diff --git a/llmeval-env/lib/python3.10/site-packages/scipy/integrate/_bvp.py b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/_bvp.py
new file mode 100644
index 0000000000000000000000000000000000000000..f988fdd6e0527d3adc4f4edfa955cc33d9eb85f8
--- /dev/null
+++ b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/_bvp.py
@@ -0,0 +1,1155 @@
+"""Boundary value problem solver."""
+from warnings import warn
+
+import numpy as np
+from numpy.linalg import pinv
+
+from scipy.sparse import coo_matrix, csc_matrix
+from scipy.sparse.linalg import splu
+from scipy.optimize import OptimizeResult
+
+
+EPS = np.finfo(float).eps
+
+
+def estimate_fun_jac(fun, x, y, p, f0=None):
+    """Estimate derivatives of an ODE system rhs with forward differences.
+
+    Returns
+    -------
+    df_dy : ndarray, shape (n, n, m)
+        Derivatives with respect to y. An element (i, j, q) corresponds to
+        d f_i(x_q, y_q) / d (y_q)_j.
+    df_dp : ndarray with shape (n, k, m) or None
+        Derivatives with respect to p. An element (i, j, q) corresponds to
+        d f_i(x_q, y_q, p) / d p_j. If `p` is empty, None is returned.
+    """
+    n, m = y.shape
+    if f0 is None:
+        f0 = fun(x, y, p)
+
+    dtype = y.dtype
+
+    df_dy = np.empty((n, n, m), dtype=dtype)
+    h = EPS**0.5 * (1 + np.abs(y))
+    for i in range(n):
+        y_new = y.copy()
+        y_new[i] += h[i]
+        hi = y_new[i] - y[i]
+        f_new = fun(x, y_new, p)
+        df_dy[:, i, :] = (f_new - f0) / hi
+
+    k = p.shape[0]
+    if k == 0:
+        df_dp = None
+    else:
+        df_dp = np.empty((n, k, m), dtype=dtype)
+        h = EPS**0.5 * (1 + np.abs(p))
+        for i in range(k):
+            p_new = p.copy()
+            p_new[i] += h[i]
+            hi = p_new[i] - p[i]
+            f_new = fun(x, y, p_new)
+            df_dp[:, i, :] = (f_new - f0) / hi
+
+    return df_dy, df_dp
+
+
+def estimate_bc_jac(bc, ya, yb, p, bc0=None):
+    """Estimate derivatives of boundary conditions with forward differences.
+
+    Returns
+    -------
+    dbc_dya : ndarray, shape (n + k, n)
+        Derivatives with respect to ya. An element (i, j) corresponds to
+        d bc_i / d ya_j.
+    dbc_dyb : ndarray, shape (n + k, n)
+        Derivatives with respect to yb. An element (i, j) corresponds to
+        d bc_i / d ya_j.
+    dbc_dp : ndarray with shape (n + k, k) or None
+        Derivatives with respect to p. An element (i, j) corresponds to
+        d bc_i / d p_j. If `p` is empty, None is returned.
+    """
+    n = ya.shape[0]
+    k = p.shape[0]
+
+    if bc0 is None:
+        bc0 = bc(ya, yb, p)
+
+    dtype = ya.dtype
+
+    dbc_dya = np.empty((n, n + k), dtype=dtype)
+    h = EPS**0.5 * (1 + np.abs(ya))
+    for i in range(n):
+        ya_new = ya.copy()
+        ya_new[i] += h[i]
+        hi = ya_new[i] - ya[i]
+        bc_new = bc(ya_new, yb, p)
+        dbc_dya[i] = (bc_new - bc0) / hi
+    dbc_dya = dbc_dya.T
+
+    h = EPS**0.5 * (1 + np.abs(yb))
+    dbc_dyb = np.empty((n, n + k), dtype=dtype)
+    for i in range(n):
+        yb_new = yb.copy()
+        yb_new[i] += h[i]
+        hi = yb_new[i] - yb[i]
+        bc_new = bc(ya, yb_new, p)
+        dbc_dyb[i] = (bc_new - bc0) / hi
+    dbc_dyb = dbc_dyb.T
+
+    if k == 0:
+        dbc_dp = None
+    else:
+        h = EPS**0.5 * (1 + np.abs(p))
+        dbc_dp = np.empty((k, n + k), dtype=dtype)
+        for i in range(k):
+            p_new = p.copy()
+            p_new[i] += h[i]
+            hi = p_new[i] - p[i]
+            bc_new = bc(ya, yb, p_new)
+            dbc_dp[i] = (bc_new - bc0) / hi
+        dbc_dp = dbc_dp.T
+
+    return dbc_dya, dbc_dyb, dbc_dp
+
+
+def compute_jac_indices(n, m, k):
+    """Compute indices for the collocation system Jacobian construction.
+
+    See `construct_global_jac` for the explanation.
+    """
+    i_col = np.repeat(np.arange((m - 1) * n), n)
+    j_col = (np.tile(np.arange(n), n * (m - 1)) +
+             np.repeat(np.arange(m - 1) * n, n**2))
+
+    i_bc = np.repeat(np.arange((m - 1) * n, m * n + k), n)
+    j_bc = np.tile(np.arange(n), n + k)
+
+    i_p_col = np.repeat(np.arange((m - 1) * n), k)
+    j_p_col = np.tile(np.arange(m * n, m * n + k), (m - 1) * n)
+
+    i_p_bc = np.repeat(np.arange((m - 1) * n, m * n + k), k)
+    j_p_bc = np.tile(np.arange(m * n, m * n + k), n + k)
+
+    i = np.hstack((i_col, i_col, i_bc, i_bc, i_p_col, i_p_bc))
+    j = np.hstack((j_col, j_col + n,
+                   j_bc, j_bc + (m - 1) * n,
+                   j_p_col, j_p_bc))
+
+    return i, j
+
+
+def stacked_matmul(a, b):
+    """Stacked matrix multiply: out[i,:,:] = np.dot(a[i,:,:], b[i,:,:]).
+
+    Empirical optimization. Use outer Python loop and BLAS for large
+    matrices, otherwise use a single einsum call.
+    """
+    if a.shape[1] > 50:
+        out = np.empty((a.shape[0], a.shape[1], b.shape[2]))
+        for i in range(a.shape[0]):
+            out[i] = np.dot(a[i], b[i])
+        return out
+    else:
+        return np.einsum('...ij,...jk->...ik', a, b)
+
+
+def construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy, df_dy_middle, df_dp,
+                         df_dp_middle, dbc_dya, dbc_dyb, dbc_dp):
+    """Construct the Jacobian of the collocation system.
+
+    There are n * m + k functions: m - 1 collocations residuals, each
+    containing n components, followed by n + k boundary condition residuals.
+
+    There are n * m + k variables: m vectors of y, each containing n
+    components, followed by k values of vector p.
+
+    For example, let m = 4, n = 2 and k = 1, then the Jacobian will have
+    the following sparsity structure:
+
+        1 1 2 2 0 0 0 0  5
+        1 1 2 2 0 0 0 0  5
+        0 0 1 1 2 2 0 0  5
+        0 0 1 1 2 2 0 0  5
+        0 0 0 0 1 1 2 2  5
+        0 0 0 0 1 1 2 2  5
+
+        3 3 0 0 0 0 4 4  6
+        3 3 0 0 0 0 4 4  6
+        3 3 0 0 0 0 4 4  6
+
+    Zeros denote identically zero values, other values denote different kinds
+    of blocks in the matrix (see below). The blank row indicates the separation
+    of collocation residuals from boundary conditions. And the blank column
+    indicates the separation of y values from p values.
+
+    Refer to [1]_  (p. 306) for the formula of n x n blocks for derivatives
+    of collocation residuals with respect to y.
+
+    Parameters
+    ----------
+    n : int
+        Number of equations in the ODE system.
+    m : int
+        Number of nodes in the mesh.
+    k : int
+        Number of the unknown parameters.
+    i_jac, j_jac : ndarray
+        Row and column indices returned by `compute_jac_indices`. They
+        represent different blocks in the Jacobian matrix in the following
+        order (see the scheme above):
+
+            * 1: m - 1 diagonal n x n blocks for the collocation residuals.
+            * 2: m - 1 off-diagonal n x n blocks for the collocation residuals.
+            * 3 : (n + k) x n block for the dependency of the boundary
+              conditions on ya.
+            * 4: (n + k) x n block for the dependency of the boundary
+              conditions on yb.
+            * 5: (m - 1) * n x k block for the dependency of the collocation
+              residuals on p.
+            * 6: (n + k) x k block for the dependency of the boundary
+              conditions on p.
+
+    df_dy : ndarray, shape (n, n, m)
+        Jacobian of f with respect to y computed at the mesh nodes.
+    df_dy_middle : ndarray, shape (n, n, m - 1)
+        Jacobian of f with respect to y computed at the middle between the
+        mesh nodes.
+    df_dp : ndarray with shape (n, k, m) or None
+        Jacobian of f with respect to p computed at the mesh nodes.
+    df_dp_middle : ndarray with shape (n, k, m - 1) or None
+        Jacobian of f with respect to p computed at the middle between the
+        mesh nodes.
+    dbc_dya, dbc_dyb : ndarray, shape (n, n)
+        Jacobian of bc with respect to ya and yb.
+    dbc_dp : ndarray with shape (n, k) or None
+        Jacobian of bc with respect to p.
+
+    Returns
+    -------
+    J : csc_matrix, shape (n * m + k, n * m + k)
+        Jacobian of the collocation system in a sparse form.
+
+    References
+    ----------
+    .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
+       Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
+       Number 3, pp. 299-316, 2001.
+    """
+    df_dy = np.transpose(df_dy, (2, 0, 1))
+    df_dy_middle = np.transpose(df_dy_middle, (2, 0, 1))
+
+    h = h[:, np.newaxis, np.newaxis]
+
+    dtype = df_dy.dtype
+
+    # Computing diagonal n x n blocks.
+    dPhi_dy_0 = np.empty((m - 1, n, n), dtype=dtype)
+    dPhi_dy_0[:] = -np.identity(n)
+    dPhi_dy_0 -= h / 6 * (df_dy[:-1] + 2 * df_dy_middle)
+    T = stacked_matmul(df_dy_middle, df_dy[:-1])
+    dPhi_dy_0 -= h**2 / 12 * T
+
+    # Computing off-diagonal n x n blocks.
+    dPhi_dy_1 = np.empty((m - 1, n, n), dtype=dtype)
+    dPhi_dy_1[:] = np.identity(n)
+    dPhi_dy_1 -= h / 6 * (df_dy[1:] + 2 * df_dy_middle)
+    T = stacked_matmul(df_dy_middle, df_dy[1:])
+    dPhi_dy_1 += h**2 / 12 * T
+
+    values = np.hstack((dPhi_dy_0.ravel(), dPhi_dy_1.ravel(), dbc_dya.ravel(),
+                        dbc_dyb.ravel()))
+
+    if k > 0:
+        df_dp = np.transpose(df_dp, (2, 0, 1))
+        df_dp_middle = np.transpose(df_dp_middle, (2, 0, 1))
+        T = stacked_matmul(df_dy_middle, df_dp[:-1] - df_dp[1:])
+        df_dp_middle += 0.125 * h * T
+        dPhi_dp = -h/6 * (df_dp[:-1] + df_dp[1:] + 4 * df_dp_middle)
+        values = np.hstack((values, dPhi_dp.ravel(), dbc_dp.ravel()))
+
+    J = coo_matrix((values, (i_jac, j_jac)))
+    return csc_matrix(J)
+
+
+def collocation_fun(fun, y, p, x, h):
+    """Evaluate collocation residuals.
+
+    This function lies in the core of the method. The solution is sought
+    as a cubic C1 continuous spline with derivatives matching the ODE rhs
+    at given nodes `x`. Collocation conditions are formed from the equality
+    of the spline derivatives and rhs of the ODE system in the middle points
+    between nodes.
+
+    Such method is classified to Lobbato IIIA family in ODE literature.
+    Refer to [1]_ for the formula and some discussion.
+
+    Returns
+    -------
+    col_res : ndarray, shape (n, m - 1)
+        Collocation residuals at the middle points of the mesh intervals.
+    y_middle : ndarray, shape (n, m - 1)
+        Values of the cubic spline evaluated at the middle points of the mesh
+        intervals.
+    f : ndarray, shape (n, m)
+        RHS of the ODE system evaluated at the mesh nodes.
+    f_middle : ndarray, shape (n, m - 1)
+        RHS of the ODE system evaluated at the middle points of the mesh
+        intervals (and using `y_middle`).
+
+    References
+    ----------
+    .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
+           Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
+           Number 3, pp. 299-316, 2001.
+    """
+    f = fun(x, y, p)
+    y_middle = (0.5 * (y[:, 1:] + y[:, :-1]) -
+                0.125 * h * (f[:, 1:] - f[:, :-1]))
+    f_middle = fun(x[:-1] + 0.5 * h, y_middle, p)
+    col_res = y[:, 1:] - y[:, :-1] - h / 6 * (f[:, :-1] + f[:, 1:] +
+                                              4 * f_middle)
+
+    return col_res, y_middle, f, f_middle
+
+
+def prepare_sys(n, m, k, fun, bc, fun_jac, bc_jac, x, h):
+    """Create the function and the Jacobian for the collocation system."""
+    x_middle = x[:-1] + 0.5 * h
+    i_jac, j_jac = compute_jac_indices(n, m, k)
+
+    def col_fun(y, p):
+        return collocation_fun(fun, y, p, x, h)
+
+    def sys_jac(y, p, y_middle, f, f_middle, bc0):
+        if fun_jac is None:
+            df_dy, df_dp = estimate_fun_jac(fun, x, y, p, f)
+            df_dy_middle, df_dp_middle = estimate_fun_jac(
+                fun, x_middle, y_middle, p, f_middle)
+        else:
+            df_dy, df_dp = fun_jac(x, y, p)
+            df_dy_middle, df_dp_middle = fun_jac(x_middle, y_middle, p)
+
+        if bc_jac is None:
+            dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(bc, y[:, 0], y[:, -1],
+                                                       p, bc0)
+        else:
+            dbc_dya, dbc_dyb, dbc_dp = bc_jac(y[:, 0], y[:, -1], p)
+
+        return construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy,
+                                    df_dy_middle, df_dp, df_dp_middle, dbc_dya,
+                                    dbc_dyb, dbc_dp)
+
+    return col_fun, sys_jac
+
+
+def solve_newton(n, m, h, col_fun, bc, jac, y, p, B, bvp_tol, bc_tol):
+    """Solve the nonlinear collocation system by a Newton method.
