freealg 0.1.3__py3-none-any.whl → 0.1.5__py3-none-any.whl

freealg/__version__.py

@@ -1 +1 @@
-__version__ = "0.1.3"
+__version__ = "0.1.5"

freealg/_plot_util.py

@@ -275,8 +275,8 @@ def plot_stieltjes(x, y, m1, m2, support, latex=False, save=False):
         ax0.plot([lam_m, lam_p], [eps, eps], '-', linewidth=1, color='black')
         ax0.set_xlabel(r'$\mathrm{Re}(z)$')
         ax0.set_ylabel(r'$\mathrm{Im}(z)$')
-        ax0.set_title(r'(a) Principal Branch on $\mathbb{H}$ and ' +
-                      r'$\mathbb{H}^{-}$')
+        ax0.set_title(r'(a) Principal Branch on $\mathbb{C}^{+}$ and ' +
+                      r'$\mathbb{C}^{-}$')
         ax0.set_yticks(numpy.arange(y_min, y_max+0.01, 0.5))
         ax0.set_xlim([x_min, x_max])
         ax0.set_ylim([y_min, y_max])
@@ -291,8 +291,8 @@ def plot_stieltjes(x, y, m1, m2, support, latex=False, save=False):
         ax1.plot([lam_p, x_max], [eps, eps], '-', linewidth=1, color='black')
         ax1.set_xlabel(r'$\mathrm{Re}(z)$')
         ax1.set_ylabel(r'$\mathrm{Im}(z)$')
-        ax1.set_title(r'(b) Principal Branch on $\mathbb{H}$, Secondary ' +
-                      r'Branch on $\mathbb{H}^{-}$')
+        ax1.set_title(r'(b) Principal Branch on $\mathbb{C}^{+}$, Secondary ' +
+                      r'Branch on $\mathbb{C}^{-}$')
         ax1.set_yticks(numpy.arange(y_min, y_max+0.01, 0.5))
         ax1.set_xlim([x_min, x_max])
         ax1.set_ylim([y_min, y_max])
@@ -503,9 +503,9 @@ def plot_samples(x, rho, x_min, x_max, samples, latex=False, save=False):
 
         fig, ax = plt.subplots(figsize=(6, 3))
 
-        bins = numpy.linspace(x_min, x_max, samples.size // 10)
+        bins = numpy.linspace(x_min, x_max, samples.size // 15)
         _ = ax.hist(samples, bins, density=True, color='silver',
-                    label='Samples histogram')
+                    edgecolor='none', label='Samples histogram')
         ax.plot(x, rho, color='black', label='Exact density')
         ax.legend(fontsize='small')
         ax.set_ylim(bottom=0)

freealg/distributions/kesten_mckay.py

@@ -21,6 +21,7 @@ try:
     from scipy.integrate import cumtrapz
 except ImportError:
     from scipy.integrate import cumulative_trapezoid as cumtrapz
+from scipy.stats import qmc
 
 __all__ = ['KestenMcKay']
 
@@ -429,8 +430,8 @@ class KestenMcKay(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, plot=False, latex=False,
-               save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
+               latex=False, save=False):
         """
         Sample from distribution.
 
@@ -448,6 +449,12 @@ class KestenMcKay(object):
             Maximum of sample values. If `None`, the right edge of the support
             is used.
 
+        method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
+            Method of drawing samples from uniform distirbution:
+
+            * ``'mc'``: Monte Carlo
+            * ``'qmc'``: Quasi Monte Carlo
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -503,9 +510,17 @@ class KestenMcKay(object):
         inv_cdf = interp1d(cdf, xs, bounds_error=False,
                            fill_value=(x_min, x_max))
 
