from scipy import stats, linalg, integrate import numpy as np from numpy.testing import (assert_almost_equal, assert_, assert_equal, assert_array_almost_equal, assert_array_almost_equal_nulp, assert_allclose) import pytest from pytest import raises as assert_raises def test_kde_1d(): #some basic tests comparing to normal distribution np.random.seed(8765678) n_basesample = 500 xn = np.random.randn(n_basesample) xnmean = xn.mean() xnstd = xn.std(ddof=1) # get kde for original sample gkde = stats.gaussian_kde(xn) # evaluate the density function for the kde for some points xs = np.linspace(-7,7,501) kdepdf = gkde.evaluate(xs) normpdf = stats.norm.pdf(xs, loc=xnmean, scale=xnstd) intervall = xs[1] - xs[0] assert_(np.sum((kdepdf - normpdf)**2)*intervall < 0.01) prob1 = gkde.integrate_box_1d(xnmean, np.inf) prob2 = gkde.integrate_box_1d(-np.inf, xnmean) assert_almost_equal(prob1, 0.5, decimal=1) assert_almost_equal(prob2, 0.5, decimal=1) assert_almost_equal(gkde.integrate_box(xnmean, np.inf), prob1, decimal=13) assert_almost_equal(gkde.integrate_box(-np.inf, xnmean), prob2, decimal=13) assert_almost_equal(gkde.integrate_kde(gkde), (kdepdf**2).sum()*intervall, decimal=2) assert_almost_equal(gkde.integrate_gaussian(xnmean, xnstd**2), (kdepdf*normpdf).sum()*intervall, decimal=2) def test_kde_1d_weighted(): #some basic tests comparing to normal distribution np.random.seed(8765678) n_basesample = 500 xn = np.random.randn(n_basesample) wn = np.random.rand(n_basesample) xnmean = np.average(xn, weights=wn) xnstd = np.sqrt(np.average((xn-xnmean)**2, weights=wn)) # get kde for original sample gkde = stats.gaussian_kde(xn, weights=wn) # evaluate the density function for the kde for some points xs = np.linspace(-7,7,501) kdepdf = gkde.evaluate(xs) normpdf = stats.norm.pdf(xs, loc=xnmean, scale=xnstd) intervall = xs[1] - xs[0] assert_(np.sum((kdepdf - normpdf)**2)*intervall < 0.01) prob1 = gkde.integrate_box_1d(xnmean, np.inf) prob2 = gkde.integrate_box_1d(-np.inf, xnmean) assert_almost_equal(prob1, 0.5, decimal=1) assert_almost_equal(prob2, 0.5, decimal=1) assert_almost_equal(gkde.integrate_box(xnmean, np.inf), prob1, decimal=13) assert_almost_equal(gkde.integrate_box(-np.inf, xnmean), prob2, decimal=13) assert_almost_equal(gkde.integrate_kde(gkde), (kdepdf**2).sum()*intervall, decimal=2) assert_almost_equal(gkde.integrate_gaussian(xnmean, xnstd**2), (kdepdf*normpdf).sum()*intervall, decimal=2) @pytest.mark.slow def test_kde_2d(): #some basic tests comparing to normal distribution np.random.seed(8765678) n_basesample = 500 mean = np.array([1.0, 3.0]) covariance = np.array([[1.0, 2.0], [2.0, 6.0]]) # Need transpose (shape (2, 500)) for kde xn = np.random.multivariate_normal(mean, covariance, size=n_basesample).T # get kde for original sample gkde = stats.gaussian_kde(xn) # evaluate the density function for the kde for some points x, y = np.mgrid[-7:7:500j, -7:7:500j] grid_coords = np.vstack([x.ravel(), y.ravel()]) kdepdf = gkde.evaluate(grid_coords) kdepdf = kdepdf.reshape(500, 500) normpdf = stats.multivariate_normal.pdf(np.dstack([x, y]), mean=mean, cov=covariance) intervall = y.ravel()[1] - y.ravel()[0] assert_(np.sum((kdepdf - normpdf)**2) * (intervall**2) < 0.01) small = -1e100 large = 1e100 prob1 = gkde.integrate_box([small, mean[1]], [large, large]) prob2 = gkde.integrate_box([small, small], [large, mean[1]]) assert_almost_equal(prob1, 0.5, decimal=1) assert_almost_equal(prob2, 0.5, decimal=1) assert_almost_equal(gkde.integrate_kde(gkde), (kdepdf**2).sum()*(intervall**2), decimal=2) assert_almost_equal(gkde.integrate_gaussian(mean, covariance), (kdepdf*normpdf).sum()*(intervall**2), decimal=2) @pytest.mark.slow