+
+    This is a simple Newton method with a backtracking line search. As
+    advised in [1]_, an affine-invariant criterion function F = ||J^-1 r||^2
+    is used, where J is the Jacobian matrix at the current iteration and r is
+    the vector or collocation residuals (values of the system lhs).
+
+    The method alters between full Newton iterations and the fixed-Jacobian
+    iterations based
+
+    There are other tricks proposed in [1]_, but they are not used as they
+    don't seem to improve anything significantly, and even break the
+    convergence on some test problems I tried.
+
+    All important parameters of the algorithm are defined inside the function.
+
+    Parameters
+    ----------
+    n : int
+        Number of equations in the ODE system.
+    m : int
+        Number of nodes in the mesh.
+    h : ndarray, shape (m-1,)
+        Mesh intervals.
+    col_fun : callable
+        Function computing collocation residuals.
+    bc : callable
+        Function computing boundary condition residuals.
+    jac : callable
+        Function computing the Jacobian of the whole system (including
+        collocation and boundary condition residuals). It is supposed to
+        return csc_matrix.
+    y : ndarray, shape (n, m)
+        Initial guess for the function values at the mesh nodes.
+    p : ndarray, shape (k,)
+        Initial guess for the unknown parameters.
+    B : ndarray with shape (n, n) or None
+        Matrix to force the S y(a) = 0 condition for a problems with the
+        singular term. If None, the singular term is assumed to be absent.
+    bvp_tol : float
+        Tolerance to which we want to solve a BVP.
+    bc_tol : float
+        Tolerance to which we want to satisfy the boundary conditions.
+
+    Returns
+    -------
+    y : ndarray, shape (n, m)
+        Final iterate for the function values at the mesh nodes.
+    p : ndarray, shape (k,)
+        Final iterate for the unknown parameters.
+    singular : bool
+        True, if the LU decomposition failed because Jacobian turned out
+        to be singular.
+
+    References
+    ----------
+    .. [1]  U. Ascher, R. Mattheij and R. Russell "Numerical Solution of
+       Boundary Value Problems for Ordinary Differential Equations"
+    """
+    # We know that the solution residuals at the middle points of the mesh
+    # are connected with collocation residuals  r_middle = 1.5 * col_res / h.
+    # As our BVP solver tries to decrease relative residuals below a certain
+    # tolerance, it seems reasonable to terminated Newton iterations by
+    # comparison of r_middle / (1 + np.abs(f_middle)) with a certain threshold,
+    # which we choose to be 1.5 orders lower than the BVP tolerance. We rewrite
+    # the condition as col_res < tol_r * (1 + np.abs(f_middle)), then tol_r
+    # should be computed as follows:
+    tol_r = 2/3 * h * 5e-2 * bvp_tol
+
+    # Maximum allowed number of Jacobian evaluation and factorization, in
+    # other words, the maximum number of full Newton iterations. A small value
+    # is recommended in the literature.
+    max_njev = 4
+
+    # Maximum number of iterations, considering that some of them can be
+    # performed with the fixed Jacobian. In theory, such iterations are cheap,
+    # but it's not that simple in Python.
+    max_iter = 8
+
+    # Minimum relative improvement of the criterion function to accept the
+    # step (Armijo constant).
+    sigma = 0.2
+
+    # Step size decrease factor for backtracking.
+    tau = 0.5
+
+    # Maximum number of backtracking steps, the minimum step is then
+    # tau ** n_trial.
+    n_trial = 4
+
+    col_res, y_middle, f, f_middle = col_fun(y, p)
+    bc_res = bc(y[:, 0], y[:, -1], p)
+    res = np.hstack((col_res.ravel(order='F'), bc_res))
+
+    njev = 0
+    singular = False
+    recompute_jac = True
+    for iteration in range(max_iter):
+        if recompute_jac:
+            J = jac(y, p, y_middle, f, f_middle, bc_res)
+            njev += 1
+            try:
+                LU = splu(J)
+            except RuntimeError:
+                singular = True
+                break
+
+            step = LU.solve(res)
+            cost = np.dot(step, step)
+
+        y_step = step[:m * n].reshape((n, m), order='F')
+        p_step = step[m * n:]
+
+        alpha = 1
+        for trial in range(n_trial + 1):
+            y_new = y - alpha * y_step
+            if B is not None:
+                y_new[:, 0] = np.dot(B, y_new[:, 0])
+            p_new = p - alpha * p_step
+
+            col_res, y_middle, f, f_middle = col_fun(y_new, p_new)
+            bc_res = bc(y_new[:, 0], y_new[:, -1], p_new)
+            res = np.hstack((col_res.ravel(order='F'), bc_res))
+
+            step_new = LU.solve(res)
+            cost_new = np.dot(step_new, step_new)
+            if cost_new < (1 - 2 * alpha * sigma) * cost:
+                break
+
+            if trial < n_trial:
+                alpha *= tau
+
+        y = y_new
+        p = p_new
+
+        if njev == max_njev:
+            break
+
+        if (np.all(np.abs(col_res) < tol_r * (1 + np.abs(f_middle))) and
+                np.all(np.abs(bc_res) < bc_tol)):
+            break
+
+        # If the full step was taken, then we are going to continue with
+        # the same Jacobian. This is the approach of BVP_SOLVER.
+        if alpha == 1:
+            step = step_new
+            cost = cost_new
+            recompute_jac = False
+        else:
+            recompute_jac = True
+
+    return y, p, singular
+
+
+def print_iteration_header():
+    print("{:^15}{:^15}{:^15}{:^15}{:^15}".format(
+        "Iteration", "Max residual", "Max BC residual", "Total nodes",
+        "Nodes added"))
+
+
+def print_iteration_progress(iteration, residual, bc_residual, total_nodes,
+                             nodes_added):
+    print("{:^15}{:^15.2e}{:^15.2e}{:^15}{:^15}".format(
+        iteration, residual, bc_residual, total_nodes, nodes_added))
+
+
+class BVPResult(OptimizeResult):
+    pass
+
+
+TERMINATION_MESSAGES = {
+    0: "The algorithm converged to the desired accuracy.",
+    1: "The maximum number of mesh nodes is exceeded.",
+    2: "A singular Jacobian encountered when solving the collocation system.",
+    3: "The solver was unable to satisfy boundary conditions tolerance on iteration 10."
+}
+
+
+def estimate_rms_residuals(fun, sol, x, h, p, r_middle, f_middle):
+    """Estimate rms values of collocation residuals using Lobatto quadrature.
+
+    The residuals are defined as the difference between the derivatives of
+    our solution and rhs of the ODE system. We use relative residuals, i.e.,
+    normalized by 1 + np.abs(f). RMS values are computed as sqrt from the
+    normalized integrals of the squared relative residuals over each interval.
+    Integrals are estimated using 5-point Lobatto quadrature [1]_, we use the
+    fact that residuals at the mesh nodes are identically zero.
+
+    In [2] they don't normalize integrals by interval lengths, which gives
+    a higher rate of convergence of the residuals by the factor of h**0.5.
+    I chose to do such normalization for an ease of interpretation of return
+    values as RMS estimates.
+
+    Returns
+    -------
+    rms_res : ndarray, shape (m - 1,)
+        Estimated rms values of the relative residuals over each interval.
+
+    References
+    ----------
+    .. [1] http://mathworld.wolfram.com/LobattoQuadrature.html
+    .. [2] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
+       Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
+       Number 3, pp. 299-316, 2001.
+    """
+    x_middle = x[:-1] + 0.5 * h
+    s = 0.5 * h * (3/7)**0.5
+    x1 = x_middle + s
+    x2 = x_middle - s
+    y1 = sol(x1)
+    y2 = sol(x2)
+    y1_prime = sol(x1, 1)
+    y2_prime = sol(x2, 1)
+    f1 = fun(x1, y1, p)
+    f2 = fun(x2, y2, p)
+    r1 = y1_prime - f1
+    r2 = y2_prime - f2
+
+    r_middle /= 1 + np.abs(f_middle)
+    r1 /= 1 + np.abs(f1)
+    r2 /= 1 + np.abs(f2)
+
+    r1 = np.sum(np.real(r1 * np.conj(r1)), axis=0)
+    r2 = np.sum(np.real(r2 * np.conj(r2)), axis=0)
+    r_middle = np.sum(np.real(r_middle * np.conj(r_middle)), axis=0)
+
+    return (0.5 * (32 / 45 * r_middle + 49 / 90 * (r1 + r2))) ** 0.5
+
+
+def create_spline(y, yp, x, h):
+    """Create a cubic spline given values and derivatives.
+
+    Formulas for the coefficients are taken from interpolate.CubicSpline.
+
+    Returns
+    -------
+    sol : PPoly
+        Constructed spline as a PPoly instance.
+    """
+    from scipy.interpolate import PPoly
+
+    n, m = y.shape
+    c = np.empty((4, n, m - 1), dtype=y.dtype)
+    slope = (y[:, 1:] - y[:, :-1]) / h
+    t = (yp[:, :-1] + yp[:, 1:] - 2 * slope) / h
+    c[0] = t / h
+    c[1] = (slope - yp[:, :-1]) / h - t
+    c[2] = yp[:, :-1]
+    c[3] = y[:, :-1]
+    c = np.moveaxis(c, 1, 0)
+
+    return PPoly(c, x, extrapolate=True, axis=1)
+
+
+def modify_mesh(x, insert_1, insert_2):
+    """Insert nodes into a mesh.
+
+    Nodes removal logic is not established, its impact on the solver is
+    presumably negligible. So, only insertion is done in this function.
+
+    Parameters
+    ----------
+    x : ndarray, shape (m,)
+        Mesh nodes.
+    insert_1 : ndarray
+        Intervals to each insert 1 new node in the middle.
+    insert_2 : ndarray
+        Intervals to each insert 2 new nodes, such that divide an interval
+        into 3 equal parts.
+
+    Returns
+    -------
+    x_new : ndarray
+        New mesh nodes.
+
+    Notes
+    -----
+    `insert_1` and `insert_2` should not have common values.
+    """
+    # Because np.insert implementation apparently varies with a version of
+    # NumPy, we use a simple and reliable approach with sorting.
+    return np.sort(np.hstack((
+        x,
+        0.5 * (x[insert_1] + x[insert_1 + 1]),
+        (2 * x[insert_2] + x[insert_2 + 1]) / 3,
+        (x[insert_2] + 2 * x[insert_2 + 1]) / 3
+    )))
+
+
+def wrap_functions(fun, bc, fun_jac, bc_jac, k, a, S, D, dtype):
+    """Wrap functions for unified usage in the solver."""
+    if fun_jac is None:
+        fun_jac_wrapped = None
+
+    if bc_jac is None:
+        bc_jac_wrapped = None
+
+    if k == 0:
+        def fun_p(x, y, _):
+            return np.asarray(fun(x, y), dtype)
+
+        def bc_wrapped(ya, yb, _):
+            return np.asarray(bc(ya, yb), dtype)
+
+        if fun_jac is not None:
+            def fun_jac_p(x, y, _):
+                return np.asarray(fun_jac(x, y), dtype), None
+
+        if bc_jac is not None:
+            def bc_jac_wrapped(ya, yb, _):
+                dbc_dya, dbc_dyb = bc_jac(ya, yb)
+                return (np.asarray(dbc_dya, dtype),
+                        np.asarray(dbc_dyb, dtype), None)
+    else:
+        def fun_p(x, y, p):
+            return np.asarray(fun(x, y, p), dtype)
+
+        def bc_wrapped(x, y, p):
+            return np.asarray(bc(x, y, p), dtype)
+
+        if fun_jac is not None:
+            def fun_jac_p(x, y, p):
+                df_dy, df_dp = fun_jac(x, y, p)
+                return np.asarray(df_dy, dtype), np.asarray(df_dp, dtype)
+
+        if bc_jac is not None:
+            def bc_jac_wrapped(ya, yb, p):
+                dbc_dya, dbc_dyb, dbc_dp = bc_jac(ya, yb, p)
+                return (np.asarray(dbc_dya, dtype), np.asarray(dbc_dyb, dtype),
+                        np.asarray(dbc_dp, dtype))
+
+    if S is None:
+        fun_wrapped = fun_p
+    else:
+        def fun_wrapped(x, y, p):
+            f = fun_p(x, y, p)
+            if x[0] == a:
+                f[:, 0] = np.dot(D, f[:, 0])
+                f[:, 1:] += np.dot(S, y[:, 1:]) / (x[1:] - a)
+            else:
+                f += np.dot(S, y) / (x - a)
+            return f
+
+    if fun_jac is not None:
+        if S is None:
+            fun_jac_wrapped = fun_jac_p
+        else:
+            Sr = S[:, :, np.newaxis]
+
+            def fun_jac_wrapped(x, y, p):
+                df_dy, df_dp = fun_jac_p(x, y, p)
+                if x[0] == a:
+                    df_dy[:, :, 0] = np.dot(D, df_dy[:, :, 0])
+                    df_dy[:, :, 1:] += Sr / (x[1:] - a)
+                else:
+                    df_dy += Sr / (x - a)
+
+                return df_dy, df_dp
+
+    return fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped
+
+
+def solve_bvp(fun, bc, x, y, p=None, S=None, fun_jac=None, bc_jac=None,
+              tol=1e-3, max_nodes=1000, verbose=0, bc_tol=None):
+    """Solve a boundary value problem for a system of ODEs.
+
+    This function numerically solves a first order system of ODEs subject to
+    two-point boundary conditions::
+
+        dy / dx = f(x, y, p) + S * y / (x - a), a <= x <= b
+        bc(y(a), y(b), p) = 0
+
+    Here x is a 1-D independent variable, y(x) is an N-D
+    vector-valued function and p is a k-D vector of unknown
+    parameters which is to be found along with y(x). For the problem to be
+    determined, there must be n + k boundary conditions, i.e., bc must be an
+    (n + k)-D function.
+
+    The last singular term on the right-hand side of the system is optional.
+    It is defined by an n-by-n matrix S, such that the solution must satisfy
+    S y(a) = 0. This condition will be forced during iterations, so it must not
+    contradict boundary conditions. See [2]_ for the explanation how this term
+    is handled when solving BVPs numerically.
+
+    Problems in a complex domain can be solved as well. In this case, y and p
+    are considered to be complex, and f and bc are assumed to be complex-valued
+    functions, but x stays real. Note that f and bc must be complex
+    differentiable (satisfy Cauchy-Riemann equations [4]_), otherwise you
+    should rewrite your problem for real and imaginary parts separately. To
+    solve a problem in a complex domain, pass an initial guess for y with a
+    complex data type (see below).
