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Changed check for non-positive support to check for negative support #1482

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Merged
merged 3 commits into from
Oct 26, 2016
Merged

Changed check for non-positive support to check for negative support #1482

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f52d411
Changed check for non-positive support to check for negative support
fonnesbeck Oct 25, 2016
77d8715
Fixed typo
fonnesbeck Oct 25, 2016
09fba92
Fixed typos
fonnesbeck Oct 26, 2016
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69 changes: 35 additions & 34 deletions pymc3/distributions/continuous.py
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Original file line number Diff line number Diff line change
Expand Up @@ -38,23 +38,24 @@ def __init__(self, transform=transforms.logodds, *args, **kwargs):
super(UnitContinuous, self).__init__(
transform=transform, *args, **kwargs)

def assert_nonpos_support(var, label, distname):
def assert_negative_support(var, label, distname, value=-1e-6):
# Checks for evidence of positive support for a variable
if var is None:
return
try:
# Transformed distribution
support = np.isfinite(var.transformed.distribution.dist.logp(0).tag.test_value)
support = np.isfinite(var.transformed.distribution.dist
.logp(value).tag.test_value)
except AttributeError:
try:
# Untransformed distribution
support = np.isfinite(var.distribution.logp(0).tag.test_value)
support = np.isfinite(var.distribution.logp(value).tag.test_value)
except AttributeError:
# Otherwise no direct evidence of non-positive support
support = False

if np.any(support):
msg = "The variable specified for {0} has non-positive support for {1}, ".format(label, distname)
msg = "The variable specified for {0} has negative support for {1}, ".format(label, distname)
msg += "likely making it unsuitable for this parameter."
warnings.warn(msg)

Expand Down Expand Up @@ -226,8 +227,8 @@ def __init__(self, *args, **kwargs):
self.tau, self.sd = get_tau_sd(tau=tau, sd=sd)
self.variance = 1. / self.tau

assert_nonpos_support(sd, 'sd', 'Normal')
assert_nonpos_support(tau, 'tau', 'Normal')
assert_negative_support(sd, 'sd', 'Normal')
assert_negative_support(tau, 'tau', 'Normal')

super(Normal, self).__init__(**kwargs)

Expand Down Expand Up @@ -276,8 +277,8 @@ def __init__(self, sd=None, tau=None, *args, **kwargs):
self.mean = tt.sqrt(2 / (np.pi * self.tau))
self.variance = (1. - 2 / np.pi) / self.tau

assert_nonpos_support(tau, 'tau', 'HalfNormal')
assert_nonpos_support(sd, 'sd', 'HalfNormal')
assert_negative_support(tau, 'tau', 'HalfNormal')
assert_negative_support(sd, 'sd', 'HalfNormal')

def random(self, point=None, size=None, repeat=None):
sd = draw_values([self.sd], point=point)
Expand Down Expand Up @@ -358,9 +359,9 @@ def __init__(self, mu=None, lam=None, phi=None, alpha=0., *args, **kwargs):
- 1.5 * self.mu / self.lam) + alpha
self.variance = (self.mu**3) / self.lam

assert_nonpos_support(phi, 'phi', 'Wald')
assert_nonpos_support(mu, 'mu', 'Wald')
assert_nonpos_support(lam, 'lam', 'Wald')
assert_negative_support(phi, 'phi', 'Wald')
assert_negative_support(mu, 'mu', 'Wald')
assert_negative_support(lam, 'lam', 'Wald')

def get_mu_lam_phi(self, mu, lam, phi):
if mu is None:
Expand Down Expand Up @@ -464,8 +465,8 @@ def __init__(self, alpha=None, beta=None, mu=None, sd=None,
self.variance = alpha * beta / (
(alpha + beta)**2 * (alpha + beta + 1))

assert_nonpos_support(alpha, 'alpha', 'Beta')
assert_nonpos_support(beta, 'beta', 'Beta')
assert_negative_support(alpha, 'alpha', 'Beta')
assert_negative_support(beta, 'beta', 'Beta')

def get_alpha_beta(self, alpha=None, beta=None, mu=None, sd=None):
if (alpha is not None) and (beta is not None):
Expand Down Expand Up @@ -526,7 +527,7 @@ def __init__(self, lam, *args, **kwargs):

self.variance = lam**-2

assert_nonpos_support(lam, 'lam', 'Exponential')
assert_negative_support(lam, 'lam', 'Exponential')

def random(self, point=None, size=None, repeat=None):
lam = draw_values([self.lam], point=point)
Expand Down Expand Up @@ -569,7 +570,7 @@ def __init__(self, mu, b, *args, **kwargs):

self.variance = 2 * b**2

assert_nonpos_support(b, 'b', 'Laplace')
assert_negative_support(b, 'b', 'Laplace')

def random(self, point=None, size=None, repeat=None):
mu, b = draw_values([self.mu, self.b], point=point)
Expand Down Expand Up @@ -624,8 +625,8 @@ def __init__(self, mu=0, sd=None, tau=None, *args, **kwargs):
self.mode = tt.exp(mu - 1. / self.tau)
self.variance = (tt.exp(1. / self.tau) - 1) * tt.exp(2 * mu + 1. / self.tau)

assert_nonpos_support(tau, 'tau', 'Lognormal')
assert_nonpos_support(sd, 'sd', 'Lognormal')
assert_negative_support(tau, 'tau', 'Lognormal')
assert_negative_support(sd, 'sd', 'Lognormal')

