
    -ii(2                     
   d dl Z d dlZd dlmZ d dlZd dlmZ d dlm	Z	m
Z
 d dlmZ d dlmZmZmZ ej        j        Z eej                   G d d                      Z eej                   G d	 d
                      ZdS )    N)raises)stats)normexpon)make_xp_test_case)xp_assert_closexp_assert_equalxp_assert_lessc                   h    e Zd Zd Zd Zd Zd Zd Zd Zd Z	d Z
d	 Zd
 Zd Zd Zd Zd Zd ZdS )TestEntropyc                 D   |                     g d          }|                     g d          }t          j        ||          }t          j        ||          }t          ||                     d                     t	          | |                     d                     d S )N)      ?皙?333333?)皙?g      ?g?        )asarrayr   entropyr	   r
   )selfxppkqkeselfedoubles         d/var/www/html/bet.cuttalo.com/ml/venv/lib/python3.11/site-packages/scipy/stats/tests/test_entropy.pytest_entropy_positivez!TestEntropy.test_entropy_positive   s    ZZ((ZZ)))**b"%%-B''rzz"~~...xB00000    c                 H   |                     d          }t          j        |d          }t          |                    |dz
            |                    d                     |                     d          }|                    |                    d          dk     d|          }t          j        ||          }t          j        ||d          }t          |                    ||z  t          j	        d          z
            |                    d                     d S )N          @baseg      @gh㈵>   )
onesr   r   r
   absr   wherearangemathlog)r   r   r   Sr   S2s         r   test_entropy_basezTestEntropy.test_entropy_base   s    WWR[[M"2&&&rvva"f~~rzz%'8'8999WWR[[XXbiimma'R00M"b!!]2r+++rvvadTXb\\122BJJu4E4EFFFFFr   c                     |                     g d          }t          t          j        |          |                     d                     d S )N)r         ?r    g R^?r   r   r   r   )r   r   xs      r   test_entropy_zerozTestEntropy.test_entropy_zero&   sO    JJ|||$$a((

#677	9 	9 	9 	9 	9r   c                     |                     ddgddgddgg          }|                     ddgddgddgg          }t          t          j        ||          |                     ddg                     d S )Nr   r   333333?r   r   gN!0?2?r/   r   r   r   r   s       r   test_entropy_2dzTestEntropy.test_entropy_2d,   s    ZZ#sc3Z#s<==ZZ#sc3Z#s<==b"--

Iz#:;;	= 	= 	= 	= 	=r   c                    |                     ddgddgddgg          }|                     ddgddgddgg          }t          t          j        ||          |                     |j        dg                     |                     ddgddgddgg          }t          t          j        ||          |                     ddg                     d S )	Nr   r   r3   r   r   r   r4   g^fTF?)r   r   r   r   infr5   s       r   test_entropy_2d_zeroz TestEntropy.test_entropy_2d_zero2   s    ZZ#sc3Z#s<==ZZ#sc3Z#s<==b"--

BFJ#788	: 	: 	: ZZ#sc3Z#s<==b"--

J
#;<<	> 	> 	> 	> 	>r   c                     |                     ddgddgddgg          }t          t          j        |d          |                     g d                     d S )	Nr   r   r3   r   r      axis)R^?r>   gD%+?r/   r   r   r   s      r   $test_entropy_base_2d_nondefault_axisz0TestEntropy.test_entropy_base_2d_nondefault_axis<   sn    ZZ#sc3Z#s<==bq111

#G#G#GHH	J 	J 	J 	J 	Jr   c                     |                     ddgddgddgg          }|                     ddgddgddgg          }t          t          j        ||d          |                     g d                     d S )	Nr   r   r3   r   r   r;   r<   ){[<?rB   gC8X?r/   r5   s       r   test_entropy_2d_nondefault_axisz+TestEntropy.test_entropy_2d_nondefault_axisA   s    ZZ#sc3Z#s<==ZZ#sc3Z#s<==b"1555

