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from sympy.concrete.summations import (Sum, summation)
from sympy.core.basic import Basic
from sympy.core.cache import cacheit
from sympy.core.function import Lambda
from sympy.core.numbers import I
from sympy.core.relational import (Eq, Ne)
from sympy.core.singleton import S
from sympy.core.symbol import (Dummy, symbols)
from sympy.core.sympify import sympify
from sympy.functions.combinatorial.factorials import factorial
from sympy.functions.elementary.exponential import exp
from sympy.functions.elementary.integers import floor
from sympy.functions.elementary.piecewise import Piecewise
from sympy.logic.boolalg import And
from sympy.polys.polytools import poly
from sympy.series.series import series
from sympy.polys.polyerrors import PolynomialError
from sympy.stats.crv import reduce_rational_inequalities_wrap
from sympy.stats.rv import (NamedArgsMixin, SinglePSpace, SingleDomain,
random_symbols, PSpace, ConditionalDomain, RandomDomain,
ProductDomain, Distribution)
from sympy.stats.symbolic_probability import Probability
from sympy.sets.fancysets import Range, FiniteSet
from sympy.sets.sets import Union
from sympy.sets.contains import Contains
from sympy.utilities import filldedent
from sympy.core.sympify import _sympify
class DiscreteDistribution(Distribution):
def __call__(self, *args):
return self.pdf(*args)
class SingleDiscreteDistribution(DiscreteDistribution, NamedArgsMixin):
""" Discrete distribution of a single variable.
Serves as superclass for PoissonDistribution etc....
Provides methods for pdf, cdf, and sampling
See Also:
sympy.stats.crv_types.*
"""
set = S.Integers
def __new__(cls, *args):
args = list(map(sympify, args))
return Basic.__new__(cls, *args)
@staticmethod
def check(*args):
pass
@cacheit
def compute_cdf(self, **kwargs):
""" Compute the CDF from the PDF.
Returns a Lambda.
"""
x = symbols('x', integer=True, cls=Dummy)
z = symbols('z', real=True, cls=Dummy)
left_bound = self.set.inf
# CDF is integral of PDF from left bound to z
pdf = self.pdf(x)
cdf = summation(pdf, (x, left_bound, floor(z)), **kwargs)
# CDF Ensure that CDF left of left_bound is zero
cdf = Piecewise((cdf, z >= left_bound), (0, True))
return Lambda(z, cdf)
def _cdf(self, x):
return None
def cdf(self, x, **kwargs):
""" Cumulative density function """
if not kwargs:
cdf = self._cdf(x)
if cdf is not None:
return cdf
return self.compute_cdf(**kwargs)(x)
@cacheit
def compute_characteristic_function(self, **kwargs):
""" Compute the characteristic function from the PDF.
Returns a Lambda.
"""
x, t = symbols('x, t', real=True, cls=Dummy)
pdf = self.pdf(x)
cf = summation(exp(I*t*x)*pdf, (x, self.set.inf, self.set.sup))
return Lambda(t, cf)
def _characteristic_function(self, t):
return None
def characteristic_function(self, t, **kwargs):
""" Characteristic function """
if not kwargs:
cf = self._characteristic_function(t)
if cf is not None:
return cf
return self.compute_characteristic_function(**kwargs)(t)
@cacheit
def compute_moment_generating_function(self, **kwargs):
t = Dummy('t', real=True)
x = Dummy('x', integer=True)
pdf = self.pdf(x)
mgf = summation(exp(t*x)*pdf, (x, self.set.inf, self.set.sup))
return Lambda(t, mgf)
def _moment_generating_function(self, t):
return None
def moment_generating_function(self, t, **kwargs):
if not kwargs:
mgf = self._moment_generating_function(t)
if mgf is not None:
return mgf
return self.compute_moment_generating_function(**kwargs)(t)
@cacheit
def compute_quantile(self, **kwargs):
""" Compute the Quantile from the PDF.
Returns a Lambda.
"""
x = Dummy('x', integer=True)
p = Dummy('p', real=True)
left_bound = self.set.inf
pdf = self.pdf(x)
cdf = summation(pdf, (x, left_bound, x), **kwargs)
set = ((x, p <= cdf), )
return Lambda(p, Piecewise(*set))
def _quantile(self, x):
return None
def quantile(self, x, **kwargs):
""" Cumulative density function """
if not kwargs:
quantile = self._quantile(x)
if quantile is not None:
return quantile
return self.compute_quantile(**kwargs)(x)
def expectation(self, expr, var, evaluate=True, **kwargs):
""" Expectation of expression over distribution """
# TODO: support discrete sets with non integer stepsizes
if evaluate:
try:
p = poly(expr, var)
t = Dummy('t', real=True)
mgf = self.moment_generating_function(t)
deg = p.degree()
taylor = poly(series(mgf, t, 0, deg + 1).removeO(), t)
result = 0
for k in range(deg+1):
result += p.coeff_monomial(var ** k) * taylor.coeff_monomial(t ** k) * factorial(k)
return result
except PolynomialError:
return summation(expr * self.pdf(var),
(var, self.set.inf, self.set.sup), **kwargs)
else:
return Sum(expr * self.pdf(var),
(var, self.set.inf, self.set.sup), **kwargs)
def __call__(self, *args):
return self.pdf(*args)
class DiscreteDomain(RandomDomain):
"""
A domain with discrete support with step size one.
