ó
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 Z
 m Z m Z d d l m Z m Z m Z d „  Z d „  Z d „  Z d	 „  Z e d
 k rÁ e ƒ  e ƒ  e ƒ  e ƒ  n  d S(   s>   

Created on Wed Feb 19 12:39:49 2014

Author: Josef Perktold
iÿÿÿÿN(   t   stats(   t   SkewNorm_gent   skewnormt   ACSkewT_gent   NormExpan_gent   pdf_momentst   ExpTransf_gent   LogTransf_gen(   t   mc2mvskt   mnc2mct   mvsk2mncc          C   s.  t  j d d ƒ t j j d ƒ t  j d d ƒ t j j d ƒ f GHt  j d d ƒ t j j d d ƒ t  j d d ƒ t j j d d ƒ f GHt  j d d ƒ t j j d d ƒ t  j d d ƒ t j j d d ƒ f GHt  j d d d ƒ}  d |  j ƒ  |  j ƒ  f GHd	 t  j d ƒ f GHt  j d
 d d ƒ}  d |  j ƒ  |  j ƒ  f GHd	 t  j d
 ƒ f GHt  j d d ƒ t j j d ƒ t  j d d ƒ t j j d ƒ f GHt  j d d ƒ t j j d d ƒ t  j d d ƒ t j j d d ƒ f GHt  j	 d d ƒ t j j	 d d ƒ t  j	 d d ƒ t j j	 d d ƒ f GHd  S(   Ni   i    iè  iÿÿÿÿiüÿÿt   sizeiô  s   sample mean var: s   theoretical mean vari   gš™™™™™©?(
   R   t   pdfR    t   normt   chit   rvst   meant   vart   cdft   sf(   R   (    (    sS   lib/python2.7/site-packages/statsmodels/sandbox/distributions/examples/ex_extras.pyt	   example_n   s    BHHBHc          C   s¶   t  ƒ  }  |  j d d d d ƒ} d | j ƒ  | j ƒ  f GHd |  j d d ƒ f GHd t j j d ƒ f GH|  j d d ƒ GHt j t j j d d d ƒƒ } | j ƒ  | j ƒ  f GHd  S(	   Ni
   i    R   iô  s   sample mean var: s   theoretical mean vars
   t mean variè  (   R   R   R   R   R    t   tt   npt   abs(   t   skewtR   (    (    sS   lib/python2.7/site-packages/statsmodels/sandbox/distributions/examples/ex_extras.pyt	   example_T#   s    	!c          C   sH  t  ƒ  }  |  j d d d ƒ} t | d d ƒ} t j | ƒ d } d GH| GH| j d d	 ƒ } d
 GH| GHd GHt j | ƒ t j | ƒ GHd GHt | j ƒ GH| j	 GHt
 | ƒ } t | ƒ } d GH| GHd GH| GHt | ƒ } d GHd | d d | d d f GH| | d d | d d g ƒ GH| j | d d | d d g ƒ GHd  S(   Ni   R   id   t   modet   samplei   s   sample: mu,sig,sk,kurt   momentst   mvsks   normexpan: mu,sig,sk,kurs   mvsk diff distribution - samples   normexpan attributes mvsks   central momentss   non-central momentss   
pdf approximation from momentss   pdf ati    i   (   R   R   R   R    t   describeR   t   arrayR   t   cntR   R
   R	   R   R   (   R   R   t	   normexpant   smvskt   dmvskt   mnct   mct   pdffn(    (    sS   lib/python2.7/site-packages/statsmodels/sandbox/distributions/examples/ex_extras.pyt   examples_normexpand/   s2    	!c          C   sN  d GHt  t j d d d d ƒ}  |  j d ƒ GHt j j d d ƒ GH|  j ƒ  GHt j j d ƒ GH|  j d d ƒ GHd	 GHt t j ƒ } | j d d
 ƒ GHt j	 j d d
 ƒ GH| j d d ƒ GHt j	 j d d ƒ GHd GHt t j
 ƒ } | j d ƒ GHt j j d d ƒ GHt  t j
 ƒ } | j d ƒ GHt j j d d ƒ | j d d d d ƒ d  S(   Ns   Results for lognormalt   ai    t   names   Log transformed normal generali   R   i   s   Results for expgammai
   i   i   s   Results for loglaplacei   g      ð?(   R   R    R   R   t   lognormR   R   t   gammat   _cdft   loggammat   laplacet
   loglaplace(   t
   lognormalgt   loggammaexpgt   loglaplacegt   loglaplaceexpg(    (    sS   lib/python2.7/site-packages/statsmodels/sandbox/distributions/examples/ex_extras.pyt   examples_transfP   s*    t   __main__(   t   __doc__t   numpyR   t   scipyR    t(   statsmodels.sandbox.distributions.extrasR   R   R   R   R   R   R   t    statsmodels.stats.moment_helpersR   R	   R
   R   R   R'   R4   t   __name__(    (    (    sS   lib/python2.7/site-packages/statsmodels/sandbox/distributions/examples/ex_extras.pyt   <module>   s   4			!	+