import numpy as np import numpy.testing as npt from numpy.testing import assert_raises from statsmodels.distributions import StepFunction, monotone_fn_inverter from statsmodels.distributions import ECDFDiscrete class TestDistributions: def test_StepFunction(self): x = np.arange(20) y = np.arange(20) f = StepFunction(x, y) vals = f(np.array([[3.2, 4.5], [24, -3.1], [3.0, 4.0]])) npt.assert_almost_equal(vals, [[3, 4], [19, 0], [2, 3]]) def test_StepFunctionBadShape(self): x = np.arange(20) y = np.arange(21) assert_raises(ValueError, StepFunction, x, y) x = np.zeros((2, 2)) y = np.zeros((2, 2)) assert_raises(ValueError, StepFunction, x, y) def test_StepFunctionValueSideRight(self): x = np.arange(20) y = np.arange(20) f = StepFunction(x, y, side='right') vals = f(np.array([[3.2, 4.5], [24, -3.1], [3.0, 4.0]])) npt.assert_almost_equal(vals, [[3, 4], [19, 0], [3, 4]]) def test_StepFunctionRepeatedValues(self): x = [1, 1, 2, 2, 2, 3, 3, 3, 4, 5] y = [6, 7, 8, 9, 10, 11, 12, 13, 14, 15] f = StepFunction(x, y) npt.assert_almost_equal(f([1, 2, 3, 4, 5]), [0, 7, 10, 13, 14]) f2 = StepFunction(x, y, side='right') npt.assert_almost_equal(f2([1, 2, 3, 4, 5]), [7, 10, 13, 14, 15]) def test_monotone_fn_inverter(self): x = [6, 7, 8, 9, 10, 11, 12, 13, 14, 15] fn = lambda x : 1./x # noqa y = fn(np.array(x)) f = monotone_fn_inverter(fn, x) npt.assert_array_equal(f.y, x[::-1]) npt.assert_array_equal(f.x, y[::-1]) def test_ecdf_discrete(self): x = [3, 3, 1, 4] e = ECDFDiscrete(x) npt.assert_array_equal(e.x, [-np.inf, 1, 3, 4]) npt.assert_array_equal(e.y, [0, 0.25, 0.75, 1]) e1 = ECDFDiscrete([3.5, 3.5, 1.5, 1, 4]) e2 = ECDFDiscrete([3.5, 1.5, 1, 4], freq_weights=[2, 1, 1, 1]) npt.assert_array_equal(e1.x, e2.x) npt.assert_array_equal(e1.y, e2.y)