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@ -1115,7 +1115,7 @@ class Kernel(object):
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covA = scipy.cov(A)
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covA = scipy.cov(A)
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return a * linalg.sqrtm(covA) * n * (-1. / (d + 4))
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return a * linalg.sqrtm(covA).real * n ** (-1. / (d + 4))
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def hste(self, data, h0=None, inc=128, maxit=100, releps=0.01, abseps=0.0):
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def hste(self, data, h0=None, inc=128, maxit=100, releps=0.01, abseps=0.0):
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'''HSTE 2-Stage Solve the Equation estimate of smoothing parameter.
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'''HSTE 2-Stage Solve the Equation estimate of smoothing parameter.
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@ -1335,7 +1335,7 @@ class Kernel(object):
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ix = np.arange(1, inc - 1)
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ix = np.arange(1, inc - 1)
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z = ((f[ix + 1] - 2 * f[ix] + f[ix - 1]) / delta ** 2) ** 2
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z = ((f[ix + 1] - 2 * f[ix] + f[ix - 1]) / delta ** 2) ** 2
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psi4 = delta * z.sum()
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psi4 = delta * z.sum()
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h1 = (STEconstant / psi4) ** (1 / 5);
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h1 = (STEconstant / psi4) ** (1. / 5);
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if count >= maxit:
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if count >= maxit:
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warnings.warn('The obtained value did not converge.')
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warnings.warn('The obtained value did not converge.')
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@ -1538,9 +1538,9 @@ class Kernel(object):
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h = np.zeros(d)
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h = np.zeros(d)
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for dim in range(d):
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for dim in range(d):
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s = sigmaA[dim]
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s = sigmaA[dim]
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datan = A[dim] / s
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datan = A[dim] #/ s
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ax = ax1[dim] / s
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ax = ax1[dim] #/ s
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bx = bx1[dim] / s
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bx = bx1[dim] #/ s
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xa = np.linspace(ax, bx, inc)
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xa = np.linspace(ax, bx, inc)
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xn = np.linspace(0, bx - ax, inc)
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xn = np.linspace(0, bx - ax, inc)
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@ -1551,19 +1551,20 @@ class Kernel(object):
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rd2 = L + 2
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rd2 = L + 2
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# Eq. 3.7 in Wand and Jones (1995)
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# Eq. 3.7 in Wand and Jones (1995)
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PSI_r = (-1) ** (rd2) * np.prod(np.r_[rd2 + 1:r]) / (sqrt(pi) * (2 * s) ** (r + 1));
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PSI_r = (-1) ** (rd2) * np.prod(np.r_[rd2 + 1:r+1]) / (sqrt(pi) * (2 * s) ** (r + 1));
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#PSI_r = (-1) ** (rd2) * np.prod(np.r_[rd2 + 1:r]) / (sqrt(pi) * (2.0) ** (r + 1));
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PSI = PSI_r
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PSI = PSI_r
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if L > 0:
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if L > 0:
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# High order derivatives of the Gaussian kernel
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# High order derivatives of the Gaussian kernel
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Kd = kernel2.deriv4_6_8_10(0, numout=L)
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Kd = kernel2.deriv4_6_8_10(0, numout=L)
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# L-stage iterations to estimate PSI_4
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# L-stage iterations to estimate PSI_4
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for ix in range(L - 1, -1, -1):
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for ix in range(L, 0, -1):
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gi = (-2 * Kd[ix] / (mu2 * PSI * n)) ** (1. / (2 * ix + 5))
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gi = (-2 * Kd[ix-1] / (mu2 * PSI * n)) ** (1. / (2 * ix + 5))
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# Obtain the kernel weights.
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# Obtain the kernel weights.
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KW0 = kernel2.deriv4_6_8_10(xn / gi, numout=ix + 1)
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KW0 = kernel2.deriv4_6_8_10(xn / gi, numout=ix)
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if ix > 0:
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if ix > 1:
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KW0 = KW0[-1]
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KW0 = KW0[-1]
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kw = np.r_[KW0, 0, KW0[inc - 1:0:-1]] # Apply 'fftshift' to kw.
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kw = np.r_[KW0, 0, KW0[inc - 1:0:-1]] # Apply 'fftshift' to kw.
