pymc-extras 0.2.0__py3-none-any.whl

pymc_extras-0.2.0.dist-info/LICENSE

@@ -0,0 +1,212 @@
+=======
+License
+=======
+
+PyMC is distributed under the Apache License, Version 2.0
+
+Copyright (c) 2006 Christopher J. Fonnesbeck (Academic Free License)
+Copyright (c) 2007-2008 Christopher J. Fonnesbeck, Anand Prabhakar Patil, David Huard (Academic Free License)
+Copyright (c) 2009-2017 The PyMC developers (see contributors to pymc-devs on GitHub)
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pymc_extras-0.2.0.dist-info/METADATA

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+Metadata-Version: 2.1
+Name: pymc-extras
+Version: 0.2.0
+Summary: A home for new additions to PyMC, which may include unusual probability distribitions, advanced model fitting algorithms, or any code that may be inappropriate to include in the pymc repository, but may want to be made available to users.
+Home-page: http://github.com/pymc-devs/pymc-extras
+Maintainer: PyMC Developers
+Maintainer-email: pymc.devs@gmail.com
+License: Apache License, Version 2.0
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Programming Language :: Python
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Scientific/Engineering
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pymc>=5.19.1
+Requires-Dist: scikit-learn
+Provides-Extra: dask-histogram
+Requires-Dist: dask[complete]; extra == "dask-histogram"
+Requires-Dist: xhistogram; extra == "dask-histogram"
+Provides-Extra: histogram
+Requires-Dist: xhistogram; extra == "histogram"
+Provides-Extra: complete
+Requires-Dist: dask[complete]; extra == "complete"
+Requires-Dist: xhistogram; extra == "complete"
+Provides-Extra: dev
+Requires-Dist: dask[all]; extra == "dev"
+Requires-Dist: blackjax; extra == "dev"
+Requires-Dist: statsmodels; extra == "dev"
+
+# Welcome to `pymc-extras`
+<a href="https://gitpod.io/#https://github.com/pymc-devs/pymc-extras">
+  <img
+    src="https://img.shields.io/badge/Contribute%20with-Gitpod-908a85?logo=gitpod"
+    alt="Contribute with Gitpod"
+  />
+</a>
+<img
+  src="https://codecov.io/gh/pymc-devs/pymc-extras/branch/main/graph/badge.svg"
+  alt="Codecov Badge"
+/>
+
+As PyMC continues to mature and expand its functionality to accommodate more domains of application, we increasingly see cutting-edge methodologies, highly specialized statistical distributions, and complex models appear.
+While this adds to the functionality and relevance of the project, it can also introduce instability and impose a burden on testing and quality control.
+To reduce the burden on the main `pymc` repository, this `pymc-extras` repository can become the aggregator and testing ground for new additions to PyMC.
+This may include unusual probability distributions, advanced model fitting algorithms, innovative yet not fully tested methods, or niche functionality that might not fit in the main PyMC repository, but still may be of interest to users.
+
+The `pymc-extras` repository can be understood as the first step in the PyMC development pipeline, where all novel code is introduced until it is obvious that it belongs in the main repository.
+We hope that this organization improves the stability and streamlines the testing overhead of the `pymc` repository, while allowing users and developers to test and evaluate cutting-edge methods and not yet fully mature features.
+
+`pymc-extras` would be designed to mirror the namespaces in `pymc` to make usage and migration as easy as possible.
+For example, a `ParabolicFractal` distribution could be used analogously to those in `pymc`:
+
+```python
+import pymc as pm
+import pymc_extras as pmx
+
+with pm.Model():
+
+    alpha = pmx.ParabolicFractal('alpha', b=1, c=1)
+
+    ...
+
+```
+
+## Questions
+
+### What belongs in `pymc-extras`?
+
+- newly-implemented statistical methods, for example step methods or model construction helpers
+- distributions that are tricky to sample from or test
+- infrequently-used fitting methods or distributions
+- any code that requires additional optimization before it can be used in practice
+
+
+### What does not belong in `pymc-extras`?
+- Case studies
+- Implementations that cannot be applied generically, for example because they are tied to variables from a toy example
+
+
+### Should there be more than one add-on repository?
+
+Since there is a lot of code that we may not want in the main repository, does it make sense to have more than one additional repository?
+For example, `pymc-extras` may just include methods that are not fully developed, tested and trusted, while code that is known to work well and has adequate test coverage, but is still too specialized to become part of `pymc` could reside in a `pymc-extras` (or similar) repository.
+
+
+### Unanswered questions & ToDos
+This project is still young and many things have not been answered or implemented.
+Please get involved!
+
+* What are guidelines for organizing submodules?
+  * Proposal: No default imports of WIP/unstable submodules. By importing manually we can avoid breaking the package if a submodule breaks, for example because of an updated dependency.

