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- from functools import singledispatch
- from sympy.external import import_module
- from sympy.stats.crv_types import BetaDistribution, CauchyDistribution, ChiSquaredDistribution, ExponentialDistribution, \
- GammaDistribution, LogNormalDistribution, NormalDistribution, ParetoDistribution, UniformDistribution, \
- GaussianInverseDistribution
- from sympy.stats.drv_types import PoissonDistribution, GeometricDistribution, NegativeBinomialDistribution
- from sympy.stats.frv_types import BinomialDistribution, BernoulliDistribution
- try:
- import pymc
- except ImportError:
- pymc = import_module('pymc3')
- @singledispatch
- def do_sample_pymc(dist):
- return None
- # CRV:
- @do_sample_pymc.register(BetaDistribution)
- def _(dist: BetaDistribution):
- return pymc.Beta('X', alpha=float(dist.alpha), beta=float(dist.beta))
- @do_sample_pymc.register(CauchyDistribution)
- def _(dist: CauchyDistribution):
- return pymc.Cauchy('X', alpha=float(dist.x0), beta=float(dist.gamma))
- @do_sample_pymc.register(ChiSquaredDistribution)
- def _(dist: ChiSquaredDistribution):
- return pymc.ChiSquared('X', nu=float(dist.k))
- @do_sample_pymc.register(ExponentialDistribution)
- def _(dist: ExponentialDistribution):
- return pymc.Exponential('X', lam=float(dist.rate))
- @do_sample_pymc.register(GammaDistribution)
- def _(dist: GammaDistribution):
- return pymc.Gamma('X', alpha=float(dist.k), beta=1 / float(dist.theta))
- @do_sample_pymc.register(LogNormalDistribution)
- def _(dist: LogNormalDistribution):
- return pymc.Lognormal('X', mu=float(dist.mean), sigma=float(dist.std))
- @do_sample_pymc.register(NormalDistribution)
- def _(dist: NormalDistribution):
- return pymc.Normal('X', float(dist.mean), float(dist.std))
- @do_sample_pymc.register(GaussianInverseDistribution)
- def _(dist: GaussianInverseDistribution):
- return pymc.Wald('X', mu=float(dist.mean), lam=float(dist.shape))
- @do_sample_pymc.register(ParetoDistribution)
- def _(dist: ParetoDistribution):
- return pymc.Pareto('X', alpha=float(dist.alpha), m=float(dist.xm))
- @do_sample_pymc.register(UniformDistribution)
- def _(dist: UniformDistribution):
- return pymc.Uniform('X', lower=float(dist.left), upper=float(dist.right))
- # DRV:
- @do_sample_pymc.register(GeometricDistribution)
- def _(dist: GeometricDistribution):
- return pymc.Geometric('X', p=float(dist.p))
- @do_sample_pymc.register(NegativeBinomialDistribution)
- def _(dist: NegativeBinomialDistribution):
- return pymc.NegativeBinomial('X', mu=float((dist.p * dist.r) / (1 - dist.p)),
- alpha=float(dist.r))
- @do_sample_pymc.register(PoissonDistribution)
- def _(dist: PoissonDistribution):
- return pymc.Poisson('X', mu=float(dist.lamda))
- # FRV:
- @do_sample_pymc.register(BernoulliDistribution)
- def _(dist: BernoulliDistribution):
- return pymc.Bernoulli('X', p=float(dist.p))
- @do_sample_pymc.register(BinomialDistribution)
- def _(dist: BinomialDistribution):
- return pymc.Binomial('X', n=int(dist.n), p=float(dist.p))
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