import pytest from scipy.stats import (betabinom, hypergeom, nhypergeom, bernoulli, boltzmann, skellam, zipf, zipfian, binom, nbinom, nchypergeom_fisher, nchypergeom_wallenius, randint) import numpy as np from numpy.testing import ( assert_almost_equal, assert_equal, assert_allclose, suppress_warnings ) from scipy.special import binom as special_binom from scipy.optimize import root_scalar from scipy.integrate import quad # The expected values were computed with Wolfram Alpha, using # the expression CDF[HypergeometricDistribution[N, n, M], k]. @pytest.mark.parametrize('k, M, n, N, expected, rtol', [(3, 10, 4, 5, 0.9761904761904762, 1e-15), (107, 10000, 3000, 215, 0.9999999997226765, 1e-15), (10, 10000, 3000, 215, 2.681682217692179e-21, 5e-11)]) def test_hypergeom_cdf(k, M, n, N, expected, rtol): p = hypergeom.cdf(k, M, n, N) assert_allclose(p, expected, rtol=rtol) # The expected values were computed with Wolfram Alpha, using # the expression SurvivalFunction[HypergeometricDistribution[N, n, M], k]. @pytest.mark.parametrize('k, M, n, N, expected, rtol', [(25, 10000, 3000, 215, 0.9999999999052958, 1e-15), (125, 10000, 3000, 215, 1.4416781705752128e-18, 5e-11)]) def test_hypergeom_sf(k, M, n, N, expected, rtol): p = hypergeom.sf(k, M, n, N) assert_allclose(p, expected, rtol=rtol) def test_hypergeom_logpmf(): # symmetries test # f(k,N,K,n) = f(n-k,N,N-K,n) = f(K-k,N,K,N-n) = f(k,N,n,K) k = 5 N = 50 K = 10 n = 5 logpmf1 = hypergeom.logpmf(k, N, K, n) logpmf2 = hypergeom.logpmf(n - k, N, N - K, n) logpmf3 = hypergeom.logpmf(K - k, N, K, N - n) logpmf4 = hypergeom.logpmf(k, N, n, K) assert_almost_equal(logpmf1, logpmf2, decimal=12) assert_almost_equal(logpmf1, logpmf3, decimal=12) assert_almost_equal(logpmf1, logpmf4, decimal=12) # test related distribution # Bernoulli distribution if n = 1 k = 1 N = 10 K = 7 n = 1 hypergeom_logpmf = hypergeom.logpmf(k, N, K, n) bernoulli_logpmf = bernoulli.logpmf(k, K/N) assert_almost_equal(hypergeom_logpmf, bernoulli_logpmf, decimal=12) def test_nhypergeom_pmf(): # test with hypergeom M, n, r = 45, 13, 8 k = 6 NHG = nhypergeom.pmf(k, M, n, r) HG = hypergeom.pmf(k, M, n, k+r-1) * (M - n - (r-1)) / (M - (k+r-1)) assert_allclose(HG, NHG, rtol=1e-10) def test_nhypergeom_pmfcdf(): # test pmf and cdf with arbitrary values. M = 8 n = 3 r = 4 support = np.arange(n+1) pmf = nhypergeom.pmf(support, M, n, r) cdf = nhypergeom.cdf(support, M, n, r) assert_allclose(pmf, [1/14, 3/14, 5/14, 5/14], rtol=1e-13) assert_allclose(cdf, [1/14, 4/14, 9/14, 1.0], rtol=1e-13) def test_nhypergeom_r0(): # test with `r = 0`. M = 10 n = 3 r = 0 pmf = nhypergeom.pmf([[0, 1, 2, 0], [1, 2, 0, 3]], M, n, r) assert_allclose(pmf, [[1, 0, 0, 1], [0, 0, 1, 0]], rtol=1e-13) def test_nhypergeom_rvs_shape(): # Check that when given a size with more dimensions than the # dimensions of the broadcast parameters, rvs returns an array # with the correct shape. x = nhypergeom.rvs(22, [7, 8, 9], [[12], [13]], size=(5, 1, 2, 3)) assert x.shape == (5, 1, 2, 3) def test_nhypergeom_accuracy(): # Check that nhypergeom.rvs post-gh-13431 gives the same values as # inverse transform sampling np.random.seed(0) x = nhypergeom.rvs(22, 7, 