|
| 1 | +""" |
| 2 | +Tests for Gamma Distribution Family |
| 3 | +
|
| 4 | +This module tests the functionality of the gamma distribution family, |
| 5 | +including parameterizations, characteristics, and support. |
| 6 | +""" |
| 7 | + |
| 8 | +__author__ = "Elizaveta Bykova" |
| 9 | +__copyright__ = "Copyright (c) 2025 PySATL project" |
| 10 | +__license__ = "SPDX-License-Identifier: MIT" |
| 11 | + |
| 12 | + |
| 13 | +import numpy as np |
| 14 | +import pytest |
| 15 | +from scipy.special import gammaln |
| 16 | +from scipy.stats import gamma as gamma_dist |
| 17 | + |
| 18 | +from pysatl_core.distributions.support import ContinuousSupport |
| 19 | +from pysatl_core.families.configuration import configure_families_register |
| 20 | +from pysatl_core.types import ( |
| 21 | + CharacteristicName, |
| 22 | + ContinuousSupportShape1D, |
| 23 | + FamilyName, |
| 24 | + UnivariateContinuous, |
| 25 | +) |
| 26 | + |
| 27 | +from .base import BaseDistributionTest |
| 28 | + |
| 29 | + |
| 30 | +class TestGammaFamily(BaseDistributionTest): |
| 31 | + """Test suite for Gamma distribution family.""" |
| 32 | + |
| 33 | + def setup_method(self): |
| 34 | + """Setup before each test method.""" |
| 35 | + registry = configure_families_register() |
| 36 | + self.gamma_family = registry.get(FamilyName.GAMMA) |
| 37 | + self.gamma_dist_example = self.gamma_family(k=2.0, theta=3.0) |
| 38 | + |
| 39 | + def test_family_properties(self): |
| 40 | + """Test basic properties of gamma family.""" |
| 41 | + assert self.gamma_family.name == FamilyName.GAMMA |
| 42 | + |
| 43 | + # Check parameterizations |
| 44 | + expected_parametrizations = {"shapeScale", "shapeRate", "meanVar"} |
| 45 | + assert set(self.gamma_family.parametrization_names) == expected_parametrizations |
| 46 | + assert self.gamma_family.base_parametrization_name == "shapeScale" |
| 47 | + |
| 48 | + def test_shape_scale_parametrization_creation(self): |
| 49 | + """Test creation of distribution with shape-scale parametrization.""" |
| 50 | + dist = self.gamma_family(k=2.0, theta=3.0) |
| 51 | + |
| 52 | + assert dist.family_name == FamilyName.GAMMA |
| 53 | + assert dist.distribution_type == UnivariateContinuous |
| 54 | + assert dist.parameters == {"k": 2.0, "theta": 3.0} |
| 55 | + assert dist.parametrization_name == "shapeScale" |
| 56 | + |
| 57 | + def test_shape_rate_parametrization_creation(self): |
| 58 | + """Test creation of distribution with shape-rate parametrization.""" |
| 59 | + dist = self.gamma_family(k=2.0, beta=0.5, parametrization_name="shapeRate") |
| 60 | + |
| 61 | + assert dist.parameters == {"k": 2.0, "beta": 0.5} |
| 62 | + assert dist.parametrization_name == "shapeRate" |
| 63 | + |
| 64 | + def test_mean_var_parametrization_creation(self): |
| 65 | + """Test creation of distribution with mean-variance parametrization.""" |
| 66 | + dist = self.gamma_family(m=6.0, v=18.0, parametrization_name="meanVar") |
| 67 | + |
| 68 | + assert dist.parameters == {"m": 6.0, "v": 18.0} |
| 69 | + assert dist.parametrization_name == "meanVar" |
| 70 | + |
| 71 | + def test_parametrization_constraints(self): |
| 72 | + """Test parameter constraints validation.""" |
| 73 | + with pytest.raises(ValueError, match="k > 0"): |
| 74 | + self.gamma_family(k=-1.0, theta=1.0) |
| 75 | + |
| 76 | + with pytest.raises(ValueError, match="theta > 0"): |
| 77 | + self.gamma_family(k=1.0, theta=-1.0) |
| 78 | + |
| 79 | + with pytest.raises(ValueError, match="k > 0"): |
