neutonsevero
d07590e73d
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
35 lines
862 B
Python
35 lines
862 B
Python
import numpy as np
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def aic_statistic(dist, data, axis):
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"""
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AIC-based goodness-of-fit statistic.
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AIC = 2k - 2ln(L)
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Lower AIC indicates better fit, but since goodness_of_fit()
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treats larger statistic values as worse fit, AIC works directly.
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"""
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k = len(dist.args)
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log_likelihood = np.sum(dist.logpdf(data), axis=axis)
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aic = 2 * k - 2 * log_likelihood
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return aic
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def bic_statistic(dist, data, axis):
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"""
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BIC-based goodness-of-fit statistic.
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BIC = ln(n)k - 2ln(L)s
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Lower BIC indicates better fit, but since goodness_of_fit()
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treats larger statistic values as worse fit, BIC works directly.
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"""
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n = data.size if axis is None else data.shape[axis]
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k = len(dist.args)
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log_likelihood = np.sum(dist.logpdf(data), axis=axis)
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bic = np.log(n) * k - 2 * log_likelihood
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return bic |