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small updates

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Per.Andreas.Brodtkorb 13 years ago
parent 0a0cbc2fe2
commit 412990574f
1 changed files with 40 additions and 22 deletions
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pywafo/src/wafo/kdetools.py
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@ -3511,6 +3511,7 @@ def _get_regression_smooting(x,y,fun='hste'):
#hopt = hs2
hopt = sqrt(hs1*hs2)
return hopt, hs1, hs2
def kreg_demo2(n=100, hs=None, symmetric=False, fun='hisj', plotlog=False):
x,y, fun1 = _get_data(n, symmetric)
kreg_demo3(x,y,fun1, hs=None, fun='hisj', plotlog=False)
@ -3523,7 +3524,7 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False):
n = x.size
hopt, hs1, hs2 =_get_regression_smooting(x,y,fun='hste')
hopt, hs1, hs2 =_get_regression_smooting(x,y,fun='hos')
if hs is None:
hs = hopt
@ -3536,7 +3537,7 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False):
ni = max(2*int((xmax-xmin)/hopt)+3,5)
print(ni)
print(xmin, xmax)
sml = hopt
sml = hopt*0.1
xi = np.linspace(xmin-sml,xmax+sml, ni)
xiii = np.linspace(xmin-sml,xmax+sml, 4*ni+1)
@ -3555,7 +3556,7 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False):
yiii = stineman_interp(xiii, xi, yi)
fit = fun1(xiii).clip(max=1.0)
df = np.diff(fiii)
eerr = np.abs(yiii-fiii).std()+ 0.5*(df[:-1]*df[1:]<0).sum()/n
eerr = np.abs((yiii-fiii)).std()+ 0.5*(df[:-1]*df[1:]<0).sum()/n
err = (fiii-fit).std()
f = kreg(xiii,output='plotobj', title='%s err=%1.3f,eerr=%1.3f, n=%d, hs=%1.3f, hs1=%1.3f, hs2=%1.3f' % (fun,err,eerr,n,hs, hs1,hs2), plotflag=1)
@ -3618,7 +3619,7 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False):
pup2 = np.where(pi==1, 1, st.beta.isf(alpha/2, ciii*pi1+ab, ciii*(1-pi1)+ab))
plo2 = np.where(pi==0, 0, st.beta.isf(1-alpha/2, ciii*pi1+ab, ciii*(1-pi1)+ab))
averr = np.trapz(pup2-plo2, xiii)/(xiii[-1]-xiii[0]) + 0.5*(df[:-1]*df[1:]<0).sum()/n
averr = np.trapz(pup2-plo2, xiii)/(xiii[-1]-xiii[0]) + 0.5*(df[:-1]*df[1:]<0).sum()
#f2 = kreg_demo4(x, y, hs, hopt)
# Wilson score
@ -3630,7 +3631,20 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False):
#pup = (pi + z0*np.sqrt(pi*(1-pi)/ciii)).clip(min=0,max=1) # dont use
#plo = (pi - z0*np.sqrt(pi*(1-pi)/ciii)).clip(min=0,max=1)
fg.plot(label='KReg grid' )
#mi = kreg.eval_grid(x)
#sigma = (stineman_interp(x, xiii, pup)-stineman_interp(x, xiii, plo))/4
#aic = np.abs((y-mi)/sigma).std()+ 0.5*(df[:-1]*df[1:]<0).sum()/n
#aic = np.abs((yiii-fiii)/(pup-plo)).std()+ 0.5*(df[:-1]*df[1:]<0).sum() + ((yiii-pup).clip(min=0)-(yiii-plo).clip(max=0)).sum()
k = (df[:-1]*df[1:]<0).sum() # numpeaks
sigmai = (pup-plo)
aic = (((yiii-fiii)/sigmai)**2).sum()+ 2*k*(k+1)/np.maximum(ni-k+1,1) + np.abs((yiii-pup).clip(min=0)-(yiii-plo).clip(max=0)).sum()
#aic = (((yiii-fiii)/sigmai)**2).sum()+ 2*k*(k+1)/(ni-k+1) + np.abs((yiii-pup).clip(min=0)-(yiii-plo).clip(max=0)).sum()
#aic = averr + ((yiii-pup).clip(min=0)-(yiii-plo).clip(max=0)).sum()
