pep8 + some refactoring of XXXX.link() methods...

master
Per.Andreas.Brodtkorb 11 years ago
parent c070dd4dc4
commit 629ed411c9

File diff suppressed because it is too large Load Diff

@ -23,7 +23,7 @@ from scipy import optimize
from scipy import integrate
# to approximate the pdf of a continuous distribution given its cdf
from scipy.misc import comb, derivative
from scipy.misc import comb, derivative # @UnresolvedImport
from numpy import (arange, putmask, ravel, take, ones, sum, shape,
product, reshape, zeros, floor, logical_and, log, sqrt, exp,
@ -1553,7 +1553,7 @@ class rv_continuous(rv_generic):
for item in ['callparams', 'default', 'before_notes']:
tempdict[item] = tempdict[item].replace(
"\n%(shapes)s : array_like\n shape parameters", "")
for i in range(2):
for _i in range(2):
if self.shapes is None:
# necessary because we use %(shapes)s in two forms (w w/o ", ")
self.__doc__ = self.__doc__.replace("%(shapes)s, ", "")
@ -1954,12 +1954,39 @@ class rv_continuous(rv_generic):
return output
def link(self, x, logSF, theta, i):
''' Return dist. par. no. i as function of quantile (x) and log survival probability (sf)
where
theta is the list containing all parameters including location and scale.
'''
raise ValueError('Link function not implemented for the %s distribution' % self.name)
return None
Return theta[i] as function of quantile, survival probability and
theta[j] for j!=i.
Parameters
----------
x : quantile
logSF : logarithm of the survival probability
theta : list
all distribution parameters including location and scale.
Returns
-------
theta[i] : real scalar
fixed distribution parameter theta[i] as function of x, logSF and
theta[j] where j != i.
LINK is a function connecting the fixed distribution parameter theta[i]
with the quantile (x) and the survival probability (SF) and the
remaining free distribution parameters theta[j] for j!=i, i.e.:
theta[i] = link(x, logSF, theta, i),
where logSF = log(Prob(X>x; theta)).
See also
estimation.Profile
'''
return self._link(x, logSF, theta, i)
def _link(self, x, logSF, theta, i):
msg = ('Link function not implemented for the %s distribution' %
self.name)
raise NotImplementedError(msg)
def _nnlf(self, x, *args):
return -sum(self._logpdf(x, *args), axis=0)
@ -3030,7 +3057,7 @@ class rv_discrete(rv_generic):
for item in ['callparams', 'default', 'before_notes']:
tempdict[item] = tempdict[item].replace(
"\n%(shapes)s : array_like\n shape parameters", "")
for i in range(2):
for _i in range(2):
if self.shapes is None:
# necessary because we use %(shapes)s in two forms (w w/o ", ")
self.__doc__ = self.__doc__.replace("%(shapes)s, ", "")
@ -3498,7 +3525,7 @@ class rv_discrete(rv_generic):
else:
invfac = 1.0
tot = 0.0
#tot = 0.0
low, upp = self._ppf(0.001, *args), self._ppf(0.999, *args)
low = max(min(-suppnmin, low), lb)
upp = min(max(suppnmin, upp), ub)

@ -152,8 +152,8 @@ class Profile(object):
with ML or MPS estimated distribution parameters.
**kwds : named arguments with keys
i : scalar integer
defining which distribution parameter to profile, i.e. which
parameter to keep fixed (default first non-fixed parameter)
defining which distribution parameter to keep fixed in the
profiling process (default first non-fixed parameter)
pmin, pmax : real scalars
Interval for either the parameter, phat(i), prb, or x, used in the
optimization of the profile function (default is based on the
@ -166,7 +166,7 @@ class Profile(object):
log survival probability,i.e., SF = Prob(X>x;phat) (default None)
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
self.par[i] = link(x, logSF, self.par, i), where
logSF = log(Prob(X>x;phat)).
This means that if:
1) x is not None then x is profiled
@ -236,22 +236,21 @@ class Profile(object):
self.fit_dist = fit_dist
self.data = None
self.args = None
self.title = 'Profile log'
self.title = ''
self.xlabel = ''
self.ylabel = ''
self.ylabel = 'Profile log'
(self.i_fixed, self.N, self.alpha, self.pmin, self.pmax, self.x,
self.logSF, self.link) = map(
kwds.get,
['i', 'N', 'alpha', 'pmin',
'pmax', 'x', 'logSF', 'link'],
['i', 'N', 'alpha', 'pmin', 'pmax', 'x', 'logSF', 'link'],
[i0, 100, 0.05, None, None, None, None, None])
self.ylabel = '%g%s CI' % (100 * (1.0 - self.alpha), '%')
self.title = '%g%s CI' % (100 * (1.0 - self.alpha), '%')
if fit_dist.method.startswith('ml'):
self.title = self.title + 'likelihood'
self.ylabel = self.ylabel + 'likelihood'
Lmax = fit_dist.LLmax
elif fit_dist.method.startswith('mps'):
self.title = self.title + ' product spacing'
self.ylabel = self.ylabel + ' product spacing'
Lmax = fit_dist.LPSmax
else:
raise ValueError(
@ -267,7 +266,7 @@ class Profile(object):
self.i_fixed = atleast_1d(self.i_fixed)
if 1 - isnotfixed[self.i_fixed]:
raise ValueError(
raise IndexError(
"Index i must be equal to an index to one of the free " +
"parameters.")
@ -295,7 +294,7 @@ class Profile(object):
self.xlabel = 'phat(%d)' % self.i_fixed
p_opt = self._par[self.i_fixed]
elif self.profile_x:
self.logSF = log(fit_dist.sf(self.x))
self.logSF = fit_dist.logsf(self.x)
self._local_link = lambda fix_par, par: self.link(
fix_par, self.logSF, par, self.i_fixed)
self.xlabel = 'x'
@ -522,16 +521,23 @@ class Profile(object):
CI = ecross(self.args, self.data, ind[[0, -1]], cross_level)
return CI
def plot(self):
def plot(self, axis=None):
''' Plot profile function with 100(1-alpha)% CI
'''
plotbackend.plot(
if axis is None:
axis = plotbackend.gca()
p_ci = self.get_bounds(self.alpha)
axis.plot(
self.args, self.data,
self.args[[0, -1]], [self.Lmax, ] * 2, 'r',
self.args[[0, -1]], [self.alpha_cross_level, ] * 2, 'r')
plotbackend.title(self.title)
plotbackend.ylabel(self.ylabel)
plotbackend.xlabel(self.xlabel)
self.args[[0, -1]], [self.Lmax, ] * 2, 'r--',
self.args[[0, -1]], [self.alpha_cross_level, ] * 2, 'r--')
axis.vlines(p_ci, ymin=axis.get_ylim()[0],
ymax=self.Lmax, #self.alpha_cross_level,
color='r', linestyles='--')
axis.set_title(self.title)
axis.set_ylabel(self.ylabel)
axis.set_xlabel(self.xlabel)
def _discretize_adaptive(fun, a, b, tol=0.005, n=5):

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