o
    tBh                     @   sN  d dl Z d dlmZ d dlmZmZ d dlZd dlZd dl	m
Z
mZmZmZmZ d dlmZ d dlmZ d dlmZ d dlmZmZmZmZmZmZ G d	d
 d
ZG dd dZG dd dejZdd ZG dd dZG dd deZ G dd deZ!G dd deZ"G dd dZ#dd Z$G dd deZ%G dd  d Z&G d!d" d"Z'dS )#    N)Counter)combinationsproduct)assert_allcloseassert_almost_equalassert_equalassert_array_almost_equalassert_array_equal)shapiro)_test_find_index)qmc)van_der_corputn_primesprimes_from_2_toupdate_discrepancy	QMCEngine_perturb_discrepancyc                   @   sd   e Zd Zdd Zdd Zdd Zdd Zd	d
 Zdd Zdd Z	dd Z
dd Zdd Zdd ZdS )	TestUtilsc                 C   s  dgdgdgg}dgdgdgg}t j|ddd}t|| ddgddgddgg}tddgddgg}ddgddgdd	gg}t j||d |d d}t|| t j||d |d d
d}t|| g dg dg dg}dg d}}g dg dg dg}t j|||d}t|| d S )Nr            ?      l_boundsu_bounds         @Tr   r   reverser   r   r   )r   r   r   )r   r   r   )r   r      )r!   r         ?)r   scaler   nparray)selfspaceoutscaled_spaceboundsscaled_back_spacer   r    r,   q/var/www/html/riverr-enterprise-integrations-main/venv/lib/python3.10/site-packages/scipy/stats/tests/test_qmc.py
test_scale   s$   


zTestUtils.test_scalec                 C   sf   t jd}|d}|d d }|dd }tj|||dd}tj|||dd}t|| d S )Nl	   EaT4G*wv    
   r1   F)r   T)r$   randomdefault_rngr   r#   r   )r&   rngsampleabscaledunscaledr,   r,   r-   test_scale_random2   s   
zTestUtils.test_scale_randomc                 C   s~  t jtdd g d}tj|ddd W d    n1 sw   Y  t jtdd* ddgd	d	gd
d
gg}tddgddgg}tj||d |d	 d W d    n1 sWw   Y  t jtdd$ ddgd	d	gd
d
gg}g dddg}}tj|||d W d    n1 sw   Y  t jtdd* ddgd	d	gd
d
gg}tg dg dg}tj||d |d	 d W d    n1 sw   Y  t jtdd* ddgd	dgd
d
gg}tddgddgg}tj||d |d	 d W d    n1 sw   Y  t jtdd, ddgddgddgg}tddgddgg}tj||d |d	 dd W d    d S 1 s8w   Y  d S )NSample is not a 2D arraymatch)r   r   r   r   r   r   zBounds are not consistent a < br   r   r   r   z=shape mismatch: objects cannot be broadcast to a single shape)r   r   r   z3Sample dimension is different than bounds dimension)r   r   r   Sample is not in unit hypercuber"   zSample is out of bounds   r   Tr   )pytestraises
ValueErrorr   r#   r$   r%   )r&   r'   r*   r   r   r(   r,   r,   r-   test_scale_errors;   s>   $zTestUtils.test_scale_errorsc              
   C   sp  t ddgddgddgddgddgddgg}d| d d	 }t ddgddgddgddgddgddgg}d| d d	 }tt|d
dd tt|ddd t g dg dg dg dg dg dg dg}d| d d }ttj|ddddd ttj|ddddd ttj|ddddd dD ]}t d|  }ttjt dg| gdd| qd S )Nr   r!   r   r      r          @      ?      (@ǘ?-C6?atolg/$?r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r   r         @MDmethodr   WDS?CD:M?r   rD   r?          @   L2-star)r$   r%   r   r   discrepancysqrt)r&   space_1space_2r5   dimrefr,   r,   r-   test_discrepancy_   s@   ..
zTestUtils.test_discrepancyc              	   C   s   t ddgddgddgddgddgddgg}tjtdd t| W d    n1 s.w   Y  tjtd	d tddg W d    n1 sLw   Y  d
d
gddgddgg}tjtdd tj|dd W d    d S 1 svw   Y  d S )Nr   r!   r   r   rD   r   r>   r<   r;   r   r   z'toto' is not a valid ...totorU   )r$   r%   r@   rA   rB   r   r`   )r&   r5   r,   r,   r-   test_discrepancy_errors   s   ."z!TestUtils.test_discrepancy_errorsc              
   C   s`  t g dg dg dg dg dg dg dg}d| d	 d
 }ttj|dddddd ttj|dddddd ttj|dddddd dD ]}t d|  }ttjt dg| gddd| qK|tddd  tj	t
dd tj|dd W d    n1 sw   Y  tj	td d tj|d!d W d    d S 1 sw   Y  d S )"NrL   rM   rN   rO   rP   rQ   rR   rE   rF   rS   rT   r?   )rV   workersr   rI   rJ   rW   rX   rY   rZ   r[   r!   r   r_   	cpu_countc                   S   s   d S Nr,   r,   r,   r,   r-   <lambda>   s    z5TestUtils.test_discrepancy_parallel.<locals>.<lambda>zCannot determine ther<   ri   zInvalid number of workers...r   )r$   r%   r   r   r`   ra   setattrosr@   rA   NotImplementedErrorrB   )r&   monkeypatchr5   rd   re   r,   r,   r-   test_discrepancy_parallel   sF   
"z#TestUtils.test_discrepancy_parallelc              	   C   sJ  t ddgddgddgddgddgddgg}d| d d	 }tj|d d
 dd}t|d
 |d d
 |}t|ddd t jd}|d}t|}tj|d d
 dd}t|d
 |d d
 |}t||dd tj	t
dd t|d
 |d d
 d | W d    n1 sw   Y  tj	t
dd t|d
 |d | W d    n1 sw   Y  ddg}tj	t
dd t||d d
 | W d    n1 sw   Y  ddgg}tj	t
dd t||d d
 | W d    n1 sw   Y  g d}tj	t
dd t||d d
 | W d    d S 1 sw   Y  d S )Nr   r!   r   r   rD   r   rE   rF   rG   rj   T)	iterativerH   rI   rJ   l	   gy,!uUxFYo9"] )rD   r1   r>   r<   r;   r   zx_new is not in unit hypercuber   zx_new is not a 1D array)g333333?皙?r   z&x_new and sample must be broadcastable)r$   r%   r   r`   r   r   r2   r3   r@   rA   rB   )r&   rb   	disc_init	disc_iterr4   disc_refx_newr,   r,   r-   test_update_discrepancy   s:   .


