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@ -17,16 +17,14 @@ import warnings
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import numpy as np
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import numpy as np
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import scipy.stats
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import scipy.stats
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from scipy import interpolate, linalg, special
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from scipy import interpolate, linalg, special
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from numpy import pi, sqrt, atleast_2d, exp, meshgrid
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from numpy import sqrt, atleast_2d, meshgrid
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from numpy.fft import fftn, ifftn
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from numpy.fft import fftn, ifftn
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from wafo.misc import nextpow2
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from wafo.misc import nextpow2
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from wafo.containers import PlotData
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from wafo.containers import PlotData
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from wafo.dctpack import dctn, idctn # , dstn, idstn
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from wafo.plotbackend import plotbackend as plt
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from wafo.plotbackend import plotbackend as plt
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from wafo.testing import test_docstrings
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from wafo.testing import test_docstrings
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from wafo.kdetools.kernels import iqrange, qlevels, Kernel
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from wafo.kdetools.kernels import iqrange, qlevels, Kernel
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from wafo.kdetools.gridding import gridcount
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from wafo.kdetools.gridding import gridcount
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import time
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try:
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try:
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from wafo import fig
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from wafo import fig
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@ -36,6 +34,11 @@ except ImportError:
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__all__ = ['TKDE', 'KDE', 'kde_demo1', 'kde_demo2', 'test_docstrings',
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__all__ = ['TKDE', 'KDE', 'kde_demo1', 'kde_demo2', 'test_docstrings',
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'KRegression', 'BKRegression']
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'KRegression', 'BKRegression']
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_TINY = np.finfo(float).machar.tiny
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# _REALMIN = np.finfo(float).machar.xmin
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_REALMAX = np.finfo(float).machar.xmax
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_EPS = np.finfo(float).eps
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def _assert(cond, msg):
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def _assert(cond, msg):
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if not cond:
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if not cond:
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@ -51,6 +54,15 @@ def _invnorm(q):
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return special.ndtri(q)
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return special.ndtri(q)
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def _logit(p):
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pc = p.clip(min=0, max=1)
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return (np.log(pc) - np.log1p(-pc)).clip(min=-40, max=40)
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# def _logitinv(x):
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# return 1.0 / (np.exp(-x) + 1)
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class _KDE(object):
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class _KDE(object):
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def __init__(self, data, kernel=None, xmin=None, xmax=None):
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def __init__(self, data, kernel=None, xmin=None, xmax=None):
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@ -337,9 +349,9 @@ class TKDE(_KDE):
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self.L2 = L2
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self.L2 = L2
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super(TKDE, self).__init__(data, kernel, xmin, xmax)
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super(TKDE, self).__init__(data, kernel, xmin, xmax)
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tdataset = self._dat2gaus(self.dataset)
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tdataset = self._transform(self.dataset)
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txmin = np.ravel(self._dat2gaus(np.reshape(self.xmin, (-1, 1))))
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txmin = np.ravel(self._transform(np.reshape(self.xmin, (-1, 1))))
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txmax = np.ravel(self._dat2gaus(np.reshape(self.xmax, (-1, 1))))
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txmax = np.ravel(self._transform(np.reshape(self.xmax, (-1, 1))))
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self.tkde = KDE(tdataset, hs, self.kernel, alpha, txmin, txmax, inc)
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self.tkde = KDE(tdataset, hs, self.kernel, alpha, txmin, txmax, inc)
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def _check_xmin(self, xmin):
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def _check_xmin(self, xmin):
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@ -365,11 +377,10 @@ class TKDE(_KDE):
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def hs(self, hs):
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def hs(self, hs):
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self.tkde.hs = hs
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self.tkde.hs = hs
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def _dat2gaus(self, points):
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def _transform(self, points):
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if self.L2 is None:
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if self.L2 is None:
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return points # default no transformation
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return points # default no transformation
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# default no transformation
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L2 = np.atleast_1d(self.L2) * np.ones(self.d)
