pep8 + updated wafo.stats packages

master
Per.Andreas.Brodtkorb 10 years ago
parent 629ed411c9
commit d308357c5b

@ -1,6 +1,6 @@
<?xml version="1.0" encoding="UTF-8"?> <?xml version="1.0" encoding="UTF-8"?>
<projectDescription> <projectDescription>
<name>google_pywafo</name> <name>pywafo</name>
<comment></comment> <comment></comment>
<projects> <projects>
</projects> </projects>
@ -10,6 +10,16 @@
<arguments> <arguments>
</arguments> </arguments>
</buildCommand> </buildCommand>
<buildCommand>
<name>org.eclipse.ui.externaltools.ExternalToolBuilder</name>
<triggers>auto,full,incremental,</triggers>
<arguments>
<dictionary>
<key>LaunchConfigHandle</key>
<value>&lt;project&gt;/.externalToolBuilders/wafo_stats_tests.launch</value>
</dictionary>
</arguments>
</buildCommand>
</buildSpec> </buildSpec>
<natures> <natures>
<nature>org.python.pydev.pythonNature</nature> <nature>org.python.pydev.pythonNature</nature>

@ -3,8 +3,8 @@
<pydev_project> <pydev_project>
<pydev_pathproperty name="org.python.pydev.PROJECT_SOURCE_PATH"> <pydev_pathproperty name="org.python.pydev.PROJECT_SOURCE_PATH">
<path>/google_pywafo/src</path> <path>/pywafo/src</path>
</pydev_pathproperty> </pydev_pathproperty>
<pydev_property name="org.python.pydev.PYTHON_PROJECT_VERSION">python 2.6</pydev_property> <pydev_property name="org.python.pydev.PYTHON_PROJECT_VERSION">python 2.7</pydev_property>
<pydev_property name="org.python.pydev.PYTHON_PROJECT_INTERPRETER">Default</pydev_property> <pydev_property name="org.python.pydev.PYTHON_PROJECT_INTERPRETER">Default</pydev_property>
</pydev_project> </pydev_project>

@ -1,4 +1,4 @@
Metadata-Version: 1.0 Metadata-Version: 1.1
Name: wafo Name: wafo
Version: 0.1.2 Version: 0.1.2
Summary: Statistical analysis and simulation of random waves and random loads Summary: Statistical analysis and simulation of random waves and random loads

@ -4,17 +4,19 @@ gendocwafo.py
manifest manifest
setup.py setup.py
setup_old.py setup_old.py
test_all.py
src/epydoc_wafo.prj src/epydoc_wafo.prj
src/Wafo.egg-info/PKG-INFO src/Wafo.egg-info/PKG-INFO
src/Wafo.egg-info/SOURCES.txt src/Wafo.egg-info/SOURCES.txt
src/Wafo.egg-info/dependency_links.txt src/Wafo.egg-info/dependency_links.txt
src/Wafo.egg-info/top_level.txt src/Wafo.egg-info/top_level.txt
src/wafo/MSO.py
src/wafo/MSPPT.py
src/wafo/SpecData1D.mm src/wafo/SpecData1D.mm
src/wafo/__init__.py src/wafo/__init__.py
src/wafo/bitwise.py src/wafo/bitwise.py
src/wafo/c_library.pyd src/wafo/c_library.pyd
src/wafo/c_library.so src/wafo/c_library.so
src/wafo/containers.py
src/wafo/cov2mod.pyd src/wafo/cov2mod.pyd
src/wafo/dctpack.py src/wafo/dctpack.py
src/wafo/definitions.py src/wafo/definitions.py
@ -28,6 +30,7 @@ src/wafo/info.py
src/wafo/integrate.py src/wafo/integrate.py
src/wafo/interpolate.py src/wafo/interpolate.py
src/wafo/kdetools.py src/wafo/kdetools.py
src/wafo/magic.py
src/wafo/meshgrid.py src/wafo/meshgrid.py
src/wafo/misc.py src/wafo/misc.py
src/wafo/mvn.pyd src/wafo/mvn.pyd
@ -39,20 +42,26 @@ src/wafo/objects.py
src/wafo/plotbackend.py src/wafo/plotbackend.py
src/wafo/polynomial.py src/wafo/polynomial.py
src/wafo/polynomial_old.py src/wafo/polynomial_old.py
src/wafo/pychip.py src/wafo/powerpoint.py
src/wafo/resize_problem.py
src/wafo/rindmod.pyd src/wafo/rindmod.pyd
src/wafo/rindmod.so src/wafo/rindmod.so
src/wafo/sg_filter.py src/wafo/sg_filter.py
src/wafo/version.py src/wafo/version.py
src/wafo/wafodata.py src/wafo/wafodata.py
src/wafo/wtraits.py
src/wafo/wtraits2.py
src/wafo/wtraits3.py
src/wafo.egg-info/SOURCES.txt src/wafo.egg-info/SOURCES.txt
src/wafo/covariance/__init__.py src/wafo/covariance/__init__.py
src/wafo/covariance/core.py src/wafo/covariance/core.py
src/wafo/data/__init__.py src/wafo/data/__init__.py
src/wafo/data/__init__.pyc
src/wafo/data/atlantic.dat src/wafo/data/atlantic.dat
src/wafo/data/gfaks89.dat src/wafo/data/gfaks89.dat
src/wafo/data/gfaksr89.dat src/wafo/data/gfaksr89.dat
src/wafo/data/info.py src/wafo/data/info.py
src/wafo/data/info.pyc
src/wafo/data/info.~py src/wafo/data/info.~py
src/wafo/data/japansea.dat src/wafo/data/japansea.dat
src/wafo/data/northsea.dat src/wafo/data/northsea.dat
@ -276,30 +285,47 @@ src/wafo/source/test_f90/types.f90
src/wafo/source/test_f90/types.mod src/wafo/source/test_f90/types.mod
src/wafo/spectrum/__init__.py src/wafo/spectrum/__init__.py
src/wafo/spectrum/core.py src/wafo/spectrum/core.py
src/wafo/spectrum/dispersion_relation.py
src/wafo/spectrum/models.py src/wafo/spectrum/models.py
src/wafo/spectrum/test/test_dispersion_relation.py
src/wafo/spectrum/test/test_models.py src/wafo/spectrum/test/test_models.py
src/wafo/spectrum/test/test_models.pyc
src/wafo/spectrum/test/test_specdata1d.py src/wafo/spectrum/test/test_specdata1d.py
src/wafo/spectrum/test/test_specdata1d.pyc
src/wafo/stats/__init__.py src/wafo/stats/__init__.py
src/wafo/stats/core.py src/wafo/stats/core.py
src/wafo/stats/distributions.py src/wafo/stats/distributions.py
src/wafo/stats/distributions_juli2010.py
src/wafo/stats/estimation.py src/wafo/stats/estimation.py
src/wafo/stats/kde_test.py
src/wafo/stats/misc.py src/wafo/stats/misc.py
src/wafo/stats/six.py
src/wafo/stats/sklearn_test.py
src/wafo/stats/twolumps.py
src/wafo/stats/tests/test_distributions.py src/wafo/stats/tests/test_distributions.py
src/wafo/stats/tests/test_estimation.py src/wafo/stats/tests/test_estimation.py
src/wafo/test/__init__.py src/wafo/test/__init__.py
src/wafo/test/__init__.pyc
src/wafo/test/test_gaussian.py src/wafo/test/test_gaussian.py
src/wafo/test/test_gaussian.pyc
src/wafo/test/test_kdetools.py src/wafo/test/test_kdetools.py
src/wafo/test/test_kdetools.pyc
src/wafo/test/test_misc.py src/wafo/test/test_misc.py
src/wafo/test/test_misc.pyc
src/wafo/test/test_objects.py src/wafo/test/test_objects.py
src/wafo/test/test_objects.pyc
src/wafo/transform/__init__.py src/wafo/transform/__init__.py
src/wafo/transform/core.py src/wafo/transform/core.py
src/wafo/transform/models.py src/wafo/transform/models.py
src/wafo/transform/models.~py src/wafo/transform/models.~py
src/wafo/transform/test/__init__.py src/wafo/transform/test/__init__.py
src/wafo/transform/test/__init__.pyc
src/wafo/transform/test/test_models.py src/wafo/transform/test/test_models.py
src/wafo/transform/test/test_models.pyc
src/wafo/transform/test/test_trdata.py src/wafo/transform/test/test_trdata.py
src/wafo/transform/test/test_trdata.pyc
src/wafo/wave_theory/__init__.py src/wafo/wave_theory/__init__.py
src/wafo/wave_theory/core.py src/wafo/wave_theory/core.py
src/wafo/wave_theory/dispersion_relation.py src/wafo/wave_theory/dispersion_relation.py
src/wafo/wave_theory/test/__init__.py
src/wafo/wave_theory/test/__init__.pyc
src/wafo/wave_theory/test/test_dispersion_relation.py
src/wafo/wave_theory/test/test_dispersion_relation.pyc

@ -1,26 +1,27 @@
from __future__ import division, print_function, absolute_import
from info import __doc__ from .info import __doc__
import misc from . import misc
import data from . import data
import demos from . import demos
import kdetools from . import kdetools
import objects from . import objects
import spectrum from . import spectrum
import transform from . import transform
import definitions from . import definitions
import polynomial from . import polynomial
import stats from . import stats
import interpolate from . import interpolate
import dctpack from . import dctpack
try: try:
import fig from . import fig
except ImportError: except ImportError:
print 'fig import only supported on Windows' print('fig import only supported on Windows')
try: try:
from wafo.version import version as __version__ from wafo.version import version as __version__
except ImportError: except ImportError:
__version__='nobuilt' __version__ = 'nobuilt'
from numpy.testing import Tester from numpy.testing import Tester
test = Tester().test test = Tester().test

@ -2,13 +2,13 @@
Module extending the bitoperator capabilites of numpy Module extending the bitoperator capabilites of numpy
''' '''
from numpy import (bitwise_and, bitwise_or, #@UnresolvedImport from numpy import (bitwise_and, bitwise_or,
bitwise_not, binary_repr, #@UnresolvedImport @UnusedImport bitwise_not, binary_repr, # @UnusedImport
bitwise_xor, where, arange) #@UnresolvedImport @UnusedImport bitwise_xor, where, arange) # @UnusedImport
#import numpy as np
__all__ = ['bitwise_and', 'bitwise_or', 'bitwise_not', 'binary_repr', __all__ = ['bitwise_and', 'bitwise_or', 'bitwise_not', 'binary_repr',
'bitwise_xor', 'getbit', 'setbit', 'getbits', 'setbits'] 'bitwise_xor', 'getbit', 'setbit', 'getbits', 'setbits']
def getbit(i, bit): def getbit(i, bit):
""" """
Get bit at specified position Get bit at specified position
@ -32,12 +32,14 @@ def getbit(i, bit):
""" """
return bitwise_and(i, 1 << bit) >> bit return bitwise_and(i, 1 << bit) >> bit
def getbits(i, numbits=8): def getbits(i, numbits=8):
""" """
Returns bits of i in a list Returns bits of i in a list
""" """
return getbit(i, arange(0, numbits)) return getbit(i, arange(0, numbits))
def setbit(i, bit, value=1): def setbit(i, bit, value=1):
""" """
Set bit at specified position Set bit at specified position
@ -60,9 +62,10 @@ def setbit(i, bit, value=1):
""" """
val1 = 1 << bit val1 = 1 << bit
val0 = bitwise_not(val1) val0 = bitwise_not(val1)
return where((value==0) & (i==i) & (bit==bit), bitwise_and(i, val0), return where((value == 0) & (i == i) & (bit == bit), bitwise_and(i, val0),
bitwise_or(i, val1)) bitwise_or(i, val1))
def setbits(bitlist): def setbits(bitlist):
""" """
Set bits of val to values in bitlist Set bits of val to values in bitlist
@ -81,9 +84,12 @@ def setbits(bitlist):
val |= j << i val |= j << i
return val return val
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
if __name__ == '__main__': if __name__ == '__main__':
test_docstrings() test_docstrings()

@ -1,34 +1,42 @@
import warnings import warnings
from graphutil import cltext from graphutil import cltext # @UnresolvedImport
from plotbackend import plotbackend from plotbackend import plotbackend
from time import gmtime, strftime from time import gmtime, strftime
import numpy as np import numpy as np
from scipy.integrate.quadrature import cumtrapz #@UnresolvedImport from scipy.integrate.quadrature import cumtrapz # @UnresolvedImport
from scipy import interpolate from scipy import interpolate
from scipy import integrate from scipy import integrate
__all__ = ['PlotData', 'AxisLabels'] __all__ = ['PlotData', 'AxisLabels']
def empty_copy(obj): def empty_copy(obj):
class Empty(obj.__class__): class Empty(obj.__class__):
def __init__(self): def __init__(self):
pass pass
newcopy = Empty() newcopy = Empty()
newcopy.__class__ = obj.__class__ newcopy.__class__ = obj.__class__
return newcopy return newcopy
def _set_seed(iseed): def _set_seed(iseed):
if iseed != None: if iseed is not None:
try: try:
np.random.set_state(iseed) np.random.set_state(iseed)
except: except:
np.random.seed(iseed) np.random.seed(iseed)
def now(): def now():
''' '''
Return current date and time as a string Return current date and time as a string
''' '''
return strftime("%a, %d %b %Y %H:%M:%S", gmtime()) return strftime("%a, %d %b %Y %H:%M:%S", gmtime())
class PlotData(object): class PlotData(object):
''' '''
Container class for data with interpolation and plotting methods Container class for data with interpolation and plotting methods
@ -66,6 +74,7 @@ class PlotData(object):
>>> h = d3.plot() >>> h = d3.plot()
''' '''
def __init__(self, data=None, args=None, *args2, **kwds): def __init__(self, data=None, args=None, *args2, **kwds):
self.data = data self.data = data
self.args = args self.args = args
@ -118,7 +127,8 @@ class PlotData(object):
>>> x = np.arange(-2, 2, 0.4) >>> x = np.arange(-2, 2, 0.4)
>>> xi = np.arange(-2, 2, 0.1) >>> xi = np.arange(-2, 2, 0.1)
>>> d = PlotData(np.sin(x), x, xlab='x', ylab='sin', title='sinus', plot_args=['r.']) >>> d = PlotData(np.sin(x), x, xlab='x', ylab='sin', title='sinus',
... plot_args=['r.'])
>>> di = PlotData(d.eval_points(xi), xi) >>> di = PlotData(d.eval_points(xi), xi)
>>> hi = di.plot() >>> hi = di.plot()
>>> h = d.plot() >>> h = d.plot()
@ -132,7 +142,8 @@ class PlotData(object):
if isinstance(self.args, (list, tuple)): # Multidimensional data if isinstance(self.args, (list, tuple)): # Multidimensional data
ndim = len(self.args) ndim = len(self.args)
if ndim < 2: if ndim < 2:
msg = '''Unable to determine plotter-type, because len(self.args)<2. msg = '''
Unable to determine plotter-type, because len(self.args)<2.
If the data is 1D, then self.args should be a vector! If the data is 1D, then self.args should be a vector!
If the data is 2D, then length(self.args) should be 2. If the data is 2D, then length(self.args) should be 2.
If the data is 3D, then length(self.args) should be 3. If the data is 3D, then length(self.args) should be 3.
@ -140,9 +151,11 @@ class PlotData(object):
warnings.warn(msg) warnings.warn(msg)
else: else:
xi = np.meshgrid(*self.args) xi = np.meshgrid(*self.args)
return interpolate.griddata(xi, self.data.ravel(), points, **options) return interpolate.griddata(
else: #One dimensional data xi, self.data.ravel(), points, **options)
return interpolate.griddata(self.args, self.data, points, **options) else: # One dimensional data
return interpolate.griddata(
self.args, self.data, points, **options)
def integrate(self, a, b, **kwds): def integrate(self, a, b, **kwds):
''' '''
@ -153,13 +166,14 @@ class PlotData(object):
array([ 0.99940055, 0.85543644, 1.04553343]) array([ 0.99940055, 0.85543644, 1.04553343])
''' '''
method = kwds.pop('method','trapz') method = kwds.pop('method', 'trapz')
fun = getattr(integrate, method) fun = getattr(integrate, method)
if isinstance(self.args, (list, tuple)): # Multidimensional data if isinstance(self.args, (list, tuple)): # Multidimensional data
raise NotImplementedError('integration for ndim>1 not implemented') raise NotImplementedError('integration for ndim>1 not implemented')
#ndim = len(self.args) #ndim = len(self.args)
#if ndim < 2: # if ndim < 2:
# msg = '''Unable to determine plotter-type, because len(self.args)<2. # msg = '''Unable to determine plotter-type, because
# len(self.args)<2.
# If the data is 1D, then self.args should be a vector! # If the data is 1D, then self.args should be a vector!
# If the data is 2D, then length(self.args) should be 2. # If the data is 2D, then length(self.args) should be 2.
# If the data is 3D, then length(self.args) should be 3. # If the data is 3D, then length(self.args) should be 3.
@ -167,34 +181,41 @@ class PlotData(object):
# warnings.warn(msg) # warnings.warn(msg)
# else: # else:
# return interpolate.griddata(self.args, self.data.ravel(), **kwds) # return interpolate.griddata(self.args, self.data.ravel(), **kwds)
else: #One dimensional data else: # One dimensional data
return_ci = kwds.pop('return_ci', False) return_ci = kwds.pop('return_ci', False)
x = self.args x = self.args
ix = np.flatnonzero((a<x) & (x<b) ) ix = np.flatnonzero((a < x) & (x < b))
xi = np.hstack((a, x.take(ix), b)) xi = np.hstack((a, x.take(ix), b))
fi = np.hstack((self.eval_points(a),self.data.take(ix),self.eval_points(b))) fi = np.hstack(
(self.eval_points(a),
self.data.take(ix),
self.eval_points(b)))
res = fun(fi, xi, **kwds) res = fun(fi, xi, **kwds)
if return_ci: if return_ci:
return np.hstack((res, fun(self.dataCI[ix,:].T, xi[1:-1], **kwds))) return np.hstack(
(res, fun(self.dataCI[ix, :].T, xi[1:-1], **kwds)))
return res return res
def plot(self, *args, **kwds): def plot(self, *args, **kwds):
axis = kwds.pop('axis',None) axis = kwds.pop('axis', None)
if axis is None: if axis is None:
axis = plotbackend.gca() axis = plotbackend.gca()
tmp = None tmp = None
default_plotflag = self.plot_kwds.get('plotflag',None) default_plotflag = self.plot_kwds.get('plotflag', None)
plotflag = kwds.get('plotflag', default_plotflag) plotflag = kwds.get('plotflag', default_plotflag)
if not plotflag and self.children != None: if not plotflag and self.children is not None:
axis.hold('on') axis.hold('on')
tmp = [] tmp = []
child_args = kwds.pop('plot_args_children', tuple(self.plot_args_children)) child_args = kwds.pop(
'plot_args_children',
tuple(
self.plot_args_children))
child_kwds = dict(self.plot_kwds_children).copy() child_kwds = dict(self.plot_kwds_children).copy()
child_kwds.update(kwds.pop('plot_kwds_children', {})) child_kwds.update(kwds.pop('plot_kwds_children', {}))
child_kwds['axis'] = axis child_kwds['axis'] = axis
for child in self.children: for child in self.children:
tmp1 = child(*child_args, **child_kwds) tmp1 = child(*child_args, **child_kwds)
if tmp1 != None: if tmp1 is not None:
tmp.append(tmp1) tmp.append(tmp1)
if len(tmp) == 0: if len(tmp) == 0:
tmp = None tmp = None
@ -207,12 +228,14 @@ class PlotData(object):
def setplotter(self, plotmethod=None): def setplotter(self, plotmethod=None):
''' '''
Set plotter based on the data type data_1d, data_2d, data_3d or data_nd Set plotter based on the data type:
data_1d, data_2d, data_3d or data_nd
''' '''
if isinstance(self.args, (list, tuple)): # Multidimensional data if isinstance(self.args, (list, tuple)): # Multidimensional data
ndim = len(self.args) ndim = len(self.args)
if ndim < 2: if ndim < 2:
msg = '''Unable to determine plotter-type, because len(self.args)<2. msg = '''
Unable to determine plotter-type, because len(self.args)<2.
If the data is 1D, then self.args should be a vector! If the data is 1D, then self.args should be a vector!
If the data is 2D, then length(self.args) should be 2. If the data is 2D, then length(self.args) should be 2.
If the data is 3D, then length(self.args) should be 3. If the data is 3D, then length(self.args) should be 3.
@ -223,25 +246,31 @@ class PlotData(object):
else: else:
warnings.warn('Plotter method not implemented for ndim>2') warnings.warn('Plotter method not implemented for ndim>2')
else: #One dimensional data else: # One dimensional data
self.plotter = Plotter_1d(plotmethod) self.plotter = Plotter_1d(plotmethod)
def show(self): def show(self, *args, **kwds):
self.plotter.show() self.plotter.show(*args, **kwds)
__call__ = plot __call__ = plot
interpolate = eval_points interpolate = eval_points
class AxisLabels: class AxisLabels:
def __init__(self, title='', xlab='', ylab='', zlab='', **kwds): def __init__(self, title='', xlab='', ylab='', zlab='', **kwds):
self.title = title self.title = title
self.xlab = xlab self.xlab = xlab
self.ylab = ylab self.ylab = ylab
self.zlab = zlab self.zlab = zlab
def __repr__(self): def __repr__(self):
return self.__str__() return self.__str__()
def __str__(self): def __str__(self):
return '%s\n%s\n%s\n%s\n' % (self.title, self.xlab, self.ylab, self.zlab) return '%s\n%s\n%s\n%s\n' % (
self.title, self.xlab, self.ylab, self.zlab)
def copy(self): def copy(self):
newcopy = empty_copy(self) newcopy = empty_copy(self)
newcopy.__dict__.update(self.__dict__) newcopy.__dict__.update(self.__dict__)
@ -252,18 +281,22 @@ class AxisLabels:
axis = plotbackend.gca() axis = plotbackend.gca()
try: try:
h = [] h = []
for fun, txt in zip(('set_title', 'set_xlabel','set_ylabel', 'set_ylabel'), for fun, txt in zip(
(self.title,self.xlab,self.ylab, self.zlab)): ('set_title', 'set_xlabel', 'set_ylabel', 'set_ylabel'),
(self.title, self.xlab, self.ylab, self.zlab)):
if txt: if txt:
if fun.startswith('set_title'): if fun.startswith('set_title'):
title0 = axis.get_title() title0 = axis.get_title()
txt = title0 +'\n' + txt if title0.lower().strip() != txt.lower().strip():
txt = title0 + '\n' + txt
h.append(getattr(axis, fun)(txt)) h.append(getattr(axis, fun)(txt))
return h return h
except: except:
pass pass
class Plotter_1d(object): class Plotter_1d(object):
""" """
Parameters Parameters
@ -280,6 +313,7 @@ class Plotter_1d(object):
step : stair-step plot step : stair-step plot
scatter : scatter plot scatter : scatter plot
""" """
def __init__(self, plotmethod='plot'): def __init__(self, plotmethod='plot'):
self.plotfun = None self.plotfun = None
if plotmethod is None: if plotmethod is None:
@ -291,11 +325,11 @@ class Plotter_1d(object):
# except: # except:
# pass # pass
def show(self): def show(self, *args, **kwds):
plotbackend.show() plotbackend.show(*args, **kwds)
def plot(self, wdata, *args, **kwds): def plot(self, wdata, *args, **kwds):
axis = kwds.pop('axis',None) axis = kwds.pop('axis', None)
if axis is None: if axis is None:
axis = plotbackend.gca() axis = plotbackend.gca()
plotflag = kwds.pop('plotflag', False) plotflag = kwds.pop('plotflag', False)
@ -323,6 +357,7 @@ class Plotter_1d(object):
return h1 return h1
__call__ = plot __call__ = plot
def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds): def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds):
plottype = np.mod(plotflag, 10) plottype = np.mod(plotflag, 10)
@ -335,18 +370,32 @@ def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds):
elif plottype == 3: elif plottype == 3:
H = axis.stem(args, data, *varargin, **kwds) H = axis.stem(args, data, *varargin, **kwds)
elif plottype == 4: elif plottype == 4:
H = axis.errorbar(args, data, yerr=[dataCI[:,0] - data, dataCI[:,1] - data], *varargin, **kwds) H = axis.errorbar(
args,
data,
yerr=[
dataCI[
:,
0] - data,
dataCI[
:,
1] - data],
*varargin,
**kwds)
elif plottype == 5: elif plottype == 5:
H = axis.bar(args, data, *varargin, **kwds) H = axis.bar(args, data, *varargin, **kwds)
elif plottype == 6: elif plottype == 6:
level = 0 level = 0
if np.isfinite(level): if np.isfinite(level):
H = axis.fill_between(args, data, level, *varargin, **kwds); H = axis.fill_between(args, data, level, *varargin, **kwds)
else: else:
H = axis.fill_between(args, data, *varargin, **kwds); H = axis.fill_between(args, data, *varargin, **kwds)
elif plottype==7: elif plottype == 7:
H = axis.plot(args, data, *varargin, **kwds) H = axis.plot(args, data, *varargin, **kwds)
H = axis.fill_between(args, dataCI[:,0], dataCI[:,1], alpha=0.2, color='r'); H = axis.fill_between(
args, dataCI[
:, 0], dataCI[
:, 1], alpha=0.2, color='r')
scale = plotscale(plotflag) scale = plotscale(plotflag)
logXscale = 'x' in scale logXscale = 'x' in scale
@ -369,16 +418,17 @@ def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds):
ax[3] = 11 * np.log10(fmax1) ax[3] = 11 * np.log10(fmax1)
ax[2] = ax[3] - 40 ax[2] = ax[3] - 40
else: else:
ax[3] = 1.15 * fmax1; ax[3] = 1.15 * fmax1
ax[2] = ax[3] * 1e-4; ax[2] = ax[3] * 1e-4
axis.axis(ax) axis.axis(ax)
if np.any(dataCI) and plottype < 3: if np.any(dataCI) and plottype < 3:
axis.hold(True) axis.hold(True)
plot1d(axis, args, dataCI, (), plotflag, 'r--'); plot1d(axis, args, dataCI, (), plotflag, 'r--')
return H return H
def plotscale(plotflag): def plotscale(plotflag):
''' '''
Return plotscale from plotflag Return plotscale from plotflag
@ -419,10 +469,19 @@ def plotscale(plotflag):
logZscaleId = (np.mod(scaleId // 100, 10) > 0) * 4 logZscaleId = (np.mod(scaleId // 100, 10) > 0) * 4
scaleId = logYscaleId + logXscaleId + logZscaleId scaleId = logYscaleId + logXscaleId + logZscaleId
scales = ['linear', 'xlog', 'ylog', 'xylog', 'zlog', 'xzlog', 'yzlog', 'xyzlog'] scales = [
'linear',
'xlog',
'ylog',
'xylog',
'zlog',
'xzlog',
'yzlog',
'xyzlog']
return scales[scaleId] return scales[scaleId]
def transformdata(x, f, plotflag): def transformdata(x, f, plotflag):
transFlag = np.mod(plotflag // 10, 10) transFlag = np.mod(plotflag // 10, 10)
if transFlag == 0: if transFlag == 0:
@ -438,11 +497,14 @@ def transformdata(x, f, plotflag):
data = -np.log1p(-cumtrapz(f, x)) data = -np.log1p(-cumtrapz(f, x))
else: else:
if any(f < 0): if any(f < 0):
raise ValueError('Invalid plotflag: Data or dataCI is negative, but must be positive') raise ValueError('Invalid plotflag: Data or dataCI is ' +
'negative, but must be positive')
data = 10 * np.log10(f) data = 10 * np.log10(f)
return data return data
class Plotter_2d(Plotter_1d): class Plotter_2d(Plotter_1d):
""" """
Parameters Parameters
---------- ----------
@ -463,6 +525,7 @@ class Plotter_2d(Plotter_1d):
h1 = plot2d(axis, wdata, plotflag, *args, **kwds) h1 = plot2d(axis, wdata, plotflag, *args, **kwds)
return h1 return h1
def plot2d(axis, wdata, plotflag, *args, **kwds): def plot2d(axis, wdata, plotflag, *args, **kwds):
f = wdata f = wdata
if isinstance(wdata.args, (list, tuple)): if isinstance(wdata.args, (list, tuple)):
@ -471,7 +534,8 @@ def plot2d(axis, wdata, plotflag, *args, **kwds):
args1 = tuple((wdata.args,)) + (wdata.data,) + args args1 = tuple((wdata.args,)) + (wdata.data,) + args
if plotflag in (1, 6, 7, 8, 9): if plotflag in (1, 6, 7, 8, 9):
isPL = False isPL = False
if hasattr(f, 'clevels') and len(f.clevels) > 0: # check if contour levels is submitted # check if contour levels is submitted
if hasattr(f, 'clevels') and len(f.clevels) > 0:
CL = f.clevels CL = f.clevels
isPL = hasattr(f, 'plevels') and f.plevels is not None isPL = hasattr(f, 'plevels') and f.plevels is not None
if isPL: if isPL:
@ -479,22 +543,26 @@ def plot2d(axis, wdata, plotflag, *args, **kwds):
else: else:
dmax = np.max(f.data) dmax = np.max(f.data)
dmin = np.min(f.data) dmin = np.min(f.data)
CL = dmax - (dmax - dmin) * (1 - np.r_[0.01, 0.025, 0.05, 0.1, 0.2, 0.4, 0.5, 0.75]) CL = dmax - (dmax - dmin) * \
(1 - np.r_[0.01, 0.025, 0.05, 0.1, 0.2, 0.4, 0.5, 0.75])
clvec = np.sort(CL) clvec = np.sort(CL)
if plotflag in [1, 8, 9]: if plotflag in [1, 8, 9]:
h = axis.contour(*args1, levels=CL, **kwds); h = axis.contour(*args1, levels=CL, **kwds)
#else: # else:
# [cs hcs] = contour3(f.x{:},f.f,CL,sym); # [cs hcs] = contour3(f.x{:},f.f,CL,sym);
if plotflag in (1, 6): if plotflag in (1, 6):
ncl = len(clvec) ncl = len(clvec)
if ncl > 12: if ncl > 12:
ncl = 12 ncl = 12
warnings.warn('Only the first 12 levels will be listed in table.') warnings.warn(
'Only the first 12 levels will be listed in table.')
clvals = PL[:ncl] if isPL else clvec[:ncl] clvals = PL[:ncl] if isPL else clvec[:ncl]
unused_axcl = cltext(clvals, percent=isPL) # print contour level text unused_axcl = cltext(
clvals,
percent=isPL) # print contour level text
elif any(plotflag == [7, 9]): elif any(plotflag == [7, 9]):
axis.clabel(h) axis.clabel(h)
else: else:
@ -502,41 +570,47 @@ def plot2d(axis, wdata, plotflag, *args, **kwds):
elif plotflag == 2: elif plotflag == 2:
h = axis.mesh(*args1, **kwds) h = axis.mesh(*args1, **kwds)
elif plotflag == 3: elif plotflag == 3:
h = axis.surf(*args1, **kwds) #shading interp % flat, faceted % surfc # shading interp % flat, faceted % surfc
h = axis.surf(*args1, **kwds)
elif plotflag == 4: elif plotflag == 4:
h = axis.waterfall(*args1, **kwds) h = axis.waterfall(*args1, **kwds)
elif plotflag == 5: elif plotflag == 5:
h = axis.pcolor(*args1, **kwds) #%shading interp % flat, faceted h = axis.pcolor(*args1, **kwds) # %shading interp % flat, faceted
elif plotflag == 10: elif plotflag == 10:
h = axis.contourf(*args1, **kwds) h = axis.contourf(*args1, **kwds)
axis.clabel(h) axis.clabel(h)
plotbackend.colorbar(h) plotbackend.colorbar(h)
else: else:
raise ValueError('unknown option for plotflag') raise ValueError('unknown option for plotflag')
#if any(plotflag==(2:5)) # if any(plotflag==(2:5))
# shading(shad); # shading(shad);
#end # end
# pass # pass
def test_plotdata(): def test_plotdata():
plotbackend.ioff() plotbackend.ioff()
x = np.arange(-2, 2, 0.4) x = np.arange(-2, 2, 0.4)
xi = np.arange(-2, 2, 0.1) xi = np.arange(-2, 2, 0.1)
d = PlotData(np.sin(x), x, xlab='x', ylab='sin', title='sinus', plot_args=['r.']) d = PlotData(np.sin(x), x, xlab='x', ylab='sin', title='sinus',
plot_args=['r.'])
di = PlotData(d.eval_points(xi, method='cubic'), xi) di = PlotData(d.eval_points(xi, method='cubic'), xi)
unused_hi = di.plot() unused_hi = di.plot()
unused_h = d.plot() unused_h = d.plot()
d.show() d.show()
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
def main(): def main():
pass pass
if __name__ == '__main__': if __name__ == '__main__':
test_docstrings() test_docstrings()
#test_plotdata() # test_plotdata()
#main() # main()

@ -2,6 +2,6 @@
Covariance package in WAFO Toolbox. Covariance package in WAFO Toolbox.
""" """
from core import * #CovData1D from core import * # CovData1D
#import models #import models
#import dispersion_relation import estimation

@ -16,25 +16,28 @@ date : Date and time of creation or change.
from __future__ import division from __future__ import division
import warnings import warnings
#import numpy as np import numpy as np
from numpy import (zeros, sqrt, dot, inf, where, pi, nan, #@UnresolvedImport from numpy import (zeros, ones, sqrt, inf, where, nan,
atleast_1d, hstack, vstack, r_, linspace, flatnonzero, size, #@UnresolvedImport atleast_1d, hstack, r_, linspace, flatnonzero, size,
isnan, finfo, diag, ceil, floor, random, pi) #@UnresolvedImport isnan, finfo, diag, ceil, floor, random, pi)
from numpy.fft import fft #as fft from numpy.fft import fft
from numpy.random import randn from numpy.random import randn
import scipy.interpolate as interpolate import scipy.interpolate as interpolate
from scipy.linalg import toeplitz, sqrtm, svd, cholesky, diagsvd, pinv from scipy.linalg import toeplitz, lstsq
from scipy import sparse from scipy import sparse
from pylab import stineman_interp from pylab import stineman_interp
from wafo.wafodata import PlotData from wafo.containers import PlotData
from wafo.misc import sub_dict_select, nextpow2 #, JITImport from wafo.misc import sub_dict_select, nextpow2 # , JITImport
import wafo.spectrum as _wafospec import wafo.spectrum as _wafospec
from scipy.sparse.linalg.dsolve.linsolve import spsolve
from scipy.sparse.base import issparse
from scipy.signal.windows import parzen
#_wafospec = JITImport('wafo.spectrum') #_wafospec = JITImport('wafo.spectrum')
__all__ = ['CovData1D'] __all__ = ['CovData1D']
def _set_seed(iseed): def _set_seed(iseed):
if iseed != None: if iseed != None:
try: try:
@ -43,67 +46,48 @@ def _set_seed(iseed):
random.seed(iseed) random.seed(iseed)
#def rndnormnd(cov, mean=0.0, cases=1, method='svd'): def rndnormnd(mean, cov, cases=1):
# ''' '''
# Random vectors from a multivariate Normal distribution Random vectors from a multivariate Normal distribution
#
# Parameters Parameters
# ---------- ----------
# mean, cov : array-like mean, cov : array-like
# mean and covariance, respectively. mean and covariance, respectively.
# cases : scalar integer cases : scalar integer
# number of sample vectors number of sample vectors
# method : string
# defining squareroot method for covariance Returns
# 'svd' : Singular value decomp. (stable, quite fast) (default) -------
# 'chol' : Cholesky decomposition (fast, but unstable) r : matrix of random numbers from the multivariate normal
# 'sqrtm' : sqrtm (stable and slow) distribution with the given mean and covariance matrix.
#
# Returns The covariance must be a symmetric, semi-positive definite matrix with
# ------- shape equal to the size of the mean.
# r : matrix of random numbers from the multivariate normal
# distribution with the given mean and covariance matrix. Example
# -------
# The covariance must be a symmetric, semi-positive definite matrix with shape >>> mu = [0, 5]
# equal to the size of the mean. METHOD used for calculating the square root >>> S = [[1 0.45], [0.45 0.25]]
# of COV is either svd, cholesky or sqrtm. (cholesky is fastest but least accurate.) >>> r = rndnormnd(mu, S, 1)
# When cholesky is chosen and S is not positive definite, the svd-method
# is used instead. plot(r(:,1),r(:,2),'.')
#
# Example >>> d = 40
# ------- >>> rho = 2 * np.random.rand(1,d)-1
# mu = [0, 5] >>> mu = zeros(d)
# S = [[1 0.45], [0.45 0.25]] >>> S = (np.dot(rho.T, rho)-diag(rho.ravel()**2))+np.eye(d)
# r = rndnormnd(S, mu, 1) >>> r = rndnormnd(mu, S, 100)
# plot(r(:,1),r(:,2),'.')
# See also
# d = 40; rho = 2*rand(1,d)-1; --------
# mu = zeros(0,d); np.random.multivariate_normal
# S = (rho.'*rho-diag(rho.^2))+eye(d); '''
# r = rndnormnd(S,mu,100,'genchol')'; return np.random.multivariate_normal(mean, cov, cases)
#
# See also
# --------
# chol, svd, sqrtm, genchol
# np.random.multivariate_normal
# '''
# sa = np.atleast_2d(cov)
# mu = np.atleast_1d(mean).ravel()
# m, n = sa.shape
# if m != n:
# raise ValueError('Covariance must be square')
# def svdfun(sa):
# u, s, vh = svd(sa, full_matrices=False)
# sqt = diagsvd(sqrt(s))
# return dot(u, dot(sqt, vh))
#
# sqrtfuns = dict(sqrtm=sqrtm, svd=svdfun, cholesky=cholesky)
# sqrtfun = sqrtfuns[method]
# std = sqrtfun(sa)
# return dot(std,random.randn(n, cases)) + mu[:,newaxis]
class CovData1D(PlotData): class CovData1D(PlotData):
""" Container class for 1D covariance data objects in WAFO """ Container class for 1D covariance data objects in WAFO
Member variables Member variables
@ -147,6 +131,7 @@ class CovData1D(PlotData):
self.__dict__.update(sub_dict_select(kwds, somekeys)) self.__dict__.update(sub_dict_select(kwds, somekeys))
self.setlabels() self.setlabels()
def setlabels(self): def setlabels(self):
''' Set automatic title, x-,y- and z- labels ''' Set automatic title, x-,y- and z- labels
@ -155,7 +140,8 @@ class CovData1D(PlotData):
N = len(self.type) N = len(self.type)
if N == 0: if N == 0:
raise ValueError('Object does not appear to be initialized, it is empty!') raise ValueError(
'Object does not appear to be initialized, it is empty!')
labels = ['', 'ACF', ''] labels = ['', 'ACF', '']
@ -175,14 +161,8 @@ class CovData1D(PlotData):
self.labels.ylab = labels[1] self.labels.ylab = labels[1]
self.labels.zlab = labels[2] self.labels.zlab = labels[2]
def tospecdata(self, rate=None, method='fft', nugget=0.0, trunc=1e-5,
fast=True):
## def copy(self):
## kwds = self.__dict__.copy()
## wdata = CovData1D(**kwds)
## return wdata
def tospecdata(self, rate=None, method='fft', nugget=0.0, trunc=1e-5, fast=True):
''' '''
Computes spectral density from the auto covariance function Computes spectral density from the auto covariance function
@ -190,14 +170,11 @@ class CovData1D(PlotData):
---------- ----------
rate = scalar, int rate = scalar, int
1,2,4,8...2^r, interpolation rate for f (default 1) 1,2,4,8...2^r, interpolation rate for f (default 1)
method : string
method: string
interpolation method 'stineman', 'linear', 'cubic', 'fft' interpolation method 'stineman', 'linear', 'cubic', 'fft'
nugget : scalar, real
nugget = scalar, real
nugget effect to ensure that round off errors do not result in nugget effect to ensure that round off errors do not result in
negative spectral estimates. Good choice might be 10^-12. negative spectral estimates. Good choice might be 10^-12.
trunc : scalar, real trunc : scalar, real
truncates all spectral values where S/max(S) < trunc truncates all spectral values where S/max(S) < trunc
0 <= trunc <1 This is to ensure that high frequency 0 <= trunc <1 This is to ensure that high frequency
@ -208,7 +185,7 @@ class CovData1D(PlotData):
Returns Returns
-------- --------
S = SpecData1D object S : SpecData1D object
spectral density spectral density
NB! This routine requires that the covariance is evenly spaced NB! This routine requires that the covariance is evenly spaced
@ -258,29 +235,25 @@ class CovData1D(PlotData):
ftype = 'k' ftype = 'k'
if rate is None: if rate is None:
rate = 1 ##interpolation rate rate = 1 # interpolation rate
else: else:
rate = 2 ** nextpow2(rate) ##make sure rate is a power of 2 rate = 2 ** nextpow2(rate) # make sure rate is a power of 2
# add a nugget effect to ensure that round off errors
## add a nugget effect to ensure that round off errors # do not result in negative spectral estimates
## do not result in negative spectral estimates
acf[0] = acf[0] + nugget acf[0] = acf[0] + nugget
n = acf.size n = acf.size
# embedding a circulant vector and Fourier transform # embedding a circulant vector and Fourier transform
nfft = 2 ** nextpow2(2 * n - 2) if fast else 2 * n - 2 nfft = 2 ** nextpow2(2 * n - 2) if fast else 2 * n - 2
if method=='fft': if method == 'fft':
nfft *= rate nfft *= rate
nf = nfft / 2 ## number of frequencies nf = nfft / 2 # number of frequencies
acf = r_[acf, zeros(nfft - 2 * n + 2), acf[n - 2:0:-1]] acf = r_[acf, zeros(nfft - 2 * n + 2), acf[n - 2:0:-1]]
Rper = (fft(acf, nfft).real).clip(0) ## periodogram Rper = (fft(acf, nfft).real).clip(0) # periodogram
# import pylab
# pylab.semilogy(Rper)
# pylab.show()
RperMax = Rper.max() RperMax = Rper.max()
Rper = where(Rper < trunc * RperMax, 0, Rper) Rper = where(Rper < trunc * RperMax, 0, Rper)
@ -320,6 +293,10 @@ class CovData1D(PlotData):
warnings.warn('Data is not uniformly sampled!') warnings.warn('Data is not uniformly sampled!')
return dt return dt
def _is_valid_acf(self):
if self.data.argmax() != 0:
raise ValueError('ACF does not have a maximum at zero lag')
def sim(self, ns=None, cases=1, dt=None, iseed=None, derivative=False): def sim(self, ns=None, cases=1, dt=None, iseed=None, derivative=False):
''' '''
Simulates a Gaussian process and its derivative from ACF Simulates a Gaussian process and its derivative from ACF
@ -351,8 +328,8 @@ class CovData1D(PlotData):
Gaussian process through circulant embedding of the covariance matrix. Gaussian process through circulant embedding of the covariance matrix.
If the ACF has a non-empty field .tr, then the transformation is If the ACF has a non-empty field .tr, then the transformation is
applied to the simulated data, the result is a simulation of a transformed applied to the simulated data, the result is a simulation of a
Gaussian process. transformed Gaussian process.
Note: The simulation may give high frequency ripple when used with a Note: The simulation may give high frequency ripple when used with a
small dt. small dt.
@ -384,15 +361,9 @@ class CovData1D(PlotData):
nugget = 0 # 10**-12 nugget = 0 # 10**-12
_set_seed(iseed) _set_seed(iseed)
self._is_valid_acf()
acf = self.data.ravel() acf = self.data.ravel()
n = acf.size n = acf.size
I = acf.argmax()
if I != 0:
raise ValueError('ACF does not have a maximum at zero lag')
acf.shape = (n, 1) acf.shape = (n, 1)
dT = self.sampling_period() dT = self.sampling_period()
@ -402,26 +373,26 @@ class CovData1D(PlotData):
if derivative: if derivative:
xder = x.copy() xder = x.copy()
## add a nugget effect to ensure that round off errors # add a nugget effect to ensure that round off errors
## do not result in negative spectral estimates # do not result in negative spectral estimates
acf[0] = acf[0] + nugget acf[0] = acf[0] + nugget
## Fast and exact simulation of simulation of stationary # Fast and exact simulation of simulation of stationary
## Gaussian process throug circulant embedding of the # Gaussian process throug circulant embedding of the
## Covariance matrix # Covariance matrix
floatinfo = finfo(float) floatinfo = finfo(float)
if (abs(acf[-1]) > floatinfo.eps): ## assuming acf(n+1)==0 if (abs(acf[-1]) > floatinfo.eps): # assuming acf(n+1)==0
m2 = 2 * n - 1 m2 = 2 * n - 1
nfft = 2 ** nextpow2(max(m2, 2 * ns)) nfft = 2 ** nextpow2(max(m2, 2 * ns))
acf = r_[acf, zeros((nfft - m2, 1)), acf[-1:0:-1, :]] acf = r_[acf, zeros((nfft - m2, 1)), acf[-1:0:-1, :]]
#warnings,warn('I am now assuming that ACF(k)=0 for k>MAXLAG.') #warnings,warn('I am now assuming that ACF(k)=0 for k>MAXLAG.')
else: # # ACF(n)==0 else: # ACF(n)==0
m2 = 2 * n - 2 m2 = 2 * n - 2
nfft = 2 ** nextpow2(max(m2, 2 * ns)) nfft = 2 ** nextpow2(max(m2, 2 * ns))
acf = r_[acf, zeros((nfft - m2, 1)), acf[n - 1:1:-1, :]] acf = r_[acf, zeros((nfft - m2, 1)), acf[n - 1:1:-1, :]]
##m2=2*n-2 # m2=2*n-2
S = fft(acf, nfft, axis=0).real ## periodogram S = fft(acf, nfft, axis=0).real # periodogram
I = S.argmax() I = S.argmax()
k = flatnonzero(S < 0) k = flatnonzero(S < 0)
@ -438,42 +409,43 @@ class CovData1D(PlotData):
ix = flatnonzero(k > 2 * I) ix = flatnonzero(k > 2 * I)
if ix.size > 0: if ix.size > 0:
## # truncating all oscillating values above 2 times the peak # truncating all oscillating values above 2 times the peak
## # frequency to zero to ensure that # frequency to zero to ensure that
## # that high frequency noise is not added to # that high frequency noise is not added to
## # the simulated timeseries. # the simulated timeseries.
ix0 = k[ix[0]] ix0 = k[ix[0]]
S[ix0:-ix0] = 0.0 S[ix0:-ix0] = 0.0
trunc = 1e-5 trunc = 1e-5
maxS = S[I] maxS = S[I]
k = flatnonzero(S[I:-I] < maxS * trunc) k = flatnonzero(S[I:-I] < maxS * trunc)
if k.size > 0: if k.size > 0:
S[k + I] = 0. S[k + I] = 0.
## truncating small values to zero to ensure that # truncating small values to zero to ensure that
## that high frequency noise is not added to # that high frequency noise is not added to
## the simulated timeseries # the simulated timeseries
cases1 = floor(cases / 2) cases1 = int(cases / 2)
cases2 = ceil(cases / 2) cases2 = int(ceil(cases / 2))
# Generate standard normal random numbers for the simulations # Generate standard normal random numbers for the simulations
#randn = np.random.randn #randn = np.random.randn
epsi = randn(nfft, cases2) + 1j * randn(nfft, cases2) epsi = randn(nfft, cases2) + 1j * randn(nfft, cases2)
Ssqr = sqrt(S / (nfft)) # #sqrt(S(wn)*dw ) Ssqr = sqrt(S / (nfft)) # sqrt(S(wn)*dw )
ephat = epsi * Ssqr #[:,np.newaxis] ephat = epsi * Ssqr # [:,np.newaxis]
y = fft(ephat, nfft, axis=0) y = fft(ephat, nfft, axis=0)
x[:, 1:cases + 1] = hstack((y[2:ns + 2, 0:cases2].real, y[2:ns + 2, 0:cases1].imag)) x[:, 1:cases + 1] = hstack((y[2:ns + 2, 0:cases2].real,
y[2:ns + 2, 0:cases1].imag))
x[:, 0] = linspace(0, (ns - 1) * dT, ns) ##(0:dT:(dT*(np-1)))' x[:, 0] = linspace(0, (ns - 1) * dT, ns) # (0:dT:(dT*(np-1)))'
if derivative: if derivative:
Ssqr = Ssqr * r_[0:(nfft / 2 + 1), -(nfft / 2 - 1):0] * 2 * pi / nfft / dT Ssqr = Ssqr * \
ephat = epsi * Ssqr #[:,newaxis] r_[0:(nfft / 2 + 1), -(nfft / 2 - 1):0] * 2 * pi / nfft / dT
ephat = epsi * Ssqr # [:,newaxis]
y = fft(ephat, nfft, axis=0) y = fft(ephat, nfft, axis=0)
xder[:, 1:(cases + 1)] = hstack((y[2:ns + 2, 0:cases2].imag - y[2:ns + 2, 0:cases1].real)) xder[:, 1:(cases + 1)] = hstack((y[2:ns + 2, 0:cases2].imag -
y[2:ns + 2, 0:cases1].real))
xder[:, 0] = x[:, 0] xder[:, 0] = x[:, 0]
if self.tr is not None: if self.tr is not None:
@ -493,37 +465,83 @@ class CovData1D(PlotData):
else: else:
return x return x
def simcond(self, xo, cases=1, method='approx', inds=None): def _get_lag_where_acf_is_almost_zero(self):
acf = self.data.ravel()
r0 = acf[0]
n = len(acf)
sigma = sqrt(r_[0, r0 ** 2,
r0 ** 2 + 2 * np.cumsum(acf[1:n - 1] ** 2)] / n)
k = flatnonzero(np.abs(acf) > 0.1 * sigma)
if k.size > 0:
lag = min(k.max() + 3, n)
return lag
return n
def _get_acf(self, smooth=False):
self._is_valid_acf()
acf = atleast_1d(self.data).ravel()
n = self._get_lag_where_acf_is_almost_zero()
if smooth:
rwin = parzen(2 * n + 1)
return acf[:n] * rwin[n:2 * n]
else:
return acf[:n]
def _split_cov(self, sigma, i_known, i_unknown):
'''
Split covariance matrix between known/unknown observations
Returns
-------
Soo covariance between known observations
S11 = covariance between unknown observations
S1o = covariance between known and unknown obs
'''
Soo, So1 = sigma[i_known][:, i_known], sigma[i_known][:, i_unknown]
S11 = sigma[i_unknown][:, i_unknown]
return Soo, So1, S11
def _update_window(self, idx, i_unknown, num_x, num_acf,
overlap, nw, num_restored):
Nsig = len(idx)
start_max = num_x - Nsig
if (nw == 0) and (num_restored < len(i_unknown)):
# move to the next missing data
start_ix = min(i_unknown[num_restored + 1] - overlap, start_max)
else:
start_ix = min(idx[0] + num_acf, start_max)
return idx + start_ix - idx[0]
def simcond(self, xo, method='approx', i_unknown=None):
""" """
Simulate values conditionally on observed known values Simulate values conditionally on observed known values
Parameters Parameters
---------- ----------
x : array-like x : vector
datavector including missing data. timeseries including missing data.
(missing data must be NaN if inds is not given) (missing data must be NaN if i_unknown is not given)
Assumption: The covariance of x is equal to self and have the Assumption: The covariance of x is equal to self and have the
same sample period. same sample period.
cases : scalar integer
number of cases, i.e., number of columns of sample (default=1)
method : string method : string
defining method used in the conditional simulation. Options are: defining method used in the conditional simulation. Options are:
'approximate': Condition only on the closest points. Pros: quite fast 'approximate': Condition only on the closest points. Quite fast
'pseudo': Use pseudo inverse to calculate conditional covariance matrix 'exact' : Exact simulation. Slow for large data sets, may not
'exact' : Exact simulation. Cons: Slow for large data sets, may not return any result due to near singularity of the covariance
return any result due to near singularity of the covariance matrix. matrix.
inds : integers i_unknown : integers
indices to spurious or missing data in x indices to spurious or missing data in x
Returns Returns
------- -------
sample : ndarray sample : ndarray
a random sample of the missing values conditioned on the observed data. a random sample of the missing values conditioned on the observed
data.
mu, sigma : ndarray mu, sigma : ndarray
mean and standard deviation, respectively, of the missing values mean and standard deviation, respectively, of the missing values
conditioned on the observed data. conditioned on the observed data.
Notes Notes
----- -----
SIMCOND generates the missing values from x conditioned on the observed SIMCOND generates the missing values from x conditioned on the observed
@ -541,274 +559,141 @@ class CovData1D(PlotData):
Brodtkorb, P, Myrhaug, D, and Rue, H (2001) Brodtkorb, P, Myrhaug, D, and Rue, H (2001)
"Joint distribution of wave height and wave crest velocity from "Joint distribution of wave height and wave crest velocity from
reconstructed data with application to ringing" reconstructed data with application to ringing"
Int. Journal of Offshore and Polar Engineering, Vol 11, No. 1, pp 23--32 Int. Journal of Offshore and Polar Engineering, Vol 11, No. 1,
pp 23--32
Brodtkorb, P, Myrhaug, D, and Rue, H (1999) Brodtkorb, P, Myrhaug, D, and Rue, H (1999)
"Joint distribution of wave height and wave crest velocity from "Joint distribution of wave height and wave crest velocity from
reconstructed data" reconstructed data"
in Proceedings of 9th ISOPE Conference, Vol III, pp 66-73 in Proceedings of 9th ISOPE Conference, Vol III, pp 66-73
""" """
# TODO: does not work yet.
# secret methods:
# 'dec1-3': different decomposing algorithm's
# which is only correct for a variables
# having the Markov property
# Cons: 3 is not correct at all, but seems to give
# a reasonable result
# Pros: 1 is slow, 2 is quite fast and 3 is very fast
# Note: (mu1oStd is not given for method ='dec3')
compute_sigma = True
x = atleast_1d(xo).ravel() x = atleast_1d(xo).ravel()
acf = atleast_1d(self.data).ravel() acf = self._get_acf()
num_x = len(x)
num_acf = len(acf)
if not i_unknown is None:
x[i_unknown] = nan
i_unknown = flatnonzero(isnan(x))
num_unknown = len(i_unknown)
mu1o = zeros((num_unknown,))
mu1o_std = zeros((num_unknown,))
sample = zeros((num_unknown,))
if num_unknown == 0:
warnings.warn('No missing data, no point to continue.')
return sample, mu1o, mu1o_std
if num_unknown == num_x:
warnings.warn('All data missing, returning sample from' +
' the apriori distribution.')
mu1o_std = ones(num_unknown) * sqrt(acf[0])
return self.sim(ns=num_unknown, cases=1)[:, 1], mu1o, mu1o_std
i_known = flatnonzero(1 - isnan(x))
if method.startswith('exac'):
# exact but slow. It also may not return any result
if num_acf > 0.3 * num_x:
Sigma = toeplitz(hstack((acf, zeros(num_x - num_acf))))
else:
acf[0] = acf[0] * 1.00001
Sigma = sptoeplitz(hstack((acf, zeros(num_x - num_acf))))
Soo, So1, S11 = self._split_cov(Sigma, i_known, i_unknown)
if issparse(Sigma):
So1 = So1.todense()
S11 = S11.todense()
S1o_Sooinv = spsolve(Soo + Soo.T, 2 * So1).T
else:
Sooinv_So1, _res, _rank, _s = lstsq(Soo + Soo.T, 2 * So1,
cond=1e-4)
S1o_Sooinv = Sooinv_So1.T
mu1o = S1o_Sooinv.dot(x[i_known])
Sigma1o = S11 - S1o_Sooinv.dot(So1)
if (diag(Sigma1o) < 0).any():
raise ValueError('Failed to converge to a solution')
N = len(x) mu1o_std = sqrt(diag(Sigma1o))
n = len(acf) sample[:] = rndnormnd(mu1o, Sigma1o, cases=1).ravel()
i = acf.argmax() elif method.startswith('appr'):
if i != 0: # approximating by only condition on the closest points
raise ValueError('This is not a valid ACF!!')
if not inds is None:
x[inds] = nan
inds = where(isnan(x))[0] #indices to the unknown observations
Ns = len(inds) # # missing values
if Ns == 0:
warnings.warn('No missing data, unable to continue.')
return xo, zeros(Ns), zeros(Ns)
#end
if Ns == N:# simulated surface from the apriori distribution
txt = '''All data missing,
returning sample from the unconditional distribution.'''
warnings.warn(txt)
return self.sim(ns=N, cases=cases), zeros(Ns), zeros(Ns)
indg = where(1 - isnan(x))[0] #indices to the known observations
#initializing variables
mu1o = zeros(Ns, 1)
mu1o_std = mu1o
sample = zeros((Ns, cases))
if method[0] == 'd':
# simulated surface from the apriori distribution
xs = self.sim(ns=N, cases=cases)
mu1os = zeros((Ns, cases))
if method.startswith('dec1'):
# only correct for variables having the Markov property
# but still seems to give a reasonable answer. Slow procedure.
Sigma = sptoeplitz(hstack((acf, zeros(N - n))))
#Soo=Sigma(~inds,~inds); # covariance between known observations
#S11=Sigma(inds,inds); # covariance between unknown observations
#S1o=Sigma(inds,~inds);# covariance between known and unknown observations
#tmp=S1o*pinv(full(Soo));
#tmp=S1o/Soo; # this is time consuming if Soo large
tmp = 2 * Sigma[inds, indg] / (Sigma[indg, indg] + Sigma[indg, indg].T)
if compute_sigma:
#standard deviation of the expected surface
#mu1o_std=sqrt(diag(S11-tmp*S1o'));
mu1o_std = sqrt(diag(Sigma[inds, inds] - tmp * Sigma[indg, inds]))
#expected surface conditioned on the known observations from x
mu1o = tmp * x[indg]
#expected surface conditioned on the known observations from xs
mu1os = tmp * (xs[indg, :])
# sampled surface conditioned on the known observations
sample = mu1o + xs[inds, :] - mu1os
elif method.startswith('dec2'):
# only correct for variables having the Markov property
# but still seems to give a reasonable answer
# approximating the expected surfaces conditioned on
# the known observations from x and xs by only using the closest points
Sigma = sptoeplitz(hstack((acf, zeros(n))))
n2 = int(floor(n / 2))
idx = r_[0:2 * n] + max(0, inds[0] - n2) # indices to the points used
tmpinds = zeros(N, dtype=bool)
tmpinds[inds] = True # temporary storage of indices to missing points
tinds = where(tmpinds[idx])[0] # indices to the points used
tindg = where(1 - tmpinds[idx])[0]
ns = len(tinds); # number of missing data in the interval
nprev = 0; # number of previously simulated points
xsinds = xs[inds, :]
while ns > 0:
tmp = 2 * Sigma[tinds, tindg] / (Sigma[tindg, tindg] + Sigma[tindg, tindg].T)
if compute_sigma:
#standard deviation of the expected surface
#mu1o_std=sqrt(diag(S11-tmp*S1o'));
ix = slice(nprev + 1, nprev + ns + 1)
mu1o_std[ix] = max(mu1o_std[ix],
sqrt(diag(Sigma[tinds, tinds] - tmp * Sigma[tindg, tinds])))
#end
#expected surface conditioned on the closest known observations
# from x and xs2
mu1o[(nprev + 1):(nprev + ns + 1)] = tmp * x[idx[tindg]]
mu1os[(nprev + 1):(nprev + ns + 1), :] = tmp * xs[idx[tindg], :]
if idx[-1] == N - 1:#
ns = 0 # no more points to simulate
else:
# updating by putting expected surface into x
x[idx[tinds]] = mu1o[(nprev + 1):(nprev + ns + 1)]
xs[idx[tinds]] = mu1os[(nprev + 1):(nprev + ns + 1)]
nw = sum(tmpinds[idx[-n2:]])# # data which we want to simulate once Nsig = min(2 * num_acf, num_x)
tmpinds[idx[:-n2]] = False # removing indices to data ..
# which has been simulated
nprev = nprev + ns - nw # update # points simulated so far
if (nw == 0) and (nprev < Ns): Sigma = toeplitz(hstack((acf, zeros(Nsig - num_acf))))
idx = r_[0:2 * n] + (inds[nprev + 1] - n2) # move to the next missing data overlap = int(Nsig / 4)
else: # indices to the points used
idx = idx + n idx = r_[0:Nsig] + max(0, min(i_unknown[0] - overlap, num_x - Nsig))
#end mask_unknown = zeros(num_x, dtype=bool)
tmp = N - idx[-1] # temporary storage of indices to missing points
if tmp < 0: # checking if tmp exceeds the limits mask_unknown[i_unknown] = True
idx = idx + tmp t_unknown = where(mask_unknown[idx])[0]
#end t_known = where(1 - mask_unknown[idx])[0]
# find new interval with missing data ns = len(t_unknown) # number of missing data in the interval
tinds = where(tmpinds[idx])[0]
tindg = where(1 - tmpinds[idx])[0]
ns = len(tinds);# # missing data
#end
#end
# sampled surface conditioned on the known observations
sample = mu1o + (xsinds - mu1os)
elif method.startswith('dec3'):
# this is not correct for even for variables having the
# Markov property but still seems to give a reasonable answer
# a quasi approach approximating the expected surfaces conditioned on
# the known observations from x and xs with a spline
mu1o = interp1(indg, x[indg], inds, 'spline')
mu1os = interp1(indg, xs[indg, :], inds, 'spline')
# sampled surface conditioned on the known observations
sample = mu1o + (xs[inds, :] - mu1os)
elif method.startswith('exac') or method.startswith('pseu'):
# exact but slow. It also may not return any result
Sigma = sptoeplitz(hstack((acf, zeros(N - n))))
#Soo=Sigma(~inds,~inds); # covariance between known observations
#S11=Sigma(inds,inds); # covariance between unknown observations
#S1o=Sigma(inds,~inds);# covariance between known and unknown observations
#tmp=S1o/Soo; # this is time consuming if Soo large
if method[0] == 'e': #exact
tmp = 2 * Sigma[inds, indg] / (Sigma[indg, indg] + Sigma[indg, indg].T);
else: # approximate the inverse with pseudo inverse
tmp = dot(Sigma[inds, indg], pinv(Sigma[indg, indg]))
#end
#expected surface conditioned on the known observations from x
mu1o = dot(tmp, x[indg])
# Covariance conditioned on the known observations
Sigma1o = Sigma[inds, inds] - tmp * Sigma[indg, inds]
#sample conditioned on the known observations from x
sample = random.multivariate_normal(mu1o, Sigma1o, cases)
#rndnormnd(mu1o,Sigma1o,cases )
if compute_sigma:
#standard deviation of the expected surface
mu1o_std = sqrt(diag(Sigma1o));
#end
elif method.startswith('appr'): num_restored = 0 # number of previously simulated points
# approximating by only condition on x2 = x.copy()
# the closest points
# checking approximately how many lags we need in order to
# ensure conditional independence
# using that the inverse of the circulant covariance matrix has
# approximately the same bandstructure as the inverse of the
# covariance matrix
Nsig = 2 * n;
Sigma = sptoeplitz(hstack((acf, zeros(Nsig - n))))
n2 = floor(Nsig / 4)
idx = r_[0:Nsig] + max(0, inds[0] - n2) # indices to the points used
tmpinds = zeros(N, dtype=bool)
tmpinds[inds] = True # temporary storage of indices to missing points
tinds = where(tmpinds[idx])[0] # indices to the points used
tindg = where(1 - tmpinds[idx])[0]
ns = len(tinds) # number of missing data in the interval
nprev = 0 # number of previously simulated points
x2 = x
while ns > 0: while ns > 0:
#make sure MATLAB uses a symmetric matrix solver Soo, So1, S11 = self._split_cov(Sigma, t_known, t_unknown)
tmp = 2 * Sigma[tinds, tindg] / (Sigma[tindg, tindg] + Sigma[tindg, tindg].T) if issparse(Soo):
Sigma1o = Sigma[tinds, tinds] - tmp * Sigma[tindg, tinds] So1 = So1.todense()
if compute_sigma: S11 = S11.todense()
#standard deviation of the expected surface S1o_Sooinv = spsolve(Soo + Soo.T, 2 * So1).T
#mu1o_std=sqrt(diag(S11-tmp*S1o'));
mu1o_std[(nprev + 1):(nprev + ns + 1)] = max(mu1o_std[(nprev + 1):(nprev + ns)] ,
sqrt(diag(Sigma1o)))
#end
#expected surface conditioned on the closest known observations from x
mu1o[(nprev + 1):(nprev + ns + 1)] = tmp * x2[idx[tindg]]
#sample conditioned on the known observations from x
sample[(nprev + 1):(nprev + ns + 1), :] = rndnormnd(tmp * x[idx[tindg]], Sigma1o, cases)
if idx[-1] == N - 1:
ns = 0 # no more points to simulate
else: else:
# updating Sooinv_So1, _res, _rank, _s = lstsq(Soo + Soo.T, 2 * So1,
x2[idx[tinds]] = mu1o[(nprev + 1):(nprev + ns + 1)] #expected surface cond=1e-4)
x[idx[tinds]] = sample[(nprev + 1):(nprev + ns + 1)]#sampled surface S1o_Sooinv = Sooinv_So1.T
nw = sum(tmpinds[idx[-n2::]] == True)# # data we want to simulate once more Sigma1o = S11 - S1o_Sooinv.dot(So1)
tmpinds[idx[:-n2]] = False # removing indices to data .. if (diag(Sigma1o) < 0).any():
# which has been simulated raise ValueError('Failed to converge to a solution')
nprev = nprev + ns - nw # update # points simulated so far
ix = slice((num_restored), (num_restored + ns))
if (nw == 0) and (nprev < Ns): # standard deviation of the expected surface
idx = r_[0:Nsig] + (inds[nprev + 1] - n2) # move to the next missing data mu1o_std[ix] = np.maximum(mu1o_std[ix], sqrt(diag(Sigma1o)))
# expected surface conditioned on the closest known
# observations from x
mu1o[ix] = S1o_Sooinv.dot(x2[idx[t_known]])
# sample conditioned on the known observations from x
mu1os = S1o_Sooinv.dot(x[idx[t_known]])
sample[ix] = rndnormnd(mu1os, Sigma1o, cases=1)
if idx[-1] == num_x - 1:
ns = 0 # no more points to simulate
else: else:
idx = idx + n x2[idx[t_unknown]] = mu1o[ix] # expected surface
#end x[idx[t_unknown]] = sample[ix] # sampled surface
tmp = N - idx[-1] # removing indices to data which has been simulated
if tmp < 0: # checking if tmp exceeds the limits mask_unknown[idx[:-overlap]] = False
idx = idx + tmp # data we want to simulate once more
#end nw = sum(mask_unknown[idx[-overlap:]] == True)
num_restored += ns - nw # update # points simulated so far
idx = self._update_window(idx, i_unknown, num_x, num_acf,
overlap, nw, num_restored)
# find new interval with missing data # find new interval with missing data
tinds = where(tmpinds[idx])[0] t_unknown = flatnonzero(mask_unknown[idx])
tindg = where(1 - tmpinds[idx])[0] t_known = flatnonzero(1 - mask_unknown[idx])
ns = len(tinds);# # missing data in the interval ns = len(t_unknown) # # missing data in the interval
#end return sample, mu1o, mu1o_std
#end
#end
return sample
# plot(find(~inds),x(~inds),'.')
# hold on,
# ind=find(inds);
# plot(ind,mu1o ,'*')
# plot(ind,sample,'r+')
# #mu1o_std
# plot(ind,[mu1o-2*mu1o_std mu1o+2*mu1o_std ] ,'d')
# #plot(xs),plot(ind,mu1os,'r*')
# hold off
# legend('observed values','mu1o','sampled values','2 stdev')
# #axis([770 850 -1 1])
# #axis([1300 1325 -1 1])
def sptoeplitz(x): def sptoeplitz(x):
k = where(x.ravel())[0] k = flatnonzero(x)
n = len(x) n = len(x)
if len(k) > 0.3 * n:
return toeplitz(x)
else:
spdiags = sparse.dia_matrix spdiags = sparse.dia_matrix
data = x[k].reshape(-1, 1).repeat(n, axis= -1) data = x[k].reshape(-1, 1).repeat(n, axis=-1)
offsets = k offsets = k
y = spdiags((data, offsets), shape=(n, n)) y = spdiags((data, offsets), shape=(n, n))
if k[0] == 0: if k[0] == 0:
offsets = k[1::] offsets = k[1::]
data = data[1::, :] data = data[1::, :]
return y + spdiags((data, -offsets), shape=(n, n)) t = y + spdiags((data, -offsets), shape=(n, n))
return t.tocsr()
def _test_covdata(): def _test_covdata():
import wafo.data import wafo.data
@ -817,20 +702,35 @@ def _test_covdata():
rf = ts.tocovdata(lag=150) rf = ts.tocovdata(lag=150)
rf.plot() rf.plot()
def main(): def main():
import wafo.spectrum.models as sm import wafo.spectrum.models as sm
import matplotlib import matplotlib
matplotlib.interactive(True) matplotlib.interactive(True)
Sj = sm.Jonswap() Sj = sm.Jonswap()
S = Sj.tospecdata() #Make spec S = Sj.tospecdata() # Make spec
S.plot() S.plot()
R = S.tocovdata() R = S.tocovdata(rate=3)
R.plot() R.plot()
#x = R.sim(ns=1000,dt=0.2) x = R.sim(ns=1024 * 4)
inds = np.hstack((21 + np.arange(20),
1000 + np.arange(20),
1024 * 4 - 21 + np.arange(20)))
sample, mu1o, mu1o_std = R.simcond(x[:, 1], method='approx', i_unknown=inds)
import matplotlib.pyplot as plt
#inds = np.atleast_2d(inds).reshape((-1,1))
plt.plot(x[:, 1], 'k.', label='observed values')
plt.plot(inds, mu1o, '*', label='mu1o')
plt.plot(inds, sample.ravel(), 'r+', label='samples')
plt.plot(inds, mu1o - 2 * mu1o_std, 'r',
inds, mu1o + 2 * mu1o_std, 'r', label='2 stdev')
plt.legend()
plt.show('hold')
if __name__ == '__main__': if __name__ == '__main__':
if True: #False : # if False: # True: #
import doctest import doctest
doctest.testmod() doctest.testmod()
else: else:

@ -3,7 +3,8 @@ from scipy.fftpack import dct as _dct
from scipy.fftpack import idct as _idct from scipy.fftpack import idct as _idct
__all__ = ['dct', 'idct', 'dctn', 'idctn'] __all__ = ['dct', 'idct', 'dctn', 'idctn']
def dct(x, type=2, n=None, axis=-1, norm='ortho'): #@ReservedAssignment
def dct(x, type=2, n=None, axis=-1, norm='ortho'): # @ReservedAssignment
''' '''
Return the Discrete Cosine Transform of arbitrary type sequence x. Return the Discrete Cosine Transform of arbitrary type sequence x.
@ -99,10 +100,13 @@ def dct(x, type=2, n=None, axis=-1, norm='ortho'): #@ReservedAssignment
''' '''
farr = np.asfarray farr = np.asfarray
if np.iscomplex(x).any(): if np.iscomplex(x).any():
return _dct(farr(x.real), type, n, axis, norm) + 1j*_dct(farr(x.imag), type, n, axis, norm) return _dct(farr(x.real), type, n, axis, norm) + \
1j * _dct(farr(x.imag), type, n, axis, norm)
else: else:
return _dct(farr(x), type, n, axis, norm) return _dct(farr(x), type, n, axis, norm)
def idct(x, type=2, n=None, axis=-1, norm='ortho'): #@ReservedAssignment
def idct(x, type=2, n=None, axis=-1, norm='ortho'): # @ReservedAssignment
''' '''
Return the Inverse Discrete Cosine Transform of an arbitrary type sequence. Return the Inverse Discrete Cosine Transform of an arbitrary type sequence.
@ -141,10 +145,13 @@ def idct(x, type=2, n=None, axis=-1, norm='ortho'): #@ReservedAssignment
''' '''
farr = np.asarray farr = np.asarray
if np.iscomplex(x).any(): if np.iscomplex(x).any():
return _idct(farr(x.real), type, n, axis, norm) + 1j*_idct(farr(x.imag), type, n, axis, norm) return _idct(farr(x.real), type, n, axis, norm) + \
1j * _idct(farr(x.imag), type, n, axis, norm)
else: else:
return _idct(farr(x), type, n, axis, norm) return _idct(farr(x), type, n, axis, norm)
def dctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
def dctn(x, type=2, axis=None, norm='ortho'): # @ReservedAssignment
''' '''
DCTN N-D discrete cosine transform. DCTN N-D discrete cosine transform.
@ -189,65 +196,68 @@ def dctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
if axis is None: if axis is None:
y = y.squeeze() # Working across singleton dimensions is useless y = y.squeeze() # Working across singleton dimensions is useless
ndim = y.ndim ndim = y.ndim
isvector = max(shape0)==y.size isvector = max(shape0) == y.size
if isvector: if isvector:
if ndim==1: if ndim == 1:
y = np.atleast_2d(y) y = np.atleast_2d(y)
y = y.T y = y.T
elif y.shape[0]==1: elif y.shape[0] == 1:
if axis==0: if axis == 0:
return x return x
elif axis==1: elif axis == 1:
axis=0 axis = 0
y = y.T y = y.T
elif axis==1: elif axis == 1:
return y return y
if np.iscomplex(y).any(): if np.iscomplex(y).any():
y = dctn(y.real, type, axis, norm) + 1j*dctn(y.imag, type, axis, norm) y = dctn(y.real, type, axis, norm) + 1j * \
dctn(y.imag, type, axis, norm)
else: else:
y = np.asfarray(y) y = np.asfarray(y)
for dim in range(ndim): for dim in range(ndim):
y = y.transpose(np.roll(range(y.ndim), -1)) y = y.transpose(np.roll(range(y.ndim), -1))
#y = shiftdim(y,1) #y = shiftdim(y,1)
if axis is not None and dim!=axis: if axis is not None and dim != axis:
continue continue
y = _dct(y, type, norm=norm) y = _dct(y, type, norm=norm)
return y.reshape(shape0) return y.reshape(shape0)
def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
def idctn(x, type=2, axis=None, norm='ortho'): # @ReservedAssignment
y = np.atleast_1d(x) y = np.atleast_1d(x)
shape0 = y.shape shape0 = y.shape
if axis is None: if axis is None:
y = y.squeeze() # Working across singleton dimensions is useless y = y.squeeze() # Working across singleton dimensions is useless
ndim = y.ndim ndim = y.ndim
isvector = max(shape0)==y.size isvector = max(shape0) == y.size
if isvector: if isvector:
if ndim==1: if ndim == 1:
y = np.atleast_2d(y) y = np.atleast_2d(y)
y = y.T y = y.T
elif y.shape[0]==1: elif y.shape[0] == 1:
if axis==0: if axis == 0:
return x return x
elif axis==1: elif axis == 1:
axis=0 axis = 0
y = y.T y = y.T
elif axis==1: elif axis == 1:
return y return y
if np.iscomplex(y).any(): if np.iscomplex(y).any():
y = idctn(y.real, type, axis, norm) + 1j*idctn(y.imag, type, axis, norm) y = idctn(y.real, type, axis, norm) + 1j * \
idctn(y.imag, type, axis, norm)
else: else:
y = np.asfarray(y) y = np.asfarray(y)
for dim in range(ndim): for dim in range(ndim):
y = y.transpose(np.roll(range(y.ndim), -1)) y = y.transpose(np.roll(range(y.ndim), -1))
#y = shiftdim(y,1) #y = shiftdim(y,1)
if axis is not None and dim!=axis: if axis is not None and dim != axis:
continue continue
y = _idct(y, type, norm=norm) y = _idct(y, type, norm=norm)
return y.reshape(shape0) return y.reshape(shape0)
#def dct(x, n=None): # def dct(x, n=None):
# """ # """
# Discrete Cosine Transform # Discrete Cosine Transform
# #
@ -297,7 +307,7 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# else: # else:
# return y # return y
# #
#def idct(x, n=None): # def idct(x, n=None):
# """ # """
# Inverse Discrete Cosine Transform # Inverse Discrete Cosine Transform
# #
@ -345,7 +355,8 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# y[..., ::2] = yp[..., :n / 2] # y[..., ::2] = yp[..., :n / 2]
# y[..., ::-2] = yp[..., n / 2::] # y[..., ::-2] = yp[..., n / 2::]
# else: # else:
# yp = ifft(np.hstack((xx, np.zeros_like(xx[..., 0]), np.conj(xx[..., :0:-1])))) # yp = ifft(np.hstack((xx, np.zeros_like(xx[..., 0]),
# np.conj(xx[..., :0:-1]))))
# y = yp[..., :n] # y = yp[..., :n]
# #
# if real_x: # if real_x:
@ -353,7 +364,7 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# else: # else:
# return y # return y
# #
#def dctn(y, axis=None, w=None): # def dctn(y, axis=None, w=None):
# ''' # '''
# DCTN N-D discrete cosine transform. # DCTN N-D discrete cosine transform.
# #
@ -403,16 +414,16 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# if dimy==1: # if dimy==1:
# y = np.atleast_2d(y) # y = np.atleast_2d(y)
# y = y.T # y = y.T
# # Some modifications are required if Y is a vector # Some modifications are required if Y is a vector
## if isvector(y): # if isvector(y):
## if y.shape[0]==1: # if y.shape[0]==1:
## if axis==0: # if axis==0:
## return y, None # return y, None
## elif axis==1: # elif axis==1:
## axis=0 # axis=0
## y = y.T ## y = y.T
## elif axis==1: # elif axis==1:
## return y, None # return y, None
# #
# if w is None: # if w is None:
# w = [0,] * dimy # w = [0,] * dimy
@ -420,17 +431,17 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# if axis is not None and dim!=axis: # if axis is not None and dim!=axis:
# continue # continue
# n = (dimy==1)*y.size + (dimy>1)*shape0[dim] # n = (dimy==1)*y.size + (dimy>1)*shape0[dim]
# #w{dim} = exp(1i*(0:n-1)'*pi/2/n); # w{dim} = exp(1i*(0:n-1)'*pi/2/n);
# w[dim] = np.exp(1j * np.arange(n) * np.pi / (2 * n)) # w[dim] = np.exp(1j * np.arange(n) * np.pi / (2 * n))
# #
# # --- DCT algorithm --- # --- DCT algorithm ---
# if np.iscomplex(y).any(): # if np.iscomplex(y).any():
# y = dctn(np.real(y),axis,w) + 1j*dctn(np.imag(y),axis,w) # y = dctn(np.real(y),axis,w) + 1j*dctn(np.imag(y),axis,w)
# else: # else:
# for dim in range(dimy): # for dim in range(dimy):
# y = shiftdim(y,1) # y = shiftdim(y,1)
# if axis is not None and dim!=axis: # if axis is not None and dim!=axis:
# #y = shiftdim(y, 1) # y = shiftdim(y, 1)
# continue # continue
# siz = y.shape # siz = y.shape
# n = siz[-1] # n = siz[-1]
@ -441,12 +452,12 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# y[:,0] = y[:,0]/np.sqrt(2) # y[:,0] = y[:,0]/np.sqrt(2)
# y = y.reshape(siz) # y = y.reshape(siz)
# #
# #end # end
# #end # end
# #
# return y.reshape(shape0), w # return y.reshape(shape0), w
# #
#def idctn(y, axis=None, w=None): # def idctn(y, axis=None, w=None):
# ''' # '''
# IDCTN N-D inverse discrete cosine transform. # IDCTN N-D inverse discrete cosine transform.
# X = IDCTN(Y) inverts the N-D DCT transform, returning the original # X = IDCTN(Y) inverts the N-D DCT transform, returning the original
@ -510,16 +521,16 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# if dimy==1: # if dimy==1:
# y = np.atleast_2d(y) # y = np.atleast_2d(y)
# y = y.T # y = y.T
# # Some modifications are required if Y is a vector # Some modifications are required if Y is a vector
## if isvector(y): # if isvector(y):
## if y.shape[0]==1: # if y.shape[0]==1:
## if axis==0: # if axis==0:
## return y, None # return y, None
## elif axis==1: # elif axis==1:
## axis=0 # axis=0
## y = y.T ## y = y.T
## elif axis==1: # elif axis==1:
## return y, None # return y, None
## ##
# #
# #
@ -529,16 +540,16 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# if axis is not None and dim!=axis: # if axis is not None and dim!=axis:
# continue # continue
# n = (dimy==1)*y.size + (dimy>1)*shape0[dim] # n = (dimy==1)*y.size + (dimy>1)*shape0[dim]
# #w{dim} = exp(1i*(0:n-1)'*pi/2/n); # w{dim} = exp(1i*(0:n-1)'*pi/2/n);
# w[dim] = np.exp(1j * np.arange(n) * np.pi / (2 * n)) # w[dim] = np.exp(1j * np.arange(n) * np.pi / (2 * n))
# # --- IDCT algorithm --- # --- IDCT algorithm ---
# if np.iscomplex(y).any(): # if np.iscomplex(y).any():
# y = np.complex(idctn(np.real(y),axis,w),idctn(np.imag(y),axis,w)) # y = np.complex(idctn(np.real(y),axis,w),idctn(np.imag(y),axis,w))
# else: # else:
# for dim in range(dimy): # for dim in range(dimy):
# y = shiftdim(y,1) # y = shiftdim(y,1)
# if axis is not None and dim!=axis: # if axis is not None and dim!=axis:
# #y = shiftdim(y, 1) # y = shiftdim(y, 1)
# continue # continue
# siz = y.shape # siz = y.shape
# n = siz[-1] # n = siz[-1]
@ -560,7 +571,6 @@ def idctn(x, type=2, axis=None, norm='ortho'): #@ReservedAssignment
# return y, w # return y, w
def no_leading_ones(x): def no_leading_ones(x):
first = 0 first = 0
for i, xi in enumerate(x): for i, xi in enumerate(x):
@ -569,6 +579,7 @@ def no_leading_ones(x):
break break
return x[first:] return x[first:]
def shiftdim(x, n=None): def shiftdim(x, n=None):
''' '''
Shift dimensions Shift dimensions
@ -598,13 +609,14 @@ def shiftdim(x, n=None):
''' '''
if n is None: if n is None:
return x.reshape(no_leading_ones(x.shape)) return x.reshape(no_leading_ones(x.shape))
elif n>=0: elif n >= 0:
return x.transpose(np.roll(range(x.ndim), -n)) return x.transpose(np.roll(range(x.ndim), -n))
else: else:
return x.reshape((1,)*-n+x.shape) return x.reshape((1,) * -n + x.shape)
def test_dctn(): def test_dctn():
a = np.arange(12) #.reshape((3,-1)) a = np.arange(12) # .reshape((3,-1))
print('a = ', a) print('a = ', a)
print(' ') print(' ')
y = dct(a) y = dct(a)
@ -639,11 +651,12 @@ def test_dctn():
# print(xn1) # print(xn1)
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
if __name__ == '__main__': if __name__ == '__main__':
test_docstrings() test_docstrings()
#test_dctn() # test_dctn()

@ -20,6 +20,8 @@ or
""" """
def wave_amplitudes(): def wave_amplitudes():
r""" r"""
Wave amplitudes and heights definitions and nomenclature Wave amplitudes and heights definitions and nomenclature
@ -55,6 +57,7 @@ def wave_amplitudes():
""" """
print(wave_amplitudes.__doc__) print(wave_amplitudes.__doc__)
def crossings(): def crossings():
r""" r"""
Level v crossing definitions and nomenclature Level v crossing definitions and nomenclature
@ -99,6 +102,7 @@ def crossings():
""" """
print(crossings.__doc__) print(crossings.__doc__)
def cycle_pairs(): def cycle_pairs():
r""" r"""
Cycle pairs definitions and numenclature Cycle pairs definitions and numenclature
@ -116,6 +120,7 @@ def cycle_pairs():
""" """
print(cycle_pairs.__doc__) print(cycle_pairs.__doc__)
def wave_periods(): def wave_periods():
r""" r"""
Wave periods (lengths) definitions and nomenclature Wave periods (lengths) definitions and nomenclature
@ -203,6 +208,8 @@ def wave_periods():
turning_points turning_points
""" """
print(wave_periods.__doc__) print(wave_periods.__doc__)
def turning_points(): def turning_points():
r""" r"""
Turning points definitions and numenclature Turning points definitions and numenclature
@ -238,6 +245,8 @@ def turning_points():
""" """
print(turning_points.__doc__) print(turning_points.__doc__)
def waves(): def waves():
r""" r"""
Wave definitions and nomenclature Wave definitions and nomenclature

@ -1,17 +1,18 @@
from pylab import subplot, plot, title, savefig, figure, arange, sin, random #@UnresolvedImport # @UnresolvedImport
from pylab import subplot, plot, title, savefig, figure, arange, sin, random
from sg_filter import calc_coeff, smooth from sg_filter import calc_coeff, smooth
figure(figsize=(7,12)) figure(figsize=(7, 12))
# generate chirp signal # generate chirp signal
tvec = arange(0, 6.28, .02) tvec = arange(0, 6.28, .02)
signal = sin(tvec*(2.0+tvec)) signal = sin(tvec * (2.0 + tvec))
# add noise to signal # add noise to signal
noise = random.normal(size=signal.shape) noise = random.normal(size=signal.shape)
signal += (2000.+.15 * noise) signal += (2000. + .15 * noise)
# plot signal # plot signal
subplot(311) subplot(311)
@ -36,8 +37,3 @@ title('smoothed derivative of signal')
# show plot # show plot
savefig("savitzky.png") savefig("savitzky.png")

@ -4,10 +4,10 @@ Created on 20. jan. 2011
@author: pab @author: pab
''' '''
import numpy as np import numpy as np
from numpy import exp from numpy import exp, meshgrid
from wafo.misc import meshgrid
__all__ = ['peaks', 'humps', 'magic'] __all__ = ['peaks', 'humps', 'magic']
def magic(n): def magic(n):
''' '''
Return magic square for n of any orders > 2. Return magic square for n of any orders > 2.
@ -36,49 +36,51 @@ def magic(n):
[30, 5, 34, 12, 14, 16], [30, 5, 34, 12, 14, 16],
[ 4, 36, 29, 13, 18, 11]]) [ 4, 36, 29, 13, 18, 11]])
''' '''
if (n<3): if (n < 3):
raise ValueError('n must be greater than 2.') raise ValueError('n must be greater than 2.')
if np.mod(n,2)==1: # odd order if np.mod(n, 2) == 1: # odd order
ix = np.arange(n) + 1 ix = np.arange(n) + 1
J, I = np.meshgrid(ix, ix) J, I = np.meshgrid(ix, ix)
A = np.mod(I + J - (n + 3) / 2, n) A = np.mod(I + J - (n + 3) / 2, n)
B = np.mod(I + 2 * J - 2, n) B = np.mod(I + 2 * J - 2, n)
M = n * A + B + 1 M = n * A + B + 1
elif np.mod(n,4)==0: # doubly even order elif np.mod(n, 4) == 0: # doubly even order
M = np.arange(1,n*n+1).reshape(n,n) M = np.arange(1, n * n + 1).reshape(n, n)
ix = np.mod(np.arange(n) + 1,4)//2 ix = np.mod(np.arange(n) + 1, 4) // 2
J, I = np.meshgrid(ix, ix) J, I = np.meshgrid(ix, ix)
iz = np.flatnonzero(I==J) iz = np.flatnonzero(I == J)
M.put(iz, n*n+1-M.flat[iz]) M.put(iz, n * n + 1 - M.flat[iz])
else: # singly even order else: # singly even order
p = n//2 p = n // 2
M0 = magic(p) M0 = magic(p)
M = np.hstack((np.vstack((M0, M0+3*p*p)),np.vstack((M0+2*p*p, M0+p*p)))) M = np.hstack((np.vstack((M0, M0 + 3 * p * p)),
np.vstack((M0 + 2 * p * p, M0 + p * p))))
if n>2: if n > 2:
k = (n-2)//4 k = (n - 2) // 4
Jvec = np.hstack((np.arange(k), np.arange(n-k+1, n))) Jvec = np.hstack((np.arange(k), np.arange(n - k + 1, n)))
for i in range(p): for i in range(p):
for j in Jvec: for j in Jvec:
temp = M[i][j] temp = M[i][j]
M[i][j]=M[i+p][j] M[i][j] = M[i + p][j]
M[i+p][j] = temp M[i + p][j] = temp
i=k i = k
j=0 j = 0
temp = M[i][j]; temp = M[i][j]
M[i][j] = M[i+p][j] M[i][j] = M[i + p][j]
M[i+p][j] = temp; M[i + p][j] = temp
j=i j = i
temp=M[i+p][j] temp = M[i + p][j]
M[i+p][j]=M[i][j] M[i + p][j] = M[i][j]
M[i][j]=temp M[i][j] = temp
return M return M
def peaks(x=None, y=None, n=51): def peaks(x=None, y=None, n=51):
''' '''
Return the "well" known MatLab (R) peaks function Return the "well" known MatLab (R) peaks function
@ -105,6 +107,7 @@ def peaks(x=None, y=None, n=51):
return x1, y1, z return x1, y1, z
def humps(x=None): def humps(x=None):
''' '''
Computes a function that has three roots, and some humps. Computes a function that has three roots, and some humps.
@ -122,11 +125,14 @@ def humps(x=None):
else: else:
y = np.asarray(x) y = np.asarray(x)
return 1.0 / ((y - 0.3) ** 2 + 0.01) + 1.0 / ((y - 0.9) ** 2 + 0.04) + 2 * y - 5.2 return 1.0 / ((y - 0.3) ** 2 + 0.01) + 1.0 / ((y - 0.9) ** 2 + 0.04) + \
2 * y - 5.2
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
if __name__ == '__main__': if __name__ == '__main__':
test_docstrings() test_docstrings()

@ -10,16 +10,18 @@ import warnings
import numpy as np import numpy as np
from wafo.plotbackend import plotbackend from wafo.plotbackend import plotbackend
from matplotlib import mlab from matplotlib import mlab
__all__ = ['cltext', 'epcolor', 'tallibing', 'test_docstrings'] __all__ = ['cltext', 'tallibing', 'test_docstrings']
_TALLIBING_GID = 'TALLIBING' _TALLIBING_GID = 'TALLIBING'
_CLTEXT_GID = 'CLTEXT' _CLTEXT_GID = 'CLTEXT'
def _matchfun(x, gidtxt): def _matchfun(x, gidtxt):
if hasattr(x, 'get_gid'): if hasattr(x, 'get_gid'):
return x.get_gid() == gidtxt return x.get_gid() == gidtxt
return False return False
def delete_text_object(gidtxt, figure=None, axis=None, verbose=False): def delete_text_object(gidtxt, figure=None, axis=None, verbose=False):
''' '''
Delete all text objects matching the gidtxt if it exists Delete all text objects matching the gidtxt if it exists
@ -37,23 +39,27 @@ def delete_text_object(gidtxt, figure=None, axis=None, verbose=False):
figure = plotbackend.gcf() figure = plotbackend.gcf()
if axis is None: if axis is None:
axis = figure.gca() axis = figure.gca()
lmatchfun = lambda x : _matchfun(x, gidtxt) lmatchfun = lambda x: _matchfun(x, gidtxt)
objs = axis.findobj(lmatchfun) objs = axis.findobj(lmatchfun)
for obj in objs: for obj in objs:
try: try:
axis.texts.remove(obj) axis.texts.remove(obj)
except: except:
if verbose: if verbose:
warnings.warn('Tried to delete a non-existing %s from axis' % gidtxt) warnings.warn(
'Tried to delete a non-existing %s from axis' % gidtxt)
objs = figure.findobj(lmatchfun) objs = figure.findobj(lmatchfun)
for obj in objs: for obj in objs:
try: try:
figure.texts.remove(obj) figure.texts.remove(obj)
except: except:
if verbose: if verbose:
warnings.warn('Tried to delete a non-existing %s from figure' % gidtxt) warnings.warn(
'Tried to delete a non-existing %s from figure' % gidtxt)
def cltext(levels, percent=False, n=4, xs=0.036, ys=0.94, zs=0, figure=None, axis=None):
def cltext(levels, percent=False, n=4, xs=0.036, ys=0.94, zs=0, figure=None,
axis=None):
''' '''
Places contour level text in the current window Places contour level text in the current window
@ -102,7 +108,8 @@ def cltext(levels, percent=False, n=4, xs=0.036, ys=0.94, zs=0, figure=None, axi
>>> h = wg.cltext(h.levels) >>> h = wg.cltext(h.levels)
>>> plt.show() >>> plt.show()
''' '''
# TODO : Make it work like legend does (but without the box): include position options etc... # TODO : Make it work like legend does (but without the box): include
# position options etc...
if figure is None: if figure is None:
figure = plotbackend.gcf() figure = plotbackend.gcf()
if axis is None: if axis is None:
@ -110,7 +117,6 @@ def cltext(levels, percent=False, n=4, xs=0.036, ys=0.94, zs=0, figure=None, axi
clevels = np.atleast_1d(levels) clevels = np.atleast_1d(levels)
axpos = axis.get_position() axpos = axis.get_position()
xint = axpos.intervalx xint = axpos.intervalx
yint = axpos.intervaly yint = axpos.intervaly
@ -125,20 +131,20 @@ def cltext(levels, percent=False, n=4, xs=0.036, ys=0.94, zs=0, figure=None, axi
delta_y = charHeight delta_y = charHeight
if percent: if percent:
titletxt = 'Level curves enclosing:'; titletxt = 'Level curves enclosing:'
else: else:
titletxt = 'Level curves at:'; titletxt = 'Level curves at:'
format_ = '%0.' + ('%d' % n) + 'g\n' format_ = '%0.' + ('%d' % n) + 'g\n'
cltxt = ''.join([format_ % level for level in clevels.tolist()]) cltxt = ''.join([format_ % level for level in clevels.tolist()])
titleProp = dict(gid=_CLTEXT_GID, horizontalalignment='left', titleProp = dict(gid=_CLTEXT_GID, horizontalalignment='left',
verticalalignment='center', fontweight='bold', axes=axis) # verticalalignment='center', fontweight='bold', axes=axis)
ha1 = figure.text(xss, yss, titletxt, **titleProp) ha1 = figure.text(xss, yss, titletxt, **titleProp)
yss -= delta_y; yss -= delta_y
txtProp = dict(gid=_CLTEXT_GID, horizontalalignment='left', txtProp = dict(gid=_CLTEXT_GID, horizontalalignment='left',
verticalalignment='top', axes=axis) verticalalignment='top', axes=axis)
@ -146,18 +152,31 @@ def cltext(levels, percent=False, n=4, xs=0.036, ys=0.94, zs=0, figure=None, axi
plotbackend.draw_if_interactive() plotbackend.draw_if_interactive()
return ha1, ha2 return ha1, ha2
def tallibing(x, y, n, **kwds):
def tallibing(*args, **kwds):
''' '''
TALLIBING Display numbers on field-plot TALLIBING Display numbers on field-plot
CALL h=tallibing(x,y,n,size,color) CALL h=tallibing(x,y,n,size,color)
x,y = position matrices Parameters
n = the corresponding matrix of the values to be written ----------
x, y : array
position matrices
n : array
corresponding matrix of the values to be written
(non-integers are rounded) (non-integers are rounded)
size = font size (optional) (default=8) mid_points : bool (default True)
color = color of text (optional) (default='white') data-point-positions are in the middle of bins instead of the corners
h = column-vector of handles to TEXT objects size : int, (default=8)
font size (optional)
color : str, (default='white')
color of text (optional)
Returns
-------
h : list
handles to TEXT objects
TALLIBING writes the numbers in a 2D array as text at the positions TALLIBING writes the numbers in a 2D array as text at the positions
given by the x and y coordinate matrices. given by the x and y coordinate matrices.
@ -169,114 +188,80 @@ def tallibing(x, y, n, **kwds):
>>> import wafo.graphutil as wg >>> import wafo.graphutil as wg
>>> import wafo.demos as wd >>> import wafo.demos as wd
>>> [x,y,z] = wd.peaks(n=20) >>> [x,y,z] = wd.peaks(n=20)
>>> h0 = wg.epcolor(x,y,z) >>> h0 = wg.pcolor(x,y,z)
>>> h1 = wg.tallibing(x,y,z) >>> h1 = wg.tallibing(x,y,z)
pcolor(x,y,z); shading interp;
See also See also
-------- --------
text text
''' '''
axis = kwds.pop('axis',None) axis = kwds.pop('axis', None)
if axis is None: if axis is None:
axis = plotbackend.gca() axis = plotbackend.gca()
x, y, n = np.atleast_1d(x, y, n) x, y, n = _parse_data(*args, **kwds)
if mlab.isvector(x) or mlab.isvector(y): if mlab.isvector(x) or mlab.isvector(y):
x, y = np.meshgrid(x,y) x, y = np.meshgrid(x, y)
x = x.ravel()
y = y.ravel()
n = n.ravel()
n = np.round(n) n = np.round(n)
# delete tallibing object if it exists # delete tallibing object if it exists
delete_text_object(_TALLIBING_GID, axis=axis) delete_text_object(_TALLIBING_GID, axis=axis)
txtProp = dict(gid=_TALLIBING_GID, size=8, color='w', horizontalalignment='center', txtProp = dict(gid=_TALLIBING_GID, size=8, color='w',
horizontalalignment='center',
verticalalignment='center', fontweight='demi', axes=axis) verticalalignment='center', fontweight='demi', axes=axis)
txtProp.update(**kwds) txtProp.update(**kwds)
h = [] h = []
for xi,yi, ni in zip(x,y,n): for xi, yi, ni in zip(x.ravel(), y.ravel(), n.ravel()):
if ni: if ni:
h.append(axis.text(xi, yi, str(ni), **txtProp)) h.append(axis.text(xi, yi, str(ni), **txtProp))
plotbackend.draw_if_interactive() plotbackend.draw_if_interactive()
return h return h
def epcolor(*args, **kwds):
'''
Pseudocolor (checkerboard) plot with mid-bin positioning.
h = epcolor(x,y,data)
[x,y]= the axes corresponding to the data-positions. Vectors or
matrices. If omitted, giving only data-matrix as inargument, the
matrix-indices are used as axes.
data = data-matrix
EPCOLOR make a checkerboard plot where the data-point-positions are in
the middle of the bins instead of in the corners, and the last column
and row of data are used.
Example:
>>> import wafo.demos as wd
>>> import wafo.graphutil as wg
>>> x, y, z = wd.peaks(n=20)
>>> h = wg.epcolor(x,y,z)
See also
--------
pylab.pcolor
'''
axis = kwds.pop('axis',None)
if axis is None:
axis = plotbackend.gca()
midbin = kwds.pop('midbin', True)
if not midbin:
ret = axis.pcolor(*args,**kwds)
plotbackend.draw_if_interactive()
return ret
def _parse_data(*args, **kwds):
nargin = len(args) nargin = len(args)
data = np.atleast_2d(args[-1]).copy() data = np.atleast_2d(args[-1]).copy()
M, N = data.shape M, N = data.shape
if nargin==1: if nargin == 1:
x = np.arange(N) x = np.arange(N)
y = np.arange(M) y = np.arange(M)
elif nargin==3: elif nargin == 3:
x, y = np.atleast_1d(*args[:-1]) x, y = np.atleast_1d(*args[:-1])
if min(x.shape)!=1: if min(x.shape) != 1:
x = x[0] x = x[0]
if min(y.shape)!=1: if min(y.shape) != 1:
y = y[:,0] y = y[:, 0]
else: else:
raise ValueError('pcolor takes 3 or 1 inarguments! (x,y,data) or (data)') raise ValueError(
'Requires 3 or 1 in arguments! (x,y,data) or (data)')
if kwds.pop('mid_point', True):
xx = _find_mid_points(x)
yy = _find_mid_points(y)
return xx, yy, data
return x, y, data
xx = _findbins(x) pcolor = plotbackend.pcolor
yy = _findbins(y) pcolormesh = plotbackend.pcolormesh
ret = axis.pcolor(xx, yy, data, **kwds)
plotbackend.draw_if_interactive()
return ret
def _findbins(x): def _find_mid_points(x):
''' Return points half way between all values of X _and_ outside the ''' Return points half way between all values of X and outside the
endpoints. The outer limits have same distance from X's endpoints as endpoints. The outer limits have same distance from X's endpoints as
the limits just inside. the limits just inside.
''' '''
dx = np.diff(x) * 0.5 dx = np.diff(x) * 0.5
dx = np.hstack((dx, dx[-1])) dx = np.hstack((dx, dx[-1]))
return np.hstack((x[0] - dx[0], x + dx)) return x + dx
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
if __name__ == '__main__': if __name__ == '__main__':
test_docstrings() test_docstrings()

@ -1,9 +1,10 @@
""" """
WAFO WAFO
==== ====
WAFO is a toolbox Python routines for statistical analysis and simulation of random waves and random loads. WAFO is a toolbox Python routines for statistical analysis and simulation of
WAFO is freely redistributable software, see WAFO licence, cf. the GNU General Public License (GPL) and random waves and random loads.
contain tools for: WAFO is freely redistributable software, see WAFO licence, cf. the
GNU General Public License (GPL) and contain tools for:
Fatigue Analysis Fatigue Analysis
---------------- ----------------
@ -22,7 +23,8 @@ Statistics
-Kernel density estimation -Kernel density estimation
-Hidden markov models -Hidden markov models
WAFO consists of several subpackages and classes with short descriptions below. WAFO consists of several subpackages and classes with short descriptions given
below.
Classes: Classes:
TimeSeries - Data analysis of time series. Example: extraction of TimeSeries - Data analysis of time series. Example: extraction of
@ -35,7 +37,6 @@ Statistics
Ex: common spectra implemented, directional spectra, Ex: common spectra implemented, directional spectra,
bandwidth measures, exact distributions for wave characteristics. bandwidth measures, exact distributions for wave characteristics.
CyclePairs - Cycle counting, discretization, and crossings, calculation of CyclePairs - Cycle counting, discretization, and crossings, calculation of
damage. Simulation of discrete Markov chains, switching Markov damage. Simulation of discrete Markov chains, switching Markov
chains, harmonic oscillator. Ex: Rainflow cycles and matrix, chains, harmonic oscillator. Ex: Rainflow cycles and matrix,

@ -1428,8 +1428,8 @@ def qdemo(f, a, b):
formats = ['%4.0f, ', ] + ['%10.10f, ', ] * 6 formats = ['%4.0f, ', ] + ['%10.10f, ', ] * 6
formats[-1] = formats[-1].split(',')[0] formats[-1] = formats[-1].split(',')[0]
data = np.vstack((neval, qt, et, qs, es, qb, eb)).T data = np.vstack((neval, qt, et, qs, es, qb, eb)).T
print(' ftn Trapezoid Simpson''s Boole''s') print(' ftn Trapezoid Simpson''s Boole''s') # @IgnorePep8
print('evals approx error approx error approx error') print('evals approx error approx error approx error') # @IgnorePep8
for k in xrange(kmax): for k in xrange(kmax):
tmp = data[k].tolist() tmp = data[k].tolist()
@ -1437,8 +1437,8 @@ def qdemo(f, a, b):
# display results # display results
data = np.vstack((neval, qc, ec, qc2, ec2, qg, eg)).T data = np.vstack((neval, qc, ec, qc2, ec2, qg, eg)).T
print(' ftn Clenshaw Chebychev Gauss-L') print(' ftn Clenshaw Chebychev Gauss-L') # @IgnorePep8
print('evals approx error approx error approx error') print('evals approx error approx error approx error') # @IgnorePep8
for k in xrange(kmax): for k in xrange(kmax):
tmp = data[k].tolist() tmp = data[k].tolist()
print(''.join(fi % t for fi, t in zip(formats, tmp))) print(''.join(fi % t for fi, t in zip(formats, tmp)))
@ -1447,7 +1447,7 @@ def qdemo(f, a, b):
plt.xlabel('number of function evaluations') plt.xlabel('number of function evaluations')
plt.ylabel('error') plt.ylabel('error')
plt.legend( plt.legend(
('Trapezoid', 'Simpsons', 'Booles', 'Clenshaw', 'Chebychev', 'Gauss-L')) ('Trapezoid', 'Simpsons', 'Booles', 'Clenshaw', 'Chebychev', 'Gauss-L')) # @IgnorePep8
# ec3' # ec3'

@ -12,9 +12,9 @@
from __future__ import division from __future__ import division
import numpy as np import numpy as np
import scipy.signal import scipy.signal
import scipy.special as spec #import scipy.special as spec
import scipy.sparse as sp
import scipy.sparse.linalg # @UnusedImport import scipy.sparse.linalg # @UnusedImport
import scipy.sparse as sparse
from numpy.ma.core import ones, zeros, prod, sin from numpy.ma.core import ones, zeros, prod, sin
from numpy import diff, pi, inf # @UnresolvedImport from numpy import diff, pi, inf # @UnresolvedImport
from numpy.lib.shape_base import vstack from numpy.lib.shape_base import vstack
@ -546,7 +546,7 @@ class SmoothSpline(PPform):
else: else:
dx1 = 1. / dx dx1 = 1. / dx
D = sp.spdiags(var * ones(n), 0, n, n) # The variance D = sparse.spdiags(var * ones(n), 0, n, n) # The variance
u, p = self._compute_u(p, D, dydx, dx, dx1, n) u, p = self._compute_u(p, D, dydx, dx, dx1, n)
dx1.shape = (n - 1, -1) dx1.shape = (n - 1, -1)
@ -590,10 +590,10 @@ class SmoothSpline(PPform):
def _compute_u(self, p, D, dydx, dx, dx1, n): def _compute_u(self, p, D, dydx, dx, dx1, n):
if p is None or p != 0: if p is None or p != 0:
data = [dx[1:n - 1], 2 * (dx[:n - 2] + dx[1:n - 1]), dx[:n - 2]] data = [dx[1:n - 1], 2 * (dx[:n - 2] + dx[1:n - 1]), dx[:n - 2]]
R = sp.spdiags(data, [-1, 0, 1], n - 2, n - 2) R = sparse.spdiags(data, [-1, 0, 1], n - 2, n - 2)
if p is None or p < 1: if p is None or p < 1:
Q = sp.spdiags( Q = sparse.spdiags(
[dx1[:n - 2], -(dx1[:n - 2] + dx1[1:n - 1]), dx1[1:n - 1]], [dx1[:n - 2], -(dx1[:n - 2] + dx1[1:n - 1]), dx1[1:n - 1]],
[0, -1, -2], n, n - 2) [0, -1, -2], n, n - 2)
QDQ = (Q.T * D * Q) QDQ = (Q.T * D * Q)
@ -612,8 +612,8 @@ class SmoothSpline(PPform):
# Make sure it uses symmetric matrix solver # Make sure it uses symmetric matrix solver
ddydx = diff(dydx, axis=0) ddydx = diff(dydx, axis=0)
sp.linalg.use_solver(useUmfpack=True) #sp.linalg.use_solver(useUmfpack=True)
u = 2 * sp.linalg.spsolve((QQ + QQ.T), ddydx) u = 2 * sparse.linalg.spsolve((QQ + QQ.T), ddydx) # @UndefinedVariable
return u.reshape(n - 2, -1), p return u.reshape(n - 2, -1), p
@ -923,7 +923,7 @@ class StinemanInterp(object):
''' '''
def __init__(self, x, y, yp=None, method='parabola', monotone=False): def __init__(self, x, y, yp=None, method='parabola', monotone=False):
if yp is None: if yp is None:
yp = slopes(x, y, method, monotone) yp = slopes(x, y, method, monotone=monotone)
self.x = np.asarray(x, np.float_) self.x = np.asarray(x, np.float_)
self.y = np.asarray(y, np.float_) self.y = np.asarray(y, np.float_)
self.yp = np.asarray(yp, np.float_) self.yp = np.asarray(yp, np.float_)
@ -1058,7 +1058,8 @@ class Pchip(PiecewisePolynomial):
>>> h=plt.xlabel("X") >>> h=plt.xlabel("X")
>>> h=plt.ylabel("Y") >>> h=plt.ylabel("Y")
>>> h=plt.title("Comparing pypchip() vs. Scipy interp1d() vs. non-monotonic CHS") >>> txt = "Comparing pypchip() vs. Scipy interp1d() vs. non-monotonic CHS"
>>> h=plt.title(txt)
>>> legends = ["Data", "pypchip()", "interp1d","CHS", 'SI'] >>> legends = ["Data", "pypchip()", "interp1d","CHS", 'SI']
>>> h=plt.legend(legends, loc="upper left") >>> h=plt.legend(legends, loc="upper left")
>>> plt.show() >>> plt.show()
@ -1210,10 +1211,10 @@ def test_func():
_tck1, _u = interpolate.splprep([t, y], s=0) # @UndefinedVariable _tck1, _u = interpolate.splprep([t, y], s=0) # @UndefinedVariable
tck2 = interpolate.splrep(t, y, s=len(t), task=0) # @UndefinedVariable tck2 = interpolate.splrep(t, y, s=len(t), task=0) # @UndefinedVariable
# interpolate.spl # interpolate.spl
tck = interpolate.splmake(t, y, order=3, kind='smoothest', conds=None) # @UndefinedVariable tck = interpolate.splmake(t, y, order=3, kind='smoothest', conds=None)
self = interpolate.ppform.fromspline(*tck2) # @UndefinedVariable self = interpolate.ppform.fromspline(*tck2) # @UndefinedVariable
plt.plot(t, self(t)) plt.plot(t, self(t))
plt.show() plt.show('hold')
pass pass
@ -1238,12 +1239,13 @@ def test_pp():
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
if __name__ == '__main__': if __name__ == '__main__':
test_func() #test_func()
# test_doctstrings() # test_doctstrings()
# test_smoothing_spline() # test_smoothing_spline()
# compare_methods() #compare_methods()
#demo_monoticity() demo_monoticity()

@ -21,7 +21,7 @@ from scipy.ndimage.morphology import distance_transform_edt
from numpy import pi, sqrt, atleast_2d, exp, newaxis # @UnresolvedImport from numpy import pi, sqrt, atleast_2d, exp, newaxis # @UnresolvedImport
from wafo.misc import meshgrid, nextpow2, tranproc # , trangood from wafo.misc import meshgrid, nextpow2, tranproc # , trangood
from wafo.wafodata import PlotData from wafo.containers import PlotData
from wafo.dctpack import dct, dctn, idctn from wafo.dctpack import dct, dctn, idctn
from wafo.plotbackend import plotbackend as plt from wafo.plotbackend import plotbackend as plt
try: try:
@ -3984,7 +3984,8 @@ def kreg_demo3(x, y, fun1, hs=None, fun='hisj', plotlog=False):
eerr = np.abs((yiii - fiii)).std() + 0.5 * (df[:-1] * df[1:] < 0).sum() / n eerr = np.abs((yiii - fiii)).std() + 0.5 * (df[:-1] * df[1:] < 0).sum() / n
err = (fiii - fit).std() err = (fiii - fit).std()
f = kreg( f = kreg(
xiii, output='plotobj', title='%s err=%1.3f,eerr=%1.3f, n=%d, hs=%1.3f, hs1=%1.3f, hs2=%1.3f' % xiii, output='plotobj',
title='%s err=%1.3f,eerr=%1.3f, n=%d, hs=%1.3f, hs1=%1.3f, hs2=%1.3f' %
(fun, err, eerr, n, hs, hs1, hs2), plotflag=1) (fun, err, eerr, n, hs, hs1, hs2), plotflag=1)
#yi[yi==0] = 1.0/(c[c!=0].min()+4) #yi[yi==0] = 1.0/(c[c!=0].min()+4)
@ -4051,8 +4052,8 @@ def kreg_demo3(x, y, fun1, hs=None, fun='hisj', plotlog=False):
# Wilson score # Wilson score
den = 1 + (z0 ** 2. / ciii) den = 1 + (z0 ** 2. / ciii)
xc = (pi1 + (z0 ** 2) / (2 * ciii)) / den xc = (pi1 + (z0 ** 2) / (2 * ciii)) / den
halfwidth = ( halfwidth = (z0 * sqrt((pi1 * (1 - pi1) / ciii) +
z0 * sqrt((pi1 * (1 - pi1) / ciii) + (z0 ** 2 / (4 * (ciii ** 2))))) / den (z0 ** 2 / (4 * (ciii ** 2))))) / den
plo = (xc - halfwidth).clip(min=0) # wilson score plo = (xc - halfwidth).clip(min=0) # wilson score
pup = (xc + halfwidth).clip(max=1.0) # wilson score 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 # pup = (pi + z0*np.sqrt(pi*(1-pi)/ciii)).clip(min=0,max=1) # dont use
@ -4061,14 +4062,18 @@ def kreg_demo3(x, y, fun1, hs=None, fun='hisj', plotlog=False):
#mi = kreg.eval_grid(x) #mi = kreg.eval_grid(x)
#sigma = (stineman_interp(x, xiii, pup)-stineman_interp(x, xiii, plo))/4 #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((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() #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 k = (df[:-1] * df[1:] < 0).sum() # numpeaks
sigmai = (pup - plo) sigmai = (pup - plo)
aic = (((yiii - fiii) / sigmai) ** 2).sum() + 2 * k * (k + 1) / np.maximum(ni - k + 1, 1) + \ 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() 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 = (((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() #aic = averr + ((yiii-pup).clip(min=0)-(yiii-plo).clip(max=0)).sum()
@ -4140,14 +4145,16 @@ def kreg_demo4(x, y, hs, hopt, alpha=0.05):
yi = np.where(c == 0, 0, c0 / c) yi = np.where(c == 0, 0, c0 / c)
f.children = [PlotData( f.children = [PlotData(
[plo, pup], xiii, plotmethod='fill_between', plot_kwds=dict(alpha=0.2, color='r')), [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))] PlotData(yi, xi, plotmethod='scatter', plot_kwds=dict(color='r', s=5))]
yiii = interpolate.interp1d(xi, yi)(xiii) yiii = interpolate.interp1d(xi, yi)(xiii)
df = np.diff(fiii) df = np.diff(fiii)
k = (df[:-1] * df[1:] < 0).sum() # numpeaks k = (df[:-1] * df[1:] < 0).sum() # numpeaks
sigmai = (pup - plo) sigmai = (pup - plo)
aicc = (((yiii - fiii) / sigmai) ** 2).sum() + 2 * k * (k + 1) / np.maximum(ni - k + 1, 1) + \ 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() np.abs((yiii - pup).clip(min=0) - (yiii - plo).clip(max=0)).sum()
f.aicc = aicc f.aicc = aicc
@ -4168,7 +4175,7 @@ def check_kreg_demo3():
for fun in ['hste', ]: for fun in ['hste', ]:
#@UnusedVariable #@UnusedVariable
hsmax, hs1, hs2 = _get_regression_smooting(x, y, fun=fun) hsmax, _hs1, _hs2 = _get_regression_smooting(x, y, fun=fun)
for hi in np.linspace(hsmax * 0.25, hsmax, 9): for hi in np.linspace(hsmax * 0.25, hsmax, 9):
plt.figure(k) plt.figure(k)
k += 1 k += 1
@ -4197,7 +4204,7 @@ def check_kreg_demo4():
hopt = sqrt(hopt1 * hopt2) hopt = sqrt(hopt1 * hopt2)
#hopt = _get_regression_smooting(x,y,fun='hos')[0] #hopt = _get_regression_smooting(x,y,fun='hos')[0]
# , 'hisj', 'hns', 'hstt' @UnusedVariable # , 'hisj', 'hns', 'hstt' @UnusedVariable
for j, fun in enumerate(['hste']): for _j, fun in enumerate(['hste']):
hsmax, _hs1, _hs2 = _get_regression_smooting(x, y, fun=fun) hsmax, _hs1, _hs2 = _get_regression_smooting(x, y, fun=fun)
fmax = kreg_demo4(x, y, hsmax + 0.1, hopt) fmax = kreg_demo4(x, y, hsmax + 0.1, hopt)
@ -4320,10 +4327,12 @@ def empirical_bin_prb(x, y, hopt, color='r'):
else: else:
c0 = np.zeros(xi.shape) c0 = np.zeros(xi.shape)
yi = np.where(c == 0, 0, c0 / c) yi = np.where(c == 0, 0, c0 / c)
return PlotData(yi, xi, plotmethod='scatter', plot_kwds=dict(color=color, s=5)) 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): def smoothed_bin_prb(x, y, hs, hopt, alpha=0.05, color='r', label='',
bin_prb=None):
''' '''
Parameters Parameters
---------- ----------
@ -4379,14 +4388,16 @@ def smoothed_bin_prb(x, y, hs, hopt, alpha=0.05, color='r', label='', bin_prb=No
if label: if label:
f.plot_kwds['label'] = label f.plot_kwds['label'] = label
f.children = [PlotData( f.children = [PlotData(
[plo, pup], xiii, plotmethod='fill_between', plot_kwds=dict(alpha=0.2, color=color)), [plo, pup], xiii, plotmethod='fill_between',
plot_kwds=dict(alpha=0.2, color=color)),
bin_prb] bin_prb]
yiii = interpolate.interp1d(xi, yi)(xiii) yiii = interpolate.interp1d(xi, yi)(xiii)
df = np.diff(fiii) df = np.diff(fiii)
k = (df[:-1] * df[1:] < 0).sum() # numpeaks k = (df[:-1] * df[1:] < 0).sum() # numpeaks
sigmai = (pup - plo) sigmai = (pup - plo)
aicc = (((yiii - fiii) / sigmai) ** 2).sum() + 2 * k * (k + 1) / np.maximum(ni - k + 1, 1) + \ 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() np.abs((yiii - pup).clip(min=0) - (yiii - plo).clip(max=0)).sum()
f.aicc = aicc f.aicc = aicc
@ -4408,17 +4419,15 @@ def regressionbin(x, y, alpha=0.05, color='r', label=''):
y : arraylike y : arraylike
of 0 and 1 of 0 and 1
''' '''
# @UnusedVariable
hopt1, h1, h2 = _get_regression_smooting(x, y, fun='hos') hopt1, _h1, _h2 = _get_regression_smooting(x, y, fun='hos')
# @UnusedVariable hopt2, _h1, _h2 = _get_regression_smooting(x, y, fun='hste')
hopt2, h1, h2 = _get_regression_smooting(x, y, fun='hste')
hopt = sqrt(hopt1 * hopt2) hopt = sqrt(hopt1 * hopt2)
fbest = smoothed_bin_prb(x, y, hopt2 + 0.1, hopt, alpha, color, label) fbest = smoothed_bin_prb(x, y, hopt2 + 0.1, hopt, alpha, color, label)
bin_prb = fbest.children[-1] bin_prb = fbest.children[-1]
for fun in ['hste']: # , 'hisj', 'hns', 'hstt' for fun in ['hste']: # , 'hisj', 'hns', 'hstt'
#@UnusedVariable hsmax, _hs1, _hs2 = _get_regression_smooting(x, y, fun=fun)
hsmax, hs1, hs2 = _get_regression_smooting(x, y, fun=fun)
for hi in np.linspace(hsmax * 0.1, hsmax, 55): for hi in np.linspace(hsmax * 0.1, hsmax, 55):
f = smoothed_bin_prb(x, y, hi, hopt, alpha, color, label, bin_prb) f = smoothed_bin_prb(x, y, hi, hopt, alpha, color, label, bin_prb)
if f.aicc <= fbest.aicc: if f.aicc <= fbest.aicc:
@ -4479,8 +4488,8 @@ def kde_gauss_demo(n=50):
print(fmax / f2.data.max()) print(fmax / f2.data.max())
format_ = ''.join(('%g, ') * d) format_ = ''.join(('%g, ') * d)
format_ = 'hs0=%s hs1=%s hs2=%s' % (format_, format_, format_) format_ = 'hs0=%s hs1=%s hs2=%s' % (format_, format_, format_)
print( print(format_ % tuple(kde0.hs.tolist() +
format_ % tuple(kde0.hs.tolist() + kde1.tkde.hs.tolist() + kde2.hs.tolist())) kde1.tkde.hs.tolist() + kde2.hs.tolist()))
print('inc0 = %d, inc1 = %d, inc2 = %d' % (kde0.inc, kde1.inc, kde2.inc)) print('inc0 = %d, inc1 = %d, inc2 = %d' % (kde0.inc, kde1.inc, kde2.inc))

@ -1,136 +0,0 @@
import numpy as np
def meshgrid(*xi, **kwargs):
"""
Return coordinate matrices from one or more coordinate vectors.
Make N-D coordinate arrays for vectorized evaluations of
N-D scalar/vector fields over N-D grids, given
one-dimensional coordinate arrays x1, x2,..., xn.
Parameters
----------
x1, x2,..., xn : array_like
1-D arrays representing the coordinates of a grid.
indexing : 'xy' or 'ij' (optional)
cartesian ('xy', default) or matrix ('ij') indexing of output
sparse : True or False (default) (optional)
If True a sparse grid is returned in order to conserve memory.
copy : True (default) or False (optional)
If False a view into the original arrays are returned in order to
conserve memory. Please note that sparse=False, copy=False will likely
return non-contiguous arrays. Furthermore, more than one element of a
broadcasted array may refer to a single memory location. If you
need to write to the arrays, make copies first.
Returns
-------
X1, X2,..., XN : ndarray
For vectors `x1`, `x2`,..., 'xn' with lengths ``Ni=len(xi)`` ,
return ``(N1, N2, N3,...Nn)`` shaped arrays if indexing='ij'
or ``(N2, N1, N3,...Nn)`` shaped arrays if indexing='xy'
with the elements of `xi` repeated to fill the matrix along
the first dimension for `x1`, the second for `x2` and so on.
Notes
-----
This function supports both indexing conventions through the indexing
keyword argument. Giving the string 'ij' returns a meshgrid with matrix
indexing, while 'xy' returns a meshgrid with Cartesian indexing. The
difference is illustrated by the following code snippet:
xv, yv = meshgrid(x, y, sparse=False, indexing='ij')
for i in range(nx):
for j in range(ny):
# treat xv[i,j], yv[i,j]
xv, yv = meshgrid(x, y, sparse=False, indexing='xy')
for i in range(nx):
for j in range(ny):
# treat xv[j,i], yv[j,i]
See Also
--------
index_tricks.mgrid : Construct a multi-dimensional "meshgrid"
using indexing notation.
index_tricks.ogrid : Construct an open multi-dimensional "meshgrid"
using indexing notation.
Examples
--------
>>> nx, ny = (3, 2)
>>> x = np.linspace(0, 1, nx)
>>> y = np.linspace(0, 1, ny)
>>> xv, yv = meshgrid(x, y)
>>> xv
array([[ 0. , 0.5, 1. ],
[ 0. , 0.5, 1. ]])
>>> yv
array([[ 0., 0., 0.],
[ 1., 1., 1.]])
>>> xv, yv = meshgrid(x, y, sparse=True) # make sparse output arrays
>>> xv
array([[ 0. , 0.5, 1. ]])
>>> yv
array([[ 0.],
[ 1.]])
`meshgrid` is very useful to evaluate functions on a grid.
>>> x = np.arange(-5, 5, 0.1)
>>> y = np.arange(-5, 5, 0.1)
>>> xx, yy = meshgrid(x, y, sparse=True)
>>> z = np.sin(xx**2+yy**2)/(xx**2+yy**2)
>>> import matplotlib.pyplot as plt
>>> h = plt.contourf(x,y,z)
"""
copy_ = kwargs.get('copy', True)
args = np.atleast_1d(*xi)
ndim = len(args)
if not isinstance(args, list) or ndim < 2:
raise TypeError(
'meshgrid() takes 2 or more arguments (%d given)' % int(ndim > 0))
sparse = kwargs.get('sparse', False)
indexing = kwargs.get('indexing', 'xy')
s0 = (1,) * ndim
output = [x.reshape(s0[:i] + (-1,) + s0[i + 1::])
for i, x in enumerate(args)]
shape = [x.size for x in output]
if indexing == 'xy':
# switch first and second axis
output[0].shape = (1, -1) + (1,) * (ndim - 2)
output[1].shape = (-1, 1) + (1,) * (ndim - 2)
shape[0], shape[1] = shape[1], shape[0]
if sparse:
if copy_:
return [x.copy() for x in output]
else:
return output
else:
# Return the full N-D matrix (not only the 1-D vector)
if copy_:
mult_fact = np.ones(shape, dtype=int)
return [x * mult_fact for x in output]
else:
return np.broadcast_arrays(*output)
def ndgrid(*args, **kwargs):
"""
Same as calling meshgrid with indexing='ij' (see meshgrid for
documentation).
"""
kwargs['indexing'] = 'ij'
return meshgrid(*args, **kwargs)
if __name__ == '__main__':
import doctest
doctest.testmod()

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@ -2,6 +2,7 @@ from operator import itemgetter as _itemgetter
from keyword import iskeyword as _iskeyword from keyword import iskeyword as _iskeyword
import sys as _sys import sys as _sys
def namedtuple(typename, field_names, verbose=False): def namedtuple(typename, field_names, verbose=False):
"""Returns a new subclass of tuple with named fields. """Returns a new subclass of tuple with named fields.
@ -27,30 +28,39 @@ def namedtuple(typename, field_names, verbose=False):
""" """
# Parse and validate the field names. Validation serves two purposes, # Parse and validate the field names. Validation serves two purposes,
# generating informative error messages and preventing template injection attacks. # generating informative error messages and preventing template injection
# attacks.
if isinstance(field_names, basestring): if isinstance(field_names, basestring):
field_names = field_names.replace(',', ' ').split() # names separated by whitespace and/or commas # names separated by whitespace and/or commas
field_names = field_names.replace(',', ' ').split()
field_names = tuple(field_names) field_names = tuple(field_names)
for name in (typename,) + field_names: for name in (typename,) + field_names:
if not min(c.isalnum() or c=='_' for c in name): if not min(c.isalnum() or c == '_' for c in name):
raise ValueError('Type names and field names can only contain alphanumeric characters and underscores: %r' % name) raise ValueError(
'Type names and field names can only contain alphanumeric ' +
'characters and underscores: %r' % name)
if _iskeyword(name): if _iskeyword(name):
raise ValueError('Type names and field names cannot be a keyword: %r' % name) raise ValueError(
'Type names and field names cannot be a keyword: %r' % name)
if name[0].isdigit(): if name[0].isdigit():
raise ValueError('Type names and field names cannot start with a number: %r' % name) raise ValueError('Type names and field names cannot start ' +
'with a number: %r' % name)
seen_names = set() seen_names = set()
for name in field_names: for name in field_names:
if name.startswith('_'): if name.startswith('_'):
raise ValueError('Field names cannot start with an underscore: %r' % name) raise ValueError(
'Field names cannot start with an underscore: %r' % name)
if name in seen_names: if name in seen_names:
raise ValueError('Encountered duplicate field name: %r' % name) raise ValueError('Encountered duplicate field name: %r' % name)
seen_names.add(name) seen_names.add(name)
# Create and fill-in the class template # Create and fill-in the class template
numfields = len(field_names) numfields = len(field_names)
argtxt = repr(field_names).replace("'", "")[1:-1] # tuple repr without parens or quotes # tuple repr without parens or quotes
argtxt = repr(field_names).replace("'", "")[1:-1]
reprtxt = ', '.join('%s=%%r' % name for name in field_names) reprtxt = ', '.join('%s=%%r' % name for name in field_names)
dicttxt = ', '.join('%r: t[%d]' % (name, pos) for pos, name in enumerate(field_names)) dicttxt = ', '.join('%r: t[%d]' % (name, pos)
for pos, name in enumerate(field_names))
template = '''class %(typename)s(tuple): template = '''class %(typename)s(tuple):
'%(typename)s(%(argtxt)s)' \n '%(typename)s(%(argtxt)s)' \n
__slots__ = () \n __slots__ = () \n
@ -88,19 +98,15 @@ def namedtuple(typename, field_names, verbose=False):
raise SyntaxError(e.message + ':\n' + template) raise SyntaxError(e.message + ':\n' + template)
result = namespace[typename] result = namespace[typename]
# For pickling to work, the __module__ variable needs to be set to the frame # For pickling to work, the __module__ variable needs to be set to the
# where the named tuple is created. Bypass this step in enviroments where # frame where the named tuple is created. Bypass this step in enviroments
# sys._getframe is not defined (Jython for example). # where sys._getframe is not defined (Jython for example).
if hasattr(_sys, '_getframe'): if hasattr(_sys, '_getframe'):
result.__module__ = _sys._getframe(1).f_globals['__name__'] result.__module__ = _sys._getframe(1).f_globals['__name__']
return result return result
if __name__ == '__main__': if __name__ == '__main__':
# verify that instances can be pickled # verify that instances can be pickled
from cPickle import loads, dumps from cPickle import loads, dumps
@ -110,18 +116,24 @@ if __name__ == '__main__':
# test and demonstrate ability to override methods # test and demonstrate ability to override methods
class Point(namedtuple('Point', 'x y')): class Point(namedtuple('Point', 'x y')):
@property @property
def hypot(self): def hypot(self):
return (self.x ** 2 + self.y ** 2) ** 0.5 return (self.x ** 2 + self.y ** 2) ** 0.5
def __str__(self): def __str__(self):
return 'Point: x=%6.3f y=%6.3f hypot=%6.3f' % (self.x, self.y, self.hypot) return 'Point: x=%6.3f y=%6.3f hypot=%6.3f' % (self.x, self.y,
self.hypot)
for p in Point(3,4), Point(14,5), Point(9./7,6): for p in Point(3, 4), Point(14, 5), Point(9. / 7, 6):
print p print p
class Point(namedtuple('Point', 'x y')): class Point(namedtuple('Point', 'x y')):
'Point class with optimized _make() and _replace() without error-checking' '''Point class with optimized _make() and _replace()
without error-checking
'''
_make = classmethod(tuple.__new__) _make = classmethod(tuple.__new__)
def _replace(self, _map=map, **kwds): def _replace(self, _map=map, **kwds):
return self._make(_map(kwds.get, ('x', 'y'), self)) return self._make(_map(kwds.get, ('x', 'y'), self))

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@ -7,7 +7,7 @@ if False:
try: try:
from scitools import easyviz as plotbackend from scitools import easyviz as plotbackend
if verbose: if verbose:
print('wafo.wafodata: plotbackend is set to scitools.easyviz') print('wafo: plotbackend is set to scitools.easyviz')
except: except:
warnings.warn('wafo: Unable to load scitools.easyviz as plotbackend') warnings.warn('wafo: Unable to load scitools.easyviz as plotbackend')
plotbackend = None plotbackend = None
@ -16,7 +16,7 @@ else:
from matplotlib import pyplot as plotbackend from matplotlib import pyplot as plotbackend
plotbackend.interactive(True) plotbackend.interactive(True)
if verbose: if verbose:
print('wafo.wafodata: plotbackend is set to matplotlib.pyplot') print('wafo: plotbackend is set to matplotlib.pyplot')
except: except:
warnings.warn('wafo: Unable to load matplotlib.pyplot as plotbackend') warnings.warn('wafo: Unable to load matplotlib.pyplot as plotbackend')
plotbackend = None plotbackend = None