$z!TestUtils.test_update_discrepancyc           
      C   s   t jd}tjd|d}|d}t|}tdD ]8}|d}|d}|d}t|||||}|||f |||f |||f< |||f< t|}	t	||	 qd S )Nl	   PvWuW=lWx" r   seedr1   d   )
r$   r2   r3   r   LatinHypercuber`   rangeintegersr   r   )
r&   r4   qmc_genr5   discirow_1row_2coldisc_referencer,   r,   r-   test_perm_discrepancy   s   





zTestUtils.test_perm_discrepancyc           	      C   s   dd }dd }dd }dd }t jd	}|d
}tj|dd}||}t|| tj|dd}||}t|| tj|dd}||}t|| tj|dd}||}t|| dS )z,Alternative definitions from Matt Haberland.c              
   S   s   | j \}}| }ttjddt|d   dt|d d   dd}| d d d d d f }| d d d d d f }ttjtjddt|d   dt|d   dt||   dddd}d| d| |  d|d  |  S )Nr   r   r   axisr   gUUUUUU?shaper$   sumprodabsxnsxijdisc1xkjdisc2r,   r,   r-   disc_c2   s.   

$zFTestUtils.test_discrepancy_alternative_implementation.<locals>.disc_c2c              	   S   s   | j \}}| d d d d d f }| d d d d d f }ttjtjdt||  t|| d  dddd}d|  d|d  |  S )Nr"   r   r   r   gUUUUUU?r   r   )r   r   r   r   r   r   r,   r,   r-   disc_wd  s   
zFTestUtils.test_discrepancy_alternative_implementation.<locals>.disc_wdc              
   S   s  | j \}}| }ttjddt|d   dt|d d   dd}| d d d d d f }| d d d d d f }ttjtjddt|d   dt|d   dt||   dt|| d   ddd	d}d
| d| |  d|d  |  S )Ng?      ?r   r   r   r   g      ?      ?r   gUUUUUU?r   r   r,   r,   r-   disc_md  s2   

