pywafo/wafo/stats/estimation.py

'''
Contains FitDistribution and Profile class, which are

important classes for fitting to various Continous and Discrete Probability
Distributions

Author:  Per A. Brodtkorb 2008
'''

from __future__ import division, absolute_import
import warnings

from wafo.plotbackend import plotbackend as plt
from wafo.misc import ecross, findcross, argsreduce
from wafo.stats._constants import _EPS, _XMAX, _XMIN
from wafo.stats._distn_infrastructure import rv_frozen, rv_continuous
from scipy._lib.six import string_types
import numdifftools as nd  # @UnresolvedImport
from scipy import special
from scipy.linalg import pinv2
from scipy import optimize

import numpy as np
from scipy.special import expm1, log1p
from numpy import (arange, zeros, log, sqrt, exp,
                   asarray, nan, pi, isfinite)
from numpy import flatnonzero as nonzero


__all__ = ['Profile', 'FitDistribution']


floatinfo = np.finfo(float)

arr = asarray
# all = alltrue  # @ReservedAssignment


def _burr_link(x, logsf, phat, ix):
    c, d, loc, scale = phat
    logp = log(-expm1(logsf))
    xn = (x - loc) / scale
    if ix == 1:
        return -logp / log1p(xn**(-c))
    if ix == 0:
        return log1p(-exp(-logp / d)) / log(xn)
    if ix == 2:
        return x - scale * exp(log1p(-exp(-logp / d)) / c)
    if ix == 3:
        return (x - loc) / exp(log1p(-exp(-logp / d)) / c)
    raise IndexError('Index to the fixed parameter is out of bounds')


def _expon_link(x, logsf, phat, ix):
    if ix == 1:
        return - (x - phat[0]) / logsf
    if ix == 0:
        return x + phat[1] * logsf
    raise IndexError('Index to the fixed parameter is out of bounds')


def _weibull_min_link(x, logsf, phat, ix):
    c, loc, scale = phat
    if ix == 0:
        return log(-logsf) / log((x - loc) / scale)
    if ix == 1:
        return x - scale * (-logsf) ** (1. / c)
    if ix == 2:
        return (x - loc) / (-logsf) ** (1. / c)
    raise IndexError('Index to the fixed parameter is out of bounds')


def _exponweib_link(x, logsf, phat, ix):
    a, c, loc, scale = phat
    logP = -log(-expm1(logsf))
    xn = (x - loc) / scale
    if ix == 0:
        return - logP / log(-expm1(-xn**c))
    if ix == 1:
        return log(-log1p(- logP**(1.0 / a))) / log(xn)
    if ix == 2:
        return x - (-log1p(- logP**(1.0/a))) ** (1.0 / c) * scale
    if ix == 3:
        return (x - loc) / (-log1p(- logP**(1.0/a))) ** (1.0 / c)
    raise IndexError('Index to the fixed parameter is out of bounds')


def _genpareto_link(x, logsf, phat, ix):
    # Reference
    # Stuart Coles (2004)
    # "An introduction to statistical modelling of extreme values".
    # Springer series in statistics
    c, loc, scale = phat
    if ix == 2:
        # Reorganizing w.r.t.scale, Eq. 4.13 and 4.14, pp 81 in
        # Coles (2004) gives
        #   link = -(x-loc)*c/expm1(-c*logsf)
        if c != 0.0:
            phati = (x - loc) * c / expm1(-c * logsf)
        else:
            phati = -(x - loc) / logsf
    elif ix == 1:
        if c != 0:
            phati = x + scale * expm1(c * logsf) / c
        else:
            phati = x + scale * logsf
    elif ix == 0:
        raise NotImplementedError(
            'link(x,logsf,phat,i) where i=0 is not implemented!')
    else:
        raise IndexError('Index to the fixed parameter is out of bounds')
    return phati


def _genextreme_link(x, logsf, phat, ix):
    c, loc, scale = phat
    loglogP = log(-log(-expm1(logsf)))
    if ix == 2:
        #   link = -(x-loc)*c/expm1(c*log(-logP))
        if c != 0.0:
            return -(x - loc) * c / expm1(c * loglogP)
        return -(x - loc) / loglogP
    if ix == 1:
        if c != 0:
            return x + scale * expm1(c * loglogP) / c
        return x + scale * loglogP
    if ix == 0:
        raise NotImplementedError(
            'link(x,logsf,phat,i) where i=0 is not implemented!')
    raise IndexError('Index to the fixed parameter is out of bounds')


def _genexpon_link(x, logsf, phat, ix):
    a, b, c, loc, scale = phat
    xn = (x - loc) / scale
    fact1 = (xn + expm1(-c * xn) / c)
    if ix == 0:
        return b * fact1 + logsf  # a
    if ix == 1:
        return (a - logsf) / fact1  # b
    if ix in [2, 3, 4]:
        raise NotImplementedError('Only implemented for index in [0,1]!')
    raise IndexError('Index to the fixed parameter is out of bounds')


def _rayleigh_link(x, logsf, phat, ix):
    if ix == 1:
        return x - phat[0] / sqrt(-2.0 * logsf)
    if ix == 0:
        return x - phat[1] * sqrt(-2.0 * logsf)
    raise IndexError('Index to the fixed parameter is out of bounds')


def _trunclayleigh_link(x, logsf, phat, ix):
    c, loc, scale = phat
    if ix == 0:
        xn = (x - loc) / scale
        return - 2 * logsf / xn - xn / 2.0
    if ix == 2:
        return x - loc / (sqrt(c * c - 2 * logsf) - c)
    if ix == 1:
        return x - scale * (sqrt(c * c - 2 * logsf) - c)
    raise IndexError('Index to the fixed parameter is out of bounds')


LINKS = dict(expon=_expon_link,
             weibull_min=_weibull_min_link,
             frechet_r=_weibull_min_link,
             genpareto=_genpareto_link,
             genexpon=_genexpon_link,
             rayleigh=_rayleigh_link,
             trunclayleigh=_trunclayleigh_link,
             genextreme=_genextreme_link,
             exponweib=_exponweib_link,
             burr=_burr_link)


def chi2isf(p, df):
    return special.chdtri(df, p)


def chi2sf(x, df):
    return special.chdtrc(df, x)


def norm_ppf(q):
    return special.ndtri(q)


class Profile(object):
    '''
    Profile Log- likelihood or Product Spacing-function for phat[i].

    Parameters
    ----------
    fit_dist : FitDistribution object
        with ML or MPS estimated distribution parameters.
    i : scalar integer
        defining which distribution parameter to keep fixed in the
        profiling process (default first non-fixed parameter)
    pmin, pmax : real scalars
        Interval for the parameter, phat[i] used in the optimization of the
        profile function (default is based on the 100*(1-alpha)% confidence
        interval computed with the delta method.)
    n : scalar integer
        Max number of points used in Lp (default 100)
    alpha : real scalar
        confidence coefficent (default 0.05)

    Returns
    -------
    Lp : Profile log-likelihood function with parameters phat given
        the data and phat[i],  i.e.,
            Lp = max(log(f(phat| data, phat[i])))

    Member methods
    -------------
    plot() : Plot profile function with 100(1-alpha)% confidence interval
    get_bounds() : Return 100(1-alpha)% confidence interval

    Member variables
    ----------------
    fit_dist : FitDistribution data object.
    data : profile function values
    args : profile function arguments
    alpha : confidence coefficient
    Lmax : Maximum value of profile function
    alpha_cross_level :

    PROFILE is a utility function for making inferences on a particular
    component of the vector phat.
    This is usually more accurate than using the delta method assuming
    asymptotic normality of the ML estimator or the MPS estimator.