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L2 = np.atleast_1d(self.L2) * np.ones(self.d)
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tpoints = copy.copy(points)
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tpoints = copy.copy(points)
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@ -377,11 +388,10 @@ class TKDE(_KDE):
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tpoints[i] = np.log(points[i]) if v2 == 0 else points[i] ** v2
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tpoints[i] = np.log(points[i]) if v2 == 0 else points[i] ** v2
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return tpoints
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return tpoints
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def _gaus2dat(self, tpoints):
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def _inverse_transform(self, tpoints):
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if self.L2 is None:
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if self.L2 is None:
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return tpoints # default no transformation
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return tpoints # default no transformation
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# default no transformation
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L2 = np.atleast_1d(self.L2) * np.ones(self.d)
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L2 = np.atleast_1d(self.L2) * np.ones(self.d)
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points = copy.copy(tpoints)
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points = copy.copy(tpoints)
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@ -442,7 +452,7 @@ class TKDE(_KDE):
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def _get_targs(self, args):
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def _get_targs(self, args):
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targs = []
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targs = []
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if len(args):
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if len(args):
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targs0 = self._dat2gaus(list(args))
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targs0 = self._transform(list(args))
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xmin = [min(t) for t in targs0]
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xmin = [min(t) for t in targs0]
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xmax = [max(t) for t in targs0]
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xmax = [max(t) for t in targs0]
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targs = self.tkde.get_args(xmin, xmax)
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targs = self.tkde.get_args(xmin, xmax)
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@ -456,7 +466,7 @@ class TKDE(_KDE):
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targs = self._get_targs(args)
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targs = self._get_targs(args)
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tf = self.tkde.eval_grid_fast(*targs)
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tf = self.tkde.eval_grid_fast(*targs)
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self.args = self._gaus2dat(list(self.tkde.args))
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self.args = self._inverse_transform(list(self.tkde.args))
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points = meshgrid(*self.args)
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points = meshgrid(*self.args)
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f = self._scale_pdf(tf, points)
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f = self._scale_pdf(tf, points)
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if len(args):
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if len(args):
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@ -466,7 +476,7 @@ class TKDE(_KDE):
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def _eval_grid(self, *args, **kwds):
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def _eval_grid(self, *args, **kwds):
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if self.L2 is None:
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if self.L2 is None:
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return self.tkde.eval_grid(*args, **kwds)
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return self.tkde.eval_grid(*args, **kwds)
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targs = self._dat2gaus(list(args))
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targs = self._transform(list(args))
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tf = self.tkde.eval_grid(*targs, **kwds)
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tf = self.tkde.eval_grid(*targs, **kwds)
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points = meshgrid(*args)
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points = meshgrid(*args)
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f = self._scale_pdf(tf, points)
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f = self._scale_pdf(tf, points)
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@ -495,7 +505,7 @@ class TKDE(_KDE):
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if self.L2 is None:
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if self.L2 is None:
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return self.tkde.eval_points(points)
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return self.tkde.eval_points(points)
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tpoints = self._dat2gaus(points)
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tpoints = self._transform(points)
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tf = self.tkde.eval_points(tpoints)
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tf = self.tkde.eval_points(tpoints)
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f = self._scale_pdf(tf, points)
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f = self._scale_pdf(tf, points)
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return f
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return f
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@ -939,8 +949,6 @@ class BKRegression(object):
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self.kreg = KRegression(*args, **kwds)
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self.kreg = KRegression(*args, **kwds)
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# defines bin width (i.e. smoothing) in empirical estimate
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# defines bin width (i.e. smoothing) in empirical estimate
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self.hs_e = None
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self.hs_e = None
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# self.x = self.kreg.tkde.dataset
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# self.y = self.kreg.y
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def _set_smoothing(self, hs):
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def _set_smoothing(self, hs):
