Make mpmath optional dependency
This commit is contained in:
parent
7a93355dab
commit
ca521ae529
GPG Key ID:
7234E476BF21C61A
|
|
@ -14,7 +14,6 @@
|
|||
# You should have received a copy of the GNU Affero General Public License
|
||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
import mpmath
|
||||
import numpy as np
|
||||
from scipy import integrate, optimize, stats
|
||||
|
||||
|
|
@ -50,16 +49,18 @@ class betarat_gen(stats.rv_continuous):
|
|||
def _pdf_one(self, w, a1, b1, a2, b2):
|
||||
"""PDF for the distribution, given by Pham-Gia"""
|
||||
|
||||
from mpmath import beta, hyp2f1, power
|
||||
|
||||
if w <= 0:
|
||||
return 0
|
||||
elif w < 1:
|
||||
term1 = mpmath.beta(a1 + a2, b2) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
term2 = mpmath.power(w, a1 - 1)
|
||||
term3 = mpmath.hyp2f1(a1 + a2, 1 - b1, a1 + a2 + b2, w)
|
||||
term1 = beta(a1 + a2, b2) / (beta(a1, b1) * beta(a2, b2))
|
||||
term2 = power(w, a1 - 1)
|
||||
term3 = hyp2f1(a1 + a2, 1 - b1, a1 + a2 + b2, w)
|
||||
else:
|
||||
term1 = mpmath.beta(a1 + a2, b1) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
term2 = 1 / mpmath.power(w, a2 + 1)
|
||||
term3 = mpmath.hyp2f1(a1 + a2, 1 - b2, a1 + a2 + b1, 1/w)
|
||||
term1 = beta(a1 + a2, b1) / (beta(a1, b1) * beta(a2, b2))
|
||||
term2 = 1 / power(w, a2 + 1)
|
||||
term3 = hyp2f1(a1 + a2, 1 - b2, a1 + a2 + b1, 1/w)
|
||||
|
||||
return float(term1 * term2 * term3)
|
||||
|
||||
|
|
@ -69,17 +70,19 @@ class betarat_gen(stats.rv_continuous):
|
|||
def _cdf_one(self, w, a1, b1, a2, b2):
|
||||
"""PDF for the distribution, given by Pham-Gia"""
|
||||
|
||||
from mpmath import beta, hyper, power
|
||||
|
||||
if w <= 0:
|
||||
return 0
|
||||
elif w < 1:
|
||||
term1 = mpmath.beta(a1 + a2, b2) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
term2 = mpmath.power(w, a1) / a1
|
||||
term3 = mpmath.hyper([a1, a1 + a2, 1 - b1], [a1 + 1, a1 + a2 + b2], w)
|
||||
term1 = beta(a1 + a2, b2) / (beta(a1, b1) * beta(a2, b2))
|
||||
term2 = power(w, a1) / a1
|
||||
term3 = hyper([a1, a1 + a2, 1 - b1], [a1 + 1, a1 + a2 + b2], w)
|
||||
return float(term1 * term2 * term3)
|
||||
else:
|
||||
term1 = mpmath.beta(a1 + a2, b1) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
term2 = 1 / (a2 * mpmath.power(w, a2))
|
||||
term3 = mpmath.hyper([a2, a1 + a2, 1 - b2], [a2 + 1, a1 + a2 + b1], 1/w)
|
||||
term1 = beta(a1 + a2, b1) / (beta(a1, b1) * beta(a2, b2))
|
||||
term2 = 1 / (a2 * power(w, a2))
|
||||
term3 = hyper([a2, a1 + a2, 1 - b2], [a2 + 1, a1 + a2 + b1], 1/w)
|
||||
return 1 - float(term1 * term2 * term3)
|
||||
|
||||
def _cdf(self, w, a1, b1, a2, b2):
|
||||
|
|
@ -88,8 +91,10 @@ class betarat_gen(stats.rv_continuous):
|
|||
def _munp_one(self, k, a1, b1, a2, b2):
|
||||
"""Moments of the distribution, given by Weekend Editor"""
|
||||
|
||||
term1 = mpmath.rf(a1, k) * mpmath.rf(a2 + b2 - k, k)
|
||||
term2 = mpmath.rf(a1 + b1, k) * mpmath.rf(a2 - k, k)
|
||||
from mpmath import rf
|
||||
|
||||
term1 = rf(a1, k) * rf(a2 + b2 - k, k)
|
||||
term2 = rf(a1 + b1, k) * rf(a2 - k, k)
|
||||
return float(term1 / term2)
|
||||
|
||||
def _munp(self, k, a1, b1, a2, b2):
|
||||
|
|
@ -128,16 +133,18 @@ class betaoddsrat_gen(stats.rv_continuous):