$zFTestUtils.test_discrepancy_alternative_implementation.<locals>.disc_mdc              
      sl   j \ }td|  dd|    ttjdd  dd  t fddt D  d   S )Nr!   r   r   r   c                    sH   g | ] }t  D ]}td t|ddf |ddf  qqS )r   N)r   r$   r   maximum).0kjr   r   r,   r-   
<listcomp>"  s    ,z_TestUtils.test_discrepancy_alternative_implementation.<locals>.disc_star_l2.<locals>.<listcomp>)r   r$   ra   r   r   r   )r   r   r,   r   r-   disc_star_l2  s   
zKTestUtils.test_discrepancy_alternative_implementation.<locals>.disc_star_l2l	   j;<Q`siyX r/   rY   rU   rW   rT   r_   N)r$   r2   r3   r   r`   r   )	r&   r   r   r   r   r4   r5   	disc_currdisc_altr,   r,   r-   +test_discrepancy_alternative_implementation   s$   




z5TestUtils.test_discrepancy_alternative_implementationc                 C   sL   t d}|d dksJ t d}|d dksJ t d}|d dks$J d S )Nr1   rj         i  i^  i5	  )r   )r&   primesr,   r,   r-   test_n_primes;  s   zTestUtils.test_n_primesc                 C   s   t d}g d}t|| d S )N2   )r   r!   r                     r      %   )   +   /   )r   r   )r&   r   r(   r,   r,   r-   test_primesE  s   zTestUtils.test_primesN)__name__
__module____qualname__r.   r:   rC   rf   rh   rs   rz   r   r   r   r   r,   r,   r,   r-   r      s    	$%#*J
r   c                   @   s$   e Zd Zdd Zdd Zdd ZdS )TestVDCc                 C   sh   t d}g d}t|| t ddd}t|| t ddd}t|| t ddd}t||dd   d S )	Nr1   )
        r   r   r         ?      ?      ?      ?g      ?g      ?rD   rn   r?   r   r!   )start_indexr   r   )r&   r5   r(   r,   r,   r-   test_van_der_corputL  s   


zTestVDC.test_van_der_corputc                 C   s   d}t dd|d}t ddd|d}t||dd   t ddd|dd	}t||dd   t ddd|d
d	}t||dd   d S )Nl	   	XCf
Kl<{O8 r1   Tscrambler|   r   r!   )r   r   r|   rD   )r   r   r|   ri   r?   r   )r&   r|   r(   r5   r,   r,   r-   test_van_der_corput_scramble[  s   

z$TestVDC.test_van_der_corput_scramblec                 C   s@   t jtdd tddd W d    d S 1 sw   Y  d S )Nz'base' must be at least 2r<   r1   r   )base)r@   rA   rB   r   r&   r,   r,   r-   test_invalid_base_errorl  s   "zTestVDC.test_invalid_base_errorN)r   r   r   r   r   r   r,   r,   r,   r-   r   K  s    r   c                       s(   e Zd Zd fdd	ZdddZ  ZS )	RandomEngineNc                    s   t  j||d d S )Ndr|   )super__init__)r&   r   r|   	__class__r,   r-   r   r  s   zRandomEngine.__init__r   c                 C   s$   |  j |7  _ | j|| jf}|S rl   )num_generatedr4   r2   r   )r&   r   r5   r,   r,   r-   r2   u  s   zRandomEngine.randomrl   )r   )r   r   r   r   r2   __classcell__r,   r,   r   r-   r   q  s    r   c                  C   s   t ddd} | jdd}| jdd}| jdksJ |   | jdks$J | jdd}t|| |   | jdd | jdd}t|| | jdksKJ tjtd	d
 t d W d    d S 1 sbw   Y  d S )Nr   l	   F,@IY^+Ge r{   r   r   r      r   zd must be an integer valuer<   )r   )	r   r2   r   resetr   fast_forwardr@   rA   rB   )enginesample_1sample_2sample_1_testsample_2_testr,   r,   r-   test_subclassing_QMCEngine{  s    