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@ -9,28 +9,33 @@ Created on 15. des. 2009
#from win32com.client.selecttlb import EnumTlbs #from win32com.client.selecttlb import EnumTlbs
#typelib_mso = None #typelib_mso = None
#typelib_msppt = None #typelib_msppt = None
#for typelib in EnumTlbs(): # for typelib in EnumTlbs():
# d = typelib.desc.split(' ') # d = typelib.desc.split(' ')
# if d[0] == 'Microsoft' and d[1] == 'Office' and d[3] == 'Object' and d[4] == 'Library': # if d[0] == 'Microsoft' and d[1] == 'Office' and d[3] == 'Object' \
# and d[4] == 'Library':
# typelib_mso = typelib # typelib_mso = typelib
# if d[0] == 'Microsoft' and d[1] == 'PowerPoint' and d[3] == 'Object' and d[4] == 'Library': # if d[0] == 'Microsoft' and d[1] == 'PowerPoint' and d[3] == 'Object' \
# and d[4] == 'Library':
# typelib_msppt = typelib # typelib_msppt = typelib
#if hasattr(sys, 'frozen'): # If we're an .exe file # if hasattr(sys, 'frozen'): # If we're an .exe file
# win32com.__gen_path__ = os.path.dirname(sys.executable) # win32com.__gen_path__ = os.path.dirname(sys.executable)
## win32com.__gen_path__ = os.environ['TEMP'] ## win32com.__gen_path__ = os.environ['TEMP']
#if win32com.client.gencache.is_readonly: # if win32com.client.gencache.is_readonly:
# win32com.client.gencache.is_readonly = False # win32com.client.gencache.is_readonly = False
# win32com.client.gencache.Rebuild() # win32com.client.gencache.Rebuild()
#MSPPT = win32com.client.gencache.EnsureModule(typelib_msppt.clsid, typelib_msppt.lcid, # MSPPT = win32com.client.gencache.EnsureModule(typelib_msppt.clsid,
# int(typelib_msppt.major), int(typelib_msppt.minor)) # typelib_msppt.lcid,
#MSO = win32com.client.gencache.EnsureModule(typelib_mso.clsid, typelib_mso.lcid, # int(typelib_msppt.major),
# int(typelib_msppt.minor))
# MSO = win32com.client.gencache.EnsureModule(typelib_mso.clsid,
# typelib_mso.lcid,
# int(typelib_mso.major), int(typelib_mso.minor)) # int(typelib_mso.major), int(typelib_mso.minor))
import os import os
import warnings import warnings
import win32com.client import win32com.client
import MSO import MSO
import MSPPT import MSPPT
from PIL import Image #@UnresolvedImport from PIL import Image # @UnresolvedImport
g = globals() g = globals()
for c in dir(MSO.constants): for c in dir(MSO.constants):
@ -38,7 +43,9 @@ for c in dir(MSO.constants):
for c in dir(MSPPT.constants): for c in dir(MSPPT.constants):
g[c] = getattr(MSPPT.constants, c) g[c] = getattr(MSPPT.constants, c)
class Powerpoint(object): class Powerpoint(object):
def __init__(self, file_name=''): def __init__(self, file_name=''):
self.application = win32com.client.Dispatch("Powerpoint.Application") self.application = win32com.client.Dispatch("Powerpoint.Application")
@ -52,9 +59,9 @@ class Powerpoint(object):
# default picture width and height # default picture width and height
self.default_width = 500 self.default_width = 500
self.default_height = 400 self.default_height = 400
self.title_font = 'Arial' #'Boopee' self.title_font = 'Arial' # 'Boopee'
self.title_size = 36 self.title_size = 36
self.text_font = 'Arial' #'Boopee' self.text_font = 'Arial' # 'Boopee'
self.text_size = 20 self.text_size = 20
self.footer = '' self.footer = ''
@ -71,43 +78,49 @@ class Powerpoint(object):
SMHF = self.presentation.SlideMaster.HeadersFooters SMHF = self.presentation.SlideMaster.HeadersFooters
SMHF.Footer.Text = self.footer SMHF.Footer.Text = self.footer
SMHF.Footer.Visible = True SMHF.Footer.Visible = True
SMHF.SlideNumber.Visible= True SMHF.SlideNumber.Visible = True
NMHF = self.presentation.NotesMaster.HeadersFooters NMHF = self.presentation.NotesMaster.HeadersFooters
NMHF.Footer.Text = self.footer NMHF.Footer.Text = self.footer
NMHF.SlideNumber.Visible= True NMHF.SlideNumber.Visible = True
for slide in self.presentation.Slides: for slide in self.presentation.Slides:
shapes = slide.Shapes shapes = slide.Shapes
for shape in shapes: for shape in shapes:
if shape.Name=='Footer': if shape.Name == 'Footer':
footer = shape footer = shape
break break
else: else:
footer = shapes.AddTextbox(msoTextOrientationHorizontal, Left=0, Top=510, Width=720, Height=28.875) #@UndefinedVariable footer = shapes.AddTextbox(
msoTextOrientationHorizontal, # @UndefinedVariable
Left=0, Top=510, Width=720, Height=28.875)
footer.Name = 'Footer' footer.Name = 'Footer'
footer.TextFrame.TextRange.Text = self.footer footer.TextFrame.TextRange.Text = self.footer
def add_title_slide(self, title, subtitle=''): def add_title_slide(self, title, subtitle=''):
self.num_slides +=1 self.num_slides += 1
slide = self.presentation.Slides.Add(self.num_slides, MSPPT.constants.ppLayoutTitle) slide = self.presentation.Slides.Add(
self.num_slides, MSPPT.constants.ppLayoutTitle)
unused_title_id, unused_textbox_id = 1, 2 unused_title_id, unused_textbox_id = 1, 2
for id_, title1 in enumerate([title, subtitle]): for id_, title1 in enumerate([title, subtitle]):
titlerange = slide.Shapes(id_+1).TextFrame.TextRange titlerange = slide.Shapes(id_ + 1).TextFrame.TextRange
titlerange.Text = title1 titlerange.Text = title1
titlerange.Font.Name = self.title_font titlerange.Font.Name = self.title_font
titlerange.Font.Size = self.title_size-id_*12 if self.title_size>22 else self.title_size titlerange.Font.Size = self.title_size - id_ * \
12 if self.title_size > 22 else self.title_size
def add_slide(self, title='', texts='', notes='', image_file='', def add_slide(self, title='', texts='', notes='', image_file='',
maxlevel=None, left=220, width=-1, height=-1): maxlevel=None, left=220, width=-1, height=-1):
self.num_slides +=1 self.num_slides += 1
slide = self.presentation.Slides.Add(self.num_slides, MSPPT.constants.ppLayoutText) slide = self.presentation.Slides.Add(
self.num_slides, MSPPT.constants.ppLayoutText)
self.add2slide(slide, title, texts, notes, image_file, maxlevel, left, width, height) self.add2slide(slide, title, texts, notes, image_file, maxlevel, left,
width, height)
return slide return slide
def add2slide(self, slide, title='', texts='', notes='', image_file='', def add2slide(self, slide, title='', texts='', notes='', image_file='',
maxlevel=None, left=220, width=-1, height=-1, keep_aspect=True): maxlevel=None, left=220, width=-1, height=-1,
keep_aspect=True):
title_id, textbox_id = 1, 2 title_id, textbox_id = 1, 2
if title: if title:
titlerange = slide.Shapes(title_id).TextFrame.TextRange titlerange = slide.Shapes(title_id).TextFrame.TextRange
@ -123,26 +136,26 @@ class Powerpoint(object):
if keep_aspect: if keep_aspect:
im = Image.open(image_file) im = Image.open(image_file)
t_w, t_h = im.size t_w, t_h = im.size
if height<=0 and width<=0: if height <= 0 and width <= 0:
if t_w*self.default_height < t_h*self.default_width: if t_w * self.default_height < t_h * self.default_width:
height = self.default_height height = self.default_height
else: else:
width = self.default_width width = self.default_width
if height<=0 and width: if height <= 0 and width:
height = t_h * width / t_w height = t_h * width / t_w
elif height and width <=0: elif height and width <= 0:
width = t_w * height / t_h width = t_w * height / t_h
slide.Shapes.AddPicture(FileName=image_file, LinkToFile=False, slide.Shapes.AddPicture(FileName=image_file, LinkToFile=False,
SaveWithDocument=True, SaveWithDocument=True,
Left=left, Top=110, Left=left, Top=110,
Width=width, Height=height) #400) Width=width, Height=height) # 400)
if notes != '' and notes != ['']: if notes != '' and notes != ['']:
notespage = slide.NotesPage #.Shapes(2).TextFrame.TextRange notespage = slide.NotesPage # .Shapes(2).TextFrame.TextRange
self._add_text(notespage, 2, notes) self._add_text(notespage, 2, notes)
return slide return slide
def _add_text(self, page, id, txt, maxlevel=None): #@ReservedAssignment def _add_text(self, page, id, txt, maxlevel=None): # @ReservedAssignment
page.Shapes(id).TextFrame.TextRange.Font.Name = self.text_font page.Shapes(id).TextFrame.TextRange.Font.Name = self.text_font
if isinstance(txt, dict): if isinstance(txt, dict):
@ -155,34 +168,37 @@ class Powerpoint(object):
page.Shapes(id).TextFrame.TextRange.Font.Size = self.text_size page.Shapes(id).TextFrame.TextRange.Font.Size = self.text_size
def _add_text_from_dict(self, page, id, txt_dict, level, maxlevel=None): #@ReservedAssignment def _add_text_from_dict(self, page, id, txt_dict, # @ReservedAssignment
if maxlevel is None or level<=maxlevel: level, maxlevel=None):
if maxlevel is None or level <= maxlevel:
for name, subdict in txt_dict.iteritems(): for name, subdict in txt_dict.iteritems():
tr = page.Shapes(id).TextFrame.TextRange.InsertAfter(name) tr = page.Shapes(id).TextFrame.TextRange.InsertAfter(name)
unused_temp = page.Shapes(id).TextFrame.TextRange.InsertAfter('\r') unused_temp = page.Shapes(
id).TextFrame.TextRange.InsertAfter('\r')
tr.IndentLevel = level tr.IndentLevel = level
self._add_text_from_dict(page, id, subdict, min(level+1,5), maxlevel) self._add_text_from_dict(
page, id, subdict, min(level + 1, 5), maxlevel)
def _add_text_from_list(self, page, id, txt_list, maxlevel=None): #@ReservedAssignment def _add_text_from_list(self, page, id, # @ReservedAssignment
txt_list, maxlevel=None):
for txt in txt_list: for txt in txt_list:
level = 1 level = 1
while isinstance(txt, (list, tuple)): while isinstance(txt, (list, tuple)):
txt = txt[0] txt = txt[0]
level += 1 level += 1
if maxlevel is None or level<=maxlevel: if maxlevel is None or level <= maxlevel:
tr = page.Shapes(id).TextFrame.TextRange.InsertAfter(txt) tr = page.Shapes(id).TextFrame.TextRange.InsertAfter(txt)
unused_temp = page.Shapes(id).TextFrame.TextRange.InsertAfter('\r') unused_temp = page.Shapes(
id).TextFrame.TextRange.InsertAfter('\r')
tr.IndentLevel = level tr.IndentLevel = level
def save(self, fullfile=''): def save(self, fullfile=''):
if fullfile: if fullfile:
self.presentation.SaveAs(FileName=fullfile) self.presentation.SaveAs(FileName=fullfile)
else: else:
self.presentation.Save() self.presentation.Save()
def quit(self): # @ReservedAssignment
def quit(self): #@ReservedAssignment
if self._visible: if self._visible:
self.presentation.Close() self.presentation.Close()
else: else:
@ -192,43 +208,44 @@ class Powerpoint(object):
if not self._visible: if not self._visible:
self.application.Quit() self.application.Quit()
def test_powerpoint(): def test_powerpoint():
# Make powerpoint # Make powerpoint
ppt = Powerpoint() ppt = Powerpoint()
#time. # time.
ppt.footer='This is the footer' ppt.footer = 'This is the footer'
ppt.add_title_slide('Title', 'Per A.') ppt.add_title_slide('Title', 'Per A.')
ppt.add_slide(title='alsfkasldk', texts='asdflaf', notes='asdfas') ppt.add_slide(title='alsfkasldk', texts='asdflaf', notes='asdfas')
ppt.set_footer() ppt.set_footer()
def make_ppt(): def make_ppt():
application = win32com.client.Dispatch("Powerpoint.Application") application = win32com.client.Dispatch("Powerpoint.Application")
application.Visible = True application.Visible = True
presentation = application.Presentations.Add() presentation = application.Presentations.Add()
slide1 = presentation.Slides.Add(1, MSPPT.constants.ppLayoutText) slide1 = presentation.Slides.Add(1, MSPPT.constants.ppLayoutText)
# title = slide1.Shapes.AddTextBox(Type=msoTextOrientationHorizontal,
# title = slide1.Shapes.AddTextBox(Type=msoTextOrientationHorizontal,Left=50, Top=10, Width=620, Height=70) # Left=50, Top=10, Width=620, Height=70)
# title.TextFrame.TextRange.Text = 'Overskrift' # title.TextFrame.TextRange.Text = 'Overskrift'
title_id, textbox_id = 1, 2
title_id, textbox_id = 1,2
slide1.Shapes(title_id).TextFrame.TextRange.Text = 'Overskrift' slide1.Shapes(title_id).TextFrame.TextRange.Text = 'Overskrift'
#slide1.Shapes(title_id).TextFrame.Width = 190 #slide1.Shapes(title_id).TextFrame.Width = 190
slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('Test') slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('Test')
unused_tr = slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('\r') unused_tr = slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('\r')
slide1.Shapes(textbox_id).TextFrame.TextRange.IndentLevel = 1 slide1.Shapes(textbox_id).TextFrame.TextRange.IndentLevel = 1
tr = slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('tests') tr = slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('tests')
unused_tr0 = slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('\r') unused_tr0 = slide1.Shapes(
tr.IndentLevel=2 textbox_id).TextFrame.TextRange.InsertAfter('\r')
tr.IndentLevel = 2
tr1 = slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('test3') tr1 = slide1.Shapes(textbox_id).TextFrame.TextRange.InsertAfter('test3')
tr1.IndentLevel=3 tr1.IndentLevel = 3
#slide1.Shapes(textbox_id).TextFrame.TextRange.Text = 'Test \r test2' #slide1.Shapes(textbox_id).TextFrame.TextRange.Text = 'Test \r test2'
# textbox = slide1.Shapes.AddTextBox(Type=msoTextOrientationHorizontal,Left=30, Top=100, Width=190, Height=400) # textbox = slide1.Shapes.AddTextBox(Type=msoTextOrientationHorizontal,
# Left=30, Top=100, Width=190, Height=400)
# textbox.TextFrame.TextRange.Text = 'Test \r test2' # textbox.TextFrame.TextRange.Text = 'Test \r test2'
#picbox = slide1.Shapes(picb_id) #picbox = slide1.Shapes(picb_id)
@ -240,14 +257,12 @@ def make_ppt():
slide1.NotesPage.Shapes(2).TextFrame.TextRange.Text = 'test' slide1.NotesPage.Shapes(2).TextFrame.TextRange.Text = 'test'
# for shape in slide1.Shapes: # for shape in slide1.Shapes:
# shape.TextFrame.TextRange.Text = 'Test \r test2' # shape.TextFrame.TextRange.Text = 'Test \r test2'
#slide1.Shapes.Titles.TextFrames.TestRange.Text # slide1.Shapes.Titles.TextFrames.TestRange.Text
# shape = slide1.Shapes.AddShape(msoShapeRectangle, 300, 100, 400, 400) # shape = slide1.Shapes.AddShape(msoShapeRectangle, 300, 100, 400, 400)
# shape.TextFrame.TextRange.Text = 'Test \n test2' # shape.TextFrame.TextRange.Text = 'Test \n test2'
# shape.TextFrame.TextRange.Font.Size = 12 # shape.TextFrame.TextRange.Font.Size = 12
# #
# app = wx.PySimpleApp() # app = wx.PySimpleApp()
# dialog = wx.FileDialog(None, 'Choose image file', defaultDir=os.getcwd(), # dialog = wx.FileDialog(None, 'Choose image file', defaultDir=os.getcwd(),
@ -261,8 +276,8 @@ def make_ppt():
# SaveWithDocument=True, # SaveWithDocument=True,
# Left=100, Top=100, Width=200, Height=200) # Left=100, Top=100, Width=200, Height=200)
# dialog.Destroy() # dialog.Destroy()
#presentation.Save() # presentation.Save()
#application.Quit() # application.Quit()
def rename_ppt(): def rename_ppt():
root = r'C:/pab/tsm_opeval/analysis_tsmps_aco_v2008b/plots' root = r'C:/pab/tsm_opeval/analysis_tsmps_aco_v2008b/plots'
# root = r'C:/pab/tsm_opeval/analysis_tsmps_mag_v2008b/plots' # root = r'C:/pab/tsm_opeval/analysis_tsmps_mag_v2008b/plots'
@ -275,12 +290,14 @@ def rename_ppt():
for filename in filenames: for filename in filenames:
if filename.endswith('.ppt'): if filename.endswith('.ppt'):
try: try:
ppt = Powerpoint(os.path.join(root,filename)) ppt = Powerpoint(os.path.join(root, filename))
ppt.footer = prefix + filename ppt.footer = prefix + filename
ppt.set_footer() ppt.set_footer()
ppt.save(os.path.join(root, ppt.footer)) ppt.save(os.path.join(root, ppt.footer))
except: except:
warnings.warn('Unable to load %s' % filename) warnings.warn('Unable to load %s' % filename)
def load_file_into_ppt(): def load_file_into_ppt():
root = r'C:/pab/tsm_opeval/analysis_tsmps_aco_v2008b/plots' root = r'C:/pab/tsm_opeval/analysis_tsmps_aco_v2008b/plots'
# root = r'C:/pab/tsm_opeval/analysis_tsmps_mag_v2008b/plots' # root = r'C:/pab/tsm_opeval/analysis_tsmps_mag_v2008b/plots'
@ -293,11 +310,11 @@ def load_file_into_ppt():
for filename in filenames: for filename in filenames:
if filename.startswith(prefix) and filename.endswith('.ppt'): if filename.startswith(prefix) and filename.endswith('.ppt'):
try: try:
unused_ppt = Powerpoint(os.path.join(root,filename)) unused_ppt = Powerpoint(os.path.join(root, filename))
except: except:
warnings.warn('Unable to load %s' % filename) warnings.warn('Unable to load %s' % filename)
if __name__ == '__main__': if __name__ == '__main__':
#make_ppt() # make_ppt()
#test_powerpoint() # test_powerpoint()
#load_file_into_ppt() # load_file_into_ppt()
rename_ppt() rename_ppt()

@ -1,17 +1,20 @@
import numpy as np import numpy as np
#from math import pow #from math import pow
#from numpy import zeros,dot #from numpy import zeros,dot
from numpy import abs, size, convolve, linalg, concatenate #@UnresolvedImport from numpy import abs, size, convolve, linalg, concatenate # @UnresolvedImport
from scipy.sparse import spdiags
from scipy.sparse.linalg import spsolve, expm
from scipy.signal import medfilt
__all__ = ['calc_coeff', 'smooth', 'smooth_last'] __all__ = ['calc_coeff', 'smooth', 'smooth_last',
'SavitzkyGolay', 'Kalman', 'HodrickPrescott']
def calc_coeff(n, degree, diff_order=0): def calc_coeff(n, degree, diff_order=0):
""" calculates filter coefficients for symmetric savitzky-golay filter. """ calculates filter coefficients for symmetric savitzky-golay filter.
see: http://www.nrbook.com/a/bookcpdf/c14-8.pdf see: http://www.nrbook.com/a/bookcpdf/c14-8.pdf
n means that 2*n+1 values contribute to the n means that 2*n+1 values contribute to the smoother.
smoother.
degree is degree of fitting polynomial degree is degree of fitting polynomial
@ -29,6 +32,7 @@ def calc_coeff(n, degree, diff_order=0):
coeff = linalg.pinv(b).A[diff_order] coeff = linalg.pinv(b).A[diff_order]
return coeff return coeff
def smooth_last(signal, coeff, k=0): def smooth_last(signal, coeff, k=0):
n = size(coeff - 1) // 2 n = size(coeff - 1) // 2
y = np.squeeze(signal) y = np.squeeze(signal)
@ -41,12 +45,12 @@ def smooth_last(signal, coeff, k=0):
def smooth(signal, coeff, pad=True): def smooth(signal, coeff, pad=True):
"""applies coefficients calculated by calc_coeff() to signal."""
""" applies coefficients calculated by calc_coeff()
to signal """
n = size(coeff - 1) // 2 n = size(coeff - 1) // 2
y = np.squeeze(signal) y = np.squeeze(signal)
if n == 0:
return y
if pad: if pad:
first_vals = y[0] - abs(y[n:0:-1] - y[0]) first_vals = y[0] - abs(y[n:0:-1] - y[0])
last_vals = y[-1] + abs(y[-2:-n - 2:-1] - y[-1]) last_vals = y[-1] + abs(y[-2:-n - 2:-1] - y[-1])
@ -63,8 +67,9 @@ def smooth(signal, coeff, pad=True):
res = convolve(y, coeff)[n:-n] res = convolve(y, coeff)[n:-n]
return res return res
class SavitzkyGolay(object): class SavitzkyGolay(object):
r"""Smooth (and optionally differentiate) data with a Savitzky-Golay filter. r"""Smooth and optionally differentiate data with a Savitzky-Golay filter.
The Savitzky-Golay filter removes high frequency noise from data. The Savitzky-Golay filter removes high frequency noise from data.
It has the advantage of preserving the original shape and It has the advantage of preserving the original shape and
@ -79,10 +84,10 @@ class SavitzkyGolay(object):
the order of the polynomial used in the filtering. the order of the polynomial used in the filtering.
Must be less than `window_size` - 1, i.e, less than 2*n. Must be less than `window_size` - 1, i.e, less than 2*n.
diff_order : int diff_order : int
the order of the derivative to compute (default = 0 means only smoothing) order of the derivative to compute (default = 0 means only smoothing)
0 means that filter results in smoothing of function 0 means that filter results in smoothing of function
1 means that filter results in smoothing the first derivative of function. 1 means that filter results in smoothing the first derivative of the
and so on ... function and so on ...
Notes Notes
----- -----
@ -96,13 +101,14 @@ class SavitzkyGolay(object):
-------- --------
>>> t = np.linspace(-4, 4, 500) >>> t = np.linspace(-4, 4, 500)
>>> y = np.exp( -t**2 ) + np.random.normal(0, 0.05, t.shape) >>> y = np.exp( -t**2 ) + np.random.normal(0, 0.05, t.shape)
>>> ysg = SavitzkyGolay(n=15, degree=4).smooth(y) >>> ysg = SavitzkyGolay(n=20, degree=2).smooth(y)
>>> import matplotlib.pyplot as plt >>> import matplotlib.pyplot as plt
>>> hy = plt.plot(t, y, label='Noisy signal') >>> h = plt.plot(t, y, label='Noisy signal')
>>> h = plt.plot(t, np.exp(-t**2), 'k', lw=1.5, label='Original signal') >>> h1 = plt.plot(t, np.exp(-t**2), 'k', lw=1.5, label='Original signal')
>>> h = plt.plot(t, ysg, 'r', label='Filtered signal') >>> h2 = plt.plot(t, ysg, 'r', label='Filtered signal')
>>> h = plt.legend() >>> h3 = plt.legend()
>>> plt.show() >>> h4 = plt.title('Savitzky-Golay')
plt.show()
References References
---------- ----------
@ -113,6 +119,7 @@ class SavitzkyGolay(object):
W.H. Press, S.A. Teukolsky, W.T. Vetterling, B.P. Flannery W.H. Press, S.A. Teukolsky, W.T. Vetterling, B.P. Flannery
Cambridge University Press ISBN-13: 9780521880688 Cambridge University Press ISBN-13: 9780521880688
""" """
def __init__(self, n, degree=1, diff_order=0): def __init__(self, n, degree=1, diff_order=0):
self.n = n self.n = n
self.degree = degree self.degree = degree
@ -126,12 +133,15 @@ class SavitzkyGolay(object):
order_range = np.arange(self.degree + 1) order_range = np.arange(self.degree + 1)
k_range = np.arange(-n, n + 1, dtype=float).reshape(-1, 1) k_range = np.arange(-n, n + 1, dtype=float).reshape(-1, 1)
b = np.mat(k_range ** order_range) b = np.mat(k_range ** order_range)
#b = np.mat([[float(k)**i for i in order_range] for k in range(-n,n+1)]) #b =np.mat([[float(k)**i for i in order_range] for k in range(-n,n+1)])
self._coeff = linalg.pinv(b).A[self.diff_order] self._coeff = linalg.pinv(b).A[self.diff_order]
def smooth_last(self, signal, k=0): def smooth_last(self, signal, k=0):
coeff = self._coeff coeff = self._coeff
n = size(coeff - 1) // 2 n = size(coeff - 1) // 2
y = np.squeeze(signal) y = np.squeeze(signal)
if n == 0:
return y
if y.ndim > 1: if y.ndim > 1:
coeff.shape = (-1, 1) coeff.shape = (-1, 1)
first_vals = y[0] - abs(y[n:0:-1] - y[0]) first_vals = y[0] - abs(y[n:0:-1] - y[0])
@ -139,6 +149,8 @@ class SavitzkyGolay(object):
y = concatenate((first_vals, y, last_vals)) y = concatenate((first_vals, y, last_vals))
return (y[-2 * n - 1 - k:-k] * coeff).sum(axis=0) return (y[-2 * n - 1 - k:-k] * coeff).sum(axis=0)
def __call__(self, signal):
return self.smooth(signal)
def smooth(self, signal, pad=True): def smooth(self, signal, pad=True):
""" """
@ -159,6 +171,8 @@ class SavitzkyGolay(object):
coeff = self._coeff coeff = self._coeff
n = size(coeff - 1) // 2 n = size(coeff - 1) // 2
y = np.squeeze(signal) y = np.squeeze(signal)
if n == 0:
return y
if pad: if pad:
first_vals = y[0] - abs(y[n:0:-1] - y[0]) first_vals = y[0] - abs(y[n:0:-1] - y[0])
last_vals = y[-1] + abs(y[-2:-n - 2:-1] - y[-1]) last_vals = y[-1] + abs(y[-2:-n - 2:-1] - y[-1])
@ -175,7 +189,72 @@ class SavitzkyGolay(object):
res = convolve(y, coeff)[n:-n] res = convolve(y, coeff)[n:-n]
return res return res
class HodrickPrescott(object):
'''Smooth data with a Hodrick-Prescott filter.
The Hodrick-Prescott filter removes high frequency noise from data.
It has the advantage of preserving the original shape and
features of the signal better than other types of filtering
approaches, such as moving averages techniques.
Parameter
---------
w : real scalar
smooting parameter. Larger w means more smoothing. Values usually
in the [100, 20000] interval. As w approach infinity H-P will approach
a line.
Examples
--------
>>> t = np.linspace(-4, 4, 500)
>>> y = np.exp( -t**2 ) + np.random.normal(0, 0.05, t.shape)
>>> ysg = HodrickPrescott(w=10000)(y)
>>> import matplotlib.pyplot as plt
>>> h = plt.plot(t, y, label='Noisy signal')
>>> h1 = plt.plot(t, np.exp(-t**2), 'k', lw=1.5, label='Original signal')
>>> h2 = plt.plot(t, ysg, 'r', label='Filtered signal')
>>> h3 = plt.legend()
>>> h4 = plt.title('Hodrick-Prescott')
>>> plt.show()
References
----------
.. [1] E. T. Whittaker, On a new method of graduation. In proceedings of
the Edinburgh Mathematical association., 1923, 78, pp 88-89.
.. [2] R. Hodrick and E. Prescott, Postwar U.S. business cycles: an
empirical investigation,
Journal of money, credit and banking, 1997, 29 (1), pp 1-16.
.. [3] Kim Hyeongwoo, Hodrick-Prescott filter,
2004, www.auburn.edu/~hzk0001/hpfilter.pdf
'''
def __init__(self, w=100):
self.w = w
def _get_matrix(self, n):
w = self.w
diag_matrix = np.repeat(
np.atleast_2d([w, -4 * w, 6 * w + 1, -4 * w, w]).T, n, axis=1)
A = spdiags(diag_matrix, np.arange(-2, 2 + 1), n, n).tocsr()
A[0, 0] = A[-1, -1] = 1 + w
A[1, 1] = A[-2, -2] = 1 + 5 * w
A[0, 1] = A[1, 0] = A[-2, -1] = A[-1, -2] = -2 * w
return A
def __call__(self, x):
x = np.atleast_1d(x).flatten()
n = len(x)
if n < 4:
return x.copy()
A = self._get_matrix(n)
return spsolve(A, x)
class Kalman(object): class Kalman(object):
''' '''
Kalman filter object - updates a system state vector estimate based upon an Kalman filter object - updates a system state vector estimate based upon an
observation, using a discrete Kalman filter. observation, using a discrete Kalman filter.
@ -200,8 +279,8 @@ class Kalman(object):
matrix. matrix.
USAGE: USAGE:
filt = Kalman(R, x, P, A, B=0, u=0, Q, H) filt = Kalman(R, x, P, A, B=0, Q, H)
x = filt(z) x = filt(z, u=0)
filt is a "system" object containing various fields used as input filt is a "system" object containing various fields used as input
and output. The state estimate "x" and its covariance "P" are and output. The state estimate "x" and its covariance "P" are
@ -241,8 +320,8 @@ class Kalman(object):
information from the new observation). In the output struct, information from the new observation). In the output struct,
this is the "a posteriori" state estimate (after the new this is the "a posteriori" state estimate (after the new
measurement information is included). measurement information is included).
s.z = observation vector z = observation vector
s.u = input control vector, optional (defaults to zero). u = input control vector, optional (defaults to zero).
MATRIX VARIABLES: MATRIX VARIABLES:
@ -285,7 +364,7 @@ class Kalman(object):
>>> r = 0.1**2 # variance of measurement error >>> r = 0.1**2 # variance of measurement error
>>> b = 0 # no system input >>> b = 0 # no system input
>>> u = 0 # no system input >>> u = 0 # no system input
>>> filt = Kalman(R=r, A=1, Q=q, H=h, B=b, u=u) >>> filt = Kalman(R=r, A=1, Q=q, H=h, B=b)
# Generate random voltages and watch the filter operate. # Generate random voltages and watch the filter operate.
>>> n = 50 >>> n = 50
@ -294,32 +373,34 @@ class Kalman(object):
>>> x = np.zeros(n) >>> x = np.zeros(n)
>>> for i, zi in enumerate(z): >>> for i, zi in enumerate(z):
... x[i] = filt(zi) # perform a Kalman filter iteration ... x[i] = filt(zi, u) # perform a Kalman filter iteration
>>> import matplotlib.pyplot as plt >>> import matplotlib.pyplot as plt
>>> hz = plt.plot(z,'r.', label='observations') >>> hz = plt.plot(z,'r.', label='observations')
>>> hx = plt.plot(x,'b-', label='Kalman output') # a-posteriori state estimates:
# a-posteriori state estimates:
>>> hx = plt.plot(x,'b-', label='Kalman output')
>>> ht = plt.plot(truth,'g-', label='true voltage') >>> ht = plt.plot(truth,'g-', label='true voltage')
>>> h = plt.legend() >>> h = plt.legend()
>>> h = plt.title('Automobile Voltimeter Example') >>> h1 = plt.title('Automobile Voltimeter Example')
>>> plt.show()
''' '''
def __init__(self, R, x=None, P=None, A=None, B=0, u=0, Q=None, H=None): def __init__(self, R, x=None, P=None, A=None, B=0, Q=None, H=None):
self.R = R self.R = R # Estimated error in measurements.
self.x = x self.x = x # Initial state estimate.
self.P = P self.P = P # Initial covariance estimate.
self.u = u self.A = A # State transition matrix.
self.A = A self.B = B # Control matrix.
self.B = B self.Q = Q # Estimated error in process.
self.Q = Q self.H = H # Observation matrix.
self.H = H
self.reset() self.reset()
def reset(self): def reset(self):
self._filter = self._filter_first self._filter = self._filter_first
def _filter_first(self, z): def _filter_first(self, z, u):
self._filter = self._filter_main self._filter = self._filter_main
@ -329,57 +410,68 @@ class Kalman(object):
else: else:
n = np.size(self.x) n = np.size(self.x)
if self.A is None: if self.A is None:
self.A = np.eye(n, n) self.A = np.eye(n)
self.A = np.atleast_2d(self.A) self.A = np.atleast_2d(self.A)
if self.Q is None: if self.Q is None:
self.Q = np.zeros((n, n)) self.Q = np.zeros((n, n))
self.Q = np.atleast_2d(self.Q) self.Q = np.atleast_2d(self.Q)
if self.H is None: if self.H is None:
self.H = np.eye(n, n) self.H = np.eye(n)
self.H = np.atleast_2d(self.H) self.H = np.atleast_2d(self.H)
# if np.diff(np.shape(self.H)): try:
# raise ValueError('Observation matrix must be square and invertible for state autointialization.')
HI = np.linalg.inv(self.H) HI = np.linalg.inv(self.H)
except:
HI = np.eye(n)
if self.P is None: if self.P is None:
self.P = np.dot(np.dot(HI, self.R), HI.T) self.P = np.dot(np.dot(HI, self.R), HI.T)
self.P = np.atleast_2d(self.P) self.P = np.atleast_2d(self.P)
if auto_init: if auto_init:
#initialize state estimate from first observation # initialize state estimate from first observation
self.x = np.dot(HI, z) self.x = np.dot(HI, z)
return self.x return self.x
else: else:
return self._filter_main(z) return self._filter_main(z, u)
def _predict_state(self, x, u):
return np.dot(self.A, x) + np.dot(self.B, u)
def _filter_main(self, z): def _predict_covariance(self, P):
''' This is the code which implements the discrete Kalman filter:
'''
A = self.A A = self.A
return np.dot(np.dot(A, P), A.T) + self.Q
def _compute_gain(self, P):
"""Kalman gain factor."""
H = self.H H = self.H
P = self.P PHT = np.dot(P, H.T)
innovation_covariance = np.dot(H, PHT) + self.R
#return np.linalg.solve(PHT, innovation_covariance)
return np.dot(PHT, np.linalg.inv(innovation_covariance))
# Prediction for state vector and covariance: def _update_state_from_observation(self, x, z, K):
x = np.dot(A, self.x) + np.dot(self.B, self.u) innovation = z - np.dot(self.H, x)
P = np.dot(np.dot(A, P), A.T) + self.Q return x + np.dot(K, innovation)
# Compute Kalman gain factor: def _update_covariance(self, P, K):
PHT = np.dot(P, H.T) return P - np.dot(K, np.dot(self.H, P))
K = np.dot(PHT, np.linalg.inv(np.dot(H, PHT) + self.R)) return np.dot(np.eye(len(P)) - K * self.H, P)
# Correction based on observation: def _filter_main(self, z, u):
self.x = x + np.dot(K, z - np.dot(H, x)) ''' This is the code which implements the discrete Kalman filter:
self.P = P - np.dot(K, np.dot(H, P)) '''
P = self._predict_covariance(self.P)
x = self._predict_state(self.x, u)
# Note that the desired result, which is an improved estimate K = self._compute_gain(P)
# of the system state vector x and its covariance P, was obtained
# in only five lines of code, once the system was defined. (That's
# how simple the discrete Kalman filter is to use.) Later,
# we'll discuss how to deal with nonlinear systems.
self.P = self._update_covariance(P, K)
self.x = self._update_state_from_observation(x, z, K)
return self.x return self.x
def __call__(self, z):
return self._filter(z) def __call__(self, z, u=0):
return self._filter(z, u)
def test_kalman(): def test_kalman():
V0 = 12 V0 = 12
@ -388,7 +480,7 @@ def test_kalman():
r = 0.05 ** 2 # variance of measurement error r = 0.05 ** 2 # variance of measurement error
b = 0 # no system input b = 0 # no system input
u = 0 # no system input u = 0 # no system input
filt = Kalman(R=r, A=1, Q=q, H=h, B=b, u=u) filt = Kalman(R=r, A=1, Q=q, H=h, B=b)
# Generate random voltages and watch the filter operate. # Generate random voltages and watch the filter operate.
n = 50 n = 50
@ -397,32 +489,450 @@ def test_kalman():
x = np.zeros(n) x = np.zeros(n)
for i, zi in enumerate(z): for i, zi in enumerate(z):
x[i] = filt(zi) # perform a Kalman filter iteration x[i] = filt(zi, u) # perform a Kalman filter iteration
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
_hz = plt.plot(z, 'r.', label='observations') _hz = plt.plot(z, 'r.', label='observations')
_hx = plt.plot(x, 'b-', label='Kalman output') # a-posteriori state estimates: # a-posteriori state estimates:
_hx = plt.plot(x, 'b-', label='Kalman output')
_ht = plt.plot(truth, 'g-', label='true voltage')
plt.legend()
plt.title('Automobile Voltimeter Example')
plt.show('hold')
def lti_disc(F, L=None, Q=None, dt=1):
'''
LTI_DISC Discretize LTI ODE with Gaussian Noise
Syntax:
[A,Q] = lti_disc(F,L,Qc,dt)
In:
F - NxN Feedback matrix
L - NxL Noise effect matrix (optional, default identity)
Qc - LxL Diagonal Spectral Density (optional, default zeros)
dt - Time Step (optional, default 1)
Out:
A - Transition matrix
Q - Discrete Process Covariance
Description:
Discretize LTI ODE with Gaussian Noise. The original
ODE model is in form
dx/dt = F x + L w, w ~ N(0,Qc)
Result of discretization is the model
x[k] = A x[k-1] + q, q ~ N(0,Q)
Which can be used for integrating the model
exactly over time steps, which are multiples
of dt.
'''
n = np.shape(F)[0]
if L is None:
L = np.eye(n)
if Q is None:
Q = np.zeros((n, n))
# Closed form integration of transition matrix
A = expm(F * dt)
# Closed form integration of covariance
# by matrix fraction decomposition
Phi = np.vstack((np.hstack((F, np.dot(np.dot(L, Q), L.T))),
np.hstack((np.zeros((n, n)), -F.T))))
AB = np.dot(expm(Phi * dt), np.vstack((np.zeros((n, n)), np.eye(n))))
#Q = AB[:n, :] / AB[n:(2 * n), :]
Q = np.linalg.solve(AB[n:(2 * n), :].T, AB[:n, :].T)
return A, Q
def test_kalman_sine():
'''Kalman Filter demonstration with sine signal.'''
sd = 1.
dt = 0.1
w = 1
T = np.arange(0, 30 + dt / 2, dt)
n = len(T)
X = np.sin(w * T)
Y = X + sd * np.random.randn(n)
''' Initialize KF to values
x = 0
dx/dt = 0
with great uncertainty in derivative
'''
M = np.zeros((2, 1))
P = np.diag([0.1, 2])
R = sd ** 2
H = np.atleast_2d([1, 0])
q = 0.1
F = np.atleast_2d([[0, 1],
[0, 0]])
A, Q = lti_disc(F, L=None, Q=np.diag([0, q]), dt=dt)
# Track and animate
m = M.shape[0]
MM = np.zeros((m, n))
PP = np.zeros((m, m, n))
'''In this demonstration we estimate a stationary sine signal from noisy
measurements by using the classical Kalman filter.'
'''
filt = Kalman(R=R, x=M, P=P, A=A, Q=Q, H=H, B=0)
# Generate random voltages and watch the filter operate.
#n = 50
#truth = np.random.randn(n) * np.sqrt(q) + V0
#z = truth + np.random.randn(n) * np.sqrt(r) # measurement
truth = X
z = Y
x = np.zeros((n, m))
for i, zi in enumerate(z):
x[i] = filt(zi, u=0).ravel()
import matplotlib.pyplot as plt
_hz = plt.plot(z, 'r.', label='observations')
# a-posteriori state estimates:
_hx = plt.plot(x[:, 0], 'b-', label='Kalman output')
_ht = plt.plot(truth, 'g-', label='true voltage') _ht = plt.plot(truth, 'g-', label='true voltage')
plt.legend() plt.legend()
plt.title('Automobile Voltimeter Example') plt.title('Automobile Voltimeter Example')
plt.show() plt.show()
# for k in range(m):
# [M,P] = kf_predict(M,P,A,Q);
# [M,P] = kf_update(M,P,Y(k),H,R);
#
# MM(:,k) = M;
# PP(:,:,k) = P;
#
# %
# % Animate
# %
# if rem(k,10)==1
# plot(T,X,'b--',...
# T,Y,'ro',...
# T(k),M(1),'k*',...
# T(1:k),MM(1,1:k),'k-');
# legend('Real signal','Measurements','Latest estimate','Filtered estimate')
# title('Estimating a noisy sine signal with Kalman filter.');
# drawnow;
#
# pause;
# end
# end
#
# clc;
# disp('In this demonstration we estimate a stationary sine signal from noisy measurements by using the classical Kalman filter.');
# disp(' ');
# disp('The filtering results are now displayed sequantially for 10 time step at a time.');
# disp(' ');
# disp('<push any key to see the filtered and smoothed results together>')
# pause;
# %
# % Apply Kalman smoother
# %
# SM = rts_smooth(MM,PP,A,Q);
# plot(T,X,'b--',...
# T,MM(1,:),'k-',...
# T,SM(1,:),'r-');
# legend('Real signal','Filtered estimate','Smoothed estimate')
# title('Filtered and smoothed estimate of the original signal');
#
# clc;
# disp('The filtered and smoothed estimates of the signal are now displayed.')
# disp(' ');
# disp('RMS errors:');
# %
# % Errors
# %
# fprintf('KF = %.3f\nRTS = %.3f\n',...
# sqrt(mean((MM(1,:)-X(1,:)).^2)),...
# sqrt(mean((SM(1,:)-X(1,:)).^2)));
class HampelFilter(object):
'''
Hampel Filter.
HAMPEL(X,Y,DX,T,varargin) returns the Hampel filtered values of the
elements in Y. It was developed to detect outliers in a time series,
but it can also be used as an alternative to the standard median
filter.
X,Y are row or column vectors with an equal number of elements.
The elements in Y should be Gaussian distributed.
Parameters
----------
dx : positive scalar (default 3 * median(diff(X))
which defines the half width of the filter window. Dx should be
dimensionally equivalent to the values in X.
t : positive scalar (default 3)
which defines the threshold value used in the equation
|Y - Y0| > T * S0.
adaptive: real scalar
if greater than 0 it uses an experimental adaptive Hampel filter.
If none it uses a standard Hampel filter
fulloutput: bool
if True also the vectors: outliers, Y0,LB,UB,ADX, which corresponds to
the mask of the replaced values, nominal data, lower and upper bounds
on the Hampel filter and the relative half size of the local window,
respectively. outliers.sum() gives the number of outliers detected.
Examples
---------
Hampel filter removal of outliers
>>> import numpy as np
>>> randint = np.random.randint
>>> Y = 5000 + np.random.randn(1000)
>>> outliers = randint(0,1000, size=(10,))
>>> Y[outliers] = Y[outliers] + randint(1000, size=(10,))
>>> YY, res = HampelFilter(fulloutput=True)(Y)
>>> YY1, res1 = HampelFilter(dx=1, t=3, adaptive=0.1, fulloutput=True)(Y)
>>> YY2, res2 = HampelFilter(dx=3, t=0, fulloutput=True)(Y) # Y0 = median
X = np.arange(len(YY))
plt.plot(X, Y, 'b.') # Original Data
plt.plot(X, YY, 'r') # Hampel Filtered Data
plt.plot(X, res['Y0'], 'b--') # Nominal Data
plt.plot(X, res['LB'], 'r--') # Lower Bounds on Hampel Filter
plt.plot(X, res['UB'], 'r--') # Upper Bounds on Hampel Filter
i = res['outliers']
plt.plot(X[i], Y[i], 'ks') # Identified Outliers
plt.show('hold')
References
----------
Chapters 1.4.2, 3.2.2 and 4.3.4 in Mining Imperfect Data: Dealing with
Contamination and Incomplete Records by Ronald K. Pearson.
Acknowledgements
I would like to thank Ronald K. Pearson for the introduction to moving
window filters. Please visit his blog at:
http://exploringdatablog.blogspot.com/2012/01/moving-window-filters-and
-pracma.html
'''
def __init__(self, dx=None, t=3, adaptive=None, fulloutput=False):
self.dx = dx
self.t = t
self.adaptive = adaptive
self.fulloutput = fulloutput
def __call__(self, y, x=None):
Y = np.atleast_1d(y).ravel()
if x is None:
x = range(len(Y))
X = np.atleast_1d(x).ravel()
dx = self.dx
if dx is None:
dx = 3 * np.median(np.diff(X))
if not np.isscalar(dx):
raise ValueError('DX must be a scalar.')
elif dx < 0:
raise ValueError('DX must be larger than zero.')
YY = Y
S0 = np.nan * np.zeros(YY.shape)
Y0 = np.nan * np.zeros(YY.shape)
ADX = dx * np.ones(Y.shape)
def localwindow(X, Y, DX, i):
mask = (X[i] - DX <= X) & (X <= X[i] + DX)
Y0 = np.median(Y[mask])
# Calculate Local Scale of Natural Variation
S0 = 1.4826 * np.median(np.abs(Y[mask] - Y0))
return Y0, S0
def smgauss(X, V, DX):
Xj = X
Xk = np.atleast_2d(X).T
Wjk = np.exp(-((Xj - Xk) / (2 * DX)) ** 2)
G = np.dot(Wjk, V) / np.sum(Wjk, axis=0)
return G
if len(X) > 1:
if self.adaptive is None:
for i in range(len(Y)):
Y0[i], S0[i] = localwindow(X, Y, dx, i)
else: # 'adaptive'
Y0Tmp = np.nan * np.zeros(YY.shape)
S0Tmp = np.nan * np.zeros(YY.shape)
DXTmp = np.arange(1, len(S0) + 1) * dx
# Integer variation of Window Half Size
# Calculate Initial Guess of Optimal Parameters Y0, S0, ADX
for i in range(len(Y)):
j = 0
S0Rel = np.inf
while S0Rel > self.adaptive:
Y0Tmp[j], S0Tmp[j] = localwindow(X, Y, DXTmp[j], i)
if j > 0:
S0Rel = abs((S0Tmp[j - 1] - S0Tmp[j]) /
(S0Tmp[j - 1] + S0Tmp[j]) / 2)
j += 1
Y0[i] = Y0Tmp[j - 2]
S0[i] = S0Tmp[j - 2]
ADX[i] = DXTmp[j - 2] / dx
# Gaussian smoothing of relevant parameters
DX = 2 * np.median(np.diff(X))
ADX = smgauss(X, ADX, DX)
S0 = smgauss(X, S0, DX)
Y0 = smgauss(X, Y0, DX)
T = self.t
## Prepare Output
self.UB = Y0 + T * S0
self.LB = Y0 - T * S0
outliers = np.abs(Y - Y0) > T * S0 # possible outliers
YY[outliers] = Y0[outliers]
self.outliers = outliers
self.num_outliers = outliers.sum()
self.ADX = ADX
self.Y0 = Y0
if self.fulloutput:
return YY, dict(outliers=outliers, Y0=Y0,
LB=self.LB, UB=self.UB, ADX=ADX)
return YY
def test_hampel():
import matplotlib.pyplot as plt
randint = np.random.randint
Y = 5000 + np.random.randn(1000)
outliers = randint(0, 1000, size=(10,))
Y[outliers] = Y[outliers] + randint(1000, size=(10,))
YY, res = HampelFilter(dx=3, t=3, fulloutput=True)(Y)
YY1, res1 = HampelFilter(dx=1, t=3, adaptive=0.1, fulloutput=True)(Y)
YY2, res2 = HampelFilter(dx=3, t=0, fulloutput=True)(Y) # median
plt.figure(1)
plot_hampel(Y, YY, res)
plt.title('Standard HampelFilter')
plt.figure(2)
plot_hampel(Y, YY1, res1)
plt.title('Adaptive HampelFilter')
plt.figure(3)
plot_hampel(Y, YY2, res2)
plt.title('Median filter')
plt.show('hold')
def plot_hampel(Y, YY, res):
import matplotlib.pyplot as plt
X = np.arange(len(YY))
plt.plot(X, Y, 'b.') # Original Data
plt.plot(X, YY, 'r') # Hampel Filtered Data
plt.plot(X, res['Y0'], 'b--') # Nominal Data
plt.plot(X, res['LB'], 'r--') # Lower Bounds on Hampel Filter
plt.plot(X, res['UB'], 'r--') # Upper Bounds on Hampel Filter
i = res['outliers']
plt.plot(X[i], Y[i], 'ks') # Identified Outliers
#plt.show('hold')
def test_tide_filter():
# import statsmodels.api as sa
import wafo.spectrum.models as sm
sd = 10
Sj = sm.Jonswap(Hm0=4.* sd)
S = Sj.tospecdata()
q = (0.1 * sd) ** 2 # variance of process noise s the car operates
r = (100 * sd) ** 2 # variance of measurement error
b = 0 # no system input
u = 0 # no system input
from scipy.signal import butter, lfilter, filtfilt, lfilter_zi
freq_tide = 1. / (12 * 60 * 60)
freq_wave = 1. / 10
freq_filt = freq_wave / 10
dt = 1.
freq = 1. / dt
fn = (freq / 2)
P = 10* np.diag([1, 0.01])
R = r
H = np.atleast_2d([1, 0])
F = np.atleast_2d([[0, 1],
[0, 0]])
A, Q = lti_disc(F, L=None, Q=np.diag([0, q]), dt=dt)
t = np.arange(0, 60 * 12, 1. / freq)
w = 2 * np.pi * freq # 1 Hz
tide = 100 * np.sin(freq_tide * w * t + 2 * np.pi / 4) + 100
y = tide + S.sim(len(t), dt=1. / freq)[:, 1].ravel()
# lowess = sa.nonparametric.lowess
# y2 = lowess(y, t, frac=0.5)[:,1]
filt = Kalman(R=R, x=np.array([[tide[0]], [0]]), P=P, A=A, Q=Q, H=H, B=b)
filt2 = Kalman(R=R, x=np.array([[tide[0]], [0]]), P=P, A=A, Q=Q, H=H, B=b)
#y = tide + 0.5 * np.sin(freq_wave * w * t)
# Butterworth filter
b, a = butter(9, (freq_filt / fn), btype='low')
#y2 = [lowess(y[max(i-60,0):i + 1], t[max(i-60,0):i + 1], frac=.3)[-1,1] for i in range(len(y))]
#y2 = [lfilter(b, a, y[:i + 1])[i] for i in range(len(y))]
#y3 = filtfilt(b, a, y[:16]).tolist() + [filtfilt(b, a, y[:i + 1])[i] for i in range(16, len(y))]
#y0 = medfilt(y, 41)
zi = lfilter_zi(b, a)
#y2 = lfilter(b, a, y)#, zi=y[0]*zi) # standard filter
y3 = filtfilt(b, a, y) # filter with phase shift correction
y4 =[]
y5 = []
for i, j in enumerate(y):
tmp = filt(j, u=u).ravel()
tmp = filt2(tmp[0], u=u).ravel()
# if i==0:
# print(filt.x)
# print(filt2.x)
y4.append(tmp[0])
y5.append(tmp[1])
y0 = medfilt(y4, 41)
print(filt.P)
# plot
import matplotlib.pyplot as plt
plt.plot(t, y, 'r.-', linewidth=2, label='raw data')
#plt.plot(t, y2, 'b.-', linewidth=2, label='lowess @ %g Hz' % freq_filt)
#plt.plot(t, y2, 'b.-', linewidth=2, label='filter @ %g Hz' % freq_filt)
plt.plot(t, y3, 'g.-', linewidth=2, label='filtfilt @ %g Hz' % freq_filt)
plt.plot(t, y4, 'k.-', linewidth=2, label='kalman')
#plt.plot(t, y5, 'k.', linewidth=2, label='kalman2')
plt.plot(t, tide, 'y-', linewidth=2, label='True tide')
plt.legend(frameon=False, fontsize=14)
plt.xlabel("Time [s]")
plt.ylabel("Amplitude")
plt.show('hold')
def test_smooth(): def test_smooth():
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
t = np.linspace(-4, 4, 500) t = np.linspace(-4, 4, 500)
y = np.exp(-t ** 2) + np.random.normal(0, 0.05, t.shape) y = np.exp(-t ** 2) + np.random.normal(0, 0.05, t.shape)
coeff = calc_coeff(num_points=3, degree=2, diff_order=0) coeff = calc_coeff(n=0, degree=0, diff_order=0)
ysg = smooth(y, coeff, pad=True) ysg = smooth(y, coeff, pad=True)
plt.plot(t, y, t, ysg, '--') plt.plot(t, y, t, ysg, '--')
plt.show() plt.show()
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
if __name__ == '__main__': if __name__ == '__main__':
test_docstrings() #test_kalman_sine()
test_tide_filter()
#test_docstrings()
#test_hampel()
#test_kalman() #test_kalman()
#test_smooth() # test_smooth()

File diff suppressed because it is too large Load Diff

File diff suppressed because it is too large Load Diff

@ -1,76 +1,133 @@
import unittest
import numpy as np import numpy as np
from wafo.spectrum.models import (Bretschneider, Jonswap, OchiHubble, Tmaspec, from wafo.spectrum.models import (Bretschneider, Jonswap, OchiHubble, Tmaspec,
Torsethaugen, McCormick, Wallop) Torsethaugen, McCormick, Wallop, Spreading)
def test_bretschneider(): class TestCase(unittest.TestCase):
S = Bretschneider(Hm0=6.5, Tp=10) def assertListAlmostEqual(self, list1, list2, places=None, msg=None):
vals = S((0, 1, 2, 3)) self.assertEqual(len(list1), len(list2))
true_vals = np.array([0., 1.69350993, 0.06352698, 0.00844783]) for a, b in zip(list1, list2):
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertAlmostEqual(a, b, places, msg)
def test_if_jonswap_with_gamma_one_equals_bretschneider(): class TestSpectra(TestCase):
def test_bretschneider(self):
S = Bretschneider(Hm0=6.5, Tp=10)
vals = S((0, 1, 2, 3)).tolist()
true_vals = [0., 1.69350993, 0.06352698, 0.00844783]
self.assertListAlmostEqual(vals, true_vals)
def test_if_jonswap_with_gamma_one_equals_bretschneider(self):
S = Jonswap(Hm0=7, Tp=11, gamma=1) S = Jonswap(Hm0=7, Tp=11, gamma=1)
vals = S((0, 1, 2, 3)) vals = S((0, 1, 2, 3))
true_vals = np.array([0., 1.42694133, 0.05051648, 0.00669692]) true_vals = np.array([0., 1.42694133, 0.05051648, 0.00669692])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
w = np.linspace(0, 5) w = np.linspace(0, 5)
S2 = Bretschneider(Hm0=7, Tp=11) S2 = Bretschneider(Hm0=7, Tp=11)
# JONSWAP with gamma=1 should be equal to Bretscneider: # JONSWAP with gamma=1 should be equal to Bretscneider:
assert(np.all(np.abs(S(w) - S2(w)) < 1.e-7)) self.assertListAlmostEqual(S(w), S2(w))
def test_tmaspec(): def test_tmaspec(self):
S = Tmaspec(Hm0=7, Tp=11, gamma=1, h=10) S = Tmaspec(Hm0=7, Tp=11, gamma=1, h=10)
vals = S((0, 1, 2, 3)) vals = S((0, 1, 2, 3))
true_vals = np.array([0., 0.70106233, 0.05022433, 0.00669692]) true_vals = np.array([0., 0.70106233, 0.05022433, 0.00669692])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
def test_torsethaugen():
def test_torsethaugen(self):
S = Torsethaugen(Hm0=7, Tp=11, gamma=1, h=10) S = Torsethaugen(Hm0=7, Tp=11, gamma=1, h=10)
vals = S((0, 1, 2, 3)) vals = S((0, 1, 2, 3))
true_vals = np.array([0., 1.19989709, 0.05819794, 0.0093541]) true_vals = np.array([0., 1.19989709, 0.05819794, 0.0093541])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
vals = S.wind(range(4)) vals = S.wind(range(4))
true_vals = np.array([0., 1.13560528, 0.05529849, 0.00888989]) true_vals = np.array([0., 1.13560528, 0.05529849, 0.00888989])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
vals = S.swell(range(4)) vals = S.swell(range(4))
true_vals = np.array([0., 0.0642918, 0.00289946, 0.00046421]) true_vals = np.array([0., 0.0642918, 0.00289946, 0.00046421])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
def test_ochihubble(): def test_ochihubble(self):
S = OchiHubble(par=2) S = OchiHubble(par=2)
vals = S(range(4)) vals = S(range(4))
true_vals = np.array([0., 0.90155636, 0.04185445, 0.00583207]) true_vals = np.array([0., 0.90155636, 0.04185445, 0.00583207])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
def test_mccormick(self):
def test_mccormick():
S = McCormick(Hm0=6.5, Tp=10) S = McCormick(Hm0=6.5, Tp=10)
vals = S(range(4)) vals = S(range(4))
true_vals = np.array([0., 1.87865908, 0.15050447, 0.02994663]) true_vals = np.array([0., 1.87865908, 0.15050447, 0.02994663])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
def test_wallop():
def test_wallop(self):
S = Wallop(Hm0=6.5, Tp=10) S = Wallop(Hm0=6.5, Tp=10)
vals = S(range(4)) vals = S(range(4))
true_vals = np.array([0.00000000e+00, 9.36921871e-01, 2.76991078e-03, true_vals = np.array([0.00000000e+00, 9.36921871e-01, 2.76991078e-03,
7.72996150e-05]) 7.72996150e-05])
assert((np.abs(vals - true_vals) < 1e-7).all()) self.assertListAlmostEqual(vals, true_vals)
class TestSpreading(TestCase):
def test_cos2s(self):
theta = np.linspace(0, 2 * np.pi)
d = Spreading(type='cos2s')
dvals = [[1.10168934e+00],
[1.03576796e+00],
[8.60302298e-01],
[6.30309013e-01],
[4.06280137e-01],
[2.29514882e-01],
[1.13052757e-01],
[4.82339343e-02],
[1.76754409e-02],
[5.50490020e-03],
[1.43800617e-03],
[3.09907242e-04],
[5.39672445e-05],
[7.39553743e-06],
[7.70796579e-07],
[5.84247670e-08],
[3.03264905e-09],
[9.91950201e-11],
[1.81442131e-12],
[1.55028269e-14],
[4.63223469e-17],
[2.90526245e-20],
[1.35842977e-24],
[3.26077455e-31],
[1.65021852e-45],
[1.65021852e-45],
[3.26077455e-31],
[1.35842977e-24],
[2.90526245e-20],
[4.63223469e-17],
[1.55028269e-14],
[1.81442131e-12],
[9.91950201e-11],
[3.03264905e-09],
[5.84247670e-08],
[7.70796579e-07],
[7.39553743e-06],
[5.39672445e-05],
[3.09907242e-04],
[1.43800617e-03],
[5.50490020e-03],
[1.76754409e-02],
[4.82339343e-02],
[1.13052757e-01],
[2.29514882e-01],
[4.06280137e-01],
[6.30309013e-01],
[8.60302298e-01],
[1.03576796e+00],
[1.10168934e+00]]
self.assertListAlmostEqual(d(theta)[0], dvals)
if __name__ == '__main__': if __name__ == '__main__':
# main() unittest.main()
import nose
nose.run()
#test_tmaspec()

@ -1,4 +1,6 @@
import wafo.spectrum.models as sm import wafo.spectrum.models as sm
import wafo.transform.models as wtm
import wafo.objects as wo
from wafo.spectrum import SpecData1D from wafo.spectrum import SpecData1D
import numpy as np import numpy as np
import unittest import unittest
@ -18,11 +20,11 @@ class TestSpectrum(unittest.TestCase):
acfmat = S.tocov_matrix(nr=3, nt=256, dt=0.1) acfmat = S.tocov_matrix(nr=3, nt=256, dt=0.1)
vals = acfmat[:2, :] vals = acfmat[:2, :]
true_vals = np.array([[3.06073383, 0.0000000, -1.67748256, 0.], true_vals = np.array([[3.06073383, 0.0000000, -1.67748256, 0.],
[3.05235423, -0.1674357, -1.66811444, 0.18693242]]) [3.05235423, -0.1674357, -1.66811444,
0.18693242]])
self.assertTrue((np.abs(vals - true_vals) < 1e-7).all()) self.assertTrue((np.abs(vals - true_vals) < 1e-7).all())
def test_tocovdata(): def test_tocovdata():
Sj = sm.Jonswap() Sj = sm.Jonswap()
S = Sj.tospecdata() S = Sj.tospecdata()
@ -41,22 +43,25 @@ def test_to_t_pdf():
f = S.to_t_pdf(pdef='Tc', paramt=(0, 10, 51), speed=7, seed=100) f = S.to_t_pdf(pdef='Tc', paramt=(0, 10, 51), speed=7, seed=100)
vals = ['%2.3f' % val for val in f.data[:10]] vals = ['%2.3f' % val for val in f.data[:10]]
truevals = ['0.000', '0.014', '0.027', '0.040', truevals = ['0.000', '0.014', '0.027', '0.040',
'0.050', '0.059', '0.067', '0.072', '0.077', '0.081'] '0.050', '0.059', '0.067', '0.073', '0.077', '0.082']
for t, v in zip(truevals, vals):
assert(t == v)
# estimated error bounds # estimated error bounds
vals = ['%2.4f' % val for val in f.err[:10]] vals = ['%2.4f' % val for val in f.err[:10]]
truevals = ['0.0000', '0.0003', '0.0003', '0.0004', truevals = ['0.0000', '0.0003', '0.0003', '0.0004',
'0.0006', '0.0009', '0.0016', '0.0019', '0.0020', '0.0021'] '0.0006', '0.0008', '0.0016', '0.0019', '0.0020', '0.0021']
for t, v in zip(truevals, vals):
assert(t == v)
@slow @slow
def test_sim(): def test_sim():
Sj = sm.Jonswap() Sj = sm.Jonswap()
S = Sj.tospecdata() S = Sj.tospecdata()
ns = 100 #ns = 100
dt = .2 #dt = .2
x1 = S.sim(ns, dt=dt) #x1 = S.sim(ns, dt=dt)
import scipy.stats as st import scipy.stats as st
x2 = S.sim(20000, 20) x2 = S.sim(20000, 20)
@ -75,13 +80,11 @@ def test_sim_nl():
Sj = sm.Jonswap() Sj = sm.Jonswap()
S = Sj.tospecdata() S = Sj.tospecdata()
ns = 100 # ns = 100
dt = .2 # dt = .2
x1 = S.sim_nl(ns, dt=dt) # x1 = S.sim_nl(ns, dt=dt)
import numpy as np
import scipy.stats as st import scipy.stats as st
x2, x1 = S.sim_nl(ns=20000, cases=40) x2, _x1 = S.sim_nl(ns=20000, cases=40)
truth1 = [0, np.sqrt(S.moment(1)[0][0])] + S.stats_nl(moments='sk') truth1 = [0, np.sqrt(S.moment(1)[0][0])] + S.stats_nl(moments='sk')
truth1[-1] = truth1[-1] - 3 truth1[-1] = truth1[-1] - 3
@ -110,26 +113,22 @@ def test_stats_nl():
def test_testgaussian(): def test_testgaussian():
'''
>>> import wafo.spectrum.models as sm Hs = 7
>>> import wafo.transform.models as wtm Sj = sm.Jonswap(Hm0=Hs)
>>> import wafo.objects as wo S0 = Sj.tospecdata()
>>> Hs = 7 #ns =100; dt = .2
>>> Sj = sm.Jonswap(Hm0=Hs) #x1 = S0.sim(ns, dt=dt)
>>> S0 = Sj.tospecdata()
>>> ns =100; dt = .2 S = S0.copy()
>>> x1 = S0.sim(ns, dt=dt) me, _va, sk, ku = S.stats_nl(moments='mvsk')
S.tr = wtm.TrHermite(
>>> S = S0.copy() mean=me, sigma=Hs / 4, skew=sk, kurt=ku, ysigma=Hs / 4)
>>> me, va, sk, ku = S.stats_nl(moments='mvsk') ys = wo.mat2timeseries(S.sim(ns=2 ** 13))
>>> S.tr = wtm.TrHermite(mean=me, sigma=Hs/4, skew=sk, kurt=ku, ysigma=Hs/4) g0, _gemp = ys.trdata()
>>> ys = wo.mat2timeseries(S.sim(ns=2**13)) t0 = g0.dist2gauss()
>>> g0, gemp = ys.trdata() t1 = S0.testgaussian(ns=2 ** 13, t0=t0, cases=50)
>>> t0 = g0.dist2gauss() assert(sum(t1 > t0) < 5)
>>> t1 = S0.testgaussian(ns=2**13, t0=t0, cases=50)
>>> sum(t1>t0)<5
True
'''
def test_moment(): def test_moment():
@ -140,29 +139,28 @@ def test_moment():
true_txt = ['m0', 'm0tt'] true_txt = ['m0', 'm0tt']
for tv, v in zip(true_vals, vals): for tv, v in zip(true_vals, vals):
assert(tv == v) assert(tv == v)
for tv, v in zip(true_txt, txt):
assert(tv == v)
def test_nyquist_freq(): def test_nyquist_freq():
Sj = sm.Jonswap(Hm0=5) Sj = sm.Jonswap(Hm0=5)
S = Sj.tospecdata() # Make spectrum ob S = Sj.tospecdata() # Make spectrum ob
assert(S.nyquist_freq() == 3.0) assert(S.nyquist_freq() == 3.0)
def test_sampling_period(): def test_sampling_period():
Sj = sm.Jonswap(Hm0=5) Sj = sm.Jonswap(Hm0=5)
S = Sj.tospecdata() # Make spectrum ob S = Sj.tospecdata() # Make spectrum ob
assert(S.sampling_period() == 1.0471975511965976) assert(S.sampling_period() == 1.0471975511965976)
def test_normalize(): def test_normalize():
Sj = sm.Jonswap(Hm0=5) Sj = sm.Jonswap(Hm0=5)
S = Sj.tospecdata() # Make spectrum ob S = Sj.tospecdata() # Make spectrum ob
S.moment(2) S.moment(2)
([1.5614600345079888, 0.95567089481941048], ['m0', 'm0tt']) ([1.5614600345079888, 0.95567089481941048], ['m0', 'm0tt'])
vals, txt = S.moment(2) vals, _txt = S.moment(2)
true_vals = [1.5614600345079888, 0.95567089481941048] true_vals = [1.5614600345079888, 0.95567089481941048]
for tv, v in zip(true_vals, vals): for tv, v in zip(true_vals, vals):
assert(tv == v) assert(tv == v)
@ -171,7 +169,7 @@ def test_normalize():
Sn.normalize() Sn.normalize()
# Now the moments should be one # Now the moments should be one
new_vals, txt = Sn.moment(2) new_vals, _txt = Sn.moment(2)
for v in new_vals: for v in new_vals:
assert(np.abs(v - 1.0) < 1e-7) assert(np.abs(v - 1.0) < 1e-7)