| 80 | + self.gamma_family(k=-1.0, beta=1.0, parametrization_name="shapeRate") |
| 81 | + |
| 82 | + with pytest.raises(ValueError, match="beta > 0"): |
| 83 | + self.gamma_family(k=1.0, beta=-1.0, parametrization_name="shapeRate") |
| 84 | + |
| 85 | + with pytest.raises(ValueError, match="m > 0"): |
| 86 | + self.gamma_family(m=-1.0, v=1.0, parametrization_name="meanVar") |
| 87 | + |
| 88 | + with pytest.raises(ValueError, match="v > 0"): |
| 89 | + self.gamma_family(m=1.0, v=-1.0, parametrization_name="meanVar") |
| 90 | + |
| 91 | + def test_moments(self): |
| 92 | + """Test moment calculations for k=2, theta=3.""" |
| 93 | + mean_func = self.gamma_dist_example.query_method(CharacteristicName.MEAN) |
| 94 | + assert abs(mean_func() - 6.0) < self.CALCULATION_PRECISION |
| 95 | + |
| 96 | + var_func = self.gamma_dist_example.query_method(CharacteristicName.VAR) |
| 97 | + assert abs(var_func() - 18.0) < self.CALCULATION_PRECISION |
| 98 | + |
| 99 | + @pytest.mark.parametrize( |
| 100 | + "parametrization_name, params, expected_k, expected_theta", |
| 101 | + [ |
| 102 | + ("shapeScale", {"k": 2.0, "theta": 3.0}, 2.0, 3.0), |
| 103 | + ("shapeRate", {"k": 2.0, "beta": 1 / 3}, 2.0, 3.0), |
| 104 | + ("meanVar", {"m": 6.0, "v": 18.0}, 2.0, 3.0), |
| 105 | + ], |
| 106 | + ) |
| 107 | + def test_parametrization_conversions( |
| 108 | + self, parametrization_name, params, expected_k, expected_theta |
| 109 | + ): |
| 110 | + """Test conversions between different parameterizations.""" |
| 111 | + base_params = self.gamma_family.to_base( |
| 112 | + self.gamma_family.get_parametrization(parametrization_name)(**params) |
| 113 | + ) |
| 114 | + |
| 115 | + assert abs(base_params.parameters["k"] - expected_k) < self.CALCULATION_PRECISION |
| 116 | + assert abs(base_params.parameters["theta"] - expected_theta) < self.CALCULATION_PRECISION |
| 117 | + |
| 118 | + def test_analytical_computations_availability(self): |
| 119 | + """Test that analytical computations are available for gamma distribution.""" |
| 120 | + comp = self.gamma_family(k=1.0, theta=1.0).analytical_computations |
| 121 | + |
| 122 | + expected_chars = { |
| 123 | + CharacteristicName.PDF, |
| 124 | + CharacteristicName.CDF, |
| 125 | + CharacteristicName.PPF, |
| 126 | + CharacteristicName.CF, |
| 127 | + CharacteristicName.LPDF, |
| 128 | + CharacteristicName.MEAN, |
| 129 | + CharacteristicName.VAR, |
| 130 | + } |
| 131 | + assert set(comp.keys()) == expected_chars |
| 132 | + |
| 133 | + @pytest.mark.parametrize( |
| 134 | + "char_name, test_data, scipy_func, scipy_kwargs", |
| 135 | + [ |
| 136 | + ( |
| 137 | + CharacteristicName.PDF, |
| 138 | + [0.5, 1.0, 2.0, 3.0, 5.0], |
| 139 | + gamma_dist.pdf, |
| 140 | + {"a": 2.0, "scale": 3.0}, |
| 141 | + ), |
| 142 | + ( |
| 143 | + CharacteristicName.CDF, |
| 144 | + [0.5, 1.0, 2.0, 3.0, 5.0], |
| 145 | + gamma_dist.cdf, |
| 146 | + {"a": 2.0, "scale": 3.0}, |
| 147 | + ), |
| 148 | + ( |
| 149 | + CharacteristicName.PPF, |
| 150 | + [0.1, 0.25, 0.5, 0.75, 0.9], |
| 151 | + gamma_dist.ppf, |
| 152 | + {"a": 2.0, "scale": 3.0}, |
| 153 | + ), |
| 154 | + ( |
| 155 | + CharacteristicName.LPDF, |
| 156 | + [0.5, 1.0, 2.0, 3.0, 5.0], |
| 157 | + gamma_dist.logpdf, |
| 158 | + {"a": 2.0, "scale": 3.0}, |
| 159 | + ), |
| 160 | + ], |
| 161 | + ) |
| 162 | + def test_array_input_for_characteristics(self, char_name, test_data, scipy_func, scipy_kwargs): |
