_allclose(rr, 4/3) + assert_allclose((ci.low, ci.high), (0.7347317, 2.419628), rtol=5e-7) + + +def test_relative_risk_ci_conflevel0(): + result = relative_risk(exposed_cases=4, exposed_total=12, + control_cases=5, control_total=30) + rr = result.relative_risk + assert_allclose(rr, 2.0, rtol=1e-14) + ci = result.confidence_interval(0) + assert_allclose((ci.low, ci.high), (2.0, 2.0), rtol=1e-12) + + +def test_relative_risk_ci_conflevel1(): + result = relative_risk(exposed_cases=4, exposed_total=12, + control_cases=5, control_total=30) + ci = result.confidence_interval(1) + assert_equal((ci.low, ci.high), (0, np.inf)) + + +def test_relative_risk_ci_edge_cases_00(): + result = relative_risk(exposed_cases=0, exposed_total=12, + control_cases=0, control_total=30) + assert_equal(result.relative_risk, np.nan) + ci = result.confidence_interval() + assert_equal((ci.low, ci.high), (np.nan, np.nan)) + + +def test_relative_risk_ci_edge_cases_01(): + result = relative_risk(exposed_cases=0, exposed_total=12, + control_cases=1, control_total=30) + assert_equal(result.relative_risk, 0) + ci = result.confidence_interval() + assert_equal((ci.low, ci.high), (0.0, np.nan)) + + +def test_relative_risk_ci_edge_cases_10(): + result = relative_risk(exposed_cases=1, exposed_total=12, + control_cases=0, control_total=30) + assert_equal(result.relative_risk, np.inf) + ci = result.confidence_interval() + assert_equal((ci.low, ci.high), (np.nan, np.inf)) + + +@pytest.mark.parametrize('ec, et, cc, ct', [(0, 0, 10, 20), + (-1, 10, 1, 5), + (1, 10, 0, 0), + (1, 10, -1, 4)]) +def test_relative_risk_bad_value(ec, et, cc, ct): + with pytest.raises(ValueError, match="must be an integer not less than"): + relative_risk(ec, et, cc, ct) + + +def test_relative_risk_bad_type(): + with pytest.raises(TypeError, match="must be an integer"): + relative_risk(1, 10, 2.0, 40)