    Examples
    --------
    # MLE
    >>> import wafo.stats as ws
    >>> R = ws.weibull_min.rvs(1,size=100);
    >>> phat = FitDistribution(ws.weibull_min, R, 1, scale=1, floc=0.0)

    # Better 90% CI for phat.par[i=0]
    >>> profile_phat_i = Profile(phat, i=0)
    >>> profile_phat_i.plot()
    >>> phat_ci = profile_phat_i.get_bounds(alpha=0.1)

    '''
    def __init__(self, fit_dist, i=None, pmin=None, pmax=None, n=100,
                 alpha=0.05):

        self.fit_dist = fit_dist
        self.pmin = pmin
        self.pmax = pmax
        self.n = n
        self.alpha = alpha

        self.data = None
        self.args = None

        self._set_indexes(fit_dist, i)
        method = fit_dist.method.lower()
        self._set_plot_labels(fit_dist, method)

        Lmax = self._loglike_max(fit_dist, method)
        self.Lmax = Lmax
        self.alpha_Lrange = 0.5 * chi2isf(self.alpha, 1)
        self.alpha_cross_level = Lmax - self.alpha_Lrange

        self._set_profile()

    def _set_plot_labels(self, fit_dist, method):
        percent = 100 * (1.0 - self.alpha)
        self.title = '{:g}% CI for {:s} params'.format(percent,
                                                       fit_dist.dist.name)
        like_txt = 'likelihood' if method == 'ml' else 'product spacing'
        self.ylabel = 'Profile log' + like_txt
        self.xlabel = 'phat[{}]'.format(np.ravel(self.i_fixed)[0])

    @staticmethod
    def _loglike_max(fit_dist, method):
        if method.startswith('ml'):
            Lmax = fit_dist.LLmax
        elif method.startswith('mps'):
            Lmax = fit_dist.LPSmax
        else:
            raise ValueError(
                "PROFILE is only valid for ML- or MPS- estimators")
        return Lmax

    @staticmethod
    def _default_i_fixed(fit_dist):
        try:
            i0 = 1 - np.isfinite(fit_dist.par_fix).argmax()
        except Exception:
            i0 = 0
        return i0

    @staticmethod
    def _get_not_fixed_mask(fit_dist):
        if fit_dist.par_fix is None:
            isnotfixed = np.ones(fit_dist.par.shape, dtype=bool)
        else:
            isnotfixed = 1 - np.isfinite(fit_dist.par_fix)
        return isnotfixed

    def _check_i_fixed(self):
        if self.i_fixed not in self.i_notfixed:
            raise IndexError("Index i must be equal to an index to one of " +
                             "the free parameters.")

    def _set_indexes(self, fit_dist, i):
        if i is None:
            i = self._default_i_fixed(fit_dist)
        self.i_fixed = np.atleast_1d(i)
        isnotfixed = self._get_not_fixed_mask(fit_dist)
        self.i_notfixed = nonzero(isnotfixed)
        self._check_i_fixed()
        isfree = isnotfixed
        isfree[self.i_fixed] = False
        self.i_free = nonzero(isfree)

    @staticmethod
    def _local_link(fix_par, par):
        """
        Return fixed distribution parameter
        """
        return fix_par

    def _correct_Lmax(self, Lmax, free_par, fix_par):

        if Lmax > self.Lmax:  # foundNewphat = True

            dL = self.Lmax - Lmax
            self.alpha_cross_level -= dL
            self.Lmax = Lmax
            par = self._par.copy()
            par[self.i_free] = free_par
            par[self.i_fixed] = fix_par
            self.best_par = par
            self._par = par
            warnings.warn(
                'The fitted parameters does not provide the optimum fit. ' +
                'Something wrong with fit (par = {})'.format(str(par)))

    def _profile_optimum(self, phatfree0, p_opt):
        phatfree = optimize.fmin(self._profile_fun, phatfree0, args=(p_opt,),
                                 disp=0)
        Lmax = -self._profile_fun(phatfree, p_opt)
        self._correct_Lmax(Lmax, phatfree, p_opt)
        return Lmax, phatfree

    def _get_p_opt(self):
        return self._par[self.i_fixed]

    def _set_profile(self):
        self._par = self.fit_dist.par.copy()

        # Set up variable to profile and _local_link function
        p_opt = self._get_p_opt()

        phatfree = self._par[self.i_free].copy()

        pvec = self._get_pvec(phatfree, p_opt)

        self.data = np.ones_like(pvec) * nan
        k1 = (pvec >= p_opt).argmax()

        for size, step in ((-1, -1), (np.size(pvec), 1)):
            phatfree = self._par[self.i_free].copy()
            for ix in range(k1, size, step):
                Lmax, phatfree = self._profile_optimum(phatfree, pvec[ix])
                self.data[ix] = Lmax
                if ix != k1 and Lmax < self.alpha_cross_level:
                    break
        np.putmask(pvec, np.isnan(self.data), nan)
        self.args = pvec

        self._prettify_profile()

    def _prettify_profile(self):
        pvec = self.args
        ix = nonzero(np.isfinite(pvec))
        self.data = self.data[ix]
        self.args = pvec[ix]
        cond = self.data == -np.inf

        if np.any(cond):
            ind, = cond.nonzero()
            self.data.put(ind, floatinfo.min / 2.0)
            ind1 = np.where(ind == 0, ind, ind - 1)
            cl = self.alpha_cross_level - self.alpha_Lrange / 2.0
            try:
                t0 = ecross(self.args, self.data, ind1, cl)
                self.data.put(ind, cl)
                self.args.put(ind, t0)
            except IndexError as err:
                warnings.warn(str(err))

    def _get_variance(self):
        return self.fit_dist.par_cov[self.i_fixed, :][:, self.i_fixed]

    def _approx_p_min_max(self, p_opt):
        pvar = self._get_variance()
        if pvar <= 1e-5 or np.isnan(pvar):
            pvar = max(abs(p_opt) * 0.5, 0.2)
        pvar = max(pvar, 0.1)
        p_crit = -norm_ppf(self.alpha / 2.0) * sqrt(np.ravel(pvar)) * 1.5
        return p_opt - p_crit * 5, p_opt + p_crit * 5

    def _p_min_max(self, phatfree0, p_opt):
        p_low, p_up = self._approx_p_min_max(p_opt)
        pmin, pmax = self.pmin, self.pmax
        if pmin is None:
            pmin = self._search_pmin(phatfree0, p_low, p_opt)
        if pmax is None:
            pmax = self._search_pmax(phatfree0, p_up, p_opt)
        return pmin, pmax