| 163 | + """Test that characteristics support array inputs.""" |
| 164 | + dist = self.gamma_dist_example |
| 165 | + char_func = dist.query_method(char_name) |
| 166 | + |
| 167 | + input_array = np.array(test_data) |
| 168 | + result_array = char_func(input_array) |
| 169 | + |
| 170 | + assert result_array.shape == input_array.shape |
| 171 | + |
| 172 | + expected_array = scipy_func(input_array, **scipy_kwargs) |
| 173 | + |
| 174 | + self.assert_arrays_almost_equal(result_array, expected_array) |
| 175 | + |
| 176 | + def test_characteristic_function_array_input(self): |
| 177 | + """Test characteristic function calculation with array input.""" |
| 178 | + char_func = self.gamma_dist_example.query_method(CharacteristicName.CF) |
| 179 | + t_array = np.array([-2.0, -1.0, 0.0, 1.0, 2.0]) |
| 180 | + |
| 181 | + cf_array = char_func(t_array) |
| 182 | + assert cf_array.shape == t_array.shape |
| 183 | + |
| 184 | + k, theta = 2.0, 3.0 |
| 185 | + expected = (1 - 1j * theta * t_array) ** (-k) |
| 186 | + |
| 187 | + self.assert_arrays_almost_equal(cf_array.real, expected.real) |
| 188 | + self.assert_arrays_almost_equal(cf_array.imag, expected.imag) |
| 189 | + |
| 190 | + def test_gamma_support(self): |
| 191 | + """Test that gamma distribution has correct support (0, inf).""" |
| 192 | + dist = self.gamma_dist_example |
| 193 | + |
| 194 | + assert dist.support is not None |
| 195 | + assert isinstance(dist.support, ContinuousSupport) |
| 196 | + |
| 197 | + assert dist.support.left == 0.0 |
| 198 | + assert dist.support.right == float("inf") |
| 199 | + assert dist.support.left_closed |
| 200 | + assert not dist.support.right_closed |
| 201 | + |
| 202 | + assert dist.support.contains(1.0) is True |
| 203 | + assert dist.support.contains(-0.1) is False |
| 204 | + assert dist.support.contains(float("inf")) is False |
| 205 | + |
| 206 | + test_points = np.array([-0.1, 0.5, 1.0, 10.0]) |
| 207 | + results = dist.support.contains(test_points) |
| 208 | + np.testing.assert_array_equal(results, [False, True, True, True]) |
| 209 | + |
| 210 | + assert dist.support.shape == ContinuousSupportShape1D.RAY_RIGHT |
| 211 | + |
| 212 | + def test_pdf_at_zero(self): |
| 213 | + """Test that PDF at x=0 returns 0 for k > 1.""" |
| 214 | + dist = self.gamma_family(k=2.0, theta=1.0) |
| 215 | + pdf_func = dist.query_method(CharacteristicName.PDF) |
| 216 | + assert pdf_func(np.array([0.0]))[0] == 0.0 |
| 217 | + |
| 218 | + def test_cdf_at_zero(self): |
| 219 | + """Test that CDF at x=0 returns 0.""" |
| 220 | + dist = self.gamma_family(k=2.0, theta=1.0) |
| 221 | + cdf_func = dist.query_method(CharacteristicName.CDF) |
| 222 | + assert cdf_func(np.array([0.0]))[0] == 0.0 |
| 223 | + |
| 224 | + def test_lpdf_at_zero(self): |
| 225 | + """Test that LPDF at x=0 returns -inf.""" |
| 226 | + dist = self.gamma_family(k=2.0, theta=1.0) |
| 227 | + lpdf_func = dist.query_method(CharacteristicName.LPDF) |
| 228 | + assert lpdf_func(np.array([0.0]))[0] == float("-inf") |
| 229 | + |
| 230 | + |
| 231 | +class TestGammaFamilyEdgeCases(BaseDistributionTest): |
| 232 | + """Test edge cases and error conditions for gamma distribution.""" |
| 233 | + |
| 234 | + def setup_method(self): |
| 235 | + """Setup before each test method.""" |
| 236 | + registry = configure_families_register() |
| 237 | + self.gamma_family = registry.get(FamilyName.GAMMA) |
| 238 | + |
| 239 | + def test_invalid_parameterization(self): |
