Original HDF5 implementation: Joseph W. Kaus
Current implementation: Matthew C. Zwier
WEST exclusively uses the cross-platform, self-describing file format HDF5
for data storage. This ensures that data is stored efficiently and portably
in a manner that is relatively straightforward for other analysis tools
(perhaps written in C/C++/Fortran) to access.
The data is laid out in HDF5 as follows:
summary – overall summary data for the simulation
/iterations/ – data for individual iterations, one group per iteration under /iterations
iter_00000001/ – data for iteration 1
seg_index – overall information about segments in the iteration, including weight
pcoord – progress coordinate data organized as [seg_id][time][dimension]
wtg_parents – data used to reconstruct the split/merge history of trajectories
recycling – flux and event count for recycled particles, on a per-target-state basis
auxdata/ – auxiliary datasets (data stored on the ‘data’ field of Segment objects)
The file root object has an integer attribute ‘west_file_format_version’ which can be used to
determine how to access data even as the file format (i.e. organization of data within HDF5 file)
evolves.
Version history:
Version 9
Basis states are now saved as iter_segid instead of just segid as a pointer label.
Initial states are also saved in the iteration 0 file, with a negative sign.
Version 8
Added external links to trajectory files in iterations/iter_* groups, if the HDF5
framework was used.
Added an iter group for the iteration 0 to store conformations of basis states.
Version 7
Removed bin_assignments, bin_populations, and bin_rates from iteration group.
Added new_segments subgroup to iteration group
Version 6
???
Version 5
moved iter_* groups into a top-level iterations/ group,
added in-HDF5 storage for basis states, target states, and generated states
Return a callable object that fetches the given attribute(s) from its operand.
After f = attrgetter(‘name’), the call f(r) returns r.name.
After g = attrgetter(‘name’, ‘date’), the call g(r) returns (r.name, r.date).
After h = attrgetter(‘name.first’, ‘name.last’), the call h(r) returns
(r.name.first, r.name.last).
A class wrapping segment data that must be passed through the work manager or data manager.
Most fields are self-explanatory. One item worth noting is that a negative parent ID means that
the segment starts from the initial state with ID -(segment.parent_id+1)
Describes an basis (micro)state. These basis states are used to generate
initial states for new trajectories, either at the beginning of the simulation
(i.e. at w_init) or due to recycling.
Variables:
state_id – Integer identifier of this state, usually set by the
data manager.
label – A descriptive label for this microstate (may be empty)
probability – Probability of this state to be selected when creating a
new trajectory.
pcoord – The representative progress coordinate of this state.
auxref – A user-provided (string) reference for locating data associated
with this state (usually a filesystem path).
Read a file defining basis states. Each line defines a state, and contains a label, the probability,
and optionally a data reference, separated by whitespace, as in:
Read a file defining target states. Each line defines a state, and contains a label followed
by a representative progress coordinate value, separated by whitespace, as in:
bound0.02
for a single target and one-dimensional progress coordinates or:
bound2.70.0drift10050.0
for two targets and a two-dimensional progress coordinate.
Describes an initial state for a new trajectory. These are generally constructed by
appropriate modification of a basis state.
Variables:
state_id – Integer identifier of this state, usually set by the
data manager.
basis_state_id – Identifier of the basis state from which this state was
generated, or None.
basis_state – The BasisState from which this state was generated, or None.
iter_created – Iteration in which this state was generated (0 for
simulation initialization).
iter_used – Iteration in which this state was used to initiate a
trajectory (None for unused).
istate_type – Integer describing the type of this initial state
(ISTATE_TYPE_BASIS for direct use of a basis state,
ISTATE_TYPE_GENERATED for a state generated from a basis state,
ISTATE_TYPE_RESTART for a state corresponding to the endpoint
of a segment in another simulation, or
ISTATE_TYPE_START for a state generated from a start state).
istate_status – Integer describing whether this initial state has been properly
prepared.
pcoord – The representative progress coordinate of this state.
Execute a child process with the environment set from the current environment, the
values of self.addtl_child_environ, the random numbers returned by self.random_val_env_vars, and
the given environ (applied in that order). stdin/stdout/stderr are optionally redirected.
This function waits on the child process to finish, then returns
(rc, rusage), where rc is the child’s return code and rusage is the resource usage tuple from os.wait4()
Return a set of environment variables containing random seeds. These are returned
as a dictionary, suitable for use in os.environ.update() or as the env argument to
subprocess.Popen(). Every child process executed by exec_child() gets these.
Retrieve returned data from the temporary locations directed by the environment variables.
state is a Segment, BasisState , or InitialState``objectthatthereturndataisassociatedwith.``return_files is a dict where the keys are the dataset names and
the values are the paths to the temporarily files that contain the returned data.
del_return_files is a dict where the keys are the names of datasets to be deleted
(if the corresponding value is set to True) once the data is retrieved.
Set up temporary files and environment variables that point to them for segment
runners to return data. segment is the Segment object that the return data
is associated with. subset_keys specifies the names of a subset of data to be
returned.
Save the given target states in the HDF5 file; they will be used for the next iteration to
be propagated. A complete set is required, even if nominally appending to an existing set,
which simplifies the mapping of IDs to the table.
Return a list of Target objects representing the target (sink) states that are in use for iteration n_iter.
Future iterations are assumed to continue from the most recent set of states.
Create the group used to store basis states and initial states (whose definitions are always
coupled). This group is hard-linked into all iteration groups that use these basis and
initial states.
Create the per-iteration HDF5 file for the basis states (i.e., iteration 0).
This special treatment is needed so that the analysis tools can access basis states
more easily.
Retrieve any prepared but unused initial states applicable to the given iteration.
Up to n_states states are returned; if n_states is None, then all unused states
are returned.
Prepare for a new iteration by creating space to store the new iteration’s data.
The number of segments, their IDs, and their lineage must be determined and included
in the set of segments passed in.
Update the per-iteration hard links pointing to the tables of target and initial/basis states for the
given iteration. These links are not used by this class, but are remarkably convenient for third-party
analysis tools and hdfview.
Return the given (or all) segments from a given iteration.
If the optional parameter load_auxdata is true, then all auxiliary datasets
available are loaded and mapped onto the data dictionary of each segment. If
load_auxdata is None, then use the default self.auto_load_auxdata, which can
be set by the option load_auxdata in the [data] section of west.cfg. This
essentially requires as much RAM as there is per-iteration auxiliary data, so this
behavior is not on by default.
Prepare the necessary folder and files given the data stored in parent per-iteration HDF5 file
for propagating the simulation. basis_states and initial_states should be provided if the
segments are newly created
Save a set of NewWeightEntry objects to HDF5. Note that this should
be called for the iteration in which the weights appear in their
new locations (e.g. for recycled walkers, the iteration following
recycling).
Store the given mapper in the table of saved mappers. If the mapper cannot be stored,
PickleError will be raised. Returns the index in the bin data tables where the mapper is stored.
Issued when a non-pythonic name is given for a node.
This is not an error and may even be very useful in certain
contexts, but one should be aware that such nodes cannot be
accessed using natural naming (instead, getattr() must be
used explicitly).
Container object for a molecular dynamics trajectory
A Trajectory represents a collection of one or more molecular structures,
generally (but not necessarily) from a molecular dynamics trajectory. The
Trajectory stores a number of fields describing the system through time,
including the cartesian coordinates of each atoms (xyz), the topology
of the molecular system (topology), and information about the
unitcell if appropriate (unitcell_vectors, unitcell_length,
unitcell_angles).
A Trajectory should generally be constructed by loading a file from disk.
Trajectories can be loaded from (and saved to) the PDB, XTC, TRR, DCD,
NetCDF or MDTraj HDF5 formats.
Trajectory supports fancy indexing, so you can extract one or more frames
from a Trajectory as a separate trajectory. For example, to form a
trajectory with every other frame, you can slice with traj[::2].
Trajectory uses the nanometer, degree & picosecond unit system.
Examples
>>> # loading a trajectory>>> importmdtrajasmd>>> md.load('trajectory.xtc',top='native.pdb')<mdtraj.Trajectory with 1000 frames, 22 atoms at 0x1058a73d0>
>>> # slicing a trajectory>>> t=md.load('trajectory.h5')>>> print(t)<mdtraj.Trajectory with 100 frames, 22 atoms>>>> print(t[::2])<mdtraj.Trajectory with 50 frames, 22 atoms>
>>> # calculating the average distance between two atoms>>> importmdtrajasmd>>> importnumpyasnp>>> t=md.load('trajectory.h5')>>> np.mean(np.sqrt(np.sum((t.xyz[:,0,:]-t.xyz[:,21,:])**2,axis=1)))
See also
mdtraj.load
High-level function that loads files and returns an md.Trajectory
atom_indices (array-like, dtype=int, shape=(n_atoms)) – List of indices of atoms to retain in the new trajectory.
inplace (bool, default=False) – If True, the operation is done inplace, modifying self.
Otherwise, a copy is returned with the sliced atoms, and
self is not modified.
Returns:
traj – The return value is either self, or the new trajectory,
depending on the value of inplace.
Center each trajectory frame at the origin (0,0,0).
This method acts inplace on the trajectory. The centering can
be either uniformly weighted (mass_weighted=False) or weighted by
the mass of each atom (mass_weighted=True).
Parameters:
mass_weighted (bool, optional (default = False)) – If True, weight atoms by mass when removing COM.
Recenter and apply periodic boundary conditions to the molecules in each frame of the trajectory.
This method is useful for visualizing a trajectory in which molecules were not wrapped
to the periodic unit cell, or in which the macromolecules are not centered with respect
to the solvent. It tries to be intelligent in deciding what molecules to center, so you
can simply call it and trust that it will “do the right thing”.
Parameters:
inplace (bool, default=False) – If False, a new Trajectory is created and returned. If True, this Trajectory
is modified directly.
anchor_molecules (list of atom sets, optional, default=None) – Molecule that should be treated as an “anchor”.
These molecules will be centered in the box and put near each other.
If not specified, anchor molecules are guessed using a heuristic.
other_molecules (list of atom sets, optional, default=None) – Molecules that are not anchors. If not specified,
these will be molecules other than the anchor molecules
sorted_bonds (array of shape (n_bonds, 2)) – Pairs of atom indices that define bonds, in sorted order.
If not specified, these will be determined from the trajectory’s
topology. Only relevant if make_whole is True.
make_whole (bool) – Whether to make molecules whole.
Returns:
traj – The return value is either self or the new trajectory,
depending on the value of inplace.
Join two trajectories together along the time/frame axis.
This method joins trajectories along the time axis, giving a new trajectory
of length equal to the sum of the lengths of self and other.
It can also be called by using self + other
Parameters:
other (Trajectory or list of Trajectory) – One or more trajectories to join with this one. These trajectories
are appended to the end of this trajectory.
check_topology (bool) – Ensure that the topology of self and other are identical before
joining them. If false, the resulting trajectory will have the
topology of self.
discard_overlapping_frames (bool, optional) – If True, compare coordinates at trajectory edges to discard overlapping
frames. Default: False.
inplace (bool) – If False, a new Trajectory is created and returned.
If True, this Trajectory is modified directly.
sorted_bonds (array of shape (n_bonds, 2)) – Pairs of atom indices that define bonds, in sorted order.
If not specified, these will be determined from the trajectory’s
topology.
DEPRECATED: restrict_atoms was replaced by atom_slice and will be removed in 2.0
Retain only a subset of the atoms in a trajectory
Deletes atoms not in atom_indices, and re-indexes those that remain
Parameters:
atom_indices (array-like, dtype=int, shape=(n_atoms)) – List of atom indices to keep.
inplace (bool, default=True) – If True, the operation is done inplace, modifying self.
Otherwise, a copy is returned with the restricted atoms, and
self is not modified.
Returns:
traj – The return value is either self, or the new trajectory,
depending on the value of inplace.
filename (path-like) – filesystem path in which to save the restart
force_overwrite (bool, default=True) – Overwrite anything that exists at filename, if it’s already there
Notes
Amber restart files can only store a single frame. If only one frame
exists, “filename” will be written. Otherwise, “filename.#” will be
written, where # is a zero-padded number from 1 to the total number of
frames in the trajectory
filename (path-like) – filesystem path in which to save the restart
force_overwrite (bool, default=True) – Overwrite anything that exists at filename, if it’s already there
Notes
NetCDF restart files can only store a single frame. If only one frame
exists, “filename” will be written. Otherwise, “filename.#” will be
written, where # is a zero-padded number from 1 to the total number of
frames in the trajectory
filename (path-like) – filesystem path in which to save the trajectory
force_overwrite (bool, default=True) – Overwrite anything that exists at filename, if its already there
bfactors (array_like, default=None, shape=(n_frames, n_atoms) or (n_atoms,)) – Save bfactors with pdb file. If the array is two dimensional it should
contain a bfactor for each atom in each frame of the trajectory.
Otherwise, the same bfactor will be saved in each frame.
ter (bool, default=True) – Include TER lines in pdb to indicate end of a chain of residues. This is useful
if you need to keep atom numbers consistent.
header (bool, default=True) – Include header in pdb. Useful if you want the extra output, but sometimes prevent
programs from running smoothly.
Slice trajectory, by extracting one or more frames into a separate object
This method can also be called using index bracket notation, i.e
traj[1] == traj.slice(1)
Parameters:
key ({int, np.ndarray, slice}) – The slice to take. Can be either an int, a list of ints, or a slice
object.
copy (bool, default=True) – Copy the arrays after slicing. If you set this to false, then if
you modify a slice, you’ll modify the original array since they
point to the same data.
Smoothen a trajectory using a zero-delay Buttersworth filter. Please
note that for optimal results the trajectory should be properly aligned
prior to smoothing (see md.Trajectory.superpose).
Parameters:
width (int) – This acts very similar to the window size in a moving average
smoother. In this implementation, the frequency of the low-pass
filter is taken to be two over this width, so it’s like
“half the period” of the sinusiod where the filter starts
to kick in. Must be an integer greater than one.
order (int, optional, default=3) – The order of the filter. A small odd number is recommended. Higher
order filters cutoff more quickly, but have worse numerical
properties.
atom_indices (array-like, dtype=int, shape=(n_atoms), default=None) – List of indices of atoms to retain in the new trajectory.
Default is set to None, which applies smoothing to all atoms.
inplace (bool, default=False) – The return value is either self, or the new trajectory,
depending on the value of inplace.
Returns:
traj – The return value is either self, or the new smoothed trajectory,
depending on the value of inplace.
This method joins trajectories along the atom axis, giving a new trajectory
with a number of atoms equal to the sum of the number of atoms in
self and other.
Notes
The resulting trajectory will have the unitcell and time information
the left operand.
Examples
>>> t1=md.load('traj1.h5')>>> t2=md.load('traj2.h5')>>> # even when t2 contains no unitcell information>>> t2.unitcell_vectors=None>>> stacked=t1.stack(t2)>>> # the stacked trajectory inherits the unitcell information>>> # from the first trajectory>>> np.all(stacked.unitcell_vectors==t1.unitcell_vectors)True
Superpose each conformation in this trajectory upon a reference
Parameters:
reference (md.Trajectory) – Align self to a particular frame in reference
frame (int) – The index of the conformation in reference to align to.
atom_indices (array_like, or None) – The indices of the atoms to superpose. If not
supplied, all atoms will be used.
ref_atom_indices (array_like, or None) – Use these atoms on the reference structure. If not supplied,
the same atom indices will be used for this trajectory and the
reference one.
parallel (bool) – Use OpenMP to run the superposition in parallel over multiple cores
Angles that define the shape of the unit cell in each frame.
Returns:
lengths – The angles between the three unitcell vectors in each frame,
alpha, beta, and gamma. alpha'givestheanglebetweenvectors``b and c, beta gives the angle between
vectors c and a, and gamma gives the angle between
vectors a and b. The angles are in degrees.
The vectors that define the shape of the unit cell in each frame
Returns:
vectors – Vectors defining the shape of the unit cell in each frame.
The semantics of this array are that the shape of the unit cell
in frame i are given by the three vectors, value[i,0,:],
value[i,1,:], and value[i,2,:].
Convert a numerical quantity between unit systems.
Parameters:
quantity ({number, np.ndarray, openmm.unit.Quantity}) – quantity can either be a unitted quantity – i.e. instance of
openmm.unit.Quantity, or just a bare number or numpy array
units_in (str) – If you supply a quantity that’s not a openmm.unit.Quantity, you should
tell me what units it is in. If you don’t, i’m just going to echo you
back your quantity without doing any unit checking.
units_out (str) – A string description of the units you want out. This should look
like “nanometers/picosecond” or “nanometers**3” or whatever
inplace (bool) – Attempt to do the transformation inplace, by mutating the quantity
argument and avoiding a copy. This is only possible if quantity is a
writable numpy array.
Returns:
rquantity – The resulting quantity, in the new unit system. If the function was
called with inplace=True and quantity was a writable numpy array,
rquantity will alias the same memory as the input quantity, which
will have been changed inplace. Otherwise, if a copy was required,
rquantity will point to new memory.
Import a module, and issue a nice message to stderr if the module isn’t installed.
Currently, this function will print nice error messages for networkx,
tables, netCDF4, and openmm.unit, which are optional MDTraj dependencies.
Parameters:
module (str) – The module you’d like to import, as a string
Returns:
module – The module object
Return type:
{module, object}
Examples
>>> # the following two lines are equivalent. the difference is that the>>> # second will check for an ImportError and print you a very nice>>> # user-facing message about what's wrong (where you can install the>>> # module from, etc) if the import fails>>> importtables>>> tables=import_('tables')
Typecheck the size, shape and dtype of a numpy array, with optional
casting.
Parameters:
val ({np.ndaraay, None}) – The array to check
dtype ({nd.dtype, str}) – The dtype you’d like the array to have
ndim (int) – The number of dimensions you’d like the array to have
name (str) – name of the array. This is used when throwing exceptions, so that
we can describe to the user which array is messed up.
length (int, optional) – How long should the array be?
can_be_none (bool) – Is val==None acceptable?
shape (tuple, optional) – What should be shape of the array be? If the provided tuple has
Nones in it, those will be semantically interpreted as matching
any length in that dimension. So, for example, using the shape
spec (None,None,3) will ensure that the last dimension is of
length three without constraining the first two dimensions
warn_on_cast (bool, default=True) – Raise a warning when the dtypes don’t match and a cast is done.
add_newaxis_on_deficient_ndim (bool, default=True) – Add a new axis to the beginining of the array if the number of
dimensions is deficient by one compared to your specification. For
instance, if you’re trying to get out an array of ndim==3,
but the user provides an array of shape==(10,10), a new axis will
be created with length 1 in front, so that the return value is of
shape (1,10,10).
Notes
The returned value will always be C-contiguous.
Returns:
typechecked_val – If val=None and can_be_none=True, then this will return None.
Otherwise, it will return val (or a copy of val). If the dtype wasn’t right,
it’ll be casted to the right shape. If the array was not C-contiguous, it’ll
be copied as well.
Interface for reading and writing to a MDTraj HDF5 molecular
dynamics trajectory file, whose format is described
here.
This is a file-like object, that both reading or writing depending
on the mode flag. It implements the context manager protocol,
so you can also use it with the python ‘with’ statement.
The format is extremely flexible and high performance. It can hold a wide
variety of information about a trajectory, including fields like the
temperature and energies. Because it’s built on the fantastic HDF5 library,
it’s easily extensible too.
