diff --git a/pywafo/.pydevproject b/pywafo/.pydevproject index 4884fb8..56f4b02 100644 --- a/pywafo/.pydevproject +++ b/pywafo/.pydevproject @@ -3,7 +3,7 @@ -/google_pywafo/src +/pywafo/src python 2.6 Default diff --git a/pywafo/src/wafo/covariance/core.py b/pywafo/src/wafo/covariance/core.py index cc69d9c..607934d 100644 --- a/pywafo/src/wafo/covariance/core.py +++ b/pywafo/src/wafo/covariance/core.py @@ -85,6 +85,7 @@ def _set_seed(iseed): # See also # -------- # chol, svd, sqrtm, genchol +# np.random.multivariate_normal # ''' # sa = np.atleast_2d(cov) # mu = np.atleast_1d(mean).ravel() @@ -537,7 +538,7 @@ class CovData1D(WafoData): reconstructed data" in Proceedings of 9th ISOPE Conference, Vol III, pp 66-73 """ - # TODO does not work yet. + # TODO: does not work yet. # secret methods: # 'dec1-3': different decomposing algorithm's @@ -716,7 +717,7 @@ class CovData1D(WafoData): Nsig = 2 * n; - Sigma = sptoeplitz(hstack((ACF, zeros(Nsig - n)))) + Sigma = sptoeplitz(hstack((acf, zeros(Nsig - n)))) n2 = floor(Nsig / 4) idx = r_[0:Nsig] + max(0, inds[0] - n2) # indices to the points used tmpinds = zeros(N, dtype=bool) diff --git a/pywafo/src/wafo/kdetools.py b/pywafo/src/wafo/kdetools.py index 7ad5289..bde65a9 100644 --- a/pywafo/src/wafo/kdetools.py +++ b/pywafo/src/wafo/kdetools.py @@ -11,7 +11,7 @@ #!/usr/bin/env python from __future__ import division from itertools import product -#from misc import tranproc, trangood +from misc import tranproc #, trangood from numpy import pi, sqrt, atleast_2d, exp, newaxis, array #@UnresolvedImport from scipy import interpolate, linalg from scipy.special import gamma @@ -119,11 +119,11 @@ class _KDE(object): def _set_xlimits(self): amin = self.dataset.min(axis= -1) amax = self.dataset.max(axis= -1) - iqr = iqrange(self.dataset, axis=-1) - sigma = np.minimum(np.std(self.dataset, axis=-1, ddof=1),iqr/1.34) + iqr = iqrange(self.dataset, axis= -1) + sigma = np.minimum(np.std(self.dataset, axis= -1, ddof=1), iqr / 1.34) #xyzrange = amax - amin #offset = xyzrange / 4.0 - offset = 2*sigma + offset = 2 * sigma if self.xmin is None: self.xmin = amin - offset else: @@ -181,15 +181,19 @@ class _KDE(object): args.append(np.linspace(self.xmin[i], self.xmax[i], self.inc)) self.args = args f = eval_grd(*args) - if kwds.get('output', 'value')=='value': + if kwds.get('output', 'value') == 'value': return f else: titlestr = 'Kernel density estimate (%s)' % self.kernel.name kwds2 = dict(title=titlestr) kwds2.update(**kwds) - if self.d==1: - args = args[0] - return WafoData(f,args, **kwds2) + if self.d == 1: + args = args[0] + elif self.d > 1: + PL = np.r_[10:90:20, 95, 99, 99.9] + ql = qlevels(f,p=PL) + kwds2.setdefault('levels', ql) + return WafoData(f, args, **kwds2) def _check_shape(self, points): points = atleast_2d(points) @@ -387,16 +391,16 @@ class TKDE(_KDE): """ f = self._eval_grid_fast(*args) - if kwds.get('output', 'value')=='value': + if kwds.get('output', 'value') == 'value': return f else: args = self.args titlestr = 'Kernel density estimate (%s)' % self.kernel.name kwds2 = dict(title=titlestr) kwds2.update(**kwds) - if