""" Created on 2. jan. 2017 @author: pab """ from __future__ import absolute_import, division, print_function import scipy.stats as st import numpy as np import warnings from wafo.plotbackend import plotbackend as plt from wafo.kdetools import Kernel, TKDE, KDE, KRegression, BKRegression try: from wafo import fig except ImportError: warnings.warn('fig import only supported on Windows') __all__ = ['kde_demo1', 'kde_demo2', 'kde_demo3', 'kde_demo4', 'kde_demo5', 'kreg_demo1', ] def kde_demo1(): """KDEDEMO1 Demonstrate the smoothing parameter impact on KDE. KDEDEMO1 shows the true density (dotted) compared to KDE based on 7 observations (solid) and their individual kernels (dashed) for 3 different values of the smoothing parameter, hs. Example ------- >>> kde_demo1() """ x = np.linspace(-4, 4, 101) x0 = x / 2.0 data = np.random.normal(loc=0, scale=1.0, size=7) kernel = Kernel('gauss') hs = kernel.hns(data) h_vec = [hs / 2, hs, 2 * hs] for ix, h in enumerate(h_vec): plt.figure(ix) kde = KDE(data, hs=h, kernel=kernel) f2 = kde(x, output='plot', title='h_s = {0:2.2f}'.format(float(h)), ylab='Density') f2.plot('k-') plt.plot(x, st.norm.pdf(x, 0, 1), 'k:') n = len(data) plt.plot(data, np.zeros(data.shape), 'bx') y = kernel(x0) / (n * h * kernel.norm_factor(d=1, n=n)) for i in range(n): plt.plot(data[i] + x0 * h, y, 'b--') plt.plot([data[i], data[i]], [0, np.max(y)], 'b') plt.axis([min(x), max(x), 0, 0.5]) def kde_demo2(): """Demonstrate the difference between transformation- and ordinary-KDE. KDEDEMO2 shows that the transformation KDE is a better estimate for Rayleigh distributed data around 0 than the ordinary KDE. Example ------- >>> kde_demo2() """ data = st.rayleigh.rvs(scale=1, size=300) x = np.linspace(1.5e-2, 5, 55) kde = KDE(data) f = kde(output='plot', title='Ordinary KDE (hs={0:})'.format(kde.hs)) plt.figure(0) f.plot() plt.plot(x, st.rayleigh.pdf(x, scale=1), ':') # plotnorm((data).^(L2)) # gives a straight line => L2 = 0.5 reasonable hs = Kernel('gauss').get_smoothing(data**0.5) tkde = TKDE(data, hs=hs, L2=0.5) ft = tkde(x, output='plot', title='Transformation KDE (hs={0:})'.format(tkde.tkde.hs)) plt.figure(1) ft.plot() plt.plot(x, st.rayleigh.pdf(x, scale=1), ':') plt.figure(0) def kde_demo3(): """Demonstrate the difference between transformation and ordinary-KDE in 2D KDEDEMO3 shows that the transformation KDE is a better estimate for Rayleigh distributed data around 0 than the ordinary KDE. Example ------- >>> kde_demo3() """ data = st.rayleigh.rvs(scale=1, size=(2, 300)) # x = np.linspace(1.5e-3, 5, 55) kde = KDE(data) f = kde(output='plot', title='Ordinary KDE', plotflag=1) plt.figure(0) f.plot() plt.plot(data[0], data[1], '.') # plotnorm((data).