Parameters:
filename (path-like) – Path to the file to open
mode ({'r, 'w'}) – Mode in which to open the file. ‘r’ is for reading and ‘w’ is for
writing
force_overwrite (bool) – In mode=’w’, how do you want to behave if a file by the name of filename
already exists? if force_overwrite=True, it will be overwritten.
compression ({'zlib', None}) – Apply compression to the file? This will save space, and does not
cost too many cpu cycles, so it’s recommended.
constraints – A one dimensional array with the a int, int, float type giving
the index of the two atoms involved in the constraints and the
distance of the constraint. If no constraint information
is in the file, the return value is None.
n_frames ({int, None}) – The number of frames to read. If not supplied, all of the
remaining frames will be read.
stride ({int, None}) – By default all of the frames will be read, but you can pass this
flag to read a subset of of the data by grabbing only every
stride-th frame from disk.
atom_indices ({int, None}) – By default all of the atom will be read, but you can pass this
flag to read only a subsets of the atoms for the coordinates and
velocities fields. Note that you will have to carefully manage
the indices and the offsets, since the i-th atom in the topology
will not necessarily correspond to the i-th atom in your subset.
Notes
If you’d like more flexible access to the data, that is available by
using the pytables group directly, which is accessible via the
root property on this class.
Returns:
frames – The returned namedtuple will have the fields “coordinates”, “time”, “cell_lengths”,
“cell_angles”, “velocities”, “kineticEnergy”, “potentialEnergy”,
“temperature” and “alchemicalLambda”. Each of the fields in the
returned namedtuple will either be a numpy array or None, dependening
on if that data was saved in the trajectory. All of the data shall be
n units of “nanometers”, “picoseconds”, “kelvin”, “degrees” and
“kilojoules_per_mole”.
n_frames ({int, None}) – The number of frames to read. If not supplied, all of the
remaining frames will be read.
stride ({int, None}) – By default all of the frames will be read, but you can pass this
flag to read a subset of of the data by grabbing only every
stride-th frame from disk.
atom_indices ({int, None}) – By default all of the atom will be read, but you can pass this
flag to read only a subsets of the atoms for the coordinates and
velocities fields. Note that you will have to carefully manage
the indices and the offsets, since the i-th atom in the topology
will not necessarily correspond to the i-th atom in your subset.
Returns:
trajectory – A trajectory object containing the loaded portion of the file.
whence ({0, 1, 2}) – 0: offset from start of file, offset should be >=0.
1: move relative to the current position, positive or negative
2: move relative to the end of file, offset should be <= 0.
Seeking beyond the end of a file is not supported
This method saves data that is associated with one or more simulation
frames. Note that all of the arguments can either be raw numpy arrays
or unitted arrays (with openmm.unit.Quantity). If the arrays are
unittted, a unit conversion will be automatically done from the
supplied units into the proper units for saving on disk. You won’t have
to worry about it.
Furthermore, if you wish to save a single frame of simulation data, you
can do so naturally, for instance by supplying a 2d array for the
coordinates and a single float for the time. This “shape deficiency”
will be recognized, and handled appropriately.
Parameters:
coordinates (np.ndarray, shape=(n_frames, n_atoms, 3)) – The cartesian coordinates of the atoms to write. By convention, the
lengths should be in units of nanometers.
time (np.ndarray, shape=(n_frames,), optional) – You may optionally specify the simulation time, in picoseconds
corresponding to each frame.
cell_lengths (np.ndarray, shape=(n_frames, 3), dtype=float32, optional) – You may optionally specify the unitcell lengths.
The length of the periodic box in each frame, in each direction,
a, b, c. By convention the lengths should be in units
of angstroms.
cell_angles (np.ndarray, shape=(n_frames, 3), dtype=float32, optional) – You may optionally specify the unitcell angles in each frame.
Organized analogously to cell_lengths. Gives the alpha, beta and
gamma angles respectively. By convention, the angles should be
in units of degrees.
velocities (np.ndarray, shape=(n_frames, n_atoms, 3), optional) – You may optionally specify the cartesian components of the velocity
for each atom in each frame. By convention, the velocities
should be in units of nanometers / picosecond.
kineticEnergy (np.ndarray, shape=(n_frames,), optional) – You may optionally specify the kinetic energy in each frame. By
convention the kinetic energies should b in units of kilojoules per
mole.
potentialEnergy (np.ndarray, shape=(n_frames,), optional) – You may optionally specify the potential energy in each frame. By
convention the kinetic energies should b in units of kilojoules per
mole.
temperature (np.ndarray, shape=(n_frames,), optional) – You may optionally specify the temperature in each frame. By
convention the temperatures should b in units of Kelvin.
alchemicalLambda (np.ndarray, shape=(n_frames,), optional) – You may optionally specify the alchemical lambda in each frame. These
have no units, but are generally between zero and one.
classwestpa.core.h5io.Frames(coordinates, time, cell_lengths, cell_angles, velocities, kineticEnergy, potentialEnergy, temperature, alchemicalLambda)
Bases: tuple
Create new instance of Frames(coordinates, time, cell_lengths, cell_angles, velocities, kineticEnergy, potentialEnergy, temperature, alchemicalLambda)
A subclass of mdtraj.Trajectory that contains the trajectory of atom coordinates with
pointers denoting the iteration number and segment index of each frame.
Join two Trajectory``s.Thisoverrides``mdtraj.Trajectory.join
so that it also handles WESTPA pointers.
mdtraj.Trajectory.join’s documentation for more details.
Slice the Trajectory. This overrides mdtraj.Trajectory.slice
so that it also handles WESTPA pointers. Please see
mdtraj.Trajectory.slice’s documentation for more details.
Use a combined filesystem and HDF5 path to open an HDF5 file and return the
appropriate object. Returns (h5file, h5object). The file is opened using
constructor(filename,*cargs,**ckwargs).
Create (or delete and recreate) and HDF5 group named groupname within
the enclosing Group (object) parent_group. If replace is True, then
the group is replaced if present; if False, then an error is raised if the
group is present. After the group is created, HDF5 attributes are set using
stamp_creator_data.
The hostname of the machine on which the group was created
creation_time:
The date and time at which the group was created, in the
current locale.
creation_unix_time:
The Unix time (seconds from the epoch, UTC) at which the
group was created.
This is meant to facilitate tracking the flow of data, but should not be considered
a secure paper trail (after all, anyone with write access to the HDF5 file can modify
these attributes).
Read back creator data as written by stamp_creator_data, returning a dictionary with
keys as described for stamp_creator_data. Missing fields are denoted with None.
The creation_time field is returned as a string.
Stamp the given HDF5 object with axis labels. This stores the axis labels
in an array of strings in an attribute called axis_labels on the given
object. units if provided is a corresponding list of units.
Generalized input/output for WESTPA simulation (or analysis) data.
Create a new file object.
See the h5py user guide for a detailed explanation of the options.
name
Name of the file on disk, or file-like object. Note: for files
created with the ‘core’ driver, HDF5 still requires this be
non-empty.
mode
r Readonly, file must exist (default)
r+ Read/write, file must exist
w Create file, truncate if exists
w- or x Create file, fail if exists
a Read/write if exists, create otherwise
driver
Name of the driver to use. Legal values are None (default,
recommended), ‘core’, ‘sec2’, ‘direct’, ‘stdio’, ‘mpio’, ‘ros3’.
libver
Library version bounds. Supported values: ‘earliest’, ‘v108’,
‘v110’, ‘v112’ and ‘latest’.
userblock_size
Desired size of user block. Only allowed when creating a new
file (mode w, w- or x).
swmr
Open the file in SWMR read mode. Only used when mode = ‘r’.
rdcc_nbytes
Total size of the dataset chunk cache in bytes. The default size
is 1024**2 (1 MiB) per dataset. Applies to all datasets unless individually changed.
rdcc_w0
The chunk preemption policy for all datasets. This must be
between 0 and 1 inclusive and indicates the weighting according to
which chunks which have been fully read or written are penalized
when determining which chunks to flush from cache. A value of 0
means fully read or written chunks are treated no differently than
other chunks (the preemption is strictly LRU) while a value of 1
means fully read or written chunks are always preempted before
other chunks. If your application only reads or writes data once,
this can be safely set to 1. Otherwise, this should be set lower
depending on how often you re-read or re-write the same data. The
default value is 0.75. Applies to all datasets unless individually changed.
rdcc_nslots
The number of chunk slots in the raw data chunk cache for this
file. Increasing this value reduces the number of cache collisions,
but slightly increases the memory used. Due to the hashing
strategy, this value should ideally be a prime number. As a rule of
thumb, this value should be at least 10 times the number of chunks
that can fit in rdcc_nbytes bytes. For maximum performance, this
value should be set approximately 100 times that number of
chunks. The default value is 521. Applies to all datasets unless individually changed.
track_order
Track dataset/group/attribute creation order under root group
if True. If None use global default h5.get_config().track_order.
fs_strategy
The file space handling strategy to be used. Only allowed when
creating a new file (mode w, w- or x). Defined as:
“fsm” FSM, Aggregators, VFD
“page” Paged FSM, VFD
“aggregate” Aggregators, VFD
“none” VFD
If None use HDF5 defaults.
fs_page_size
File space page size in bytes. Only used when fs_strategy=”page”. If
None use the HDF5 default (4096 bytes).
fs_persist
A boolean value to indicate whether free space should be persistent
or not. Only allowed when creating a new file. The default value
is False.
fs_threshold
The smallest free-space section size that the free space manager
will track. Only allowed when creating a new file. The default
value is 1.
page_buf_size
Page buffer size in bytes. Only allowed for HDF5 files created with
fs_strategy=”page”. Must be a power of two value and greater or
equal than the file space page size when creating the file. It is
not used by default.
min_meta_keep
Minimum percentage of metadata to keep in the page buffer before
allowing pages containing metadata to be evicted. Applicable only if
page_buf_size is set. Default value is zero.
min_raw_keep
Minimum percentage of raw data to keep in the page buffer before
allowing pages containing raw data to be evicted. Applicable only if
page_buf_size is set. Default value is zero.
locking
The file locking behavior. Defined as:
False (or “false”) – Disable file locking
True (or “true”) – Enable file locking
“best-effort” – Enable file locking but ignore some errors
None – Use HDF5 defaults
Warning
The HDF5_USE_FILE_LOCKING environment variable can override
this parameter.
Only available with HDF5 >= 1.12.1 or 1.10.x >= 1.10.7.
alignment_threshold
Together with alignment_interval, this property ensures that
any file object greater than or equal in size to the alignment
threshold (in bytes) will be aligned on an address which is a
multiple of alignment interval.
Return a properly-formatted per-iteration name for iteration
n_iter. (This is used in create/require/get_iter_group, but may
also be useful for naming datasets on a per-iteration basis.)
n_frames ({int, None}) – The number of frames to read. If not supplied, all of the
remaining frames will be read.
stride ({int, None}) – By default all of the frames will be read, but you can pass this
flag to read a subset of of the data by grabbing only every
stride-th frame from disk.
atom_indices ({int, None}) – By default all of the atom will be read, but you can pass this
flag to read only a subsets of the atoms for the coordinates and
velocities fields. Note that you will have to carefully manage
the indices and the offsets, since the i-th atom in the topology
will not necessarily correspond to the i-th atom in your subset.
Notes
If you’d like more flexible access to the data, that is available by
using the pytables group directly, which is accessible via the
root property on this class.
Returns:
frames – The returned namedtuple will have the fields “coordinates”, “time”, “cell_lengths”,
“cell_angles”, “velocities”, “kineticEnergy”, “potentialEnergy”,
“temperature” and “alchemicalLambda”. Each of the fields in the
returned namedtuple will either be a numpy array or None, dependening
on if that data was saved in the trajectory. All of the data shall be
n units of “nanometers”, “picoseconds”, “kelvin”, “degrees” and
“kilojoules_per_mole”.
n_frames ({int, None}) – The number of frames to read. If not supplied, all of the
remaining frames will be read.
stride ({int, None}) – By default all of the frames will be read, but you can pass this
flag to read a subset of of the data by grabbing only every
stride-th frame from disk.
atom_indices ({int, None}) – By default all of the atom will be read, but you can pass this
flag to read only a subsets of the atoms for the coordinates and
velocities fields. Note that you will have to carefully manage
the indices and the offsets, since the i-th atom in the topology
will not necessarily correspond to the i-th atom in your subset.
Returns:
trajectory – A trajectory object containing the loaded portion of the file.
Provide facilities for accessing WESTPA HDF5 files, including auto-opening and the ability
to pickle references to such files for transmission (through, e.g., the work manager), provided
that the HDF5 file can be accessed by the same path on both the sender and receiver.
Lazily open HDF5 file. This is required because allowing an open HDF5
file to cross a fork() boundary generally corrupts the internal state of
the HDF5 library.
Cache this dataset in RAM. If max_size is given, then only cache if the entire dataset
fits in max_size bytes. If max_size is the string ‘available’, then only cache if
the entire dataset fits in available RAM, as defined by the psutil module.
Calculate a linear least-squares regression for two sets of measurements.
Parameters:
x (array_like) –
Two sets of measurements. Both arrays should have the same length N. If
only x is given (and y=None), then it must be a two-dimensional
array where one dimension has length 2. The two sets of measurements
are then found by splitting the array along the length-2 dimension. In
the case where y=None and x is a 2xN array, linregress(x) is
equivalent to linregress(x[0],x[1]).
Deprecated since version 1.14.0: Inference of the two sets of measurements from a single argument x
is deprecated will result in an error in SciPy 1.16.0; the sets
must be specified separately as x and y.
y (array_like) –
Two sets of measurements. Both arrays should have the same length N. If
only x is given (and y=None), then it must be a two-dimensional
array where one dimension has length 2. The two sets of measurements
are then found by splitting the array along the length-2 dimension. In
the case where y=None and x is a 2xN array, linregress(x) is
equivalent to linregress(x[0],x[1]).
Deprecated since version 1.14.0: Inference of the two sets of measurements from a single argument x
is deprecated will result in an error in SciPy 1.16.0; the sets
must be specified separately as x and y.
alternative ({'two-sided', 'less', 'greater'}, optional) –
Defines the alternative hypothesis. Default is ‘two-sided’.
The following options are available:
’two-sided’: the slope of the regression line is nonzero
’less’: the slope of the regression line is less than zero
’greater’: the slope of the regression line is greater than zero
Added in version 1.7.0.
Returns:
result – The return value is an object with the following attributes:
slopefloat
Slope of the regression line.
interceptfloat
Intercept of the regression line.
rvaluefloat
The Pearson correlation coefficient. The square of rvalue
is equal to the coefficient of determination.
pvaluefloat
The p-value for a hypothesis test whose null hypothesis is
that the slope is zero, using Wald Test with t-distribution of
the test statistic. See alternative above for alternative
hypotheses.
stderrfloat
Standard error of the estimated slope (gradient), under the
assumption of residual normality.
intercept_stderrfloat
Standard error of the estimated intercept, under the assumption
of residual normality.
Return type:
LinregressResult instance
See also
scipy.optimize.curve_fit
Use non-linear least squares to fit a function to data.
scipy.optimize.leastsq
Minimize the sum of squares of a set of equations.
Notes
For compatibility with older versions of SciPy, the return value acts
like a namedtuple of length 5, with fields slope, intercept,
rvalue, pvalue and stderr, so one can continue to write:
slope,intercept,r,p,se=linregress(x,y)
With that style, however, the standard error of the intercept is not
available. To have access to all the computed values, including the
standard error of the intercept, use the return value as an object
with attributes, e.g.:
A class wrapping segment data that must be passed through the work manager or data manager.
Most fields are self-explanatory. One item worth noting is that a negative parent ID means that
the segment starts from the initial state with ID -(segment.parent_id+1)
Return a zip_longest object whose .__next__() method returns a tuple where
the i-th element comes from the i-th iterable argument. The .__next__()
method continues until the longest iterable in the argument sequence
is exhausted and then it raises StopIteration. When the shorter iterables
are exhausted, the fillvalue is substituted in their place. The fillvalue
defaults to None or can be specified by a keyword argument.
Dict subclass for counting hashable items. Sometimes called a bag
or multiset. Elements are stored as dictionary keys and their counts
are stored as dictionary values.
>>> c=Counter('abcdeabcdabcaba')# count elements from a string
>>> c.most_common(3)# three most common elements[('a', 5), ('b', 4), ('c', 3)]>>> sorted(c)# list all unique elements['a', 'b', 'c', 'd', 'e']>>> ''.join(sorted(c.elements()))# list elements with repetitions'aaaaabbbbcccdde'>>> sum(c.values())# total of all counts15
>>> c['a']# count of letter 'a'5>>> forelemin'shazam':# update counts from an iterable... c[elem]+=1# by adding 1 to each element's count>>> c['a']# now there are seven 'a'7>>> delc['b']# remove all 'b'>>> c['b']# now there are zero 'b'0
>>> d=Counter('simsalabim')# make another counter>>> c.update(d)# add in the second counter>>> c['a']# now there are nine 'a'9
>>> c.clear()# empty the counter>>> cCounter()
Note: If a count is set to zero or reduced to zero, it will remain
in the counter until the entry is deleted or the counter is cleared:
>>> c=Counter('aaabbc')>>> c['b']-=2# reduce the count of 'b' by two>>> c.most_common()# 'b' is still in, but its count is zero[('a', 3), ('c', 1), ('b', 0)]
Create a new, empty Counter object. And if given, count elements
from an input iterable. Or, initialize the count from another mapping
of elements to their counts.
>>> c=Counter()# a new, empty counter>>> c=Counter('gallahad')# a new counter from an iterable>>> c=Counter({'a':4,'b':2})# a new counter from a mapping>>> c=Counter(a=4,b=2)# a new counter from keyword args
Like dict.update() but subtracts counts instead of replacing them.
Counts can be reduced below zero. Both the inputs and outputs are
allowed to contain zero and negative counts.
Source can be an iterable, a dictionary, or another Counter instance.
>>> c=Counter('which')>>> c.subtract('witch')# subtract elements from another iterable>>> c.subtract(Counter('watch'))# subtract elements from another counter>>> c['h']# 2 in which, minus 1 in witch, minus 1 in watch0>>> c['w']# 1 in which, minus 1 in witch, minus 1 in watch-1
Like dict.update() but add counts instead of replacing them.
Source can be an iterable, a dictionary, or another Counter instance.
>>> c=Counter('which')>>> c.update('witch')# add elements from another iterable>>> d=Counter('watch')>>> c.update(d)# add elements from another counter>>> c['h']# four 'h' in which, witch, and watch4
Generator exposes a number of methods for generating random
numbers drawn from a variety of probability distributions. In addition to
the distribution-specific arguments, each method takes a keyword argument
size that defaults to None. If size is None, then a single
value is generated and returned. If size is an integer, then a 1-D
array filled with generated values is returned. If size is a tuple,
then an array with that shape is filled and returned.
The function numpy.random.default_rng() will instantiate
a Generator with numpy’s default BitGenerator.
No Compatibility Guarantee
Generator does not provide a version compatibility guarantee. In
particular, as better algorithms evolve the bit stream may change.
Parameters:
bit_generator (BitGenerator) – BitGenerator to use as the core generator.
Notes
The Python stdlib module :external+python:mod:`random` contains
pseudo-random number generator with a number of methods that are similar
to the ones available in Generator.
