test_rng Namespace Reference

Functions
	generate_correlated (R, n_samples, rng)
	summarize_case (name, R, n_samples=50000)
	equicorrelation (n, rho)

Variables
	rng = np.random.default_rng(42)
list	cases
list	all_summaries = []
dict	results = {}
	y = data["y"]
	L
	sample_corr = data["sample_corr"]
	err
	means
	stds
	summary
	name
	R = data["R"]
	n_samples
	summary_df = pd.DataFrame(all_summaries).set_index("case")
	df_corr = pd.DataFrame(results[name]["sample_corr"])
	df_err = pd.DataFrame(results[name]["err"])
	vmin
	vmax
	subset = y[:5000, :]
	s
	vals = y[:, 0]
	bins
	density
	xs = np.linspace(vals.min(), vals.max(), 400)
tuple	pdf = (1.0 / sqrt(2 * pi)) * np.exp(-0.5 * xs * xs)

Function Documentation

equicorrelation()

test_rng.equicorrelation	(		n,
			rho
	)

Definition at line 34 of file test_rng.py.

generate_correlated()

test_rng.generate_correlated	(		R,
			n_samples,
			rng
	)

Definition at line 9 of file test_rng.py.

summarize_case()

test_rng.summarize_case	(		name,
			R,
			n_samples = 50000
	)

Definition at line 16 of file test_rng.py.

Variable Documentation

all_summaries

list test_rng.all_summaries = []

Definition at line 48 of file test_rng.py.

bins

test_rng.bins

Definition at line 100 of file test_rng.py.

cases

list test_rng.cases

Initial value:

=  [
    ("Identity (no correlation)", np.eye(3)),
    ("Equicorrelation rho=0.5", equicorrelation(3, 0.5)),
    ("Block: rho12=0.8, var3 indep", np.array([[1.0, 0.8, 0.0],
                                                [0.8, 1.0, 0.0],
                                                [0.0, 0.0, 1.0]], dtype=float)),
    ("Nearly singular equicorr rho=0.999", equicorrelation(3, 0.999)),
]

Definition at line 39 of file test_rng.py.

density

test_rng.density

Definition at line 100 of file test_rng.py.

df_corr

test_rng.df_corr = pd.DataFrame(results[name]["sample_corr"])

Definition at line 67 of file test_rng.py.

df_err

test_rng.df_err = pd.DataFrame(results[name]["err"])

Definition at line 68 of file test_rng.py.

err

test_rng.err

Definition at line 52 of file test_rng.py.

L

test_rng.L

Definition at line 52 of file test_rng.py.

means

test_rng.means

Definition at line 52 of file test_rng.py.

n_samples

test_rng.n_samples

Definition at line 52 of file test_rng.py.

name

test_rng.name

Definition at line 52 of file test_rng.py.

pdf

tuple test_rng.pdf = (1.0 / sqrt(2 * pi)) * np.exp(-0.5 * xs * xs)

Definition at line 102 of file test_rng.py.

R

test_rng.R = data["R"]

Definition at line 52 of file test_rng.py.

results

dict test_rng.results = {}

Definition at line 49 of file test_rng.py.

rng

test_rng.rng = np.random.default_rng(42)

Definition at line 7 of file test_rng.py.

s

test_rng.s

Definition at line 91 of file test_rng.py.

sample_corr

test_rng.sample_corr = data["sample_corr"]

Definition at line 52 of file test_rng.py.

stds

test_rng.stds

Definition at line 52 of file test_rng.py.

subset

test_rng.subset = y[:5000, :]

Definition at line 89 of file test_rng.py.

summary

test_rng.summary

Definition at line 52 of file test_rng.py.

summary_df

test_rng.summary_df = pd.DataFrame(all_summaries).set_index("case")

Definition at line 64 of file test_rng.py.

vals

test_rng.vals = y[:, 0]

Definition at line 98 of file test_rng.py.

vmax

test_rng.vmax

Definition at line 76 of file test_rng.py.

vmin

test_rng.vmin

Definition at line 76 of file test_rng.py.

xs

test_rng.xs = np.linspace(vals.min(), vals.max(), 400)

Definition at line 101 of file test_rng.py.

y

test_rng.y = data["y"]

Definition at line 52 of file test_rng.py.