+
+    Parameters
+    ----------
+    fun : callable
+        Right-hand side of the system. The calling signature is ``fun(x, y)``,
+        or ``fun(x, y, p)`` if parameters are present. All arguments are
+        ndarray: ``x`` with shape (m,), ``y`` with shape (n, m), meaning that
+        ``y[:, i]`` corresponds to ``x[i]``, and ``p`` with shape (k,). The
+        return value must be an array with shape (n, m) and with the same
+        layout as ``y``.
+    bc : callable
+        Function evaluating residuals of the boundary conditions. The calling
+        signature is ``bc(ya, yb)``, or ``bc(ya, yb, p)`` if parameters are
+        present. All arguments are ndarray: ``ya`` and ``yb`` with shape (n,),
+        and ``p`` with shape (k,). The return value must be an array with
+        shape (n + k,).
+    x : array_like, shape (m,)
+        Initial mesh. Must be a strictly increasing sequence of real numbers
+        with ``x[0]=a`` and ``x[-1]=b``.
+    y : array_like, shape (n, m)
+        Initial guess for the function values at the mesh nodes, ith column
+        corresponds to ``x[i]``. For problems in a complex domain pass `y`
+        with a complex data type (even if the initial guess is purely real).
+    p : array_like with shape (k,) or None, optional
+        Initial guess for the unknown parameters. If None (default), it is
+        assumed that the problem doesn't depend on any parameters.
+    S : array_like with shape (n, n) or None
+        Matrix defining the singular term. If None (default), the problem is
+        solved without the singular term.
+    fun_jac : callable or None, optional
+        Function computing derivatives of f with respect to y and p. The
+        calling signature is ``fun_jac(x, y)``, or ``fun_jac(x, y, p)`` if
+        parameters are present. The return must contain 1 or 2 elements in the
+        following order:
+
+            * df_dy : array_like with shape (n, n, m), where an element
+              (i, j, q) equals to d f_i(x_q, y_q, p) / d (y_q)_j.
+            * df_dp : array_like with shape (n, k, m), where an element
+              (i, j, q) equals to d f_i(x_q, y_q, p) / d p_j.
+
+        Here q numbers nodes at which x and y are defined, whereas i and j
+        number vector components. If the problem is solved without unknown
+        parameters, df_dp should not be returned.
+
+        If `fun_jac` is None (default), the derivatives will be estimated
+        by the forward finite differences.
+    bc_jac : callable or None, optional
+        Function computing derivatives of bc with respect to ya, yb, and p.
+        The calling signature is ``bc_jac(ya, yb)``, or ``bc_jac(ya, yb, p)``
+        if parameters are present. The return must contain 2 or 3 elements in
+        the following order:
+
+            * dbc_dya : array_like with shape (n, n), where an element (i, j)
+              equals to d bc_i(ya, yb, p) / d ya_j.
+            * dbc_dyb : array_like with shape (n, n), where an element (i, j)
+              equals to d bc_i(ya, yb, p) / d yb_j.
+            * dbc_dp : array_like with shape (n, k), where an element (i, j)
+              equals to d bc_i(ya, yb, p) / d p_j.
+
+        If the problem is solved without unknown parameters, dbc_dp should not
+        be returned.
+
+        If `bc_jac` is None (default), the derivatives will be estimated by
+        the forward finite differences.
+    tol : float, optional
+        Desired tolerance of the solution. If we define ``r = y' - f(x, y)``,
+        where y is the found solution, then the solver tries to achieve on each
+        mesh interval ``norm(r / (1 + abs(f)) < tol``, where ``norm`` is
+        estimated in a root mean squared sense (using a numerical quadrature
+        formula). Default is 1e-3.
+    max_nodes : int, optional
+        Maximum allowed number of the mesh nodes. If exceeded, the algorithm
+        terminates. Default is 1000.
+    verbose : {0, 1, 2}, optional
+        Level of algorithm's verbosity:
+
+            * 0 (default) : work silently.
+            * 1 : display a termination report.
+            * 2 : display progress during iterations.
+    bc_tol : float, optional
+        Desired absolute tolerance for the boundary condition residuals: `bc`
+        value should satisfy ``abs(bc) < bc_tol`` component-wise.
+        Equals to `tol` by default. Up to 10 iterations are allowed to achieve this
+        tolerance.
+
+    Returns
+    -------
+    Bunch object with the following fields defined:
+    sol : PPoly
+        Found solution for y as `scipy.interpolate.PPoly` instance, a C1
+        continuous cubic spline.
+    p : ndarray or None, shape (k,)
+        Found parameters. None, if the parameters were not present in the
+        problem.
+    x : ndarray, shape (m,)
+        Nodes of the final mesh.
+    y : ndarray, shape (n, m)
+        Solution values at the mesh nodes.
+    yp : ndarray, shape (n, m)
+        Solution derivatives at the mesh nodes.
+    rms_residuals : ndarray, shape (m - 1,)
+        RMS values of the relative residuals over each mesh interval (see the
+        description of `tol` parameter).
+    niter : int
+        Number of completed iterations.
+    status : int
+        Reason for algorithm termination:
+
+            * 0: The algorithm converged to the desired accuracy.
+            * 1: The maximum number of mesh nodes is exceeded.
+            * 2: A singular Jacobian encountered when solving the collocation
+              system.
+
+    message : string
+        Verbal description of the termination reason.
+    success : bool
+        True if the algorithm converged to the desired accuracy (``status=0``).
+
+    Notes
+    -----
+    This function implements a 4th order collocation algorithm with the
+    control of residuals similar to [1]_. A collocation system is solved
+    by a damped Newton method with an affine-invariant criterion function as
+    described in [3]_.
+
+    Note that in [1]_  integral residuals are defined without normalization
+    by interval lengths. So, their definition is different by a multiplier of
+    h**0.5 (h is an interval length) from the definition used here.
+
+    .. versionadded:: 0.18.0
+
+    References
+    ----------
+    .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
+           Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
+           Number 3, pp. 299-316, 2001.
+    .. [2] L.F. Shampine, P. H. Muir and H. Xu, "A User-Friendly Fortran BVP
+           Solver".
+    .. [3] U. Ascher, R. Mattheij and R. Russell "Numerical Solution of
+           Boundary Value Problems for Ordinary Differential Equations".
+    .. [4] `Cauchy-Riemann equations
+            <https://en.wikipedia.org/wiki/Cauchy-Riemann_equations>`_ on
+            Wikipedia.
+
+    Examples
+    --------
+    In the first example, we solve Bratu's problem::
+
+        y'' + k * exp(y) = 0
+        y(0) = y(1) = 0
+
+    for k = 1.
+
+    We rewrite the equation as a first-order system and implement its
+    right-hand side evaluation::
+
+        y1' = y2
+        y2' = -exp(y1)
+
+    >>> import numpy as np
+    >>> def fun(x, y):
+    ...     return np.vstack((y[1], -np.exp(y[0])))
+
+    Implement evaluation of the boundary condition residuals:
+
+    >>> def bc(ya, yb):
+    ...     return np.array([ya[0], yb[0]])
+
+    Define the initial mesh with 5 nodes:
+
+    >>> x = np.linspace(0, 1, 5)
+
+    This problem is known to have two solutions. To obtain both of them, we
+    use two different initial guesses for y. We denote them by subscripts
+    a and b.
+
+    >>> y_a = np.zeros((2, x.size))
+    >>> y_b = np.zeros((2, x.size))
+    >>> y_b[0] = 3
+
+    Now we are ready to run the solver.
+
+    >>> from scipy.integrate import solve_bvp
+    >>> res_a = solve_bvp(fun, bc, x, y_a)
+    >>> res_b = solve_bvp(fun, bc, x, y_b)
+
+    Let's plot the two found solutions. We take an advantage of having the
+    solution in a spline form to produce a smooth plot.
+
+    >>> x_plot = np.linspace(0, 1, 100)
+    >>> y_plot_a = res_a.sol(x_plot)[0]
+    >>> y_plot_b = res_b.sol(x_plot)[0]
+    >>> import matplotlib.pyplot as plt
+    >>> plt.plot(x_plot, y_plot_a, label='y_a')
+    >>> plt.plot(x_plot, y_plot_b, label='y_b')
+    >>> plt.legend()
+    >>> plt.xlabel("x")
+    >>> plt.ylabel("y")
+    >>> plt.show()
+
+    We see that the two solutions have similar shape, but differ in scale
+    significantly.
+
+    In the second example, we solve a simple Sturm-Liouville problem::
+
+        y'' + k**2 * y = 0
+        y(0) = y(1) = 0
+
+    It is known that a non-trivial solution y = A * sin(k * x) is possible for
+    k = pi * n, where n is an integer. To establish the normalization constant
+    A = 1 we add a boundary condition::
+
+        y'(0) = k
+
+    Again, we rewrite our equation as a first-order system and implement its
+    right-hand side evaluation::
+
+        y1' = y2
+        y2' = -k**2 * y1
+
+    >>> def fun(x, y, p):
+    ...     k = p[0]
+    ...     return np.vstack((y[1], -k**2 * y[0]))
+
+    Note that parameters p are passed as a vector (with one element in our
+    case).
+
+    Implement the boundary conditions:
+
+    >>> def bc(ya, yb, p):
+    ...     k = p[0]
+    ...     return np.array([ya[0], yb[0], ya[1] - k])
+
+    Set up the initial mesh and guess for y. We aim to find the solution for
+    k = 2 * pi, to achieve that we set values of y to approximately follow
+    sin(2 * pi * x):
+
+    >>> x = np.linspace(0, 1, 5)
+    >>> y = np.zeros((2, x.size))
+    >>> y[0, 1] = 1
+    >>> y[0, 3] = -1
+
+    Run the solver with 6 as an initial guess for k.
+
+    >>> sol = solve_bvp(fun, bc, x, y, p=[6])
+
+    We see that the found k is approximately correct:
+
+    >>> sol.p[0]
+    6.28329460046
+
+    And, finally, plot the solution to see the anticipated sinusoid:
+
+    >>> x_plot = np.linspace(0, 1, 100)
+    >>> y_plot = sol.sol(x_plot)[0]
+    >>> plt.plot(x_plot, y_plot)
+    >>> plt.xlabel("x")
+    >>> plt.ylabel("y")
+    >>> plt.show()
+    """
+    x = np.asarray(x, dtype=float)
+    if x.ndim != 1:
+        raise ValueError("`x` must be 1 dimensional.")
+    h = np.diff(x)
+    if np.any(h <= 0):
+        raise ValueError("`x` must be strictly increasing.")
+    a = x[0]
+
+    y = np.asarray(y)
+    if np.issubdtype(y.dtype, np.complexfloating):
+        dtype = complex
+    else:
+        dtype = float
+    y = y.astype(dtype, copy=False)
+
+    if y.ndim != 2:
+        raise ValueError("`y` must be 2 dimensional.")
+    if y.shape[1] != x.shape[0]:
+        raise ValueError(f"`y` is expected to have {x.shape[0]} columns, but actually "
+                         f"has {y.shape[1]}.")
+
+    if p is None:
+        p = np.array([])
+    else:
+        p = np.asarray(p, dtype=dtype)
+    if p.ndim != 1:
+        raise ValueError("`p` must be 1 dimensional.")
+
+    if tol < 100 * EPS:
+        warn(f"`tol` is too low, setting to {100 * EPS:.2e}", stacklevel=2)
+        tol = 100 * EPS
+
+    if verbose not in [0, 1, 2]:
+        raise ValueError("`verbose` must be in [0, 1, 2].")
+
+    n = y.shape[0]
+    k = p.shape[0]
+
+    if S is not None:
+        S = np.asarray(S, dtype=dtype)
+        if S.shape != (n, n):
+            raise ValueError(f"`S` is expected to have shape {(n, n)}, "
+                             f"but actually has {S.shape}")
+
+        # Compute I - S^+ S to impose necessary boundary conditions.
+        B = np.identity(n) - np.dot(pinv(S), S)
+
+        y[:, 0] = np.dot(B, y[:, 0])
+
+        # Compute (I - S)^+ to correct derivatives at x=a.
+        D = pinv(np.identity(n) - S)
+    else:
+        B = None
+        D = None
+
+    if bc_tol is None:
+        bc_tol = tol
+
+    # Maximum number of iterations
+    max_iteration = 10
+
+    fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped = wrap_functions(
+        fun, bc, fun_jac, bc_jac, k, a, S, D, dtype)
+
+    f = fun_wrapped(x, y, p)
+    if f.shape != y.shape:
+        raise ValueError(f"`fun` return is expected to have shape {y.shape}, "
+                         f"but actually has {f.shape}.")
+
+    bc_res = bc_wrapped(y[:, 0], y[:, -1], p)
+    if bc_res.shape != (n + k,):
+        raise ValueError(f"`bc` return is expected to have shape {(n + k,)}, "
+                         f"but actually has {bc_res.shape}.")
+
+    status = 0
+    iteration = 0
+    if verbose == 2:
+        print_iteration_header()
+
+    while True:
+        m = x.shape[0]
+
+        col_fun, jac_sys = prepare_sys(n, m, k, fun_wrapped, bc_wrapped,
+                                       fun_jac_wrapped, bc_jac_wrapped, x, h)
+        y, p, singular = solve_newton(n, m, h, col_fun, bc_wrapped, jac_sys,
+                                      y, p, B, tol, bc_tol)
+        iteration += 1
+
+        col_res, y_middle, f, f_middle = collocation_fun(fun_wrapped, y,
+                                                         p, x, h)
+        bc_res = bc_wrapped(y[:, 0], y[:, -1], p)
+        max_bc_res = np.max(abs(bc_res))
+
+        # This relation is not trivial, but can be verified.