^(L2)) % gives a straight line => L2 = 0.5 reasonable hs = Kernel('gauss').get_smoothing(data**0.5) tkde = TKDE(data, hs=hs, L2=0.5) ft = tkde.eval_grid_fast( output='plot', title='Transformation KDE', plotflag=1) plt.figure(1) ft.plot() plt.plot(data[0], data[1], '.') plt.figure(0) def kde_demo4(N=50): """Demonstrate that the improved Sheather-Jones plug-in (hisj) is superior for 1D multimodal distributions KDEDEMO4 shows that the improved Sheather-Jones plug-in smoothing is a better compared to normal reference rules (in this case the hns) Example ------- >>> kde_demo4() """ data = np.hstack((st.norm.rvs(loc=5, scale=1, size=(N,)), st.norm.rvs(loc=-5, scale=1, size=(N,)))) # x = np.linspace(1.5e-3, 5, 55) kde = KDE(data, kernel=Kernel('gauss', 'hns')) f = kde(output='plot', title='Ordinary KDE', plotflag=1) kde1 = KDE(data, kernel=Kernel('gauss', 'hisj')) f1 = kde1(output='plot', label='Ordinary KDE', plotflag=1) plt.figure(0) f.plot('r', label='hns={0}'.format(kde.hs)) # plt.figure(2) f1.plot('b', label='hisj={0}'.format(kde1.hs)) x = np.linspace(-9, 9) plt.plot(x, (st.norm.pdf(x, loc=-5, scale=1) + st.norm.pdf(x, loc=5, scale=1)) / 2, 'k:', label='True density') plt.legend() def kde_demo5(N=500): """Demonstrate that the improved Sheather-Jones plug-in (hisj) is superior for 2D multimodal distributions KDEDEMO5 shows that the improved Sheather-Jones plug-in smoothing is better compared to normal reference rules (in this case the hns) Example ------- >>> kde_demo5() """ data = np.hstack((st.norm.rvs(loc=5, scale=1, size=(2, N,)), st.norm.rvs(loc=-5, scale=1, size=(2, N,)))) kde = KDE(data, kernel=Kernel('gauss', 'hns')) f = kde(output='plot', plotflag=1, title='Ordinary KDE, hns={0:s}'.format(str(list(kde.hs)))) kde1 = KDE(data, kernel=Kernel('gauss', 'hisj')) f1 = kde1(output='plot', plotflag=1, title='Ordinary KDE, hisj={0:s}'.format(str(list(kde1.hs)))) plt.figure(0) plt.clf() f.plot() plt.plot(data[0], data[1], '.') plt.figure(1) plt.clf() f1.plot() plt.plot(data[0], data[1], '.') def kreg_demo1(hs=None, fast=True, fun='hisj'): """Compare KRegression to KernelReg from statsmodels.nonparametric Example ------- >>> kreg_demo1() """ N = 100 # ei = np.random.normal(loc=0, scale=0.075, size=(N,)) ei = np.array([ -0.08508516, 0.10462496, 0.07694448, -0.03080661, 0.05777525, 0.06096313, -0.16572389, 0.01838912, -0.06251845, -0.09186784, -0.04304887, -0.13365788, -0.0185279, -0.07289167, 0.02319097, 0.06887854, -0.08938374, -0.15181813, 0.03307712, 0.08523183, -0.0378058, -0.06312874, 0.01485772, 0.06307944, -0.0632959, 0.18963205, 0.0369126, -0.01485447, 0.04037722, 0.0085057, -0.06912903, 0.02073998, 0.1174351, 0.17599277, -0.06842139, 0.12587608, 0.07698113, -0.0032394, -0.12045792, -0.03132877, 0.05047314, 0.02013453, 0.04080741, 0.00158392, 0.10237899, -0.09069682, 0.09242174, -0.15445323, 0.09190278, 0.07138498, 0.03002497, 0.02495252, 0.01286942, 0.06449978, 0.03031802, 0.11754861, -0.02322272, 0.00455867, -0.02132251, 0.09119446, -0.03210086, -0.06509545, 0.07306443, 0.04330647, 0.078111, -0.04146907, 0.05705476, 