It uses Mersenne Twister, and this bit generator can
be accessed using MT19937. Generator, besides being
NumPy-aware, has the advantage that it provides a much larger number
of probability distributions to choose from.
Examples
>>> fromnumpy.randomimportGenerator,PCG64>>> rng=Generator(PCG64())>>> rng.standard_normal()-0.203 # random
The Beta distribution is a special case of the Dirichlet distribution,
and is related to the Gamma distribution. It has the probability
distribution function
It is often seen in Bayesian inference and order statistics.
Parameters:
a (float or array_like of floats) – Alpha, positive (>0).
b (float or array_like of floats) – Beta, positive (>0).
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a and b are both scalars.
Otherwise, np.broadcast(a,b).size samples are drawn.
Returns:
out – Drawn samples from the parameterized beta distribution.
Return type:
ndarray or scalar
Examples
The beta distribution has mean a/(a+b). If a==b and both
are > 1, the distribution is symmetric with mean 0.5.
>>> rng=np.random.default_rng()>>> a,b,size=2.0,2.0,10000>>> sample=rng.beta(a=a,b=b,size=size)>>> np.mean(sample)0.5047328775385895 # may vary
Otherwise the distribution is skewed left or right according to
whether a or b is greater. The distribution is mirror
symmetric. See for example:
>>> a,b,size=2,7,10000>>> sample_left=rng.beta(a=a,b=b,size=size)>>> sample_right=rng.beta(a=b,b=a,size=size)>>> m_left,m_right=np.mean(sample_left),np.mean(sample_right)>>> print(m_left,m_right)0.2238596793678923 0.7774613834041182 # may vary>>> print(m_left-a/(a+b))0.001637457145670096 # may vary>>> print(m_right-b/(a+b))-0.0003163943736596009 # may vary
Samples are drawn from a binomial distribution with specified
parameters, n trials and p probability of success where
n an integer >= 0 and p is in the interval [0,1]. (n may be
input as a float, but it is truncated to an integer in use)
Parameters:
n (int or array_like of ints) – Parameter of the distribution, >= 0. Floats are also accepted,
but they will be truncated to integers.
p (float or array_like of floats) – Parameter of the distribution, >= 0 and <=1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if n and p are both scalars.
Otherwise, np.broadcast(n,p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized binomial distribution, where
each sample is equal to the number of successes over the n trials.
Return type:
ndarray or scalar
See also
scipy.stats.binom
probability density function, distribution or cumulative density function, etc.
Notes
The probability mass function (PMF) for the binomial distribution is
\[P(N) = \binom{n}{N}p^N(1-p)^{n-N},\]
where \(n\) is the number of trials, \(p\) is the probability
of success, and \(N\) is the number of successes.
When estimating the standard error of a proportion in a population by
using a random sample, the normal distribution works well unless the
product p*n <=5, where p = population proportion estimate, and n =
number of samples, in which case the binomial distribution is used
instead. For example, a sample of 15 people shows 4 who are left
handed, and 11 who are right handed. Then p = 4/15 = 27%. 0.27*15 = 4,
so the binomial distribution should be used in this case.
Assume a company drills 9 wild-cat oil exploration wells, each with
an estimated probability of success of p=0.1. All nine wells fail.
What is the probability of that happening?
Over size=20,000 trials the probability of this happening
is on average:
>>> n,p,size=9,0.1,20000>>> np.sum(rng.binomial(n=n,p=p,size=size)==0)/size0.39015 # may vary
The following can be used to visualize a sample with n=100,
p=0.4 and the corresponding probability density function:
When df independent random variables, each with standard normal
distributions (mean 0, variance 1), are squared and summed, the
resulting distribution is chi-square (see Notes). This distribution
is often used in hypothesis testing.
Parameters:
df (float or array_like of floats) – Number of degrees of freedom, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if df is a scalar. Otherwise,
np.array(df).size samples are drawn.
Returns:
out – Drawn samples from the parameterized chi-square distribution.
Return type:
ndarray or scalar
Raises:
ValueError – When df <= 0 or when an inappropriate size (e.g. size=-1)
is given.
Notes
The variable obtained by summing the squares of df independent,
standard normally distributed random variables:
\[Q = \sum_{i=1}^{\mathtt{df}} X^2_i\]
is chi-square distributed, denoted
\[Q \sim \chi^2_k.\]
The probability density function of the chi-squared distribution is
a ({array_like, int}) – If an ndarray, a random sample is generated from its elements.
If an int, the random sample is generated from np.arange(a).
size ({int, tuple[int]}, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn from the 1-d a. If a has more
than one dimension, the size shape will be inserted into the
axis dimension, so the output ndim will be a.ndim-1+len(size). Default is None, in which case a single value is
returned.
replace (bool, optional) – Whether the sample is with or without replacement. Default is True,
meaning that a value of a can be selected multiple times.
p (1-D array_like, optional) – The probabilities associated with each entry in a.
If not given, the sample assumes a uniform distribution over all
entries in a.
axis (int, optional) – The axis along which the selection is performed. The default, 0,
selects by row.
shuffle (bool, optional) – Whether the sample is shuffled when sampling without replacement.
Default is True, False provides a speedup.
Returns:
samples – The generated random samples
Return type:
single item or ndarray
Raises:
ValueError – If a is an int and less than zero, if p is not 1-dimensional, if
a is array-like with a size 0, if p is not a vector of
probabilities, if a and p have different lengths, or if
replace=False and the sample size is greater than the population
size.
Setting user-specified probabilities through p uses a more general but less
efficient sampler than the default. The general sampler produces a different sample
than the optimized sampler even if each element of p is 1 / len(a).
p must sum to 1 when cast to float64. To ensure this, you may wish
to normalize using p=p/np.sum(p,dtype=float).
When passing a as an integer type and size is not specified, the return
type is a native Python int.
Examples
Generate a uniform random sample from np.arange(5) of size 3:
>>> rng=np.random.default_rng()>>> rng.choice(5,3)array([0, 3, 4]) # random>>> #This is equivalent to rng.integers(0,5,3)
Generate a non-uniform random sample from np.arange(5) of size 3:
>>> rng.choice(5,3,p=[0.1,0,0.3,0.6,0])array([3, 3, 0]) # random
Generate a uniform random sample from np.arange(5) of size 3 without
replacement:
>>> rng.choice(5,3,replace=False)array([3,1,0]) # random>>> #This is equivalent to rng.permutation(np.arange(5))[:3]
Generate a uniform random sample from a 2-D array along the first
axis (the default), without replacement:
>>> rng.choice([[0,1,2],[3,4,5],[6,7,8]],2,replace=False)array([[3, 4, 5], # random [0, 1, 2]])
Generate a non-uniform random sample from np.arange(5) of size
3 without replacement:
>>> rng.choice(5,3,replace=False,p=[0.1,0,0.3,0.6,0])array([2, 3, 0]) # random
Any of the above can be repeated with an arbitrary array-like
instead of just integers. For instance:
>>> aa_milne_arr=['pooh','rabbit','piglet','Christopher']>>> rng.choice(aa_milne_arr,5,p=[0.5,0.1,0.1,0.3])array(['pooh', 'pooh', 'pooh', 'Christopher', 'piglet'], # random dtype='<U11')
Draw size samples of dimension k from a Dirichlet distribution. A
Dirichlet-distributed random variable can be seen as a multivariate
generalization of a Beta distribution. The Dirichlet distribution
is a conjugate prior of a multinomial distribution in Bayesian
inference.
Parameters:
alpha (sequence of floats, length k) – Parameter of the distribution (length k for sample of
length k).
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n), then
m*n*k samples are drawn. Default is None, in which case a
vector of length k is returned.
Returns:
samples – The drawn samples, of shape (size,k).
Return type:
ndarray,
Raises:
ValueError – If any value in alpha is less than zero
Notes
The Dirichlet distribution is a distribution over vectors
\(x\) that fulfil the conditions \(x_i>0\) and
\(\sum_{i=1}^k x_i = 1\).
The probability density function \(p\) of a
Dirichlet-distributed random vector \(X\) is
proportional to
where \(\alpha\) is a vector containing the positive
concentration parameters.
The method uses the following property for computation: let \(Y\)
be a random vector which has components that follow a standard gamma
distribution, then \(X = \frac{1}{\sum_{i=1}^k{Y_i}} Y\)
is Dirichlet-distributed
References
Examples
Taking an example cited in Wikipedia, this distribution can be used if
one wanted to cut strings (each of initial length 1.0) into K pieces
with different lengths, where each piece had, on average, a designated
average length, but allowing some variation in the relative sizes of
the pieces.
for x>0 and 0 elsewhere. \(\beta\) is the scale parameter,
which is the inverse of the rate parameter \(\lambda = 1/\beta\).
The rate parameter is an alternative, widely used parameterization
of the exponential distribution [3]_.
The exponential distribution is a continuous analogue of the
geometric distribution. It describes many common situations, such as
the size of raindrops measured over many rainstorms [1]_, or the time
between page requests to Wikipedia [2]_.
Parameters:
scale (float or array_like of floats) – The scale parameter, \(\beta = 1/\lambda\). Must be
non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if scale is a scalar. Otherwise,
np.array(scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized exponential distribution.
Return type:
ndarray or scalar
Examples
Assume a company has 10000 customer support agents and the time
between customer calls is exponentially distributed and that the
average time between customer calls is 4 minutes.
Samples are drawn from an F distribution with specified parameters,
dfnum (degrees of freedom in numerator) and dfden (degrees of
freedom in denominator), where both parameters must be greater than
zero.
The random variate of the F distribution (also known as the
Fisher distribution) is a continuous probability distribution
that arises in ANOVA tests, and is the ratio of two chi-square
variates.
Parameters:
dfnum (float or array_like of floats) – Degrees of freedom in numerator, must be > 0.
dfden (float or array_like of float) – Degrees of freedom in denominator, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if dfnum and dfden are both scalars.
Otherwise, np.broadcast(dfnum,dfden).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Fisher distribution.
Return type:
ndarray or scalar
See also
scipy.stats.f
probability density function, distribution or cumulative density function, etc.
Notes
The F statistic is used to compare in-group variances to between-group
variances. Calculating the distribution depends on the sampling, and
so it is a function of the respective degrees of freedom in the
problem. The variable dfnum is the number of samples minus one, the
between-groups degrees of freedom, while dfden is the within-groups
degrees of freedom, the sum of the number of samples in each group
minus the number of groups.
References
Examples
An example from Glantz[1], pp 47-40:
Two groups, children of diabetics (25 people) and children from people
without diabetes (25 controls). Fasting blood glucose was measured,
case group had a mean value of 86.1, controls had a mean value of
82.2. Standard deviations were 2.09 and 2.49 respectively. Are these
data consistent with the null hypothesis that the parents diabetic
status does not affect their children’s blood glucose levels?
Calculating the F statistic from the data gives a value of 36.01.
Draw samples from the distribution:
>>> dfnum=1.# between group degrees of freedom>>> dfden=48.# within groups degrees of freedom>>> rng=np.random.default_rng()>>> s=rng.f(dfnum,dfden,1000)
The lower bound for the top 1% of the samples is :
>>> np.sort(s)[-10]7.61988120985 # random
So there is about a 1% chance that the F statistic will exceed 7.62,
the measured value is 36, so the null hypothesis is rejected at the 1%
level.
The corresponding probability density function for n=20
and m=20 is:
Samples are drawn from a Gamma distribution with specified parameters,
shape (sometimes designated “k”) and scale (sometimes designated
“theta”), where both parameters are > 0.
Parameters:
shape (float or array_like of floats) – The shape of the gamma distribution. Must be non-negative.
scale (float or array_like of floats, optional) – The scale of the gamma distribution. Must be non-negative.
Default is equal to 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if shape and scale are both scalars.
Otherwise, np.broadcast(shape,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized gamma distribution.
Return type:
ndarray or scalar
See also
scipy.stats.gamma
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gamma distribution is
where \(k\) is the shape and \(\theta\) the scale,
and \(\Gamma\) is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
Bernoulli trials are experiments with one of two outcomes:
success or failure (an example of such an experiment is flipping
a coin). The geometric distribution models the number of trials
that must be run in order to achieve success. It is therefore
supported on the positive integers, k=1,2,....
The probability mass function of the geometric distribution is
\[f(k) = (1 - p)^{k - 1} p\]
where p is the probability of success of an individual trial.
Parameters:
p (float or array_like of floats) – The probability of success of an individual trial.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if p is a scalar. Otherwise,
np.array(p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized geometric distribution.
Return type:
ndarray or scalar
References
Examples
Draw 10,000 values from the geometric distribution, with the
probability of an individual success equal to p=0.35:
Draw samples from a Gumbel distribution with specified location and
scale. For more information on the Gumbel distribution, see
Notes and References below.
Parameters:
loc (float or array_like of floats, optional) – The location of the mode of the distribution. Default is 0.
scale (float or array_like of floats, optional) – The scale parameter of the distribution. Default is 1. Must be non-
negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Gumbel distribution.
The Gumbel (or Smallest Extreme Value (SEV) or the Smallest Extreme
Value Type I) distribution is one of a class of Generalized Extreme
Value (GEV) distributions used in modeling extreme value problems.
The Gumbel is a special case of the Extreme Value Type I distribution
for maximums from distributions with “exponential-like” tails.
The probability density for the Gumbel distribution is
where \(\mu\) is the mode, a location parameter, and
\(\beta\) is the scale parameter.
The Gumbel (named for German mathematician Emil Julius Gumbel) was used
very early in the hydrology literature, for modeling the occurrence of
flood events. It is also used for modeling maximum wind speed and
rainfall rates. It is a “fat-tailed” distribution - the probability of
an event in the tail of the distribution is larger than if one used a
Gaussian, hence the surprisingly frequent occurrence of 100-year
floods. Floods were initially modeled as a Gaussian process, which
underestimated the frequency of extreme events.
It is one of a class of extreme value distributions, the Generalized
Extreme Value (GEV) distributions, which also includes the Weibull and
Frechet.
The function has a mean of \(\mu + 0.57721\beta\) and a variance
of \(\frac{\pi^2}{6}\beta^2\).
References
Examples
Draw samples from the distribution:
>>> rng=np.random.default_rng()>>> mu,beta=0,0.1# location and scale>>> s=rng.gumbel(mu,beta,1000)
Display the histogram of the samples, along with
the probability density function:
Samples are drawn from a hypergeometric distribution with specified
parameters, ngood (ways to make a good selection), nbad (ways to make
a bad selection), and nsample (number of items sampled, which is less
than or equal to the sum ngood+nbad).
Parameters:
ngood (int or array_like of ints) – Number of ways to make a good selection. Must be nonnegative and
less than 10**9.
nbad (int or array_like of ints) – Number of ways to make a bad selection. Must be nonnegative and
less than 10**9.
nsample (int or array_like of ints) – Number of items sampled. Must be nonnegative and less than
ngood+nbad.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if ngood, nbad, and nsample
are all scalars. Otherwise, np.broadcast(ngood,nbad,nsample).size
samples are drawn.
Returns:
out – Drawn samples from the parameterized hypergeometric distribution. Each
sample is the number of good items within a randomly selected subset of
size nsample taken from a set of ngood good items and nbad bad items.
for P(x) the probability of x good results in the drawn sample,
g = ngood, b = nbad, and n = nsample.
Consider an urn with black and white marbles in it, ngood of them
are black and nbad are white. If you draw nsample balls without
replacement, then the hypergeometric distribution describes the
distribution of black balls in the drawn sample.
Note that this distribution is very similar to the binomial
distribution, except that in this case, samples are drawn without
replacement, whereas in the Binomial case samples are drawn with
replacement (or the sample space is infinite). As the sample space
becomes large, this distribution approaches the binomial.
The arguments ngood and nbad each must be less than 10**9. For
extremely large arguments, the algorithm that is used to compute the
samples [4]_ breaks down because of loss of precision in floating point
calculations. For such large values, if nsample is not also large,
the distribution can be approximated with the binomial distribution,
binomial(n=nsample, p=ngood/(ngood + nbad)).
References
Examples
Draw samples from the distribution:
>>> rng=np.random.default_rng()>>> ngood,nbad,nsamp=100,2,10# number of good, number of bad, and number of samples>>> s=rng.hypergeometric(ngood,nbad,nsamp,1000)>>> frommatplotlib.pyplotimporthist>>> hist(s)# note that it is very unlikely to grab both bad items
Suppose you have an urn with 15 white and 15 black marbles.
If you pull 15 marbles at random, how likely is it that
12 or more of them are one color?
Return random integers from low (inclusive) to high (exclusive), or
if endpoint=True, low (inclusive) to high (inclusive). Replaces
RandomState.randint (with endpoint=False) and
RandomState.random_integers (with endpoint=True)
Return random integers from the “discrete uniform” distribution of
the specified dtype. If high is None (the default), then results are
from 0 to low.
Parameters:
low (int or array-like of ints) – Lowest (signed) integers to be drawn from the distribution (unless
high=None, in which case this parameter is 0 and this value is
used for high).
high (int or array-like of ints, optional) – If provided, one above the largest (signed) integer to be drawn
from the distribution (see above for behavior if high=None).
If array-like, must contain integer values
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result. Byteorder must be native.
The default value is np.int64.
endpoint (bool, optional) – If true, sample from the interval [low, high] instead of the
default [low, high)
Defaults to False
Returns:
out – size-shaped array of random integers from the appropriate
distribution, or a single such random int if size not provided.
Return type:
int or ndarray of ints
Notes
When using broadcasting with uint64 dtypes, the maximum value (2**64)
cannot be represented as a standard integer type. The high array (or
low if high is None) must have object dtype, e.g., array([2**64]).
Draw samples from the Laplace or double exponential distribution with
specified location (or mean) and scale (decay).
The Laplace distribution is similar to the Gaussian/normal distribution,
but is sharper at the peak and has fatter tails. It represents the
difference between two independent, identically distributed exponential
random variables.
Parameters:
loc (float or array_like of floats, optional) – The position, \(\mu\), of the distribution peak. Default is 0.
scale (float or array_like of floats, optional) – \(\lambda\), the exponential decay. Default is 1. Must be non-
negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Laplace distribution.
The first law of Laplace, from 1774, states that the frequency
of an error can be expressed as an exponential function of the
absolute magnitude of the error, which leads to the Laplace
distribution. For many problems in economics and health
sciences, this distribution seems to model the data better
than the standard Gaussian distribution.
Samples are drawn from a logistic distribution with specified
parameters, loc (location or mean, also median), and scale (>0).
Parameters:
loc (float or array_like of floats, optional) – Parameter of the distribution. Default is 0.
scale (float or array_like of floats, optional) – Parameter of the distribution. Must be non-negative.
Default is 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized logistic distribution.
Return type:
ndarray or scalar
See also
scipy.stats.logistic
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Logistic distribution is
The Logistic distribution is used in Extreme Value problems where it
can act as a mixture of Gumbel distributions, in Epidemiology, and by
the World Chess Federation (FIDE) where it is used in the Elo ranking
system, assuming the performance of each player is a logistically
distributed random variable.
Draw samples from a log-normal distribution with specified mean,
standard deviation, and array shape. Note that the mean and standard
deviation are not the values for the distribution itself, but of the
underlying normal distribution it is derived from.
Parameters:
mean (float or array_like of floats, optional) – Mean value of the underlying normal distribution. Default is 0.
sigma (float or array_like of floats, optional) – Standard deviation of the underlying normal distribution. Must be
non-negative. Default is 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if mean and sigma are both scalars.