    def _adaptive_pvec(self, p_opt, pmin, pmax):
        p_crit_low = (p_opt - pmin) / 5
        p_crit_up = (pmax - p_opt) / 5
        n4 = np.floor(self.n / 4.0)
        a, b = p_opt - p_crit_low, p_opt + p_crit_up
        pvec1 = np.linspace(pmin, a, n4 + 1)
        pvec2 = np.linspace(a, b, self.n - 2 * n4)
        pvec3 = np.linspace(b, pmax, n4 + 1)
        pvec = np.unique(np.hstack((pvec1, p_opt, pvec2, pvec3)))
        return pvec

    def _get_pvec(self, phatfree0, p_opt):
        ''' return proper interval for the variable to profile
        '''
        if self.pmin is None or self.pmax is None:
            pmin, pmax = self._p_min_max(phatfree0, p_opt)
            return self._adaptive_pvec(p_opt, pmin, pmax)
        return np.linspace(self.pmin, self.pmax, self.n)

    def _search_pmin(self, phatfree0, p_min0, p_opt):
        phatfree = phatfree0.copy()

        dp = (p_opt - p_min0)/40
        if dp < 1e-2:
            dp = 0.1
        p_min_opt = p_opt - dp
        Lmax, phatfree = self._profile_optimum(phatfree, p_opt)
        for _j in range(50):
            p_min = p_opt - dp
            Lmax, phatfree = self._profile_optimum(phatfree, p_min)
            if np.isnan(Lmax):
                dp *= 0.33
            elif Lmax < self.alpha_cross_level - self.alpha_Lrange * 5:
                p_min_opt = p_min
                dp *= 0.33
            elif Lmax < self.alpha_cross_level:
                p_min_opt = p_min
                break
            else:
                dp *= 1.67
        return p_min_opt

    def _search_pmax(self, phatfree0, p_max0, p_opt):
        phatfree = phatfree0.copy()

        dp = (p_max0 - p_opt)/40
        if dp < 1e-2:
            dp = 0.1
        p_max_opt = p_opt + dp
        Lmax, phatfree = self._profile_optimum(phatfree, p_opt)
        for _j in range(50):
            p_max = p_opt + dp
            Lmax, phatfree = self._profile_optimum(phatfree, p_max)
            if np.isnan(Lmax):
                dp *= 0.33
            elif Lmax < self.alpha_cross_level - self.alpha_Lrange * 2:
                p_max_opt = p_max
                dp *= 0.33
            elif Lmax < self.alpha_cross_level:
                p_max_opt = p_max
                break
            else:
                dp *= 1.67
        return p_max_opt

    def _profile_fun(self, free_par, fix_par):
        ''' Return negative of loglike or logps function

           free_par - vector of free parameters
           fix_par  - fixed parameter, i.e., either quantile (return level),
                      probability (return period) or distribution parameter
        '''
        par = self._par.copy()
        par[self.i_free] = free_par

        par[self.i_fixed] = self._local_link(fix_par, par)
        return self.fit_dist.fitfun(par)

    def get_bounds(self, alpha=0.05):
        '''Return confidence interval for profiled parameter
        '''
        if alpha < self.alpha:
            warnings.warn(
                'Might not be able to return bounds with alpha less than %g' %
                self.alpha)
        cross_level = self.Lmax - 0.5 * chi2isf(alpha, 1)
        ind = findcross(self.data, cross_level)
        n = len(ind)
        if n == 0:
            warnings.warn('''Number of crossings is zero, i.e.,
            upper and lower bound is not found!''')
            bounds = (self.pmin, self.pmax)

        elif n == 1:
            x0 = ecross(self.args, self.data, ind, cross_level)
            isUpcrossing = self.data[ind] > self.data[ind + 1]
            if isUpcrossing:
                bounds = (x0, self.pmax)
                warnings.warn('Upper bound is larger')
            else:
                bounds = (self.pmin, x0)
                warnings.warn('Lower bound is smaller')

        elif n == 2:
            bounds = ecross(self.args, self.data, ind, cross_level)
        else:
            warnings.warn('Number of crossings too large! Something is wrong!')
            bounds = ecross(self.args, self.data, ind[[0, -1]], cross_level)
        return bounds

    def plot(self, axis=None):
        '''
        Plot profile function for p_opt with 100(1-alpha)% confidence interval.
        '''
        if axis is None:
            axis = plt.gca()

        p_ci = self.get_bounds(self.alpha)
        axis.plot(
            self.args, self.data,
            p_ci, [self.Lmax, ] * 2, 'r--',
            p_ci, [self.alpha_cross_level, ] * 2, 'r--')
        ymax = self.Lmax + self.alpha_Lrange/10
        ymin = self.alpha_cross_level - self.alpha_Lrange/10
        axis.vlines(p_ci, ymin=ymin, ymax=self.Lmax,
                    color='r', linestyles='--')
        p_opt = self._get_p_opt()
        axis.vlines(p_opt, ymin=ymin, ymax=self.Lmax,
                    color='g', linestyles='--')
        axis.set_title(self.title)
        axis.set_ylabel(self.ylabel)
        axis.set_xlabel(self.xlabel)
        axis.set_ylim(ymin=ymin, ymax=ymax)


def plot_all_profiles(phats, plot=None):
    if plot is not None:
        plt = plot

    if phats.par_fix:
        indices = phats.i_notfixed
    else:
        indices = np.arange(len(phats.par))
    n = len(indices)
    for j, k in enumerate(indices):
        plt.subplot(n, 1, j+1)
        profile_phat_k = Profile(phats, i=k)
        m = 0
        while hasattr(profile_phat_k, 'best_par') and m < 7:
            phats.fit(*profile_phat_k.best_par)
            profile_phat_k = Profile(phats, i=k)
            m += 1
        profile_phat_k.plot()
        if j != 0:
            plt.title('')
        if j != n//2:
            plt.ylabel('')
    plt.subplots_adjust(hspace=0.5)
    par_txt = ('{:1.2g}, '*len(phats.par))[:-2].format(*phats.par)
    plt.suptitle('phat = [{}] (fit metod: {})'.format(par_txt, phats.method))
    return phats


class ProfileQuantile(Profile):
    '''
    Profile Log- likelihood or Product Spacing-function for quantile.

    Parameters
    ----------
    fit_dist : FitDistribution object
        with ML or MPS estimated distribution parameters.
    x : real scalar
        Quantile (return value)
    i : scalar integer
        defining which distribution parameter to keep fixed in the
        profiling process (default first non-fixed parameter)
    pmin, pmax : real scalars
        Interval for the parameter, x, used in the
        optimization of the profile function (default is based on the
        100*(1-alpha)% confidence interval computed with the delta method.)
    n : scalar integer
        Max number of points used in Lp (default 100)
    alpha : real scalar
        confidence coefficent (default 0.05)
    link : function connecting the x-quantile and the survival probability
        (sf) with the fixed distribution parameter, i.e.:
        self.par[i] = link(x, logsf, self.par, i), where
            logsf = log(Prob(X>x;phat)).
        (default is fetched from the LINKS dictionary)

    Returns
    -------
    Lp : Profile log-likelihood function with parameters phat given
        the data, phat[i] and quantile (x)  i.e.,
            Lp = max(log(f(phat|data,phat(i),x)))

    Member methods
    -------------
    plot() : Plot profile function with 100(1-alpha)% confidence interval
    get_bounds() : Return 100(1-alpha)% confidence interval

    Member variables
    ----------------
    fit_dist : FitDistribution data object.
    data : profile function values
    args : profile function arguments
    alpha : confidence coefficient
    Lmax : Maximum value of profile function
    alpha_cross_level :

    ProfileQuantile is a utility function for making inferences on the
    quantile, x.
    This is usually more accurate than using the delta method assuming
    asymptotic normality of the ML estimator or the MPS estimator.