+        r_middle = 1.5 * col_res / h
+        sol = create_spline(y, f, x, h)
+        rms_res = estimate_rms_residuals(fun_wrapped, sol, x, h, p,
+                                         r_middle, f_middle)
+        max_rms_res = np.max(rms_res)
+
+        if singular:
+            status = 2
+            break
+
+        insert_1, = np.nonzero((rms_res > tol) & (rms_res < 100 * tol))
+        insert_2, = np.nonzero(rms_res >= 100 * tol)
+        nodes_added = insert_1.shape[0] + 2 * insert_2.shape[0]
+
+        if m + nodes_added > max_nodes:
+            status = 1
+            if verbose == 2:
+                nodes_added = f"({nodes_added})"
+                print_iteration_progress(iteration, max_rms_res, max_bc_res,
+                                         m, nodes_added)
+            break
+
+        if verbose == 2:
+            print_iteration_progress(iteration, max_rms_res, max_bc_res, m,
+                                     nodes_added)
+
+        if nodes_added > 0:
+            x = modify_mesh(x, insert_1, insert_2)
+            h = np.diff(x)
+            y = sol(x)
+        elif max_bc_res <= bc_tol:
+            status = 0
+            break
+        elif iteration >= max_iteration:
+            status = 3
+            break
+
+    if verbose > 0:
+        if status == 0:
+            print(f"Solved in {iteration} iterations, number of nodes {x.shape[0]}. \n"
+                  f"Maximum relative residual: {max_rms_res:.2e} \n"
+                  f"Maximum boundary residual: {max_bc_res:.2e}")
+        elif status == 1:
+            print(f"Number of nodes is exceeded after iteration {iteration}. \n"
+                  f"Maximum relative residual: {max_rms_res:.2e} \n"
+                  f"Maximum boundary residual: {max_bc_res:.2e}")
+        elif status == 2:
+            print("Singular Jacobian encountered when solving the collocation "
+                  f"system on iteration {iteration}. \n"
+                  f"Maximum relative residual: {max_rms_res:.2e} \n"
+                  f"Maximum boundary residual: {max_bc_res:.2e}")
+        elif status == 3:
+            print("The solver was unable to satisfy boundary conditions "
+                  f"tolerance on iteration {iteration}. \n"
+                  f"Maximum relative residual: {max_rms_res:.2e} \n"
+                  f"Maximum boundary residual: {max_bc_res:.2e}")
+
+    if p.size == 0:
+        p = None
+
+    return BVPResult(sol=sol, p=p, x=x, y=y, yp=f, rms_residuals=rms_res,
+                     niter=iteration, status=status,
+                     message=TERMINATION_MESSAGES[status], success=status == 0)
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diff --git a/llmeval-env/lib/python3.10/site-packages/scipy/integrate/dop.py b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/dop.py
new file mode 100644
index 0000000000000000000000000000000000000000..5e61e475220e0826a1338a7af327aa3581281728
--- /dev/null
+++ b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/dop.py
@@ -0,0 +1,18 @@
+# This file is not meant for public use and will be removed in SciPy v2.0.0.
+
+from scipy._lib.deprecation import _sub_module_deprecation
+
+__all__ = [  # noqa: F822
+    'dopri5',
+    'dop853'
+]
+
+
+def __dir__():
+    return __all__
+
+
+def __getattr__(name):
+    return _sub_module_deprecation(sub_package="integrate", module="dop",
+                                   private_modules=["_dop"], all=__all__,
+                                   attribute=name)
diff --git a/llmeval-env/lib/python3.10/site-packages/scipy/integrate/lsoda.py b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/lsoda.py
new file mode 100644
index 0000000000000000000000000000000000000000..1bc1f1da3c4f0aefad9da73b6405b957ce9335b4
--- /dev/null
+++ b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/lsoda.py
@@ -0,0 +1,15 @@
+# This file is not meant for public use and will be removed in SciPy v2.0.0.
+
+from scipy._lib.deprecation import _sub_module_deprecation
+
+__all__ = ['lsoda']  # noqa: F822
+
+
+def __dir__():
+    return __all__
+
+
+def __getattr__(name):
+    return _sub_module_deprecation(sub_package="integrate", module="lsoda",
+                                   private_modules=["_lsoda"], all=__all__,
+                                   attribute=name)
diff --git a/llmeval-env/lib/python3.10/site-packages/scipy/integrate/odepack.py b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/odepack.py
new file mode 100644
index 0000000000000000000000000000000000000000..7bb4c1a8c9be375df855abe6e1b30ca9711f2607
--- /dev/null
+++ b/llmeval-env/lib/python3.10/site-packages/scipy/integrate/odepack.py
@@ -0,0 +1,17 @@
+# This file is not meant for public use and will be removed in SciPy v2.0.0.
+# Use the `scipy.integrate` namespace for importing the functions
+# included below.
+
+from scipy._lib.deprecation import _sub_module_deprecation
+
+__all__ = ['odeint', 'ODEintWarning']  # noqa: F822
+
+
+def __dir__():
+    return __all__
+
+
+def __getattr__(name):
+    return _sub_module_deprecation(sub_package="integrate", module="odepack",
+                                   private_modules=["_odepack_py"], all=__all__,
+                                   attribute=name)
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+++ b/llmeval-env/lib/python3.10/site-packages/scipy/stats/_levy_stable/__init__.py
@@ -0,0 +1,1224 @@
+#
+
+import warnings
+from functools import partial
+
+import numpy as np
+
+from scipy import optimize
+from scipy import integrate
+from scipy.integrate._quadrature import _builtincoeffs
+from scipy import interpolate
+from scipy.interpolate import RectBivariateSpline
+import scipy.special as sc
+from scipy._lib._util import _lazywhere
+from .._distn_infrastructure import rv_continuous, _ShapeInfo
+from .._continuous_distns import uniform, expon, _norm_pdf, _norm_cdf
+from .levyst import Nolan
+from scipy._lib.doccer import inherit_docstring_from
+
+
+__all__ = ["levy_stable", "levy_stable_gen", "pdf_from_cf_with_fft"]
+
+# Stable distributions are known for various parameterisations
+# some being advantageous for numerical considerations and others
+# useful due to their location/scale awareness.
+#
+# Here we follow [NO] convention (see the references in the docstring
+# for levy_stable_gen below).
+#
+# S0 / Z0 / x0 (aka Zoleterav's M)
+# S1 / Z1 / x1
+#
+# Where S* denotes parameterisation, Z* denotes standardized
+# version where gamma = 1, delta = 0 and x* denotes variable.
+#
+# Scipy's original Stable was a random variate generator. It
+# uses S1 and unfortunately is not a location/scale aware.
+
+
+# default numerical integration tolerance
+# used for epsrel in piecewise and both epsrel and epsabs in dni
+# (epsabs needed in dni since weighted quad requires epsabs > 0)
+_QUAD_EPS = 1.2e-14
+
+
+def _Phi_Z0(alpha, t):
+    return (
+        -np.tan(np.pi * alpha / 2) * (np.abs(t) ** (1 - alpha) - 1)
+        if alpha != 1
+        else -2.0 * np.log(np.abs(t)) / np.pi
+    )
+
+
+def _Phi_Z1(alpha, t):
+    return (
+        np.tan(np.pi * alpha / 2)
+        if alpha != 1
+        else -2.0 * np.log(np.abs(t)) / np.pi
+    )
+
+
+def _cf(Phi, t, alpha, beta):
+    """Characteristic function."""
+    return np.exp(
+        -(np.abs(t) ** alpha) * (1 - 1j * beta * np.sign(t) * Phi(alpha, t))
+    )
+
+
+_cf_Z0 = partial(_cf, _Phi_Z0)
+_cf_Z1 = partial(_cf, _Phi_Z1)
+
+
+def _pdf_single_value_cf_integrate(Phi, x, alpha, beta, **kwds):
+    """To improve DNI accuracy convert characteristic function in to real
+    valued integral using Euler's formula, then exploit cosine symmetry to
+    change limits to [0, inf). Finally use cosine addition formula to split
+    into two parts that can be handled by weighted quad pack.
+    """
+    quad_eps = kwds.get("quad_eps", _QUAD_EPS)
+
+    def integrand1(t):
+        if t == 0:
+            return 0
+        return np.exp(-(t ** alpha)) * (
+            np.cos(beta * (t ** alpha) * Phi(alpha, t))
+        )
+
+    def integrand2(t):
+        if t == 0:
+            return 0
+        return np.exp(-(t ** alpha)) * (
+            np.sin(beta * (t ** alpha) * Phi(alpha, t))
+        )
+
+    with np.errstate(invalid="ignore"):
+        int1, *ret1 = integrate.quad(
+            integrand1,
+            0,
+            np.inf,
+            weight="cos",
+            wvar=x,
+            limit=1000,
+            epsabs=quad_eps,
+            epsrel=quad_eps,
+            full_output=1,
+        )
+
+        int2, *ret2 = integrate.quad(
+            integrand2,
+            0,
+            np.inf,
+            weight="sin",
+            wvar=x,
+            limit=1000,
+            epsabs=quad_eps,
+            epsrel=quad_eps,
+            full_output=1,
+        )
+
+    return (int1 + int2) / np.pi
+
+
+_pdf_single_value_cf_integrate_Z0 = partial(
+    _pdf_single_value_cf_integrate, _Phi_Z0
+)
+_pdf_single_value_cf_integrate_Z1 = partial(
+    _pdf_single_value_cf_integrate, _Phi_Z1
+)
+
+
+def _nolan_round_x_near_zeta(x0, alpha, zeta, x_tol_near_zeta):
+    """Round x close to zeta for Nolan's method in [NO]."""
+    #   "8. When |x0-beta*tan(pi*alpha/2)| is small, the
+    #   computations of the density and cumulative have numerical problems.
+    #   The program works around this by setting
+    #   z = beta*tan(pi*alpha/2) when
+    #   |z-beta*tan(pi*alpha/2)| < tol(5)*alpha**(1/alpha).
+    #   (The bound on the right is ad hoc, to get reasonable behavior
+    #   when alpha is small)."
+    # where tol(5) = 0.5e-2 by default.
+    #
+    # We seem to have partially addressed this through re-expression of
+    # g(theta) here, but it still needs to be used in some extreme cases.
+    # Perhaps tol(5) = 0.5e-2 could be reduced for our implementation.
+    if np.abs(x0 - zeta) < x_tol_near_zeta * alpha ** (1 / alpha):
+        x0 = zeta
+    return x0
+
+
+def _nolan_round_difficult_input(
+    x0, alpha, beta, zeta, x_tol_near_zeta, alpha_tol_near_one
+):
+    """Round difficult input values for Nolan's method in [NO]."""
+
+    # following Nolan's STABLE,
+    #   "1. When 0 < |alpha-1| < 0.005, the program has numerical problems
+    #   evaluating the pdf and cdf.  The current version of the program sets
+    #   alpha=1 in these cases. This approximation is not bad in the S0
+    #   parameterization."
+    if np.abs(alpha - 1) < alpha_tol_near_one:
+        alpha = 1.0
+
+    #   "2. When alpha=1 and |beta| < 0.005, the program has numerical
+    #   problems.  The current version sets beta=0."
+    # We seem to have addressed this through re-expression of g(theta) here
+
+    x0 = _nolan_round_x_near_zeta(x0, alpha, zeta, x_tol_near_zeta)
+    return x0, alpha, beta
+
+
+def _pdf_single_value_piecewise_Z1(x, alpha, beta, **kwds):
+    # convert from Nolan's S_1 (aka S) to S_0 (aka Zolaterev M)
+    # parameterization
+
+    zeta = -beta * np.tan(np.pi * alpha / 2.0)
+    x0 = x + zeta if alpha != 1 else x
+
+    return _pdf_single_value_piecewise_Z0(x0, alpha, beta, **kwds)
+
+
+def _pdf_single_value_piecewise_Z0(x0, alpha, beta, **kwds):
+
+    quad_eps = kwds.get("quad_eps", _QUAD_EPS)
+    x_tol_near_zeta = kwds.get("piecewise_x_tol_near_zeta", 0.005)
+    alpha_tol_near_one = kwds.get("piecewise_alpha_tol_near_one", 0.005)
+
+    zeta = -beta * np.tan(np.pi * alpha / 2.0)
+    x0, alpha, beta = _nolan_round_difficult_input(
+        x0, alpha, beta, zeta, x_tol_near_zeta, alpha_tol_near_one
+    )
+
+    # some other known distribution pdfs / analytical cases
+    # TODO: add more where possible with test coverage,
+    # eg https://en.wikipedia.org/wiki/Stable_distribution#Other_analytic_cases
+    if alpha == 2.0:
+        # normal
+        return _norm_pdf(x0 / np.sqrt(2)) / np.sqrt(2)
+    elif alpha == 0.5 and beta == 1.0:
+        # levy
+        # since S(1/2, 1, gamma, delta; <x>) ==
+        # S(1/2, 1, gamma, gamma + delta; <x0>).
+        _x = x0 + 1
+        if _x <= 0:
+            return 0
+
+        return 1 / np.sqrt(2 * np.pi * _x) / _x * np.exp(-1 / (2 * _x))
+    elif alpha == 0.5 and beta == 0.0 and x0 != 0:
+        # analytical solution [HO]
+        S, C = sc.fresnel([1 / np.sqrt(2 * np.pi * np.abs(x0))])
+        arg = 1 / (4 * np.abs(x0))
+        return (
+            np.sin(arg) * (0.5 - S[0]) + np.cos(arg) * (0.5 - C[0])
+        ) / np.sqrt(2 * np.pi * np.abs(x0) ** 3)
+    elif alpha == 1.0 and beta == 0.0:
+        # cauchy
+        return 1 / (1 + x0 ** 2) / np.pi
+
+    return _pdf_single_value_piecewise_post_rounding_Z0(
+        x0, alpha, beta, quad_eps, x_tol_near_zeta
+    )
+
+
+def _pdf_single_value_piecewise_post_rounding_Z0(x0, alpha, beta, quad_eps,
+                                                 x_tol_near_zeta):
+    """Calculate pdf using Nolan's methods as detailed in [NO]."""
+
+    _nolan = Nolan(alpha, beta, x0)
+    zeta = _nolan.zeta
+    xi = _nolan.xi
+    c2 = _nolan.c2
+    g = _nolan.g
+
+    # round x0 to zeta again if needed. zeta was recomputed and may have
+    # changed due to floating point differences.
