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cg31/tensorflow
tensorflow/contrib/learn/python/learn/learn_io/io_test.py
20
5003
# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """tf.learn IO operation tests.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import random import tensorflow as tf from tensorflow.contrib.learn.python import learn from tensorflow.contrib.learn.python.learn import datasets from tensorflow.contrib.learn.python.learn.estimators._sklearn import accuracy_score # pylint: disable=wildcard-import from tensorflow.contrib.learn.python.learn.learn_io import * # pylint: enable=wildcard-import class IOTest(tf.test.TestCase): # pylint: disable=undefined-variable """tf.learn IO operation tests.""" def test_pandas_dataframe(self): if HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top random.seed(42) iris = datasets.load_iris() data = pd.DataFrame(iris.data) labels = pd.DataFrame(iris.target) classifier = learn.LinearClassifier( feature_columns=learn.infer_real_valued_columns_from_input(data), n_classes=3) classifier.fit(data, labels, steps=100) score = accuracy_score(labels[0], list(classifier.predict(data))) self.assertGreater(score, 0.5, "Failed with score = {0}".format(score)) else: print("No pandas installed. pandas-related tests are skipped.") def test_pandas_series(self): if HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top random.seed(42) iris = datasets.load_iris() data = pd.DataFrame(iris.data) labels = pd.Series(iris.target) classifier = learn.LinearClassifier( feature_columns=learn.infer_real_valued_columns_from_input(data), n_classes=3) classifier.fit(data, labels, steps=100) score = accuracy_score(labels, list(classifier.predict(data))) self.assertGreater(score, 0.5, "Failed with score = {0}".format(score)) def test_string_data_formats(self): if HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top with self.assertRaises(ValueError): learn.io.extract_pandas_data(pd.DataFrame({"Test": ["A", "B"]})) with self.assertRaises(ValueError): learn.io.extract_pandas_labels(pd.DataFrame({"Test": ["A", "B"]})) def test_dask_io(self): if HAS_DASK and HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top import dask.dataframe as dd # pylint: disable=g-import-not-at-top # test dask.dataframe df = pd.DataFrame( dict(a=list("aabbcc"), b=list(range(6))), index=pd.date_range(start="20100101", periods=6)) ddf = dd.from_pandas(df, npartitions=3) extracted_ddf = extract_dask_data(ddf) self.assertEqual( extracted_ddf.divisions, (0, 2, 4, 6), "Failed with divisions = {0}".format(extracted_ddf.divisions)) self.assertEqual( extracted_ddf.columns.tolist(), ["a", "b"], "Failed with columns = {0}".format(extracted_ddf.columns)) # test dask.series labels = ddf["a"] extracted_labels = extract_dask_labels(labels) self.assertEqual( extracted_labels.divisions, (0, 2, 4, 6), "Failed with divisions = {0}".format(extracted_labels.divisions)) # labels should only have one column with self.assertRaises(ValueError): extract_dask_labels(ddf) else: print("No dask installed. dask-related tests are skipped.") def test_dask_iris_classification(self): if HAS_DASK and HAS_PANDAS: import pandas as pd # pylint: disable=g-import-not-at-top import dask.dataframe as dd # pylint: disable=g-import-not-at-top random.seed(42) iris = datasets.load_iris() data = pd.DataFrame(iris.data) data = dd.from_pandas(data, npartitions=2) labels = pd.DataFrame(iris.target) labels = dd.from_pandas(labels, npartitions=2) classifier = learn.LinearClassifier( feature_columns=learn.infer_real_valued_columns_from_input(data), n_classes=3) classifier.fit(data, labels, steps=100) predictions = data.map_partitions(classifier.predict).compute() score = accuracy_score(labels.compute(), predictions) self.assertGreater(score, 0.5, "Failed with score = {0}".format(score)) if __name__ == "__main__": tf.test.main()
apache-2.0
mayblue9/scikit-learn
sklearn/svm/tests/test_svm.py
70
31674
""" Testing for Support Vector Machine module (sklearn.svm) TODO: remove hard coded numerical results when possible """ import numpy as np import itertools from numpy.testing import assert_array_equal, assert_array_almost_equal from numpy.testing import assert_almost_equal from scipy import sparse from nose.tools import assert_raises, assert_true, assert_equal, assert_false from sklearn.base import ChangedBehaviorWarning from sklearn import svm, linear_model, datasets, metrics, base from sklearn.cross_validation import train_test_split from sklearn.datasets import make_classification, make_blobs from sklearn.metrics import f1_score from sklearn.metrics.pairwise import rbf_kernel from sklearn.utils import check_random_state from sklearn.utils import ConvergenceWarning from sklearn.utils.validation import NotFittedError from sklearn.utils.testing import assert_greater, assert_in, assert_less from sklearn.utils.testing import assert_raises_regexp, assert_warns from sklearn.utils.testing import assert_warns_message, assert_raise_message from sklearn.utils.testing import ignore_warnings # toy sample X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] Y = [1, 1, 1, 2, 2, 2] T = [[-1, -1], [2, 2], [3, 2]] true_result = [1, 2, 2] # also load the iris dataset iris = datasets.load_iris() rng = check_random_state(42) perm = rng.permutation(iris.target.size) iris.data = iris.data[perm] iris.target = iris.target[perm] def test_libsvm_parameters(): # Test parameters on classes that make use of libsvm. clf = svm.SVC(kernel='linear').fit(X, Y) assert_array_equal(clf.dual_coef_, [[-0.25, .25]]) assert_array_equal(clf.support_, [1, 3]) assert_array_equal(clf.support_vectors_, (X[1], X[3])) assert_array_equal(clf.intercept_, [0.]) assert_array_equal(clf.predict(X), Y) def test_libsvm_iris(): # Check consistency on dataset iris. # shuffle the dataset so that labels are not ordered for k in ('linear', 'rbf'): clf = svm.SVC(kernel=k).fit(iris.data, iris.target) assert_greater(np.mean(clf.predict(iris.data) == iris.target), 0.9) assert_array_equal(clf.classes_, np.sort(clf.classes_)) # check also the low-level API model = svm.libsvm.fit(iris.data, iris.target.astype(np.float64)) pred = svm.libsvm.predict(iris.data, *model) assert_greater(np.mean(pred == iris.target), .95) model = svm.libsvm.fit(iris.data, iris.target.astype(np.float64), kernel='linear') pred = svm.libsvm.predict(iris.data, *model, kernel='linear') assert_greater(np.mean(pred == iris.target), .95) pred = svm.libsvm.cross_validation(iris.data, iris.target.astype(np.float64), 5, kernel='linear', random_seed=0) assert_greater(np.mean(pred == iris.target), .95) # If random_seed >= 0, the libsvm rng is seeded (by calling `srand`), hence # we should get deteriministic results (assuming that there is no other # thread calling this wrapper calling `srand` concurrently). pred2 = svm.libsvm.cross_validation(iris.data, iris.target.astype(np.float64), 5, kernel='linear', random_seed=0) assert_array_equal(pred, pred2) @ignore_warnings def test_single_sample_1d(): # Test whether SVCs work on a single sample given as a 1-d array clf = svm.SVC().fit(X, Y) clf.predict(X[0]) clf = svm.LinearSVC(random_state=0).fit(X, Y) clf.predict(X[0]) def test_precomputed(): # SVC with a precomputed kernel. # We test it with a toy dataset and with iris. clf = svm.SVC(kernel='precomputed') # Gram matrix for train data (square matrix) # (we use just a linear kernel) K = np.dot(X, np.array(X).T) clf.fit(K, Y) # Gram matrix for test data (rectangular matrix) KT = np.dot(T, np.array(X).T) pred = clf.predict(KT) assert_raises(ValueError, clf.predict, KT.T) assert_array_equal(clf.dual_coef_, [[-0.25, .25]]) assert_array_equal(clf.support_, [1, 3]) assert_array_equal(clf.intercept_, [0]) assert_array_almost_equal(clf.support_, [1, 3]) assert_array_equal(pred, true_result) # Gram matrix for test data but compute KT[i,j] # for support vectors j only. KT = np.zeros_like(KT) for i in range(len(T)): for j in clf.support_: KT[i, j] = np.dot(T[i], X[j]) pred = clf.predict(KT) assert_array_equal(pred, true_result) # same as before, but using a callable function instead of the kernel # matrix. kernel is just a linear kernel kfunc = lambda x, y: np.dot(x, y.T) clf = svm.SVC(kernel=kfunc) clf.fit(X, Y) pred = clf.predict(T) assert_array_equal(clf.dual_coef_, [[-0.25, .25]]) assert_array_equal(clf.intercept_, [0]) assert_array_almost_equal(clf.support_, [1, 3]) assert_array_equal(pred, true_result) # test a precomputed kernel with the iris dataset # and check parameters against a linear SVC clf = svm.SVC(kernel='precomputed') clf2 = svm.SVC(kernel='linear') K = np.dot(iris.data, iris.data.T) clf.fit(K, iris.target) clf2.fit(iris.data, iris.target) pred = clf.predict(K) assert_array_almost_equal(clf.support_, clf2.support_) assert_array_almost_equal(clf.dual_coef_, clf2.dual_coef_) assert_array_almost_equal(clf.intercept_, clf2.intercept_) assert_almost_equal(np.mean(pred == iris.target), .99, decimal=2) # Gram matrix for test data but compute KT[i,j] # for support vectors j only. K = np.zeros_like(K) for i in range(len(iris.data)): for j in clf.support_: K[i, j] = np.dot(iris.data[i], iris.data[j]) pred = clf.predict(K) assert_almost_equal(np.mean(pred == iris.target), .99, decimal=2) clf = svm.SVC(kernel=kfunc) clf.fit(iris.data, iris.target) assert_almost_equal(np.mean(pred == iris.target), .99, decimal=2) def test_svr(): # Test Support Vector Regression diabetes = datasets.load_diabetes() for clf in (svm.NuSVR(kernel='linear', nu=.4, C=1.0), svm.NuSVR(kernel='linear', nu=.4, C=10.), svm.SVR(kernel='linear', C=10.), svm.LinearSVR(C=10.), svm.LinearSVR(C=10.), ): clf.fit(diabetes.data, diabetes.target) assert_greater(clf.score(diabetes.data, diabetes.target), 0.02) # non-regression test; previously, BaseLibSVM would check that # len(np.unique(y)) < 2, which must only be done for SVC svm.SVR().fit(diabetes.data, np.ones(len(diabetes.data))) svm.LinearSVR().fit(diabetes.data, np.ones(len(diabetes.data))) def test_linearsvr(): # check that SVR(kernel='linear') and LinearSVC() give # comparable results diabetes = datasets.load_diabetes() lsvr = svm.LinearSVR(C=1e3).fit(diabetes.data, diabetes.target) score1 = lsvr.score(diabetes.data, diabetes.target) svr = svm.SVR(kernel='linear', C=1e3).fit(diabetes.data, diabetes.target) score2 = svr.score(diabetes.data, diabetes.target) assert np.linalg.norm(lsvr.coef_ - svr.coef_) / np.linalg.norm(svr.coef_) < .1 assert np.abs(score1 - score2) < 0.1 def test_svr_errors(): X = [[0.0], [1.0]] y = [0.0, 0.5] # Bad kernel clf = svm.SVR(kernel=lambda x, y: np.array([[1.0]])) clf.fit(X, y) assert_raises(ValueError, clf.predict, X) def test_oneclass(): # Test OneClassSVM clf = svm.OneClassSVM() clf.fit(X) pred = clf.predict(T) assert_array_almost_equal(pred, [-1, -1, -1]) assert_array_almost_equal(clf.intercept_, [-1.008], decimal=3) assert_array_almost_equal(clf.dual_coef_, [[0.632, 0.233, 0.633, 0.234, 0.632, 0.633]], decimal=3) assert_raises(ValueError, lambda: clf.coef_) def test_oneclass_decision_function(): # Test OneClassSVM decision function clf = svm.OneClassSVM() rnd = check_random_state(2) # Generate train data X = 0.3 * rnd.randn(100, 2) X_train = np.r_[X + 2, X - 2] # Generate some regular novel observations X = 0.3 * rnd.randn(20, 2) X_test = np.r_[X + 2, X - 2] # Generate some abnormal novel observations X_outliers = rnd.uniform(low=-4, high=4, size=(20, 2)) # fit the model clf = svm.OneClassSVM(nu=0.1, kernel="rbf", gamma=0.1) clf.fit(X_train) # predict things y_pred_test = clf.predict(X_test) assert_greater(np.mean(y_pred_test == 1), .9) y_pred_outliers = clf.predict(X_outliers) assert_greater(np.mean(y_pred_outliers == -1), .9) dec_func_test = clf.decision_function(X_test) assert_array_equal((dec_func_test > 0).ravel(), y_pred_test == 1) dec_func_outliers = clf.decision_function(X_outliers) assert_array_equal((dec_func_outliers > 0).ravel(), y_pred_outliers == 1) def test_tweak_params(): # Make sure some tweaking of parameters works. # We change clf.dual_coef_ at run time and expect .predict() to change # accordingly. Notice that this is not trivial since it involves a lot # of C/Python copying in the libsvm bindings. # The success of this test ensures that the mapping between libsvm and # the python classifier is complete. clf = svm.SVC(kernel='linear', C=1.0) clf.fit(X, Y) assert_array_equal(clf.dual_coef_, [[-.25, .25]]) assert_array_equal(clf.predict([[-.1, -.1]]), [1]) clf._dual_coef_ = np.array([[.0, 1.]]) assert_array_equal(clf.predict([[-.1, -.1]]), [2]) def test_probability(): # Predict probabilities using SVC # This uses cross validation, so we use a slightly bigger testing set. for clf in (svm.SVC(probability=True, random_state=0, C=1.0), svm.NuSVC(probability=True, random_state=0)): clf.fit(iris.data, iris.target) prob_predict = clf.predict_proba(iris.data) assert_array_almost_equal( np.sum(prob_predict, 1), np.ones(iris.data.shape[0])) assert_true(np.mean(np.argmax(prob_predict, 1) == clf.predict(iris.data)) > 0.9) assert_almost_equal(clf.predict_proba(iris.data), np.exp(clf.predict_log_proba(iris.data)), 8) def test_decision_function(): # Test decision_function # Sanity check, test that decision_function implemented in python # returns the same as the one in libsvm # multi class: clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovo').fit(iris.data, iris.target) dec = np.dot(iris.data, clf.coef_.T) + clf.intercept_ assert_array_almost_equal(dec, clf.decision_function(iris.data)) # binary: clf.fit(X, Y) dec = np.dot(X, clf.coef_.T) + clf.intercept_ prediction = clf.predict(X) assert_array_almost_equal(dec.ravel(), clf.decision_function(X)) assert_array_almost_equal( prediction, clf.classes_[(clf.decision_function(X) > 0).astype(np.int)]) expected = np.array([-1., -0.66, -1., 0.66, 1., 1.]) assert_array_almost_equal(clf.decision_function(X), expected, 2) # kernel binary: clf = svm.SVC(kernel='rbf', gamma=1, decision_function_shape='ovo') clf.fit(X, Y) rbfs = rbf_kernel(X, clf.support_vectors_, gamma=clf.gamma) dec = np.dot(rbfs, clf.dual_coef_.T) + clf.intercept_ assert_array_almost_equal(dec.ravel(), clf.decision_function(X)) def test_decision_function_shape(): # check that decision_function_shape='ovr' gives # correct shape and is consistent with predict clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovr').fit(iris.data, iris.target) dec = clf.decision_function(iris.data) assert_equal(dec.shape, (len(iris.data), 3)) assert_array_equal(clf.predict(iris.data), np.argmax(dec, axis=1)) # with five classes: X, y = make_blobs(n_samples=80, centers=5, random_state=0) X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0) clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovr').fit(X_train, y_train) dec = clf.decision_function(X_test) assert_equal(dec.shape, (len(X_test), 5)) assert_array_equal(clf.predict(X_test), np.argmax(dec, axis=1)) # check shape of ovo_decition_function=True clf = svm.SVC(kernel='linear', C=0.1, decision_function_shape='ovo').fit(X_train, y_train) dec = clf.decision_function(X_train) assert_equal(dec.shape, (len(X_train), 10)) # check deprecation warning clf.decision_function_shape = None msg = "change the shape of the decision function" dec = assert_warns_message(ChangedBehaviorWarning, msg, clf.decision_function, X_train) assert_equal(dec.shape, (len(X_train), 10)) def test_svr_decision_function(): # Test SVR's decision_function # Sanity check, test that decision_function implemented in python # returns the same as the one in libsvm X = iris.data y = iris.target # linear kernel reg = svm.SVR(kernel='linear', C=0.1).fit(X, y) dec = np.dot(X, reg.coef_.T) + reg.intercept_ assert_array_almost_equal(dec.ravel(), reg.decision_function(X).ravel()) # rbf kernel reg = svm.SVR(kernel='rbf', gamma=1).fit(X, y) rbfs = rbf_kernel(X, reg.support_vectors_, gamma=reg.gamma) dec = np.dot(rbfs, reg.dual_coef_.T) + reg.intercept_ assert_array_almost_equal(dec.ravel(), reg.decision_function(X).ravel()) def test_weight(): # Test class weights clf = svm.SVC(class_weight={1: 0.1}) # we give a small weights to class 1 clf.fit(X, Y) # so all predicted values belong to class 2 assert_array_almost_equal(clf.predict(X), [2] * 6) X_, y_ = make_classification(n_samples=200, n_features=10, weights=[0.833, 0.167], random_state=2) for clf in (linear_model.LogisticRegression(), svm.LinearSVC(random_state=0), svm.SVC()): clf.set_params(class_weight={0: .1, 1: 10}) clf.fit(X_[:100], y_[:100]) y_pred = clf.predict(X_[100:]) assert_true(f1_score(y_[100:], y_pred) > .3) def test_sample_weights(): # Test weights on individual samples # TODO: check on NuSVR, OneClass, etc. clf = svm.SVC() clf.fit(X, Y) assert_array_equal(clf.predict([X[2]]), [1.]) sample_weight = [.1] * 3 + [10] * 3 clf.fit(X, Y, sample_weight=sample_weight) assert_array_equal(clf.predict([X[2]]), [2.]) # test that rescaling all samples is the same as changing C clf = svm.SVC() clf.fit(X, Y) dual_coef_no_weight = clf.dual_coef_ clf.set_params(C=100) clf.fit(X, Y, sample_weight=np.repeat(0.01, len(X))) assert_array_almost_equal(dual_coef_no_weight, clf.dual_coef_) def test_auto_weight(): # Test class weights for imbalanced data from sklearn.linear_model import LogisticRegression # We take as dataset the two-dimensional projection of iris so # that it is not separable and remove half of predictors from # class 1. # We add one to the targets as a non-regression test: class_weight="balanced" # used to work only when the labels where a range [0..K). from sklearn.utils import compute_class_weight X, y = iris.data[:, :2], iris.target + 1 unbalanced = np.delete(np.arange(y.size), np.where(y > 2)[0][::2]) classes = np.unique(y[unbalanced]) class_weights = compute_class_weight('balanced', classes, y[unbalanced]) assert_true(np.argmax(class_weights) == 2) for clf in (svm.SVC(kernel='linear'), svm.LinearSVC(random_state=0), LogisticRegression()): # check that score is better when class='balanced' is set. y_pred = clf.fit(X[unbalanced], y[unbalanced]).predict(X) clf.set_params(class_weight='balanced') y_pred_balanced = clf.fit(X[unbalanced], y[unbalanced],).predict(X) assert_true(metrics.f1_score(y, y_pred, average='weighted') <= metrics.f1_score(y, y_pred_balanced, average='weighted')) def test_bad_input(): # Test that it gives proper exception on deficient input # impossible value of C assert_raises(ValueError, svm.SVC(C=-1).fit, X, Y) # impossible value of nu clf = svm.NuSVC(nu=0.0) assert_raises(ValueError, clf.fit, X, Y) Y2 = Y[:-1] # wrong dimensions for labels assert_raises(ValueError, clf.fit, X, Y2) # Test with arrays that are non-contiguous. for clf in (svm.SVC(), svm.LinearSVC(random_state=0)): Xf = np.asfortranarray(X) assert_false(Xf.flags['C_CONTIGUOUS']) yf = np.ascontiguousarray(np.tile(Y, (2, 1)).T) yf = yf[:, -1] assert_false(yf.flags['F_CONTIGUOUS']) assert_false(yf.flags['C_CONTIGUOUS']) clf.fit(Xf, yf) assert_array_equal(clf.predict(T), true_result) # error for precomputed kernelsx clf = svm.SVC(kernel='precomputed') assert_raises(ValueError, clf.fit, X, Y) # sample_weight bad dimensions clf = svm.SVC() assert_raises(ValueError, clf.fit, X, Y, sample_weight=range(len(X) - 1)) # predict with sparse input when trained with dense clf = svm.SVC().fit(X, Y) assert_raises(ValueError, clf.predict, sparse.lil_matrix(X)) Xt = np.array(X).T clf.fit(np.dot(X, Xt), Y) assert_raises(ValueError, clf.predict, X) clf = svm.SVC() clf.fit(X, Y) assert_raises(ValueError, clf.predict, Xt) def test_sparse_precomputed(): clf = svm.SVC(kernel='precomputed') sparse_gram = sparse.csr_matrix([[1, 0], [0, 1]]) try: clf.fit(sparse_gram, [0, 1]) assert not "reached" except TypeError as e: assert_in("Sparse precomputed", str(e)) def test_linearsvc_parameters(): # Test possible parameter combinations in LinearSVC # Generate list of possible parameter combinations losses = ['hinge', 'squared_hinge', 'logistic_regression', 'foo'] penalties, duals = ['l1', 'l2', 'bar'], [True, False] X, y = make_classification(n_samples=5, n_features=5) for loss, penalty, dual in itertools.product(losses, penalties, duals): clf = svm.LinearSVC(penalty=penalty, loss=loss, dual=dual) if ((loss, penalty) == ('hinge', 'l1') or (loss, penalty, dual) == ('hinge', 'l2', False) or (penalty, dual) == ('l1', True) or loss == 'foo' or penalty == 'bar'): assert_raises_regexp(ValueError, "Unsupported set of arguments.*penalty='%s.*" "loss='%s.*dual=%s" % (penalty, loss, dual), clf.fit, X, y) else: clf.fit(X, y) # Incorrect loss value - test if explicit error message is raised assert_raises_regexp(ValueError, ".*loss='l3' is not supported.*", svm.LinearSVC(loss="l3").fit, X, y) # FIXME remove in 1.0 def test_linearsvx_loss_penalty_deprecations(): X, y = [[0.0], [1.0]], [0, 1] msg = ("loss='%s' has been deprecated in favor of " "loss='%s' as of 0.16. Backward compatibility" " for the %s will be removed in %s") # LinearSVC # loss l1/L1 --> hinge assert_warns_message(DeprecationWarning, msg % ("l1", "hinge", "loss='l1'", "1.0"), svm.LinearSVC(loss="l1").fit, X, y) # loss l2/L2 --> squared_hinge assert_warns_message(DeprecationWarning, msg % ("L2", "squared_hinge", "loss='L2'", "1.0"), svm.LinearSVC(loss="L2").fit, X, y) # LinearSVR # loss l1/L1 --> epsilon_insensitive assert_warns_message(DeprecationWarning, msg % ("L1", "epsilon_insensitive", "loss='L1'", "1.0"), svm.LinearSVR(loss="L1").fit, X, y) # loss l2/L2 --> squared_epsilon_insensitive assert_warns_message(DeprecationWarning, msg % ("l2", "squared_epsilon_insensitive", "loss='l2'", "1.0"), svm.LinearSVR(loss="l2").fit, X, y) # FIXME remove in 0.18 def test_linear_svx_uppercase_loss_penalty(): # Check if Upper case notation is supported by _fit_liblinear # which is called by fit X, y = [[0.0], [1.0]], [0, 1] msg = ("loss='%s' has been deprecated in favor of " "loss='%s' as of 0.16. Backward compatibility" " for the uppercase notation will be removed in %s") # loss SQUARED_hinge --> squared_hinge assert_warns_message(DeprecationWarning, msg % ("SQUARED_hinge", "squared_hinge", "0.18"), svm.LinearSVC(loss="SQUARED_hinge").fit, X, y) # penalty L2 --> l2 assert_warns_message(DeprecationWarning, msg.replace("loss", "penalty") % ("L2", "l2", "0.18"), svm.LinearSVC(penalty="L2").fit, X, y) # loss EPSILON_INSENSITIVE --> epsilon_insensitive assert_warns_message(DeprecationWarning, msg % ("EPSILON_INSENSITIVE", "epsilon_insensitive", "0.18"), svm.LinearSVR(loss="EPSILON_INSENSITIVE").fit, X, y) def test_linearsvc(): # Test basic routines using LinearSVC clf = svm.LinearSVC(random_state=0).fit(X, Y) # by default should have intercept assert_true(clf.fit_intercept) assert_array_equal(clf.predict(T), true_result) assert_array_almost_equal(clf.intercept_, [0], decimal=3) # the same with l1 penalty clf = svm.LinearSVC(penalty='l1', loss='squared_hinge', dual=False, random_state=0).fit(X, Y) assert_array_equal(clf.predict(T), true_result) # l2 penalty with dual formulation clf = svm.LinearSVC(penalty='l2', dual=True, random_state=0).fit(X, Y) assert_array_equal(clf.predict(T), true_result) # l2 penalty, l1 loss clf = svm.LinearSVC(penalty='l2', loss='hinge', dual=True, random_state=0) clf.fit(X, Y) assert_array_equal(clf.predict(T), true_result) # test also decision function dec = clf.decision_function(T) res = (dec > 0).astype(np.int) + 1 assert_array_equal(res, true_result) def test_linearsvc_crammer_singer(): # Test LinearSVC with crammer_singer multi-class svm ovr_clf = svm.LinearSVC(random_state=0).fit(iris.data, iris.target) cs_clf = svm.LinearSVC(multi_class='crammer_singer', random_state=0) cs_clf.fit(iris.data, iris.target) # similar prediction for ovr and crammer-singer: assert_true((ovr_clf.predict(iris.data) == cs_clf.predict(iris.data)).mean() > .9) # classifiers shouldn't be the same assert_true((ovr_clf.coef_ != cs_clf.coef_).all()) # test decision function assert_array_equal(cs_clf.predict(iris.data), np.argmax(cs_clf.decision_function(iris.data), axis=1)) dec_func = np.dot(iris.data, cs_clf.coef_.T) + cs_clf.intercept_ assert_array_almost_equal(dec_func, cs_clf.decision_function(iris.data)) def test_crammer_singer_binary(): # Test Crammer-Singer formulation in the binary case X, y = make_classification(n_classes=2, random_state=0) for fit_intercept in (True, False): acc = svm.LinearSVC(fit_intercept=fit_intercept, multi_class="crammer_singer", random_state=0).fit(X, y).score(X, y) assert_greater(acc, 0.9) def test_linearsvc_iris(): # Test that LinearSVC gives plausible predictions on the iris dataset # Also, test symbolic class names (classes_). target = iris.target_names[iris.target] clf = svm.LinearSVC(random_state=0).fit(iris.data, target) assert_equal(set(clf.classes_), set(iris.target_names)) assert_greater(np.mean(clf.predict(iris.data) == target), 0.8) dec = clf.decision_function(iris.data) pred = iris.target_names[np.argmax(dec, 1)] assert_array_equal(pred, clf.predict(iris.data)) def test_dense_liblinear_intercept_handling(classifier=svm.LinearSVC): # Test that dense liblinear honours intercept_scaling param X = [[2, 1], [3, 1], [1, 3], [2, 3]] y = [0, 0, 1, 1] clf = classifier(fit_intercept=True, penalty='l1', loss='squared_hinge', dual=False, C=4, tol=1e-7, random_state=0) assert_true(clf.intercept_scaling == 1, clf.intercept_scaling) assert_true(clf.fit_intercept) # when intercept_scaling is low the intercept value is highly "penalized" # by regularization clf.intercept_scaling = 1 clf.fit(X, y) assert_almost_equal(clf.intercept_, 0, decimal=5) # when intercept_scaling is sufficiently high, the intercept value # is not affected by regularization clf.intercept_scaling = 100 clf.fit(X, y) intercept1 = clf.intercept_ assert_less(intercept1, -1) # when intercept_scaling is sufficiently high, the intercept value # doesn't depend on intercept_scaling value clf.intercept_scaling = 1000 clf.fit(X, y) intercept2 = clf.intercept_ assert_array_almost_equal(intercept1, intercept2, decimal=2) def test_liblinear_set_coef(): # multi-class case clf = svm.LinearSVC().fit(iris.data, iris.target) values = clf.decision_function(iris.data) clf.coef_ = clf.coef_.copy() clf.intercept_ = clf.intercept_.copy() values2 = clf.decision_function(iris.data) assert_array_almost_equal(values, values2) # binary-class case X = [[2, 1], [3, 1], [1, 3], [2, 3]] y = [0, 0, 1, 1] clf = svm.LinearSVC().fit(X, y) values = clf.decision_function(X) clf.coef_ = clf.coef_.copy() clf.intercept_ = clf.intercept_.copy() values2 = clf.decision_function(X) assert_array_equal(values, values2) def test_immutable_coef_property(): # Check that primal coef modification are not silently ignored svms = [ svm.SVC(kernel='linear').fit(iris.data, iris.target), svm.NuSVC(kernel='linear').fit(iris.data, iris.target), svm.SVR(kernel='linear').fit(iris.data, iris.target), svm.NuSVR(kernel='linear').fit(iris.data, iris.target), svm.OneClassSVM(kernel='linear').fit(iris.data), ] for clf in svms: assert_raises(AttributeError, clf.__setattr__, 'coef_', np.arange(3)) assert_raises((RuntimeError, ValueError), clf.coef_.__setitem__, (0, 0), 0) def test_linearsvc_verbose(): # stdout: redirect import os stdout = os.dup(1) # save original stdout os.dup2(os.pipe()[1], 1) # replace it # actual call clf = svm.LinearSVC(verbose=1) clf.fit(X, Y) # stdout: restore os.dup2(stdout, 1) # restore original stdout def test_svc_clone_with_callable_kernel(): # create SVM with callable linear kernel, check that results are the same # as with built-in linear kernel svm_callable = svm.SVC(kernel=lambda x, y: np.dot(x, y.T), probability=True, random_state=0, decision_function_shape='ovr') # clone for checking clonability with lambda functions.. svm_cloned = base.clone(svm_callable) svm_cloned.fit(iris.data, iris.target) svm_builtin = svm.SVC(kernel='linear', probability=True, random_state=0, decision_function_shape='ovr') svm_builtin.fit(iris.data, iris.target) assert_array_almost_equal(svm_cloned.dual_coef_, svm_builtin.dual_coef_) assert_array_almost_equal(svm_cloned.intercept_, svm_builtin.intercept_) assert_array_equal(svm_cloned.predict(iris.data), svm_builtin.predict(iris.data)) assert_array_almost_equal(svm_cloned.predict_proba(iris.data), svm_builtin.predict_proba(iris.data), decimal=4) assert_array_almost_equal(svm_cloned.decision_function(iris.data), svm_builtin.decision_function(iris.data)) def test_svc_bad_kernel(): svc = svm.SVC(kernel=lambda x, y: x) assert_raises(ValueError, svc.fit, X, Y) def test_timeout(): a = svm.SVC(kernel=lambda x, y: np.dot(x, y.T), probability=True, random_state=0, max_iter=1) assert_warns(ConvergenceWarning, a.fit, X, Y) def test_unfitted(): X = "foo!" # input validation not required when SVM not fitted clf = svm.SVC() assert_raises_regexp(Exception, r".*\bSVC\b.*\bnot\b.*\bfitted\b", clf.predict, X) clf = svm.NuSVR() assert_raises_regexp(Exception, r".*\bNuSVR\b.*\bnot\b.*\bfitted\b", clf.predict, X) # ignore convergence warnings from max_iter=1 @ignore_warnings def test_consistent_proba(): a = svm.SVC(probability=True, max_iter=1, random_state=0) proba_1 = a.fit(X, Y).predict_proba(X) a = svm.SVC(probability=True, max_iter=1, random_state=0) proba_2 = a.fit(X, Y).predict_proba(X) assert_array_almost_equal(proba_1, proba_2) def test_linear_svc_convergence_warnings(): # Test that warnings are raised if model does not converge lsvc = svm.LinearSVC(max_iter=2, verbose=1) assert_warns(ConvergenceWarning, lsvc.fit, X, Y) assert_equal(lsvc.n_iter_, 2) def test_svr_coef_sign(): # Test that SVR(kernel="linear") has coef_ with the right sign. # Non-regression test for #2933. X = np.random.RandomState(21).randn(10, 3) y = np.random.RandomState(12).randn(10) for svr in [svm.SVR(kernel='linear'), svm.NuSVR(kernel='linear'), svm.LinearSVR()]: svr.fit(X, y) assert_array_almost_equal(svr.predict(X), np.dot(X, svr.coef_.ravel()) + svr.intercept_) def test_linear_svc_intercept_scaling(): # Test that the right error message is thrown when intercept_scaling <= 0 for i in [-1, 0]: lsvc = svm.LinearSVC(intercept_scaling=i) msg = ('Intercept scaling is %r but needs to be greater than 0.' ' To disable fitting an intercept,' ' set fit_intercept=False.' % lsvc.intercept_scaling) assert_raise_message(ValueError, msg, lsvc.fit, X, Y) def test_lsvc_intercept_scaling_zero(): # Test that intercept_scaling is ignored when fit_intercept is False lsvc = svm.LinearSVC(fit_intercept=False) lsvc.fit(X, Y) assert_equal(lsvc.intercept_, 0.) def test_hasattr_predict_proba(): # Method must be (un)available before or after fit, switched by # `probability` param G = svm.SVC(probability=True) assert_true(hasattr(G, 'predict_proba')) G.fit(iris.data, iris.target) assert_true(hasattr(G, 'predict_proba')) G = svm.SVC(probability=False) assert_false(hasattr(G, 'predict_proba')) G.fit(iris.data, iris.target) assert_false(hasattr(G, 'predict_proba')) # Switching to `probability=True` after fitting should make # predict_proba available, but calling it must not work: G.probability = True assert_true(hasattr(G, 'predict_proba')) msg = "predict_proba is not available when fitted with probability=False" assert_raise_message(NotFittedError, msg, G.predict_proba, iris.data)
bsd-3-clause
hadrianmontes/Plotter2
template_gepmetry.py
1
2793
from ui.template_dialog import Ui_Dialog from PyQt4 import QtGui import matplotlib.pyplot as plt from axes_template import axes_template from time import sleep class TemplateDialog(Ui_Dialog): def __init__(self,*args,**kwargs): self.selectedIndex=False super(TemplateDialog,self).__init__(*args,**kwargs) def setupUi(self,MainWindow): self.parent=MainWindow super(TemplateDialog,self).setupUi(MainWindow) self.set_but.clicked.connect(self.setColRow) self.table_template.itemSelectionChanged.connect(self.increase_selection) self.table_template.cellPressed.connect(self.selected_item) self.preview_but.clicked.connect(self.preview) self.dialog_buttons.accepted.connect(self.accept) self.dialog_buttons.rejected.connect(self.reject) self.setColRow() def setColRow(self): ncol=self.ncol.value() self.table_template.setColumnCount(ncol) nrow=self.nrow.value() self.table_template.setRowCount(nrow) index=0 self.matrix=[] for i in range(nrow): self.matrix.append([]) for j in range(ncol): index+=1 self.matrix[-1].append(index) item=QtGui.QTableWidgetItem(str(index)) self.table_template.setItem(i,j,item) self.prematrix=[] for i in range(len(self.matrix)): self.prematrix.append([]) for j in range(len(self.matrix[0])): self.prematrix[-1].append(self.matrix[i][j]) def selected_item(self): # print(self.table_template.selectedIndexes()) index=self.table_template.currentIndex() self.selectedIndex=self.prematrix[index.row()][index.column()] self.prematrix=[] for i in range(len(self.matrix)): self.prematrix.append([]) for j in range(len(self.matrix[0])): self.prematrix[-1].append(self.matrix[i][j]) self.startingIn=(index.row(),index.column()) # print(index.row(),index.column(),self.selectedIndex) def increase_selection(self): if not self.selectedIndex: return indexes=self.table_template.selectedIndexes() for index in indexes: row=index.row() column=index.column() self.matrix[row][column]=self.selectedIndex item=QtGui.QTableWidgetItem(str(self.selectedIndex)) self.table_template.setItem(row,column,item) def preview(self): template=axes_template(matrix=self.matrix) fig=template.generate_preview() fig.show() sleep(5) plt.close(fig) def accept(self): self.parent.accept() def reject(self): self.parent.close()
mit
andyraib/data-storage
python_scripts/env/lib/python3.6/site-packages/matplotlib/backends/backend_wxagg.py
10
5840
from __future__ import (absolute_import, division, print_function, unicode_literals) import six import matplotlib from matplotlib.figure import Figure from .backend_agg import FigureCanvasAgg from . import wx_compat as wxc from . import backend_wx from .backend_wx import (FigureManagerWx, FigureCanvasWx, FigureFrameWx, DEBUG_MSG, NavigationToolbar2Wx, Toolbar) import wx show = backend_wx.Show() class FigureFrameWxAgg(FigureFrameWx): def get_canvas(self, fig): return FigureCanvasWxAgg(self, -1, fig) def _get_toolbar(self, statbar): if matplotlib.rcParams['toolbar'] == 'toolbar2': toolbar = NavigationToolbar2WxAgg(self.canvas) toolbar.set_status_bar(statbar) else: toolbar = None return toolbar class FigureCanvasWxAgg(FigureCanvasAgg, FigureCanvasWx): """ The FigureCanvas contains the figure and does event handling. In the wxPython backend, it is derived from wxPanel, and (usually) lives inside a frame instantiated by a FigureManagerWx. The parent window probably implements a wxSizer to control the displayed control size - but we give a hint as to our preferred minimum size. """ def draw(self, drawDC=None): """ Render the figure using agg. """ DEBUG_MSG("draw()", 1, self) FigureCanvasAgg.draw(self) self.bitmap = _convert_agg_to_wx_bitmap(self.get_renderer(), None) self._isDrawn = True self.gui_repaint(drawDC=drawDC, origin='WXAgg') def blit(self, bbox=None): """ Transfer the region of the agg buffer defined by bbox to the display. If bbox is None, the entire buffer is transferred. """ if bbox is None: self.bitmap = _convert_agg_to_wx_bitmap(self.get_renderer(), None) self.gui_repaint() return l, b, w, h = bbox.bounds r = l + w t = b + h x = int(l) y = int(self.bitmap.GetHeight() - t) srcBmp = _convert_agg_to_wx_bitmap(self.get_renderer(), None) srcDC = wx.MemoryDC() srcDC.SelectObject(srcBmp) destDC = wx.MemoryDC() destDC.SelectObject(self.bitmap) destDC.Blit(x, y, int(w), int(h), srcDC, x, y) destDC.SelectObject(wx.NullBitmap) srcDC.SelectObject(wx.NullBitmap) self.gui_repaint() filetypes = FigureCanvasAgg.filetypes def print_figure(self, filename, *args, **kwargs): # Use pure Agg renderer to draw FigureCanvasAgg.print_figure(self, filename, *args, **kwargs) # Restore the current view; this is needed because the # artist contains methods rely on particular attributes # of the rendered figure for determining things like # bounding boxes. if self._isDrawn: self.draw() class NavigationToolbar2WxAgg(NavigationToolbar2Wx): def get_canvas(self, frame, fig): return FigureCanvasWxAgg(frame, -1, fig) def new_figure_manager(num, *args, **kwargs): """ Create a new figure manager instance """ # in order to expose the Figure constructor to the pylab # interface we need to create the figure here DEBUG_MSG("new_figure_manager()", 3, None) backend_wx._create_wx_app() FigureClass = kwargs.pop('FigureClass', Figure) fig = FigureClass(*args, **kwargs) return new_figure_manager_given_figure(num, fig) def new_figure_manager_given_figure(num, figure): """ Create a new figure manager instance for the given figure. """ frame = FigureFrameWxAgg(num, figure) figmgr = frame.get_figure_manager() if matplotlib.is_interactive(): figmgr.frame.Show() figure.canvas.draw_idle() return figmgr # # agg/wxPython image conversion functions (wxPython >= 2.8) # def _convert_agg_to_wx_image(agg, bbox): """ Convert the region of the agg buffer bounded by bbox to a wx.Image. If bbox is None, the entire buffer is converted. Note: agg must be a backend_agg.RendererAgg instance. """ if bbox is None: # agg => rgb -> image image = wxc.EmptyImage(int(agg.width), int(agg.height)) image.SetData(agg.tostring_rgb()) return image else: # agg => rgba buffer -> bitmap => clipped bitmap => image return wx.ImageFromBitmap(_WX28_clipped_agg_as_bitmap(agg, bbox)) def _convert_agg_to_wx_bitmap(agg, bbox): """ Convert the region of the agg buffer bounded by bbox to a wx.Bitmap. If bbox is None, the entire buffer is converted. Note: agg must be a backend_agg.RendererAgg instance. """ if bbox is None: # agg => rgba buffer -> bitmap return wxc.BitmapFromBuffer(int(agg.width), int(agg.height), agg.buffer_rgba()) else: # agg => rgba buffer -> bitmap => clipped bitmap return _WX28_clipped_agg_as_bitmap(agg, bbox) def _WX28_clipped_agg_as_bitmap(agg, bbox): """ Convert the region of a the agg buffer bounded by bbox to a wx.Bitmap. Note: agg must be a backend_agg.RendererAgg instance. """ l, b, width, height = bbox.bounds r = l + width t = b + height srcBmp = wxc.BitmapFromBuffer(int(agg.width), int(agg.height), agg.buffer_rgba()) srcDC = wx.MemoryDC() srcDC.SelectObject(srcBmp) destBmp = wxc.EmptyBitmap(int(width), int(height)) destDC = wx.MemoryDC() destDC.SelectObject(destBmp) x = int(l) y = int(int(agg.height) - t) destDC.Blit(0, 0, int(width), int(height), srcDC, x, y) srcDC.SelectObject(wx.NullBitmap) destDC.SelectObject(wx.NullBitmap) return destBmp FigureCanvas = FigureCanvasWxAgg FigureManager = FigureManagerWx
apache-2.0
aashish24/seaborn
seaborn/linearmodels.py
1
67085
"""Plotting functions for linear models (broadly construed).""" from __future__ import division import copy import itertools import numpy as np import pandas as pd from scipy.spatial import distance import matplotlib as mpl import matplotlib.pyplot as plt try: import statsmodels assert statsmodels _has_statsmodels = True except ImportError: _has_statsmodels = False from .external.six import string_types from .external.six.moves import range from . import utils from . import algorithms as algo from .palettes import color_palette from .axisgrid import FacetGrid, PairGrid from .distributions import kdeplot class _LinearPlotter(object): """Base class for plotting relational data in tidy format. To get anything useful done you'll have to inherit from this, but setup code that can be abstracted out should be put here. """ def establish_variables(self, data, **kws): """Extract variables from data or use directly.""" self.data = data # Validate the inputs any_strings = any([isinstance(v, string_types) for v in kws.values()]) if any_strings and data is None: raise ValueError("Must pass `data` if using named variables.") # Set the variables for var, val in kws.items(): if isinstance(val, string_types): setattr(self, var, data[val]) else: setattr(self, var, val) def dropna(self, *vars): """Remove observations with missing data.""" vals = [getattr(self, var) for var in vars] vals = [v for v in vals if v is not None] not_na = np.all(np.column_stack([pd.notnull(v) for v in vals]), axis=1) for var in vars: val = getattr(self, var) if val is not None: setattr(self, var, val[not_na]) def plot(self, ax): raise NotImplementedError class _DiscretePlotter(_LinearPlotter): """Plotter for data with discrete independent variable(s). This will be used by the `barplot` and `pointplot` functions, and thus indirectly by the `factorplot` function. It can produce plots where some statistic for a dependent measure is estimated within subsets of the data, which can be hierarchically structured at up to two levels (`x` and `hue`). The plots can be drawn with a few different visual representations of the same underlying data (`bar`, and `point`, with `box` doing something similar but skipping the estimation). """ def __init__(self, x, y=None, hue=None, data=None, units=None, x_order=None, hue_order=None, color=None, palette=None, kind="auto", markers=None, linestyles=None, dodge=0, join=True, hline=None, estimator=np.mean, ci=95, n_boot=1000, dropna=True): # This implies we have a single bar/point for each level of `x` # but that the different levels should be mapped with a palette self.x_palette = hue is None and palette is not None # Set class attributes based on inputs self.estimator = len if y is None else estimator self.ci = None if y is None else ci self.join = join self.n_boot = n_boot self.hline = hline # Other attributes that are hardcoded for now self.bar_widths = .8 self.err_color = "#444444" self.lw = mpl.rcParams["lines.linewidth"] * 1.8 # Once we've set the above values, if `y` is None we want the actual # y values to be the x values so we can count them self.y_count = y is None if y is None: y = x # Ascertain which values will be associated with what values self.establish_variables(data, x=x, y=y, hue=hue, units=units) # Figure out the order of the variables on the x axis x_sorted = np.sort(pd.unique(self.x)) self.x_order = x_sorted if x_order is None else x_order if self.hue is not None: hue_sorted = np.sort(pd.unique(self.hue)) self.hue_order = hue_sorted if hue_order is None else hue_order else: self.hue_order = [None] # Handle the other hue-mapped attributes if markers is None: self.markers = ["o"] * len(self.hue_order) else: if len(markers) != len(self.hue_order): raise ValueError("Length of marker list must equal " "number of hue levels") self.markers = markers if linestyles is None: self.linestyles = ["-"] * len(self.hue_order) else: if len(linestyles) != len(self.hue_order): raise ValueError("Length of linestyle list must equal " "number of hue levels") self.linestyles = linestyles # Drop null observations if dropna: self.dropna("x", "y", "hue", "units") # Settle whe kind of plot this is going to be self.establish_plot_kind(kind) # Determine the color palette self.establish_palette(color, palette) # Figure out where the data should be drawn self.establish_positions(dodge) def establish_palette(self, color, palette): """Set a list of colors for each plot element.""" n_hues = len(self.x_order) if self.x_palette else len(self.hue_order) hue_names = self.x_order if self.x_palette else self.hue_order if self.hue is None and not self.x_palette: if color is None: color = color_palette()[0] palette = [color for _ in self.x_order] elif palette is None: current_palette = mpl.rcParams["axes.color_cycle"] if len(current_palette) <= n_hues: palette = color_palette("husl", n_hues) else: palette = color_palette(n_colors=n_hues) elif isinstance(palette, dict): palette = [palette[k] for k in hue_names] palette = color_palette(palette, n_hues) else: palette = color_palette(palette, n_hues) self.palette = palette if self.kind == "point": self.err_palette = palette else: # TODO make this smarter self.err_palette = [self.err_color] * len(palette) def establish_positions(self, dodge): """Make list of center values for each x and offset for each hue.""" self.positions = np.arange(len(self.x_order)) # If there's no hue variable kind is irrelevant if self.hue is None: n_hues = 1 width = self.bar_widths offset = np.zeros(n_hues) else: n_hues = len(self.hue_order) # Bar offset is set by hardcoded bar width if self.kind in ["bar", "box"]: width = self.bar_widths / n_hues offset = np.linspace(0, self.bar_widths - width, n_hues) if self.kind == "box": width *= .95 self.bar_widths = width # Point offset is set by `dodge` parameter elif self.kind == "point": offset = np.linspace(0, dodge, n_hues) offset -= offset.mean() self.offset = offset def establish_plot_kind(self, kind): """Use specified kind of apply heuristics to decide automatically.""" if kind == "auto": y = self.y # Walk through some heuristics to automatically assign a kind if self.y_count: kind = "bar" elif y.max() <= 1: kind = "point" elif (y.mean() / y.std()) < 2.5: kind = "bar" else: kind = "point" self.kind = kind elif kind in ["bar", "point"]: self.kind = kind else: raise ValueError("%s is not a valid kind of plot" % kind) @property def estimate_data(self): """Generator to yield x, y, and ci data for each hue subset.""" # First iterate through the hues, as plots are drawn for all # positions of a given hue at the same time for i, hue in enumerate(self.hue_order): # Build intermediate lists of the values for each drawing pos = [] height = [] ci = [] for j, x in enumerate(self.x_order): pos.append(self.positions[j] + self.offset[i]) # Focus on the data for this specific bar/point current_data = (self.x == x) & (self.hue == hue) y_data = self.y[current_data] if self.units is None: unit_data = None else: unit_data = self.units[current_data] # This is where the main computation happens height.append(self.estimator(y_data)) # Only bootstrap with multple values if current_data.sum() < 2: ci.append((None, None)) continue # Get the confidence intervals if self.ci is not None: boots = algo.bootstrap(y_data, func=self.estimator, n_boot=self.n_boot, units=unit_data) ci.append(utils.ci(boots, self.ci)) yield pos, height, ci @property def binned_data(self): """Generator to yield entire subsets of data for each bin.""" # First iterate through the hues, as plots are drawn for all # positions of a given hue at the same time for i, hue in enumerate(self.hue_order): # Build intermediate lists of the values for each drawing pos = [] data = [] for j, x in enumerate(self.x_order): pos.append(self.positions[j] + self.offset[i]) current_data = (self.x == x) & (self.hue == hue) data.append(self.y[current_data]) yield pos, data def plot(self, ax): """Plot based on the stored value for kind of plot.""" plotter = getattr(self, self.kind + "plot") plotter(ax) # Set the plot attributes (these are shared across plot kinds if self.hue is not None: leg = ax.legend(loc="best", scatterpoints=1) if hasattr(self.hue, "name"): leg.set_title(self.hue.name), # Set the title size a roundabout way to maintain # compatability with matplotlib 1.1 titlesize = mpl.rcParams["axes.labelsize"] prop = mpl.font_manager.FontProperties(size=titlesize) leg._legend_title_box._text.set_font_properties(prop) ax.xaxis.grid(False) ax.set_xticks(self.positions) ax.set_xticklabels(self.x_order) if hasattr(self.x, "name"): ax.set_xlabel(self.x.name) if self.y_count: ax.set_ylabel("count") else: if hasattr(self.y, "name"): ax.set_ylabel(self.y.name) if self.hline is not None: ymin, ymax = ax.get_ylim() if self.hline > ymin and self.hline < ymax: ax.axhline(self.hline, c="#666666") def barplot(self, ax): """Draw the plot with a bar representation.""" for i, (pos, height, ci) in enumerate(self.estimate_data): color = self.palette if self.x_palette else self.palette[i] ecolor = self.err_palette[i] label = self.hue_order[i] # The main plot ax.bar(pos, height, self.bar_widths, color=color, label=label, align="center") # The error bars for x, (low, high) in zip(pos, ci): if low is None: continue ax.plot([x, x], [low, high], linewidth=self.lw, color=ecolor) # Set the x limits offset = .5 xlim = self.positions.min() - offset, self.positions.max() + offset ax.set_xlim(xlim) def boxplot(self, ax): """Draw the plot with a bar representation.""" from .distributions import boxplot for i, (pos, data) in enumerate(self.binned_data): color = self.palette if self.x_palette else self.palette[i] label = self.hue_order[i] # The main plot boxplot(data, widths=self.bar_widths, color=color, positions=pos, label=label, ax=ax) # Set the x limits offset = .5 xlim = self.positions.min() - offset, self.positions.max() + offset ax.set_xlim(xlim) def pointplot(self, ax): """Draw the plot with a point representation.""" for i, (pos, height, ci) in enumerate(self.estimate_data): color = self.palette if self.x_palette else self.palette[i] err_palette = self.err_palette label = self.hue_order[i] marker = self.markers[i] markersize = np.pi * np.square(self.lw) * 2 linestyle = self.linestyles[i] z = i + 1 # The error bars for j, (x, (low, high)) in enumerate(zip(pos, ci)): if low is None: continue ecolor = err_palette[j] if self.x_palette else err_palette[i] ax.plot([x, x], [low, high], linewidth=self.lw, color=ecolor, zorder=z) # The main plot ax.scatter(pos, height, s=markersize, color=color, label=label, marker=marker, zorder=z) # The join line if self.join: ax.plot(pos, height, color=color, linewidth=self.lw, linestyle=linestyle, zorder=z) # Set the x limits xlim = (self.positions.min() + self.offset.min() - .3, self.positions.max() + self.offset.max() + .3) ax.set_xlim(xlim) class _RegressionPlotter(_LinearPlotter): """Plotter for numeric independent variables with regression model. This does the computations and drawing for the `regplot` function, and is thus also used indirectly by `lmplot`. It is generally similar to the `_DiscretePlotter`, but it's intended for use when the independent variable is numeric (continuous or discrete), and its primary advantage is that a regression model can be fit to the data and visualized, allowing extrapolations beyond the observed datapoints. """ def __init__(self, x, y, data=None, x_estimator=None, x_bins=None, x_ci="ci", scatter=True, fit_reg=True, ci=95, n_boot=1000, units=None, order=1, logistic=False, lowess=False, robust=False, logx=False, x_partial=None, y_partial=None, truncate=False, dropna=True, x_jitter=None, y_jitter=None, color=None, label=None): # Set member attributes self.x_estimator = x_estimator self.ci = ci self.x_ci = ci if x_ci == "ci" else x_ci self.n_boot = n_boot self.scatter = scatter self.fit_reg = fit_reg self.order = order self.logistic = logistic self.lowess = lowess self.robust = robust self.logx = logx self.truncate = truncate self.x_jitter = x_jitter self.y_jitter = y_jitter self.color = color self.label = label # Validate the regression options: if sum((order > 1, logistic, robust, lowess, logx)) > 1: raise ValueError("Mutually exclusive regression options.") # Extract the data vals from the arguments or passed dataframe self.establish_variables(data, x=x, y=y, units=units, x_partial=x_partial, y_partial=y_partial) # Drop null observations if dropna: self.dropna("x", "y", "units", "x_partial", "y_partial") # Regress nuisance variables out of the data if self.x_partial is not None: self.x = self.regress_out(self.x, self.x_partial) if self.y_partial is not None: self.y = self.regress_out(self.y, self.y_partial) # Possibly bin the predictor variable, which implies a point estimate if x_bins is not None: self.x_estimator = np.mean if x_estimator is None else x_estimator x_discrete, x_bins = self.bin_predictor(x_bins) self.x_discrete = x_discrete else: self.x_discrete = self.x # Save the range of the x variable for the grid later self.x_range = self.x.min(), self.x.max() @property def scatter_data(self): """Data where each observation is a point.""" x_j = self.x_jitter if x_j is None: x = self.x else: x = self.x + np.random.uniform(-x_j, x_j, len(self.x)) y_j = self.y_jitter if y_j is None: y = self.y else: y = self.y + np.random.uniform(-y_j, y_j, len(self.y)) return x, y @property def estimate_data(self): """Data with a point estimate and CI for each discrete x value.""" x, y = self.x_discrete, self.y vals = sorted(np.unique(x)) points, cis = [], [] for val in vals: # Get the point estimate of the y variable _y = y[x == val] est = self.x_estimator(_y) points.append(est) # Compute the confidence interval for this estimate if self.x_ci is None: cis.append(None) else: units = None if self.units is not None: units = self.units[x == val] boots = algo.bootstrap(_y, func=self.x_estimator, n_boot=self.n_boot, units=units) _ci = utils.ci(boots, self.x_ci) cis.append(_ci) return vals, points, cis def fit_regression(self, ax=None, x_range=None, grid=None): """Fit the regression model.""" # Create the grid for the regression if grid is None: if self.truncate: x_min, x_max = self.x_range else: if ax is None: x_min, x_max = x_range else: x_min, x_max = ax.get_xlim() grid = np.linspace(x_min, x_max, 100) ci = self.ci # Fit the regression if self.order > 1: yhat, yhat_boots = self.fit_poly(grid, self.order) elif self.logistic: from statsmodels.genmod.generalized_linear_model import GLM from statsmodels.genmod.families import Binomial yhat, yhat_boots = self.fit_statsmodels(grid, GLM, family=Binomial()) elif self.lowess: ci = None grid, yhat = self.fit_lowess() elif self.robust: from statsmodels.robust.robust_linear_model import RLM yhat, yhat_boots = self.fit_statsmodels(grid, RLM) elif self.logx: yhat, yhat_boots = self.fit_logx(grid) else: yhat, yhat_boots = self.fit_fast(grid) # Compute the confidence interval at each grid point if ci is None: err_bands = None else: err_bands = utils.ci(yhat_boots, ci, axis=0) return grid, yhat, err_bands def fit_fast(self, grid): """Low-level regression and prediction using linear algebra.""" X, y = np.c_[np.ones(len(self.x)), self.x], self.y grid = np.c_[np.ones(len(grid)), grid] reg_func = lambda _x, _y: np.linalg.pinv(_x).dot(_y) yhat = grid.dot(reg_func(X, y)) if self.ci is None: return yhat, None beta_boots = algo.bootstrap(X, y, func=reg_func, n_boot=self.n_boot, units=self.units).T yhat_boots = grid.dot(beta_boots).T return yhat, yhat_boots def fit_poly(self, grid, order): """Regression using numpy polyfit for higher-order trends.""" x, y = self.x, self.y reg_func = lambda _x, _y: np.polyval(np.polyfit(_x, _y, order), grid) yhat = reg_func(x, y) if self.ci is None: return yhat, None yhat_boots = algo.bootstrap(x, y, func=reg_func, n_boot=self.n_boot, units=self.units) return yhat, yhat_boots def fit_statsmodels(self, grid, model, **kwargs): """More general regression function using statsmodels objects.""" X, y = np.c_[np.ones(len(self.x)), self.x], self.y grid = np.c_[np.ones(len(grid)), grid] reg_func = lambda _x, _y: model(_y, _x, **kwargs).fit().predict(grid) yhat = reg_func(X, y) if self.ci is None: return yhat, None yhat_boots = algo.bootstrap(X, y, func=reg_func, n_boot=self.n_boot, units=self.units) return yhat, yhat_boots def fit_lowess(self): """Fit a locally-weighted regression, which returns its own grid.""" from statsmodels.nonparametric.smoothers_lowess import lowess grid, yhat = lowess(self.y, self.x).T return grid, yhat def fit_logx(self, grid): """Fit the model in log-space.""" X, y = np.c_[np.ones(len(self.x)), self.x], self.y grid = np.c_[np.ones(len(grid)), np.log(grid)] def reg_func(_x, _y): _x = np.c_[_x[:, 0], np.log(_x[:, 1])] return np.linalg.pinv(_x).dot(_y) yhat = grid.dot(reg_func(X, y)) if self.ci is None: return yhat, None beta_boots = algo.bootstrap(X, y, func=reg_func, n_boot=self.n_boot, units=self.units).T yhat_boots = grid.dot(beta_boots).T return yhat, yhat_boots def bin_predictor(self, bins): """Discretize a predictor by assigning value to closest bin.""" x = self.x if np.isscalar(bins): percentiles = np.linspace(0, 100, bins + 2)[1:-1] bins = np.c_[utils.percentiles(x, percentiles)] else: bins = np.c_[np.ravel(bins)] dist = distance.cdist(np.c_[x], bins) x_binned = bins[np.argmin(dist, axis=1)].ravel() return x_binned, bins.ravel() def regress_out(self, a, b): """Regress b from a keeping a's original mean.""" a_mean = a.mean() a = a - a_mean b = b - b.mean() b = np.c_[b] a_prime = a - b.dot(np.linalg.pinv(b).dot(a)) return (a_prime + a_mean).reshape(a.shape) def plot(self, ax, scatter_kws, line_kws): """Draw the full plot.""" # Insert the plot label into the correct set of keyword arguments if self.scatter: scatter_kws["label"] = self.label else: line_kws["label"] = self.label # Use the current color cycle state as a default if self.color is None: lines, = plt.plot(self.x.mean(), self.y.mean()) color = lines.get_color() lines.remove() else: color = self.color # Let color in keyword arguments override overall plot color scatter_kws.setdefault("color", color) line_kws.setdefault("color", color) # Draw the constituent plots if self.scatter: self.scatterplot(ax, scatter_kws) if self.fit_reg: self.lineplot(ax, line_kws) # Label the axes if hasattr(self.x, "name"): ax.set_xlabel(self.x.name) if hasattr(self.y, "name"): ax.set_ylabel(self.y.name) def scatterplot(self, ax, kws): """Draw the data.""" # Treat the line-based markers specially, explicitly setting larger # linewidth than is provided by the seaborn style defaults. # This would ideally be handled better in matplotlib (i.e., distinguish # between edgewidth for solid glyphs and linewidth for line glyphs # but this should do for now. line_markers = ["1", "2", "3", "4", "+", "x", "|", "_"] if self.x_estimator is None: if "marker" in kws and kws["marker"] in line_markers: lw = mpl.rcParams["lines.linewidth"] else: lw = mpl.rcParams["lines.markeredgewidth"] kws.setdefault("linewidths", lw) if not hasattr(kws['color'], 'shape') or kws['color'].shape[1] < 4: kws.setdefault("alpha", .8) x, y = self.scatter_data ax.scatter(x, y, **kws) else: # TODO abstraction ci_kws = {"color": kws["color"]} ci_kws["linewidth"] = mpl.rcParams["lines.linewidth"] * 1.75 kws.setdefault("s", 50) xs, ys, cis = self.estimate_data if [ci for ci in cis if ci is not None]: for x, ci in zip(xs, cis): ax.plot([x, x], ci, **ci_kws) ax.scatter(xs, ys, **kws) def lineplot(self, ax, kws): """Draw the model.""" xlim = ax.get_xlim() # Fit the regression model grid, yhat, err_bands = self.fit_regression(ax) # Get set default aesthetics fill_color = kws["color"] lw = kws.pop("lw", mpl.rcParams["lines.linewidth"] * 1.5) kws.setdefault("linewidth", lw) # Draw the regression line and confidence interval ax.plot(grid, yhat, **kws) if err_bands is not None: ax.fill_between(grid, *err_bands, color=fill_color, alpha=.15) ax.set_xlim(*xlim) def lmplot(x, y, data, hue=None, col=None, row=None, palette=None, col_wrap=None, size=5, aspect=1, markers="o", sharex=True, sharey=True, hue_order=None, col_order=None, row_order=None, dropna=True, legend=True, legend_out=True, **kwargs): """Plot a data and a regression model fit onto a FacetGrid. Parameters ---------- x, y : strings Column names in ``data``. data : DataFrame Long-form (tidy) dataframe with variables in columns and observations in rows. hue, col, row : strings, optional Variable names to facet on the hue, col, or row dimensions (see :class:`FacetGrid` docs for more information). palette : seaborn palette or dict, optional Color palette if using a `hue` facet. Should be something that seaborn.color_palette can read, or a dictionary mapping values of the hue variable to matplotlib colors. col_wrap : int, optional Wrap the column variable at this width. Incompatible with `row`. size : scalar, optional Height (in inches) of each facet. aspect : scalar, optional Aspect * size gives the width (in inches) of each facet. markers : single matplotlib marker code or list, optional Either the marker to use for all datapoints or a list of markers with a length the same as the number of levels in the hue variable so that differently colored points will also have different scatterplot markers. share{x, y}: booleans, optional Lock the limits of the vertical and horizontal axes across the facets. {hue, col, row}_order: sequence of strings, optional Order to plot the values in the faceting variables in, otherwise sorts the unique values. dropna : boolean, optional Drop missing values from the data before plotting. legend : boolean, optional Draw a legend for the data when using a `hue` variable. legend_out: boolean, optional Draw the legend outside the grid of plots. kwargs : key, value pairs Other keyword arguments are pasted to :func:`regplot` Returns ------- facets : FacetGrid Returns the :class:`FacetGrid` instance with the plot on it for further tweaking. See Also -------- regplot : Axes-level function for plotting linear regressions. """ # Reduce the dataframe to only needed columns # Otherwise when dropna is True we could lose data because it is missing # in a column that isn't relevant to this plot units = kwargs.get("units", None) x_partial = kwargs.get("x_partial", None) y_partial = kwargs.get("y_partial", None) need_cols = [x, y, hue, col, row, units, x_partial, y_partial] cols = np.unique([a for a in need_cols if a is not None]).tolist() data = data[cols] # Initialize the grid facets = FacetGrid(data, row, col, hue, palette=palette, row_order=row_order, col_order=col_order, hue_order=hue_order, dropna=dropna, size=size, aspect=aspect, col_wrap=col_wrap, sharex=sharex, sharey=sharey, legend_out=legend_out) # Add the markers here as FacetGrid has figured out how many levels of the # hue variable are needed and we don't want to duplicate that process if facets.hue_names is None: n_markers = 1 else: n_markers = len(facets.hue_names) if not isinstance(markers, list): markers = [markers] * n_markers if len(markers) != n_markers: raise ValueError(("markers must be a singeton or a list of markers " "for each level of the hue variable")) facets.hue_kws = {"marker": markers} # Hack to set the x limits properly, which needs to happen here # because the extent of the regression estimate is determined # by the limits of the plot if sharex: for ax in facets.axes.flat: scatter = ax.scatter(data[x], np.ones(len(data)) * data[y].mean()) scatter.remove() # Draw the regression plot on each facet facets.map_dataframe(regplot, x, y, **kwargs) # Add a legend if legend and (hue is not None) and (hue not in [col, row]): facets.add_legend() return facets def factorplot(x, y=None, hue=None, data=None, row=None, col=None, col_wrap=None, estimator=np.mean, ci=95, n_boot=1000, units=None, x_order=None, hue_order=None, col_order=None, row_order=None, kind="auto", markers=None, linestyles=None, dodge=0, join=True, hline=None, size=5, aspect=1, palette=None, legend=True, legend_out=True, dropna=True, sharex=True, sharey=True, margin_titles=False): """Plot a variable estimate and error sorted by categorical factors. Parameters ---------- x : string Variable name in ``data`` for splitting the plot on the x axis. y : string, optional Variable name in ``data`` for the dependent variable. If omitted, the counts within each bin are plotted (without confidence intervals). hue : string, optional Variable name in ``data`` for splitting the plot by color. In the case of ``kind="bar`"`, this also influences the placement on the x axis. data : DataFrame Long-form (tidy) dataframe with variables in columns and observations in rows. row, col : strings, optional Variable name(s) in ``data`` for splitting the plot into a facet grid along row and columns. col_wrap : int or None, optional Wrap the column variable at this width (incompatible with ``row``). estimator : vector -> scalar function, optional Function to aggregate ``y`` values at each level of the factors. ci : int in {0, 100}, optional Size of confidene interval to draw around the aggregated value. n_boot : int, optional Number of bootstrap resamples used to compute confidence interval. units : vector, optional Vector with ids for sampling units; bootstrap will be performed over these units and then within them. {x, hue, col, row}_order : list-like, optional Order of levels plotted on various dimensions of the figure. Default is to use sorted level values. kind : {"auto", "point", "bar"}, optional Visual representation of the plot. "auto" uses a few heuristics to guess whether "bar" or "point" is more appropriate. markers : list of strings, optional Marker codes to map the ``hue`` variable with. Only relevant when kind is "point". linestyles : list of strings, optional Linestyle codes to map the ``hue`` variable with. Only relevant when kind is "point". dodge : positive scalar, optional Horizontal offset applies to different ``hue`` levels. Only relevant when kind is "point". join : boolean, optional Whether points from the same level of ``hue`` should be joined. Only relevant when kind is "point". size : positive scalar, optional Height (in inches) of each facet. aspect : positive scalar, optional Ratio of facet width to facet height. palette : seaborn color palette, optional Palette to map ``hue`` variable with (or ``x`` variable when ``hue`` is None). legend : boolean, optional Draw a legend, only if ``hue`` is used and does not overlap with other variables. legend_out : boolean, optional Draw the legend outside the grid; otherwise it is placed within the first facet. dropna : boolean, optional Remove observations that are NA within any variables used to make the plot. share{x, y} : booleans, optional Lock the limits of the vertical and/or horizontal axes across the facets. margin_titles : bool, optional If True and there is a ``row`` variable, draw the titles on the right margin of the grid (experimental). Returns ------- facet : FacetGrid Returns the :class:`FacetGrid` instance with the plot on it for further tweaking. See Also -------- pointplot : Axes-level function for drawing a point plot barplot : Axes-level function for drawing a bar plot boxplot : Axes-level function for drawing a box plot """ cols = [a for a in [x, y, hue, col, row, units] if a is not None] cols = pd.unique(cols).tolist() data = data[cols] facet_hue = hue if hue in [row, col] else None facet_palette = palette if hue in [row, col] else None # Initialize the grid facets = FacetGrid(data, row, col, facet_hue, palette=facet_palette, row_order=row_order, col_order=col_order, dropna=dropna, size=size, aspect=aspect, col_wrap=col_wrap, legend_out=legend_out, sharex=sharex, sharey=sharey, margin_titles=margin_titles) if kind == "auto": if y is None: kind = "bar" elif (data[y] <= 1).all(): kind = "point" elif (data[y].mean() / data[y].std()) < 2.5: kind = "bar" else: kind = "point" # Always use an x_order so that the plot is drawn properly when # not all of the x variables are represented in each facet if x_order is None: x_order = np.sort(pd.unique(data[x])) # Draw the plot on each facet kwargs = dict(estimator=estimator, ci=ci, n_boot=n_boot, units=units, x_order=x_order, hue_order=hue_order, hline=hline) # Delegate the hue variable to the plotter not the FacetGrid if hue is not None and hue in [row, col]: hue = None else: kwargs["palette"] = palette # Plot by mapping a plot function across the facets if kind == "bar": facets.map_dataframe(barplot, x, y, hue, **kwargs) elif kind == "box": def _boxplot(x, y, hue, data=None, **kwargs): p = _DiscretePlotter(x, y, hue, data, kind="box", **kwargs) ax = plt.gca() p.plot(ax) facets.map_dataframe(_boxplot, x, y, hue, **kwargs) elif kind == "point": kwargs.update(dict(dodge=dodge, join=join, markers=markers, linestyles=linestyles)) facets.map_dataframe(pointplot, x, y, hue, **kwargs) # Draw legends and labels if y is None: facets.set_axis_labels(x, "count") facets.fig.tight_layout() if legend and (hue is not None) and (hue not in [x, row, col]): facets.add_legend(title=hue, label_order=hue_order) return facets def barplot(x, y=None, hue=None, data=None, estimator=np.mean, hline=None, ci=95, n_boot=1000, units=None, x_order=None, hue_order=None, dropna=True, color=None, palette=None, label=None, ax=None): """Estimate data in categorical bins with a bar representation. Parameters ---------- x : Vector or string Data or variable name in `data` for splitting the plot on the x axis. y : Vector or string, optional Data or variable name in `data` for the dependent variable. If omitted, the counts within each bin are plotted (without confidence intervals). data : DataFrame, optional Long-form (tidy) dataframe with variables in columns and observations in rows. estimator : vector -> scalar function, optional Function to aggregate `y` values at each level of the factors. ci : int in {0, 100}, optional Size of confidene interval to draw around the aggregated value. n_boot : int, optional Number of bootstrap resamples used to compute confidence interval. units : vector, optional Vector with ids for sampling units; bootstrap will be performed over these units and then within them. palette : seaborn color palette, optional Palette to map `hue` variable with (or `x` variable when `hue` is None). dropna : boolean, optional Remove observations that are NA within any variables used to make the plot. Returns ------- ax : Axes Returns the matplotlib Axes with the plot on it for further tweaking. See Also -------- factorplot : Combine barplot and FacetGrid pointplot : Axes-level function for drawing a point plot """ plotter = _DiscretePlotter(x, y, hue, data, units, x_order, hue_order, color, palette, "bar", None, None, 0, False, hline, estimator, ci, n_boot, dropna) if ax is None: ax = plt.gca() plotter.plot(ax) return ax def pointplot(x, y, hue=None, data=None, estimator=np.mean, hline=None, ci=95, n_boot=1000, units=None, x_order=None, hue_order=None, markers=None, linestyles=None, dodge=0, dropna=True, color=None, palette=None, join=True, label=None, ax=None): """Estimate data in categorical bins with a point representation. Parameters ---------- x : Vector or string Data or variable name in `data` for splitting the plot on the x axis. y : Vector or string, optional Data or variable name in `data` for the dependent variable. If omitted, the counts within each bin are plotted (without confidence intervals). data : DataFrame, optional Long-form (tidy) dataframe with variables in columns and observations in rows. estimator : vector -> scalar function, optional Function to aggregate `y` values at each level of the factors. ci : int in {0, 100}, optional Size of confidene interval to draw around the aggregated value. n_boot : int, optional Number of bootstrap resamples used to compute confidence interval. units : vector, optional Vector with ids for sampling units; bootstrap will be performed over these units and then within them. markers : list of strings, optional Marker codes to map the `hue` variable with. linestyles : list of strings, optional Linestyle codes to map the `hue` variable with. dodge : positive scalar, optional Horizontal offset applies to different `hue` levels. Only relevant when kind is "point". join : boolean, optional Whether points from the same level of `hue` should be joined. Only relevant when kind is "point". palette : seaborn color palette, optional Palette to map `hue` variable with (or `x` variable when `hue` is None). dropna : boolean, optional Remove observations that are NA within any variables used to make the plot. Returns ------- ax : Axes Returns the matplotlib Axes with the plot on it for further tweaking. See Also -------- factorplot : Combine pointplot and FacetGrid barplot : Axes-level function for drawing a bar plot """ plotter = _DiscretePlotter(x, y, hue, data, units, x_order, hue_order, color, palette, "point", markers, linestyles, dodge, join, hline, estimator, ci, n_boot, dropna) if ax is None: ax = plt.gca() plotter.plot(ax) return ax def regplot(x, y, data=None, x_estimator=None, x_bins=None, x_ci=95, scatter=True, fit_reg=True, ci=95, n_boot=1000, units=None, order=1, logistic=False, lowess=False, robust=False, logx=False, x_partial=None, y_partial=None, truncate=False, dropna=True, x_jitter=None, y_jitter=None, xlabel=None, ylabel=None, label=None, color=None, marker="o", scatter_kws=None, line_kws=None, ax=None): """Draw a scatter plot between x and y with a regression line. Parameters ---------- x : vector or string Data or column name in `data` for the predictor variable. y : vector or string Data or column name in `data` for the response variable. data : DataFrame, optional DataFrame to use if `x` and `y` are column names. x_estimator : function that aggregates a vector into one value, optional When `x` is a discrete variable, apply this estimator to the data at each value and plot the data as a series of point estimates and confidence intervals rather than a scatter plot. x_bins : int or vector, optional When `x` is a continuous variable, use the values in this vector (or a vector of evenly spaced values with this length) to discretize the data by assigning each point to the closest bin value. This applies only to the plot; the regression is fit to the original data. This implies that `x_estimator` is numpy.mean if not otherwise provided. x_ci: int between 0 and 100, optional Confidence interval to compute and draw around the point estimates when `x` is treated as a discrete variable. scatter : boolean, optional Draw the scatter plot or point estimates with CIs representing the observed data. fit_reg : boolean, optional If False, don't fit a regression; just draw the scatterplot. ci : int between 0 and 100 or None, optional Confidence interval to compute for regression estimate, which is drawn as translucent bands around the regression line. n_boot : int, optional Number of bootstrap resamples used to compute the confidence intervals. units : vector or string Data or column name in `data` with ids for sampling units, so that the bootstrap is performed by resampling units and then observations within units for more accurate confidence intervals when data have repeated measures. order : int, optional Order of the polynomial to fit. Use order > 1 to explore higher-order trends in the relationship. logistic : boolean, optional Fit a logistic regression model. This requires `y` to be dichotomous with values of either 0 or 1. lowess : boolean, optional Plot a lowess model (locally weighted nonparametric regression). robust : boolean, optional Fit a robust linear regression, which may be useful when the data appear to have outliers. logx : boolean, optional Fit the regression in log(x) space. {x, y}_partial : matrix or string(s) , optional Matrix with same first dimension as `x`, or column name(s) in `data`. These variables are treated as confounding and are removed from the `x` or `y` variables before plotting. truncate : boolean, optional If True, truncate the regression estimate at the minimum and maximum values of the `x` variable. dropna : boolean, optional Remove observations that are NA in at least one of the variables. {x, y}_jitter : floats, optional Add uniform random noise from within this range (in data coordinates) to each datapoint in the x and/or y direction. This can be helpful when plotting discrete values. label : string, optional Label to use for the regression line, or for the scatterplot if not fitting a regression. color : matplotlib color, optional Color to use for all elements of the plot. Can set the scatter and regression colors separately using the `kws` dictionaries. If not provided, the current color in the axis cycle is used. marker : matplotlib marker code, optional Marker to use for the scatterplot points. {scatter, line}_kws : dictionaries, optional Additional keyword arguments passed to scatter() and plot() for drawing the components of the plot. ax : matplotlib axis, optional Plot into this axis, otherwise grab the current axis or make a new one if not existing. Returns ------- ax: matplotlib axes Axes with the regression plot. See Also -------- lmplot : Combine regplot and a FacetGrid. residplot : Calculate and plot the residuals of a linear model. jointplot (with kind="reg"): Draw a regplot with univariate marginal distrbutions. """ plotter = _RegressionPlotter(x, y, data, x_estimator, x_bins, x_ci, scatter, fit_reg, ci, n_boot, units, order, logistic, lowess, robust, logx, x_partial, y_partial, truncate, dropna, x_jitter, y_jitter, color, label) if ax is None: ax = plt.gca() scatter_kws = {} if scatter_kws is None else copy.copy(scatter_kws) scatter_kws["marker"] = marker line_kws = {} if line_kws is None else copy.copy(line_kws) plotter.plot(ax, scatter_kws, line_kws) return ax def residplot(x, y, data=None, lowess=False, x_partial=None, y_partial=None, order=1, robust=False, dropna=True, label=None, color=None, scatter_kws=None, line_kws=None, ax=None): """Plot the residuals of a linear regression. This function will regress y on x (possibly as a robust or polynomial regression) and then draw a scatterplot of the residuals. You can optionally fit a lowess smoother to the residual plot, which can help in determining if there is structure to the residuals. Parameters ---------- x : vector or string Data or column name in `data` for the predictor variable. y : vector or string Data or column name in `data` for the response variable. data : DataFrame, optional DataFrame to use if `x` and `y` are column names. lowess : boolean, optional Fit a lowess smoother to the residual scatterplot. {x, y}_partial : matrix or string(s) , optional Matrix with same first dimension as `x`, or column name(s) in `data`. These variables are treated as confounding and are removed from the `x` or `y` variables before plotting. order : int, optional Order of the polynomial to fit when calculating the residuals. robust : boolean, optional Fit a robust linear regression when calculating the residuals. dropna : boolean, optional If True, ignore observations with missing data when fitting and plotting. label : string, optional Label that will be used in any plot legends. color : matplotlib color, optional Color to use for all elements of the plot. {scatter, line}_kws : dictionaries, optional Additional keyword arguments passed to scatter() and plot() for drawing the components of the plot. ax : matplotlib axis, optional Plot into this axis, otherwise grab the current axis or make a new one if not existing. Returns ------- ax: matplotlib axes Axes with the regression plot. See Also -------- regplot : Plot a simple linear regression model. jointplot (with kind="resid"): Draw a residplot with univariate marginal distrbutions. """ plotter = _RegressionPlotter(x, y, data, ci=None, order=order, robust=robust, x_partial=x_partial, y_partial=y_partial, dropna=dropna, color=color, label=label) if ax is None: ax = plt.gca() # Calculate the residual from a linear regression _, yhat, _ = plotter.fit_regression(grid=plotter.x) plotter.y = plotter.y - yhat # Set the regression option on the plotter if lowess: plotter.lowess = True else: plotter.fit_reg = False # Plot a horizontal line at 0 ax.axhline(0, ls=":", c=".2") # Draw the scatterplot scatter_kws = {} if scatter_kws is None else scatter_kws line_kws = {} if line_kws is None else line_kws plotter.plot(ax, scatter_kws, line_kws) return ax def coefplot(formula, data, groupby=None, intercept=False, ci=95, palette="husl"): """Plot the coefficients from a linear model. Parameters ---------- formula : string patsy formula for ols model data : dataframe data for the plot; formula terms must appear in columns groupby : grouping object, optional object to group data with to fit conditional models intercept : bool, optional if False, strips the intercept term before plotting ci : float, optional size of confidence intervals palette : seaborn color palette, optional palette for the horizonal plots """ if not _has_statsmodels: raise ImportError("The `coefplot` function requires statsmodels") import statsmodels.formula.api as sf alpha = 1 - ci / 100 if groupby is None: coefs = sf.ols(formula, data).fit().params cis = sf.ols(formula, data).fit().conf_int(alpha) else: grouped = data.groupby(groupby) coefs = grouped.apply(lambda d: sf.ols(formula, d).fit().params).T cis = grouped.apply(lambda d: sf.ols(formula, d).fit().conf_int(alpha)) # Possibly ignore the intercept if not intercept: coefs = coefs.ix[1:] n_terms = len(coefs) # Plot seperately depending on groupby w, h = mpl.rcParams["figure.figsize"] hsize = lambda n: n * (h / 2) wsize = lambda n: n * (w / (4 * (n / 5))) if groupby is None: colors = itertools.cycle(color_palette(palette, n_terms)) f, ax = plt.subplots(1, 1, figsize=(wsize(n_terms), hsize(1))) for i, term in enumerate(coefs.index): color = next(colors) low, high = cis.ix[term] ax.plot([i, i], [low, high], c=color, solid_capstyle="round", lw=2.5) ax.plot(i, coefs.ix[term], "o", c=color, ms=8) ax.set_xlim(-.5, n_terms - .5) ax.axhline(0, ls="--", c="dimgray") ax.set_xticks(range(n_terms)) ax.set_xticklabels(coefs.index) else: n_groups = len(coefs.columns) f, axes = plt.subplots(n_terms, 1, sharex=True, figsize=(wsize(n_groups), hsize(n_terms))) if n_terms == 1: axes = [axes] colors = itertools.cycle(color_palette(palette, n_groups)) for ax, term in zip(axes, coefs.index): for i, group in enumerate(coefs.columns): color = next(colors) low, high = cis.ix[(group, term)] ax.plot([i, i], [low, high], c=color, solid_capstyle="round", lw=2.5) ax.plot(i, coefs.loc[term, group], "o", c=color, ms=8) ax.set_xlim(-.5, n_groups - .5) ax.axhline(0, ls="--", c="dimgray") ax.set_title(term) ax.set_xlabel(groupby) ax.set_xticks(range(n_groups)) ax.set_xticklabels(coefs.columns) def interactplot(x1, x2, y, data=None, filled=False, cmap="RdBu_r", colorbar=True, levels=30, logistic=False, contour_kws=None, scatter_kws=None, ax=None, **kwargs): """Visualize a continuous two-way interaction with a contour plot. Parameters ---------- x1, x2, y, strings or array-like Either the two independent variables and the dependent variable, or keys to extract them from `data` data : DataFrame Pandas DataFrame with the data in the columns. filled : bool Whether to plot with filled or unfilled contours cmap : matplotlib colormap Colormap to represent yhat in the countour plot. colorbar : bool Whether to draw the colorbar for interpreting the color values. levels : int or sequence Number or position of contour plot levels. logistic : bool Fit a logistic regression model instead of linear regression. contour_kws : dictionary Keyword arguments for contour[f](). scatter_kws : dictionary Keyword arguments for plot(). ax : matplotlib axis Axis to draw plot in. Returns ------- ax : Matplotlib axis Axis with the contour plot. """ if not _has_statsmodels: raise ImportError("The `interactplot` function requires statsmodels") from statsmodels.regression.linear_model import OLS from statsmodels.genmod.generalized_linear_model import GLM from statsmodels.genmod.families import Binomial # Handle the form of the data if data is not None: x1 = data[x1] x2 = data[x2] y = data[y] if hasattr(x1, "name"): xlabel = x1.name else: xlabel = None if hasattr(x2, "name"): ylabel = x2.name else: ylabel = None if hasattr(y, "name"): clabel = y.name else: clabel = None x1 = np.asarray(x1) x2 = np.asarray(x2) y = np.asarray(y) # Initialize the scatter keyword dictionary if scatter_kws is None: scatter_kws = {} if not ("color" in scatter_kws or "c" in scatter_kws): scatter_kws["color"] = "#222222" if "alpha" not in scatter_kws: scatter_kws["alpha"] = 0.75 # Intialize the contour keyword dictionary if contour_kws is None: contour_kws = {} # Initialize the axis if ax is None: ax = plt.gca() # Plot once to let matplotlib sort out the axis limits ax.plot(x1, x2, "o", **scatter_kws) # Find the plot limits x1min, x1max = ax.get_xlim() x2min, x2max = ax.get_ylim() # Make the grid for the contour plot x1_points = np.linspace(x1min, x1max, 100) x2_points = np.linspace(x2min, x2max, 100) xx1, xx2 = np.meshgrid(x1_points, x2_points) # Fit the model with an interaction X = np.c_[np.ones(x1.size), x1, x2, x1 * x2] if logistic: lm = GLM(y, X, family=Binomial()).fit() else: lm = OLS(y, X).fit() # Evaluate the model on the grid eval = np.vectorize(lambda x1_, x2_: lm.predict([1, x1_, x2_, x1_ * x2_])) yhat = eval(xx1, xx2) # Default color limits put the midpoint at mean(y) y_bar = y.mean() c_min = min(np.percentile(y, 2), yhat.min()) c_max = max(np.percentile(y, 98), yhat.max()) delta = max(c_max - y_bar, y_bar - c_min) c_min, cmax = y_bar - delta, y_bar + delta contour_kws.setdefault("vmin", c_min) contour_kws.setdefault("vmax", c_max) # Draw the contour plot func_name = "contourf" if filled else "contour" contour = getattr(ax, func_name) c = contour(xx1, xx2, yhat, levels, cmap=cmap, **contour_kws) # Draw the scatter again so it's visible ax.plot(x1, x2, "o", **scatter_kws) # Draw a colorbar, maybe if colorbar: bar = plt.colorbar(c) # Label the axes if xlabel is not None: ax.set_xlabel(xlabel) if ylabel is not None: ax.set_ylabel(ylabel) if clabel is not None and colorbar: clabel = "P(%s)" % clabel if logistic else clabel bar.set_label(clabel, labelpad=15, rotation=270) return ax def corrplot(data, names=None, annot=True, sig_stars=True, sig_tail="both", sig_corr=True, cmap=None, cmap_range=None, cbar=True, diag_names=True, method=None, ax=None, **kwargs): """Plot a correlation matrix with colormap and r values. Parameters ---------- data : Dataframe or nobs x nvars array Rectangular input data with variabes in the columns. names : sequence of strings Names to associate with variables if `data` is not a DataFrame. annot : bool Whether to annotate the upper triangle with correlation coefficients. sig_stars : bool If True, get significance with permutation test and denote with stars. sig_tail : both | upper | lower Direction for significance test. Also controls the default colorbar. sig_corr : bool If True, use FWE-corrected p values for the sig stars. cmap : colormap Colormap name as string or colormap object. cmap_range : None, "full", (low, high) Either truncate colormap at (-max(abs(r)), max(abs(r))), use the full range (-1, 1), or specify (min, max) values for the colormap. cbar : bool If true, plot the colorbar legend. method: None (pearson) | kendall | spearman Correlation method to compute pairwise correlations. Methods other than the default pearson correlation will not have a significance computed. ax : matplotlib axis Axis to draw plot in. kwargs : other keyword arguments Passed to ax.matshow() Returns ------- ax : matplotlib axis Axis object with plot. """ if not isinstance(data, pd.DataFrame): if names is None: names = ["var_%d" % i for i in range(data.shape[1])] data = pd.DataFrame(data, columns=names, dtype=np.float) # Calculate the correlation matrix of the dataframe if method is None: corrmat = data.corr() else: corrmat = data.corr(method=method) # Pandas will drop non-numeric columns; let's keep track of that operation names = corrmat.columns data = data[names] # Get p values with a permutation test if annot and sig_stars and method is None: p_mat = algo.randomize_corrmat(data.values.T, sig_tail, sig_corr) else: p_mat = None # Sort out the color range if cmap_range is None: triu = np.triu_indices(len(corrmat), 1) vmax = min(1, np.max(np.abs(corrmat.values[triu])) * 1.15) vmin = -vmax if sig_tail == "both": cmap_range = vmin, vmax elif sig_tail == "upper": cmap_range = 0, vmax elif sig_tail == "lower": cmap_range = vmin, 0 elif cmap_range == "full": cmap_range = (-1, 1) # Find a colormapping, somewhat intelligently if cmap is None: if min(cmap_range) >= 0: cmap = "OrRd" elif max(cmap_range) <= 0: cmap = "PuBu_r" else: cmap = "coolwarm" if cmap == "jet": # Paternalism raise ValueError("Never use the 'jet' colormap!") # Plot using the more general symmatplot function ax = symmatplot(corrmat, p_mat, names, cmap, cmap_range, cbar, annot, diag_names, ax, **kwargs) return ax def symmatplot(mat, p_mat=None, names=None, cmap="Greys", cmap_range=None, cbar=True, annot=True, diag_names=True, ax=None, **kwargs): """Plot a symmetric matrix with colormap and statistic values.""" if ax is None: ax = plt.gca() nvars = len(mat) if isinstance(mat, pd.DataFrame): plotmat = mat.values.copy() mat = mat.values else: plotmat = mat.copy() plotmat[np.triu_indices(nvars)] = np.nan if cmap_range is None: vmax = np.nanmax(plotmat) * 1.15 vmin = np.nanmin(plotmat) * 1.15 elif len(cmap_range) == 2: vmin, vmax = cmap_range else: raise ValueError("cmap_range argument not understood") mat_img = ax.matshow(plotmat, cmap=cmap, vmin=vmin, vmax=vmax, **kwargs) if cbar: plt.colorbar(mat_img, shrink=.75) if p_mat is None: p_mat = np.ones((nvars, nvars)) if annot: for i, j in zip(*np.triu_indices(nvars, 1)): val = mat[i, j] stars = utils.sig_stars(p_mat[i, j]) ax.text(j, i, "\n%.2g\n%s" % (val, stars), fontdict=dict(ha="center", va="center")) else: fill = np.ones_like(plotmat) fill[np.tril_indices_from(fill, -1)] = np.nan ax.matshow(fill, cmap="Greys", vmin=0, vmax=0, zorder=2) if names is None: names = ["var%d" % i for i in range(nvars)] if diag_names: for i, name in enumerate(names): ax.text(i, i, name, fontdict=dict(ha="center", va="center", weight="bold", rotation=45)) ax.set_xticklabels(()) ax.set_yticklabels(()) else: ax.xaxis.set_ticks_position("bottom") xnames = names if annot else names[:-1] ax.set_xticklabels(xnames, rotation=90) ynames = names if annot else names[1:] ax.set_yticklabels(ynames) minor_ticks = np.linspace(-.5, nvars - 1.5, nvars) ax.set_xticks(minor_ticks, True) ax.set_yticks(minor_ticks, True) major_ticks = np.linspace(0, nvars - 1, nvars) xticks = major_ticks if annot else major_ticks[:-1] ax.set_xticks(xticks) yticks = major_ticks if annot else major_ticks[1:] ax.set_yticks(yticks) ax.grid(False, which="major") ax.grid(True, which="minor", linestyle="-") return ax def pairplot(data, hue=None, hue_order=None, palette=None, vars=None, x_vars=None, y_vars=None, kind="scatter", diag_kind="hist", markers=None, size=3, aspect=1, dropna=True, plot_kws=None, diag_kws=None, grid_kws=None): """Plot pairwise relationships in a dataset. Parameters ---------- data : DataFrame Tidy (long-form) dataframe where each column is a variable and each row is an observation. hue : string (variable name), optional Variable in ``data`` to map plot aspects to different colors. hue_order : list of strings Order for the levels of the hue variable in the palette palette : dict or seaborn color palette Set of colors for mapping the ``hue`` variable. If a dict, keys should be values in the ``hue`` variable. vars : list of variable names, optional Variables within ``data`` to use, otherwise use every column with a numeric datatype. {x, y}_vars : lists of variable names, optional Variables within ``data`` to use separately for the rows and columns of the figure; i.e. to make a non-square plot. kind : {'scatter', 'reg'}, optional Kind of plot for the non-identity relationships. diag_kind : {'hist', 'kde'}, optional Kind of plot for the diagonal subplots. markers : single matplotlib marker code or list, optional Either the marker to use for all datapoints or a list of markers with a length the same as the number of levels in the hue variable so that differently colored points will also have different scatterplot markers. size : scalar, optional Height (in inches) of each facet. aspect : scalar, optional Aspect * size gives the width (in inches) of each facet. dropna : boolean, optional Drop missing values from the data before plotting. {plot, diag, grid}_kws : dicts, optional Dictionaries of keyword arguments. Returns ------- grid : PairGrid Returns the underlying ``PairGrid`` instance for further tweaking. See Also -------- PairGrid : Subplot grid for more flexible plotting of pairwise relationships. """ if plot_kws is None: plot_kws = {} if diag_kws is None: diag_kws = {} if grid_kws is None: grid_kws = {} # Set up the PairGrid diag_sharey = diag_kind == "hist" grid = PairGrid(data, vars=vars, x_vars=x_vars, y_vars=y_vars, hue=hue, hue_order=hue_order, palette=palette, diag_sharey=diag_sharey, size=size, aspect=aspect, dropna=dropna, **grid_kws) # Add the markers here as PairGrid has figured out how many levels of the # hue variable are needed and we don't want to duplicate that process if markers is not None: if grid.hue_names is None: n_markers = 1 else: n_markers = len(grid.hue_names) if not isinstance(markers, list): markers = [markers] * n_markers if len(markers) != n_markers: raise ValueError(("markers must be a singeton or a list of markers" " for each level of the hue variable")) grid.hue_kws = {"marker": markers} # Maybe plot on the diagonal if grid.square_grid: if diag_kind == "hist": grid.map_diag(plt.hist, **diag_kws) elif diag_kind == "kde": diag_kws["legend"] = False grid.map_diag(kdeplot, **diag_kws) # Maybe plot on the off-diagonals if grid.square_grid and diag_kind is not None: plotter = grid.map_offdiag else: plotter = grid.map if kind == "scatter": plot_kws.setdefault("edgecolor", "white") plotter(plt.scatter, **plot_kws) elif kind == "reg": plotter(regplot, **plot_kws) # Add a legend if hue is not None: grid.add_legend() return grid
bsd-3-clause
vsanca/TSDC
TensorDetector/code/to_json.py
1
3315
# -*- coding: utf-8 -*- """ Tool for converting existing GTSDB annotations to JSON accepted by TensorBox, in accordance to brainwash dataset example JSON file. [ { "image_path": $path (string), "rects": [ { "x1":$x1 (float), "x2":$x2 (float), "y1":$y1 (float), "y2":$y2 (float) },... ] },... ] @author: viktor """ JSON_FILE = '/home/student/Desktop/projekat/Data/FullIJCNN2013/train_boxes.json' GTSDB_FILE = '/home/student/Desktop/projekat/Data/FullIJCNN2013/gt.txt' GTSDB_FILE_RESIZED = '/home/student/Desktop/projekat/Data/FullIJCNN2013/gt_resized.txt' IMG_TEST = '/home/student/Desktop/tensorbox/data/brainwash/gtsdb/00000.png' import matplotlib.pyplot as plt import matplotlib.image as img def parse_gtsdb_to_json(gtsdb_path, json_out): gtsdb = open(gtsdb_path, 'r') json = open(json_out, 'w') lines_in = [] for line in gtsdb: lines_in.append(line) json.writelines('[\n') current_image = '' for line in lines_in: parts = line.split() parts = parts[0].split(';') if(current_image==parts[0]): json.writelines('\t\t,{\n') json.writelines('\t\t\t"x1":'+str(parts[1])+',\n') json.writelines('\t\t\t"x2":'+str(parts[3])+',\n') json.writelines('\t\t\t"y1":'+str(parts[2])+',\n') json.writelines('\t\t\t"y2":'+str(parts[4])+'\n') json.writelines('\t\t}\n') else: if(current_image!=''): json.writelines('\t\t]\n') json.writelines('\t},\n') current_image=parts[0] json.writelines('\t{\n') json.writelines('\t\t"image_path": "gtsdb_train/'+parts[0].replace('.ppm','.png')+'",\n') json.writelines('\t\t"rects": [\n') json.writelines('\t\t{\n') json.writelines('\t\t\t"x1":'+str(parts[1])+',\n') json.writelines('\t\t\t"x2":'+str(parts[3])+',\n') json.writelines('\t\t\t"y1":'+str(parts[2])+',\n') json.writelines('\t\t\t"y2":'+str(parts[4])+'\n') json.writelines('\t\t}\n') json.writelines('\t\t]\n\t}\n') json.writelines(']') def resize_boxes(gtsdb_path, gtsdb_path_new, current_size, new_size): gtsdb = open(gtsdb_path, 'r') gtsdb_new = open(gtsdb_path_new, 'w') for line in gtsdb: parts = line.split() parts = parts[0].split(';') x1 = parts[1] x2 = parts[3] y1 = parts[2] y2 = parts[4] x1_n = int(float(x1)/current_size[0]*float(new_size[0])) x2_n = int(float(x2)/current_size[0]*float(new_size[0])) y1_n = int(float(y1)/current_size[1]*float(new_size[1])) y2_n = int(float(y2)/current_size[1]*float(new_size[1])) gtsdb_new.writelines(parts[0]+';'+str(x1_n)+';'+str(y1_n)+';'+str(x2_n)+';'+str(y2_n)+';'+parts[5]+'\n') # Testing the results on images import skimage.transform as transform import cv2 img = cv2.imread(IMG_TEST) #img = transform.resize(img, (480,640)) cv2.rectangle(img,(364,246),(383,267),(0,255,0),3) cv2.imshow('hey',img)
gpl-3.0
decvalts/cartopy
lib/cartopy/tests/mpl/test_gridliner.py
1
6239
# (C) British Crown Copyright 2011 - 2018, Met Office # # This file is part of cartopy. # # cartopy is free software: you can redistribute it and/or modify it under # the terms of the GNU Lesser General Public License as published by the # Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # cartopy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with cartopy. If not, see <https://www.gnu.org/licenses/>. from __future__ import (absolute_import, division, print_function) from matplotlib.backends.backend_agg import FigureCanvasAgg import matplotlib.pyplot as plt import matplotlib.ticker as mticker try: from unittest import mock except ImportError: import mock import pytest import cartopy.crs as ccrs from cartopy.mpl.geoaxes import GeoAxes from cartopy.mpl.gridliner import LATITUDE_FORMATTER, LONGITUDE_FORMATTER from cartopy.tests.mpl import MPL_VERSION, ImageTesting @pytest.mark.natural_earth @ImageTesting(['gridliner1']) def test_gridliner(): ny, nx = 2, 4 plt.figure(figsize=(10, 10)) ax = plt.subplot(nx, ny, 1, projection=ccrs.PlateCarree()) ax.set_global() ax.coastlines() ax.gridlines() ax = plt.subplot(nx, ny, 2, projection=ccrs.OSGB()) ax.set_global() ax.coastlines() ax.gridlines() ax = plt.subplot(nx, ny, 3, projection=ccrs.OSGB()) ax.set_global() ax.coastlines() ax.gridlines(ccrs.PlateCarree(), color='blue', linestyle='-') ax.gridlines(ccrs.OSGB()) ax = plt.subplot(nx, ny, 4, projection=ccrs.PlateCarree()) ax.set_global() ax.coastlines() ax.gridlines(ccrs.NorthPolarStereo(), alpha=0.5, linewidth=1.5, linestyle='-') ax = plt.subplot(nx, ny, 5, projection=ccrs.PlateCarree()) ax.set_global() ax.coastlines() osgb = ccrs.OSGB() ax.set_extent(tuple(osgb.x_limits) + tuple(osgb.y_limits), crs=osgb) ax.gridlines(osgb) ax = plt.subplot(nx, ny, 6, projection=ccrs.NorthPolarStereo()) ax.set_global() ax.coastlines() ax.gridlines(alpha=0.5, linewidth=1.5, linestyle='-') ax = plt.subplot(nx, ny, 7, projection=ccrs.NorthPolarStereo()) ax.set_global() ax.coastlines() osgb = ccrs.OSGB() ax.set_extent(tuple(osgb.x_limits) + tuple(osgb.y_limits), crs=osgb) ax.gridlines(osgb) ax = plt.subplot(nx, ny, 8, projection=ccrs.Robinson(central_longitude=135)) ax.set_global() ax.coastlines() ax.gridlines(ccrs.PlateCarree(), alpha=0.5, linewidth=1.5, linestyle='-') delta = 1.5e-2 plt.subplots_adjust(left=0 + delta, right=1 - delta, top=1 - delta, bottom=0 + delta) def test_gridliner_specified_lines(): xs = [0, 60, 120, 180, 240, 360] ys = [-90, -60, -30, 0, 30, 60, 90] ax = mock.Mock(_gridliners=[], spec=GeoAxes) gl = GeoAxes.gridlines(ax, xlocs=xs, ylocs=ys) assert isinstance(gl.xlocator, mticker.FixedLocator) assert isinstance(gl.ylocator, mticker.FixedLocator) assert gl.xlocator.tick_values(None, None).tolist() == xs assert gl.ylocator.tick_values(None, None).tolist() == ys # The tolerance on this test is particularly high because of the high number # of text objects. A new testing strategy is needed for this kind of test. if MPL_VERSION >= '2.0': grid_label_image = 'gridliner_labels' elif MPL_VERSION >= '1.5': grid_label_image = 'gridliner_labels_1.5' else: grid_label_image = 'gridliner_labels_pre_mpl_1.5' @pytest.mark.natural_earth @ImageTesting([grid_label_image]) def test_grid_labels(): plt.figure(figsize=(8, 10)) crs_pc = ccrs.PlateCarree() crs_merc = ccrs.Mercator() crs_osgb = ccrs.OSGB() ax = plt.subplot(3, 2, 1, projection=crs_pc) ax.coastlines() ax.gridlines(draw_labels=True) # Check that adding labels to Mercator gridlines gives an error. # (Currently can only label PlateCarree gridlines.) ax = plt.subplot(3, 2, 2, projection=ccrs.PlateCarree(central_longitude=180)) ax.coastlines() with pytest.raises(TypeError): ax.gridlines(crs=crs_merc, draw_labels=True) ax.set_title('Known bug') gl = ax.gridlines(crs=crs_pc, draw_labels=True) gl.xlabels_top = False gl.ylabels_left = False gl.xlines = False ax = plt.subplot(3, 2, 3, projection=crs_merc) ax.coastlines() ax.gridlines(draw_labels=True) # Check that labelling the gridlines on an OSGB plot gives an error. # (Currently can only draw these on PlateCarree or Mercator plots.) ax = plt.subplot(3, 2, 4, projection=crs_osgb) ax.coastlines() with pytest.raises(TypeError): ax.gridlines(draw_labels=True) ax = plt.subplot(3, 2, 4, projection=crs_pc) ax.coastlines() gl = ax.gridlines( crs=crs_pc, linewidth=2, color='gray', alpha=0.5, linestyle='--') gl.xlabels_bottom = True gl.ylabels_right = True gl.xlines = False gl.xlocator = mticker.FixedLocator([-180, -45, 45, 180]) gl.xformatter = LONGITUDE_FORMATTER gl.yformatter = LATITUDE_FORMATTER gl.xlabel_style = {'size': 15, 'color': 'gray'} gl.xlabel_style = {'color': 'red'} gl.xpadding = 10 gl.ypadding = 15 # trigger a draw at this point and check the appropriate artists are # populated on the gridliner instance FigureCanvasAgg(plt.gcf()).draw() assert len(gl.xlabel_artists) == 4 assert len(gl.ylabel_artists) == 5 assert len(gl.ylabel_artists) == 5 assert len(gl.xline_artists) == 0 ax = plt.subplot(3, 2, 5, projection=crs_pc) ax.set_extent([-20, 10.0, 45.0, 70.0]) ax.coastlines() ax.gridlines(draw_labels=True) ax = plt.subplot(3, 2, 6, projection=crs_merc) ax.set_extent([-20, 10.0, 45.0, 70.0], crs=crs_pc) ax.coastlines() ax.gridlines(draw_labels=True) # Increase margins between plots to stop them bumping into one another. plt.subplots_adjust(wspace=0.25, hspace=0.25)
gpl-3.0
arjoly/scikit-learn
sklearn/metrics/__init__.py
214
3440
""" The :mod:`sklearn.metrics` module includes score functions, performance metrics and pairwise metrics and distance computations. """ from .ranking import auc from .ranking import average_precision_score from .ranking import coverage_error from .ranking import label_ranking_average_precision_score from .ranking import label_ranking_loss from .ranking import precision_recall_curve from .ranking import roc_auc_score from .ranking import roc_curve from .classification import accuracy_score from .classification import classification_report from .classification import cohen_kappa_score from .classification import confusion_matrix from .classification import f1_score from .classification import fbeta_score from .classification import hamming_loss from .classification import hinge_loss from .classification import jaccard_similarity_score from .classification import log_loss from .classification import matthews_corrcoef from .classification import precision_recall_fscore_support from .classification import precision_score from .classification import recall_score from .classification import zero_one_loss from .classification import brier_score_loss from . import cluster from .cluster import adjusted_mutual_info_score from .cluster import adjusted_rand_score from .cluster import completeness_score from .cluster import consensus_score from .cluster import homogeneity_completeness_v_measure from .cluster import homogeneity_score from .cluster import mutual_info_score from .cluster import normalized_mutual_info_score from .cluster import silhouette_samples from .cluster import silhouette_score from .cluster import v_measure_score from .pairwise import euclidean_distances from .pairwise import pairwise_distances from .pairwise import pairwise_distances_argmin from .pairwise import pairwise_distances_argmin_min from .pairwise import pairwise_kernels from .regression import explained_variance_score from .regression import mean_absolute_error from .regression import mean_squared_error from .regression import median_absolute_error from .regression import r2_score from .scorer import make_scorer from .scorer import SCORERS from .scorer import get_scorer __all__ = [ 'accuracy_score', 'adjusted_mutual_info_score', 'adjusted_rand_score', 'auc', 'average_precision_score', 'classification_report', 'cluster', 'completeness_score', 'confusion_matrix', 'consensus_score', 'coverage_error', 'euclidean_distances', 'explained_variance_score', 'f1_score', 'fbeta_score', 'get_scorer', 'hamming_loss', 'hinge_loss', 'homogeneity_completeness_v_measure', 'homogeneity_score', 'jaccard_similarity_score', 'label_ranking_average_precision_score', 'label_ranking_loss', 'log_loss', 'make_scorer', 'matthews_corrcoef', 'mean_absolute_error', 'mean_squared_error', 'median_absolute_error', 'mutual_info_score', 'normalized_mutual_info_score', 'pairwise_distances', 'pairwise_distances_argmin', 'pairwise_distances_argmin_min', 'pairwise_distances_argmin_min', 'pairwise_kernels', 'precision_recall_curve', 'precision_recall_fscore_support', 'precision_score', 'r2_score', 'recall_score', 'roc_auc_score', 'roc_curve', 'SCORERS', 'silhouette_samples', 'silhouette_score', 'v_measure_score', 'zero_one_loss', 'brier_score_loss', ]
bsd-3-clause
stylianos-kampakis/scikit-learn
examples/applications/wikipedia_principal_eigenvector.py
233
7819
""" =============================== Wikipedia principal eigenvector =============================== A classical way to assert the relative importance of vertices in a graph is to compute the principal eigenvector of the adjacency matrix so as to assign to each vertex the values of the components of the first eigenvector as a centrality score: http://en.wikipedia.org/wiki/Eigenvector_centrality On the graph of webpages and links those values are called the PageRank scores by Google. The goal of this example is to analyze the graph of links inside wikipedia articles to rank articles by relative importance according to this eigenvector centrality. The traditional way to compute the principal eigenvector is to use the power iteration method: http://en.wikipedia.org/wiki/Power_iteration Here the computation is achieved thanks to Martinsson's Randomized SVD algorithm implemented in the scikit. The graph data is fetched from the DBpedia dumps. DBpedia is an extraction of the latent structured data of the Wikipedia content. """ # Author: Olivier Grisel <olivier.grisel@ensta.org> # License: BSD 3 clause from __future__ import print_function from bz2 import BZ2File import os from datetime import datetime from pprint import pprint from time import time import numpy as np from scipy import sparse from sklearn.decomposition import randomized_svd from sklearn.externals.joblib import Memory from sklearn.externals.six.moves.urllib.request import urlopen from sklearn.externals.six import iteritems print(__doc__) ############################################################################### # Where to download the data, if not already on disk redirects_url = "http://downloads.dbpedia.org/3.5.1/en/redirects_en.nt.bz2" redirects_filename = redirects_url.rsplit("/", 1)[1] page_links_url = "http://downloads.dbpedia.org/3.5.1/en/page_links_en.nt.bz2" page_links_filename = page_links_url.rsplit("/", 1)[1] resources = [ (redirects_url, redirects_filename), (page_links_url, page_links_filename), ] for url, filename in resources: if not os.path.exists(filename): print("Downloading data from '%s', please wait..." % url) opener = urlopen(url) open(filename, 'wb').write(opener.read()) print() ############################################################################### # Loading the redirect files memory = Memory(cachedir=".") def index(redirects, index_map, k): """Find the index of an article name after redirect resolution""" k = redirects.get(k, k) return index_map.setdefault(k, len(index_map)) DBPEDIA_RESOURCE_PREFIX_LEN = len("http://dbpedia.org/resource/") SHORTNAME_SLICE = slice(DBPEDIA_RESOURCE_PREFIX_LEN + 1, -1) def short_name(nt_uri): """Remove the < and > URI markers and the common URI prefix""" return nt_uri[SHORTNAME_SLICE] def get_redirects(redirects_filename): """Parse the redirections and build a transitively closed map out of it""" redirects = {} print("Parsing the NT redirect file") for l, line in enumerate(BZ2File(redirects_filename)): split = line.split() if len(split) != 4: print("ignoring malformed line: " + line) continue redirects[short_name(split[0])] = short_name(split[2]) if l % 1000000 == 0: print("[%s] line: %08d" % (datetime.now().isoformat(), l)) # compute the transitive closure print("Computing the transitive closure of the redirect relation") for l, source in enumerate(redirects.keys()): transitive_target = None target = redirects[source] seen = set([source]) while True: transitive_target = target target = redirects.get(target) if target is None or target in seen: break seen.add(target) redirects[source] = transitive_target if l % 1000000 == 0: print("[%s] line: %08d" % (datetime.now().isoformat(), l)) return redirects # disabling joblib as the pickling of large dicts seems much too slow #@memory.cache def get_adjacency_matrix(redirects_filename, page_links_filename, limit=None): """Extract the adjacency graph as a scipy sparse matrix Redirects are resolved first. Returns X, the scipy sparse adjacency matrix, redirects as python dict from article names to article names and index_map a python dict from article names to python int (article indexes). """ print("Computing the redirect map") redirects = get_redirects(redirects_filename) print("Computing the integer index map") index_map = dict() links = list() for l, line in enumerate(BZ2File(page_links_filename)): split = line.split() if len(split) != 4: print("ignoring malformed line: " + line) continue i = index(redirects, index_map, short_name(split[0])) j = index(redirects, index_map, short_name(split[2])) links.append((i, j)) if l % 1000000 == 0: print("[%s] line: %08d" % (datetime.now().isoformat(), l)) if limit is not None and l >= limit - 1: break print("Computing the adjacency matrix") X = sparse.lil_matrix((len(index_map), len(index_map)), dtype=np.float32) for i, j in links: X[i, j] = 1.0 del links print("Converting to CSR representation") X = X.tocsr() print("CSR conversion done") return X, redirects, index_map # stop after 5M links to make it possible to work in RAM X, redirects, index_map = get_adjacency_matrix( redirects_filename, page_links_filename, limit=5000000) names = dict((i, name) for name, i in iteritems(index_map)) print("Computing the principal singular vectors using randomized_svd") t0 = time() U, s, V = randomized_svd(X, 5, n_iter=3) print("done in %0.3fs" % (time() - t0)) # print the names of the wikipedia related strongest compenents of the the # principal singular vector which should be similar to the highest eigenvector print("Top wikipedia pages according to principal singular vectors") pprint([names[i] for i in np.abs(U.T[0]).argsort()[-10:]]) pprint([names[i] for i in np.abs(V[0]).argsort()[-10:]]) def centrality_scores(X, alpha=0.85, max_iter=100, tol=1e-10): """Power iteration computation of the principal eigenvector This method is also known as Google PageRank and the implementation is based on the one from the NetworkX project (BSD licensed too) with copyrights by: Aric Hagberg <hagberg@lanl.gov> Dan Schult <dschult@colgate.edu> Pieter Swart <swart@lanl.gov> """ n = X.shape[0] X = X.copy() incoming_counts = np.asarray(X.sum(axis=1)).ravel() print("Normalizing the graph") for i in incoming_counts.nonzero()[0]: X.data[X.indptr[i]:X.indptr[i + 1]] *= 1.0 / incoming_counts[i] dangle = np.asarray(np.where(X.sum(axis=1) == 0, 1.0 / n, 0)).ravel() scores = np.ones(n, dtype=np.float32) / n # initial guess for i in range(max_iter): print("power iteration #%d" % i) prev_scores = scores scores = (alpha * (scores * X + np.dot(dangle, prev_scores)) + (1 - alpha) * prev_scores.sum() / n) # check convergence: normalized l_inf norm scores_max = np.abs(scores).max() if scores_max == 0.0: scores_max = 1.0 err = np.abs(scores - prev_scores).max() / scores_max print("error: %0.6f" % err) if err < n * tol: return scores return scores print("Computing principal eigenvector score using a power iteration method") t0 = time() scores = centrality_scores(X, max_iter=100, tol=1e-10) print("done in %0.3fs" % (time() - t0)) pprint([names[i] for i in np.abs(scores).argsort()[-10:]])
bsd-3-clause
hainm/scikit-learn
examples/neighbors/plot_digits_kde_sampling.py
251
2022
""" ========================= Kernel Density Estimation ========================= This example shows how kernel density estimation (KDE), a powerful non-parametric density estimation technique, can be used to learn a generative model for a dataset. With this generative model in place, new samples can be drawn. These new samples reflect the underlying model of the data. """ import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import load_digits from sklearn.neighbors import KernelDensity from sklearn.decomposition import PCA from sklearn.grid_search import GridSearchCV # load the data digits = load_digits() data = digits.data # project the 64-dimensional data to a lower dimension pca = PCA(n_components=15, whiten=False) data = pca.fit_transform(digits.data) # use grid search cross-validation to optimize the bandwidth params = {'bandwidth': np.logspace(-1, 1, 20)} grid = GridSearchCV(KernelDensity(), params) grid.fit(data) print("best bandwidth: {0}".format(grid.best_estimator_.bandwidth)) # use the best estimator to compute the kernel density estimate kde = grid.best_estimator_ # sample 44 new points from the data new_data = kde.sample(44, random_state=0) new_data = pca.inverse_transform(new_data) # turn data into a 4x11 grid new_data = new_data.reshape((4, 11, -1)) real_data = digits.data[:44].reshape((4, 11, -1)) # plot real digits and resampled digits fig, ax = plt.subplots(9, 11, subplot_kw=dict(xticks=[], yticks=[])) for j in range(11): ax[4, j].set_visible(False) for i in range(4): im = ax[i, j].imshow(real_data[i, j].reshape((8, 8)), cmap=plt.cm.binary, interpolation='nearest') im.set_clim(0, 16) im = ax[i + 5, j].imshow(new_data[i, j].reshape((8, 8)), cmap=plt.cm.binary, interpolation='nearest') im.set_clim(0, 16) ax[0, 5].set_title('Selection from the input data') ax[5, 5].set_title('"New" digits drawn from the kernel density model') plt.show()
bsd-3-clause
aabadie/scikit-learn
examples/decomposition/plot_pca_iris.py
65
1485
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= PCA example with Iris Data-set ========================================================= Principal Component Analysis applied to the Iris dataset. See `here <https://en.wikipedia.org/wiki/Iris_flower_data_set>`_ for more information on this dataset. """ print(__doc__) # Code source: Gaël Varoquaux # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from sklearn import decomposition from sklearn import datasets np.random.seed(5) centers = [[1, 1], [-1, -1], [1, -1]] iris = datasets.load_iris() X = iris.data y = iris.target fig = plt.figure(1, figsize=(4, 3)) plt.clf() ax = Axes3D(fig, rect=[0, 0, .95, 1], elev=48, azim=134) plt.cla() pca = decomposition.PCA(n_components=3) pca.fit(X) X = pca.transform(X) for name, label in [('Setosa', 0), ('Versicolour', 1), ('Virginica', 2)]: ax.text3D(X[y == label, 0].mean(), X[y == label, 1].mean() + 1.5, X[y == label, 2].mean(), name, horizontalalignment='center', bbox=dict(alpha=.5, edgecolor='w', facecolor='w')) # Reorder the labels to have colors matching the cluster results y = np.choose(y, [1, 2, 0]).astype(np.float) ax.scatter(X[:, 0], X[:, 1], X[:, 2], c=y, cmap=plt.cm.spectral) ax.w_xaxis.set_ticklabels([]) ax.w_yaxis.set_ticklabels([]) ax.w_zaxis.set_ticklabels([]) plt.show()
bsd-3-clause
pnedunuri/scikit-learn
sklearn/utils/testing.py
71
26178
"""Testing utilities.""" # Copyright (c) 2011, 2012 # Authors: Pietro Berkes, # Andreas Muller # Mathieu Blondel # Olivier Grisel # Arnaud Joly # Denis Engemann # License: BSD 3 clause import os import inspect import pkgutil import warnings import sys import re import platform import scipy as sp import scipy.io from functools import wraps try: # Python 2 from urllib2 import urlopen from urllib2 import HTTPError except ImportError: # Python 3+ from urllib.request import urlopen from urllib.error import HTTPError import tempfile import shutil import os.path as op import atexit # WindowsError only exist on Windows try: WindowsError except NameError: WindowsError = None import sklearn from sklearn.base import BaseEstimator from sklearn.externals import joblib # Conveniently import all assertions in one place. from nose.tools import assert_equal from nose.tools import assert_not_equal from nose.tools import assert_true from nose.tools import assert_false from nose.tools import assert_raises from nose.tools import raises from nose import SkipTest from nose import with_setup from numpy.testing import assert_almost_equal from numpy.testing import assert_array_equal from numpy.testing import assert_array_almost_equal from numpy.testing import assert_array_less import numpy as np from sklearn.base import (ClassifierMixin, RegressorMixin, TransformerMixin, ClusterMixin) __all__ = ["assert_equal", "assert_not_equal", "assert_raises", "assert_raises_regexp", "raises", "with_setup", "assert_true", "assert_false", "assert_almost_equal", "assert_array_equal", "assert_array_almost_equal", "assert_array_less", "assert_less", "assert_less_equal", "assert_greater", "assert_greater_equal"] try: from nose.tools import assert_in, assert_not_in except ImportError: # Nose < 1.0.0 def assert_in(x, container): assert_true(x in container, msg="%r in %r" % (x, container)) def assert_not_in(x, container): assert_false(x in container, msg="%r in %r" % (x, container)) try: from nose.tools import assert_raises_regex except ImportError: # for Python 2 def assert_raises_regex(expected_exception, expected_regexp, callable_obj=None, *args, **kwargs): """Helper function to check for message patterns in exceptions""" not_raised = False try: callable_obj(*args, **kwargs) not_raised = True except expected_exception as e: error_message = str(e) if not re.compile(expected_regexp).search(error_message): raise AssertionError("Error message should match pattern " "%r. %r does not." % (expected_regexp, error_message)) if not_raised: raise AssertionError("%s not raised by %s" % (expected_exception.__name__, callable_obj.__name__)) # assert_raises_regexp is deprecated in Python 3.4 in favor of # assert_raises_regex but lets keep the bacward compat in scikit-learn with # the old name for now assert_raises_regexp = assert_raises_regex def _assert_less(a, b, msg=None): message = "%r is not lower than %r" % (a, b) if msg is not None: message += ": " + msg assert a < b, message def _assert_greater(a, b, msg=None): message = "%r is not greater than %r" % (a, b) if msg is not None: message += ": " + msg assert a > b, message def assert_less_equal(a, b, msg=None): message = "%r is not lower than or equal to %r" % (a, b) if msg is not None: message += ": " + msg assert a <= b, message def assert_greater_equal(a, b, msg=None): message = "%r is not greater than or equal to %r" % (a, b) if msg is not None: message += ": " + msg assert a >= b, message def assert_warns(warning_class, func, *args, **kw): """Test that a certain warning occurs. Parameters ---------- warning_class : the warning class The class to test for, e.g. UserWarning. func : callable Calable object to trigger warnings. *args : the positional arguments to `func`. **kw : the keyword arguments to `func` Returns ------- result : the return value of `func` """ # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") # Trigger a warning. result = func(*args, **kw) if hasattr(np, 'VisibleDeprecationWarning'): # Filter out numpy-specific warnings in numpy >= 1.9 w = [e for e in w if e.category is not np.VisibleDeprecationWarning] # Verify some things if not len(w) > 0: raise AssertionError("No warning raised when calling %s" % func.__name__) found = any(warning.category is warning_class for warning in w) if not found: raise AssertionError("%s did not give warning: %s( is %s)" % (func.__name__, warning_class, w)) return result def assert_warns_message(warning_class, message, func, *args, **kw): # very important to avoid uncontrolled state propagation """Test that a certain warning occurs and with a certain message. Parameters ---------- warning_class : the warning class The class to test for, e.g. UserWarning. message : str | callable The entire message or a substring to test for. If callable, it takes a string as argument and will trigger an assertion error if it returns `False`. func : callable Calable object to trigger warnings. *args : the positional arguments to `func`. **kw : the keyword arguments to `func`. Returns ------- result : the return value of `func` """ clean_warning_registry() with warnings.catch_warnings(record=True) as w: # Cause all warnings to always be triggered. warnings.simplefilter("always") if hasattr(np, 'VisibleDeprecationWarning'): # Let's not catch the numpy internal DeprecationWarnings warnings.simplefilter('ignore', np.VisibleDeprecationWarning) # Trigger a warning. result = func(*args, **kw) # Verify some things if not len(w) > 0: raise AssertionError("No warning raised when calling %s" % func.__name__) found = [issubclass(warning.category, warning_class) for warning in w] if not any(found): raise AssertionError("No warning raised for %s with class " "%s" % (func.__name__, warning_class)) message_found = False # Checks the message of all warnings belong to warning_class for index in [i for i, x in enumerate(found) if x]: # substring will match, the entire message with typo won't msg = w[index].message # For Python 3 compatibility msg = str(msg.args[0] if hasattr(msg, 'args') else msg) if callable(message): # add support for certain tests check_in_message = message else: check_in_message = lambda msg: message in msg if check_in_message(msg): message_found = True break if not message_found: raise AssertionError("Did not receive the message you expected " "('%s') for <%s>, got: '%s'" % (message, func.__name__, msg)) return result # To remove when we support numpy 1.7 def assert_no_warnings(func, *args, **kw): # XXX: once we may depend on python >= 2.6, this can be replaced by the # warnings module context manager. # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') result = func(*args, **kw) if hasattr(np, 'VisibleDeprecationWarning'): # Filter out numpy-specific warnings in numpy >= 1.9 w = [e for e in w if e.category is not np.VisibleDeprecationWarning] if len(w) > 0: raise AssertionError("Got warnings when calling %s: %s" % (func.__name__, w)) return result def ignore_warnings(obj=None): """ Context manager and decorator to ignore warnings Note. Using this (in both variants) will clear all warnings from all python modules loaded. In case you need to test cross-module-warning-logging this is not your tool of choice. Examples -------- >>> with ignore_warnings(): ... warnings.warn('buhuhuhu') >>> def nasty_warn(): ... warnings.warn('buhuhuhu') ... print(42) >>> ignore_warnings(nasty_warn)() 42 """ if callable(obj): return _ignore_warnings(obj) else: return _IgnoreWarnings() def _ignore_warnings(fn): """Decorator to catch and hide warnings without visual nesting""" @wraps(fn) def wrapper(*args, **kwargs): # very important to avoid uncontrolled state propagation clean_warning_registry() with warnings.catch_warnings(record=True) as w: warnings.simplefilter('always') return fn(*args, **kwargs) w[:] = [] return wrapper class _IgnoreWarnings(object): """Improved and simplified Python warnings context manager Copied from Python 2.7.5 and modified as required. """ def __init__(self): """ Parameters ========== category : warning class The category to filter. Defaults to Warning. If None, all categories will be muted. """ self._record = True self._module = sys.modules['warnings'] self._entered = False self.log = [] def __repr__(self): args = [] if self._record: args.append("record=True") if self._module is not sys.modules['warnings']: args.append("module=%r" % self._module) name = type(self).__name__ return "%s(%s)" % (name, ", ".join(args)) def __enter__(self): clean_warning_registry() # be safe and not propagate state + chaos warnings.simplefilter('always') if self._entered: raise RuntimeError("Cannot enter %r twice" % self) self._entered = True self._filters = self._module.filters self._module.filters = self._filters[:] self._showwarning = self._module.showwarning if self._record: self.log = [] def showwarning(*args, **kwargs): self.log.append(warnings.WarningMessage(*args, **kwargs)) self._module.showwarning = showwarning return self.log else: return None def __exit__(self, *exc_info): if not self._entered: raise RuntimeError("Cannot exit %r without entering first" % self) self._module.filters = self._filters self._module.showwarning = self._showwarning self.log[:] = [] clean_warning_registry() # be safe and not propagate state + chaos try: from nose.tools import assert_less except ImportError: assert_less = _assert_less try: from nose.tools import assert_greater except ImportError: assert_greater = _assert_greater def _assert_allclose(actual, desired, rtol=1e-7, atol=0, err_msg='', verbose=True): actual, desired = np.asanyarray(actual), np.asanyarray(desired) if np.allclose(actual, desired, rtol=rtol, atol=atol): return msg = ('Array not equal to tolerance rtol=%g, atol=%g: ' 'actual %s, desired %s') % (rtol, atol, actual, desired) raise AssertionError(msg) if hasattr(np.testing, 'assert_allclose'): assert_allclose = np.testing.assert_allclose else: assert_allclose = _assert_allclose def assert_raise_message(exceptions, message, function, *args, **kwargs): """Helper function to test error messages in exceptions Parameters ---------- exceptions : exception or tuple of exception Name of the estimator func : callable Calable object to raise error *args : the positional arguments to `func`. **kw : the keyword arguments to `func` """ try: function(*args, **kwargs) except exceptions as e: error_message = str(e) if message not in error_message: raise AssertionError("Error message does not include the expected" " string: %r. Observed error message: %r" % (message, error_message)) else: # concatenate exception names if isinstance(exceptions, tuple): names = " or ".join(e.__name__ for e in exceptions) else: names = exceptions.__name__ raise AssertionError("%s not raised by %s" % (names, function.__name__)) def fake_mldata(columns_dict, dataname, matfile, ordering=None): """Create a fake mldata data set. Parameters ---------- columns_dict : dict, keys=str, values=ndarray Contains data as columns_dict[column_name] = array of data. dataname : string Name of data set. matfile : string or file object The file name string or the file-like object of the output file. ordering : list, default None List of column_names, determines the ordering in the data set. Notes ----- This function transposes all arrays, while fetch_mldata only transposes 'data', keep that into account in the tests. """ datasets = dict(columns_dict) # transpose all variables for name in datasets: datasets[name] = datasets[name].T if ordering is None: ordering = sorted(list(datasets.keys())) # NOTE: setting up this array is tricky, because of the way Matlab # re-packages 1D arrays datasets['mldata_descr_ordering'] = sp.empty((1, len(ordering)), dtype='object') for i, name in enumerate(ordering): datasets['mldata_descr_ordering'][0, i] = name scipy.io.savemat(matfile, datasets, oned_as='column') class mock_mldata_urlopen(object): def __init__(self, mock_datasets): """Object that mocks the urlopen function to fake requests to mldata. `mock_datasets` is a dictionary of {dataset_name: data_dict}, or {dataset_name: (data_dict, ordering). `data_dict` itself is a dictionary of {column_name: data_array}, and `ordering` is a list of column_names to determine the ordering in the data set (see `fake_mldata` for details). When requesting a dataset with a name that is in mock_datasets, this object creates a fake dataset in a StringIO object and returns it. Otherwise, it raises an HTTPError. """ self.mock_datasets = mock_datasets def __call__(self, urlname): dataset_name = urlname.split('/')[-1] if dataset_name in self.mock_datasets: resource_name = '_' + dataset_name from io import BytesIO matfile = BytesIO() dataset = self.mock_datasets[dataset_name] ordering = None if isinstance(dataset, tuple): dataset, ordering = dataset fake_mldata(dataset, resource_name, matfile, ordering) matfile.seek(0) return matfile else: raise HTTPError(urlname, 404, dataset_name + " is not available", [], None) def install_mldata_mock(mock_datasets): # Lazy import to avoid mutually recursive imports from sklearn import datasets datasets.mldata.urlopen = mock_mldata_urlopen(mock_datasets) def uninstall_mldata_mock(): # Lazy import to avoid mutually recursive imports from sklearn import datasets datasets.mldata.urlopen = urlopen # Meta estimators need another estimator to be instantiated. META_ESTIMATORS = ["OneVsOneClassifier", "OutputCodeClassifier", "OneVsRestClassifier", "RFE", "RFECV", "BaseEnsemble"] # estimators that there is no way to default-construct sensibly OTHER = ["Pipeline", "FeatureUnion", "GridSearchCV", "RandomizedSearchCV"] # some trange ones DONT_TEST = ['SparseCoder', 'EllipticEnvelope', 'DictVectorizer', 'LabelBinarizer', 'LabelEncoder', 'MultiLabelBinarizer', 'TfidfTransformer', 'TfidfVectorizer', 'IsotonicRegression', 'OneHotEncoder', 'RandomTreesEmbedding', 'FeatureHasher', 'DummyClassifier', 'DummyRegressor', 'TruncatedSVD', 'PolynomialFeatures', 'GaussianRandomProjectionHash', 'HashingVectorizer', 'CheckingClassifier', 'PatchExtractor', 'CountVectorizer', # GradientBoosting base estimators, maybe should # exclude them in another way 'ZeroEstimator', 'ScaledLogOddsEstimator', 'QuantileEstimator', 'MeanEstimator', 'LogOddsEstimator', 'PriorProbabilityEstimator', '_SigmoidCalibration', 'VotingClassifier'] def all_estimators(include_meta_estimators=False, include_other=False, type_filter=None, include_dont_test=False): """Get a list of all estimators from sklearn. This function crawls the module and gets all classes that inherit from BaseEstimator. Classes that are defined in test-modules are not included. By default meta_estimators such as GridSearchCV are also not included. Parameters ---------- include_meta_estimators : boolean, default=False Whether to include meta-estimators that can be constructed using an estimator as their first argument. These are currently BaseEnsemble, OneVsOneClassifier, OutputCodeClassifier, OneVsRestClassifier, RFE, RFECV. include_other : boolean, default=False Wether to include meta-estimators that are somehow special and can not be default-constructed sensibly. These are currently Pipeline, FeatureUnion and GridSearchCV include_dont_test : boolean, default=False Whether to include "special" label estimator or test processors. type_filter : string, list of string, or None, default=None Which kind of estimators should be returned. If None, no filter is applied and all estimators are returned. Possible values are 'classifier', 'regressor', 'cluster' and 'transformer' to get estimators only of these specific types, or a list of these to get the estimators that fit at least one of the types. Returns ------- estimators : list of tuples List of (name, class), where ``name`` is the class name as string and ``class`` is the actuall type of the class. """ def is_abstract(c): if not(hasattr(c, '__abstractmethods__')): return False if not len(c.__abstractmethods__): return False return True all_classes = [] # get parent folder path = sklearn.__path__ for importer, modname, ispkg in pkgutil.walk_packages( path=path, prefix='sklearn.', onerror=lambda x: None): if ".tests." in modname: continue module = __import__(modname, fromlist="dummy") classes = inspect.getmembers(module, inspect.isclass) all_classes.extend(classes) all_classes = set(all_classes) estimators = [c for c in all_classes if (issubclass(c[1], BaseEstimator) and c[0] != 'BaseEstimator')] # get rid of abstract base classes estimators = [c for c in estimators if not is_abstract(c[1])] if not include_dont_test: estimators = [c for c in estimators if not c[0] in DONT_TEST] if not include_other: estimators = [c for c in estimators if not c[0] in OTHER] # possibly get rid of meta estimators if not include_meta_estimators: estimators = [c for c in estimators if not c[0] in META_ESTIMATORS] if type_filter is not None: if not isinstance(type_filter, list): type_filter = [type_filter] else: type_filter = list(type_filter) # copy filtered_estimators = [] filters = {'classifier': ClassifierMixin, 'regressor': RegressorMixin, 'transformer': TransformerMixin, 'cluster': ClusterMixin} for name, mixin in filters.items(): if name in type_filter: type_filter.remove(name) filtered_estimators.extend([est for est in estimators if issubclass(est[1], mixin)]) estimators = filtered_estimators if type_filter: raise ValueError("Parameter type_filter must be 'classifier', " "'regressor', 'transformer', 'cluster' or None, got" " %s." % repr(type_filter)) # drop duplicates, sort for reproducibility return sorted(set(estimators)) def set_random_state(estimator, random_state=0): if "random_state" in estimator.get_params().keys(): estimator.set_params(random_state=random_state) def if_matplotlib(func): """Test decorator that skips test if matplotlib not installed. """ @wraps(func) def run_test(*args, **kwargs): try: import matplotlib matplotlib.use('Agg', warn=False) # this fails if no $DISPLAY specified import matplotlib.pyplot as plt plt.figure() except ImportError: raise SkipTest('Matplotlib not available.') else: return func(*args, **kwargs) return run_test def if_not_mac_os(versions=('10.7', '10.8', '10.9'), message='Multi-process bug in Mac OS X >= 10.7 ' '(see issue #636)'): """Test decorator that skips test if OS is Mac OS X and its major version is one of ``versions``. """ warnings.warn("if_not_mac_os is deprecated in 0.17 and will be removed" " in 0.19: use the safer and more generic" " if_safe_multiprocessing_with_blas instead", DeprecationWarning) mac_version, _, _ = platform.mac_ver() skip = '.'.join(mac_version.split('.')[:2]) in versions def decorator(func): if skip: @wraps(func) def func(*args, **kwargs): raise SkipTest(message) return func return decorator def if_safe_multiprocessing_with_blas(func): """Decorator for tests involving both BLAS calls and multiprocessing Under Python < 3.4 and POSIX (e.g. Linux or OSX), using multiprocessing in conjunction with some implementation of BLAS (or other libraries that manage an internal posix thread pool) can cause a crash or a freeze of the Python process. Under Python 3.4 and later, joblib uses the forkserver mode of multiprocessing which does not trigger this problem. In practice all known packaged distributions (from Linux distros or Anaconda) of BLAS under Linux seems to be safe. So we this problem seems to only impact OSX users. This wrapper makes it possible to skip tests that can possibly cause this crash under OSX with. """ @wraps(func) def run_test(*args, **kwargs): if sys.platform == 'darwin' and sys.version_info[:2] < (3, 4): raise SkipTest( "Possible multi-process bug with some BLAS under Python < 3.4") return func(*args, **kwargs) return run_test def clean_warning_registry(): """Safe way to reset warnings """ warnings.resetwarnings() reg = "__warningregistry__" for mod_name, mod in list(sys.modules.items()): if 'six.moves' in mod_name: continue if hasattr(mod, reg): getattr(mod, reg).clear() def check_skip_network(): if int(os.environ.get('SKLEARN_SKIP_NETWORK_TESTS', 0)): raise SkipTest("Text tutorial requires large dataset download") def check_skip_travis(): """Skip test if being run on Travis.""" if os.environ.get('TRAVIS') == "true": raise SkipTest("This test needs to be skipped on Travis") def _delete_folder(folder_path, warn=False): """Utility function to cleanup a temporary folder if still existing. Copy from joblib.pool (for independance)""" try: if os.path.exists(folder_path): # This can fail under windows, # but will succeed when called by atexit shutil.rmtree(folder_path) except WindowsError: if warn: warnings.warn("Could not delete temporary folder %s" % folder_path) class TempMemmap(object): def __init__(self, data, mmap_mode='r'): self.temp_folder = tempfile.mkdtemp(prefix='sklearn_testing_') self.mmap_mode = mmap_mode self.data = data def __enter__(self): fpath = op.join(self.temp_folder, 'data.pkl') joblib.dump(self.data, fpath) data_read_only = joblib.load(fpath, mmap_mode=self.mmap_mode) atexit.register(lambda: _delete_folder(self.temp_folder, warn=True)) return data_read_only def __exit__(self, exc_type, exc_val, exc_tb): _delete_folder(self.temp_folder) with_network = with_setup(check_skip_network) with_travis = with_setup(check_skip_travis)
bsd-3-clause
kcompher/pyLDAvis
pyLDAvis/graphlab.py
6
2460
""" pyLDAvis GraphLab =============== Helper functions to visualize GraphLab Create's TopicModel (an implementation of LDA) """ from __future__ import absolute_import import funcy as fp import numpy as np import pandas as pd import graphlab as gl import pyLDAvis def _topics_as_df(topic_model): tdf = topic_model['topics'].to_dataframe() return pd.DataFrame(np.vstack(tdf['topic_probabilities'].values), index=tdf['vocabulary']) def _sum_sarray_dicts(sarray): counts_sf = gl.SFrame({'count_dicts': sarray}).stack('count_dicts').groupby(key_columns='X1', operations={'count': gl.aggregate.SUM('X2')}) return counts_sf.unstack(column=['X1', 'count'])[0].values()[0] def _extract_doc_data(docs): doc_lengths = list(docs.apply(lambda d: np.array(d.values()).sum())) term_freqs_dict = _sum_sarray_dicts(docs) vocab = term_freqs_dict.keys() term_freqs = term_freqs_dict.values() return {'doc_lengths': doc_lengths, 'vocab': vocab, 'term_frequency': term_freqs} def _extract_model_data(topic_model, docs, vocab): doc_topic_dists = np.vstack(topic_model.predict(docs, output_type='probabilities')) topics = _topics_as_df(topic_model) topic_term_dists = topics.T[vocab].values return {'topic_term_dists': topic_term_dists, 'doc_topic_dists': doc_topic_dists} def _extract_data(topic_model, docs): doc_data = _extract_doc_data(docs) model_data = _extract_model_data(topic_model, docs, doc_data['vocab']) return fp.merge(doc_data, model_data) def prepare(topic_model, docs, **kargs): """Transforms the GraphLab TopicModel and related corpus data into the data structures needed for the visualization. Parameters ---------- topic_model : graphlab.toolkits.topic_model.topic_model.TopicModel An already trained GraphLab topic model. docs : SArray of dicts The corpus in bag of word form, the same docs used to train the model. **kwargs : additional keyword arguments are passed through to :func:`pyldavis.prepare`. Returns ------- prepared_data : PreparedData the data structures used in the visualization Example -------- For example usage please see this notebook: http://nbviewer.ipython.org/github/bmabey/pyLDAvis/blob/master/notebooks/GraphLab.ipynb """ opts = fp.merge(_extract_data(topic_model, docs), kargs) return pyLDAvis.prepare(**opts)
bsd-3-clause
nhuntwalker/astroML
book_figures/chapter8/fig_cross_val_A.py
3
2169
""" Cross Validation Examples: Part 1 --------------------------------- Figure 8.12 Our toy data set described by eq. 8.75. Shown is the line of best fit, which quite clearly underfits the data. In other words, a linear model in this case has high bias. """ # Author: Jake VanderPlas # License: BSD # The figure produced by this code is published in the textbook # "Statistics, Data Mining, and Machine Learning in Astronomy" (2013) # For more information, see http://astroML.github.com # To report a bug or issue, use the following forum: # https://groups.google.com/forum/#!forum/astroml-general import numpy as np from matplotlib import pyplot as plt from matplotlib import ticker from matplotlib.patches import FancyArrow #---------------------------------------------------------------------- # This function adjusts matplotlib settings for a uniform feel in the textbook. # Note that with usetex=True, fonts are rendered with LaTeX. This may # result in an error if LaTeX is not installed on your system. In that case, # you can set usetex to False. from astroML.plotting import setup_text_plots setup_text_plots(fontsize=8, usetex=True) #------------------------------------------------------------ # Define our functional form def func(x, dy=0.1): return np.random.normal(np.sin(x) * x, dy) #------------------------------------------------------------ # select the (noisy) data np.random.seed(0) x = np.linspace(0, 3, 22)[1:-1] dy = 0.1 y = func(x, dy) #------------------------------------------------------------ # Select the cross-validation points np.random.seed(1) x_cv = 3 * np.random.random(20) y_cv = func(x_cv) x_fit = np.linspace(0, 3, 1000) #------------------------------------------------------------ # First figure: plot points with a linear fit fig = plt.figure(figsize=(5, 3.75)) ax = fig.add_subplot(111) ax.scatter(x, y, marker='x', c='k', s=30) p = np.polyfit(x, y, 1) y_fit = np.polyval(p, x_fit) ax.text(0.03, 0.96, "d = 1", transform=plt.gca().transAxes, ha='left', va='top', bbox=dict(ec='k', fc='w', pad=10)) ax.plot(x_fit, y_fit, '-b') ax.set_xlabel('$x$') ax.set_ylabel('$y$') plt.show()
bsd-2-clause
kentwait/bioseq
bioseq/arrays.py
1
50873
from .basetypes import * import os import numpy as np import re from collections.abc import MutableMapping from collections import OrderedDict, Counter import collections from copy import deepcopy from scipy.sparse import lil_matrix import pandas as pd __all__ = ['SEQTYPES', 'validate_sequence_chars', 'SequenceArray', 'NucleotideArray', 'ProteinArray', 'CodonArray', 'SequenceAlignment', 'NucleotideAlignment', 'ProteinAlignment', 'CodonAlignment'] SEQTYPES = ('nucl', 'prot', 'cod') def validate_sequence_chars(seq, seqtype='nucl'): assert isinstance(seq, str), TypeError('seq should be str or string-like.') assert seqtype in SEQTYPES, ValueError('seqtype must be "nucl" for nucleotide, "prot" for protein, ' 'or "cod" for codon.') pattern = '[^{}]'.format(AMINO_ACIDS if seqtype == 'prot' else BASES) invalid_chars = set(re.findall(pattern, seq, re.IGNORECASE)) if len(invalid_chars) > 0: raise ValueError('Sequence contains invalid characters: {}. Check sequence type or individual sequences.' .format(repr(invalid_chars))) return seq class SequenceArray(MutableMapping): """ Multiple sequence array object constructor Stores one or more biological sequences as a set of id (key) - sequence string (value) pair based on its original input order by using an OrderedDict container. SequenceArray can be instantiated by passing a dictionary-like object whose keys are names or descriptions of their corresponding sequence string value. The string value can be a nucleotide sequence (nucl), codon sequence (cod), or protein sequence (prot). Note that the string value type, whether 'nucl', 'prot', or 'cod, must be the same for all items in the SequenceArray. """ def __init__(self, input_obj, seqtype='nucl', name='', description='', validate=False): """Create a new SequenceArray object from a dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : dict or str Object used to populate a SequenceArray object. This may be one of the following: - Dictionary-like object whose id are sequence record names and values are the corresponding sequences - Path to a FASTA file - FASTA-formatted string seqtype : str 'nucl' (Nucleotide), 'prot' (Protein), 'cod' (Codon-based) name : str Name of the set of sequence records description : str Short description """ assert seqtype in SEQTYPES, ValueError('seqtype must be "nucl" for nucleotide, "prot" for protein, ' 'or "cod" for codon.') self.seqtype = seqtype self.name = name self.description = description # Key-value pairs where id is the sequence record name and the value is the sequence if isinstance(input_obj, dict): records = input_obj self._ids = list(records.keys()) self._sequences = list(records.values()) # String, assumed to be path to FASTA file or contents of FASTA file as a long string elif isinstance(input_obj, str): # Test if file path if os.path.exists(input_obj): records = SequenceArray.parse_fasta(input_obj, seqtype=seqtype) # self._ids = [key.split(' ')[0] for key in records.keys()] self._ids = list(records.keys()) # preprocessing already done by parse_fasta method self._sequences = list(records.values()) else: raise NotImplementedError('Passing FASTA-formatted strings are not yet supported. ' 'Instantiate using an OrderedDict or passing a valid filepath instead.') if validate: # Check if sequences contain invalid characters if seqtype in ('nucl', 'prot'): self._sequences = [validate_sequence_chars(_, seqtype=seqtype) for _ in self._sequences] else: # codon seqtype pass @property def ids(self): return self._ids @ids.setter def ids(self, value): raise AttributeError('Setting ids using this method is not permitted.') @ids.deleter def ids(self): raise AttributeError('Deleting ids using this method is not permitted.') @property def sequences(self): return self._sequences @sequences.setter def sequences(self, value): raise AttributeError('Setting sequences using this method is not permitted.') @sequences.deleter def sequences(self): raise AttributeError('Deleting sequences using this method is not permitted.') def __setitem__(self, key, sequence): self.ids.append(key) self.sequences.append(sequence) def __getitem__(self, keys): if isinstance(keys, collections.Iterable) and not isinstance(keys, str): return_list = [] for key in keys: if key in self.ids: return_list.append(self.sequences[self.ids.index(key)]) else: raise KeyError('Key "{0}" does not exist'.format(key)) return return_list else: key = keys if key in self.ids: return self.sequences[self.ids.index(key)] else: raise KeyError('Key "{0}" does not exist'.format(key)) def __delitem__(self, key): if key in self.ids: index = self.ids.index(key) self.ids.remove(key) self.sequences.pop(index) else: raise KeyError('Key "{0}" does not exist'.format(key)) def __iter__(self): for key, sequence in zip(self.ids, self.sequences): yield (key, sequence) def __len__(self): return len(self.ids) def __repr__(self): return 'SequenceArray({0})'.format([(k, v) for k, v in zip(self.ids, self.sequences)]) def __contains__(self, key): return True if key in self.ids else False def keys(self): for _ in self.ids: yield _ def values(self): for _ in self.sequences: yield _ def items(self): for x in range(len(self.ids)): yield (self.ids[x], self.sequences[x]) def to_fasta(self, path, linewidth=60): """Save sequence array as a FASTA file Parameters ---------- path : str Filename/path of FASTA file linewidth : int Line width of FASTA file """ with open(path, 'w') as f: print(SequenceArray.array_to_fasta(self.ids, self.sequences, linewidth=linewidth), file=f) def align(self, aln_file='out.aln', program='muscle', program_args=None): """Calls an external alignment program to align the sequences in the sequence array. Parameters ---------- aln_file : str Filename/path of resulting multiple sequence alignment program : str External program to be called for multiple sequence alignment. Currently supported programs are 'muscle' (Muscle), 'mafft' (MAFFT), 'clustalw' (ClustalW), 'clustalo' (Clustal Omega), 'prank' (PRANK). To ensure that this method works properly, make sure that these programs are installed and accessible from the system's PATH. program_args : str Additional user-specified arguments Returns ------- SequenceAlignment """ # check if program is in choices or not. if not return an error choices = ['muscle', 'mafft', 'clustalo'] assert program in choices, Exception('Program not supported. Choose from the following: \ "muscle", "mafft", "clustalw", "clustalo", "prank"') # Write the SequenceArray object to file seqfile = '{0}.{1}'.format(self.name, 'fna' if self.seqtype == 'nucl' else 'faa') self.to_fasta(seqfile) # TODO : extract program paths into variables so that users can alter at runtime # Default to MUSCLE if program == 'mafft': cmd_str = 'mafft {args} {i} > {o}'.format(args='--auto' if not program_args else program_args, i=seqfile, o=aln_file) elif program == 'clustalw': # TODO : ClustalW hook raise Exception('ClustalW support is in development.') elif program == 'clustalo': cmd_str = 'clustalo -i {i} -o {o} '.format(i=seqfile, o=aln_file) elif program == 'prank': # TODO : PRANK hook raise Exception('PRANK support is in development.') else: # Default to MUSCLE cmd_str = 'muscle {args}-in {i} -out {o}'.format(args='' if not program_args else program_args+' ', i=seqfile, o=aln_file) # TODO : change to subprocess os.system(cmd_str) if self.seqtype == 'nucl': return NucleotideAlignment(aln_file) elif self.seqtype == 'prot': return ProteinAlignment(aln_file) @staticmethod def parse_fasta(path, seqtype='nucl', upper=True): """Read FASTA format entirely using only built-ins. Parameters ---------- path : str File path (absolute or relative) where the FASTA file is located. seqtype : str 'nucl' (Nucleotide), 'prot' (Protein), 'cod' (Codon-based) Returns ------- OrderedDict FASTA headers are stored as dictionary keys and its corresponding sequence is stored as its value. """ keys = [] sequence = '' sequences = [] line_id_re = re.compile('^>(.+)[\s\n]') with open(path, 'r') as f: for i, line in enumerate(f.readlines()): if line.startswith('>'): # TODO : remove when validated to work # line_id = line[1:-1] # uses the entire description line _match = line_id_re.search(line) # uses only the string before space try: line_id = _match.group(1) except: raise ValueError('Malformed description line <line {} of {}>'.format(i, path)) keys.append(line_id) if sequence: if upper: sequence = sequence.upper() sequences.append(sequence) sequence = '' else: sequence += re.sub('\s', '', line.upper()) if sequence: if upper: sequence = sequence.upper() sequences.append(sequence) return SequenceArray(OrderedDict(zip(keys, sequences)), seqtype=seqtype) @staticmethod def array_to_fasta(keys, sequences, linewidth=60): """Converts a sequence array to a FASTA-formatted string Parameters ---------- keys : list List of record names sequences : list List of sequences (list of lists or 2d ndarray) linewidth : int Number of characters per line Returns ------- str FASTA-formatted string """ fasta_str = '' for key, sequence in zip(keys, sequences): sequence = ''.join(sequence) header = '>{0}'.format(key) fasta_str += header + '\n' for i in range(0, len(sequence), linewidth): curr_line = sequence[i:i+linewidth] fasta_str += curr_line + '\n' return fasta_str @staticmethod def composition(sequence_obj, seqtype='nucl'): """Return the per sequence composition of a sequence array Parameters ---------- sequence_obj : SequenceArray seqtype : str Returns ------- OrderedDict Keys are sequence ids and values are OrderedDict of the corresponding percent makeup for each character except gaps Notes ----- The return value is an OrderedDict of OrderedDicts. First level is indexed by sequence while second level is indexed by character. >>> seq_array = OrderedDict([('key1', 'AAA'), ('key2', 'TTT')]) >>> composition_of_seq_array = OrderedDict([ \ ('key1', OrderedDict([('T', 0), ('C', 0), ('A', 3/float(3)), ('G', 0)])), \ ('key2', OrderedDict([('T', 3/float(3)), ('C', 0), ('A', 0), ('G', 0)])), ]) >>> seq_array['key1'] 'AAA' >>> composition_of_seq_array['key1'] OrderedDict([('T', 0), ('C', 0), ('A', 1.0), ('G', 0)]) >>> composition_of_seq_array['key1']['A'] 1.0 """ # assert re.search('^[ATCG\-]+$', sequence), 'Input sequence contains characters other than A,T,C,G,-' composition_of = OrderedDict() characters = BASES if seqtype in ['nucl', 'cod'] else AMINO_ACIDS for seqid, sequence in zip(sequence_obj.ids, sequence_obj.sequences): char_counts = Counter(sequence.upper()) total = sum([v for k, v in char_counts.items() if k != '-']) composition_of[seqid] = OrderedDict([(k, char_counts[k]/float(total)) for k in characters]) # return pd.DataFrame(composition_of) return composition_of class NucleotideArray(SequenceArray): """ Nucleotide sequence array object constructor This is a special type of SequenceArray for nucleotide sequences containing additional methods specific for handling nucleotide sequence data. On instantiation, it constructs a SequenceArray object whose seqtype is set to 'nucl'. NucleotideArray is suitable for both protein-coding and non-protein coding nucleotide sequences. However, if sequences are protein-coding, it is better to use the CodonArray object as this contains methods useful for protein-coding sequences such as the ability count by nucleotide triplets and to translate to amino acid sequences. If the array contains in-frame protein-coding sequence, NucleotideArray can construct a CodonArray using the method `to_codonarray`. However, NucleotideArray cannot differentiate by itself whether a sequence is coding or non-coding, and if coding, whether it is in-frame or not, therefore it is up to the user to judge whether it is appropriate to represent the sequences as plain nucleotides through NucleotideArray or as protein-coding sequences through CodonArray. """ def __init__(self, input_obj, name='', description='', validate=False): """Create a new NucleotideArray from a dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : dict, str Object used to populate a SequenceArray object. This may be one of the following: - Dictionary-like object whose id are sequence record names and values are the corresponding sequences - Path to a FASTA file - FASTA-formatted string name : str Name of the set of sequence records description : str Short description """ super().__init__(input_obj, name=name, seqtype='nucl', description=description, validate=validate) def to_codonarray(self): """Create a CodonArray from the current NucleotideArray Returns ------- CodonArray """ return CodonArray(deepcopy(self), name=self.name, description=self.description) def basecomp(self): """Return base composition of each sequence Returns ------- OrderedDict Keys are sequence ids and values are OrderedDict of the corresponding percent makeup for each character except gaps. For example, 'T', 'C', 'A', 'G' for nucleotides. Sea also -------- SequenceArray.composition : Character composition of a sequence """ basecomp_of = super().composition(self, seqtype=self.seqtype) for key, comp in basecomp_of.items(): basecomp_of[key]['AT'] = comp['A'] + comp['T'] basecomp_of[key]['GC'] = comp['G'] + comp['C'] return basecomp_of @staticmethod def nucleotide_to_codon(nucleotide_str): """Converts a nucleotide triplet into its corresponding codon Parameters ---------- nucleotide_str : str or sequence Nucleotide sequence (str or list) Yields ------ str 3-character string codon """ if len(nucleotide_str) % 3 != 0: raise ValueError('SequenceArray length is not a multiple of three ({0}).'.format(len(nucleotide_str))) for j in range(0, len(nucleotide_str), 3): if j+3 <= len(nucleotide_str): yield nucleotide_str[j:j+3] class CodonArray(SequenceArray): """ Protein-coding nucleotide sequence array object constructor This is a special type of SequenceArray for protein-coding sequences. If the array contains in-frame protein-coding sequence, NucleotideArray contains methods to represent data as codons (nculeotide triplets) and translate to protein sequence. Note that NucleotideArray cannot differentiate by itself whether a sequence is coding or non-coding, therefore it is up to the user to judge whether it is appropriate to use these methods on the data. """ def __init__(self, input_obj, name='', description='', validate=False): """Create a new CodonArray from a dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : dict or str Object used to populate a SequenceArray object. This may be one of the following: - Dictionary-like object whose id are sequence record names and values are the corresponding sequences - Path to a FASTA file - FASTA-formatted string name : str Name of the set of sequence records description : str Short description """ super().__init__(input_obj, name=name, seqtype='cod', description=description, validate=validate) self.pos = OrderedDict() self.pos[1] = NucleotideArray( OrderedDict([(seqid, ''.join(sequence_as_list)) for seqid, sequence_as_list in zip(self.ids, map(lambda x: x[0::3], self.sequences))])) self.pos[2] = NucleotideArray( OrderedDict([(seqid, ''.join(sequence_as_list)) for seqid, sequence_as_list in zip(self.ids, map(lambda x: x[1::3], self.sequences))])) self.pos[3] = NucleotideArray( OrderedDict([(seqid, ''.join(sequence_as_list)) for seqid, sequence_as_list in zip(self.ids, map(lambda x: x[2::3], self.sequences))])) @property def translated(self): """Translates nucleotide sequences into amino acid sequences Assumes that the nucleotide sequence is protein-coding, in-frame, and the start of the ORF corresponds to the beginning of the nucleotide sequence. Returns ------- ProteinArray """ translated_seqarray = OrderedDict() for key, nt_seq in zip(self.ids, self.sequences): translated_seqarray[key] = ''.join([GENETIC_CODE[cod.upper()] for cod in NucleotideArray.nucleotide_to_codon(nt_seq)]) return ProteinArray(translated_seqarray) def codonalign(self, codon_aln_file='out.ffn.aln', program='muscle'): """Aligns by codons using a protein alignment generated by an external program Assumes the sequence is in-frame and is a coding sequences. First, the sequences are translated into proteins, which are aligned by an external program. The resulting protein alignment is used as an anchor to align nucleotide sequences. Parameters ---------- codon_aln_file : str File path of resulting codon-aligned multiple sequence alignment program : str or path External program to be called to align translated protein sequences. Currently supported programs are 'muscle' (Muscle), 'mafft' (MAFFT), 'clustalw' (ClustalW), 'clustalo' (Clustal Omega), 'prank' (PRANK) Returns ------- CodonAlignment codon-based multiple sequence alignment. """ if self.seqtype != 'cod': raise Exception('Seqtype must be "cod" (codon) to perform codon alignment.') for i, sequence in enumerate(self.sequences): if len(sequence) % 3 != 0: raise ValueError('"{0}" sequence length is not a multiple of three ({1}).' .format(self.ids[i], len(sequence))) # check if program is in choices or not. if not return an error choices = ['muscle', 'mafft', 'clustalo'] assert program in choices, 'Program not supported. Choose from the following: \ "muscle", "mafft", "clustalw", "clustalo", "prank"' # Write translated SequenceArray object to file transl_seqfile = '{0}.transl.{1}'.format(self.name, 'faa') self.translated.to_fasta(transl_seqfile) # Align protein sequences aa_aln = self.translated.align(aln_file=codon_aln_file, program=program) # Adjust codons based on amino acid alignment codon_aln = OrderedDict() i = 0 for nt_seq, aa_aln_seq in zip(self.sequences, aa_aln.sequences): codon = NucleotideArray.nucleotide_to_codon(nt_seq) codon_aln[self.ids[i]] = ''.join([next(codon) if aa != '-' else '---' for aa in list(aa_aln_seq)]) i += 1 codon_aln = CodonAlignment(codon_aln) codon_aln.to_fasta(codon_aln_file) return codon_aln def basecomp(self): """Return base composition of each sequence Returns ------- OrderedDict Keys are sequence ids and values are OrderedDict of the corresponding percent makeup for each character except gaps. For example, 'T', 'C', 'A', 'G' for nucleotides. Sea also -------- SequenceArray.composition : Character composition of a sequence """ all_basecomp_of = super().composition(self, seqtype=self.seqtype) for key, comp in all_basecomp_of.items(): all_basecomp_of[key]['AT'] = comp['A'] + comp['T'] all_basecomp_of[key]['GC'] = comp['G'] + comp['C'] pos_basecomp_of = {1: super().composition(self.pos[1], seqtype=self.seqtype), 2: super().composition(self.pos[2], seqtype=self.seqtype), 3: super().composition(self.pos[3], seqtype=self.seqtype), } for pos, basecomp_of in pos_basecomp_of.items(): for key, comp in basecomp_of.items(): for base in BASES: all_basecomp_of[key][base + str(pos)] = basecomp_of[key][base] all_basecomp_of[key]['AT' + str(pos)] = comp['A'] + comp['T'] all_basecomp_of[key]['GC' + str(pos)] = comp['G'] + comp['C'] return all_basecomp_of # TODO : Subclass string and tuple to create nucl, prot, cod datatypes @staticmethod def icod(nucl_seq, pos): """Retrieves the codon at the specified codon position from a nucleotide sequence Parameters ---------- nucl_seq : str pos : int Returns ------- str codon string of length 3 """ assert len(nucl_seq) % 3 == 0, ValueError('Sequence is not in multiples of three.') assert isinstance(pos, int), ValueError('Position should be an integer value.') return nucl_seq[3*pos:(3*pos)+3] class ProteinArray(SequenceArray): def __init__(self, input_obj, name='', description='', validate=False): """Create a new ProteinArray from a dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : tuple or dict or str Object used to populate a SequenceArray object. This may be one of the following: - Dictionary-like object whose id are sequence record names and values are the corresponding sequences - Path to a FASTA file - FASTA-formatted string name : str Name of the set of sequence records description : str Short description """ super().__init__(input_obj, name=name, seqtype='prot', description=description, validate=validate) def aacomp(self): return super().composition(self, seqtype=self.seqtype) class SequenceAlignment(MutableMapping): """ Multiple sequence alignment base class The object specified by this class is a combination of a list of sequence names and a 2d numpy ndarray that represents the alignment. Thus, each sequence record is a key-value pairing of a sequence name and its corresponding sequence in the ndarray. Records can be accessed by its key like a dictionary. In addition, multiple records can be accessed simultaneously by passing a list. Record values are returned as a numpy ndarray based on the order of keys passed. Methods that permutate the alignment other than adding or deleting records will return a new instance of the alignment. No in-place changes take place when using these methods. This is the base class for NucleotideAlignment, ProteinAlignment and CodonAlignment. """ def __init__(self, input_obj, seqtype, charsize=1, name='', description=''): # TODO : accept FASTA-formatted string """Create a new SequenceAlignment from a tuple, dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : dict or str Alignment objects can be instantiated by passing one of the following: - Tuple of list of record names and ndarray of sequences - Dictionary-like object - File path (absolute or relative) seqtype : str 'nucl' (Nucleotide), 'prot' (Protein), 'cod' (Codon-based) charsize : int Number of characters that define a column of the alignment. name : str Name of the set of sequence records description : str Short description """ # Description self.seqtype = seqtype self.name = name self.description = description self.charsize = charsize # Tuple containing an ordered list of ids and a numpy array of the sequence if isinstance(input_obj, tuple): if len(input_obj) == 2: if isinstance(input_obj[0], list): self._ids = input_obj[0] else: raise TypeError('First item of tuple is not a list.') # TODO : obviate the need for importing numpy, possibly by forking tinynumpy to enable character arrays if isinstance(input_obj[1], np.ndarray): self._sequences = input_obj[1] else: raise TypeError('Second item in tuple is not a numpy array.') else: list_of_sequences = [] # dictionary of id as index and sequence stored as str as the value if isinstance(input_obj, dict) or isinstance(input_obj, MutableMapping): self._ids = [] for k, v in input_obj.items(): if not isinstance(v, str): raise TypeError('SequenceArray "{0}" is not a string.'.format(k)) self._ids.append(k) list_of_sequences.append(v) # Check if sequences are of equal length list_of_sequence_lengths = set([len(s) for s in list_of_sequences]) if len(list_of_sequence_lengths) > 1: raise ValueError('Unequal sequence lengths.') # String path to FASTA file elif isinstance(input_obj, str): # Check if it is a valid path, and the file exists if os.path.exists(input_obj): # Parse FASTA file # fasta_dct = self.parse_fasta(input_obj) fasta_dct = SequenceArray.parse_fasta(input_obj, seqtype=seqtype) # Store record ID as list self._ids = list(fasta_dct.keys()) list_of_sequences = list(fasta_dct.values()) # TODO : Test if the string is in FASTA format else: raise Exception('Passing FASTA-formatted strings are not yet supported. \ Instantiate using an OrderedDict or passing a valid filepath instead.') # Store sequences as a numpy array. Order of array rows should correspond to the order of IDs # in the record list # Check if length is divisible by charsize assert len(list_of_sequences[0]) % self.charsize == 0, \ ValueError('Alignment length is not divisible by 3 ({} nt)'.format(len(list_of_sequences[0]))) self._sequences = np.array( [[seq[j:j+self.charsize] for j in range(0, len(seq), self.charsize) if j+self.charsize <= len(seq)] for seq in list_of_sequences], dtype='U1' if charsize == 1 else 'U3') # Size of alignment self.count = len(self) self.shape = self.sequences.shape # number of sample, number of units (bases/aa/codons), char per unit self.length = self.sequences.shape[1] # TODO : Make a "restricted" descriptor for any type of attribute that should not be changed outside of __init__ # Restrict setting "ids" attribute outside of __init__ @property def ids(self): return self._ids @ids.setter def ids(self, value): raise AttributeError('Setting ids using this method is not permitted.') @ids.deleter def ids(self): raise AttributeError('Deleting ids using this method is not permitted.') # Restrict setting "sequences" attribute outside of __init__ @property def sequences(self): return self._sequences @sequences.setter def sequences(self, value): raise AttributeError('Setting sequences using this method is not permitted.') @sequences.deleter def sequences(self): raise AttributeError('Deleting sequences using this method is not permitted.') def __setitem__(self, key, value): """Add or update a sequence record Parameters ---------- key: str Record name value: np.ndarray Numpy array of the sequence. The length of the added array must be the same as the length of the current array. """ if key in self.ids: raise KeyError('Key name {0} already in use.'.format(key)) else: # Check if has the same length as the number of cols of the current array if len(value) == self.length: self.ids.append(key) self.sequences = np.vstack( [self.sequences, [value[j:j+self.charsize] for j in range(0, len(value), self.charsize) if j+self.charsize <= len(value)]]) else: raise ValueError('New sequence length {0} does not match alignment length {1}.' .format(len(value), self.length)) def __getitem__(self, keys): """Given a key or list of keys, retrieve a record or multiple records Parameters keys : str or list Record name or list of record names Returns ------- np.ndarray Sequence ndarray or multiple sequence alignment ndarray if a list of keys was passed """ if isinstance(keys, collections.Iterable) and not isinstance(keys, str): index_list = [] for key in keys: if key in self.ids: index_list.append(self.ids.index(key)) else: raise Exception('Key "{0}" does not exist'.format(key)) return self.sequences[index_list] else: key = keys if key in self.ids: index = self.ids.index(key) else: raise KeyError('Key "{0}" does not exist'.format(key)) return self.sequences[index] def __delitem__(self, key): if key in self.ids: index = self.ids.index(key) self.ids.remove(key) self.sequences = np.delete(self.sequences, index, axis=0) # 0 means by row else: raise KeyError('Key "{0}" does not exist'.format(key)) def __iter__(self): for key, sequence in zip(self.ids, self.sequences): yield key, sequence def __len__(self): # Return the number of samples in the alignment return len(self.ids) def __repr__(self): return 'keys({0})\n{1}'.format(repr(self.ids), repr(self.sequences)) def __add__(self, other): # Check if self.ids and other.ids match if set(self.ids) != set(other.ids): raise KeyError('Keys do not match.') if self.seqtype != other.seqtype: raise ValueError('Seqtypes do not match.') other_order = [other.ids.index(key) for key in self.ids] return type(self)( MSA(ids=self.ids, alignment=np.concatenate((self.sequences, other.sequences[other_order]), axis=1)), self.seqtype) def __iadd__(self, other): return self + other def keys(self): for _ in self.ids: yield _ def values(self): for _ in self.sequences: yield _ def items(self): for x in range(len(self.ids)): yield (self.ids[x], self.sequences[x]) def head(self): """Retrieves the first 5 entries of the sequence alignment Returns ------- SequenceAlignment Creates a subset of the current SequenceAlignment containing only the first five entries. """ return type(self)(MSA(ids=self.ids[:5], alignment=self.sequences[:5]), self.seqtype) def tail(self): """Retrieves the last 5 entries of the sequence alignment Returns ------- SequenceAlignment Creates a subset of the current SequenceAlignment containing only the last five entries. """ return type(self)(MSA(ids=self.ids[-5:], alignment=self.sequences[-5:]), self.seqtype) # noinspection PyTypeChecker def colx(self, *args): """Returns a length-wise (column range) subset of the alignment Parameters ---------- args: int Inclusive start and exclusive end position of the subset. Follows Python slice conventions. Returns ------- SequenceAlignment Create a subset of the current SequenceAlignment containing only the specified column range. """ if len(args) == 1: return type(self)(MSA(ids=self.ids, alignment=self.sequences[:, args[0]]), self.seqtype) elif len(args) == 2: return type(self)(MSA(ids=self.ids, alignment=self.sequences[:, args[0]:args[1]]), self.seqtype) elif len(args) == 3: return type(self)(MSA(ids=self.ids, alignment=self.sequences[:, args[0]:args[1]:args[2]]), self.seqtype) else: raise Exception('Method uses 3 integer arguments at most.') def subset(self, keys): """Returns a row-wise (by sample) subset of the current alignment Parameters ---------- keys : str or list Record name or list of record names Returns ------- SequenceAlignment Create a subset of the current SequenceAlignment containing only the specified records. """ return type(self)(MSA(ids=keys, alignment=self[keys]), self.seqtype) def labelpartition(self, label, start, end, coding=True): NotImplementedError() def xgap(self, all=False): """Remove columns containing gap character from the current alignment Parameters ---------- all : bool If True, removes a column only when whole column is gapped. If False, removes a column even when only one gap character is present Returns ------- SequenceAlignment Creates a new SequenceAlignment free of gap characters. """ gapchar = '-'*self.charsize xgap_cols = [] for i in range(self.length): if all: # noinspection PyTypeChecker if not np.all(gapchar == self.sequences[:, i]): xgap_cols.append(i) else: # noinspection PyTypeChecker if not np.any(gapchar == self.sequences[:, i]): xgap_cols.append(i) return type(self)(MSA(ids=self.ids, alignment=self.sequences[:, xgap_cols]), self.seqtype) def resample_cols(self): """Creates a new SequenceAlignment using resampled alignment columns with replacement from the current data Returns ------- SequenceAlignment """ randlist = np.random.choice(self.length, self.length, replace=True) return type(self)(MSA(ids=self.ids, alignment=self.sequences[:, randlist]), self.seqtype) def reorder(self, ordered_key_list): """Reorder alignment based on the order of a a given list of keys Parameters ---------- ordered_key_list : list List of record names arranged based on how samples should be reordered Returns ------- SequenceAlignment Reordered alignment """ sequences = [] for key in ordered_key_list: index = self.ids.index(key) sequences.append(self.sequences[index]) return type(self)(MSA(ids=ordered_key_list, alignment=np.array(sequences)), self.seqtype) def to_fasta(self, path, linewidth=60): """Save the alignment as a FASTA-formatted file Parameters ---------- path : str Filename/path of FASTA file linewidth : int Number of characters per line """ # TODO : Check if basedir of path exists with open(path, 'w') as f: print(self.__class__.alignment_to_fasta(self, linewidth=linewidth), file=f) def to_phylip(self, path): # TODO NotImplementedError() def pssm(self): """ Position-specific scoring matrix of the alignment Returns ------- np.array """ # TODO : update for codon if self.seqtype == 'nucl': characters = list(BASES) characters.append('-') elif self.seqtype == 'prot': characters = list(AMINO_ACIDS) characters.append('X') characters.append('-') elif self.seqtype == 'cod': characters = list(CODONS) characters.append('---') else: raise ValueError() pssm_sparse = lil_matrix((self.length, len(characters))) for i in range(self.length): seq = np.array(list(map(str.upper, self.sequences[:, i]))) unique_cnts = np.unique(seq, return_counts=True) for j, char in enumerate(unique_cnts[0]): char_cnt = unique_cnts[1][j] if char in characters: pssm_sparse[i, characters.index(char)] = char_cnt else: if self.seqtype == 'nucl': for part_base in DEGENERATE_BASES[char]: if pssm_sparse[i, characters.index(part_base)]: pssm_sparse[i, characters.index(part_base)] += char_cnt / \ float(len(DEGENERATE_BASES[char])) else: pssm_sparse[i, characters.index(part_base)] = char_cnt / \ float(len(DEGENERATE_BASES[char])) elif self.seqtype == 'cod': char_val = [dict(), dict(), dict()] for k, cod_base in enumerate(char): print(cod_base) if cod_base not in BASES: for part_base in DEGENERATE_BASES[cod_base]: char_val[k][part_base] = 1 / float(len(DEGENERATE_BASES[cod_base])) else: char_val[k][cod_base] = 1 for a, a_val in char_val[0].items(): for b, b_val in char_val[1].items(): for c, c_val in char_val[2].items(): if pssm_sparse[i, characters.index(a+b+c)]: pssm_sparse[i, characters.index(a+b+c)] += char_cnt * a_val * b_val * c_val else: pssm_sparse[i, characters.index(a + b + c)] = char_cnt * a_val * b_val * c_val else: raise ValueError(char) return pd.DataFrame(pssm_sparse.toarray(), columns=list(characters)) def consensus_matrix(self): pssm_df = self.pssm() consensus_idx = pssm_df.idxmax(axis=1) consensus_cnt = pssm_df.max(axis=1) consensus_df = pd.concat([consensus_idx, consensus_cnt], axis=1) consensus_df.columns = ['char', 'count'] return consensus_df def consensus_sequence(self): pssm_df = self.pssm() consensus_idx = pssm_df.idxmax(axis=1) return list(consensus_idx.to_dict().values()) @staticmethod def parse_fasta(path, seqtype='nucl', upper=True, output_type='array'): """Read FASTA format entirely using only built-ins. Parameters ---------- path : str File path (absolute or relative) where the FASTA file is located. seqtype : str 'nucl' (Nucleotide), 'prot' (Protein), 'cod' (Codon-based) output_type : 'array', 'aln', optional (default = 'array') Choose between output as array (array) or an alingment (aln) Returns ------- OrderedDict FASTA headers are stored as dictionary keys and its corresponding sequence is stored as its value. """ lengths = set() seq_array = SequenceArray.parse_fasta(path, seqtype=seqtype, upper=upper) for key, seq in seq_array.items(): lengths.add(len(seq)) if output_type == 'ndarray': if len(lengths) == 1: return SequenceAlignment(seq_array, seqtype) elif output_type == 'dict': return seq_array @staticmethod def concat(*alignments): """Concatenate multiple sequence alignments together Parameters ---------- alignments : SequenceAlignment Returns ------- SequenceAlignment New concatenated SequenceAlignment """ concaternated_alignment = alignments[0] for alignment in alignments[1:]: concaternated_alignment += alignment return concaternated_alignment @staticmethod def alignment_to_fasta(alignment, linewidth=60): """Save the alignment as a FASTA-formatted file Parameters ---------- alignment : SequenceAlignment linewidth : int Number of characters per line Returns ------- str FASTA-formatted string """ return SequenceArray.array_to_fasta(alignment.ids, alignment.sequences, linewidth=linewidth) @staticmethod def composition(alignment_obj, seqtype='nucl'): """Returns the character composition of the sequence alignment Parameters ---------- alignment_obj : SequenceAlignment seqtype : str 'nucl' (Nucleotide), 'prot' (Protein), 'cod' (Codon-based) Returns ------- OrderedDict """ sequence_obj = SequenceArray( OrderedDict([(seqid, ''.join(sequence_as_list)) for seqid, sequence_as_list in zip(alignment_obj.ids, alignment_obj.sequences)])) return SequenceArray.composition(sequence_obj, seqtype=seqtype) class NucleotideAlignment(SequenceAlignment): def __init__(self, input_obj, name='', description=''): """Create a new NucleotideAlignment from a tuple, dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : tuple or dict or str Alignment objects can be instantiated by passing one of the following: - Tuple of list of record names and ndarray of sequences - Dictionary-like object - File path (absolute or relative) name : str Name of the set of sequence records description : str Short description """ super().__init__(input_obj, 'nucl', charsize=1, name=name, description=description) def basecomp(self): """Returns the base composition of the current nucleotide alignment Returns ------- OrderedDict """ basecomp_of = super().composition(self, seqtype=self.seqtype) for key, comp in basecomp_of.items(): basecomp_of[key]['AT'] = comp['A'] + comp['T'] basecomp_of[key]['GC'] = comp['G'] + comp['C'] return basecomp_of class ProteinAlignment(SequenceAlignment): def __init__(self, input_obj, name='', description=''): """Create a new ProteinAlignment from a tuple, dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : tuple or dict or str Alignment objects can be instantiated by passing one of the following: - Tuple of list of record names and ndarray of sequences - Dictionary-like object - File path (absolute or relative) name : str Name of the set of sequence records description : str Short description """ super().__init__(input_obj, 'prot', charsize=1, name=name, description=description) def aacomp(self): return super().composition(self, seqtype=self.seqtype) class CodonAlignment(NucleotideAlignment): def __init__(self, input_obj, name='', description=''): """Create a new CodonAlignment from a tuple, dictionary, file or FASTA-formatted string. Parameters ---------- input_obj : tuple or dict or str Alignment objects can be instantiated by passing one of the following: - Tuple of list of record names and ndarray of sequences - Dictionary-like object - File path (absolute or relative) name : str Name of the set of sequence records description : str Short description """ SequenceAlignment.__init__(self, input_obj, seqtype='cod', charsize=3, name=name, description=description) # Create nucleotide alignment ntaln_lst = list() for seq in self.sequences: ntaln_concat = list() for seq_seq in seq: ntaln_concat.append(''.join(seq_seq)) ntaln_lst.append(''.join(ntaln_concat)) self.nucl_aln = NucleotideAlignment( MSA(ids=self.ids, alignment=np.array(np.array([list(seq) for seq in ntaln_lst], dtype='U1'), dtype='U1'))) self.pos = OrderedDict() self.pos[1] = self.nucl_aln.colx(0, None, 3) self.pos[2] = self.nucl_aln.colx(1, None, 3) self.pos[3] = self.nucl_aln.colx(2, None, 3) def make_raxml_codon_partition_file(self, save_path): """Make RAxML partition file for a codon alignment Parameters ---------- save_path: str Partition file save path """ # TODO : check if basedir of save_path exists ordinal_suffix = {1: 'st', 2: 'nd', 3: 'rd', 4: 'th', 5: 'th', 6: 'th', 7: 'th', 8: 'th', 9: 'th', 0: 'th'} # TODO : Warn if file already exists with open(save_path, 'w') as f: for i in range(1, 4): print('DNA, {0}{1}pos={0}-{2}\\3'.format(i, ordinal_suffix[i], self.length*3), file=f) @staticmethod def composition(codon_aln_obj, fold_counts=(), pos=3): """Return the character composition of a CodonAlignment depending on codon position and fold count Parameters ---------- codon_aln_obj : CodonAlignment fold_counts : int 1,2,3,4,6 fold codon degeneracy pos : int 1 (1st position), 2 (2nd position), 3 (3rd position) Returns ------- OrderedDict """ pos -= 1 # input is 1-indexed but Python is 0-indexed codon_filter_set = set([codon for codon, fold in CODON_FOLD.items() if fold in fold_counts]) filtered_sequences = OrderedDict() for seqid, seq_ndarray in codon_aln_obj.items(): if pos == -1: filtered_sequences[seqid] = ''.join( [codon for codon in seq_ndarray if codon in codon_filter_set] ) else: filtered_sequences[seqid] = ''.join( [codon[pos] for codon in seq_ndarray if codon in codon_filter_set] ) sequence_obj = SequenceArray(filtered_sequences) return SequenceArray.composition(sequence_obj, seqtype='cod')
apache-2.0
uzgit/ardupilot
Tools/mavproxy_modules/lib/magcal_graph_ui.py
108
8248
# Copyright (C) 2016 Intel Corporation. All rights reserved. # # This file is free software: you can redistribute it and/or modify it # under the terms of the GNU General Public License as published by the # Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # This file is distributed in the hope that it will be useful, but # WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. # See the GNU General Public License for more details. # # You should have received a copy of the GNU General Public License along # with this program. If not, see <http://www.gnu.org/licenses/>. import matplotlib.pyplot as plt from matplotlib.backends.backend_wxagg import FigureCanvas from mpl_toolkits.mplot3d import Axes3D from mpl_toolkits.mplot3d.art3d import Poly3DCollection from pymavlink.mavutil import mavlink from MAVProxy.modules.lib import wx_processguard from MAVProxy.modules.lib.wx_loader import wx import geodesic_grid as grid class MagcalPanel(wx.Panel): _status_markup_strings = { mavlink.MAG_CAL_NOT_STARTED: 'Not started', mavlink.MAG_CAL_WAITING_TO_START: 'Waiting to start', mavlink.MAG_CAL_RUNNING_STEP_ONE: 'Step one', mavlink.MAG_CAL_RUNNING_STEP_TWO: 'Step two', mavlink.MAG_CAL_SUCCESS: '<span color="blue">Success</span>', mavlink.MAG_CAL_FAILED: '<span color="red">Failed</span>', } _empty_color = '#7ea6ce' _filled_color = '#4680b9' def __init__(self, *k, **kw): super(MagcalPanel, self).__init__(*k, **kw) facecolor = self.GetBackgroundColour().GetAsString(wx.C2S_HTML_SYNTAX) fig = plt.figure(facecolor=facecolor, figsize=(1,1)) self._canvas = FigureCanvas(self, wx.ID_ANY, fig) self._canvas.SetMinSize((300,300)) self._id_text = wx.StaticText(self, wx.ID_ANY) self._status_text = wx.StaticText(self, wx.ID_ANY) self._completion_pct_text = wx.StaticText(self, wx.ID_ANY) sizer = wx.BoxSizer(wx.VERTICAL) sizer.Add(self._id_text) sizer.Add(self._status_text) sizer.Add(self._completion_pct_text) sizer.Add(self._canvas, proportion=1, flag=wx.EXPAND) self.SetSizer(sizer) ax = fig.add_subplot(111, axis_bgcolor=facecolor, projection='3d') self.configure_plot(ax) def configure_plot(self, ax): extra = .5 lim = grid.radius + extra ax.set_xlim3d(-lim, lim) ax.set_ylim3d(-lim, lim) ax.set_zlim3d(-lim, lim) ax.set_xlabel('x') ax.set_ylabel('y') ax.set_zlabel('z') ax.invert_zaxis() ax.invert_xaxis() ax.set_aspect('equal') self._polygons_collection = Poly3DCollection( grid.sections_triangles, edgecolors='#386694', ) ax.add_collection3d(self._polygons_collection) def update_status_from_mavlink(self, m): status_string = self._status_markup_strings.get(m.cal_status, '???') self._status_text.SetLabelMarkup( '<b>Status:</b> %s' % status_string, ) def mavlink_magcal_report(self, m): self.update_status_from_mavlink(m) self._completion_pct_text.SetLabel('') def mavlink_magcal_progress(self, m): facecolors = [] for i, mask in enumerate(m.completion_mask): for j in range(8): section = i * 8 + j if mask & 1 << j: facecolor = self._filled_color else: facecolor = self._empty_color facecolors.append(facecolor) self._polygons_collection.set_facecolors(facecolors) self._canvas.draw() self._id_text.SetLabelMarkup( '<b>Compass id:</b> %d' % m.compass_id ) self._completion_pct_text.SetLabelMarkup( '<b>Completion:</b> %d%%' % m.completion_pct ) self.update_status_from_mavlink(m) _legend_panel = None @staticmethod def legend_panel(*k, **kw): if MagcalPanel._legend_panel: return MagcalPanel._legend_panel p = MagcalPanel._legend_panel = wx.Panel(*k, **kw) sizer = wx.BoxSizer(wx.HORIZONTAL) p.SetSizer(sizer) marker = wx.Panel(p, wx.ID_ANY, size=(10, 10)) marker.SetBackgroundColour(MagcalPanel._empty_color) sizer.Add(marker, flag=wx.ALIGN_CENTER) text = wx.StaticText(p, wx.ID_ANY) text.SetLabel('Sections not hit') sizer.Add(text, border=4, flag=wx.ALIGN_CENTER | wx.LEFT) marker = wx.Panel(p, wx.ID_ANY, size=(10, 10)) marker.SetBackgroundColour(MagcalPanel._filled_color) sizer.Add(marker, border=10, flag=wx.ALIGN_CENTER | wx.LEFT) text = wx.StaticText(p, wx.ID_ANY) text.SetLabel('Sections hit') sizer.Add(text, border=4, flag=wx.ALIGN_CENTER | wx.LEFT) return p class MagcalFrame(wx.Frame): def __init__(self, conn): super(MagcalFrame, self).__init__( None, wx.ID_ANY, title='Magcal Graph', ) self.SetMinSize((300, 300)) self._conn = conn self._main_panel = wx.ScrolledWindow(self, wx.ID_ANY) self._main_panel.SetScrollbars(1, 1, 1, 1) self._magcal_panels = {} self._sizer = wx.BoxSizer(wx.VERTICAL) self._main_panel.SetSizer(self._sizer) idle_text = wx.StaticText(self._main_panel, wx.ID_ANY) idle_text.SetLabelMarkup('<i>No calibration messages received yet...</i>') idle_text.SetForegroundColour('#444444') self._sizer.AddStretchSpacer() self._sizer.Add( idle_text, proportion=0, flag=wx.ALIGN_CENTER | wx.ALL, border=10, ) self._sizer.AddStretchSpacer() self._timer = wx.Timer(self) self.Bind(wx.EVT_TIMER, self.timer_callback, self._timer) self._timer.Start(200) def add_compass(self, id): if not self._magcal_panels: self._sizer.Clear(deleteWindows=True) self._magcal_panels_sizer = wx.BoxSizer(wx.HORIZONTAL) self._sizer.Add( self._magcal_panels_sizer, proportion=1, flag=wx.EXPAND, ) legend = MagcalPanel.legend_panel(self._main_panel, wx.ID_ANY) self._sizer.Add( legend, proportion=0, flag=wx.ALIGN_CENTER, ) self._magcal_panels[id] = MagcalPanel(self._main_panel, wx.ID_ANY) self._magcal_panels_sizer.Add( self._magcal_panels[id], proportion=1, border=10, flag=wx.EXPAND | wx.ALL, ) def timer_callback(self, evt): close_requested = False mavlink_msgs = {} while self._conn.poll(): m = self._conn.recv() if isinstance(m, str) and m == 'close': close_requested = True continue if m.compass_id not in mavlink_msgs: # Keep the last two messages so that we get the last progress # if the last message is the calibration report. mavlink_msgs[m.compass_id] = [None, m] else: l = mavlink_msgs[m.compass_id] l[0] = l[1] l[1] = m if close_requested: self._timer.Stop() self.Destroy() return if not mavlink_msgs: return needs_fit = False for k in mavlink_msgs: if k not in self._magcal_panels: self.add_compass(k) needs_fit = True if needs_fit: self._sizer.Fit(self) for k, l in mavlink_msgs.items(): for m in l: if not m: continue panel = self._magcal_panels[k] if m.get_type() == 'MAG_CAL_PROGRESS': panel.mavlink_magcal_progress(m) elif m.get_type() == 'MAG_CAL_REPORT': panel.mavlink_magcal_report(m)
gpl-3.0
ssamot/ce888
labs/lab2/permutations.py
1
2483
import matplotlib matplotlib.use('Agg') import pandas as pd import random import matplotlib.pyplot as plt import seaborn as sns import numpy as np import numpy.random as npr def permutation_resampling(num_samples, case, control): """Returns p-value that statistic for case is different from statistc for control.""" observed_diff = abs(np.mean(case) - np.mean(control)) num_case = len(case) combined = np.concatenate([case, control]) diffs = [] for i in range(num_samples): xs = npr.permutation(combined) diff = np.mean(xs[:num_case]) - np.mean(xs[num_case:]) diffs.append(diff) pval = (np.sum(diffs > observed_diff))/float(num_samples) return pval # def permutation_resampling(iterations, new, old): # #data = pd.concat([old,new], ignore_index = True).values # data = np.concatenate([new,old]) # print data.shape # #samples = np.random.choice(data,replace = True, size = [iterations, len(data)]) # samples = [] # for i in range(iterations): # s = np.random.permutation(data) # samples.append(s) # data_mean = (new.mean() - old.mean()) # vals = [] # for sample in samples: # sample_new, sample_old = sample[:len(new)], sample[len(new):] # sta = (sample_new.mean() - sample_old.mean() ) # if (sta > data_mean): # higher = 1.0 # else: # higher = 0.0 # vals.append(higher) # b = np.array(vals) # #print b.mean() # return b.mean() if __name__ == "__main__": df = pd.read_csv('./vehicles.csv') #print df new = df[df.columns[0]].dropna().values old = df[df.columns[1]].dropna().values #new = np.array([100.0,102]*5) #old = np.array([100.0,99]*20) # old = np.array([0,0,0,0,0,0,1,0,0,1,0]) # new = np.array([1,0,0,1,1,1,0,0,0,1,0]) old = np.array([0,1,1,1,0,1,1,0,0,1,0]) new = np.array([0,1,1,0,1,1,0,1,1,1,0,0,1,1,1,1,1,1,1]) print((old.mean(), new.mean(), len(old), len(new), new.mean() - old.mean())) #exit() boots = [] for i in range(500,20000,100): boot = permutation_resampling(i, new, old) print((i,boot)) boots.append([i,boot]) df_boot = pd.DataFrame(boots, columns=['Boostrap iterations','p-value']) sns_plot = sns.lmplot(df_boot.columns[0],df_boot.columns[1], data=df_boot, fit_reg=False) sns_plot.axes[0,0].set_xlim(0,) sns_plot.savefig("permutations.png",bbox_inches='tight') sns_plot.savefig("permutations.pdf",bbox_inches='tight') #print ("Mean: %f")%(np.mean(data)) #print ("Var: %f")%(np.var(data))
gpl-3.0
nelson-liu/paraphrase-id-tensorflow
scripts/run_model/run_siamese.py
1
13787
import argparse import sys import logging import math import numpy as np import os import pandas as pd import pickle import json sys.path.append(os.path.join(os.path.dirname(__file__), "../../")) from duplicate_questions.data.data_manager import DataManager from duplicate_questions.data.embedding_manager import EmbeddingManager from duplicate_questions.data.instances.sts_instance import STSInstance from duplicate_questions.models.siamese_bilstm.siamese_bilstm import SiameseBiLSTM logger = logging.getLogger(__name__) def main(): project_dir = os.path.join(os.path.dirname(__file__), os.pardir, os.pardir) # Parse config arguments argparser = argparse.ArgumentParser( description=("Run a baseline Siamese BiLSTM model " "for paraphrase identification.")) argparser.add_argument("mode", type=str, choices=["train", "predict"], help=("One of {train|predict}, to " "indicate what you want the model to do. " "If you pick \"predict\", then you must also " "supply the path to a pretrained model and " "DataIndexer to load.")) argparser.add_argument("--model_load_dir", type=str, help=("The path to a directory with checkpoints to " "load for evaluation or prediction. The " "latest checkpoint will be loaded.")) argparser.add_argument("--dataindexer_load_path", type=str, help=("The path to the dataindexer fit on the " "train data, so we can properly index the " "test data for evaluation or prediction.")) argparser.add_argument("--train_file", type=str, default=os.path.join(project_dir, "data/processed/quora/" "train_cleaned_train_split.csv"), help="Path to a file to train on.") argparser.add_argument("--val_file", type=str, default=os.path.join(project_dir, "data/processed/quora/" "train_cleaned_val_split.csv"), help="Path to a file to monitor validation acc. on.") argparser.add_argument("--test_file", type=str, default=os.path.join(project_dir, "data/processed/quora/" "test_final.csv")) argparser.add_argument("--batch_size", type=int, default=128, help="Number of instances per batch.") argparser.add_argument("--num_epochs", type=int, default=10, help=("Number of epochs to perform in " "training.")) argparser.add_argument("--early_stopping_patience", type=int, default=0, help=("number of epochs with no validation " "accuracy improvement after which training " "will be stopped")) argparser.add_argument("--num_sentence_words", type=int, default=30, help=("The maximum length of a sentence. Longer " "sentences will be truncated, and shorter " "ones will be padded.")) argparser.add_argument("--word_embedding_dim", type=int, default=300, help="Dimensionality of the word embedding layer") argparser.add_argument("--pretrained_embeddings_file_path", type=str, help="Path to a file with pretrained embeddings.", default=os.path.join(project_dir, "data/external/", "glove.6B.300d.txt")) argparser.add_argument("--fine_tune_embeddings", action="store_true", help=("Whether to train the embedding layer " "(if True), or keep it fixed (False).")) argparser.add_argument("--rnn_hidden_size", type=int, default=256, help=("The output dimension of the RNN.")) argparser.add_argument("--share_encoder_weights", action="store_true", help=("Whether to use the same encoder on both " "input sentences (thus sharing weights), " "or a different one for each sentence")) argparser.add_argument("--rnn_output_mode", type=str, default="last", choices=["mean_pool", "last"], help=("How to calculate the final sentence " "representation from the RNN outputs. " "\"mean_pool\" indicates that the outputs " "will be averaged (with respect to padding), " "and \"last\" indicates that the last " "relevant output will be used as the " "sentence representation.")) argparser.add_argument("--output_keep_prob", type=float, default=1.0, help=("The proportion of RNN outputs to keep, " "where the rest are dropped out.")) argparser.add_argument("--log_period", type=int, default=10, help=("Number of steps between each summary " "op evaluation.")) argparser.add_argument("--val_period", type=int, default=250, help=("Number of steps between each evaluation of " "validation performance.")) argparser.add_argument("--log_dir", type=str, default=os.path.join(project_dir, "logs/"), help=("Directory to save logs to.")) argparser.add_argument("--save_period", type=int, default=250, help=("Number of steps between each " "model checkpoint")) argparser.add_argument("--save_dir", type=str, default=os.path.join(project_dir, "models/"), help=("Directory to save model checkpoints to.")) argparser.add_argument("--run_id", type=str, required=True, help=("Identifying run ID for this run. If " "predicting, you probably want this " "to be the same as the train run_id")) argparser.add_argument("--model_name", type=str, required=True, help=("Identifying model name for this run. If" "predicting, you probably want this " "to be the same as the train run_id")) argparser.add_argument("--reweight_predictions_for_kaggle", action="store_true", help=("Only relevant when predicting. Whether to " "reweight the prediction probabilities to " "account for class proportion discrepancy " "between train and test.")) config = argparser.parse_args() model_name = config.model_name run_id = config.run_id mode = config.mode # Get the data. batch_size = config.batch_size if mode == "train": # Read the train data from a file, and use it to index the validation data data_manager = DataManager(STSInstance) num_sentence_words = config.num_sentence_words get_train_data_gen, train_data_size = data_manager.get_train_data_from_file( [config.train_file], max_lengths={"num_sentence_words": num_sentence_words}) get_val_data_gen, val_data_size = data_manager.get_validation_data_from_file( [config.val_file], max_lengths={"num_sentence_words": num_sentence_words}) else: # Load the fitted DataManager, and use it to index the test data logger.info("Loading pickled DataManager " "from {}".format(config.dataindexer_load_path)) data_manager = pickle.load(open(config.dataindexer_load_path, "rb")) test_data_gen, test_data_size = data_manager.get_test_data_from_file( [config.test_file]) vars(config)["word_vocab_size"] = data_manager.data_indexer.get_vocab_size() # Log the run parameters. log_dir = config.log_dir log_path = os.path.join(log_dir, model_name, run_id.zfill(2)) logger.info("Writing logs to {}".format(log_path)) if not os.path.exists(log_path): logger.info("log path {} does not exist, " "creating it".format(log_path)) os.makedirs(log_path) params_path = os.path.join(log_path, mode + "params.json") logger.info("Writing params to {}".format(params_path)) with open(params_path, 'w') as params_file: json.dump(vars(config), params_file, indent=4) # Get the embeddings. embedding_manager = EmbeddingManager(data_manager.data_indexer) embedding_matrix = embedding_manager.get_embedding_matrix( config.word_embedding_dim, config.pretrained_embeddings_file_path) vars(config)["word_embedding_matrix"] = embedding_matrix # Initialize the model. model = SiameseBiLSTM(vars(config)) model.build_graph() if mode == "train": # Train the model. num_epochs = config.num_epochs num_train_steps_per_epoch = int(math.ceil(train_data_size / batch_size)) num_val_steps = int(math.ceil(val_data_size / batch_size)) log_period = config.log_period val_period = config.val_period save_period = config.save_period save_dir = os.path.join(config.save_dir, model_name, run_id.zfill(2) + "/") save_path = os.path.join(save_dir, model_name + "-" + run_id.zfill(2)) logger.info("Checkpoints will be written to {}".format(save_dir)) if not os.path.exists(save_dir): logger.info("save path {} does not exist, " "creating it".format(save_dir)) os.makedirs(save_dir) logger.info("Saving fitted DataManager to {}".format(save_dir)) data_manager_pickle_name = "{}-{}-DataManager.pkl".format(model_name, run_id.zfill(2)) pickle.dump(data_manager, open(os.path.join(save_dir, data_manager_pickle_name), "wb")) patience = config.early_stopping_patience model.train(get_train_instance_generator=get_train_data_gen, get_val_instance_generator=get_val_data_gen, batch_size=batch_size, num_train_steps_per_epoch=num_train_steps_per_epoch, num_epochs=num_epochs, num_val_steps=num_val_steps, save_path=save_path, log_path=log_path, log_period=log_period, val_period=val_period, save_period=save_period, patience=patience) else: # Predict with the model model_load_dir = config.model_load_dir num_test_steps = int(math.ceil(test_data_size / batch_size)) # Numpy array of shape (num_test_examples, 2) raw_predictions = model.predict(get_test_instance_generator=test_data_gen, model_load_dir=model_load_dir, batch_size=batch_size, num_test_steps=num_test_steps) # Remove the first column, so we're left with just the probabilities # that a question is a duplicate. is_duplicate_probabilities = np.delete(raw_predictions, 0, 1) # The class balance between kaggle train and test seems different. # This edits prediction probability to account for the discrepancy. # See: https://www.kaggle.com/c/quora-question-pairs/discussion/31179 if config.reweight_predictions_for_kaggle: positive_weight = 0.165 / 0.37 negative_weight = (1 - 0.165) / (1 - 0.37) is_duplicate_probabilities = ((positive_weight * is_duplicate_probabilities) / (positive_weight * is_duplicate_probabilities + negative_weight * (1 - is_duplicate_probabilities))) # Write the predictions to an output submission file output_predictions_path = os.path.join(log_path, model_name + "-" + run_id.zfill(2) + "-output_predictions.csv") logger.info("Writing predictions to {}".format(output_predictions_path)) is_duplicate_df = pd.DataFrame(is_duplicate_probabilities) is_duplicate_df.to_csv(output_predictions_path, index_label="test_id", header=["is_duplicate"]) if __name__ == "__main__": logging.basicConfig(format="%(asctime)s - %(levelname)s " "- %(name)s - %(message)s", level=logging.INFO) main()
mit
hrjn/scikit-learn
sklearn/utils/tests/test_murmurhash.py
79
2849
# Author: Olivier Grisel <olivier.grisel@ensta.org> # # License: BSD 3 clause import numpy as np from sklearn.externals.six import b, u from sklearn.utils.murmurhash import murmurhash3_32 from numpy.testing import assert_array_almost_equal from numpy.testing import assert_array_equal from sklearn.utils.testing import assert_equal, assert_true def test_mmhash3_int(): assert_equal(murmurhash3_32(3), 847579505) assert_equal(murmurhash3_32(3, seed=0), 847579505) assert_equal(murmurhash3_32(3, seed=42), -1823081949) assert_equal(murmurhash3_32(3, positive=False), 847579505) assert_equal(murmurhash3_32(3, seed=0, positive=False), 847579505) assert_equal(murmurhash3_32(3, seed=42, positive=False), -1823081949) assert_equal(murmurhash3_32(3, positive=True), 847579505) assert_equal(murmurhash3_32(3, seed=0, positive=True), 847579505) assert_equal(murmurhash3_32(3, seed=42, positive=True), 2471885347) def test_mmhash3_int_array(): rng = np.random.RandomState(42) keys = rng.randint(-5342534, 345345, size=3 * 2 * 1).astype(np.int32) keys = keys.reshape((3, 2, 1)) for seed in [0, 42]: expected = np.array([murmurhash3_32(int(k), seed) for k in keys.flat]) expected = expected.reshape(keys.shape) assert_array_equal(murmurhash3_32(keys, seed), expected) for seed in [0, 42]: expected = np.array([murmurhash3_32(k, seed, positive=True) for k in keys.flat]) expected = expected.reshape(keys.shape) assert_array_equal(murmurhash3_32(keys, seed, positive=True), expected) def test_mmhash3_bytes(): assert_equal(murmurhash3_32(b('foo'), 0), -156908512) assert_equal(murmurhash3_32(b('foo'), 42), -1322301282) assert_equal(murmurhash3_32(b('foo'), 0, positive=True), 4138058784) assert_equal(murmurhash3_32(b('foo'), 42, positive=True), 2972666014) def test_mmhash3_unicode(): assert_equal(murmurhash3_32(u('foo'), 0), -156908512) assert_equal(murmurhash3_32(u('foo'), 42), -1322301282) assert_equal(murmurhash3_32(u('foo'), 0, positive=True), 4138058784) assert_equal(murmurhash3_32(u('foo'), 42, positive=True), 2972666014) def test_no_collision_on_byte_range(): previous_hashes = set() for i in range(100): h = murmurhash3_32(' ' * i, 0) assert_true(h not in previous_hashes, "Found collision on growing empty string") def test_uniform_distribution(): n_bins, n_samples = 10, 100000 bins = np.zeros(n_bins, dtype=np.float64) for i in range(n_samples): bins[murmurhash3_32(i, positive=True) % n_bins] += 1 means = bins / n_samples expected = np.ones(n_bins) / n_bins assert_array_almost_equal(means / expected, np.ones(n_bins), 2)
bsd-3-clause
louispotok/pandas
pandas/io/sas/sas_xport.py
2
14809
""" Read a SAS XPort format file into a Pandas DataFrame. Based on code from Jack Cushman (github.com/jcushman/xport). The file format is defined here: https://support.sas.com/techsup/technote/ts140.pdf """ from datetime import datetime import pandas as pd from pandas.io.common import get_filepath_or_buffer, BaseIterator from pandas import compat import struct import numpy as np from pandas.util._decorators import Appender import warnings _correct_line1 = ("HEADER RECORD*******LIBRARY HEADER RECORD!!!!!!!" "000000000000000000000000000000 ") _correct_header1 = ("HEADER RECORD*******MEMBER HEADER RECORD!!!!!!!" "000000000000000001600000000") _correct_header2 = ("HEADER RECORD*******DSCRPTR HEADER RECORD!!!!!!!" "000000000000000000000000000000 ") _correct_obs_header = ("HEADER RECORD*******OBS HEADER RECORD!!!!!!!" "000000000000000000000000000000 ") _fieldkeys = ['ntype', 'nhfun', 'field_length', 'nvar0', 'name', 'label', 'nform', 'nfl', 'num_decimals', 'nfj', 'nfill', 'niform', 'nifl', 'nifd', 'npos', '_'] _base_params_doc = """\ Parameters ---------- filepath_or_buffer : string or file-like object Path to SAS file or object implementing binary read method.""" _params2_doc = """\ index : identifier of index column Identifier of column that should be used as index of the DataFrame. encoding : string Encoding for text data. chunksize : int Read file `chunksize` lines at a time, returns iterator.""" _format_params_doc = """\ format : string File format, only `xport` is currently supported.""" _iterator_doc = """\ iterator : boolean, default False Return XportReader object for reading file incrementally.""" _read_sas_doc = """Read a SAS file into a DataFrame. %(_base_params_doc)s %(_format_params_doc)s %(_params2_doc)s %(_iterator_doc)s Returns ------- DataFrame or XportReader Examples -------- Read a SAS Xport file: >>> df = pandas.read_sas('filename.XPT') Read a Xport file in 10,000 line chunks: >>> itr = pandas.read_sas('filename.XPT', chunksize=10000) >>> for chunk in itr: >>> do_something(chunk) """ % {"_base_params_doc": _base_params_doc, "_format_params_doc": _format_params_doc, "_params2_doc": _params2_doc, "_iterator_doc": _iterator_doc} _xport_reader_doc = """\ Class for reading SAS Xport files. %(_base_params_doc)s %(_params2_doc)s Attributes ---------- member_info : list Contains information about the file fields : list Contains information about the variables in the file """ % {"_base_params_doc": _base_params_doc, "_params2_doc": _params2_doc} _read_method_doc = """\ Read observations from SAS Xport file, returning as data frame. Parameters ---------- nrows : int Number of rows to read from data file; if None, read whole file. Returns ------- A DataFrame. """ def _parse_date(datestr): """ Given a date in xport format, return Python date. """ try: # e.g. "16FEB11:10:07:55" return datetime.strptime(datestr, "%d%b%y:%H:%M:%S") except ValueError: return pd.NaT def _split_line(s, parts): """ Parameters ---------- s: string Fixed-length string to split parts: list of (name, length) pairs Used to break up string, name '_' will be filtered from output. Returns ------- Dict of name:contents of string at given location. """ out = {} start = 0 for name, length in parts: out[name] = s[start:start + length].strip() start += length del out['_'] return out def _handle_truncated_float_vec(vec, nbytes): # This feature is not well documented, but some SAS XPORT files # have 2-7 byte "truncated" floats. To read these truncated # floats, pad them with zeros on the right to make 8 byte floats. # # References: # https://github.com/jcushman/xport/pull/3 # The R "foreign" library if nbytes != 8: vec1 = np.zeros(len(vec), np.dtype('S8')) dtype = np.dtype('S%d,S%d' % (nbytes, 8 - nbytes)) vec2 = vec1.view(dtype=dtype) vec2['f0'] = vec return vec2 return vec def _parse_float_vec(vec): """ Parse a vector of float values representing IBM 8 byte floats into native 8 byte floats. """ dtype = np.dtype('>u4,>u4') vec1 = vec.view(dtype=dtype) xport1 = vec1['f0'] xport2 = vec1['f1'] # Start by setting first half of ieee number to first half of IBM # number sans exponent ieee1 = xport1 & 0x00ffffff # Get the second half of the ibm number into the second half of # the ieee number ieee2 = xport2 # The fraction bit to the left of the binary point in the ieee # format was set and the number was shifted 0, 1, 2, or 3 # places. This will tell us how to adjust the ibm exponent to be a # power of 2 ieee exponent and how to shift the fraction bits to # restore the correct magnitude. shift = np.zeros(len(vec), dtype=np.uint8) shift[np.where(xport1 & 0x00200000)] = 1 shift[np.where(xport1 & 0x00400000)] = 2 shift[np.where(xport1 & 0x00800000)] = 3 # shift the ieee number down the correct number of places then # set the second half of the ieee number to be the second half # of the ibm number shifted appropriately, ored with the bits # from the first half that would have been shifted in if we # could shift a double. All we are worried about are the low # order 3 bits of the first half since we're only shifting by # 1, 2, or 3. ieee1 >>= shift ieee2 = (xport2 >> shift) | ((xport1 & 0x00000007) << (29 + (3 - shift))) # clear the 1 bit to the left of the binary point ieee1 &= 0xffefffff # set the exponent of the ieee number to be the actual exponent # plus the shift count + 1023. Or this into the first half of the # ieee number. The ibm exponent is excess 64 but is adjusted by 65 # since during conversion to ibm format the exponent is # incremented by 1 and the fraction bits left 4 positions to the # right of the radix point. (had to add >> 24 because C treats & # 0x7f as 0x7f000000 and Python doesn't) ieee1 |= ((((((xport1 >> 24) & 0x7f) - 65) << 2) + shift + 1023) << 20) | (xport1 & 0x80000000) ieee = np.empty((len(ieee1),), dtype='>u4,>u4') ieee['f0'] = ieee1 ieee['f1'] = ieee2 ieee = ieee.view(dtype='>f8') ieee = ieee.astype('f8') return ieee class XportReader(BaseIterator): __doc__ = _xport_reader_doc def __init__(self, filepath_or_buffer, index=None, encoding='ISO-8859-1', chunksize=None): self._encoding = encoding self._lines_read = 0 self._index = index self._chunksize = chunksize if isinstance(filepath_or_buffer, str): (filepath_or_buffer, encoding, compression, should_close) = get_filepath_or_buffer( filepath_or_buffer, encoding=encoding) if isinstance(filepath_or_buffer, (str, compat.text_type, bytes)): self.filepath_or_buffer = open(filepath_or_buffer, 'rb') else: # Copy to BytesIO, and ensure no encoding contents = filepath_or_buffer.read() try: contents = contents.encode(self._encoding) except: pass self.filepath_or_buffer = compat.BytesIO(contents) self._read_header() def close(self): self.filepath_or_buffer.close() def _get_row(self): return self.filepath_or_buffer.read(80).decode() def _read_header(self): self.filepath_or_buffer.seek(0) # read file header line1 = self._get_row() if line1 != _correct_line1: self.close() raise ValueError("Header record is not an XPORT file.") line2 = self._get_row() fif = [['prefix', 24], ['version', 8], ['OS', 8], ['_', 24], ['created', 16]] file_info = _split_line(line2, fif) if file_info['prefix'] != "SAS SAS SASLIB": self.close() raise ValueError("Header record has invalid prefix.") file_info['created'] = _parse_date(file_info['created']) self.file_info = file_info line3 = self._get_row() file_info['modified'] = _parse_date(line3[:16]) # read member header header1 = self._get_row() header2 = self._get_row() headflag1 = header1.startswith(_correct_header1) headflag2 = (header2 == _correct_header2) if not (headflag1 and headflag2): self.close() raise ValueError("Member header not found") # usually 140, could be 135 fieldnamelength = int(header1[-5:-2]) # member info mem = [['prefix', 8], ['set_name', 8], ['sasdata', 8], ['version', 8], ['OS', 8], ['_', 24], ['created', 16]] member_info = _split_line(self._get_row(), mem) mem = [['modified', 16], ['_', 16], ['label', 40], ['type', 8]] member_info.update(_split_line(self._get_row(), mem)) member_info['modified'] = _parse_date(member_info['modified']) member_info['created'] = _parse_date(member_info['created']) self.member_info = member_info # read field names types = {1: 'numeric', 2: 'char'} fieldcount = int(self._get_row()[54:58]) datalength = fieldnamelength * fieldcount # round up to nearest 80 if datalength % 80: datalength += 80 - datalength % 80 fielddata = self.filepath_or_buffer.read(datalength) fields = [] obs_length = 0 while len(fielddata) >= fieldnamelength: # pull data for one field field, fielddata = (fielddata[:fieldnamelength], fielddata[fieldnamelength:]) # rest at end gets ignored, so if field is short, pad out # to match struct pattern below field = field.ljust(140) fieldstruct = struct.unpack('>hhhh8s40s8shhh2s8shhl52s', field) field = dict(zip(_fieldkeys, fieldstruct)) del field['_'] field['ntype'] = types[field['ntype']] fl = field['field_length'] if field['ntype'] == 'numeric' and ((fl < 2) or (fl > 8)): self.close() msg = "Floating field width {0} is not between 2 and 8." raise TypeError(msg.format(fl)) for k, v in field.items(): try: field[k] = v.strip() except AttributeError: pass obs_length += field['field_length'] fields += [field] header = self._get_row() if not header == _correct_obs_header: self.close() raise ValueError("Observation header not found.") self.fields = fields self.record_length = obs_length self.record_start = self.filepath_or_buffer.tell() self.nobs = self._record_count() self.columns = [x['name'].decode() for x in self.fields] # Setup the dtype. dtypel = [] for i, field in enumerate(self.fields): dtypel.append(('s' + str(i), "S" + str(field['field_length']))) dtype = np.dtype(dtypel) self._dtype = dtype def __next__(self): return self.read(nrows=self._chunksize or 1) def _record_count(self): """ Get number of records in file. This is maybe suboptimal because we have to seek to the end of the file. Side effect: returns file position to record_start. """ self.filepath_or_buffer.seek(0, 2) total_records_length = (self.filepath_or_buffer.tell() - self.record_start) if total_records_length % 80 != 0: warnings.warn("xport file may be corrupted") if self.record_length > 80: self.filepath_or_buffer.seek(self.record_start) return total_records_length // self.record_length self.filepath_or_buffer.seek(-80, 2) last_card = self.filepath_or_buffer.read(80) last_card = np.frombuffer(last_card, dtype=np.uint64) # 8 byte blank ix = np.flatnonzero(last_card == 2314885530818453536) if len(ix) == 0: tail_pad = 0 else: tail_pad = 8 * len(ix) self.filepath_or_buffer.seek(self.record_start) return (total_records_length - tail_pad) // self.record_length def get_chunk(self, size=None): """ Reads lines from Xport file and returns as dataframe Parameters ---------- size : int, defaults to None Number of lines to read. If None, reads whole file. Returns ------- DataFrame """ if size is None: size = self._chunksize return self.read(nrows=size) def _missing_double(self, vec): v = vec.view(dtype='u1,u1,u2,u4') miss = (v['f1'] == 0) & (v['f2'] == 0) & (v['f3'] == 0) miss1 = (((v['f0'] >= 0x41) & (v['f0'] <= 0x5a)) | (v['f0'] == 0x5f) | (v['f0'] == 0x2e)) miss &= miss1 return miss @Appender(_read_method_doc) def read(self, nrows=None): if nrows is None: nrows = self.nobs read_lines = min(nrows, self.nobs - self._lines_read) read_len = read_lines * self.record_length if read_len <= 0: self.close() raise StopIteration raw = self.filepath_or_buffer.read(read_len) data = np.frombuffer(raw, dtype=self._dtype, count=read_lines) df = pd.DataFrame(index=range(read_lines)) for j, x in enumerate(self.columns): vec = data['s%d' % j] ntype = self.fields[j]['ntype'] if ntype == "numeric": vec = _handle_truncated_float_vec( vec, self.fields[j]['field_length']) miss = self._missing_double(vec) v = _parse_float_vec(vec) v[miss] = np.nan elif self.fields[j]['ntype'] == 'char': v = [y.rstrip() for y in vec] if compat.PY3: if self._encoding is not None: v = [y.decode(self._encoding) for y in v] df[x] = v if self._index is None: df.index = range(self._lines_read, self._lines_read + read_lines) else: df = df.set_index(self._index) self._lines_read += read_lines return df
bsd-3-clause
Ziqi-Li/bknqgis
pandas/pandas/tests/indexing/test_iloc.py
2
22256