    Examples
    --------
    # MLE
    >>> import wafo.stats as ws
    >>> R = ws.weibull_min.rvs(1,size=100);
    >>> phat = FitDistribution(ws.weibull_min, R, 1, scale=1, floc=0.0)

    >>> sf = 1./990
    >>> x = phat.isf(sf)

    # 80% CI for x
    >>> profile_x = ProfileQuantile(phat, x)
    >>> profile_x.plot()
    >>> x_ci = profile_x.get_bounds(alpha=0.2)
    '''
    def __init__(self, fit_dist, x, i=None, pmin=None, pmax=None, n=100,
                 alpha=0.05, link=None):
        self.x = x
        self.log_sf = fit_dist.logsf(x)
        if link is None:
            link = LINKS.get(fit_dist.dist.name)
        self.link = link
        super(ProfileQuantile, self).__init__(fit_dist, i=i, pmin=pmin,
                                              pmax=pmax, n=100, alpha=alpha)

    def _get_p_opt(self):
        return self.x

    def _local_link(self, fixed_x, par):
        """
        Return fixed distribution parameter from fixed quantile
        """
        fix_par = self.link(fixed_x, self.log_sf, par, self.i_fixed)
        return fix_par

    def _myinvfun(self, phatnotfixed):
        mphat = self._par.copy()
        mphat[self.i_notfixed] = phatnotfixed
        prb = exp(self.log_sf)
        return self.fit_dist.dist.isf(prb, *mphat)

    def _get_variance(self):
        i_notfixed = self.i_notfixed
        phatv = self._par
        gradfun = nd.Gradient(self._myinvfun)
        drl = gradfun(phatv[self.i_notfixed])
        pcov = self.fit_dist.par_cov[i_notfixed, :][:, i_notfixed]
        pvar = np.sum(np.dot(drl, pcov) * drl)
        return pvar

    def _set_plot_labels(self, fit_dist, method):
        super(ProfileQuantile, self)._set_plot_labels(fit_dist, method)
        percent = 100 * (1.0 - self.alpha)
        self.title = '{:g}% CI for {:s} quantile'.format(percent,
                                                         fit_dist.dist.name)
        self.xlabel = 'x'


class ProfileProbability(Profile):
    ''' Profile Log- likelihood or Product Spacing-function probability.

    Parameters
    ----------
    fit_dist : FitDistribution object
        with ML or MPS estimated distribution parameters.
    logsf : real scalar
        logarithm of survival probability
    i : scalar integer
        defining which distribution parameter to keep fixed in the
        profiling process (default first non-fixed parameter)
    pmin, pmax : real scalars
        Interval for the parameter, log_sf, used in the
        optimization of the profile function (default is based on the
        100*(1-alpha)% confidence interval computed with the delta method.)
    n : scalar integer
        Max number of points used in Lp (default 100)
    alpha : real scalar
        confidence coefficent (default 0.05)
    link : function connecting the x-quantile and the survival probability
        (sf) with the fixed distribution parameter, i.e.:
        self.par[i] = link(x, logsf, self.par, i), where
            logsf = log(Prob(X>x;phat)).
        (default is fetched from the LINKS dictionary)

    Returns
    -------
    Lp : Profile log-likelihood function with parameters phat given
        the data, phat[i] and quantile (x)  i.e.,
            Lp = max(log(f(phat|data,phat(i),x)))

    Member methods
    -------------
    plot() : Plot profile function with 100(1-alpha)% confidence interval
    get_bounds() : Return 100(1-alpha)% confidence interval

    Member variables
    ----------------
    fit_dist : FitDistribution data object.
    data : profile function values
    args : profile function arguments
    alpha : confidence coefficient
    Lmax : Maximum value of profile function
    alpha_cross_level :

    ProfileProbability is a utility function for making inferences the survival
    probability (sf).
    This is usually more accurate than using the delta method assuming
    asymptotic normality of the ML estimator or the MPS estimator.

    Examples
    --------
    # MLE
    >>> import wafo.stats as ws
    >>> R = ws.weibull_min.rvs(1,size=100);
    >>> phat = FitDistribution(ws.weibull_min, R, 1, scale=1, floc=0.0)

    >>> sf = 1./990

    # 80% CI for sf
    >>> profile_logsf = ProfileProbability(phat, np.log(sf))
    >>> profile_logsf.plot()
    >>> logsf_ci = profile_logsf.get_bounds(alpha=0.2)
    '''
    def __init__(self, fit_dist, logsf, i=None, pmin=None, pmax=None, n=100,
                 alpha=0.05, link=None):
        self.x = fit_dist.isf(np.exp(logsf))
        self.log_sf = logsf
        if link is None:
            link = LINKS.get(fit_dist.dist.name)
        self.link = link
        super(ProfileProbability, self).__init__(fit_dist, i=i, pmin=pmin,
                                                 pmax=pmax, n=100, alpha=alpha)

    def _get_p_opt(self):
        return self.log_sf

    def _local_link(self, fixed_log_sf, par):
        """
        Return fixed distribution parameter from fixed log_sf
        """
        fix_par = self.link(self.x, fixed_log_sf, par, self.i_fixed)
        return fix_par

    def _myprbfun(self, phatnotfixed):
        mphat = self._par.copy()
        mphat[self.i_notfixed] = phatnotfixed
        logsf = self.fit_dist.dist.logsf(self.x, *mphat)
        return np.where(np.isfinite(logsf), logsf, np.nan)

    def _get_variance(self):
        i_notfixed = self.i_notfixed
        phatv = self._par
        gradfun = nd.Gradient(self._myprbfun)
        drl = gradfun(phatv[self.i_notfixed])
        pcov = self.fit_dist.par_cov[i_notfixed, :][:, i_notfixed]
        pvar = np.sum(np.dot(drl, pcov) * drl)
        return pvar

    def _set_plot_labels(self, fit_dist, method):
        super(ProfileProbability, self)._set_plot_labels(fit_dist, method)
        percent = 100 * (1.0 - self.alpha)
        self.title = '{:g}% CI for {:s} probability'.format(percent,
                                                            fit_dist.dist.name)
        self.xlabel = 'log(sf)'


class FitDistribution(rv_frozen):
    '''
    Return estimators to shape, location, and scale from data

    Starting points for the fit are given by input arguments.  For any
    arguments not given starting points, dist._fitstart(data) is called
    to get the starting estimates.

    You can hold some parameters fixed to specific values by passing in
    keyword arguments f0..fn for shape paramters and floc, fscale for
    location and scale parameters.