#G#G#GHH	J 	J 	J 	J 	Jr   c                    |                     ddgddgddgg          }|                     ddgddgg          }d}t          j        t          |          5  t	          j        ||           d d d            d S # 1 swxY w Y   d S )Nr   r   r3   r   r   /Array shapes are incompatible for broadcasting.match)r   pytestr   
ValueErrorr   r   )r   r   r   r   messages        r   test_entropy_raises_value_errorz+TestEntropy.test_entropy_raises_value_errorG   s    ZZ#sc3Z#s<==ZZ#sc3Z011C]:W555 	" 	"M"b!!!	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	" 	"s   A::A>A>c                     |                     ddgddgddgg          }t          t          j        |d          t          j        |                     d S Nr   r   r3   r   r   r   r<   r/   r?   s      r   1test_base_entropy_with_axis_0_is_equal_to_defaultz=TestEntropy.test_base_entropy_with_axis_0_is_equal_to_defaultN   s`    ZZ#sc3Z#s<==bq111b))	+ 	+ 	+ 	+ 	+r   c                     |                     ddgddgddgg          }|                     ddgddgddgg          }t          t          j        ||d          t          j        ||                     d S rM   r/   r5   s       r   ,test_entropy_with_axis_0_is_equal_to_defaultz8TestEntropy.test_entropy_with_axis_0_is_equal_to_defaultS   s    ZZ#sc3Z#s<==ZZ#sc3Z#s<==b"1555b"--	/ 	/ 	/ 	/ 	/r   c                     |                     ddgddgddgg          }t          t          j        |j                  t          j        |d                     d S Nr   r   r3   r   r   r;   r<   r   r   r   r   Tr?   s      r   test_base_entropy_transposedz(TestEntropy.test_base_entropy_transposedY   sb    ZZ#sc3Z#s<==bd++bq111	3 	3 	3 	3 	3r   c                    |                     ddgddgddgg          }|                     ddgddgddgg          }t          t          j        |j        |j                  t          j        ||d                     d S rR   rS   r5   s       r   test_entropy_transposedz#TestEntropy.test_entropy_transposed^   s    ZZ#sc3Z#s<==ZZ#sc3Z#s<==bdBD11b"1555	7 	7 	7 	7 	7r   c                    t           j                            d          }|                    |                    d                    }|                    |                    d                    }t	          j        ||d          }t          |d         t	          j        ||d                              t          |d         t	          j        ||d	                              d S )
Nl   @UC<   )   r;   r<   r   )r   .r;   )r;   .)nprandomdefault_rngr   r   r   r	   )r   r   rngr0   yress         r   test_entropy_broadcastingz%TestEntropy.test_entropy_broadcastingd   s    i##$566JJszz!}}%%JJszz&))**mAqr***Aa6 ; ;<<<Aa6 ; ;<<<<<r   c                     |                     d          }|                     d          }d}t          j        t          |          5  t	          j        ||           d d d            d S # 1 swxY w Y   d S )N)
   r;      )   rZ   rE   rF   r$   rH   r   rI   r   r   )r   r   r0   r`   rJ   s        r   test_entropy_shape_mismatchz'TestEntropy.test_entropy_shape_mismatchl   s    GGK  GGGC]:W555 	  	 M!Q	  	  	  	  	  	  	  	  	  	  	  	  	  	  	  	  	  	 s   A++A/2A/c                     |                     d          }d}t          j        t          |          5  t	          j        |d           d d d            d S # 1 swxY w Y   d S )Nrd   z!`base` must be a positive number.rF   r!   rg   r   r   r0   rJ   s       r   test_input_validationz!TestEntropy.test_input_validations   s    GGBKK5]:W555 	& 	&M!"%%%%	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	& 	&s   AAAN)__name__
__module____qualname__r   r,   r1   r6   r9   r@   rC   rK   rN   rP   rU   rW   rb   rh   rl    r   r   r   r      s        1 1 1	G 	G 	G9 9 9= = => > >J J J
J J J" " "+ + +
/ / /3 3 3
7 7 7= = =     & & & & &r   r   c                      e Zd ZdZej                            ddd ej        d edd           ed	d          g
          dg          Z	d Z
d Zd Zd Zd Zd Zd Ze	d             ZdddddZdddddZeeeeiZe	ej                            deeg          d                         Zej                            dg d           d!             Ze	ej                            d"g d#          d$                         Zd%S )&TestDifferentialEntropyz
    Vasicek results are compared with the R package vsgoftest.

