Source code for tyche.Distributions

"""
Utilities for probability distributions.
"""

import numpy       as np
import scipy.stats as st

from numpy.linalg import norm
from numpy.random import choice
from .Types       import SynthesizedDistribution


def constant(value):
  """
  The constant distribution.

  Parameters
  ----------
  value : float
    The constant value.
  """

  return st.norm(value, 0)


def mixture(weights, distributions):
  """
  A mixture of two distributions.

  Parameters
  ----------
  weights : array of float
    The weights of the distributions to be mixed.
  distributions : array of distributions
    The distributions to be mixed.
  """

  ks = np.arange(0, len(weights))
  ps = weights / np.linalg.norm(weights, ord=1)
  return SynthesizedDistribution(
    rvs = lambda n: np.fromiter(
      map(
        lambda i: distributions[i].rvs(),
        np.random.choice(ks, n, p=ps)
      ),
      dtype=float
    )
  )


def parse_distribution(text):
  """
  Make the Python object for the distribution, if any is specified.

  Parameters
  ----------
  text : str
    The Python expression for the distribution, or plain text.
  """

  try:
    return constant(np.float64(text))
  except ValueError:
    return eval(text)