def test_kde_2d_weighted(): #some basic tests comparing to normal distribution np.random.seed(8765678) n_basesample = 500 mean = np.array([1.0, 3.0]) covariance = np.array([[1.0, 2.0], [2.0, 6.0]]) # Need transpose (shape (2, 500)) for kde xn = np.random.multivariate_normal(mean, covariance, size=n_basesample).T wn = np.random.rand(n_basesample) # get kde for original sample gkde = stats.gaussian_kde(xn, weights=wn) # evaluate the density function for the kde for some points x, y = np.mgrid[-7:7:500j, -7:7:500j] grid_coords = np.vstack([x.ravel(), y.ravel()]) kdepdf = gkde.evaluate(grid_coords) kdepdf = kdepdf.reshape(500, 500) normpdf = stats.multivariate_normal.pdf(np.dstack([x, y]), mean=mean, cov=covariance) intervall = y.ravel()[1] - y.ravel()[0] assert_(np.sum((kdepdf - normpdf)**2) * (intervall**2) < 0.01) small = -1e100 large = 1e100 prob1 = gkde.integrate_box([small, mean[1]], [large, large]) prob2 = gkde.integrate_box([small, small], [large, mean[1]]) assert_almost_equal(prob1, 0.5, decimal=1) assert_almost_equal(prob2, 0.5, decimal=1) assert_almost_equal(gkde.integrate_kde(gkde), (kdepdf**2).sum()*(intervall**2), decimal=2) assert_almost_equal(gkde.integrate_gaussian(mean, covariance), (kdepdf*normpdf).sum()*(intervall**2), decimal=2) def test_kde_bandwidth_method(): def scotts_factor(kde_obj): """Same as default, just check that it works.""" return np.power(kde_obj.n, -1./(kde_obj.d+4)) np.random.seed(8765678) n_basesample = 50 xn = np.random.randn(n_basesample) # Default gkde = stats.gaussian_kde(xn) # Supply a callable gkde2 = stats.gaussian_kde(xn, bw_method=scotts_factor) # Supply a scalar gkde3 = stats.gaussian_kde(xn, bw_method=gkde.factor) xs = np.linspace(-7,7,51) kdepdf = gkde.evaluate(xs) kdepdf2 = gkde2.evaluate(xs) assert_almost_equal(kdepdf, kdepdf2) kdepdf3 = gkde3.evaluate(xs) assert_almost_equal(kdepdf, kdepdf3) assert_raises(ValueError, stats.gaussian_kde, xn, bw_method='wrongstring') def test_kde_bandwidth_method_weighted(): def scotts_factor(kde_obj): """Same as default, just check that it works.""" return np.power(kde_obj.neff, -1./(kde_obj.d+4)) np.random.seed(8765678) n_basesample = 50 xn = np.random.randn(n_basesample) # Default gkde = stats.gaussian_kde(xn) # Supply a callable gkde2 = stats.gaussian_kde(xn, bw_method=scotts_factor) # Supply a scalar gkde3 = stats.gaussian_kde(xn, bw_method=gkde.factor) xs = np.linspace(-7,7,51) kdepdf = gkde.evaluate(xs) kdepdf2 = gkde2.evaluate(xs) assert_almost_equal(kdepdf, kdepdf2) kdepdf3 = gkde3.evaluate(xs) assert_almost_equal(kdepdf, kdepdf3) assert_raises(ValueError, stats.gaussian_kde, xn, bw_method='wrongstring') # Subclasses that should stay working (extracted from various sources). # Unfortunately the earlier design of gaussian_kde made it necessary for users # to create these kinds of subclasses, or call _compute_covariance() directly. class _kde_subclass1(stats.gaussian_kde): def __init__(self, dataset): self.dataset = np.atleast_2d(dataset) self.d, self.n = self.dataset.shape self.covariance_factor = self.scotts_factor self._compute_covariance() class _kde_subclass2(stats.gaussian_kde): def __init__(self, dataset): self.covariance_factor = self.scotts_factor super().