"r   c                   @   s>  e Zd ZdZeZeZeZeZddgZ	ddgZ
dedefdd	Zdedejfd
dZejjde	e
ddd Zejjde	e
ddd Zejjde	e
ddd Zejjde	e
ddd Zejjde	e
ddd Zejjde	e
ddd Zejjde	e
ddd Zejjde	e
ddd Zejddgdd ZdS ) QMCEngineTestszGeneric tests for QMC engines.TF	ScrambledUnscrambledr   returnc                 K   sL   t jd}| jr| jd||d|S |rt  d S | jdd|i|S )Nl	   \v$PdvuL2+C r   r|   r,   )r$   r2   r3   can_scrambleqmcer@   skip)r&   r   kwargsr|   r,   r,   r-   r     s   zQMCEngineTests.enginec                 C   s   |r| j S | jS rl   )scramble_ndunscramble_nd)r&   r   r,   r,   r-   	reference  s   zQMCEngineTests.reference)idsc                 C   ,   | j d|d}|d}ttd| d S )Nr   r   r   rD   )rD   r   r   r2   r	   r$   emptyr&   r   r   r5   r,   r,   r-   	test_0dim     
zQMCEngineTests.test_0dimc                 C   r   )Nr   r   r   r   r   r   r   r,   r,   r-   test_0sample  r   zQMCEngineTests.test_0samplec                 C   s*   | j d|d}|d}d|jksJ d S )Nr   r   r   r   r   )r   r2   r   r   r,   r,   r-   test_1sample  s   
zQMCEngineTests.test_1samplec                 C   s@   | j d|d}|d}t|dksJ t|dksJ d S )Nr}   r      r   r   )r   r2   r$   allr   r,   r,   r-   test_bounds  s   
zQMCEngineTests.test_boundsc                 C   sN   | j |d}| jd|d}|jt|d}t||dd |jt|ks%J d S )Nr   r   r   r   r   decimal)r   r   r2   lenr   r   )r&   r   
ref_sampler   r5   r,   r,   r-   test_sample  s
   zQMCEngineTests.test_samplec                 C   sf   | j d|d}|jdd}| j d|d}t|d }|j|d}|j|d}t|||d  dd d S )Nr   r   r?   r   r   r   )r   r2   r   r   )r&   r   r   r   n_half_r5   r,   r,   r-   test_continuing  s   zQMCEngineTests.test_continuingc                 C   sJ   | j d|d}|jdd}|  |jdksJ |jdd}t|| d S )Nr   r   r?   r   r   )r   r2   r   r   r   )r&   r   r   r   r5   r,   r,   r-   
test_reset  s   zQMCEngineTests.test_resetc                 C   s   | j d|d}|jdd}| j d|d}|d |jdd}t||dd  dd |  g }tdD ]}|d dkrD||  q4|d q4t|d	d
 tdD  t|dd d S )Nr   r   r?   r   rD   r   r   r   c                 S   s   g | ]
}|d  dkr|qS )r   r   r,   )r   r   r,   r,   r-   r     s    z4QMCEngineTests.test_fast_forward.<locals>.<listcomp>r   )	r   r2   r   r   r   r   appendr$   concatenate)r&   r   r   r   r5   
even_drawsr   r,   r,   r-   test_fast_forward  s"   

z QMCEngineTests.test_fast_forwardc                 C   s   d}| j ||d}|d}ttj|ddtd|dd ttj|d	ddtd
|dd ttj|dddtd|dd d S )Nr   r   i   r   r   r   r   r      r   K   r   )r   r2   r   r$   meanrepeat
percentile)r&   r   r   r   r5   r,   r,   r-   test_distribution  s   

z QMCEngineTests.test_distributionN)r   r   r   __doc__NotImplementedr   r   r   r   r   r   boolr   r   r$   ndarrayr   r@   markparametrizer   r   r   r   r   r   r   r  r
  r,   r,   r,   r-   r     s8    









r   c                   @   s   e Zd ZejZdZeddgddgddgddgd	d
gddgddgddggZ	eddgddgddgddgddgddgddgdd ggZ
d!S )"
TestHaltonTr   r   gUUUUUU?r   gUUUUUU?r   gqq?r   gqq?r   g98?r   gqq?r   grq?g{'?gg_p?gz'd?gU?g{'?gvcj?g oO(?gɭj?g{'?gR2?gAP?givܟ?g{'?g9?g oO(?g-](f?N)r   r   r   r   Haltonr   r   r$   r%   r   r   r,   r,   r,   r-   r    s"    

