''' ''' from __future__ import division from numpy import trapz, sqrt, linspace # @UnresolvedImport from wafo.containers import PlotData from wafo.misc import tranproc # , trangood __all__ = ['TrData', 'TrCommon'] class TrCommon(object): """ transformation model, g. Information about the moments of the process can be obtained by site specific data, laboratory measurements or by resort to theoretical models. Assumption ---------- The Gaussian process, Y, distributed N(0,1) is related to the non-Gaussian process, X, by Y = g(X). Methods ------- dist2gauss : Returns a measure of departure from the Gaussian model, i.e., int (g(x)-xn)**2 dx where int. limits are given by X. dat2gauss : Transform non-linear data to Gaussian scale gauss2dat : Transform Gaussian data to non-linear scale Member variables ---------------- mean, sigma, skew, kurt : real, scalar mean, standard-deviation, skewness and kurtosis, respectively, of the non-Gaussian process. Default mean=0, sigma=1, skew=0.16, kurt=3.04. skew=kurt-3=0 for a Gaussian process. """ def __init__(self, mean=0.0, var=1.0, skew=0.16, kurt=3.04, *args, **kwds): sigma = kwds.get('sigma', None) if sigma is None: sigma = sqrt(var) self.mean = mean self.sigma = sigma self.skew = skew self.kurt = kurt # Mean and std in the Gaussian world: self.ymean = kwds.get('ymean', 0e0) self.ysigma = kwds.get('ysigma', 1e0) def __call__(self, x, *xi): return self._dat2gauss(x, *xi) def dist2gauss(self, x=None, xnmin=-5, xnmax=5, n=513): """ Return a measure of departure from the Gaussian model. Parameters ---------- x : vector (default sigma*linspace(xnmin,xnmax,n)+mean) xnmin : real, scalar minimum on normalized scale xnmax : real, scalar maximum on normalized scale n : integer, scalar number of evaluation points Returns ------- t0 : real, scalar a measure of departure from the Gaussian model calculated as trapz((xn-g(x))**2., xn) where int. limits is given by X. """ if x is None: xn = linspace(xnmin, xnmax, n) x = self.sigma * xn + self.mean else: xn = (x - self.mean) / self.sigma yn = (self._dat2gauss(x) - self.ymean) / self.ysigma t0 = trapz((xn - yn) ** 2., xn) return t0 def gauss2dat(self, y, *yi): """ Transforms Gaussian data, y, to non-linear scale. Parameters ---------- y, y1,..., yn : array-like input vectors with Gaussian data values, where yi is the i'th time derivative of y. (n<=4) Returns ------- x, x1,...,xn : array-like transformed data to a non-linear scale See also -------- dat2gauss tranproc """ return self._gauss2dat(y, *yi) def _gauss2dat(self, y, *yi): pass def dat2gauss(self, x, *xi): """ Transforms non-linear data, x, to Gaussian scale. Parameters ---------- x, x1,...,xn : array-like input vectors with non-linear data values, where xi is the i'th time derivative of x. (n<=4) Returns ------- y, y1,...,yn : array-like transformed data to a Gaussian scale See also -------- gauss2dat tranproc. """ return self._dat2gauss(x, *xi) def _dat2gauss(self, x, *xi): pass class TrData(PlotData, TrCommon): __doc__ = TrCommon.__doc__.split('mean')[0].replace('', 'Data') + """ data : array-like Gaussian values, Y args : array-like non-Gaussian values, X ymean, ysigma : real, scalars (default ymean=0, ysigma=1) mean and standard-deviation, respectively, of the process in Gaussian world. mean, sigma : real, scalars mean and standard-deviation, respectively, of the non-Gaussian process. Default: mean = self.gauss2dat(ymean), sigma = (self.gauss2dat(ysigma)-self.gauss2dat(-ysigma))/2 Example ------- Construct a linear transformation model >>> import numpy as np >>> import wafo.transform as wt >>> sigma = 5; mean = 1 >>> u = np.linspace(-5,5); x = sigma*u+mean; y = u >>> g = wt.TrData(y,x) >>> g.mean array([ 1.]) >>> g.sigma array([ 5.]) >>> g = wt.TrData(y,x,mean=1,sigma=5) >>> g.mean 1 >>> g.sigma 5 >>> g.dat2gauss(1,2,3) [array([ 0.]), array([ 0.4]), array([ 0.6])] Check that the departure from a Gaussian model is zero >>> g.dist2gauss() < 1e-16 True """ def __init__(self, *args, **kwds): options = dict(title='Transform', xlab='x', ylab='g(x)', plot_args=['r'], plot_args_children=['g--'],) options.update(**kwds) super(TrData, self).__init__(*args, **options) self.ymean = kwds.get('ymean', 0e0) self.ysigma = kwds.get('ysigma', 1e0) self.mean = kwds.get('mean', None) self.sigma = kwds.get('sigma', None) if self.mean is None: # self.mean = np.mean(self.args) self.mean = self.gauss2dat(self.ymean) if self.sigma is None: yp = self.ymean + self.ysigma ym = self.ymean - self.ysigma self.sigma = (self.gauss2dat(yp) - self.gauss2dat(ym)) / 2. self.children = [ PlotData((self.args - self.mean) / self.sigma, self.args)] def trdata(self): return self def _gauss2dat(self, y, *yi): return tranproc(self.data, self.args, y, *yi) def _dat2gauss(self, x, *xi): return tranproc(self.args, self.data, x, *xi) class EstimateTransform(object): pass def main(): pass if __name__ == '__main__': if True: # False : # import doctest doctest.testmod() else: main()