fg.plot(label='KReg grid aic=%2.3f' % (aic) )
f.plot(label='KReg averr=%2.3f ' %(averr))
labtxt = '%d CI' % (int(100*(1-alpha)))
plt.fill_between(xiii, pup, plo, alpha=0.20,color='r', linestyle='--', label=labtxt)
@ -3678,19 +3692,19 @@ def check_kreg_demo4():
#kde_gauss_demo()
#kreg_demo2(n=120,symmetric=True,fun='hste', plotlog=True)
k = 0
for i, n in enumerate([100,300,600]):
x,y, fun1 = _get_data(n, symmetric=True,loc1=0.6, scale1=0.3, scale2=1.25)
for i, n in enumerate([100,300,600,4000]):
x,y, fun1 = _get_data(n, symmetric=True,loc1=0.1, scale1=0.6, scale2=0.75)
k0 = k
hopt1, h1,h2 = _get_regression_smooting(x,y,fun='hns')
hopt1, h1,h2 = _get_regression_smooting(x,y,fun='hos')
hopt2, h1,h2 = _get_regression_smooting(x,y,fun='hste')
hopt = sqrt(hopt1*hopt2)
for j, fun in enumerate(['hste', 'hisj', 'hns', 'hstt']):
for j, fun in enumerate(['hste']): # , 'hisj', 'hns', 'hstt'
hsmax, hs1, hs2 =_get_regression_smooting(x,y,fun=fun)
fmax = kreg_demo4(x, y, hsmax+0.1, hopt)
for hi in np.linspace(hsmax*0.25,hsmax,25):
for hi in np.linspace(hsmax*0.1,hsmax,55):
f = kreg_demo4(x, y, hi, hopt)
if f.prediction_error_avg<=fmax.prediction_error_avg:
if f.aicc<=fmax.aicc:
fmax = f
plt.figure(k)
k +=1
@ -3702,10 +3716,10 @@ def check_kreg_demo4():
else:
c0 = np.zeros(xi.shape)
yi = np.where(c==0, 0, c0/c)
plt.plot(xi, yi, 'b.', xi, fun1(xi),'r')
plt.plot(xi, yi, 'b.', x, fun1(x),'r')
#kreg_demo2(n=n,symmetric=True,fun='hste', plotlog=False)
fig.tile(range(k0,k))
fig.tile(range(0,k))
plt.ioff()
plt.show()
@ -3719,7 +3733,7 @@ def kreg_demo4(x,y, hs, hopt):
xmin, xmax = x.min(), x.max()
ni = max(2*int((xmax-xmin)/hopt)+3,5)
sml = hopt
sml = hopt*0.1
xi = np.linspace(xmin-sml,xmax+sml, ni)
xiii = np.linspace(xmin-sml,xmax+sml, 4*ni+1)
@ -3747,11 +3761,11 @@ def kreg_demo4(x,y, hs, hopt):
# Wilson score
den = 1+(z0**2./ciii);
xc=(pi1+(z0**2)/(2*ciii))/den;
halfwidth=(z0*sqrt((pi1*(1-pi1)/ciii)+(z0**2/(4*(ciii**2)))))/den
plo2 = (xc-halfwidth).clip(min=0) # wilson score
pup2 = (xc+halfwidth).clip(max=1.0) # wilson score
# den = 1+(z0**2./ciii);
# xc=(pi1+(z0**2)/(2*ciii))/den;
# halfwidth=(z0*sqrt((pi1*(1-pi1)/ciii)+(z0**2/(4*(ciii**2)))))/den
# plo2 = (xc-halfwidth).clip(min=0) # wilson score
# pup2 = (xc+halfwidth).clip(max=1.0) # wilson score
f.dataCI = np.vstack((plo,pup)).T
f.prediction_error_avg = np.trapz(pup-plo, xiii)/(xiii[-1]-xiii[0])
@ -3765,8 +3779,12 @@ def kreg_demo4(x,y, hs, hopt):
yi = np.where(c==0, 0, c0/c)
yiii = stineman_interp(xiii, xi, yi)
df = np.diff(fiii)
eerr = np.abs(yiii-fiii).std()+ 0.5*(df[:-1]*df[1:]<0).sum()/n
f.labels.title='perr=%1.3f,eerr=%1.3f, n=%d, hs=%1.3f' % (f.prediction_error_avg,eerr,n,hs)
k = (df[:-1]*df[1:]<0).sum() # numpeaks
sigmai = (pup-plo)
aicc = (((yiii-fiii)/sigmai)**2).sum()+ 2*k*(k+1)/np.maximum(ni-k+1,1) + np.abs((yiii-pup).clip(min=0)-(yiii-plo).clip(max=0)).sum()
f.aicc = aicc
f.labels.title='perr=%1.3f,aicc=%1.3f, n=%d, hs=%1.3f' % (f.prediction_error_avg,aicc,n,hs)
return f

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