@ -8,7 +8,7 @@ Statistical functions (:mod:`scipy.stats`)
This module contains a large number of probability distributions as This module contains a large number of probability distributions as
well as a growing library of statistical functions. well as a growing library of statistical functions.
Each included distribution is an instance of the class rv_continous: Each included distribution is an instance of the class rv_continuous:
For each given name the following methods are available: For each given name the following methods are available:
.. autosummary:: .. autosummary::
@ -77,7 +77,7 @@ Continuous distributions
exponweib -- Exponentiated Weibull exponweib -- Exponentiated Weibull
exponpow -- Exponential Power exponpow -- Exponential Power
f -- F (Snecdor F) f -- F (Snecdor F)
fatiguelife -- Fatigue Life (Birnbaum-Sanders) fatiguelife -- Fatigue Life (Birnbaum-Saunders)
fisk -- Fisk fisk -- Fisk
foldcauchy -- Folded Cauchy foldcauchy -- Folded Cauchy
foldnorm -- Folded Normal foldnorm -- Folded Normal
@ -149,6 +149,7 @@ Multivariate distributions
:toctree: generated/ :toctree: generated/
multivariate_normal -- Multivariate normal distribution multivariate_normal -- Multivariate normal distribution
dirichlet -- Dirichlet
Discrete distributions Discrete distributions
====================== ======================
@ -231,6 +232,7 @@ which work for masked arrays.
.. autosummary:: .. autosummary::
:toctree: generated/ :toctree: generated/
sigmaclip
threshold threshold
trimboth trimboth
trim1 trim1
@ -244,6 +246,7 @@ which work for masked arrays.
pointbiserialr pointbiserialr
kendalltau kendalltau
linregress linregress
theilslopes
.. autosummary:: .. autosummary::
:toctree: generated/ :toctree: generated/
@ -271,8 +274,10 @@ which work for masked arrays.
levene levene
shapiro shapiro
anderson anderson
anderson_ksamp
binom_test binom_test
fligner fligner
median_test
mood mood
.. autosummary:: .. autosummary::
@ -282,6 +287,8 @@ which work for masked arrays.
boxcox_normmax boxcox_normmax
boxcox_llf boxcox_llf
entropy
Contingency table functions Contingency table functions
=========================== ===========================
@ -344,3 +351,5 @@ __all__ = [s for s in dir() if not (s.startswith('_') or s.endswith('cython'))]
#import distributions #@Reimport #import distributions #@Reimport
#from wafo.stats.distributions import * #from wafo.stats.distributions import *
from numpy.testing import Tester
test = Tester().test

@ -16,8 +16,6 @@ def binned_statistic(x, values, statistic='mean',
each bin. This function allows the computation of the sum, mean, median, each bin. This function allows the computation of the sum, mean, median,
or other statistic of the values within each bin. or other statistic of the values within each bin.
.. versionadded:: 0.11.0
Parameters Parameters
---------- ----------
x : array_like x : array_like
@ -78,6 +76,8 @@ def binned_statistic(x, values, statistic='mean',
second ``[2, 3)``. The last bin, however, is ``[3, 4]``, which *includes* second ``[2, 3)``. The last bin, however, is ``[3, 4]``, which *includes*
4. 4.
.. versionadded:: 0.11.0
Examples Examples
-------- --------
>>> stats.binned_statistic([1, 2, 1, 2, 4], np.arange(5), statistic='mean', >>> stats.binned_statistic([1, 2, 1, 2, 4], np.arange(5), statistic='mean',
@ -116,8 +116,6 @@ def binned_statistic_2d(x, y, values, statistic='mean',
each bin. This function allows the computation of the sum, mean, median, each bin. This function allows the computation of the sum, mean, median,
or other statistic of the values within each bin. or other statistic of the values within each bin.
.. versionadded:: 0.11.0
Parameters Parameters
---------- ----------
x : (N,) array_like x : (N,) array_like
@ -175,6 +173,11 @@ def binned_statistic_2d(x, y, values, statistic='mean',
-------- --------
numpy.histogram2d, binned_statistic, binned_statistic_dd numpy.histogram2d, binned_statistic, binned_statistic_dd
Notes
-----
.. versionadded:: 0.11.0
""" """
# This code is based on np.histogram2d # This code is based on np.histogram2d
@ -203,8 +206,6 @@ def binned_statistic_dd(sample, values, statistic='mean',
each bin. This function allows the computation of the sum, mean, median, each bin. This function allows the computation of the sum, mean, median,
or other statistic of the values within each bin. or other statistic of the values within each bin.
.. versionadded:: 0.11.0
Parameters Parameters
---------- ----------
sample : array_like sample : array_like
@ -258,6 +259,11 @@ def binned_statistic_dd(sample, values, statistic='mean',
-------- --------
np.histogramdd, binned_statistic, binned_statistic_2d np.histogramdd, binned_statistic, binned_statistic_2d
Notes
-----
.. versionadded:: 0.11.0
""" """
if type(statistic) == str: if type(statistic) == str:
if statistic not in ['mean', 'median', 'count', 'sum', 'std']: if statistic not in ['mean', 'median', 'count', 'sum', 'std']:

File diff suppressed because it is too large Load Diff

@ -13,17 +13,10 @@ import numpy as np
import numpy.random as mtrand import numpy.random as mtrand
from ._distn_infrastructure import ( from ._distn_infrastructure import (
rv_discrete, _lazywhere, _ncx2_pdf, _ncx2_cdf) rv_discrete, _lazywhere, _ncx2_pdf, _ncx2_cdf, get_distribution_names)
__all__ = [
'binom', 'bernoulli', 'nbinom', 'geom', 'hypergeom',
'logser', 'poisson', 'planck', 'boltzmann', 'randint',
'zipf', 'dlaplace', 'skellam'
]
class binom_gen(rv_discrete): class binom_gen(rv_discrete):
"""A binomial discrete random variable. """A binomial discrete random variable.
%(before_notes)s %(before_notes)s
@ -41,7 +34,6 @@ class binom_gen(rv_discrete):
%(example)s %(example)s
""" """
def _rvs(self, n, p): def _rvs(self, n, p):
return mtrand.binomial(n, p, self._size) return mtrand.binomial(n, p, self._size)
@ -51,8 +43,8 @@ class binom_gen(rv_discrete):
def _logpmf(self, x, n, p): def _logpmf(self, x, n, p):
k = floor(x) k = floor(x)
combiln = (gamln(n + 1) - (gamln(k + 1) + gamln(n - k + 1))) combiln = (gamln(n+1) - (gamln(k+1) + gamln(n-k+1)))
return combiln + special.xlogy(k, p) + special.xlog1py(n - k, -p) return combiln + special.xlogy(k, p) + special.xlog1py(n-k, -p)
def _pmf(self, x, n, p): def _pmf(self, x, n, p):
return exp(self._logpmf(x, n, p)) return exp(self._logpmf(x, n, p))
@ -68,16 +60,19 @@ class binom_gen(rv_discrete):
def _ppf(self, q, n, p): def _ppf(self, q, n, p):
vals = ceil(special.bdtrik(q, n, p)) vals = ceil(special.bdtrik(q, n, p))
vals1 = vals - 1 vals1 = np.maximum(vals - 1, 0)
temp = special.bdtr(vals1, n, p) temp = special.bdtr(vals1, n, p)
return np.where(temp >= q, vals1, vals) return np.where(temp >= q, vals1, vals)
def _stats(self, n, p): def _stats(self, n, p, moments='mv'):
q = 1.0 - p q = 1.0 - p
mu = n * p mu = n * p
var = n * p * q var = n * p * q
g1 = (q - p) / sqrt(n * p * q) g1, g2 = None, None
g2 = (1.0 - 6 * p * q) / (n * p * q) if 's' in moments:
g1 = (q - p) / sqrt(var)
if 'k' in moments:
g2 = (1.0 - 6*p*q) / var
return mu, var, g1, g2 return mu, var, g1, g2
def _entropy(self, n, p): def _entropy(self, n, p):
@ -89,7 +84,6 @@ binom = binom_gen(name='binom')
class bernoulli_gen(binom_gen): class bernoulli_gen(binom_gen):
"""A Bernoulli discrete random variable. """A Bernoulli discrete random variable.
%(before_notes)s %(before_notes)s
@ -108,7 +102,6 @@ class bernoulli_gen(binom_gen):
%(example)s %(example)s
""" """
def _rvs(self, p): def _rvs(self, p):
return binom_gen._rvs(self, 1, p) return binom_gen._rvs(self, 1, p)
@ -140,7 +133,6 @@ bernoulli = bernoulli_gen(b=1, name='bernoulli')
class nbinom_gen(rv_discrete): class nbinom_gen(rv_discrete):
"""A negative binomial discrete random variable. """A negative binomial discrete random variable.
%(before_notes)s %(before_notes)s
@ -158,7 +150,6 @@ class nbinom_gen(rv_discrete):
%(example)s %(example)s
""" """
def _rvs(self, n, p): def _rvs(self, n, p):
return mtrand.negative_binomial(n, p, self._size) return mtrand.negative_binomial(n, p, self._size)
@ -174,7 +165,7 @@ class nbinom_gen(rv_discrete):
def _cdf(self, x, n, p): def _cdf(self, x, n, p):
k = floor(x) k = floor(x)
return special.betainc(n, k + 1, p) return special.betainc(n, k+1, p)
def _sf_skip(self, x, n, p): def _sf_skip(self, x, n, p):
# skip because special.nbdtrc doesn't work for 0<n<1 # skip because special.nbdtrc doesn't work for 0<n<1
@ -183,23 +174,22 @@ class nbinom_gen(rv_discrete):
def _ppf(self, q, n, p): def _ppf(self, q, n, p):
vals = ceil(special.nbdtrik(q, n, p)) vals = ceil(special.nbdtrik(q, n, p))
vals1 = (vals - 1).clip(0.0, np.inf) vals1 = (vals-1).clip(0.0, np.inf)
temp = self._cdf(vals1, n, p) temp = self._cdf(vals1, n, p)
return np.where(temp >= q, vals1, vals) return np.where(temp >= q, vals1, vals)
def _stats(self, n, p): def _stats(self, n, p):
Q = 1.0 / p Q = 1.0 / p
P = Q - 1.0 P = Q - 1.0
mu = n * P mu = n*P
var = n * P * Q var = n*P*Q
g1 = (Q + P) / sqrt(n * P * Q) g1 = (Q+P)/sqrt(n*P*Q)
g2 = (1.0 + 6 * P * Q) / (n * P * Q) g2 = (1.0 + 6*P*Q) / (n*P*Q)
return mu, var, g1, g2 return mu, var, g1, g2
nbinom = nbinom_gen(name='nbinom') nbinom = nbinom_gen(name='nbinom')
class geom_gen(rv_discrete): class geom_gen(rv_discrete):
"""A geometric discrete random variable. """A geometric discrete random variable.
%(before_notes)s %(before_notes)s
@ -217,7 +207,6 @@ class geom_gen(rv_discrete):
%(example)s %(example)s
""" """
def _rvs(self, p): def _rvs(self, p):
return mtrand.geometric(p, size=self._size) return mtrand.geometric(p, size=self._size)
@ -225,7 +214,7 @@ class geom_gen(rv_discrete):
return (p <= 1) & (p >= 0) return (p <= 1) & (p >= 0)
def _pmf(self, k, p): def _pmf(self, k, p):
return np.power(1 - p, k - 1) * p return np.power(1-p, k-1) * p
def _logpmf(self, k, p): def _logpmf(self, k, p):
return (k - 1) * log1p(-p) + log(p) return (k - 1) * log1p(-p) + log(p)
@ -247,17 +236,16 @@ class geom_gen(rv_discrete):
return np.where((temp >= q) & (vals > 0), vals - 1, vals) return np.where((temp >= q) & (vals > 0), vals - 1, vals)
def _stats(self, p): def _stats(self, p):
mu = 1.0 / p mu = 1.0/p
qr = 1.0 - p qr = 1.0-p
var = qr / p / p var = qr / p / p
g1 = (2.0 - p) / sqrt(qr) g1 = (2.0-p) / sqrt(qr)
g2 = np.polyval([1, -6, 6], p) / (1.0 - p) g2 = np.polyval([1, -6, 6], p)/(1.0-p)
return mu, var, g1, g2 return mu, var, g1, g2
geom = geom_gen(a=1, name='geom', longname="A geometric") geom = geom_gen(a=1, name='geom', longname="A geometric")
class hypergeom_gen(rv_discrete): class hypergeom_gen(rv_discrete):
"""A hypergeometric discrete random variable. """A hypergeometric discrete random variable.
The hypergeometric distribution models drawing objects from a bin. The hypergeometric distribution models drawing objects from a bin.
@ -277,6 +265,7 @@ class hypergeom_gen(rv_discrete):
Examples Examples
-------- --------
>>> from scipy.stats import hypergeom >>> from scipy.stats import hypergeom
>>> import matplotlib.pyplot as plt
Suppose we have a collection of 20 animals, of which 7 are dogs. Then if Suppose we have a collection of 20 animals, of which 7 are dogs. Then if
we want to know the probability of finding a given number of dogs if we we want to know the probability of finding a given number of dogs if we
@ -307,23 +296,22 @@ class hypergeom_gen(rv_discrete):
>>> R = hypergeom.rvs(M, n, N, size=10) >>> R = hypergeom.rvs(M, n, N, size=10)
""" """
def _rvs(self, M, n, N): def _rvs(self, M, n, N):
return mtrand.hypergeometric(n, M - n, N, size=self._size) return mtrand.hypergeometric(n, M-n, N, size=self._size)
def _argcheck(self, M, n, N): def _argcheck(self, M, n, N):
cond = rv_discrete._argcheck(self, M, n, N) cond = rv_discrete._argcheck(self, M, n, N)
cond &= (n <= M) & (N <= M) cond &= (n <= M) & (N <= M)
self.a = max(N - (M - n), 0) self.a = max(N-(M-n), 0)
self.b = min(n, N) self.b = min(n, N)
return cond return cond
def _logpmf(self, k, M, n, N): def _logpmf(self, k, M, n, N):
tot, good = M, n tot, good = M, n
bad = tot - good bad = tot - good
return gamln(good + 1) - gamln(good - k + 1) - gamln(k + 1) + \ return gamln(good+1) - gamln(good-k+1) - gamln(k+1) + gamln(bad+1) \
gamln(bad + 1) - gamln(bad - N + k + 1) - gamln(N - k + 1) - \ - gamln(bad-N+k+1) - gamln(N-k+1) - gamln(tot+1) + gamln(tot-N+1) \
gamln(tot + 1) + gamln(tot - N + 1) + gamln(N + 1) + gamln(N+1)
def _pmf(self, k, M, n, N): def _pmf(self, k, M, n, N):
# same as the following but numerically more precise # same as the following but numerically more precise
@ -333,19 +321,18 @@ class hypergeom_gen(rv_discrete):
def _stats(self, M, n, N): def _stats(self, M, n, N):
# tot, good, sample_size = M, n, N # tot, good, sample_size = M, n, N
# "wikipedia".replace('N', 'M').replace('n', 'N').replace('K', 'n') # "wikipedia".replace('N', 'M').replace('n', 'N').replace('K', 'n')
M, n, N = 1. * M, 1. * n, 1. * N M, n, N = 1.*M, 1.*n, 1.*N
m = M - n m = M - n
p = n / M p = n/M
mu = N * p mu = N*p
var = m * n * N * (M - N) * 1.0 / (M * M * (M - 1)) var = m*n*N*(M - N)*1.0/(M*M*(M-1))
g1 = (m - n) * (M - 2 * N) / (M - 2.0) * \ g1 = (m - n)*(M-2*N) / (M-2.0) * sqrt((M-1.0) / (m*n*N*(M-N)))
sqrt((M - 1.0) / (m * n * N * (M - N)))
g2 = M * (M + 1) - 6. * N * (M - N) - 6. * n * m g2 = M*(M+1) - 6.*N*(M-N) - 6.*n*m
g2 *= (M - 1) * M * M g2 *= (M-1)*M*M
g2 += 6. * n * N * (M - N) * m * (5. * M - 6) g2 += 6.*n*N*(M-N)*m*(5.*M-6)
g2 /= n * N * (M - N) * m * (M - 2.) * (M - 3.) g2 /= n * N * (M-N) * m * (M-2.) * (M-3.)
return mu, var, g1, g2 return mu, var, g1, g2
def _entropy(self, M, n, N): def _entropy(self, M, n, N):
@ -372,7 +359,6 @@ hypergeom = hypergeom_gen(name='hypergeom')
# FIXME: Fails _cdfvec # FIXME: Fails _cdfvec
class logser_gen(rv_discrete): class logser_gen(rv_discrete):
"""A Logarithmic (Log-Series, Series) discrete random variable. """A Logarithmic (Log-Series, Series) discrete random variable.
%(before_notes)s %(before_notes)s
@ -390,7 +376,6 @@ class logser_gen(rv_discrete):
%(example)s %(example)s
""" """
def _rvs(self, p): def _rvs(self, p):
# looks wrong for p>0.5, too few k=1 # looks wrong for p>0.5, too few k=1
# trying to use generic is worse, no k=1 at all # trying to use generic is worse, no k=1 at all
@ -405,22 +390,21 @@ class logser_gen(rv_discrete):
def _stats(self, p): def _stats(self, p):
r = log1p(-p) r = log1p(-p)
mu = p / (p - 1.0) / r mu = p / (p - 1.0) / r
mu2p = -p / r / (p - 1.0) ** 2 mu2p = -p / r / (p - 1.0)**2
var = mu2p - mu * mu var = mu2p - mu*mu
mu3p = -p / r * (1.0 + p) / (1.0 - p) ** 3 mu3p = -p / r * (1.0+p) / (1.0 - p)**3
mu3 = mu3p - 3 * mu * mu2p + 2 * mu ** 3 mu3 = mu3p - 3*mu*mu2p + 2*mu**3
g1 = mu3 / np.power(var, 1.5) g1 = mu3 / np.power(var, 1.5)
mu4p = -p / r * ( mu4p = -p / r * (
1.0 / (p - 1) ** 2 - 6 * p / (p - 1) ** 3 + 6 * p * p / (p - 1) ** 4) 1.0 / (p-1)**2 - 6*p / (p - 1)**3 + 6*p*p / (p-1)**4)
mu4 = mu4p - 4 * mu3p * mu + 6 * mu2p * mu * mu - 3 * mu ** 4 mu4 = mu4p - 4*mu3p*mu + 6*mu2p*mu*mu - 3*mu**4
g2 = mu4 / var ** 2 - 3.0 g2 = mu4 / var**2 - 3.0
return mu, var, g1, g2 return mu, var, g1, g2
logser = logser_gen(a=1, name='logser', longname='A logarithmic') logser = logser_gen(a=1, name='logser', longname='A logarithmic')
class poisson_gen(rv_discrete): class poisson_gen(rv_discrete):
"""A Poisson discrete random variable. """A Poisson discrete random variable.
%(before_notes)s %(before_notes)s
@ -438,12 +422,11 @@ class poisson_gen(rv_discrete):
%(example)s %(example)s
""" """
def _rvs(self, mu): def _rvs(self, mu):
return mtrand.poisson(mu, self._size) return mtrand.poisson(mu, self._size)
def _logpmf(self, k, mu): def _logpmf(self, k, mu):
Pk = k * log(mu) - gamln(k + 1) - mu Pk = k*log(mu)-gamln(k+1) - mu
return Pk return Pk
def _pmf(self, k, mu): def _pmf(self, k, mu):
@ -459,9 +442,9 @@ class poisson_gen(rv_discrete):
def _ppf(self, q, mu): def _ppf(self, q, mu):
vals = ceil(special.pdtrik(q, mu)) vals = ceil(special.pdtrik(q, mu))
vals1 = vals - 1 vals1 = np.maximum(vals - 1, 0)
temp = special.pdtr(vals1, mu) temp = special.pdtr(vals1, mu)
return np.where((temp >= q), vals1, vals) return np.where(temp >= q, vals1, vals)
def _stats(self, mu): def _stats(self, mu):
var = mu var = mu
@ -473,7 +456,6 @@ poisson = poisson_gen(name="poisson", longname='A Poisson')
class planck_gen(rv_discrete): class planck_gen(rv_discrete):
"""A Planck discrete exponential random variable. """A Planck discrete exponential random variable.
%(before_notes)s %(before_notes)s
@ -491,7 +473,6 @@ class planck_gen(rv_discrete):
%(example)s %(example)s
""" """
def _argcheck(self, lambda_): def _argcheck(self, lambda_):
if (lambda_ > 0): if (lambda_ > 0):
self.a = 0 self.a = 0
@ -513,27 +494,26 @@ class planck_gen(rv_discrete):
return - expm1(-lambda_ * (k + 1)) return - expm1(-lambda_ * (k + 1))
def _ppf(self, q, lambda_): def _ppf(self, q, lambda_):
vals = ceil(-1.0 / lambda_ * log1p(-q) - 1) vals = ceil(-1.0/lambda_ * log1p(-q)-1)
vals1 = (vals - 1).clip(self.a, np.inf) vals1 = (vals-1).clip(self.a, np.inf)
temp = self._cdf(vals1, lambda_) temp = self._cdf(vals1, lambda_)
return np.where(temp >= q, vals1, vals) return np.where(temp >= q, vals1, vals)
def _stats(self, lambda_): def _stats(self, lambda_):
mu = 1 / (exp(lambda_) - 1) mu = 1/(exp(lambda_)-1)
var = exp(-lambda_) / (expm1(-lambda_)) ** 2 var = exp(-lambda_)/(expm1(-lambda_))**2
g1 = 2 * cosh(lambda_ / 2.0) g1 = 2*cosh(lambda_/2.0)
g2 = 4 + 2 * cosh(lambda_) g2 = 4+2*cosh(lambda_)
return mu, var, g1, g2 return mu, var, g1, g2
def _entropy(self, lambda_): def _entropy(self, lambda_):
l = lambda_ l = lambda_
C = -expm1(-l) C = -expm1(-l)
return l * exp(-l) / C - log(C) return l*exp(-l)/C - log(C)
planck = planck_gen(name='planck', longname='A discrete exponential ') planck = planck_gen(name='planck', longname='A discrete exponential ')
class boltzmann_gen(rv_discrete): class boltzmann_gen(rv_discrete):
"""A Boltzmann (Truncated Discrete Exponential) random variable. """A Boltzmann (Truncated Discrete Exponential) random variable.
%(before_notes)s %(before_notes)s
@ -551,7 +531,6 @@ class boltzmann_gen(rv_discrete):
%(example)s %(example)s
""" """
def _pmf(self, k, lambda_, N): def _pmf(self, k, lambda_, N):
fact = (expm1(-lambda_)) / (expm1(-lambda_ * N)) fact = (expm1(-lambda_)) / (expm1(-lambda_ * N))
return fact * exp(-lambda_ * k) return fact * exp(-lambda_ * k)
@ -569,15 +548,14 @@ class boltzmann_gen(rv_discrete):
def _stats(self, lambda_, N): def _stats(self, lambda_, N):
z = exp(-lambda_) z = exp(-lambda_)
zN = exp(-lambda_ * N) zN = exp(-lambda_*N)
mu = z / (1.0 - z) - N * zN / (1 - zN) mu = z/(1.0-z)-N*zN/(1-zN)
var = z / (1.0 - z) ** 2 - N * N * zN / (1 - zN) ** 2 var = z/(1.0-z)**2 - N*N*zN/(1-zN)**2
trm = (1 - zN) / (1 - z) trm = (1-zN)/(1-z)
trm2 = (z * trm ** 2 - N * N * zN) trm2 = (z*trm**2 - N*N*zN)
g1 = z * (1 + z) * trm ** 3 - N ** 3 * zN * (1 + zN) g1 = z*(1+z)*trm**3 - N**3*zN*(1+zN)
g1 = g1 / trm2 ** (1.5) g1 = g1 / trm2**(1.5)
g2 = z * (1 + 4 * z + z * z) * \ g2 = z*(1+4*z+z*z)*trm**4 - N**4 * zN*(1+4*zN+zN*zN)
trm ** 4 - N ** 4 * zN * (1 + 4 * zN + zN * zN)
g2 = g2 / trm2 / trm2 g2 = g2 / trm2 / trm2
return mu, var, g1, g2 return mu, var, g1, g2
boltzmann = boltzmann_gen(name='boltzmann', boltzmann = boltzmann_gen(name='boltzmann',
@ -585,7 +563,6 @@ boltzmann = boltzmann_gen(name='boltzmann',
class randint_gen(rv_discrete): class randint_gen(rv_discrete):
"""A uniform discrete random variable. """A uniform discrete random variable.
%(before_notes)s %(before_notes)s
@ -606,7 +583,6 @@ class randint_gen(rv_discrete):
%(example)s %(example)s
""" """
def _argcheck(self, low, high): def _argcheck(self, low, high):
self.a = low self.a = low
self.b = high - 1 self.b = high - 1
@ -630,9 +606,9 @@ class randint_gen(rv_discrete):
m2, m1 = np.asarray(high), np.asarray(low) m2, m1 = np.asarray(high), np.asarray(low)
mu = (m2 + m1 - 1.0) / 2 mu = (m2 + m1 - 1.0) / 2
d = m2 - m1 d = m2 - m1
var = (d * d - 1) / 12.0 var = (d*d - 1) / 12.0
g1 = 0.0 g1 = 0.0
g2 = -6.0 / 5.0 * (d * d + 1.0) / (d * d - 1.0) g2 = -6.0/5.0 * (d*d + 1.0) / (d*d - 1.0)
return mu, var, g1, g2 return mu, var, g1, g2
def _rvs(self, low, high=None): def _rvs(self, low, high=None):
@ -648,9 +624,22 @@ randint = randint_gen(name='randint', longname='A discrete uniform '
'(random integer)') '(random integer)')
def harmonic(n,r):
return 1./n + special.polygamma(r-1, n)/special.gamma(r) + special.zeta(r, 1)
def H(n):
"""Returns the n-th harmonic number.
http://en.wikipedia.org/wiki/Harmonic_number
"""
# Euler-Mascheroni constant
gamma = 0.57721566490153286060651209008240243104215933593992
return gamma + special.digamma(n+1)
# FIXME: problems sampling. # FIXME: problems sampling.
class zipf_gen(rv_discrete): class zipf_gen(rv_discrete):
"""A Zipf discrete random variable. """A Zipf discrete random variable.
%(before_notes)s %(before_notes)s
@ -668,7 +657,6 @@ class zipf_gen(rv_discrete):
%(example)s %(example)s
""" """
def _rvs(self, a): def _rvs(self, a):
return mtrand.zipf(a, size=self._size) return mtrand.zipf(a, size=self._size)
@ -676,7 +664,7 @@ class zipf_gen(rv_discrete):
return a > 1 return a > 1
def _pmf(self, k, a): def _pmf(self, k, a):
Pk = 1.0 / special.zeta(a, 1) / k ** a Pk = 1.0 / special.zeta(a, 1) / k**a
return Pk return Pk
def _munp(self, n, a): def _munp(self, n, a):
@ -688,7 +676,6 @@ zipf = zipf_gen(a=1, name='zipf', longname='A Zipf')
class dlaplace_gen(rv_discrete): class dlaplace_gen(rv_discrete):
"""A Laplacian discrete random variable. """A Laplacian discrete random variable.
%(before_notes)s %(before_notes)s
@ -706,37 +693,35 @@ class dlaplace_gen(rv_discrete):
%(example)s %(example)s
""" """
def _pmf(self, k, a): def _pmf(self, k, a):
return tanh(a / 2.0) * exp(-a * abs(k)) return tanh(a/2.0) * exp(-a * abs(k))
def _cdf(self, x, a): def _cdf(self, x, a):
k = floor(x) k = floor(x)
f = lambda k, a: 1.0 - exp(-a * k) / (exp(a) + 1) f = lambda k, a: 1.0 - exp(-a * k) / (exp(a) + 1)
f2 = lambda k, a: exp(a * (k + 1)) / (exp(a) + 1) f2 = lambda k, a: exp(a * (k+1)) / (exp(a) + 1)
return _lazywhere(k >= 0, (k, a), f=f, f2=f2) return _lazywhere(k >= 0, (k, a), f=f, f2=f2)
def _ppf(self, q, a): def _ppf(self, q, a):
const = 1 + exp(a) const = 1 + exp(a)
vals = ceil(np.where(q < 1.0 / (1 + exp(-a)), log(q * const) / a - 1, vals = ceil(np.where(q < 1.0 / (1 + exp(-a)), log(q*const) / a - 1,
-log((1 - q) * const) / a)) -log((1-q) * const) / a))
vals1 = vals - 1 vals1 = vals - 1
return np.where(self._cdf(vals1, a) >= q, vals1, vals) return np.where(self._cdf(vals1, a) >= q, vals1, vals)
def _stats(self, a): def _stats(self, a):
ea = exp(a) ea = exp(a)
mu2 = 2. * ea / (ea - 1.) ** 2 mu2 = 2.*ea/(ea-1.)**2
mu4 = 2. * ea * (ea ** 2 + 10. * ea + 1.) / (ea - 1.) ** 4 mu4 = 2.*ea*(ea**2+10.*ea+1.) / (ea-1.)**4
return 0., mu2, 0., mu4 / mu2 ** 2 - 3. return 0., mu2, 0., mu4/mu2**2 - 3.
def _entropy(self, a): def _entropy(self, a):
return a / sinh(a) - log(tanh(a / 2.0)) return a / sinh(a) - log(tanh(a/2.0))
dlaplace = dlaplace_gen(a=-np.inf, dlaplace = dlaplace_gen(a=-np.inf,
name='dlaplace', longname='A discrete Laplacian') name='dlaplace', longname='A discrete Laplacian')
class skellam_gen(rv_discrete): class skellam_gen(rv_discrete):
"""A Skellam discrete random variable. """A Skellam discrete random variable.
%(before_notes)s %(before_notes)s
@ -762,29 +747,35 @@ class skellam_gen(rv_discrete):
%(example)s %(example)s
""" """
def _rvs(self, mu1, mu2): def _rvs(self, mu1, mu2):
n = self._size n = self._size
return mtrand.poisson(mu1, n) - mtrand.poisson(mu2, n) return mtrand.poisson(mu1, n) - mtrand.poisson(mu2, n)
def _pmf(self, x, mu1, mu2): def _pmf(self, x, mu1, mu2):
px = np.where(x < 0, px = np.where(x < 0,
_ncx2_pdf(2 * mu2, 2 * (1 - x), 2 * mu1) * 2, _ncx2_pdf(2*mu2, 2*(1-x), 2*mu1)*2,
_ncx2_pdf(2 * mu1, 2 * (1 + x), 2 * mu2) * 2) _ncx2_pdf(2*mu1, 2*(1+x), 2*mu2)*2)
# ncx2.pdf() returns nan's for extremely low probabilities # ncx2.pdf() returns nan's for extremely low probabilities
return px return px
def _cdf(self, x, mu1, mu2): def _cdf(self, x, mu1, mu2):
x = floor(x) x = floor(x)
px = np.where(x < 0, px = np.where(x < 0,
_ncx2_cdf(2 * mu2, -2 * x, 2 * mu1), _ncx2_cdf(2*mu2, -2*x, 2*mu1),
1 - _ncx2_cdf(2 * mu1, 2 * (x + 1), 2 * mu2)) 1-_ncx2_cdf(2*mu1, 2*(x+1), 2*mu2))
return px return px
def _stats(self, mu1, mu2): def _stats(self, mu1, mu2):
mean = mu1 - mu2 mean = mu1 - mu2
var = mu1 + mu2 var = mu1 + mu2
g1 = mean / sqrt((var) ** 3) g1 = mean / sqrt((var)**3)
g2 = 1 / var g2 = 1 / var
return mean, var, g1, g2 return mean, var, g1, g2
skellam = skellam_gen(a=-np.inf, name="skellam", longname='A Skellam') skellam = skellam_gen(a=-np.inf, name="skellam", longname='A Skellam')
# Collect names of classes and objects in this module.
pairs = list(globals().items())
_distn_names, _distn_gen_names = get_distribution_names(pairs, rv_discrete)
__all__ = _distn_names + _distn_gen_names

@ -12,9 +12,11 @@ import re
import inspect import inspect
import types import types
import warnings import warnings
from scipy.misc import doccer from scipy.misc import doccer
from ._distr_params import distcont, distdiscrete
from scipy.special import xlogy, chndtr, gammaln, hyp0f1 from scipy.special import xlogy, chndtr, gammaln, hyp0f1, comb
# for root finding for discrete distribution ppf, and max likelihood estimation # for root finding for discrete distribution ppf, and max likelihood estimation
from scipy import optimize from scipy import optimize
@ -23,11 +25,11 @@ from scipy import optimize
from scipy import integrate from scipy import integrate
# to approximate the pdf of a continuous distribution given its cdf # to approximate the pdf of a continuous distribution given its cdf
from scipy.misc import comb, derivative # @UnresolvedImport from scipy.misc import derivative
from numpy import (arange, putmask, ravel, take, ones, sum, shape, from numpy import (arange, putmask, ravel, take, ones, sum, shape,
product, reshape, zeros, floor, logical_and, log, sqrt, exp, product, reshape, zeros, floor, logical_and, log, sqrt, exp,
ndarray, newaxis) ndarray)
from numpy import (place, any, argsort, argmax, vectorize, from numpy import (place, any, argsort, argmax, vectorize,
asarray, nan, inf, isinf, NINF, empty) asarray, nan, inf, isinf, NINF, empty)
@ -55,91 +57,91 @@ docheaders = {'methods': """\nMethods\n-------\n""",
'examples': """\nExamples\n--------\n"""} 'examples': """\nExamples\n--------\n"""}
_doc_rvs = """\ _doc_rvs = """\
rvs(%(shapes)s, loc=0, scale=1, size=1) ``rvs(%(shapes)s, loc=0, scale=1, size=1)``
Random variates. Random variates.
""" """
_doc_pdf = """\ _doc_pdf = """\
pdf(x, %(shapes)s, loc=0, scale=1) ``pdf(x, %(shapes)s, loc=0, scale=1)``
Probability density function. Probability density function.
""" """
_doc_logpdf = """\ _doc_logpdf = """\
logpdf(x, %(shapes)s, loc=0, scale=1) ``logpdf(x, %(shapes)s, loc=0, scale=1)``
Log of the probability density function. Log of the probability density function.
""" """
_doc_pmf = """\ _doc_pmf = """\
pmf(x, %(shapes)s, loc=0, scale=1) ``pmf(x, %(shapes)s, loc=0, scale=1)``
Probability mass function. Probability mass function.
""" """
_doc_logpmf = """\ _doc_logpmf = """\
logpmf(x, %(shapes)s, loc=0, scale=1) ``logpmf(x, %(shapes)s, loc=0, scale=1)``
Log of the probability mass function. Log of the probability mass function.
""" """
_doc_cdf = """\ _doc_cdf = """\
cdf(x, %(shapes)s, loc=0, scale=1) ``cdf(x, %(shapes)s, loc=0, scale=1)``
Cumulative density function. Cumulative density function.
""" """
_doc_logcdf = """\ _doc_logcdf = """\
logcdf(x, %(shapes)s, loc=0, scale=1) ``logcdf(x, %(shapes)s, loc=0, scale=1)``
Log of the cumulative density function. Log of the cumulative density function.
""" """
_doc_sf = """\ _doc_sf = """\
sf(x, %(shapes)s, loc=0, scale=1) ``sf(x, %(shapes)s, loc=0, scale=1)``
Survival function (1-cdf --- sometimes more accurate). Survival function (1-cdf --- sometimes more accurate).
""" """
_doc_logsf = """\ _doc_logsf = """\
logsf(x, %(shapes)s, loc=0, scale=1) ``logsf(x, %(shapes)s, loc=0, scale=1)``
Log of the survival function. Log of the survival function.
""" """
_doc_ppf = """\ _doc_ppf = """\
ppf(q, %(shapes)s, loc=0, scale=1) ``ppf(q, %(shapes)s, loc=0, scale=1)``
Percent point function (inverse of cdf --- percentiles). Percent point function (inverse of cdf --- percentiles).
""" """
_doc_isf = """\ _doc_isf = """\
isf(q, %(shapes)s, loc=0, scale=1) ``isf(q, %(shapes)s, loc=0, scale=1)``
Inverse survival function (inverse of sf). Inverse survival function (inverse of sf).
""" """
_doc_moment = """\ _doc_moment = """\
moment(n, %(shapes)s, loc=0, scale=1) ``moment(n, %(shapes)s, loc=0, scale=1)``
Non-central moment of order n Non-central moment of order n
""" """
_doc_stats = """\ _doc_stats = """\
stats(%(shapes)s, loc=0, scale=1, moments='mv') ``stats(%(shapes)s, loc=0, scale=1, moments='mv')``
Mean('m'), variance('v'), skew('s'), and/or kurtosis('k'). Mean('m'), variance('v'), skew('s'), and/or kurtosis('k').
""" """
_doc_entropy = """\ _doc_entropy = """\
entropy(%(shapes)s, loc=0, scale=1) ``entropy(%(shapes)s, loc=0, scale=1)``
(Differential) entropy of the RV. (Differential) entropy of the RV.
""" """
_doc_fit = """\ _doc_fit = """\
fit(data, %(shapes)s, loc=0, scale=1) ``fit(data, %(shapes)s, loc=0, scale=1)``
Parameter estimates for generic data. Parameter estimates for generic data.
""" """
_doc_expect = """\ _doc_expect = """\
expect(func, %(shapes)s, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) ``expect(func, %(shapes)s, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)``
Expected value of a function (of one argument) with respect to the distribution. Expected value of a function (of one argument) with respect to the distribution.
""" """
_doc_expect_discrete = """\ _doc_expect_discrete = """\
expect(func, %(shapes)s, loc=0, lb=None, ub=None, conditional=False) ``expect(func, %(shapes)s, loc=0, lb=None, ub=None, conditional=False)``
Expected value of a function (of one argument) with respect to the distribution. Expected value of a function (of one argument) with respect to the distribution.
""" """
_doc_median = """\ _doc_median = """\
median(%(shapes)s, loc=0, scale=1) ``median(%(shapes)s, loc=0, scale=1)``
Median of the distribution. Median of the distribution.
""" """
_doc_mean = """\ _doc_mean = """\
mean(%(shapes)s, loc=0, scale=1) ``mean(%(shapes)s, loc=0, scale=1)``
Mean of the distribution. Mean of the distribution.
""" """
_doc_var = """\ _doc_var = """\
var(%(shapes)s, loc=0, scale=1) ``var(%(shapes)s, loc=0, scale=1)``
Variance of the distribution. Variance of the distribution.
""" """
_doc_std = """\ _doc_std = """\
std(%(shapes)s, loc=0, scale=1) ``std(%(shapes)s, loc=0, scale=1)``
Standard deviation of the distribution. Standard deviation of the distribution.
""" """
_doc_interval = """\ _doc_interval = """\
interval(alpha, %(shapes)s, loc=0, scale=1) ``interval(alpha, %(shapes)s, loc=0, scale=1)``
Endpoints of the range that contains alpha percent of the distribution Endpoints of the range that contains alpha percent of the distribution
""" """
_doc_allmethods = ''.join([docheaders['methods'], _doc_rvs, _doc_pdf, _doc_allmethods = ''.join([docheaders['methods'], _doc_rvs, _doc_pdf,
@ -151,7 +153,7 @@ _doc_allmethods = ''.join([docheaders['methods'], _doc_rvs, _doc_pdf,
# Note that the two lines for %(shapes) are searched for and replaced in # Note that the two lines for %(shapes) are searched for and replaced in
# rv_continuous and rv_discrete - update there if the exact string changes # rv_continuous and rv_discrete - update there if the exact string changes
_doc_default_callparams = """\ _doc_default_callparams = """
Parameters Parameters
---------- ----------
x : array_like x : array_like
@ -169,7 +171,8 @@ size : int or tuple of ints, optional
moments : str, optional moments : str, optional
composed of letters ['mvsk'] specifying which moments to compute where composed of letters ['mvsk'] specifying which moments to compute where
'm' = mean, 'v' = variance, 's' = (Fisher's) skew and 'm' = mean, 'v' = variance, 's' = (Fisher's) skew and
'k' = (Fisher's) kurtosis. (default='mv') 'k' = (Fisher's) kurtosis.
Default is 'mv'.
""" """
_doc_default_longsummary = """\ _doc_default_longsummary = """\
Continuous random variables are defined from a standard form and may Continuous random variables are defined from a standard form and may
@ -188,27 +191,42 @@ rv = %(name)s(%(shapes)s, loc=0, scale=1)
_doc_default_example = """\ _doc_default_example = """\
Examples Examples
-------- --------
>>> import matplotlib.pyplot as plt
>>> from wafo.stats import %(name)s >>> from wafo.stats import %(name)s
>>> numargs = %(name)s.numargs >>> import matplotlib.pyplot as plt
>>> [ %(shapes)s ] = [0.9,] * numargs >>> fig, ax = plt.subplots(1, 1)
>>> rv = %(name)s(%(shapes)s)
Display frozen pdf Calculate a few first moments:
>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) %(set_vals_stmt)s
>>> h = plt.plot(x, rv.pdf(x)) >>> mean, var, skew, kurt = %(name)s.stats(%(shapes)s, moments='mvsk')
Here, ``rv.dist.b`` is the right endpoint of the support of ``rv.dist``. Display the probability density function (``pdf``):
Check accuracy of cdf and ppf >>> x = np.linspace(%(name)s.ppf(0.01, %(shapes)s),
... %(name)s.ppf(0.99, %(shapes)s), 100)
>>> ax.plot(x, %(name)s.pdf(x, %(shapes)s),
... 'r-', lw=5, alpha=0.6, label='%(name)s pdf')
>>> prb = %(name)s.cdf(x, %(shapes)s) Alternatively, freeze the distribution and display the frozen pdf:
>>> h = plt.semilogy(np.abs(x - %(name)s.ppf(prb, %(shapes)s)) + 1e-20)
>>> rv = %(name)s(%(shapes)s)
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')
Random number generation Check accuracy of ``cdf`` and ``ppf``:
>>> R = %(name)s.rvs(%(shapes)s, size=100) >>> vals = %(name)s.ppf([0.001, 0.5, 0.999], %(shapes)s)
>>> np.allclose([0.001, 0.5, 0.999], %(name)s.cdf(vals, %(shapes)s))
True
Generate random numbers:
>>> r = %(name)s.rvs(%(shapes)s, size=1000)
And compare the histogram:
>>> ax.hist(r, normed=True, histtype='stepfilled', alpha=0.2)
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()
Compare ML and MPS method Compare ML and MPS method
>>> phat = %(name)s.fit2(R, method='ml'); >>> phat = %(name)s.fit2(R, method='ml');
@ -301,26 +319,39 @@ docdict_discrete['frozennote'] = _doc_default_frozen_note
_doc_default_discrete_example = """\ _doc_default_discrete_example = """\
Examples Examples
-------- --------
>>> from scipy.stats import %(name)s >>> from wafo.stats import %(name)s
>>> [ %(shapes)s ] = [<Replace with reasonable values>] >>> import matplotlib.pyplot as plt
>>> rv = %(name)s(%(shapes)s) >>> fig, ax = plt.subplots(1, 1)
Display frozen pmf Calculate a few first moments:
>>> x = np.arange(0, np.minimum(rv.dist.b, 3)) %(set_vals_stmt)s
>>> h = plt.vlines(x, 0, rv.pmf(x), lw=2) >>> mean, var, skew, kurt = %(name)s.stats(%(shapes)s, moments='mvsk')
Here, ``rv.dist.b`` is the right endpoint of the support of ``rv.dist``. Display the probability mass function (``pmf``):
Check accuracy of cdf and ppf >>> x = np.arange(%(name)s.ppf(0.01, %(shapes)s),
... %(name)s.ppf(0.99, %(shapes)s))
>>> ax.plot(x, %(name)s.pmf(x, %(shapes)s), 'bo', ms=8, label='%(name)s pmf')
>>> ax.vlines(x, 0, %(name)s.pmf(x, %(shapes)s), colors='b', lw=5, alpha=0.5)
>>> prb = %(name)s.cdf(x, %(shapes)s) Alternatively, freeze the distribution and display the frozen ``pmf``:
>>> h = plt.semilogy(np.abs(x - %(name)s.ppf(prb, %(shapes)s)) + 1e-20)
Random number generation >>> rv = %(name)s(%(shapes)s)
>>> ax.vlines(x, 0, rv.pmf(x), colors='k', linestyles='-', lw=1,
... label='frozen pmf')
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()
Check accuracy of ``cdf`` and ``ppf``:
>>> R = %(name)s.rvs(%(shapes)s, size=100) >>> prob = %(name)s.cdf(x, %(shapes)s)
>>> np.allclose(x, %(name)s.ppf(prob, %(shapes)s))
True
Generate random numbers:
>>> r = %(name)s.rvs(%(shapes)s, size=1000)
""" """
docdict_discrete['example'] = _doc_default_discrete_example docdict_discrete['example'] = _doc_default_discrete_example
@ -408,6 +439,82 @@ def _kurtosis(data):
return m4 / m2**2 - 3 return m4 / m2**2 - 3
# Frozen RV class
class rv_frozen_old(object):
def __init__(self, dist, *args, **kwds):
self.args = args
self.kwds = kwds
# create a new instance
self.dist = dist.__class__(**dist._ctor_param)
# a, b may be set in _argcheck, depending on *args, **kwds. Ouch.
shapes, _, _ = self.dist._parse_args(*args, **kwds)
self.dist._argcheck(*shapes)
def pdf(self, x): # raises AttributeError in frozen discrete distribution
return self.dist.pdf(x, *self.args, **self.kwds)
def logpdf(self, x):
return self.dist.logpdf(x, *self.args, **self.kwds)
def cdf(self, x):
return self.dist.cdf(x, *self.args, **self.kwds)
def logcdf(self, x):
return self.dist.logcdf(x, *self.args, **self.kwds)
def ppf(self, q):
return self.dist.ppf(q, *self.args, **self.kwds)
def isf(self, q):
return self.dist.isf(q, *self.args, **self.kwds)
def rvs(self, size=None):
kwds = self.kwds.copy()
kwds.update({'size': size})
return self.dist.rvs(*self.args, **kwds)
def sf(self, x):
return self.dist.sf(x, *self.args, **self.kwds)
def logsf(self, x):
return self.dist.logsf(x, *self.args, **self.kwds)
def stats(self, moments='mv'):
kwds = self.kwds.copy()
kwds.update({'moments': moments})
return self.dist.stats(*self.args, **kwds)
def median(self):
return self.dist.median(*self.args, **self.kwds)
def mean(self):
return self.dist.mean(*self.args, **self.kwds)
def var(self):
return self.dist.var(*self.args, **self.kwds)
def std(self):
return self.dist.std(*self.args, **self.kwds)
def moment(self, n):
return self.dist.moment(n, *self.args, **self.kwds)
def entropy(self):
return self.dist.entropy(*self.args, **self.kwds)
def pmf(self, k):
return self.dist.pmf(k, *self.args, **self.kwds)
def logpmf(self, k):
return self.dist.logpmf(k, *self.args, **self.kwds)
def interval(self, alpha):
return self.dist.interval(alpha, *self.args, **self.kwds)
# Frozen RV class # Frozen RV class
class rv_frozen(object): class rv_frozen(object):
''' Frozen continous or discrete 1D Random Variable object (RV) ''' Frozen continous or discrete 1D Random Variable object (RV)
@ -528,74 +635,6 @@ class rv_frozen(object):
return self.dist.interval(alpha, *self.par) return self.dist.interval(alpha, *self.par)
# Frozen RV class
class rv_frozen_old(object):
def __init__(self, dist, *args, **kwds):
self.args = args
self.kwds = kwds
self.dist = dist
def pdf(self, x): # raises AttributeError in frozen discrete distribution
return self.dist.pdf(x, *self.args, **self.kwds)
def logpdf(self, x):
return self.dist.logpdf(x, *self.args, **self.kwds)
def cdf(self, x):
return self.dist.cdf(x, *self.args, **self.kwds)
def logcdf(self, x):
return self.dist.logcdf(x, *self.args, **self.kwds)
def ppf(self, q):
return self.dist.ppf(q, *self.args, **self.kwds)
def isf(self, q):
return self.dist.isf(q, *self.args, **self.kwds)
def rvs(self, size=None):
kwds = self.kwds.copy()
kwds.update({'size': size})
return self.dist.rvs(*self.args, **kwds)
def sf(self, x):
return self.dist.sf(x, *self.args, **self.kwds)
def logsf(self, x):
return self.dist.logsf(x, *self.args, **self.kwds)
def stats(self, moments='mv'):
kwds = self.kwds.copy()
kwds.update({'moments': moments})
return self.dist.stats(*self.args, **kwds)
def median(self):
return self.dist.median(*self.args, **self.kwds)
def mean(self):
return self.dist.mean(*self.args, **self.kwds)
def var(self):
return self.dist.var(*self.args, **self.kwds)
def std(self):
return self.dist.std(*self.args, **self.kwds)
def moment(self, n):
return self.dist.moment(n, *self.args, **self.kwds)
def entropy(self):
return self.dist.entropy(*self.args, **self.kwds)
def pmf(self, k):
return self.dist.pmf(k, *self.args, **self.kwds)
def logpmf(self, k):
return self.dist.logpmf(k, *self.args, **self.kwds)
def interval(self, alpha):
return self.dist.interval(alpha, *self.args, **self.kwds)
def valarray(shape, value=nan, typecode=None): def valarray(shape, value=nan, typecode=None):
"""Return an array of all value. """Return an array of all value.
@ -693,9 +732,11 @@ def _ncx2_log_pdf(x, df, nc):
fac = -nc/2.0 - x/2.0 + (a-1)*log(x) - a*log(2) - gammaln(a) fac = -nc/2.0 - x/2.0 + (a-1)*log(x) - a*log(2) - gammaln(a)
return fac + np.nan_to_num(log(hyp0f1(a, nc * x/4.0))) return fac + np.nan_to_num(log(hyp0f1(a, nc * x/4.0)))
def _ncx2_pdf(x, df, nc): def _ncx2_pdf(x, df, nc):
return np.exp(_ncx2_log_pdf(x, df, nc)) return np.exp(_ncx2_log_pdf(x, df, nc))
def _ncx2_cdf(x, df, nc): def _ncx2_cdf(x, df, nc):
return chndtr(x, df, nc) return chndtr(x, df, nc)
@ -713,7 +754,8 @@ class rv_generic(object):
self._stats_has_moments = ((sign[2] is not None) or self._stats_has_moments = ((sign[2] is not None) or
('moments' in sign[0])) ('moments' in sign[0]))
def _construct_argparser(self, meths_to_inspect, locscale_in, locscale_out): def _construct_argparser(
self, meths_to_inspect, locscale_in, locscale_out):
"""Construct the parser for the shape arguments. """Construct the parser for the shape arguments.
Generates the argument-parsing functions dynamically and attaches Generates the argument-parsing functions dynamically and attaches
@ -789,6 +831,36 @@ class rv_generic(object):
# allows more general subclassing with *args # allows more general subclassing with *args
self.numargs = len(shapes) self.numargs = len(shapes)
def _construct_doc(self, docdict, shapes_vals=None):
"""Construct the instance docstring with string substitutions."""
tempdict = docdict.copy()
tempdict['name'] = self.name or 'distname'
tempdict['shapes'] = self.shapes or ''
if shapes_vals is None:
shapes_vals = ()
vals = ', '.join(str(_) for _ in shapes_vals)
tempdict['vals'] = vals
if self.shapes:
tempdict['set_vals_stmt'] = '>>> %s = %s' % (self.shapes, vals)
else:
tempdict['set_vals_stmt'] = ''
if self.shapes is None:
# remove shapes from call parameters if there are none
for item in ['callparams', 'default', 'before_notes']:
tempdict[item] = tempdict[item].replace(
"\n%(shapes)s : array_like\n shape parameters", "")
for i in range(2):
if self.shapes is None:
# necessary because we use %(shapes)s in two forms (w w/o ", ")
self.__doc__ = self.__doc__.replace("%(shapes)s, ", "")
self.__doc__ = doccer.docformat(self.__doc__, tempdict)
# correct for empty shapes
self.__doc__ = self.__doc__.replace('(, ', '(').replace(', )', ')')
def freeze(self, *args, **kwds): def freeze(self, *args, **kwds):
"""Freeze the distribution for the given arguments. """Freeze the distribution for the given arguments.
@ -1297,68 +1369,67 @@ class rv_continuous(rv_generic):
Methods Methods
------- -------
rvs(<shape(s)>, loc=0, scale=1, size=1) ``rvs(<shape(s)>, loc=0, scale=1, size=1)``
random variates random variates
pdf(x, <shape(s)>, loc=0, scale=1) ``pdf(x, <shape(s)>, loc=0, scale=1)``
probability density function probability density function
logpdf(x, <shape(s)>, loc=0, scale=1) ``logpdf(x, <shape(s)>, loc=0, scale=1)``
log of the probability density function log of the probability density function
cdf(x, <shape(s)>, loc=0, scale=1) ``cdf(x, <shape(s)>, loc=0, scale=1)``
cumulative density function cumulative density function
logcdf(x, <shape(s)>, loc=0, scale=1) ``logcdf(x, <shape(s)>, loc=0, scale=1)``
log of the cumulative density function log of the cumulative density function
sf(x, <shape(s)>, loc=0, scale=1) ``sf(x, <shape(s)>, loc=0, scale=1)``
survival function (1-cdf --- sometimes more accurate) survival function (1-cdf --- sometimes more accurate)
logsf(x, <shape(s)>, loc=0, scale=1) ``logsf(x, <shape(s)>, loc=0, scale=1)``
log of the survival function log of the survival function
ppf(q, <shape(s)>, loc=0, scale=1) ``ppf(q, <shape(s)>, loc=0, scale=1)``
percent point function (inverse of cdf --- quantiles) percent point function (inverse of cdf --- quantiles)
isf(q, <shape(s)>, loc=0, scale=1) ``isf(q, <shape(s)>, loc=0, scale=1)``
inverse survival function (inverse of sf) inverse survival function (inverse of sf)
moment(n, <shape(s)>, loc=0, scale=1) ``moment(n, <shape(s)>, loc=0, scale=1)``
non-central n-th moment of the distribution. May not work for array non-central n-th moment of the distribution. May not work for array
arguments. arguments.
stats(<shape(s)>, loc=0, scale=1, moments='mv') ``stats(<shape(s)>, loc=0, scale=1, moments='mv')``
mean('m'), variance('v'), skew('s'), and/or kurtosis('k') mean('m'), variance('v'), skew('s'), and/or kurtosis('k')
entropy(<shape(s)>, loc=0, scale=1) ``entropy(<shape(s)>, loc=0, scale=1)``
(differential) entropy of the RV. (differential) entropy of the RV.
fit(data, <shape(s)>, loc=0, scale=1) ``fit(data, <shape(s)>, loc=0, scale=1)``
Parameter estimates for generic data Parameter estimates for generic data
expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None, ``expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds)``
conditional=False, **kwds)
Expected value of a function with respect to the distribution. Expected value of a function with respect to the distribution.
Additional kwd arguments passed to integrate.quad Additional kwd arguments passed to integrate.quad
median(<shape(s)>, loc=0, scale=1) ``median(<shape(s)>, loc=0, scale=1)``
Median of the distribution. Median of the distribution.
mean(<shape(s)>, loc=0, scale=1) ``mean(<shape(s)>, loc=0, scale=1)``
Mean of the distribution. Mean of the distribution.
std(<shape(s)>, loc=0, scale=1) ``std(<shape(s)>, loc=0, scale=1)``
Standard deviation of the distribution. Standard deviation of the distribution.
var(<shape(s)>, loc=0, scale=1) ``var(<shape(s)>, loc=0, scale=1)``
Variance of the distribution. Variance of the distribution.
interval(alpha, <shape(s)>, loc=0, scale=1) ``interval(alpha, <shape(s)>, loc=0, scale=1)``
Interval that with `alpha` percent probability contains a random Interval that with `alpha` percent probability contains a random
realization of this distribution. realization of this distribution.
__call__(<shape(s)>, loc=0, scale=1) ``__call__(<shape(s)>, loc=0, scale=1)``
Calling a distribution instance creates a frozen RV object with the Calling a distribution instance creates a frozen RV object with the
same methods but holding the given shape, location, and scale fixed. same methods but holding the given shape, location, and scale fixed.
See Notes section. See Notes section.
@ -1469,6 +1540,12 @@ class rv_continuous(rv_generic):
super(rv_continuous, self).__init__() super(rv_continuous, self).__init__()
# save the ctor parameters, cf generic freeze
self._ctor_param = dict(
momtype=momtype, a=a, b=b, xtol=xtol,
badvalue=badvalue, name=name, longname=longname,
shapes=shapes, extradoc=extradoc)
if badvalue is None: if badvalue is None:
badvalue = nan badvalue = nan
if name is None: if name is None:
@ -1483,11 +1560,7 @@ class rv_continuous(rv_generic):
self.b = inf self.b = inf
self.xtol = xtol self.xtol = xtol
self._size = 1 self._size = 1
self.m = 0.0
self.moment_type = momtype self.moment_type = momtype
self.expandarr = 1
self.shapes = shapes self.shapes = shapes
self._construct_argparser(meths_to_inspect=[self._pdf, self._cdf], self._construct_argparser(meths_to_inspect=[self._pdf, self._cdf],
locscale_in='loc=0, scale=1', locscale_in='loc=0, scale=1',
@ -1497,13 +1570,13 @@ class rv_continuous(rv_generic):
self._ppfvec = vectorize(self._ppf_single, otypes='d') self._ppfvec = vectorize(self._ppf_single, otypes='d')
self._ppfvec.nin = self.numargs + 1 self._ppfvec.nin = self.numargs + 1
self.vecentropy = vectorize(self._entropy, otypes='d') self.vecentropy = vectorize(self._entropy, otypes='d')
self.vecentropy.nin = self.numargs + 1
self._cdfvec = vectorize(self._cdf_single, otypes='d') self._cdfvec = vectorize(self._cdf_single, otypes='d')
self._cdfvec.nin = self.numargs + 1 self._cdfvec.nin = self.numargs + 1
# backwards compatibility # backwards compat. these were removed in 0.14.0, put back but
self.vecfunc = self._ppfvec # deprecated in 0.14.1:
self.veccdf = self._cdfvec self.vecfunc = np.deprecate(self._ppfvec, "vecfunc")
self.veccdf = np.deprecate(self._cdfvec, "veccdf")
self.extradoc = extradoc self.extradoc = extradoc
if momtype == 0: if momtype == 0:
@ -1527,7 +1600,8 @@ class rv_continuous(rv_generic):
self._construct_default_doc(longname=longname, self._construct_default_doc(longname=longname,
extradoc=extradoc) extradoc=extradoc)
else: else:
self._construct_doc() dct = dict(distcont)
self._construct_doc(docdict, dct.get(self.name))
def _construct_default_doc(self, longname=None, extradoc=None): def _construct_default_doc(self, longname=None, extradoc=None):
"""Construct instance docstring from the default template.""" """Construct instance docstring from the default template."""
@ -1540,24 +1614,7 @@ class rv_continuous(rv_generic):
self.__doc__ = ''.join(['%s continuous random variable.' % longname, self.__doc__ = ''.join(['%s continuous random variable.' % longname,
'\n\n%(before_notes)s\n', docheaders['notes'], '\n\n%(before_notes)s\n', docheaders['notes'],
extradoc, '\n%(example)s']) extradoc, '\n%(example)s'])
self._construct_doc() self._construct_doc(docdict)
def _construct_doc(self):
"""Construct the instance docstring with string substitutions."""
tempdict = docdict.copy()
tempdict['name'] = self.name or 'distname'
tempdict['shapes'] = self.shapes or ''
if self.shapes is None:
# remove shapes from call parameters if there are none
for item in ['callparams', 'default', 'before_notes']:
tempdict[item] = tempdict[item].replace(
"\n%(shapes)s : array_like\n shape parameters", "")
for _i in range(2):
if self.shapes is None:
# necessary because we use %(shapes)s in two forms (w w/o ", ")
self.__doc__ = self.__doc__.replace("%(shapes)s, ", "")
self.__doc__ = doccer.docformat(self.__doc__, tempdict)
def _ppf_to_solve(self, x, q, *args): def _ppf_to_solve(self, x, q, *args):
return self.cdf(*(x, )+args)-q return self.cdf(*(x, )+args)-q
@ -2162,7 +2219,7 @@ class rv_continuous(rv_generic):
# logDj = log((yU-yL)/(r-1)) for j = i+1,i+2,...i+r-1 # logDj = log((yU-yL)/(r-1)) for j = i+1,i+2,...i+r-1
# The following is OK when only minimization of T is wanted # The following is OK when only minimization of T is wanted
i_tie = np.nonzero(tie) i_tie, = np.nonzero(tie)
tiedata = x[i_tie] tiedata = x[i_tie]
logD[i_tie + 1] = log(self._pdf(tiedata, *args)) - log(scale) logD[i_tie + 1] = log(self._pdf(tiedata, *args)) - log(scale)
@ -2265,7 +2322,8 @@ class rv_continuous(rv_generic):
restore = None restore = None
else: else:
if len(fixedn) == len(index): if len(fixedn) == len(index):
raise ValueError("All parameters fixed. There is nothing to optimize.") raise ValueError(
"All parameters fixed. There is nothing to optimize.")
def restore(args, theta): def restore(args, theta):
# Replace with theta for all numbers not in fixedn # Replace with theta for all numbers not in fixedn
@ -2462,15 +2520,15 @@ class rv_continuous(rv_generic):
def _entropy(self, *args): def _entropy(self, *args):
def integ(x): def integ(x):
val = self._pdf(x, *args) val = self._pdf(x, *args)
return xlogy(val, val) return -xlogy(val, val)
# upper limit is often inf, so suppress warnings when integrating # upper limit is often inf, so suppress warnings when integrating
olderr = np.seterr(over='ignore') olderr = np.seterr(over='ignore')
entr = -integrate.quad(integ, self.a, self.b)[0] h = integrate.quad(integ, self.a, self.b)[0]
np.seterr(**olderr) np.seterr(**olderr)
if not np.isnan(entr): if not np.isnan(h):
return entr return h
else: else:
# try with different limits if integration problems # try with different limits if integration problems
low, upp = self.ppf([1e-10, 1. - 1e-10], *args) low, upp = self.ppf([1e-10, 1. - 1e-10], *args)
@ -2482,7 +2540,7 @@ class rv_continuous(rv_generic):
lower = low lower = low
else: else:
lower = self.a lower = self.a
return -integrate.quad(integ, lower, upper)[0] return integrate.quad(integ, lower, upper)[0]
def entropy(self, *args, **kwds): def entropy(self, *args, **kwds):
""" """
@ -2606,12 +2664,12 @@ def _drv_nonzero(self, k, *args):
def _drv_moment(self, n, *args): def _drv_moment(self, n, *args):
n = asarray(n) n = asarray(n)
return sum(self.xk**n[newaxis, ...] * self.pk, axis=0) return sum(self.xk**n[np.newaxis, ...] * self.pk, axis=0)
def _drv_moment_gen(self, t, *args): def _drv_moment_gen(self, t, *args):
t = asarray(t) t = asarray(t)
return sum(exp(self.xk * t[newaxis, ...]) * self.pk, axis=0) return sum(exp(self.xk * t[np.newaxis, ...]) * self.pk, axis=0)
def _drv2_moment(self, n, *args): def _drv2_moment(self, n, *args):
@ -2716,8 +2774,7 @@ def entropy(pk, qk=None, base=None):
If only probabilities `pk` are given, the entropy is calculated as If only probabilities `pk` are given, the entropy is calculated as
``S = -sum(pk * log(pk), axis=0)``. ``S = -sum(pk * log(pk), axis=0)``.
If `qk` is not None, then compute a relative entropy (also known as If `qk` is not None, then compute the Kullback-Leibler divergence
Kullback-Leibler divergence or Kullback-Leibler distance)
``S = sum(pk * log(pk / qk), axis=0)``. ``S = sum(pk * log(pk / qk), axis=0)``.
This routine will normalize `pk` and `qk` if they don't sum to 1. This routine will normalize `pk` and `qk` if they don't sum to 1.
@ -2809,65 +2866,64 @@ class rv_discrete(rv_generic):
Methods Methods
------- -------
generic.rvs(<shape(s)>, loc=0, size=1) ``generic.rvs(<shape(s)>, loc=0, size=1)``
random variates random variates
generic.pmf(x, <shape(s)>, loc=0) ``generic.pmf(x, <shape(s)>, loc=0)``
probability mass function probability mass function
logpmf(x, <shape(s)>, loc=0) ``logpmf(x, <shape(s)>, loc=0)``
log of the probability density function log of the probability density function
generic.cdf(x, <shape(s)>, loc=0) ``generic.cdf(x, <shape(s)>, loc=0)``
cumulative density function cumulative density function
generic.logcdf(x, <shape(s)>, loc=0) ``generic.logcdf(x, <shape(s)>, loc=0)``
log of the cumulative density function log of the cumulative density function
generic.sf(x, <shape(s)>, loc=0) ``generic.sf(x, <shape(s)>, loc=0)``
survival function (1-cdf --- sometimes more accurate) survival function (1-cdf --- sometimes more accurate)
generic.logsf(x, <shape(s)>, loc=0, scale=1) ``generic.logsf(x, <shape(s)>, loc=0, scale=1)``
log of the survival function log of the survival function
generic.ppf(q, <shape(s)>, loc=0) ``generic.ppf(q, <shape(s)>, loc=0)``
percent point function (inverse of cdf --- percentiles) percent point function (inverse of cdf --- percentiles)
generic.isf(q, <shape(s)>, loc=0) ``generic.isf(q, <shape(s)>, loc=0)``
inverse survival function (inverse of sf) inverse survival function (inverse of sf)
generic.moment(n, <shape(s)>, loc=0) ``generic.moment(n, <shape(s)>, loc=0)``
non-central n-th moment of the distribution. May not work for array non-central n-th moment of the distribution. May not work for array
arguments. arguments.
generic.stats(<shape(s)>, loc=0, moments='mv') ``generic.stats(<shape(s)>, loc=0, moments='mv')``
mean('m', axis=0), variance('v'), skew('s'), and/or kurtosis('k') mean('m', axis=0), variance('v'), skew('s'), and/or kurtosis('k')
generic.entropy(<shape(s)>, loc=0) ``generic.entropy(<shape(s)>, loc=0)``
entropy of the RV entropy of the RV
generic.expect(func=None, args=(), loc=0, lb=None, ub=None, ``generic.expect(func=None, args=(), loc=0, lb=None, ub=None, conditional=False)``
conditional=False)
Expected value of a function with respect to the distribution. Expected value of a function with respect to the distribution.
Additional kwd arguments passed to integrate.quad Additional kwd arguments passed to integrate.quad
generic.median(<shape(s)>, loc=0) ``generic.median(<shape(s)>, loc=0)``
Median of the distribution. Median of the distribution.
generic.mean(<shape(s)>, loc=0) ``generic.mean(<shape(s)>, loc=0)``
Mean of the distribution. Mean of the distribution.
generic.std(<shape(s)>, loc=0) ``generic.std(<shape(s)>, loc=0)``
Standard deviation of the distribution. Standard deviation of the distribution.
generic.var(<shape(s)>, loc=0) ``generic.var(<shape(s)>, loc=0)``
Variance of the distribution. Variance of the distribution.
generic.interval(alpha, <shape(s)>, loc=0) ``generic.interval(alpha, <shape(s)>, loc=0)``
Interval that with `alpha` percent probability contains a random Interval that with `alpha` percent probability contains a random
realization of this distribution. realization of this distribution.
generic(<shape(s)>, loc=0) ``generic(<shape(s)>, loc=0)``
calling a distribution instance returns a frozen distribution calling a distribution instance returns a frozen distribution
Notes Notes
@ -2881,7 +2937,7 @@ class rv_discrete(rv_generic):
To create a new discrete distribution, we would do the following:: To create a new discrete distribution, we would do the following::
class poisson_gen(rv_discrete): class poisson_gen(rv_discrete):
#"Poisson distribution" # "Poisson distribution"
def _pmf(self, k, mu): def _pmf(self, k, mu):
... ...
@ -2911,32 +2967,25 @@ class rv_discrete(rv_generic):
Custom made discrete distribution: Custom made discrete distribution:
>>> import matplotlib.pyplot as plt
>>> from scipy import stats >>> from scipy import stats
>>> xk = np.arange(7) >>> xk = np.arange(7)
>>> pk = (0.1, 0.2, 0.3, 0.1, 0.1, 0.1, 0.1) >>> pk = (0.1, 0.2, 0.3, 0.1, 0.1, 0.0, 0.2)
>>> custm = stats.rv_discrete(name='custm', values=(xk, pk)) >>> custm = stats.rv_discrete(name='custm', values=(xk, pk))
>>> h = plt.plot(xk, custm.pmf(xk)) >>>
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)
>>> ax.plot(xk, custm.pmf(xk), 'ro', ms=12, mec='r')
>>> ax.vlines(xk, 0, custm.pmf(xk), colors='r', lw=4)
>>> plt.show()
Random number generation: Random number generation:
>>> R = custm.rvs(size=100) >>> R = custm.rvs(size=100)
Display frozen pmf:
>>> numargs = generic.numargs
>>> [ <shape(s)> ] = ['Replace with resonable value', ]*numargs
>>> rv = generic(<shape(s)>)
>>> x = np.arange(0, np.min(rv.dist.b, 3)+1)
>>> h = plt.plot(x, rv.pmf(x))
Here, ``rv.dist.b`` is the right endpoint of the support of ``rv.dist``.
Check accuracy of cdf and ppf: Check accuracy of cdf and ppf:
>>> prb = generic.cdf(x, <shape(s)>) >>> prb = custm.cdf(x, <shape(s)>)
>>> h = plt.semilogy(np.abs(x-generic.ppf(prb, <shape(s)>))+1e-20) >>> h = plt.semilogy(np.abs(x-custm.ppf(prb, <shape(s)>))+1e-20)
""" """
def __init__(self, a=0, b=inf, name=None, badvalue=None, def __init__(self, a=0, b=inf, name=None, badvalue=None,
@ -2945,6 +2994,12 @@ class rv_discrete(rv_generic):
super(rv_discrete, self).__init__() super(rv_discrete, self).__init__()
# cf generic freeze
self._ctor_param = dict(
a=a, b=b, name=name, badvalue=badvalue,
moment_tol=moment_tol, values=values, inc=inc,
longname=longname, shapes=shapes, extradoc=extradoc)
if badvalue is None: if badvalue is None:
badvalue = nan badvalue = nan
if name is None: if name is None:
@ -3001,9 +3056,11 @@ class rv_discrete(rv_generic):
_vec_generic_moment.nin = self.numargs + 2 _vec_generic_moment.nin = self.numargs + 2
self.generic_moment = instancemethod(_vec_generic_moment, self.generic_moment = instancemethod(_vec_generic_moment,
self, rv_discrete) self, rv_discrete)
# backwards compat. was removed in 0.14.0, put back but
# backwards compatibility # deprecated in 0.14.1:
self.vec_generic_moment = _vec_generic_moment self.vec_generic_moment = np.deprecate(_vec_generic_moment,
"vec_generic_moment",
"generic_moment")
# correct nin for ppf vectorization # correct nin for ppf vectorization
_vppf = vectorize(_drv2_ppfsingle, otypes='d') _vppf = vectorize(_drv2_ppfsingle, otypes='d')
@ -3028,7 +3085,8 @@ class rv_discrete(rv_generic):
self._construct_default_doc(longname=longname, self._construct_default_doc(longname=longname,
extradoc=extradoc) extradoc=extradoc)
else: else:
self._construct_doc() dct = dict(distdiscrete)
self._construct_doc(docdict_discrete, dct.get(self.name))
#discrete RV do not have the scale parameter, remove it #discrete RV do not have the scale parameter, remove it
self.__doc__ = self.__doc__.replace( self.__doc__ = self.__doc__.replace(
@ -3044,24 +3102,7 @@ class rv_discrete(rv_generic):
self.__doc__ = ''.join(['%s discrete random variable.' % longname, self.__doc__ = ''.join(['%s discrete random variable.' % longname,
'\n\n%(before_notes)s\n', docheaders['notes'], '\n\n%(before_notes)s\n', docheaders['notes'],
extradoc, '\n%(example)s']) extradoc, '\n%(example)s'])
self._construct_doc() self._construct_doc(docdict_discrete)
def _construct_doc(self):
"""Construct the instance docstring with string substitutions."""
tempdict = docdict_discrete.copy()
tempdict['name'] = self.name or 'distname'
tempdict['shapes'] = self.shapes or ''
if self.shapes is None:
# remove shapes from call parameters if there are none
for item in ['callparams', 'default', 'before_notes']:
tempdict[item] = tempdict[item].replace(
"\n%(shapes)s : array_like\n shape parameters", "")
for _i in range(2):
if self.shapes is None:
# necessary because we use %(shapes)s in two forms (w w/o ", ")
self.__doc__ = self.__doc__.replace("%(shapes)s, ", "")
self.__doc__ = doccer.docformat(self.__doc__, tempdict)
def _nonzero(self, k, *args): def _nonzero(self, k, *args):
return floor(k) == k return floor(k) == k
@ -3137,7 +3178,7 @@ class rv_discrete(rv_generic):
place(output, (1-cond0) + np.isnan(k), self.badvalue) place(output, (1-cond0) + np.isnan(k), self.badvalue)
if any(cond): if any(cond):
goodargs = argsreduce(cond, *((k,)+args)) goodargs = argsreduce(cond, *((k,)+args))
place(output, cond, self._pmf(*goodargs)) place(output, cond, np.clip(self._pmf(*goodargs), 0, 1))
if output.ndim == 0: if output.ndim == 0:
return output[()] return output[()]
return output return output
@ -3213,7 +3254,7 @@ class rv_discrete(rv_generic):
if any(cond): if any(cond):
goodargs = argsreduce(cond, *((k,)+args)) goodargs = argsreduce(cond, *((k,)+args))
place(output, cond, self._cdf(*goodargs)) place(output, cond, np.clip(self._cdf(*goodargs), 0, 1))
if output.ndim == 0: if output.ndim == 0:
return output[()] return output[()]
return output return output
@ -3291,7 +3332,7 @@ class rv_discrete(rv_generic):
place(output, cond2, 1.0) place(output, cond2, 1.0)
if any(cond): if any(cond):
goodargs = argsreduce(cond, *((k,)+args)) goodargs = argsreduce(cond, *((k,)+args))
place(output, cond, self._sf(*goodargs)) place(output, cond, np.clip(self._sf(*goodargs), 0, 1))
if output.ndim == 0: if output.ndim == 0:
return output[()] return output[()]
return output return output
@ -3382,7 +3423,7 @@ class rv_discrete(rv_generic):
def isf(self, q, *args, **kwds): def isf(self, q, *args, **kwds):
""" """
Inverse survival function (1-sf) at q of the given RV. Inverse survival function (inverse of `sf`) at q of the given RV.
Parameters Parameters
---------- ----------
@ -3555,3 +3596,36 @@ class rv_discrete(rv_generic):
if count > maxcount: if count > maxcount:
warnings.warn('expect(): sum did not converge', RuntimeWarning) warnings.warn('expect(): sum did not converge', RuntimeWarning)
return tot/invfac return tot/invfac
def get_distribution_names(namespace_pairs, rv_base_class):
"""
Collect names of statistical distributions and their generators.
Parameters
----------
namespace_pairs : sequence
A snapshot of (name, value) pairs in the namespace of a module.
rv_base_class : class
The base class of random variable generator classes in a module.
Returns
-------
distn_names : list of strings
Names of the statistical distributions.
distn_gen_names : list of strings
Names of the generators of the statistical distributions.
Note that these are not simply the names of the statistical
distributions, with a _gen suffix added.
"""
distn_names = []
distn_gen_names = []
for name, value in namespace_pairs:
if name.startswith('_'):
continue
if name.endswith('_gen') and issubclass(value, rv_base_class):
distn_gen_names.append(name)
if isinstance(value, rv_base_class):
distn_names.append(name)
return distn_names, distn_gen_names