| 240 | + """Test error for invalid parameterization name.""" |
| 241 | + with pytest.raises(KeyError): |
| 242 | + self.gamma_family.distribution(parametrization_name="invalid_name", k=1.0, theta=1.0) |
| 243 | + |
| 244 | + def test_missing_parameters(self): |
| 245 | + """Test error for missing required parameters.""" |
| 246 | + with pytest.raises(TypeError): |
| 247 | + self.gamma_family.distribution(k=1.0) # Missing theta |
| 248 | + |
| 249 | + def test_invalid_probability_ppf(self): |
| 250 | + """Test PPF with invalid probability values.""" |
| 251 | + dist = self.gamma_family(k=1.0, theta=1.0) |
| 252 | + ppf = dist.query_method(CharacteristicName.PPF) |
| 253 | + |
| 254 | + assert ppf(0.0) == 0.0 |
| 255 | + assert ppf(1.0) == float("inf") |
| 256 | + |
| 257 | + with pytest.raises(ValueError): |
| 258 | + ppf(-0.1) |
| 259 | + with pytest.raises(ValueError): |
| 260 | + ppf(1.1) |
| 261 | + |
| 262 | + def test_characteristic_function_at_zero(self): |
| 263 | + """Test characteristic function at zero returns 1.""" |
| 264 | + dist = self.gamma_family(k=2.0, theta=3.0) |
| 265 | + char_func = dist.query_method(CharacteristicName.CF) |
| 266 | + |
| 267 | + cf_value_zero = char_func(0.0) |
| 268 | + assert abs(cf_value_zero.real - 1.0) < self.CALCULATION_PRECISION |
| 269 | + assert abs(cf_value_zero.imag) < self.CALCULATION_PRECISION |
| 270 | + |
| 271 | + def test_characteristic_function_large_t(self): |
| 272 | + """Test characteristic function with large t.""" |
| 273 | + dist = self.gamma_family(k=2.0, theta=3.0) |
| 274 | + char_func = dist.query_method(CharacteristicName.CF) |
| 275 | + |
| 276 | + cf_value_large = char_func(1000.0) |
| 277 | + assert np.iscomplexobj(cf_value_large) |
| 278 | + assert abs(cf_value_large) <= 1.0 |
| 279 | + |
| 280 | + def test_score_shape_scale(self): |
| 281 | + """Test SCORE for shapeScale (base) parametrization against analytical formula.""" |
| 282 | + k, theta = 3.0, 2.0 |
| 283 | + dist = self.gamma_family(k=k, theta=theta) |
| 284 | + x = np.array([1.0, 2.0, 5.0, 10.0]) |
| 285 | + grad = dist.family.score(dist.parametrization, x) |
| 286 | + |
| 287 | + from scipy.special import digamma as _digamma |
| 288 | + |
| 289 | + expected_k = np.log(x) - np.log(theta) - _digamma(k) |
| 290 | + expected_theta = (x - k * theta) / (theta**2) |
| 291 | + expected = np.stack([expected_k, expected_theta], axis=-1) |
| 292 | + |
| 293 | + np.testing.assert_allclose(grad, expected, rtol=self.CALCULATION_PRECISION) |
| 294 | + |
| 295 | + def test_score_shape_rate(self): |
| 296 | + """Test SCORE for shapeRate parametrization via chain rule.""" |
| 297 | + k, beta = 3.0, 0.5 |
| 298 | + dist = self.gamma_family(parametrization_name="shapeRate", k=k, beta=beta) |
| 299 | + x = np.array([1.0, 2.0, 5.0, 10.0]) |
| 300 | + grad = dist.family.score(dist.parametrization, x) |
| 301 | + |
| 302 | + from scipy.special import digamma as _digamma |
| 303 | + |
| 304 | + theta = 1.0 / beta |
| 305 | + base_k = np.log(x) - np.log(theta) - _digamma(k) |
| 306 | + base_theta = (x - k * theta) / (theta**2) |
| 307 | + |
| 308 | + expected_k = base_k |
| 309 | + expected_beta = base_theta * (-1.0 / beta**2) |
| 310 | + expected = np.stack([expected_k, expected_beta], axis=-1) |
| 311 | + |
| 312 | + np.testing.assert_allclose(grad, expected, rtol=self.CALCULATION_PRECISION) |
| 313 | + |
| 314 | + def test_score_mean_var(self): |
| 315 | + """Test SCORE for meanVar parametrization via chain rule.""" |
