|
|
from sympy.core.basic import Basic |
|
|
from sympy.stats.joint_rv import ProductPSpace |
|
|
from sympy.stats.rv import ProductDomain, _symbol_converter, Distribution |
|
|
|
|
|
|
|
|
class StochasticPSpace(ProductPSpace): |
|
|
""" |
|
|
Represents probability space of stochastic processes |
|
|
and their random variables. Contains mechanics to do |
|
|
computations for queries of stochastic processes. |
|
|
|
|
|
Explanation |
|
|
=========== |
|
|
|
|
|
Initialized by symbol, the specific process and |
|
|
distribution(optional) if the random indexed symbols |
|
|
of the process follows any specific distribution, like, |
|
|
in Bernoulli Process, each random indexed symbol follows |
|
|
Bernoulli distribution. For processes with memory, this |
|
|
parameter should not be passed. |
|
|
""" |
|
|
|
|
|
def __new__(cls, sym, process, distribution=None): |
|
|
sym = _symbol_converter(sym) |
|
|
from sympy.stats.stochastic_process_types import StochasticProcess |
|
|
if not isinstance(process, StochasticProcess): |
|
|
raise TypeError("`process` must be an instance of StochasticProcess.") |
|
|
if distribution is None: |
|
|
distribution = Distribution() |
|
|
return Basic.__new__(cls, sym, process, distribution) |
|
|
|
|
|
@property |
|
|
def process(self): |
|
|
""" |
|
|
The associated stochastic process. |
|
|
""" |
|
|
return self.args[1] |
|
|
|
|
|
@property |
|
|
def domain(self): |
|
|
return ProductDomain(self.process.index_set, |
|
|
self.process.state_space) |
|
|
|
|
|
@property |
|
|
def symbol(self): |
|
|
return self.args[0] |
|
|
|
|
|
@property |
|
|
def distribution(self): |
|
|
return self.args[2] |
|
|
|
|
|
def probability(self, condition, given_condition=None, evaluate=True, **kwargs): |
|
|
""" |
|
|
Transfers the task of handling queries to the specific stochastic |
|
|
process because every process has their own logic of handling such |
|
|
queries. |
|
|
""" |
|
|
return self.process.probability(condition, given_condition, evaluate, **kwargs) |
|
|
|
|
|
def compute_expectation(self, expr, condition=None, evaluate=True, **kwargs): |
|
|
""" |
|
|
Transfers the task of handling queries to the specific stochastic |
|
|
process because every process has their own logic of handling such |
|
|
queries. |
|
|
""" |
|
|
return self.process.expectation(expr, condition, evaluate, **kwargs) |
|
|
|
