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@ -15,11 +15,16 @@ __all__ = [
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'StinemanInterp', 'CubicHermiteSpline']
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def _check_window_and_order(window_size, order):
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def _assert(cond, msg):
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if not cond:
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raise ValueError(msg)
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def _check_window_size(window_size, min_size):
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if window_size % 2 != 1 or window_size < 1:
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raise TypeError("window_size size must be a positive odd number")
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if window_size < order + 2:
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raise TypeError("window_size is too small for the polynomials order")
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raise TypeError("Window size must be a positive odd number")
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if window_size < min_size:
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raise TypeError("Window size is too small for the polynomials order")
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def savitzky_golay(y, window_size, order, deriv=0):
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@ -86,7 +91,7 @@ def savitzky_golay(y, window_size, order, deriv=0):
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window_size = np.abs(np.int(window_size))
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order = np.abs(np.int(order))
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_check_window_and_order(window_size, order)
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_check_window_size(window_size, min_size=order + 2)
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order_range = range(order + 1)
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half_window = (window_size - 1) // 2
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# precompute coefficients
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@ -213,84 +218,76 @@ def sgolay2d(z, window_size, order, derivative=None):
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h=plt.matshow(Zn)
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h=plt.matshow(Zf)
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"""
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def _pad_z(z, size):
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# pad input array with appropriate values at the four borders
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new_shape = z.shape[0] + 2 * size, z.shape[1] + 2 * size
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zout = np.zeros((new_shape))
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# top band
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band = z[0, :]
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zout[:size, size:-size] = band - np.abs(z[size:0:-1, :] - band)
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# bottom band
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band = z[-1, :]
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zout[-size:, size:-size] = band + np.abs(z[-2:-size-2:-1, :] - band)
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# left band
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band = z[:, 0].reshape(-1, 1)
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zout[size:-size, :size] = band - np.abs(z[:, size:0:-1] - band)
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# right band
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band = z[:, -1].reshape(-1, 1)
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zout[size:-size, -size:] = band + np.abs(z[:, -2:-size - 2:-1] - band)
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# central band
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zout[size:-size, size:-size] = z
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# top left corner
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band = z[0, 0]
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zout[:size, :size] = band - np.abs(z[size:0:-1, :][:, size:0:-1] - band)
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# bottom right corner
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band = z[-1, -1]
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zout[-size:, -size:] = band + np.abs(z[-2:-size - 2:-1, :][:,-2:-size - 2:-1] - band)
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# top right corner
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band = zout[size, -size:]
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zout[:size, -size:] = band - np.abs(zout[2 * size:size:-1, -size:] - band)
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# bottom left corner
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band = zout[-size:, size].reshape(-1, 1)
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zout[-size:, :size] = band - np.abs(zout[-size:, 2 * size:size:-1] - band)
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return zout
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def _get_sign_and_dims(derivative):
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sign = {None:1}.get(derivative, -1)
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dims = {None:(0, ), 'col':(1, ), 'row':(2, ), 'both':(1, 2)}[derivative]
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return sign, dims
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def _build_matrix(order, window_size, size):
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# exponents of the polynomial.
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# p(x,y) = a0 + a1*x + a2*y + a3*x^2 + a4*y^2 + a5*x*y + ...
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# this line gives a list of two item tuple. Each tuple contains
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# the exponents of the k-th term. First element of tuple is for x
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# second element for y.
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# Ex. exps = [(0,0), (1,0), (0,1), (2,0), (1,1), (0,2), ...]
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exps = [(k - n, n) for k in range(order + 1) for n in range(k + 1)]
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# coordinates of points
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ind = np.arange(-size, size + 1, dtype=np.float)
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dx = np.repeat(ind, window_size)
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dy = np.tile(ind, [window_size, 1]).reshape(window_size ** 2,)
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# build matrix of system of equation
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A = np.empty((window_size ** 2, len(exps)))
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for i, exp in enumerate(exps):
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A[:, i] = (dx ** exp[0]) * (dy ** exp[1])
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return A
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# number of terms in the polynomial expression
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n_terms = (order + 1) * (order + 2) / 2.0
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if window_size % 2 == 0:
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raise ValueError('window_size must be odd')
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if window_size ** 2 < n_terms:
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raise ValueError('order is too high for the window size')
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half_size = window_size // 2
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# exponents of the polynomial.
