''' Created on 20. nov. 2010 @author: pab ''' from __future__ import division import unittest import numpy as np from numpy.testing import assert_allclose from numpy import array, inf import wafo.kdetools as wk class TestKdeTools(unittest.TestCase): def setUp(self): # N = 20 # data = np.random.rayleigh(1, size=(N,)) self.data = array([0.75355792, 0.72779194, 0.94149169, 0.07841119, 2.32291887, 1.10419995, 0.77055114, 0.60288273, 1.36883635, 1.74754326, 1.09547561, 1.01671133, 0.73211143, 0.61891719, 0.75903487, 1.8919469, 0.72433808, 1.92973094, 0.44749838, 1.36508452]) self.x = np.linspace(0, max(self.data) + 1, 10) def test0_KDE1D(self): data, x = self.data, self.x # kde = wk.KDE(data, hs=0.5, alpha=0.5) kde0 = wk.KDE(data, hs=0.5, alpha=0.0, inc=16) fx = kde0.eval_grid(x) assert_allclose(fx, [0.2039735, 0.40252503, 0.54595078, 0.52219649, 0.3906213, 0.26381501, 0.16407362, 0.08270612, 0.02991145, 0.00720821]) fx = kde0.eval_grid(x, r=1) assert_allclose(-fx, [0.11911419724002906, 0.13440000694772541, 0.044400116190638696, -0.0677695267531197, -0.09555596523854318, -0.07498819087690148, -0.06167607128369182, -0.04678588231996062, -0.024515979196411814, -0.008022010381009501]) fx = kde0.eval_grid(x, r=2) assert_allclose(fx, [0.08728138131197069, 0.07558648034784508, 0.05093715852686607, 0.07908624791267539, 0.10495675573359599, 0.07916167222333347, 0.048168330179460386, 0.03438361415806721, 0.02197927811015286, 0.009222988165160621]) ffx = kde0.eval_grid_fast(x) assert_allclose(ffx, [0.20729484, 0.39865044, 0.53716945, 0.5169322, 0.39060223, 0.26441126, 0.16388801, 0.08388527, 0.03227164, 0.00883579], 1e-6) fx = kde0.eval_grid_fast(x, r=1) assert_allclose(fx, [-0.11582450668441863, -0.12901768780183628, -0.04402464127812092, 0.0636190549560749, 0.09345144501310157, 0.07573621607126926, 0.06149475587201987, 0.04550210608639078, 0.024427027615689087, 0.00885576504750473]) fx = kde0.eval_grid_fast(x, r=2) assert_allclose(fx, [0.08499284131672676, 0.07572564161758065, 0.05329987919556978, 0.07849796347259348, 0.10232741197885842, 0.07869015379158453, 0.049431823916945394, 0.034527256372343613, 0.021517998409663567, 0.009527401063843402]) f = kde0.eval_grid_fast() assert_allclose(np.trapz(f, kde0.args), 0.995001) assert_allclose(f, [0.011494108953097538, 0.0348546729842836, 0.08799292403553607, 0.18568717590587996, 0.32473136104523725, 0.46543163412700084, 0.5453201564089711, 0.5300582814373698, 0.44447650672207173, 0.3411961246641896, 0.25103852230993573, 0.17549519961525845, 0.11072988772879173, 0.05992730870218242, 0.02687783924833738, 0.00974982785617795]) def skiptest0_KDEgauss_1D(self): data, x = self.data, self.x # kde = wk.KDE(data, hs=0.5, alpha=0.5) kde0 = wk.KDEgauss(data, hs=0.5, alpha=0.0, inc=16) fx = kde0.eval_grid(x) assert_allclose(fx, [0.2039735, 0.40252503, 0.54595078, 0.52219649, 0.3906213, 0.26381501, 0.16407362, 0.08270612, 0.02991145, 0.00720821]) fx = kde0.eval_grid(x, r=1) assert_allclose(-fx, [0.11911419724002906, 0.13440000694772541, 0.044400116190638696, -0.0677695267531197, -0.09555596523854318, -0.07498819087690148, -0.06167607128369182, -0.04678588231996062, -0.024515979196411814, -0.008022010381009501]) fx = kde0.eval_grid(x, r=2) assert_allclose(fx, [0.08728138131197069, 0.07558648034784508, 0.05093715852686607, 0.07908624791267539, 0.10495675573359599, 