From 85792549d1167e55376c10d6daefdf9117d74f81 Mon Sep 17 00:00:00 2001 From: "per.andreas.brodtkorb" Date: Tue, 23 Nov 2010 06:42:37 +0000 Subject: [PATCH] Small modifications --- pywafo/src/wafo/kdetools.py | 150 +++++++++++++++--------------------- 1 file changed, 64 insertions(+), 86 deletions(-) diff --git a/pywafo/src/wafo/kdetools.py b/pywafo/src/wafo/kdetools.py index 42f28ad..d702e77 100644 --- a/pywafo/src/wafo/kdetools.py +++ b/pywafo/src/wafo/kdetools.py @@ -5,14 +5,14 @@ # Author: pab # # Created: 01.11.2008 -# Copyright: (c) pab2 2008 +# Copyright: (c) pab 2008 # Licence: LGPL #------------------------------------------------------------------------------- #!/usr/bin/env python from __future__ import division import warnings import numpy as np -from numpy import pi, sqrt, atleast_2d, exp, newaxis #@UnresolvedImport +from numpy import pi, sqrt, atleast_2d, exp, newaxis, array #@UnresolvedImport import scipy from scipy import linalg from scipy.special import gamma @@ -20,12 +20,12 @@ from misc import tranproc, trangood from itertools import product _stats_epan = (1. / 5, 3. / 5, np.inf) -_stats_biwe = (1. / 7, 5. / 7, 45. / 2), -_stats_triw = (1. / 9, 350. / 429, np.inf), -_stats_rect = (1. / 3, 1. / 2, np.inf), -_stats_tria = (1. / 6, 2. / 3, np.inf), -_stats_lapl = (2, 1. / 4, np.inf), -_stats_logi = (pi ** 2 / 3, 1. / 6, 1 / 42), +_stats_biwe = (1. / 7, 5. / 7, 45. / 2) +_stats_triw = (1. / 9, 350. / 429, np.inf) +_stats_rect = (1. / 3, 1. / 2, np.inf) +_stats_tria = (1. / 6, 2. / 3, np.inf) +_stats_lapl = (2, 1. / 4, np.inf) +_stats_logi = (pi ** 2 / 3, 1. / 6, 1 / 42) _stats_gaus = (1, 1. / (2 * sqrt(pi)), 3. / (8 * sqrt(pi))) @@ -103,6 +103,7 @@ class TKDE(object): ... 1.09547561, 1.01671133, 0.73211143, 0.61891719, 0.75903487, ... 1.8919469 , 0.72433808, 1.92973094, 0.44749838, 1.36508452]) + >>> import wafo.kdetools as wk >>> x = np.linspace(0.01, max(data.ravel()) + 1, 10) >>> kde = wk.TKDE(data, hs=0.5, L2=0.5) >>> f = kde(x) @@ -238,12 +239,13 @@ class KDE(object): ... 1.09547561, 1.01671133, 0.73211143, 0.61891719, 0.75903487, ... 1.8919469 , 0.72433808, 1.92973094, 0.44749838, 1.36508452]) - >>> x = np.linspace(0, max(data.ravel()) + 1, 10) + >>> x = np.linspace(0, max(data.ravel()) + 1, 10) + >>> import wafo.kdetools as wk >>> kde = wk.KDE(data, hs=0.5, alpha=0.5) >>> f = kde(x) >>> f - array([ 0.0541248 , 0.16555235, 0.33084399, 0.45293325, 0.48345808, - 0.48345808, 0.45293325, 0.33084399, 0.16555235, 0.0541248 ]) + array([ 0.17252055, 0.41014271, 0.61349072, 0.57023834, 0.37198073, + 0.21409279, 0.12738463, 0.07460326, 0.03956191, 0.01887164]) import pylab as plb h1 = plb.plot(x, f) # 1D probability density plot @@ -340,7 +342,6 @@ class KDE(object): if m >= self.n: # there are more points than data, so loop over data for i in range(self.n): - diff = self.dataset[:, i, np.newaxis] - points tdiff = np.dot(self.inv_hs / self._lambda[i], diff) result += self.kernel(tdiff) / self._lambda[i] ** d @@ -507,8 +508,8 @@ class Kernel(object): (0.1111111111111111, 0.81585081585081587, inf) >>> triweight(np.linspace(-1,1,11)) - array([ 0. , 0.05103, 0.28672, 0.64827, 0.96768, 1.09375, - 0.96768, 0.64827, 0.28672, 0.05103, 0. ]) + array([ 0. , 0.046656, 0.262144, 0.592704, 0.884736, 1. , + 0.884736, 0.592704, 0.262144, 0.046656, 0. ]) >>> triweight.hns(np.random.normal(size=100)) See also @@ -556,39 +557,46 @@ class Kernel(object): def hns(self, data): ''' - HNS Normal Scale Estimate of Smoothing Parameter. + Returns Normal Scale Estimate of Smoothing Parameter. - CALL: h = hns(data,kernel) + Parameter + --------- + data : 2D array + shape d x n (d = # dimensions ) - h = one dimensional optimal value for smoothing parameter - given the data and kernel. size 1 x D - data = data matrix, size N x D (D = # dimensions ) + Returns + ------- + h : array-like + one dimensional optimal value for smoothing parameter + given the data and kernel. size D - HNS only gives an optimal value with respect to mean integrated - square error, when the true underlying distribution - is Gaussian. This works reasonably well if the data resembles a - Gaussian distribution. However if the distribution is asymmetric, - multimodal or have long tails then HNS may return a to large - smoothing parameter, i.e., the KDE may be oversmoothed and mask - important features of the data. (=> large bias). - One way to remedy this is to reduce H by multiplying with a constant - factor, e.g., 0.85. Another is to try different values for H and make a - visual check by eye. + HNS only gives an optimal value with respect to mean integrated + square error, when the true underlying distribution + is Gaussian. This works reasonably well if the data resembles a + Gaussian distribution. However if the distribution is asymmetric, + multimodal or have long tails then HNS may return a to large + smoothing parameter, i.e., the KDE may be oversmoothed and mask + important features of the data. (=> large bias). + One way to remedy this is to reduce H by multiplying with a constant + factor, e.g., 0.85. Another is to try different values for H and make a + visual check by eye. - Example: - data = rndnorm(0, 1,20,1) - h = hns(data,'epan'); - - See also hste, hbcv, hboot, hos, hldpi, hlscv, hscv, hstt, kde + Example: + data = rndnorm(0, 1,20,1) + h = hns(data,'epan'); - Reference: - --------- - B. W. Silverman (1986) - 'Density estimation for statistics and data analysis' - Chapman and Hall, pp 43-48 - Wand,M.P. and Jones, M.C. (1995) - 'Kernel smoothing' - Chapman and Hall, pp 60--63 + See also: + --------- + hste, hbcv, hboot, hos, hldpi, hlscv, hscv, hstt, kde + + Reference: + --------- + B. W. Silverman (1986) + 'Density estimation for statistics and data analysis' + Chapman and Hall, pp 43-48 + Wand,M.P. and Jones, M.C. (1995) + 'Kernel smoothing' + Chapman and Hall, pp 60--63 ''' A = np.atleast_2d(data) @@ -606,7 +614,7 @@ class Kernel(object): return np.where(iqr > 0, np.minimum(stdA, iqr / 1.349), stdA) * AMISEconstant def hos(self, data): - ''' Return Oversmoothing Parameter. + ''' Returns Oversmoothing Parameter. @@ -817,15 +825,15 @@ def accum(accmap, a, func=None, size=None, fill_value=0, dtype=None): >>> # Sum the diagonals. >>> accmap = array([[0,1,2],[2,0,1],[1,2,0]]) >>> s = accum(accmap, a) - array([9, 7, 15]) + >>> s + array([ 9, 7, 15]) >>> # A 2D output, from sub-arrays with shapes and positions like this: >>> # [ (2,2) (2,1)] >>> # [ (1,2) (1,1)] >>> accmap = array([ - [[0,0],[0,0],[0,1]], - [[0,0],[0,0],[0,1]], - [[1,0],[1,0],[1,1]], - ]) + ... [[0,0],[0,0],[0,1]], + ... [[0,0],[0,0],[0,1]], + ... [[1,0],[1,0],[1,1]]]) >>> # Accumulate using a product. >>> accum(accmap, a, func=prod, dtype=float) array([[ -8., 18.], @@ -880,6 +888,7 @@ def bitget(int_type, offset): ''' mask = (1 << offset) return (int_type & mask) != 0 + def gridcount(data, X): ''' GRIDCOUNT D-dimensional histogram using linear binning. @@ -922,8 +931,10 @@ def gridcount(data, X): >>> c = wk.gridcount(data,x) >>> h = plb.plot(x,c,'.') # 1D histogram - >>> h1 = plb.plot(x,c/dx/N) # 1D probability density plot - >>> np.trapz(x,c/dx/N) + >>> pdf = c/dx/N + >>> h1 = plb.plot(x, pdf) # 1D probability density plot + >>> np.trapz(pdf, x) + 0.99999999999999956 See also -------- @@ -1005,45 +1016,12 @@ def gridcount(data, X): c = c.transpose(1, 0, 2) return c -def test_kde(): - import numpy as np - import wafo.kdetools as wk - import pylab as plb - N = 500; - data = np.random.rayleigh(1, size=(1, N)) - kde = wk.KDE(data) - x = np.linspace(0, max(data.ravel()) + 1, 10) - #X,Y = np.meshgrid(x, x) - f = kde(x) - - #plb.hist(data.ravel()) - plb.plot(x, f) - plb.show() - -def test_gridcount(): - import numpy as np - import wafo.kdetools as wk - import pylab as plb - N = 500; - data = np.random.rayleigh(1, size=(2, N)) - x = np.linspace(0, max(data.ravel()) + 1, 10) - X = np.vstack((x, x)) - - dx = x[1] - x[0] - c = wk.gridcount(data, X) - h = plb.contourf(x, x, c) - plb.show() - h = plb.plot(x, c, '.') # 1D histogram - - h1 = plb.plot(x, c / dx / N) # 1D probability density plot - t = np.trapz(x, c / dx / N) - print(t) + def main(): import doctest doctest.testmod() if __name__ == '__main__': - #main() - #test_gridcount() - test_kde() + main() +