-        # Sample and map
-        u = numpy.random.rand(size)
-        samples = inv_cdf(u)
+        # Draw from uniform distribution
+        if method == 'mc':
+            u = numpy.random.rand(size)
+        elif method == 'qmc':
+            engine = qmc.Halton(d=1)
+            u = engine.random(size)
+        else:
+            raise ValueError('"method" is invalid.')
+
+        # Draw from distribution by mapping from inverse CDF
+        samples = inv_cdf(u).ravel()
 
         if plot:
             radius = 0.5 * (self.lam_p - self.lam_m)

freealg/distributions/marchenko_pastur.py

@@ -20,6 +20,7 @@ try:
     from scipy.integrate import cumtrapz
 except ImportError:
     from scipy.integrate import cumulative_trapezoid as cumtrapz
+from scipy.stats import qmc
 
 __all__ = ['MarchenkoPastur']
 
@@ -435,8 +436,8 @@ class MarchenkoPastur(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, plot=False, latex=False,
-               save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
+               latex=False, save=False):
         """
         Sample from distribution.
 
@@ -454,6 +455,12 @@ class MarchenkoPastur(object):
             Maximum of sample values. If `None`, the right edge of the support
             is used.
 
+        method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
+            Method of drawing samples from uniform distirbution:
+
+            * ``'mc'``: Monte Carlo
+            * ``'qmc'``: Quasi Monte Carlo
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -509,9 +516,17 @@ class MarchenkoPastur(object):
         inv_cdf = interp1d(cdf, xs, bounds_error=False,
                            fill_value=(x_min, x_max))
 
-        # Sample and map
-        u = numpy.random.rand(size)
-        samples = inv_cdf(u)
+        # Draw from uniform distribution
+        if method == 'mc':
+            u = numpy.random.rand(size)
+        elif method == 'qmc':
+            engine = qmc.Halton(d=1)
+            u = engine.random(size)
+        else:
+            raise ValueError('"method" is invalid.')
+
+        # Draw from distribution by mapping from inverse CDF
+        samples = inv_cdf(u).ravel()
 
         if plot:
             radius = 0.5 * (self.lam_p - self.lam_m)

freealg/distributions/wachter.py

@@ -20,6 +20,7 @@ try:
     from scipy.integrate import cumtrapz
 except ImportError:
     from scipy.integrate import cumulative_trapezoid as cumtrapz
+from scipy.stats import qmc
 
 __all__ = ['Wachter']
 
@@ -432,8 +433,8 @@ class Wachter(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, plot=False, latex=False,
-               save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
+               latex=False, save=False):
         """
         Sample from distribution.
 
@@ -451,6 +452,12 @@ class Wachter(object):
             Maximum of sample values. If `None`, the right edge of the support
             is used.
 
+        method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
+            Method of drawing samples from uniform distirbution:
+
+            * ``'mc'``: Monte Carlo
+            * ``'qmc'``: Quasi Monte Carlo
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -506,9 +513,17 @@ class Wachter(object):
         inv_cdf = interp1d(cdf, xs, bounds_error=False,
                            fill_value=(x_min, x_max))
 
-        # Sample and map
-        u = numpy.random.rand(size)
-        samples = inv_cdf(u)
+        # Draw from uniform distribution
+        if method == 'mc':
+            u = numpy.random.rand(size)
+        elif method == 'qmc':
+            engine = qmc.Halton(d=1)
+            u = engine.random(size)
+        else:
+            raise ValueError('"method" is invalid.')
+
+        # Draw from distribution by mapping from inverse CDF
+        samples = inv_cdf(u).ravel()
 
         if plot:
             radius = 0.5 * (self.lam_p - self.lam_m)

freealg/distributions/wigner.py

@@ -21,6 +21,7 @@ try:
     from scipy.integrate import cumtrapz
 except ImportError:
     from scipy.integrate import cumulative_trapezoid as cumtrapz
+from scipy.stats import qmc
 
 __all__ = ['Wigner']
 
@@ -416,8 +417,8 @@ class Wigner(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, plot=False, latex=False,
-               save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
+               latex=False, save=False):
         """
         Sample from distribution.
 
@@ -435,6 +436,12 @@ class Wigner(object):
             Maximum of sample values. If `None`, the right edge of the support
             is used.
 