| 316 | + m, v = 6.0, 2.0 |
| 317 | + dist = self.gamma_family(parametrization_name="meanVar", m=m, v=v) |
| 318 | + x = np.array([1.0, 2.0, 5.0, 10.0]) |
| 319 | + grad = dist.family.score(dist.parametrization, x) |
| 320 | + |
| 321 | + from scipy.special import digamma as _digamma |
| 322 | + |
| 323 | + k = m**2 / v |
| 324 | + theta = v / m |
| 325 | + |
| 326 | + base_k = np.log(x) - np.log(theta) - _digamma(k) |
| 327 | + base_theta = (x - k * theta) / (theta**2) |
| 328 | + |
| 329 | + dk_dm = 2 * m / v |
| 330 | + dk_dv = -(m**2) / (v**2) |
| 331 | + dtheta_dm = -v / (m**2) |
| 332 | + dtheta_dv = 1.0 / m |
| 333 | + |
| 334 | + expected_m = base_k * dk_dm + base_theta * dtheta_dm |
| 335 | + expected_v = base_k * dk_dv + base_theta * dtheta_dv |
| 336 | + expected = np.stack([expected_m, expected_v], axis=-1) |
| 337 | + |
| 338 | + np.testing.assert_allclose(grad, expected, rtol=self.CALCULATION_PRECISION) |
| 339 | + |
| 340 | + def test_score_numerical_derivative(self): |
| 341 | + """Compare analytical SCORE with numerical gradient for base parametrization.""" |
| 342 | + k, theta = 3.0, 2.0 |
| 343 | + dist = self.gamma_family(k=k, theta=theta) |
| 344 | + x_val = 4.0 |
| 345 | + |
| 346 | + def logpdf_k(k_val: float) -> float: |
| 347 | + return ( |
| 348 | + (k_val - 1) * np.log(x_val) - x_val / theta - k_val * np.log(theta) - gammaln(k_val) |
| 349 | + ) |
| 350 | + |
| 351 | + def logpdf_theta(theta_val: float) -> float: |
| 352 | + return (k - 1) * np.log(x_val) - x_val / theta_val - k * np.log(theta_val) - gammaln(k) |
| 353 | + |
| 354 | + eps = 1e-7 |
| 355 | + grad_k_num = (logpdf_k(k + eps) - logpdf_k(k - eps)) / (2 * eps) |
| 356 | + grad_theta_num = (logpdf_theta(theta + eps) - logpdf_theta(theta - eps)) / (2 * eps) |
| 357 | + |
| 358 | + grad = dist.family.score(dist.parametrization, np.array([x_val])) |
| 359 | + np.testing.assert_allclose(grad[0, 0], grad_k_num, rtol=1e-5) |
| 360 | + np.testing.assert_allclose(grad[0, 1], grad_theta_num, rtol=1e-5) |
| 361 | + |
| 362 | + def test_score_x_outside_support_raises(self): |
| 363 | + """Test SCORE raises ValueError for x <= 0.""" |
| 364 | + dist = self.gamma_family(k=2.0, theta=1.0) |
| 365 | + with pytest.raises(ValueError, match="base_score is undefined"): |
| 366 | + dist.family.score(dist.parametrization, np.array([-1.0, 1.0])) |
| 367 | + with pytest.raises(ValueError, match="base_score is undefined"): |
| 368 | + dist.family.score(dist.parametrization, np.array([1.0, np.inf])) |
| 369 | + with pytest.raises(ValueError, match="base_score is undefined"): |
| 370 | + dist.family.score(dist.parametrization, np.array([np.nan, 1.0])) |
| 371 | + |
| 372 | + @pytest.mark.parametrize( |
| 373 | + "parametrization_name, params", |
| 374 | + [ |
| 375 | + ("shapeScale", {"k": 2.0, "theta": 1.5}), |
| 376 | + ("shapeRate", {"k": 2.0, "beta": 2.0 / 3.0}), |
| 377 | + ("meanVar", {"m": 3.0, "v": 1.5}), |
| 378 | + ], |
| 379 | + ) |
| 380 | + def test_score_shape(self, parametrization_name, params): |
| 381 | + """Test SCORE output shape for all parametrizations.""" |
| 382 | + x = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) |
| 383 | + dist = self.gamma_family(parametrization_name=parametrization_name, **params) |
| 384 | + grad = dist.family.score(dist.parametrization, x) |
| 385 | + assert grad.shape == (len(x), 2) |
| 386 | + assert grad.dtype == float |
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