Source code for climb.tool.impl.data_suite.third_party.copulas.univariate.beta

import numpy as np
from climb.tool.impl.data_suite.third_party.copulas.univariate.base import BoundedType, ParametricType, ScipyModel
from scipy.stats import beta




class BetaUnivariate(ScipyModel):
    """Wrapper around scipy.stats.beta.

    Documentation: https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.beta.html
    """

    PARAMETRIC = ParametricType.PARAMETRIC
    BOUNDED = BoundedType.BOUNDED
    MODEL_CLASS = beta

    def _fit_constant(self, X):
        self._params = {
            "a": 1.0,
            "b": 1.0,
            "loc": np.unique(X)[0],
            "scale": 0.0,
        }

    def _fit(self, X):
        loc = np.min(X)
        scale = np.max(X) - loc
        a, b = beta.fit(X, loc=loc, scale=scale)[0:2]
        self._params = {"loc": loc, "scale": scale, "a": a, "b": b}

    def _is_constant(self):
        return self._params["scale"] == 0

    def _extract_constant(self):
        return self._params["loc"]