pymc_extras-0.2.0.dist-info/RECORD

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pymc_extras-0.2.0.dist-info/WHEEL

@@ -0,0 +1,5 @@
+Wheel-Version: 1.0
+Generator: setuptools (75.6.0)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

pymc_extras-0.2.0.dist-info/top_level.txt

@@ -0,0 +1,2 @@
+pymc_extras
+tests

tests/__init__.py

@@ -0,0 +1,13 @@
+#   Copyright 2020 The PyMC Developers
+#
+#   Licensed under the Apache License, Version 2.0 (the "License");
+#   you may not use this file except in compliance with the License.
+#   You may obtain a copy of the License at
+#
+#       http://www.apache.org/licenses/LICENSE-2.0
+#
+#   Unless required by applicable law or agreed to in writing, software
+#   distributed under the License is distributed on an "AS IS" BASIS,
+#   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+#   See the License for the specific language governing permissions and
+#   limitations under the License.

tests/distributions/__init__.py

@@ -0,0 +1,19 @@
+#   Copyright 2022 The PyMC Developers
+#
+#   Licensed under the Apache License, Version 2.0 (the "License");
+#   you may not use this file except in compliance with the License.
+#   You may obtain a copy of the License at
+#
+#       http://www.apache.org/licenses/LICENSE-2.0
+#
+#   Unless required by applicable law or agreed to in writing, software
+#   distributed under the License is distributed on an "AS IS" BASIS,
+#   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+#   See the License for the specific language governing permissions and
+#   limitations under the License.
+
+
+from pymc_extras.distributions import histogram_utils
+from pymc_extras.distributions.histogram_utils import histogram_approximation
+
+__all__ = ["histogram_utils", "histogram_approximation"]