    # library(vsgoftest)
    #
    # samp <- c(<values>)
    # entropy.estimate(x = samp, window = <window_length>)

    methodvasicekvan escorreaarray_api_strictzInvalid fancy indexing)reasonz
dask.array)marksebrahimic                    t           j                            d          }|                    d          }|                    |                                          }t          j        |d          }t          ||                    d                     t          j        |dd          }t          ||                    d                     t          j        |d	d          }t          ||                    d
                     d S )Nr   d   rt   rs   - {?r;   )window_lengthrs    ?r#   =&?	r\   r]   RandomStatestandard_normalr   tolistr   differential_entropyr   )r   r   random_statevaluesr   s        r   !test_differential_entropy_vasicekz9TestDifferentialEntropy.test_differential_entropy_vasicek   s    y,,Q//--c22FMMOO,,,VIFFF,=!>!>???,V14=? ? ?,=!>!>???,V14=? ? ?,=!>!>?????r   c                 4   t           j                            d          }|                    d          }|                    |                                          }t          j        |dd          }|                    g d          }t          ||           t          j        |ddd          }|                    g d          }t          ||           t          j        |dd	d          }|                    g d
          }t          ||           d S )Nr   rY   r|   r;   rt   )r=   rs   )r~   gUZdpx?gE7L?)r=   r   rs   )r   gzG?gt?r#   )r   gl+ɍj?go4d?r   )r   r   r   r   r   refs         r   4test_differential_entropy_vasicek_2d_nondefault_axiszLTestDifferentialEntropy.test_differential_entropy_vasicek_2d_nondefault_axis   s   y,,Q//--h77FMMOO,,,V!INNNjjRRRSS%%%,V!14=? ? ?jjQQQRR%%%,V!14=? ? ?jjRRRSS%%%%%r   c                    t           j                            d          }|                    d          }|                    |                                          }d}|j        d         }dd|dz  |hD ]^}|                    ||          }t          t          |          5  t          j        ||d	           d d d            n# 1 swxY w Y   _d S )
Nr   r   zhWindow length \({window_length}\) must be positive and less than half the sample size \({sample_size}\).r;   r[   rZ   )r   sample_sizerF   )r   r=   )r\   r]   r   r   r   r   shapeformatassert_raisesrI   r   r   )r   r   r   r   	error_strr   r   formatted_error_strs           r   ,test_differential_entropy_raises_value_errorzDTestDifferentialEntropy.test_differential_entropy_raises_value_error   s0   y,,Q//--h77FMMOO,,< 	
 l1o ![!^[A 	 	M"+"2"2+' #3 # #
 z1DEEE  *"/                 	 	s   #CC	C	c                 0   t           j                            d          }|                    d          }|                    |                                          }t          j        |d          }t          j        |          }t          ||           d S )Nr   )r|   rY   r<   r   )r   r   r   r   r   default_entropys         r   >test_base_differential_entropy_with_axis_0_is_equal_to_defaultzVTestDifferentialEntropy.test_base_differential_entropy_with_axis_0_is_equal_to_default   s~    y,,Q//--h77FMMOO,,,V!<<<4V<<11111r   c                 2   t           j                            d          }|                    d          }|                    |                                          }t          t          j        |j	                  t          j        |d                     d S )Nr   r   r;   r<   )
r\   r]   r   r   r   r   r   r   r   rT   )r   r   r   r   s       r   )test_base_differential_entropy_transposedzATestDifferentialEntropy.test_base_differential_entropy_transposed   s    y,,Q//--h77FMMOO,,&vx00&vA666	
 	
 	
 	