0.07916167222333347, 0.048168330179460386, 0.03438361415806721, 0.02197927811015286, 0.009222988165160621]) ffx = kde0.eval_grid_fast(x) # print(ffx.tolist()) assert_allclose(ffx, [0.20729484, 0.39865044, 0.53716945, 0.5169322, 0.39060223, 0.26441126, 0.16388801, 0.08388527, 0.03227164, 0.00883579], 1e-6) fx = kde0.eval_grid_fast(x, r=1) assert_allclose(fx, [-0.11582450668441863, -0.12901768780183628, -0.04402464127812092, 0.0636190549560749, 0.09345144501310157, 0.07573621607126926, 0.06149475587201987, 0.04550210608639078, 0.024427027615689087, 0.00885576504750473]) fx = kde0.eval_grid_fast(x, r=2) assert_allclose(fx, [0.08499284131672676, 0.07572564161758065, 0.05329987919556978, 0.07849796347259348, 0.10232741197885842, 0.07869015379158453, 0.049431823916945394, 0.034527256372343613, 0.021517998409663567, 0.009527401063843402]) f = kde0.eval_grid_fast() assert_allclose(f, [0.06807544, 0.12949095, 0.21985421, 0.33178031, 0.44334874, 0.52429234, 0.55140336, 0.52221323, 0.45500674, 0.3752208, 0.30046799, 0.235667, 0.17854402, 0.12721305, 0.08301993, 0.04862324]) assert_allclose(np.trapz(f, kde0.args), 0.96716261) def test1_TKDE1D(self): data = self.data x = np.linspace(0.01, max(data) + 1, 10) kde = wk.TKDE(data, hs=0.5, L2=0.5) f = kde(x) assert_allclose(f, [1.03982714, 0.45839018, 0.39514782, 0.32860602, 0.26433318, 0.20717946, 0.15907684, 0.1201074, 0.08941027, 0.06574882]) assert_allclose(np.trapz(f, x), 0.94787730659349068) f = kde.eval_grid_fast(x) assert_allclose(f, [1.0401892415290148, 0.45838973393693677, 0.39514689240671547, 0.32860531818532457, 0.2643330110605783, 0.20717975528556506, 0.15907696844388747, 0.12010770443337843, 0.08941129458260941, 0.06574899139165799]) f = kde.eval_grid_fast2(x) assert_allclose(f, [1.0401892415290148, 0.45838973393693677, 0.39514689240671547, 0.32860531818532457, 0.2643330110605783, 0.20717975528556506, 0.15907696844388747, 0.12010770443337843, 0.08941129458260941, 0.06574899139165799]) assert_allclose(np.trapz(f, x), 0.9479438058416647) def test1_KDE1D(self): data, x = self.data, self.x kde = wk.KDE(data, hs=0.5) f = kde(x) assert_allclose(f, [0.2039735, 0.40252503, 0.54595078, 0.52219649, 0.3906213, 0.26381501, 0.16407362, 0.08270612, 0.02991145, 0.00720821]) assert_allclose(np.trapz(f, x), 0.92576174424281876) def test2_KDE1D(self): # data, x = self.data, self.x data = np.asarray([1, 2]) x = np.linspace(0, max(np.ravel(data)) + 1, 10) kde = wk.KDE(data, hs=0.5) f = kde(x) assert_allclose(f, [0.0541248, 0.16555235, 0.33084399, 0.45293325, 0.48345808, 0.48345808, 0.45293325, 0.33084399, 0.16555235, 0.0541248]) assert_allclose(np.trapz(f, x), 0.97323338046725172) def test1a_KDE1D(self): data, x = self.data, self.x kde = wk.KDE(data, hs=0.5, alpha=0.5) f = kde(x) assert_allclose(f, [0.17252055, 0.41014271, 0.61349072, 0.57023834, 0.37198073, 0.21409279, 0.12738463, 0.07460326, 0.03956191, 0.01887164]) assert_allclose(np.trapz(f, x), 0.92938023659047952) def test2a_KDE1D(self): # data, x = self.data, self.x data = np.asarray([1, 2]) x = np.linspace(0, max(np.ravel(data)) + 1, 10) kde = wk.KDE(data, hs=0.5, alpha=0.5) f = kde(x) assert_allclose(f, [0.0541248, 0.16555235, 0.33084399, 0.45293325, 0.48345808, 0.48345808, 0.45293325, 0.33084399, 0.16555235, 0.0541248]) assert_allclose(np.trapz(f, x), 0.97323338046725172) def