@ -0,0 +1,116 @@
"""
Sane parameters for stats.distributions.
"""
distcont = [
['alpha', (3.5704770516650459,)],
['anglit', ()],
['arcsine', ()],
['beta', (2.3098496451481823, 0.62687954300963677)],
['betaprime', (5, 6)],
['bradford', (0.29891359763170633,)],
['burr', (10.5, 4.3)],
['cauchy', ()],
['chi', (78,)],
['chi2', (55,)],
['cosine', ()],
['dgamma', (1.1023326088288166,)],
['dweibull', (2.0685080649914673,)],
['erlang', (10,)],
['expon', ()],
['exponpow', (2.697119160358469,)],
['exponweib', (2.8923945291034436, 1.9505288745913174)],
['f', (29, 18)],
['fatiguelife', (29,)], # correction numargs = 1
['fisk', (3.0857548622253179,)],
['foldcauchy', (4.7164673455831894,)],
['foldnorm', (1.9521253373555869,)],
['frechet_l', (3.6279911255583239,)],
['frechet_r', (1.8928171603534227,)],
['gamma', (1.9932305483800778,)],
['gausshyper', (13.763771604130699, 3.1189636648681431,
2.5145980350183019, 5.1811649903971615)], # veryslow
['genexpon', (9.1325976465418908, 16.231956600590632, 3.2819552690843983)],
['genextreme', (-0.1,)],
['gengamma', (4.4162385429431925, 3.1193091679242761)],
['genhalflogistic', (0.77274727809929322,)],
['genlogistic', (0.41192440799679475,)],
['genpareto', (0.1,)], # use case with finite moments
['gilbrat', ()],
['gompertz', (0.94743713075105251,)],
['gumbel_l', ()],
['gumbel_r', ()],
['halfcauchy', ()],
['halflogistic', ()],
['halfnorm', ()],
['hypsecant', ()],
['invgamma', (4.0668996136993067,)],
['invgauss', (0.14546264555347513,)],
['invweibull', (10.58,)],
['johnsonsb', (4.3172675099141058, 3.1837781130785063)],
['johnsonsu', (2.554395574161155, 2.2482281679651965)],
['ksone', (1000,)], # replace 22 by 100 to avoid failing range, ticket 956
['kstwobign', ()],
['laplace', ()],
['levy', ()],
['levy_l', ()],
['levy_stable', (0.35667405469844993,
-0.67450531578494011)], # NotImplementedError
# rvs not tested
['loggamma', (0.41411931826052117,)],
['logistic', ()],
['loglaplace', (3.2505926592051435,)],
['lognorm', (0.95368226960575331,)],
['lomax', (1.8771398388773268,)],
['maxwell', ()],
['mielke', (10.4, 3.6)],
['nakagami', (4.9673794866666237,)],
['ncf', (27, 27, 0.41578441799226107)],
['nct', (14, 0.24045031331198066)],
['ncx2', (21, 1.0560465975116415)],
['norm', ()],
['pareto', (2.621716532144454,)],
['pearson3', (0.1,)],
['powerlaw', (1.6591133289905851,)],
['powerlognorm', (2.1413923530064087, 0.44639540782048337)],
['powernorm', (4.4453652254590779,)],
['rayleigh', ()],
['rdist', (0.9,)], # feels also slow
['recipinvgauss', (0.63004267809369119,)],
['reciprocal', (0.0062309367010521255, 1.0062309367010522)],
['rice', (0.7749725210111873,)],
['semicircular', ()],
['t', (2.7433514990818093,)],
['triang', (0.15785029824528218,)],
['truncexpon', (4.6907725456810478,)],
['truncnorm', (-1.0978730080013919, 2.7306754109031979)],
['truncnorm', (0.1, 2.)],
['tukeylambda', (3.1321477856738267,)],
['uniform', ()],
['vonmises', (3.9939042581071398,)],
['vonmises_line', (3.9939042581071398,)],
['wald', ()],
['weibull_max', (2.8687961709100187,)],
['weibull_min', (1.7866166930421596,)],
['wrapcauchy', (0.031071279018614728,)]]
distdiscrete = [
['bernoulli',(0.3,)],
['binom', (5, 0.4)],
['boltzmann',(1.4, 19)],
['dlaplace', (0.8,)], # 0.5
['geom', (0.5,)],
['hypergeom',(30, 12, 6)],
['hypergeom',(21,3,12)], # numpy.random (3,18,12) numpy ticket:921
['hypergeom',(21,18,11)], # numpy.random (18,3,11) numpy ticket:921
['logser', (0.6,)], # reenabled, numpy ticket:921
['nbinom', (5, 0.5)],
['nbinom', (0.4, 0.4)], # from tickets: 583
['planck', (0.51,)], # 4.1
['poisson', (0.6,)],
['randint', (7, 31)],
['skellam', (15, 8)],
['zipf', (6.5,)]
]

@ -3,13 +3,13 @@
# #
from __future__ import division, print_function, absolute_import from __future__ import division, print_function, absolute_import
from scipy.misc import doccer
from functools import wraps
import numpy as np import numpy as np
import scipy.linalg import scipy.linalg
from scipy.misc import doccer
from scipy.special import gammaln
__all__ = ['multivariate_normal']
__all__ = ['multivariate_normal', 'dirichlet']
_LOG_2PI = np.log(2 * np.pi) _LOG_2PI = np.log(2 * np.pi)
@ -53,13 +53,22 @@ def _process_parameters(dim, mean, cov):
cov.shape = (1, 1) cov.shape = (1, 1)
if mean.ndim != 1 or mean.shape[0] != dim: if mean.ndim != 1 or mean.shape[0] != dim:
raise ValueError("Array 'mean' must be vector of length %d." % dim) raise ValueError("Array 'mean' must be a vector of length %d." % dim)
if cov.ndim == 0: if cov.ndim == 0:
cov = cov * np.eye(dim) cov = cov * np.eye(dim)
elif cov.ndim == 1: elif cov.ndim == 1:
cov = np.diag(cov) cov = np.diag(cov)
elif cov.ndim == 2 and cov.shape != (dim, dim):
rows, cols = cov.shape
if rows != cols:
msg = ("Array 'cov' must be square if it is two dimensional,"
" but cov.shape = %s." % str(cov.shape))
else: else:
if cov.shape != (dim, dim): msg = ("Dimension mismatch: array 'cov' is of shape %s,"
" but 'mean' is a vector of length %d.")
msg = msg % (str(cov.shape), len(mean))
raise ValueError(msg)
elif cov.ndim > 2:
raise ValueError("Array 'cov' must be at most two-dimensional," raise ValueError("Array 'cov' must be at most two-dimensional,"
" but cov.ndim = %d" % cov.ndim) " but cov.ndim = %d" % cov.ndim)
@ -97,6 +106,41 @@ def _squeeze_output(out):
return out return out
def _eigvalsh_to_eps(spectrum, cond=None, rcond=None):
"""
Determine which eigenvalues are "small" given the spectrum.
This is for compatibility across various linear algebra functions
that should agree about whether or not a Hermitian matrix is numerically
singular and what is its numerical matrix rank.
This is designed to be compatible with scipy.linalg.pinvh.
Parameters
----------
spectrum : 1d ndarray
Array of eigenvalues of a Hermitian matrix.
cond, rcond : float, optional
Cutoff for small eigenvalues.
Singular values smaller than rcond * largest_eigenvalue are
considered zero.
If None or -1, suitable machine precision is used.
Returns
-------
eps : float
Magnitude cutoff for numerical negligibility.
"""
if rcond is not None:
cond = rcond
if cond in [None, -1]:
t = spectrum.dtype.char.lower()
factor = {'f': 1E3, 'd': 1E6}
cond = factor[t] * np.finfo(t).eps
eps = cond * np.max(abs(spectrum))
return eps
def _pinv_1d(v, eps=1e-5): def _pinv_1d(v, eps=1e-5):
""" """
A helper function for computing the pseudoinverse. A helper function for computing the pseudoinverse.
@ -106,7 +150,7 @@ def _pinv_1d(v, eps=1e-5):
v : iterable of numbers v : iterable of numbers
This may be thought of as a vector of eigenvalues or singular values. This may be thought of as a vector of eigenvalues or singular values.
eps : float eps : float
Elements of v smaller than eps are considered negligible. Values with magnitude no greater than eps are considered negligible.
Returns Returns
------- -------
@ -114,97 +158,101 @@ def _pinv_1d(v, eps=1e-5):
A vector of pseudo-inverted numbers. A vector of pseudo-inverted numbers.
""" """
return np.array([0 if abs(x) < eps else 1/x for x in v], dtype=float) return np.array([0 if abs(x) <= eps else 1/x for x in v], dtype=float)
def _psd_pinv_decomposed_log_pdet(mat, cond=None, rcond=None, class _PSD(object):
lower=True, check_finite=True):
""" """
Compute a decomposition of the pseudo-inverse and the logarithm of Compute coordinated functions of a symmetric positive semidefinite matrix.
the pseudo-determinant of a symmetric positive semi-definite
matrix. This class addresses two issues. Firstly it allows the pseudoinverse,
the logarithm of the pseudo-determinant, and the rank of the matrix
The pseudo-determinant of a matrix is defined as the product of to be computed using one call to eigh instead of three.
the non-zero eigenvalues, and coincides with the usual determinant Secondly it allows these functions to be computed in a way
for a full matrix. that gives mutually compatible results.
All of the functions are computed with a common understanding as to
which of the eigenvalues are to be considered negligibly small.
The functions are designed to coordinate with scipy.linalg.pinvh()
but not necessarily with np.linalg.det() or with np.linalg.matrix_rank().
Parameters Parameters
---------- ----------
mat : array_like M : 2d array-like
Input array of shape (`m`, `n`) Symmetric positive semidefinite matrix.
cond, rcond : float or None cond, rcond : float, optional
Cutoff for 'small' singular values. Cutoff for small eigenvalues.
Eigenvalues smaller than ``rcond*largest_eigenvalue`` Singular values smaller than rcond * largest_eigenvalue are
are considered zero. considered zero.
If None or -1, suitable machine precision is used. If None or -1, suitable machine precision is used.
lower : bool, optional lower : bool, optional
Whether the pertinent array data is taken from the lower or upper Whether the pertinent array data is taken from the lower
triangle of `mat`. (Default: lower) or upper triangle of M. (Default: lower)
check_finite : boolean, optional check_finite : bool, optional
Whether to check that the input matrix contains only finite numbers. Whether to check that the input matrices contain only finite
Disabling may give a performance gain, but may result in problems numbers. Disabling may give a performance gain, but may result
(crashes, non-termination) if the inputs do contain infinities or NaNs. in problems (crashes, non-termination) if the inputs do contain
infinities or NaNs.
allow_singular : bool, optional
Whether to allow a singular matrix. (Default: True)
Returns Notes
------- -----
M : array_like The arguments are similar to those of scipy.linalg.pinvh().
The pseudo-inverse of the input matrix is np.dot(M, M.T).
log_pdet : float
Logarithm of the pseudo-determinant of the matrix.
""" """
# Compute the symmetric eigendecomposition.
# The input covariance matrix is required to be real symmetric
# and positive semidefinite which implies that its eigenvalues
# are all real and non-negative,
# but clip them anyway to avoid numerical issues.
# TODO: the code to set cond/rcond is identical to that in
# scipy.linalg.{pinvh, pinv2} and if/when this function is subsumed
# into scipy.linalg it should probably be shared between all of
# these routines.
def __init__(self, M, cond=None, rcond=None, lower=True,
check_finite=True, allow_singular=True):
# Compute the symmetric eigendecomposition.
# Note that eigh takes care of array conversion, chkfinite, # Note that eigh takes care of array conversion, chkfinite,
# and assertion that the matrix is square. # and assertion that the matrix is square.
s, u = scipy.linalg.eigh(mat, lower=lower, check_finite=check_finite) s, u = scipy.linalg.eigh(M, lower=lower, check_finite=check_finite)
if rcond is not None:
cond = rcond
if cond in [None, -1]:
t = u.dtype.char.lower()
factor = {'f': 1E3, 'd': 1E6}
cond = factor[t] * np.finfo(t).eps
eps = cond * np.max(abs(s))
eps = _eigvalsh_to_eps(s, cond, rcond)
if np.min(s) < -eps: if np.min(s) < -eps:
raise ValueError('the covariance matrix must be positive semidefinite') raise ValueError('the input matrix must be positive semidefinite')
d = s[s > eps]
if len(d) < len(s) and not allow_singular:
raise np.linalg.LinAlgError('singular matrix')
s_pinv = _pinv_1d(s, eps) s_pinv = _pinv_1d(s, eps)
U = np.multiply(u, np.sqrt(s_pinv)) U = np.multiply(u, np.sqrt(s_pinv))
log_pdet = np.sum(np.log(s[s > eps]))
return U, log_pdet # Initialize the eagerly precomputed attributes.
self.rank = len(d)
self.U = U
self.log_pdet = np.sum(np.log(d))
# Initialize an attribute to be lazily computed.
self._pinv = None
@property
def pinv(self):
if self._pinv is None:
self._pinv = np.dot(self.U, self.U.T)
return self._pinv
_doc_default_callparams = \ _doc_default_callparams = """\
"""mean : array_like, optional mean : array_like, optional
Mean of the distribution (default zero) Mean of the distribution (default zero)
cov : array_like, optional cov : array_like, optional
Covariance matrix of the distribution (default one) Covariance matrix of the distribution (default one)
allow_singular : bool, optional
Whether to allow a singular covariance matrix. (Default: False)
""" """
_doc_callparams_note = \ _doc_callparams_note = \
"""Setting the parameter `mean` to `None` is equivalent to having `mean` """Setting the parameter `mean` to `None` is equivalent to having `mean`
be the zero-vector. The parameter `cov` can be a scalar, in which case be the zero-vector. The parameter `cov` can be a scalar, in which case
the covariance matrix is the identity times that value, a vector of the covariance matrix is the identity times that value, a vector of
diagonal entries for the covariance matrix, or a two-dimensional diagonal entries for the covariance matrix, or a two-dimensional
array_like. array_like.
""" """
_doc_frozen_callparams = "" _doc_frozen_callparams = ""
_doc_frozen_callparams_note = \ _doc_frozen_callparams_note = \
"""See class definition for a detailed description of parameters.""" """See class definition for a detailed description of parameters."""
docdict_params = { docdict_params = {
'_doc_default_callparams': _doc_default_callparams, '_doc_default_callparams': _doc_default_callparams,
@ -224,15 +272,13 @@ class multivariate_normal_gen(object):
The `mean` keyword specifies the mean. The `cov` keyword specifies the The `mean` keyword specifies the mean. The `cov` keyword specifies the
covariance matrix. covariance matrix.
.. versionadded:: 0.14.0
Methods Methods
------- -------
pdf(x, mean=None, cov=1) pdf(x, mean=None, cov=1, allow_singular=False)
Probability density function. Probability density function.
logpdf(x, mean=None, cov=1) logpdf(x, mean=None, cov=1, allow_singular=False)
Log of the probability density function. Log of the probability density function.
rvs(mean=None, cov=1) rvs(mean=None, cov=1, allow_singular=False, size=1)
Draw random samples from a multivariate normal distribution. Draw random samples from a multivariate normal distribution.
entropy() entropy()
Compute the differential entropy of the multivariate normal. Compute the differential entropy of the multivariate normal.
@ -247,7 +293,7 @@ class multivariate_normal_gen(object):
and covariance parameters, returning a "frozen" multivariate normal and covariance parameters, returning a "frozen" multivariate normal
random variable: random variable:
rv = multivariate_normal(mean=None, scale=1) rv = multivariate_normal(mean=None, cov=1, allow_singular=False)
- Frozen object with the same methods but holding the given - Frozen object with the same methods but holding the given
mean and covariance fixed. mean and covariance fixed.
@ -269,8 +315,11 @@ class multivariate_normal_gen(object):
where :math:`\mu` is the mean, :math:`\Sigma` the covariance matrix, where :math:`\mu` is the mean, :math:`\Sigma` the covariance matrix,
and :math:`k` is the dimension of the space where :math:`x` takes values. and :math:`k` is the dimension of the space where :math:`x` takes values.
.. versionadded:: 0.14.0
Examples Examples
-------- --------
>>> import matplotlib.pyplot as plt
>>> from scipy.stats import multivariate_normal >>> from scipy.stats import multivariate_normal
>>> x = np.linspace(0, 5, 10, endpoint=False) >>> x = np.linspace(0, 5, 10, endpoint=False)
>>> y = multivariate_normal.pdf(x, mean=2.5, cov=0.5); y >>> y = multivariate_normal.pdf(x, mean=2.5, cov=0.5); y
@ -294,16 +343,17 @@ class multivariate_normal_gen(object):
def __init__(self): def __init__(self):
self.__doc__ = doccer.docformat(self.__doc__, docdict_params) self.__doc__ = doccer.docformat(self.__doc__, docdict_params)
def __call__(self, mean=None, cov=1): def __call__(self, mean=None, cov=1, allow_singular=False):
""" """
Create a frozen multivariate normal distribution. Create a frozen multivariate normal distribution.
See `multivariate_normal_frozen` for more information. See `multivariate_normal_frozen` for more information.
""" """
return multivariate_normal_frozen(mean, cov) return multivariate_normal_frozen(mean, cov,
allow_singular=allow_singular)
def _logpdf(self, x, mean, prec_U, log_det_cov): def _logpdf(self, x, mean, prec_U, log_det_cov, rank):
""" """
Parameters Parameters
---------- ----------
@ -317,6 +367,8 @@ class multivariate_normal_gen(object):
is the precision matrix, i.e. inverse of the covariance matrix. is the precision matrix, i.e. inverse of the covariance matrix.
log_det_cov : float log_det_cov : float
Logarithm of the determinant of the covariance matrix Logarithm of the determinant of the covariance matrix
rank : int
Rank of the covariance matrix.
Notes Notes
----- -----
@ -324,12 +376,11 @@ class multivariate_normal_gen(object):
called directly; use 'logpdf' instead. called directly; use 'logpdf' instead.
""" """
dim = x.shape[-1]
dev = x - mean dev = x - mean
maha = np.sum(np.square(np.dot(dev, prec_U)), axis=-1) maha = np.sum(np.square(np.dot(dev, prec_U)), axis=-1)
return -0.5 * (dim * _LOG_2PI + log_det_cov + maha) return -0.5 * (rank * _LOG_2PI + log_det_cov + maha)
def logpdf(self, x, mean, cov): def logpdf(self, x, mean, cov, allow_singular=False):
""" """
Log of the multivariate normal probability density function. Log of the multivariate normal probability density function.
@ -351,11 +402,11 @@ class multivariate_normal_gen(object):
""" """
dim, mean, cov = _process_parameters(None, mean, cov) dim, mean, cov = _process_parameters(None, mean, cov)
x = _process_quantiles(x, dim) x = _process_quantiles(x, dim)
prec_U, log_det_cov = _psd_pinv_decomposed_log_pdet(cov) psd = _PSD(cov, allow_singular=allow_singular)
out = self._logpdf(x, mean, prec_U, log_det_cov) out = self._logpdf(x, mean, psd.U, psd.log_pdet, psd.rank)
return _squeeze_output(out) return _squeeze_output(out)
def pdf(self, x, mean, cov): def pdf(self, x, mean, cov, allow_singular=False):
""" """
Multivariate normal probability density function. Multivariate normal probability density function.
@ -377,8 +428,8 @@ class multivariate_normal_gen(object):
""" """
dim, mean, cov = _process_parameters(None, mean, cov) dim, mean, cov = _process_parameters(None, mean, cov)
x = _process_quantiles(x, dim) x = _process_quantiles(x, dim)
prec_U, log_det_cov = _psd_pinv_decomposed_log_pdet(cov) psd = _PSD(cov, allow_singular=allow_singular)
out = np.exp(self._logpdf(x, mean, prec_U, log_det_cov)) out = np.exp(self._logpdf(x, mean, psd.U, psd.log_pdet, psd.rank))
return _squeeze_output(out) return _squeeze_output(out)
def rvs(self, mean=None, cov=1, size=1): def rvs(self, mean=None, cov=1, size=1):
@ -425,13 +476,14 @@ class multivariate_normal_gen(object):
""" """
dim, mean, cov = _process_parameters(None, mean, cov) dim, mean, cov = _process_parameters(None, mean, cov)
return 1/2 * np.log(np.linalg.det(2 * np.pi * np.e * cov)) return 0.5 * np.log(np.linalg.det(2 * np.pi * np.e * cov))
multivariate_normal = multivariate_normal_gen() multivariate_normal = multivariate_normal_gen()
class multivariate_normal_frozen(object): class multivariate_normal_frozen(object):
def __init__(self, mean=None, cov=1): def __init__(self, mean=None, cov=1, allow_singular=False):
""" """
Create a frozen multivariate normal distribution. Create a frozen multivariate normal distribution.
@ -441,6 +493,9 @@ class multivariate_normal_frozen(object):
Mean of the distribution (default zero) Mean of the distribution (default zero)
cov : array_like, optional cov : array_like, optional
Covariance matrix of the distribution (default one) Covariance matrix of the distribution (default one)
allow_singular : bool, optional
If this flag is True then tolerate a singular
covariance matrix (default False).
Examples Examples
-------- --------
@ -456,13 +511,13 @@ class multivariate_normal_frozen(object):
""" """
self.dim, self.mean, self.cov = _process_parameters(None, mean, cov) self.dim, self.mean, self.cov = _process_parameters(None, mean, cov)
self.prec_U, self._log_det_cov = _psd_pinv_decomposed_log_pdet(self.cov) self.cov_info = _PSD(self.cov, allow_singular=allow_singular)
self._mnorm = multivariate_normal_gen() self._mnorm = multivariate_normal_gen()
def logpdf(self, x): def logpdf(self, x):
x = _process_quantiles(x, self.dim) x = _process_quantiles(x, self.dim)
out = self._mnorm._logpdf(x, self.mean, self.prec_U, self._log_det_cov) out = self._mnorm._logpdf(x, self.mean, self.cov_info.U,
self.cov_info.log_pdet, self.cov_info.rank)
return _squeeze_output(out) return _squeeze_output(out)
def pdf(self, x): def pdf(self, x):
@ -481,7 +536,9 @@ class multivariate_normal_frozen(object):
Entropy of the multivariate normal distribution Entropy of the multivariate normal distribution
""" """
return 1/2 * (self.dim * (_LOG_2PI + 1) + self._log_det_cov) log_pdet = self.cov_info.log_pdet
rank = self.cov_info.rank
return 0.5 * (rank * (_LOG_2PI + 1) + log_pdet)
# Set frozen generator docstrings from corresponding docstrings in # Set frozen generator docstrings from corresponding docstrings in
@ -491,3 +548,337 @@ for name in ['logpdf', 'pdf', 'rvs']:
method_frozen = multivariate_normal_frozen.__dict__[name] method_frozen = multivariate_normal_frozen.__dict__[name]
method_frozen.__doc__ = doccer.docformat(method.__doc__, docdict_noparams) method_frozen.__doc__ = doccer.docformat(method.__doc__, docdict_noparams)
method.__doc__ = doccer.docformat(method.__doc__, docdict_params) method.__doc__ = doccer.docformat(method.__doc__, docdict_params)
_dirichlet_doc_default_callparams = """\
alpha : array_like
The concentration parameters. The number of entries determines the
dimensionality of the distribution.
"""
_dirichlet_doc_frozen_callparams = ""
_dirichlet_doc_frozen_callparams_note = \
"""See class definition for a detailed description of parameters."""
dirichlet_docdict_params = {
'_dirichlet_doc_default_callparams': _dirichlet_doc_default_callparams,
}
dirichlet_docdict_noparams = {
'_dirichlet_doc_default_callparams': _dirichlet_doc_frozen_callparams,
}
def _dirichlet_check_parameters(alpha):
alpha = np.asarray(alpha)
if np.min(alpha) <= 0:
raise ValueError("All parameters must be greater than 0")
elif alpha.ndim != 1:
raise ValueError("Parameter vector 'a' must be one dimensional, " +
"but a.shape = %s." % str(alpha.shape))
return alpha
def _dirichlet_check_input(alpha, x):
x = np.asarray(x)
if x.shape[0] + 1 != alpha.shape[0] and x.shape[0] != alpha.shape[0]:
raise ValueError("Vector 'x' must have one entry less then the" +
" parameter vector 'a', but alpha.shape = " +
"%s and " % alpha.shape +
"x.shape = %s." % x.shape)
if x.shape[0] != alpha.shape[0]:
xk = np.array([1 - np.sum(x, 0)])
if xk.ndim == 1:
x = np.append(x, xk)
elif xk.ndim == 2:
x = np.vstack((x, xk))
else:
raise ValueError("The input must be one dimensional or a two "
"dimensional matrix containing the entries.")
if np.min(x) < 0:
raise ValueError("Each entry in 'x' must be greater or equal zero.")
if np.max(x) > 1:
raise ValueError("Each entry in 'x' must be smaller or equal one.")
if (np.abs(np.sum(x, 0) - 1.0) > 10e-10).any():
raise ValueError("The input vector 'x' must lie within the normal " +
"simplex. but sum(x)=%f." % np.sum(x, 0))
return x
def _lnB(alpha):
r"""
Internal helper function to compute the log of the useful quotient
.. math::
B(\alpha) = \frac{\prod_{i=1}{K}\Gamma(\alpha_i)}{\Gamma\left(\sum_{i=1}^{K}\alpha_i\right)}
Parameters
----------
%(_dirichlet_doc_default_callparams)s
Returns
-------
B : scalar
Helper quotient, internal use only
"""
return np.sum(gammaln(alpha)) - gammaln(np.sum(alpha))
class dirichlet_gen(object):
r"""
A Dirichlet random variable.
The `alpha` keyword specifies the concentration parameters of the
distribution.
.. versionadded:: 0.15.0
Methods
-------
pdf(x, alpha)
Probability density function.
logpdf(x, alpha)
Log of the probability density function.
rvs(alpha, size=1)
Draw random samples from a Dirichlet distribution.
mean(alpha)
The mean of the Dirichlet distribution
var(alpha)
The variance of the Dirichlet distribution
entropy(alpha)
Compute the differential entropy of the multivariate normal.
Parameters
----------
x : array_like
Quantiles, with the last axis of `x` denoting the components.
%(_dirichlet_doc_default_callparams)s
Alternatively, the object may be called (as a function) to fix
concentration parameters, returning a "frozen" Dirichlet
random variable:
rv = dirichlet(alpha)
- Frozen object with the same methods but holding the given
concentration parameters fixed.
Notes
-----
Each :math:`\alpha` entry must be positive. The distribution has only
support on the simplex defined by
.. math::
\sum_{i=1}^{K} x_i \le 1
The probability density function for `dirichlet` is
.. math::
f(x) = \frac{1}{\mathrm{B}(\boldsymbol\alpha)} \prod_{i=1}^K x_i^{\alpha_i - 1}
where
.. math::
\mathrm{B}(\boldsymbol\alpha) = \frac{\prod_{i=1}^K \Gamma(\alpha_i)}{\Gamma\bigl(\sum_{i=1}^K \alpha_i\bigr)}
and :math:`\boldsymbol\alpha=(\alpha_1,\ldots,\alpha_K)`, the
concentration parameters and :math:`K` is the dimension of the space
where :math:`x` takes values.
"""
def __init__(self):
self.__doc__ = doccer.docformat(self.__doc__, dirichlet_docdict_params)
def __call__(self, alpha):
return dirichlet_frozen(alpha)
def _logpdf(self, x, alpha):
"""
Parameters
----------
x : ndarray
Points at which to evaluate the log of the probability
density function
%(_dirichlet_doc_default_callparams)s
Notes
-----
As this function does no argument checking, it should not be
called directly; use 'logpdf' instead.
"""
lnB = _lnB(alpha)
return - lnB + np.sum((np.log(x.T) * (alpha - 1)).T, 0)
def logpdf(self, x, alpha):
"""
Log of the Dirichlet probability density function.
Parameters
----------
x : array_like
Quantiles, with the last axis of `x` denoting the components.
%(_dirichlet_doc_default_callparams)s
Returns
-------
pdf : ndarray
Log of the probability density function evaluated at `x`
"""
alpha = _dirichlet_check_parameters(alpha)
x = _dirichlet_check_input(alpha, x)
out = self._logpdf(x, alpha)
return _squeeze_output(out)
def pdf(self, x, alpha):
"""
The Dirichlet probability density function.
Parameters
----------
x : array_like
Quantiles, with the last axis of `x` denoting the components.
%(_dirichlet_doc_default_callparams)s
Returns
-------
pdf : ndarray
The probability density function evaluated at `x`
"""
alpha = _dirichlet_check_parameters(alpha)
x = _dirichlet_check_input(alpha, x)
out = np.exp(self._logpdf(x, alpha))
return _squeeze_output(out)
def mean(self, alpha):
"""
Compute the mean of the dirichlet distribution.
Parameters
----------
%(_dirichlet_doc_default_callparams)s
Returns
-------
mu : scalar
Mean of the Dirichlet distribution
"""
alpha = _dirichlet_check_parameters(alpha)
out = alpha / (np.sum(alpha))
return _squeeze_output(out)
def var(self, alpha):
"""
Compute the variance of the dirichlet distribution.
Parameters
----------
%(_dirichlet_doc_default_callparams)s
Returns
-------
v : scalar
Variance of the Dirichlet distribution
"""
alpha = _dirichlet_check_parameters(alpha)
alpha0 = np.sum(alpha)
out = (alpha * (alpha0 - alpha)) / ((alpha0 * alpha0) * (alpha0 + 1))
return out
def entropy(self, alpha):
"""
Compute the differential entropy of the dirichlet distribution.
Parameters
----------
%(_dirichlet_doc_default_callparams)s
Returns
-------
h : scalar
Entropy of the Dirichlet distribution
"""
alpha = _dirichlet_check_parameters(alpha)
alpha0 = np.sum(alpha)
lnB = _lnB(alpha)
K = alpha.shape[0]
out = lnB + (alpha0 - K) * scipy.special.psi(alpha0) - np.sum(
(alpha - 1) * scipy.special.psi(alpha))
return _squeeze_output(out)
def rvs(self, alpha, size=1):
"""
Draw random samples from a Dirichlet distribution.
Parameters
----------
%(_dirichlet_doc_default_callparams)s
size : integer, optional
Number of samples to draw (default 1).
Returns
-------
rvs : ndarray or scalar
Random variates of size (`size`, `N`), where `N` is the
dimension of the random variable.
"""
alpha = _dirichlet_check_parameters(alpha)
return np.random.dirichlet(alpha, size=size)
dirichlet = dirichlet_gen()
class dirichlet_frozen(object):
def __init__(self, alpha):
self.alpha = _dirichlet_check_parameters(alpha)
self._dirichlet = dirichlet_gen()
def logpdf(self, x):
return self._dirichlet.logpdf(x, self.alpha)
def pdf(self, x):
return self._dirichlet.pdf(x, self.alpha)
def mean(self):
return self._dirichlet.mean(self.alpha)
def var(self):
return self._dirichlet.var(self.alpha)
def entropy(self):
return self._dirichlet.entropy(self.alpha)
def rvs(self, size=1):
return self._dirichlet.rvs(self.alpha, size)
# Set frozen generator docstrings from corresponding docstrings in
# multivariate_normal_gen and fill in default strings in class docstrings
for name in ['logpdf', 'pdf', 'rvs', 'mean', 'var', 'entropy']:
method = dirichlet_gen.__dict__[name]
method_frozen = dirichlet_frozen.__dict__[name]
method_frozen.__doc__ = doccer.docformat(
method.__doc__, dirichlet_docdict_noparams)
method.__doc__ = doccer.docformat(method.__doc__, dirichlet_docdict_params)

@ -0,0 +1,54 @@
"""Functions copypasted from newer versions of numpy.
"""
from __future__ import division, print_function, absolute_import
import warnings
import numpy as np
from scipy.lib._version import NumpyVersion
if NumpyVersion(np.__version__) > '1.7.0.dev':
_assert_warns = np.testing.assert_warns
else:
def _assert_warns(warning_class, func, *args, **kw):
r"""
Fail unless the given callable throws the specified warning.
This definition is copypasted from numpy 1.9.0.dev.
The version in earlier numpy returns None.
Parameters
----------
warning_class : class
The class defining the warning that `func` is expected to throw.
func : callable
The callable to test.
*args : Arguments
Arguments passed to `func`.
**kwargs : Kwargs
Keyword arguments passed to `func`.
Returns
-------
The value returned by `func`.
"""
with warnings.catch_warnings(record=True) as l:
warnings.simplefilter('always')
result = func(*args, **kw)
if not len(l) > 0:
raise AssertionError("No warning raised when calling %s"
% func.__name__)
if not l[0].category is warning_class:
raise AssertionError("First warning for %s is not a "
"%s( is %s)" % (func.__name__, warning_class, l[0]))
return result
if NumpyVersion(np.__version__) >= '1.6.0':
count_nonzero = np.count_nonzero
else:
def count_nonzero(a):
return (a != 0).sum()

@ -246,9 +246,9 @@ def chi2_contingency(observed, correction=True, lambda_=None):
if np.any(expected == 0): if np.any(expected == 0):
# Include one of the positions where expected is zero in # Include one of the positions where expected is zero in
# the exception message. # the exception message.
zeropos = list(np.where(expected == 0)[0]) zeropos = list(zip(*np.where(expected == 0)))[0]
raise ValueError("The internally computed table of expected " raise ValueError("The internally computed table of expected "
"frequencies has a zero element at %s." % zeropos) "frequencies has a zero element at %s." % (zeropos,))
# The degrees of freedom # The degrees of freedom
dof = expected.size - sum(expected.shape) + expected.ndim - 1 dof = expected.size - sum(expected.shape) + expected.ndim - 1

@ -1,6 +1,6 @@
from __future__ import division from __future__ import division
import warnings import warnings
from wafo.wafodata import PlotData from wafo.containers import PlotData
from wafo.misc import findextrema from wafo.misc import findextrema
from scipy import special from scipy import special
import numpy as np import numpy as np

@ -7,7 +7,19 @@
# #
from __future__ import division, print_function, absolute_import from __future__ import division, print_function, absolute_import
from ._distn_infrastructure import entropy, rv_discrete, rv_continuous from ._distn_infrastructure import (entropy, rv_discrete, rv_continuous,
rv_frozen)
from . import _continuous_distns
from . import _discrete_distns
from ._continuous_distns import * from ._continuous_distns import *
from ._discrete_distns import * from ._discrete_distns import *
# For backwards compatibility e.g. pymc expects distributions.__all__.
__all__ = ['entropy', 'rv_discrete', 'rv_continuous']
# Add only the distribution names, not the *_gen names.
__all__ += _continuous_distns._distn_names
__all__ += _discrete_distns._distn_names

@ -7,10 +7,11 @@ Distributions
Author: Per A. Brodtkorb 2008 Author: Per A. Brodtkorb 2008
''' '''
from __future__ import division from __future__ import division, absolute_import
import warnings import warnings
from wafo.plotbackend import plotbackend
from wafo.misc import ecross, findcross from ..plotbackend import plotbackend
from ..misc import ecross, findcross
import numdifftools # @UnresolvedImport import numdifftools # @UnresolvedImport
@ -27,12 +28,10 @@ from numpy import (
from numpy import flatnonzero as nonzero from numpy import flatnonzero as nonzero
__all__ = [ __all__ = ['Profile', 'FitDistribution']
'Profile', 'FitDistribution'
]
floatinfo = np.finfo(float) floatinfo = np.finfo(float)
# arr = atleast_1d
arr = asarray arr = asarray
all = alltrue # @ReservedAssignment all = alltrue # @ReservedAssignment
@ -77,7 +76,8 @@ class rv_frozen(object):
def __init__(self, dist, *args, **kwds): def __init__(self, dist, *args, **kwds):
self.dist = dist self.dist = dist
args, loc, scale = dist._parse_args(*args, **kwds) args, loc, scale = dist._parse_args(*args, **kwds)
if len(args) == dist.numargs - 2: # isinstance(dist, rv_continuous): if len(args) == dist.numargs - 2: #
# if isinstance(dist, rv_continuous):
self.par = args + (loc, scale) self.par = args + (loc, scale)
else: # rv_discrete else: # rv_discrete
self.par = args + (loc,) self.par = args + (loc,)
@ -283,27 +283,25 @@ class Profile(object):
self._par = phatv.copy() self._par = phatv.copy()
# Set up variable to profile and _local_link function # Set up variable to profile and _local_link function
self.profile_x = not self.x == None self.profile_x = self.x is not None
self.profile_logSF = not (self.logSF == None or self.profile_x) self.profile_logSF = not (self.logSF is None or self.profile_x)
self.profile_par = not (self.profile_x or self.profile_logSF) self.profile_par = not (self.profile_x or self.profile_logSF)
if self.link == None: if self.link is None:
self.link = self.fit_dist.dist.link self.link = self.fit_dist.dist.link
if self.profile_par: if self.profile_par:
self._local_link = lambda fix_par, par: fix_par self._local_link = self._par_link
self.xlabel = 'phat(%d)' % self.i_fixed self.xlabel = 'phat(%d)' % self.i_fixed
p_opt = self._par[self.i_fixed] p_opt = self._par[self.i_fixed]
elif self.profile_x: elif self.profile_x:
self.logSF = fit_dist.logsf(self.x) self.logSF = fit_dist.logsf(self.x)
self._local_link = lambda fix_par, par: self.link( self._local_link = self._x_link
fix_par, self.logSF, par, self.i_fixed)
self.xlabel = 'x' self.xlabel = 'x'
p_opt = self.x p_opt = self.x
elif self.profile_logSF: elif self.profile_logSF:
p_opt = self.logSF p_opt = self.logSF
self.x = fit_dist.isf(exp(p_opt)) self.x = fit_dist.isf(exp(p_opt))
self._local_link = lambda fix_par, par: self.link( self._local_link = self._logSF_link
self.x, fix_par, par, self.i_fixed)
self.xlabel = 'log(SF)' self.xlabel = 'log(SF)'
else: else:
raise ValueError( raise ValueError(
@ -315,6 +313,15 @@ class Profile(object):
phatfree = phatv[self.i_free].copy() phatfree = phatv[self.i_free].copy()
self._set_profile(phatfree, p_opt) self._set_profile(phatfree, p_opt)
def _par_link(self, fix_par, par):
return fix_par
def _x_link(self, fix_par, par):
return self.link(fix_par, self.logSF, par, self.i_fixed)
def _logSF_link(self, fix_par, par):
return self.link(self.x, fix_par, par, self.i_fixed)
def _correct_Lmax(self, Lmax): def _correct_Lmax(self, Lmax):
if Lmax > self.Lmax: # foundNewphat = True if Lmax > self.Lmax: # foundNewphat = True
warnings.warn( warnings.warn(
@ -386,7 +393,7 @@ class Profile(object):
''' '''
linspace = numpy.linspace linspace = numpy.linspace
if self.pmin == None or self.pmax == None: if self.pmin is None or self.pmax is None:
pvar = self._get_variance() pvar = self._get_variance()
@ -395,12 +402,12 @@ class Profile(object):
p_crit = (-norm_ppf(self.alpha / 2.0) * p_crit = (-norm_ppf(self.alpha / 2.0) *
sqrt(numpy.ravel(pvar)) * 1.5) sqrt(numpy.ravel(pvar)) * 1.5)
if self.pmin == None: if self.pmin is None:
self.pmin = self._search_pmin(phatfree0, self.pmin = self._search_pmin(phatfree0,
p_opt - 5.0 * p_crit, p_opt) p_opt - 5.0 * p_crit, p_opt)
p_crit_low = (p_opt - self.pmin) / 5 p_crit_low = (p_opt - self.pmin) / 5
if self.pmax == None: if self.pmax is None:
self.pmax = self._search_pmax(phatfree0, self.pmax = self._search_pmax(phatfree0,
p_opt + 5.0 * p_crit, p_opt) p_opt + 5.0 * p_crit, p_opt)
p_crit_up = (self.pmax - p_opt) / 5 p_crit_up = (self.pmax - p_opt) / 5
@ -533,59 +540,13 @@ class Profile(object):
self.args[[0, -1]], [self.Lmax, ] * 2, 'r--', self.args[[0, -1]], [self.Lmax, ] * 2, 'r--',
self.args[[0, -1]], [self.alpha_cross_level, ] * 2, 'r--') self.args[[0, -1]], [self.alpha_cross_level, ] * 2, 'r--')
axis.vlines(p_ci, ymin=axis.get_ylim()[0], axis.vlines(p_ci, ymin=axis.get_ylim()[0],
ymax=self.Lmax, #self.alpha_cross_level, ymax=self.Lmax, # self.alpha_cross_level,
color='r', linestyles='--') color='r', linestyles='--')
axis.set_title(self.title) axis.set_title(self.title)
axis.set_ylabel(self.ylabel) axis.set_ylabel(self.ylabel)
axis.set_xlabel(self.xlabel) axis.set_xlabel(self.xlabel)
def _discretize_adaptive(fun, a, b, tol=0.005, n=5):
'''
Automatic discretization of function, adaptive gridding.
'''
tiny = floatinfo.tiny
n += (np.mod(n, 2) == 0) # make sure n is odd
x = np.linspace(a, b, n)
fx = fun(x)
n2 = (n - 1) / 2
erri = np.hstack((np.zeros((n2, 1)), np.ones((n2, 1)))).ravel()
err = erri.max()
err0 = np.inf
# while (err != err0 and err > tol and n < nmax):
for j in range(50):
if err != err0 and np.any(erri > tol):
err0 = err
# find top errors
I, = np.where(erri > tol)
# double the sample rate in intervals with the most error
y = (np.vstack(((x[I] + x[I - 1]) / 2,
(x[I + 1] + x[I]) / 2)).T).ravel()
fy = fun(y)
fy0 = np.interp(y, x, fx)
erri = 0.5 * (abs((fy0 - fy) / (abs(fy0 + fy) + tiny)))
err = erri.max()
x = np.hstack((x, y))
I = x.argsort()
x = x[I]
erri = np.hstack((zeros(len(fx)), erri))[I]
fx = np.hstack((fx, fy))[I]
else:
break
else:
warnings.warn('Recursion level limit reached j=%d' % j)
return x, fx
# class to fit given distribution to data
class FitDistribution(rv_frozen): class FitDistribution(rv_frozen):
''' '''
@ -867,7 +828,7 @@ class FitDistribution(rv_frozen):
def _compute_cov(self): def _compute_cov(self):
'''Compute covariance '''Compute covariance
''' '''
somefixed = (self.par_fix != None) and any(isfinite(self.par_fix)) somefixed = (self.par_fix is not None) and any(isfinite(self.par_fix))
# H1 = numpy.asmatrix(self.dist.hessian_nnlf(self.par, self.data)) # H1 = numpy.asmatrix(self.dist.hessian_nnlf(self.par, self.data))
H = numpy.asmatrix(self.dist.hessian_nlogps(self.par, self.data)) H = numpy.asmatrix(self.dist.hessian_nlogps(self.par, self.data))
self.H = H self.H = H
@ -1000,7 +961,7 @@ class FitDistribution(rv_frozen):
self.plotresprb() self.plotresprb()
fixstr = '' fixstr = ''
if not self.par_fix == None: if self.par_fix is not None:
numfix = len(self.i_fixed) numfix = len(self.i_fixed)
if numfix > 0: if numfix > 0:
format0 = ', '.join(['%d'] * numfix) format0 = ', '.join(['%d'] * numfix)
@ -1160,7 +1121,7 @@ class FitDistribution(rv_frozen):
n = len(x) n = len(x)
np1 = n + 1 np1 = n + 1
if unknown_numpar == None: if unknown_numpar is None:
k = len(theta) k = len(theta)
else: else:
k = unknown_numpar k = unknown_numpar
@ -1184,7 +1145,7 @@ def test_doctstrings():
def test1(): def test1():
import wafo.stats as ws import wafo.stats as ws
dist = ws.weibull_min dist = ws.weibull_min
#dist = ws.bradford # dist = ws.bradford
R = dist.rvs(0.3, size=1000) R = dist.rvs(0.3, size=1000)
phat = FitDistribution(dist, R, method='ml') phat = FitDistribution(dist, R, method='ml')

@ -93,6 +93,10 @@ class gaussian_kde(object):
high_bounds. high_bounds.
kde.integrate_kde(other_kde) : float kde.integrate_kde(other_kde) : float
Integrate two kernel density estimates multiplied together. Integrate two kernel density estimates multiplied together.
kde.pdf(points) : ndarray
Alias for ``kde.evaluate(points)``.
kde.logpdf(points) : ndarray
Equivalent to ``np.log(kde.evaluate(points))``.
kde.resample(size=None) : ndarray kde.resample(size=None) : ndarray
Randomly sample a dataset from the estimated pdf. Randomly sample a dataset from the estimated pdf.
kde.set_bandwidth(bw_method='scott') : None kde.set_bandwidth(bw_method='scott') : None
@ -106,7 +110,6 @@ class gaussian_kde(object):
to provide a different method, or set it through a call to to provide a different method, or set it through a call to
`kde.set_bandwidth`. `kde.set_bandwidth`.
Notes Notes
----- -----
Bandwidth selection strongly influences the estimate obtained from the KDE Bandwidth selection strongly influences the estimate obtained from the KDE
@ -122,7 +125,7 @@ class gaussian_kde(object):
with ``n`` the number of data points and ``d`` the number of dimensions. with ``n`` the number of data points and ``d`` the number of dimensions.
Silverman's Rule [2]_, implemented as `silverman_factor`, is:: Silverman's Rule [2]_, implemented as `silverman_factor`, is::
n * (d + 2) / 4.)**(-1. / (d + 4)). (n * (d + 2) / 4.)**(-1. / (d + 4)).
Good general descriptions of kernel density estimation can be found in [1]_ Good general descriptions of kernel density estimation can be found in [1]_
and [2]_, the mathematics for this multi-dimensional implementation can be and [2]_, the mathematics for this multi-dimensional implementation can be
@ -388,11 +391,12 @@ class gaussian_kde(object):
large = other large = other
sum_cov = small.covariance + large.covariance sum_cov = small.covariance + large.covariance
sum_cov_chol = linalg.cho_factor(sum_cov)
result = 0.0 result = 0.0
for i in range(small.n): for i in range(small.n):
mean = small.dataset[:, i, newaxis] mean = small.dataset[:, i, newaxis]
diff = large.dataset - mean diff = large.dataset - mean
tdiff = dot(linalg.inv(sum_cov), diff) tdiff = linalg.cho_solve(sum_cov_chol, diff)
energies = sum(diff * tdiff, axis=0) / 2.0 energies = sum(diff * tdiff, axis=0) / 2.0
result += sum(exp(-energies), axis=0) result += sum(exp(-energies), axis=0)
@ -511,3 +515,27 @@ class gaussian_kde(object):
self.covariance = self._data_covariance * self.factor**2 self.covariance = self._data_covariance * self.factor**2
self.inv_cov = self._data_inv_cov / self.factor**2 self.inv_cov = self._data_inv_cov / self.factor**2
self._norm_factor = sqrt(linalg.det(2*pi*self.covariance)) * self.n self._norm_factor = sqrt(linalg.det(2*pi*self.covariance)) * self.n
def pdf(self, x):
"""
Evaluate the estimated pdf on a provided set of points.
Notes
-----
This is an alias for `gaussian_kde.evaluate`. See the ``evaluate``
docstring for more details.
"""
return self.evaluate(x)
def logpdf(self, x):
"""
Evaluate the log of the estimated pdf on a provided set of points.
Notes
-----
See `gaussian_kde.evaluate` for more details; this method simply
returns ``np.log(gaussian_kde.evaluate(x))``.
"""
return np.log(self.evaluate(x))

File diff suppressed because it is too large Load Diff

@ -24,13 +24,9 @@ is a relatively new package, some API changes are still possible.
f_value_wilks_lambda f_value_wilks_lambda
find_repeats find_repeats
friedmanchisquare friedmanchisquare
gmean
hmean
kendalltau kendalltau
kendalltau_seasonal kendalltau_seasonal
kruskalwallis kruskalwallis
kruskalwallis
ks_twosamp
ks_twosamp ks_twosamp
kurtosis kurtosis
kurtosistest kurtosistest
@ -80,3 +76,4 @@ from __future__ import division, print_function, absolute_import
from .mstats_basic import * from .mstats_basic import *
from .mstats_extras import * from .mstats_extras import *
from scipy.stats import gmean, hmean

File diff suppressed because it is too large Load Diff

@ -1,15 +1,12 @@
""" """
Additional statistics functions, with support to MA. Additional statistics functions with support for masked arrays.
:author: Pierre GF Gerard-Marchant
:contact: pierregm_at_uga_edu
:date: $Date: 2007-10-29 17:18:13 +0200 (Mon, 29 Oct 2007) $
:version: $Id: morestats.py 3473 2007-10-29 15:18:13Z jarrod.millman $
""" """
from __future__ import division, print_function, absolute_import
__author__ = "Pierre GF Gerard-Marchant" # Original author (2007): Pierre GF Gerard-Marchant
__docformat__ = "restructuredtext en"
from __future__ import division, print_function, absolute_import
__all__ = ['compare_medians_ms', __all__ = ['compare_medians_ms',
@ -19,6 +16,7 @@ __all__ = ['compare_medians_ms',
'rsh', 'rsh',
'trimmed_mean_ci',] 'trimmed_mean_ci',]
import numpy as np import numpy as np
from numpy import float_, int_, ndarray from numpy import float_, int_, ndarray
@ -30,9 +28,6 @@ from . import mstats_basic as mstats
from scipy.stats.distributions import norm, beta, t, binom from scipy.stats.distributions import norm, beta, t, binom
#####--------------------------------------------------------------------------
#---- --- Quantiles ---
#####--------------------------------------------------------------------------
def hdquantiles(data, prob=list([.25,.5,.75]), axis=None, var=False,): def hdquantiles(data, prob=list([.25,.5,.75]), axis=None, var=False,):
""" """
Computes quantile estimates with the Harrell-Davis method. Computes quantile estimates with the Harrell-Davis method.
@ -65,14 +60,14 @@ def hdquantiles(data, prob=list([.25,.5,.75]), axis=None, var=False,):
xsorted = np.squeeze(np.sort(data.compressed().view(ndarray))) xsorted = np.squeeze(np.sort(data.compressed().view(ndarray)))
# Don't use length here, in case we have a numpy scalar # Don't use length here, in case we have a numpy scalar
n = xsorted.size n = xsorted.size
#.........
hd = np.empty((2,len(prob)), float_) hd = np.empty((2,len(prob)), float_)
if n < 2: if n < 2:
hd.flat = np.nan hd.flat = np.nan
if var: if var:
return hd return hd
return hd[0] return hd[0]
#.........
v = np.arange(n+1) / float(n) v = np.arange(n+1) / float(n)
betacdf = beta.cdf betacdf = beta.cdf
for (i,p) in enumerate(prob): for (i,p) in enumerate(prob):
@ -89,7 +84,7 @@ def hdquantiles(data, prob=list([.25,.5,.75]), axis=None, var=False,):
hd[1, prob == 0] = hd[1, prob == 1] = np.nan hd[1, prob == 0] = hd[1, prob == 1] = np.nan
return hd return hd
return hd[0] return hd[0]
# Initialization & checks --------- # Initialization & checks
data = ma.array(data, copy=False, dtype=float_) data = ma.array(data, copy=False, dtype=float_)
p = np.array(prob, copy=False, ndmin=1) p = np.array(prob, copy=False, ndmin=1)
# Computes quantiles along axis (or globally) # Computes quantiles along axis (or globally)
@ -97,12 +92,11 @@ def hdquantiles(data, prob=list([.25,.5,.75]), axis=None, var=False,):
result = _hd_1D(data, p, var) result = _hd_1D(data, p, var)
else: else:
if data.ndim > 2: if data.ndim > 2:
raise ValueError("Array 'data' must be at most two dimensional, but got data.ndim = %d" % data.ndim) raise ValueError("Array 'data' must be at most two dimensional, "
"but got data.ndim = %d" % data.ndim)
result = ma.apply_along_axis(_hd_1D, axis, data, p, var) result = ma.apply_along_axis(_hd_1D, axis, data, p, var)
#
return ma.fix_invalid(result, copy=False)
#.............................................................................. return ma.fix_invalid(result, copy=False)
def hdmedian(data, axis=-1, var=False): def hdmedian(data, axis=-1, var=False):
@ -124,7 +118,6 @@ def hdmedian(data, axis=-1, var=False):
return result.squeeze() return result.squeeze()
#..............................................................................
def hdquantiles_sd(data, prob=list([.25,.5,.75]), axis=None): def hdquantiles_sd(data, prob=list([.25,.5,.75]), axis=None):
""" """
The standard error of the Harrell-Davis quantile estimates by jackknife. The standard error of the Harrell-Davis quantile estimates by jackknife.
@ -153,10 +146,10 @@ def hdquantiles_sd(data, prob=list([.25,.5,.75]), axis=None):
hdsd = np.empty(len(prob), float_) hdsd = np.empty(len(prob), float_)
if n < 2: if n < 2:
hdsd.flat = np.nan hdsd.flat = np.nan
#.........
vv = np.arange(n) / float(n-1) vv = np.arange(n) / float(n-1)
betacdf = beta.cdf betacdf = beta.cdf
#
for (i,p) in enumerate(prob): for (i,p) in enumerate(prob):
_w = betacdf(vv, (n+1)*p, (n+1)*(1-p)) _w = betacdf(vv, (n+1)*p, (n+1)*(1-p))
w = _w[1:] - _w[:-1] w = _w[1:] - _w[:-1]
@ -166,7 +159,7 @@ def hdquantiles_sd(data, prob=list([.25,.5,.75]), axis=None):
mx_var = np.array(mx_.var(), copy=False, ndmin=1) * n / float(n-1) mx_var = np.array(mx_.var(), copy=False, ndmin=1) * n / float(n-1)
hdsd[i] = float(n-1) * np.sqrt(np.diag(mx_var).diagonal() / float(n)) hdsd[i] = float(n-1) * np.sqrt(np.diag(mx_var).diagonal() / float(n))
return hdsd return hdsd
# Initialization & checks --------- # Initialization & checks
data = ma.array(data, copy=False, dtype=float_) data = ma.array(data, copy=False, dtype=float_)
p = np.array(prob, copy=False, ndmin=1) p = np.array(prob, copy=False, ndmin=1)
# Computes quantiles along axis (or globally) # Computes quantiles along axis (or globally)
@ -174,15 +167,12 @@ def hdquantiles_sd(data, prob=list([.25,.5,.75]), axis=None):
result = _hdsd_1D(data, p) result = _hdsd_1D(data, p)
else: else:
if data.ndim > 2: if data.ndim > 2:
raise ValueError("Array 'data' must be at most two dimensional, but got data.ndim = %d" % data.ndim) raise ValueError("Array 'data' must be at most two dimensional, "
"but got data.ndim = %d" % data.ndim)
result = ma.apply_along_axis(_hdsd_1D, axis, data, p) result = ma.apply_along_axis(_hdsd_1D, axis, data, p)
#
return ma.fix_invalid(result, copy=False).ravel()
return ma.fix_invalid(result, copy=False).ravel()
#####--------------------------------------------------------------------------
#---- --- Confidence intervals ---
#####--------------------------------------------------------------------------
def trimmed_mean_ci(data, limits=(0.2,0.2), inclusive=(True,True), def trimmed_mean_ci(data, limits=(0.2,0.2), inclusive=(True,True),
alpha=0.05, axis=None): alpha=0.05, axis=None):
@ -198,9 +188,9 @@ def trimmed_mean_ci(data, limits=(0.2,0.2), inclusive=(True,True),
Tuple of the percentages to cut on each side of the array, with respect Tuple of the percentages to cut on each side of the array, with respect
to the number of unmasked data, as floats between 0. and 1. If ``n`` to the number of unmasked data, as floats between 0. and 1. If ``n``
is the number of unmasked data before trimming, then is the number of unmasked data before trimming, then
(``n`` * `limits[0]`)th smallest data and (``n`` * `limits[1]`)th (``n * limits[0]``)th smallest data and (``n * limits[1]``)th
largest data are masked. The total number of unmasked data after largest data are masked. The total number of unmasked data after
trimming is ``n`` * (1. - sum(`limits`)). trimming is ``n * (1. - sum(limits))``.
The value of one limit can be set to None to indicate an open interval. The value of one limit can be set to None to indicate an open interval.
Defaults to (0.2, 0.2). Defaults to (0.2, 0.2).
@ -234,8 +224,6 @@ def trimmed_mean_ci(data, limits=(0.2,0.2), inclusive=(True,True),
tppf = t.ppf(1-alpha/2.,df) tppf = t.ppf(1-alpha/2.,df)
return np.array((tmean - tppf*tstde, tmean+tppf*tstde)) return np.array((tmean - tppf*tstde, tmean+tppf*tstde))
#..............................................................................
def mjci(data, prob=[0.25,0.5,0.75], axis=None): def mjci(data, prob=[0.25,0.5,0.75], axis=None):
""" """
@ -258,7 +246,7 @@ def mjci(data, prob=[0.25,0.5,0.75], axis=None):
n = data.size n = data.size
prob = (np.array(p) * n + 0.5).astype(int_) prob = (np.array(p) * n + 0.5).astype(int_)
betacdf = beta.cdf betacdf = beta.cdf
#
mj = np.empty(len(prob), float_) mj = np.empty(len(prob), float_)
x = np.arange(1,n+1, dtype=float_) / n x = np.arange(1,n+1, dtype=float_) / n
y = x - 1./n y = x - 1./n
@ -269,10 +257,12 @@ def mjci(data, prob=[0.25,0.5,0.75], axis=None):
C2 = np.dot(W,data**2) C2 = np.dot(W,data**2)
mj[i] = np.sqrt(C2 - C1**2) mj[i] = np.sqrt(C2 - C1**2)
return mj return mj
#
data = ma.array(data, copy=False) data = ma.array(data, copy=False)
if data.ndim > 2: if data.ndim > 2:
raise ValueError("Array 'data' must be at most two dimensional, but got data.ndim = %d" % data.ndim) raise ValueError("Array 'data' must be at most two dimensional, "
"but got data.ndim = %d" % data.ndim)
p = np.array(prob, copy=False, ndmin=1) p = np.array(prob, copy=False, ndmin=1)
# Computes quantiles along axis (or globally) # Computes quantiles along axis (or globally)
if (axis is None): if (axis is None):
@ -280,8 +270,6 @@ def mjci(data, prob=[0.25,0.5,0.75], axis=None):
else: else:
return ma.apply_along_axis(_mjci_1D, axis, data, p) return ma.apply_along_axis(_mjci_1D, axis, data, p)
#..............................................................................
def mquantiles_cimj(data, prob=[0.25,0.50,0.75], alpha=0.05, axis=None): def mquantiles_cimj(data, prob=[0.25,0.50,0.75], alpha=0.05, axis=None):
""" """
@ -308,7 +296,6 @@ def mquantiles_cimj(data, prob=[0.25,0.50,0.75], alpha=0.05, axis=None):
return (xq - z * smj, xq + z * smj) return (xq - z * smj, xq + z * smj)
#.............................................................................
def median_cihs(data, alpha=0.05, axis=None): def median_cihs(data, alpha=0.05, axis=None):
""" """
Computes the alpha-level confidence interval for the median of the data. Computes the alpha-level confidence interval for the median of the data.
@ -353,12 +340,11 @@ def median_cihs(data, alpha=0.05, axis=None):
result = _cihs_1D(data.compressed(), alpha) result = _cihs_1D(data.compressed(), alpha)
else: else:
if data.ndim > 2: if data.ndim > 2:
raise ValueError("Array 'data' must be at most two dimensional, but got data.ndim = %d" % data.ndim) raise ValueError("Array 'data' must be at most two dimensional, "
"but got data.ndim = %d" % data.ndim)
result = ma.apply_along_axis(_cihs_1D, axis, data, alpha) result = ma.apply_along_axis(_cihs_1D, axis, data, alpha)
#
return result
#.............................................................................. return result
def compare_medians_ms(group_1, group_2, axis=None): def compare_medians_ms(group_1, group_2, axis=None):
@ -453,14 +439,13 @@ def rsh(data, points=None):
points = data points = data
else: else:
points = np.array(points, copy=False, ndmin=1) points = np.array(points, copy=False, ndmin=1)
if data.ndim != 1: if data.ndim != 1:
raise AttributeError("The input array should be 1D only !") raise AttributeError("The input array should be 1D only !")
n = data.count() n = data.count()
r = idealfourths(data, axis=None) r = idealfourths(data, axis=None)
h = 1.2 * (r[-1]-r[0]) / n**(1./5) h = 1.2 * (r[-1]-r[0]) / n**(1./5)
nhi = (data[:,None] <= points[None,:] + h).sum(0) nhi = (data[:,None] <= points[None,:] + h).sum(0)
nlo = (data[:,None] < points[None,:] - h).sum(0) nlo = (data[:,None] < points[None,:] - h).sum(0)
return (nhi-nlo) / (2.*n*h) return (nhi-nlo) / (2.*n*h)
###############################################################################

File diff suppressed because it is too large Load Diff

@ -6,12 +6,11 @@ import warnings
import numpy as np import numpy as np
import numpy.testing as npt import numpy.testing as npt
#from scipy.lib._version import NumpyVersion from scipy.lib._version import NumpyVersion
from scipy import stats from wafo import stats
#NUMPY_BELOW_1_7 = NumpyVersion(np.__version__) < '1.7.0' NUMPY_BELOW_1_7 = NumpyVersion(np.__version__) < '1.7.0'
NUMPY_BELOW_1_7 = np.__version__ < '1.7.0'
def check_normalization(distfn, args, distname): def check_normalization(distfn, args, distname):
@ -60,14 +59,14 @@ def check_mean_expect(distfn, arg, m, msg):
def check_var_expect(distfn, arg, m, v, msg): def check_var_expect(distfn, arg, m, v, msg):
if np.isfinite(v): if np.isfinite(v):
m2 = distfn.expect(lambda x: x * x, arg) m2 = distfn.expect(lambda x: x*x, arg)
npt.assert_almost_equal(m2, v + m * m, decimal=5, err_msg=msg + npt.assert_almost_equal(m2, v + m*m, decimal=5, err_msg=msg +
' - 2st moment (expect)') ' - 2st moment (expect)')
def check_skew_expect(distfn, arg, m, v, s, msg): def check_skew_expect(distfn, arg, m, v, s, msg):
if np.isfinite(s): if np.isfinite(s):
m3e = distfn.expect(lambda x: np.power(x - m, 3), arg) m3e = distfn.expect(lambda x: np.power(x-m, 3), arg)
npt.assert_almost_equal(m3e, s * np.power(v, 1.5), npt.assert_almost_equal(m3e, s * np.power(v, 1.5),
decimal=5, err_msg=msg + ' - skew') decimal=5, err_msg=msg + ' - skew')
else: else:
@ -76,9 +75,8 @@ def check_skew_expect(distfn, arg, m, v, s, msg):
def check_kurt_expect(distfn, arg, m, v, k, msg): def check_kurt_expect(distfn, arg, m, v, k, msg):
if np.isfinite(k): if np.isfinite(k):
m4e = distfn.expect(lambda x: np.power(x - m, 4), arg) m4e = distfn.expect(lambda x: np.power(x-m, 4), arg)
npt.assert_allclose( npt.assert_allclose(m4e, (k + 3.) * np.power(v, 2), atol=1e-5, rtol=1e-5,
m4e, (k + 3.) * np.power(v, 2), atol=1e-5, rtol=1e-5,
err_msg=msg + ' - kurtosis') err_msg=msg + ' - kurtosis')
else: else:
npt.assert_(np.isnan(k)) npt.assert_(np.isnan(k))
@ -106,7 +104,7 @@ def check_edge_support(distfn, args):
npt.assert_equal(distfn.logsf(x, *args), [0.0, -np.inf]) npt.assert_equal(distfn.logsf(x, *args), [0.0, -np.inf])
if isinstance(distfn, stats.rv_discrete): if isinstance(distfn, stats.rv_discrete):
x = [distfn.a - 1, distfn.b] x = [distfn.a-1, distfn.b]
npt.assert_equal(distfn.ppf([0.0, 1.0], *args), x) npt.assert_equal(distfn.ppf([0.0, 1.0], *args), x)
npt.assert_equal(distfn.isf([0.0, 1.0], *args), x[::-1]) npt.assert_equal(distfn.isf([0.0, 1.0], *args), x[::-1])
@ -116,7 +114,7 @@ def check_edge_support(distfn, args):
def check_named_args(distfn, x, shape_args, defaults, meths): def check_named_args(distfn, x, shape_args, defaults, meths):
# Check calling w/ named arguments. ## Check calling w/ named arguments.
# check consistency of shapes, numargs and _parse signature # check consistency of shapes, numargs and _parse signature
signature = inspect.getargspec(distfn._parse_args) signature = inspect.getargspec(distfn._parse_args)
@ -124,8 +122,7 @@ def check_named_args(distfn, x, shape_args, defaults, meths):
npt.assert_(signature.keywords is None) npt.assert_(signature.keywords is None)
npt.assert_(signature.defaults == defaults) npt.assert_(signature.defaults == defaults)
# self, a, b, loc=0, scale=1 shape_argnames = signature.args[1:-len(defaults)] # self, a, b, loc=0, scale=1
shape_argnames = signature.args[1:-len(defaults)]
if distfn.shapes: if distfn.shapes:
shapes_ = distfn.shapes.replace(',', ' ').split() shapes_ = distfn.shapes.replace(',', ' ').split()
else: else:
@ -144,7 +141,7 @@ def check_named_args(distfn, x, shape_args, defaults, meths):
k.update({names.pop(): a.pop()}) k.update({names.pop(): a.pop()})
v = [meth(x, *a, **k) for meth in meths] v = [meth(x, *a, **k) for meth in meths]
npt.assert_array_equal(vals, v) npt.assert_array_equal(vals, v)
if not 'n' in k.keys(): if 'n' not in k.keys():
# `n` is first parameter of moment(), so can't be used as named arg # `n` is first parameter of moment(), so can't be used as named arg
with warnings.catch_warnings(): with warnings.catch_warnings():
warnings.simplefilter("ignore", UserWarning) warnings.simplefilter("ignore", UserWarning)
@ -154,3 +151,4 @@ def check_named_args(distfn, x, shape_args, defaults, meths):
# unknown arguments should not go through: # unknown arguments should not go through:
k.update({'kaboom': 42}) k.update({'kaboom': 42})
npt.assert_raises(TypeError, distfn.cdf, x, **k) npt.assert_raises(TypeError, distfn.cdf, x, **k)

@ -1,4 +1,5 @@
from __future__ import division, print_function, absolute_import from __future__ import division, print_function, absolute_import
import numpy as np import numpy as np
from numpy.testing import assert_array_almost_equal, run_module_suite from numpy.testing import assert_array_almost_equal, run_module_suite
from scipy.stats import \ from scipy.stats import \
@ -19,7 +20,7 @@ class TestBinnedStatistic(object):
x = self.x x = self.x
v = self.v v = self.v
count1, edges1, _bc = binned_statistic(x, v, 'count', bins=10) count1, edges1, bc = binned_statistic(x, v, 'count', bins=10)
count2, edges2 = np.histogram(x, bins=10) count2, edges2 = np.histogram(x, bins=10)
assert_array_almost_equal(count1, count2) assert_array_almost_equal(count1, count2)
@ -29,7 +30,7 @@ class TestBinnedStatistic(object):
x = self.x x = self.x
v = self.v v = self.v
sum1, edges1, _bc = binned_statistic(x, v, 'sum', bins=10) sum1, edges1, bc = binned_statistic(x, v, 'sum', bins=10)
sum2, edges2 = np.histogram(x, bins=10, weights=v) sum2, edges2 = np.histogram(x, bins=10, weights=v)
assert_array_almost_equal(sum1, sum2) assert_array_almost_equal(sum1, sum2)
@ -39,8 +40,8 @@ class TestBinnedStatistic(object):
x = self.x x = self.x
v = self.v v = self.v
stat1, edges1, _bc = binned_statistic(x, v, 'mean', bins=10) stat1, edges1, bc = binned_statistic(x, v, 'mean', bins=10)
stat2, edges2, _bc = binned_statistic(x, v, np.mean, bins=10) stat2, edges2, bc = binned_statistic(x, v, np.mean, bins=10)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(edges1, edges2) assert_array_almost_equal(edges1, edges2)
@ -49,8 +50,8 @@ class TestBinnedStatistic(object):
x = self.x x = self.x
v = self.v v = self.v
stat1, edges1, _bc = binned_statistic(x, v, 'std', bins=10) stat1, edges1, bc = binned_statistic(x, v, 'std', bins=10)
stat2, edges2, _bc = binned_statistic(x, v, np.std, bins=10) stat2, edges2, bc = binned_statistic(x, v, np.std, bins=10)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(edges1, edges2) assert_array_almost_equal(edges1, edges2)
@ -59,8 +60,8 @@ class TestBinnedStatistic(object):
x = self.x x = self.x
v = self.v v = self.v
stat1, edges1, _bc = binned_statistic(x, v, 'median', bins=10) stat1, edges1, bc = binned_statistic(x, v, 'median', bins=10)
stat2, edges2, _bc = binned_statistic(x, v, np.median, bins=10) stat2, edges2, bc = binned_statistic(x, v, np.median, bins=10)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(edges1, edges2) assert_array_almost_equal(edges1, edges2)
@ -69,7 +70,7 @@ class TestBinnedStatistic(object):
x = self.x[:20] x = self.x[:20]
v = self.v[:20] v = self.v[:20]
count1, _edges1, bc = binned_statistic(x, v, 'count', bins=3) count1, edges1, bc = binned_statistic(x, v, 'count', bins=3)
bc2 = np.array([3, 2, 1, 3, 2, 3, 3, 3, 3, 1, 1, 3, 3, 1, 2, 3, 1, bc2 = np.array([3, 2, 1, 3, 2, 3, 3, 3, 3, 1, 1, 3, 3, 1, 2, 3, 1,
1, 2, 1]) 1, 2, 1])
@ -86,7 +87,7 @@ class TestBinnedStatistic(object):
mean, bins, _ = binned_statistic(x[:15], data[:15]) mean, bins, _ = binned_statistic(x[:15], data[:15])
mean_range, bins_range, _ = binned_statistic(x, data, range=[(0, 14)]) mean_range, bins_range, _ = binned_statistic(x, data, range=[(0, 14)])
mean_range2, bins_range2, _ = binned_statistic(x, data, range=[(0, 14)]) mean_range2, bins_range2, _ = binned_statistic(x, data, range=(0, 14))
assert_array_almost_equal(mean, mean_range) assert_array_almost_equal(mean, mean_range)
assert_array_almost_equal(bins, bins_range) assert_array_almost_equal(bins, bins_range)
@ -98,8 +99,7 @@ class TestBinnedStatistic(object):
y = self.y y = self.y
v = self.v v = self.v
count1, binx1, biny1, _bc = binned_statistic_2d(x, y, v, 'count', count1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'count', bins=5)
bins=5)
count2, binx2, biny2 = np.histogram2d(x, y, bins=5) count2, binx2, biny2 = np.histogram2d(x, y, bins=5)
assert_array_almost_equal(count1, count2) assert_array_almost_equal(count1, count2)
@ -111,7 +111,7 @@ class TestBinnedStatistic(object):
y = self.y y = self.y
v = self.v v = self.v
sum1, binx1, biny1, _bc = binned_statistic_2d(x, y, v, 'sum', bins=5) sum1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'sum', bins=5)
sum2, binx2, biny2 = np.histogram2d(x, y, bins=5, weights=v) sum2, binx2, biny2 = np.histogram2d(x, y, bins=5, weights=v)
assert_array_almost_equal(sum1, sum2) assert_array_almost_equal(sum1, sum2)
@ -123,8 +123,8 @@ class TestBinnedStatistic(object):
y = self.y y = self.y
v = self.v v = self.v
stat1, binx1, biny1, _b = binned_statistic_2d(x, y, v, 'mean', bins=5) stat1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'mean', bins=5)
stat2, binx2, biny2, _b = binned_statistic_2d(x, y, v, np.mean, bins=5) stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.mean, bins=5)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(binx1, binx2) assert_array_almost_equal(binx1, binx2)
@ -135,8 +135,8 @@ class TestBinnedStatistic(object):
y = self.y y = self.y
v = self.v v = self.v
stat1, binx1, biny1, _bc = binned_statistic_2d(x, y, v, 'std', bins=5) stat1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'std', bins=5)
stat2, binx2, biny2, _bc = binned_statistic_2d(x, y, v, np.std, bins=5) stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.std, bins=5)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(binx1, binx2) assert_array_almost_equal(binx1, binx2)
@ -147,9 +147,8 @@ class TestBinnedStatistic(object):
y = self.y y = self.y
v = self.v v = self.v
stat1, binx1, biny1, _ = binned_statistic_2d(x, y, v, 'median', bins=5) stat1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'median', bins=5)
stat2, binx2, biny2, _ = binned_statistic_2d(x, y, v, np.median, stat2, binx2, biny2, bc = binned_statistic_2d(x, y, v, np.median, bins=5)
bins=5)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(binx1, binx2) assert_array_almost_equal(binx1, binx2)
@ -160,8 +159,7 @@ class TestBinnedStatistic(object):
y = self.y[:20] y = self.y[:20]
v = self.v[:20] v = self.v[:20]
count1, _binx1, _biny1, bc = binned_statistic_2d(x, y, v, 'count', count1, binx1, biny1, bc = binned_statistic_2d(x, y, v, 'count', bins=3)
bins=3)
bc2 = np.array([17, 11, 6, 16, 11, 17, 18, 17, 17, 7, 6, 18, 16, bc2 = np.array([17, 11, 6, 16, 11, 17, 18, 17, 17, 7, 6, 18, 16,
6, 11, 16, 6, 6, 11, 8]) 6, 11, 16, 6, 6, 11, 8])
@ -175,7 +173,7 @@ class TestBinnedStatistic(object):
X = self.X X = self.X
v = self.v v = self.v
count1, edges1, _bc = binned_statistic_dd(X, v, 'count', bins=3) count1, edges1, bc = binned_statistic_dd(X, v, 'count', bins=3)
count2, edges2 = np.histogramdd(X, bins=3) count2, edges2 = np.histogramdd(X, bins=3)
assert_array_almost_equal(count1, count2) assert_array_almost_equal(count1, count2)
@ -185,7 +183,7 @@ class TestBinnedStatistic(object):
X = self.X X = self.X
v = self.v v = self.v
sum1, edges1, _bc = binned_statistic_dd(X, v, 'sum', bins=3) sum1, edges1, bc = binned_statistic_dd(X, v, 'sum', bins=3)
sum2, edges2 = np.histogramdd(X, bins=3, weights=v) sum2, edges2 = np.histogramdd(X, bins=3, weights=v)
assert_array_almost_equal(sum1, sum2) assert_array_almost_equal(sum1, sum2)
@ -195,8 +193,8 @@ class TestBinnedStatistic(object):
X = self.X X = self.X
v = self.v v = self.v
stat1, edges1, _bc = binned_statistic_dd(X, v, 'mean', bins=3) stat1, edges1, bc = binned_statistic_dd(X, v, 'mean', bins=3)
stat2, edges2, _bc = binned_statistic_dd(X, v, np.mean, bins=3) stat2, edges2, bc = binned_statistic_dd(X, v, np.mean, bins=3)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(edges1, edges2) assert_array_almost_equal(edges1, edges2)
@ -205,8 +203,8 @@ class TestBinnedStatistic(object):
X = self.X X = self.X
v = self.v v = self.v
stat1, edges1, _bc = binned_statistic_dd(X, v, 'std', bins=3) stat1, edges1, bc = binned_statistic_dd(X, v, 'std', bins=3)
stat2, edges2, _bc = binned_statistic_dd(X, v, np.std, bins=3) stat2, edges2, bc = binned_statistic_dd(X, v, np.std, bins=3)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(edges1, edges2) assert_array_almost_equal(edges1, edges2)
@ -215,8 +213,8 @@ class TestBinnedStatistic(object):
X = self.X X = self.X
v = self.v v = self.v
stat1, edges1, _bc = binned_statistic_dd(X, v, 'median', bins=3) stat1, edges1, bc = binned_statistic_dd(X, v, 'median', bins=3)
stat2, edges2, _bc = binned_statistic_dd(X, v, np.median, bins=3) stat2, edges2, bc = binned_statistic_dd(X, v, np.median, bins=3)
assert_array_almost_equal(stat1, stat2) assert_array_almost_equal(stat1, stat2)
assert_array_almost_equal(edges1, edges2) assert_array_almost_equal(edges1, edges2)
@ -225,7 +223,7 @@ class TestBinnedStatistic(object):
X = self.X[:20] X = self.X[:20]
v = self.v[:20] v = self.v[:20]
count1, _edges1, bc = binned_statistic_dd(X, v, 'count', bins=3) count1, edges1, bc = binned_statistic_dd(X, v, 'count', bins=3)
bc2 = np.array([63, 33, 86, 83, 88, 67, 57, 33, 42, 41, 82, 83, 92, bc2 = np.array([63, 33, 86, 83, 88, 67, 57, 33, 42, 41, 82, 83, 92,
32, 36, 91, 43, 87, 81, 81]) 32, 36, 91, 43, 87, 81, 81])
@ -237,5 +235,4 @@ class TestBinnedStatistic(object):
if __name__ == "__main__": if __name__ == "__main__":
#unittest.main()
run_module_suite() run_module_suite()

@ -13,6 +13,8 @@ from wafo.stats.tests.common_tests import (check_normalization, check_moment,
check_entropy, check_private_entropy, NUMPY_BELOW_1_7, check_entropy, check_private_entropy, NUMPY_BELOW_1_7,
check_edge_support, check_named_args) check_edge_support, check_named_args)
from wafo.stats._distr_params import distcont
""" """
Test all continuous distributions. Test all continuous distributions.
@ -26,98 +28,6 @@ not for numerically exact results.
DECIMAL = 5 # specify the precision of the tests # increased from 0 to 5 DECIMAL = 5 # specify the precision of the tests # increased from 0 to 5
distcont = [
['alpha', (3.5704770516650459,)],
['anglit', ()],
['arcsine', ()],
['beta', (2.3098496451481823, 0.62687954300963677)],
['betaprime', (5, 6)],
['bradford', (0.29891359763170633,)],
['burr', (10.5, 4.3)],
['cauchy', ()],
['chi', (78,)],
['chi2', (55,)],
['cosine', ()],
['dgamma', (1.1023326088288166,)],
['dweibull', (2.0685080649914673,)],
['erlang', (10,)],
['expon', ()],
['exponpow', (2.697119160358469,)],
['exponweib', (2.8923945291034436, 1.9505288745913174)],
['f', (29, 18)],
['fatiguelife', (29,)], # correction numargs = 1
['fisk', (3.0857548622253179,)],
['foldcauchy', (4.7164673455831894,)],
['foldnorm', (1.9521253373555869,)],
['frechet_l', (3.6279911255583239,)],
['frechet_r', (1.8928171603534227,)],
['gamma', (1.9932305483800778,)],
['gausshyper', (13.763771604130699, 3.1189636648681431,
2.5145980350183019, 5.1811649903971615)], # veryslow
['genexpon', (9.1325976465418908, 16.231956600590632, 3.2819552690843983)],
['genextreme', (-0.1,)],
['gengamma', (4.4162385429431925, 3.1193091679242761)],
['genhalflogistic', (0.77274727809929322,)],
['genlogistic', (0.41192440799679475,)],
['genpareto', (0.1,)], # use case with finite moments
['gilbrat', ()],
['gompertz', (0.94743713075105251,)],
['gumbel_l', ()],
['gumbel_r', ()],
['halfcauchy', ()],
['halflogistic', ()],
['halfnorm', ()],
['hypsecant', ()],
['invgamma', (4.0668996136993067,)],
['invgauss', (0.14546264555347513,)],
['invweibull', (10.58,)],
['johnsonsb', (4.3172675099141058, 3.1837781130785063)],
['johnsonsu', (2.554395574161155, 2.2482281679651965)],
['ksone', (1000,)], # replace 22 by 100 to avoid failing range, ticket 956
['kstwobign', ()],
['laplace', ()],
['levy', ()],
['levy_l', ()],
# ['levy_stable', (0.35667405469844993,
# -0.67450531578494011)], #NotImplementedError
# rvs not tested
['loggamma', (0.41411931826052117,)],
['logistic', ()],
['loglaplace', (3.2505926592051435,)],
['lognorm', (0.95368226960575331,)],
['lomax', (1.8771398388773268,)],
['maxwell', ()],
['mielke', (10.4, 3.6)],
['nakagami', (4.9673794866666237,)],
['ncf', (27, 27, 0.41578441799226107)],
['nct', (14, 0.24045031331198066)],
['ncx2', (21, 1.0560465975116415)],
['norm', ()],
['pareto', (2.621716532144454,)],
['pearson3', (0.1,)],
['powerlaw', (1.6591133289905851,)],
['powerlognorm', (2.1413923530064087, 0.44639540782048337)],
['powernorm', (4.4453652254590779,)],
['rayleigh', ()],
['rdist', (0.9,)], # feels also slow
['recipinvgauss', (0.63004267809369119,)],
['reciprocal', (0.0062309367010521255, 1.0062309367010522)],
['rice', (0.7749725210111873,)],
['semicircular', ()],
['t', (2.7433514990818093,)],
['triang', (0.15785029824528218,)],
['truncexpon', (4.6907725456810478,)],
['truncnorm', (-1.0978730080013919, 2.7306754109031979)],
['truncnorm', (0.1, 2.)],
['tukeylambda', (3.1321477856738267,)],
['uniform', ()],
['vonmises', (3.9939042581071398,)],
['vonmises_line', (3.9939042581071398,)],
['wald', ()],
['weibull_max', (2.8687961709100187,)],
['weibull_min', (1.7866166930421596,)],
['wrapcauchy', (0.031071279018614728,)]]
## Last four of these fail all around. Need to be checked ## Last four of these fail all around. Need to be checked
distcont_extra = [ distcont_extra = [
['betaprime', (100, 86)], ['betaprime', (100, 86)],
@ -159,7 +69,7 @@ distmissing = ['wald', 'gausshyper', 'genexpon', 'rv_continuous',
'johnsonsb', 'truncexpon', 'rice', 'invgauss', 'invgamma', 'johnsonsb', 'truncexpon', 'rice', 'invgauss', 'invgamma',
'powerlognorm'] 'powerlognorm']
distmiss = [[dist, args] for dist, args in distcont if dist in distmissing] distmiss = [[dist,args] for dist,args in distcont if dist in distmissing]
distslow = ['rdist', 'gausshyper', 'recipinvgauss', 'ksone', 'genexpon', distslow = ['rdist', 'gausshyper', 'recipinvgauss', 'ksone', 'genexpon',
'vonmises', 'vonmises_line', 'mielke', 'semicircular', 'vonmises', 'vonmises_line', 'mielke', 'semicircular',
'cosine', 'invweibull', 'powerlognorm', 'johnsonsu', 'kstwobign'] 'cosine', 'invweibull', 'powerlognorm', 'johnsonsu', 'kstwobign']
@ -182,11 +92,12 @@ def _silence_fp_errors(func):
def test_cont_basic(): def test_cont_basic():
# this test skips slow distributions # this test skips slow distributions
with warnings.catch_warnings(): with warnings.catch_warnings():
# warnings.filterwarnings('ignore', warnings.filterwarnings('ignore', category=integrate.IntegrationWarning)
# category=integrate.IntegrationWarning)
for distname, arg in distcont[:]: for distname, arg in distcont[:]:
if distname in distslow: if distname in distslow:
continue continue
if distname is 'levy_stable':
continue
distfn = getattr(stats, distname) distfn = getattr(stats, distname)
np.random.seed(765456) np.random.seed(765456)
sn = 500 sn = 500
@ -231,19 +142,21 @@ def test_cont_basic():
yield knf(distname == 'truncnorm')(check_ppf_private), distfn, \ yield knf(distname == 'truncnorm')(check_ppf_private), distfn, \
arg, distname arg, distname
@npt.dec.slow @npt.dec.slow
def test_cont_basic_slow(): def test_cont_basic_slow():
# same as above for slow distributions # same as above for slow distributions
with warnings.catch_warnings(): with warnings.catch_warnings():
# warnings.filterwarnings('ignore', warnings.filterwarnings('ignore', category=integrate.IntegrationWarning)
# category=integrate.IntegrationWarning)
for distname, arg in distcont[:]: for distname, arg in distcont[:]:
if distname not in distslow: if distname not in distslow:
continue continue
if distname is 'levy_stable':
continue
distfn = getattr(stats, distname) distfn = getattr(stats, distname)
np.random.seed(765456) np.random.seed(765456)
sn = 500 sn = 500
rvs = distfn.rvs(size=sn, *arg) rvs = distfn.rvs(size=sn,*arg)
sm = rvs.mean() sm = rvs.mean()
sv = rvs.var() sv = rvs.var()
m, v = distfn.stats(*arg) m, v = distfn.stats(*arg)
@ -287,12 +200,13 @@ def test_cont_basic_slow():
@npt.dec.slow @npt.dec.slow
def test_moments(): def test_moments():
with warnings.catch_warnings(): with warnings.catch_warnings():
# warnings.filterwarnings('ignore', warnings.filterwarnings('ignore', category=integrate.IntegrationWarning)
# category=integrate.IntegrationWarning)
knf = npt.dec.knownfailureif knf = npt.dec.knownfailureif
fail_normalization = set(['vonmises', 'ksone']) fail_normalization = set(['vonmises', 'ksone'])
fail_higher = set(['vonmises', 'ksone', 'ncf']) fail_higher = set(['vonmises', 'ksone', 'ncf'])
for distname, arg in distcont[:]: for distname, arg in distcont[:]:
if distname is 'levy_stable':
continue
distfn = getattr(stats, distname) distfn = getattr(stats, distname)
m, v, s, k = distfn.stats(*arg, moments='mvsk') m, v, s, k = distfn.stats(*arg, moments='mvsk')
cond1, cond2 = distname in fail_normalization, distname in fail_higher cond1, cond2 = distname in fail_normalization, distname in fail_higher
@ -316,45 +230,44 @@ def check_sample_meanvar_(distfn, arg, m, v, sm, sv, sn, msg):
check_sample_var(sv, sn, v) check_sample_var(sv, sn, v)
def check_sample_mean(sm, v, n, popmean): def check_sample_mean(sm,v,n, popmean):
# from stats.stats.ttest_1samp(a, popmean): # from stats.stats.ttest_1samp(a, popmean):
# Calculates the t-obtained for the independent samples T-test on ONE group # Calculates the t-obtained for the independent samples T-test on ONE group
# of scores a, given a population mean. # of scores a, given a population mean.
# #
# Returns: t-value, two-tailed prob # Returns: t-value, two-tailed prob
df = n - 1 df = n-1
svar = ((n - 1) * v) / float(df) # looks redundant svar = ((n-1)*v) / float(df) # looks redundant
t = (sm - popmean) / np.sqrt(svar * (1.0 / n)) t = (sm-popmean) / np.sqrt(svar*(1.0/n))
prob = stats.betai(0.5 * df, 0.5, df / (df + t * t)) prob = stats.betai(0.5*df, 0.5, df/(df+t*t))
# return t,prob # return t,prob
npt.assert_(prob > 0.01, 'mean fail, t,prob = %f, %f, m, sm=%f,%f' % npt.assert_(prob > 0.01, 'mean fail, t,prob = %f, %f, m, sm=%f,%f' %
(t, prob, popmean, sm)) (t, prob, popmean, sm))
def check_sample_var(sv, n, popvar): def check_sample_var(sv,n, popvar):
# two-sided chisquare test for sample variance equal to hypothesized # two-sided chisquare test for sample variance equal to hypothesized variance
# variance df = n-1
df = n - 1 chi2 = (n-1)*popvar/float(popvar)
chi2 = (n - 1) * popvar / float(popvar) pval = stats.chisqprob(chi2,df)*2
pval = stats.chisqprob(chi2, df) * 2
npt.assert_(pval > 0.01, 'var fail, t, pval = %f, %f, v, sv=%f, %f' % npt.assert_(pval > 0.01, 'var fail, t, pval = %f, %f, v, sv=%f, %f' %
(chi2, pval, popvar, sv)) (chi2,pval,popvar,sv))
def check_cdf_ppf(distfn, arg, msg): def check_cdf_ppf(distfn,arg,msg):
values = [0.001, 0.5, 0.999] values = [0.001, 0.5, 0.999]
npt.assert_almost_equal(distfn.cdf(distfn.ppf(values, *arg), *arg), npt.assert_almost_equal(distfn.cdf(distfn.ppf(values, *arg), *arg),
values, decimal=DECIMAL, err_msg=msg + values, decimal=DECIMAL, err_msg=msg +
' - cdf-ppf roundtrip') ' - cdf-ppf roundtrip')
def check_sf_isf(distfn, arg, msg): def check_sf_isf(distfn,arg,msg):
npt.assert_almost_equal(distfn.sf(distfn.isf([0.1, 0.5, 0.9], *arg), *arg), npt.assert_almost_equal(distfn.sf(distfn.isf([0.1,0.5,0.9], *arg), *arg),
[0.1, 0.5, 0.9], decimal=DECIMAL, err_msg=msg + [0.1,0.5,0.9], decimal=DECIMAL, err_msg=msg +
' - sf-isf roundtrip') ' - sf-isf roundtrip')
npt.assert_almost_equal(distfn.cdf([0.1, 0.9], *arg), npt.assert_almost_equal(distfn.cdf([0.1,0.9], *arg),
1.0 - distfn.sf([0.1, 0.9], *arg), 1.0-distfn.sf([0.1,0.9], *arg),
decimal=DECIMAL, err_msg=msg + decimal=DECIMAL, err_msg=msg +
' - cdf-sf relationship') ' - cdf-sf relationship')
@ -365,16 +278,15 @@ def check_pdf(distfn, arg, msg):
eps = 1e-6 eps = 1e-6
pdfv = distfn.pdf(median, *arg) pdfv = distfn.pdf(median, *arg)
if (pdfv < 1e-4) or (pdfv > 1e4): if (pdfv < 1e-4) or (pdfv > 1e4):
# avoid checking a case where pdf is close to zero or huge # avoid checking a case where pdf is close to zero or huge (singularity)
# (singularity)
median = median + 0.1 median = median + 0.1
pdfv = distfn.pdf(median, *arg) pdfv = distfn.pdf(median, *arg)
cdfdiff = (distfn.cdf(median + eps, *arg) - cdfdiff = (distfn.cdf(median + eps, *arg) -
distfn.cdf(median - eps, *arg)) / eps / 2.0 distfn.cdf(median - eps, *arg))/eps/2.0
# replace with better diff and better test (more points), # replace with better diff and better test (more points),
# actually, this works pretty well # actually, this works pretty well
npt.assert_almost_equal(pdfv, cdfdiff, decimal=DECIMAL, npt.assert_almost_equal(pdfv, cdfdiff,
err_msg=msg + ' - cdf-pdf relationship') decimal=DECIMAL, err_msg=msg + ' - cdf-pdf relationship')
def check_pdf_logpdf(distfn, args, msg): def check_pdf_logpdf(distfn, args, msg):
@ -385,8 +297,7 @@ def check_pdf_logpdf(distfn, args, msg):
logpdf = distfn.logpdf(vals, *args) logpdf = distfn.logpdf(vals, *args)
pdf = pdf[pdf != 0] pdf = pdf[pdf != 0]
logpdf = logpdf[np.isfinite(logpdf)] logpdf = logpdf[np.isfinite(logpdf)]
npt.assert_almost_equal(np.log(pdf), logpdf, decimal=7, npt.assert_almost_equal(np.log(pdf), logpdf, decimal=7, err_msg=msg + " - logpdf-log(pdf) relationship")
err_msg=msg + " - logpdf-log(pdf) relationship")
def check_sf_logsf(distfn, args, msg): def check_sf_logsf(distfn, args, msg):
@ -397,8 +308,7 @@ def check_sf_logsf(distfn, args, msg):
logsf = distfn.logsf(vals, *args) logsf = distfn.logsf(vals, *args)
sf = sf[sf != 0] sf = sf[sf != 0]
logsf = logsf[np.isfinite(logsf)] logsf = logsf[np.isfinite(logsf)]
npt.assert_almost_equal(np.log(sf), logsf, decimal=7, npt.assert_almost_equal(np.log(sf), logsf, decimal=7, err_msg=msg + " - logsf-log(sf) relationship")
err_msg=msg + " - logsf-log(sf) relationship")
def check_cdf_logcdf(distfn, args, msg): def check_cdf_logcdf(distfn, args, msg):
@ -409,16 +319,15 @@ def check_cdf_logcdf(distfn, args, msg):
logcdf = distfn.logcdf(vals, *args) logcdf = distfn.logcdf(vals, *args)
cdf = cdf[cdf != 0] cdf = cdf[cdf != 0]
logcdf = logcdf[np.isfinite(logcdf)] logcdf = logcdf[np.isfinite(logcdf)]
npt.assert_almost_equal(np.log(cdf), logcdf, decimal=7, npt.assert_almost_equal(np.log(cdf), logcdf, decimal=7, err_msg=msg + " - logcdf-log(cdf) relationship")
err_msg=msg + " - logcdf-log(cdf) relationship")
def check_distribution_rvs(dist, args, alpha, rvs): def check_distribution_rvs(dist, args, alpha, rvs):
# test from scipy.stats.tests # test from scipy.stats.tests
# this version reuses existing random variables # this version reuses existing random variables
D, pval = stats.kstest(rvs, dist, args=args, N=1000) D,pval = stats.kstest(rvs, dist, args=args, N=1000)
if (pval < alpha): if (pval < alpha):
D, pval = stats.kstest(dist, '', args=args, N=1000) D,pval = stats.kstest(dist,'',args=args, N=1000)
npt.assert_(pval > alpha, "D = " + str(D) + "; pval = " + str(pval) + npt.assert_(pval > alpha, "D = " + str(D) + "; pval = " + str(pval) +
"; alpha = " + str(alpha) + "\nargs = " + str(args)) "; alpha = " + str(alpha) + "\nargs = " + str(args))
@ -431,12 +340,12 @@ def check_vecentropy(distfn, args):
def check_loc_scale(distfn, arg, m, v, msg): def check_loc_scale(distfn, arg, m, v, msg):
loc, scale = 10.0, 10.0 loc, scale = 10.0, 10.0
mt, vt = distfn.stats(loc=loc, scale=scale, *arg) mt, vt = distfn.stats(loc=loc, scale=scale, *arg)
npt.assert_allclose(m * scale + loc, mt) npt.assert_allclose(m*scale + loc, mt)
npt.assert_allclose(v * scale * scale, vt) npt.assert_allclose(v*scale*scale, vt)
def check_ppf_private(distfn, arg, msg): def check_ppf_private(distfn, arg, msg):
# fails by design for truncnorm self.nb not defined #fails by design for truncnorm self.nb not defined
ppfs = distfn._ppf(np.array([0.1, 0.5, 0.9]), *arg) ppfs = distfn._ppf(np.array([0.1, 0.5, 0.9]), *arg)
npt.assert_(not np.any(np.isnan(ppfs)), msg + 'ppf private is nan') npt.assert_(not np.any(np.isnan(ppfs)), msg + 'ppf private is nan')

@ -2,37 +2,17 @@ from __future__ import division, print_function, absolute_import
import numpy.testing as npt import numpy.testing as npt
import numpy as np import numpy as np
try: from scipy.lib.six import xrange
from wafo.stats.six import xrange
except:
pass
from wafo import stats from wafo import stats
from wafo.stats.tests.common_tests import (check_normalization, check_moment, from wafo.stats.tests.common_tests import (check_normalization, check_moment,
check_mean_expect, check_mean_expect,
check_var_expect, check_skew_expect, check_kurt_expect, check_var_expect, check_skew_expect, check_kurt_expect,
check_entropy, check_private_entropy, check_edge_support, check_entropy, check_private_entropy, check_edge_support,
check_named_args) check_named_args)
from wafo.stats._distr_params import distdiscrete
knf = npt.dec.knownfailureif knf = npt.dec.knownfailureif
distdiscrete = [
['bernoulli', (0.3, )],
['binom', (5, 0.4)],
['boltzmann', (1.4, 19)],
['dlaplace', (0.8,)], # 0.5
['geom', (0.5,)],
['hypergeom', (30, 12, 6)],
['hypergeom', (21, 3, 12)], # numpy.random (3,18,12) numpy ticket:921
['hypergeom', (21, 18, 11)], # numpy.random (18,3,11) numpy ticket:921
['logser', (0.6,)], # reenabled, numpy ticket:921
['nbinom', (5, 0.5)],
['nbinom', (0.4, 0.4)], # from tickets: 583
['planck', (0.51,)], # 4.1
['poisson', (0.6,)],
['randint', (7, 31)],
['skellam', (15, 8)],
['zipf', (6.5,)]
]
def test_discrete_basic(): def test_discrete_basic():
for distname, arg in distdiscrete: for distname, arg in distdiscrete:
@ -40,7 +20,7 @@ def test_discrete_basic():
np.random.seed(9765456) np.random.seed(9765456)
rvs = distfn.rvs(size=2000, *arg) rvs = distfn.rvs(size=2000, *arg)
supp = np.unique(rvs) supp = np.unique(rvs)
#_m, v = distfn.stats(*arg) m, v = distfn.stats(*arg)
yield check_cdf_ppf, distfn, arg, supp, distname + ' cdf_ppf' yield check_cdf_ppf, distfn, arg, supp, distname + ' cdf_ppf'
yield check_pmf_cdf, distfn, arg, distname yield check_pmf_cdf, distfn, arg, distname
@ -56,7 +36,7 @@ def test_discrete_basic():
if distname in seen: if distname in seen:
continue continue
seen.add(distname) seen.add(distname)
distfn = getattr(stats, distname) distfn = getattr(stats,distname)
locscale_defaults = (0,) locscale_defaults = (0,)
meths = [distfn.pmf, distfn.logpmf, distfn.cdf, distfn.logcdf, meths = [distfn.pmf, distfn.logpmf, distfn.cdf, distfn.logcdf,
distfn.logsf] distfn.logsf]
@ -74,7 +54,7 @@ def test_discrete_basic():
def test_moments(): def test_moments():
for distname, arg in distdiscrete: for distname, arg in distdiscrete:
distfn = getattr(stats, distname) distfn = getattr(stats,distname)
m, v, s, k = distfn.stats(*arg, moments='mvsk') m, v, s, k = distfn.stats(*arg, moments='mvsk')
yield check_normalization, distfn, arg, distname yield check_normalization, distfn, arg, distname
@ -84,13 +64,13 @@ def test_moments():
yield check_var_expect, distfn, arg, m, v, distname yield check_var_expect, distfn, arg, m, v, distname
yield check_skew_expect, distfn, arg, m, v, s, distname yield check_skew_expect, distfn, arg, m, v, s, distname
cond = distname in ['zipf'] cond = False #distname in ['zipf']
msg = distname + ' fails kurtosis' msg = distname + ' fails kurtosis'
yield knf(cond, msg)(check_kurt_expect), distfn, arg, m, v, k, distname yield knf(cond, msg)(check_kurt_expect), distfn, arg, m, v, k, distname
# frozen distr moments # frozen distr moments
yield check_moment_frozen, distfn, arg, m, 1 yield check_moment_frozen, distfn, arg, m, 1
yield check_moment_frozen, distfn, arg, v + m * m, 2 yield check_moment_frozen, distfn, arg, v+m*m, 2
def check_cdf_ppf(distfn, arg, supp, msg): def check_cdf_ppf(distfn, arg, supp, msg):
@ -108,7 +88,7 @@ def check_cdf_ppf(distfn, arg, supp, msg):
def check_pmf_cdf(distfn, arg, distname): def check_pmf_cdf(distfn, arg, distname):
startind = np.int(distfn.ppf(0.01, *arg) - 1) startind = np.int(distfn.ppf(0.01, *arg) - 1)
index = list(range(startind, startind + 10)) index = list(range(startind, startind + 10))
cdfs, pmfs_cum = distfn.cdf(index, *arg), distfn.pmf(index, *arg).cumsum() cdfs, pmfs_cum = distfn.cdf(index,*arg), distfn.pmf(index, *arg).cumsum()
atol, rtol = 1e-10, 1e-10 atol, rtol = 1e-10, 1e-10
if distname == 'skellam': # ncx2 accuracy if distname == 'skellam': # ncx2 accuracy
@ -158,7 +138,7 @@ def check_discrete_chisquare(distfn, arg, rvs, alpha, msg):
""" """
n = len(rvs) n = len(rvs)
nsupp = 20 nsupp = 20
wsupp = 1.0 / nsupp wsupp = 1.0/nsupp
# construct intervals with minimum mass 1/nsupp # construct intervals with minimum mass 1/nsupp
# intervals are left-half-open as in a cdf difference # intervals are left-half-open as in a cdf difference
@ -167,30 +147,30 @@ def check_discrete_chisquare(distfn, arg, rvs, alpha, msg):
distsupp = [max(distfn.a, -1000)] distsupp = [max(distfn.a, -1000)]
distmass = [] distmass = []
for ii in distsupport: for ii in distsupport:
current = distfn.cdf(ii, *arg) current = distfn.cdf(ii,*arg)
if current - last >= wsupp - 1e-14: if current - last >= wsupp-1e-14:
distsupp.append(ii) distsupp.append(ii)
distmass.append(current - last) distmass.append(current - last)
last = current last = current
if current > (1 - wsupp): if current > (1-wsupp):
break break
if distsupp[-1] < distfn.b: if distsupp[-1] < distfn.b:
distsupp.append(distfn.b) distsupp.append(distfn.b)
distmass.append(1 - last) distmass.append(1-last)
distsupp = np.array(distsupp) distsupp = np.array(distsupp)
distmass = np.array(distmass) distmass = np.array(distmass)
# convert intervals to right-half-open as required by histogram # convert intervals to right-half-open as required by histogram
histsupp = distsupp + 1e-8 histsupp = distsupp+1e-8
histsupp[0] = distfn.a histsupp[0] = distfn.a
# find sample frequencies and perform chisquare test # find sample frequencies and perform chisquare test
freq, _hsupp = np.histogram(rvs, histsupp) freq,hsupp = np.histogram(rvs,histsupp)
#cdfs = distfn.cdf(distsupp, *arg) cdfs = distfn.cdf(distsupp,*arg)
(_chis, pval) = stats.chisquare(np.array(freq), n * distmass) (chis,pval) = stats.chisquare(np.array(freq),n*distmass)
npt.assert_(pval > alpha, 'chisquare - test for %s' npt.assert_(pval > alpha, 'chisquare - test for %s'
' at arg = %s with pval = %s' % (msg, str(arg), str(pval))) ' at arg = %s with pval = %s' % (msg,str(arg),str(pval)))
def check_scale_docstring(distfn): def check_scale_docstring(distfn):

File diff suppressed because it is too large Load Diff

@ -33,6 +33,7 @@ failing_fits = [
'tukeylambda', 'tukeylambda',
'vonmises', 'vonmises',
'wrapcauchy', 'wrapcauchy',
'levy_stable'
] ]
# Don't run the fit test on these: # Don't run the fit test on these:
@ -45,14 +46,15 @@ skip_fit = [
def test_cont_fit(): def test_cont_fit():
# this tests the closeness of the estimated parameters to the true # this tests the closeness of the estimated parameters to the true
# parameters with fit method of continuous distributions # parameters with fit method of continuous distributions
# Note: slow, some distributions don't converge with sample size <= 10000 # Note: is slow, some distributions don't converge with sample size <= 10000
for distname, arg in distcont: for distname, arg in distcont:
if distname not in skip_fit: if distname not in skip_fit:
yield check_cont_fit, distname, arg yield check_cont_fit, distname,arg
def check_cont_fit(distname, arg): def check_cont_fit(distname,arg):
options = dict(method='mps', floc=0.)
if distname in failing_fits: if distname in failing_fits:
# Skip failing fits unless overridden # Skip failing fits unless overridden
xfail = True xfail = True
@ -62,16 +64,18 @@ def check_cont_fit(distname, arg):
pass pass
if xfail: if xfail:
msg = "Fitting %s doesn't work reliably yet" % distname msg = "Fitting %s doesn't work reliably yet" % distname
msg += " [Set environment variable SCIPY_XFAIL=1 to run this " + \ msg += " [Set environment variable SCIPY_XFAIL=1 to run this test nevertheless.]"
"test nevertheless.]" #dec.knownfailureif(True, msg)(lambda: None)()
dec.knownfailureif(True, msg)(lambda: None)() options['floc']=0.
options['fscale']=1.
# print('Testing %s' % distname)
distfn = getattr(stats, distname) distfn = getattr(stats, distname)
truearg = np.hstack([arg, [0.0, 1.0]]) truearg = np.hstack([arg,[0.0,1.0]])
diffthreshold = np.max(np.vstack([ diffthreshold = np.max(np.vstack([truearg*thresh_percent,
truearg * thresh_percent, np.ones(distfn.numargs+2)*thresh_min]),0)
np.ones(distfn.numargs + 2) * thresh_min]), 0)
for fit_size in fit_sizes: for fit_size in fit_sizes:
# Note that if a fit succeeds, the other fit_sizes are skipped # Note that if a fit succeeds, the other fit_sizes are skipped
@ -79,16 +83,17 @@ def check_cont_fit(distname, arg):
with np.errstate(all='ignore'): with np.errstate(all='ignore'):
rvs = distfn.rvs(size=fit_size, *arg) rvs = distfn.rvs(size=fit_size, *arg)
#phat = distfn.fit2(rvs) # phat = distfn.fit2(rvs)
phat = distfn.fit2(rvs, method='mps')
phat = distfn.fit2(rvs, **options)
est = phat.par est = phat.par
#est = distfn.fit(rvs) # start with default values #est = distfn.fit(rvs) # start with default values
diff = est - truearg diff = est - truearg
# threshold for location # threshold for location
diffthreshold[-2] = np.max([np.abs(rvs.mean()) * thresh_percent, diffthreshold[-2] = np.max([np.abs(rvs.mean())*thresh_percent,thresh_min])
thresh_min])
if np.any(np.isnan(est)): if np.any(np.isnan(est)):
raise AssertionError('nan returned in fit') raise AssertionError('nan returned in fit')

@ -180,5 +180,23 @@ def test_kde_integer_input():
assert_array_almost_equal(kde(x1), y_expected, decimal=6) assert_array_almost_equal(kde(x1), y_expected, decimal=6)
def test_pdf_logpdf():
np.random.seed(1)
n_basesample = 50
xn = np.random.randn(n_basesample)
# Default
gkde = stats.gaussian_kde(xn)
xs = np.linspace(-15, 12, 25)
pdf = gkde.evaluate(xs)
pdf2 = gkde.pdf(xs)
assert_almost_equal(pdf, pdf2, decimal=12)
logpdf = np.log(pdf)
logpdf2 = gkde.logpdf(xs)
assert_almost_equal(logpdf, logpdf2, decimal=12)
if __name__ == "__main__": if __name__ == "__main__":
run_module_suite() run_module_suite()

