from sympy.core.function import Function from sympy.core.symbol import symbols from sympy.functions.elementary.exponential import exp from sympy.stats.error_prop import variance_prop from sympy.stats.symbolic_probability import (RandomSymbol, Variance, Covariance) def test_variance_prop(): x, y, z = symbols('x y z') phi, t = consts = symbols('phi t') a = RandomSymbol(x) var_x = Variance(a) var_y = Variance(RandomSymbol(y)) var_z = Variance(RandomSymbol(z)) f = Function('f')(x) cases = { x + y: var_x + var_y, a + y: var_x + var_y, x + y + z: var_x + var_y + var_z, 2*x: 4*var_x, x*y: var_x*y**2 + var_y*x**2, 1/x: var_x/x**4, x/y: (var_x*y**2 + var_y*x**2)/y**4, exp(x): var_x*exp(2*x), exp(2*x): 4*var_x*exp(4*x), exp(-x*t): t**2*var_x*exp(-2*t*x), f: Variance(f), } for inp, out in cases.items(): obs = variance_prop(inp, consts=consts) assert out == obs def test_variance_prop_with_covar(): x, y, z = symbols('x y z') phi, t = consts = symbols('phi t') a = RandomSymbol(x) var_x = Variance(a) b = RandomSymbol(y) var_y = Variance(b) c = RandomSymbol(z) var_z = Variance(c) covar_x_y = Covariance(a, b) covar_x_z = Covariance(a, c) covar_y_z = Covariance(b, c) cases = { x + y: var_x + var_y + 2*covar_x_y, a + y: var_x + var_y + 2*covar_x_y, x + y + z: var_x + var_y + var_z + \ 2*covar_x_y + 2*covar_x_z + 2*covar_y_z, 2*x: 4*var_x, x*y: var_x*y**2 + var_y*x**2 + 2*covar_x_y/(x*y), 1/x: var_x/x**4, exp(x): var_x*exp(2*x), exp(2*x): 4*var_x*exp(4*x), exp(-x*t): t**2*var_x*exp(-2*t*x), } for inp, out in cases.items(): obs = variance_prop(inp, consts=consts, include_covar=True) assert out == obs