test_KDE2D(self): # N = 20 # data = np.random.rayleigh(1, size=(2, N)) data = array([ [0.38103275, 0.35083136, 0.90024207, 1.88230239, 0.96815399, 0.57392873, 1.63367908, 1.20944125, 2.03887811, 0.81789145, 0.69302049, 1.40856592, 0.92156032, 2.14791432, 2.04373821, 0.69800708, 0.58428735, 1.59128776, 2.05771405, 0.87021964], [1.44080694, 0.39973751, 1.331243, 2.48895822, 1.18894158, 1.40526085, 1.01967897, 0.81196474, 1.37978932, 2.03334689, 0.870329, 1.25106862, 0.5346619, 0.47541236, 1.51930093, 0.58861519, 1.19780448, 0.81548296, 1.56859488, 1.60653533]]) x = np.linspace(0, max(np.ravel(data)) + 1, 3) kde0 = wk.KDE(data, hs=0.5, alpha=0.0, inc=512) assert_allclose(kde0.eval_grid(x, x), [[3.27260963e-02, 4.21654678e-02, 5.85338634e-04], [6.78845466e-02, 1.42195839e-01, 1.41676003e-03], [1.39466746e-04, 4.26983850e-03, 2.52736185e-05]]) t = [[0.0443506097653615, 0.06433530873456418, 0.0041353838654317856], [0.07218297149063724, 0.1235819591878892, 0.009288890372002473], [0.001613328022214066, 0.00794857884864038, 0.0005874786787715641] ] assert_allclose(kde0.eval_grid_fast(x, x), t) def test_gridcount_1D(self): data, x = self.data, self.x dx = x[1] - x[0] c = wk.gridcount(data, x) assert_allclose(c, [0.78762626, 1.77520717, 7.99190087, 4.04054449, 1.67156643, 2.38228499, 1.05933195, 0.29153785, 0., 0.]) t = np.trapz(c / dx / len(data), x) assert_allclose(t, 0.9803093435140049) def test_gridcount_2D(self): N = 20 # data = np.random.rayleigh(1, size=(2, N)) data = array([ [0.38103275, 0.35083136, 0.90024207, 1.88230239, 0.96815399, 0.57392873, 1.63367908, 1.20944125, 2.03887811, 0.81789145, 0.69302049, 1.40856592, 0.92156032, 2.14791432, 2.04373821, 0.69800708, 0.58428735, 1.59128776, 2.05771405, 0.87021964], [1.44080694, 0.39973751, 1.331243, 2.48895822, 1.18894158, 1.40526085, 1.01967897, 0.81196474, 1.37978932, 2.03334689, 0.870329, 1.25106862, 0.5346619, 0.47541236, 1.51930093, 0.58861519, 1.19780448, 0.81548296, 1.56859488, 1.60653533]]) x = np.linspace(0, max(np.ravel(data)) + 1, 5) dx = x[1] - x[0] X = np.vstack((x, x)) c = wk.gridcount(data, X) assert_allclose(c, [[0.38922806, 0.8987982, 0.34676493, 0.21042807, 0.], [1.15012203, 5.16513541, 3.19250588, 0.55420752, 0.], [0.74293418, 3.42517219, 1.97923195, 0.76076621, 0.], [0.02063536, 0.31054405, 0.71865964, 0.13486633, 0.], [0., 0., 0., 0., 0.]], 1e-5) t = np.trapz(np.trapz(c / (dx**2 * N), x), x) assert_allclose(t, 0.9011618785736376) def test_gridcount_3D(self): N = 20 # data = np.random.rayleigh(1, size=(3, N)) data = np.array([ [0.932896, 0.89522635, 0.80636346, 1.32283371, 0.27125435, 1.91666304, 2.30736635, 1.13662384, 1.73071287, 1.06061127, 0.99598512, 2.16396591, 1.23458213, 1.12406686, 1.16930431, 0.73700592, 1.21135139, 0.46671506, 1.3530304, 0.91419104], [0.62759088, 0.23988169, 2.04909823, 0.93766571, 1.19343762, 1.94954931, 0.84687514, 0.49284897, 1.05066204, 1.89088505, 0.840738, 1.02901457, 1.0758625, 1.76357967, 0.45792897, 1.54488066, 0.17644313, 1.6798871, 0.72583514, 2.22087245], [1.69496432, 0.81791905, 0.82534709, 0.71642389, 0.89294732, 1.66888649, 0.69036947, 0.99961448, 0.30657267, 0.98798713, 0.83298728, 1.83334948, 1.90144186, 1.25781913, 0.07122458, 2.42340852, 2.41342037, 0.87233305, 1.17537114, 1.69505988]]) x = np.linspace(0, max(np.ravel(data)) + 1, 3) dx = x[1] - x[0] X = np.vstack((x, x, x)) c = wk.gridcount(data, X) assert_allclose(c, [[[8.74229894e-01, 1.27910940e+00, 1.42033973e-01], [1.94778915e+00, 2.59536282e+00, 3.28213680e-01], [1.08429416e-01, 1.69571495e-01, 7.48896775e-03]], [[1.44969128e+00, 2.58396370e+00, 2.45459949e-01], [2.28951650e+00, 4.49653348e+00, 2.73167915e-01], [1.10905565e-01, 3.18733817e-01, 1.12880816e-02]], [[7.49265424e-02, 2.18142488e-01, 0.0], [8.53886762e-02, 3.73415131e-01, 0.0], [4.16196568e-04, 1.62218824e-02, 0.0]]]) t = np.trapz(np.trapz(np.trapz(c / dx**3 / N, x), x), x) assert_allclose(t, 0.5164999727560187) def test_gridcount_4D(self): N = 20 # data = np.random.rayleigh(1, size=(2, N)) data = array([ [0.38103275, 0.35083136, 0.90024207, 1.88230239, 0.96815399, 0.57392873, 1.63367908, 1.20944125, 2.03887811, 0.81789145], [0.69302049, 1.40856592, 0.92156032, 2.14791432, 2.04373821, 0.69800708, 0.58428735, 1.59128776, 2.05771405, 0.87021964], [1.44080694, 0.39973751, 1.331243, 2.48895822, 1.18894158, 1.40526085, 1.01967897, 0.81196474, 1.37978932, 2.03334689], [0.870329, 1.25106862, 0.5346619, 0.47541236, 1.51930093, 0.58861519, 1.19780448, 0.81548296, 1.56859488, 1.60653533]]) x = np.linspace(0, max(np.ravel(data)) + 1, 3) dx = x[1] - x[0] X = np.vstack((x, x, x, x)) c = wk.gridcount(data, X) assert_allclose(c, [[[[1.77163904e-01, 1.87720108e-01, 0.0], [5.72573585e-01, 6.09557834e-01, 0.0], [3.48549923e-03, 4.05931870e-02, 0.0]], [[1.83770124e-01, 2.56357594e-01, 0.0], [4.35845892e-01, 6.14958970e-01, 0.0], [3.07662204e-03, 3.58312786e-02, 0.0]], [[0.0, 0.0, 0.0], [0.0, 0.0, 0.0], [0.0, 0.0, 0.0]]], [[[3.41883175e-01, 5.97977973e-01, 0.0], [5.72071865e-01, 8.58566538e-01, 0.0], [3.46939323e-03, 4.04056116e-02, 0.0]], [[3.58861043e-01, 6.28962785e-01, 0.0], [8.80697705e-01, 1.47373158e+00, 0.0], [2.22868504e-01, 1.18008528e-01, 0.0]], [[2.91835067e-03, 2.60268355e-02, 0.0], [3.63686503e-02, 1.07959459e-01, 0.0], [1.88555613e-02, 7.06358976e-03, 0.0]]], [[[3.13810608e-03, 2.11731327e-02, 0.0], [6.71606255e-03, 4.53139824e-02, 0.0], [0.0, 0.0, 0.0]], [[7.05946179e-03, 5.44614852e-02, 0.0], [1.09099593e-01, 1.95935584e-01, 0.0], [6.61257395e-02, 2.47717418e-02, 0.0]], [[6.38695629e-04, 5.69610302e-03, 0.0], [1.00358265e-02, 2.44053065e-02, 0.0], [5.67244468e-03, 2.12498697e-03, 0.0]]]]) t = np.trapz(np.trapz(np.trapz(np.trapz(c / dx**4 / N, x), x), x), x) assert_allclose(t, 0.21183518274521254) class TestKernels(unittest.TestCase): def setUp(self): self.names = ['epanechnikov', 'biweight', 'triweight', 'logistic', 'p1epanechnikov', 'p1biweight', 'p1triweight', 'triangular', 'gaussian', 'rectangular', 'laplace'] def test_stats(self): truth = { 'biweight': (0.14285714285714285, 0.7142857142857143, 22.5), 'logistic': (3.289868133696453, 1./6, 0.023809523809523808), 'p1biweight': (0.14285714285714285, 0.7142857142857143, 22.5), 'triangular': (0.16666666666666666, 0.6666666666666666, inf), 'gaussian': (1, 0.28209479177387814, 0.21157109383040862), 'epanechnikov': (0.2, 0.6, inf), 'triweight': (0.1111111111111111, 0.8158508158508159, inf), 'p1triweight': (0.1111111111111111, 0.8158508158508159, inf), 'p1epanechnikov': (0.2, 0.6, inf), 'rectangular': (0.3333333333333333, 0.5, inf), 'laplace': (2, 0.25, inf)} for name in self.names: kernel = wk.Kernel(name) assert_allclose(kernel.stats(), truth[name]) # truth[name] = kernel.stats() # print(truth) def