# scipy-yli: Helpful SciPy utilities and recipes # Copyright © 2022 Lee Yingtong Li (RunasSudo) # # This program is free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. # # You should have received a copy of the GNU Affero General Public License # along with this program. If not, see . import numpy as np from scipy import stats import yli def test_beta_ratio_cdf_vs_empirical(): """Compare beta_ratio.cdf with empirical distribution""" # Define the example beta distribution beta1 = stats.beta(3, 6) beta2 = stats.beta(12, 7) dist = yli.beta_oddsratio.from_scipy(beta1, beta2) # Compute empirical distribution samples_p1 = beta1.rvs(10_000, random_state=31415) samples_p2 = beta2.rvs(10_000, random_state=92653) sample = (samples_p1 / (1 - samples_p1)) / (samples_p2 / (1 - samples_p2)) # Values to check x = np.linspace(0, 2, 10) y1 = dist.cdf(x) y2 = [(sample < xx).sum()/sample.size for xx in x] # Allow 0.01 tolerance assert (np.abs(y1 - y2) < 0.01).all() def test_beta_ratio_ppf_vs_empirical(): """Compare beta_ratio.ppf with empirical distribution""" # Define the example beta distribution beta1 = stats.beta(3, 6) beta2 = stats.beta(12, 7) dist = yli.beta_oddsratio.from_scipy(beta1, beta2) # Compute empirical distribution samples_p1 = beta1.rvs(10_000, random_state=31415) samples_p2 = beta2.rvs(10_000, random_state=92653) sample = (samples_p1 / (1 - samples_p1)) / (samples_p2 / (1 - samples_p2)) # Values to check x = np.linspace(0, 0.9, 10) y1 = dist.ppf(x) y2 = np.quantile(sample, x) # Allow 0.01 tolerance assert (np.abs(y1 - y2) < 0.01).all() def test_beta_ratio_mean_vs_empirical(): """Compare beta_ratio.mean (vs _munp) with empirical mean""" # Define the example beta distribution beta1 = stats.beta(3, 6) beta2 = stats.beta(12, 7) dist = yli.beta_oddsratio.from_scipy(beta1, beta2) # Compute empirical mean samples_p1 = beta1.rvs(10_000, random_state=31415) samples_p2 = beta2.rvs(10_000, random_state=92653) sample = (samples_p1 / (1 - samples_p1)) / (samples_p2 / (1 - samples_p2)) # Allow 0.01 tolerance assert np.abs(dist.mean() - sample.mean()) < 0.01 def test_beta_ratio_var_vs_empirical(): """Compare beta_ratio.var (vs _munp) with empirical variance""" # Define the example beta distribution beta1 = stats.beta(3, 6) beta2 = stats.beta(12, 7) dist = yli.beta_oddsratio.from_scipy(beta1, beta2) # Compute empirical mean samples_p1 = beta1.rvs(10_000, random_state=31415) samples_p2 = beta2.rvs(10_000, random_state=92653) sample = (samples_p1 / (1 - samples_p1)) / (samples_p2 / (1 - samples_p2)) # Allow 0.01 tolerance assert np.abs(dist.var() - sample.var()) < 0.01