from sympy.concrete.summations import Sum from sympy.core.basic import Basic from sympy.core.function import Lambda from sympy.core.symbol import Dummy from sympy.integrals.integrals import Integral from sympy.stats.rv import (NamedArgsMixin, random_symbols, _symbol_converter, PSpace, RandomSymbol, is_random, Distribution) from sympy.stats.crv import ContinuousDistribution, SingleContinuousPSpace from sympy.stats.drv import DiscreteDistribution, SingleDiscretePSpace from sympy.stats.frv import SingleFiniteDistribution, SingleFinitePSpace from sympy.stats.crv_types import ContinuousDistributionHandmade from sympy.stats.drv_types import DiscreteDistributionHandmade from sympy.stats.frv_types import FiniteDistributionHandmade class CompoundPSpace(PSpace): """ A temporary Probability Space for the Compound Distribution. After Marginalization, this returns the corresponding Probability Space of the parent distribution. """ def __new__(cls, s, distribution): s = _symbol_converter(s) if isinstance(distribution, ContinuousDistribution): return SingleContinuousPSpace(s, distribution) if isinstance(distribution, DiscreteDistribution): return SingleDiscretePSpace(s, distribution) if isinstance(distribution, SingleFiniteDistribution): return SingleFinitePSpace(s, distribution) if not isinstance(distribution, CompoundDistribution): raise ValueError("%s should be an isinstance of " "CompoundDistribution"%(distribution)) return Basic.__new__(cls, s, distribution) @property def value(self): return RandomSymbol(self.symbol, self) @property def symbol(self): return self.args[0] @property def is_Continuous(self): return self.distribution.is_Continuous @property def is_Finite(self): return self.distribution.is_Finite @property def is_Discrete(self): return self.distribution.is_Discrete @property def distribution(self): return self.args[1] @property def pdf(self): return self.distribution.pdf(self.symbol) @property def set(self): return self.distribution.set @property def domain(self): return self._get_newpspace().domain def _get_newpspace(self, evaluate=False): x = Dummy('x') parent_dist = self.distribution.args[0] func = Lambda(x, self.distribution.pdf(x, evaluate)) new_pspace = self._transform_pspace(self.symbol, parent_dist, func) if new_pspace is not None: return new_pspace message = ("Compound Distribution for %s is not implemented yet" % str(parent_dist)) raise NotImplementedError(message) def _transform_pspace(self, sym, dist, pdf): """ This function returns the new pspace of the distribution using handmade Distributions and their corresponding pspace. """ pdf = Lambda(sym, pdf(sym)) _set = dist.set if isinstance(dist, ContinuousDistribution): return SingleContinuousPSpace(sym, ContinuousDistributionHandmade(pdf, _set)) elif isinstance(dist, DiscreteDistribution): return SingleDiscretePSpace(sym, DiscreteDistributionHandmade(pdf, _set)) elif isinstance(dist, SingleFiniteDistribution): dens = {k: pdf(k) for k in _set} return SingleFinitePSpace(sym, FiniteDistributionHandmade(dens)) def compute_density(self, expr, *, compound_evaluate=True, **kwargs): new_pspace = self._get_newpspace(compound_evaluate) expr = expr.subs({self.value: new_pspace.value}) return new_pspace.compute_density(expr, **kwargs) def compute_cdf(self, expr, *, compound_evaluate=True, **kwargs): new_pspace = self._get_newpspace(compound_evaluate) expr = expr.subs({self.value: new_pspace.value}) return new_pspace.compute_cdf(expr, **kwargs) def compute_expectation(self, expr, rvs=None, evaluate=False, **kwargs): new_pspace = self._get_newpspace(evaluate) expr = expr.subs({self.value: new_pspace.value}) if rvs: rvs = rvs.subs({self.value: new_pspace.value}) if isinstance(new_pspace, SingleFinitePSpace): return new_pspace.compute_expectation(expr, rvs, **kwargs) return new_pspace.compute_expectation(expr, rvs, evaluate, **kwargs) def probability(self, condition, *, compound_evaluate=True, **kwargs): new_pspace = self._get_newpspace(compound_evaluate) condition = condition.subs({self.value: new_pspace.value}) return new_pspace.probability(condition) def conditional_space(self, condition, *, compound_evaluate=True, **kwargs): new_pspace = self._get_newpspace(compound_evaluate) condition = condition.subs({self.value: new_pspace.value}) return new_pspace.conditional_space(condition) class CompoundDistribution(Distribution, NamedArgsMixin): """ Class for Compound Distributions. Parameters ========== dist : Distribution Distribution must contain a random parameter Examples ======== >>> from sympy.stats.compound_rv import CompoundDistribution >>> from sympy.stats.crv_types import NormalDistribution >>> from sympy.stats import Normal >>> from sympy.abc import x >>> X = Normal('X', 2, 4) >>> N = NormalDistribution(X, 4) >>> C = CompoundDistribution(N) >>> C.set Interval(-oo, oo) >>> C.pdf(x, evaluate=True).simplify() exp(-x**2/64 + x/16 - 1/16)/(8*sqrt(pi)) References ========== .. [1] https://en.wikipedia.org/wiki/Compound_probability_distribution """ def __new__(cls, dist): if not isinstance(dist, (ContinuousDistribution, SingleFiniteDistribution, DiscreteDistribution)): message = "Compound Distribution for %s is not implemented yet" % str(dist) raise NotImplementedError(message) if not cls._compound_check(dist): return dist return Basic.__new__(cls, dist) @property def set(self): return self.args[0].set @property def is_Continuous(self): return isinstance(self.args[0], ContinuousDistribution) @property def is_Finite(self): return isinstance(self.args[0], SingleFiniteDistribution) @property def is_Discrete(self): return isinstance(self.args[0], DiscreteDistribution) def pdf(self, x, evaluate=False): dist = self.args[0] randoms = [rv for rv in dist.args if is_random(rv)] if isinstance(dist, SingleFiniteDistribution): y = Dummy('y', integer=True, negative=False) expr = dist.pmf(y) else: y = Dummy('y') expr = dist.pdf(y) for rv in randoms: expr = self._marginalise(expr, rv, evaluate) return Lambda(y, expr)(x) def _marginalise(self, expr, rv, evaluate): if isinstance(rv.pspace.distribution, SingleFiniteDistribution): rv_dens = rv.pspace.distribution.pmf(rv) else: rv_dens = rv.pspace.distribution.pdf(rv) rv_dom = rv.pspace.domain.set if rv.pspace.is_Discrete or rv.pspace.is_Finite: expr = Sum(expr*rv_dens, (rv, rv_dom._inf, rv_dom._sup)) else: expr = Integral(expr*rv_dens, (rv, rv_dom._inf, rv_dom._sup)) if evaluate: return expr.doit() return expr @classmethod def _compound_check(self, dist): """ Checks if the given distribution contains random parameters. """ randoms = [] for arg in dist.args: randoms.extend(random_symbols(arg)) if len(randoms) == 0: return False return True