 	
r   c                    t          j        d          }|                    |                                          }d}t	          j        t          |          5  t          j        |d           d d d            n# 1 swxY w Y   d}t	          j        t          |          5  t          j        |d           d d d            d S # 1 swxY w Y   d S )	Nrd   z+`base` must be a positive number or `None`.rF   rj   r!   z`method` must be one of...z	ekki-ekkir}   )	r\   r$   r   r   rH   r   rI   r   r   rk   s       r   rl   z-TestDifferentialEntropy.test_input_validation   sC   GBKKJJqxxzz""?]:W555 	3 	3&qr2222	3 	3 	3 	3 	3 	3 	3 	3 	3 	3 	3 	3 	3 	3 	3 /]:W555 	> 	>&q====	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	> 	>s$   A<<B B $CCCc                    t           j                            d          }|                    |                    d                    }t	          j        |          }t	          j        |d           }t          ||d           d S )Nl   eY'rd   )size)r   {Gzt?rtol)r\   r]   r^   r   r   r   r   )r   r   r_   r0   r   ra   s         r   test_window_length_is_nonez2TestDifferentialEntropy.test_window_length_is_none   sw    i##$677JJszzrz**++(++($???Su------r   c                 v   |dk    rdnd}t           j                            |d          }|                    |                                          }|                    t          t           j                                                            }t          j        ||          }t          ||d           d S )	Nrv   '  i@B r   r   r   r}   r   r   )	r   r   rvsr   r   floatr   r   r   )r   rs   r   nr   expectedra   s          r   test_consistencyz(TestDifferentialEntropy.test_consistency   s     x''EEWjnn!!n44jj&&::eEJ$6$6$8$899::(V<<<XE222222r   )gMbX?灕Cl?)gA`"?g)\(?)gHzG?gy&1?)gMb?r   )rt   ru   rv   rz   )gE?l?)gx?gOn?)gףp=
?g~jt?)gS?r   distc                    d\  }}}| j         |         |         }|                    |d                   |                    |d                   }	}|                    ||fd          }
|                    |
                                          }
|                    t	          |                                                    }t          j        |
||d          }t          |	                    |
                    ||z
  dz                      |d	           t          |                    |d
          |	d	           d S )N)r   2      r   r;   r   r[   )r   rs   r=   rZ   r   )atol)
correctiongMb`?)rmse_std_casesr   r   r   r   r   r   r   r   sqrtmeanstd)r   rs   r   r   repsr   mr   rmse_expectedstd_expectedr   true_entropyra   s                r   test_rmse_stdz%TestDifferentialEntropy.test_rmse_std  s,    "
a&t,V4&(jj!&=&=rzz(ST+?V?V|hhT1IAh66jj&&zz%"7"788(A06RA A A|);a(? @ @AA%E	3 	3 	3 	3sq11<eLLLLLLr   z	n, method))r#   ru   )re   rz   )i  rt   c                    t           j                            |fd          }|                    |                                          }t          j        |          }t          j        ||          }t          ||           d S )Nr   r   r}   )r   r   r   r   r   r   r	   )r   r   rs   r   r   res1res2s          r   test_method_autoz(TestDifferentialEntropy.test_method_auto&  sq     jnn1$Qn77jj&&)#..)#f===d#####r   dtype)Nfloat32float64c                    g d}t          |t          |          d           }t          |t          |          |                    d          j                  }t	          j        |                    ||          |          }t	          j        |                    ||j                  |          }t          ||                    ||          d                    d S )N)r;   r;   rZ   rY   rY         r      r   r#   	   rd   rf   r.   )r   r}   rp   )getattrstrr   r   r   r   r   r   )	r   r   rs   r   r0   dtype_in	dtype_outra   r   s	            r   test_dtypes_gh21192z+TestDifferentialEntropy.test_dtypes_gh211922  s     9882s5zz400BE

BJJrNN,@AA	(AX)F)FvVVV(ARZ)H)HQWXXXRZZ9Z==bABBBBBr   N)rm   rn   ro   __doc__rH   markparametrizeparamskip_xp_backendsmethodsr   r   r   r   r   rl   r   r   norm_rmse_std_casesexpon_rmse_std_casesr   r   r   r   r   r   rp   r   r   rr   rr   z   s'         k%%h  !3<TUUU  6NOOO	
 	
 	
 	1  G@ @ @"& & &(  42 2 2
 
 

> 
> 
>. . . 3 3 W3 '5%3%3'5	  (6&4&4(6	  /13N [VdE]33M M 43 WM  [[ + + +  
$ $ 
$ [W&B&B&BCC	C 	C DC W	C 	C 	Cr   rr   )r(   rH   r   r   numpyr\   scipyr   scipy.statsr   r   scipy._lib._array_apir   scipy._lib._array_api_no_0dr   r	   r
   r   r   r   r   r   rr   rp   r   r   <module>r      sZ     * * * * * *           # # # # # # # # 3 3 3 3 3 39 9 9 9 9 9 9 9 9 9 ;/ 5=!!f& f& f& f& f& f& f& "!f&R 5-..BC BC BC BC BC BC BC /.BC BC BCr   