
p7]c        ]   @  s	  d  Z  d d l m Z d d l m Z d d l Z d d l j Z	 d d  Z
 d d d	 d
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 d d d d0 d4 dG dP dT dW g
 d 6dE g d 6Z d% g Z e d e d e d e Z x e D] Z e e e  Z e e dl  r4e j e j  rsde Z n e j dm k rdg Z n di Z e j e j  rde Z n e j dm k rdg Z n di Z e j  e  e j! e e f g   j  e  q4q4Wd% dL dU g Z" g  e d D] Z# e# e" k re# ^ qZ dW g Z" dU g Z" d$ dU g Z" g  e D] Z# e# e" k rZe# ^ qZZ e$ dn k r	do Z% dp Z& dq Z' dr Z( dr Z) g  Z* xe+ d  D]Z, e j- j. e( ds e) dt e' e& Z/ e j0 e/ e j1 j. du dv ds dw dt e' d e&  f  Z/ e j2 e/  Z3 e/ e/ dm k Z4 d Z5 e4 Z6 e7 dx dy  e7 dz e'  x0e D](Z e e e  Z e e k re6 Z. e5 Z8 n e/ Z. d Z8 e7 d{ d|  e7 d} e  e. j9   Z: e j; e. j<    Z= e. j>   e. j?   f Z@ e d k rBe: d~ e= e: d~ e= f ZA eB e jC e. du e: ds e= eA  ZD n_e d k rreB e jC e. du e: ds e=  ZD n/e d% k reB e jC e. d du e: ds e=  ZD n e dW k reB e jC e. d du dm ds e=  ZD n e d k reB e jC e. dr d du dm ds d  ZD n e e k r_e. j9   Z: e j; e. j<    Z= eB e jC e. du dm ds d  ZD nB e. j9   Z: e j; e. j<    Z= eB e jC e. du e: ds e=  ZD e7 d eD  eD d  ZE eD d ZF eD d ZG e. eF eG ZH e jI eH e eE  \ ZJ ZK e7 d eJ eK  d ZL e jM d eL eN e8  du eF ds eG eD ZO e j- jP eO e( ds e) ZQ e7 d eL eO eQ  e* j  e eJ eK eE eF eG eO eQ g  qbWqWd d lR mS ZS eT e* d eS d~  ZU eU jV   e7 d eW eU   d ZX d d lY ZY eY jZ j[ eX  s	eY j\ eX  n  x e] eU  D] \ Z^ Z_ e_ \ Z ZJ ZK ZE ZF ZG ZO ZQ e e e  Z e e k rs	e6 Z. e5 Z8 d Z` n e/ Z. d Z` d Z8 e7 d e eJ eK eQ f  e
 e. e eE eF eG df e8 e	 ja eY jZ jb eX d e% e` e^ e f   q	Wn  d S(   s  given a 1D sample of observation, find a matching distribution

* estimate maximum likelihood paramater for each distribution
* rank estimated distribution by Kolmogorov-Smirnov and Anderson-Darling
  test statistics

Author: Josef Pktd
License: Simplified BSD
original December 2008

TODO:

* refactor to result class
* split estimation by support, add option and choose automatically
*

i(   t   print_function(   t   statsNi   c      	   C  s[  t  j   t  j |  d d d d d d d \ } } } t g  | D] }	 |	 j   ^ qA  }
 t |
  t t  j    } |
 d | d	 <| j | d
 | d | | } |
 | | |
 k <t  j	 | | d d d } t
 j j | d d d | } t  j	 | | d d d } t  j d  t  j d  t  j d | j | | f  t  j t  t  j   d  S(   Ni   t   normedi   t	   facecolort   greent   alphag      ?g?it   loct   scales   r--t	   linewidthi
   s   b-t   Smartst   Probabilitys,   $\mathrm{Testing: %s :}\ \mu=%f,\ \sigma=%f$(   t   pltt   figuret   histt   maxt
   get_heightt   printt   listt   axist   pdft   plotR   t   tt   xlabelt   ylabelt   titlet   namet   gridt   Truet   draw(   t   xt   distfnt   argsR   R   t   rightt   nt   binst   patchest   pt	   maxheightt   axlimt   ytt   ltt   yst   ls(    (    sS   lib/python2.7/site-packages/statsmodels/sandbox/distributions/examples/matchdist.pyt   plothist   s     
-%
t   normR   t   anglitt   arcsinet   betat	   betaprimet   bradfordt   burrt   fiskt   cauchyt   chit   chi2t   cosinet   dgammat   dweibullt   erlangt   expont	   exponweibt   exponpowt   fatiguelifet
   foldcauchyt   ft   foldnormt	   frechet_rt   weibull_mint	   frechet_lt   weibull_maxt   genlogistict	   genparetot   genexpont
   genextremet   gammat   gengammat   genhalflogistict   gompertzt   gumbel_rt   gumbel_lt
   halfcauchyt   halflogistict   halfnormt	   hypsecantt
   gausshypert   invgammat   invnormt
   invweibullt	   johnsonsbt	   johnsonsut   laplacet   levyt   levy_lt   logistict   loggammat
   loglaplacet   lognormt   gilbratt   maxwellt   mielket   nakagamit   ncx2t   ncfR   t   nctt   paretot   lomaxt   powerlawt   powerlognormt	   powernormt   rdistt   rayleight
   reciprocalt   ricet   recipinvgausst   semicirculart   triangt
   truncexpont	   truncnormt   tukeylambdat   uniformt   vonmisest   waldt
   wrapcauchyt   binomt	   bernoullit   nbinomt   geomt	   hypergeomt   logsert   poissont   planckt	   boltzmannt   randintt   zipft   dlaplacet   unboundt   openR    t   0t   leftt   finitet   othert   otht   _pdfi    t   __main__t   run_conv500_1_g      ?i  i
   R   t   sizeR   g?g      @t   =i2   s   samplesize = t   -i   s   target = %si   ig      ?i   t   fitit   kstestg?s
   crit, prob(   t
   itemgettert   keys   number of distributionst   matchresultst   rt    s-   %s ks-stat = %f, ks-pval = %f tail_prob = %f)s   %s%s%02d_%s.png(   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   R   R   (   Ru   R0   Ro   (c   t   __doc__t
   __future__R    t   scipyR   t   numpyt   npt   matplotlib.pyplott   pyplotR   R+   t
   targetdistR   R    R   R   R   t   contdistt   discretet   categt   categ2t   right_incorrectt	   right_allt   distnamet   getattrR   t   hasattrt   isinft   at   lowt   bt   hight   appendt
   setdefaultt   not_goodR@   t   __name__t   prefixt   convolR!   t   dgp_argt	   dgp_scalet   resultst   ranget   iR   t   rvst   rvs_origt   hstackRQ   t   absolutet   rvs_abst   rvs_post   rightfactort	   rvs_rightR   t   rindt   meant   smt   sqrtt   vart   sstdt   minR   t   ssuppt   par0t   tupleR   t   par_estt   arg_estt   loc_estt	   scale_estt
   rvs_normedR   t   ks_statt   ks_pvalt   quantt   ppft   floatt   critt   sft	   tail_probt   operatorR   t   sortedt   res_sortt   reverset   lent   imagedirt   ost   patht   existst   makedirst	   enumeratet   iit   dit   rit   savefigt   join(    (    (    sS   lib/python2.7/site-packages/statsmodels/sandbox/distributions/examples/matchdist.pyt   <module>   s6  %					&)		%"8	'$''*$!


,-	
	