11, size=100) np.random.seed(0) p = np.random.uniform(size=100) y = nhypergeom.ppf(p, 22, 7, 11) assert_equal(x, y) def test_boltzmann_upper_bound(): k = np.arange(-3, 5) N = 1 p = boltzmann.pmf(k, 0.123, N) expected = k == 0 assert_equal(p, expected) lam = np.log(2) N = 3 p = boltzmann.pmf(k, lam, N) expected = [0, 0, 0, 4/7, 2/7, 1/7, 0, 0] assert_allclose(p, expected, rtol=1e-13) c = boltzmann.cdf(k, lam, N) expected = [0, 0, 0, 4/7, 6/7, 1, 1, 1] assert_allclose(c, expected, rtol=1e-13) def test_betabinom_a_and_b_unity(): # test limiting case that betabinom(n, 1, 1) is a discrete uniform # distribution from 0 to n n = 20 k = np.arange(n + 1) p = betabinom(n, 1, 1).pmf(k) expected = np.repeat(1 / (n + 1), n + 1) assert_almost_equal(p, expected) def test_betabinom_bernoulli(): # test limiting case that betabinom(1, a, b) = bernoulli(a / (a + b)) a = 2.3 b = 0.63 k = np.arange(2) p = betabinom(1, a, b).pmf(k) expected = bernoulli(a / (a + b)).pmf(k) assert_almost_equal(p, expected) def test_issue_10317(): alpha, n, p = 0.9, 10, 1 assert_equal(nbinom.interval(confidence=alpha, n=n, p=p), (0, 0)) def test_issue_11134(): alpha, n, p = 0.95, 10, 0 assert_equal(binom.interval(confidence=alpha, n=n, p=p), (0, 0)) def test_issue_7406(): np.random.seed(0) assert_equal(binom.ppf(np.random.rand(10), 0, 0.5), 0) # Also check that endpoints (q=0, q=1) are correct assert_equal(binom.ppf(0, 0, 0.5), -1) assert_equal(binom.ppf(1, 0, 0.5), 0) def test_issue_5122(): p = 0 n = np.random.randint(100, size=10) x = 0 ppf = binom.ppf(x, n, p) assert_equal(ppf, -1) x = np.linspace(0.01, 0.99, 10) ppf = binom.ppf(x, n, p) assert_equal(ppf, 0) x = 1 ppf = binom.ppf(x, n, p) assert_equal(ppf, n) def test_issue_1603(): assert_equal(binom(1000, np.logspace(-3, -100)).ppf(0.01), 0) def test_issue_5503(): p = 0.5 x = np.logspace(3, 14, 12) assert_allclose(binom.cdf(x, 2*x, p), 0.5, atol=1e-2) @pytest.mark.parametrize('x, n, p, cdf_desired', [ (300, 1000, 3/10, 0.51559351981411995636), (3000, 10000, 3/10, 0.50493298381929698016), (30000, 100000, 3/10, 0.50156000591726422864), (300000, 1000000, 3/10, 0.50049331906666960038), (3000000, 10000000, 3/10, 0.50015600124585261196), (30000000, 100000000, 3/10, 0.50004933192735230102), (30010000, 100000000, 3/10, 0.98545384016570790717), (29990000, 100000000, 3/10, 0.01455017177985268670), (29950000, 100000000, 3/10, 5.02250963487432024943e-28), ]) def test_issue_5503pt2(x, n, p, cdf_desired): assert_allclose(binom.cdf(x, n, p), cdf_desired) def test_issue_5503pt3(): # From Wolfram Alpha: CDF[BinomialDistribution[1e12, 1e-12], 2] assert_allclose(binom.cdf(2, 10**12, 10**-12), 0.91969860292869777384) def test_issue_6682(): # Reference value from R: # options(digits=16) # print(pnbinom(250, 50, 32/63, lower.tail=FALSE)) assert_allclose(nbinom.sf(250, 50, 32./63.), 1.460458510976452e-35) def test_boost_divide_by_zero_issue_15101(): n = 1000 p = 0.01 k = 996 assert_allclose(binom.pmf(k, n, p), 0.0) @pytest.mark.filterwarnings('ignore::RuntimeWarning') def test_skellam_gh11474(): # test issue reported in gh-11474 caused by `cdfchn` mu = [1, 10, 100, 1000, 5000, 5050, 5100, 5250, 6000] cdf = skellam.cdf(0, mu, mu) # generated