r  c                   @   s|   e Zd ZejZdZdd Zdd Zdd Z	e
jdd	d
ge
jdddge
jdddgdd Zdd Zdd ZdS )TestLHSFc                 G      t d d S NzNot applicable: not a sequence.r@   r   r&   argsr,   r,   r-   r   (     zTestLHS.test_continuingc                 G   r  r  r  r  r,   r,   r-   r  +  r  zTestLHS.test_fast_forwardc                 G   r  NzJNot applicable: the value of reference sample is implementation dependent.r  r  r,   r,   r-   r   .  r  zTestLHS.test_samplestrengthr   r   centeredToptimizationN	random-CDc                 C   sX  t jd}d}|d }d}t |d | }t |||fj}	tj|||||d}
|
j|d}|j||fks9J |
j	|ks@J t j
|dd	}t ||	ksPJ t||	d| d
 t ||	 d| ksfJ |dkr|d u rt |}tt||}tt|
jdD ]'\}}|d d ||gf }|| t}tdd |D }t|| qd S d S d S )Nl	   pIrtS"Md@B r   r   r   r   )r   r  r  r  r|   r   r   r   rJ   c                 s   s    | ]}t |V  qd S rl   )tuple)r   rowr,   r,   r-   	<genexpr>R  s    z1TestLHS.test_sample_stratified.<locals>.<genexpr>)r$   r2   r3   arangebroadcast_toTr   r~   r   r   sortanyr   setr   r   r   r   astypeintr   )r&   r  r  r  r|   pr   r   
expected1dexpectedr   r5   sorted_sampleunique_elementsdesiredr   r   
samples_2dresres_setr,   r,   r-   test_sample_stratified2  s8   
zTestLHS.test_sample_stratifiedc                 C   s^   d}t jd|d}|jdd}t |}t jd|dd}|jdd}t |}||k s-J d S )Nl   #w+"z r   r      r   r  )r   r|   r  )r   r~   r2   r`   )r&   r|   lhs
sample_refrx   optimal_sample_disc_r,   r,   r-   test_discrepancy_hierarchyU  s   

z"TestLHS.test_discrepancy_hierarchyc                 C   sd  d}t jt|d tjddd W d    n1 sw   Y  d}t jt|d tjddd W d    n1 s;w   Y  d	}t jt|d tjd
d
d}|d W d    n1 s`w   Y  d	}t jt|d tjd
d
d}|d W d    n1 sw   Y  d}t jt|d tjdd
d}|d W d    d S 1 sw   Y  d S )Nz)'toto' is not a valid optimization methodr<   r   rg   )r  znot a valid strengthr!   )r  z%n is not the square of a prime numberr   )r   r  r\   r   zn is too small for d	   )r@   rA   rB   r   r~   r2   )r&   messager   r,   r,   r-   test_raisesa  s.   "zTestLHS.test_raises)r   r   r   r   r~   r   r   r   r  r   r@   r  r  r3  r:  r=  r,   r,   r,   r-   r  $  s     r  c                   @   s   e Zd ZejZdZeddgddgddgddgddgddgdd	gd	dggZ	ed
dgddgddgddgddgddgddgddggZ
dd Zdd Zdd Zd d! Zd"S )#	TestSobolTr   r   r   r   r   r   r   r   ga6?gtAAz?g`?g_k m?gsAdn?grIâ?gqL?g|?g+&C?g#*H;?g&fb_?g]bnQ?gvD2(?gt|!?g$\?g4>z@?c                 C   sH   t jtdd td}|d W d    d S 1 sw   Y  d S )N'The balance properties of Sobol' pointsr<   r   r1   )r@   warnsUserWarningr   Sobolr2   r&   r   r,   r,   r-   test_warning  s   
"zTestSobol.test_warningc                 C   s   t jddd}|d}t| jd d | |d}t| jdd | tjtdd |d W d    d S 1 s=w   Y  d S )Nr   Fr   rD   r?   r?  r<   )r   rB  random_base2r	   r   r@   rA   rB   )r&   r   r5   r,   r,   r-   test_random_base2  s   

"zTestSobol.test_random_base2c                 C   sF   t jtdd ttjjd  W d    d S 1 sw   Y  d S )Nz Maximum supported dimensionalityr<   r   )r@   rA   rB   r   rB  MAXDIMr   r,   r,   r-   
test_raise  s   "zTestSobol.test_raisec                 C   s^   t jddd}t|   }t|   }t|tddi t|tddi d S )NiW  Fr   r   r   )r   rB  r   r2   flattentolistr   )r&   r   count1count2r,   r,   r-   test_high_dim  s
   zTestSobol.test_high_dimN)r   r   r   r   rB  r   r   r$   r%   r   r   rD  rF  rH  rM  r,   r,   r,   r-   r>  z  s2    