    Parameters
    ----------
    dist : scipy distribution object
        distribution to fit to data
    data : array-like
        Data to use in calculating the ML or MPS estimators
    args : optional
        Starting values for any shape arguments (those not specified
        will be determined by dist._fitstart(data))
    kwds : loc, scale
        Starting values for the location and scale parameters
        Special keyword arguments are recognized as holding certain
        parameters fixed:
            f0..fn : hold respective shape paramters fixed
            floc : hold location parameter fixed to specified value
            fscale : hold scale parameter fixed to specified value
        method : of estimation. Options are
            'ml' : Maximum Likelihood method (default)
            'mps': Maximum Product Spacing method
        alpha : scalar, optional
            Confidence coefficent  (default=0.05)
        search : bool
            If true search for best estimator (default),
            otherwise return object with initial distribution parameters
        copydata : bool
            If true copydata (default)
        optimizer : The optimizer to use.  The optimizer must take func,
                     and starting position as the first two arguments,
                     plus args (for extra arguments to pass to the
                     function to be optimized) and disp=0 to suppress
                     output as keyword arguments.

    Return
    ------
    phat : FitDistribution object
        Fitted distribution object with following member variables:
        LLmax  : loglikelihood function evaluated using par
        LPSmax : log product spacing function evaluated using par
        pvalue : p-value for the fit
        par : distribution parameters (fixed and fitted)
        par_cov : covariance of distribution parameters
        par_fix : fixed distribution parameters
        par_lower : lower (1-alpha)% confidence bound for the parameters
        par_upper : upper (1-alpha)% confidence bound for the parameters

    Note
    ----
    `data` is sorted using this function, so if `copydata`==False the data
    in your namespace will be sorted as well.

    Examples
    --------
    Estimate distribution parameters for weibull_min distribution.
    >>> import wafo.stats as ws
    >>> R = ws.weibull_min.rvs(1,size=100);
    >>> phat = FitDistribution(ws.weibull_min, R, 1, scale=1, floc=0.0)

    # Plot various diagnostic plots to asses quality of fit.
    >>> phat.plotfitsummary()

    # phat.par holds the estimated parameters
    # phat.par_upper upper CI for parameters
    # phat.par_lower lower CI for parameters

    # Better 90% CI for phat.par[0]
    >>> profile_phat_i = phat.profile(i=0)
    >>> profile_phat_i.plot()
    >>> p_ci = profile_phat_i.get_bounds(alpha=0.1)

    >>> sf = 1./990
    >>> x = phat.isf(sf)

    # 80% CI for x
    >>> profile_x = phat.profile_quantile(x=x)
    >>> profile_x.plot()
    >>> x_ci = profile_x.get_bounds(alpha=0.2)

     # 80% CI for logsf=log(sf)
    >>> profile_logsf = phat.profile_probability(log(sf))
    >>> profile_logsf.plot()
    >>> sf_ci = profile_logsf.get_bounds(alpha=0.2)
    '''

    def __init__(self, dist, data, args=(), method='ML', alpha=0.05,
                 search=True, copydata=True, **kwds):
        extradoc = '''
    plotfitsummary()
         Plot various diagnostic plots to asses quality of fit.
    plotecdf()
        Plot Empirical and fitted Cumulative Distribution Function
    plotesf()
        Plot Empirical and fitted Survival Function
    plotepdf()
        Plot Empirical and fitted Probability Distribution Function
    plotresq()
        Displays a residual quantile plot.
    plotresprb()
        Displays a residual probability plot.

    profile()
        Return Profile Log- likelihood or Product Spacing-function.

    Parameters
    ----------
    x : array-like
        quantiles
    q : array-like
        lower or upper tail probability
    size : int or tuple of ints, optional
        shape of random variates (default computed from input arguments )
    moments : str, optional
        composed of letters ['mvsk'] specifying which moments to compute where
        'm' = mean, 'v' = variance, 's' = (Fisher's) skew and
        'k' = (Fisher's) kurtosis. (default='mv')
       '''
#    Member variables
#    ----------------
#    data - data used in fitting
#    alpha - confidence coefficient
#    method - method used
#    LLmax  - loglikelihood function evaluated using par
#    LPSmax - log product spacing function evaluated using par
#    pvalue - p-value for the fit
#    search - True if search for distribution parameters (default)
#    copydata - True if copy input data (default)
#
#    par     - parameters (fixed and fitted)
#    par_cov - covariance of parameters
#    par_fix - fixed parameters
#    par_lower - lower (1-alpha)% confidence bound for the parameters
#    par_upper - upper (1-alpha)% confidence bound for the parameters
#
#        '''
        self.__doc__ = str(rv_frozen.__doc__) + extradoc
        self.dist = dist
        self.method = method
        self.alpha = alpha
        self.par_fix = None
        self.search = search
        self.copydata = copydata

        self.data = np.ravel(data)
        if self.copydata:
            self.data = self.data.copy()
        self.data.sort()
        if isinstance(args, (float, int)):
            args = (args, )
        self.fit(*args, **kwds)

    def _set_fixed_par(self, fixedn):
        self.par_fix = [nan] * len(self.par)
        for i in fixedn:
            self.par_fix[i] = self.par[i]
        self.i_notfixed = nonzero(1 - isfinite(self.par_fix))
        self.i_fixed = nonzero(isfinite(self.par_fix))

    def fit(self, *args, **kwds):
        par, fixedn = self._fit(*args, **kwds.copy())
        super(FitDistribution, self).__init__(self.dist, *par)
        self.par = arr(par)
        somefixed = len(fixedn) > 0
        if somefixed:
            self._set_fixed_par(fixedn)

        self.par_cov = self._compute_cov()

        # Set confidence interval for parameters
        pvar = np.diag(self.par_cov)
        zcrit = -norm_ppf(self.alpha / 2.0)
        self.par_lower = self.par - zcrit * sqrt(pvar)
        self.par_upper = self.par + zcrit * sqrt(pvar)

        self.LLmax = -self._nnlf(self.par, self.data)
        self.LPSmax = -self._nlogps(self.par, self.data)
        self.pvalue = self._pvalue(self.par, self.data,
                                   unknown_numpar=len(par)-len(fixedn))

    @property
    def method(self):
        return self._method

    @method.setter
    def method(self, method):
        self._method = method.lower()
        if self._method.startswith('mps'):
            self._fitfun = self._nlogps
        else:
            self._fitfun = self._nnlf

    def __repr__(self):
        params = ['alpha', 'method', 'LLmax', 'LPSmax', 'pvalue',
                  'par', 'par_lower', 'par_upper', 'par_fix', 'par_cov']
        t = ['%s:\n' % self.__class__.__name__]
        for par in params:
            t.append('%s = %s\n' % (par, str(getattr(self, par))))
        return ''.join(t)

    def _reduce_func(self, args, kwds):
        # First of all, convert fshapes params to fnum: eg for stats.beta,
        # shapes='a, b'. To fix `a`, can specify either `f1` or `fa`.
        # Convert the latter into the former.
        shapes = self.dist.shapes
        if shapes:
            shapes = shapes.replace(',', ' ').split()
            for j, s in enumerate(shapes):
                val = kwds.pop('f' + s, None) or kwds.pop('fix_' + s, None)
                if val is not None:
                    key = 'f%d' % j
                    if key in kwds:
                        raise ValueError("Duplicate entry for %s." % key)
                    else:
                        kwds[key] = val
        args = list(args)
        nargs = len(args)
        fixedn = []
        names = ['f%d' % n for n in range(nargs - 2)] + ['floc', 'fscale']
        x0 = []
        for n, key in enumerate(names):
            if key in kwds:
                fixedn.append(n)
                args[n] = kwds.pop(key)
            else:
                x0.append(args[n])

        fitfun = self._fitfun

        if len(fixedn) == 0:
            func = fitfun
            restore = None
        else:
            if len(fixedn) == nargs:
                raise ValueError("All parameters fixed. " +
                                 "There is nothing to optimize.")