Otherwise, np.broadcast(mean,sigma).size samples are drawn.
Returns:
out – Drawn samples from the parameterized log-normal distribution.
Return type:
ndarray or scalar
See also
scipy.stats.lognorm
probability density function, distribution, cumulative density function, etc.
Notes
A variable x has a log-normal distribution if log(x) is normally
distributed. The probability density function for the log-normal
distribution is:
\[p(x) = \frac{1}{\sigma x \sqrt{2\pi}}
e^{(-\frac{(ln(x)-\mu)^2}{2\sigma^2})}\]
where \(\mu\) is the mean and \(\sigma\) is the standard
deviation of the normally distributed logarithm of the variable.
A log-normal distribution results if a random variable is the product
of a large number of independent, identically-distributed variables in
the same way that a normal distribution results if the variable is the
sum of a large number of independent, identically-distributed
variables.
References
Examples
Draw samples from the distribution:
>>> rng=np.random.default_rng()>>> mu,sigma=3.,1.# mean and standard deviation>>> s=rng.lognormal(mu,sigma,1000)
Display the histogram of the samples, along with
the probability density function:
Demonstrate that taking the products of random samples from a uniform
distribution can be fit well by a log-normal probability density
function.
>>> # Generate a thousand samples: each is the product of 100 random>>> # values, drawn from a normal distribution.>>> rng=rng>>> b=[]>>> foriinrange(1000):... a=10.+rng.standard_normal(100)... b.append(np.prod(a))
>>> b=np.array(b)/np.min(b)# scale values to be positive>>> count,bins,_=plt.hist(b,100,density=True,align='mid')>>> sigma=np.std(np.log(b))>>> mu=np.mean(np.log(b))
Draw samples from a logarithmic series distribution.
Samples are drawn from a log series distribution with specified
shape parameter, 0 <= p < 1.
Parameters:
p (float or array_like of floats) – Shape parameter for the distribution. Must be in the range [0, 1).
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if p is a scalar. Otherwise,
np.array(p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized logarithmic series distribution.
Return type:
ndarray or scalar
See also
scipy.stats.logser
probability density function, distribution or cumulative density function, etc.
Notes
The probability mass function for the Log Series distribution is
\[P(k) = \frac{-p^k}{k \ln(1-p)},\]
where p = probability.
The log series distribution is frequently used to represent species
richness and occurrence, first proposed by Fisher, Corbet, and
Williams in 1943 [2]. It may also be used to model the numbers of
occupants seen in cars [3].
The multinomial distribution is a multivariate generalization of the
binomial distribution. Take an experiment with one of p
possible outcomes. An example of such an experiment is throwing a dice,
where the outcome can be 1 through 6. Each sample drawn from the
distribution represents n such experiments. Its values,
X_i=[X_0,X_1,...,X_p], represent the number of times the
outcome was i.
Parameters:
n (int or array-like of ints) – Number of experiments.
pvals (array-like of floats) – Probabilities of each of the p different outcomes with shape
(k0,k1,...,kn,p). Each element pvals[i,j,...,:] must
sum to 1 (however, the last element is always assumed to account
for the remaining probability, as long as
sum(pvals[...,:-1],axis=-1)<=1.0. Must have at least 1
dimension where pvals.shape[-1] > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn each with p elements. Default
is None where the output size is determined by the broadcast shape
of n and all by the final dimension of pvals, which is
denoted as b=(b0,b1,...,bq). If size is not None, then it
must be compatible with the broadcast shape b. Specifically,
size must have q or more elements and size[-(q-j):] must equal
bj.
Returns:
out – The drawn samples, of shape size, if provided. When size is
provided, the output shape is size + (p,) If not specified,
the shape is determined by the broadcast shape of n and
pvals, (b0,b1,...,bq) augmented with the dimension of
the multinomial, p, so that that output shape is
(b0,b1,...,bq,p).
Each entry out[i,j,...,:] is a p-dimensional value drawn
from the distribution.
Return type:
ndarray
Examples
Throw a dice 20 times:
>>> rng=np.random.default_rng()>>> rng.multinomial(20,[1/6.]*6,size=1)array([[4, 1, 7, 5, 2, 1]]) # random
The probability inputs should be normalized. As an implementation
detail, the value of the last entry is ignored and assumed to take
up any leftover probability mass, but this should not be relied on.
A biased coin which has twice as much weight on one side as on the
other should be sampled like so:
>>> rng.multinomial(100,[1.0/3,2.0/3])# RIGHTarray([38, 62]) # random
Generate variates from a multivariate hypergeometric distribution.
The multivariate hypergeometric distribution is a generalization
of the hypergeometric distribution.
Choose nsample items at random without replacement from a
collection with N distinct types. N is the length of
colors, and the values in colors are the number of occurrences
of that type in the collection. The total number of items in the
collection is sum(colors). Each random variate generated by this
function is a vector of length N holding the counts of the
different types that occurred in the nsample items.
The name colors comes from a common description of the
distribution: it is the probability distribution of the number of
marbles of each color selected without replacement from an urn
containing marbles of different colors; colors[i] is the number
of marbles in the urn with color i.
Parameters:
colors (sequence of integers) – The number of each type of item in the collection from which
a sample is drawn. The values in colors must be nonnegative.
To avoid loss of precision in the algorithm, sum(colors)
must be less than 10**9 when method is “marginals”.
nsample (int) – The number of items selected. nsample must not be greater
than sum(colors).
size (int or tuple of ints, optional) – The number of variates to generate, either an integer or a tuple
holding the shape of the array of variates. If the given size is,
e.g., (k,m), then k*m variates are drawn, where one
variate is a vector of length len(colors), and the return value
has shape (k,m,len(colors)). If size is an integer, the
output has shape (size,len(colors)). Default is None, in
which case a single variate is returned as an array with shape
(len(colors),).
method (string, optional) – Specify the algorithm that is used to generate the variates.
Must be ‘count’ or ‘marginals’ (the default). See the Notes
for a description of the methods.
Returns:
variates – Array of variates drawn from the multivariate hypergeometric
distribution.
The “count” algorithm uses a temporary array of integers with length
sum(colors).
The “marginals” algorithm generates a variate by using repeated
calls to the univariate hypergeometric sampler. It is roughly
equivalent to:
variate=np.zeros(len(colors),dtype=np.int64)# `remaining` is the cumulative sum of `colors` from the last# element to the first; e.g. if `colors` is [3, 1, 5], then# `remaining` is [9, 6, 5].remaining=np.cumsum(colors[::-1])[::-1]foriinrange(len(colors)-1):ifnsample<1:breakvariate[i]=hypergeometric(colors[i],remaining[i+1],nsample)nsample-=variate[i]variate[-1]=nsample
The default method is “marginals”. For some cases (e.g. when
colors contains relatively small integers), the “count” method
can be significantly faster than the “marginals” method. If
performance of the algorithm is important, test the two methods
with typical inputs to decide which works best.
Draw random samples from a multivariate normal distribution.
The multivariate normal, multinormal or Gaussian distribution is a
generalization of the one-dimensional normal distribution to higher
dimensions. Such a distribution is specified by its mean and
covariance matrix. These parameters are analogous to the mean
(average or “center”) and variance (the squared standard deviation,
or “width”) of the one-dimensional normal distribution.
Parameters:
mean (1-D array_like, of length N) – Mean of the N-dimensional distribution.
cov (2-D array_like, of shape (N, N)) – Covariance matrix of the distribution. It must be symmetric and
positive-semidefinite for proper sampling.
size (int or tuple of ints, optional) – Given a shape of, for example, (m,n,k), m*n*k samples are
generated, and packed in an m-by-n-by-k arrangement. Because
each sample is N-dimensional, the output shape is (m,n,k,N).
If no shape is specified, a single (N-D) sample is returned.
check_valid ({ 'warn', 'raise', 'ignore' }, optional) – Behavior when the covariance matrix is not positive semidefinite.
tol (float, optional) – Tolerance when checking the singular values in covariance matrix.
cov is cast to double before the check.
method ({ 'svd', 'eigh', 'cholesky'}, optional) – The cov input is used to compute a factor matrix A such that
A@A.T=cov. This argument is used to select the method
used to compute the factor matrix A. The default method ‘svd’ is
the slowest, while ‘cholesky’ is the fastest but less robust than
the slowest method. The method eigh uses eigen decomposition to
compute A and is faster than svd but slower than cholesky.
Returns:
out – The drawn samples, of shape size, if that was provided. If not,
the shape is (N,).
In other words, each entry out[i,j,...,:] is an N-dimensional
value drawn from the distribution.
Return type:
ndarray
Notes
The mean is a coordinate in N-dimensional space, which represents the
location where samples are most likely to be generated. This is
analogous to the peak of the bell curve for the one-dimensional or
univariate normal distribution.
Covariance indicates the level to which two variables vary together.
From the multivariate normal distribution, we draw N-dimensional
samples, \(X = [x_1, x_2, ... x_N]\). The covariance matrix
element \(C_{ij}\) is the covariance of \(x_i\) and \(x_j\).
The element \(C_{ii}\) is the variance of \(x_i\) (i.e. its
“spread”).
Instead of specifying the full covariance matrix, popular
approximations include:
Spherical covariance (cov is a multiple of the identity matrix)
Diagonal covariance (cov has non-negative elements, and only on
the diagonal)
This geometrical property can be seen in two dimensions by plotting
generated data-points:
Note that the covariance matrix must be positive semidefinite (a.k.a.
nonnegative-definite). Otherwise, the behavior of this method is
undefined and backwards compatibility is not guaranteed.
This function internally uses linear algebra routines, and thus results
may not be identical (even up to precision) across architectures, OSes,
or even builds. For example, this is likely if cov has multiple equal
singular values and method is 'svd' (default). In this case,
method='cholesky' may be more robust.
Here we generate 800 samples from the bivariate normal distribution
with mean [0, 0] and covariance matrix [[6, -3], [-3, 3.5]]. The
expected variances of the first and second components of the sample
are 6 and 3.5, respectively, and the expected correlation
coefficient is -3/sqrt(6*3.5) ≈ -0.65465.
Check that the mean, covariance, and correlation coefficient of the
sample are close to the expected values:
>>> pts.mean(axis=0)array([ 0.0326911 , -0.01280782]) # may vary>>> np.cov(pts.T)array([[ 5.96202397, -2.85602287], [-2.85602287, 3.47613949]]) # may vary>>> np.corrcoef(pts.T)[0,1]-0.6273591314603949 # may vary
We can visualize this data with a scatter plot. The orientation
of the point cloud illustrates the negative correlation of the
components of this sample.
Draw samples from a negative binomial distribution.
Samples are drawn from a negative binomial distribution with specified
parameters, n successes and p probability of success where n
is > 0 and p is in the interval (0, 1].
Parameters:
n (float or array_like of floats) – Parameter of the distribution, > 0.
p (float or array_like of floats) – Parameter of the distribution. Must satisfy 0 < p <= 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if n and p are both scalars.
Otherwise, np.broadcast(n,p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized negative binomial distribution,
where each sample is equal to N, the number of failures that
occurred before a total of n successes was reached.
Return type:
ndarray or scalar
Notes
The probability mass function of the negative binomial distribution is
where \(n\) is the number of successes, \(p\) is the
probability of success, \(N+n\) is the number of trials, and
\(\Gamma\) is the gamma function. When \(n\) is an integer,
\(\frac{\Gamma(N+n)}{N!\Gamma(n)} = \binom{N+n-1}{N}\), which is
the more common form of this term in the pmf. The negative
binomial distribution gives the probability of N failures given n
successes, with a success on the last trial.
If one throws a die repeatedly until the third time a “1” appears,
then the probability distribution of the number of non-“1”s that
appear before the third “1” is a negative binomial distribution.
Because this method internally calls Generator.poisson with an
intermediate random value, a ValueError is raised when the choice of
\(n\) and \(p\) would result in the mean + 10 sigma of the sampled
intermediate distribution exceeding the max acceptable value of the
Generator.poisson method. This happens when \(p\) is too low
(a lot of failures happen for every success) and \(n\) is too big (
a lot of successes are allowed).
Therefore, the \(n\) and \(p\) values must satisfy the constraint:
Where the left side of the equation is the derived mean + 10 sigma of
a sample from the gamma distribution internally used as the \(lam\)
parameter of a poisson sample, and the right side of the equation is
the constraint for maximum value of \(lam\) in Generator.poisson.
References
Examples
Draw samples from the distribution:
A real world example. A company drills wild-cat oil
exploration wells, each with an estimated probability of
success of 0.1. What is the probability of having one success
for each successive well, that is what is the probability of a
single success after drilling 5 wells, after 6 wells, etc.?
>>> rng=np.random.default_rng()>>> s=rng.negative_binomial(1,0.1,100000)>>> foriinrange(1,11):... probability=sum(s<i)/100000.... print(i,"wells drilled, probability of one success =",probability)
Draw samples from a noncentral chi-square distribution.
The noncentral \(\chi^2\) distribution is a generalization of
the \(\chi^2\) distribution.
Parameters:
df (float or array_like of floats) – Degrees of freedom, must be > 0.
nonc (float or array_like of floats) – Non-centrality, must be non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if df and nonc are both scalars.
Otherwise, np.broadcast(df,nonc).size samples are drawn.
Returns:
out – Drawn samples from the parameterized noncentral chi-square distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the noncentral Chi-square
distribution is
Samples are drawn from an F distribution with specified parameters,
dfnum (degrees of freedom in numerator) and dfden (degrees of
freedom in denominator), where both parameters > 1.
nonc is the non-centrality parameter.
Parameters:
dfnum (float or array_like of floats) – Numerator degrees of freedom, must be > 0.
dfden (float or array_like of floats) – Denominator degrees of freedom, must be > 0.
nonc (float or array_like of floats) – Non-centrality parameter, the sum of the squares of the numerator
means, must be >= 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if dfnum, dfden, and nonc
are all scalars. Otherwise, np.broadcast(dfnum,dfden,nonc).size
samples are drawn.
Returns:
out – Drawn samples from the parameterized noncentral Fisher distribution.
Return type:
ndarray or scalar
Notes
When calculating the power of an experiment (power = probability of
rejecting the null hypothesis when a specific alternative is true) the
non-central F statistic becomes important. When the null hypothesis is
true, the F statistic follows a central F distribution. When the null
hypothesis is not true, then it follows a non-central F statistic.
References
Examples
In a study, testing for a specific alternative to the null hypothesis
requires use of the Noncentral F distribution. We need to calculate the
area in the tail of the distribution that exceeds the value of the F
distribution for the null hypothesis. We’ll plot the two probability
distributions for comparison.
>>> rng=np.random.default_rng()>>> dfnum=3# between group deg of freedom>>> dfden=20# within groups degrees of freedom>>> nonc=3.0>>> nc_vals=rng.noncentral_f(dfnum,dfden,nonc,1000000)>>> NF=np.histogram(nc_vals,bins=50,density=True)>>> c_vals=rng.f(dfnum,dfden,1000000)>>> F=np.histogram(c_vals,bins=50,density=True)>>> importmatplotlib.pyplotasplt>>> plt.plot(F[1][1:],F[0])>>> plt.plot(NF[1][1:],NF[0])>>> plt.show()
Draw random samples from a normal (Gaussian) distribution.
The probability density function of the normal distribution, first
derived by De Moivre and 200 years later by both Gauss and Laplace
independently [2]_, is often called the bell curve because of
its characteristic shape (see the example below).
The normal distributions occurs often in nature. For example, it
describes the commonly occurring distribution of samples influenced
by a large number of tiny, random disturbances, each with its own
unique distribution [2]_.
Parameters:
loc (float or array_like of floats) – Mean (“centre”) of the distribution.
scale (float or array_like of floats) – Standard deviation (spread or “width”) of the distribution. Must be
non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized normal distribution.
Return type:
ndarray or scalar
See also
scipy.stats.norm
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gaussian distribution is
where \(\mu\) is the mean and \(\sigma\) the standard
deviation. The square of the standard deviation, \(\sigma^2\),
is called the variance.
The function has its peak at the mean, and its “spread” increases with
the standard deviation (the function reaches 0.607 times its maximum at
\(x + \sigma\) and \(x - \sigma\)[2]_). This implies that
normal() is more likely to return samples lying close to the
mean, rather than those far away.
References
Examples
Draw samples from the distribution:
>>> mu,sigma=0,0.1# mean and standard deviation>>> rng=np.random.default_rng()>>> s=rng.normal(mu,sigma,1000)
Verify the mean and the standard deviation:
>>> abs(mu-np.mean(s))0.0 # may vary
>>> abs(sigma-np.std(s,ddof=1))0.0 # may vary
Display the histogram of the samples, along with
the probability density function:
Draw samples from a Pareto II (AKA Lomax) distribution with
specified shape.
Parameters:
a (float or array_like of floats) – Shape of the distribution. Must be positive.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the Pareto II distribution.
Return type:
ndarray or scalar
See also
scipy.stats.pareto
Pareto I distribution
scipy.stats.lomax
Lomax (Pareto II) distribution
scipy.stats.genpareto
Generalized Pareto distribution
Notes
The probability density for the Pareto II distribution is
\[p(x) = \frac{a}{{x+1}^{a+1}} , x \ge 0\]
where \(a > 0\) is the shape.
The Pareto II distribution is a shifted and scaled version of the
Pareto I distribution, which can be found in scipy.stats.pareto.
Unlike shuffle, each slice along the given axis is shuffled
independently of the others.
Parameters:
x (array_like, at least one-dimensional) – Array to be shuffled.
axis (int, optional) – Slices of x in this axis are shuffled. Each slice
is shuffled independently of the others. If axis is
None, the flattened array is shuffled.
out (ndarray, optional) – If given, this is the destination of the shuffled array.
If out is None, a shuffled copy of the array is returned.
Returns:
If out is None, a shuffled copy of x is returned.
Otherwise, the shuffled array is stored in out,
and out is returned
An important distinction between methods shuffle and permuted is
how they both treat the axis parameter which can be found at
generator-handling-axis-parameter.
The Poisson distribution is the limit of the binomial distribution
for large N.
Parameters:
lam (float or array_like of floats) – Expected number of events occurring in a fixed-time interval,
must be >= 0. A sequence must be broadcastable over the requested
size.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if lam is a scalar. Otherwise,
np.array(lam).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Poisson distribution.
Return type:
ndarray or scalar
Notes
The probability mass function (PMF) of Poisson distribution is
For events with an expected separation \(\lambda\) the Poisson
distribution \(f(k; \lambda)\) describes the probability of
\(k\) events occurring within the observed
interval \(\lambda\).
Because the output is limited to the range of the C int64 type, a
ValueError is raised when lam is within 10 sigma of the maximum
representable value.
Draws samples in [0, 1] from a power distribution with positive
exponent a - 1.
Also known as the power function distribution.
Parameters:
a (float or array_like of floats) – Parameter of the distribution. Must be non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the parameterized power distribution.
Return type:
ndarray or scalar
Raises:
ValueError – If a <= 0.
Notes
The probability density function is
\[P(x; a) = ax^{a-1}, 0 \le x \le 1, a>0.\]
The power function distribution is just the inverse of the Pareto
distribution. It may also be seen as a special case of the Beta
distribution.
It is used, for example, in modeling the over-reporting of insurance
claims.
Return random floats in the half-open interval [0.0, 1.0).