in R # library(skellam) # options(digits = 16) # mu = c(1, 10, 100, 1000, 5000, 5050, 5100, 5250, 6000) # pskellam(0, mu, mu, TRUE) cdf_expected = [0.6542541612768356, 0.5448901559424127, 0.5141135799745580, 0.5044605891382528, 0.5019947363350450, 0.5019848365953181, 0.5019750827993392, 0.5019466621805060, 0.5018209330219539] assert_allclose(cdf, cdf_expected) class TestZipfian: def test_zipfian_asymptotic(self): # test limiting case that zipfian(a, n) -> zipf(a) as n-> oo a = 6.5 N = 10000000 k = np.arange(1, 21) assert_allclose(zipfian.pmf(k, a, N), zipf.pmf(k, a)) assert_allclose(zipfian.cdf(k, a, N), zipf.cdf(k, a)) assert_allclose(zipfian.sf(k, a, N), zipf.sf(k, a)) assert_allclose(zipfian.stats(a, N, moments='msvk'), zipf.stats(a, moments='msvk')) def test_zipfian_continuity(self): # test that zipfian(0.999999, n) ~ zipfian(1.000001, n) # (a = 1 switches between methods of calculating harmonic sum) alt1, agt1 = 0.99999999, 1.00000001 N = 30 k = np.arange(1, N + 1) assert_allclose(zipfian.pmf(k, alt1, N), zipfian.pmf(k, agt1, N), rtol=5e-7) assert_allclose(zipfian.cdf(k, alt1, N), zipfian.cdf(k, agt1, N), rtol=5e-7) assert_allclose(zipfian.sf(k, alt1, N), zipfian.sf(k, agt1, N), rtol=5e-7) assert_allclose(zipfian.stats(alt1, N, moments='msvk'), zipfian.stats(agt1, N, moments='msvk'), rtol=5e-7) def test_zipfian_R(self): # test against R VGAM package # library(VGAM) # k <- c(13, 16, 1, 4, 4, 8, 10, 19, 5, 7) # a <- c(1.56712977, 3.72656295, 5.77665117, 9.12168729, 5.79977172, # 4.92784796, 9.36078764, 4.3739616 , 7.48171872, 4.6824154) # n <- c(70, 80, 48, 65, 83, 89, 50, 30, 20, 20) # pmf <- dzipf(k, N = n, shape = a) # cdf <- pzipf(k, N = n, shape = a) # print(pmf) # print(cdf) np.random.seed(0) k = np.random.randint(1, 20, size=10) a = np.random.rand(10)*10 + 1 n = np.random.randint(1, 100, size=10) pmf = [8.076972e-03, 2.950214e-05, 9.799333e-01, 3.216601e-06, 3.158895e-04, 3.412497e-05, 4.350472e-10, 2.405773e-06, 5.860662e-06, 1.053948e-04] cdf = [0.8964133, 0.9998666, 0.9799333, 0.9999995, 0.9998584, 0.9999458, 1.0000000, 0.9999920, 0.9999977, 0.9998498] # skip the first point; zipUC is not accurate for low a, n assert_allclose(zipfian.pmf(k, a, n)[1:], pmf[1:], rtol=1e-6) assert_allclose(zipfian.cdf(k, a, n)[1:], cdf[1:], rtol=5e-5) np.random.seed(0) naive_tests = np.vstack((np.logspace(-2, 1, 10), np.random.randint(2, 40, 10))).T @pytest.mark.parametrize("a, n", naive_tests) def test_zipfian_naive(self, a, n): # test against bare-bones implementation @np.vectorize def Hns(n, s): """Naive implementation of harmonic sum""" return (1/np.arange(1, n+1)**s).sum() @np.vectorize def pzip(k, a, n): """Naive implementation of zipfian pmf""" if k < 1 or k > n: return 0. else: return 1 / k**a / Hns(n, a) k = np.arange(n+1) pmf = pzip(k, a, n) cdf = np.cumsum(pmf) mean = np.average(k, weights=pmf) var = np.average((k - mean)**2, weights=pmf) std = var**0.5 skew = np.average(((k-mean)/std)**3, weights=pmf) kurtosis = np.average(((k-mean)/std)**4, weights=pmf) - 3 assert_allclose(zipfian.pmf(k, a, n), pmf) assert_allclose(zipfian.cdf(k, a, n), cdf) assert_allclose(zipfian.stats(a, n, moments="mvsk"), [mean, var, skew, kurtosis]) class