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self.kreg.tkde.hs = hs
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self.kreg.tkde.hs = hs
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@ -1380,20 +1388,6 @@ def kreg_demo1(hs=None, fast=False, fun='hisj'):
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print(kreg.tkde.tkde._inv_hs)
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print(kreg.tkde.tkde._inv_hs)
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print(kreg.tkde.tkde.hs)
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print(kreg.tkde.tkde.hs)
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_TINY = np.finfo(float).machar.tiny
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_REALMIN = np.finfo(float).machar.xmin
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_REALMAX = np.finfo(float).machar.xmax
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_EPS = np.finfo(float).eps
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def _logit(p):
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pc = p.clip(min=0, max=1)
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return (np.log(pc) - np.log1p(-pc)).clip(min=-40, max=40)
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def _logitinv(x):
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return 1.0 / (np.exp(-x) + 1)
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def _get_data(n=100, symmetric=False, loc1=1.1, scale1=0.6, scale2=1.0):
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def _get_data(n=100, symmetric=False, loc1=1.1, scale1=0.6, scale2=1.0):
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st = scipy.stats
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st = scipy.stats
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@ -1421,322 +1415,6 @@ def _get_data(n=100, symmetric=False, loc1=1.1, scale1=0.6, scale2=1.0):
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return x, y, fun1
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return x, y, fun1
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def kreg_demo2(n=100, hs=None, symmetric=False, fun='hisj', plotlog=False):
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x, y, fun1 = _get_data(n, symmetric)
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kreg_demo3(x, y, fun1, hs=None, fun='hisj', plotlog=False)
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def kreg_demo3(x, y, fun1, hs=None, fun='hisj', plotlog=False):
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st = scipy.stats
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alpha = 0.1
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z0 = -_invnorm(alpha / 2)
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n = x.size
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hopt, hs1, hs2 = _get_regression_smooting(x, y, fun='hos')
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if hs is None:
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hs = hopt
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forward = _logit
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reverse = _logitinv
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# forward = np.log
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# reverse = np.exp
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xmin, xmax = x.min(), x.max()
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ni = max(2 * int((xmax - xmin) / hopt) + 3, 5)
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print(ni)
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print(xmin, xmax)
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sml = hopt * 0.1
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xi = np.linspace(xmin - sml, xmax + sml, ni)
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xiii = np.linspace(xmin - sml, xmax + sml, 4 * ni + 1)
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c = gridcount(x, xi)
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if (y == 1).any():
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c0 = gridcount(x[y == 1], xi)
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else:
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c0 = np.zeros(np.shape(xi))
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yi = np.where(c == 0, 0, c0 / c)
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kreg = KRegression(x, y, hs=hs, p=0)
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fiii = kreg(xiii)
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yiii = interpolate.interp1d(xi, yi)(xiii)
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fit = fun1(xiii).clip(max=1.0)
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df = np.diff(fiii)
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eerr = np.abs((yiii - fiii)).std() + 0.5 * (df[:-1] * df[1:] < 0).sum() / n
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err = (fiii - fit).std()
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msg = '{0} err={1:1.3f},eerr={2:1.3f}, n={3:d}, hs={4:}, hs1={5:}, '\
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'hs2={6:}'
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title = (msg.format(fun, err, eerr, n, hs, hs1, hs2))
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f = kreg(xiii, output='plotobj', title=title, plotflag=1)
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# yi[yi==0] = 1.0/(c[c!=0].min()+4)
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# yi[yi==1] = 1-1.0/(c[c!=0].min()+4)
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# yi[yi==0] = fi[yi==0]
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# yi[yi==0] = np.exp(stineman_interp(xi[yi==0], xi[yi>0],np.log(yi[yi>0])))
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# yi[yi==0] = fun1(xi[yi==0])
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try:
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yi[yi == 0] = yi[yi > 0].min() / sqrt(n)
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except:
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yi[yi == 0] = 1. / n
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yi[yi == 1] = 1 - (1 - yi[yi < 1].max()) / sqrt(n)
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logity = forward(yi)
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gkreg = KRegression(xi, logity, hs=hs, xmin=xmin - hopt, xmax=xmax + hopt)
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fg = gkreg.eval_grid(
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xi, output='plotobj', title='Kernel regression', plotflag=1)
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sa = (fg.data - logity).std()
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sa2 = iqrange(fg.data - logity) / 1.349
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# print('sa=%g %g' % (sa, sa2))
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sa = min(sa, sa2)
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# plt.figure(1)
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# plt.plot(xi, slogity-logity,'r.')
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# plt.plot(xi, logity-,'b.')
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# plt.plot(xi, fg.data-logity, 'b.')