0.02492201, -0.03200572, -0.02859788, -0.05893749, 0.00089538, 0.0432551, 0.04001474, 0.04888828, -0.17708392, 0.16478644, 0.1171006, 0.11664846, 0.01410477, -0.12458953, -0.11692081, 0.0413047, -0.09292439, -0.07042327, 0.14119701, -0.05114335, 0.04994696, -0.09520663, 0.04829406, -0.01603065, -0.1933216, 0.19352763, 0.11819496, 0.04567619, -0.08348306, 0.00812816, -0.00908206, 0.14528945, 0.02901065]) x = np.linspace(0, 1, N) va_1 = 0.3 ** 2 va_2 = 0.7 ** 2 y0 = np.exp(-x ** 2 / (2 * va_1)) + 1.3*np.exp(-(x - 1) ** 2 / (2 * va_2)) y = y0 + ei kernel = Kernel('gauss', fun=fun) hopt = kernel.hisj(x) kreg = KRegression( x, y, p=0, hs=hs, kernel=kernel, xmin=-2 * hopt, xmax=1 + 2 * hopt) if fast: kreg.__call__ = kreg.eval_grid_fast f = kreg(x, output='plot', title='Kernel regression', plotflag=1) plt.figure(0) f.plot(label='p=0') kreg.p = 1 f1 = kreg(x, output='plot', title='Kernel regression', plotflag=1) f1.plot(label='p=1') # print(f1.data) plt.plot(x, y, '.', label='data') plt.plot(x, y0, 'k', label='True model') from statsmodels.nonparametric.kernel_regression import KernelReg kreg2 = KernelReg(y, x, ('c')) y2 = kreg2.fit(x) plt.plot(x, y2[0], 'm', label='statsmodel') plt.legend() # print(kreg.tkde.tkde._inv_hs) # print(kreg.tkde.tkde.hs) def _get_data(n=100, symmetric=False, loc1=1.1, scale1=0.6, scale2=1.0): """ Return test data for binomial regression demo. """ dist = st.norm norm1 = scale2 * (dist.pdf(-loc1, loc=-loc1, scale=scale1) + dist.pdf(-loc1, loc=loc1, scale=scale1)) def fun1(x): return ((dist.pdf(x, loc=-loc1, scale=scale1) + dist.pdf(x, loc=loc1, scale=scale1)) / norm1).clip(max=1.0) x = np.sort(6 * np.random.rand(n, 1) - 3, axis=0) y = (fun1(x) > np.random.rand(n, 1)).ravel() # y = (np.cos(x)>2*np.random.rand(n, 1)-1).ravel() x = x.ravel() if symmetric: xi = np.hstack((x.ravel(), -x.ravel())) yi = np.hstack((y, y)) i = np.argsort(xi) x = xi[i] y = yi[i] return x, y, fun1 def check_bkregression(): """ Check binomial regression Example ------- >>> check_bkregression() """ # plt.ion() k = 0 for _i, n in enumerate([50, 100, 300, 600]): x, y, fun1 = _get_data(n, symmetric=True, loc1=0.1, scale1=0.6, scale2=0.75) bkreg = BKRegression(x, y, a=0.05, b=0.05) fbest = bkreg.prb_search_best( hsfun='hste', alpha=0.05, color='g', label='Transit_D') figk = plt.figure(k) ax = figk.gca() k += 1 # fbest.score.plot(axis=ax) # axsize = ax.axis() # ax.vlines(fbest.hs,axsize[2]+1,axsize[3]) # ax.set(yscale='log') fbest.labels.title = 'N = {:d}'.format(n) fbest.plot(axis=ax) ax.plot(x, fun1(x), 'r') ax.legend(frameon=False, markerscale=4) # ax = plt.gca() ax.set_yticklabels(ax.get_yticks() * 100.0) ax.grid(True) # fig.tile(range(0, k)) # plt.ioff() # plt.show('hold') if __name__ == '__main__': from wafo.testing import test_docstrings test_docstrings(__file__) # kde_demo5() # check_bkregression() # kreg_demo1(hs=0.04, fast=True) # plt.show('hold')