pymc-extras 0.2.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- pymc_extras/__init__.py +29 -0
- pymc_extras/distributions/__init__.py +40 -0
- pymc_extras/distributions/continuous.py +351 -0
- pymc_extras/distributions/discrete.py +399 -0
- pymc_extras/distributions/histogram_utils.py +163 -0
- pymc_extras/distributions/multivariate/__init__.py +3 -0
- pymc_extras/distributions/multivariate/r2d2m2cp.py +446 -0
- pymc_extras/distributions/timeseries.py +356 -0
- pymc_extras/gp/__init__.py +18 -0
- pymc_extras/gp/latent_approx.py +183 -0
- pymc_extras/inference/__init__.py +18 -0
- pymc_extras/inference/find_map.py +431 -0
- pymc_extras/inference/fit.py +44 -0
- pymc_extras/inference/laplace.py +570 -0
- pymc_extras/inference/pathfinder.py +134 -0
- pymc_extras/inference/smc/__init__.py +13 -0
- pymc_extras/inference/smc/sampling.py +451 -0
- pymc_extras/linearmodel.py +130 -0
- pymc_extras/model/__init__.py +0 -0
- pymc_extras/model/marginal/__init__.py +0 -0
- pymc_extras/model/marginal/distributions.py +276 -0
- pymc_extras/model/marginal/graph_analysis.py +372 -0
- pymc_extras/model/marginal/marginal_model.py +595 -0
- pymc_extras/model/model_api.py +56 -0
- pymc_extras/model/transforms/__init__.py +0 -0
- pymc_extras/model/transforms/autoreparam.py +434 -0
- pymc_extras/model_builder.py +759 -0
- pymc_extras/preprocessing/__init__.py +0 -0
- pymc_extras/preprocessing/standard_scaler.py +17 -0
- pymc_extras/printing.py +182 -0
- pymc_extras/statespace/__init__.py +13 -0
- pymc_extras/statespace/core/__init__.py +7 -0
- pymc_extras/statespace/core/compile.py +48 -0
- pymc_extras/statespace/core/representation.py +438 -0
- pymc_extras/statespace/core/statespace.py +2268 -0
- pymc_extras/statespace/filters/__init__.py +15 -0
- pymc_extras/statespace/filters/distributions.py +453 -0
- pymc_extras/statespace/filters/kalman_filter.py +820 -0
- pymc_extras/statespace/filters/kalman_smoother.py +126 -0
- pymc_extras/statespace/filters/utilities.py +59 -0
- pymc_extras/statespace/models/ETS.py +670 -0
- pymc_extras/statespace/models/SARIMAX.py +536 -0
- pymc_extras/statespace/models/VARMAX.py +393 -0
- pymc_extras/statespace/models/__init__.py +6 -0
- pymc_extras/statespace/models/structural.py +1651 -0
- pymc_extras/statespace/models/utilities.py +387 -0
- pymc_extras/statespace/utils/__init__.py +0 -0
- pymc_extras/statespace/utils/constants.py +74 -0
- pymc_extras/statespace/utils/coord_tools.py +0 -0
- pymc_extras/statespace/utils/data_tools.py +182 -0
- pymc_extras/utils/__init__.py +23 -0
- pymc_extras/utils/linear_cg.py +290 -0
- pymc_extras/utils/pivoted_cholesky.py +69 -0
- pymc_extras/utils/prior.py +200 -0
- pymc_extras/utils/spline.py +131 -0
- pymc_extras/version.py +11 -0
- pymc_extras/version.txt +1 -0
- pymc_extras-0.2.0.dist-info/LICENSE +212 -0
- pymc_extras-0.2.0.dist-info/METADATA +99 -0
- pymc_extras-0.2.0.dist-info/RECORD +101 -0
- pymc_extras-0.2.0.dist-info/WHEEL +5 -0
- pymc_extras-0.2.0.dist-info/top_level.txt +2 -0
- tests/__init__.py +13 -0
- tests/distributions/__init__.py +19 -0
- tests/distributions/test_continuous.py +185 -0
- tests/distributions/test_discrete.py +210 -0
- tests/distributions/test_discrete_markov_chain.py +258 -0
- tests/distributions/test_multivariate.py +304 -0
- tests/model/__init__.py +0 -0
- tests/model/marginal/__init__.py +0 -0
- tests/model/marginal/test_distributions.py +131 -0
- tests/model/marginal/test_graph_analysis.py +182 -0
- tests/model/marginal/test_marginal_model.py +867 -0
- tests/model/test_model_api.py +29 -0
- tests/statespace/__init__.py +0 -0
- tests/statespace/test_ETS.py +411 -0
- tests/statespace/test_SARIMAX.py +405 -0
- tests/statespace/test_VARMAX.py +184 -0
- tests/statespace/test_coord_assignment.py +116 -0
- tests/statespace/test_distributions.py +270 -0
- tests/statespace/test_kalman_filter.py +326 -0
- tests/statespace/test_representation.py +175 -0
- tests/statespace/test_statespace.py +818 -0
- tests/statespace/test_statespace_JAX.py +156 -0
- tests/statespace/test_structural.py +829 -0
- tests/statespace/utilities/__init__.py +0 -0
- tests/statespace/utilities/shared_fixtures.py +9 -0
- tests/statespace/utilities/statsmodel_local_level.py +42 -0
- tests/statespace/utilities/test_helpers.py +310 -0
- tests/test_blackjax_smc.py +222 -0
- tests/test_find_map.py +98 -0
- tests/test_histogram_approximation.py +109 -0
- tests/test_laplace.py +238 -0
- tests/test_linearmodel.py +208 -0
- tests/test_model_builder.py +306 -0
- tests/test_pathfinder.py +45 -0
- tests/test_pivoted_cholesky.py +24 -0
- tests/test_printing.py +98 -0
- tests/test_prior_from_trace.py +172 -0
- tests/test_splines.py +77 -0
- tests/utils.py +31 -0
tests/test_splines.py
ADDED
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# Copyright 2022 The PyMC Developers
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import numpy as np
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import pytensor.tensor as pt
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import pytest
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from pytensor.sparse import SparseTensorType
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import pymc_extras as pmx
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@pytest.mark.parametrize("dtype", [np.float32, np.float64])
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@pytest.mark.parametrize("sparse", [True, False])
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def test_spline_construction(dtype, sparse):
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x = np.linspace(0, 1, 20, dtype=dtype)
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np_out = pmx.utils.spline.numpy_bspline_basis(x, 10, 3)
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assert np_out.shape == (20, 10)
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assert np_out.dtype == dtype
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spline_op = pmx.utils.spline.BSplineBasis(sparse=sparse)