def _random(self, mu, tau, size=None):
samples = np.random.normal(size=size)
Expand Down Expand Up @@ -685,8 +686,8 @@ def __init__(self, nu, mu=0, lam=None, sd=None, *args, **kwargs):
(1 / self.lam) * (nu / (nu - 2)),
np.inf)

assert_nonpos_support(lam, 'lam (sd)', 'StudentT')
assert_nonpos_support(nu, 'nu', 'StudentT')
assert_negative_support(lam, 'lam (sd)', 'StudentT')
assert_negative_support(nu, 'nu', 'StudentT')

def random(self, point=None, size=None, repeat=None):
nu, mu, lam = draw_values([self.nu, self.mu, self.lam],
Expand Down Expand Up @@ -746,8 +747,8 @@ def __init__(self, alpha, m, *args, **kwargs):
(alpha * m**2) / ((alpha - 2.) * (alpha - 1.)**2),
np.inf)

assert_nonpos_support(alpha, 'alpha', 'Pareto')
assert_nonpos_support(m, 'm', 'Pareto')
assert_negative_support(alpha, 'alpha', 'Pareto')
assert_negative_support(m, 'm', 'Pareto')


def _random(self, alpha, m, size=None):
Expand Down Expand Up @@ -800,7 +801,7 @@ def __init__(self, alpha, beta, *args, **kwargs):
self.median = self.mode = self.alpha = alpha
self.beta = beta

assert_nonpos_support(beta, 'beta', 'Cauchy')
assert_negative_support(beta, 'beta', 'Cauchy')

def _random(self, alpha, beta, size=None):
u = np.random.uniform(size=size)
Expand Down Expand Up @@ -848,7 +849,7 @@ def __init__(self, beta, *args, **kwargs):
self.median = beta
self.beta = beta

assert_nonpos_support(beta, 'beta', 'HalfCauchy')
assert_negative_support(beta, 'beta', 'HalfCauchy')

def _random(self, beta, size=None):
u = np.random.uniform(size=size)
Expand Down Expand Up @@ -916,8 +917,8 @@ def __init__(self, alpha=None, beta=None, mu=None, sd=None,
self.mode = tt.maximum((alpha - 1) / beta, 0)
self.variance = alpha / beta**2

assert_nonpos_support(alpha, 'alpha', 'Gamma')
assert_nonpos_support(beta, 'beta', 'Gamma')
assert_negative_support(alpha, 'alpha', 'Gamma')
assert_negative_support(beta, 'beta', 'Gamma')

def get_alpha_beta(self, alpha=None, beta=None, mu=None, sd=None):
if (alpha is not None) and (beta is not None):
Expand Down Expand Up @@ -985,8 +986,8 @@ def __init__(self, alpha, beta=1, *args, **kwargs):
self.variance = tt.switch(tt.gt(alpha, 2),
(beta**2) / (alpha * (alpha - 1.)**2),
np.inf)
assert_nonpos_support(alpha, 'alpha', 'InverseGamma')
assert_nonpos_support(beta, 'beta', 'InverseGamma')
assert_negative_support(alpha, 'alpha', 'InverseGamma')
assert_negative_support(beta, 'beta', 'InverseGamma')

def _calculate_mean(self):
m = self.beta / (self.alpha - 1.)
Expand Down Expand Up @@ -1070,8 +1071,8 @@ def __init__(self, alpha, beta, *args, **kwargs):
self.variance = (beta**2) * \
tt.exp(gammaln(1 + 2. / alpha - self.mean**2))

assert_nonpos_support(alpha, 'alpha', 'Weibull')
assert_nonpos_support(beta, 'beta', 'Weibull')
assert_negative_support(alpha, 'alpha', 'Weibull')
assert_negative_support(beta, 'beta', 'Weibull')

def random(self, point=None, size=None, repeat=None):
alpha, beta = draw_values([self.alpha, self.beta],
Expand Down Expand Up @@ -1259,8 +1260,8 @@ def __init__(self, mu, sigma, nu, *args, **kwargs):
self.mean = mu + nu
self.variance = (sigma**2) + (nu**2)

assert_nonpos_support(sigma, 'sigma', 'ExGaussian')
assert_nonpos_support(nu, 'nu', 'ExGaussian')
assert_negative_support(sigma, 'sigma', 'ExGaussian')
assert_negative_support(nu, 'nu', 'ExGaussian')

def random(self, point=None, size=None, repeat=None):
mu, sigma, nu = draw_values([self.mu, self.sigma, self.nu],
Expand Down Expand Up @@ -1320,7 +1321,7 @@ def __init__(self, mu=0.0, kappa=None, transform='circular',
if transform == 'circular':
self.transform = transforms.Circular()

assert_nonpos_support(kappa, 'kappa', 'VonMises')
assert_negative_support(kappa, 'kappa', 'VonMises')

def random(self, point=None, size=None, repeat=None):
mu, kappa = draw_values([self.mu, self.kappa],
Expand Down Expand Up @@ -1377,8 +1378,8 @@ def __init__(self, mu=0.0, sd=None, tau=None, alpha=1, *args, **kwargs):
self.mean = mu + self.sd * (2 / np.pi)**0.5 * alpha / (1 + alpha**2)**0.5
self.variance = self.sd**2 * (1 - (2 * alpha**2) / ((1 + alpha**2) * np.pi))

assert_nonpos_support(tau, 'tau', 'SkewNormal')
assert_nonpos_support(sd, 'sd', 'SkewNormal')
assert_negative_support(tau, 'tau', 'SkewNormal')
assert_negative_support(sd, 'sd', 'SkewNormal')

def random(self, point=None, size=None, repeat=None):
mu, tau, sd, alpha = draw_values(
Expand Down