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# p(x,y) = a0 + a1*x + a2*y + a3*x^2 + a4*y^2 + a5*x*y + ...
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# this line gives a list of two item tuple. Each tuple contains
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# the exponents of the k-th term. First element of tuple is for x
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# second element for y.
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# Ex. exps = [(0,0), (1,0), (0,1), (2,0), (1,1), (0,2), ...]
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exps = [(k - n, n) for k in range(order + 1) for n in range(k + 1)]
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# coordinates of points
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ind = np.arange(-half_size, half_size + 1, dtype=np.float)
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dx = np.repeat(ind, window_size)
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dy = np.tile(ind, [window_size, 1]).reshape(window_size ** 2,)
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# build matrix of system of equation
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A = np.empty((window_size ** 2, len(exps)))
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for i, exp in enumerate(exps):
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A[:, i] = (dx ** exp[0]) * (dy ** exp[1])
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# pad input array with appropriate values at the four borders
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new_shape = z.shape[0] + 2 * half_size, z.shape[1] + 2 * half_size
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Z = np.zeros((new_shape))
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# top band
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band = z[0, :]
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Z[:half_size, half_size:-half_size] = band - \
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np.abs(np.flipud(z[1:half_size + 1, :]) - band)
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# bottom band
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band = z[-1, :]
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Z[-half_size:, half_size:-half_size] = band + \
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np.abs(np.flipud(z[-half_size - 1:-1, :]) - band)
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# left band
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band = np.tile(z[:, 0].reshape(-1, 1), [1, half_size])
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Z[half_size:-half_size, :half_size] = band - \
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np.abs(np.fliplr(z[:, 1:half_size + 1]) - band)
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# right band
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band = np.tile(z[:, -1].reshape(-1, 1), [1, half_size])
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Z[half_size:-half_size, -half_size:] = band + \
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np.abs(np.fliplr(z[:, -half_size - 1:-1]) - band)
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# central band
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Z[half_size:-half_size, half_size:-half_size] = z
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# top left corner
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band = z[0, 0]
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Z[:half_size, :half_size] = band - \
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np.abs(
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np.flipud(np.fliplr(z[1:half_size + 1, 1:half_size + 1])) - band)
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# bottom right corner
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band = z[-1, -1]
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Z[-half_size:, -half_size:] = band + \
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np.abs(
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np.flipud(np.fliplr(z[-half_size - 1:-1, -half_size - 1:-1])) - band)
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# top right corner
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band = Z[half_size, -half_size:]
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Z[:half_size, -half_size:] = band - \
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np.abs(
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np.flipud(Z[half_size + 1:2 * half_size + 1, -half_size:]) - band)
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# bottom left corner
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band = Z[-half_size:, half_size].reshape(-1, 1)
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Z[-half_size:, :half_size] = band - \
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np.abs(
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np.fliplr(Z[-half_size:, half_size + 1:2 * half_size + 1]) - band)
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n_terms = (order + 1) * (order + 2) // 2
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_check_window_size(window_size, min_size=np.sqrt(n_terms))
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size = window_size // 2 # half_size
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mat = _build_matrix(order, window_size, size)
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padded_z = _pad_z(z, size)
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# solve system and convolve
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sgn = {None: 1}.get(derivative, -1)
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dims = {None: (0,), 'col': (1,), 'row': (2,), 'both': (1, 2)}[derivative]
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res = tuple(fftconvolve(Z, sgn * np.linalg.pinv(A)[i].reshape((window_size, -1)), mode='valid')
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sign, dims = _get_sign_and_dims(derivative)
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pinv = np.linalg.pinv
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shape = window_size, -1
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res = tuple(fftconvolve(padded_z, sign * np.reshape(pinv(mat)[i], shape),
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mode='valid')
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for i in dims)
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if len(dims) > 1:
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return res
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@ -664,7 +661,7 @@ class SmoothSpline(PPform):
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ddydx = diff(dydx, axis=0)
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# sp.linalg.use_solver(useUmfpack=True)
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u = 2 * sparse.linalg.spsolve((QQ + QQ.T), ddydx) # @UndefinedVariable
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return u.reshape(n - 2, -1)
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return np.reshape(u, (n - 2, -1))
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def _edge_case(m0, d1):
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@ -853,8 +850,7 @@ def stineman_interp(xi, x, y, yp=None):
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# Cast key variables as float.