Results are from the “continuous uniform” distribution over the
stated interval. To sample \(Unif[a, b), b > a\) use uniform
or multiply the output of random by (b-a) and add a:
(b-a)*random()+a
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
out (ndarray, optional) – Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns:
out – Array of random floats of shape size (unless size=None, in which
case a single float is returned).
The \(\chi\) and Weibull distributions are generalizations of the
Rayleigh.
Parameters:
scale (float or array_like of floats, optional) – Scale, also equals the mode. Must be non-negative. Default is 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if scale is a scalar. Otherwise,
np.array(scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Rayleigh distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the Rayleigh distribution is
The Rayleigh distribution would arise, for example, if the East
and North components of the wind velocity had identical zero-mean
Gaussian distributions. Then the wind speed would have a Rayleigh
distribution.
References
Examples
Draw values from the distribution and plot the histogram
An important distinction between methods shuffle and permuted is
how they both treat the axis parameter which can be found at
generator-handling-axis-parameter.
>>> # High quality entropy created with: f"0x{secrets.randbits(128):x}">>> entropy=0x3034c61a9ae04ff8cb62ab8ec2c4b501>>> rng=np.random.default_rng(entropy)
Create two new generators for example for parallel execution:
>>> child_rng1,child_rng2=rng.spawn(2)
Drawn numbers from each are independent but derived from the initial
seeding entropy:
Draw samples from a standard Cauchy distribution with mode = 0.
Also known as the Lorentz distribution.
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
Returns:
samples – The drawn samples.
Return type:
ndarray or scalar
Notes
The probability density function for the full Cauchy distribution is
and the Standard Cauchy distribution just sets \(x_0=0\) and
\(\gamma=1\)
The Cauchy distribution arises in the solution to the driven harmonic
oscillator problem, and also describes spectral line broadening. It
also describes the distribution of values at which a line tilted at
a random angle will cut the x axis.
When studying hypothesis tests that assume normality, seeing how the
tests perform on data from a Cauchy distribution is a good indicator of
their sensitivity to a heavy-tailed distribution, since the Cauchy looks
very much like a Gaussian distribution, but with heavier tails.
References
Examples
Draw samples and plot the distribution:
>>> importmatplotlib.pyplotasplt>>> rng=np.random.default_rng()>>> s=rng.standard_cauchy(1000000)>>> s=s[(s>-25)&(s<25)]# truncate distribution so it plots well>>> plt.hist(s,bins=100)>>> plt.show()
Draw samples from the standard exponential distribution.
standard_exponential is identical to the exponential distribution
with a scale parameter of 1.
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
method (str, optional) – Either ‘inv’ or ‘zig’. ‘inv’ uses the default inverse CDF method.
‘zig’ uses the much faster Ziggurat method of Marsaglia and Tsang.
out (ndarray, optional) – Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Samples are drawn from a Gamma distribution with specified parameters,
shape (sometimes designated “k”) and scale=1.
Parameters:
shape (float or array_like of floats) – Parameter, must be non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if shape is a scalar. Otherwise,
np.array(shape).size samples are drawn.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
out (ndarray, optional) – Alternative output array in which to place the result. If size is
not None, it must have the same shape as the provided size and
must match the type of the output values.
Returns:
out – Drawn samples from the parameterized standard gamma distribution.
Return type:
ndarray or scalar
See also
scipy.stats.gamma
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gamma distribution is
where \(k\) is the shape and \(\theta\) the scale,
and \(\Gamma\) is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
References
Examples
Draw samples from the distribution:
>>> shape,scale=2.,1.# mean and width>>> rng=np.random.default_rng()>>> s=rng.standard_gamma(shape,1000000)
Display the histogram of the samples, along with
the probability density function:
Draw samples from a standard Normal distribution (mean=0, stdev=1).
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
out (ndarray, optional) – Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns:
out – A floating-point array of shape size of drawn samples, or a
single sample if size was not specified.
Draw samples from a standard Student’s t distribution with df degrees
of freedom.
A special case of the hyperbolic distribution. As df gets
large, the result resembles that of the standard normal
distribution (standard_normal).
Parameters:
df (float or array_like of floats) – Degrees of freedom, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if df is a scalar. Otherwise,
np.array(df).size samples are drawn.
Returns:
out – Drawn samples from the parameterized standard Student’s t distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the t distribution is
The t test is based on an assumption that the data come from a
Normal distribution. The t test provides a way to test whether
the sample mean (that is the mean calculated from the data) is
a good estimate of the true mean.
The derivation of the t-distribution was first published in
1908 by William Gosset while working for the Guinness Brewery
in Dublin. Due to proprietary issues, he had to publish under
a pseudonym, and so he used the name Student.
References
Examples
From Dalgaard page 83 [1]_, suppose the daily energy intake for 11
women in kilojoules (kJ) is:
Does their energy intake deviate systematically from the recommended
value of 7725 kJ? Our null hypothesis will be the absence of deviation,
and the alternate hypothesis will be the presence of an effect that could be
either positive or negative, hence making our test 2-tailed.
Because we are estimating the mean and we have N=11 values in our sample,
we have N-1=10 degrees of freedom. We set our significance level to 95% and
compute the t statistic using the empirical mean and empirical standard
deviation of our intake. We use a ddof of 1 to base the computation of our
empirical standard deviation on an unbiased estimate of the variance (note:
the final estimate is not unbiased due to the concave nature of the square
root).
Does our t statistic land in one of the two critical regions found at
both tails of the distribution?
>>> np.sum(np.abs(t)<np.abs(s))/float(len(s))0.018318 #random < 0.05, statistic is in critical region
The probability value for this 2-tailed test is about 1.83%, which is
lower than the 5% pre-determined significance threshold.
Therefore, the probability of observing values as extreme as our intake
conditionally on the null hypothesis being true is too low, and we reject
the null hypothesis of no deviation.
Draw samples from the triangular distribution over the
interval [left,right].
The triangular distribution is a continuous probability
distribution with lower limit left, peak at mode, and upper
limit right. Unlike the other distributions, these parameters
directly define the shape of the pdf.
Parameters:
left (float or array_like of floats) – Lower limit.
mode (float or array_like of floats) – The value where the peak of the distribution occurs.
The value must fulfill the condition left<=mode<=right.
right (float or array_like of floats) – Upper limit, must be larger than left.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if left, mode, and right
are all scalars. Otherwise, np.broadcast(left,mode,right).size
samples are drawn.
Returns:
out – Drawn samples from the parameterized triangular distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the triangular distribution is
\[\begin{split}P(x;l, m, r) = \begin{cases}
\frac{2(x-l)}{(r-l)(m-l)}& \text{for $l \leq x \leq m$},\\
\frac{2(r-x)}{(r-l)(r-m)}& \text{for $m \leq x \leq r$},\\
0& \text{otherwise}.
\end{cases}\end{split}\]
The triangular distribution is often used in ill-defined
problems where the underlying distribution is not known, but
some knowledge of the limits and mode exists. Often it is used
in simulations.
References
Examples
Draw values from the distribution and plot the histogram:
Samples are uniformly distributed over the half-open interval
[low,high) (includes low, but excludes high). In other words,
any value within the given interval is equally likely to be drawn
by uniform.
Parameters:
low (float or array_like of floats, optional) – Lower boundary of the output interval. All values generated will be
greater than or equal to low. The default value is 0.
high (float or array_like of floats) – Upper boundary of the output interval. All values generated will be
less than high. The high limit may be included in the returned array of
floats due to floating-point rounding in the equation
low+(high-low)*random_sample(). high - low must be
non-negative. The default value is 1.0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if low and high are both scalars.
Otherwise, np.broadcast(low,high).size samples are drawn.
Returns:
out – Drawn samples from the parameterized uniform distribution.
Samples are drawn from a von Mises distribution with specified mode
(mu) and concentration (kappa), on the interval [-pi, pi].
The von Mises distribution (also known as the circular normal
distribution) is a continuous probability distribution on the unit
circle. It may be thought of as the circular analogue of the normal
distribution.
Parameters:
mu (float or array_like of floats) – Mode (“center”) of the distribution.
kappa (float or array_like of floats) – Concentration of the distribution, has to be >=0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if mu and kappa are both scalars.
Otherwise, np.broadcast(mu,kappa).size samples are drawn.
Returns:
out – Drawn samples from the parameterized von Mises distribution.
Return type:
ndarray or scalar
See also
scipy.stats.vonmises
probability density function, distribution, or cumulative density function, etc.
Notes
The probability density for the von Mises distribution is
where \(\mu\) is the mode and \(\kappa\) the concentration,
and \(I_0(\kappa)\) is the modified Bessel function of order 0.
The von Mises is named for Richard Edler von Mises, who was born in
Austria-Hungary, in what is now the Ukraine. He fled to the United
States in 1939 and became a professor at Harvard. He worked in
probability theory, aerodynamics, fluid mechanics, and philosophy of
science.
References
Examples
Draw samples from the distribution:
>>> mu,kappa=0.0,4.0# mean and concentration>>> rng=np.random.default_rng()>>> s=rng.vonmises(mu,kappa,1000)
Display the histogram of the samples, along with
the probability density function:
Draw samples from a Wald, or inverse Gaussian, distribution.
As the scale approaches infinity, the distribution becomes more like a
Gaussian. Some references claim that the Wald is an inverse Gaussian
with mean equal to 1, but this is by no means universal.
The inverse Gaussian distribution was first studied in relationship to
Brownian motion. In 1956 M.C.K. Tweedie used the name inverse Gaussian
because there is an inverse relationship between the time to cover a
unit distance and distance covered in unit time.
Parameters:
mean (float or array_like of floats) – Distribution mean, must be > 0.
scale (float or array_like of floats) – Scale parameter, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if mean and scale are both scalars.
Otherwise, np.broadcast(mean,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Wald distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the Wald distribution is
As noted above the inverse Gaussian distribution first arise
from attempts to model Brownian motion. It is also a
competitor to the Weibull for use in reliability modeling and
modeling stock returns and interest rate processes.
References
Examples
Draw values from the distribution and plot the histogram:
Draw samples from a 1-parameter Weibull distribution with the given
shape parameter a.
\[X = (-ln(U))^{1/a}\]
Here, U is drawn from the uniform distribution over (0,1].
The more common 2-parameter Weibull, including a scale parameter
\(\lambda\) is just \(X = \lambda(-ln(U))^{1/a}\).
Parameters:
a (float or array_like of floats) – Shape parameter of the distribution. Must be nonnegative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Weibull distribution.
The Weibull (or Type III asymptotic extreme value distribution
for smallest values, SEV Type III, or Rosin-Rammler
distribution) is one of a class of Generalized Extreme Value
(GEV) distributions used in modeling extreme value problems.
This class includes the Gumbel and Frechet distributions.
The probability density for the Weibull distribution is
Samples are drawn from a Zipf distribution with specified parameter
a > 1.
The Zipf distribution (also known as the zeta distribution) is a
discrete probability distribution that satisfies Zipf’s law: the
frequency of an item is inversely proportional to its rank in a
frequency table.
Parameters:
a (float or array_like of floats) – Distribution parameter. Must be greater than 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Zipf distribution.
Return type:
ndarray or scalar
See also
scipy.stats.zipf
probability density function, distribution, or cumulative density function, etc.
Notes
The probability mass function (PMF) for the Zipf distribution is
\[p(k) = \frac{k^{-a}}{\zeta(a)},\]
for integers \(k \geq 1\), where \(\zeta\) is the Riemann Zeta
function.
It is named for the American linguist George Kingsley Zipf, who noted
that the frequency of any word in a sample of a language is inversely
proportional to its rank in the frequency table.
Container for the Mersenne Twister pseudo-random number generator.
Parameters:
seed ({None, int, array_like[ints], SeedSequence}, optional) – A seed to initialize the BitGenerator. If None, then fresh,
unpredictable entropy will be pulled from the OS. If an int or
array_like[ints] is passed, then it will be passed to
SeedSequence to derive the initial BitGenerator state. One may also
pass in a SeedSequence instance.
Lock instance that is shared so that the same bit git generator can
be used in multiple Generators without corrupting the state. Code that
generates values from a bit generator should hold the bit generator’s
lock.
Type:
threading.Lock
Notes
MT19937 provides a capsule containing function pointers that produce
doubles, and unsigned 32 and 64- bit integers [1]_. These are not
directly consumable in Python and must be consumed by a Generator
or similar object that supports low-level access.
The Python stdlib module “random” also contains a Mersenne Twister
pseudo-random number generator.
State and Seeding
The MT19937 state vector consists of a 624-element array of
32-bit unsigned integers plus a single integer value between 0 and 624
that indexes the current position within the main array.
The input seed is processed by SeedSequence to fill the whole state. The
first element is reset such that only its most significant bit is set.
Parallel Features
The preferred way to use a BitGenerator in parallel applications is to use
the SeedSequence.spawn method to obtain entropy values, and to use these
to generate new BitGenerators:
Another method is to use MT19937.jumped which advances the state as-if
\(2^{128}\) random numbers have been generated ([1]_, [2]_). This
allows the original sequence to be split so that distinct segments can be
used in each worker process. All generators should be chained to ensure
that the segments come from the same sequence.
The jump step is computed using a modified version of Matsumoto’s
implementation of Horner’s method. The step polynomial is precomputed
to perform 2**128 steps. The jumped state has been verified to match
the state produced using Matsumoto’s original code.
A class wrapping segment data that must be passed through the work manager or data manager.
Most fields are self-explanatory. One item worth noting is that a negative parent ID means that
the segment starts from the initial state with ID -(segment.parent_id+1)
Describes an initial state for a new trajectory. These are generally constructed by
appropriate modification of a basis state.
Variables:
state_id – Integer identifier of this state, usually set by the
data manager.
basis_state_id – Identifier of the basis state from which this state was
generated, or None.
basis_state – The BasisState from which this state was generated, or None.
iter_created – Iteration in which this state was generated (0 for
simulation initialization).
iter_used – Iteration in which this state was used to initiate a
trajectory (None for unused).
istate_type – Integer describing the type of this initial state
(ISTATE_TYPE_BASIS for direct use of a basis state,
ISTATE_TYPE_GENERATED for a state generated from a basis state,
ISTATE_TYPE_RESTART for a state corresponding to the endpoint
of a segment in another simulation, or
ISTATE_TYPE_START for a state generated from a start state).
istate_status – Integer describing whether this initial state has been properly
prepared.
pcoord – The representative progress coordinate of this state.
Registers a callback to execute during the given hook into the simulation loop. The optional
priority is used to order when the function is called relative to other registered callbacks.
For each of the given basis_states, calculate progress coordinate values
as necessary. The HDF5 file is not updated. The BasisState objects are explicitly
copied from the futures in order to retain auxdata/restart files (under BasisState.data)
from certain work managers (e.g., the processes work manager.)
Add n_states initial states to the internal list of initial states assigned to
recycled particles. Spare states are used if available, otherwise new states are created.
If created new initial states requires generation, then a set of futures is returned
representing work manager tasks corresponding to the necessary generation work.
Calculate and write flux and transition count matrices to HDF5. Population and rate matrices
are likely useless at the single-tau level and are no longer written.
Run the weighted ensemble algorithm based on the binning in self.final_bins and
the recycled particles in self.to_recycle, creating and committing the next iteration’s
segments to storage as well.
A class wrapping segment data that must be passed through the work manager or data manager.
Most fields are self-explanatory. One item worth noting is that a negative parent ID means that
the segment starts from the initial state with ID -(segment.parent_id+1)
Describes an basis (micro)state. These basis states are used to generate
initial states for new trajectories, either at the beginning of the simulation
(i.e. at w_init) or due to recycling.
Variables:
state_id – Integer identifier of this state, usually set by the
data manager.
label – A descriptive label for this microstate (may be empty)
probability – Probability of this state to be selected when creating a
new trajectory.
pcoord – The representative progress coordinate of this state.
auxref – A user-provided (string) reference for locating data associated
with this state (usually a filesystem path).
Read a file defining basis states. Each line defines a state, and contains a label, the probability,
and optionally a data reference, separated by whitespace, as in:
Describes an initial state for a new trajectory. These are generally constructed by
appropriate modification of a basis state.
Variables:
state_id – Integer identifier of this state, usually set by the
data manager.
basis_state_id – Identifier of the basis state from which this state was
generated, or None.
basis_state – The BasisState from which this state was generated, or None.
iter_created – Iteration in which this state was generated (0 for
simulation initialization).
iter_used – Iteration in which this state was used to initiate a
trajectory (None for unused).
istate_type – Integer describing the type of this initial state
(ISTATE_TYPE_BASIS for direct use of a basis state,
ISTATE_TYPE_GENERATED for a state generated from a basis state,
ISTATE_TYPE_RESTART for a state corresponding to the endpoint
of a segment in another simulation, or
ISTATE_TYPE_START for a state generated from a start state).
istate_status – Integer describing whether this initial state has been properly
prepared.
pcoord – The representative progress coordinate of this state.
Read a file defining target states. Each line defines a state, and contains a label followed
by a representative progress coordinate value, separated by whitespace, as in:
bound0.02
for a single target and one-dimensional progress coordinates or:
bound2.70.0drift10050.0
for two targets and a two-dimensional progress coordinate.
Given iterables of basis and initial states (and optionally segments that use them),
return minimal sets (as in __builtins__.set) of states needed to describe the history of the given
segments an initial states.
A description of the system being simulated, including the dimensionality and
data type of the progress coordinate, the number of progress coordinate entries
expected from each segment, and binning. To construct a simulation, the user must
subclass WESTSystem and set several instance variables.
At a minimum, the user must subclass WESTSystem and override
:method:`initialize` to set the data type and dimensionality of progress
coordinate data and define a bin mapper.
Variables:
pcoord_ndim – The number of dimensions in the progress coordinate.
Defaults to 1 (i.e. a one-dimensional progress
coordinate).
pcoord_dtype – The data type of the progress coordinate, which must be
callable (e.g. np.float32 and long will work,
but '<f4' and '<i8' will not). Defaults to
np.float64.
pcoord_len – The length of the progress coordinate time series
generated by each segment, including both the initial
and final values. Defaults to 2 (i.e. only the initial
and final progress coordinate values for a segment are
returned from propagation).
bin_mapper – A bin mapper describing the progress coordinate space.
bin_target_counts – A vector of target counts, one per bin.
Prepare this system object for use in simulation or analysis,
creating a bin space, setting replicas per bin, and so on. This
function is called whenever a WEST tool creates an instance of the
system driver.
A hook for system-specific processing for the end of a simulation run
(as defined by such things as maximum wallclock time, rather than perhaps
more scientifically-significant definitions of “the end of a simulation run”)
Return an appropriately-sized and -typed pcoord array for a timepoint, segment,
or number of segments. If pcoord_len is not specified (or None), then
a length appropriate for a segment is returned.
Appends a line to those written when the file header is written. The
appropriate comment string will be prepended, so line should not include
a comment character.
Generator exposes a number of methods for generating random
numbers drawn from a variety of probability distributions. In addition to
the distribution-specific arguments, each method takes a keyword argument
size that defaults to None. If size is None, then a single
value is generated and returned. If size is an integer, then a 1-D
array filled with generated values is returned. If size is a tuple,
then an array with that shape is filled and returned.
The function numpy.random.default_rng() will instantiate
a Generator with numpy’s default BitGenerator.
No Compatibility Guarantee
Generator does not provide a version compatibility guarantee. In
particular, as better algorithms evolve the bit stream may change.
Parameters:
bit_generator (BitGenerator) – BitGenerator to use as the core generator.