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@ -1573,7 +1574,7 @@ class Kernel(object):
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PSI = np.sum(c * z[:inc]) / (n ** 2 * gi ** (2 * ix + 3))
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PSI = np.sum(c * z[:inc]) / (n ** 2 * gi ** (2 * ix + 3))
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#end
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#end
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#end
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#end
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h[dim] = s * (STEconstant / PSI) ** (1. / 5)
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h[dim] = (STEconstant / PSI) ** (1. / 5)
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return h
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return h
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@ -2161,13 +2162,13 @@ def gridcount(data, X):
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Parameters
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Parameters
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----------
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----------
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data = column vectors with D-dimensional data, size D x Nd
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data = column vectors with D-dimensional data, shape D x Nd
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X = row vectors defining discretization, size D x N
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X = row vectors defining discretization, shape D x N
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Must include the range of the data.
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Must include the range of the data.
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Returns
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Returns
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-------
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-------
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c = gridcount, size N x N x ... x N
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c = gridcount, shape N x N x ... x N
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GRIDCOUNT obtains the grid counts using linear binning.
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GRIDCOUNT obtains the grid counts using linear binning.
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There are 2 strategies: simple- or linear- binning.
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There are 2 strategies: simple- or linear- binning.
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@ -2248,7 +2249,7 @@ def gridcount(data, X):
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accum(c_[b1 + 1, b2] , abs(np.prod(stk([X[0, b1], X[1, b2 + 1]]) - dat, axis=0)), size=[inc, inc]) +
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accum(c_[b1 + 1, b2] , abs(np.prod(stk([X[0, b1], X[1, b2 + 1]]) - dat, axis=0)), size=[inc, inc]) +
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accum(c_[b1 , b2 + 1], abs(np.prod(stk([X[0, b1 + 1], X[1, b2]]) - dat, axis=0)), size=[inc, inc]) +
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accum(c_[b1 , b2 + 1], abs(np.prod(stk([X[0, b1 + 1], X[1, b2]]) - dat, axis=0)), size=[inc, inc]) +
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accum(c_[b1 + 1, b2 + 1], abs(np.prod(stk([X[0, b1], X[1, b2]]) - dat, axis=0)), size=[inc, inc])) / w
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accum(c_[b1 + 1, b2 + 1], abs(np.prod(stk([X[0, b1], X[1, b2]]) - dat, axis=0)), size=[inc, inc])) / w
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c = c.T # make sure c is stored in the same way as meshgrid
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else: # % d>2
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else: # % d>2
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Nc = csiz.prod()
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Nc = csiz.prod()
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@ -2273,14 +2274,10 @@ def gridcount(data, X):
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c = np.reshape(c / w, csiz, order='C')
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c = np.reshape(c / w, csiz, order='C')