self.d==1: + if self.d == 1: args = args[0] - return WafoData(f,args, **kwds2) + return WafoData(f, args, **kwds2) def _eval_grid_fast(self, *args): if self.L2 is None: @@ -541,6 +545,11 @@ class KDE(_KDE): >>> np.interp(x, kde0.args[0], f) array([ 0.21227584, 0.41256459, 0.5495661 , 0.5176579 , 0.38431616, 0.2591162 , 0.15978948, 0.07889179, 0.02769818, 0.00791829]) + >>> f1 = kde0.eval_grid_fast(output='plot') + >>> np.interp(x, f1.args, f1.data) + array([ 0.21227584, 0.41256459, 0.5495661 , 0.5176579 , 0.38431616, + 0.2591162 , 0.15978948, 0.07889179, 0.02769818, 0.00791829]) + >>> h = f1.plot() import pylab as plb h1 = plb.plot(x, f) # 1D probability density plot @@ -787,14 +796,13 @@ class _KernelGaussian(_Kernel): return p4val out = [p4val] pn = p4 - for ix in range(numout - 1): + for unusedix in range(numout - 1): pnp1 = np.polyadd(-np.r_[pn, 0], np.polyder(pn)) pnp2 = np.polyadd(-np.r_[pnp1, 0], np.polyder(pnp1)) out.append(np.polyval(pnp2, t) * phi0) pn = pnp2 return out - mkernel_gaussian = _KernelGaussian(r=4.0, stats=_stats_gaus) #def mkernel_gaussian(X): @@ -861,8 +869,18 @@ class Kernel(object): ... 1.09547561, 1.01671133, 0.73211143, 0.61891719, 0.75903487, ... 1.8919469 , 0.72433808, 1.92973094, 0.44749838, 1.36508452]) - >>> Kernel('gaussian').stats() + >>> gauss = Kernel('gaussian') + >>> gauss.stats() (1, 0.28209479177387814, 0.21157109383040862) + >>> gauss.hscv(data) + array([ 0.21555043]) + >>> gauss.hstt(data) + array([ 0.15165387]) + >>> gauss.hste(data) + array([ 0.18942238]) + >>> gauss.hldpi(data) + array([ 0.1718688]) + >>> Kernel('laplace').stats() (2, 0.25, inf) @@ -878,6 +896,8 @@ class Kernel(object): array([ 0.88265652]) >>> triweight.hste(data) array([ 0.56570278]) + >>> triweight.hscv(data) + array([ 0.64193201]) See also -------- @@ -978,14 +998,14 @@ class Kernel(object): n = A.shape[1] # R= int(mkernel(x)^2), mu2= int(x^2*mkernel(x)) - mu2, R, Rdd = self.stats() + mu2, R, unusedRdd = self.stats() AMISEconstant = (8 * sqrt(pi) * R / (3 * mu2 ** 2 * n)) ** (1. / 5) iqr = iqrange(A, axis=1) # interquartile range stdA = np.std(A, axis=1, ddof=1) - # % use of interquartile range guards against outliers. - # % the use of interquartile range is better if - # % the distribution is skew or have heavy tails - # % This lessen the chance of oversmoothing. + # use of interquartile range guards against outliers. + # the use of interquartile range is better if + # the distribution is skew or have heavy tails + # This lessen the chance of oversmoothing. return np.where(iqr > 0, np.minimum(stdA, iqr / 1.349), stdA) * AMISEconstant def hos(self, data): @@ -1128,7 +1148,7 @@ class Kernel(object): d, n = A.shape # R= int(mkernel(x)^2), mu2= int(x^2*mkernel(x)) - mu2, R, Rdd = self.stats() + mu2, R, unusedRdd = self.stats() AMISEconstant = (8 * sqrt(pi) * R / (3 * mu2 ** 2 * n)) ** (1. / 5) STEconstant = R / (mu2 ** (2) * n) @@ -1151,7 +1171,7 @@ class Kernel(object): bx1 = amax + arange / 8.0 kernel2 = Kernel('gauss') - mu2, R, Rdd = kernel2.stats() + mu2, R, unusedRdd = kernel2.stats() STEconstant2 = R / (mu2 ** (2) * n) fft = np.fft.fft ifft = np.fft.ifft @@ -1166,7 +1186,6 @@ class Kernel(object): c = gridcount(A[dim], xa) - # Step 1 psi6NS = -15 / (16 * sqrt(pi) * s ** 7) psi8NS = 105 / (32 * sqrt(pi) * s ** 9) @@ -1221,7 +1240,343 @@ class Kernel(object): h[dim] = h1 #end % for dim loop return h + def hstt(self, data, h0=None, inc=128, maxit=100, releps=0.01, abseps=0.0): + '''HSTT Scott-Tapia-Thompson estimate of smoothing parameter. + + CALL: hs = hstt(data,kernel) + + hs = one dimensional value for smoothing parameter + given the data and kernel. size 1 x D + data = data matrix, size N x D (D = # dimensions ) + kernel = 'epanechnikov' - Epanechnikov kernel. (default) + 'biweight' - Bi-weight kernel. + 'triweight' - Tri-weight kernel. + 'triangular' - Triangular kernel. + 'gaussian' - Gaussian kernel + 'rectangular' - Rectangular kernel. + 'laplace' - Laplace kernel. + 'logistic' - Logistic kernel. + + HSTT returns Scott-Tapia-Thompson (STT) estimate of smoothing + parameter. This is a Solve-The-Equation rule (STE). + Simulation studies shows that the STT estimate of HS + is a good choice under a variety of models. A comparison with + likelihood cross-validation (LCV) indicates that LCV performs slightly + better for short tailed densities. + However, STT method in contrast to LCV is insensitive to outliers. + + Example: + x = rndnorm(0,1,50,1); + hs = hstt(x,'gauss'); + + See also hste, hbcv, hboot, hos, hldpi, hlscv, hscv, kde, kdebin + + + + Reference: + B. W. Silverman (1986) + 'Density estimation for statistics and data analysis' + Chapman and Hall, pp 57--61 + ''' + A = np.atleast_2d(data) + d, n = A.shape + + # R= int(mkernel(x)^2), mu2= int(x^2*mkernel(x)) + mu2, R, unusedRdd = self.stats() + + AMISEconstant = (8 * sqrt(pi) * R / (3 * mu2 ** 2 * n)) ** (1. / 5) + STEconstant = R / (mu2 ** (2) * n) + + sigmaA = self.hns(A) / AMISEconstant + if h0 is None: + h0 = sigmaA * AMISEconstant + + h = np.asarray(h0, dtype=float) + + nfft = inc * 2 + amin = A.min(axis=1) # Find the minimum value of A. + amax = A.max(axis=1) #Find the maximum value of A. + arange = amax - amin # Find the range of A. + + #% xa holds the x 'axis' vector, defining a grid of x values where + #% the k.d. function will be evaluated. + + ax1 = amin - arange / 8.0 + bx1 = amax + arange / 8.0 + + fft = np.fft.fft + ifft = np.fft.ifft + for dim in range(d): + s = sigmaA[dim] + datan = A[dim] / s + ax = ax1[dim] / s + bx = bx1[dim] / s + + xa = np.linspace(ax, bx, inc) + xn = np.linspace(0, bx - ax, inc) + + c = gridcount(datan, xa) + + count = 1 + h_old = 0 + h1 = h[dim] / s + delta = (bx - ax) / (inc - 1) + while ((abs(h_old - h1) > max(releps * h1, abseps)) and (count < maxit)): + count += 1 + h_old = h1 + + kw4 = self.kernel(xn / h1) / (n * h1 * self.norm_factor(d=1)) + kw = np.r_[kw4, 0, kw4[-1:0:-1]] # Apply 'fftshift' to kw. + f = np.real(ifft(fft(c, nfft) * fft(kw))) # convolution. + + # Estimate psi4=R(f'') using simple finite differences and quadrature. + ix = np.arange(1, inc - 1) + z = ((f[ix + 1] - 2 * f[ix] + f[ix - 1]) / delta ** 2) ** 2 + psi4 = delta * z.sum() + h1 = (STEconstant / psi4) ** (1 / 5); + + if count >= maxit: + warnings.warn('The obtained value did not converge.') + + h[dim] = h1 * s + #end % for dim loop + return h + + + def hscv(self, data, hvec=None, inc=128, maxit=100): + ''' + HSCV Smoothed cross-validation estimate of smoothing parameter. + + CALL: [hs,hvec,score] = hscv(data,kernel,hvec); + + hs = smoothing parameter + hvec = vector defining possible values of hs + (default linspace(0.25*h0,h0,100), h0=0.62) + score = score vector + data = data vector + kernel = 'gaussian' - Gaussian kernel the only supported + + Note that only the first 4 letters of the kernel name is needed. + + Example: + data = rndnorm(0,1,20,1) + [hs hvec score] = hscv(data,'epan'); + plot(hvec,score) + See also hste, hbcv, hboot, hos, hldpi, hlscv, hstt, kde, kdefun + + Wand,M.P. and Jones, M.C. (1986) + 'Kernel smoothing' + Chapman and Hall, pp 75--79 + ''' + # TODO: Add support for other kernels than Gaussian + A = np.atleast_2d(data) + d, n = A.shape + + # R= int(mkernel(x)^2), mu2= int(x^2*mkernel(x)) + mu2, R, unusedRdd = self.stats() + + AMISEconstant = (8 * sqrt(pi) * R / (3 * mu2 ** 2 * n)) ** (1. / 5) + STEconstant = R / (mu2 ** (2) * n) + + sigmaA = self.hns(A) / AMISEconstant + if hvec is None: + H = AMISEconstant / 0.93 + hvec = np.linspace(0.25 * H, H, maxit) + hvec = np.asarray(hvec, dtype=float) + + steps = len(hvec) + score = np.zeros(steps) + + nfft = inc * 2 + amin = A.min(axis=1) # Find the minimum value of A. + amax = A.max(axis=1) #Find the maximum value of A. + arange = amax - amin # Find the range of A. + + #% xa holds the x 'axis' vector, defining a grid of x values where + #% the k.d. function will be evaluated. + + ax1 = amin - arange / 8.0 + bx1 = amax + arange / 8.0 + + kernel2 = Kernel('gauss') + mu2, R, unusedRdd = kernel2.stats() + STEconstant2 = R / (mu2 ** (2) * n) + fft = np.fft.fft + ifft = np.fft.ifft + + + h = np.zeros(d) + hvec = hvec * (STEconstant2 / STEconstant) ** (1. / 5.) + + k40, k60, k80, k100 = kernel2.deriv4_6_8_10(0, numout=4) + psi8 = 105 / (32 * sqrt(pi)); + psi12 = 3465. / (512 * sqrt(pi)) + g1 = (-2. * k60 / (mu2 * psi8 * n)) ** (1. / 9.) + g2 = (-2. * k100 / (mu2 * psi12 * n)) ** (1. / 13.) + + for dim in range(d): + s = sigmaA[dim] + ax = ax1[dim] / s + bx = bx1[dim] / s + datan = A[dim] / s + + xa = np.linspace(ax, bx, inc) + xn = np.linspace(0, bx - ax, inc) + + c = gridcount(datan, xa) + + kw4, kw6 = kernel2.deriv4_6_8_10(xn / g1, numout=2) + kw = np.r_[kw6, 0, kw6[-1:0:-1]] + z = np.real(ifft(fft(c, nfft) * fft(kw))) + psi6 = np.sum(c * z[:inc]) / (n ** 2 * g1 ** 7) + + kw4, kw6, kw8, kw10 = kernel2.deriv4_6_8_10(xn / g2, numout=4) + kw = np.r_[kw10, 0, kw10[-1:0:-1]] + z = np.real(ifft(fft(c, nfft) * fft(kw))) + psi10 = np.sum(c * z[:inc]) / (n ** 2 * g2 ** 11) + + g3 = (-2. * k40 / (mu2 * psi6 * n)) ** (1. / 7.) + g4 = (-2. * k80 / (mu2 * psi10 * n)) ** (1. / 11.) + + kw4 = kernel2.deriv4_6_8_10(xn / g3, numout=1) + kw = np.r_[kw4, 0, kw4[-1:0:-1]] + z = np.real(ifft(fft(c, nfft) * fft(kw))) + psi4 = np.sum(c * z[:inc]) / (n ** 2 * g3 ** 5) + + kw4, kw6, kw8 = kernel2.deriv4_6_8_10(xn / g3, numout=3) + kw = np.r_[kw8, 0, kw8[-1:0:-1]] + z = np.real(ifft(fft(c, nfft) * fft(kw))) + psi8 = np.sum(c * z[:inc]) / (n ** 2 * g4 ** 9) + + const = (441. / (64 * pi)) ** (1. / 18.) * (4 * pi) ** (-1. / 5.) * psi4 ** (-2. / 5.) * psi8 ** (-1. / 9.) + + M = np.atleast_2d(datan) + + Y = (M - M.T).ravel() + + for i in range(steps): + g = const * n ** (-23. / 45) * hvec[i] ** (-2) + sig1 = sqrt(2 * hvec[i] ** 2 + 2 * g ** 2) + sig2 = sqrt(hvec[i] ** 2 + 2 * g ** 2) + sig3 = sqrt(2 * g ** 2) + term2 = np.sum(kernel2(Y / sig1) / sig1 - 2 * kernel2(Y / sig2) / sig2 + kernel2(Y / sig3) / sig3) + + score[i] = 1. / (n * hvec[i] * 2. * sqrt(pi)) + term2 / n ** 2 + + idx = score.argmin() + # Kernel other than Gaussian scale bandwidth + h[dim] = hvec[idx] * (STEconstant / STEconstant2) ** (1 / 5) + if idx == 0: + warnings.warn('Optimum is probably lower than hs=%g for dim=%d' % (h[dim] * s, dim)) + elif idx == maxit - 1: + warnings.warn('Optimum is probably higher than hs=%g for dim=%d' % (h[dim] * s, dim)) + + hvec = hvec * (STEconstant / STEconstant2) ** (1 / 5) + return h * sigmaA + def hldpi(self, data, L=2, inc=128): + '''HLDPI L-stage Direct Plug-In estimate of smoothing parameter. + + CALL: hs = hldpi(data,kernel,L) + + hs = one dimensional value for smoothing parameter + given the data and kernel. size 1 x D + data = data matrix, size N x D (D = # dimensions ) + kernel = 'epanechnikov' - Epanechnikov kernel. + 'biweight' - Bi-weight kernel. + 'triweight' - Tri-weight kernel. + 'triangluar' - Triangular kernel. + 'gaussian' - Gaussian kernel + 'rectangular' - Rectanguler kernel. + 'laplace' - Laplace kernel. + 'logistic' - Logistic kernel. + L = 0,1,2,3,... (default 2) + + Note that only the first 4 letters of the kernel name is needed. + + Example: + x = rndnorm(0,1,50,1); + hs = hldpi(x,'gauss',1); + + See also hste, hbcv, hboot, hos, hlscv, hscv, hstt, kde, kdefun + + Wand,M.P. and Jones, M.C. (1995) + 'Kernel smoothing' + Chapman and Hall, pp 67--74 + ''' + A = np.atleast_2d(data) + d, n = A.shape + + # R= int(mkernel(x)^2), mu2= int(x^2*mkernel(x)) + mu2, R, unusedRdd = self.stats() + + AMISEconstant = (8 * sqrt(pi) * R / (3 * mu2 ** 2 * n)) ** (1. / 5) + STEconstant = R / (mu2 ** (2) * n) + + sigmaA = self.hns(A) / AMISEconstant + + + nfft = inc * 2 + amin = A.min(axis=1) # Find the minimum value of A. + amax = A.max(axis=1) #Find the maximum value of A. + arange = amax - amin # Find the range of A. + + #% xa holds the x 'axis' vector, defining a grid of x values where + #% the k.d. function will be evaluated. + + ax1 = amin - arange / 8.0 + bx1 = amax + arange / 8.0 + + kernel2 = Kernel('gauss') + mu2, unusedR, unusedRdd = kernel2.stats() + + fft = np.fft.fft + ifft = np.fft.ifft + + h = np.zeros(d) + for dim in range(d): + s = sigmaA[dim] + datan = A[dim] / s + ax = ax1[dim] / s + bx = bx1[dim] / s + + xa = np.linspace(ax, bx, inc) + xn = np.linspace(0, bx - ax, inc) + + c = gridcount(datan, xa) + + r = 2 * L + 4 + rd2 = L + 2 + + # Eq. 3.7 in Wand and Jones (1995) + PSI_r = (-1) ** (rd2) * np.prod(np.r_[rd2 + 1:r]) / (sqrt(pi) * (2 * s) ** (r + 1)); + PSI = PSI_r + if L > 0: + # High order derivatives of the Gaussian kernel + Kd = kernel2.deriv4_6_8_10(0, numout=L) + + # L-stage iterations to estimate PSI_4 + for ix in range(L - 1, -1, -1): + gi = (-2 * Kd[ix] / (mu2 * PSI * n)) ** (1. / (2 * ix + 5)) + + # Obtain the kernel weights. + KW0 = kernel2.deriv4_6_8_10(xn / gi, numout=ix + 1) + if ix > 0: + KW0 = KW0[-1] + kw = np.r_[KW0, 0, KW0[inc - 1:0:-1]] # Apply 'fftshift' to kw. + + # Perform the convolution. + z = np.real(ifft(fft(c, nfft) * fft(kw))) + + PSI = np.sum(c * z[:inc]) / (n ** 2 * gi ** (2 * ix + 3)) + #end + #end + h[dim] = s * (STEconstant / PSI) ** (1. / 5) + + return h + + + def norm_factor(self, d=1, n=None): return self.kernel.norm_factor(d, n) def eval_points(self, points): @@ -1379,6 +1734,121 @@ def accum(accmap, a, func=None, size=None, fill_value=0, dtype=None): return out +def qlevels(pdf, p=(10, 30, 50, 70, 90, 95, 99, 99.9), x1=None, x2=None): + '''QLEVELS Calculates quantile levels which encloses P% of PDF + + CALL: [ql PL] = qlevels(pdf,PL,x1,x2); + + ql = the discrete quantile levels. + pdf = joint point density function matrix or vector + PL = percent level (default [10:20:90 95 99 99.9]) + x1,x2 = vectors of the spacing of the variables + (Default unit spacing) + + QLEVELS numerically integrates PDF by decreasing height and find the + quantile levels which encloses P% of the distribution. If X1 and + (or) X2 is unspecified it is assumed that dX1 and dX2 is constant. + NB! QLEVELS normalizes the integral of PDF to N/(N+0.001) before + calculating QL in order to reflect the sampling of PDF is finite. + Currently only able to handle 1D and 2D PDF's if dXi is not constant (i=1,2). + + Example + ------- + >>> import wafo.stats as ws + >>> x = np.linspace(-8,8,2001); + >>> PL = np.r_[10:90:20, 90, 95, 99, 99.9] + >>> qlevels(ws.norm.pdf(x),p=PL, x1=x); + array([ 0.39591707, 0.37058719, 0.31830968, 0.23402133, 0.10362052, + 0.05862129, 0.01449505, 0.00178806]) + + # compared with the exact values + >>> ws.norm.pdf(ws.norm.ppf((100-PL)/200)) + array([ 0.39580488, 0.370399 , 0.31777657, 0.23315878, 0.10313564, + 0.05844507, 0.01445974, 0.00177719]) + + See also + -------- + qlevels2, tranproc + ''' + + norm = 1 # normalize cdf to unity + pdf = np.atleast_1d(pdf) + if any(pdf.ravel() < 0): + raise ValueError('This is not a pdf since one or more values of pdf is negative') + + fsiz = pdf.shape + fsizmin = min(fsiz) + if fsizmin == 0: + return [] + + N = np.prod(fsiz); + d = len(fsiz) + if x1 is None or ((x2 is None) and d > 2): + fdfi = pdf.ravel() + else: + if d == 1: # pdf in one dimension + dx22 = np.ones(1) + else: # % pdf in two dimensions + dx2 = np.diff(x2.ravel())*0.5; + dx22 = np.r_[0, dx2] + np.r_[dx2, 0]; + + dx1 = np.diff(x1.ravel())*0.5 + dx11 = np.r_[0 , dx1] + np.r_[dx1, 0] + dx1x2 = dx22[:, None] * dx11 + fdfi = (pdf * dx1x2).ravel(); + + + p = np.atleast_1d(p) + + if np.any((p < 0) | (100 < p)): + raise ValueError('PL must satisfy 0 <= PL <= 100') + + + p2 = p / 100.0 + ind = np.argsort(pdf.ravel()) # sort by height of pdf + ind = ind[::-1] + fi = pdf[ind] + + Fi = np.cumsum(fdfi[ind]) # integration in the order of decreasing height of pdf + + if norm: # %normalize Fi to make sure int pdf dx1 dx2 approx 1 + Fi = Fi / Fi[-1] * N / (N + 1.5e-8) + + maxFi = np.max(Fi) + if maxFi > 1: + warnings.warn('this is not a pdf since cdf>1! normalizing') + + Fi = Fi / Fi[-1] * N / (N + 1.5e-8) + + elif maxFi < .95: + msg = '''The given pdf is too sparsely sampled since cdf<.95. + Thus QL is questionable''' + warnings.warn(msg) + + + + ind, = np.where(np.diff(np.r_[Fi, 1]) > 0) # make sure Fi is strictly increasing by not considering duplicate values + ui = tranproc(Fi[ind], fi[ind], p2) # calculating the inverse of Fi to find the index + # to the desired quantile level + #ui=smooth(Fi(ind),fi(ind),1,p2(:),1) % alternative + #res=ui-ui2 + + + if np.any(ui >= max(pdf.ravel())): + warnings.warn('The lowest percent level is too close to 0%') + + if np.any(ui <= min(pdf.ravel())): + msg = '''The given pdf is too sparsely sampled or + the highest percent level is too close to 100%''' + warnings.warn(msg) + ui[ui < 0] = 0.0 + + + return ui + + + + def iqrange(data, axis=None): ''' Returns the Inter Quartile Range of data @@ -1410,7 +1880,7 @@ def iqrange(data, axis=None): -------- np.std ''' - return np.abs(np.percentile(data, 75, axis=axis)-np.percentile(data, 25, axis=axis)) + return np.abs(np.percentile(data, 75, axis=axis) - np.percentile(data, 25, axis=axis)) def bitget(int_type, offset): ''' @@ -1484,7 +1954,7 @@ def gridcount(data, X): ''' dat = np.atleast_2d(data) x = np.atleast_2d(X) - d, n = dat.shape + d = dat.shape[0] d1, inc = x.shape if d != d1: @@ -1564,28 +2034,28 @@ def kde_demo1(): ''' import scipy.stats as st - x = np.linspace(-4,4) - x0 = x/2.0 + x = np.linspace(-4, 4) + x0 = x / 2.0 data = np.random.normal(loc=0, scale=1.0, size=7) #rndnorm(0,1,7,1); kernel = Kernel('gaus') - hs = kernel.hns(data) - hVec = [hs/2, hs, 2*hs] + hs = kernel.hns(data) + hVec = [hs / 2, hs, 2 * hs] for ix, h in enumerate(hVec): pylab.figure(ix) - kde = KDE(data,hs=h, kernel=kernel) + kde = KDE(data, hs=h, kernel=kernel) f2 = kde(x, output='plot', title='h_s = %2.2f' % h, ylab='Density') f2.plot('k-') - pylab.plot(x, st.norm.pdf(x,0,1),'k:') + pylab.plot(x, st.norm.pdf(x, 0, 1), 'k:') n = len(data) - pylab.plot(data,np.zeros(data.shape),'bx') - y = kernel(x0)/(n*h*kernel.norm_factor(d=1, n=n)) + pylab.plot(data, np.zeros(data.shape), 'bx') + y = kernel(x0) / (n * h * kernel.norm_factor(d=1, n=n)) for i in range(n): - pylab.plot(data[i]+x0*h, y,'b--') - pylab.plot([data[i], data[i]], [0, np.max(y)],'b') + pylab.plot(data[i] + x0 * h, y, 'b--') + pylab.plot([data[i], data[i]], [0, np.max(y)], 'b') - pylab.axis([x.min(),x.max(), 0, 0.5]) + pylab.axis([x.min(), x.max(), 0, 0.5]) def kde_demo2(): '''Demonstrate the difference between transformation- and ordinary-KDE @@ -1596,7 +2066,7 @@ def kde_demo2(): import scipy.stats as st data = st.rayleigh.rvs(scale=1, size=300) - x = np.linspace(1.5e-3,5, 55); + x = np.linspace(1.5e-3, 5, 55); kde = KDE(data) f = kde(output='plot', title='Ordinary KDE') @@ -1604,7 +2074,7 @@ def kde_demo2(): f.plot() - pylab.plot(x,st.rayleigh.pdf(x,scale=1),':') + pylab.plot(x, st.rayleigh.pdf(x, scale=1), ':') #plotnorm((data).