__init__(dataset) class _kde_subclass4(stats.gaussian_kde): def covariance_factor(self): return 0.5 * self.silverman_factor() def test_gaussian_kde_subclassing(): x1 = np.array([-7, -5, 1, 4, 5], dtype=float) xs = np.linspace(-10, 10, num=50) # gaussian_kde itself kde = stats.gaussian_kde(x1) ys = kde(xs) # subclass 1 kde1 = _kde_subclass1(x1) y1 = kde1(xs) assert_array_almost_equal_nulp(ys, y1, nulp=10) # subclass 2 kde2 = _kde_subclass2(x1) y2 = kde2(xs) assert_array_almost_equal_nulp(ys, y2, nulp=10) # subclass 3 was removed because we have no obligation to maintain support # for user invocation of private methods # subclass 4 kde4 = _kde_subclass4(x1) y4 = kde4(x1) y_expected = [0.06292987, 0.06346938, 0.05860291, 0.08657652, 0.07904017] assert_array_almost_equal(y_expected, y4, decimal=6) # Not a subclass, but check for use of _compute_covariance() kde5 = kde kde5.covariance_factor = lambda: kde.factor kde5._compute_covariance() y5 = kde5(xs) assert_array_almost_equal_nulp(ys, y5, nulp=10) def test_gaussian_kde_covariance_caching(): x1 = np.array([-7, -5, 1, 4, 5], dtype=float) xs = np.linspace(-10, 10, num=5) # These expected values are from scipy 0.10, before some changes to # gaussian_kde. They were not compared with any external reference. y_expected = [0.02463386, 0.04689208, 0.05395444, 0.05337754, 0.01664475] # Set the bandwidth, then reset it to the default. kde = stats.gaussian_kde(x1) kde.set_bandwidth(bw_method=0.5) kde.set_bandwidth(bw_method='scott') y2 = kde(xs) assert_array_almost_equal(y_expected, y2, decimal=7) def test_gaussian_kde_monkeypatch(): """Ugly, but people may rely on this. See scipy pull request 123, specifically the linked ML thread "Width of the Gaussian in stats.kde". If it is necessary to break this later on, that is to be discussed on ML. """ x1 = np.array([-7, -5, 1, 4, 5], dtype=float) xs = np.linspace(-10, 10, num=50) # The old monkeypatched version to get at Silverman's Rule. kde = stats.gaussian_kde(x1) kde.covariance_factor = kde.silverman_factor kde._compute_covariance() y1 = kde(xs) # The new saner version. kde2 = stats.gaussian_kde(x1, bw_method='silverman') y2 = kde2(xs) assert_array_almost_equal_nulp(y1, y2, nulp=10) def test_kde_integer_input(): """Regression test for #1181.""" x1 = np.arange(5) kde = stats.gaussian_kde(x1) y_expected = [0.13480721, 0.18222869, 0.19514935, 0.18222869, 0.13480721] assert_array_almost_equal(kde(x1), y_expected, decimal=6) _ftypes = ['float32', 'float64', 'float96', 'float128', 'int32', 'int64'] @pytest.mark.parametrize("bw_type", _ftypes + ["scott", "silverman"]) @pytest.mark.parametrize("dtype", _ftypes) def test_kde_output_dtype(dtype, bw_type): # Check whether the datatypes are available dtype = getattr(np, dtype, None) if bw_type in ["scott", "silverman"]: bw = bw_type else: bw_type = getattr(np, bw_type, None) bw = bw_type(3) if bw_type else None if any(dt is None for dt in [dtype, bw]): pytest.skip() weights = np.arange(5, dtype=dtype) dataset = np.arange(5, dtype=dtype) k = stats.gaussian_kde(dataset, bw_method=bw, weights=weights) points = np.arange(5, dtype=dtype) result = k(points) # weights are always cast to float64 assert result.dtype == np.result_type(dataset, points, np.float64(weights), k.factor) def test_pdf_logpdf_validation(): rng = np.random.default_rng(64202298293133848336925499069837723291) xn = rng.standard_normal((2, 10)) gkde = stats.gaussian_kde(xn) xs = rng.standard_normal((3, 10)) msg = "points have dimension 3, dataset has dimension 2" with pytest.raises(ValueError, match=msg): gkde.logpdf(xs) def test_pdf_logpdf(): np.random.seed(1) n_basesample = 50 xn = np.random.randn(n_basesample) # Default gkde = stats.gaussian_kde(xn) xs = np.linspace(-15, 12, 25) pdf = gkde.evaluate(xs) pdf2 = gkde.pdf(xs) assert_almost_equal(pdf, pdf2, decimal=12) logpdf = np.log(pdf) logpdf2 = gkde.logpdf(xs) assert_almost_equal(logpdf, logpdf2, decimal=12) # There