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# TODO: check that the flipping of axis is correct
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# TODO: check that the flipping of axis is correct
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T = range(d); T[-2], T[-1] = T[-1], T[-2]
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c = c.transpose(*T)
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T = range(d)
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T[-2], T[-1] = T[-1], T[-2]
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if d == 2: # make sure c is stored in the same way as meshgrid
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c = c.transpose(*T) # make sure c is stored in the same way as meshgrid
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c = c.T
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elif d == 3:
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c = c.transpose(1, 0, 2)
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return c
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return c
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@ -2346,11 +2343,160 @@ def kde_demo2():
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pylab.plot(x, st.rayleigh.pdf(x, scale=1), ':')
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pylab.plot(x, st.rayleigh.pdf(x, scale=1), ':')
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pylab.figure(0)
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pylab.figure(0)
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def test_gridcount():
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import numpy as np
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#import wafo.kdetools as wk
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from matplotlib import pyplot as plb
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data = data_rayleigh()
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N = len(data)
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x = np.linspace(0,max(data)+1,50)
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dx = x[1]-x[0]
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c = gridcount(data,x)
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ctr = np.array([ 0, 4, 10, 14, 15, 23, 16, 18, 21, 19, 37, 32, 24, 29, 29,
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24, 29, 26, 14, 13, 23, 9, 13, 11, 7, 12, 5, 2, 2, 6,
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2, 2, 5, 0, 0, 0, 1, 2, 1, 0, 0, 0, 0, 0, 0,
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0, 0, 0, 0, 0])
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print(np.abs(c-ctr)<1e-13)
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pdf = c/dx/N
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h = plb.plot(x,c,'.') # 1D histogram
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plb.show()
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pass
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data1 = data.reshape((2,-1))
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c2 = gridcount(data1, np.vstack((x,x)))
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c2t = np.array([ 0, 0.635018844262034, 1.170430267508894, 0.480210926714613,
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1.256122839305450, 2.050244222017545, 1.250782602003382,
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1.253065702416950, 1.295571917793612, 1.978725535031301,
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0.829707237562507, 1.842636337195244, 2.767829900577593,
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1.449607074995753, 2.759640664415913, 1.634036650764552,
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1.990159690320205, 1.201953891214720, 1.277182991907633,
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1.293002868977407, 1.157268941919115, 1.275443411253732,
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1.132629693243210, 1.418284942741350, 0.770571572744340,
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0.475119743103730, 0.982244208825375, 0.681834272971076,
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0.359044910769366, 0.582570635672141, 0.658412627992049,
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0.784814887272479, 0.448937228228751, 0.314220262358783,
