U Kv f@sdZddlZddlmZddlmZmZmZm Z m Z m Z m Z ddl mZmZmZddZdd Zd d Zd d ZedkreeeedS)z> Created on Wed Feb 19 12:39:49 2014 Author: Josef Perktold N)stats) SkewNorm_genskewnorm ACSkewT_gen NormExpan_gen pdf_moments ExpTransf_gen LogTransf_gen)mc2mvskmnc2mcmvsk2mnccCsttddtjdtddtjdttddtjddtddtjddttddtjddtddtjddtjddd}td||td tdtjd dd}td||td td tt ddtj dt ddtj dtt ddtj ddt ddtj ddtt d dtj d dt d dtj d ddS) Nrisizesample mean var: theoretical mean varg?) printrpdfrnormchirvsmeanvarcdfZsf)rrX/tmp/pip-unpacked-wheel-2v6byqio/statsmodels/sandbox/distributions/examples/ex_extras.py example_ns04404r cCst}|jdddd}td||td|ddtdtjdt|ddttjjddd}t||dS) N rrrrrz t mean varr) rrrrrrtnpabs)Zskewtrrrr example_T#sr%cCs@t}|jddd}t|dd}t|dd}tdt||jdd }td t|td tt|t|td tt|j t|j t |}t |}td t|tdt|t |}tdtd|dd|ddt||dd|ddgt||dd|ddgdS)Nrdrsample)modezsample: mu,sig,sk,kurmvsk)Zmomentsznormexpan: mu,sig,sk,kurzmvsk diff distribution - sampleznormexpan attributes mvskzcentral momentsznon-central momentsz pdf approximation from momentszpdf atrr )rrrrZdescriberr#arrayr Zcntr*r r rr)rrZ normexpanZsmvskZdmvskZmncZmcZpdffnrrrexamples_normexpand/s2    r,cCs$tdttjddd}t|dttjddt|ttjdt|jddtdttj}t| dd ttj dd t| d d ttj d d td ttj }t| d ttj d dttj }t| d tj d d | d dddS)NzResults for lognormalrzLog transformed normal general)anamer rrzResults for expgammar!r)zResults for loglaplacegUUUUUU?) rrrrrZlognormrr gammaZ_cdfZloggammaZlaplaceZ loglaplace)Z lognormalgZ loggammaexpgZ loglaplacegZloglaplaceexpgrrrexamples_transfPs*    r2__main__)__doc__Znumpyr#ZscipyrZ(statsmodels.sandbox.distributions.extrasrrrrrrr Z statsmodels.stats.moment_helpersr r r r r%r,r2__name__rrrrs $ !+