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x = np.asarray(x, np.float_)
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y = np.asarray(y, np.float_)
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assert x.shape == y.shape
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# N = len(y)
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_assert(x.shape == y.shape, 'Shapes of x and y must be equal!')
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if yp is None:
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yp = slopes(x, y)
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@ -1003,49 +999,7 @@ class StinemanInterp(object):
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self.yp = np.asarray(yp, np.float_)
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def __call__(self, xi):
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xi = np.asarray(xi, np.float_)
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x = self.x
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y = self.y
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yp = self.yp
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# calculate linear slopes
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dx = x[1:] - x[:-1]
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dy = y[1:] - y[:-1]
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s = dy / dx # note length of s is N-1 so last element is #N-2
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# find the segment each xi is in
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# this line actually is the key to the efficiency of this
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# implementation
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idx = np.searchsorted(x[1:-1], xi)
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# now we have generally: x[idx[j]] <= xi[j] <= x[idx[j]+1]
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# except at the boundaries, where it may be that xi[j] < x[0] or xi[j]
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# > x[-1]
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# the y-values that would come out from a linear interpolation:
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sidx = s.take(idx)
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xidx = x.take(idx)
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yidx = y.take(idx)
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xidxp1 = x.take(idx + 1)
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yo = yidx + sidx * (xi - xidx)
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# the difference that comes when using the slopes given in yp
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# using the yp slope of the left point
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dy1 = (yp.take(idx) - sidx) * (xi - xidx)
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# using the yp slope of the right point
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dy2 = (yp.take(idx + 1) - sidx) * (xi - xidxp1)
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dy1dy2 = dy1 * dy2
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# The following is optimized for Python. The solution actually
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# does more calculations than necessary but exploiting the power
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# of numpy, this is far more efficient than coding a loop by hand
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# in Python
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dy1mdy2 = np.where(dy1dy2, dy1 - dy2, np.inf)
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dy1pdy2 = np.where(dy1dy2, dy1 + dy2, np.inf)
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yi = yo + dy1dy2 * np.choose(
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np.array(np.sign(dy1dy2), np.int32) + 1,
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((2 * xi - xidx - xidxp1) / ((dy1mdy2) * (xidxp1 - xidx)), 0.0,
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1 / (dy1pdy2)))
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return yi
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return stineman_interp(xi, self.x, self.y, self.yp)
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class StinemanInterp2(BPoly):
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@ -1335,7 +1289,7 @@ def test_func():
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y = pp(x) # @UnusedVariable
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x = linspace(0, 2 * pi + pi / 4, 20)
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y = sin(x) + np.random.randn(x.size)
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y = sin(x) + np.random.randn(np.size(x))
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tck = interpolate.splrep(x, y, s=len(x)) # @UndefinedVariable
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xnew = linspace(0, 2 * pi, 100)
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ynew = interpolate.splev(xnew, tck, der=0) # @UndefinedVariable
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@ -1358,7 +1312,6 @@ def test_func():
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self = interpolate.ppform.fromspline(*tck2) # @UndefinedVariable
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plt.plot(t, self(t))
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plt.show('hold')
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pass
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def test_pp():
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