AIC statistic added
This commit is contained in:
2026-04-08 22:53:33 -03:00
parent d053ebf02c
commit aacfe3f977
7 changed files with 258 additions and 835 deletions

View File

@@ -232,11 +232,13 @@ class TestFitterPlotQQ:
def test_qq_hazen_returns_figure(self):
import plotly.graph_objects as go
fig = self.f.plot_qq_plots(method="hazen")
assert isinstance(fig, go.Figure)
def test_qq_filliben_returns_figure(self):
import plotly.graph_objects as go
fig = self.f.plot_qq_plots(method="filliben")
assert isinstance(fig, go.Figure)
@@ -257,11 +259,13 @@ class TestFitterHistogram:
def test_histogram_returns_figure(self):
import plotly.graph_objects as go
fig = self.f.histogram_with_fits()
assert isinstance(fig, go.Figure)
def test_histogram_seaborn_returns_figure(self):
import matplotlib.pyplot as plt
fig = self.f.histogram_with_fits_seaborn()
assert isinstance(fig, plt.Figure)
plt.close("all")

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@@ -0,0 +1,112 @@
import numpy as np
import pytest
from scipy.stats import gamma, expon, norm
import sys
import os
sys.path.insert(0, os.path.join(os.path.dirname(__file__), ".."))
from tools.statistics import aic_statistic
from fitting.fitter import Fitter
RNG = np.random.default_rng(42)
GAMMA_DATA = RNG.gamma(shape=2.0, scale=1.5, size=200)
# ── aic_statistic unit tests ──────────────────────────────────────────────────
class TestAicStatistic:
def _fitted_dist(self, dist, data, **kwargs):
"""Return a frozen distribution fitted to data."""
params = dist.fit(data, **kwargs)
return dist(*params)
def test_returns_float(self):
frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
result = aic_statistic(frozen, GAMMA_DATA, axis=0)
assert isinstance(float(result), float)
def test_formula_correct(self):
"""AIC = 2k - 2*log_likelihood."""
frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
k = len(frozen.args)
log_likelihood = np.sum(frozen.logpdf(GAMMA_DATA), axis=0)
expected = 2 * k - 2 * log_likelihood
assert pytest.approx(aic_statistic(frozen, GAMMA_DATA, axis=0)) == expected
def test_penalises_more_parameters(self):
"""gamma (3 params) should have higher AIC penalty term than expon (2 params)
when both are fitted to the same data with identical log-likelihood contribution."""
gamma_frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
expon_frozen = self._fitted_dist(expon, GAMMA_DATA, floc=0)
# penalty term alone: 2*k; gamma has more params so its penalty is larger
assert 2 * len(gamma_frozen.args) > 2 * len(expon_frozen.args)
def test_better_fit_has_lower_aic(self):
"""Gamma fitted to gamma data should have lower AIC than normal fitted to gamma data."""
gamma_frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
norm_frozen = self._fitted_dist(norm, GAMMA_DATA)
aic_gamma = aic_statistic(gamma_frozen, GAMMA_DATA, axis=0)
aic_norm = aic_statistic(norm_frozen, GAMMA_DATA, axis=0)
assert aic_gamma < aic_norm
def test_works_with_axis_none(self):
frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
result = aic_statistic(frozen, GAMMA_DATA, axis=None)
assert np.isfinite(result)
def test_result_is_finite(self):
frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
assert np.isfinite(aic_statistic(frozen, GAMMA_DATA, axis=0))
# ── Integration: aic_statistic as callable in Fitter ─────────────────────────
class TestAicStatisticInFitter:
def test_fitter_accepts_aic_callable(self):
f = Fitter([gamma], statistic_method=aic_statistic, gamma_params={"floc": 0})
f.fit(GAMMA_DATA)
f.validate(n_mc_samples=99)
assert f["gamma"].test_result is not None
def test_fitter_aic_statistic_is_finite(self):
f = Fitter([gamma], statistic_method=aic_statistic, gamma_params={"floc": 0})
f.fit(GAMMA_DATA)
f.validate(n_mc_samples=99)
assert np.isfinite(f["gamma"].gof_statistic)
def test_fitter_aic_pvalue_in_range(self):
f = Fitter([gamma], statistic_method=aic_statistic, gamma_params={"floc": 0})
f.fit(GAMMA_DATA)
f.validate(n_mc_samples=99)
pval = f["gamma"].pvalue
assert 0.0 <= pval <= 1.0
def test_fitter_aic_vs_ad_different_statistic_values(self):
"""AIC and AD statistics should differ numerically."""
f_aic = Fitter(
[gamma], statistic_method=aic_statistic, gamma_params={"floc": 0}
)
f_ad = Fitter([gamma], statistic_method="ad", gamma_params={"floc": 0})
f_aic.fit(GAMMA_DATA)
f_ad.fit(GAMMA_DATA)
f_aic.validate(n_mc_samples=99)
f_ad.validate(n_mc_samples=99)
assert f_aic["gamma"].gof_statistic != pytest.approx(
f_ad["gamma"].gof_statistic
)
def test_fitter_aic_multiple_distributions(self):
f = Fitter(
[gamma, expon],
statistic_method=aic_statistic,
gamma_params={"floc": 0},
expon_params={"floc": 0},
)
f.fit(GAMMA_DATA)
f.validate(n_mc_samples=99)
assert f["gamma"].test_result is not None
assert f["expon"].test_result is not None