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| Direktori : /lib/python3/dist-packages/sympy/stats/tests/ |
| Current File : //lib/python3/dist-packages/sympy/stats/tests/test_rv.py |
from sympy import (S, Symbol, Interval, binomial, nan, exp, Or,
symbols, Eq, cos, And, Tuple, integrate, oo, sin, Sum, Basic, Indexed,
DiracDelta, Lambda, log, pi, FallingFactorial, Rational, Matrix)
from sympy.stats import (Die, Normal, Exponential, FiniteRV, P, E, H, variance,
density, given, independent, dependent, where, pspace, GaussianUnitaryEnsemble,
random_symbols, sample, Geometric, factorial_moment, Binomial, Hypergeometric,
DiscreteUniform, Poisson, characteristic_function, moment_generating_function,
BernoulliProcess, Variance, Expectation, Probability, Covariance, covariance, cmoment,
moment, median)
from sympy.stats.rv import (IndependentProductPSpace, rs_swap, Density, NamedArgsMixin,
RandomSymbol, sample_iter, PSpace, is_random, RandomIndexedSymbol, RandomMatrixSymbol)
from sympy.testing.pytest import raises, skip, XFAIL
from sympy.external import import_module
from sympy.core.numbers import comp
from sympy.stats.frv_types import BernoulliDistribution
from sympy.core.symbol import Dummy
from sympy.functions.elementary.piecewise import Piecewise
def test_where():
X, Y = Die('X'), Die('Y')
Z = Normal('Z', 0, 1)
assert where(Z**2 <= 1).set == Interval(-1, 1)
assert where(Z**2 <= 1).as_boolean() == Interval(-1, 1).as_relational(Z.symbol)
assert where(And(X > Y, Y > 4)).as_boolean() == And(
Eq(X.symbol, 6), Eq(Y.symbol, 5))
assert len(where(X < 3).set) == 2
assert 1 in where(X < 3).set
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
assert where(And(X**2 <= 1, X >= 0)).set == Interval(0, 1)
XX = given(X, And(X**2 <= 1, X >= 0))
assert XX.pspace.domain.set == Interval(0, 1)
assert XX.pspace.domain.as_boolean() == \
And(0 <= X.symbol, X.symbol**2 <= 1, -oo < X.symbol, X.symbol < oo)
with raises(TypeError):
XX = given(X, X + 3)
def test_random_symbols():
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
assert set(random_symbols(2*X + 1)) == {X}
assert set(random_symbols(2*X + Y)) == {X, Y}
assert set(random_symbols(2*X + Y.symbol)) == {X}
assert set(random_symbols(2)) == set()
def test_characteristic_function():
# Imports I from sympy
from sympy import I
X = Normal('X',0,1)
Y = DiscreteUniform('Y', [1,2,7])
Z = Poisson('Z', 2)
t = symbols('_t')
P = Lambda(t, exp(-t**2/2))
Q = Lambda(t, exp(7*t*I)/3 + exp(2*t*I)/3 + exp(t*I)/3)
R = Lambda(t, exp(2 * exp(t*I) - 2))
assert characteristic_function(X).dummy_eq(P)
assert characteristic_function(Y).dummy_eq(Q)
assert characteristic_function(Z).dummy_eq(R)
def test_moment_generating_function():
X = Normal('X',0,1)
Y = DiscreteUniform('Y', [1,2,7])
Z = Poisson('Z', 2)
t = symbols('_t')
P = Lambda(t, exp(t**2/2))
Q = Lambda(t, (exp(7*t)/3 + exp(2*t)/3 + exp(t)/3))
R = Lambda(t, exp(2 * exp(t) - 2))
assert moment_generating_function(X).dummy_eq(P)
assert moment_generating_function(Y).dummy_eq(Q)
assert moment_generating_function(Z).dummy_eq(R)
def test_sample_iter():
X = Normal('X',0,1)
Y = DiscreteUniform('Y', [1, 2, 7])
Z = Poisson('Z', 2)
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests')
expr = X**2 + 3
iterator = sample_iter(expr)
expr2 = Y**2 + 5*Y + 4
iterator2 = sample_iter(expr2)
expr3 = Z**3 + 4
iterator3 = sample_iter(expr3)
def is_iterator(obj):
if (
hasattr(obj, '__iter__') and
(hasattr(obj, 'next') or
hasattr(obj, '__next__')) and
callable(obj.__iter__) and
obj.__iter__() is obj
):
return True
else:
return False
assert is_iterator(iterator)
assert is_iterator(iterator2)
assert is_iterator(iterator3)
def test_pspace():
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