            def restore(args, theta):
                # Replace with theta for all numbers not in fixedn
                # This allows the non-fixed values to vary, but
                #  we still call self.nnlf with all parameters.
                i = 0
                for n in range(nargs):
                    if n not in fixedn:
                        args[n] = theta[i]
                        i += 1
                return args

            def func(theta, x):
                newtheta = restore(args[:], theta)
                return fitfun(newtheta, x)

        return x0, func, restore, args, fixedn

    @staticmethod
    def _hessian(nnlf, theta, data, eps=None):
        ''' approximate hessian of nnlf where theta are the parameters
        (including loc and scale)
        '''
        if eps is None:
            eps = (_EPS) ** 0.25
        num_par = len(theta)
        # pab 07.01.2001: Always choose the stepsize h so that
        # it is an exactly representable number.
        # This is important when calculating numerical derivatives and is
        #  accomplished by the following.
        delta = (eps + 2.0) - 2.0
        delta2 = delta ** 2.0
        # Approximate 1/(nE( (d L(x|theta)/dtheta)^2)) with
        #              1/(d^2 L(theta|x)/dtheta^2)
        # using central differences

        LL = nnlf(theta, data)
        H = zeros((num_par, num_par))   # Hessian matrix
        theta = tuple(theta)
        for ix in range(num_par):
            sparam = list(theta)
            sparam[ix] = theta[ix] + delta
            fp = nnlf(sparam, data)

            sparam[ix] = theta[ix] - delta
            fm = nnlf(sparam, data)

            H[ix, ix] = (fp - 2 * LL + fm) / delta2
            for iy in range(ix + 1, num_par):
                sparam[ix] = theta[ix] + delta
                sparam[iy] = theta[iy] + delta
                fpp = nnlf(sparam, data)

                sparam[iy] = theta[iy] - delta
                fpm = nnlf(sparam, data)

                sparam[ix] = theta[ix] - delta
                fmm = nnlf(sparam, data)

                sparam[iy] = theta[iy] + delta
                fmp = nnlf(sparam, data)

                H[ix, iy] = ((fpp + fmm) - (fmp + fpm)) / (4. * delta2)
                H[iy, ix] = H[ix, iy]
                sparam[iy] = theta[iy]
        return -H

    def _nnlf(self, theta, x):
        return self.dist._penalized_nnlf(theta, x, self._penalty)

    def _nlogps(self, theta, x):
        """ Moran's negative log Product Spacings statistic

            where theta are the parameters (including loc and scale)

            Note the data in x must be sorted

        References
        -----------

        R. C. H. Cheng; N. A. K. Amin (1983)
        "Estimating Parameters in Continuous Univariate Distributions with a
        Shifted Origin.",
        Journal of the Royal Statistical Society. Series B (Methodological),
        Vol. 45, No. 3. (1983), pp. 394-403.

        R. C. H. Cheng; M. A. Stephens (1989)
        "A Goodness-Of-Fit Test Using Moran's Statistic with Estimated
        Parameters", Biometrika, 76, 2, pp 385-392

        Wong, T.S.T. and Li, W.K. (2006)
        "A note on the estimation of extreme value distributions using maximum
        product of spacings.",
        IMS Lecture Notes Monograph Series 2006, Vol. 52, pp. 272-283
        """
        n = 2 if isinstance(self.dist, rv_continuous) else 1
        try:
            loc = theta[-n]
            scale = theta[-1]
            args = tuple(theta[:-n])
        except IndexError:
            raise ValueError("Not enough input arguments.")
        if not isinstance(self.dist, rv_continuous):
            scale = 1
        if not self.dist._argcheck(*args) or scale <= 0:
            return np.inf
        dist = self.dist
        x = asarray((x - loc) / scale)
        cond0 = (x < dist.a) | (dist.b < x)
        Nbad = np.sum(cond0)
        if Nbad > 0:
            x = argsreduce(~cond0, x)[0]

        lowertail = True
        if lowertail:
            prb = np.hstack((0.0, dist.cdf(x, *args), 1.0))
            dprb = np.diff(prb)
        else:
            prb = np.hstack((1.0, dist.sf(x, *args), 0.0))
            dprb = -np.diff(prb)

        logD = log(dprb + _XMIN)
        dx = np.diff(x, axis=0)
        tie = (dx == 0)
        if np.any(tie):
            # TODO : implement this method for treating ties in data:
            # Assume measuring error is delta. Then compute
            # yL = F(xi - delta, theta)
            # yU = F(xi + delta, theta)
            # and replace
            # logDj = log((yU-yL)/(r-1)) for j = i+1,i+2,...i+r-1

            # The following is OK when only minimization of T is wanted
            i_tie, = np.nonzero(tie)
            tiedata = x[i_tie]
            logD[i_tie + 1] = log(dist._pdf(tiedata, *args)) - log(scale)

        finiteD = np.isfinite(logD)
        nonfiniteD = 1 - finiteD
        Nbad += np.sum(nonfiniteD, axis=0)
        if Nbad > 0:
            if self._penalty is None:
                penalty = 100.0 * log(_XMAX) * Nbad
            else:
                penalty = 0.0
            return -np.sum(logD[finiteD], axis=0) + penalty
        return -np.sum(logD, axis=0)

    @staticmethod
    def _get_optimizer(kwds):
        optimizer = kwds.pop('optimizer', optimize.fmin)
        # convert string to function in scipy.optimize
        if not callable(optimizer) and isinstance(optimizer, string_types):
            if not optimizer.startswith('fmin_'):
                optimizer = '_'.join(("fmin_", optimizer))
            try:
                optimizer = getattr(optimize, optimizer)
            except AttributeError:
                raise ValueError("%s is not a valid optimizer" % optimizer)
        return optimizer

    def _fit_start(self, data, args, kwds):
        dist = self.dist
        narg = len(args)
        if narg > dist.numargs + 2:
            raise ValueError("Too many input arguments.")
        if (narg < dist.numargs + 2) or not ('loc' in kwds and
                                             'scale' in kwds):
            # get distribution specific starting locations
            start = dist._fitstart(data)
            args += start[narg:]
        loc = kwds.pop('loc', args[-2])
        scale = kwds.pop('scale', args[-1])
        args = args[:-2] + (loc, scale)
        return args

