ai-content-maker/.venv/Lib/site-packages/scipy/stats/tests/data/_mvt.py

172 lines
6.7 KiB
Python

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