From 52fbfae045de27851b63a6ddeadcde51e78c7270 Mon Sep 17 00:00:00 2001 From: "per.andreas.brodtkorb" Date: Thu, 5 Jan 2012 06:34:53 +0000 Subject: [PATCH] Small refactoring --- pywafo/src/wafo/kdetools.py | 133 +++++++++++++++++++++--------------- 1 file changed, 79 insertions(+), 54 deletions(-) diff --git a/pywafo/src/wafo/kdetools.py b/pywafo/src/wafo/kdetools.py index eca93d4..5279423 100644 --- a/pywafo/src/wafo/kdetools.py +++ b/pywafo/src/wafo/kdetools.py @@ -10,24 +10,21 @@ #------------------------------------------------------------------------------- #!/usr/bin/env python from __future__ import division -from itertools import product -from misc import tranproc #, trangood -from numpy import pi, sqrt, atleast_2d, exp, newaxis #@UnresolvedImport -from scipy import interpolate, linalg, sparse -from scipy.special import gamma -from scipy.ndimage.morphology import distance_transform_edt -import scipy.special as special -import scipy.optimize as optimize -from wafo.misc import meshgrid, nextpow2 -from wafo.wafodata import WafoData - -from dctpack import dct, dctn, idctn - import copy import numpy as np import scipy import warnings -import matplotlib.pyplot as plt +from itertools import product +from scipy import interpolate, linalg, optimize, sparse, special, stats +from scipy.special import gamma +from scipy.ndimage.morphology import distance_transform_edt +from numpy import pi, sqrt, atleast_2d, exp, newaxis #@UnresolvedImport + +from wafo.misc import meshgrid, nextpow2, tranproc #, trangood +from wafo.wafodata import WafoData +from wafo.dctpack import dct, dctn, idctn +from wafo.plotbackend import plotbackend as plt +from wafo import fig def _invnorm(q): return special.ndtri(q) @@ -3211,7 +3208,6 @@ def InitialGuess(y,I): return z def test_smoothn_1d(): - import matplotlib.pyplot as plt x = np.linspace(0,100,2**8) y = np.cos(x/10)+(x/50)**2 + np.random.randn(x.size)/10 y[np.r_[70, 75, 80]] = np.array([5.5, 5, 6]) @@ -3512,14 +3508,37 @@ def _get_regression_smooting(x,y,fun='hste'): hopt = sqrt(hs1*hs2) return hopt, hs1, hs2 +def regressionbin(x,y): + ''' + Return kernel regression estimate for binomial data + + Parameters + ---------- + x : arraylike + positions + y : arraylike + of 0 and 1 + ''' + hopt1, h1,h2 = _get_regression_smooting(x,y,fun='hos') + hopt2, h1,h2 = _get_regression_smooting(x,y,fun='hste') + hopt = sqrt(hopt1*hopt2) + + fbest = kreg_demo4(x, y, hopt2+0.1, hopt) + for fun in ['hste']: # , 'hisj', 'hns', 'hstt' + hsmax, hs1, hs2 =_get_regression_smooting(x,y,fun=fun) + for hi in np.linspace(hsmax*0.1,hsmax,55): + f = kreg_demo4(x, y, hi, hopt) + if f.aicc<=fbest.aicc: + fbest = f + return fbest 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) def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False): - import scipy.stats as st + st = stats - alpha=0.1 + alpha=0.05 z0 = -_invnorm(alpha/2) @@ -3548,12 +3567,9 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False): c0 = np.zeros(xi.shape) yi = np.where(c==0, 0, c0/c) - from wafo.interpolate import stineman_interp - fact = 1.0 #stineman_interp([x.size], [0, 2000], [0.25, 1.0], yp=[0.75/2000,0.75/2000]).clip(min=0.75,max=1.0) - print("fact=%g" % (fact)) - kreg = KRegression(x, y, hs=hs*fact, p=0) + kreg = KRegression(x, y, hs=hs, p=0) fiii = kreg(xiii) - yiii = stineman_interp(xiii, xi, yi) + yiii = interpolate.interp1d(xi, yi)(xiii) 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 @@ -3576,7 +3592,7 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False): logity = forward(yi) - gkreg = KRegression(xi, logity, hs=hs*fact, xmin=xmin-hopt,xmax=xmax+hopt) + gkreg = KRegression(xi, logity, hs=hs, xmin=xmin-hopt,xmax=xmax+hopt) fg = gkreg.eval_grid(xi,output='plotobj', title='Kernel