x = Symbol('x')
raises(ValueError, lambda: pspace(5 + 3))
raises(ValueError, lambda: pspace(x < 1))
assert pspace(X) == X.pspace
assert pspace(2*X + 1) == X.pspace
assert pspace(2*X + Y) == IndependentProductPSpace(Y.pspace, X.pspace)
def test_rs_swap():
X = Normal('x', 0, 1)
Y = Exponential('y', 1)
XX = Normal('x', 0, 2)
YY = Normal('y', 0, 3)
expr = 2*X + Y
assert expr.subs(rs_swap((X, Y), (YY, XX))) == 2*XX + YY
def test_RandomSymbol():
X = Normal('x', 0, 1)
Y = Normal('x', 0, 2)
assert X.symbol == Y.symbol
assert X != Y
assert X.name == X.symbol.name
X = Normal('lambda', 0, 1) # make sure we can use protected terms
X = Normal('Lambda', 0, 1) # make sure we can use SymPy terms
def test_RandomSymbol_diff():
X = Normal('x', 0, 1)
assert (2*X).diff(X)
def test_random_symbol_no_pspace():
x = RandomSymbol(Symbol('x'))
assert x.pspace == PSpace()
def test_overlap():
X = Normal('x', 0, 1)
Y = Normal('x', 0, 2)
raises(ValueError, lambda: P(X > Y))
def test_IndependentProductPSpace():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
px = X.pspace
py = Y.pspace
assert pspace(X + Y) == IndependentProductPSpace(px, py)
assert pspace(X + Y) == IndependentProductPSpace(py, px)
def test_E():
assert E(5) == 5
def test_H():
X = Normal('X', 0, 1)
D = Die('D', sides = 4)
G = Geometric('G', 0.5)
assert H(X, X > 0) == -log(2)/2 + S.Half + log(pi)/2
assert H(D, D > 2) == log(2)
assert comp(H(G).evalf().round(2), 1.39)
def test_Sample():
X = Die('X', 6)
Y = Normal('Y', 0, 1)
z = Symbol('z', integer=True)
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests')
assert sample(X) in [1, 2, 3, 4, 5, 6]
assert isinstance(sample(X + Y), float)
assert P(X + Y > 0, Y < 0, numsamples=10).is_number
assert E(X + Y, numsamples=10).is_number
assert E(X**2 + Y, numsamples=10).is_number
assert E((X + Y)**2, numsamples=10).is_number
assert variance(X + Y, numsamples=10).is_number
raises(TypeError, lambda: P(Y > z, numsamples=5))
assert P(sin(Y) <= 1, numsamples=10) == 1
assert P(sin(Y) <= 1, cos(Y) < 1, numsamples=10) == 1
assert all(i in range(1, 7) for i in density(X, numsamples=10))
assert all(i in range(4, 7) for i in density(X, X>3, numsamples=10))
numpy = import_module('numpy')
if not numpy:
skip('Numpy is not installed. Abort tests')
#Test Issue #21563: Output of sample must be a float or array
assert isinstance(sample(X), numpy.int64)
assert isinstance(sample(Y), numpy.float64)
assert isinstance(sample(X, size=2), numpy.ndarray)
@XFAIL
def test_samplingE():
scipy = import_module('scipy')
if not scipy:
skip('Scipy is not installed. Abort tests')
Y = Normal('Y', 0, 1)
z = Symbol('z', integer=True)
assert E(Sum(1/z**Y, (z, 1, oo)), Y > 2, numsamples=3).is_number
def test_given():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
A = given(X, True)
B = given(X, Y > 2)
assert X == A == B
def test_factorial_moment():
X = Poisson('X', 2)
Y = Binomial('Y', 2, S.Half)
Z = Hypergeometric('Z', 4, 2, 2)
assert factorial_moment(X, 2) == 4
assert factorial_moment(Y, 2) == S.Half
assert factorial_moment(Z, 2) == Rational(1, 3)
x, y, z, l = symbols('x y z l')
Y = Binomial('Y', 2, y)
Z = Hypergeometric('Z', 10, 2, 3)
assert factorial_moment(Y, l) == y**2*FallingFactorial(
2, l) + 2*y*(1 - y)*FallingFactorial(1, l) + (1 - y)**2*\
FallingFactorial(0, l)
assert factorial_moment(Z, l) == 7*FallingFactorial(0, l)/\
15 + 7*FallingFactorial(1, l)/15 + FallingFactorial(2, l)/15
def test_dependence():
X, Y = Die('X'), Die('Y')
assert independent(X, 2*Y)
assert not dependent(X, 2*Y)
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
assert independent(X, Y)
assert dependent(X, 2*X)
# Create a dependency
XX, YY = given(Tuple(X, Y), Eq(X + Y, 3))