+        method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
+            Method of drawing samples from uniform distirbution:
+
+            * ``'mc'``: Monte Carlo
+            * ``'qmc'``: Quasi Monte Carlo
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -490,9 +497,17 @@ class Wigner(object):
         inv_cdf = interp1d(cdf, xs, bounds_error=False,
                            fill_value=(x_min, x_max))
 
-        # Sample and map
-        u = numpy.random.rand(size)
-        samples = inv_cdf(u)
+        # Draw from uniform distribution
+        if method == 'mc':
+            u = numpy.random.rand(size)
+        elif method == 'qmc':
+            engine = qmc.Halton(d=1)
+            u = engine.random(size)
+        else:
+            raise ValueError('"method" is invalid.')
+
+        # Draw from distribution by mapping from inverse CDF
+        samples = inv_cdf(u).ravel()
 
         if plot:
             radius = 0.5 * (self.lam_p - self.lam_m)

freealg/freeform.py

@@ -207,7 +207,7 @@ class FreeForm(object):
             Tikhonov regularization coefficient.
 
         projection : {``'sample'``, ``'gaussian'``, ``'beta'``}, \
-                default= ``'gaussian'``
+                default= ``'beta'``
             The method of Galerkin projection:
 
             * ``'sample'``: directly project samples (eigenvalues) to the
@@ -220,7 +220,7 @@ class FreeForm(object):
               project a smooth KDE to the orthogonal polynomials. This method
               is stable.
 
-        kernel_bw : float, default=None
+        kernel_bw : float, default=0.001
             Kernel band-wdth. See scipy.stats.gaussian_kde. This argument is
             relevant if ``projection='kernel'`` is set.
 

{freealg-0.1.3.dist-info → freealg-0.1.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.1.3
+Version: 0.1.5
 Summary: Free probability for large matrices
 Keywords: leaderboard bot chat
 Platform: Linux

freealg-0.1.5.dist-info/RECORD

@@ -0,0 +1,21 @@
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+freealg/_chebyshev.py,sha256=X6u5pKjR1HPZ-KbCfr7zT6HRwB6pZMADvVS3sT5LTkA,5638
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+freealg-0.1.5.dist-info/licenses/LICENSE.txt,sha256=J-EEYEtxb3VVf_Bn1TYfWnpY5lMFIM15iLDDcnaDTPA,1443
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+freealg-0.1.5.dist-info/RECORD,,

freealg-0.1.3.dist-info/RECORD

@@ -1,21 +0,0 @@
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-freealg/__version__.py,sha256=XEqb2aiIn8fzGE68Mph4ck1FtQqsR_am0wRWvrYPffQ,22
-freealg/_chebyshev.py,sha256=X6u5pKjR1HPZ-KbCfr7zT6HRwB6pZMADvVS3sT5LTkA,5638
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-freealg/_util.py,sha256=alJ9s1U_sHL7dXq7hI10fa8CF_AZ6Xmy_QsoyDYPSDQ,3677
-freealg/freeform.py,sha256=s7uOV1J9v2urHrnWspnyyiYSW_vb4gcny3e4n21R3rs,28753
-freealg/distributions/__init__.py,sha256=Hnk9bJi4Wy8I_1uuskRyrT2DUpPN1YmBY5uK7XI3U_o,644
-freealg/distributions/kesten_mckay.py,sha256=SFYg2_6_MEX9NGfOIW_rRfM9kgF-bdjQiVS0ENJBemQ,15379
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-freealg/distributions/wachter.py,sha256=cG-3XTP5CHSK5o6SQfa3lqQR__ZibeWZ9AoeMxr3Nnk,15602
-freealg/distributions/wigner.py,sha256=gj3XWK4X7wLsB-inoVpn4pHUUM7NOQdgMGw01LEqkcw,14914
-freealg-0.1.3.dist-info/licenses/LICENSE.txt,sha256=J-EEYEtxb3VVf_Bn1TYfWnpY5lMFIM15iLDDcnaDTPA,1443
-freealg-0.1.3.dist-info/METADATA,sha256=vP6rSm1E4F6pwHJsb4Ji0xN3YYLiJs4UInsPn7Np9yU,2939
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