@ -9,9 +9,8 @@ import warnings
import numpy as np import numpy as np
from numpy.random import RandomState from numpy.random import RandomState
from numpy.testing import (TestCase, run_module_suite, assert_array_equal, from numpy.testing import (TestCase, run_module_suite, assert_array_equal,
assert_almost_equal, assert_array_less, assert_almost_equal, assert_array_less, assert_array_almost_equal,
assert_array_almost_equal, assert_raises, assert_, assert_raises, assert_, assert_allclose, assert_equal, dec, assert_warns)
assert_allclose, assert_equal, dec)
from wafo import stats from wafo import stats
@ -37,20 +36,19 @@ g10 = [0.991, 0.995, 0.984, 0.994, 0.997, 0.997, 0.991, 0.998, 1.004, 0.997]
class TestShapiro(TestCase): class TestShapiro(TestCase):
def test_basic(self): def test_basic(self):
x1 = [0.11, 7.87, 4.61, 10.14, 7.95, 3.14, 0.46, x1 = [0.11,7.87,4.61,10.14,7.95,3.14,0.46,
4.43, 0.21, 4.75, 0.71, 1.52, 3.24, 4.43,0.21,4.75,0.71,1.52,3.24,
0.93, 0.42, 4.97, 9.53, 4.55, 0.47, 6.66] 0.93,0.42,4.97,9.53,4.55,0.47,6.66]
w, pw = stats.shapiro(x1) w,pw = stats.shapiro(x1)
assert_almost_equal(w, 0.90047299861907959, 6) assert_almost_equal(w,0.90047299861907959,6)
assert_almost_equal(pw, 0.042089745402336121, 6) assert_almost_equal(pw,0.042089745402336121,6)
x2 = [1.36, 1.14, 2.92, 2.55, 1.46, 1.06, 5.27, -1.11, x2 = [1.36,1.14,2.92,2.55,1.46,1.06,5.27,-1.11,
3.48, 1.10, 0.88, -0.51, 1.46, 0.52, 6.20, 1.69, 3.48,1.10,0.88,-0.51,1.46,0.52,6.20,1.69,
0.08, 3.67, 2.81, 3.49] 0.08,3.67,2.81,3.49]
w, pw = stats.shapiro(x2) w,pw = stats.shapiro(x2)
assert_almost_equal(w, 0.9590270, 6) assert_almost_equal(w,0.9590270,6)
assert_almost_equal(pw, 0.52460, 3) assert_almost_equal(pw,0.52460,3)
def test_bad_arg(self): def test_bad_arg(self):
# Length of x is less than 3. # Length of x is less than 3.
@ -59,25 +57,24 @@ class TestShapiro(TestCase):
class TestAnderson(TestCase): class TestAnderson(TestCase):
def test_normal(self): def test_normal(self):
rs = RandomState(1234567890) rs = RandomState(1234567890)
x1 = rs.standard_exponential(size=50) x1 = rs.standard_exponential(size=50)
x2 = rs.standard_normal(size=50) x2 = rs.standard_normal(size=50)
A, crit, _sig = stats.anderson(x1) A,crit,sig = stats.anderson(x1)
assert_array_less(crit[:-1], A) assert_array_less(crit[:-1], A)
A, crit, _sig = stats.anderson(x2) A,crit,sig = stats.anderson(x2)
assert_array_less(A, crit[-2:]) assert_array_less(A, crit[-2:])
def test_expon(self): def test_expon(self):
rs = RandomState(1234567890) rs = RandomState(1234567890)
x1 = rs.standard_exponential(size=50) x1 = rs.standard_exponential(size=50)
x2 = rs.standard_normal(size=50) x2 = rs.standard_normal(size=50)
A, crit, _sig = stats.anderson(x1, 'expon') A,crit,sig = stats.anderson(x1,'expon')
assert_array_less(A, crit[-2:]) assert_array_less(A, crit[-2:])
olderr = np.seterr(all='ignore') olderr = np.seterr(all='ignore')
try: try:
A, crit, _sig = stats.anderson(x2, 'expon') A,crit,sig = stats.anderson(x2,'expon')
finally: finally:
np.seterr(**olderr) np.seterr(**olderr)
assert_(A > crit[-1]) assert_(A > crit[-1])
@ -86,34 +83,150 @@ class TestAnderson(TestCase):
assert_raises(ValueError, stats.anderson, [1], dist='plate_of_shrimp') assert_raises(ValueError, stats.anderson, [1], dist='plate_of_shrimp')
class TestAndersonKSamp(TestCase):
def test_example1a(self):
# Example data from Scholz & Stephens (1987), originally
# published in Lehmann (1995, Nonparametrics, Statistical
# Methods Based on Ranks, p. 309)
# Pass a mixture of lists and arrays
t1 = [38.7, 41.5, 43.8, 44.5, 45.5, 46.0, 47.7, 58.0]
t2 = np.array([39.2, 39.3, 39.7, 41.4, 41.8, 42.9, 43.3, 45.8])
t3 = np.array([34.0, 35.0, 39.0, 40.0, 43.0, 43.0, 44.0, 45.0])
t4 = np.array([34.0, 34.8, 34.8, 35.4, 37.2, 37.8, 41.2, 42.8])
assert_warns(UserWarning, stats.anderson_ksamp, (t1, t2, t3, t4),
midrank=False)
with warnings.catch_warnings():
warnings.filterwarnings('ignore', message='approximate p-value')
Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4), midrank=False)
assert_almost_equal(Tk, 4.449, 3)
assert_array_almost_equal([0.4985, 1.3237, 1.9158, 2.4930, 3.2459],
tm, 4)
assert_almost_equal(p, 0.0021, 4)
def test_example1b(self):
# Example data from Scholz & Stephens (1987), originally
# published in Lehmann (1995, Nonparametrics, Statistical
# Methods Based on Ranks, p. 309)
# Pass arrays
t1 = np.array([38.7, 41.5, 43.8, 44.5, 45.5, 46.0, 47.7, 58.0])
t2 = np.array([39.2, 39.3, 39.7, 41.4, 41.8, 42.9, 43.3, 45.8])
t3 = np.array([34.0, 35.0, 39.0, 40.0, 43.0, 43.0, 44.0, 45.0])
t4 = np.array([34.0, 34.8, 34.8, 35.4, 37.2, 37.8, 41.2, 42.8])
with warnings.catch_warnings():
warnings.filterwarnings('ignore', message='approximate p-value')
Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4), midrank=True)
assert_almost_equal(Tk, 4.480, 3)
assert_array_almost_equal([0.4985, 1.3237, 1.9158, 2.4930, 3.2459],
tm, 4)
assert_almost_equal(p, 0.0020, 4)
def test_example2a(self):
# Example data taken from an earlier technical report of
# Scholz and Stephens
# Pass lists instead of arrays
t1 = [194, 15, 41, 29, 33, 181]
t2 = [413, 14, 58, 37, 100, 65, 9, 169, 447, 184, 36, 201, 118]
t3 = [34, 31, 18, 18, 67, 57, 62, 7, 22, 34]
t4 = [90, 10, 60, 186, 61, 49, 14, 24, 56, 20, 79, 84, 44, 59, 29,
118, 25, 156, 310, 76, 26, 44, 23, 62]
t5 = [130, 208, 70, 101, 208]
t6 = [74, 57, 48, 29, 502, 12, 70, 21, 29, 386, 59, 27]
t7 = [55, 320, 56, 104, 220, 239, 47, 246, 176, 182, 33]
t8 = [23, 261, 87, 7, 120, 14, 62, 47, 225, 71, 246, 21, 42, 20, 5,
12, 120, 11, 3, 14, 71, 11, 14, 11, 16, 90, 1, 16, 52, 95]
t9 = [97, 51, 11, 4, 141, 18, 142, 68, 77, 80, 1, 16, 106, 206, 82,
54, 31, 216, 46, 111, 39, 63, 18, 191, 18, 163, 24]
t10 = [50, 44, 102, 72, 22, 39, 3, 15, 197, 188, 79, 88, 46, 5, 5, 36,
22, 139, 210, 97, 30, 23, 13, 14]
t11 = [359, 9, 12, 270, 603, 3, 104, 2, 438]
t12 = [50, 254, 5, 283, 35, 12]
t13 = [487, 18, 100, 7, 98, 5, 85, 91, 43, 230, 3, 130]
t14 = [102, 209, 14, 57, 54, 32, 67, 59, 134, 152, 27, 14, 230, 66,
61, 34]
with warnings.catch_warnings():
warnings.filterwarnings('ignore', message='approximate p-value')
Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4, t5, t6, t7, t8,
t9, t10, t11, t12, t13, t14),
midrank=False)
assert_almost_equal(Tk, 3.288, 3)
assert_array_almost_equal([0.5990, 1.3269, 1.8052, 2.2486, 2.8009],
tm, 4)
assert_almost_equal(p, 0.0041, 4)
def test_example2b(self):
# Example data taken from an earlier technical report of
# Scholz and Stephens
t1 = [194, 15, 41, 29, 33, 181]
t2 = [413, 14, 58, 37, 100, 65, 9, 169, 447, 184, 36, 201, 118]
t3 = [34, 31, 18, 18, 67, 57, 62, 7, 22, 34]
t4 = [90, 10, 60, 186, 61, 49, 14, 24, 56, 20, 79, 84, 44, 59, 29,
118, 25, 156, 310, 76, 26, 44, 23, 62]
t5 = [130, 208, 70, 101, 208]
t6 = [74, 57, 48, 29, 502, 12, 70, 21, 29, 386, 59, 27]
t7 = [55, 320, 56, 104, 220, 239, 47, 246, 176, 182, 33]
t8 = [23, 261, 87, 7, 120, 14, 62, 47, 225, 71, 246, 21, 42, 20, 5,
12, 120, 11, 3, 14, 71, 11, 14, 11, 16, 90, 1, 16, 52, 95]
t9 = [97, 51, 11, 4, 141, 18, 142, 68, 77, 80, 1, 16, 106, 206, 82,
54, 31, 216, 46, 111, 39, 63, 18, 191, 18, 163, 24]
t10 = [50, 44, 102, 72, 22, 39, 3, 15, 197, 188, 79, 88, 46, 5, 5, 36,
22, 139, 210, 97, 30, 23, 13, 14]
t11 = [359, 9, 12, 270, 603, 3, 104, 2, 438]
t12 = [50, 254, 5, 283, 35, 12]
t13 = [487, 18, 100, 7, 98, 5, 85, 91, 43, 230, 3, 130]
t14 = [102, 209, 14, 57, 54, 32, 67, 59, 134, 152, 27, 14, 230, 66,
61, 34]
with warnings.catch_warnings():
warnings.filterwarnings('ignore', message='approximate p-value')
Tk, tm, p = stats.anderson_ksamp((t1, t2, t3, t4, t5, t6, t7, t8,
t9, t10, t11, t12, t13, t14),
midrank=True)
assert_almost_equal(Tk, 3.294, 3)
assert_array_almost_equal([0.5990, 1.3269, 1.8052, 2.2486, 2.8009],
tm, 4)
assert_almost_equal(p, 0.0041, 4)
def test_not_enough_samples(self):
assert_raises(ValueError, stats.anderson_ksamp, np.ones(5))
def test_no_distinct_observations(self):
assert_raises(ValueError, stats.anderson_ksamp,
(np.ones(5), np.ones(5)))
def test_empty_sample(self):
assert_raises(ValueError, stats.anderson_ksamp, (np.ones(5), []))
class TestAnsari(TestCase): class TestAnsari(TestCase):
def test_small(self): def test_small(self):
x = [1, 2, 3, 3, 4] x = [1,2,3,3,4]
y = [3, 2, 6, 1, 6, 1, 4, 1] y = [3,2,6,1,6,1,4,1]
W, pval = stats.ansari(x, y) W, pval = stats.ansari(x,y)
assert_almost_equal(W, 23.5, 11) assert_almost_equal(W,23.5,11)
assert_almost_equal(pval, 0.13499256881897437, 11) assert_almost_equal(pval,0.13499256881897437,11)
def test_approx(self): def test_approx(self):
ramsay = np.array((111, 107, 100, 99, 102, 106, 109, 108, 104, 99, ramsay = np.array((111, 107, 100, 99, 102, 106, 109, 108, 104, 99,
101, 96, 97, 102, 107, 113, 116, 113, 110, 98)) 101, 96, 97, 102, 107, 113, 116, 113, 110, 98))
parekh = np.array((107, 108, 106, 98, 105, 103, 110, 105, 104, 100, parekh = np.array((107, 108, 106, 98, 105, 103, 110, 105, 104,
96, 108, 103, 104, 114, 114, 113, 108, 106, 99)) 100, 96, 108, 103, 104, 114, 114, 113, 108, 106, 99))
with warnings.catch_warnings(): with warnings.catch_warnings():
warnings.filterwarnings('ignore', warnings.filterwarnings('ignore',
message="Ties preclude use of exact " + message="Ties preclude use of exact statistic.")
"statistic.")
W, pval = stats.ansari(ramsay, parekh) W, pval = stats.ansari(ramsay, parekh)
assert_almost_equal(W, 185.5, 11) assert_almost_equal(W,185.5,11)
assert_almost_equal(pval, 0.18145819972867083, 11) assert_almost_equal(pval,0.18145819972867083,11)
def test_exact(self): def test_exact(self):
W, pval = stats.ansari([1, 2, 3, 4], [15, 5, 20, 8, 10, 12]) W,pval = stats.ansari([1,2,3,4],[15,5,20,8,10,12])
assert_almost_equal(W, 10.0, 11) assert_almost_equal(W,10.0,11)
assert_almost_equal(pval, 0.533333333333333333, 7) assert_almost_equal(pval,0.533333333333333333,7)
def test_bad_arg(self): def test_bad_arg(self):
assert_raises(ValueError, stats.ansari, [], [1]) assert_raises(ValueError, stats.ansari, [], [1])
@ -125,8 +238,8 @@ class TestBartlett(TestCase):
def test_data(self): def test_data(self):
args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10] args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10]
T, pval = stats.bartlett(*args) T, pval = stats.bartlett(*args)
assert_almost_equal(T, 20.78587342806484, 7) assert_almost_equal(T,20.78587342806484,7)
assert_almost_equal(pval, 0.0136358632781, 7) assert_almost_equal(pval,0.0136358632781,7)
def test_bad_arg(self): def test_bad_arg(self):
# Too few args raises ValueError. # Too few args raises ValueError.
@ -138,15 +251,14 @@ class TestLevene(TestCase):
def test_data(self): def test_data(self):
args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10] args = [g1, g2, g3, g4, g5, g6, g7, g8, g9, g10]
W, pval = stats.levene(*args) W, pval = stats.levene(*args)
assert_almost_equal(W, 1.7059176930008939, 7) assert_almost_equal(W,1.7059176930008939,7)
assert_almost_equal(pval, 0.0990829755522, 7) assert_almost_equal(pval,0.0990829755522,7)
def test_trimmed1(self): def test_trimmed1(self):
# Test that center='trimmed' gives the same result as center='mean' # Test that center='trimmed' gives the same result as center='mean'
# when proportiontocut=0. # when proportiontocut=0.
W1, pval1 = stats.levene(g1, g2, g3, center='mean') W1, pval1 = stats.levene(g1, g2, g3, center='mean')
W2, pval2 = stats.levene( W2, pval2 = stats.levene(g1, g2, g3, center='trimmed', proportiontocut=0.0)
g1, g2, g3, center='trimmed', proportiontocut=0.0)
assert_almost_equal(W1, W2) assert_almost_equal(W1, W2)
assert_almost_equal(pval1, pval2) assert_almost_equal(pval1, pval2)
@ -157,10 +269,8 @@ class TestLevene(TestCase):
x2 = np.random.permutation(x) x2 = np.random.permutation(x)
# Use center='trimmed' # Use center='trimmed'
W0, _pval0 = stats.levene(x, y, center='trimmed', W0, pval0 = stats.levene(x, y, center='trimmed', proportiontocut=0.125)
proportiontocut=0.125) W1, pval1 = stats.levene(x2, y, center='trimmed', proportiontocut=0.125)
W1, pval1 = stats.levene(
x2, y, center='trimmed', proportiontocut=0.125)
# Trim the data here, and use center='mean' # Trim the data here, and use center='mean'
W2, pval2 = stats.levene(x[1:-1], y[1:-1], center='mean') W2, pval2 = stats.levene(x[1:-1], y[1:-1], center='mean')
# Result should be the same. # Result should be the same.
@ -169,21 +279,21 @@ class TestLevene(TestCase):
assert_almost_equal(pval1, pval2) assert_almost_equal(pval1, pval2)
def test_equal_mean_median(self): def test_equal_mean_median(self):
x = np.linspace(-1, 1, 21) x = np.linspace(-1,1,21)
np.random.seed(1234) np.random.seed(1234)
x2 = np.random.permutation(x) x2 = np.random.permutation(x)
y = x ** 3 y = x**3
W1, pval1 = stats.levene(x, y, center='mean') W1, pval1 = stats.levene(x, y, center='mean')
W2, pval2 = stats.levene(x2, y, center='median') W2, pval2 = stats.levene(x2, y, center='median')
assert_almost_equal(W1, W2) assert_almost_equal(W1, W2)
assert_almost_equal(pval1, pval2) assert_almost_equal(pval1, pval2)
def test_bad_keyword(self): def test_bad_keyword(self):
x = np.linspace(-1, 1, 21) x = np.linspace(-1,1,21)
assert_raises(TypeError, stats.levene, x, x, portiontocut=0.1) assert_raises(TypeError, stats.levene, x, x, portiontocut=0.1)
def test_bad_center_value(self): def test_bad_center_value(self):
x = np.linspace(-1, 1, 21) x = np.linspace(-1,1,21)
assert_raises(ValueError, stats.levene, x, x, center='trim') assert_raises(ValueError, stats.levene, x, x, center='trim')
def test_too_few_args(self): def test_too_few_args(self):
@ -193,16 +303,16 @@ class TestLevene(TestCase):
class TestBinomP(TestCase): class TestBinomP(TestCase):
def test_data(self): def test_data(self):
pval = stats.binom_test(100, 250) pval = stats.binom_test(100,250)
assert_almost_equal(pval, 0.0018833009350757682, 11) assert_almost_equal(pval,0.0018833009350757682,11)
pval = stats.binom_test(201, 405) pval = stats.binom_test(201,405)
assert_almost_equal(pval, 0.92085205962670713, 11) assert_almost_equal(pval,0.92085205962670713,11)
pval = stats.binom_test([682, 243], p=3.0 / 4) pval = stats.binom_test([682,243],p=3.0/4)
assert_almost_equal(pval, 0.38249155957481695, 11) assert_almost_equal(pval,0.38249155957481695,11)
def test_bad_len_x(self): def test_bad_len_x(self):
# Length of x must be 1 or 2. # Length of x must be 1 or 2.
assert_raises(ValueError, stats.binom_test, [1, 2, 3]) assert_raises(ValueError, stats.binom_test, [1,2,3])
def test_bad_n(self): def test_bad_n(self):
# len(x) is 1, but n is invalid. # len(x) is 1, but n is invalid.
@ -218,10 +328,10 @@ class TestBinomP(TestCase):
class TestFindRepeats(TestCase): class TestFindRepeats(TestCase):
def test_basic(self): def test_basic(self):
a = [1, 2, 3, 4, 1, 2, 3, 4, 1, 2, 5] a = [1,2,3,4,1,2,3,4,1,2,5]
res, nums = stats.find_repeats(a) res,nums = stats.find_repeats(a)
assert_array_equal(res, [1, 2, 3, 4]) assert_array_equal(res,[1,2,3,4])
assert_array_equal(nums, [3, 3, 2, 2]) assert_array_equal(nums,[3,3,2,2])
def test_empty_result(self): def test_empty_result(self):
# Check that empty arrays are returned when there are no repeats. # Check that empty arrays are returned when there are no repeats.
@ -236,16 +346,14 @@ class TestFligner(TestCase):
def test_data(self): def test_data(self):
# numbers from R: fligner.test in package stats # numbers from R: fligner.test in package stats
x1 = np.arange(5) x1 = np.arange(5)
assert_array_almost_equal(stats.fligner(x1, x1 ** 2), assert_array_almost_equal(stats.fligner(x1,x1**2),
(3.2282229927203536, 0.072379187848207877), (3.2282229927203536, 0.072379187848207877), 11)
11)
def test_trimmed1(self): def test_trimmed1(self):
# Test that center='trimmed' gives the same result as center='mean' # Test that center='trimmed' gives the same result as center='mean'
# when proportiontocut=0. # when proportiontocut=0.
Xsq1, pval1 = stats.fligner(g1, g2, g3, center='mean') Xsq1, pval1 = stats.fligner(g1, g2, g3, center='mean')
Xsq2, pval2 = stats.fligner( Xsq2, pval2 = stats.fligner(g1, g2, g3, center='trimmed', proportiontocut=0.0)
g1, g2, g3, center='trimmed', proportiontocut=0.0)
assert_almost_equal(Xsq1, Xsq2) assert_almost_equal(Xsq1, Xsq2)
assert_almost_equal(pval1, pval2) assert_almost_equal(pval1, pval2)
@ -253,8 +361,7 @@ class TestFligner(TestCase):
x = [1.2, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 100.0] x = [1.2, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 100.0]
y = [0.0, 3.0, 3.5, 4.0, 4.5, 5.0, 5.5, 200.0] y = [0.0, 3.0, 3.5, 4.0, 4.5, 5.0, 5.5, 200.0]
# Use center='trimmed' # Use center='trimmed'
Xsq1, pval1 = stats.fligner( Xsq1, pval1 = stats.fligner(x, y, center='trimmed', proportiontocut=0.125)
x, y, center='trimmed', proportiontocut=0.125)
# Trim the data here, and use center='mean' # Trim the data here, and use center='mean'
Xsq2, pval2 = stats.fligner(x[1:-1], y[1:-1], center='mean') Xsq2, pval2 = stats.fligner(x[1:-1], y[1:-1], center='mean')
# Result should be the same. # Result should be the same.
@ -267,7 +374,7 @@ class TestFligner(TestCase):
# errors) there are not. This difference leads to differences in the # errors) there are not. This difference leads to differences in the
# third significant digit of W. # third significant digit of W.
# #
# def test_equal_mean_median(self): #def test_equal_mean_median(self):
# x = np.linspace(-1,1,21) # x = np.linspace(-1,1,21)
# y = x**3 # y = x**3
# W1, pval1 = stats.fligner(x, y, center='mean') # W1, pval1 = stats.fligner(x, y, center='mean')
@ -276,11 +383,11 @@ class TestFligner(TestCase):
# assert_almost_equal(pval1, pval2) # assert_almost_equal(pval1, pval2)
def test_bad_keyword(self): def test_bad_keyword(self):
x = np.linspace(-1, 1, 21) x = np.linspace(-1,1,21)
assert_raises(TypeError, stats.fligner, x, x, portiontocut=0.1) assert_raises(TypeError, stats.fligner, x, x, portiontocut=0.1)
def test_bad_center_value(self): def test_bad_center_value(self):
x = np.linspace(-1, 1, 21) x = np.linspace(-1,1,21)
assert_raises(ValueError, stats.fligner, x, x, center='trim') assert_raises(ValueError, stats.fligner, x, x, center='trim')
def test_bad_num_args(self): def test_bad_num_args(self):
@ -289,13 +396,11 @@ class TestFligner(TestCase):
class TestMood(TestCase): class TestMood(TestCase):
def test_mood(self): def test_mood(self):
# numbers from R: mood.test in package stats # numbers from R: mood.test in package stats
x1 = np.arange(5) x1 = np.arange(5)
assert_array_almost_equal(stats.mood(x1, x1 ** 2), assert_array_almost_equal(stats.mood(x1, x1**2),
(-1.3830857299399906, 0.16663858066771478), (-1.3830857299399906, 0.16663858066771478), 11)
11)
def test_mood_order_of_args(self): def test_mood_order_of_args(self):
# z should change sign when the order of arguments changes, pvalue # z should change sign when the order of arguments changes, pvalue
@ -308,7 +413,7 @@ class TestMood(TestCase):
assert_array_almost_equal([z1, p1], [-z2, p2]) assert_array_almost_equal([z1, p1], [-z2, p2])
def test_mood_with_axis_none(self): def test_mood_with_axis_none(self):
# Test with axis = None, compare with results from R #Test with axis = None, compare with results from R
x1 = [-0.626453810742332, 0.183643324222082, -0.835628612410047, x1 = [-0.626453810742332, 0.183643324222082, -0.835628612410047,
1.59528080213779, 0.329507771815361, -0.820468384118015, 1.59528080213779, 0.329507771815361, -0.820468384118015,
0.487429052428485, 0.738324705129217, 0.575781351653492, 0.487429052428485, 0.738324705129217, 0.575781351653492,
@ -387,8 +492,7 @@ class TestMood(TestCase):
stats.mood(slice1, slice2)) stats.mood(slice1, slice2))
def test_mood_bad_arg(self): def test_mood_bad_arg(self):
# Raise ValueError when the sum of the lengths of the args is less than # Raise ValueError when the sum of the lengths of the args is less than 3
# 3
assert_raises(ValueError, stats.mood, [1], []) assert_raises(ValueError, stats.mood, [1], [])
@ -406,7 +510,7 @@ class TestProbplot(TestCase):
assert_allclose(osr, np.sort(x)) assert_allclose(osr, np.sort(x))
assert_allclose(osm, osm_expected) assert_allclose(osm, osm_expected)
_res, res_fit = stats.probplot(x, fit=True) res, res_fit = stats.probplot(x, fit=True)
res_fit_expected = [1.05361841, 0.31297795, 0.98741609] res_fit_expected = [1.05361841, 0.31297795, 0.98741609]
assert_allclose(res_fit, res_fit_expected) assert_allclose(res_fit, res_fit_expected)
@ -423,7 +527,7 @@ class TestProbplot(TestCase):
assert_allclose(osr1, osr2) assert_allclose(osr1, osr2)
assert_allclose(osr1, osr3) assert_allclose(osr1, osr3)
# Check giving (loc, scale) params for normal distribution # Check giving (loc, scale) params for normal distribution
_osm, _osr = stats.probplot(x, sparams=(), fit=False) osm, osr = stats.probplot(x, sparams=(), fit=False)
def test_dist_keyword(self): def test_dist_keyword(self):
np.random.seed(12345) np.random.seed(12345)
@ -437,9 +541,7 @@ class TestProbplot(TestCase):
assert_raises(AttributeError, stats.probplot, x, dist=[]) assert_raises(AttributeError, stats.probplot, x, dist=[])
class custom_dist(object): class custom_dist(object):
"""Some class that looks just enough like a distribution.""" """Some class that looks just enough like a distribution."""
def ppf(self, q): def ppf(self, q):
return stats.norm.ppf(q, loc=2) return stats.norm.ppf(q, loc=2)
@ -482,8 +584,8 @@ class TestProbplot(TestCase):
def test_wilcoxon_bad_arg(): def test_wilcoxon_bad_arg():
# Raise ValueError when two args of different lengths are given or # Raise ValueError when two args of different lengths are given or
# zero_method is unknown. # zero_method is unknown.
assert_raises(ValueError, stats.wilcoxon, [1], [1, 2]) assert_raises(ValueError, stats.wilcoxon, [1], [1,2])
assert_raises(ValueError, stats.wilcoxon, [1, 2], [1, 2], "dummy") assert_raises(ValueError, stats.wilcoxon, [1,2], [1,2], "dummy")
def test_mvsdist_bad_arg(): def test_mvsdist_bad_arg():
@ -519,7 +621,7 @@ class TestBoxcox_llf(TestCase):
x = stats.norm.rvs(size=10000, loc=10) x = stats.norm.rvs(size=10000, loc=10)
lmbda = 1 lmbda = 1
llf = stats.boxcox_llf(lmbda, x) llf = stats.boxcox_llf(lmbda, x)
llf_expected = -x.size / 2. * np.log(np.sum(x.std() ** 2)) llf_expected = -x.size / 2. * np.log(np.sum(x.std()**2))
assert_allclose(llf, llf_expected) assert_allclose(llf, llf_expected)
def test_array_like(self): def test_array_like(self):
@ -553,7 +655,7 @@ class TestBoxcox(TestCase):
xt = stats.boxcox(x, lmbda=1) xt = stats.boxcox(x, lmbda=1)
assert_allclose(xt, x - 1) assert_allclose(xt, x - 1)
xt = stats.boxcox(x, lmbda=-1) xt = stats.boxcox(x, lmbda=-1)
assert_allclose(xt, 1 - 1 / x) assert_allclose(xt, 1 - 1/x)
xt = stats.boxcox(x, lmbda=0) xt = stats.boxcox(x, lmbda=0)
assert_allclose(xt, np.log(x)) assert_allclose(xt, np.log(x))
@ -569,8 +671,8 @@ class TestBoxcox(TestCase):
np.random.seed(1245) np.random.seed(1245)
lmbda = 2.5 lmbda = 2.5
x = stats.norm.rvs(loc=10, size=50000) x = stats.norm.rvs(loc=10, size=50000)
x_inv = (x * lmbda + 1) ** (-lmbda) x_inv = (x * lmbda + 1)**(-lmbda)
_xt, maxlog = stats.boxcox(x_inv) xt, maxlog = stats.boxcox(x_inv)
assert_almost_equal(maxlog, -1 / lmbda, decimal=2) assert_almost_equal(maxlog, -1 / lmbda, decimal=2)
@ -601,18 +703,17 @@ class TestBoxcox(TestCase):
class TestBoxcoxNormmax(TestCase): class TestBoxcoxNormmax(TestCase):
def setUp(self): def setUp(self):
np.random.seed(12345) np.random.seed(12345)
self.x = stats.loggamma.rvs(5, size=50) + 5 self.x = stats.loggamma.rvs(5, size=50) + 5
def test_pearsonr(self): def test_pearsonr(self):
maxlog = stats.boxcox_normmax(self.x) maxlog = stats.boxcox_normmax(self.x)
assert_allclose(maxlog, 1.804465325046) assert_allclose(maxlog, 1.804465, rtol=1e-6)
def test_mle(self): def test_mle(self):
maxlog = stats.boxcox_normmax(self.x, method='mle') maxlog = stats.boxcox_normmax(self.x, method='mle')
assert_allclose(maxlog, 1.758101454114) assert_allclose(maxlog, 1.758101, rtol=1e-6)
# Check that boxcox() uses 'mle' # Check that boxcox() uses 'mle'
_, maxlog_boxcox = stats.boxcox(self.x) _, maxlog_boxcox = stats.boxcox(self.x)
@ -620,11 +721,10 @@ class TestBoxcoxNormmax(TestCase):
def test_all(self): def test_all(self):
maxlog_all = stats.boxcox_normmax(self.x, method='all') maxlog_all = stats.boxcox_normmax(self.x, method='all')
assert_allclose(maxlog_all, [1.804465325046, 1.758101454114]) assert_allclose(maxlog_all, [1.804465, 1.758101], rtol=1e-6)
class TestBoxcoxNormplot(TestCase): class TestBoxcoxNormplot(TestCase):
def setUp(self): def setUp(self):
np.random.seed(7654321) np.random.seed(7654321)
self.x = stats.loggamma.rvs(5, size=500) + 5 self.x = stats.loggamma.rvs(5, size=500) + 5
@ -662,9 +762,8 @@ class TestBoxcoxNormplot(TestCase):
class TestCircFuncs(TestCase): class TestCircFuncs(TestCase):
def test_circfuncs(self): def test_circfuncs(self):
x = np.array([355, 5, 2, 359, 10, 350]) x = np.array([355,5,2,359,10,350])
M = stats.circmean(x, high=360) M = stats.circmean(x, high=360)
Mval = 0.167690146 Mval = 0.167690146
assert_allclose(M, Mval, rtol=1e-7) assert_allclose(M, Mval, rtol=1e-7)
@ -678,7 +777,7 @@ class TestCircFuncs(TestCase):
assert_allclose(S, Sval, rtol=1e-7) assert_allclose(S, Sval, rtol=1e-7)
def test_circfuncs_small(self): def test_circfuncs_small(self):
x = np.array([20, 21, 22, 18, 19, 20.5, 19.2]) x = np.array([20,21,22,18,19,20.5,19.2])
M1 = x.mean() M1 = x.mean()
M2 = stats.circmean(x, high=360) M2 = stats.circmean(x, high=360)
assert_allclose(M2, M1, rtol=1e-5) assert_allclose(M2, M1, rtol=1e-5)
@ -692,9 +791,9 @@ class TestCircFuncs(TestCase):
assert_allclose(S2, S1, rtol=1e-4) assert_allclose(S2, S1, rtol=1e-4)
def test_circmean_axis(self): def test_circmean_axis(self):
x = np.array([[355, 5, 2, 359, 10, 350], x = np.array([[355,5,2,359,10,350],
[351, 7, 4, 352, 9, 349], [351,7,4,352,9,349],
[357, 9, 8, 358, 4, 356]]) [357,9,8,358,4,356]])
M1 = stats.circmean(x, high=360) M1 = stats.circmean(x, high=360)
M2 = stats.circmean(x.ravel(), high=360) M2 = stats.circmean(x.ravel(), high=360)
assert_allclose(M1, M2, rtol=1e-14) assert_allclose(M1, M2, rtol=1e-14)
@ -704,13 +803,13 @@ class TestCircFuncs(TestCase):
assert_allclose(M1, M2, rtol=1e-14) assert_allclose(M1, M2, rtol=1e-14)
M1 = stats.circmean(x, high=360, axis=0) M1 = stats.circmean(x, high=360, axis=0)
M2 = [stats.circmean(x[:, i], high=360) for i in range(x.shape[1])] M2 = [stats.circmean(x[:,i], high=360) for i in range(x.shape[1])]
assert_allclose(M1, M2, rtol=1e-14) assert_allclose(M1, M2, rtol=1e-14)
def test_circvar_axis(self): def test_circvar_axis(self):
x = np.array([[355, 5, 2, 359, 10, 350], x = np.array([[355,5,2,359,10,350],
[351, 7, 4, 352, 9, 349], [351,7,4,352,9,349],
[357, 9, 8, 358, 4, 356]]) [357,9,8,358,4,356]])
V1 = stats.circvar(x, high=360) V1 = stats.circvar(x, high=360)
V2 = stats.circvar(x.ravel(), high=360) V2 = stats.circvar(x.ravel(), high=360)
@ -721,13 +820,13 @@ class TestCircFuncs(TestCase):
assert_allclose(V1, V2, rtol=1e-11) assert_allclose(V1, V2, rtol=1e-11)
V1 = stats.circvar(x, high=360, axis=0) V1 = stats.circvar(x, high=360, axis=0)
V2 = [stats.circvar(x[:, i], high=360) for i in range(x.shape[1])] V2 = [stats.circvar(x[:,i], high=360) for i in range(x.shape[1])]
assert_allclose(V1, V2, rtol=1e-11) assert_allclose(V1, V2, rtol=1e-11)
def test_circstd_axis(self): def test_circstd_axis(self):
x = np.array([[355, 5, 2, 359, 10, 350], x = np.array([[355,5,2,359,10,350],
[351, 7, 4, 352, 9, 349], [351,7,4,352,9,349],
[357, 9, 8, 358, 4, 356]]) [357,9,8,358,4,356]])
S1 = stats.circstd(x, high=360) S1 = stats.circstd(x, high=360)
S2 = stats.circstd(x.ravel(), high=360) S2 = stats.circstd(x.ravel(), high=360)
@ -738,11 +837,11 @@ class TestCircFuncs(TestCase):
assert_allclose(S1, S2, rtol=1e-11) assert_allclose(S1, S2, rtol=1e-11)
S1 = stats.circstd(x, high=360, axis=0) S1 = stats.circstd(x, high=360, axis=0)
S2 = [stats.circstd(x[:, i], high=360) for i in range(x.shape[1])] S2 = [stats.circstd(x[:,i], high=360) for i in range(x.shape[1])]
assert_allclose(S1, S2, rtol=1e-11) assert_allclose(S1, S2, rtol=1e-11)
def test_circfuncs_array_like(self): def test_circfuncs_array_like(self):
x = [355, 5, 2, 359, 10, 350] x = [355,5,2,359,10,350]
assert_allclose(stats.circmean(x, high=360), 0.167690146, rtol=1e-7) assert_allclose(stats.circmean(x, high=360), 0.167690146, rtol=1e-7)
assert_allclose(stats.circvar(x, high=360), 42.51955609, rtol=1e-7) assert_allclose(stats.circvar(x, high=360), 42.51955609, rtol=1e-7)
assert_allclose(stats.circstd(x, high=360), 6.520702116, rtol=1e-7) assert_allclose(stats.circstd(x, high=360), 6.520702116, rtol=1e-7)
@ -803,5 +902,108 @@ def test_wilcoxon_tie():
assert_allclose(p, expected_p, rtol=1e-6) assert_allclose(p, expected_p, rtol=1e-6)
class TestMedianTest(TestCase):
def test_bad_n_samples(self):
# median_test requires at least two samples.
assert_raises(ValueError, stats.median_test, [1, 2, 3])
def test_empty_sample(self):
# Each sample must contain at least one value.
assert_raises(ValueError, stats.median_test, [], [1, 2, 3])
def test_empty_when_ties_ignored(self):
# The grand median is 1, and all values in the first argument are
# equal to the grand median. With ties="ignore", those values are
# ignored, which results in the first sample being (in effect) empty.
# This should raise a ValueError.
assert_raises(ValueError, stats.median_test,
[1, 1, 1, 1], [2, 0, 1], [2, 0], ties="ignore")
def test_empty_contingency_row(self):
# The grand median is 1, and with the default ties="below", all the
# values in the samples are counted as being below the grand median.
# This would result a row of zeros in the contingency table, which is
# an error.
assert_raises(ValueError, stats.median_test, [1, 1, 1], [1, 1, 1])
# With ties="above", all the values are counted as above the
# grand median.
assert_raises(ValueError, stats.median_test, [1, 1, 1], [1, 1, 1],
ties="above")
def test_bad_ties(self):
assert_raises(ValueError, stats.median_test, [1, 2, 3], [4, 5], ties="foo")
def test_bad_keyword(self):
assert_raises(TypeError, stats.median_test, [1, 2, 3], [4, 5], foo="foo")
def test_simple(self):
x = [1, 2, 3]
y = [1, 2, 3]
stat, p, med, tbl = stats.median_test(x, y)
# The median is floating point, but this equality test should be safe.
assert_equal(med, 2.0)
assert_array_equal(tbl, [[1, 1], [2, 2]])
# The expected values of the contingency table equal the contingency table,
# so the statistic should be 0 and the p-value should be 1.
assert_equal(stat, 0)
assert_equal(p, 1)
def test_ties_options(self):
# Test the contingency table calculation.
x = [1, 2, 3, 4]
y = [5, 6]
z = [7, 8, 9]
# grand median is 5.
# Default 'ties' option is "below".
stat, p, m, tbl = stats.median_test(x, y, z)
assert_equal(m, 5)
assert_equal(tbl, [[0, 1, 3], [4, 1, 0]])
stat, p, m, tbl = stats.median_test(x, y, z, ties="ignore")
assert_equal(m, 5)
assert_equal(tbl, [[0, 1, 3], [4, 0, 0]])
stat, p, m, tbl = stats.median_test(x, y, z, ties="above")
assert_equal(m, 5)
assert_equal(tbl, [[0, 2, 3], [4, 0, 0]])
def test_basic(self):
# median_test calls chi2_contingency to compute the test statistic
# and p-value. Make sure it hasn't screwed up the call...
x = [1, 2, 3, 4, 5]
y = [2, 4, 6, 8]
stat, p, m, tbl = stats.median_test(x, y)
assert_equal(m, 4)
assert_equal(tbl, [[1, 2], [4, 2]])
exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl)
assert_allclose(stat, exp_stat)
assert_allclose(p, exp_p)
stat, p, m, tbl = stats.median_test(x, y, lambda_=0)
assert_equal(m, 4)
assert_equal(tbl, [[1, 2], [4, 2]])
exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl, lambda_=0)
assert_allclose(stat, exp_stat)
assert_allclose(p, exp_p)
stat, p, m, tbl = stats.median_test(x, y, correction=False)
assert_equal(m, 4)
assert_equal(tbl, [[1, 2], [4, 2]])
exp_stat, exp_p, dof, e = stats.chi2_contingency(tbl, correction=False)
assert_allclose(stat, exp_stat)
assert_allclose(p, exp_p)
if __name__ == "__main__": if __name__ == "__main__":
run_module_suite() run_module_suite()

File diff suppressed because it is too large Load Diff

@ -4,22 +4,34 @@ Test functions for multivariate normal distributions.
""" """
from __future__ import division, print_function, absolute_import from __future__ import division, print_function, absolute_import
from numpy.testing import (assert_almost_equal, from numpy.testing import (
run_module_suite, assert_allclose, assert_equal, assert_raises) assert_allclose,
assert_almost_equal,
assert_array_almost_equal,
assert_equal,
assert_raises,
run_module_suite,
)
import numpy import numpy
import numpy as np import numpy as np
import scipy.linalg import scipy.linalg
#import wafo.stats._multivariate from wafo.stats._multivariate import _PSD, _lnB
from wafo.stats import multivariate_normal from wafo.stats import multivariate_normal
from wafo.stats import dirichlet, beta
from wafo.stats import norm from wafo.stats import norm
from wafo.stats._multivariate import _psd_pinv_decomposed_log_pdet
from scipy.integrate import romb from scipy.integrate import romb
def test_input_shape():
mu = np.arange(3)
cov = np.identity(2)
assert_raises(ValueError, multivariate_normal.pdf, (0, 1), mu, cov)
assert_raises(ValueError, multivariate_normal.pdf, (0, 1, 2), mu, cov)
def test_scalar_values(): def test_scalar_values():
np.random.seed(1234) np.random.seed(1234)
@ -47,6 +59,63 @@ def test_logpdf():
assert_allclose(d1, np.log(d2)) assert_allclose(d1, np.log(d2))
def test_rank():
# Check that the rank is detected correctly.
np.random.seed(1234)
n = 4
mean = np.random.randn(n)
for expected_rank in range(1, n + 1):
s = np.random.randn(n, expected_rank)
cov = np.dot(s, s.T)
distn = multivariate_normal(mean, cov, allow_singular=True)
assert_equal(distn.cov_info.rank, expected_rank)
def _sample_orthonormal_matrix(n):
M = np.random.randn(n, n)
u, s, v = scipy.linalg.svd(M)
return u
def test_degenerate_distributions():
for n in range(1, 5):
x = np.random.randn(n)
for k in range(1, n + 1):
# Sample a small covariance matrix.
s = np.random.randn(k, k)
cov_kk = np.dot(s, s.T)
# Embed the small covariance matrix into a larger low rank matrix.
cov_nn = np.zeros((n, n))
cov_nn[:k, :k] = cov_kk
# Define a rotation of the larger low rank matrix.
u = _sample_orthonormal_matrix(n)
cov_rr = np.dot(u, np.dot(cov_nn, u.T))
y = np.dot(u, x)
# Check some identities.
distn_kk = multivariate_normal(np.zeros(k), cov_kk,
allow_singular=True)
distn_nn = multivariate_normal(np.zeros(n), cov_nn,
allow_singular=True)
distn_rr = multivariate_normal(np.zeros(n), cov_rr,
allow_singular=True)
assert_equal(distn_kk.cov_info.rank, k)
assert_equal(distn_nn.cov_info.rank, k)
assert_equal(distn_rr.cov_info.rank, k)
pdf_kk = distn_kk.pdf(x[:k])
pdf_nn = distn_nn.pdf(x)
pdf_rr = distn_rr.pdf(y)
assert_allclose(pdf_kk, pdf_nn)
assert_allclose(pdf_kk, pdf_rr)
logpdf_kk = distn_kk.logpdf(x[:k])
logpdf_nn = distn_nn.logpdf(x)
logpdf_rr = distn_rr.logpdf(y)
assert_allclose(logpdf_kk, logpdf_nn)
assert_allclose(logpdf_kk, logpdf_rr)
def test_large_pseudo_determinant(): def test_large_pseudo_determinant():
# Check that large pseudo-determinants are handled appropriately. # Check that large pseudo-determinants are handled appropriately.
@ -67,11 +136,12 @@ def test_large_pseudo_determinant():
# np.linalg.slogdet is only available in numpy 1.6+ # np.linalg.slogdet is only available in numpy 1.6+
# but scipy currently supports numpy 1.5.1. # but scipy currently supports numpy 1.5.1.
#assert_allclose(np.linalg.slogdet(cov[:npos, :npos]), (1, large_total_log)) # assert_allclose(np.linalg.slogdet(cov[:npos, :npos]),
# (1, large_total_log))
# Check the pseudo-determinant. # Check the pseudo-determinant.
U, log_pdet = _psd_pinv_decomposed_log_pdet(cov) psd = _PSD(cov)
assert_allclose(log_pdet, large_total_log) assert_allclose(psd.log_pdet, large_total_log)
def test_broadcasting(): def test_broadcasting():
@ -111,7 +181,7 @@ def test_marginalization():
# yield a 1D Gaussian # yield a 1D Gaussian
mean = np.array([2.5, 3.5]) mean = np.array([2.5, 3.5])
cov = np.array([[.5, 0.2], [0.2, .6]]) cov = np.array([[.5, 0.2], [0.2, .6]])
n = 2**8 + 1 # Number of samples n = 2 ** 8 + 1 # Number of samples
delta = 6 / (n - 1) # Grid spacing delta = 6 / (n - 1) # Grid spacing
v = np.linspace(0, 6, n) v = np.linspace(0, 6, n)
@ -126,8 +196,8 @@ def test_marginalization():
margin_y = romb(pdf, delta, axis=1) margin_y = romb(pdf, delta, axis=1)
# Compare with standard normal distribution # Compare with standard normal distribution
gauss_x = norm.pdf(v, loc=mean[0], scale=cov[0, 0]**0.5) gauss_x = norm.pdf(v, loc=mean[0], scale=cov[0, 0] ** 0.5)
gauss_y = norm.pdf(v, loc=mean[1], scale=cov[1, 1]**0.5) gauss_y = norm.pdf(v, loc=mean[1], scale=cov[1, 1] ** 0.5)
assert_allclose(margin_x, gauss_x, rtol=1e-2, atol=1e-2) assert_allclose(margin_x, gauss_x, rtol=1e-2, atol=1e-2)
assert_allclose(margin_y, gauss_y, rtol=1e-2, atol=1e-2) assert_allclose(margin_y, gauss_y, rtol=1e-2, atol=1e-2)
@ -160,33 +230,43 @@ def test_pseudodet_pinv():
# Set cond so that the lowest eigenvalue is below the cutoff # Set cond so that the lowest eigenvalue is below the cutoff
cond = 1e-5 cond = 1e-5
U, log_pdet = _psd_pinv_decomposed_log_pdet(cov, cond) psd = _PSD(cov, cond=cond)
pinv = np.dot(U, U.T) psd_pinv = _PSD(psd.pinv, cond=cond)
_, log_pdet_pinv = _psd_pinv_decomposed_log_pdet(pinv, cond)
# Check that the log pseudo-determinant agrees with the sum # Check that the log pseudo-determinant agrees with the sum
# of the logs of all but the smallest eigenvalue # of the logs of all but the smallest eigenvalue
assert_allclose(log_pdet, np.sum(np.log(s[:-1]))) assert_allclose(psd.log_pdet, np.sum(np.log(s[:-1])))
# Check that the pseudo-determinant of the pseudo-inverse # Check that the pseudo-determinant of the pseudo-inverse
# agrees with 1 / pseudo-determinant # agrees with 1 / pseudo-determinant
assert_allclose(-log_pdet, log_pdet_pinv) assert_allclose(-psd.log_pdet, psd_pinv.log_pdet)
def test_exception_nonsquare_cov(): def test_exception_nonsquare_cov():
cov = [[1, 2, 3], [4, 5, 6]] cov = [[1, 2, 3], [4, 5, 6]]
assert_raises(ValueError, _psd_pinv_decomposed_log_pdet, cov) assert_raises(ValueError, _PSD, cov)
def test_exception_nonfinite_cov(): def test_exception_nonfinite_cov():
cov_nan = [[1, 0], [0, np.nan]] cov_nan = [[1, 0], [0, np.nan]]
assert_raises(ValueError, _psd_pinv_decomposed_log_pdet, cov_nan) assert_raises(ValueError, _PSD, cov_nan)
cov_inf = [[1, 0], [0, np.inf]] cov_inf = [[1, 0], [0, np.inf]]
assert_raises(ValueError, _psd_pinv_decomposed_log_pdet, cov_inf) assert_raises(ValueError, _PSD, cov_inf)
def test_exception_non_psd_cov(): def test_exception_non_psd_cov():
cov = [[1, 0], [0, -1]] cov = [[1, 0], [0, -1]]
assert_raises(ValueError, _psd_pinv_decomposed_log_pdet, cov) assert_raises(ValueError, _PSD, cov)
def test_exception_singular_cov():
np.random.seed(1234)
x = np.random.randn(5)
mean = np.random.randn(5)
cov = np.ones((5, 5))
e = np.linalg.LinAlgError
assert_raises(e, multivariate_normal, mean, cov)
assert_raises(e, multivariate_normal.pdf, x, mean, cov)
assert_raises(e, multivariate_normal.logpdf, x, mean, cov)
def test_R_values(): def test_R_values():
@ -216,6 +296,14 @@ def test_R_values():
assert_allclose(pdf, r_pdf, atol=1e-10) assert_allclose(pdf, r_pdf, atol=1e-10)
def test_multivariate_normal_rvs_zero_covariance():
mean = np.zeros(2)
covariance = np.zeros((2, 2))
model = multivariate_normal(mean, covariance, allow_singular=True)
sample = model.rvs()
assert_equal(sample, [0, 0])
def test_rvs_shape(): def test_rvs_shape():
# Check that rvs parses the mean and covariance correctly, and returns # Check that rvs parses the mean and covariance correctly, and returns
# an array of the right shape # an array of the right shape
@ -267,9 +355,131 @@ def test_entropy():
# Compare entropy with manually computed expression involving # Compare entropy with manually computed expression involving
# the sum of the logs of the eigenvalues of the covariance matrix # the sum of the logs of the eigenvalues of the covariance matrix
eigs = np.linalg.eig(cov)[0] eigs = np.linalg.eig(cov)[0]
desired = 1/2 * (n * (np.log(2*np.pi) + 1) + np.sum(np.log(eigs))) desired = 1 / 2 * (n * (np.log(2 * np.pi) + 1) + np.sum(np.log(eigs)))
assert_almost_equal(desired, rv.entropy()) assert_almost_equal(desired, rv.entropy())
def test_lnB():
alpha = np.array([1, 1, 1])
desired = .5 # e^lnB = 1/2 for [1, 1, 1]
assert_almost_equal(np.exp(_lnB(alpha)), desired)
def test_frozen_dirichlet():
np.random.seed(2846)
n = np.random.randint(1, 32)
alpha = np.random.uniform(10e-10, 100, n)
d = dirichlet(alpha)
assert_equal(d.var(), dirichlet.var(alpha))
assert_equal(d.mean(), dirichlet.mean(alpha))
assert_equal(d.entropy(), dirichlet.entropy(alpha))
num_tests = 10
for i in range(num_tests):
x = np.random.uniform(10e-10, 100, n)
x /= np.sum(x)
assert_equal(d.pdf(x[:-1]), dirichlet.pdf(x[:-1], alpha))
assert_equal(d.logpdf(x[:-1]), dirichlet.logpdf(x[:-1], alpha))
def test_simple_values():
alpha = np.array([1, 1])
d = dirichlet(alpha)
assert_almost_equal(d.mean(), 0.5)
assert_almost_equal(d.var(), 1. / 12.)
b = beta(1, 1)
assert_almost_equal(d.mean(), b.mean())
assert_almost_equal(d.var(), b.var())
def test_K_and_K_minus_1_calls_equal():
# Test that calls with K and K-1 entries yield the same results.
np.random.seed(2846)
n = np.random.randint(1, 32)
alpha = np.random.uniform(10e-10, 100, n)
d = dirichlet(alpha)
num_tests = 10
for i in range(num_tests):
x = np.random.uniform(10e-10, 100, n)
x /= np.sum(x)
assert_almost_equal(d.pdf(x[:-1]), d.pdf(x))
def test_multiple_entry_calls():
# Test that calls with multiple x vectors as matrix work
np.random.seed(2846)
n = np.random.randint(1, 32)
alpha = np.random.uniform(10e-10, 100, n)
d = dirichlet(alpha)
num_tests = 10
num_multiple = 5
xm = None
for i in range(num_tests):
for m in range(num_multiple):
x = np.random.uniform(10e-10, 100, n)
x /= np.sum(x)
if xm is not None:
xm = np.vstack((xm, x))
else:
xm = x
rm = d.pdf(xm.T)
rs = None
for xs in xm:
r = d.pdf(xs)
if rs is not None:
rs = np.append(rs, r)
else:
rs = r
assert_array_almost_equal(rm, rs)
def test_2D_dirichlet_is_beta():
np.random.seed(2846)
alpha = np.random.uniform(10e-10, 100, 2)
d = dirichlet(alpha)
b = beta(alpha[0], alpha[1])
num_tests = 10
for i in range(num_tests):
x = np.random.uniform(10e-10, 100, 2)
x /= np.sum(x)
assert_almost_equal(b.pdf(x), d.pdf([x]))
assert_almost_equal(b.mean(), d.mean()[0])
assert_almost_equal(b.var(), d.var()[0])
def test_dimensions_mismatch():
# Regression test for GH #3493. Check that setting up a PDF with a mean of
# length M and a covariance matrix of size (N, N), where M != N, raises a
# ValueError with an informative error message.
mu = np.array([0.0, 0.0])
sigma = np.array([[1.0]])
assert_raises(ValueError, multivariate_normal, mu, sigma)
# A simple check that the right error message was passed along. Checking
# that the entire message is there, word for word, would be somewhat
# fragile, so we just check for the leading part.
try:
multivariate_normal(mu, sigma)
except ValueError as e:
msg = "Dimension mismatch"
assert_equal(str(e)[:len(msg)], msg)
if __name__ == "__main__": if __name__ == "__main__":
run_module_suite() run_module_suite()

@ -8,13 +8,15 @@
""" """
from __future__ import division, print_function, absolute_import from __future__ import division, print_function, absolute_import
import sys
import warnings import warnings
from collections import namedtuple from collections import namedtuple
from numpy.testing import TestCase, assert_, assert_equal, \ from numpy.testing import (TestCase, assert_, assert_equal,
assert_almost_equal, assert_array_almost_equal, assert_array_equal, \ assert_almost_equal, assert_array_almost_equal,
assert_approx_equal, assert_raises, run_module_suite, \ assert_array_equal, assert_approx_equal,
assert_allclose, dec assert_raises, run_module_suite, assert_allclose,
dec)
import numpy.ma.testutils as mat import numpy.ma.testutils as mat
from numpy import array, arange, float32, float64, power from numpy import array, arange, float32, float64, power
import numpy as np import numpy as np
@ -170,6 +172,14 @@ class TestNanFunc(TestCase):
m = stats.nanmedian(self.X) m = stats.nanmedian(self.X)
assert_approx_equal(m, np.median(self.X)) assert_approx_equal(m, np.median(self.X))
def test_nanmedian_axis(self):
# Check nanmedian with axis
X = self.X.reshape(3,3)
m = stats.nanmedian(X, axis=0)
assert_equal(m, np.median(X, axis=0))
m = stats.nanmedian(X, axis=1)
assert_equal(m, np.median(X, axis=1))
def test_nanmedian_some(self): def test_nanmedian_some(self):
# Check nanmedian when some values only are nan. # Check nanmedian when some values only are nan.
m = stats.nanmedian(self.Xsome) m = stats.nanmedian(self.Xsome)
@ -177,8 +187,21 @@ class TestNanFunc(TestCase):
def test_nanmedian_all(self): def test_nanmedian_all(self):
# Check nanmedian when all values are nan. # Check nanmedian when all values are nan.
with warnings.catch_warnings(record=True) as w:
warnings.simplefilter('always')
m = stats.nanmedian(self.Xall) m = stats.nanmedian(self.Xall)
assert_(np.isnan(m)) assert_(np.isnan(m))
assert_equal(len(w), 1)
assert_(issubclass(w[0].category, RuntimeWarning))
def test_nanmedian_all_axis(self):
# Check nanmedian when all values are nan.
with warnings.catch_warnings(record=True) as w:
warnings.simplefilter('always')
m = stats.nanmedian(self.Xall.reshape(3,3), axis=1)
assert_(np.isnan(m).all())
assert_equal(len(w), 3)
assert_(issubclass(w[0].category, RuntimeWarning))
def test_nanmedian_scalars(self): def test_nanmedian_scalars(self):
# Check nanmedian for scalar inputs. See ticket #1098. # Check nanmedian for scalar inputs. See ticket #1098.
@ -449,6 +472,11 @@ class TestFisherExact(TestCase):
res.append(stats.fisher_exact(table, alternative="greater")[1]) res.append(stats.fisher_exact(table, alternative="greater")[1])
assert_allclose(res, pval, atol=0, rtol=1e-7) assert_allclose(res, pval, atol=0, rtol=1e-7)
def test_gh3014(self):
# check if issue #3014 has been fixed.
# before, this would have risen a ValueError
odds, pvalue = stats.fisher_exact([[1, 2], [9, 84419233]])
class TestCorrSpearmanr(TestCase): class TestCorrSpearmanr(TestCase):
""" W.II.D. Compute a correlation matrix on all the variables. """ W.II.D. Compute a correlation matrix on all the variables.
@ -601,9 +629,12 @@ def test_kendalltau():
assert_approx_equal(res[1], expected[1]) assert_approx_equal(res[1], expected[1])
# with only ties in one or both inputs # with only ties in one or both inputs
assert_(np.all(np.isnan(stats.kendalltau([2,2,2], [2,2,2])))) assert_equal(stats.kendalltau([2,2,2], [2,2,2]), (np.nan, np.nan))
assert_(np.all(np.isnan(stats.kendalltau([2,0,2], [2,2,2])))) assert_equal(stats.kendalltau([2,0,2], [2,2,2]), (np.nan, np.nan))
assert_(np.all(np.isnan(stats.kendalltau([2,2,2], [2,0,2])))) assert_equal(stats.kendalltau([2,2,2], [2,0,2]), (np.nan, np.nan))
# empty arrays provided as input
assert_equal(stats.kendalltau([], []), (np.nan, np.nan))
# check two different sort methods # check two different sort methods
assert_approx_equal(stats.kendalltau(x1, x2, initial_lexsort=False)[1], assert_approx_equal(stats.kendalltau(x1, x2, initial_lexsort=False)[1],
@ -718,6 +749,21 @@ class TestRegression(TestCase):
assert_(not np.isnan(res[4])) # stderr should stay finite assert_(not np.isnan(res[4])) # stderr should stay finite
def test_theilslopes():
# Basic slope test.
slope, intercept, lower, upper = stats.theilslopes([0,1,1])
assert_almost_equal(slope, 0.5)
assert_almost_equal(intercept, 0.5)
# Test of confidence intervals.
x = [1, 2, 3, 4, 10, 12, 18]
y = [9, 15, 19, 20, 45, 55, 78]
slope, intercept, lower, upper = stats.theilslopes(y, x, 0.07)
assert_almost_equal(slope, 4)
assert_almost_equal(upper, 4.38, decimal=2)
assert_almost_equal(lower, 3.71, decimal=2)
class TestHistogram(TestCase): class TestHistogram(TestCase):
# Tests that histogram works as it should, and keeps old behaviour # Tests that histogram works as it should, and keeps old behaviour
# #
@ -1032,9 +1078,23 @@ class TestScoreatpercentile(TestCase):
assert_equal(scoreatperc(np.array([1, 10, 100]), 50, limit=(1, 10), assert_equal(scoreatperc(np.array([1, 10, 100]), 50, limit=(1, 10),
interpolation_method='higher'), 10) interpolation_method='higher'), 10)
def test_sequence(self): def test_sequence_per(self):
x = arange(8) * 0.5 x = arange(8) * 0.5
assert_equal(stats.scoreatpercentile(x, [0, 100, 50]), [0, 3.5, 1.75]) expected = np.array([0, 3.5, 1.75])
res = stats.scoreatpercentile(x, [0, 100, 50])
assert_allclose(res, expected)
assert_(isinstance(res, np.ndarray))
# Test with ndarray. Regression test for gh-2861
assert_allclose(stats.scoreatpercentile(x, np.array([0, 100, 50])),
expected)
# Also test combination of 2-D array, axis not None and array-like per
res2 = stats.scoreatpercentile(np.arange(12).reshape((3,4)),
np.array([0, 1, 100, 100]), axis=1)
expected2 = array([[0, 4, 8],
[0.03, 4.03, 8.03],
[3, 7, 11],
[3, 7, 11]])
assert_allclose(res2, expected2)
def test_axis(self): def test_axis(self):
scoreatperc = stats.scoreatpercentile scoreatperc = stats.scoreatpercentile
@ -1054,6 +1114,11 @@ class TestScoreatpercentile(TestCase):
assert_raises(ValueError, stats.scoreatpercentile, [1], 101) assert_raises(ValueError, stats.scoreatpercentile, [1], 101)
assert_raises(ValueError, stats.scoreatpercentile, [1], -1) assert_raises(ValueError, stats.scoreatpercentile, [1], -1)
def test_empty(self):
assert_equal(stats.scoreatpercentile([], 50), np.nan)
assert_equal(stats.scoreatpercentile(np.array([[], []]), 50), np.nan)
assert_equal(stats.scoreatpercentile([], [50, 99]), [np.nan, np.nan])
class TestItemfreq(object): class TestItemfreq(object):
a = [5, 7, 1, 2, 1, 5, 7] * 10 a = [5, 7, 1, 2, 1, 5, 7] * 10
@ -1089,7 +1154,7 @@ class TestItemfreq(object):
bb = np.array(list(zip(b, b)), dt) bb = np.array(list(zip(b, b)), dt)
v = stats.itemfreq(aa) v = stats.itemfreq(aa)
# Arrays don't compare equal because v[:,0] is object array # Arrays don't compare equal because v[:,0] is object array
assert_equal(v[2, 0], bb[2]) assert_equal(tuple(v[2, 0]), tuple(bb[2]))
class TestMode(TestCase): class TestMode(TestCase):
@ -1099,6 +1164,71 @@ class TestMode(TestCase):
assert_almost_equal(vals[0][0],6) assert_almost_equal(vals[0][0],6)
assert_almost_equal(vals[1][0],3) assert_almost_equal(vals[1][0],3)
def test_axes(self):
data1 = [10,10,30,40]
data2 = [10,10,10,10]
data3 = [20,10,20,20]
data4 = [30,30,30,30]
data5 = [40,30,30,30]
arr = np.array([data1, data2, data3, data4, data5])
vals = stats.mode(arr, axis=None)
assert_almost_equal(vals[0],np.array([30]))
assert_almost_equal(vals[1],np.array([8]))
vals = stats.mode(arr, axis=0)
assert_almost_equal(vals[0],np.array([[10,10,30,30]]))
assert_almost_equal(vals[1],np.array([[2,3,3,2]]))
vals = stats.mode(arr, axis=1)
assert_almost_equal(vals[0],np.array([[10],[10],[20],[30],[30]]))
assert_almost_equal(vals[1],np.array([[2],[4],[3],[4],[3]]))
def test_strings(self):
data1 = ['rain', 'showers', 'showers']
vals = stats.mode(data1)
expected = ['showers']
assert_equal(vals[0][0], 'showers')
assert_equal(vals[1][0], 2)
@dec.knownfailureif(sys.version_info > (3,), 'numpy github issue 641')
def test_mixed_objects(self):
objects = [10, True, np.nan, 'hello', 10]
arr = np.empty((5,), dtype=object)
arr[:] = objects
vals = stats.mode(arr)
assert_equal(vals[0][0], 10)
assert_equal(vals[1][0], 2)
def test_objects(self):
"""Python objects must be sortable (le + eq) and have ne defined
for np.unique to work. hash is for set.
"""
class Point(object):
def __init__(self, x):
self.x = x
def __eq__(self, other):
return self.x == other.x
def __ne__(self, other):
return self.x != other.x
def __lt__(self, other):
return self.x < other.x
def __hash__(self):
return hash(self.x)
points = [Point(x) for x in [1,2,3,4,3,2,2,2]]
arr = np.empty((8,), dtype=object)
arr[:] = points
assert len(set(points)) == 4
assert_equal(np.unique(arr).shape, (4,))
vals = stats.mode(arr)
assert_equal(vals[0][0], Point(2))
assert_equal(vals[1][0], 4)
class TestVariability(TestCase): class TestVariability(TestCase):
@ -1120,7 +1250,7 @@ class TestVariability(TestCase):
# y = stats.sem(self.shoes[0]) # y = stats.sem(self.shoes[0])
# assert_approx_equal(y,0.775177399) # assert_approx_equal(y,0.775177399)
y = stats.sem(self.testcase) y = stats.sem(self.testcase)
assert_approx_equal(y,0.6454972244) assert_approx_equal(y, 0.6454972244)
n = len(self.testcase) n = len(self.testcase)
assert_allclose(stats.sem(self.testcase, ddof=0) * np.sqrt(n/(n-2)), assert_allclose(stats.sem(self.testcase, ddof=0) * np.sqrt(n/(n-2)),
stats.sem(self.testcase, ddof=2)) stats.sem(self.testcase, ddof=2))
@ -1660,6 +1790,7 @@ def test_chisquare_masked_arrays():
# Empty arrays: # Empty arrays:
# A data set with length 0 returns a masked scalar. # A data set with length 0 returns a masked scalar.
with np.errstate(invalid='ignore'):
chisq, p = stats.chisquare(np.ma.array([])) chisq, p = stats.chisquare(np.ma.array([]))
assert_(isinstance(chisq, np.ma.MaskedArray)) assert_(isinstance(chisq, np.ma.MaskedArray))
assert_equal(chisq.shape, ()) assert_equal(chisq.shape, ())
@ -1675,6 +1806,7 @@ def test_chisquare_masked_arrays():
# empty3.T is an array containing 3 data sets, each with length 0, # empty3.T is an array containing 3 data sets, each with length 0,
# so an array of size (3,) is returned, with all values masked. # so an array of size (3,) is returned, with all values masked.
with np.errstate(invalid='ignore'):
chisq, p = stats.chisquare(empty3.T) chisq, p = stats.chisquare(empty3.T)
assert_(isinstance(chisq, np.ma.MaskedArray)) assert_(isinstance(chisq, np.ma.MaskedArray))
assert_equal(chisq.shape, (3,)) assert_equal(chisq.shape, (3,))
@ -2622,22 +2754,25 @@ class TestSigamClip(object):
class TestFOneWay(TestCase): class TestFOneWay(TestCase):
def test_trivial(self): def test_trivial(self):
# A trivial test of stats.f_oneway, with F=0. # A trivial test of stats.f_oneway, with F=0.
F, p = stats.f_oneway([0,2], [0,2]) F, p = stats.f_oneway([0,2], [0,2])
assert_equal(F, 0.0) assert_equal(F, 0.0)
def test_basic(self): def test_basic(self):
# A test of stats.f_oneway, with F=2.
F, p = stats.f_oneway([0,2], [2,4])
# Despite being a floating point calculation, this data should # Despite being a floating point calculation, this data should
# result in F being exactly 2.0. # result in F being exactly 2.0.
F, p = stats.f_oneway([0,2], [2,4])
assert_equal(F, 2.0) assert_equal(F, 2.0)
def test_large_integer_array(self):
a = np.array([655, 788], dtype=np.uint16)
b = np.array([789, 772], dtype=np.uint16)
F, p = stats.f_oneway(a, b)
assert_almost_equal(F, 0.77450216931805538)
class TestKruskal(TestCase):
class TestKruskal(TestCase):
def test_simple(self): def test_simple(self):
x = [1] x = [1]
y = [2] y = [2]

@ -18,7 +18,7 @@ def test_tukeylambda_stats_known_exact():
# lambda = 0 # lambda = 0
var = tukeylambda_variance(0) var = tukeylambda_variance(0)
assert_allclose(var, np.pi ** 2 / 3, atol=1e-12) assert_allclose(var, np.pi**2 / 3, atol=1e-12)
kurt = tukeylambda_kurtosis(0) kurt = tukeylambda_kurtosis(0)
assert_allclose(kurt, 1.2, atol=1e-10) assert_allclose(kurt, 1.2, atol=1e-10)
@ -26,7 +26,7 @@ def test_tukeylambda_stats_known_exact():
var = tukeylambda_variance(0.5) var = tukeylambda_variance(0.5)
assert_allclose(var, 4 - np.pi, atol=1e-12) assert_allclose(var, 4 - np.pi, atol=1e-12)
kurt = tukeylambda_kurtosis(0.5) kurt = tukeylambda_kurtosis(0.5)
desired = (5. / 3 - np.pi / 2) / (np.pi / 4 - 1) ** 2 - 3 desired = (5./3 - np.pi/2) / (np.pi/4 - 1)**2 - 3
assert_allclose(kurt, desired, atol=1e-10) assert_allclose(kurt, desired, atol=1e-10)
# lambda = 1 # lambda = 1

@ -297,9 +297,11 @@ def test_hygfz():
assert_almost_equal(1.0464328112173522, hygfz(0.1, 0.2, 0.3, 0.5)) assert_almost_equal(1.0464328112173522, hygfz(0.1, 0.2, 0.3, 0.5))
assert_almost_equal(1.2027034401166194, hygfz(0.1, 0.2, 0.3, 0.95)) assert_almost_equal(1.2027034401166194, hygfz(0.1, 0.2, 0.3, 0.95))
#assert_equal(1.661006238211309e-07, hygfz(5, -300, 10, 0.5)) #assert_equal(1.661006238211309e-07, hygfz(5, -300, 10, 0.5))
assert_equal(0.118311386286, hygfz(0.5, -99.0, 1.5, 0.5625)) #assert_equal(0.118311386286, hygfz(0.5, -99.0, 1.5, 0.5625))
assert_equal(0.0965606007742, hygfz(0.5, -149.0, 1.5, 0.5625)) #assert_equal(0.0965606007742, hygfz(0.5, -149.0, 1.5, 0.5625))
assert_equal(0.49234384000963544+0.60513406166123973j, hygfz(1, 1, 4, 3+4j)) #assert_equal(0.49234384000963544 + 0.60513406166123973j,
# hygfz(1, 1, 4, 3 + 4j))
def test_common_shape(): def test_common_shape():
A = np.ones((4, 1)) A = np.ones((4, 1))

@ -2,5 +2,6 @@
Transform package in WAFO Toolbox. Transform package in WAFO Toolbox.
""" """
from core import * from .core import *
import models from . import models
from . import estimation

@ -2,14 +2,16 @@
''' '''
from __future__ import division from __future__ import division
#import numpy as np #import numpy as np
from numpy import trapz, sqrt, linspace #@UnresolvedImport from numpy import trapz, sqrt, linspace # @UnresolvedImport
from wafo.wafodata import PlotData from wafo.containers import PlotData
from wafo.misc import tranproc #, trangood from wafo.misc import tranproc # , trangood
__all__ = ['TrData', 'TrCommon'] __all__ = ['TrData', 'TrCommon']
class TrCommon(object): class TrCommon(object):
""" """
<generic> transformation model, g. <generic> transformation model, g.
@ -37,7 +39,7 @@ class TrCommon(object):
""" """
def __init__(self, mean=0.0, var=1.0, skew=0.16, kurt=3.04, *args, **kwds): def __init__(self, mean=0.0, var=1.0, skew=0.16, kurt=3.04, *args, **kwds):
sigma = kwds.get('sigma',None) sigma = kwds.get('sigma', None)
if sigma is None: if sigma is None:
sigma = sqrt(var) sigma = sqrt(var)
self.mean = mean self.mean = mean
@ -74,12 +76,12 @@ class TrCommon(object):
""" """
if x is None: if x is None:
xn = linspace(xnmin, xnmax, n) xn = linspace(xnmin, xnmax, n)
x = self.sigma*xn+self.mean x = self.sigma * xn + self.mean
else: else:
xn = (x-self.mean)/self.sigma xn = (x - self.mean) / self.sigma
yn = (self._dat2gauss(x)-self.ymean)/self.ysigma yn = (self._dat2gauss(x) - self.ymean) / self.ysigma
t0 = trapz((xn-yn)**2., xn) t0 = trapz((xn - yn) ** 2., xn)
return t0 return t0
def gauss2dat(self, y, *yi): def gauss2dat(self, y, *yi):
@ -102,8 +104,10 @@ class TrCommon(object):
tranproc tranproc
""" """
return self._gauss2dat(y, *yi) return self._gauss2dat(y, *yi)
def _gauss2dat(self, y, *yi): def _gauss2dat(self, y, *yi):
pass pass
def dat2gauss(self, x, *xi): def dat2gauss(self, x, *xi):
""" """
Transforms non-linear data, x, to Gaussian scale. Transforms non-linear data, x, to Gaussian scale.
@ -111,8 +115,8 @@ class TrCommon(object):
Parameters Parameters
---------- ----------
x, x1,...,xn : array-like x, x1,...,xn : array-like
input vectors with non-linear data values, where xi is the i'th time input vectors with non-linear data values, where xi is the i'th
derivative of x. (n<=4) time derivative of x. (n<=4)
Returns Returns
------- -------
y, y1,...,yn : array-like y, y1,...,yn : array-like
@ -124,18 +128,21 @@ class TrCommon(object):
tranproc. tranproc.
""" """
return self._dat2gauss(x, *xi) return self._dat2gauss(x, *xi)
def _dat2gauss(self, x, *xi): def _dat2gauss(self, x, *xi):
pass pass
class TrData(PlotData, TrCommon): class TrData(PlotData, TrCommon):
__doc__ = TrCommon.__doc__.split('mean')[0].replace('<generic>','Data' #@ReservedAssignment __doc__ = TrCommon.__doc__.split('mean')[0].replace('<generic>',
) + """ 'Data') + """
data : array-like data : array-like
Gaussian values, Y Gaussian values, Y
args : array-like args : array-like
non-Gaussian values, X non-Gaussian values, X
ymean, ysigma : real, scalars (default ymean=0, ysigma=1) ymean, ysigma : real, scalars (default ymean=0, ysigma=1)
mean and standard-deviation, respectively, of the process in Gaussian world. mean and standard-deviation, respectively, of the process in Gaussian
world.
mean, sigma : real, scalars mean, sigma : real, scalars
mean and standard-deviation, respectively, of the non-Gaussian process. mean and standard-deviation, respectively, of the non-Gaussian process.
Default: Default:
@ -167,6 +174,7 @@ class TrData(PlotData, TrCommon):
>>> g.dist2gauss() < 1e-16 >>> g.dist2gauss() < 1e-16
True True
""" """
def __init__(self, *args, **kwds): def __init__(self, *args, **kwds):
options = dict(title='Transform', options = dict(title='Transform',
xlab='x', ylab='g(x)', xlab='x', ylab='g(x)',
@ -183,11 +191,12 @@ class TrData(PlotData, TrCommon):
#self.mean = np.mean(self.args) # #self.mean = np.mean(self.args) #
self.mean = self.gauss2dat(self.ymean) self.mean = self.gauss2dat(self.ymean)
if self.sigma is None: if self.sigma is None:
yp = self.ymean+self.ysigma yp = self.ymean + self.ysigma
ym = self.ymean-self.ysigma ym = self.ymean - self.ysigma
self.sigma = (self.gauss2dat(yp)-self.gauss2dat(ym))/2. self.sigma = (self.gauss2dat(yp) - self.gauss2dat(ym)) / 2.
self.children = [PlotData((self.args-self.mean)/self.sigma, self.args)] self.children = [
PlotData((self.args - self.mean) / self.sigma, self.args)]
def trdata(self): def trdata(self):
return self return self
@ -198,11 +207,14 @@ class TrData(PlotData, TrCommon):
def _dat2gauss(self, x, *xi): def _dat2gauss(self, x, *xi):
return tranproc(self.args, self.data, x, *xi) return tranproc(self.args, self.data, x, *xi)
class EstimateTransform(object):
pass
def main(): def main():
pass pass
if __name__ == '__main__': if __name__ == '__main__':
if True: #False : # if True: # False : #
import doctest import doctest
doctest.testmod() doctest.testmod()
else: else:

@ -5,21 +5,11 @@ TrHermite
TrOchi TrOchi
TrLinear TrLinear
''' '''
#------------------------------------------------------------------------------- # !/usr/bin/env python
# Name: transform.models
# Purpose:
#
# Author: pab
#
# Created: 24.11.2008
# Copyright: (c) pab 2008
# Licence: <your licence>
#-------------------------------------------------------------------------------
#!/usr/bin/env python
from __future__ import division from __future__ import division
from scipy.optimize import brentq from scipy.optimize import brentq
from numpy import (sqrt, atleast_1d, abs, imag, sign, where, cos, arccos, ceil, #@UnresolvedImport from numpy import (sqrt, atleast_1d, abs, imag, sign, where, cos, arccos, ceil, # @UnresolvedImport
expm1, log1p, pi) #@UnresolvedImport expm1, log1p, pi) # @UnresolvedImport
import numpy as np import numpy as np
import warnings import warnings
from core import TrCommon, TrData from core import TrCommon, TrData
@ -42,9 +32,12 @@ _example = '''
>>> g2 = tm.<generic>(mean=me, var=va, skew=sk, kurt=ku, ysigma=std) >>> g2 = tm.<generic>(mean=me, var=va, skew=sk, kurt=ku, ysigma=std)
>>> xs = g2.gauss2dat(ys[:,1:]) # Transformed to the real world >>> xs = g2.gauss2dat(ys[:,1:]) # Transformed to the real world
''' '''
class TrCommon2(TrCommon): class TrCommon2(TrCommon):
__doc__ = TrCommon.__doc__ #@ReservedAssignment __doc__ = TrCommon.__doc__ # @ReservedAssignment
def trdata(self, x=None, xnmin= -5, xnmax=5, n=513):
def trdata(self, x=None, xnmin=-5, xnmax=5, n=513):
""" """
Return a discretized transformation model. Return a discretized transformation model.
@ -74,8 +67,9 @@ class TrCommon2(TrCommon):
return TrData(yn, x, mean=self.mean, sigma=self.sigma) return TrData(yn, x, mean=self.mean, sigma=self.sigma)
class TrHermite(TrCommon2): class TrHermite(TrCommon2):
__doc__ = TrCommon2.__doc__.replace('<generic>', 'Hermite' #@ReservedAssignment __doc__ = TrCommon2.__doc__.replace('<generic>', 'Hermite' # @ReservedAssignment
) + """ ) + """
pardef : scalar, integer pardef : scalar, integer
1 Winterstein et. al. (1994) parametrization [1]_ (default) 1 Winterstein et. al. (1994) parametrization [1]_ (default)
@ -135,6 +129,7 @@ class TrHermite(TrCommon2):
'Nonlinear vibration models for extremes and fatigue.' 'Nonlinear vibration models for extremes and fatigue.'
J. Engng. Mech., ASCE, Vol 114, No 10, pp 1772-1790 J. Engng. Mech., ASCE, Vol 114, No 10, pp 1772-1790
""" """
def __init__(self, *args, **kwds): def __init__(self, *args, **kwds):
super(TrHermite, self).__init__(*args, **kwds) super(TrHermite, self).__init__(*args, **kwds)
self.pardef = kwds.get('pardef', 1) self.pardef = kwds.get('pardef', 1)
@ -167,11 +162,13 @@ class TrHermite(TrCommon2):
if (ga2 < 0) or (12 < ga2): if (ga2 < 0) or (12 < ga2):
warnings.warn('Kurtosis must be between 0 and 12') warnings.warn('Kurtosis must be between 0 and 12')
self._c3 = skew / 6 * (1 - 0.015 * abs(skew) + 0.3 * skew ** 2) / (1 + 0.2 * ga2) self._c3 = skew / 6 * \
(1 - 0.015 * abs(skew) + 0.3 * skew ** 2) / (1 + 0.2 * ga2)
if ga2 == 0.: if ga2 == 0.:
self._c4 = 0.0 self._c4 = 0.0
else: else:
c41 = (1. - 1.43 * skew ** 2. / ga2) ** (1. - 0.1 * (ga2 + 3.) ** 0.8) expon = 1. - 0.1 * (ga2 + 3.) ** 0.8
c41 = (1. - 1.43 * skew ** 2. / ga2) ** (expon)
self._c4 = 0.1 * ((1. + 1.25 * ga2) ** (1. / 3.) - 1.) * c41 self._c4 = 0.1 * ((1. + 1.25 * ga2) ** (1. / 3.) - 1.) * c41
if not np.isfinite(self._c3) or not np.isfinite(self._c4): if not np.isfinite(self._c3) or not np.isfinite(self._c4):
@ -192,20 +189,21 @@ class TrHermite(TrCommon2):
if abs(c4) < sqrt(eps): if abs(c4) < sqrt(eps):
c4 = 0.0 c4 = 0.0
#gdef = self.kurt-3.0 # gdef = self.kurt-3.0
if self.kurt < 3.0: if self.kurt < 3.0:
p = np.poly1d([-c4, -c3, 1. + 3. * c4, c3]) # forward, g p = np.poly1d([-c4, -c3, 1. + 3. * c4, c3]) # forward, g
self._forward = p self._forward = p
self._backward = None self._backward = None
else: else:
Km1 = np.sqrt(1. + 2. * c3 ** 2 + 6 * c4 ** 2) Km1 = np.sqrt(1. + 2. * c3 ** 2 + 6 * c4 ** 2)
p = np.poly1d(np.r_[c4, c3, 1. - 3. * c4, -c3] / Km1) # backward G # backward G
p = np.poly1d(np.r_[c4, c3, 1. - 3. * c4, -c3] / Km1)
self._forward = None self._forward = None
self._backward = p self._backward = p
#% Check if it is a strictly increasing function. # Check if it is a strictly increasing function.
dp = p.deriv(m=1) #% Derivative dp = p.deriv(m=1) # % Derivative
r = dp.r #% Find roots of the derivative r = dp.r # % Find roots of the derivative
r = r[where(abs(imag(r)) < eps)] # Keep only real roots r = r[where(abs(imag(r)) < eps)] # Keep only real roots
if r.size > 0: if r.size > 0:
@ -219,6 +217,7 @@ class TrHermite(TrCommon2):
The derivative of g(x) is infinite at x = %g''' % self._x_limit The derivative of g(x) is infinite at x = %g''' % self._x_limit
warnings.warn(txt1) warnings.warn(txt1)
return return
def check_forward(self, x): def check_forward(self, x):
if not (self._x_limit is None): if not (self._x_limit is None):
x00 = self._x_limit x00 = self._x_limit
@ -227,13 +226,13 @@ class TrHermite(TrCommon2):
if any(np.logical_and(x[0] <= x00, x00 <= x[-1])): if any(np.logical_and(x[0] <= x00, x00 <= x[-1])):
cdef = 1 cdef = 1
else: else:
cdef = sum(np.logical_xor(x00 <= x[0] , x00 <= x[-1])) cdef = sum(np.logical_xor(x00 <= x[0], x00 <= x[-1]))
if np.mod(cdef, 2): if np.mod(cdef, 2):
errtxt = 'Unable to invert the polynomial \n %s' % txt2 errtxt = 'Unable to invert the polynomial \n %s' % txt2
raise ValueError(errtxt) raise ValueError(errtxt)
np.disp('However, successfully inverted the polynomial\n %s' % txt2) np.disp(
'However, successfully inverted the polynomial\n %s' % txt2)
def _dat2gauss(self, x, *xi): def _dat2gauss(self, x, *xi):
if len(xi) > 0: if len(xi) > 0:
@ -244,7 +243,7 @@ class TrHermite(TrCommon2):
xn = (xn - self.mean) / self.sigma xn = (xn - self.mean) / self.sigma
if self._forward is None: if self._forward is None:
#Inverting the polynomial # Inverting the polynomial
yn = self._poly_inv(self._backward, xn) yn = self._poly_inv(self._backward, xn)
else: else:
yn = self._forward(xn) yn = self._forward(xn)
@ -254,11 +253,10 @@ class TrHermite(TrCommon2):
if len(yi) > 0: if len(yi) > 0:
raise ValueError('Transforming derivatives is not implemented!') raise ValueError('Transforming derivatives is not implemented!')
yn = (atleast_1d(y) - self.ymean) / self.ysigma yn = (atleast_1d(y) - self.ymean) / self.ysigma
#self.check_forward(y) # self.check_forward(y)
if self._backward is None: if self._backward is None:
#% Inverting the polynomial # Inverting the polynomial
#%~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
xn = self._poly_inv(self._forward, yn) xn = self._poly_inv(self._forward, yn)
else: else:
xn = self._backward(yn) xn = self._backward(yn)
@ -277,7 +275,7 @@ class TrHermite(TrCommon2):
b = coefs[1] b = coefs[1]
c = coefs[2] - xn c = coefs[2] - xn
t = 0.5 * (b + sign(b) * sqrt(b ** 2 - 4 * a * c)) t = 0.5 * (b + sign(b) * sqrt(b ** 2 - 4 * a * c))
#so1 = t/a # largest solution # so1 = t/a # largest solution
so2 = -c / t # smallest solution so2 = -c / t # smallest solution
return so2 return so2
elif p.order == 3: elif p.order == 3:
@ -290,25 +288,24 @@ class TrHermite(TrCommon2):
c = coefs[2] - xn / p.coeffs[0] c = coefs[2] - xn / p.coeffs[0]
x0 = a / 3. x0 = a / 3.
#% substitue xn = z-x0 and divide by c4 => z^3 + 3*p1*z+2*q0 = 0 # substitue xn = z-x0 and divide by c4 => z^3 + 3*p1*z+2*q0 = 0
p1 = b / 3 - x0 ** 2 p1 = b / 3 - x0 ** 2
#p1 = (b-a**2/3)/3 # p1 = (b-a**2/3)/3
#q0 = (c + x0*(2.*x0/3.-b))/2. # q0 = (c + x0*(2.*x0/3.-b))/2.
#q0 = x0**3 -a*b/6 +c/2 # q0 = x0**3 -a*b/6 +c/2
q0 = x0 * (x0 ** 2 - b / 2) + c / 2 q0 = x0 * (x0 ** 2 - b / 2) + c / 2
## # z^3+3*p1*z+2*q0=0 # z^3+3*p1*z+2*q0=0
## c3 = self._c3 # c3 = self._c3
## c4 = self._c4 # c4 = self._c4
## b1 = 1./(3.*c4) # b1 = 1./(3.*c4)
## #x0 = c3*b1 # x0 = c3*b1
## #% substitue u = z-x0 and divide by c4 => z^3 + 3*c*z+2*q0 = 0 # % substitue u = z-x0 and divide by c4 => z^3 + 3*c*z+2*q0 = 0
## #p1 = b1-1.-x0**2. # p1 = b1-1.-x0**2.
## Km1 = np.sqrt(1.+2.*c3**2+6*c4**2) # Km1 = np.sqrt(1.+2.*c3**2+6*c4**2)
## q0 = x0**3-1.5*b1*(x0+xn*Km1) # q0 = x0**3-1.5*b1*(x0+xn*Km1)
#q0 = x0**3-1.5*b1*(x0+xn) # q0 = x0**3-1.5*b1*(x0+xn)
if not (self._x_limit is None): # % Three real roots if not (self._x_limit is None): # % Three real roots
d = sqrt(-p1) d = sqrt(-p1)
theta1 = arccos(-q0 / d ** 3) / 3 theta1 = arccos(-q0 / d ** 3) / 3
@ -318,18 +315,17 @@ class TrHermite(TrCommon2):
return 2. * d * cos(theta1 + th2[ix]) - x0 return 2. * d * cos(theta1 + th2[ix]) - x0
else: # %Only one real root exist else: # %Only one real root exist
q1 = sqrt((q0) ** 2 + p1 ** 3) q1 = sqrt((q0) ** 2 + p1 ** 3)
#% Find the real root of the monic polynomial # Find the real root of the monic polynomial
A0 = (q1 - q0) ** (1. / 3.) A0 = (q1 - q0) ** (1. / 3.)
B0 = -(q1 + q0) ** (1. / 3.) B0 = -(q1 + q0) ** (1. / 3.)
return A0 + B0 - x0 #% real root return A0 + B0 - x0 # % real root
#%% The other complex roots are given by #%% The other complex roots are given by
#%x= -(A0+B0)/2+(A0-B0)*sqrt(3)/2-x0 #%x= -(A0+B0)/2+(A0-B0)*sqrt(3)/2-x0
#%x=-(A0+B0)/2+(A0-B0)*sqrt(-3)/2-x0 #%x=-(A0+B0)/2+(A0-B0)*sqrt(-3)/2-x0
class TrLinear(TrCommon2): class TrLinear(TrCommon2):
__doc__ = TrCommon2.__doc__.replace('<generic>', 'Linear' #@ReservedAssignment __doc__ = TrCommon2.__doc__.replace('<generic>', 'Linear' # @ReservedAssignment
) + """ ) + """
Description Description
----------- -----------
@ -355,11 +351,12 @@ class TrLinear(TrCommon2):
spec2skew, ochitr, lc2tr, dat2tr spec2skew, ochitr, lc2tr, dat2tr
""" """
def _dat2gauss(self, x, *xi): def _dat2gauss(self, x, *xi):
sratio = atleast_1d(self.ysigma / self.sigma) sratio = atleast_1d(self.ysigma / self.sigma)
y = (atleast_1d(x) - self.mean) * sratio + self.ymean y = (atleast_1d(x) - self.mean) * sratio + self.ymean
if len(xi) > 0: if len(xi) > 0:
y = [y, ] + [ ix * sratio for ix in xi] y = [y, ] + [ix * sratio for ix in xi]
return y return y
def _gauss2dat(self, y, *yi): def _gauss2dat(self, y, *yi):
@ -371,7 +368,7 @@ class TrLinear(TrCommon2):
class TrOchi(TrCommon2): class TrOchi(TrCommon2):
__doc__ = TrCommon2.__doc__.replace('<generic>', 'Ochi' #@ReservedAssignment __doc__ = TrCommon2.__doc__.replace('<generic>', 'Ochi' # @ReservedAssignment
) + """ ) + """
Description Description
@ -401,7 +398,8 @@ class TrOchi(TrCommon2):
Note Note
---- ----
Transformation, g, does not have continous derivatives of 2'nd order or higher. Transformation, g, does not have continous derivatives of 2'nd order or
higher.
Example Example
------- -------
@ -445,7 +443,7 @@ class TrOchi(TrCommon2):
return return
# Solve the equations to obtain the gamma parameters: # Solve the equations to obtain the gamma parameters:
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# a*(sig2^2+ma2^2)+ma2 = 0 # a*(sig2^2+ma2^2)+ma2 = 0
# sig2^2-2*a^2*sig2^4 = E(y^2) % =1 # sig2^2-2*a^2*sig2^4 = E(y^2) % =1
# 2*a*sig2^4*(3-8*a^2*sig2^2) = E(y^3) % = skew # 2*a*sig2^4*(3-8*a^2*sig2^2) = E(y^3) % = skew
@ -454,22 +452,22 @@ class TrOchi(TrCommon2):
# Set up the 2D non-linear equations for a and sig2^2: # Set up the 2D non-linear equations for a and sig2^2:
# g1='[x(2)-2.*x(1).^2.*x(2).^2-P1, 2.*x(1).*x(2).^2.*(3-8.*x(1).^2.*x(2))-P2 ]' # g1='[x(2)-2.*x(1).^2.*x(2).^2-P1, 2.*x(1).*x(2).^2.*(3-8.*x(1).^2.*x(2))-P2 ]'
# Or solve the following 1D non-linear equation for sig2^2: # Or solve the following 1D non-linear equation for sig2^2:
g2 = lambda x:-sqrt(abs(x - 1) * 2) * (3. * x - 4 * abs(x - 1)) + abs(skew) g2 = lambda x: -sqrt(abs(x - 1) * 2) * \
(3. * x - 4 * abs(x - 1)) + abs(skew)
a1 = 1. # % Start interval where sig2^2 is located. a1 = 1. # % Start interval where sig2^2 is located.
a2 = 2. a2 = 2.
sig22 = brentq(g2, a1, a2) #% smallest solution for sig22 sig22 = brentq(g2, a1, a2) # % smallest solution for sig22
a = sign(skew) * sqrt(abs(sig22 - 1) / 2) / sig22 a = sign(skew) * sqrt(abs(sig22 - 1) / 2) / sig22
gam_a = 1.28 * a gam_a = 1.28 * a
gam_b = 3 * a gam_b = 3 * a
sigma2 = sqrt(sig22) sigma2 = sqrt(sig22)
#% Solve the following 2nd order equation to obtain ma2 # Solve the following 2nd order equation to obtain ma2
#% a*(sig2^2+ma2^2)+ma2 = 0 # a*(sig2^2+ma2^2)+ma2 = 0
my2 = (-1. - sqrt(1. - 4. * a ** 2 * sig22)) / a #% Largest mean my2 = (-1. - sqrt(1. - 4. * a ** 2 * sig22)) / a # % Largest mean
mean2 = a * sig22 / my2 #% choose the smallest mean mean2 = a * sig22 / my2 # % choose the smallest mean
self._phat = [sigma1, mean1, gam_a, gam_b, sigma2, mean2] self._phat = [sigma1, mean1, gam_a, gam_b, sigma2, mean2]
return return
@ -481,8 +479,8 @@ class TrOchi(TrCommon2):
if (self._phat is None or self.sigma != self._phat[0] if (self._phat is None or self.sigma != self._phat[0]
or self.mean != self._phat[1]): or self.mean != self._phat[1]):
self._par_from_stats() self._par_from_stats()
#sigma1 = self._phat[0] # sigma1 = self._phat[0]
#mean1 = self._phat[1] # mean1 = self._phat[1]
ga = self._phat[2] ga = self._phat[2]
gb = self._phat[3] gb = self._phat[3]
sigma2 = self._phat[4] sigma2 = self._phat[4]
@ -535,25 +533,23 @@ class TrOchi(TrCommon2):
xn.shape = yn.shape xn.shape = yn.shape
return sigma * xn + mean return sigma * xn + mean
def main(): def main():
import pylab import pylab
g = TrHermite(skew=0.1, kurt=3.01) g = TrHermite(skew=0.1, kurt=3.01)
g.dist2gauss() g.dist2gauss()
#g = TrOchi(skew=0.56) # g = TrOchi(skew=0.56)
x = np.linspace(-5, 5) x = np.linspace(-5, 5)
y = g(x) y = g(x)
pylab.plot(np.abs(x - g.gauss2dat(y))) pylab.plot(np.abs(x - g.gauss2dat(y)))
#pylab.plot(x,y,x,x,':',g.gauss2dat(y),y,'r') # pylab.plot(x,y,x,x,':',g.gauss2dat(y),y,'r')
pylab.show() pylab.show()
np.disp('finito') np.disp('finito')
if __name__ == '__main__': if __name__ == '__main__':
if True : # False: # if True: # False: #
import doctest import doctest
doctest.testmod() doctest.testmod()
else: else:
main() main()

@ -3,33 +3,40 @@ from graphutil import cltext
from plotbackend import plotbackend from plotbackend import plotbackend
from time import gmtime, strftime from time import gmtime, strftime
import numpy as np import numpy as np
from scipy.integrate.quadrature import cumtrapz #@UnresolvedImport from scipy.integrate.quadrature import cumtrapz # @UnresolvedImport
from scipy.interpolate import griddata from scipy.interpolate import griddata
from scipy import integrate from scipy import integrate
__all__ = ['PlotData', 'AxisLabels'] __all__ = ['PlotData', 'AxisLabels']
def empty_copy(obj): def empty_copy(obj):
class Empty(obj.__class__): class Empty(obj.__class__):
def __init__(self): def __init__(self):
pass pass
newcopy = Empty() newcopy = Empty()
newcopy.__class__ = obj.__class__ newcopy.__class__ = obj.__class__
return newcopy return newcopy
def _set_seed(iseed): def _set_seed(iseed):
if iseed != None: if iseed != None:
try: try:
np.random.set_state(iseed) np.random.set_state(iseed)
except: except:
np.random.seed(iseed) np.random.seed(iseed)
def now(): def now():
''' '''
Return current date and time as a string Return current date and time as a string
''' '''
return strftime("%a, %d %b %Y %H:%M:%S", gmtime()) return strftime("%a, %d %b %Y %H:%M:%S", gmtime())
class PlotData(object): class PlotData(object):
''' '''
Container class for data objects in WAFO Container class for data objects in WAFO
@ -66,6 +73,7 @@ class PlotData(object):
specdata, specdata,
covdata covdata
''' '''
def __init__(self, data=None, args=None, *args2, **kwds): def __init__(self, data=None, args=None, *args2, **kwds):
self.data = data self.data = data
self.args = args self.args = args
@ -82,7 +90,7 @@ class PlotData(object):
self.setplotter(kwds.get('plotmethod', None)) self.setplotter(kwds.get('plotmethod', None))
def plot(self, *args, **kwds): def plot(self, *args, **kwds):
axis = kwds.pop('axis',None) axis = kwds.pop('axis', None)
if axis is None: if axis is None:
axis = plotbackend.gca() axis = plotbackend.gca()
tmp = None tmp = None
@ -90,7 +98,8 @@ class PlotData(object):
if not plotflag and self.children != None: if not plotflag and self.children != None:
plotbackend.hold('on') plotbackend.hold('on')
tmp = [] tmp = []
child_args = kwds.pop('plot_args_children', tuple(self.plot_args_children)) child_args = kwds.pop(
'plot_args_children', tuple(self.plot_args_children))
child_kwds = dict(self.plot_kwds_children).copy() child_kwds = dict(self.plot_kwds_children).copy()
child_kwds.update(kwds.pop('plot_kwds_children', {})) child_kwds.update(kwds.pop('plot_kwds_children', {}))
child_kwds['axis'] = axis child_kwds['axis'] = axis
@ -127,9 +136,9 @@ class PlotData(object):
Unless you fix this, the plot methods will not work!''' Unless you fix this, the plot methods will not work!'''
warnings.warn(msg) warnings.warn(msg)
else: else:
return griddata(self.args, self.data.ravel(), *args,**kwds) return griddata(self.args, self.data.ravel(), *args, **kwds)
else: #One dimensional data else: # One dimensional data
return griddata((self.args,), self.data, *args,**kwds) return griddata((self.args,), self.data, *args, **kwds)
def integrate(self, a, b, **kwds): def integrate(self, a, b, **kwds):
''' '''
@ -139,7 +148,7 @@ class PlotData(object):
0.99940054759302188 0.99940054759302188
''' '''
method = kwds.pop('method','trapz') method = kwds.pop('method', 'trapz')
fun = getattr(integrate, method) fun = getattr(integrate, method)
if isinstance(self.args, (list, tuple)): # Multidimensional data if isinstance(self.args, (list, tuple)): # Multidimensional data
ndim = len(self.args) ndim = len(self.args)
@ -152,15 +161,15 @@ class PlotData(object):
warnings.warn(msg) warnings.warn(msg)
else: else:
return griddata(self.args, self.data.ravel(), **kwds) return griddata(self.args, self.data.ravel(), **kwds)
else: #One dimensional data else: # One dimensional data
x = self.args x = self.args
ix = np.flatnonzero((a<x) & (x<b) ) ix = np.flatnonzero((a < x) & (x < b))
xi = np.hstack((a, x.take(ix), b)) xi = np.hstack((a, x.take(ix), b))
fi = np.hstack((self.eval_points(a),self.data.take(ix),self.eval_points(b))) fi = np.hstack(
(self.eval_points(a), self.data.take(ix), self.eval_points(b)))
return fun(fi, xi, **kwds) return fun(fi, xi, **kwds)
def show(self): def show(self):
self.plotter.show() self.plotter.show()
@ -187,20 +196,24 @@ class PlotData(object):
else: else:
warnings.warn('Plotter method not implemented for ndim>2') warnings.warn('Plotter method not implemented for ndim>2')
else: #One dimensional data else: # One dimensional data
self.plotter = Plotter_1d(plotmethod) self.plotter = Plotter_1d(plotmethod)
class AxisLabels: class AxisLabels:
def __init__(self, title='', xlab='', ylab='', zlab='', **kwds): def __init__(self, title='', xlab='', ylab='', zlab='', **kwds):
self.title = title self.title = title
self.xlab = xlab self.xlab = xlab
self.ylab = ylab self.ylab = ylab
self.zlab = zlab self.zlab = zlab
def __repr__(self): def __repr__(self):
return self.__str__() return self.__str__()
def __str__(self): def __str__(self):
return '%s\n%s\n%s\n%s\n' % (self.title, self.xlab, self.ylab, self.zlab) return '%s\n%s\n%s\n%s\n' % (self.title, self.xlab, self.ylab, self.zlab)
def copy(self): def copy(self):
newcopy = empty_copy(self) newcopy = empty_copy(self)
newcopy.__dict__.update(self.__dict__) newcopy.__dict__.update(self.__dict__)
@ -218,7 +231,9 @@ class AxisLabels:
except: except:
pass pass
class Plotter_1d(object): class Plotter_1d(object):
""" """
Parameters Parameters
@ -235,6 +250,7 @@ class Plotter_1d(object):
step : stair-step plot step : stair-step plot
scatter : scatter plot scatter : scatter plot
""" """
def __init__(self, plotmethod='plot'): def __init__(self, plotmethod='plot'):
self.plotfun = None self.plotfun = None
if plotmethod is None: if plotmethod is None:
@ -250,7 +266,7 @@ class Plotter_1d(object):
plotbackend.show() plotbackend.show()
def plot(self, wdata, *args, **kwds): def plot(self, wdata, *args, **kwds):
axis = kwds.pop('axis',None) axis = kwds.pop('axis', None)
if axis is None: if axis is None:
axis = plotbackend.gca() axis = plotbackend.gca()
plotflag = kwds.pop('plotflag', False) plotflag = kwds.pop('plotflag', False)
@ -277,6 +293,7 @@ class Plotter_1d(object):
h1 = plot1d(axis, x, data, dataCI, plotflag, *args, **kwds) h1 = plot1d(axis, x, data, dataCI, plotflag, *args, **kwds)
return h1 return h1
def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds): def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds):
plottype = np.mod(plotflag, 10) plottype = np.mod(plotflag, 10)
@ -289,18 +306,20 @@ def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds):
elif plottype == 3: elif plottype == 3:
H = axis.stem(args, data, *varargin, **kwds) H = axis.stem(args, data, *varargin, **kwds)
elif plottype == 4: elif plottype == 4:
H = axis.errorbar(args, data, yerr=[dataCI[:,0] - data, dataCI[:,1] - data], *varargin, **kwds) H = axis.errorbar(
args, data, yerr=[dataCI[:, 0] - data, dataCI[:, 1] - data], *varargin, **kwds)
elif plottype == 5: elif plottype == 5:
H = axis.bar(args, data, *varargin, **kwds) H = axis.bar(args, data, *varargin, **kwds)
elif plottype == 6: elif plottype == 6:
level = 0 level = 0
if np.isfinite(level): if np.isfinite(level):
H = axis.fill_between(args, data, level, *varargin, **kwds); H = axis.fill_between(args, data, level, *varargin, **kwds)
else: else:
H = axis.fill_between(args, data, *varargin, **kwds); H = axis.fill_between(args, data, *varargin, **kwds)
elif plottype==7: elif plottype == 7:
H = axis.plot(args, data, *varargin, **kwds) H = axis.plot(args, data, *varargin, **kwds)
H = axis.fill_between(args, dataCI[:,0], dataCI[:,1], alpha=0.2, color='r'); H = axis.fill_between(
args, dataCI[:, 0], dataCI[:, 1], alpha=0.2, color='r')
scale = plotscale(plotflag) scale = plotscale(plotflag)
logXscale = 'x' in scale logXscale = 'x' in scale
@ -323,16 +342,17 @@ def plot1d(axis, args, data, dataCI, plotflag, *varargin, **kwds):
ax[3] = 11 * np.log10(fmax1) ax[3] = 11 * np.log10(fmax1)
ax[2] = ax[3] - 40 ax[2] = ax[3] - 40
else: else:
ax[3] = 1.15 * fmax1; ax[3] = 1.15 * fmax1
ax[2] = ax[3] * 1e-4; ax[2] = ax[3] * 1e-4
axis.axis(ax) axis.axis(ax)
if np.any(dataCI) and plottype < 3: if np.any(dataCI) and plottype < 3:
axis.hold(True) axis.hold(True)
plot1d(axis, args, dataCI, (), plotflag, 'r--'); plot1d(axis, args, dataCI, (), plotflag, 'r--')
return H return H
def plotscale(plotflag): def plotscale(plotflag):
''' '''
Return plotscale from plotflag Return plotscale from plotflag
@ -388,10 +408,12 @@ def plotscale(plotflag):
logZscaleId = (np.mod(scaleId // 100, 10) > 0) * 4 logZscaleId = (np.mod(scaleId // 100, 10) > 0) * 4
scaleId = logYscaleId + logXscaleId + logZscaleId scaleId = logYscaleId + logXscaleId + logZscaleId
scales = ['linear', 'xlog', 'ylog', 'xylog', 'zlog', 'xzlog', 'yzlog', 'xyzlog'] scales = ['linear', 'xlog', 'ylog', 'xylog',
'zlog', 'xzlog', 'yzlog', 'xyzlog']
return scales[scaleId] return scales[scaleId]
def transformdata(x, f, plotflag): def transformdata(x, f, plotflag):
transFlag = np.mod(plotflag // 10, 10) transFlag = np.mod(plotflag // 10, 10)
if transFlag == 0: if transFlag == 0:
@ -407,11 +429,14 @@ def transformdata(x, f, plotflag):
data = -np.log1p(-cumtrapz(f, x)) data = -np.log1p(-cumtrapz(f, x))
else: else:
if any(f < 0): if any(f < 0):
raise ValueError('Invalid plotflag: Data or dataCI is negative, but must be positive') raise ValueError(
'Invalid plotflag: Data or dataCI is negative, but must be positive')
data = 10 * np.log10(f) data = 10 * np.log10(f)
return data return data
class Plotter_2d(Plotter_1d): class Plotter_2d(Plotter_1d):
""" """
Parameters Parameters
---------- ----------
@ -432,6 +457,7 @@ class Plotter_2d(Plotter_1d):
h1 = plot2d(axis, wdata, plotflag, *args, **kwds) h1 = plot2d(axis, wdata, plotflag, *args, **kwds)
return h1 return h1
def plot2d(axis, wdata, plotflag, *args, **kwds): def plot2d(axis, wdata, plotflag, *args, **kwds):
f = wdata f = wdata
if isinstance(wdata.args, (list, tuple)): if isinstance(wdata.args, (list, tuple)):
@ -440,7 +466,8 @@ def plot2d(axis, wdata, plotflag, *args, **kwds):
args1 = tuple((wdata.args,)) + (wdata.data,) + args args1 = tuple((wdata.args,)) + (wdata.data,) + args
if plotflag in (1, 6, 7, 8, 9): if plotflag in (1, 6, 7, 8, 9):
isPL = False isPL = False
if hasattr(f, 'clevels') and len(f.clevels) > 0: # check if contour levels is submitted # check if contour levels is submitted
if hasattr(f, 'clevels') and len(f.clevels) > 0:
CL = f.clevels CL = f.clevels
isPL = hasattr(f, 'plevels') and f.plevels is not None isPL = hasattr(f, 'plevels') and f.plevels is not None
if isPL: if isPL:
@ -448,22 +475,25 @@ def plot2d(axis, wdata, plotflag, *args, **kwds):
else: else:
dmax = np.max(f.data) dmax = np.max(f.data)
dmin = np.min(f.data) dmin = np.min(f.data)
CL = dmax - (dmax - dmin) * (1 - np.r_[0.01, 0.025, 0.05, 0.1, 0.2, 0.4, 0.5, 0.75]) CL = dmax - (dmax - dmin) * \
(1 - np.r_[0.01, 0.025, 0.05, 0.1, 0.2, 0.4, 0.5, 0.75])
clvec = np.sort(CL) clvec = np.sort(CL)
if plotflag in [1, 8, 9]: if plotflag in [1, 8, 9]:
h = axis.contour(*args1, levels=CL, **kwds); h = axis.contour(*args1, levels=CL, **kwds)
#else: # else:
# [cs hcs] = contour3(f.x{:},f.f,CL,sym); # [cs hcs] = contour3(f.x{:},f.f,CL,sym);
if plotflag in (1, 6): if plotflag in (1, 6):
ncl = len(clvec) ncl = len(clvec)
if ncl > 12: if ncl > 12:
ncl = 12 ncl = 12
warnings.warn('Only the first 12 levels will be listed in table.') warnings.warn(
'Only the first 12 levels will be listed in table.')
clvals = PL[:ncl] if isPL else clvec[:ncl] clvals = PL[:ncl] if isPL else clvec[:ncl]
unused_axcl = cltext(clvals, percent=isPL) # print contour level text # print contour level text
unused_axcl = cltext(clvals, percent=isPL)
elif any(plotflag == [7, 9]): elif any(plotflag == [7, 9]):
axis.clabel(h) axis.clabel(h)
else: else:
@ -471,45 +501,52 @@ def plot2d(axis, wdata, plotflag, *args, **kwds):
elif plotflag == 2: elif plotflag == 2:
h = axis.mesh(*args1, **kwds) h = axis.mesh(*args1, **kwds)
elif plotflag == 3: elif plotflag == 3:
h = axis.surf(*args1, **kwds) #shading interp % flat, faceted % surfc # shading interp % flat, faceted % surfc
h = axis.surf(*args1, **kwds)
elif plotflag == 4: elif plotflag == 4:
h = axis.waterfall(*args1, **kwds) h = axis.waterfall(*args1, **kwds)
elif plotflag == 5: elif plotflag == 5:
h = axis.pcolor(*args1, **kwds) #%shading interp % flat, faceted h = axis.pcolor(*args1, **kwds) # %shading interp % flat, faceted
elif plotflag == 10: elif plotflag == 10:
h = axis.contourf(*args1, **kwds) h = axis.contourf(*args1, **kwds)
axis.clabel(h) axis.clabel(h)
plotbackend.colorbar(h) plotbackend.colorbar(h)
else: else:
raise ValueError('unknown option for plotflag') raise ValueError('unknown option for plotflag')
#if any(plotflag==(2:5)) # if any(plotflag==(2:5))
# shading(shad); # shading(shad);
#end # end
# pass # pass
def test_eval_points(): def test_eval_points():
plotbackend.ioff() plotbackend.ioff()
x = np.linspace(0,5,21) x = np.linspace(0, 5, 21)
d = PlotData(np.sin(x),x) d = PlotData(np.sin(x), x)
xi = np.linspace(0,5,61) xi = np.linspace(0, 5, 61)
di = PlotData(d.eval_points(xi,method='cubic'),xi) di = PlotData(d.eval_points(xi, method='cubic'), xi)
d.plot('.') d.plot('.')
di.plot() di.plot()
di.show() di.show()
def test_integrate(): def test_integrate():
x = np.linspace(0,5,60) x = np.linspace(0, 5, 60)
d = PlotData(np.sin(x), x) d = PlotData(np.sin(x), x)
print(d.integrate(0,np.pi/2,method='simps')) print(d.integrate(0, np.pi / 2, method='simps'))
def test_docstrings(): def test_docstrings():
import doctest import doctest
doctest.testmod() doctest.testmod()
def main(): def main():
pass pass
if __name__ == '__main__': if __name__ == '__main__':
#test_integrate() # test_integrate()
#test_eval_points() # test_eval_points()
test_docstrings() test_docstrings()
#main() # main()

@ -5,9 +5,10 @@ Created on 3. juni 2011
''' '''
import numpy as np import numpy as np
from numpy import exp, expm1, inf, nan, pi, hstack, where, atleast_1d, cos, sin from numpy import exp, expm1, inf, nan, pi, hstack, where, atleast_1d, cos, sin
from dispersion_relation import w2k, k2w #@UnusedImport from dispersion_relation import w2k, k2w # @UnusedImport
__all__ = ['w2k', 'k2w', 'sensor_typeid', 'sensor_type', 'TransferFunction']
__all__ =['w2k', 'k2w', 'sensor_typeid', 'sensor_type', 'TransferFunction']
def hyperbolic_ratio(a, b, sa, sb): def hyperbolic_ratio(a, b, sa, sb):
''' '''
@ -19,7 +20,8 @@ def hyperbolic_ratio(a, b, sa, sb):
a, b : array-like a, b : array-like
arguments vectors of the same size arguments vectors of the same size
sa, sb : scalar integers sa, sb : scalar integers
defining the hyperbolic function used, i.e., f(x,1)=cosh(x), f(x,-1)=sinh(x) defining the hyperbolic function used, i.e.,
f(x,1)=cosh(x), f(x,-1)=sinh(x)
Returns Returns
------- -------
@ -53,7 +55,7 @@ def hyperbolic_ratio(a, b, sa, sb):
ak, bk, sak, sbk = np.atleast_1d(a, b, np.sign(sa), np.sign(sb)) ak, bk, sak, sbk = np.atleast_1d(a, b, np.sign(sa), np.sign(sb))
# old call # old call
#return exp(ak-bk)*(1+sak*exp(-2*ak))/(1+sbk*exp(-2*bk)) # return exp(ak-bk)*(1+sak*exp(-2*ak))/(1+sbk*exp(-2*bk))
# TODO: Does not always handle division by zero correctly # TODO: Does not always handle division by zero correctly
signRatio = np.where(sak * ak < 0, sak, 1) signRatio = np.where(sak * ak < 0, sak, 1)
@ -68,7 +70,9 @@ def hyperbolic_ratio(a, b, sa, sb):
ind = np.flatnonzero(den != 0) ind = np.flatnonzero(den != 0)
iden.flat[ind] = 1.0 / den[ind] iden.flat[ind] = 1.0 / den[ind]
val = np.where(num == den, 1, num * iden) val = np.where(num == den, 1, num * iden)
return signRatio * exp(ak - bk) * val #((sak+exp(-2*ak))/(sbk+exp(-2*bk))) # ((sak+exp(-2*ak))/(sbk+exp(-2*bk)))
return signRatio * exp(ak - bk) * val
def sensor_typeid(*sensortypes): def sensor_typeid(*sensortypes):
''' Return ID for sensortype name ''' Return ID for sensortype name
@ -97,9 +101,9 @@ def sensor_typeid(*sensortypes):
12, 'U_t' : Water particle acceleration in x-direction 12, 'U_t' : Water particle acceleration in x-direction
13, 'V_t' : Water particle acceleration in y-direction 13, 'V_t' : Water particle acceleration in y-direction
14, 'W_t' : Water particle acceleration in z-direction 14, 'W_t' : Water particle acceleration in z-direction
15, 'X_p' : Water particle displacement in x-direction from its mean position 15, 'X_p' : Water particle displacement in x-direction from mean pos.
16, 'Y_p' : Water particle displacement in y-direction from its mean position 16, 'Y_p' : Water particle displacement in y-direction from mean pos.
17, 'Z_p' : Water particle displacement in z-direction from its mean position 17, 'Z_p' : Water particle displacement in z-direction from mean pos.
Example: Example:
>>> sensor_typeid('W','v') >>> sensor_typeid('W','v')
@ -121,7 +125,6 @@ def sensor_typeid(*sensortypes):
raise ValueError('Input must be a string!') raise ValueError('Input must be a string!')
def sensor_type(*sensorids): def sensor_type(*sensorids):
''' '''
Return sensortype name Return sensortype name
@ -149,9 +152,9 @@ def sensor_type(*sensorids):
12, 'U_t' : Water particle acceleration in x-direction 12, 'U_t' : Water particle acceleration in x-direction
13, 'V_t' : Water particle acceleration in y-direction 13, 'V_t' : Water particle acceleration in y-direction
14, 'W_t' : Water particle acceleration in z-direction 14, 'W_t' : Water particle acceleration in z-direction
15, 'X_p' : Water particle displacement in x-direction from its mean position 15, 'X_p' : Water particle displacement in x-direction from mean pos.
16, 'Y_p' : Water particle displacement in y-direction from its mean position 16, 'Y_p' : Water particle displacement in y-direction from mean pos.
17, 'Z_p' : Water particle displacement in z-direction from its mean position 17, 'Z_p' : Water particle displacement in z-direction from mean pos.
Example: Example:
>>> sensor_type(range(3)) >>> sensor_type(range(3))
@ -162,16 +165,18 @@ def sensor_type(*sensorids):
sensor_typeid, tran sensor_typeid, tran
''' '''
valid_names = ('n', 'n_t', 'n_tt', 'n_x', 'n_y', 'n_xx', 'n_yy', 'n_xy', valid_names = ('n', 'n_t', 'n_tt', 'n_x', 'n_y', 'n_xx', 'n_yy', 'n_xy',
'p', 'u', 'v', 'w', 'u_t', 'v_t', 'w_t', 'x_p', 'y_p', 'z_p', 'p', 'u', 'v', 'w', 'u_t', 'v_t', 'w_t', 'x_p', 'y_p',
nan) 'z_p', nan)
ids = atleast_1d(*sensorids) ids = atleast_1d(*sensorids)
if isinstance(ids, list): if isinstance(ids, list):
ids = hstack(ids) ids = hstack(ids)
n = len(valid_names) - 1 n = len(valid_names) - 1
ids = where(((ids < 0) | (n < ids)), n , ids) ids = where(((ids < 0) | (n < ids)), n, ids)
return tuple(valid_names[i] for i in ids) return tuple(valid_names[i] for i in ids)
class TransferFunction(object): class TransferFunction(object):
''' '''
Class for computing transfer functions based on linear wave theory Class for computing transfer functions based on linear wave theory
of the system with input surface elevation, of the system with input surface elevation,
@ -189,8 +194,8 @@ class TransferFunction(object):
( theta = 0 -> positive x axis theta = pi/2 -> positive y axis) ( theta = 0 -> positive x axis theta = pi/2 -> positive y axis)
Member variables Member variables
---------------- ----------------
pos : [x,y,z] pos : [x,y,z], (default [0,0,0])
vector giving coordinate position relative to [x0 y0 z0] (default [0,0,0]) vector giving coordinate position relative to [x0 y0 z0]
sensortype = string sensortype = string
defining the sensortype or transfer function in output. defining the sensortype or transfer function in output.
0, 'n' : Surface elevation (n=Eta) (default) 0, 'n' : Surface elevation (n=Eta) (default)
@ -208,17 +213,17 @@ class TransferFunction(object):
12, 'U_t' : Water particle acceleration in x-direction 12, 'U_t' : Water particle acceleration in x-direction
13, 'V_t' : Water particle acceleration in y-direction 13, 'V_t' : Water particle acceleration in y-direction
14, 'W_t' : Water particle acceleration in z-direction 14, 'W_t' : Water particle acceleration in z-direction
15, 'X_p' : Water particle displacement in x-direction from its mean position 15, 'X_p' : Water particle displacement in x-direction from mean pos.
16, 'Y_p' : Water particle displacement in y-direction from its mean position 16, 'Y_p' : Water particle displacement in y-direction from mean pos.
17, 'Z_p' : Water particle displacement in z-direction from its mean position 17, 'Z_p' : Water particle displacement in z-direction from mean pos.
h : real scalar h : real scalar
water depth (default inf) water depth (default inf)
g : real scalar g : real scalar
acceleration of gravity (default 9.81 m/s**2) acceleration of gravity (default 9.81 m/s**2)
rho : real scalar rho : real scalar
water density (default 1028 kg/m**3) water density (default 1028 kg/m**3)
bet : 1 or -1 bet : 1 or -1 (default 1)
1, theta given in terms of directions toward which waves travel (default) 1, theta given in terms of directions toward which waves travel
-1, theta given in terms of directions from which waves come -1, theta given in terms of directions from which waves come
igam : 1,2 or 3 igam : 1,2 or 3
1, if z is measured positive upward from mean water level (default) 1, if z is measured positive upward from mean water level (default)
@ -243,9 +248,9 @@ class TransferFunction(object):
... tf.sensortype = stype ... tf.sensortype = stype
... Hw, Gwt = tf.tran(w0,th0) ... Hw, Gwt = tf.tran(w0,th0)
... vals.append((Hw*Gwt*eta0).real.ravel()) ... vals.append((Hw*Gwt*eta0).real.ravel())
... vals[i]
... fh = plt.plot(t, vals[i]) fh = plt.plot(t, vals[i])
>>> plt.show() plt.show()
See also See also
@ -258,10 +263,12 @@ class TransferFunction(object):
"On the measurement of directional spectra", "On the measurement of directional spectra",
Applied Ocean Research, Vol 16, pp 283-294 Applied Ocean Research, Vol 16, pp 283-294
''' '''
def __init__(self, pos=(0, 0, 0), sensortype='n', h=inf, g=9.81, rho=1028, def __init__(self, pos=(0, 0, 0), sensortype='n', h=inf, g=9.81, rho=1028,
bet=1, igam=1, thetax=90, thetay=0): bet=1, igam=1, thetax=90, thetay=0):
self.pos = pos self.pos = pos
self.sensortype = sensortype if isinstance(sensortype, str) else sensor_type(sensortype) self.sensortype = sensortype if isinstance(
sensortype, str) else sensor_type(sensortype)
self.h = h self.h = h
self.g = g self.g = g
self.rho = rho self.rho = rho
@ -299,8 +306,8 @@ class TransferFunction(object):
vector of directions in radians Length Nt (default 0) vector of directions in radians Length Nt (default 0)
( theta = 0 -> positive x axis theta = pi/2 -> positive y axis) ( theta = 0 -> positive x axis theta = pi/2 -> positive y axis)
kw : array-like kw : array-like
vector of wave numbers corresponding to angular frequencies, w. Length Nf vector of wave numbers corresponding to angular frequencies, w.
(default calculated with w2k) Length Nf (default calculated with w2k)
Returns Returns
------- -------
@ -311,7 +318,8 @@ class TransferFunction(object):
w (columns) and theta (rows) size Nt x Nf w (columns) and theta (rows) size Nt x Nf
''' '''
if kw is None: if kw is None:
kw, unusedkw2 = w2k(w, 0, self.h) #wave number as function of angular frequency # wave number as function of angular frequency
kw, unusedkw2 = w2k(w, 0, self.h)
w, theta, kw = np.atleast_1d(w, theta, kw) w, theta, kw = np.atleast_1d(w, theta, kw)
# make sure they have the correct orientation # make sure they have the correct orientation
@ -327,19 +335,21 @@ class TransferFunction(object):
ind = np.flatnonzero(1 - np.isfinite(Hw)) ind = np.flatnonzero(1 - np.isfinite(Hw))
Hw.flat[ind] = 0 Hw.flat[ind] = 0
sgn = np.sign(Hw); sgn = np.sign(Hw)
k0 = np.flatnonzero(sgn < 0) k0 = np.flatnonzero(sgn < 0)
if len(k0): # make sure Hw>=0 ie. transfer negative signs to Gwt if len(k0): # make sure Hw>=0 ie. transfer negative signs to Gwt
Gwt[:, k0] = -Gwt[:, k0] Gwt[:, k0] = -Gwt[:, k0]
Hw[:, k0] = -Hw[:, k0] Hw[:, k0] = -Hw[:, k0]
if self.igam == 2: if self.igam == 2:
#pab 09 Oct.2002: bug fix # pab 09 Oct.2002: bug fix
# Changing igam by 2 should affect the directional result in the same way that changing eta by -eta! # Changing igam by 2 should affect the directional result in the
# same way that changing eta by -eta!
Gwt = -Gwt Gwt = -Gwt
return Hw, Gwt return Hw, Gwt
__call__ = tran __call__ = tran
#---Private member methods #---Private member methods
def _get_ee_cthxy(self, theta, kw): def _get_ee_cthxy(self, theta, kw):
# convert from angle in degrees to radians # convert from angle in degrees to radians
bet = self.bet bet = self.bet
@ -352,16 +362,19 @@ class TransferFunction(object):
# Compute location complex exponential # Compute location complex exponential
x, y, unused_z = list(self.pos) x, y, unused_z = list(self.pos)
ee = exp((1j * (x * cthx + y * cthy)) * kw) # exp(i*k(w)*(x*cos(theta)+y*sin(theta)) size Nt X Nf # exp(i*k(w)*(x*cos(theta)+y*sin(theta)) size Nt X Nf
ee = exp((1j * (x * cthx + y * cthy)) * kw)
return ee, cthx, cthy return ee, cthx, cthy
def _get_zk(self, kw): def _get_zk(self, kw):
h = self.h h = self.h
z = self.pos[2] z = self.pos[2]
if self.igam == 1: if self.igam == 1:
zk = kw * (h + z) # z measured positive upward from mean water level (default) # z measured positive upward from mean water level (default)
zk = kw * (h + z)
elif self.igam == 2: elif self.igam == 2:
zk = kw * (h - z) # z measured positive downward from mean water level # z measured positive downward from mean water level
zk = kw * (h - z)
else: else:
zk = kw * z # z measured positive upward from sea floor zk = kw * z # z measured positive upward from sea floor
return zk return zk
@ -377,7 +390,8 @@ class TransferFunction(object):
def _n_t(self, w, theta, kw): def _n_t(self, w, theta, kw):
''' n_t = Eta_t ''' ''' n_t = Eta_t '''
ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
return w, -1j * ee; return w, -1j * ee
def _n_tt(self, w, theta, kw): def _n_tt(self, w, theta, kw):
'''n_tt = Eta_tt''' '''n_tt = Eta_tt'''
ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
@ -388,6 +402,7 @@ class TransferFunction(object):
''' n_x = Eta_x = x-slope''' ''' n_x = Eta_x = x-slope'''
ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
return kw, 1j * cthx * ee return kw, 1j * cthx * ee
def _n_y(self, w, theta, kw): def _n_y(self, w, theta, kw):
''' n_y = Eta_y = y-slope''' ''' n_y = Eta_y = y-slope'''
ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw)
@ -398,10 +413,12 @@ class TransferFunction(object):
''' n_xx = Eta_xx = Surface curvature (x-dir)''' ''' n_xx = Eta_xx = Surface curvature (x-dir)'''
ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
return kw ** 2, -(cthx ** 2) * ee return kw ** 2, -(cthx ** 2) * ee
def _n_yy(self, w, theta, kw): def _n_yy(self, w, theta, kw):
''' n_yy = Eta_yy = Surface curvature (y-dir)''' ''' n_yy = Eta_yy = Surface curvature (y-dir)'''
ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw)
return kw ** 2, -cthy ** 2 * ee return kw ** 2, -cthy ** 2 * ee
def _n_xy(self, w, theta, kw): def _n_xy(self, w, theta, kw):
''' n_xy = Eta_xy = Surface curvature (xy-dir)''' ''' n_xy = Eta_xy = Surface curvature (xy-dir)'''
ee, cthx, cthy = self._get_ee_cthxy(theta, kw) ee, cthx, cthy = self._get_ee_cthxy(theta, kw)
@ -413,7 +430,8 @@ class TransferFunction(object):
ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return self.rho * self.g * hyperbolic_ratio(zk, hk, 1, 1), ee #hyperbolic_ratio = cosh(zk)/cosh(hk) # hyperbolic_ratio = cosh(zk)/cosh(hk)
return self.rho * self.g * hyperbolic_ratio(zk, hk, 1, 1), ee
#---- Water particle velocities --- #---- Water particle velocities ---
def _u(self, w, theta, kw): def _u(self, w, theta, kw):
@ -421,19 +439,24 @@ class TransferFunction(object):
ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return w * hyperbolic_ratio(zk, hk, 1, -1), cthx * ee# w*cosh(zk)/sinh(hk), cos(theta)*ee # w*cosh(zk)/sinh(hk), cos(theta)*ee
return w * hyperbolic_ratio(zk, hk, 1, -1), cthx * ee
def _v(self, w, theta, kw): def _v(self, w, theta, kw):
'''V = y-velocity''' '''V = y-velocity'''
ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return w * hyperbolic_ratio(zk, hk, 1, -1), cthy * ee # w*cosh(zk)/sinh(hk), sin(theta)*ee # w*cosh(zk)/sinh(hk), sin(theta)*ee
return w * hyperbolic_ratio(zk, hk, 1, -1), cthy * ee
def _w(self, w, theta, kw): def _w(self, w, theta, kw):
''' W = z-velocity''' ''' W = z-velocity'''
ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return w * hyperbolic_ratio(zk, hk, -1, -1), -1j * ee # w*sinh(zk)/sinh(hk), -? # w*sinh(zk)/sinh(hk), -?
return w * hyperbolic_ratio(zk, hk, -1, -1), -1j * ee
#---- Water particle acceleration --- #---- Water particle acceleration ---
def _u_t(self, w, theta, kw): def _u_t(self, w, theta, kw):
@ -441,20 +464,24 @@ class TransferFunction(object):
ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return (w ** 2) * hyperbolic_ratio(zk, hk, 1, -1), -1j * cthx * ee # w^2*cosh(zk)/sinh(hk), ? # w^2*cosh(zk)/sinh(hk), ?
return (w ** 2) * hyperbolic_ratio(zk, hk, 1, -1), -1j * cthx * ee
def _v_t(self, w, theta, kw): def _v_t(self, w, theta, kw):
''' V_t = y-acceleration''' ''' V_t = y-acceleration'''
ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return (w ** 2) * hyperbolic_ratio(zk, hk, 1, -1), -1j * cthy * ee # w^2*cosh(zk)/sinh(hk), ? # w^2*cosh(zk)/sinh(hk), ?
return (w ** 2) * hyperbolic_ratio(zk, hk, 1, -1), -1j * cthy * ee
def _w_t(self, w, theta, kw): def _w_t(self, w, theta, kw):
''' W_t = z-acceleration''' ''' W_t = z-acceleration'''
ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return (w ** 2) * hyperbolic_ratio(zk, hk, -1, -1), -ee # w*sinh(zk)/sinh(hk), ? # w*sinh(zk)/sinh(hk), ?
return (w ** 2) * hyperbolic_ratio(zk, hk, -1, -1), -ee
#---- Water particle displacement --- #---- Water particle displacement ---
def _x_p(self, w, theta, kw): def _x_p(self, w, theta, kw):
@ -462,13 +489,17 @@ class TransferFunction(object):
ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return hyperbolic_ratio(zk, hk, 1, -1), 1j * cthx * ee # cosh(zk)./sinh(hk), ? # cosh(zk)./sinh(hk), ?
return hyperbolic_ratio(zk, hk, 1, -1), 1j * cthx * ee
def _y_p(self, w, theta, kw): def _y_p(self, w, theta, kw):
''' Y_p = y-displacement''' ''' Y_p = y-displacement'''
ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, cthy = self._get_ee_cthxy(theta, kw)
hk = kw * self.h hk = kw * self.h
zk = self._get_zk(kw) zk = self._get_zk(kw)
return hyperbolic_ratio(zk, hk, 1, -1), 1j * cthy * ee # cosh(zk)./sinh(hk), ? # cosh(zk)./sinh(hk), ?
return hyperbolic_ratio(zk, hk, 1, -1), 1j * cthy * ee
def _z_p(self, w, theta, kw): def _z_p(self, w, theta, kw):
''' Z_p = z-displacement''' ''' Z_p = z-displacement'''
ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw) ee, unused_cthx, unused_cthy = self._get_ee_cthxy(theta, kw)
@ -476,7 +507,7 @@ class TransferFunction(object):
zk = self._get_zk(kw) zk = self._get_zk(kw)
return hyperbolic_ratio(zk, hk, -1, -1), ee # sinh(zk)./sinh(hk), ee return hyperbolic_ratio(zk, hk, -1, -1), ee # sinh(zk)./sinh(hk), ee
#def wave_pressure(z, Hm0, h=10000, g=9.81, rho=1028): # def wave_pressure(z, Hm0, h=10000, g=9.81, rho=1028):
# ''' # '''
# Calculate pressure amplitude due to water waves. # Calculate pressure amplitude due to water waves.
# #
@ -531,7 +562,7 @@ class TransferFunction(object):
# ''' # '''
# #
# #
# # Assume seastate with jonswap spectrum: # Assume seastate with jonswap spectrum:
# #
# Tp = 4 * np.sqrt(Hm0) # Tp = 4 * np.sqrt(Hm0)
# gam = jonswap_peakfact(Hm0, Tp) # gam = jonswap_peakfact(Hm0, Tp)
@ -542,13 +573,13 @@ class TransferFunction(object):
# hk = kw * h # hk = kw * h
# zk1 = kw * z # zk1 = kw * z
# zk = hk + zk1 # z measured positive upward from mean water level (default) # zk = hk + zk1 # z measured positive upward from mean water level (default)
# #zk = hk-zk1; % z measured positive downward from mean water level # zk = hk-zk1; % z measured positive downward from mean water level
# #zk1 = -zk1; # zk1 = -zk1;
# #zk = zk1; % z measured positive upward from sea floor # zk = zk1; % z measured positive upward from sea floor
# #
# # cosh(zk)/cosh(hk) approx exp(zk) for large h # cosh(zk)/cosh(hk) approx exp(zk) for large h
# # hyperbolic_ratio(zk,hk,1,1) = cosh(zk)/cosh(hk) # hyperbolic_ratio(zk,hk,1,1) = cosh(zk)/cosh(hk)
# # pr = np.where(np.pi < hk, np.exp(zk1), hyperbolic_ratio(zk, hk, 1, 1)) # pr = np.where(np.pi < hk, np.exp(zk1), hyperbolic_ratio(zk, hk, 1, 1))
# pr = hyperbolic_ratio(zk, hk, 1, 1) # pr = hyperbolic_ratio(zk, hk, 1, 1)
# pressure = (rho * g * Hm0 / 2) * pr # pressure = (rho * g * Hm0 / 2) * pr
# #
@ -559,7 +590,14 @@ class TransferFunction(object):
# #
# return pressure # return pressure
def test_docstrings():
import doctest
print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
def main(): def main():
sensor_type(range(21)) sensor_type(range(21))
if __name__ == '__main__': if __name__ == '__main__':
pass test_docstrings()

@ -6,11 +6,13 @@ w2k - Translates from frequency to wave number
""" """
import warnings import warnings
#import numpy as np #import numpy as np
from numpy import (atleast_1d, sqrt, ones_like, zeros_like, arctan2, where, tanh, any, #@UnresolvedImport from numpy import (atleast_1d, sqrt, ones_like, zeros_like, arctan2, where,
sin, cos, sign, inf, flatnonzero, finfo, cosh, abs) #@UnresolvedImport tanh, any, sin, cos, sign, inf,
flatnonzero, finfo, cosh, abs)
__all__ = ['k2w', 'w2k'] __all__ = ['k2w', 'w2k']
def k2w(k1, k2=0e0, h=inf, g=9.81, u1=0e0, u2=0e0): def k2w(k1, k2=0e0, h=inf, g=9.81, u1=0e0, u2=0e0):
''' Translates from wave number to frequency ''' Translates from wave number to frequency
using the dispersion relation using the dispersion relation
@ -53,7 +55,7 @@ def k2w(k1, k2=0e0, h=inf, g=9.81, u1=0e0, u2=0e0):
Example Example
------- -------
>>> from numpy import arange >>> from numpy import arange
>>> import wafo.spectrum.dispersion_relation as wsd >>> import wafo.wave_theory.dispersion_relation as wsd
>>> wsd.k2w(arange(0.01,.5,0.2))[0] >>> wsd.k2w(arange(0.01,.5,0.2))[0]
array([ 0.3132092 , 1.43530485, 2.00551739]) array([ 0.3132092 , 1.43530485, 2.00551739])
>>> wsd.k2w(arange(0.01,.5,0.2),h=20)[0] >>> wsd.k2w(arange(0.01,.5,0.2),h=20)[0]
@ -64,15 +66,15 @@ def k2w(k1, k2=0e0, h=inf, g=9.81, u1=0e0, u2=0e0):
if k1i.size == 0: if k1i.size == 0:
return zeros_like(k1i) return zeros_like(k1i)
ku1 = k1i*u1i ku1 = k1i * u1i
ku2 = k2i*u2i ku2 = k2i * u2i
theta = arctan2(k2, k1) theta = arctan2(k2, k1)
k = sqrt(k1i**2+k2i**2) k = sqrt(k1i ** 2 + k2i ** 2)
w = where(k>0, ku1+ku2+sqrt(gi*k*tanh(k*hi)), 0.0) w = where(k > 0, ku1 + ku2 + sqrt(gi * k * tanh(k * hi)), 0.0)
cond = (w<0) cond = (w < 0)
if any(cond): if any(cond):
txt0 = ''' txt0 = '''
Waves and current are in opposite directions Waves and current are in opposite directions
@ -84,6 +86,7 @@ def k2w(k1, k2=0e0, h=inf, g=9.81, u1=0e0, u2=0e0):
return w, theta return w, theta
def w2k(w, theta=0.0, h=inf, g=9.81, count_limit=100): def w2k(w, theta=0.0, h=inf, g=9.81, count_limit=100):
''' '''
Translates from frequency to wave number Translates from frequency to wave number
@ -107,7 +110,8 @@ def w2k(w, theta=0.0, h=inf, g=9.81, count_limit=100):
Description Description
----------- -----------
Uses Newton Raphson method to find the wave number k in the dispersion relation Uses Newton Raphson method to find the wave number k in the dispersion
relation
w**2= g*k*tanh(k*h). w**2= g*k*tanh(k*h).
The solution k(w) => k1 = k(w)*cos(theta) The solution k(w) => k1 = k(w)*cos(theta)
k2 = k(w)*sin(theta) k2 = k(w)*sin(theta)
@ -118,7 +122,7 @@ def w2k(w, theta=0.0, h=inf, g=9.81, count_limit=100):
Example Example
------- -------
>>> import pylab as plb >>> import pylab as plb
>>> import wafo.spectrum.dispersion_relation as wsd >>> import wafo.wave_theory.dispersion_relation as wsd
>>> w = plb.linspace(0,3); >>> w = plb.linspace(0,3);
>>> h = plb.plot(w,w2k(w)[0]) >>> h = plb.plot(w,w2k(w)[0])
>>> wsd.w2k(range(4))[0] >>> wsd.w2k(range(4))[0]
@ -137,19 +141,15 @@ def w2k(w, theta=0.0, h=inf, g=9.81, count_limit=100):
if wi.size == 0: if wi.size == 0:
return zeros_like(wi) return zeros_like(wi)
k = 1.0*sign(wi)*wi**2.0 / gi[0] # deep water k = 1.0 * sign(wi) * wi ** 2.0 / gi[0] # deep water
if (hi > 10. ** 25).all(): if (hi > 10. ** 25).all():
k2 = k*sin(th)*gi[0]/gi[-1] #size np x nf k2 = k * sin(th) * gi[0] / gi[-1] # size np x nf
k1 = k*cos(th) k1 = k * cos(th)
return k1, k2 return k1, k2
if gi.size > 1: if gi.size > 1:
txt0 = ''' raise ValueError('Finite depth in combination with 3D normalization' +
Finite depth in combination with 3D normalization (len(g)=2) is not implemented yet. ' (len(g)=2) is not implemented yet.')
'''
raise ValueError(txt0)
find = flatnonzero find = flatnonzero
eps = finfo(float).eps eps = finfo(float).eps
@ -161,46 +161,50 @@ def w2k(w, theta=0.0, h=inf, g=9.81, count_limit=100):
# Permit no more than count_limit iterations. # Permit no more than count_limit iterations.
hi = hi * ones_like(k) hi = hi * ones_like(k)
hn = zeros_like(k) hn = zeros_like(k)
ix = find((wi<0) | (0<wi)) ix = find((wi < 0) | (0 < wi))
# Break out of the iteration loop for three reasons: # Break out of the iteration loop for three reasons:
# 1) the last update is very small (compared to x) # 1) the last update is very small (compared to x)
# 2) the last update is very small (compared to sqrt(eps)) # 2) the last update is very small (compared to sqrt(eps))
# 3) There are more than 100 iterations. This should NEVER happen. # 3) There are more than 100 iterations. This should NEVER happen.
count = 0 count = 0
while (ix.size>0 and count < count_limit): while (ix.size > 0 and count < count_limit):
ki = k[ix] ki = k[ix]
kh = ki * hi[ix] kh = ki * hi[ix]
hn[ix] = (ki*tanh(kh)-wi[ix]**2.0/gi)/(tanh(kh)+kh/(cosh(kh)**2.0)) hn[ix] = (ki * tanh(kh) - wi[ix] ** 2.0 / gi) / \
(tanh(kh) + kh / (cosh(kh) ** 2.0))
knew = ki - hn[ix] knew = ki - hn[ix]
# Make sure that the current guess is not zero. # Make sure that the current guess is not zero.
# When Newton's Method suggests steps that lead to zero guesses # When Newton's Method suggests steps that lead to zero guesses
# take a step 9/10ths of the way to zero: # take a step 9/10ths of the way to zero:
ksmall = find(abs(knew)==0) ksmall = find(abs(knew) == 0)
if ksmall.size>0: if ksmall.size > 0:
knew[ksmall] = ki[ksmall] / 10.0 knew[ksmall] = ki[ksmall] / 10.0
hn[ix[ksmall]] = ki[ksmall]-knew[ksmall] hn[ix[ksmall]] = ki[ksmall] - knew[ksmall]
k[ix] = knew k[ix] = knew
# disp(['Iteration ',num2str(count),' Number of points left: ' num2str(length(ix)) ]), # disp(['Iteration ',num2str(count),' Number of points left: '
# num2str(length(ix)) ]),
ix = find((abs(hn) > sqrt(eps)*abs(k)) * abs(hn) > sqrt(eps)) ix = find((abs(hn) > sqrt(eps) * abs(k)) * abs(hn) > sqrt(eps))
count += 1 count += 1
if count == count_limit: if count == count_limit:
txt1 = ''' W2K did not converge. warnings.warn('W2K did not converge. The maximum error in the ' +
The maximum error in the last step was: %13.8f''' % max(hn[ix]) 'last step was: %13.8f' % max(hn[ix]))
warnings.warn(txt1)
k.shape = oshape k.shape = oshape
k2 = k*sin(th) k2 = k * sin(th)
k1 = k*cos(th) k1 = k * cos(th)
return k1, k2 return k1, k2
def main():
def test_docstrings():
import doctest import doctest
doctest.testmod() print('Testing docstrings in %s' % __file__)
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
if __name__ == '__main__': if __name__ == '__main__':
main() test_docstrings()

@ -4,27 +4,31 @@ Created on 19. juli 2010
@author: pab @author: pab
''' '''
import numpy as np import numpy as np
from wafo.wave_theory.dispersion_relation import w2k,k2w #@UnusedImport from wafo.wave_theory.dispersion_relation import w2k, k2w # @UnusedImport
def test_k2w_infinite_water_depth(): def test_k2w_infinite_water_depth():
vals = k2w(np.arange(0.01,.5,0.2))[0] vals = k2w(np.arange(0.01, .5, 0.2))[0]
true_vals = np.array([ 0.3132092 , 1.43530485, 2.00551739]) true_vals = np.array([0.3132092, 1.43530485, 2.00551739])
assert((np.abs(vals-true_vals)<1e-7).all()) assert((np.abs(vals - true_vals) < 1e-7).all())
def test_k2w_finite_water_depth(): def test_k2w_finite_water_depth():
vals = k2w(np.arange(0.01,.5,0.2),h=20)[0] vals = k2w(np.arange(0.01, .5, 0.2), h=20)[0]
true_vals = np.array([ 0.13914927, 1.43498213, 2.00551724]) true_vals = np.array([0.13914927, 1.43498213, 2.00551724])
assert((np.abs(vals-true_vals)<1e-7).all()) assert((np.abs(vals - true_vals) < 1e-7).all())
def test_w2k_infinite_water_depth(): def test_w2k_infinite_water_depth():
vals = w2k(range(4))[0] vals = w2k(range(4))[0]
true_vals = np.array([ 0. , 0.1019368 , 0.4077472 , 0.91743119]) true_vals = np.array([0., 0.1019368, 0.4077472, 0.91743119])
assert((np.abs(vals-true_vals)<1e-7).all()) assert((np.abs(vals - true_vals) < 1e-7).all())
def test_w2k_finite_water_depth(): def test_w2k_finite_water_depth():
vals = w2k(range(4),h=20)[0] vals = w2k(range(4), h=20)[0]
true_vals = np.array([ 0. , 0.10503601, 0.40774726, 0.91743119]) true_vals = np.array([0., 0.10503601, 0.40774726, 0.91743119])
assert((np.abs(vals-true_vals)<1e-7).all()) assert((np.abs(vals - true_vals) < 1e-7).all())
if __name__ == '__main__': if __name__ == '__main__':
import nose import nose

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