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0, 0, 0, 0.404906838651598, 0.113164094088927,
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0, 0, 0, 0,
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0, 0, 0, 0,
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0, 0, 0])
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print(np.abs((c2t-c2.max(axis=-1)))<1e-13)
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data4 = data.reshape((4,-1))
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x = np.linspace(0,max(data)+1,11)
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c4 = gridcount(data4, np.vstack((x,x,x,x)))
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print(np.abs((c2t-c2.max(axis=-1)))<1e-13)
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def data_rayleigh():
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return np.array([1.412423619721313, 0.936610012402041, 3.408880790209544, 0.712493911648517, 1.453856820100018,
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1.362971623321745, 0.989738148038997, 0.553839936552347, 0.225638048436888, 1.045606709473107,
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0.637908826214993, 1.608606426103143, 0.961884939327567, 1.919572795331000, 1.627957520304931,
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1.301044712134641, 0.623895791202139, 2.512180741739924, 0.785268132885580, 2.273629106639021,
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0.711768125619732, 0.967169434614618, 0.427942932230904, 1.429667825110794, 0.631194936581454,
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0.303636149404372, 1.602725333691658, 0.923957338868325, 1.470119382037774, 0.984169729516054,
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1.405066725863521, 0.209225286647146, 2.197407087587261, 1.795680986321718, 1.655186235334962,
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1.831529484073858, 0.983242434909240, 1.385965094654130, 1.309069260384021, 1.228928476737294,
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0.802097056076411, 0.756115979892675, 1.096194354290486, 0.718886376439466, 1.806619521908829,
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2.924438974501607, 0.246782936313644, 1.238666429277650, 0.426858243844038, 1.799972319758650,
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3.007697177898959, 0.372270006672035, 2.367882325903836, 0.191545163286195, 1.517565471255659,
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1.750004351582044, 1.236013671840509, 2.081323476045300, 2.141346897323470, 1.402378494050162,
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0.544698152936965, 0.700923468199988, 0.634137874072855, 0.292299453493133, 0.475611960045215,
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1.384390337219331, 2.369715926664043, 0.935586970891954, 1.028299144484800, 2.883486469293792
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, 2.412885676436705, 1.502666625449783, 2.982736936434333, 1.706454468843206, 0.906120073100622
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, 1.473661960328491, 0.748241351472675, 0.836991325956595, 1.509961488710520, 1.225113736935942
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, 1.029890543888216, 1.358608202305835, 1.666359355892623, 1.323592437751299, 1.266885170390769
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, 1.323660367761004, 1.197556616382116, 0.415219867081348, 1.594635770596585, 3.335047448446035
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, 0.935717067162817, 2.664366406420023, 0.922317019697774, 2.086307246777435, 1.101280854500658
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, 1.032916883571698, 0.700796651725546, 0.518227310036530, 0.859641628285530, 1.609352902696174
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, 1.747723418451391, 1.538490395884064, 0.140361038832643, 1.925029474333574, 2.260668891490430
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, 1.716877040260210, 0.295284687152802, 0.974796888317386, 1.561117460932286, 1.617115585994090
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|
, 0.712684884618426, 0.791728102952554, 1.495252766892452, 1.139399282670031, 1.398150348314015
|
|
|
|
|
|
|
|
, 0.734533909397005, 0.624418865181972, 1.881415056762913, 1.706681395455110, 2.334683483141081
|
|
|
|
|
|
|
|
, 0.477838065222462, 0.634304509316731, 0.456849600683082, 1.160070279761997, 0.655340613711381