TestNCH(): np.random.seed(2) # seeds 0 and 1 had some xl = xu; randint failed shape = (2, 4, 3) max_m = 100 m1 = np.random.randint(1, max_m, size=shape) # red balls m2 = np.random.randint(1, max_m, size=shape) # white balls N = m1 + m2 # total balls n = randint.rvs(0, N, size=N.shape) # number of draws xl = np.maximum(0, n-m2) # lower bound of support xu = np.minimum(n, m1) # upper bound of support x = randint.rvs(xl, xu, size=xl.shape) odds = np.random.rand(*x.shape)*2 # test output is more readable when function names (strings) are passed @pytest.mark.parametrize('dist_name', ['nchypergeom_fisher', 'nchypergeom_wallenius']) def test_nch_hypergeom(self, dist_name): # Both noncentral hypergeometric distributions reduce to the # hypergeometric distribution when odds = 1 dists = {'nchypergeom_fisher': nchypergeom_fisher, 'nchypergeom_wallenius': nchypergeom_wallenius} dist = dists[dist_name] x, N, m1, n = self.x, self.N, self.m1, self.n assert_allclose(dist.pmf(x, N, m1, n, odds=1), hypergeom.pmf(x, N, m1, n)) def test_nchypergeom_fisher_naive(self): # test against a very simple implementation x, N, m1, n, odds = self.x, self.N, self.m1, self.n, self.odds @np.vectorize def pmf_mean_var(x, N, m1, n, w): # simple implementation of nchypergeom_fisher pmf m2 = N - m1 xl = np.maximum(0, n-m2) xu = np.minimum(n, m1) def f(x): t1 = special_binom(m1, x) t2 = special_binom(m2, n - x) return t1 * t2 * w**x def P(k): return sum((f(y)*y**k for y in range(xl, xu + 1))) P0 = P(0) P1 = P(1) P2 = P(2) pmf = f(x) / P0 mean = P1 / P0 var = P2 / P0 - (P1 / P0)**2 return pmf, mean, var pmf, mean, var = pmf_mean_var(x, N, m1, n, odds) assert_allclose(nchypergeom_fisher.pmf(x, N, m1, n, odds), pmf) assert_allclose(nchypergeom_fisher.stats(N, m1, n, odds, moments='m'), mean) assert_allclose(nchypergeom_fisher.stats(N, m1, n, odds, moments='v'), var) def test_nchypergeom_wallenius_naive(self): # test against a very simple implementation np.random.seed(2) shape = (2, 4, 3) max_m = 100 m1 = np.random.randint(1, max_m, size=shape) m2 = np.random.randint(1, max_m, size=shape) N = m1 + m2 n = randint.rvs(0, N, size=N.shape) xl = np.maximum(0, n-m2) xu = np.minimum(n, m1) x = randint.rvs(xl, xu, size=xl.shape) w = np.random.rand(*x.shape)*2 def support(N, m1, n, w): m2 = N - m1 xl = np.maximum(0, n-m2) xu = np.minimum(n, m1) return xl, xu @np.vectorize def mean(N, m1, n, w): m2 = N - m1 xl, xu = support(N, m1, n, w) def fun(u): return u/m1 + (1 - (n-u)/m2)**w - 1 return root_scalar(fun, bracket=(xl, xu)).root with suppress_warnings() as sup: sup.filter(RuntimeWarning, message="invalid value encountered in mean") assert_allclose(nchypergeom_wallenius.mean(N, m1, n, w), mean(N, m1, n, w), rtol=2e-2) @np.vectorize def variance(N, m1, n, w): m2 = N - m1 u = mean(N, m1, n, w) a = u * (m1 - u) b = (n-u)*(u + m2 - n) return N*a*b / ((N-1) * (m1*b + m2*a)) with suppress_warnings() as sup: sup.filter(RuntimeWarning, message="invalid value encountered in mean") assert_allclose( nchypergeom_wallenius.stats(N, m1, n, w, moments='v'), variance(N, m1, n, w), rtol=5e-2 ) @np.vectorize def pmf(x, N, m1, n, w): m2 = N - m1 xl, xu = support(N, m1, n, w) def integrand(t): D = w*(m1 - x) + (m2 - (n-x)) res = (1-t**(w/D))**x * (1-t**(1/D))**(n-x) return res def f(x): t1 = special_binom(m1, x) t2 = special_binom(m2, n - x) the_integral = quad(integrand, 0, 1, epsrel=1e-16, epsabs=1e-16) return t1 * t2 * the_integral[0] return f(x) pmf0 = pmf(x, N, m1, n, w) pmf1 = nchypergeom_wallenius.pmf(x, N, m1, n, w) atol, rtol = 1e-6, 1e-6 i = np.abs(pmf1 - pmf0) < atol + rtol*np.abs(pmf0) assert i.sum() > np.prod(shape) / 2 # works at least half the time # for those that fail, discredit the naive implementation for N, m1, n, w in zip(N[~i], m1[~i], n[~i], w[~i]): # get the support m2 = N - m1 xl, xu = support(N, m1, n, w) x = np.arange(xl, xu + 1) # calculate sum of pmf over the support # the naive implementation is very wrong in these cases assert pmf(x, N, m1, n, w).sum() < .5 assert_allclose(nchypergeom_wallenius.pmf(x, N, m1, n, w).sum(), 1) def test_wallenius_against_mpmath(self): # precompute data with mpmath since naive implementation above # is not reliable. See source code in gh-13330. M = 50 n = 30 N = 20 odds = 2.25 # Expected results, computed with mpmath. sup = np.arange(21) pmf = np.array([3.699003068656875e-20, 5.89398584245431e-17, 2.1594437742911123e-14, 3.221458044649955e-12, 2.4658279241205077e-10, 1.0965862603981212e-08, 3.057890479665704e-07, 5.622818831643761e-06, 7.056482841531681e-05, 0.000618899425358671, 0.003854172932571669, 0.01720592676256026, 0.05528844897093792, 0.12772363313574242, 0.21065898367825722, 0.24465958845359234, 0.1955114898110033, 0.10355390084949237, 0.03414490375225675, 0.006231989845775931, 0.0004715577304677075]) mean = 14.808018384813426 var = 2.6085975877923717 # nchypergeom_wallenius.pmf returns 0 for pmf(0) and pmf(1), and pmf(2) # has only three digits of accuracy (~ 2.1511e-14). assert_allclose(nchypergeom_wallenius.pmf(sup, M, n, N, odds), pmf, rtol=1e-13, atol=1e-13) assert_allclose(nchypergeom_wallenius.mean(M, n, N, odds), mean, rtol=1e-13) assert_allclose(nchypergeom_wallenius.var(M, n, N, odds), var, rtol=1e-11) @pytest.mark.parametrize('dist_name', ['nchypergeom_fisher', 'nchypergeom_wallenius']) def test_rvs_shape(self, dist_name): # Check that when given a size with more dimensions than the # dimensions of the broadcast parameters, rvs returns an array # with the correct shape. dists = {'nchypergeom_fisher': nchypergeom_fisher, 'nchypergeom_wallenius': nchypergeom_wallenius} dist = dists[dist_name] x = dist.rvs(50, 30, [[10], [20]], [0.5, 1.0, 2.0], size=(5, 1, 2, 3)) assert x.shape == (5, 1, 2, 3) @pytest.mark.parametrize("mu, q, expected", [[10, 120, -1.240089881791596e-38], [1500, 0, -86.61466680572661]]) def test_nbinom_11465(mu, q, expected): # test nbinom.logcdf at extreme tails size = 20 n, p = size, size/(size+mu) # In R: # options(digits=16) # pnbinom(mu=10, size=20, q=120, log.p=TRUE) assert_allclose(nbinom.logcdf(q, n, p), expected) def test_gh_17146(): # Check that discrete distributions return PMF of zero at non-integral x. # See gh-17146. x = np.linspace(0, 1, 11) p = 0.8 pmf = bernoulli(p).pmf(x) i = (x % 1 == 0) assert_allclose(pmf[-1], p) assert_allclose(pmf[0], 1-p) assert_equal(pmf[~i], 0)