	r>  c                   @   sT   e Zd Zdd Zejddd Zdd Zdd	 Z	ejdd
d Z
dd ZdS )TestMultinomialQMCc                 C   s2  t g d}tjtdd t| W d    n1 sw   Y  t g d}d}tjt|d t| W d    n1 sCw   Y  t g d}d}tjt|d tj|tjdd	d
 W d    n1 snw   Y  d}tjt|d tj|t j	 d
 W d    d S 1 sw   Y  d S )N)Q?p=
ף?gffffff?)\(?z'Elements of pvals must be non-negative.r<   )rO  rP  ru   rQ  rR  z Elements of pvals must sum to 1.rO  rP  g?rQ  rR  z Dimension of `engine` must be 1.r   r   r   "`engine` must be an instance of...)
r$   r%   r@   rA   rB   r   MultinomialQMCrB  r2   r3   )r&   r*  r<  r,   r,   r-   test_validations  s$   "z#TestMultinomialQMC.test_validationszignore::UserWarningc                 C   sJ   t jd}t g d}t g d}tj||d}t|d| d S )Nl	   (u@gP{- rS  )r      r   #      r{   r}   )r$   r2   r3   r%   r   rW  r	   )r&   r|   r*  r,  r   r,   r,   r-   test_MultinomialBasicDraw  s
   z,TestMultinomialQMC.test_MultinomialBasicDrawc                 C   sN   t jd}t g d}tj||d}|d}t|t | |dd d S )Nl	   8X7:ct]+C: rS  r{   i    rD   r   )r$   r2   r3   r%   r   rW  r   r   )r&   r|   r*  r   drawsr,   r,   r-   test_MultinomialDistribution  s
   
z/TestMultinomialQMC.test_MultinomialDistributionc                 C   sx   t g d}t|}tt||dd tt||dd tt||dd tt||dd tt||d	|d
  d S )N)ru   皙?g?g333333?r   ?gGz?rF   r   r   r_  r   gaۢ?g7?r!   rF   r   )r$   r%   r   r   r   )r&   p_cumulativesizer,   r,   r-   test_FindIndex  s   z!TestMultinomialQMC.test_FindIndexc                 C   s\   t jd}t g d}t g d}tjdd|d}tj|||d}t|d| d S )	Nl	   aFkq|'x< rS  )r   r  r   $   r[  r   Tr   )r   r|   r}   )r$   r2   r3   r%   r   rB  rW  r	   )r&   r|   r*  r,  base_enginer   r,   r,   r-   test_other_engine  s   z$TestMultinomialQMC.test_other_enginec                 C   sR   t g d}t jd}tj||d}|d}|  |d}t|| d S )NrS  l	   V)sDx@ r{   r   )r$   r%   r2   r3   r   rW  r   r	   )r&   r*  r|   r   samplessamples_resetr,   r,   r-   r     s   

zTestMultinomialQMC.test_resetN)r   r   r   rX  r@   r  filterwarningsr\  r^  rc  rf  r   r,   r,   r,   r-   rN    s    


	
	rN  c                  O   s$   | d}tjddt|i|S )Nr   r  r,   )popr   MultivariateNormalQMCr$   zeros)r  r   r   r,   r,   r-   _wrapper_mv_qmc  s   
rm  c                   @   s,   e Zd ZeZdZdd Zdd Zdd ZdS )	TestMultivariateNormalQMCEngineFc                 G   r  r  r  r  r,   r,   r-   r     r  z+TestMultivariateNormalQMCEngine.test_samplec                 G   r  )Nz&Not applicable: normal is not bounded.r  r  r,   r,   r-   r     r  z+TestMultivariateNormalQMCEngine.test_boundsc                 C   sJ   dD ] }t j|dd}t jt||dd}| }t|jd|f qd S )Nr   r   r   Fr   Tr  r   inv_transformr   r   rB  rk  r$   rl  r2   r   r   )r&   r   re  r   rg  r,   r,   r-   rf    s   z1TestMultivariateNormalQMCEngine.test_other_engineN)	r   r   r   rm  r   r   r   r   rf  r,   r,   r,   r-   rn    s    rn  c                   @   sD   e Zd Zdd Zdd Zdd Zdd Zd	d
 Zdd Zdd Z	dS )TestNormalQMCc                 C   s   t jtdd}| }t|jd |jdd}t|jd t jtdd}| }t|jd |jdd}t|jd	 d S )
Nr   )r  r   r   r   r   r   r   r   r   r   r   r   rk  r$   rl  r2   r   r   r&   r   rg  r,   r,   r-   test_NormalQMC  s   zTestNormalQMC.test_NormalQMCc                 C   s   t jtddd}| }t|jd |jdd}t|jd t jtddd}| }t|jd	 |jdd}t|jd
 d S )Nr   T)r  rq  rt  r   r   ru  r   r   rv  rw  rx  r,   r,   r-   test_NormalQMCInvTransform   s   