|
|
|
|
|
|
|
|
, 2.127121229851198, 0.456835914801069, 0.300568039387414, 1.276598603254562, 1.720804090031422
|
|
|
|
|
|
|
|
, 0.864730384700170, 0.628029981916123, 0.909872945858993, 0.686886746420088, 1.194705989905012
|
|
|
|
|
|
|
|
, 2.176393257858438, 1.408082540391850, 0.462744617618753, 0.995689247143699, 0.335155890849689
|
|
|
|
|
|
|
|
, 1.179590017201302, 1.063149176870603, 3.468688654992744, 1.827129780001552, 1.153130138387220
|
|
|
|
|
|
|
|
, 2.120636338813882, 0.544011313217379, 0.994288065215423, 2.290060076679768, 2.233778068583924
|
|
|
|
|
|
|
|
, 1.581312813059112, 1.387961284638806, 0.917070930336856, 2.344909067035151, 0.516281292935132
|
|
|
|
|
|
|
|
, 1.619570115238485, 1.442087344999343, 1.892443909224431, 1.007935276931834, 1.664682222719219
|
|
|
|
|
|
|
|
, 1.899024552783311, 0.882368714153905, 1.267711468232034, 2.781870230167854, 1.262515173989300
|
|
|
|
|
|
|
|
, 0.895667370955997, 1.390103843633942, 0.945814188732813, 1.680879252209405, 1.033698343725955
|
|
|
|
|
|
|
|
, 1.164434112863078, 1.540520689869044, 2.684068016815589, 0.891215308218909, 1.907325227589101
|
|
|
|
|
|
|
|
, 1.639214228101874, 2.483108383603044, 0.254728352176505, 0.939581631904974, 1.474208721908681
|
|
|
|
|
|
|
|
, 0.813131900087889, 0.723688300231953, 1.575927348326343, 1.399779277625481, 1.336475769769517
|
|
|
|
|
|
|
|
, 1.469760951955162, 0.312162051579979, 0.926191271942077, 1.095698311512132, 0.742466620037192
|
|
|
|
|
|
|
|
, 1.584565588783017, 1.969369796694313, 0.813142402654688, 1.620637451940408, 0.544472183788396
|
|
|
|
|
|
|
|
, 1.903841273483371, 0.546256895921489, 1.332096299659611, 0.954938400592347, 1.813185033558344
|
|
|
|
|
|
|
|
, 1.183839081745172, 1.159783992966029, 2.047421367071099, 0.933411156868096, 1.092543634708061
|
|
|
|
|
|
|
|
, 2.573430838154017, 0.294001371116989, 2.687145854798348, 0.647676314841560, 1.483222246093897
|
|
|
|
|
|
|
|
, 1.328873011650546, 1.499517291077073, 0.946451616282504, 1.391629977859238, 1.825818674800223
|
|
|
|
|
|
|
|
, 0.197207089634922, 0.418570979518484, 2.713292260256486, 1.451678603677107, 0.725222188153537
|
|
|
|
|
|
|
|
, 1.016524657331659, 0.510160866644535, 0.790663553688482, 0.772267750711634, 0.897737257071539
|
|
|
|
|
|
|
|
, 0.574718435129065, 0.924902659911130, 0.509352052679121, 2.076287755824404, 0.445024255426400
|
|
|
|
|
|
|
|
, 2.306443399859831, 1.009151694589026, 0.311646355326560, 0.915552448311802, 1.631979165302650
|
|
|
|
|
|
|
|
, 1.779435892929737, 1.254791667465325, 1.522546690241251, 2.117005924369452, 0.335708348510442
|
|
|
|
|
|
|
|
, 0.850786945794020, 0.307546485903476, 0.659553530770440, 1.595968673282009, 1.599529339207843
|
|
|
|
|
|
|
|
, 2.050409047591333, 1.321597656988126, 0.382901575350795, 2.263023675024229, 1.795160219589414
|
|
|
|
|
|
|
|
, 0.820728808594631, 1.252616635345433, 2.893059873111469, 1.585968547208113, 1.911105489168721
|
|
|
|
|
|
|
|
, 1.065697540675240, 1.127880912464618, 1.282656038601722, 0.791791712034066, 1.662754292624110
|
|
|
|
|
|
|
|
, 1.184021211521453, 1.442739185251488, 0.857673288506446, 0.546518081971571, 1.136176847824479
|
|
|
|
|
|
|
|
, 0.948827835556975, 1.761649333500106, 1.740961388239338, 1.486044626143792, 0.535345914616625
|
|
|
|
|
|
|
|
, 0.208765940502775, 1.281107790531077, 0.845985407399993, 2.367961441281100, 2.813630157287030
|
|
|
|
|
|
|
|
, 0.821877833204895, 1.796411857645166, 2.128114489536385, 1.349167308872121, 2.075721258630550
|
|
|
|
|
|
|
|
, 2.399008601572707, 1.262250789152573, 1.614544130176768, 1.311344244094387, 0.228900207318000
|
|
|
|
|
|
|
|
, 1.087703540854728, 1.441743192607425, 1.213654375953261, 0.965104247192400, 2.352343682973261
|
|
|
|
|
|
|
|
, 1.881070184767099, 1.944757925743782, 0.965470015113788, 1.341190290874416, 2.029803572337272
|
|
|
|
|
|
|
|
, 2.328337398097465, 1.485947310986503, 0.680661741126981, 1.456629522069083, 0.386727549117631
|
|
|
|
|
|
|
|
, 1.021861509017076, 1.482839980680464, 2.329786461679046, 1.825236378759161, 1.151270272972182
|
|
|
|
|
|
|
|
, 1.681465022236889, 1.038893153052472, 2.671305569135296, 2.973463508311512, 1.998091967015353
|
|
|
|
|
|
|
|
, 0.992439538152367, 1.101359057223470, 0.752694797719731, 1.751820513743222, 2.070842495255286
|
|
|
|
|
|
|
|
, 2.213621940109904, 1.278350678290866, 1.351639733749908, 0.567799782374724, 2.144632385787214
|
|
|
|