Represented using symbols and Range.
"""
is_Discrete = True
class SingleDiscreteDomain(DiscreteDomain, SingleDomain):
def as_boolean(self):
return Contains(self.symbol, self.set)
class ConditionalDiscreteDomain(DiscreteDomain, ConditionalDomain):
"""
Domain with discrete support of step size one, that is restricted by
some condition.
"""
@property
def set(self):
rv = self.symbols
if len(self.symbols) > 1:
raise NotImplementedError(filldedent('''
Multivariate conditional domains are not yet implemented.'''))
rv = list(rv)[0]
return reduce_rational_inequalities_wrap(self.condition,
rv).intersect(self.fulldomain.set)
class DiscretePSpace(PSpace):
is_real = True
is_Discrete = True
@property
def pdf(self):
return self.density(*self.symbols)
def where(self, condition):
rvs = random_symbols(condition)
assert all(r.symbol in self.symbols for r in rvs)
if len(rvs) > 1:
raise NotImplementedError(filldedent('''Multivariate discrete
random variables are not yet supported.'''))
conditional_domain = reduce_rational_inequalities_wrap(condition,
rvs[0])
conditional_domain = conditional_domain.intersect(self.domain.set)
return SingleDiscreteDomain(rvs[0].symbol, conditional_domain)
def probability(self, condition):
complement = isinstance(condition, Ne)
if complement:
condition = Eq(condition.args[0], condition.args[1])
try:
_domain = self.where(condition).set
if condition == False or _domain is S.EmptySet:
return S.Zero
if condition == True or _domain == self.domain.set:
return S.One
prob = self.eval_prob(_domain)
except NotImplementedError:
from sympy.stats.rv import density
expr = condition.lhs - condition.rhs
dens = density(expr)
if not isinstance(dens, DiscreteDistribution):
from sympy.stats.drv_types import DiscreteDistributionHandmade
dens = DiscreteDistributionHandmade(dens)
z = Dummy('z', real=True)
space = SingleDiscretePSpace(z, dens)
prob = space.probability(condition.__class__(space.value, 0))
if prob is None:
prob = Probability(condition)
return prob if not complement else S.One - prob
def eval_prob(self, _domain):
sym = list(self.symbols)[0]
if isinstance(_domain, Range):
n = symbols('n', integer=True)
inf, sup, step = (r for r in _domain.args)
summand = ((self.pdf).replace(
sym, n*step))
rv = summation(summand,
(n, inf/step, (sup)/step - 1)).doit()
return rv
elif isinstance(_domain, FiniteSet):
pdf = Lambda(sym, self.pdf)
rv = sum(pdf(x) for x in _domain)
return rv
elif isinstance(_domain, Union):
rv = sum(self.eval_prob(x) for x in _domain.args)
return rv
def conditional_space(self, condition):
# XXX: Converting from set to tuple. The order matters to Lambda
# though so we should be starting with a set...
density = Lambda(tuple(self.symbols), self.pdf/self.probability(condition))
condition = condition.xreplace({rv: rv.symbol for rv in self.values})
domain = ConditionalDiscreteDomain(self.domain, condition)
return DiscretePSpace(domain, density)
class ProductDiscreteDomain(ProductDomain, DiscreteDomain):
def as_boolean(self):
return And(*[domain.as_boolean for domain in self.domains])
class SingleDiscretePSpace(DiscretePSpace, SinglePSpace):
""" Discrete probability space over a single univariate variable """
is_real = True
@property
def set(self):
return self.distribution.set
@property
def domain(self):
return SingleDiscreteDomain(self.symbol, self.set)
def sample(self, size=(), library='scipy', seed=None):
"""
Internal sample method.
Returns dictionary mapping RandomSymbol to realization value.
"""
return {self.value: self.distribution.sample(size, library=library, seed=seed)}
def compute_expectation(self, expr, rvs=None, evaluate=True, **kwargs):
rvs = rvs or (self.value,)
if self.value not in rvs:
return expr
expr = _sympify(expr)
expr = expr.xreplace({rv: rv.symbol for rv in rvs})
x = self.value.symbol
try:
return self.distribution.expectation(expr, x, evaluate=evaluate,
**kwargs)
except NotImplementedError:
return Sum(expr * self.pdf, (x, self.set.inf, self.set.sup),
**kwargs)
def compute_cdf(self, expr, **kwargs):
if expr == self.value:
x = Dummy("x", real=True)
return Lambda(x, self.distribution.cdf(x, **kwargs))
else:
raise NotImplementedError()
def compute_density(self, expr, **kwargs):
if expr == self.value:
return self.distribution
raise NotImplementedError()
def compute_characteristic_function(self, expr, **kwargs):
if expr == self.value:
t = Dummy("t", real=True)
return Lambda(t, self.distribution.characteristic_function(t, **kwargs))
else:
raise NotImplementedError()
def compute_moment_generating_function(self, expr, **kwargs):
if expr == self.value:
t = Dummy("t", real=True)
return Lambda(t, self.distribution.moment_generating_function(t, **kwargs))
else:
raise NotImplementedError()
def compute_quantile(self, expr, **kwargs):
if expr == self.value:
p = Dummy("p", real=True)
return Lambda(p, self.distribution.quantile(p, **kwargs))
else:
raise NotImplementedError()
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