    @staticmethod
    def _warn_if_no_success(warnflag):
        if warnflag == 1:
            warnings.warn("The maximum number of iterations was exceeded.")
        elif warnflag == 2:
            warnings.warn("Did not converge")

    def _fit(self, *args, **kwds):
        self._penalty = None
        data = self.data

        args = self._fit_start(data, args, kwds)
        x0, func, restore, args, fixedn = self._reduce_func(args, kwds)
        if self.search:
            optimizer = self._get_optimizer(kwds)
            # by now kwds must be empty, since everybody took what they needed
            if kwds:
                raise TypeError("Unknown arguments: %s." % kwds)
            output = optimizer(func, x0, args=(data,), full_output=True,
                               disp=0)

            if output[-1] != 0:
                output = optimizer(func, output[0], args=(data,),
                                   full_output=True)

            vals = tuple(output[0])
            self._warn_if_no_success(output[-1])
        else:
            vals = tuple(x0)
        if restore is not None:
            vals = restore(args, vals)
        return vals, fixedn

    def _compute_cov(self):
        '''Compute covariance
        '''
        numpar = self.dist.numargs + 2
        par_cov = zeros((numpar, numpar))
        # self._penalty = 0
        somefixed = ((self.par_fix is not None) and
                     np.any(isfinite(self.par_fix)))

        H = np.asmatrix(self._hessian(self._fitfun, self.par, self.data))
        # H = -nd.Hessian(lambda par: self._fitfun(par, self.data),
        #               method='forward')(self.par)
        self.H = H
        try:
            if somefixed:
                allfixed = np.all(isfinite(self.par_fix))
                if allfixed:
                    self.par_cov[:, :] = 0
                else:
                    pcov = -pinv2(H[self.i_notfixed, :][..., self.i_notfixed])
                    for row, ix in enumerate(list(self.i_notfixed)):
                        par_cov[ix, self.i_notfixed] = pcov[row, :]
            else:
                par_cov = -pinv2(H)
        except:
            par_cov[:, :] = nan
        return par_cov

    def fitfun(self, phat):
        return self._fitfun(phat, self.data)

    def profile(self, **kwds):
        '''
        Profile Log- likelihood or Log Product Spacing- function for phat[i]

        Examples
        --------
        # MLE
        >>> import wafo.stats as ws
        >>> R = ws.weibull_min.rvs(1,size=100);
        >>> phat = FitDistribution(ws.weibull_min, R, 1, scale=1, floc=0.0)

        # Better CI for phat.par[i=0]
        >>> Lp = phat.profile(i=0)
        >>> Lp.plot()
        >>> phat_ci = Lp.get_bounds(alpha=0.1)

        See also
        --------
        Profile
        '''
        return Profile(self, **kwds)

    def profile_quantile(self, x, **kwds):
        '''
        Profile Log- likelihood or Product Spacing-function for quantile.

        Examples
        --------
        # MLE
        >>> import wafo.stats as ws
        >>> R = ws.weibull_min.rvs(1,size=100);
        >>> phat = FitDistribution(ws.weibull_min, R, 1, scale=1, floc=0.0)

        >>> sf = 1./990
        >>> x = phat.isf(sf)

        # 80% CI for x
        >>> profile_x = phat.profile_quantile(x)
        >>> profile_x.plot()
        >>> x_ci = profile_x.get_bounds(alpha=0.2)
        '''
        return ProfileQuantile(self, x, **kwds)

    def profile_probability(self, log_sf, **kwds):
        '''
        Profile Log- likelihood or Product Spacing-function for probability.

        Examples
        --------
        # MLE
        >>> import wafo.stats as ws
        >>> R = ws.weibull_min.rvs(1,size=100);
        >>> phat = FitDistribution(ws.weibull_min, R, 1, scale=1, floc=0.0)

        >>> log_sf = np.log(1./990)

        # 80% CI for log_sf
        >>> profile_logsf = phat.profile_probability(log_sf)
        >>> profile_logsf.plot()
        >>> log_sf_ci = profile_logsf.get_bounds(alpha=0.2)
        '''
        return ProfileProbability(self, log_sf, **kwds)

    def ci_sf(self, sf, alpha=0.05, i=2):
        ci = []
        for log_sfi in np.atleast_1d(np.log(sf)).ravel():
            try:
                Lp = self.profile_probability(log_sfi, i=i)
                ci.append(np.exp(Lp.get_bounds(alpha=alpha)))
            except Exception:
                ci.append((np.nan, np.nan))
        return np.array(ci)

    def ci_quantile(self, x, alpha=0.05, i=2):
        ci = []
        for xi in np.atleast_1d(x).ravel():
            try:
                Lx = self.profile_quantile(xi, i=2)
                ci.append(Lx.get_bounds(alpha=alpha))
            except Exception:
                ci.append((np.nan, np.nan))
        return np.array(ci)

    def plotfitsummary(self, axes=None, fig=None):
        ''' Plot various diagnostic plots to asses the quality of the fit.

        PLOTFITSUMMARY displays probability plot, density plot, residual
        quantile plot and residual probability plot.
        The purpose of these plots is to graphically assess whether the data
        could come from the fitted distribution. If so the empirical- CDF and
        PDF should follow the model and the residual plots will be linear.
        Other distribution types will introduce curvature in the residual
        plots.
        '''
        if axes is None:
            fig, axes = plt.subplots(2, 2, figsize=(11, 8))
            fig.subplots_adjust(hspace=0.4, wspace=0.4)
            # plt.subplots_adjust(hspace=0.4, wspace=0.4)
        # self.plotecdf()
        plot_funs = (self.plotesf, self.plotepdf,
                     self.plotresq, self.plotresprb)
        for axis, plot in zip(axes.ravel(), plot_funs):
            plot(axis=axis)

        if fig is None:
            fig = plt.gcf()
        fixstr = ''
        if self.par_fix is not None:
            numfix = len(self.i_fixed)
            if numfix > 0:
                format0 = ', '.join(['%d'] * numfix)
                format1 = ', '.join(['%g'] * numfix)
                phatistr = format0 % tuple(self.i_fixed)
                phatvstr = format1 % tuple(self.par[self.i_fixed])
                fixstr = 'Fixed: phat[{0:s}] = {1:s} '.format(phatistr,
                                                              phatvstr)

        subtxt = 'Fit method: {0:s}, Fit p-value: {1:2.2f} {2:s}, phat=[{3:s}]'
        par_txt = ('{:1.2g}, '*len(self.par))[:-2].format(*self.par)
        try:
            fig.text(0.05, 0.01, subtxt.format(self.method.upper(),
                                               self.pvalue, fixstr, par_txt))
        except Exception:
            pass

    def plotesf(self, symb1='r-', symb2='b.', axis=None, plot_ci=False):
        '''  Plot Empirical and fitted Survival Function

        The purpose of the plot is to graphically assess whether
        the data could come from the fitted distribution.
        If so the empirical CDF should resemble the model CDF.
        Other distribution types will introduce deviations in the plot.
        '''
        if axis is None:
            axis = plt.gca()
        n = len(self.data)
        sf = (arange(n, 0, -1)) / n
        axis.semilogy(self.data, sf, symb2,
                      self.data, self.sf(self.data), symb1)

        if plot_ci:
            low = int(np.log10(1.0/n)-0.7) - 1
            sf1 = np.logspace(low, -0.5, 7)[::-1]
            ci1 = self.ci_sf(sf, alpha=0.05, i=2)
            axis.semilogy(self.isf(sf1), ci1, 'r--')
        axis.set_xlabel('x')
        axis.set_ylabel('F(x) (%s)' % self.dist.name)
        axis.set_title('Empirical SF plot')

    def plotecdf(self, symb1='r-', symb2='b.', axis=None):
        '''  Plot Empirical and fitted Cumulative Distribution Function