|
|
|
|
, 1.094123263719430, 0.678615107641789, 2.144341891738539, 1.695846624058156, 2.069396249839028
|
|
|
|
|
|
|
|
, 0.819027610733285, 1.495651321040951, 1.477482666605742, 0.511932330475827, 1.022837224533765
|
|
|
|
|
|
|
|
, 0.802470556959117, 1.588170058614226, 0.816352471969601, 2.128510415901388, 1.871914791729839
|
|
|
|
|
|
|
|
, 0.994323676062132, 1.173849936976207, 1.540652455108271, 1.896308447022061, 1.371611808573705
|
|
|
|
|
|
|
|
, 1.307706279079749, 0.888355489837264, 1.104161992788381, 1.581802123863791, 2.077336259709684
|
|
|
|
|
|
|
|
, 1.597514520759674, 0.193846187739953, 1.498827901810269, 1.074392126178632, 1.073250683084153
|
|
|
|
|
|
|
|
, 0.498942436443271, 1.836126539886937, 0.886372885469560, 0.751884958648598, 0.916116650002177
|
|
|
|
|
|
|
|
, 0.970681891155015, 1.257679318479529, 1.284798886225563, 1.003879276488743, 1.007685729946785
|
|
|
|
|
|
|
|
, 1.203631029712442, 1.463948632472297, 2.455282398854625, 1.600867640016765, 1.010899145846306
|
|
|
|
|
|
|
|
, 1.888399192628552, 0.537142702822369, 0.353191429514348, 0.419544177537439, 0.598339442960937
|
|
|
|
|
|
|
|
, 0.885310772269136, 0.847519694333472, 0.153295465546788, 1.246051759006313, 0.447732587957780
|
|
|
|
|
|
|
|
, 0.562898114036050, 1.412332385111654, 1.980540530235424, 2.704891701651084, 1.300708887507808
|
|
|
|
|
|
|
|
, 3.394236570275002, 1.269967710402906, 1.203787442037781, 0.896098313870595, 1.060303799139334
|
|
|
|
|
|
|
|
, 1.163522680114773, 0.383891805234107, 2.091377862339729, 0.365559694796422, 1.070541000579430
|
|
|
|
|
|
|
|
, 1.872070722040661, 1.001756457029345, 1.378809939003001, 1.847850278543804, 2.085003935284227
|
|
|
|
|
|
|
|
, 2.313122510412947, 0.650676881494584, 0.773551613369587, 2.136102299351586, 1.341515248421647
|
|
|
|
|
|
|
|
, 1.183940022628347, 1.377562113620296, 1.850185830133746, 1.232112165168803, 0.671923793165544
|
|
|
|
|
|
|
|
, 1.099946548218587, 1.056844894152012, 2.601133375396755, 1.391207328945862, 1.541896787253508
|
|
|
|
|
|
|
|
, 1.595966007631807, 0.923057590473980, 1.206415179152940, 1.275536301443908, 0.583420447186398
|
|
|
|
|
|
|
|
, 1.285040337652167, 1.540648406694559, 1.054438062631050, 1.902387509769504, 1.621409166908371
|
|
|
|
|
|
|
|
, 0.944812793164613, 1.100477476680040, 0.988327442233132, 1.728654388101105, 1.628053244977060
|
|
|
|
|
|
|
|
, 1.060760561571943, 1.538416018178277, 2.410108392389236, 1.751316245100324, 1.563790463015108
|
|
|
|
|
|
|
|
, 0.481219389518454, 0.994165631555275, 1.337016990968870, 1.109088579526755, 0.321407029232422
|
|
|
|
|
|
|
|
, 0.720641073906049, 1.895735773634961, 0.177585824024661, 1.996485240483058, 0.403199585960614
|
|
|
|
|
|
|
|
, 1.487121772300537, 1.177769008306152, 0.701273995641151, 1.302101876486422, 0.510537251157601
|
|
|
|
|
|
|
|
, 1.491444215081535, 1.352963516576160, 0.339422616073620, 0.340565840833962, 0.575265488888648
|
|
|
|
|
|
|
|
, 0.199078454324122, 1.068868838035460, 1.889502831203267, 1.386174255623796, 1.211807597487022
|
|
|
|
|
|
|
|
, 1.997063801362690, 0.453444401722453, 2.184735356478338, 0.478137766710008, 1.206426055203951
|
|
|
|
|
|
|
|
, 0.555876664495711, 1.280274233919441, 0.095813804344955, 1.706079097312628, 1.943477111398666
|
|
|
|
|
|
|
|
, 2.230140630510882, 2.946309044620703, 1.186142019401047, 0.795814141941795, 0.460857387230226
|
|
|
|
|
|
|
|
, 1.190772316835832, 1.327362504940310, 1.696595922853605, 0.416190042989537, 1.472083830192951
|
|
|
|
|
|
|
|
, 1.206395605479538, 0.612524363189761, 2.362058183247366, 1.336246455616561, 1.077916969428414
|
|
|
|
|
|
|
|
, 2.385755851351826, 1.460727990062456, 1.096704997935700, 1.913474394478998, 1.233385699260248,
|
|
|
|
|
|
|
|
1.270577147048640, 1.509727846778659, 0.956645085964223, 0.739599713571419, 1.315249583679571,
|
|
|
|
|
|
|
|
2.008261585625269, 1.021943728886631, 0.488828195617451, 1.083244894832682, 0.844912313732214,
|
|
|
|
|
|
|
|
1.013054512108690, 1.893114294699785, 1.016751451332806, 0.994570044372612, 0.945503828258995])
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def test_docstrings():
|
|
|
|
def test_docstrings():
|
|
|
|
import doctest
|
|
|
|
import doctest
|
|
|
|
doctest.testmod()
|
|
|
|
doctest.testmod()
|
|
|
|
|
|
|
|
|
|
|
|
if __name__ == '__main__':
|
|
|
|
if __name__ == '__main__':
|
|
|
|
test_docstrings()
|
|
|
|
#test_docstrings()
|
|
|
|
|
|
|
|
test_gridcount()
|
|
|
|