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@ -12,7 +12,7 @@
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from __future__ import division
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from __future__ import division
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from itertools import product
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from itertools import product
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#from misc import tranproc, trangood
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#from misc import tranproc, trangood
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from numpy import pi, sqrt, atleast_2d, exp, newaxis #@UnresolvedImport
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from numpy import pi, sqrt, atleast_2d, exp, newaxis, array #@UnresolvedImport
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from scipy import interpolate, linalg
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from scipy import interpolate, linalg
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from scipy.special import gamma
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from scipy.special import gamma
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from wafo.misc import meshgrid
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from wafo.misc import meshgrid
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@ -20,6 +20,7 @@ import copy
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import numpy as np
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import numpy as np
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import scipy
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import scipy
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import warnings
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import warnings
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from wafo.wafodata import WafoData
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_stats_epan = (1. / 5, 3. / 5, np.inf)
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_stats_epan = (1. / 5, 3. / 5, np.inf)
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_stats_biwe = (1. / 7, 5. / 7, 45. / 2)
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_stats_biwe = (1. / 7, 5. / 7, 45. / 2)
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@ -131,7 +132,7 @@ class _KDE(object):
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else:
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else:
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self.xmax = self.xmax * np.ones(self.d)
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self.xmax = self.xmax * np.ones(self.d)
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def eval_grid_fast(self, *args):
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def eval_grid_fast(self, *args, **kwds):
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"""Evaluate the estimated pdf on a grid.
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"""Evaluate the estimated pdf on a grid.
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Parameters
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Parameters
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@ -146,16 +147,12 @@ class _KDE(object):
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The values evaluated at meshgrid(*args).
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The values evaluated at meshgrid(*args).
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"""
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"""
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if len(args) == 0:
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return self._eval_grid_fun(self._eval_grid_fast, *args, **kwds)
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args = []
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for i in range(self.d):
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args.append(np.linspace(self.xmin[i], self.xmax[i], self.inc))
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self.args = args
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return self._eval_grid_fast(*args)
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def _eval_grid_fast(self, *args):
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def _eval_grid_fast(self, *args):
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pass
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pass
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def eval_grid(self, *args):
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def eval_grid(self, *args, **kwds):
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"""Evaluate the estimated pdf on a grid.
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"""Evaluate the estimated pdf on a grid.
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Parameters
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Parameters
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@ -163,24 +160,36 @@ class _KDE(object):
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arg_0,arg_1,... arg_d-1 : vectors
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arg_0,arg_1,... arg_d-1 : vectors
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Alternatively, if no vectors is passed in then
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Alternatively, if no vectors is passed in then
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arg_i = linspace(self.xmin[i], self.xmax[i], self.inc)
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arg_i = linspace(self.xmin[i], self.xmax[i], self.inc)
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output : string
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'value' if value output
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'wafodata' if object output
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Returns
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Returns
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-------
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-------
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values : array-like
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values : array-like
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The values evaluated at meshgrid(*args).
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The values evaluated at meshgrid(*args).
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"""
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"""
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return self._eval_grid_fun(self._eval_grid, *args, **kwds)
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def _eval_grid(self, *args):
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pass
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def _eval_grid_fun(self, eval_grd, *args, **kwds):
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if len(args) == 0:
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if len(args) == 0:
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args = []
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args = []
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for i in range(self.d):
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for i in range(self.d):
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args.append(np.linspace(self.xmin[i], self.xmax[i], self.inc))
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args.append(np.linspace(self.xmin[i], self.xmax[i], self.inc))
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self.args = args
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self.args = args
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return self._eval_grid(*args)
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f = eval_grd(*args)
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if kwds.get('output', 'value')=='value':
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def _eval_grid(self, *args):
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return f
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pass
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else:
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titlestr = 'Kernel density estimate (%s)' % self.kernel.name
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kwds2 = dict(title=titlestr)
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kwds2.update(**kwds)
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if self.d==1:
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args = args[0]
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return WafoData(f,args, **kwds2)
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def _check_shape(self, points):
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def _check_shape(self, points):
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points = atleast_2d(points)
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points = atleast_2d(points)
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d, m = points.shape
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d, m = points.shape
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@ -511,12 +520,16 @@ class KDE(_KDE):
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>>> kde0.eval_grid(x)
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>>> kde0.eval_grid(x)
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array([ 0.2039735 , 0.40252503, 0.54595078, 0.52219649, 0.3906213 ,
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array([ 0.2039735 , 0.40252503, 0.54595078, 0.52219649, 0.3906213 ,
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0.26381501, 0.16407362, 0.08270612, 0.02991145, 0.00720821])
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0.26381501, 0.16407362, 0.08270612, 0.02991145, 0.00720821])
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>>> f = kde0.eval_grid(x, output='plotobj')
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>>> f.data
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array([ 0.2039735 , 0.40252503, 0.54595078, 0.52219649, 0.3906213 ,
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0.26381501, 0.16407362, 0.08270612, 0.02991145, 0.00720821])
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>>> f = kde0.eval_grid_fast()
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>>> f = kde0.eval_grid_fast()
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>>> np.interp(x, kde0.args[0], f)
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>>> np.interp(x, kde0.args[0], f)
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array([ 0.21227584, 0.41256459, 0.5495661 , 0.5176579 , 0.38431616,
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array([ 0.21227584, 0.41256459, 0.5495661 , 0.5176579 , 0.38431616,
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0.2591162 , 0.15978948, 0.07889179, 0.02769818, 0.00791829])
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0.2591162 , 0.15978948, 0.07889179, 0.02769818, 0.00791829])
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import pylab as plb
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import pylab as plb
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h1 = plb.plot(x, f) # 1D probability density plot
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h1 = plb.plot(x, f) # 1D probability density plot
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t = np.trapz(f, x)
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t = np.trapz(f, x)
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@ -875,7 +888,9 @@ class Kernel(object):
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self.get_smoothing = getattr(self, fun)
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self.get_smoothing = getattr(self, fun)
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except:
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except:
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self.get_smoothing = self.hns
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self.get_smoothing = self.hns
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def _get_name(self):
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return self.kernel.__class__.__name__.replace('_Kernel', '').title()
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name = property(_get_name)
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def stats(self):
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def stats(self):
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''' Return some 1D statistics of the kernel.
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''' Return some 1D statistics of the kernel.
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