+    # See https://github.com/scipy/scipy/pull/18133
+    x0 = _nolan_round_x_near_zeta(x0, alpha, zeta, x_tol_near_zeta)
+    # handle Nolan's initial case logic
+    if x0 == zeta:
+        return (
+            sc.gamma(1 + 1 / alpha)
+            * np.cos(xi)
+            / np.pi
+            / ((1 + zeta ** 2) ** (1 / alpha / 2))
+        )
+    elif x0 < zeta:
+        return _pdf_single_value_piecewise_post_rounding_Z0(
+            -x0, alpha, -beta, quad_eps, x_tol_near_zeta
+        )
+
+    # following Nolan, we may now assume
+    #   x0 > zeta when alpha != 1
+    #   beta != 0 when alpha == 1
+
+    # spare calculating integral on null set
+    # use isclose as macos has fp differences
+    if np.isclose(-xi, np.pi / 2, rtol=1e-014, atol=1e-014):
+        return 0.0
+
+    def integrand(theta):
+        # limit any numerical issues leading to g_1 < 0 near theta limits
+        g_1 = g(theta)
+        if not np.isfinite(g_1) or g_1 < 0:
+            g_1 = 0
+        return g_1 * np.exp(-g_1)
+
+    with np.errstate(all="ignore"):
+        peak = optimize.bisect(
+            lambda t: g(t) - 1, -xi, np.pi / 2, xtol=quad_eps
+        )
+
+        # this integrand can be very peaked, so we need to force
+        # QUADPACK to evaluate the function inside its support
+        #
+
+        # lastly, we add additional samples at
+        #   ~exp(-100), ~exp(-10), ~exp(-5), ~exp(-1)
+        # to improve QUADPACK's detection of rapidly descending tail behavior
+        # (this choice is fairly ad hoc)
+        tail_points = [
+            optimize.bisect(lambda t: g(t) - exp_height, -xi, np.pi / 2)
+            for exp_height in [100, 10, 5]
+            # exp_height = 1 is handled by peak
+        ]
+        intg_points = [0, peak] + tail_points
+        intg, *ret = integrate.quad(
+            integrand,
+            -xi,
+            np.pi / 2,
+            points=intg_points,
+            limit=100,
+            epsrel=quad_eps,
+            epsabs=0,
+            full_output=1,
+        )
+
+    return c2 * intg
+
+
+def _cdf_single_value_piecewise_Z1(x, alpha, beta, **kwds):
+    # convert from Nolan's S_1 (aka S) to S_0 (aka Zolaterev M)
+    # parameterization
+
+    zeta = -beta * np.tan(np.pi * alpha / 2.0)
+    x0 = x + zeta if alpha != 1 else x
+
+    return _cdf_single_value_piecewise_Z0(x0, alpha, beta, **kwds)
+
+
+def _cdf_single_value_piecewise_Z0(x0, alpha, beta, **kwds):
+
+    quad_eps = kwds.get("quad_eps", _QUAD_EPS)
+    x_tol_near_zeta = kwds.get("piecewise_x_tol_near_zeta", 0.005)
+    alpha_tol_near_one = kwds.get("piecewise_alpha_tol_near_one", 0.005)
+
+    zeta = -beta * np.tan(np.pi * alpha / 2.0)
+    x0, alpha, beta = _nolan_round_difficult_input(
+        x0, alpha, beta, zeta, x_tol_near_zeta, alpha_tol_near_one
+    )
+
+    # some other known distribution cdfs / analytical cases
+    # TODO: add more where possible with test coverage,
+    # eg https://en.wikipedia.org/wiki/Stable_distribution#Other_analytic_cases
+    if alpha == 2.0:
+        # normal
+        return _norm_cdf(x0 / np.sqrt(2))
+    elif alpha == 0.5 and beta == 1.0:
+        # levy
+        # since S(1/2, 1, gamma, delta; <x>) ==
+        # S(1/2, 1, gamma, gamma + delta; <x0>).
+        _x = x0 + 1
+        if _x <= 0:
+            return 0
+
+        return sc.erfc(np.sqrt(0.5 / _x))
+    elif alpha == 1.0 and beta == 0.0:
+        # cauchy
+        return 0.5 + np.arctan(x0) / np.pi
+
+    return _cdf_single_value_piecewise_post_rounding_Z0(
+        x0, alpha, beta, quad_eps, x_tol_near_zeta
+    )
+
+
+def _cdf_single_value_piecewise_post_rounding_Z0(x0, alpha, beta, quad_eps,
+                                                 x_tol_near_zeta):
+    """Calculate cdf using Nolan's methods as detailed in [NO]."""
+    _nolan = Nolan(alpha, beta, x0)
+    zeta = _nolan.zeta
+    xi = _nolan.xi
+    c1 = _nolan.c1
+    # c2 = _nolan.c2
+    c3 = _nolan.c3
+    g = _nolan.g
+    # round x0 to zeta again if needed. zeta was recomputed and may have
+    # changed due to floating point differences.
+    # See https://github.com/scipy/scipy/pull/18133
+    x0 = _nolan_round_x_near_zeta(x0, alpha, zeta, x_tol_near_zeta)
+    # handle Nolan's initial case logic
+    if (alpha == 1 and beta < 0) or x0 < zeta:
+        # NOTE: Nolan's paper has a typo here!
+        # He states F(x) = 1 - F(x, alpha, -beta), but this is clearly
+        # incorrect since F(-infty) would be 1.0 in this case
+        # Indeed, the alpha != 1, x0 < zeta case is correct here.
+        return 1 - _cdf_single_value_piecewise_post_rounding_Z0(
+            -x0, alpha, -beta, quad_eps, x_tol_near_zeta
+        )
+    elif x0 == zeta:
+        return 0.5 - xi / np.pi
+
+    # following Nolan, we may now assume
+    #   x0 > zeta when alpha != 1
+    #   beta > 0 when alpha == 1
+
+    # spare calculating integral on null set
+    # use isclose as macos has fp differences
+    if np.isclose(-xi, np.pi / 2, rtol=1e-014, atol=1e-014):
+        return c1
+
+    def integrand(theta):
+        g_1 = g(theta)
+        return np.exp(-g_1)
+
+    with np.errstate(all="ignore"):
+        # shrink supports where required
+        left_support = -xi
+        right_support = np.pi / 2
+        if alpha > 1:
+            # integrand(t) monotonic 0 to 1
+            if integrand(-xi) != 0.0:
+                res = optimize.minimize(
+                    integrand,
+                    (-xi,),
+                    method="L-BFGS-B",
+                    bounds=[(-xi, np.pi / 2)],
+                )
+                left_support = res.x[0]
+        else:
+            # integrand(t) monotonic 1 to 0
+            if integrand(np.pi / 2) != 0.0:
+                res = optimize.minimize(
+                    integrand,
+                    (np.pi / 2,),
+                    method="L-BFGS-B",
+                    bounds=[(-xi, np.pi / 2)],
+                )
+                right_support = res.x[0]
+
+        intg, *ret = integrate.quad(
+            integrand,
+            left_support,
+            right_support,
+            points=[left_support, right_support],
+            limit=100,
+            epsrel=quad_eps,
+            epsabs=0,
+            full_output=1,
+        )
+
+    return c1 + c3 * intg
+
+
+def _rvs_Z1(alpha, beta, size=None, random_state=None):
+    """Simulate random variables using Nolan's methods as detailed in [NO].
+    """
+
+    def alpha1func(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W):
+        return (
+            2
+            / np.pi
+            * (
+                (np.pi / 2 + bTH) * tanTH
+                - beta * np.log((np.pi / 2 * W * cosTH) / (np.pi / 2 + bTH))
+            )
+        )
+
+    def beta0func(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W):
+        return (
+            W
+            / (cosTH / np.tan(aTH) + np.sin(TH))
+            * ((np.cos(aTH) + np.sin(aTH) * tanTH) / W) ** (1.0 / alpha)
+        )
+
+    def otherwise(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W):
+        # alpha is not 1 and beta is not 0
+        val0 = beta * np.tan(np.pi * alpha / 2)
+        th0 = np.arctan(val0) / alpha
+        val3 = W / (cosTH / np.tan(alpha * (th0 + TH)) + np.sin(TH))
+        res3 = val3 * (
+            (
+                np.cos(aTH)
+                + np.sin(aTH) * tanTH
+                - val0 * (np.sin(aTH) - np.cos(aTH) * tanTH)
+            )
+            / W
+        ) ** (1.0 / alpha)
+        return res3
+
+    def alphanot1func(alpha, beta, TH, aTH, bTH, cosTH, tanTH, W):
+        res = _lazywhere(
+            beta == 0,
+            (alpha, beta, TH, aTH, bTH, cosTH, tanTH, W),
+            beta0func,
+            f2=otherwise,
+        )
+        return res
+
+    alpha = np.broadcast_to(alpha, size)
+    beta = np.broadcast_to(beta, size)
+    TH = uniform.rvs(
+        loc=-np.pi / 2.0, scale=np.pi, size=size, random_state=random_state
+    )
+    W = expon.rvs(size=size, random_state=random_state)
+    aTH = alpha * TH
+    bTH = beta * TH
+    cosTH = np.cos(TH)
+    tanTH = np.tan(TH)
+    res = _lazywhere(
+        alpha == 1,
+        (alpha, beta, TH, aTH, bTH, cosTH, tanTH, W),
+        alpha1func,
+        f2=alphanot1func,
+    )
+    return res
+
+
+def _fitstart_S0(data):
+    alpha, beta, delta1, gamma = _fitstart_S1(data)
+
+    # Formulas for mapping parameters in S1 parameterization to
+    # those in S0 parameterization can be found in [NO]. Note that
+    # only delta changes.
+    if alpha != 1:
+        delta0 = delta1 + beta * gamma * np.tan(np.pi * alpha / 2.0)
+    else:
+        delta0 = delta1 + 2 * beta * gamma * np.log(gamma) / np.pi
+
+    return alpha, beta, delta0, gamma
+
+
+def _fitstart_S1(data):
+    # We follow McCullock 1986 method - Simple Consistent Estimators
+    # of Stable Distribution Parameters
+
+    # fmt: off
+    # Table III and IV
+    nu_alpha_range = [2.439, 2.5, 2.6, 2.7, 2.8, 3, 3.2, 3.5, 4,
+                      5, 6, 8, 10, 15, 25]
+    nu_beta_range = [0, 0.1, 0.2, 0.3, 0.5, 0.7, 1]
+
+    # table III - alpha = psi_1(nu_alpha, nu_beta)
+    alpha_table = np.array([
+        [2.000, 2.000, 2.000, 2.000, 2.000, 2.000, 2.000],
+        [1.916, 1.924, 1.924, 1.924, 1.924, 1.924, 1.924],
+        [1.808, 1.813, 1.829, 1.829, 1.829, 1.829, 1.829],
+        [1.729, 1.730, 1.737, 1.745, 1.745, 1.745, 1.745],
+        [1.664, 1.663, 1.663, 1.668, 1.676, 1.676, 1.676],
+        [1.563, 1.560, 1.553, 1.548, 1.547, 1.547, 1.547],
+        [1.484, 1.480, 1.471, 1.460, 1.448, 1.438, 1.438],
+        [1.391, 1.386, 1.378, 1.364, 1.337, 1.318, 1.318],
+        [1.279, 1.273, 1.266, 1.250, 1.210, 1.184, 1.150],
+        [1.128, 1.121, 1.114, 1.101, 1.067, 1.027, 0.973],
+        [1.029, 1.021, 1.014, 1.004, 0.974, 0.935, 0.874],
+        [0.896, 0.892, 0.884, 0.883, 0.855, 0.823, 0.769],
+        [0.818, 0.812, 0.806, 0.801, 0.780, 0.756, 0.691],
+        [0.698, 0.695, 0.692, 0.689, 0.676, 0.656, 0.597],
+        [0.593, 0.590, 0.588, 0.586, 0.579, 0.563, 0.513]]).T
+    # transpose because interpolation with `RectBivariateSpline` is with
+    # `nu_beta` as `x` and `nu_alpha` as `y`
+
+    # table IV - beta = psi_2(nu_alpha, nu_beta)
+    beta_table = np.array([
+        [0, 2.160, 1.000, 1.000, 1.000, 1.000, 1.000],
+        [0, 1.592, 3.390, 1.000, 1.000, 1.000, 1.000],
+        [0, 0.759, 1.800, 1.000, 1.000, 1.000, 1.000],
+        [0, 0.482, 1.048, 1.694, 1.000, 1.000, 1.000],
+        [0, 0.360, 0.760, 1.232, 2.229, 1.000, 1.000],
+        [0, 0.253, 0.518, 0.823, 1.575, 1.000, 1.000],
+        [0, 0.203, 0.410, 0.632, 1.244, 1.906, 1.000],
+        [0, 0.165, 0.332, 0.499, 0.943, 1.560, 1.000],
+        [0, 0.136, 0.271, 0.404, 0.689, 1.230, 2.195],
+        [0, 0.109, 0.216, 0.323, 0.539, 0.827, 1.917],
+        [0, 0.096, 0.190, 0.284, 0.472, 0.693, 1.759],
+        [0, 0.082, 0.163, 0.243, 0.412, 0.601, 1.596],
+        [0, 0.074, 0.147, 0.220, 0.377, 0.546, 1.482],
+        [0, 0.064, 0.128, 0.191, 0.330, 0.478, 1.362],
+        [0, 0.056, 0.112, 0.167, 0.285, 0.428, 1.274]]).T
+
+    # Table V and VII
+    # These are ordered with decreasing `alpha_range`; so we will need to
+    # reverse them as required by RectBivariateSpline.