are more points than data gkde = stats.gaussian_kde(xs) pdf = np.log(gkde.evaluate(xn)) pdf2 = gkde.logpdf(xn) assert_almost_equal(pdf, pdf2, decimal=12) def test_pdf_logpdf_weighted(): np.random.seed(1) n_basesample = 50 xn = np.random.randn(n_basesample) wn = np.random.rand(n_basesample) # Default gkde = stats.gaussian_kde(xn, weights=wn) xs = np.linspace(-15, 12, 25) pdf = gkde.evaluate(xs) pdf2 = gkde.pdf(xs) assert_almost_equal(pdf, pdf2, decimal=12) logpdf = np.log(pdf) logpdf2 = gkde.logpdf(xs) assert_almost_equal(logpdf, logpdf2, decimal=12) # There are more points than data gkde = stats.gaussian_kde(xs, weights=np.random.rand(len(xs))) pdf = np.log(gkde.evaluate(xn)) pdf2 = gkde.logpdf(xn) assert_almost_equal(pdf, pdf2, decimal=12) def test_marginal_1_axis(): rng = np.random.default_rng(6111799263660870475) n_data = 50 n_dim = 10 dataset = rng.normal(size=(n_dim, n_data)) points = rng.normal(size=(n_dim, 3)) dimensions = np.array([1, 2, 3, 4, 5, 6, 7, 8, 9]) # dimensions to keep kde = stats.gaussian_kde(dataset) marginal = kde.marginal(dimensions) pdf = marginal.pdf(points[dimensions]) def marginal_pdf_single(point): def f(x): x = np.concatenate(([x], point[dimensions])) return kde.pdf(x)[0] return integrate.quad(f, -np.inf, np.inf)[0] def marginal_pdf(points): return np.apply_along_axis(marginal_pdf_single, axis=0, arr=points) ref = marginal_pdf(points) assert_allclose(pdf, ref, rtol=1e-6) @pytest.mark.xslow def test_marginal_2_axis(): rng = np.random.default_rng(6111799263660870475) n_data = 30 n_dim = 4 dataset = rng.normal(size=(n_dim, n_data)) points = rng.normal(size=(n_dim, 3)) dimensions = np.array([1, 3]) # dimensions to keep kde = stats.gaussian_kde(dataset) marginal = kde.marginal(dimensions) pdf = marginal.pdf(points[dimensions]) def marginal_pdf(points): def marginal_pdf_single(point): def f(y, x): w, z = point[dimensions] x = np.array([x, w, y, z]) return kde.pdf(x)[0] return integrate.dblquad(f, -np.inf, np.inf, -np.inf, np.inf)[0] return np.apply_along_axis(marginal_pdf_single, axis=0, arr=points) ref = marginal_pdf(points) assert_allclose(pdf, ref, rtol=1e-6) def test_marginal_iv(): # test input validation rng = np.random.default_rng(6111799263660870475) n_data = 30 n_dim = 4 dataset = rng.normal(size=(n_dim, n_data)) points = rng.normal(size=(n_dim, 3)) kde = stats.gaussian_kde(dataset) # check that positive and negative indices are equivalent dimensions1 = [-1, 1] marginal1 = kde.marginal(dimensions1) pdf1 = marginal1.pdf(points[dimensions1]) dimensions2 = [3, -3] marginal2 = kde.marginal(dimensions2) pdf2 = marginal2.pdf(points[dimensions2]) assert_equal(pdf1, pdf2) # IV for non-integer dimensions message = "Elements of `dimensions` must be integers..." with pytest.raises(ValueError, match=message): kde.marginal([1, 2.5]) # IV for uniquenes message = "All elements of `dimensions` must be unique." with pytest.raises(ValueError, match=message): kde.marginal([1, 2, 2]) # IV for non-integer dimensions message = (r"Dimensions \[-5 6\] are invalid for a distribution in 4...") with pytest.raises(ValueError, match=message): kde.marginal([1, -5, 6]) @pytest.mark.xslow def test_logpdf_overflow(): # regression test for gh-12988; testing against linalg instability for # very high dimensionality kde np.random.seed(1) n_dimensions = 2500 n_samples = 5000 xn = np.array([np.random.randn(n_samples) + (n) for n in range( 0, n_dimensions)]) # Default gkde = stats.gaussian_kde(xn) logpdf = gkde.logpdf(np.arange(0, n_dimensions)) np.testing.assert_equal(np.isneginf(logpdf[0]), False) np.testing.assert_equal(np.isnan(logpdf[0]), False) def