        The purpose of the plot is to graphically assess whether
        the data could come from the fitted distribution.
        If so the empirical CDF should resemble the model CDF.
        Other distribution types will introduce deviations in the plot.
        '''
        if axis is None:
            axis = plt.gca()
        n = len(self.data)
        F = (arange(1, n + 1)) / n
        axis.plot(self.data, F, symb2,
                  self.data, self.cdf(self.data), symb1)
        axis.set_xlabel('x')
        axis.set_ylabel('F(x) ({})'.format(self.dist.name))
        axis.set_title('Empirical CDF plot')

    def _get_grid(self, odd=False):
        x = np.atleast_1d(self.data)
        n = np.ceil(4 * np.sqrt(np.sqrt(len(x))))
        mn = x.min()
        mx = x.max()
        d = (mx - mn) / n * 2
        e = np.floor(np.log(d) / np.log(10))
        m = np.floor(d / 10 ** e)
        if m > 5:
            m = 5
        elif m > 2:
            m = 2
        d = m * 10 ** e
        mn = (np.floor(mn / d) - 1) * d - odd * d / 2
        mx = (np.ceil(mx / d) + 1) * d + odd * d / 2
        limits = np.arange(mn, mx, d)
        return limits

    @staticmethod
    def _staircase(x, y):
        xx = x.reshape(-1, 1).repeat(3, axis=1).ravel()[1:-1]
        yy = y.reshape(-1, 1).repeat(3, axis=1)
        # yy[0,0] = 0.0 # pdf
        yy[:, 0] = 0.0  # histogram
        yy.shape = (-1,)
        yy = np.hstack((yy, 0.0))
        return xx, yy

    def _get_empirical_pdf(self):
        limits = self._get_grid()
        pdf, x = np.histogram(self.data, bins=limits, normed=True)
        return self._staircase(x, pdf)

    def plotepdf(self, symb1='r-', symb2='b-', axis=None):
        '''Plot Empirical and fitted Probability Density Function

        The purpose of the plot is to graphically assess whether
        the data could come from the fitted distribution.
        If so the histogram should resemble the model density.
        Other distribution types will introduce deviations in the plot.
        '''
        if axis is None:
            axis = plt.gca()
        x, pdf = self._get_empirical_pdf()
        ymax = pdf.max()
        # axis.hist(self.data,normed=True,fill=False)
        axis.plot(self.data, self.pdf(self.data), symb1,
                  x, pdf, symb2)
        axis1 = list(axis.axis())
        axis1[3] = min(ymax * 1.3, axis1[3])
        axis.axis(axis1)
        axis.set_xlabel('x')
        axis.set_ylabel('f(x) (%s)' % self.dist.name)
        axis.set_title('Density plot')

    def plotresq(self, symb1='r-', symb2='b.', axis=None):
        '''PLOTRESQ displays a residual quantile plot.

        The purpose of the plot is to graphically assess whether
        the data could come from the fitted distribution. If so the
        plot will be linear. Other distribution types will introduce
        curvature in the plot.
        '''
        if axis is None:
            axis = plt.gca()
        n = len(self.data)
        eprob = (arange(1, n + 1) - 0.5) / n
        y = self.ppf(eprob)
        y1 = self.data[[0, -1]]
        axis.plot(self.data, y, symb2, y1, y1, symb1)
        axis.set_xlabel('Empirical')
        axis.set_ylabel('Model (%s)' % self.dist.name)
        axis.set_title('Residual Quantile Plot')
        axis.axis('tight')
        axis.axis('equal')

    def plotresprb(self, symb1='r-', symb2='b.', axis=None):
        ''' PLOTRESPRB displays a residual probability plot.

        The purpose of the plot is to graphically assess whether
        the data could come from the fitted distribution. If so the
        plot will be linear. Other distribution types will introduce curvature
        in the plot.
        '''
        if axis is None:
            axis = plt.gca()
        n = len(self.data)
        # ecdf = (0.5:n-0.5)/n;
        ecdf = arange(1, n + 1) / (n + 1)
        mcdf = self.cdf(self.data)
        p1 = [0, 1]
        axis.plot(ecdf, mcdf, symb2, p1, p1, symb1)
        axis.set_xlabel('Empirical')
        axis.set_ylabel('Model (%s)' % self.dist.name)
        axis.set_title('Residual Probability Plot')
        axis.axis('equal')
        axis.axis([0, 1, 0, 1])

    def _pvalue(self, theta, x, unknown_numpar=None):
        ''' Return P-value for the fit using Moran's negative log Product
        Spacings statistic

            where theta are the parameters (including loc and scale)

            Note: the data in x must be sorted
        '''
        dx = np.diff(x, axis=0)
        tie = (dx == 0)
        if np.any(tie):
            warnings.warn(
                'P-value is on the conservative side (i.e. too large) due to' +
                ' ties in the data!')

        T = self.dist.nlogps(theta, x)

        n = len(x)
        np1 = n + 1
        if unknown_numpar is None:
            k = len(theta)
        else:
            k = unknown_numpar

        isParUnKnown = True
        m = (np1) * (log(np1) + 0.57722) - 0.5 - 1.0 / (12. * (np1))
        v = (np1) * (pi ** 2. / 6.0 - 1.0) - 0.5 - 1.0 / (6. * (np1))
        C1 = m - sqrt(0.5 * n * v)
        C2 = sqrt(v / (2.0 * n))
        # chi2 with n degrees of freedom
        Tn = (T + 0.5 * k * isParUnKnown - C1) / C2
        pvalue = chi2sf(Tn, n)  # _WAFODIST.chi2.sf(Tn, n)
        return pvalue


def test_doctstrings():
    import doctest
    doctest.testmod()


def test1():
    import wafo.stats as ws
    dist = ws.weibull_min
    # dist = ws.bradford
    # dist = ws.gengamma
    R = dist.rvs(2, .5, size=500)
    phat = FitDistribution(dist, R, floc=0.5, method='ml')
    phats = FitDistribution(dist, R, floc=0.5, method='mps')
    # import matplotlib.pyplot as plt
    # plt.figure(0)
    # plot_all_profiles(phat, plot=plt)

    plt.figure(1)
    phats.plotfitsummary()

#    plt.figure(2)
#    plot_all_profiles(phat, plot=plt)


#    plt.figure(3)
#    phat.plotfitsummary()

    plt.figure(4)

    sf = 1./990
    x = phat.isf(sf)

    # 80% CI for x
    profile_x = ProfileQuantile(phat, x)
    profile_x.plot()
    # x_ci = profile_x.get_bounds(alpha=0.2)

    plt.figure(5)

    sf = 1./990
    x = phat.isf(sf)

    # 80% CI for x
    profile_logsf = ProfileProbability(phat, np.log(sf))
    profile_logsf.plot()
    # logsf_ci = profile_logsf.get_bounds(alpha=0.2)
    plt.show('hold')


if __name__ == '__main__':
    test1()
    # test_doctstrings()