+    alpha_range = [2, 1.9, 1.8, 1.7, 1.6, 1.5, 1.4, 1.3, 1.2, 1.1,
+                   1, 0.9, 0.8, 0.7, 0.6, 0.5][::-1]
+    beta_range = [0, 0.25, 0.5, 0.75, 1]
+
+    # Table V - nu_c = psi_3(alpha, beta)
+    nu_c_table = np.array([
+        [1.908, 1.908, 1.908, 1.908, 1.908],
+        [1.914, 1.915, 1.916, 1.918, 1.921],
+        [1.921, 1.922, 1.927, 1.936, 1.947],
+        [1.927, 1.930, 1.943, 1.961, 1.987],
+        [1.933, 1.940, 1.962, 1.997, 2.043],
+        [1.939, 1.952, 1.988, 2.045, 2.116],
+        [1.946, 1.967, 2.022, 2.106, 2.211],
+        [1.955, 1.984, 2.067, 2.188, 2.333],
+        [1.965, 2.007, 2.125, 2.294, 2.491],
+        [1.980, 2.040, 2.205, 2.435, 2.696],
+        [2.000, 2.085, 2.311, 2.624, 2.973],
+        [2.040, 2.149, 2.461, 2.886, 3.356],
+        [2.098, 2.244, 2.676, 3.265, 3.912],
+        [2.189, 2.392, 3.004, 3.844, 4.775],
+        [2.337, 2.634, 3.542, 4.808, 6.247],
+        [2.588, 3.073, 4.534, 6.636, 9.144]])[::-1].T
+    # transpose because interpolation with `RectBivariateSpline` is with
+    # `beta` as `x` and `alpha` as `y`
+
+    # Table VII - nu_zeta = psi_5(alpha, beta)
+    nu_zeta_table = np.array([
+        [0, 0.000, 0.000, 0.000, 0.000],
+        [0, -0.017, -0.032, -0.049, -0.064],
+        [0, -0.030, -0.061, -0.092, -0.123],
+        [0, -0.043, -0.088, -0.132, -0.179],
+        [0, -0.056, -0.111, -0.170, -0.232],
+        [0, -0.066, -0.134, -0.206, -0.283],
+        [0, -0.075, -0.154, -0.241, -0.335],
+        [0, -0.084, -0.173, -0.276, -0.390],
+        [0, -0.090, -0.192, -0.310, -0.447],
+        [0, -0.095, -0.208, -0.346, -0.508],
+        [0, -0.098, -0.223, -0.380, -0.576],
+        [0, -0.099, -0.237, -0.424, -0.652],
+        [0, -0.096, -0.250, -0.469, -0.742],
+        [0, -0.089, -0.262, -0.520, -0.853],
+        [0, -0.078, -0.272, -0.581, -0.997],
+        [0, -0.061, -0.279, -0.659, -1.198]])[::-1].T
+    # fmt: on
+
+    psi_1 = RectBivariateSpline(nu_beta_range, nu_alpha_range,
+                                alpha_table, kx=1, ky=1, s=0)
+
+    def psi_1_1(nu_beta, nu_alpha):
+        return psi_1(nu_beta, nu_alpha) \
+            if nu_beta > 0 else psi_1(-nu_beta, nu_alpha)
+
+    psi_2 = RectBivariateSpline(nu_beta_range, nu_alpha_range,
+                                beta_table, kx=1, ky=1, s=0)
+
+    def psi_2_1(nu_beta, nu_alpha):
+        return psi_2(nu_beta, nu_alpha) \
+            if nu_beta > 0 else -psi_2(-nu_beta, nu_alpha)
+
+    phi_3 = RectBivariateSpline(beta_range, alpha_range, nu_c_table,
+                                kx=1, ky=1, s=0)
+
+    def phi_3_1(beta, alpha):
+        return phi_3(beta, alpha) if beta > 0 else phi_3(-beta, alpha)
+
+    phi_5 = RectBivariateSpline(beta_range, alpha_range, nu_zeta_table,
+                                kx=1, ky=1, s=0)
+
+    def phi_5_1(beta, alpha):
+        return phi_5(beta, alpha) if beta > 0 else -phi_5(-beta, alpha)
+
+    # quantiles
+    p05 = np.percentile(data, 5)
+    p50 = np.percentile(data, 50)
+    p95 = np.percentile(data, 95)
+    p25 = np.percentile(data, 25)
+    p75 = np.percentile(data, 75)
+
+    nu_alpha = (p95 - p05) / (p75 - p25)
+    nu_beta = (p95 + p05 - 2 * p50) / (p95 - p05)
+
+    if nu_alpha >= 2.439:
+        eps = np.finfo(float).eps
+        alpha = np.clip(psi_1_1(nu_beta, nu_alpha)[0, 0], eps, 2.)
+        beta = np.clip(psi_2_1(nu_beta, nu_alpha)[0, 0], -1.0, 1.0)
+    else:
+        alpha = 2.0
+        beta = np.sign(nu_beta)
+    c = (p75 - p25) / phi_3_1(beta, alpha)[0, 0]
+    zeta = p50 + c * phi_5_1(beta, alpha)[0, 0]
+    delta = zeta-beta*c*np.tan(np.pi*alpha/2.) if alpha != 1. else zeta
+
+    return (alpha, beta, delta, c)
+
+
+class levy_stable_gen(rv_continuous):
+    r"""A Levy-stable continuous random variable.
+
+    %(before_notes)s
+
+    See Also
+    --------
+    levy, levy_l, cauchy, norm
+
+    Notes
+    -----
+    The distribution for `levy_stable` has characteristic function:
+
+    .. math::
+
+        \varphi(t, \alpha, \beta, c, \mu) =
+        e^{it\mu -|ct|^{\alpha}(1-i\beta\operatorname{sign}(t)\Phi(\alpha, t))}
+
+    where two different parameterizations are supported. The first :math:`S_1`:
+
+    .. math::
+
+        \Phi = \begin{cases}
+                \tan \left({\frac {\pi \alpha }{2}}\right)&\alpha \neq 1\\
+                -{\frac {2}{\pi }}\log |t|&\alpha =1
+                \end{cases}
+
+    The second :math:`S_0`:
+
+    .. math::
+
+        \Phi = \begin{cases}
+                -\tan \left({\frac {\pi \alpha }{2}}\right)(|ct|^{1-\alpha}-1)
+                &\alpha \neq 1\\
+                -{\frac {2}{\pi }}\log |ct|&\alpha =1
+                \end{cases}
+
+
+    The probability density function for `levy_stable` is:
+
+    .. math::
+
+        f(x) = \frac{1}{2\pi}\int_{-\infty}^\infty \varphi(t)e^{-ixt}\,dt
+
+    where :math:`-\infty < t < \infty`. This integral does not have a known
+    closed form.
+
+    `levy_stable` generalizes several distributions.  Where possible, they
+    should be used instead.  Specifically, when the shape parameters
+    assume the values in the table below, the corresponding equivalent
+    distribution should be used.
+
+    =========  ========  ===========
+    ``alpha``  ``beta``   Equivalent
+    =========  ========  ===========
+     1/2       -1        `levy_l`
+     1/2       1         `levy`
+     1         0         `cauchy`
+     2         any       `norm` (with ``scale=sqrt(2)``)
+    =========  ========  ===========
+
+    Evaluation of the pdf uses Nolan's piecewise integration approach with the
+    Zolotarev :math:`M` parameterization by default. There is also the option
+    to use direct numerical integration of the standard parameterization of the
+    characteristic function or to evaluate by taking the FFT of the
+    characteristic function.
+
+    The default method can changed by setting the class variable
+    ``levy_stable.pdf_default_method`` to one of 'piecewise' for Nolan's
+    approach, 'dni' for direct numerical integration, or 'fft-simpson' for the
+    FFT based approach. For the sake of backwards compatibility, the methods
+    'best' and 'zolotarev' are equivalent to 'piecewise' and the method
+    'quadrature' is equivalent to 'dni'.
+
+    The parameterization can be changed  by setting the class variable
+    ``levy_stable.parameterization`` to either 'S0' or 'S1'.
+    The default is 'S1'.
+
+    To improve performance of piecewise and direct numerical integration one
+    can specify ``levy_stable.quad_eps`` (defaults to 1.2e-14). This is used
+    as both the absolute and relative quadrature tolerance for direct numerical
+    integration and as the relative quadrature tolerance for the piecewise
+    method. One can also specify ``levy_stable.piecewise_x_tol_near_zeta``
+    (defaults to 0.005) for how close x is to zeta before it is considered the
+    same as x [NO]. The exact check is
+    ``abs(x0 - zeta) < piecewise_x_tol_near_zeta*alpha**(1/alpha)``. One can
+    also specify ``levy_stable.piecewise_alpha_tol_near_one`` (defaults to
+    0.005) for how close alpha is to 1 before being considered equal to 1.
+
+    To increase accuracy of FFT calculation one can specify
+    ``levy_stable.pdf_fft_grid_spacing`` (defaults to 0.001) and
+    ``pdf_fft_n_points_two_power`` (defaults to None which means a value is
+    calculated that sufficiently covers the input range).
+
+    Further control over FFT calculation is available by setting
+    ``pdf_fft_interpolation_degree`` (defaults to 3) for spline order and
+    ``pdf_fft_interpolation_level`` for determining the number of points to use
+    in the Newton-Cotes formula when approximating the characteristic function
+    (considered experimental).
+
+    Evaluation of the cdf uses Nolan's piecewise integration approach with the
+    Zolatarev :math:`S_0` parameterization by default. There is also the option
+    to evaluate through integration of an interpolated spline of the pdf
+    calculated by means of the FFT method. The settings affecting FFT
+    calculation are the same as for pdf calculation. The default cdf method can
+    be changed by setting ``levy_stable.cdf_default_method`` to either
+    'piecewise' or 'fft-simpson'.  For cdf calculations the Zolatarev method is
+    superior in accuracy, so FFT is disabled by default.
+
+    Fitting estimate uses quantile estimation method in [MC]. MLE estimation of
+    parameters in fit method uses this quantile estimate initially. Note that
+    MLE doesn't always converge if using FFT for pdf calculations; this will be
+    the case if alpha <= 1 where the FFT approach doesn't give good
+    approximations.
+
+    Any non-missing value for the attribute
+    ``levy_stable.pdf_fft_min_points_threshold`` will set
+    ``levy_stable.pdf_default_method`` to 'fft-simpson' if a valid
+    default method is not otherwise set.
+
+
+
+    .. warning::
+
+        For pdf calculations FFT calculation is considered experimental.
+
+        For cdf calculations FFT calculation is considered experimental. Use
+        Zolatarev's method instead (default).
+
+    The probability density above is defined in the "standardized" form. To
+    shift and/or scale the distribution use the ``loc`` and ``scale``
+    parameters.
+    Generally ``%(name)s.pdf(x, %(shapes)s, loc, scale)`` is identically
+    equivalent to ``%(name)s.pdf(y, %(shapes)s) / scale`` with
+    ``y = (x - loc) / scale``, except in the ``S1`` parameterization if
+    ``alpha == 1``.  In that case ``%(name)s.pdf(x, %(shapes)s, loc, scale)``
+    is identically equivalent to ``%(name)s.pdf(y, %(shapes)s) / scale`` with
+    ``y = (x - loc - 2 * beta * scale * np.log(scale) / np.pi) / scale``.
+    See [NO2]_ Definition 1.8 for more information.
+    Note that shifting the location of a distribution
+    does not make it a "noncentral" distribution.
+
+    References
+    ----------
+    .. [MC] McCulloch, J., 1986. Simple consistent estimators of stable
+        distribution parameters. Communications in Statistics - Simulation and
+        Computation 15, 11091136.
+    .. [WZ] Wang, Li and Zhang, Ji-Hong, 2008. Simpson's rule based FFT method
+        to compute densities of stable distribution.
+    .. [NO] Nolan, J., 1997. Numerical Calculation of Stable Densities and
+        distributions Functions.
+    .. [NO2] Nolan, J., 2018. Stable Distributions: Models for Heavy Tailed
+        Data.
+    .. [HO] Hopcraft, K. I., Jakeman, E., Tanner, R. M. J., 1999. Lévy random
+        walks with fluctuating step number and multiscale behavior.
+
+    %(example)s
+
+    """
+    # Configurable options as class variables
+    # (accessible from self by attribute lookup).
+    parameterization = "S1"
+    pdf_default_method = "piecewise"
+    cdf_default_method = "piecewise"
+    quad_eps = _QUAD_EPS
+    piecewise_x_tol_near_zeta = 0.005
+    piecewise_alpha_tol_near_one = 0.005
+    pdf_fft_min_points_threshold = None
+    pdf_fft_grid_spacing = 0.001
+    pdf_fft_n_points_two_power = None
+    pdf_fft_interpolation_level = 3
+    pdf_fft_interpolation_degree = 3
+
+    def _argcheck(self, alpha, beta):
+        return (alpha > 0) & (alpha <= 2) & (beta <= 1) & (beta >= -1)
+
+    def _shape_info(self):
+        ialpha = _ShapeInfo("alpha", False, (0, 2), (False, True))
+        ibeta = _ShapeInfo("beta", False, (-1, 1), (True, True))
+        return [ialpha, ibeta]
+
+    def _parameterization(self):
+        allowed = ("S0", "S1")
+        pz = self.parameterization
+        if pz not in allowed:
+            raise RuntimeError(
+                f"Parameterization '{pz}' in supported list: {allowed}"
+            )
+        return pz
+
+    @inherit_docstring_from(rv_continuous)
+    def rvs(self, *args, **kwds):
+        X1 = super().rvs(*args, **kwds)
+
+        kwds.pop("discrete", None)
+        kwds.pop("random_state", None)
+        (alpha, beta), delta, gamma, size = self._parse_args_rvs(*args, **kwds)
+
+        # shift location for this parameterisation (S1)
+        X1 = np.where(
+            alpha == 1.0, X1 + 2 * beta * gamma * np.log(gamma) / np.pi, X1
+        )
+
+        if self._parameterization() == "S0":
+            return np.where(
+                alpha == 1.0,
+                X1 - (beta * 2 * gamma * np.log(gamma) / np.pi),
+                X1 - gamma * beta * np.tan(np.pi * alpha / 2.0),
+            )
+        elif self._parameterization() == "S1":
+            return X1
+
+    def _rvs(self, alpha, beta, size=None, random_state=None):
+        return _rvs_Z1(alpha, beta, size, random_state)
+
+    @inherit_docstring_from(rv_continuous)
+    def pdf(self, x, *args, **kwds):
+        # override base class version to correct
+        # location for S1 parameterization
+        if self._parameterization() == "S0":
+            return super().pdf(x, *args, **kwds)
+        elif self._parameterization() == "S1":
+            (alpha, beta), delta, gamma = self._parse_args(*args, **kwds)
+            if np.all(np.reshape(alpha, (1, -1))[0, :] != 1):
+                return super().pdf(x, *args, **kwds)
+            else:
+                # correct location for this parameterisation
+                x = np.reshape(x, (1, -1))[0, :]
+                x, alpha, beta = np.broadcast_arrays(x, alpha, beta)
+
+                data_in = np.dstack((x, alpha, beta))[0]
+                data_out = np.empty(shape=(len(data_in), 1))
+                # group data in unique arrays of alpha, beta pairs
+                uniq_param_pairs = np.unique(data_in[:, 1:], axis=0)
+                for pair in uniq_param_pairs:
+                    _alpha, _beta = pair
+                    _delta = (
+                        delta + 2 * _beta * gamma * np.log(gamma) / np.pi
+                        if _alpha == 1.0
+                        else delta
+                    )
+                    data_mask = np.all(data_in[:, 1:] == pair, axis=-1)
+                    _x = data_in[data_mask, 0]
+                    data_out[data_mask] = (
+                        super()
+                        .pdf(_x, _alpha, _beta, loc=_delta, scale=gamma)
+                        .reshape(len(_x), 1)
+                    )
+                output = data_out.T[0]
+                if output.shape == (1,):
+                    return output[0]
+                return output
+
+    def _pdf(self, x, alpha, beta):
+        if self._parameterization() == "S0":
+            _pdf_single_value_piecewise = _pdf_single_value_piecewise_Z0
+            _pdf_single_value_cf_integrate = _pdf_single_value_cf_integrate_Z0
+            _cf = _cf_Z0
+        elif self._parameterization() == "S1":
+            _pdf_single_value_piecewise = _pdf_single_value_piecewise_Z1
+            _pdf_single_value_cf_integrate = _pdf_single_value_cf_integrate_Z1
+            _cf = _cf_Z1
+
+        x = np.asarray(x).reshape(1, -1)[0, :]
+
+        x, alpha, beta = np.broadcast_arrays(x, alpha, beta)
+
+        data_in = np.dstack((x, alpha, beta))[0]
+        data_out = np.empty(shape=(len(data_in), 1))
+
+        pdf_default_method_name = self.pdf_default_method
+        if pdf_default_method_name in ("piecewise", "best", "zolotarev"):
+            pdf_single_value_method = _pdf_single_value_piecewise
+        elif pdf_default_method_name in ("dni", "quadrature"):
+            pdf_single_value_method = _pdf_single_value_cf_integrate
+        elif (
+            pdf_default_method_name == "fft-simpson"
+            or self.pdf_fft_min_points_threshold is not None
+        ):
+            pdf_single_value_method = None
+
+        pdf_single_value_kwds = {
+            "quad_eps": self.quad_eps,
+            "piecewise_x_tol_near_zeta": self.piecewise_x_tol_near_zeta,
+            "piecewise_alpha_tol_near_one": self.piecewise_alpha_tol_near_one,
+        }
+
+        fft_grid_spacing = self.pdf_fft_grid_spacing
+        fft_n_points_two_power = self.pdf_fft_n_points_two_power
+        fft_interpolation_level = self.pdf_fft_interpolation_level
+        fft_interpolation_degree = self.pdf_fft_interpolation_degree
+
+        # group data in unique arrays of alpha, beta pairs
+        uniq_param_pairs = np.unique(data_in[:, 1:], axis=0)
+        for pair in uniq_param_pairs:
+            data_mask = np.all(data_in[:, 1:] == pair, axis=-1)
+            data_subset = data_in[data_mask]
+            if pdf_single_value_method is not None:
+                data_out[data_mask] = np.array(
+                    [
+                        pdf_single_value_method(
+                            _x, _alpha, _beta, **pdf_single_value_kwds
+                        )
+                        for _x, _alpha, _beta in data_subset
+                    ]
+                ).reshape(len(data_subset), 1)
+            else:
+                warnings.warn(
+                    "Density calculations experimental for FFT method."
