src/main/python/tests/matrix/test_quantile.py

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import unittest
import numpy as np
from systemds.context import SystemDSContext

np.random.seed(7)
m = np.random.random_integers(9, size=100)
M = np.random.random_integers(9, size=300).reshape(100, 3)
p = np.array([0.25, 0.5, 0.75])
m2 = np.array([1, 2, 3, 4, 5])
w2 = np.array([1, 1, 1, 1, 5])


def weighted_quantiles(values, weights, quantiles=0.5):
    i = np.argsort(values)
    c = np.cumsum(weights[i])
    return values[i[np.searchsorted(c, np.array(quantiles) * c[-1])]]


class TestQUANTILE(unittest.TestCase):
    def setUp(self):
        self.sds = SystemDSContext(capture_stdout=True, logging_level=50)

    def tearDown(self):
        self.sds.close()

    def test_median_random1(self):
        sds_input = self.sds.from_numpy(m)
        sds_result = sds_input.median().compute()
        np_result = np.median(m)
        assert np.allclose(sds_result, np_result, 1e-9)

    def test_median_random2(self):
        with self.assertRaises(RuntimeError):
            sds_input = self.sds.from_numpy(M)
            sds_input.median().compute()

    def test_weighted_median(self):
        sds_input = self.sds.from_numpy(m2)
        sds_input2 = self.sds.from_numpy(w2)
        sds_result = sds_input.median(sds_input2).compute()
        np_result = weighted_quantiles(m2, w2)
        assert np.allclose(sds_result, np_result, 1e-9)

    def test_quantile1(self):
        sds_p = self.sds.from_numpy(p)
        sds_result = self.sds.from_numpy(m).quantile(sds_p).compute()
        np_result = np.array(
            [weighted_quantiles(m, np.ones(m.shape), quantiles=q) for q in p]
        ).reshape(-1, 1)
        assert np.allclose(sds_result, np_result, 1e-9)

    def test_quantile2(self):
        sds_p = self.sds.from_numpy(p)
        sds_result = self.sds.from_numpy(m2).quantile(sds_p).compute()
        np_result = np.array(
            [weighted_quantiles(m2, np.ones(m.shape), quantiles=q) for q in p]
        ).reshape(-1, 1)
        assert np.allclose(sds_result, np_result, 1e-9)

    def test_quantile3(self):
        sds_p = self.sds.from_numpy(p)
        sds_w = self.sds.from_numpy(w2)
        sds_result = self.sds.from_numpy(m2).quantile(sds_p, sds_w).compute()
        np_result = np.array(
            [weighted_quantiles(m2, w2, quantiles=q) for q in p]
        ).reshape(-1, 1)
        assert np.allclose(sds_result, np_result, 1e-9)

    def test_quantile4(self):
        sds_w = self.sds.from_numpy(w2)
        quant = 0.3
        sds_result = self.sds.from_numpy(m2).quantile(quant, sds_w).compute()
        np_result = weighted_quantiles(m2, w2, quantiles=quant)
        assert np.allclose(sds_result, np_result, 1e-9)

    def test_quantile5(self):
        sds_w = self.sds.from_numpy(w2)
        with self.assertRaises(ValueError):
            self.sds.from_numpy(m2).quantile("0.5", sds_w)

    def test_quantile6(self):
        sds_w = self.sds.from_numpy(w2)
        quant = 1.3
        with self.assertRaises(ValueError):
            self.sds.from_numpy(m2).quantile(quant, sds_w)


if __name__ == "__main__":
    unittest.main()