z(TestNormalQMC.test_NormalQMCInvTransformc                 C   s<   t jddd}t jtd|dd}| }t|jd d S )Nr   Fr   Trp  r   rr  )r&   re  r   rg  r,   r,   r-   rf  0  s   zTestNormalQMC.test_other_enginec                 C   s   t jd}tjt dd|d}|jdd}t ddgdd	gg}t|| t jd}tjt d
d|d}|jdd}t g dg dg}t|| d S )Nl	   q)*syRM@
K r   Fr  rq  r|   r   eO?[nKg[XͿg1ZGU?r!   )r|  r}  gv/?)g;Og/.Ui?g}?r$   r2   r3   r   rk  rl  r%   r   r&   r|   r   rg  samples_expectedr,   r,   r-   test_NormalQMCSeeded8  $   


z"TestNormalQMC.test_NormalQMCSeededc                 C   s   t jd}tjt d|dd}|jdd}t ddgdd	gg}t|| t jd}tjt d
|dd}|jdd}t g dg dg}t|| d S )Nl	   9e)-%5Z%_6 r   T)r  r|   rq  r   ۆQ<H?gF^_?g(+ r!   )r  r  g/fKV?)gr)?gAv"g9}r~  r  r,   r,   r-    test_NormalQMCSeededInvTransformK  r  z.TestNormalQMC.test_NormalQMCSeededInvTransformc                 C   s   t jd}tjt d|d}|jdd}tt |jdddk s%J tt |j	ddd	 dk s6J d
D ]}t
|d d |f \}}|dksLJ q8t | }t |d
 dk s_J d S )Ni3  r   )r  r|      r   r   r   {Gz?r   r   r   r`  r$   r2   r3   r   rk  rl  r   r   r  stdr
   cov	transposer&   r4   r   rg  r   r   pvalr  r,   r,   r-   test_NormalQMCShapiro^  s   "z#TestNormalQMC.test_NormalQMCShapiroc                 C   s   t jd}tjt dd|d}|jdd}tt |jddd	k s&J tt |j	ddd
 d	k s7J dD ]}t
|d d |f \}}|dksMJ q9t | }t |d d	k s`J d S )NiZ1 r   Tr{  r  r   r   r   r  r   r  r`  r  r  r,   r,   r-   !test_NormalQMCShapiroInvTransforml  s   "z/TestNormalQMC.test_NormalQMCShapiroInvTransformN)
r   r   r   ry  rz  rf  r  r  r  r  r,   r,   r,   r-   rs    s    rs  c                   @   sT   e Zd Zdd Zdd Zdd Zdd Zd	d
 Zdd Zdd Z	dd Z
dd ZdS )TestMultivariateNormalQMCc                 C   s  d}t jt|d tjdgtjddd W d    n1 s w   Y  d}t jt|d tjddgtj d W d    n1 sEw   Y  d}t jt|d tddgd	dgdd	gg W d    n1 slw   Y  d
}t jt|d tddgd	dgdd	gg W d    n1 sw   Y  d}t jt|d tdgd	dgdd	gg W d    d S 1 sw   Y  d S )Nz(Dimension of `engine` must be consistentr<   r   r   rT  rU  rV  zCovariance matrix not PSD.r   z#Covariance matrix is not symmetric.z/Dimension mismatch between mean and covariance.)	r@   rA   rB   r   rk  rB  r$   r2   r3   )r&   r<  r,   r,   r-   rX  ~  s(   "z*TestMultivariateNormalQMC.test_validationsc                 C   s4   t g dg dg dg dg}|jd usJ d S )Nr    )r   r   r   )r   r   r   )r   r   r   )r   rk  _corr_matrixrC  r,   r,   r-   test_MultivariateNormalQMCNonPD  s   z9TestMultivariateNormalQMC.test_MultivariateNormalQMCNonPDc                 C   s   t jddd}| }t|jd |jdd}t|jd t jddgddgddggd}| }t|jd |jdd}t|jd	 tg d
}tg dg dg dg}t ||}| }t|jd |jdd}t|jd d S )Nr   r   )r  r  rt  r   ru  r   r   rv  ro  r   r   r   r   r   r   r   r   r   r   r!   r   r!   r   rk  r2   r   r   r$   r%   r&   r   rg  r  r  r,   r,   r-   test_MultivariateNormalQMC  s"   z4TestMultivariateNormalQMC.test_MultivariateNormalQMCc                 C   s   t jdddd}| }t|jd |jdd}t|jd t jddgddgddggdd}| }t|jd	 |jdd}t|jd
 tg d}tg dg dg dg}t j||dd}| }t|jd |jdd}t|jd d S )Nr   r   T)r  r  rq  rt  r   ru  r   r   rv  ro  r  r  r  )rq  r  r  r  r  r,   r,   r-   &test_MultivariateNormalQMCInvTransform  s&   z@TestMultivariateNormalQMC.test_MultivariateNormalQMCInvTransformc                 C   s   t jd}|d}||  t |d }tjt ddg|d|d}|jdd}t dd	gd
dgg}t	|| t jd}|d}||  t |d }tjt g d|d|d}|jdd}t g dg dg}t	|| d S )Nl	   b{1/YK $`F r   r   r   r   F)rq  r|   r   g6>W[?gP5z5@?g?Qٰf?gʤ6 ?r!   r!   r!   r    )gc@gàL@gD`)g
?go'?gIp
r$   r2   r3   standard_normalr  diagr   rk  r%   r   r&   r4   r6   Ar   rg  r  r,   r,   r-    test_MultivariateNormalQMCSeeded  s,   