Notes
The Python stdlib module :external+python:mod:`random` contains
pseudo-random number generator with a number of methods that are similar
to the ones available in Generator.
It uses Mersenne Twister, and this bit generator can
be accessed using MT19937. Generator, besides being
NumPy-aware, has the advantage that it provides a much larger number
of probability distributions to choose from.
Examples
>>> fromnumpy.randomimportGenerator,PCG64>>> rng=Generator(PCG64())>>> rng.standard_normal()-0.203 # random
The Beta distribution is a special case of the Dirichlet distribution,
and is related to the Gamma distribution. It has the probability
distribution function
It is often seen in Bayesian inference and order statistics.
Parameters:
a (float or array_like of floats) – Alpha, positive (>0).
b (float or array_like of floats) – Beta, positive (>0).
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a and b are both scalars.
Otherwise, np.broadcast(a,b).size samples are drawn.
Returns:
out – Drawn samples from the parameterized beta distribution.
Return type:
ndarray or scalar
Examples
The beta distribution has mean a/(a+b). If a==b and both
are > 1, the distribution is symmetric with mean 0.5.
>>> rng=np.random.default_rng()>>> a,b,size=2.0,2.0,10000>>> sample=rng.beta(a=a,b=b,size=size)>>> np.mean(sample)0.5047328775385895 # may vary
Otherwise the distribution is skewed left or right according to
whether a or b is greater. The distribution is mirror
symmetric. See for example:
>>> a,b,size=2,7,10000>>> sample_left=rng.beta(a=a,b=b,size=size)>>> sample_right=rng.beta(a=b,b=a,size=size)>>> m_left,m_right=np.mean(sample_left),np.mean(sample_right)>>> print(m_left,m_right)0.2238596793678923 0.7774613834041182 # may vary>>> print(m_left-a/(a+b))0.001637457145670096 # may vary>>> print(m_right-b/(a+b))-0.0003163943736596009 # may vary
Samples are drawn from a binomial distribution with specified
parameters, n trials and p probability of success where
n an integer >= 0 and p is in the interval [0,1]. (n may be
input as a float, but it is truncated to an integer in use)
Parameters:
n (int or array_like of ints) – Parameter of the distribution, >= 0. Floats are also accepted,
but they will be truncated to integers.
p (float or array_like of floats) – Parameter of the distribution, >= 0 and <=1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if n and p are both scalars.
Otherwise, np.broadcast(n,p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized binomial distribution, where
each sample is equal to the number of successes over the n trials.
Return type:
ndarray or scalar
See also
scipy.stats.binom
probability density function, distribution or cumulative density function, etc.
Notes
The probability mass function (PMF) for the binomial distribution is
\[P(N) = \binom{n}{N}p^N(1-p)^{n-N},\]
where \(n\) is the number of trials, \(p\) is the probability
of success, and \(N\) is the number of successes.
When estimating the standard error of a proportion in a population by
using a random sample, the normal distribution works well unless the
product p*n <=5, where p = population proportion estimate, and n =
number of samples, in which case the binomial distribution is used
instead. For example, a sample of 15 people shows 4 who are left
handed, and 11 who are right handed. Then p = 4/15 = 27%. 0.27*15 = 4,
so the binomial distribution should be used in this case.
Assume a company drills 9 wild-cat oil exploration wells, each with
an estimated probability of success of p=0.1. All nine wells fail.
What is the probability of that happening?
Over size=20,000 trials the probability of this happening
is on average:
>>> n,p,size=9,0.1,20000>>> np.sum(rng.binomial(n=n,p=p,size=size)==0)/size0.39015 # may vary
The following can be used to visualize a sample with n=100,
p=0.4 and the corresponding probability density function:
When df independent random variables, each with standard normal
distributions (mean 0, variance 1), are squared and summed, the
resulting distribution is chi-square (see Notes). This distribution
is often used in hypothesis testing.
Parameters:
df (float or array_like of floats) – Number of degrees of freedom, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if df is a scalar. Otherwise,
np.array(df).size samples are drawn.
Returns:
out – Drawn samples from the parameterized chi-square distribution.
Return type:
ndarray or scalar
Raises:
ValueError – When df <= 0 or when an inappropriate size (e.g. size=-1)
is given.
Notes
The variable obtained by summing the squares of df independent,
standard normally distributed random variables:
\[Q = \sum_{i=1}^{\mathtt{df}} X^2_i\]
is chi-square distributed, denoted
\[Q \sim \chi^2_k.\]
The probability density function of the chi-squared distribution is
a ({array_like, int}) – If an ndarray, a random sample is generated from its elements.
If an int, the random sample is generated from np.arange(a).
size ({int, tuple[int]}, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn from the 1-d a. If a has more
than one dimension, the size shape will be inserted into the
axis dimension, so the output ndim will be a.ndim-1+len(size). Default is None, in which case a single value is
returned.
replace (bool, optional) – Whether the sample is with or without replacement. Default is True,
meaning that a value of a can be selected multiple times.
p (1-D array_like, optional) – The probabilities associated with each entry in a.
If not given, the sample assumes a uniform distribution over all
entries in a.
axis (int, optional) – The axis along which the selection is performed. The default, 0,
selects by row.
shuffle (bool, optional) – Whether the sample is shuffled when sampling without replacement.
Default is True, False provides a speedup.
Returns:
samples – The generated random samples
Return type:
single item or ndarray
Raises:
ValueError – If a is an int and less than zero, if p is not 1-dimensional, if
a is array-like with a size 0, if p is not a vector of
probabilities, if a and p have different lengths, or if
replace=False and the sample size is greater than the population
size.
Setting user-specified probabilities through p uses a more general but less
efficient sampler than the default. The general sampler produces a different sample
than the optimized sampler even if each element of p is 1 / len(a).
p must sum to 1 when cast to float64. To ensure this, you may wish
to normalize using p=p/np.sum(p,dtype=float).
When passing a as an integer type and size is not specified, the return
type is a native Python int.
Examples
Generate a uniform random sample from np.arange(5) of size 3:
>>> rng=np.random.default_rng()>>> rng.choice(5,3)array([0, 3, 4]) # random>>> #This is equivalent to rng.integers(0,5,3)
Generate a non-uniform random sample from np.arange(5) of size 3:
>>> rng.choice(5,3,p=[0.1,0,0.3,0.6,0])array([3, 3, 0]) # random
Generate a uniform random sample from np.arange(5) of size 3 without
replacement:
>>> rng.choice(5,3,replace=False)array([3,1,0]) # random>>> #This is equivalent to rng.permutation(np.arange(5))[:3]
Generate a uniform random sample from a 2-D array along the first
axis (the default), without replacement:
>>> rng.choice([[0,1,2],[3,4,5],[6,7,8]],2,replace=False)array([[3, 4, 5], # random [0, 1, 2]])
Generate a non-uniform random sample from np.arange(5) of size
3 without replacement:
>>> rng.choice(5,3,replace=False,p=[0.1,0,0.3,0.6,0])array([2, 3, 0]) # random
Any of the above can be repeated with an arbitrary array-like
instead of just integers. For instance:
>>> aa_milne_arr=['pooh','rabbit','piglet','Christopher']>>> rng.choice(aa_milne_arr,5,p=[0.5,0.1,0.1,0.3])array(['pooh', 'pooh', 'pooh', 'Christopher', 'piglet'], # random dtype='<U11')
Draw size samples of dimension k from a Dirichlet distribution. A
Dirichlet-distributed random variable can be seen as a multivariate
generalization of a Beta distribution. The Dirichlet distribution
is a conjugate prior of a multinomial distribution in Bayesian
inference.
Parameters:
alpha (sequence of floats, length k) – Parameter of the distribution (length k for sample of
length k).
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n), then
m*n*k samples are drawn. Default is None, in which case a
vector of length k is returned.
Returns:
samples – The drawn samples, of shape (size,k).
Return type:
ndarray,
Raises:
ValueError – If any value in alpha is less than zero
Notes
The Dirichlet distribution is a distribution over vectors
\(x\) that fulfil the conditions \(x_i>0\) and
\(\sum_{i=1}^k x_i = 1\).
The probability density function \(p\) of a
Dirichlet-distributed random vector \(X\) is
proportional to
where \(\alpha\) is a vector containing the positive
concentration parameters.
The method uses the following property for computation: let \(Y\)
be a random vector which has components that follow a standard gamma
distribution, then \(X = \frac{1}{\sum_{i=1}^k{Y_i}} Y\)
is Dirichlet-distributed
References
Examples
Taking an example cited in Wikipedia, this distribution can be used if
one wanted to cut strings (each of initial length 1.0) into K pieces
with different lengths, where each piece had, on average, a designated
average length, but allowing some variation in the relative sizes of
the pieces.
for x>0 and 0 elsewhere. \(\beta\) is the scale parameter,
which is the inverse of the rate parameter \(\lambda = 1/\beta\).
The rate parameter is an alternative, widely used parameterization
of the exponential distribution [3]_.
The exponential distribution is a continuous analogue of the
geometric distribution. It describes many common situations, such as
the size of raindrops measured over many rainstorms [1]_, or the time
between page requests to Wikipedia [2]_.
Parameters:
scale (float or array_like of floats) – The scale parameter, \(\beta = 1/\lambda\). Must be
non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if scale is a scalar. Otherwise,
np.array(scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized exponential distribution.
Return type:
ndarray or scalar
Examples
Assume a company has 10000 customer support agents and the time
between customer calls is exponentially distributed and that the
average time between customer calls is 4 minutes.
Samples are drawn from an F distribution with specified parameters,
dfnum (degrees of freedom in numerator) and dfden (degrees of
freedom in denominator), where both parameters must be greater than
zero.
The random variate of the F distribution (also known as the
Fisher distribution) is a continuous probability distribution
that arises in ANOVA tests, and is the ratio of two chi-square
variates.
Parameters:
dfnum (float or array_like of floats) – Degrees of freedom in numerator, must be > 0.
dfden (float or array_like of float) – Degrees of freedom in denominator, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if dfnum and dfden are both scalars.
Otherwise, np.broadcast(dfnum,dfden).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Fisher distribution.
Return type:
ndarray or scalar
See also
scipy.stats.f
probability density function, distribution or cumulative density function, etc.
Notes
The F statistic is used to compare in-group variances to between-group
variances. Calculating the distribution depends on the sampling, and
so it is a function of the respective degrees of freedom in the
problem. The variable dfnum is the number of samples minus one, the
between-groups degrees of freedom, while dfden is the within-groups
degrees of freedom, the sum of the number of samples in each group
minus the number of groups.
References
Examples
An example from Glantz[1], pp 47-40:
Two groups, children of diabetics (25 people) and children from people
without diabetes (25 controls). Fasting blood glucose was measured,
case group had a mean value of 86.1, controls had a mean value of
82.2. Standard deviations were 2.09 and 2.49 respectively. Are these
data consistent with the null hypothesis that the parents diabetic
status does not affect their children’s blood glucose levels?
Calculating the F statistic from the data gives a value of 36.01.
Draw samples from the distribution:
>>> dfnum=1.# between group degrees of freedom>>> dfden=48.# within groups degrees of freedom>>> rng=np.random.default_rng()>>> s=rng.f(dfnum,dfden,1000)
The lower bound for the top 1% of the samples is :
>>> np.sort(s)[-10]7.61988120985 # random
So there is about a 1% chance that the F statistic will exceed 7.62,
the measured value is 36, so the null hypothesis is rejected at the 1%
level.
The corresponding probability density function for n=20
and m=20 is:
Samples are drawn from a Gamma distribution with specified parameters,
shape (sometimes designated “k”) and scale (sometimes designated
“theta”), where both parameters are > 0.
Parameters:
shape (float or array_like of floats) – The shape of the gamma distribution. Must be non-negative.
scale (float or array_like of floats, optional) – The scale of the gamma distribution. Must be non-negative.
Default is equal to 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if shape and scale are both scalars.
Otherwise, np.broadcast(shape,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized gamma distribution.
Return type:
ndarray or scalar
See also
scipy.stats.gamma
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gamma distribution is
where \(k\) is the shape and \(\theta\) the scale,
and \(\Gamma\) is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
Bernoulli trials are experiments with one of two outcomes:
success or failure (an example of such an experiment is flipping
a coin). The geometric distribution models the number of trials
that must be run in order to achieve success. It is therefore
supported on the positive integers, k=1,2,....
The probability mass function of the geometric distribution is
\[f(k) = (1 - p)^{k - 1} p\]
where p is the probability of success of an individual trial.
Parameters:
p (float or array_like of floats) – The probability of success of an individual trial.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if p is a scalar. Otherwise,
np.array(p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized geometric distribution.
Return type:
ndarray or scalar
References
Examples
Draw 10,000 values from the geometric distribution, with the
probability of an individual success equal to p=0.35:
Draw samples from a Gumbel distribution with specified location and
scale. For more information on the Gumbel distribution, see
Notes and References below.
Parameters:
loc (float or array_like of floats, optional) – The location of the mode of the distribution. Default is 0.
scale (float or array_like of floats, optional) – The scale parameter of the distribution. Default is 1. Must be non-
negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Gumbel distribution.
The Gumbel (or Smallest Extreme Value (SEV) or the Smallest Extreme
Value Type I) distribution is one of a class of Generalized Extreme
Value (GEV) distributions used in modeling extreme value problems.
The Gumbel is a special case of the Extreme Value Type I distribution
for maximums from distributions with “exponential-like” tails.
The probability density for the Gumbel distribution is
where \(\mu\) is the mode, a location parameter, and
\(\beta\) is the scale parameter.
The Gumbel (named for German mathematician Emil Julius Gumbel) was used
very early in the hydrology literature, for modeling the occurrence of
flood events. It is also used for modeling maximum wind speed and
rainfall rates. It is a “fat-tailed” distribution - the probability of
an event in the tail of the distribution is larger than if one used a
Gaussian, hence the surprisingly frequent occurrence of 100-year
floods. Floods were initially modeled as a Gaussian process, which
underestimated the frequency of extreme events.
It is one of a class of extreme value distributions, the Generalized
Extreme Value (GEV) distributions, which also includes the Weibull and
Frechet.
The function has a mean of \(\mu + 0.57721\beta\) and a variance
of \(\frac{\pi^2}{6}\beta^2\).
References
Examples
Draw samples from the distribution:
>>> rng=np.random.default_rng()>>> mu,beta=0,0.1# location and scale>>> s=rng.gumbel(mu,beta,1000)
Display the histogram of the samples, along with
the probability density function:
Samples are drawn from a hypergeometric distribution with specified
parameters, ngood (ways to make a good selection), nbad (ways to make
a bad selection), and nsample (number of items sampled, which is less
than or equal to the sum ngood+nbad).
Parameters:
ngood (int or array_like of ints) – Number of ways to make a good selection. Must be nonnegative and
less than 10**9.
nbad (int or array_like of ints) – Number of ways to make a bad selection. Must be nonnegative and
less than 10**9.
nsample (int or array_like of ints) – Number of items sampled. Must be nonnegative and less than
ngood+nbad.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if ngood, nbad, and nsample
are all scalars. Otherwise, np.broadcast(ngood,nbad,nsample).size
samples are drawn.
Returns:
out – Drawn samples from the parameterized hypergeometric distribution. Each
sample is the number of good items within a randomly selected subset of
size nsample taken from a set of ngood good items and nbad bad items.
for P(x) the probability of x good results in the drawn sample,
g = ngood, b = nbad, and n = nsample.
Consider an urn with black and white marbles in it, ngood of them
are black and nbad are white. If you draw nsample balls without
replacement, then the hypergeometric distribution describes the
distribution of black balls in the drawn sample.
Note that this distribution is very similar to the binomial
distribution, except that in this case, samples are drawn without
replacement, whereas in the Binomial case samples are drawn with
replacement (or the sample space is infinite). As the sample space
becomes large, this distribution approaches the binomial.
The arguments ngood and nbad each must be less than 10**9. For
extremely large arguments, the algorithm that is used to compute the
samples [4]_ breaks down because of loss of precision in floating point
calculations. For such large values, if nsample is not also large,
the distribution can be approximated with the binomial distribution,
binomial(n=nsample, p=ngood/(ngood + nbad)).
References
Examples
Draw samples from the distribution:
>>> rng=np.random.default_rng()>>> ngood,nbad,nsamp=100,2,10# number of good, number of bad, and number of samples>>> s=rng.hypergeometric(ngood,nbad,nsamp,1000)>>> frommatplotlib.pyplotimporthist>>> hist(s)# note that it is very unlikely to grab both bad items
Suppose you have an urn with 15 white and 15 black marbles.
If you pull 15 marbles at random, how likely is it that
12 or more of them are one color?
Return random integers from low (inclusive) to high (exclusive), or
if endpoint=True, low (inclusive) to high (inclusive). Replaces
RandomState.randint (with endpoint=False) and
RandomState.random_integers (with endpoint=True)
Return random integers from the “discrete uniform” distribution of
the specified dtype. If high is None (the default), then results are
from 0 to low.
Parameters:
low (int or array-like of ints) – Lowest (signed) integers to be drawn from the distribution (unless
high=None, in which case this parameter is 0 and this value is
used for high).
high (int or array-like of ints, optional) – If provided, one above the largest (signed) integer to be drawn
from the distribution (see above for behavior if high=None).
If array-like, must contain integer values
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result. Byteorder must be native.
The default value is np.int64.
endpoint (bool, optional) – If true, sample from the interval [low, high] instead of the
default [low, high)
Defaults to False
Returns:
out – size-shaped array of random integers from the appropriate
distribution, or a single such random int if size not provided.
Return type:
int or ndarray of ints
Notes
When using broadcasting with uint64 dtypes, the maximum value (2**64)
cannot be represented as a standard integer type. The high array (or
low if high is None) must have object dtype, e.g., array([2**64]).
Draw samples from the Laplace or double exponential distribution with
specified location (or mean) and scale (decay).
The Laplace distribution is similar to the Gaussian/normal distribution,
but is sharper at the peak and has fatter tails. It represents the
difference between two independent, identically distributed exponential
random variables.
Parameters:
loc (float or array_like of floats, optional) – The position, \(\mu\), of the distribution peak. Default is 0.
scale (float or array_like of floats, optional) – \(\lambda\), the exponential decay. Default is 1. Must be non-
negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Laplace distribution.
The first law of Laplace, from 1774, states that the frequency
of an error can be expressed as an exponential function of the
absolute magnitude of the error, which leads to the Laplace
distribution. For many problems in economics and health
sciences, this distribution seems to model the data better
than the standard Gaussian distribution.
Samples are drawn from a logistic distribution with specified
parameters, loc (location or mean, also median), and scale (>0).
Parameters:
loc (float or array_like of floats, optional) – Parameter of the distribution. Default is 0.
scale (float or array_like of floats, optional) – Parameter of the distribution. Must be non-negative.
Default is 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized logistic distribution.
Return type:
ndarray or scalar
See also
scipy.stats.logistic
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Logistic distribution is
The Logistic distribution is used in Extreme Value problems where it
can act as a mixture of Gumbel distributions, in Epidemiology, and by
the World Chess Federation (FIDE) where it is used in the Elo ranking
system, assuming the performance of each player is a logistically
distributed random variable.
Draw samples from a log-normal distribution with specified mean,
standard deviation, and array shape. Note that the mean and standard
deviation are not the values for the distribution itself, but of the
underlying normal distribution it is derived from.