test_norm_factors_1d(self): truth = { 'biweight': 1.0666666666666667, 'logistic': 1.0, 'p1biweight': 1.0666666666666667, 'triangular': 1.0, 'gaussian': 2.5066282746310002, 'epanechnikov': 1.3333333333333333, 'triweight': 0.91428571428571426, 'laplace': 2, 'p1triweight': 0.91428571428571426, 'p1epanechnikov': 1.3333333333333333, 'rectangular': 2.0} for name in self.names: kernel = wk.Kernel(name) assert_allclose(kernel.norm_factor(d=1, n=20), truth[name]) # truth[name] = kernel.norm_factor(d=1, n=20) def test_effective_support(self): truth = {'biweight': (-1.0, 1.0), 'logistic': (-7.0, 7.0), 'p1biweight': (-1.0, 1.0), 'triangular': (-1.0, 1.0), 'gaussian': (-4.0, 4.0), 'epanechnikov': (-1.0, 1.0), 'triweight': (-1.0, 1.0), 'p1triweight': (-1.0, 1.0), 'p1epanechnikov': (-1.0, 1.0), 'rectangular': (-1.0, 1.0), 'laplace': (-7.0, 7.0)} for name in self.names: kernel = wk.Kernel(name) assert_allclose(kernel.effective_support(), truth[name]) # truth[name] = kernel.effective_support() # print(truth) # self.assertTrue(False) def test_that_kernel_is_a_pdf(self): for name in self.names: kernel = wk.Kernel(name) xmin, xmax = kernel.effective_support() x = np.linspace(xmin, xmax, 4*1024+1) m0 = kernel.norm_factor(d=1, n=1) pdf = kernel(x)/m0 # print(name) # print(pdf[0], pdf[-1]) # print(np.trapz(pdf, x) - 1) assert_allclose(np.trapz(pdf, x), 1, 1e-2) # self.assertTrue(False) class TestSmoothing(unittest.TestCase): def setUp(self): self.data = np.array([ [0.932896, 0.89522635, 0.80636346, 1.32283371, 0.27125435, 1.91666304, 2.30736635, 1.13662384, 1.73071287, 1.06061127, 0.99598512, 2.16396591, 1.23458213, 1.12406686, 1.16930431, 0.73700592, 1.21135139, 0.46671506, 1.3530304, 0.91419104], [0.62759088, 0.23988169, 2.04909823, 0.93766571, 1.19343762, 1.94954931, 0.84687514, 0.49284897, 1.05066204, 1.89088505, 0.840738, 1.02901457, 1.0758625, 1.76357967, 0.45792897, 1.54488066, 0.17644313, 1.6798871, 0.72583514, 2.22087245], [1.69496432, 0.81791905, 0.82534709, 0.71642389, 0.89294732, 1.66888649, 0.69036947, 0.99961448, 0.30657267, 0.98798713, 0.83298728, 1.83334948, 1.90144186, 1.25781913, 0.07122458, 2.42340852, 2.41342037, 0.87233305, 1.17537114, 1.69505988]]) self.gauss = wk.Kernel('gaussian') def test_hns(self): hs = self.gauss.hns(self.data) assert_allclose(hs, [0.18154437, 0.36207987, 0.37396219]) def test_hos(self): hs = self.gauss.hos(self.data) assert_allclose(hs, [0.195209, 0.3893332, 0.40210988]) def test_hms(self): hs = self.gauss.hmns(self.data) assert_allclose(hs, [[3.25196193e-01, -2.68892467e-02, 3.18932448e-04], [-2.68892467e-02, 3.91283306e-01, 2.38654678e-02], [3.18932448e-04, 2.38654678e-02, 4.05123874e-01]]) def test_hscv(self): hs = self.gauss.hscv(self.data) assert_allclose(hs, [0.16858959, 0.32739383, 0.3046287]) def test_hstt(self): hs = self.gauss.hstt(self.data) assert_allclose(hs, [0.18099075, 0.50409881, 0.11018912]) def test_hste(self): hs = self.gauss.hste(self.data) assert_allclose(hs, [0.16750009, 0.29059113, 0.17994255]) def test_hldpi(self): hs = self.gauss.hldpi(self.data) assert_allclose(hs, [0.1732289, 0.33159097, 0.3107633]) def test_hisj(self): hs = self.gauss.hisj(self.data) assert_allclose(hs, [0.29542502, 0.74277133, 0.51899114]) if __name__ == "__main__": # import sys;sys.argv = ['', 'Test.testName'] unittest.main()