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# plt.show()
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# return
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fg = gkreg.eval_grid(
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xiii, output='plotobj', title='Kernel regression', plotflag=1)
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pi = reverse(fg.data)
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dx = xi[1] - xi[0]
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ckreg = KDE(x, hs=hs)
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# ci = ckreg.eval_grid_fast(xi)*n*dx
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ciii = ckreg.eval_grid_fast(xiii) * dx * x.size # n*(1+symmetric)
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# sa1 = np.sqrt(1./(ciii*pi*(1-pi)))
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# plo3 = reverse(fg.data-z0*sa)
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# pup3 = reverse(fg.data+z0*sa)
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fg.data = pi
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pi = f.data
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# ref Casella and Berger (1990) "Statistical inference" pp444
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# a = 2*pi + z0**2/(ciii+1e-16)
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# b = 2*(1+z0**2/(ciii+1e-16))
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# plo2 = ((a-sqrt(a**2-2*pi**2*b))/b).clip(min=0,max=1)
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# pup2 = ((a+sqrt(a**2-2*pi**2*b))/b).clip(min=0,max=1)
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# Jeffreys intervall a=b=0.5
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# st.beta.isf(alpha/2, x+a, n-x+b)
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ab = 0.07 # 0.055
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pi1 = pi # fun1(xiii)
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pup2 = np.where(pi == 1,
|
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1,
|
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st.beta.isf(alpha / 2,
|
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ciii * pi1 + ab,
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ciii * (1 - pi1) + ab))
|
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plo2 = np.where(pi == 0,
|
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0,
|
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|
st.beta.isf(1 - alpha / 2,
|
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|
ciii * pi1 + ab,
|
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|
ciii * (1 - pi1) + ab))
|
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|
averr = np.trapz(pup2 - plo2, xiii) / \
|
|
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|
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|
|
|
(xiii[-1] - xiii[0]) + 0.5 * (df[:-1] * df[1:] < 0).sum()
|
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|
|
# f2 = kreg_demo4(x, y, hs, hopt)
|
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|
|
# Wilson score
|
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|
|
den = 1 + (z0 ** 2. / ciii)
|
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|
xc = (pi1 + (z0 ** 2) / (2 * ciii)) / den
|
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|
|
halfwidth = (z0 * sqrt((pi1 * (1 - pi1) / ciii) +
|
|
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|
|
|
|
|
(z0 ** 2 / (4 * (ciii ** 2))))) / den
|
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|
plo = (xc - halfwidth).clip(min=0) # wilson score
|
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|
|
pup = (xc + halfwidth).clip(max=1.0) # wilson score
|
|
|
|
|
|
|
|
# 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)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
# 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}'.format(aic))
|
|
|
|
|
|
|
|
f.plot(label='KReg averr={:2.3f} '.format(averr))
|
|
|
|
|
|
|
|
labtxt = '%d CI' % (int(100 * (1 - alpha)))
|
|
|
|
|
|
|
|
plt.fill_between(xiii, pup, plo, alpha=0.20,
|
|
|
|
|
|
|
|
color='r', linestyle='--', label=labtxt)
|
|
|
|
|
|
|
|
plt.fill_between(xiii, pup2, plo2, alpha=0.20, color='b', linestyle=':',
|
|
|
|
|
|
|
|
label='{:d} CI2'.format(int(100 * (1 - alpha))))
|
|
|
|
|
|
|
|
plt.plot(xiii, fun1(xiii), 'r', label='True model')
|
|
|
|
|
|
|
|
plt.scatter(xi, yi, label='data')
|
|
|
|
|
|
|
|
print('maxp = {}'.format(np.nanmax(f.data)))
|
|
|
|
|
|
|
|
print('hs = {}'.format(kreg.tkde.tkde.hs))
