. other: a number returns: new Pmf """ pmf = Pmf() for v1, p1 in self.Items(): pmf.Set(v1 + other, p1) return pmf def __sub__(self, other): """Computes the Pmf of the diff of values drawn from self and other. other: another Pmf returns: new Pmf """ try: return self.SubPmf(other) except AttributeError: return self.AddConstant(-other) def SubPmf(self, other): """Computes the Pmf of the diff of values drawn from self and other. other: another Pmf returns: new Pmf """ pmf = Pmf() for v1, p1 in self.Items(): for v2, p2 in other.Items(): pmf.Incr(v1 - v2, p1 * p2) return pmf def __mul__(self, other): """Computes the Pmf of the product of values drawn from self and other. other: another Pmf returns: new Pmf """ try: return self.MulPmf(other) except AttributeError: return self.MulConstant(other) def MulPmf(self, other): """Computes the Pmf of the diff of values drawn from self and other. other: another Pmf returns: new Pmf """ pmf = Pmf() for v1, p1 in self.Items(): for v2, p2 in other.Items(): pmf.Incr(v1 * v2, p1 * p2) return pmf def MulConstant(self, other): """Computes the Pmf of the product of a constant and values from self. other: a number returns: new Pmf """ pmf = Pmf() for v1, p1 in self.Items(): pmf.Set(v1 * other, p1) return pmf def __div__(self, other): """Computes the Pmf of the ratio of values drawn from self and other. other: another Pmf returns: new Pmf """ try: return self.DivPmf(other) except AttributeError: return self.MulConstant(1/other) __truediv__ = __div__ def DivPmf(self, other): """Computes the Pmf of the ratio of values drawn from self and other. other: another Pmf returns: new Pmf """ pmf = Pmf() for v1, p1 in self.Items(): for v2, p2 in other.Items(): pmf.Incr(v1 / v2, p1 * p2) return pmf def Max(self, k): """Computes the CDF of the maximum of k selections from this dist. k: int returns: new Cdf """ cdf = self.MakeCdf() return cdf.Max(k) class Joint(Pmf): """Represents a joint distribution. The values are sequences (usually tuples) """ def Marginal(self, i, label=None): """Gets the marginal distribution of the indicated variable. i: index of the variable we want Returns: Pmf """ pmf = Pmf(label=label) for vs, prob in self.Items(): pmf.Incr(vs[i], prob) return pmf def Conditional(self, i, j, val, label=None): """Gets the conditional distribution of the indicated variable. Distribution of vs[i], conditioned on vs[j] = val. i: index of the variable we want j: which variable is conditioned on val: the value the jth variable has to have Returns: Pmf """ pmf = Pmf(label=label) for vs, prob in self.Items(): if vs[j] != val: continue pmf.Incr(vs[i], prob) pmf.Normalize() return pmf def MaxLikeInterval(self, percentage=90): """Returns the maximum-likelihood credible interval. If percentage=90, computes a 90% CI containing the values with the highest likelihoods. percentage: float between 0 and 100 Returns: list of values from the suite """ interval = [] total = 0 t = [(prob, val) for val, prob in self.Items()] t.sort(reverse=True) for prob, val in t: interval.append(val) total += prob if total >= percentage / 100.0: break return interval def MakeJoint(pmf1, pmf2): """Joint distribution of values from pmf1 and pmf2. Assumes that the PMFs represent independent random variables. Args: pmf1: Pmf object pmf2: Pmf object Returns: Joint pmf of value pairs """ joint = Joint() for v1, p1 in pmf1.Items(): for v2, p2 in pmf2.Items(): joint.Set((v1, v2), p1 * p2) return joint def MakeHistFromList(t, label=None): """Makes a histogram from an unsorted sequence of values. Args: t: sequence of numbers label: string label for this histogram Returns: Hist object """ return Hist(t, label=label) def MakeHistFromDict(d, label=None): """Makes a histogram from a map from values to frequencies. Args: d: dictionary that maps values to frequencies label: string label for this histogram Returns: Hist object """ return Hist(d, label) def MakePmfFromList(t, label=None): """Makes a PMF from an unsorted sequence of values. Args: t: sequence of numbers label: string label for this PMF Returns: Pmf object """ return Pmf(t, label=label) def MakePmfFromDict(d, label=None): """Makes a PMF from a map from values to probabilities. Args: d: dictionary that maps values to probabilities label: string label for this PMF Returns: Pmf object """ return Pmf(d, label=label) def MakePmfFromItems(t, label=None): """Makes a PMF from a sequence of value-probability pairs Args: t: sequence of value-probability pairs label: string label for this PMF Returns: Pmf object """ return Pmf(dict(t), label=label) def MakePmfFromHist(hist, label=None): """Makes a normalized PMF from a Hist object. Args: hist: Hist object label: string label Returns: Pmf object """ if label is None: label = hist.label return Pmf(hist, label=label) def MakeMixture(metapmf, label='mix'): """Make a mixture distribution. Args: metapmf: Pmf that maps from Pmfs to probs. label: string label for the new Pmf. Returns: Pmf object. """ mix = Pmf(label=label) for pmf, p1 in metapmf.Items(): for x, p2 in pmf.Items(): mix.Incr(x, p1 * p2) return mix def MakeUniformPmf(low, high, n): """Make a uniform Pmf. low: lowest value (inclusive) high: highest value (inclusize) n: number of values """ pmf = Pmf() for x in np.linspace(low, high, n): pmf.Set(x, 1) pmf.Normalize() return pmf class Cdf(object): """Represents a cumulative distribution function. Attributes: xs: sequence of values ps: sequence of probabilities label: string used as a graph label. """ def __init__(self, obj=None, ps=None, label=None): """Initializes. If ps is provided, obj must be the corresponding list of values. obj: Hist, Pmf, Cdf, Pdf, dict, pandas Series, list of pairs ps: list of cumulative probabilities label: string label """ self.label = label if label is not None else '_nolegend_' if isinstance(obj, (_DictWrapper, Cdf, Pdf)): if not label: self.label = label if label is not None else obj.label if obj is None: # caller does not provide obj, make an empty Cdf self.xs = np.asarray([]) self.ps = np.asarray([]) if ps is not None: logging.warning("Cdf: can't pass ps without also passing xs.") return else: # if the caller provides xs and ps, just store them if ps is not None: if isinstance(ps, str): logging.warning("Cdf: ps can't be a string") self.xs = np.asarray(obj) self.ps = np.asarray(ps) return # caller has provided just obj, not ps if isinstance(obj, Cdf): self.xs = copy.copy(obj.xs) self.ps = copy.copy(obj.ps) return if isinstance(obj, _DictWrapper): dw = obj else: dw = Hist(obj) if len(dw) == 0: self.xs = np.asarray([]) self.ps = np.asarray([]) return xs, freqs = zip(*sorted(dw.Items())) self.xs = np.asarray(xs) self.ps = np.cumsum(freqs, dtype=np.float) self.ps /= self.ps[-1] def __str__(self): return 'Cdf(%s, %s)' % (str(self.xs), str(self.ps)) __repr__ = __str__ def __len__(self): return len(self.xs) def __getitem__(self, x): return self.Prob(x) def __setitem__(self): raise UnimplementedMethodException() def __delitem__(self): raise UnimplementedMethodException() def __eq__(self, other): return np.all(self.xs == other.xs) and np.all(self.ps == other.ps) def Copy(self, label=None): """Returns a copy of this Cdf. label: string label for the new Cdf """ if label is None: label = self.label return Cdf(list(self.xs), list(self.ps), label=label) def MakePmf(self, label=None): """Makes a Pmf.""" if label is None: label = self.label return Pmf(self, label=label) def Values(self): """Returns a sorted list of values. """ return self.xs def Items(self): """Returns a sorted sequence o