^(L2)) % gives a straight line => L2 = 0.5 reasonable @@ -1613,7 +2083,7 @@ def kde_demo2(): pylab.figure(1) ft.plot() - pylab.plot(x,st.rayleigh.pdf(x,scale=1),':') + pylab.plot(x, st.rayleigh.pdf(x, scale=1), ':') pylab.figure(0) diff --git a/pywafo/src/wafo/misc.py b/pywafo/src/wafo/misc.py index daa243d..db5df41 100644 --- a/pywafo/src/wafo/misc.py +++ b/pywafo/src/wafo/misc.py @@ -1269,7 +1269,7 @@ def betaloge(z, w): Example >>> betaloge(3,2) - + array([-2.48490665]) See also -------- diff --git a/pywafo/src/wafo/test/test_gaussian.py b/pywafo/src/wafo/test/test_gaussian.py index f6c4f4d..da5f4fd 100644 --- a/pywafo/src/wafo/test/test_gaussian.py +++ b/pywafo/src/wafo/test/test_gaussian.py @@ -125,8 +125,8 @@ def test_prbnormnd(): 0 >>> np.abs(val-Et)< err0+terr0 array([ True], dtype=bool) - >>> 'val = %2.6f' % val - 'val = 0.001945' + >>> 'val = %2.5f' % val + 'val = 0.00195' ''' def test_cdfnorm2d(): ''' diff --git a/pywafo/src/wafo/wafodata.py b/pywafo/src/wafo/wafodata.py index aaabf39..467554f 100644 --- a/pywafo/src/wafo/wafodata.py +++ b/pywafo/src/wafo/wafodata.py @@ -69,7 +69,9 @@ class WafoData(object): self.plotter = None self.children = None self.plot_args_children = kwds.get('plot_args_children',[]) + self.plot_kwds_children = kwds.get('plot_kwds_children',{}) self.plot_args = kwds.get('plot_args',[]) + self.plot_kwds = kwds.get('plot_kwds',{}) self.labels = AxisLabels(**kwds) self.setplotter() @@ -80,6 +82,9 @@ class WafoData(object): plotbackend.hold('on') tmp = [] child_args = args + tuple(self.plot_args_children) + child_kwds = dict() + child_kwds.update(self.plot_kwds_children) + child_kwds.update(**kwds) for child in self.children: tmp1 = child.plot(*child_args, **kwds) if tmp1 != None: @@ -87,7 +92,10 @@ class WafoData(object): if len(tmp) == 0: tmp = None main_args = args + tuple(self.plot_args) - tmp2 = self.plotter.plot(self, *main_args, **kwds) + main_kwds = dict() + main_kwds.update(self.plot_kwds) + main_kwds.update(kwds) + tmp2 = self.plotter.plot(self, *main_args, **main_kwds) return tmp2, tmp def show(self): @@ -107,11 +115,12 @@ class WafoData(object): if isinstance(self.args, (list, tuple)): # Multidimensional data ndim = len(self.args) if ndim < 2: - warnings.warn('Unable to determine plotter-type, because len(self.args)<2.') - print('If the data is 1D, then self.args should be a vector!') - print('If the data is 2D, then length(self.args) should be 2.') - print('If the data is 3D, then length(self.args) should be 3.') - print('Unless you fix this, the plot methods will not work!') + msg = '''Unable to determine plotter-type, because len(self.args)<2. + If the data is 1D, then self.args should be a vector! + If the data is 2D, then length(self.args) should be 2. + If the data is 3D, then length(self.args) should be 3. + Unless you fix this, the plot methods will not work!''' + warnings.warn(msg) elif ndim == 2: self.plotter = Plotter_2d(plotmethod) else: