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import streamlit as st |
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import numpy as np |
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import matplotlib.pyplot as plt |
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from scipy.stats import norm |
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def Phi(z): |
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return norm.cdf(z) |
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def phi(z): |
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return norm.pdf(z) |
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def f_BCNOLLN(y1, y2, mu1, sigma1, alpha1, beta1, mu2, sigma2, alpha2, beta2, lambd): |
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z1 = (y1 - mu1) / sigma1 |
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z2 = (y2 - mu2) / sigma2 |
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H1_z1 = Phi(z1)**alpha1 + (1 - Phi(z1))**beta1 |
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H2_z2 = Phi(z2)**alpha2 + (1 - Phi(z2))**beta2 |
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term1 = (Phi(z1)**alpha1 / H1_z1)**(-lambd) |
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term2 = (Phi(z2)**alpha2 / H2_z2)**(-lambd) |
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common_term = (term1 + term2 - 1)**(-(2*lambd + 1)/lambd) |
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factor1 = (phi(z1) * Phi(z1)**(alpha1 - 1) * (1 - Phi(z1))**(beta1 - 1) * |
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(alpha1 + (beta1 - alpha1) * Phi(z1))) / (sigma1 * H1_z1**2) |
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factor2 = (phi(z2) * Phi(z2)**(alpha2 - 1) * (1 - Phi(z2))**(beta2 - 1) * |
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(alpha2 + (beta2 - alpha2) * Phi(z2))) / (sigma2 * H2_z2**2) |
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pdf = (lambd + 1) * common_term * (factor1 * factor2) |
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return pdf |
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st.title('BCNOLLN Distribution Visualizer') |
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mu1 = st.sidebar.number_input('Mean μ1', value=0.0) |
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sigma1 = st.sidebar.number_input('Standard deviation σ1', value=1.0, min_value=0.1) |
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alpha1 = st.sidebar.number_input('Alpha1 α1', value=0.2, min_value=0.0, max_value=1.0) |
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beta1 = st.sidebar.number_input('Beta1 β1', value=0.2, min_value=0.0, max_value=1.0) |
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mu2 = st.sidebar.number_input('Mean μ2', value=0.0) |
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sigma2 = st.sidebar.number_input('Standard deviation σ2', value=1.0, min_value=0.1) |
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alpha2 = st.sidebar.number_input('Alpha2 α2', value=0.9, min_value=0.0, max_value=1.0) |
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beta2 = st.sidebar.number_input('Beta2 β2', value=0.3, min_value=0.0, max_value=1.0) |
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lambd = st.sidebar.number_input('Lambda λ', value=-0.5) |
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y1, y2 = np.meshgrid(np.linspace(-3, 3, 100), np.linspace(-3, 3, 100)) |
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pdf_values = f_BCNOLLN(y1, y2, mu1, sigma1, alpha1, beta1, mu2, sigma2, alpha2, beta2, lambd) |
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fig, ax = plt.subplots() |
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cp = ax.contourf(y1, y2, pdf_values, cmap='viridis') |
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fig.colorbar(cp) |
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ax.set_title('BCNOLLN PDF Contour Plot') |
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ax.set_xlabel('y1') |
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ax.set_ylabel('y2') |
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st.pyplot(fig) |
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