|
|
|
|
|
|
|
|
plt.legend()
|
|
|
|
|
|
|
|
h = plt.gca()
|
|
|
|
|
|
|
|
if plotlog:
|
|
|
|
|
|
|
|
plt.setp(h, yscale='log')
|
|
|
|
|
|
|
|
# plt.show()
|
|
|
|
|
|
|
|
return hs1, hs2
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def kreg_demo4(x, y, hs, hopt, alpha=0.05):
|
|
|
|
|
|
|
|
st = scipy.stats
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
n = x.size
|
|
|
|
|
|
|
|
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)
|
|
|
|
|
|
|
|
xiii = np.linspace(xmin - sml, xmax + sml, 4 * ni + 1)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
kreg = KRegression(x, y, hs=hs, p=0)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
dx = xi[1] - xi[0]
|
|
|
|
|
|
|
|
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 # 0.5
|
|
|
|
|
|
|
|
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.prediction_error_avg = np.trapz(pup - plo, xiii) / (xiii[-1] - xiii[0])
|
|
|
|
|
|
|
|
fiii = f.data
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
c = gridcount(x, xi)
|
|
|
|
|
|
|
|
if (y == 1).any():
|
|
|
|
|
|
|
|
c0 = gridcount(x[y == 1], xi)
|
|
|
|
|
|
|
|
else:
|
|
|
|
|
|
|
|
c0 = np.zeros(np.shape(xi))
|
|
|
|
|
|
|
|
yi = np.where(c == 0, 0, c0 / c)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
f.children = [PlotData([plo, pup], xiii, plotmethod='fill_between',
|
|
|
|
|
|
|
|
plot_kwds=dict(alpha=0.2, color='r')),
|
|
|
|
|
|
|
|
PlotData(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)
|
|
|
|
|
|
|
|
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}'.format(f.prediction_error_avg, aicc, n, hs))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
return f
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def check_kreg_demo3():
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
plt.ion()
|
|
|
|
|
|
|
|
k = 0
|
|
|
|
|
|
|
|
for n in [50, 100, 300, 600, 4000]:
|
|
|
|
|
|
|
|
x, y, fun1 = _get_data(
|
|
|
|
|
|
|
|
n, symmetric=True, loc1=1.0, scale1=0.6, scale2=1.25)
|
|
|
|
|
|
|
|
k0 = k
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
for fun in ['hisj', ]:
|
|
|
|
|
|
|
|
hsmax, _hs1, _hs2 = _get_regression_smooting(x, y, fun=fun)
|
|
|
|
|
|
|
|
for hi in np.linspace(hsmax * 0.25, hsmax, 9):
|
|
|
|
|
|
|
|
plt.figure(k)
|
|
|
|
|
|
|
|
k += 1
|
|
|
|
|
|
|
|
unused = kreg_demo3(x, y, fun1, hs=hi, fun=fun, plotlog=False)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
# kreg_demo2(n=n,symmetric=True,fun='hste', plotlog=False)
|
|
|
|
|
|
|
|
# fig.tile(range(k0, k))
|
|
|
|
|
|
|
|
plt.ioff()
|
|
|
|
|
|
|
|
plt.show()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def check_kreg_demo4():
|
|
|
|
|
|
|
|
plt.ion()
|
|
|
|
|
|
|
|
# test_docstrings()
|
|
|
|
|
|
|
|
# kde_demo2()
|
|
|
|
|
|
|
|
# kreg_demo1(fast=True)
|
|
|
|
|
|
|
|
# kde_gauss_demo()
|
|
|
|
|
|
|
|
# kreg_demo2(n=120,symmetric=True,fun='hste', plotlog=True)
|
|
|
|
|
|
|
|
k = 0
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|
|
for _i, n in enumerate([100, 300, 600, 4000]):
|
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|
|
|
|
x, y, fun1 = _get_data(
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|
n, symmetric=True, loc1=0.1, scale1=0.6, scale2=0.75)
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|
# k0 = k
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hopt1, _h1, _h2 = _get_regression_smooting(x, y, fun='hos')
|
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|
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|
|
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|
hopt2, _h1, _h2 = _get_regression_smooting(x, y, fun='hste')
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|
hopt = sqrt(hopt1 * hopt2)
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# hopt = _get_regression_smooting(x,y,fun='hos')[0]
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for _j, fun in enumerate(['hste']): # , 'hisj', 'hns', 'hstt'
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hsmax, _hs1, _hs2 = _get_regression_smooting(x, y, fun=fun)
|
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fmax = kreg_demo4(x, y, hsmax + 0.1, hopt)
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|
for hi in np.linspace(hsmax * 0.1, hsmax, 55):
|
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|
f = kreg_demo4(x, y, hi, hopt)
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if f.aicc <= fmax.aicc:
|
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|
fmax = f
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plt.figure(k)
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k += 1
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fmax.plot()
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plt.plot(x, fun1(x), 'r')
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# kreg_demo2(n=n,symmetric=True,fun='hste', plotlog=False)
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fig.tile(range(0, k))
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plt.ioff()
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plt.show()
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def check_regression_bin():
|
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plt.ion()
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|
# test_docstrings()
|
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|
# kde_demo2()
|
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|
# kreg_demo1(fast=True)
|
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|
|
|
|
# kde_gauss_demo()
|
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|
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|
# kreg_demo2(n=120,symmetric=True,fun='hste', plotlog=True)
|
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|
|
k = 0
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|
for _i, n in enumerate([100, 300, 600, 4000]):
|
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|
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|
|
x, y, fun1 = _get_data(
|
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|
|
n, symmetric=True, loc1=0.1, scale1=0.6, scale2=0.75)
|
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|
|
fbest = regressionbin(x, y, alpha=0.05, color='g', label='Transit_D')
|
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figk = plt.figure(k)
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|
ax = figk.gca()
|
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|
k += 1
|
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|
|
fbest.labels.title = 'N = {:d}'.format(n)
|
|
|
|
|
|
|
|
fbest.plot(axis=ax)
|
|
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|
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|
|
|
ax.plot(x, fun1(x), 'r')
|
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|
|
|
|
|
ax.legend(frameon=False, markerscale=4)
|
|
|
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|
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|
|
# ax = plt.gca()
|
|
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|
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|
|
ax.set_yticklabels(ax.get_yticks() * 100.0)
|
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|
|
ax.grid(True)
|
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|
fig.tile(range(0, k))
|
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|
|
plt.ioff()
|
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|
|
plt.show()
|
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|
|
def check_bkregression():
|
|
|
|
def check_bkregression():
|
|
|
|
plt.ion()
|
|
|
|
plt.ion()
|
|
|
|
k = 0
|
|
|
|
k = 0
|
|
|
@ -1767,172 +1445,11 @@ def check_bkregression():
|
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|
plt.show('hold')
|
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|
|
plt.show('hold')
|
|
|
|
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|
|
|
|
def _get_regression_smooting(x, y, fun='hste'):
|
|
|
|
|
|
|
|
hs1 = Kernel('gauss', fun=fun).get_smoothing(x)
|
|
|
|
|
|
|
|
# hx = np.median(np.abs(x-np.median(x)))/0.6745*(4.0/(3*n))**0.2
|
|
|
|
|
|
|
|
if (y == 1).any():
|
|
|
|
|
|
|
|
hs2 = Kernel('gauss', fun=fun).get_smoothing(x[y == 1])
|
|
|
|
|
|
|
|
# hy = np.median(np.abs(y-np.mean(y)))/0.6745*(4.0/(3*n))**0.2
|
|
|
|
|
|
|
|
else:
|
|
|
|
|
|
|
|
hs2 = 4 * hs1
|
|
|
|
|
|
|
|
# hy = 4*hx
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
# hy2 = Kernel('gauss', fun=fun).get_smoothing(y)
|
|
|
|
|
|
|
|
# kernel = Kernel('gauss',fun=fun)
|
|
|
|
|
|
|
|
# hopt = (hs1+2*hs2)/3
|
|
|
|
|
|
|
|
# hopt = (hs1+4*hs2)/5 #kernel.get_smoothing(x)
|
|
|
|
|
|
|
|
# hopt = hs2
|
|
|
|
|
|
|
|
hopt = sqrt(hs1 * hs2)
|
|
|
|
|
|
|
|
return hopt, hs1, hs2
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
def empirical_bin_prb(x, y, hopt, color='r'):
|
|
|
|
|
|
|
|
"""Returns empirical binomial probabiltity.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Parameters
|
|
|
|
|
|
|
|
----------
|
|
|
|
|
|
|
|
x : ndarray
|
|
|
|
|
|
|
|
position ve
|
|
|
|
|
|
|
|
y : ndarray
|
|
|
|
|
|
|
|
binomial response variable (zeros and ones)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Returns
|
|
|
|
|
|
|
|
-------
|
|
|
|
|
|
|
|
P(x) : PlotData object
|
|
|
|
|
|
|
|
empirical probability
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
"""
|
|
|
|
|
|
|
|
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 == 1).any():
|
|
|
|
|
|
|
|
c0 = gridcount(x[y == 1], xi)
|
|
|
|
|
|
|
|
else:
|
|
|
|
|
|
|
|
c0 = np.zeros(np.shape(xi))
|
|
|
|
|
|
|
|
yi = np.where(c == 0, 0, c0 / c)
|
|
|
|
|
|
|
|
return PlotData(yi, xi, plotmethod='scatter',
|
|
|
|
|
|
|
|
plot_kwds=dict(color=color, s=5))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def smoothed_bin_prb(x, y, hs, hopt, alpha=0.05, color='r', label='',
|
|
|
|
|
|
|
|
bin_prb=None):
|
|
|
|
|
|
|
|
'''
|
|
|
|
|
|
|
|
Parameters
|
|
|
|
|
|
|
|
----------
|
|
|
|
|
|
|
|
x,y
|
|
|
|
|
|
|
|
hs : smoothing parameter
|
|
|
|
|
|
|
|
hopt : spacing in empirical_bin_prb
|
|
|
|
|
|
|
|
alpha : confidence level
|
|
|
|
|
|
|
|
color : color of plot object
|
|
|
|
|
|
|
|
bin_prb : PlotData object with empirical bin prb
|
|
|
|
|
|
|
|
'''
|
|
|
|
|
|
|
|
if bin_prb is None:
|
|
|
|
|
|
|
|
bin_prb = empirical_bin_prb(x, y, hopt, color)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
xi = bin_prb.args
|
|
|
|
|
|
|
|
yi = bin_prb.data
|
|
|
|
|
|
|
|
ni = len(xi)
|
|
|
|
|
|
|
|
dxi = xi[1] - xi[0]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
n = x.size
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
xiii = np.linspace(xi[0], xi[-1], 10 * ni + 1)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
kreg = KRegression(x, y, hs=hs, p=0)
|
|
|
|
|
|
|
|
# expected number of data in each bin
|
|
|
|
|
|
|
|
ciii = kreg.tkde.eval_grid_fast(xiii) * dxi * n
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
f = kreg(xiii, output='plotobj') # , plot_kwds=dict(plotflag=7))
|
|
|
|
|
|
|
|
pi = f.data
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
st = scipy.stats
|
|
|
|
|
|
|
|
# Jeffreys intervall a=b=0.5
|
|
|
|
|
|
|
|
# st.beta.isf(alpha/2, x+a, n-x+b)
|
|
|
|
|
|
|
|
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.prediction_error_avg = np.trapz(pup - plo, xiii) / (xiii[-1] - xiii[0])
|
|
|
|
|
|
|
|
fiii = f.data
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
f.plot_kwds['color'] = color
|
|
|
|
|
|
|
|
f.plot_kwds['linewidth'] = 2
|
|
|
|
|
|
|
|
if label:
|
|
|
|
|
|
|
|
f.plot_kwds['label'] = label
|
|
|
|
|
|
|
|
f.children = [PlotData([plo, pup], xiii, plotmethod='fill_between',
|
|
|
|
|
|
|
|
plot_kwds=dict(alpha=0.2, color=color)),
|
|
|
|
|
|
|
|
bin_prb]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
yiii = interpolate.interp1d(xi, yi)(xiii)
|
|
|
|
|
|
|
|
df = np.diff(fiii)
|
|
|
|
|
|
|
|
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.fun = kreg
|
|
|
|
|
|
|
|
ttl = "perr={0:1.3f}, aicc={1:1.3f}, n={2:d}, hs={3}"
|
|
|
|
|
|
|
|
f.labels.title = ttl.format(f.prediction_error_avg, aicc, n, hs)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
return f
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def regressionbin(x, y, alpha=0.05, color='r', label=''):
|
|
|
|
|
|
|
|
"""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 = smoothed_bin_prb(x, y, hopt2 + 0.1, hopt, alpha, color, label)
|
|
|
|
|
|
|
|
bin_prb = fbest.children[-1]
|
|
|
|
|
|
|
|
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 = smoothed_bin_prb(x, y, hi, hopt, alpha, color, label, bin_prb)
|
|
|
|
|
|
|
|
if f.aicc <= fbest.aicc:
|
|
|
|
|
|
|
|
fbest = f
|
|
|
|
|
|
|
|
# hbest = hi
|
|
|
|
|
|
|
|
return fbest
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
if __name__ == '__main__':
|
|
|
|
if __name__ == '__main__':
|
|
|
|
if False:
|
|
|
|
if True:
|
|
|
|
test_docstrings(__file__)
|
|
|
|
test_docstrings(__file__)
|
|
|
|
else:
|
|
|
|
else:
|
|
|
|
# kde_demo5()
|
|
|
|
# kde_demo5()
|
|
|
|
# check_bkregression()
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check_bkregression()
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# check_regression_bin()
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check_kreg_demo3()
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# check_kreg_demo4()
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# kreg_demo1(fast=True)
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# kreg_demo1(fast=True)
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# kreg_demo2(n=120,symmetric=True,fun='hste', plotlog=True)
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plt.show('hold')
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plt.show('hold')
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