+                    + " Use combination of piecewise and dni methods instead.",
+                    RuntimeWarning, stacklevel=3,
+                )
+                _alpha, _beta = pair
+                _x = data_subset[:, (0,)]
+
+                if _alpha < 1.0:
+                    raise RuntimeError(
+                        "FFT method does not work well for alpha less than 1."
+                    )
+
+                # need enough points to "cover" _x for interpolation
+                if fft_grid_spacing is None and fft_n_points_two_power is None:
+                    raise ValueError(
+                        "One of fft_grid_spacing or fft_n_points_two_power "
+                        + "needs to be set."
+                    )
+                max_abs_x = np.max(np.abs(_x))
+                h = (
+                    2 ** (3 - fft_n_points_two_power) * max_abs_x
+                    if fft_grid_spacing is None
+                    else fft_grid_spacing
+                )
+                q = (
+                    np.ceil(np.log(2 * max_abs_x / h) / np.log(2)) + 2
+                    if fft_n_points_two_power is None
+                    else int(fft_n_points_two_power)
+                )
+
+                # for some parameters, the range of x can be quite
+                # large, let's choose an arbitrary cut off (8GB) to save on
+                # computer memory.
+                MAX_Q = 30
+                if q > MAX_Q:
+                    raise RuntimeError(
+                        "fft_n_points_two_power has a maximum "
+                        + f"value of {MAX_Q}"
+                    )
+
+                density_x, density = pdf_from_cf_with_fft(
+                    lambda t: _cf(t, _alpha, _beta),
+                    h=h,
+                    q=q,
+                    level=fft_interpolation_level,
+                )
+                f = interpolate.InterpolatedUnivariateSpline(
+                    density_x, np.real(density), k=fft_interpolation_degree
+                )  # patch FFT to use cubic
+                data_out[data_mask] = f(_x)
+
+        return data_out.T[0]
+
+    @inherit_docstring_from(rv_continuous)
+    def cdf(self, x, *args, **kwds):
+        # override base class version to correct
+        # location for S1 parameterization
+        # NOTE: this is near identical to pdf() above
+        if self._parameterization() == "S0":
+            return super().cdf(x, *args, **kwds)
+        elif self._parameterization() == "S1":
+            (alpha, beta), delta, gamma = self._parse_args(*args, **kwds)
+            if np.all(np.reshape(alpha, (1, -1))[0, :] != 1):
+                return super().cdf(x, *args, **kwds)
+            else:
+                # correct location for this parameterisation
+                x = np.reshape(x, (1, -1))[0, :]
+                x, alpha, beta = np.broadcast_arrays(x, alpha, beta)
+
+                data_in = np.dstack((x, alpha, beta))[0]
+                data_out = np.empty(shape=(len(data_in), 1))
+                # group data in unique arrays of alpha, beta pairs
+                uniq_param_pairs = np.unique(data_in[:, 1:], axis=0)
+                for pair in uniq_param_pairs:
+                    _alpha, _beta = pair
+                    _delta = (
+                        delta + 2 * _beta * gamma * np.log(gamma) / np.pi
+                        if _alpha == 1.0
+                        else delta
+                    )
+                    data_mask = np.all(data_in[:, 1:] == pair, axis=-1)
+                    _x = data_in[data_mask, 0]
+                    data_out[data_mask] = (
+                        super()
+                        .cdf(_x, _alpha, _beta, loc=_delta, scale=gamma)
+                        .reshape(len(_x), 1)
+                    )
+                output = data_out.T[0]
+                if output.shape == (1,):
+                    return output[0]
+                return output
+
+    def _cdf(self, x, alpha, beta):
+        if self._parameterization() == "S0":
+            _cdf_single_value_piecewise = _cdf_single_value_piecewise_Z0
+            _cf = _cf_Z0
+        elif self._parameterization() == "S1":
+            _cdf_single_value_piecewise = _cdf_single_value_piecewise_Z1
+            _cf = _cf_Z1
+
+        x = np.asarray(x).reshape(1, -1)[0, :]
+
+        x, alpha, beta = np.broadcast_arrays(x, alpha, beta)
+
+        data_in = np.dstack((x, alpha, beta))[0]
+        data_out = np.empty(shape=(len(data_in), 1))
+
+        cdf_default_method_name = self.cdf_default_method
+        if cdf_default_method_name == "piecewise":
+            cdf_single_value_method = _cdf_single_value_piecewise
+        elif cdf_default_method_name == "fft-simpson":
+            cdf_single_value_method = None
+
+        cdf_single_value_kwds = {
+            "quad_eps": self.quad_eps,
+            "piecewise_x_tol_near_zeta": self.piecewise_x_tol_near_zeta,
+            "piecewise_alpha_tol_near_one": self.piecewise_alpha_tol_near_one,
+        }
+
+        fft_grid_spacing = self.pdf_fft_grid_spacing
+        fft_n_points_two_power = self.pdf_fft_n_points_two_power
+        fft_interpolation_level = self.pdf_fft_interpolation_level
+        fft_interpolation_degree = self.pdf_fft_interpolation_degree
+
+        # group data in unique arrays of alpha, beta pairs
+        uniq_param_pairs = np.unique(data_in[:, 1:], axis=0)
+        for pair in uniq_param_pairs:
+            data_mask = np.all(data_in[:, 1:] == pair, axis=-1)
+            data_subset = data_in[data_mask]
+            if cdf_single_value_method is not None:
+                data_out[data_mask] = np.array(
+                    [
+                        cdf_single_value_method(
+                            _x, _alpha, _beta, **cdf_single_value_kwds
+                        )
+                        for _x, _alpha, _beta in data_subset
+                    ]
+                ).reshape(len(data_subset), 1)
+            else:
+                warnings.warn(
+                    "Cumulative density calculations experimental for FFT"
+                    + " method. Use piecewise method instead.",
+                    RuntimeWarning, stacklevel=3,
+                )
+                _alpha, _beta = pair
+                _x = data_subset[:, (0,)]
+
+                # need enough points to "cover" _x for interpolation
+                if fft_grid_spacing is None and fft_n_points_two_power is None:
+                    raise ValueError(
+                        "One of fft_grid_spacing or fft_n_points_two_power "
+                        + "needs to be set."
+                    )
+                max_abs_x = np.max(np.abs(_x))
+                h = (
+                    2 ** (3 - fft_n_points_two_power) * max_abs_x
+                    if fft_grid_spacing is None
+                    else fft_grid_spacing
+                )
+                q = (
+                    np.ceil(np.log(2 * max_abs_x / h) / np.log(2)) + 2
+                    if fft_n_points_two_power is None
+                    else int(fft_n_points_two_power)
+                )
+
+                density_x, density = pdf_from_cf_with_fft(
+                    lambda t: _cf(t, _alpha, _beta),
+                    h=h,
+                    q=q,
+                    level=fft_interpolation_level,
+                )
+                f = interpolate.InterpolatedUnivariateSpline(
+                    density_x, np.real(density), k=fft_interpolation_degree
+                )
+                data_out[data_mask] = np.array(
+                    [f.integral(self.a, float(x_1.squeeze())) for x_1 in _x]
+                ).reshape(data_out[data_mask].shape)
+
+        return data_out.T[0]
+
+    def _fitstart(self, data):
+        if self._parameterization() == "S0":
+            _fitstart = _fitstart_S0
+        elif self._parameterization() == "S1":
+            _fitstart = _fitstart_S1
+        return _fitstart(data)
+
+    def _stats(self, alpha, beta):
+        mu = 0 if alpha > 1 else np.nan
+        mu2 = 2 if alpha == 2 else np.inf
+        g1 = 0.0 if alpha == 2.0 else np.nan
+        g2 = 0.0 if alpha == 2.0 else np.nan
+        return mu, mu2, g1, g2
+
+
+# cotes numbers - see sequence from http://oeis.org/A100642
+Cotes_table = np.array(
+    [[], [1]] + [v[2] for v in _builtincoeffs.values()], dtype=object
+)
+Cotes = np.array(
+    [
+        np.pad(r, (0, len(Cotes_table) - 1 - len(r)), mode='constant')
+        for r in Cotes_table
+    ]
+)
+
+
+def pdf_from_cf_with_fft(cf, h=0.01, q=9, level=3):
+    """Calculates pdf from characteristic function.
+
+    Uses fast Fourier transform with Newton-Cotes integration following [WZ].
+    Defaults to using Simpson's method (3-point Newton-Cotes integration).
+
+    Parameters
+    ----------
+    cf : callable
+        Single argument function from float -> complex expressing a
+        characteristic function for some distribution.
+    h : Optional[float]
+        Step size for Newton-Cotes integration. Default: 0.01
+    q : Optional[int]
+        Use 2**q steps when performing Newton-Cotes integration.
+        The infinite integral in the inverse Fourier transform will then
+        be restricted to the interval [-2**q * h / 2, 2**q * h / 2]. Setting
+        the number of steps equal to a power of 2 allows the fft to be
+        calculated in O(n*log(n)) time rather than O(n**2).
+        Default: 9
+    level : Optional[int]
+        Calculate integral using n-point Newton-Cotes integration for
+        n = level. The 3-point Newton-Cotes formula corresponds to Simpson's
+        rule. Default: 3
+
+    Returns
+    -------
+    x_l : ndarray
+        Array of points x at which pdf is estimated. 2**q equally spaced
+        points from -pi/h up to but not including pi/h.
+    density : ndarray
+        Estimated values of pdf corresponding to cf at points in x_l.
+
+    References
+    ----------
+    .. [WZ] Wang, Li and Zhang, Ji-Hong, 2008. Simpson's rule based FFT method
+        to compute densities of stable distribution.
+    """
+    n = level
+    N = 2**q
+    steps = np.arange(0, N)
+    L = N * h / 2
+    x_l = np.pi * (steps - N / 2) / L
+    if level > 1:
+        indices = np.arange(n).reshape(n, 1)
+        s1 = np.sum(
+            (-1) ** steps * Cotes[n, indices] * np.fft.fft(
+                (-1)**steps * cf(-L + h * steps + h * indices / (n - 1))
+            ) * np.exp(
+                1j * np.pi * indices / (n - 1)
+                - 2 * 1j * np.pi * indices * steps /
+                (N * (n - 1))
+            ),
+            axis=0
+        )
+    else:
+        s1 = (-1) ** steps * Cotes[n, 0] * np.fft.fft(
+            (-1) ** steps * cf(-L + h * steps)
+        )
+    density = h * s1 / (2 * np.pi * np.sum(Cotes[n]))
+    return (x_l, density)
+
+
+levy_stable = levy_stable_gen(name="levy_stable")
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diff --git a/llmeval-env/lib/python3.10/site-packages/scipy/stats/tests/data/_mvt.py b/llmeval-env/lib/python3.10/site-packages/scipy/stats/tests/data/_mvt.py
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+++ b/llmeval-env/lib/python3.10/site-packages/scipy/stats/tests/data/_mvt.py
@@ -0,0 +1,171 @@
+import math
+import numpy as np
+from scipy import special
+from scipy.stats._qmc import primes_from_2_to
+
+
+def _primes(n):
+    # Defined to facilitate comparison between translation and source
+    # In Matlab, primes(10.5) -> first four primes, primes(11.5) -> first five
+    return primes_from_2_to(math.ceil(n))
+
+
+def _gaminv(a, b):
+    # Defined to facilitate comparison between translation and source
+    # Matlab's `gaminv` is like `special.gammaincinv` but args are reversed
+    return special.gammaincinv(b, a)
+
+
+def _qsimvtv(m, nu, sigma, a, b, rng):
+    """Estimates the multivariate t CDF using randomized QMC
+
+    Parameters
+    ----------
+    m : int
+        The number of points
+    nu : float
+        Degrees of freedom
+    sigma : ndarray
+        A 2D positive semidefinite covariance matrix
+    a : ndarray
+        Lower integration limits
+    b : ndarray
+        Upper integration limits.
+    rng : Generator
+        Pseudorandom number generator
+
+    Returns
+    -------
+    p : float
+        The estimated CDF.
+    e : float
+        An absolute error estimate.
+
+    """
+    # _qsimvtv is a Python translation of the Matlab function qsimvtv,
+    # semicolons and all.
+    #
+    #   This function uses an algorithm given in the paper
+    #      "Comparison of Methods for the Numerical Computation of
+    #       Multivariate t Probabilities", in
+    #      J. of Computational and Graphical Stat., 11(2002), pp. 950-971, by
+    #          Alan Genz and Frank Bretz
+    #
+    #   The primary references for the numerical integration are
+    #    "On a Number-Theoretical Integration Method"
+    #    H. Niederreiter, Aequationes Mathematicae, 8(1972), pp. 304-11.
+    #    and
+    #    "Randomization of Number Theoretic Methods for Multiple Integration"
+    #     R. Cranley & T.N.L. Patterson, SIAM J Numer Anal, 13(1976), pp. 904-14.