tests/distributions/test_continuous.py

@@ -0,0 +1,185 @@
+#   Copyright 2020 The PyMC Developers
+#
+#   Licensed under the Apache License, Version 2.0 (the "License");
+#   you may not use this file except in compliance with the License.
+#   You may obtain a copy of the License at
+#
+#       http://www.apache.org/licenses/LICENSE-2.0
+#
+#   Unless required by applicable law or agreed to in writing, software
+#   distributed under the License is distributed on an "AS IS" BASIS,
+#   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+#   See the License for the specific language governing permissions and
+#   limitations under the License.
+import numpy as np
+import pymc as pm
+
+# general imports
+import pytest
+import scipy.stats.distributions as sp
+
+
+# test support imports from pymc
+from pymc.testing import (
+    BaseTestDistributionRandom,
+    Domain,
+    R,
+    Rplus,
+    Rplusbig,
+    assert_support_point_is_expected,
+    check_logcdf,
+    check_logp,
+    seeded_scipy_distribution_builder,
+    select_by_precision,
+)
+
+# the distributions to be tested
+from pymc_extras.distributions import Chi, GenExtreme, Maxwell
+
+
+class TestGenExtremeClass:
+    """
+    Wrapper class so that tests of experimental additions can be dropped into
+    PyMC directly on adoption.
+
+    pm.logp(GenExtreme.dist(mu=0.,sigma=1.,xi=0.5),value=-0.01)
+    """
+
+    def test_logp(self):
+        def ref_logp(value, mu, sigma, xi):
+            if 1 + xi * (value - mu) / sigma > 0:
+                return sp.genextreme.logpdf(value, c=-xi, loc=mu, scale=sigma)
+            else:
+                return -np.inf
+
+        check_logp(
+            GenExtreme,
+            R,
+            {
+                "mu": R,
+                "sigma": Rplusbig,
+                "xi": Domain([-1, -0.99, -0.5, 0, 0.5, 0.99, 1]),
+            },
+            ref_logp,
+        )
+
+    def test_logcdf(self):
+        def ref_logcdf(value, mu, sigma, xi):
+            if 1 + xi * (value - mu) / sigma > 0:
+                return sp.genextreme.logcdf(value, c=-xi, loc=mu, scale=sigma)
+            else:
+                return -np.inf
+
+        check_logcdf(
+            GenExtreme,
+            R,
+            {
+                "mu": R,
+                "sigma": Rplusbig,
+                "xi": Domain([-1, -0.99, -0.5, 0, 0.5, 0.99, 1]),
+            },
+            ref_logcdf,
+            decimal=select_by_precision(float64=6, float32=2),
+        )
+
+    @pytest.mark.parametrize(
+        "mu, sigma, xi, size, expected",
+        [
+            (0, 1, 0, None, 0),
+            (1, np.arange(1, 4), 0.1, None, 1 + np.arange(1, 4) * (1.1**-0.1 - 1) / 0.1),
+            (np.arange(5), 1, 0.1, None, np.arange(5) + (1.1**-0.1 - 1) / 0.1),
+            (
+                0,
+                1,
+                np.linspace(-0.2, 0.2, 6),
+                None,
+                ((1 + np.linspace(-0.2, 0.2, 6)) ** -np.linspace(-0.2, 0.2, 6) - 1)
+                / np.linspace(-0.2, 0.2, 6),
+            ),
+            (1, 2, 0.1, 5, np.full(5, 1 + 2 * (1.1**-0.1 - 1) / 0.1)),
+            (
+                np.arange(6),
+                np.arange(1, 7),
+                np.linspace(-0.2, 0.2, 6),
+                (3, 6),
+                np.full(
+                    (3, 6),
+                    np.arange(6)
+                    + np.arange(1, 7)
+                    * ((1 + np.linspace(-0.2, 0.2, 6)) ** -np.linspace(-0.2, 0.2, 6) - 1)
+                    / np.linspace(-0.2, 0.2, 6),
+                ),
+            ),
+        ],
+    )
+    def test_genextreme_support_point(self, mu, sigma, xi, size, expected):
+        with pm.Model() as model:
+            GenExtreme("x", mu=mu, sigma=sigma, xi=xi, size=size)
+        assert_support_point_is_expected(model, expected)
+
+    def test_gen_extreme_scipy_kwarg(self):
+        dist = GenExtreme.dist(xi=1, scipy=False)
+        assert dist.owner.inputs[-1].eval() == 1
+
+        dist = GenExtreme.dist(xi=1, scipy=True)
+        assert dist.owner.inputs[-1].eval() == -1
+
+
+class TestGenExtreme(BaseTestDistributionRandom):
+    pymc_dist = GenExtreme
+    pymc_dist_params = {"mu": 0, "sigma": 1, "xi": -0.1}
+    expected_rv_op_params = {"mu": 0, "sigma": 1, "xi": -0.1}
+    # Notice, using different parametrization of xi sign to scipy
+    reference_dist_params = {"loc": 0, "scale": 1, "c": 0.1}
+    reference_dist = seeded_scipy_distribution_builder("genextreme")
+    tests_to_run = [
+        "check_pymc_params_match_rv_op",
+        "check_pymc_draws_match_reference",
+        "check_rv_size",
+    ]
+
+
+class TestChiClass:
+    """
+    Wrapper class so that tests of experimental additions can be dropped into
+    PyMC directly on adoption.
+    """
+
+    def test_logp(self):
+        check_logp(
+            Chi,
+            Rplus,
+            {"nu": Rplus},
+            lambda value, nu: sp.chi.logpdf(value, df=nu),
+        )
+
+    def test_logcdf(self):
+        check_logcdf(
+            Chi,
+            Rplus,
+            {"nu": Rplus},
+            lambda value, nu: sp.chi.logcdf(value, df=nu),
+        )
+
+
+class TestMaxwell:
+    """
+    Wrapper class so that tests of experimental additions can be dropped into
+    PyMC directly on adoption.
+    """
+
+    def test_logp(self):
+        check_logp(
+            Maxwell,
+            Rplus,
+            {"a": Rplus},
+            lambda value, a: sp.maxwell.logpdf(value, scale=a),
+        )
+
+    def test_logcdf(self):
+        check_logcdf(
+            Maxwell,
+            Rplus,
+            {"a": Rplus},
+            lambda value, a: sp.maxwell.logcdf(value, scale=a),
+        )