|
|||
def _pdf_one(self, w, a1, b1, a2, b2):
|
||||
"""PDF for the distribution, given by Hora & Kelley"""
|
||||
|
||||
from mpmath import beta, hyp2f1, power
|
||||
|
||||
if w <= 0:
|
||||
return 0
|
||||
elif w < 1:
|
||||
term1 = mpmath.beta(a1 + a2, b1 + b2) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
term2 = mpmath.power(w, a1 - 1)
|
||||
term3 = mpmath.hyp2f1(a1 + b1, a1 + a2, a1 + a2 + b1 + b2, 1 - w)
|
||||
term1 = beta(a1 + a2, b1 + b2) / (beta(a1, b1) * beta(a2, b2))
|
||||
term2 = power(w, a1 - 1)
|
||||
term3 = hyp2f1(a1 + b1, a1 + a2, a1 + a2 + b1 + b2, 1 - w)
|
||||
else:
|
||||
term1 = mpmath.beta(a1 + a2, b1 + b2) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
term2 = mpmath.power(w, -a2 - 1)
|
||||
term3 = mpmath.hyp2f1(a2 + b2, a1 + a2, a1 + a2 + b1 + b2, 1 - mpmath.power(w, -1))
|
||||
term1 = beta(a1 + a2, b1 + b2) / (beta(a1, b1) * beta(a2, b2))
|
||||
term2 = power(w, -a2 - 1)
|
||||
term3 = hyp2f1(a2 + b2, a1 + a2, a1 + a2 + b1 + b2, 1 - power(w, -1))
|
||||
|
||||
return float(term1 * term2 * term3)
|
||||
|
||||
|
|
@ -147,26 +154,28 @@ class betaoddsrat_gen(stats.rv_continuous):
|
|||
def _cdf_one_infsum(self, w, a1, b1, a2, b2):
|
||||
"""CDF for the distribution, by truncating infinite sum given by Hora & Kelly"""
|
||||
|
||||
from mpmath import beta, betainc, factorial, power, rf
|
||||
|
||||
if w <= 0:
|
||||
return 0
|
||||
elif w < 1:
|
||||
k = mpmath.beta(a1 + a2, b1 + b2) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
k = beta(a1 + a2, b1 + b2) / (beta(a1, b1) * beta(a2, b2))
|
||||
|
||||
inf_sum = 0
|
||||
for j in range(0, BETA_ODDSRATIO_CDF_TERMS[0]):
|
||||
kj1 = mpmath.rf(a1 + b1, j) * mpmath.rf(a1 + a2, j)
|
||||
kj2 = mpmath.rf(a1 + a2 + b1 + b2, j) * mpmath.factorial(j)
|
||||
inf_sum += kj1/kj2 * mpmath.betainc(a1, j + 1, 0, w)
|
||||
kj1 = rf(a1 + b1, j) * rf(a1 + a2, j)
|
||||
kj2 = rf(a1 + a2 + b1 + b2, j) * factorial(j)
|
||||
inf_sum += kj1/kj2 * betainc(a1, j + 1, 0, w)
|
||||
|
||||
return k * inf_sum
|
||||
else:
|
||||
k = mpmath.beta(a1 + a2, b1 + b2) / (mpmath.beta(a1, b1) * mpmath.beta(a2, b2))
|
||||
k = beta(a1 + a2, b1 + b2) / (beta(a1, b1) * beta(a2, b2))
|
||||
|
||||
inf_sum = 0
|
||||
for j in range(0, BETA_ODDSRATIO_CDF_TERMS[0]):
|
||||
kj1 = mpmath.rf(a2 + b2, j) * mpmath.rf(a1 + a2, j)
|
||||
kj2 = mpmath.rf(a1 + a2 + b1 + b2, j) * mpmath.factorial(j)
|
||||
inf_sum += kj1/kj2 * mpmath.betainc(a2, j + 1, 0, mpmath.power(w, -1))
|
||||
kj1 = rf(a2 + b2, j) * rf(a1 + a2, j)
|
||||
kj2 = rf(a1 + a2 + b1 + b2, j) * factorial(j)
|
||||
inf_sum += kj1/kj2 * betainc(a2, j + 1, 0, power(w, -1))
|
||||
|
||||
return 1 - k * inf_sum
|
||||
|
||||
|
|
@ -235,8 +244,10 @@ class betaoddsrat_gen(stats.rv_continuous):
|
|||
def _munp_one(self, k, a1, b1, a2, b2):
|
||||
"""Moments of the distribution, given by Hora & Kelley"""
|
||||
|
||||
term1 = mpmath.rf(a1, k) * mpmath.rf(b2, k)
|
||||
term2 = mpmath.rf(b1 - k, k) * mpmath.rf(a2 - k, k)
|
||||
from mpmath import rf
|
||||
|
||||
term1 = rf(a1, k) * rf(b2, k)
|
||||
term2 = rf(b1 - k, k) * rf(a2 - k, k)
|
||||
return float(term1 / term2)
|
||||
|
||||
def _munp(self, k, a1, b1, a2, b2):
|
||||
|
|
|
|||
Loading…
Reference in New Issue