Merge pull request #39 from FlorianPfaff/hyperrectangular_uniform_custom

Added custom and uniform distributions for hyperrectangles

pyrecest/distributions/custom_hyperrectangular_distribution.py

@@ -0,0 +1,7 @@
+from .nonperiodic.abstract_hyperrectangular_distribution import AbstractHyperrectangularDistribution
+from .custom_distribution import CustomDistribution
+
+class CustomHyperrectangularDistribution(AbstractHyperrectangularDistribution, CustomDistribution):
+    def __init__(self, f, bounds):
+        AbstractHyperrectangularDistribution.__init__(self, bounds)
+        CustomDistribution.__init__(self, f, self.dim)

pyrecest/distributions/hyperrectangular_uniform_distribution.py

@@ -0,0 +1,14 @@
+
+from .abstract_uniform_distribution import AbstractUniformDistribution
+from .nonperiodic.abstract_hyperrectangular_distribution import AbstractHyperrectangularDistribution
+
+class HyperrectangularUniformDistribution(AbstractUniformDistribution, AbstractHyperrectangularDistribution):
+    def __init__(self, bounds):
+        AbstractUniformDistribution.__init__(self, bounds.shape[-1])
+        AbstractHyperrectangularDistribution.__init__(self, bounds)
+
+    def get_manifold_size(self):
+        return AbstractHyperrectangularDistribution.get_manifold_size(self)
+
+
+

pyrecest/distributions/nonperiodic/abstract_hyperrectangular_distribution.py

@@ -0,0 +1,29 @@
+import numpy as np
+from ..abstract_bounded_nonperiodic_distribution import AbstractBoundedNonPeriodicDistribution
+import scipy
+
+class AbstractHyperrectangularDistribution(AbstractBoundedNonPeriodicDistribution):
+    def __init__(self, bounds):
+        AbstractBoundedNonPeriodicDistribution.__init__(self, np.size(bounds[0]))
+        self.bounds = bounds
+
+    def get_manifold_size(self):
+        s = np.prod(np.diff(self.bounds, axis=1))
+        return s
+
+    @property
+    def input_dim(self):
+        return self.dim
+
+    def integrate(self, integration_boundaries=None):
+        if integration_boundaries is None:
+            integration_boundaries = self.bounds
+
+        left = np.atleast_1d(integration_boundaries[0])
+        right = np.atleast_1d(integration_boundaries[1])
+
+        def pdf_fun(*args):
+            return self.pdf(np.array(args))
+
+        integration_boundaries = [(left[i], right[i]) for i in range(self.dim)]
+        return scipy.integrate.nquad(pdf_fun, integration_boundaries)[0]

pyrecest/tests/distributions/test_custom_hyperrectangular_distribution.py

@@ -0,0 +1,13 @@
+import numpy as np
+import unittest
+from pyrecest.distributions.hyperrectangular_uniform_distribution import HyperrectangularUniformDistribution
+from pyrecest.distributions.custom_hyperrectangular_distribution import CustomHyperrectangularDistribution
+
+class TestCustomHyperrectangularDistribution(unittest.TestCase):
+    def test_basic(self):
+        hud = HyperrectangularUniformDistribution(np.array([[1, 3], [2, 5]]))
+        cd = CustomHyperrectangularDistribution(hud.pdf, hud.bounds)
+        x_mesh, y_mesh = np.meshgrid(np.linspace(1, 3, 50), np.linspace(2, 5, 50))
+        self.assertTrue(np.allclose(cd.pdf(np.column_stack((x_mesh.ravel(), y_mesh.ravel()))), 1/6 * np.ones(50**2)))
+
+