regression', plotflag=1) sa = (fg.data-logity).std() sa2 = iqrange(fg.data-logity) / 1.349 @@ -3662,7 +3678,7 @@ def kreg_demo3(x,y, fun1, hs=None, fun='hisj', plotlog=False): def check_kreg_demo3(): - import wafo.fig as fig + plt.ion() k = 0 @@ -3683,8 +3699,6 @@ def check_kreg_demo3(): plt.show() def check_kreg_demo4(): - import wafo.fig as fig - plt.ion() #test_docstrings() #kde_demo2() @@ -3698,6 +3712,7 @@ def check_kreg_demo4(): hopt1, h1,h2 = _get_regression_smooting(x,y,fun='hos') hopt2, h1,h2 = _get_regression_smooting(x,y,fun='hste') hopt = sqrt(hopt1*hopt2) + #hopt = _get_regression_smooting(x,y,fun='hos')[0] for j, fun in enumerate(['hste']): # , 'hisj', 'hns', 'hstt' hsmax, hs1, hs2 =_get_regression_smooting(x,y,fun=fun) @@ -3709,27 +3724,36 @@ def check_kreg_demo4(): plt.figure(k) k +=1 fmax.plot() - xi = fmax.args[::4] - c = gridcount(x, xi) - if (y==True).any(): - c0 = gridcount(x[y==True],xi) - else: - c0 = np.zeros(xi.shape) - yi = np.where(c==0, 0, c0/c) - plt.plot(xi, yi, 'b.', x, fun1(x),'r') + plt.plot(x, fun1(x),'r') #kreg_demo2(n=n,symmetric=True,fun='hste', plotlog=False) fig.tile(range(0,k)) plt.ioff() plt.show() - -def kreg_demo4(x,y, hs, hopt): - import scipy.stats as st - + +def empirical_bin_prb(x,y, hopt): + ''' + Returns empirical binomial probabiltity + ''' n = x.size - alpha=0.1 - z0 = -_invnorm(alpha/2) + xmin, xmax = x.min(), x.max() + ni = max(2*int((xmax-xmin)/hopt)+3,5) + + sml = hopt*0.1 + xi = np.linspace(xmin-sml,xmax+sml, ni) + + c = gridcount(x, xi) + if (y==True).any(): + c0 = gridcount(x[y==True],xi) + else: + c0 = np.zeros(xi.shape) + yi = np.where(c==0, 0, c0/c) + return WafoData(yi,xi,plotmethod='scatter', plot_kwds=dict(color='r', s=5)) + +def kreg_demo4(x,y, hs, hopt, alpha=0.05): + st = stats + n = x.size xmin, xmax = x.min(), x.max() ni = max(2*int((xmax-xmin)/hopt)+3,5) @@ -3737,37 +3761,34 @@ def kreg_demo4(x,y, hs, hopt): xi = np.linspace(xmin-sml,xmax+sml, ni) xiii = np.linspace(xmin-sml,xmax+sml, 4*ni+1) - - from wafo.interpolate import stineman_interp - kreg = KRegression(x, y, hs=hs, p=0) - f = kreg(xiii, output='plotobj', plot_kwds = dict(plotflag=7)) dx = xi[1]-xi[0] - ciiii = kreg.tkde.eval_grid_fast(xiii)*dx* x.size - ckreg = KDE(x,hs=hs) - ciii = ckreg.eval_grid_fast(xiii)*dx* x.size #n*(1+symmetric) - - + ciii = kreg.tkde.eval_grid_fast(xiii) * dx * x.size +# ckreg = KDE(x,hs=hs) +# ciiii = ckreg.eval_grid_fast(xiii)*dx* x.size #n*(1+symmetric) + + f = kreg(xiii, output='plotobj') #, plot_kwds=dict(plotflag=7)) pi = f.data # Jeffreys intervall a=b=0.5 #st.beta.isf(alpha/2, x+a, n-x+b) - ab = 0.07 #0.055 - pi1 = pi #fun1(xiii) + ab = 0.07 #0.5 + pi1 = pi pup = np.where(pi1==1, 1, st.beta.isf(alpha/2, ciii*pi1+ab, ciii*(1-pi1)+ab)) plo = np.where(pi1==0, 0, st.beta.isf(1-alpha/2, ciii*pi1+ab, ciii*(1-pi1)+ab)) # Wilson score + # z0 = -_invnorm(alpha/2) # 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.dataCI = np.vstack((plo,pup)).T f.prediction_error_avg = np.trapz(pup-plo, xiii)/(xiii[-1]-xiii[0]) fiii = f.data @@ -3777,7 +3798,11 @@ def kreg_demo4(x,y, hs, hopt): else: c0 = np.zeros(xi.shape) yi = np.where(c==0, 0, c0/c) - yiii = stineman_interp(xiii, xi, yi) + + f.children = [WafoData([plo, pup],xiii,plotmethod='fill_between',plot_kwds=dict(alpha=0.2, color='r')), + WafoData(yi,xi,plotmethod='scatter', plot_kwds=dict(color='r', s=5))] + + yiii = interpolate.interp1d(xi, yi)(xiii) df = np.diff(fiii) k = (df[:-1]*df[1:]<0).sum() # numpeaks sigmai = (pup-plo) @@ -3797,7 +3822,7 @@ def kde_gauss_demo(n=50): different values of the smoothing parameter, hs. ''' - import scipy.stats as st + st = stats #x = np.linspace(-4, 4, 101) #data = np.random.normal(loc=0, scale=1.0, size=n) #data = np.random.exponential(scale=1.0, size=n)