ruff for code formatting

BIC statistic AND BIC test implemented

test_distributions.py for test new created dists with pytest

REFACTOR:
k_gen pdf changed from 2 params to generalized
This commit is contained in:
2026-04-16 11:52:44 -03:00
parent 9aa97fc3d4
commit d07590e73d
6 changed files with 338 additions and 22 deletions

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@@ -6,7 +6,7 @@ import os
sys.path.insert(0, os.path.join(os.path.dirname(__file__), ".."))
from tools.statistics import aic_statistic
from tools.statistics import aic_statistic, bic_statistic
from fitting.fitter import Fitter
@@ -110,3 +110,101 @@ class TestAicStatisticInFitter:
f.validate(n_mc_samples=99)
assert f["gamma"].test_result is not None
assert f["expon"].test_result is not None
# ── bic_statistic unit tests ──────────────────────────────────────────────────
class TestBicStatistic:
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 = bic_statistic(frozen, GAMMA_DATA, axis=0)
assert isinstance(float(result), float)
def test_formula_correct(self):
"""BIC = ln(n)*k - 2*log_likelihood."""
frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
n = len(GAMMA_DATA)
k = len(frozen.args)
log_likelihood = np.sum(frozen.logpdf(GAMMA_DATA), axis=0)
expected = np.log(n) * k - 2 * log_likelihood
assert pytest.approx(bic_statistic(frozen, GAMMA_DATA, axis=0)) == expected
def test_penalises_more_parameters(self):
"""gamma (3 params) should have higher BIC penalty term than expon (2 params)."""
gamma_frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
expon_frozen = self._fitted_dist(expon, GAMMA_DATA, floc=0)
n = len(GAMMA_DATA)
assert np.log(n) * len(gamma_frozen.args) > np.log(n) * len(expon_frozen.args)
def test_better_fit_has_lower_bic(self):
"""Gamma fitted to gamma data should have lower BIC than normal fitted to gamma data."""
gamma_frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
norm_frozen = self._fitted_dist(norm, GAMMA_DATA)
bic_gamma = bic_statistic(gamma_frozen, GAMMA_DATA, axis=0)
bic_norm = bic_statistic(norm_frozen, GAMMA_DATA, axis=0)
assert bic_gamma < bic_norm
def test_works_with_axis_none(self):
frozen = self._fitted_dist(gamma, GAMMA_DATA, floc=0)
result = bic_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(bic_statistic(frozen, GAMMA_DATA, axis=0))
# ── Integration: bic_statistic as callable in Fitter ─────────────────────────
class TestBicStatisticInFitter:
def test_fitter_accepts_bic_callable(self):
f = Fitter([gamma], statistic_method=bic_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_bic_statistic_is_finite(self):
f = Fitter([gamma], statistic_method=bic_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_bic_pvalue_in_range(self):
f = Fitter([gamma], statistic_method=bic_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_bic_vs_ad_different_statistic_values(self):
"""BIC and AD statistics should differ numerically."""
f_bic = Fitter(
[gamma], statistic_method=bic_statistic, gamma_params={"floc": 0}
)
f_ad = Fitter([gamma], statistic_method="ad", gamma_params={"floc": 0})
f_bic.fit(GAMMA_DATA)
f_ad.fit(GAMMA_DATA)
f_bic.validate(n_mc_samples=99)
f_ad.validate(n_mc_samples=99)
assert f_bic["gamma"].gof_statistic != pytest.approx(
f_ad["gamma"].gof_statistic
)
def test_fitter_bic_multiple_distributions(self):
f = Fitter(
[gamma, expon],
statistic_method=bic_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