assert dependent(XX, YY)
def test_dependent_finite():
X, Y = Die('X'), Die('Y')
# Dependence testing requires symbolic conditions which currently break
# finite random variables
assert dependent(X, Y + X)
XX, YY = given(Tuple(X, Y), X + Y > 5) # Create a dependency
assert dependent(XX, YY)
def test_normality():
X, Y = Normal('X', 0, 1), Normal('Y', 0, 1)
x = Symbol('x', real=True, finite=True)
z = Symbol('z', real=True, finite=True)
dens = density(X - Y, Eq(X + Y, z))
assert integrate(dens(x), (x, -oo, oo)) == 1
def test_Density():
X = Die('X', 6)
d = Density(X)
assert d.doit() == density(X)
def test_NamedArgsMixin():
class Foo(Basic, NamedArgsMixin):
_argnames = 'foo', 'bar'
a = Foo(1, 2)
assert a.foo == 1
assert a.bar == 2
raises(AttributeError, lambda: a.baz)
class Bar(Basic, NamedArgsMixin):
pass
raises(AttributeError, lambda: Bar(1, 2).foo)
def test_density_constant():
assert density(3)(2) == 0
assert density(3)(3) == DiracDelta(0)
def test_cmoment_constant():
assert variance(3) == 0
assert cmoment(3, 3) == 0
assert cmoment(3, 4) == 0
x = Symbol('x')
assert variance(x) == 0
assert cmoment(x, 15) == 0
assert cmoment(x, 0) == 1
def test_moment_constant():
assert moment(3, 0) == 1
assert moment(3, 1) == 3
assert moment(3, 2) == 9
x = Symbol('x')
assert moment(x, 2) == x**2
def test_median_constant():
assert median(3) == 3
x = Symbol('x')
assert median(x) == x
def test_real():
x = Normal('x', 0, 1)
assert x.is_real
def test_issue_10052():
X = Exponential('X', 3)
assert P(X < oo) == 1
assert P(X > oo) == 0
assert P(X < 2, X > oo) == 0
assert P(X < oo, X > oo) == 0
assert P(X < oo, X > 2) == 1
assert P(X < 3, X == 2) == 0
raises(ValueError, lambda: P(1))
raises(ValueError, lambda: P(X < 1, 2))
def test_issue_11934():
density = {0: .5, 1: .5}
X = FiniteRV('X', density)
assert E(X) == 0.5
assert P( X>= 2) == 0
def test_issue_8129():
X = Exponential('X', 4)
assert P(X >= X) == 1
assert P(X > X) == 0
assert P(X > X+1) == 0
def test_issue_12237():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
U = P(X > 0, X)
V = P(Y < 0, X)
W = P(X + Y > 0, X)
assert W == P(X + Y > 0, X)
assert U == BernoulliDistribution(S.Half, S.Zero, S.One)
assert V == S.Half
def test_is_random():
X = Normal('X', 0, 1)
Y = Normal('Y', 0, 1)
a, b = symbols('a, b')
G = GaussianUnitaryEnsemble('U', 2)
B = BernoulliProcess('B', 0.9)
assert not is_random(a)
assert not is_random(a + b)
assert not is_random(a * b)
assert not is_random(Matrix([a**2, b**2]))
assert is_random(X)
assert is_random(X**2 + Y)
assert is_random(Y + b**2)
assert is_random(Y > 5)
assert is_random(B[3] < 1)
assert is_random(G)
assert is_random(X * Y * B[1])
assert is_random(Matrix([[X, B[2]], [G, Y]]))
assert is_random(Eq(X, 4))
def test_issue_12283():
x = symbols('x')
X = RandomSymbol(x)
Y = RandomSymbol('Y')
Z = RandomMatrixSymbol('Z', 2, 1)
W = RandomMatrixSymbol('W', 2, 1)
RI = RandomIndexedSymbol(Indexed('RI', 3))
assert pspace(Z) == PSpace()
assert pspace(RI) == PSpace()
assert pspace(X) == PSpace()
assert E(X) == Expectation(X)
assert P(Y > 3) == Probability(Y > 3)
assert variance(X) == Variance(X)
assert variance(RI) == Variance(RI)
assert covariance(X, Y) == Covariance(X, Y)
assert covariance(W, Z) == Covariance(W, Z)
def test_issue_6810():
X = Die('X', 6)
Y = Normal('Y', 0, 1)
assert P(Eq(X, 2)) == S(1)/6
assert P(Eq(Y, 0)) == 0
assert P(Or(X > 2, X < 3)) == 1
assert P(And(X > 3, X > 2)) == S(1)/2
def test_issue_20286():
n, p = symbols('n p')
B = Binomial('B', n, p)
k = Dummy('k', integer = True)
eq = Sum(Piecewise((-p**k*(1 - p)**(-k + n)*log(p**k*(1 - p)**(-k + n)*binomial(n, k))*binomial(n, k), (k >= 0) & (k <= n)), (nan, True)), (k, 0, n))
assert eq.dummy_eq(H(B))