+    #
+    #   Alan Genz is the author of this function and following Matlab functions.
+    #          Alan Genz, WSU Math, PO Box 643113, Pullman, WA 99164-3113
+    #          Email : alangenz@wsu.edu
+    #
+    # Copyright (C) 2013, Alan Genz,  All rights reserved.
+    #
+    # Redistribution and use in source and binary forms, with or without
+    # modification, are permitted provided the following conditions are met:
+    #   1. Redistributions of source code must retain the above copyright
+    #      notice, this list of conditions and the following disclaimer.
+    #   2. Redistributions in binary form must reproduce the above copyright
+    #      notice, this list of conditions and the following disclaimer in
+    #      the documentation and/or other materials provided with the
+    #      distribution.
+    #   3. The contributor name(s) may not be used to endorse or promote
+    #      products derived from this software without specific prior
+    #      written permission.
+    # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+    # "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+    # LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+    # FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
+    # COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
+    # INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
+    # BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
+    # OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+    # ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR
+    # TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF USE
+    # OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+    # Initialization
+    sn = max(1, math.sqrt(nu)); ch, az, bz = _chlrps(sigma, a/sn, b/sn)
+    n = len(sigma); N = 10; P = math.ceil(m/N); on = np.ones(P); p = 0; e = 0
+    ps = np.sqrt(_primes(5*n*math.log(n+4)/4)); q = ps[:, np.newaxis]  # Richtmyer gens.
+
+    # Randomization loop for ns samples
+    c = None; dc = None
+    for S in range(N):
+        vp = on.copy(); s = np.zeros((n, P))
+        for i in range(n):
+            x = np.abs(2*np.mod(q[i]*np.arange(1, P+1) + rng.random(), 1)-1)  # periodizing transform
+            if i == 0:
+                r = on
+                if nu > 0:
+                    r = np.sqrt(2*_gaminv(x, nu/2))
+            else:
+                y = _Phinv(c + x*dc)
+                s[i:] += ch[i:, i-1:i] * y
+            si = s[i, :]; c = on.copy(); ai = az[i]*r - si; d = on.copy(); bi = bz[i]*r - si
+            c[ai <= -9] = 0; tl = abs(ai) < 9; c[tl] = _Phi(ai[tl])
+            d[bi <= -9] = 0; tl = abs(bi) < 9; d[tl] = _Phi(bi[tl])
+            dc = d - c; vp = vp * dc
+        d = (np.mean(vp) - p)/(S + 1); p = p + d; e = (S - 1)*e/(S + 1) + d**2
+    e = math.sqrt(e)  # error estimate is 3 times std error with N samples.
+    return p, e
+
+
+#  Standard statistical normal distribution functions
+def _Phi(z):
+    return special.ndtr(z)
+
+
+def _Phinv(p):
+    return special.ndtri(p)
+
+
+def _chlrps(R, a, b):
+    """
+    Computes permuted and scaled lower Cholesky factor c for R which may be
+    singular, also permuting and scaling integration limit vectors a and b.
+    """
+    ep = 1e-10  # singularity tolerance
+    eps = np.finfo(R.dtype).eps
+
+    n = len(R); c = R.copy(); ap = a.copy(); bp = b.copy(); d = np.sqrt(np.maximum(np.diag(c), 0))
+    for i in range(n):
+        if d[i] > 0:
+            c[:, i] /= d[i]; c[i, :] /= d[i]
+            ap[i] /= d[i]; bp[i] /= d[i]
+    y = np.zeros((n, 1)); sqtp = math.sqrt(2*math.pi)
+
+    for k in range(n):
+        im = k; ckk = 0; dem = 1; s = 0
+        for i in range(k, n):
+            if c[i, i] > eps:
+                cii = math.sqrt(max(c[i, i], 0))
+                if i > 0: s = c[i, :k] @ y[:k]
+                ai = (ap[i]-s)/cii; bi = (bp[i]-s)/cii; de = _Phi(bi)-_Phi(ai)
+                if de <= dem:
+                    ckk = cii; dem = de; am = ai; bm = bi; im = i
+        if im > k:
+            ap[[im, k]] = ap[[k, im]]; bp[[im, k]] = bp[[k, im]]; c[im, im] = c[k, k]
+            t = c[im, :k].copy(); c[im, :k] = c[k, :k]; c[k, :k] = t
+            t = c[im+1:, im].copy(); c[im+1:, im] = c[im+1:, k]; c[im+1:, k] = t
+            t = c[k+1:im, k].copy(); c[k+1:im, k] = c[im, k+1:im].T; c[im, k+1:im] = t.T
+        if ckk > ep*(k+1):
+            c[k, k] = ckk; c[k, k+1:] = 0
+            for i in range(k+1, n):
+                c[i, k] = c[i, k]/ckk; c[i, k+1:i+1] = c[i, k+1:i+1] - c[i, k]*c[k+1:i+1, k].T
+            if abs(dem) > ep:
+                y[k] = (np.exp(-am**2/2) - np.exp(-bm**2/2)) / (sqtp*dem)
+            else:
+                y[k] = (am + bm) / 2
+                if am < -10:
+                    y[k] = bm
+                elif bm > 10:
+                    y[k] = am
+            c[k, :k+1] /= ckk; ap[k] /= ckk; bp[k] /= ckk
+        else:
+            c[k:, k] = 0; y[k] = (ap[k] + bp[k])/2
+        pass
+    return c, ap, bp
diff --git a/llmeval-env/lib/python3.10/site-packages/scipy/stats/tests/data/fisher_exact_results_from_r.py b/llmeval-env/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/llmeval-env/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'),
+     RResults(pvalue=0.574111858126088,
+              conditional_odds_ratio=1.068697577856801,
+              conditional_odds_ratio_ci=(0.8520462587912048,
+                                         1.340148950273938))),
+    (Parameters(table=[[100, 2], [1000, 5]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.1300759363430016,
+              conditional_odds_ratio=0.25055839934223,
+              conditional_odds_ratio_ci=(0.02502345007115455,
+                                         6.304424772117853))),
+    (Parameters(table=[[2, 7], [8, 2]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.02301413756522116,
+              conditional_odds_ratio=0.0858623513573622,
+              conditional_odds_ratio_ci=(0.001923034001462487,
+                                         1.53670836950172))),
+    (Parameters(table=[[5, 1], [10, 10]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.1973244147157191,
+              conditional_odds_ratio=4.725646047336587,
+              conditional_odds_ratio_ci=(0.2397970951413721,
+                                         1291.342011095509))),
+    (Parameters(table=[[5, 15], [20, 20]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.09580440012477633,
+              conditional_odds_ratio=0.3394396617440851,
+              conditional_odds_ratio_ci=(0.05127576113762925,
+                                         1.717176678806983))),
+    (Parameters(table=[[5, 16], [16, 25]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.2697004098849359,
+              conditional_odds_ratio=0.4937791394540491,
+              conditional_odds_ratio_ci=(0.07498546954483619,
+                                         2.506969905199901))),
+    (Parameters(table=[[10, 5], [10, 1]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.1973244147157192,
+              conditional_odds_ratio=0.2116112781158479,
+              conditional_odds_ratio_ci=(0.0007743881879531337,
+                                         4.170192301163831))),
+    (Parameters(table=[[10, 5], [10, 0]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.06126482213438735,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         2.642491011905582))),
+    (Parameters(table=[[5, 0], [1, 4]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.04761904761904762,
+              conditional_odds_ratio=Inf,
+              conditional_odds_ratio_ci=(0.496935393325443,
+                                         Inf))),
+    (Parameters(table=[[0, 5], [1, 4]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         198.019801980198))),
+    (Parameters(table=[[5, 1], [0, 4]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.04761904761904761,
+              conditional_odds_ratio=Inf,
+              conditional_odds_ratio_ci=(0.496935393325443,
+                                         Inf))),
+    (Parameters(table=[[0, 1], [3, 2]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         198.019801980198))),
+    (Parameters(table=[[200, 7], [8, 300]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=2.005657880389071e-122,
+              conditional_odds_ratio=977.7866978606228,
+              conditional_odds_ratio_ci=(270.0334165523604,
+                                         5461.333333326708))),
+    (Parameters(table=[[28, 21], [6, 1957]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=5.728437460831947e-44,
+              conditional_odds_ratio=425.2403028434684,
+              conditional_odds_ratio_ci=(116.7944750275836,
+                                         1931.995993191814))),
+    (Parameters(table=[[190, 800], [200, 900]],
+                confidence_level=0.99,
+                alternative='two.sided'),
+     RResults(pvalue=0.574111858126088,
+              conditional_odds_ratio=1.068697577856801,
+              conditional_odds_ratio_ci=(0.7949398282935892,
+                                         1.436229679394333))),
+    (Parameters(table=[[100, 2], [1000, 5]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.1300759363430016,
+              conditional_odds_ratio=0.25055839934223,
+              conditional_odds_ratio_ci=(0,
+                                         1.797867027270803))),
+    (Parameters(table=[[2, 7], [8, 2]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.0185217259520665,
+              conditional_odds_ratio=0.0858623513573622,
+              conditional_odds_ratio_ci=(0,
+                                         0.6785254803404526))),
+    (Parameters(table=[[5, 1], [10, 10]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.9782608695652173,
+              conditional_odds_ratio=4.725646047336587,
+              conditional_odds_ratio_ci=(0,
+                                         127.8497388102893))),
+    (Parameters(table=[[5, 15], [20, 20]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.05625775074399956,
+              conditional_odds_ratio=0.3394396617440851,
+              conditional_odds_ratio_ci=(0,
+                                         1.032332939718425))),
+    (Parameters(table=[[5, 16], [16, 25]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.1808979350599346,
+              conditional_odds_ratio=0.4937791394540491,
+              conditional_odds_ratio_ci=(0,
+                                         1.502407513296985))),
+    (Parameters(table=[[10, 5], [10, 1]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.1652173913043479,
+              conditional_odds_ratio=0.2116112781158479,
+              conditional_odds_ratio_ci=(0,
+                                         1.820421051562392))),
+    (Parameters(table=[[10, 5], [10, 0]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.0565217391304348,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         1.06224603077045))),
+    (Parameters(table=[[5, 0], [1, 4]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=Inf,
+              conditional_odds_ratio_ci=(0,
+                                         Inf))),
+    (Parameters(table=[[0, 5], [1, 4]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.5,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         19.00192394479939))),
+    (Parameters(table=[[5, 1], [0, 4]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=Inf,
+              conditional_odds_ratio_ci=(0,
+                                         Inf))),
+    (Parameters(table=[[0, 1], [3, 2]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.4999999999999999,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         19.00192394479939))),
+    (Parameters(table=[[200, 7], [8, 300]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=977.7866978606228,
+              conditional_odds_ratio_ci=(0,
+                                         3045.460216525746))),
+    (Parameters(table=[[28, 21], [6, 1957]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=425.2403028434684,
+              conditional_odds_ratio_ci=(0,
+                                         1186.440170942579))),
+    (Parameters(table=[[190, 800], [200, 900]],
+                confidence_level=0.95,
+                alternative='less'),
+     RResults(pvalue=0.7416227010368963,
+              conditional_odds_ratio=1.068697577856801,
+              conditional_odds_ratio_ci=(0,
+                                         1.293551891610822))),
+    (Parameters(table=[[100, 2], [1000, 5]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.1300759363430016,
+              conditional_odds_ratio=0.25055839934223,
+              conditional_odds_ratio_ci=(0,
+                                         4.375946050832565))),
+    (Parameters(table=[[2, 7], [8, 2]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.0185217259520665,
+              conditional_odds_ratio=0.0858623513573622,
+              conditional_odds_ratio_ci=(0,
+                                         1.235282118191202))),
+    (Parameters(table=[[5, 1], [10, 10]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.9782608695652173,
+              conditional_odds_ratio=4.725646047336587,
+              conditional_odds_ratio_ci=(0,
+                                         657.2063583945989))),
+    (Parameters(table=[[5, 15], [20, 20]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.05625775074399956,
+              conditional_odds_ratio=0.3394396617440851,
+              conditional_odds_ratio_ci=(0,
+                                         1.498867660683128))),
+    (Parameters(table=[[5, 16], [16, 25]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.1808979350599346,
+              conditional_odds_ratio=0.4937791394540491,
+              conditional_odds_ratio_ci=(0,
+                                         2.186159386716762))),
+    (Parameters(table=[[10, 5], [10, 1]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.1652173913043479,
+              conditional_odds_ratio=0.2116112781158479,
+              conditional_odds_ratio_ci=(0,
+                                         3.335351451901569))),
+    (Parameters(table=[[10, 5], [10, 0]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.0565217391304348,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         2.075407697450433))),
+    (Parameters(table=[[5, 0], [1, 4]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=Inf,
+              conditional_odds_ratio_ci=(0,
+                                         Inf))),
+    (Parameters(table=[[0, 5], [1, 4]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.5,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         99.00009507969122))),
+    (Parameters(table=[[5, 1], [0, 4]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=Inf,
+              conditional_odds_ratio_ci=(0,
+                                         Inf))),
+    (Parameters(table=[[0, 1], [3, 2]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.4999999999999999,
+              conditional_odds_ratio=0,
+              conditional_odds_ratio_ci=(0,
+                                         99.00009507969123))),
+    (Parameters(table=[[200, 7], [8, 300]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=977.7866978606228,
+              conditional_odds_ratio_ci=(0,
+                                         4503.078257659934))),
+    (Parameters(table=[[28, 21], [6, 1957]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=1,
+              conditional_odds_ratio=425.2403028434684,
+              conditional_odds_ratio_ci=(0,
+                                         1811.766127544222))),
+    (Parameters(table=[[190, 800], [200, 900]],
+                confidence_level=0.99,
+                alternative='less'),
+     RResults(pvalue=0.7416227010368963,
+              conditional_odds_ratio=1.068697577856801,
+              conditional_odds_ratio_ci=(0,
+                                         1.396522811516685))),
+    (Parameters(table=[[100, 2], [1000, 5]],
+                confidence_level=0.95,
+                alternative='greater'),
+     RResults(pvalue=0.979790445314723,
+              conditional_odds_ratio=0.25055839934223,
+              conditional_odds_ratio_ci=(0.05119649909830196,
+                                         Inf))),
+    (Parameters(table=[[2, 7], [8, 2]],
+                confidence_level=0.95,
+                alternative='greater'),
+     RResults(pvalue=0.9990149169715733,
+              conditional_odds_ratio=0.0858623513573622,
+              conditional_odds_ratio_ci=(0.007163749169069961,
+                                         Inf))),
+    (Parameters(table=[[5, 1], [10, 10]],
+                confidence_level=0.95,
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