z:TestMultivariateNormalQMC.test_MultivariateNormalQMCSeededc                 C   s   t jd}|d}||  t |d }tjt ddg||dd}|jdd}t dd	gd
dgg}t	|| t jd}|d}||  t |d }tjt g d||dd}|jdd}t g dg dg}t	|| d S )Nl	   A^}KT0zubN r  r   r   T)r|   rq  r   gBފgS"!g`s	M?g]¡x?r  r!   r    )g?g;ۤտgy)gtֿgc?g([Zӿr  r  r,   r,   r-   ,test_MultivariateNormalQMCSeededInvTransform  s,   




zFTestMultivariateNormalQMC.test_MultivariateNormalQMCSeededInvTransformc                 C   s  t jd}tjddgddgddgg|d}|jdd}tt |jdddk s+J tt |jddd dk s<J d	D ]}t	|d d |f \}}|d
ksRJ q>t 
| }t |d	 dk seJ tjddgddgddgg|d}|jdd}tt |jddddg dk sJ tt |jddt d dk sJ d	D ]}t	|d d |f \}}|d
ksJ qt 
| }t |d	 d dk sJ d S )Nl	   R2qM}3i/ r   r   r  r  r|   r  r   r   r  r  r`  rF   rE   r"   r   r   r$   r2   r3   r   rk  r   r   r  r  r
   r  r  ra   r&   r|   r   rg  r   r   r  r  r,   r,   r-   !test_MultivariateNormalQMCShapiro  s.   "&(z;TestMultivariateNormalQMC.test_MultivariateNormalQMCShapiroc                 C   s  t jd}tjddgddgddgg|dd}|jdd}tt |jddd	k s,J tt |jddd d	k s=J d
D ]}t	|d d |f \}}|dksSJ q?t 
| }t |d
 d	k sfJ tjddgddgddgg|dd}|jdd}tt |jddddg d	k sJ tt |jddt d d	k sJ d
D ]}t	|d d |f \}}|dksJ qt 
| }t |d
 d d	k sJ d S )Nl	   A"l7D#maxbwcuC r   r   T)r  r  r|   rq  r  r   r   r  r  r`  rF   rE   r"   r   r   r  r  r,   r,   r-   -test_MultivariateNormalQMCShapiroInvTransform  s4   "&(zGTestMultivariateNormalQMC.test_MultivariateNormalQMCShapiroInvTransformc                 C   s  t jd}tjg dg dg dg dg|d}|jdd}tt |jd	d
dk s.J t t |d d d	f d dk sBJ t t |d d df d dk sVJ t t |d d df t 	d dk smJ dD ]}t
|d d |f \}}|dksJ qot | }t |d dk sJ t |d d dk sJ tt |d d d	f |d d df  |d d df  dk sJ d S )Nl	   A	+CIImG`3dz )r   r   r   )rF   r   rF   )r   rF   rF   )rF   rF   rE   r  r   r   r   r   r  r   r   ro  g?r  r   gh㈵>)r$   r2   r3   r   rk  r   r   r  r  ra   r
   r  r  r  r,   r,   r-   $test_MultivariateNormalQMCDegenerate@  s(   ((.6z>TestMultivariateNormalQMC.test_MultivariateNormalQMCDegenerateN)r   r   r   rX  r  r  r  r  r  r  r  r  r,   r,   r,   r-   r  |  s     #r  )(rp   collectionsr   	itertoolsr   r   r@   numpyr$   numpy.testingr   r   r   r   r	   scipy.statsr
   scipy.stats._sobolr   r   scipy.stats._qmcr   r   r   r   r   r   r   r   r   r   r   r  r  r>  rN  rm  rn  rs  r  r,   r,   r,   r-   <module>   s2       :&
{V:Dk