Parameters:
mean (float or array_like of floats, optional) – Mean value of the underlying normal distribution. Default is 0.
sigma (float or array_like of floats, optional) – Standard deviation of the underlying normal distribution. Must be
non-negative. Default is 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if mean and sigma are both scalars.
Otherwise, np.broadcast(mean,sigma).size samples are drawn.
Returns:
out – Drawn samples from the parameterized log-normal distribution.
Return type:
ndarray or scalar
See also
scipy.stats.lognorm
probability density function, distribution, cumulative density function, etc.
Notes
A variable x has a log-normal distribution if log(x) is normally
distributed. The probability density function for the log-normal
distribution is:
\[p(x) = \frac{1}{\sigma x \sqrt{2\pi}}
e^{(-\frac{(ln(x)-\mu)^2}{2\sigma^2})}\]
where \(\mu\) is the mean and \(\sigma\) is the standard
deviation of the normally distributed logarithm of the variable.
A log-normal distribution results if a random variable is the product
of a large number of independent, identically-distributed variables in
the same way that a normal distribution results if the variable is the
sum of a large number of independent, identically-distributed
variables.
References
Examples
Draw samples from the distribution:
>>> rng=np.random.default_rng()>>> mu,sigma=3.,1.# mean and standard deviation>>> s=rng.lognormal(mu,sigma,1000)
Display the histogram of the samples, along with
the probability density function:
Demonstrate that taking the products of random samples from a uniform
distribution can be fit well by a log-normal probability density
function.
>>> # Generate a thousand samples: each is the product of 100 random>>> # values, drawn from a normal distribution.>>> rng=rng>>> b=[]>>> foriinrange(1000):... a=10.+rng.standard_normal(100)... b.append(np.prod(a))
>>> b=np.array(b)/np.min(b)# scale values to be positive>>> count,bins,_=plt.hist(b,100,density=True,align='mid')>>> sigma=np.std(np.log(b))>>> mu=np.mean(np.log(b))
Draw samples from a logarithmic series distribution.
Samples are drawn from a log series distribution with specified
shape parameter, 0 <= p < 1.
Parameters:
p (float or array_like of floats) – Shape parameter for the distribution. Must be in the range [0, 1).
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if p is a scalar. Otherwise,
np.array(p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized logarithmic series distribution.
Return type:
ndarray or scalar
See also
scipy.stats.logser
probability density function, distribution or cumulative density function, etc.
Notes
The probability mass function for the Log Series distribution is
\[P(k) = \frac{-p^k}{k \ln(1-p)},\]
where p = probability.
The log series distribution is frequently used to represent species
richness and occurrence, first proposed by Fisher, Corbet, and
Williams in 1943 [2]. It may also be used to model the numbers of
occupants seen in cars [3].
The multinomial distribution is a multivariate generalization of the
binomial distribution. Take an experiment with one of p
possible outcomes. An example of such an experiment is throwing a dice,
where the outcome can be 1 through 6. Each sample drawn from the
distribution represents n such experiments. Its values,
X_i=[X_0,X_1,...,X_p], represent the number of times the
outcome was i.
Parameters:
n (int or array-like of ints) – Number of experiments.
pvals (array-like of floats) – Probabilities of each of the p different outcomes with shape
(k0,k1,...,kn,p). Each element pvals[i,j,...,:] must
sum to 1 (however, the last element is always assumed to account
for the remaining probability, as long as
sum(pvals[...,:-1],axis=-1)<=1.0. Must have at least 1
dimension where pvals.shape[-1] > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn each with p elements. Default
is None where the output size is determined by the broadcast shape
of n and all by the final dimension of pvals, which is
denoted as b=(b0,b1,...,bq). If size is not None, then it
must be compatible with the broadcast shape b. Specifically,
size must have q or more elements and size[-(q-j):] must equal
bj.
Returns:
out – The drawn samples, of shape size, if provided. When size is
provided, the output shape is size + (p,) If not specified,
the shape is determined by the broadcast shape of n and
pvals, (b0,b1,...,bq) augmented with the dimension of
the multinomial, p, so that that output shape is
(b0,b1,...,bq,p).
Each entry out[i,j,...,:] is a p-dimensional value drawn
from the distribution.
Return type:
ndarray
Examples
Throw a dice 20 times:
>>> rng=np.random.default_rng()>>> rng.multinomial(20,[1/6.]*6,size=1)array([[4, 1, 7, 5, 2, 1]]) # random
The probability inputs should be normalized. As an implementation
detail, the value of the last entry is ignored and assumed to take
up any leftover probability mass, but this should not be relied on.
A biased coin which has twice as much weight on one side as on the
other should be sampled like so:
>>> rng.multinomial(100,[1.0/3,2.0/3])# RIGHTarray([38, 62]) # random
Generate variates from a multivariate hypergeometric distribution.
The multivariate hypergeometric distribution is a generalization
of the hypergeometric distribution.
Choose nsample items at random without replacement from a
collection with N distinct types. N is the length of
colors, and the values in colors are the number of occurrences
of that type in the collection. The total number of items in the
collection is sum(colors). Each random variate generated by this
function is a vector of length N holding the counts of the
different types that occurred in the nsample items.
The name colors comes from a common description of the
distribution: it is the probability distribution of the number of
marbles of each color selected without replacement from an urn
containing marbles of different colors; colors[i] is the number
of marbles in the urn with color i.
Parameters:
colors (sequence of integers) – The number of each type of item in the collection from which
a sample is drawn. The values in colors must be nonnegative.
To avoid loss of precision in the algorithm, sum(colors)
must be less than 10**9 when method is “marginals”.
nsample (int) – The number of items selected. nsample must not be greater
than sum(colors).
size (int or tuple of ints, optional) – The number of variates to generate, either an integer or a tuple
holding the shape of the array of variates. If the given size is,
e.g., (k,m), then k*m variates are drawn, where one
variate is a vector of length len(colors), and the return value
has shape (k,m,len(colors)). If size is an integer, the
output has shape (size,len(colors)). Default is None, in
which case a single variate is returned as an array with shape
(len(colors),).
method (string, optional) – Specify the algorithm that is used to generate the variates.
Must be ‘count’ or ‘marginals’ (the default). See the Notes
for a description of the methods.
Returns:
variates – Array of variates drawn from the multivariate hypergeometric
distribution.
The “count” algorithm uses a temporary array of integers with length
sum(colors).
The “marginals” algorithm generates a variate by using repeated
calls to the univariate hypergeometric sampler. It is roughly
equivalent to:
variate=np.zeros(len(colors),dtype=np.int64)# `remaining` is the cumulative sum of `colors` from the last# element to the first; e.g. if `colors` is [3, 1, 5], then# `remaining` is [9, 6, 5].remaining=np.cumsum(colors[::-1])[::-1]foriinrange(len(colors)-1):ifnsample<1:breakvariate[i]=hypergeometric(colors[i],remaining[i+1],nsample)nsample-=variate[i]variate[-1]=nsample
The default method is “marginals”. For some cases (e.g. when
colors contains relatively small integers), the “count” method
can be significantly faster than the “marginals” method. If
performance of the algorithm is important, test the two methods
with typical inputs to decide which works best.
Draw random samples from a multivariate normal distribution.
The multivariate normal, multinormal or Gaussian distribution is a
generalization of the one-dimensional normal distribution to higher
dimensions. Such a distribution is specified by its mean and
covariance matrix. These parameters are analogous to the mean
(average or “center”) and variance (the squared standard deviation,
or “width”) of the one-dimensional normal distribution.
Parameters:
mean (1-D array_like, of length N) – Mean of the N-dimensional distribution.
cov (2-D array_like, of shape (N, N)) – Covariance matrix of the distribution. It must be symmetric and
positive-semidefinite for proper sampling.
size (int or tuple of ints, optional) – Given a shape of, for example, (m,n,k), m*n*k samples are
generated, and packed in an m-by-n-by-k arrangement. Because
each sample is N-dimensional, the output shape is (m,n,k,N).
If no shape is specified, a single (N-D) sample is returned.
check_valid ({ 'warn', 'raise', 'ignore' }, optional) – Behavior when the covariance matrix is not positive semidefinite.
tol (float, optional) – Tolerance when checking the singular values in covariance matrix.
cov is cast to double before the check.
method ({ 'svd', 'eigh', 'cholesky'}, optional) – The cov input is used to compute a factor matrix A such that
A@A.T=cov. This argument is used to select the method
used to compute the factor matrix A. The default method ‘svd’ is
the slowest, while ‘cholesky’ is the fastest but less robust than
the slowest method. The method eigh uses eigen decomposition to
compute A and is faster than svd but slower than cholesky.
Returns:
out – The drawn samples, of shape size, if that was provided. If not,
the shape is (N,).
In other words, each entry out[i,j,...,:] is an N-dimensional
value drawn from the distribution.
Return type:
ndarray
Notes
The mean is a coordinate in N-dimensional space, which represents the
location where samples are most likely to be generated. This is
analogous to the peak of the bell curve for the one-dimensional or
univariate normal distribution.
Covariance indicates the level to which two variables vary together.
From the multivariate normal distribution, we draw N-dimensional
samples, \(X = [x_1, x_2, ... x_N]\). The covariance matrix
element \(C_{ij}\) is the covariance of \(x_i\) and \(x_j\).
The element \(C_{ii}\) is the variance of \(x_i\) (i.e. its
“spread”).
Instead of specifying the full covariance matrix, popular
approximations include:
Spherical covariance (cov is a multiple of the identity matrix)
Diagonal covariance (cov has non-negative elements, and only on
the diagonal)
This geometrical property can be seen in two dimensions by plotting
generated data-points:
Note that the covariance matrix must be positive semidefinite (a.k.a.
nonnegative-definite). Otherwise, the behavior of this method is
undefined and backwards compatibility is not guaranteed.
This function internally uses linear algebra routines, and thus results
may not be identical (even up to precision) across architectures, OSes,
or even builds. For example, this is likely if cov has multiple equal
singular values and method is 'svd' (default). In this case,
method='cholesky' may be more robust.
Here we generate 800 samples from the bivariate normal distribution
with mean [0, 0] and covariance matrix [[6, -3], [-3, 3.5]]. The
expected variances of the first and second components of the sample
are 6 and 3.5, respectively, and the expected correlation
coefficient is -3/sqrt(6*3.5) ≈ -0.65465.
Check that the mean, covariance, and correlation coefficient of the
sample are close to the expected values:
>>> pts.mean(axis=0)array([ 0.0326911 , -0.01280782]) # may vary>>> np.cov(pts.T)array([[ 5.96202397, -2.85602287], [-2.85602287, 3.47613949]]) # may vary>>> np.corrcoef(pts.T)[0,1]-0.6273591314603949 # may vary
We can visualize this data with a scatter plot. The orientation
of the point cloud illustrates the negative correlation of the
components of this sample.
Draw samples from a negative binomial distribution.
Samples are drawn from a negative binomial distribution with specified
parameters, n successes and p probability of success where n
is > 0 and p is in the interval (0, 1].
Parameters:
n (float or array_like of floats) – Parameter of the distribution, > 0.
p (float or array_like of floats) – Parameter of the distribution. Must satisfy 0 < p <= 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if n and p are both scalars.
Otherwise, np.broadcast(n,p).size samples are drawn.
Returns:
out – Drawn samples from the parameterized negative binomial distribution,
where each sample is equal to N, the number of failures that
occurred before a total of n successes was reached.
Return type:
ndarray or scalar
Notes
The probability mass function of the negative binomial distribution is
where \(n\) is the number of successes, \(p\) is the
probability of success, \(N+n\) is the number of trials, and
\(\Gamma\) is the gamma function. When \(n\) is an integer,
\(\frac{\Gamma(N+n)}{N!\Gamma(n)} = \binom{N+n-1}{N}\), which is
the more common form of this term in the pmf. The negative
binomial distribution gives the probability of N failures given n
successes, with a success on the last trial.
If one throws a die repeatedly until the third time a “1” appears,
then the probability distribution of the number of non-“1”s that
appear before the third “1” is a negative binomial distribution.
Because this method internally calls Generator.poisson with an
intermediate random value, a ValueError is raised when the choice of
\(n\) and \(p\) would result in the mean + 10 sigma of the sampled
intermediate distribution exceeding the max acceptable value of the
Generator.poisson method. This happens when \(p\) is too low
(a lot of failures happen for every success) and \(n\) is too big (
a lot of successes are allowed).
Therefore, the \(n\) and \(p\) values must satisfy the constraint:
Where the left side of the equation is the derived mean + 10 sigma of
a sample from the gamma distribution internally used as the \(lam\)
parameter of a poisson sample, and the right side of the equation is
the constraint for maximum value of \(lam\) in Generator.poisson.
References
Examples
Draw samples from the distribution:
A real world example. A company drills wild-cat oil
exploration wells, each with an estimated probability of
success of 0.1. What is the probability of having one success
for each successive well, that is what is the probability of a
single success after drilling 5 wells, after 6 wells, etc.?
>>> rng=np.random.default_rng()>>> s=rng.negative_binomial(1,0.1,100000)>>> foriinrange(1,11):... probability=sum(s<i)/100000.... print(i,"wells drilled, probability of one success =",probability)
Draw samples from a noncentral chi-square distribution.
The noncentral \(\chi^2\) distribution is a generalization of
the \(\chi^2\) distribution.
Parameters:
df (float or array_like of floats) – Degrees of freedom, must be > 0.
nonc (float or array_like of floats) – Non-centrality, must be non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if df and nonc are both scalars.
Otherwise, np.broadcast(df,nonc).size samples are drawn.
Returns:
out – Drawn samples from the parameterized noncentral chi-square distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the noncentral Chi-square
distribution is
Samples are drawn from an F distribution with specified parameters,
dfnum (degrees of freedom in numerator) and dfden (degrees of
freedom in denominator), where both parameters > 1.
nonc is the non-centrality parameter.
Parameters:
dfnum (float or array_like of floats) – Numerator degrees of freedom, must be > 0.
dfden (float or array_like of floats) – Denominator degrees of freedom, must be > 0.
nonc (float or array_like of floats) – Non-centrality parameter, the sum of the squares of the numerator
means, must be >= 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if dfnum, dfden, and nonc
are all scalars. Otherwise, np.broadcast(dfnum,dfden,nonc).size
samples are drawn.
Returns:
out – Drawn samples from the parameterized noncentral Fisher distribution.
Return type:
ndarray or scalar
Notes
When calculating the power of an experiment (power = probability of
rejecting the null hypothesis when a specific alternative is true) the
non-central F statistic becomes important. When the null hypothesis is
true, the F statistic follows a central F distribution. When the null
hypothesis is not true, then it follows a non-central F statistic.
References
Examples
In a study, testing for a specific alternative to the null hypothesis
requires use of the Noncentral F distribution. We need to calculate the
area in the tail of the distribution that exceeds the value of the F
distribution for the null hypothesis. We’ll plot the two probability
distributions for comparison.
>>> rng=np.random.default_rng()>>> dfnum=3# between group deg of freedom>>> dfden=20# within groups degrees of freedom>>> nonc=3.0>>> nc_vals=rng.noncentral_f(dfnum,dfden,nonc,1000000)>>> NF=np.histogram(nc_vals,bins=50,density=True)>>> c_vals=rng.f(dfnum,dfden,1000000)>>> F=np.histogram(c_vals,bins=50,density=True)>>> importmatplotlib.pyplotasplt>>> plt.plot(F[1][1:],F[0])>>> plt.plot(NF[1][1:],NF[0])>>> plt.show()
Draw random samples from a normal (Gaussian) distribution.
The probability density function of the normal distribution, first
derived by De Moivre and 200 years later by both Gauss and Laplace
independently [2]_, is often called the bell curve because of
its characteristic shape (see the example below).
The normal distributions occurs often in nature. For example, it
describes the commonly occurring distribution of samples influenced
by a large number of tiny, random disturbances, each with its own
unique distribution [2]_.
Parameters:
loc (float or array_like of floats) – Mean (“centre”) of the distribution.
scale (float or array_like of floats) – Standard deviation (spread or “width”) of the distribution. Must be
non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if loc and scale are both scalars.
Otherwise, np.broadcast(loc,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized normal distribution.
Return type:
ndarray or scalar
See also
scipy.stats.norm
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gaussian distribution is
where \(\mu\) is the mean and \(\sigma\) the standard
deviation. The square of the standard deviation, \(\sigma^2\),
is called the variance.
The function has its peak at the mean, and its “spread” increases with
the standard deviation (the function reaches 0.607 times its maximum at
\(x + \sigma\) and \(x - \sigma\)[2]_). This implies that
normal() is more likely to return samples lying close to the
mean, rather than those far away.
References
Examples
Draw samples from the distribution:
>>> mu,sigma=0,0.1# mean and standard deviation>>> rng=np.random.default_rng()>>> s=rng.normal(mu,sigma,1000)
Verify the mean and the standard deviation:
>>> abs(mu-np.mean(s))0.0 # may vary
>>> abs(sigma-np.std(s,ddof=1))0.0 # may vary
Display the histogram of the samples, along with
the probability density function:
Draw samples from a Pareto II (AKA Lomax) distribution with
specified shape.
Parameters:
a (float or array_like of floats) – Shape of the distribution. Must be positive.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the Pareto II distribution.
Return type:
ndarray or scalar
See also
scipy.stats.pareto
Pareto I distribution
scipy.stats.lomax
Lomax (Pareto II) distribution
scipy.stats.genpareto
Generalized Pareto distribution
Notes
The probability density for the Pareto II distribution is
\[p(x) = \frac{a}{{x+1}^{a+1}} , x \ge 0\]
where \(a > 0\) is the shape.
The Pareto II distribution is a shifted and scaled version of the
Pareto I distribution, which can be found in scipy.stats.pareto.
Unlike shuffle, each slice along the given axis is shuffled
independently of the others.
Parameters:
x (array_like, at least one-dimensional) – Array to be shuffled.
axis (int, optional) – Slices of x in this axis are shuffled. Each slice
is shuffled independently of the others. If axis is
None, the flattened array is shuffled.
out (ndarray, optional) – If given, this is the destination of the shuffled array.
If out is None, a shuffled copy of the array is returned.
Returns:
If out is None, a shuffled copy of x is returned.
Otherwise, the shuffled array is stored in out,
and out is returned
An important distinction between methods shuffle and permuted is
how they both treat the axis parameter which can be found at
generator-handling-axis-parameter.
The Poisson distribution is the limit of the binomial distribution
for large N.
Parameters:
lam (float or array_like of floats) – Expected number of events occurring in a fixed-time interval,
must be >= 0. A sequence must be broadcastable over the requested
size.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if lam is a scalar. Otherwise,
np.array(lam).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Poisson distribution.
Return type:
ndarray or scalar
Notes
The probability mass function (PMF) of Poisson distribution is
For events with an expected separation \(\lambda\) the Poisson
distribution \(f(k; \lambda)\) describes the probability of
\(k\) events occurring within the observed
interval \(\lambda\).
Because the output is limited to the range of the C int64 type, a
ValueError is raised when lam is within 10 sigma of the maximum
representable value.
Draws samples in [0, 1] from a power distribution with positive
exponent a - 1.
Also known as the power function distribution.
Parameters:
a (float or array_like of floats) – Parameter of the distribution. Must be non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the parameterized power distribution.
Return type:
ndarray or scalar
Raises:
ValueError – If a <= 0.
