case 'quartic' | 'biweight':
K = lambda t: 15/16 * (1.0 - t * t) ** 2
- W = lambda t: 3/16 * t**5 - 5/8 * t**3 + 15/16 * t + 1/2
+ W = lambda t: sumprod((3/16, -5/8, 15/16, 1/2),
+ (t**5, t**3, t, 1.0))
support = 1.0
case 'triweight':
K = lambda t: 35/32 * (1.0 - t * t) ** 3
- W = lambda t: 35/32 * (-1/7*t**7 + 3/5*t**5 - t**3 + t) + 1/2
+ W = lambda t: sumprod((-5/32, 21/32, -35/32, 35/32, 1/2),
+ (t**7, t**5, t**3, t, 1.0))
support = 1.0
case 'cosine':
if support is None:
def pdf(x):
- n = len(data)
- return sum(K((x - x_i) / h) for x_i in data) / (n * h)
+ return sum(K((x - x_i) / h) for x_i in data) / (len(data) * h)
def cdf(x):
- n = len(data)
- return sum(W((x - x_i) / h) for x_i in data) / n
+ return sum(W((x - x_i) / h) for x_i in data) / len(data)
else:
_quartic_invcdf = _newton_raphson(
f_inv_estimate = _quartic_invcdf_estimate,
- f = lambda t: 3/16 * t**5 - 5/8 * t**3 + 15/16 * t + 1/2,
+ f = lambda t: sumprod((3/16, -5/8, 15/16, 1/2), (t**5, t**3, t, 1.0)),
f_prime = lambda t: 15/16 * (1.0 - t * t) ** 2)
def _triweight_invcdf_estimate(p):
_triweight_invcdf = _newton_raphson(
f_inv_estimate = _triweight_invcdf_estimate,
- f = lambda t: 35/32 * (-1/7*t**7 + 3/5*t**5 - t**3 + t) + 1/2,
+ f = lambda t: sumprod((-5/32, 21/32, -35/32, 35/32, 1/2),
+ (t**7, t**5, t**3, t, 1.0)),
f_prime = lambda t: 35/32 * (1.0 - t * t) ** 3)
_kernel_invcdfs = {
with self.subTest(kernel=kernel):
cdf = kde([0.0], h=1.0, kernel=kernel, cumulative=True)
for x in xarr:
- self.assertAlmostEqual(invcdf(cdf(x)), x, places=5)
+ self.assertAlmostEqual(invcdf(cdf(x)), x, places=6)
@support.requires_resource('cpu')
def test_kde_random(self):