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out = spline_op(x, pt.constant(10), pt.constant(3))
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if not sparse:
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assert isinstance(out.type, pt.TensorType)
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else:
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assert isinstance(out.type, SparseTensorType)
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B = out.eval()
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if not sparse:
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np.testing.assert_allclose(B, np_out)
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else:
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np.testing.assert_allclose(B.todense(), np_out)
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assert B.shape == (20, 10)
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@pytest.mark.parametrize("shape", [(100,), (100, 5)])
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@pytest.mark.parametrize("sparse", [True, False])
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@pytest.mark.parametrize("points", [dict(n=1001), dict(eval_points=np.linspace(0, 1, 1001))])
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def test_interpolation_api(shape, sparse, points):
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x = np.random.randn(*shape)
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yt = pmx.utils.spline.bspline_interpolation(x, **points, sparse=sparse)
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y = yt.eval()
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assert y.shape == (1001, *shape[1:])
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@pytest.mark.parametrize(
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"params",
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[
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(dict(sparse="foo", n=100, degree=1), TypeError, "sparse should be True or False"),
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(dict(n=100, degree=0.5), TypeError, "degree should be integer"),
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(
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dict(n=100, eval_points=np.linspace(0, 1), degree=1),
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ValueError,
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"Please provide one of n or eval_points",
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),
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(
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dict(degree=1),
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ValueError,
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"Please provide one of n or eval_points",
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),
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],
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)
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def test_bad_calls(params):
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kw, E, err = params
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x = np.random.randn(10)
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with pytest.raises(E, match=err):
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pmx.utils.spline.bspline_interpolation(x, **kw)
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tests/utils.py
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from collections.abc import Sequence
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from pytensor.compile import SharedVariable
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from pytensor.graph import Constant, graph_inputs
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from pytensor.graph.basic import Variable, equal_computations
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from pytensor.tensor.random.type import RandomType
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def equal_computations_up_to_root(
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xs: Sequence[Variable], ys: Sequence[Variable], ignore_rng_values=True
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) -> bool:
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# Check if graphs are equivalent even if root variables have distinct identities
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x_graph_inputs = [var for var in graph_inputs(xs) if not isinstance(var, Constant)]
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y_graph_inputs = [var for var in graph_inputs(ys) if not isinstance(var, Constant)]
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if len(x_graph_inputs) != len(y_graph_inputs):
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return False
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for x, y in zip(x_graph_inputs, y_graph_inputs):
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if x.type != y.type:
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return False
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if x.name != y.name:
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return False
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if isinstance(x, SharedVariable):
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if not isinstance(y, SharedVariable):
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return False
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if isinstance(x.type, RandomType) and ignore_rng_values:
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continue
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if not x.type.values_eq(x.get_value(), y.get_value()):
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return False
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return equal_computations(xs, ys, in_xs=x_graph_inputs, in_ys=y_graph_inputs)
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