Notes
The probability density function is
\[P(x; a) = ax^{a-1}, 0 \le x \le 1, a>0.\]
The power function distribution is just the inverse of the Pareto
distribution. It may also be seen as a special case of the Beta
distribution.
It is used, for example, in modeling the over-reporting of insurance
claims.
Return random floats in the half-open interval [0.0, 1.0).
Results are from the “continuous uniform” distribution over the
stated interval. To sample \(Unif[a, b), b > a\) use uniform
or multiply the output of random by (b-a) and add a:
(b-a)*random()+a
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
out (ndarray, optional) – Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns:
out – Array of random floats of shape size (unless size=None, in which
case a single float is returned).
The \(\chi\) and Weibull distributions are generalizations of the
Rayleigh.
Parameters:
scale (float or array_like of floats, optional) – Scale, also equals the mode. Must be non-negative. Default is 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if scale is a scalar. Otherwise,
np.array(scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Rayleigh distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the Rayleigh distribution is
The Rayleigh distribution would arise, for example, if the East
and North components of the wind velocity had identical zero-mean
Gaussian distributions. Then the wind speed would have a Rayleigh
distribution.
References
Examples
Draw values from the distribution and plot the histogram
An important distinction between methods shuffle and permuted is
how they both treat the axis parameter which can be found at
generator-handling-axis-parameter.
>>> # High quality entropy created with: f"0x{secrets.randbits(128):x}">>> entropy=0x3034c61a9ae04ff8cb62ab8ec2c4b501>>> rng=np.random.default_rng(entropy)
Create two new generators for example for parallel execution:
>>> child_rng1,child_rng2=rng.spawn(2)
Drawn numbers from each are independent but derived from the initial
seeding entropy:
Draw samples from a standard Cauchy distribution with mode = 0.
Also known as the Lorentz distribution.
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
Returns:
samples – The drawn samples.
Return type:
ndarray or scalar
Notes
The probability density function for the full Cauchy distribution is
and the Standard Cauchy distribution just sets \(x_0=0\) and
\(\gamma=1\)
The Cauchy distribution arises in the solution to the driven harmonic
oscillator problem, and also describes spectral line broadening. It
also describes the distribution of values at which a line tilted at
a random angle will cut the x axis.
When studying hypothesis tests that assume normality, seeing how the
tests perform on data from a Cauchy distribution is a good indicator of
their sensitivity to a heavy-tailed distribution, since the Cauchy looks
very much like a Gaussian distribution, but with heavier tails.
References
Examples
Draw samples and plot the distribution:
>>> importmatplotlib.pyplotasplt>>> rng=np.random.default_rng()>>> s=rng.standard_cauchy(1000000)>>> s=s[(s>-25)&(s<25)]# truncate distribution so it plots well>>> plt.hist(s,bins=100)>>> plt.show()
Draw samples from the standard exponential distribution.
standard_exponential is identical to the exponential distribution
with a scale parameter of 1.
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
method (str, optional) – Either ‘inv’ or ‘zig’. ‘inv’ uses the default inverse CDF method.
‘zig’ uses the much faster Ziggurat method of Marsaglia and Tsang.
out (ndarray, optional) – Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Samples are drawn from a Gamma distribution with specified parameters,
shape (sometimes designated “k”) and scale=1.
Parameters:
shape (float or array_like of floats) – Parameter, must be non-negative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if shape is a scalar. Otherwise,
np.array(shape).size samples are drawn.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
out (ndarray, optional) – Alternative output array in which to place the result. If size is
not None, it must have the same shape as the provided size and
must match the type of the output values.
Returns:
out – Drawn samples from the parameterized standard gamma distribution.
Return type:
ndarray or scalar
See also
scipy.stats.gamma
probability density function, distribution or cumulative density function, etc.
Notes
The probability density for the Gamma distribution is
where \(k\) is the shape and \(\theta\) the scale,
and \(\Gamma\) is the Gamma function.
The Gamma distribution is often used to model the times to failure of
electronic components, and arises naturally in processes for which the
waiting times between Poisson distributed events are relevant.
References
Examples
Draw samples from the distribution:
>>> shape,scale=2.,1.# mean and width>>> rng=np.random.default_rng()>>> s=rng.standard_gamma(shape,1000000)
Display the histogram of the samples, along with
the probability density function:
Draw samples from a standard Normal distribution (mean=0, stdev=1).
Parameters:
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. Default is None, in which case a
single value is returned.
dtype (dtype, optional) – Desired dtype of the result, only float64 and float32 are supported.
Byteorder must be native. The default value is np.float64.
out (ndarray, optional) – Alternative output array in which to place the result. If size is not None,
it must have the same shape as the provided size and must match the type of
the output values.
Returns:
out – A floating-point array of shape size of drawn samples, or a
single sample if size was not specified.
Draw samples from a standard Student’s t distribution with df degrees
of freedom.
A special case of the hyperbolic distribution. As df gets
large, the result resembles that of the standard normal
distribution (standard_normal).
Parameters:
df (float or array_like of floats) – Degrees of freedom, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if df is a scalar. Otherwise,
np.array(df).size samples are drawn.
Returns:
out – Drawn samples from the parameterized standard Student’s t distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the t distribution is
The t test is based on an assumption that the data come from a
Normal distribution. The t test provides a way to test whether
the sample mean (that is the mean calculated from the data) is
a good estimate of the true mean.
The derivation of the t-distribution was first published in
1908 by William Gosset while working for the Guinness Brewery
in Dublin. Due to proprietary issues, he had to publish under
a pseudonym, and so he used the name Student.
References
Examples
From Dalgaard page 83 [1]_, suppose the daily energy intake for 11
women in kilojoules (kJ) is:
Does their energy intake deviate systematically from the recommended
value of 7725 kJ? Our null hypothesis will be the absence of deviation,
and the alternate hypothesis will be the presence of an effect that could be
either positive or negative, hence making our test 2-tailed.
Because we are estimating the mean and we have N=11 values in our sample,
we have N-1=10 degrees of freedom. We set our significance level to 95% and
compute the t statistic using the empirical mean and empirical standard
deviation of our intake. We use a ddof of 1 to base the computation of our
empirical standard deviation on an unbiased estimate of the variance (note:
the final estimate is not unbiased due to the concave nature of the square
root).
Does our t statistic land in one of the two critical regions found at
both tails of the distribution?
>>> np.sum(np.abs(t)<np.abs(s))/float(len(s))0.018318 #random < 0.05, statistic is in critical region
The probability value for this 2-tailed test is about 1.83%, which is
lower than the 5% pre-determined significance threshold.
Therefore, the probability of observing values as extreme as our intake
conditionally on the null hypothesis being true is too low, and we reject
the null hypothesis of no deviation.
Draw samples from the triangular distribution over the
interval [left,right].
The triangular distribution is a continuous probability
distribution with lower limit left, peak at mode, and upper
limit right. Unlike the other distributions, these parameters
directly define the shape of the pdf.
Parameters:
left (float or array_like of floats) – Lower limit.
mode (float or array_like of floats) – The value where the peak of the distribution occurs.
The value must fulfill the condition left<=mode<=right.
right (float or array_like of floats) – Upper limit, must be larger than left.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if left, mode, and right
are all scalars. Otherwise, np.broadcast(left,mode,right).size
samples are drawn.
Returns:
out – Drawn samples from the parameterized triangular distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the triangular distribution is
\[\begin{split}P(x;l, m, r) = \begin{cases}
\frac{2(x-l)}{(r-l)(m-l)}& \text{for $l \leq x \leq m$},\\
\frac{2(r-x)}{(r-l)(r-m)}& \text{for $m \leq x \leq r$},\\
0& \text{otherwise}.
\end{cases}\end{split}\]
The triangular distribution is often used in ill-defined
problems where the underlying distribution is not known, but
some knowledge of the limits and mode exists. Often it is used
in simulations.
References
Examples
Draw values from the distribution and plot the histogram:
Samples are uniformly distributed over the half-open interval
[low,high) (includes low, but excludes high). In other words,
any value within the given interval is equally likely to be drawn
by uniform.
Parameters:
low (float or array_like of floats, optional) – Lower boundary of the output interval. All values generated will be
greater than or equal to low. The default value is 0.
high (float or array_like of floats) – Upper boundary of the output interval. All values generated will be
less than high. The high limit may be included in the returned array of
floats due to floating-point rounding in the equation
low+(high-low)*random_sample(). high - low must be
non-negative. The default value is 1.0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if low and high are both scalars.
Otherwise, np.broadcast(low,high).size samples are drawn.
Returns:
out – Drawn samples from the parameterized uniform distribution.
Samples are drawn from a von Mises distribution with specified mode
(mu) and concentration (kappa), on the interval [-pi, pi].
The von Mises distribution (also known as the circular normal
distribution) is a continuous probability distribution on the unit
circle. It may be thought of as the circular analogue of the normal
distribution.
Parameters:
mu (float or array_like of floats) – Mode (“center”) of the distribution.
kappa (float or array_like of floats) – Concentration of the distribution, has to be >=0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if mu and kappa are both scalars.
Otherwise, np.broadcast(mu,kappa).size samples are drawn.
Returns:
out – Drawn samples from the parameterized von Mises distribution.
Return type:
ndarray or scalar
See also
scipy.stats.vonmises
probability density function, distribution, or cumulative density function, etc.
Notes
The probability density for the von Mises distribution is
where \(\mu\) is the mode and \(\kappa\) the concentration,
and \(I_0(\kappa)\) is the modified Bessel function of order 0.
The von Mises is named for Richard Edler von Mises, who was born in
Austria-Hungary, in what is now the Ukraine. He fled to the United
States in 1939 and became a professor at Harvard. He worked in
probability theory, aerodynamics, fluid mechanics, and philosophy of
science.
References
Examples
Draw samples from the distribution:
>>> mu,kappa=0.0,4.0# mean and concentration>>> rng=np.random.default_rng()>>> s=rng.vonmises(mu,kappa,1000)
Display the histogram of the samples, along with
the probability density function:
Draw samples from a Wald, or inverse Gaussian, distribution.
As the scale approaches infinity, the distribution becomes more like a
Gaussian. Some references claim that the Wald is an inverse Gaussian
with mean equal to 1, but this is by no means universal.
The inverse Gaussian distribution was first studied in relationship to
Brownian motion. In 1956 M.C.K. Tweedie used the name inverse Gaussian
because there is an inverse relationship between the time to cover a
unit distance and distance covered in unit time.
Parameters:
mean (float or array_like of floats) – Distribution mean, must be > 0.
scale (float or array_like of floats) – Scale parameter, must be > 0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if mean and scale are both scalars.
Otherwise, np.broadcast(mean,scale).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Wald distribution.
Return type:
ndarray or scalar
Notes
The probability density function for the Wald distribution is
As noted above the inverse Gaussian distribution first arise
from attempts to model Brownian motion. It is also a
competitor to the Weibull for use in reliability modeling and
modeling stock returns and interest rate processes.
References
Examples
Draw values from the distribution and plot the histogram:
Draw samples from a 1-parameter Weibull distribution with the given
shape parameter a.
\[X = (-ln(U))^{1/a}\]
Here, U is drawn from the uniform distribution over (0,1].
The more common 2-parameter Weibull, including a scale parameter
\(\lambda\) is just \(X = \lambda(-ln(U))^{1/a}\).
Parameters:
a (float or array_like of floats) – Shape parameter of the distribution. Must be nonnegative.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Weibull distribution.
The Weibull (or Type III asymptotic extreme value distribution
for smallest values, SEV Type III, or Rosin-Rammler
distribution) is one of a class of Generalized Extreme Value
(GEV) distributions used in modeling extreme value problems.
This class includes the Gumbel and Frechet distributions.
The probability density for the Weibull distribution is
Samples are drawn from a Zipf distribution with specified parameter
a > 1.
The Zipf distribution (also known as the zeta distribution) is a
discrete probability distribution that satisfies Zipf’s law: the
frequency of an item is inversely proportional to its rank in a
frequency table.
Parameters:
a (float or array_like of floats) – Distribution parameter. Must be greater than 1.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m,n,k), then
m*n*k samples are drawn. If size is None (default),
a single value is returned if a is a scalar. Otherwise,
np.array(a).size samples are drawn.
Returns:
out – Drawn samples from the parameterized Zipf distribution.
Return type:
ndarray or scalar
See also
scipy.stats.zipf
probability density function, distribution, or cumulative density function, etc.
Notes
The probability mass function (PMF) for the Zipf distribution is
\[p(k) = \frac{k^{-a}}{\zeta(a)},\]
for integers \(k \geq 1\), where \(\zeta\) is the Riemann Zeta
function.
It is named for the American linguist George Kingsley Zipf, who noted
that the frequency of any word in a sample of a language is inversely
proportional to its rank in the frequency table.
Container for the Mersenne Twister pseudo-random number generator.
Parameters:
seed ({None, int, array_like[ints], SeedSequence}, optional) – A seed to initialize the BitGenerator. If None, then fresh,
unpredictable entropy will be pulled from the OS. If an int or
array_like[ints] is passed, then it will be passed to
SeedSequence to derive the initial BitGenerator state. One may also
pass in a SeedSequence instance.
Lock instance that is shared so that the same bit git generator can
be used in multiple Generators without corrupting the state. Code that
generates values from a bit generator should hold the bit generator’s
lock.
Type:
threading.Lock
Notes
MT19937 provides a capsule containing function pointers that produce
doubles, and unsigned 32 and 64- bit integers [1]_. These are not
directly consumable in Python and must be consumed by a Generator
or similar object that supports low-level access.
The Python stdlib module “random” also contains a Mersenne Twister
pseudo-random number generator.
State and Seeding
The MT19937 state vector consists of a 624-element array of
32-bit unsigned integers plus a single integer value between 0 and 624
that indexes the current position within the main array.
The input seed is processed by SeedSequence to fill the whole state. The
first element is reset such that only its most significant bit is set.
Parallel Features
The preferred way to use a BitGenerator in parallel applications is to use
the SeedSequence.spawn method to obtain entropy values, and to use these
to generate new BitGenerators:
Another method is to use MT19937.jumped which advances the state as-if
\(2^{128}\) random numbers have been generated ([1]_, [2]_). This
allows the original sequence to be split so that distinct segments can be
used in each worker process. All generators should be chained to ensure
that the segments come from the same sequence.
The jump step is computed using a modified version of Matsumoto’s
implementation of Horner’s method. The step polynomial is precomputed
to perform 2**128 steps. The jumped state has been verified to match
the state produced using Matsumoto’s original code.
A class wrapping segment data that must be passed through the work manager or data manager.
Most fields are self-explanatory. One item worth noting is that a negative parent ID means that
the segment starts from the initial state with ID -(segment.parent_id+1)
Describes an initial state for a new trajectory. These are generally constructed by
appropriate modification of a basis state.
Variables:
state_id – Integer identifier of this state, usually set by the
data manager.
basis_state_id – Identifier of the basis state from which this state was
generated, or None.
basis_state – The BasisState from which this state was generated, or None.
iter_created – Iteration in which this state was generated (0 for
simulation initialization).
iter_used – Iteration in which this state was used to initiate a
trajectory (None for unused).
istate_type – Integer describing the type of this initial state
(ISTATE_TYPE_BASIS for direct use of a basis state,
ISTATE_TYPE_GENERATED for a state generated from a basis state,
ISTATE_TYPE_RESTART for a state corresponding to the endpoint
of a segment in another simulation, or
ISTATE_TYPE_START for a state generated from a start state).
istate_status – Integer describing whether this initial state has been properly
prepared.
pcoord – The representative progress coordinate of this state.
A class implemented Huber & Kim’s weighted ensemble algorithm over Segment objects.
This class handles all binning, recycling, and preparation of new Segment objects for the
next iteration. Binning is accomplished using system.bin_mapper, and per-bin target counts
are from system.bin_target_counts.
The workflow is as follows:
Call new_iteration() every new iteration, providing any recycling targets that are
in force and any available initial states for recycling.
Call assign() to assign segments to bins based on their initial and end points. This
returns the number of walkers that were recycled.
Call run_we(), optionally providing a set of initial states that will be used to
recycle walkers.
Note the presence of flux_matrix, transition_matrix,
current_iter_segments, next_iter_segments, recycling_segments,
initial_binning, final_binning, next_iter_binning, and new_weights (to be documented soon).
Prepare for a new iteration. initial_states is a sequence of all InitialState objects valid
for use in to generating new segments for the next iteration (after the one being begun with the call to
new_iteration); that is, these are states available to recycle to. Target states which generate recycling events
are specified in target_states, a sequence of TargetState objects. Both initial_states
and target_states may be empty as required.
The optional new_weights is a sequence of NewWeightEntry objects which will
be used to construct the initial flux matrix.
The given bin_mapper will be used for assignment, and bin_target_counts used for splitting/merging
target counts; each will be obtained from the system object if omitted or None.
Assign segments to initial and final bins, and update the (internal) lists of used and available
initial states. If initializing is True, then the “final” bin assignments will
be identical to the initial bin assignments, a condition required for seeding a new iteration from
pre-existing segments.
Create walkers for a new weighted ensemble simulation.
One segment is created for each provided initial state, then binned and split/merged
as necessary. After this function is called, next_iter_segments will yield the new
segments to create, used_initial_states will contain data about which of the
provided initial states were used, and avail_initial_states will contain data about
which initial states were unused (because their corresponding walkers were merged
out of existence).
Reconstruct walkers for the current iteration based on (presumably) new binning.
The previous iteration’s segments must be provided (as parent_segments) in order
to update endpoint types appropriately.
Construct walkers for the next iteration, by running weighted ensemble recycling
and bin/split/merge on the segments previously assigned to bins using assign.
Enough unused initial states must be present in self.avail_initial_states for every recycled
walker to be assigned an initial state.
After this function completes, self.flux_matrix contains a valid flux matrix for this
iteration (including any contributions from recycling from the previous iteration), and
self.next_iter_segments contains a list of segments ready for the next iteration,
with appropriate values set for weight, endpoint type, parent walkers, and so on.
A description of the system being simulated, including the dimensionality and
data type of the progress coordinate, the number of progress coordinate entries
expected from each segment, and binning. To construct a simulation, the user must
subclass WESTSystem and set several instance variables.
At a minimum, the user must subclass WESTSystem and override
:method:`initialize` to set the data type and dimensionality of progress
coordinate data and define a bin mapper.
Variables:
pcoord_ndim – The number of dimensions in the progress coordinate.
Defaults to 1 (i.e. a one-dimensional progress
coordinate).
pcoord_dtype – The data type of the progress coordinate, which must be
callable (e.g. np.float32 and long will work,
but '<f4' and '<i8' will not). Defaults to
np.float64.
pcoord_len – The length of the progress coordinate time series
generated by each segment, including both the initial
and final values. Defaults to 2 (i.e. only the initial
and final progress coordinate values for a segment are
returned from propagation).
bin_mapper – A bin mapper describing the progress coordinate space.
bin_target_counts – A vector of target counts, one per bin.
Prepare this system object for use in simulation or analysis,
creating a bin space, setting replicas per bin, and so on. This
function is called whenever a WEST tool creates an instance of the
system driver.
A hook for system-specific processing for the end of a simulation run
(as defined by such things as maximum wallclock time, rather than perhaps
more scientifically-significant definitions of “the end of a simulation run”)
Return an appropriately-sized and -typed pcoord array for a timepoint, segment,
or number of segments. If pcoord_len is not specified (or None), then
a length appropriate for a segment is returned.