test_weights_intact(): # regression test for gh-9709: weights are not modified np.random.seed(12345) vals = np.random.lognormal(size=100) weights = np.random.choice([1.0, 10.0, 100], size=vals.size) orig_weights = weights.copy() stats.gaussian_kde(np.log10(vals), weights=weights) assert_allclose(weights, orig_weights, atol=1e-14, rtol=1e-14) def test_weights_integer(): # integer weights are OK, cf gh-9709 (comment) np.random.seed(12345) values = [0.2, 13.5, 21.0, 75.0, 99.0] weights = [1, 2, 4, 8, 16] # a list of integers pdf_i = stats.gaussian_kde(values, weights=weights) pdf_f = stats.gaussian_kde(values, weights=np.float64(weights)) xn = [0.3, 11, 88] assert_allclose(pdf_i.evaluate(xn), pdf_f.evaluate(xn), atol=1e-14, rtol=1e-14) def test_seed(): # Test the seed option of the resample method def test_seed_sub(gkde_trail): n_sample = 200 # The results should be different without using seed samp1 = gkde_trail.resample(n_sample) samp2 = gkde_trail.resample(n_sample) assert_raises( AssertionError, assert_allclose, samp1, samp2, atol=1e-13 ) # Use integer seed seed = 831 samp1 = gkde_trail.resample(n_sample, seed=seed) samp2 = gkde_trail.resample(n_sample, seed=seed) assert_allclose(samp1, samp2, atol=1e-13) # Use RandomState rstate1 = np.random.RandomState(seed=138) samp1 = gkde_trail.resample(n_sample, seed=rstate1) rstate2 = np.random.RandomState(seed=138) samp2 = gkde_trail.resample(n_sample, seed=rstate2) assert_allclose(samp1, samp2, atol=1e-13) # check that np.random.Generator can be used (numpy >= 1.17) if hasattr(np.random, 'default_rng'): # obtain a np.random.Generator object rng = np.random.default_rng(1234) gkde_trail.resample(n_sample, seed=rng) np.random.seed(8765678) n_basesample = 500 wn = np.random.rand(n_basesample) # Test 1D case xn_1d = np.random.randn(n_basesample) gkde_1d = stats.gaussian_kde(xn_1d) test_seed_sub(gkde_1d) gkde_1d_weighted = stats.gaussian_kde(xn_1d, weights=wn) test_seed_sub(gkde_1d_weighted) # Test 2D case mean = np.array([1.0, 3.0]) covariance = np.array([[1.0, 2.0], [2.0, 6.0]]) xn_2d = np.random.multivariate_normal(mean, covariance, size=n_basesample).T gkde_2d = stats.gaussian_kde(xn_2d) test_seed_sub(gkde_2d) gkde_2d_weighted = stats.gaussian_kde(xn_2d, weights=wn) test_seed_sub(gkde_2d_weighted) def test_singular_data_covariance_gh10205(): # When the data lie in a lower-dimensional subspace and this causes # and exception, check that the error message is informative. rng = np.random.default_rng(2321583144339784787) mu = np.array([1, 10, 20]) sigma = np.array([[4, 10, 0], [10, 25, 0], [0, 0, 100]]) data = rng.multivariate_normal(mu, sigma, 1000) try: # doesn't raise any error on some platforms, and that's OK stats.gaussian_kde(data.T) except linalg.LinAlgError: msg = "The data appears to lie in a lower-dimensional subspace..." with assert_raises(linalg.LinAlgError, match=msg): stats.gaussian_kde(data.T) def test_fewer_points_than_dimensions_gh17436(): # When the number of points is fewer than the number of dimensions, the # the covariance matrix would be singular, and the exception tested in # test_singular_data_covariance_gh10205 would occur. However, sometimes # this occurs when the user passes in the transpose of what `gaussian_kde` # expects. This can result in a huge covariance matrix, so bail early. rng = np.random.default_rng(2046127537594925772) rvs = rng.multivariate_normal(np.zeros(3), np.eye(3), size=5) message = "Number of dimensions is greater than number of samples..." with pytest.raises(ValueError, match=message): stats.gaussian_kde(rvs)