""" test positional based indexing with iloc """ import pytest from warnings import catch_warnings import numpy as np import pandas as pd from pandas.compat import lrange, lmap from pandas import Series, DataFrame, date_range, concat, isna from pandas.util import testing as tm from pandas.tests.indexing.common import Base class TestiLoc(Base): def test_iloc_exceeds_bounds(self): # GH6296 # iloc should allow indexers that exceed the bounds df = DataFrame(np.random.random_sample((20, 5)), columns=list('ABCDE')) expected = df # lists of positions should raise IndexErrror! with tm.assert_raises_regex(IndexError, 'positional indexers ' 'are out-of-bounds'): df.iloc[:, [0, 1, 2, 3, 4, 5]] pytest.raises(IndexError, lambda: df.iloc[[1, 30]]) pytest.raises(IndexError, lambda: df.iloc[[1, -30]]) pytest.raises(IndexError, lambda: df.iloc[[100]]) s = df['A'] pytest.raises(IndexError, lambda: s.iloc[[100]]) pytest.raises(IndexError, lambda: s.iloc[[-100]]) # still raise on a single indexer msg = 'single positional indexer is out-of-bounds' with tm.assert_raises_regex(IndexError, msg): df.iloc[30] pytest.raises(IndexError, lambda: df.iloc[-30]) # GH10779 # single positive/negative indexer exceeding Series bounds should raise # an IndexError with tm.assert_raises_regex(IndexError, msg): s.iloc[30] pytest.raises(IndexError, lambda: s.iloc[-30]) # slices are ok result = df.iloc[:, 4:10] # 0 < start < len < stop expected = df.iloc[:, 4:] tm.assert_frame_equal(result, expected) result = df.iloc[:, -4:-10] # stop < 0 < start < len expected = df.iloc[:, :0] tm.assert_frame_equal(result, expected) result = df.iloc[:, 10:4:-1] # 0 < stop < len < start (down) expected = df.iloc[:, :4:-1] tm.assert_frame_equal(result, expected) result = df.iloc[:, 4:-10:-1] # stop < 0 < start < len (down) expected = df.iloc[:, 4::-1] tm.assert_frame_equal(result, expected) result = df.iloc[:, -10:4] # start < 0 < stop < len expected = df.iloc[:, :4] tm.assert_frame_equal(result, expected) result = df.iloc[:, 10:4] # 0 < stop < len < start expected = df.iloc[:, :0] tm.assert_frame_equal(result, expected) result = df.iloc[:, -10:-11:-1] # stop < start < 0 < len (down) expected = df.iloc[:, :0] tm.assert_frame_equal(result, expected) result = df.iloc[:, 10:11] # 0 < len < start < stop expected = df.iloc[:, :0] tm.assert_frame_equal(result, expected) # slice bounds exceeding is ok result = s.iloc[18:30] expected = s.iloc[18:] tm.assert_series_equal(result, expected) result = s.iloc[30:] expected = s.iloc[:0] tm.assert_series_equal(result, expected) result = s.iloc[30::-1] expected = s.iloc[::-1] tm.assert_series_equal(result, expected) # doc example def check(result, expected): str(result) result.dtypes tm.assert_frame_equal(result, expected) dfl = DataFrame(np.random.randn(5, 2), columns=list('AB')) check(dfl.iloc[:, 2:3], DataFrame(index=dfl.index)) check(dfl.iloc[:, 1:3], dfl.iloc[:, [1]]) check(dfl.iloc[4:6], dfl.iloc[[4]]) pytest.raises(IndexError, lambda: dfl.iloc[[4, 5, 6]]) pytest.raises(IndexError, lambda: dfl.iloc[:, 4]) def test_iloc_getitem_int(self): # integer self.check_result('integer', 'iloc', 2, 'ix', {0: 4, 1: 6, 2: 8}, typs=['ints', 'uints']) self.check_result('integer', 'iloc', 2, 'indexer', 2, typs=['labels', 'mixed', 'ts', 'floats', 'empty'], fails=IndexError) def test_iloc_getitem_neg_int(self): # neg integer self.check_result('neg int', 'iloc', -1, 'ix', {0: 6, 1: 9, 2: 12}, typs=['ints', 'uints']) self.check_result('neg int', 'iloc', -1, 'indexer', -1, typs=['labels', 'mixed', 'ts', 'floats', 'empty'], fails=IndexError) def test_iloc_getitem_list_int(self): # list of ints self.check_result('list int', 'iloc', [0, 1, 2], 'ix', {0: [0, 2, 4], 1: [0, 3, 6], 2: [0, 4, 8]}, typs=['ints', 'uints']) self.check_result('list int', 'iloc', [2], 'ix', {0: [4], 1: [6], 2: [8]}, typs=['ints', 'uints']) self.check_result('list int', 'iloc', [0, 1, 2], 'indexer', [0, 1, 2], typs=['labels', 'mixed', 'ts', 'floats', 'empty'], fails=IndexError) # array of ints (GH5006), make sure that a single indexer is returning # the correct type self.check_result('array int', 'iloc', np.array([0, 1, 2]), 'ix', {0: [0, 2, 4], 1: [0, 3, 6], 2: [0, 4, 8]}, typs=['ints', 'uints']) self.check_result('array int', 'iloc', np.array([2]), 'ix', {0: [4], 1: [6], 2: [8]}, typs=['ints', 'uints']) self.check_result('array int', 'iloc', np.array([0, 1, 2]), 'indexer', [0, 1, 2], typs=['labels', 'mixed', 'ts', 'floats', 'empty'], fails=IndexError) def test_iloc_getitem_neg_int_can_reach_first_index(self): # GH10547 and GH10779 # negative integers should be able to reach index 0 df = DataFrame({'A': [2, 3, 5], 'B': [7, 11, 13]}) s = df['A'] expected = df.iloc[0] result = df.iloc[-3] tm.assert_series_equal(result, expected) expected = df.iloc[[0]] result = df.iloc[[-3]] tm.assert_frame_equal(result, expected) expected = s.iloc[0] result = s.iloc[-3] assert result == expected expected = s.iloc[[0]] result = s.iloc[[-3]] tm.assert_series_equal(result, expected) # check the length 1 Series case highlighted in GH10547 expected = pd.Series(['a'], index=['A']) result = expected.iloc[[-1]] tm.assert_series_equal(result, expected) def test_iloc_getitem_dups(self): # no dups in panel (bug?) self.check_result('list int (dups)', 'iloc', [0, 1, 1, 3], 'ix', {0: [0, 2, 2, 6], 1: [0, 3, 3, 9]}, objs=['series', 'frame'], typs=['ints', 'uints']) # GH 6766 df1 = DataFrame([{'A': None, 'B': 1}, {'A': 2, 'B': 2}]) df2 = DataFrame([{'A': 3, 'B': 3}, {'A': 4, 'B': 4}]) df = concat([df1, df2], axis=1) # cross-sectional indexing result = df.iloc[0, 0] assert isna(result) result = df.iloc[0, :] expected = Series([np.nan, 1, 3, 3], index=['A', 'B', 'A', 'B'], name=0) tm.assert_series_equal(result, expected) def test_iloc_getitem_array(self): # array like s = Series(index=lrange(1, 4)) self.check_result('array like', 'iloc', s.index, 'ix', {0: [2, 4, 6], 1: [3, 6, 9], 2: [4, 8, 12]}, typs=['ints', 'uints']) def test_iloc_getitem_bool(self): # boolean indexers b = [True, False, True, False, ] self.check_result('bool', 'iloc', b, 'ix', b, typs=['ints', 'uints']) self.check_result('bool', 'iloc', b, 'ix', b, typs=['labels', 'mixed', 'ts', 'floats', 'empty'], fails=IndexError) def test_iloc_getitem_slice(self): # slices self.check_result('slice', 'iloc', slice(1, 3), 'ix', {0: [2, 4], 1: [3, 6], 2: [4, 8]}, typs=['ints', 'uints']) self.check_result('slice', 'iloc', slice(1, 3), 'indexer', slice(1, 3), typs=['labels', 'mixed', 'ts', 'floats', 'empty'], fails=IndexError) def test_iloc_getitem_slice_dups(self): df1 = DataFrame(np.random.randn(10, 4), columns=['A', 'A', 'B', 'B']) df2 = DataFrame(np.random.randint(0, 10, size=20).reshape(10, 2), columns=['A', 'C']) # axis=1 df = concat([df1, df2], axis=1) tm.assert_frame_equal(df.iloc[:, :4], df1) tm.assert_frame_equal(df.iloc[:, 4:], df2) df = concat([df2, df1], axis=1) tm.assert_frame_equal(df.iloc[:, :2], df2) tm.assert_frame_equal(df.iloc[:, 2:], df1) exp = concat([df2, df1.iloc[:, [0]]], axis=1) tm.assert_frame_equal(df.iloc[:, 0:3], exp) # axis=0 df = concat([df, df], axis=0) tm.assert_frame_equal(df.iloc[0:10, :2], df2) tm.assert_frame_equal(df.iloc[0:10, 2:], df1) tm.assert_frame_equal(df.iloc[10:, :2], df2) tm.assert_frame_equal(df.iloc[10:, 2:], df1) def test_iloc_setitem(self): df = self.frame_ints df.iloc[1, 1] = 1 result = df.iloc[1, 1] assert result == 1 df.iloc[:, 2:3] = 0 expected = df.iloc[:, 2:3] result = df.iloc[:, 2:3] tm.assert_frame_equal(result, expected) # GH5771 s = Series(0, index=[4, 5, 6]) s.iloc[1:2] += 1 expected = Series([0, 1, 0], index=[4, 5, 6]) tm.assert_series_equal(s, expected) def test_iloc_setitem_list(self): # setitem with an iloc list df = DataFrame(np.arange(9).reshape((3, 3)), index=["A", "B", "C"], columns=["A", "B", "C"]) df.iloc[[0, 1], [1, 2]] df.iloc[[0, 1], [1, 2]] += 100 expected = DataFrame( np.array([0, 101, 102, 3, 104, 105, 6, 7, 8]).reshape((3, 3)), index=["A", "B", "C"], columns=["A", "B", "C"]) tm.assert_frame_equal(df, expected) def test_iloc_setitem_pandas_object(self): # GH 17193, affecting old numpy (1.7 and 1.8) s_orig = Series([0, 1, 2, 3]) expected = Series([0, -1, -2, 3]) s = s_orig.copy() s.iloc[Series([1, 2])] = [-1, -2] tm.assert_series_equal(s, expected) s = s_orig.copy() s.iloc[pd.Index([1, 2])] = [-1, -2] tm.assert_series_equal(s, expected) def test_iloc_setitem_dups(self): # GH 6766 # iloc with a mask aligning from another iloc df1 = DataFrame([{'A': None, 'B': 1}, {'A': 2, 'B': 2}]) df2 = DataFrame([{'A': 3, 'B': 3}, {'A': 4, 'B': 4}]) df = concat([df1, df2], axis=1) expected = df.fillna(3) expected['A'] = expected['A'].astype('float64') inds = np.isnan(df.iloc[:, 0]) mask = inds[inds].index df.iloc[mask, 0] = df.iloc[mask, 2] tm.assert_frame_equal(df, expected) # del a dup column across blocks expected = DataFrame({0: [1, 2], 1: [3, 4]}) expected.columns = ['B', 'B'] del df['A'] tm.assert_frame_equal(df, expected) # assign back to self df.iloc[[0, 1], [0, 1]] = df.iloc[[0, 1], [0, 1]] tm.assert_frame_equal(df, expected) # reversed x 2 df.iloc[[1, 0], [0, 1]] = df.iloc[[1, 0], [0, 1]].reset_index( drop=True) df.iloc[[1, 0], [0, 1]] = df.iloc[[1, 0], [0, 1]].reset_index( drop=True) tm.assert_frame_equal(df, expected) def test_iloc_getitem_frame(self): df = DataFrame(np.random.randn(10, 4), index=lrange(0, 20, 2), columns=lrange(0, 8, 2)) result = df.iloc[2] with catch_warnings(record=True): exp = df.ix[4] tm.assert_series_equal(result, exp) result = df.iloc[2, 2] with catch_warnings(record=True): exp = df.ix[4, 4] assert result == exp # slice result = df.iloc[4:8] with catch_warnings(record=True): expected = df.ix[8:14] tm.assert_frame_equal(result, expected) result = df.iloc[:, 2:3] with catch_warnings(record=True): expected = df.ix[:, 4:5] tm.assert_frame_equal(result, expected) # list of integers result = df.iloc[[0, 1, 3]] with catch_warnings(record=True): expected = df.ix[[0, 2, 6]] tm.assert_frame_equal(result, expected) result = df.iloc[[0, 1, 3], [0, 1]] with catch_warnings(record=True): expected = df.ix[[0, 2, 6], [0, 2]] tm.assert_frame_equal(result, expected) # neg indicies result = df.iloc[[-1, 1, 3], [-1, 1]] with catch_warnings(record=True): expected = df.ix[[18, 2, 6], [6, 2]] tm.assert_frame_equal(result, expected) # dups indicies result = df.iloc[[-1, -1, 1, 3], [-1, 1]] with catch_warnings(record=True): expected = df.ix[[18, 18, 2, 6], [6, 2]] tm.assert_frame_equal(result, expected) # with index-like s = Series(index=lrange(1, 5)) result = df.iloc[s.index] with catch_warnings(record=True): expected = df.ix[[2, 4, 6, 8]] tm.assert_frame_equal(result, expected) def test_iloc_getitem_labelled_frame(self): # try with labelled frame df = DataFrame(np.random.randn(10, 4), index=list('abcdefghij'), columns=list('ABCD')) result = df.iloc[1, 1] exp = df.loc['b', 'B'] assert result == exp result = df.iloc[:, 2:3] expected = df.loc[:, ['C']] tm.assert_frame_equal(result, expected) # negative indexing result = df.iloc[-1, -1] exp = df.loc['j', 'D'] assert result == exp # out-of-bounds exception pytest.raises(IndexError, df.iloc.__getitem__, tuple([10, 5])) # trying to use a label pytest.raises(ValueError, df.iloc.__getitem__, tuple(['j', 'D'])) def test_iloc_getitem_doc_issue(self): # multi axis slicing issue with single block # surfaced in GH 6059 arr = np.random.randn(6, 4) index = date_range('20130101', periods=6) columns = list('ABCD') df = DataFrame(arr, index=index, columns=columns) # defines ref_locs df.describe() result = df.iloc[3:5, 0:2] str(result) result.dtypes expected = DataFrame(arr[3:5, 0:2], index=index[3:5], columns=columns[0:2]) tm.assert_frame_equal(result, expected) # for dups df.columns = list('aaaa') result = df.iloc[3:5, 0:2] str(result) result.dtypes expected = DataFrame(arr[3:5, 0:2], index=index[3:5], columns=list('aa')) tm.assert_frame_equal(result, expected) # related arr = np.random.randn(6, 4) index = list(range(0, 12, 2)) columns = list(range(0, 8, 2)) df = DataFrame(arr, index=index, columns=columns) df._data.blocks[0].mgr_locs result = df.iloc[1:5, 2:4] str(result) result.dtypes expected = DataFrame(arr[1:5, 2:4], index=index[1:5], columns=columns[2:4]) tm.assert_frame_equal(result, expected) def test_iloc_setitem_series(self): df = DataFrame(np.random.randn(10, 4), index=list('abcdefghij'), columns=list('ABCD')) df.iloc[1, 1] = 1 result = df.iloc[1, 1] assert result == 1 df.iloc[:, 2:3] = 0 expected = df.iloc[:, 2:3] result = df.iloc[:, 2:3] tm.assert_frame_equal(result, expected) s = Series(np.random.randn(10), index=lrange(0, 20, 2)) s.iloc[1] = 1 result = s.iloc[1] assert result == 1 s.iloc[:4] = 0 expected = s.iloc[:4] result = s.iloc[:4] tm.assert_series_equal(result, expected) s = Series([-1] * 6) s.iloc[0::2] = [0, 2, 4] s.iloc[1::2] = [1, 3, 5] result = s expected = Series([0, 1, 2, 3, 4, 5]) tm.assert_series_equal(result, expected) def test_iloc_setitem_list_of_lists(self): # GH 7551 # list-of-list is set incorrectly in mixed vs. single dtyped frames df = DataFrame(dict(A=np.arange(5, dtype='int64'), B=np.arange(5, 10, dtype='int64'))) df.iloc[2:4] = [[10, 11], [12, 13]] expected = DataFrame(dict(A=[0, 1, 10, 12, 4], B=[5, 6, 11, 13, 9])) tm.assert_frame_equal(df, expected) df = DataFrame( dict(A=list('abcde'), B=np.arange(5, 10, dtype='int64'))) df.iloc[2:4] = [['x', 11], ['y', 13]] expected = DataFrame(dict(A=['a', 'b', 'x', 'y', 'e'], B=[5, 6, 11, 13, 9])) tm.assert_frame_equal(df, expected) def test_iloc_mask(self): # GH 3631, iloc with a mask (of a series) should raise df = DataFrame(lrange(5), list('ABCDE'), columns=['a']) mask = (df.a % 2 == 0) pytest.raises(ValueError, df.iloc.__getitem__, tuple([mask])) mask.index = lrange(len(mask)) pytest.raises(NotImplementedError, df.iloc.__getitem__, tuple([mask])) # ndarray ok result = df.iloc[np.array([True] * len(mask), dtype=bool)] tm.assert_frame_equal(result, df) # the possibilities locs = np.arange(4) nums = 2 ** locs reps = lmap(bin, nums) df = DataFrame({'locs': locs, 'nums': nums}, reps) expected = { (None, ''): '0b1100', (None, '.loc'): '0b1100', (None, '.iloc'): '0b1100', ('index', ''): '0b11', ('index', '.loc'): '0b11', ('index', '.iloc'): ('iLocation based boolean indexing ' 'cannot use an indexable as a mask'), ('locs', ''): 'Unalignable boolean Series provided as indexer ' '(index of the boolean Series and of the indexed ' 'object do not match', ('locs', '.loc'): 'Unalignable boolean Series provided as indexer ' '(index of the boolean Series and of the ' 'indexed object do not match', ('locs', '.iloc'): ('iLocation based boolean indexing on an ' 'integer type is not available'), } # UserWarnings from reindex of a boolean mask with catch_warnings(record=True): result = dict() for idx in [None, 'index', 'locs']: mask = (df.nums > 2).values if idx: mask = Series(mask, list(reversed(getattr(df, idx)))) for method in ['', '.loc', '.iloc']: try: if method: accessor = getattr(df, method[1:]) else: accessor = df ans = str(bin(accessor[mask]['nums'].sum())) except Exception as e: ans = str(e) key = tuple([idx, method]) r = expected.get(key) if r != ans: raise AssertionError( "[%s] does not match [%s], received [%s]" % (key, ans, r)) def test_iloc_non_unique_indexing(self): # GH 4017, non-unique indexing (on the axis) df = DataFrame({'A': [0.1] * 3000, 'B': [1] * 3000}) idx = np.array(lrange(30)) * 99 expected = df.iloc[idx] df3 = pd.concat([df, 2 * df, 3 * df]) result = df3.iloc[idx] tm.assert_frame_equal(result, expected) df2 = DataFrame({'A': [0.1] * 1000, 'B': [1] * 1000}) df2 = pd.concat([df2, 2 * df2, 3 * df2]) sidx = df2.index.to_series() expected = df2.iloc[idx[idx <= sidx.max()]] new_list = [] for r, s in expected.iterrows(): new_list.append(s) new_list.append(s * 2) new_list.append(s * 3) expected = DataFrame(new_list) expected = pd.concat([expected, DataFrame(index=idx[idx > sidx.max()]) ]) result = df2.loc[idx] tm.assert_frame_equal(result, expected, check_index_type=False) def test_iloc_empty_list_indexer_is_ok(self): from pandas.util.testing import makeCustomDataframe as mkdf df = mkdf(5, 2) # vertical empty tm.assert_frame_equal(df.iloc[:, []], df.iloc[:, :0], check_index_type=True, check_column_type=True) # horizontal empty tm.assert_frame_equal(df.iloc[[], :], df.iloc[:0, :], check_index_type=True, check_column_type=True) # horizontal empty tm.assert_frame_equal(df.iloc[[]], df.iloc[:0, :], check_index_type=True, check_column_type=True) def test_identity_slice_returns_new_object(self): # GH13873 original_df = DataFrame({'a': [1, 2, 3]}) sliced_df = original_df.iloc[:] assert sliced_df is not original_df # should be a shallow copy original_df['a'] = [4, 4, 4] assert (sliced_df['a'] == 4).all() original_series = Series([1, 2, 3, 4, 5, 6]) sliced_series = original_series.iloc[:] assert sliced_series is not original_series # should also be a shallow copy original_series[:3] = [7, 8, 9] assert all(sliced_series[:3] == [7, 8, 9])
gpl-2.0
mblondel/scikit-learn
examples/cluster/plot_agglomerative_clustering_metrics.py
402
4492
""" Agglomerative clustering with different metrics =============================================== Demonstrates the effect of different metrics on the hierarchical clustering. The example is engineered to show the effect of the choice of different metrics. It is applied to waveforms, which can be seen as high-dimensional vector. Indeed, the difference between metrics is usually more pronounced in high dimension (in particular for euclidean and cityblock). We generate data from three groups of waveforms. Two of the waveforms (waveform 1 and waveform 2) are proportional one to the other. The cosine distance is invariant to a scaling of the data, as a result, it cannot distinguish these two waveforms. Thus even with no noise, clustering using this distance will not separate out waveform 1 and 2. We add observation noise to these waveforms. We generate very sparse noise: only 6% of the time points contain noise. As a result, the l1 norm of this noise (ie "cityblock" distance) is much smaller than it's l2 norm ("euclidean" distance). This can be seen on the inter-class distance matrices: the values on the diagonal, that characterize the spread of the class, are much bigger for the Euclidean distance than for the cityblock distance. When we apply clustering to the data, we find that the clustering reflects what was in the distance matrices. Indeed, for the Euclidean distance, the classes are ill-separated because of the noise, and thus the clustering does not separate the waveforms. For the cityblock distance, the separation is good and the waveform classes are recovered. Finally, the cosine distance does not separate at all waveform 1 and 2, thus the clustering puts them in the same cluster. """ # Author: Gael Varoquaux # License: BSD 3-Clause or CC-0 import matplotlib.pyplot as plt import numpy as np from sklearn.cluster import AgglomerativeClustering from sklearn.metrics import pairwise_distances np.random.seed(0) # Generate waveform data n_features = 2000 t = np.pi * np.linspace(0, 1, n_features) def sqr(x): return np.sign(np.cos(x)) X = list() y = list() for i, (phi, a) in enumerate([(.5, .15), (.5, .6), (.3, .2)]): for _ in range(30): phase_noise = .01 * np.random.normal() amplitude_noise = .04 * np.random.normal() additional_noise = 1 - 2 * np.random.rand(n_features) # Make the noise sparse additional_noise[np.abs(additional_noise) < .997] = 0 X.append(12 * ((a + amplitude_noise) * (sqr(6 * (t + phi + phase_noise))) + additional_noise)) y.append(i) X = np.array(X) y = np.array(y) n_clusters = 3 labels = ('Waveform 1', 'Waveform 2', 'Waveform 3') # Plot the ground-truth labelling plt.figure() plt.axes([0, 0, 1, 1]) for l, c, n in zip(range(n_clusters), 'rgb', labels): lines = plt.plot(X[y == l].T, c=c, alpha=.5) lines[0].set_label(n) plt.legend(loc='best') plt.axis('tight') plt.axis('off') plt.suptitle("Ground truth", size=20) # Plot the distances for index, metric in enumerate(["cosine", "euclidean", "cityblock"]): avg_dist = np.zeros((n_clusters, n_clusters)) plt.figure(figsize=(5, 4.5)) for i in range(n_clusters): for j in range(n_clusters): avg_dist[i, j] = pairwise_distances(X[y == i], X[y == j], metric=metric).mean() avg_dist /= avg_dist.max() for i in range(n_clusters): for j in range(n_clusters): plt.text(i, j, '%5.3f' % avg_dist[i, j], verticalalignment='center', horizontalalignment='center') plt.imshow(avg_dist, interpolation='nearest', cmap=plt.cm.gnuplot2, vmin=0) plt.xticks(range(n_clusters), labels, rotation=45) plt.yticks(range(n_clusters), labels) plt.colorbar() plt.suptitle("Interclass %s distances" % metric, size=18) plt.tight_layout() # Plot clustering results for index, metric in enumerate(["cosine", "euclidean", "cityblock"]): model = AgglomerativeClustering(n_clusters=n_clusters, linkage="average", affinity=metric) model.fit(X) plt.figure() plt.axes([0, 0, 1, 1]) for l, c in zip(np.arange(model.n_clusters), 'rgbk'): plt.plot(X[model.labels_ == l].T, c=c, alpha=.5) plt.axis('tight') plt.axis('off') plt.suptitle("AgglomerativeClustering(affinity=%s)" % metric, size=20) plt.show()
bsd-3-clause
ScottFreeLLC/AlphaPy
alphapy/sport_flow.py
1
29317
################################################################################ # # Package : AlphaPy # Module : sport_flow # Created : July 11, 2013 # # Copyright 2017 ScottFree Analytics LLC # Mark Conway & Robert D. Scott II # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ################################################################################ # # Imports # print(__doc__) from alphapy.__main__ import main_pipeline from alphapy.frame import read_frame from alphapy.frame import write_frame from alphapy.globals import ModelType from alphapy.globals import Partition, datasets from alphapy.globals import PSEP, SSEP, USEP from alphapy.globals import WILDCARD from alphapy.model import get_model_config from alphapy.model import Model from alphapy.space import Space from alphapy.utilities import valid_date import argparse import datetime from itertools import groupby import logging import math import numpy as np import os import pandas as pd import sys import warnings warnings.simplefilter(action='ignore', category=DeprecationWarning) warnings.simplefilter(action='ignore', category=FutureWarning) import yaml # # Initialize logger # logger = logging.getLogger(__name__) # # Sports Fields # # The following fields are repeated for: # 1. 'home' # 2. 'away' # 3. 'delta' # # Note that [Target]s will not be merged into the Game table; # these targets will be predictors in the Game table that are # generated after each game result. All of the fields below # are predictors and are generated a priori, i.e., we calculate # deltas from the last previously played game for each team and # these data go into the row for the next game to be played. # sports_dict = {'wins' : int, 'losses' : int, 'ties' : int, 'days_since_first_game' : int, 'days_since_previous_game' : int, 'won_on_points' : bool, 'lost_on_points' : bool, 'won_on_spread' : bool, 'lost_on_spread' : bool, 'point_win_streak' : int, 'point_loss_streak' : int, 'point_margin_game' : int, 'point_margin_season' : int, 'point_margin_season_avg' : float, 'point_margin_streak' : int, 'point_margin_streak_avg' : float, 'point_margin_ngames' : int, 'point_margin_ngames_avg' : float, 'cover_win_streak' : int, 'cover_loss_streak' : int, 'cover_margin_game' : float, 'cover_margin_season' : float, 'cover_margin_season_avg' : float, 'cover_margin_streak' : float, 'cover_margin_streak_avg' : float, 'cover_margin_ngames' : float, 'cover_margin_ngames_avg' : float, 'total_points' : int, 'overunder_margin' : float, 'over' : bool, 'under' : bool, 'over_streak' : int, 'under_streak' : int, 'overunder_season' : float, 'overunder_season_avg' : float, 'overunder_streak' : float, 'overunder_streak_avg' : float, 'overunder_ngames' : float, 'overunder_ngames_avg' : float} # # These are the leaders. Generally, we try to predict one of these # variables as the target and lag the remaining ones. # game_dict = {'point_margin_game' : int, 'won_on_points' : bool, 'lost_on_points' : bool, 'cover_margin_game' : float, 'won_on_spread' : bool, 'lost_on_spread' : bool, 'overunder_margin' : float, 'over' : bool, 'under' : bool} # # Function get_sport_config # def get_sport_config(): r"""Read the configuration file for SportFlow. Parameters ---------- None : None Returns ------- specs : dict The parameters for controlling SportFlow. """ # Read the configuration file full_path = SSEP.join(['.', 'config', 'sport.yml']) with open(full_path, 'r') as ymlfile: cfg = yaml.load(ymlfile) # Store configuration parameters in dictionary specs = {} # Section: sport specs['league'] = cfg['sport']['league'] specs['points_max'] = cfg['sport']['points_max'] specs['points_min'] = cfg['sport']['points_min'] specs['random_scoring'] = cfg['sport']['random_scoring'] specs['rolling_window'] = cfg['sport']['rolling_window'] specs['seasons'] = cfg['sport']['seasons'] # Log the sports parameters logger.info('SPORT PARAMETERS:') logger.info('league = %s', specs['league']) logger.info('points_max = %d', specs['points_max']) logger.info('points_min = %d', specs['points_min']) logger.info('random_scoring = %r', specs['random_scoring']) logger.info('rolling_window = %d', specs['rolling_window']) logger.info('seasons = %s', specs['seasons']) # Game Specifications return specs # # Function get_point_margin # def get_point_margin(row, score, opponent_score): r"""Get the point margin for a game. Parameters ---------- row : pandas.Series The row of a game. score : int The score for one team. opponent_score : int The score for the other team. Returns ------- point_margin : int The resulting point margin (0 if NaN). """ point_margin = 0 nans = math.isnan(row[score]) or math.isnan(row[opponent_score]) if not nans: point_margin = row[score] - row[opponent_score] return point_margin # # Function get_wins # def get_wins(point_margin): r"""Determine a win based on the point margin. Parameters ---------- point_margin : int The point margin can be positive, zero, or negative. Returns ------- won : int If the point margin is greater than 0, return 1, else 0. """ won = 1 if point_margin > 0 else 0 return won # # Function get_losses # def get_losses(point_margin): r"""Determine a loss based on the point margin. Parameters ---------- point_margin : int The point margin can be positive, zero, or negative. Returns ------- lost : int If the point margin is less than 0, return 1, else 0. """ lost = 1 if point_margin < 0 else 0 return lost # # Function get_ties # def get_ties(point_margin): r"""Determine a tie based on the point margin. Parameters ---------- point_margin : int The point margin can be positive, zero, or negative. Returns ------- tied : int If the point margin is equal to 0, return 1, else 0. """ tied = 1 if point_margin == 0 else 0 return tied # # Function get_day_offset # def get_day_offset(date_vector): r"""Compute the day offsets between games. Parameters ---------- date_vector : pandas.Series The date column. Returns ------- day_offset : pandas.Series A vector of day offsets between adjacent dates. """ dv = pd.to_datetime(date_vector) offsets = pd.to_datetime(dv) - pd.to_datetime(dv[0]) day_offset = offsets.astype('timedelta64[D]').astype(int) return day_offset # # Function get_series_diff # def get_series_diff(series): r"""Perform the difference operation on a series. Parameters ---------- series : pandas.Series The series for the ``diff`` operation. Returns ------- new_series : pandas.Series The differenced series. """ new_series = pd.Series(len(series)) new_series = series.diff() new_series[0] = 0 return new_series # # Function get_streak # def get_streak(series, start_index, window): r"""Calculate the current streak. Parameters ---------- series : pandas.Series A Boolean series for calculating streaks. start_index : int The offset of the series to start counting. window : int The period over which to count. Returns ------- streak : int The count value for the current streak. """ if window <= 0: window = len(series) i = start_index streak = 0 while i >= 0 and (start_index-i+1) < window and series[i]: streak += 1 i -= 1 return streak # # Function add_features # def add_features(frame, fdict, flen, prefix=''): r"""Add new features to a dataframe with the specified dictionary. Parameters ---------- frame : pandas.DataFrame The dataframe to extend with new features defined by ``fdict``. fdict : dict A dictionary of column names (key) and data types (value). flen : int Length of ``frame``. prefix : str, optional Prepend all columns with a prefix. Returns ------- frame : pandas.DataFrame The dataframe with the added features. """ # generate sequences seqint = [0] * flen seqfloat = [0.0] * flen seqbool = [False] * flen # initialize new fields in frame for key, value in list(fdict.items()): newkey = key if prefix: newkey = PSEP.join([prefix, newkey]) if value == int: frame[newkey] = pd.Series(seqint) elif value == float: frame[newkey] = pd.Series(seqfloat) elif value == bool: frame[newkey] = pd.Series(seqbool) else: raise ValueError("Type to generate feature series not found") return frame # # Function generate_team_frame # def generate_team_frame(team, tf, home_team, away_team, window): r"""Calculate statistics for each team. Parameters ---------- team : str The abbreviation for the team. tf : pandas.DataFrame The initial team frame. home_team : str Label for the home team. away_team : str Label for the away team. window : int The value for the rolling window to calculate means and sums. Returns ------- tf : pandas.DataFrame The completed team frame. """ # Initialize new features tf = add_features(tf, sports_dict, len(tf)) # Daily Offsets tf['days_since_first_game'] = get_day_offset(tf['date']) tf['days_since_previous_game'] = get_series_diff(tf['days_since_first_game']) # Team Loop for index, row in tf.iterrows(): if team == row[home_team]: tf['point_margin_game'].at[index] = get_point_margin(row, 'home.score', 'away.score') line = row['line'] elif team == row[away_team]: tf['point_margin_game'].at[index] = get_point_margin(row, 'away.score', 'home.score') line = -row['line'] else: raise KeyError("Team not found in Team Frame") if index == 0: tf['wins'].at[index] = get_wins(tf['point_margin_game'].at[index]) tf['losses'].at[index] = get_losses(tf['point_margin_game'].at[index]) tf['ties'].at[index] = get_ties(tf['point_margin_game'].at[index]) else: tf['wins'].at[index] = tf['wins'].at[index-1] + get_wins(tf['point_margin_game'].at[index]) tf['losses'].at[index] = tf['losses'].at[index-1] + get_losses(tf['point_margin_game'].at[index]) tf['ties'].at[index] = tf['ties'].at[index-1] + get_ties(tf['point_margin_game'].at[index]) tf['won_on_points'].at[index] = True if tf['point_margin_game'].at[index] > 0 else False tf['lost_on_points'].at[index] = True if tf['point_margin_game'].at[index] < 0 else False tf['cover_margin_game'].at[index] = tf['point_margin_game'].at[index] + line tf['won_on_spread'].at[index] = True if tf['cover_margin_game'].at[index] > 0 else False tf['lost_on_spread'].at[index] = True if tf['cover_margin_game'].at[index] <= 0 else False nans = math.isnan(row['home.score']) or math.isnan(row['away.score']) if not nans: tf['total_points'].at[index] = row['home.score'] + row['away.score'] nans = math.isnan(row['over_under']) if not nans: tf['overunder_margin'].at[index] = tf['total_points'].at[index] - row['over_under'] tf['over'].at[index] = True if tf['overunder_margin'].at[index] > 0 else False tf['under'].at[index] = True if tf['overunder_margin'].at[index] < 0 else False tf['point_win_streak'].at[index] = get_streak(tf['won_on_points'], index, 0) tf['point_loss_streak'].at[index] = get_streak(tf['lost_on_points'], index, 0) tf['cover_win_streak'].at[index] = get_streak(tf['won_on_spread'], index, 0) tf['cover_loss_streak'].at[index] = get_streak(tf['lost_on_spread'], index, 0) tf['over_streak'].at[index] = get_streak(tf['over'], index, 0) tf['under_streak'].at[index] = get_streak(tf['under'], index, 0) # Handle the streaks if tf['point_win_streak'].at[index] > 0: streak = tf['point_win_streak'].at[index] elif tf['point_loss_streak'].at[index] > 0: streak = tf['point_loss_streak'].at[index] else: streak = 1 tf['point_margin_streak'].at[index] = tf['point_margin_game'][index-streak+1:index+1].sum() tf['point_margin_streak_avg'].at[index] = tf['point_margin_game'][index-streak+1:index+1].mean() if tf['cover_win_streak'].at[index] > 0: streak = tf['cover_win_streak'].at[index] elif tf['cover_loss_streak'].at[index] > 0: streak = tf['cover_loss_streak'].at[index] else: streak = 1 tf['cover_margin_streak'].at[index] = tf['cover_margin_game'][index-streak+1:index+1].sum() tf['cover_margin_streak_avg'].at[index] = tf['cover_margin_game'][index-streak+1:index+1].mean() if tf['over_streak'].at[index] > 0: streak = tf['over_streak'].at[index] elif tf['under_streak'].at[index] > 0: streak = tf['under_streak'].at[index] else: streak = 1 tf['overunder_streak'].at[index] = tf['overunder_margin'][index-streak+1:index+1].sum() tf['overunder_streak_avg'].at[index] = tf['overunder_margin'][index-streak+1:index+1].mean() # Rolling and Expanding Variables tf['point_margin_season'] = tf['point_margin_game'].cumsum() tf['point_margin_season_avg'] = tf['point_margin_game'].expanding().mean() tf['point_margin_ngames'] = tf['point_margin_game'].rolling(window=window, min_periods=1).sum() tf['point_margin_ngames_avg'] = tf['point_margin_game'].rolling(window=window, min_periods=1).mean() tf['cover_margin_season'] = tf['cover_margin_game'].cumsum() tf['cover_margin_season_avg'] = tf['cover_margin_game'].expanding().mean() tf['cover_margin_ngames'] = tf['cover_margin_game'].rolling(window=window, min_periods=1).sum() tf['cover_margin_ngames_avg'] = tf['cover_margin_game'].rolling(window=window, min_periods=1).mean() tf['overunder_season'] = tf['overunder_margin'].cumsum() tf['overunder_season_avg'] = tf['overunder_margin'].expanding().mean() tf['overunder_ngames'] = tf['overunder_margin'].rolling(window=window, min_periods=1).sum() tf['overunder_ngames_avg'] = tf['overunder_margin'].rolling(window=window, min_periods=1).mean() return tf # # Function get_team_frame # def get_team_frame(game_frame, team, home, away): r"""Calculate statistics for each team. Parameters ---------- game_frame : pandas.DataFrame The game frame for a given season. team : str The team abbreviation. home : str The label of the home team column. away : int The label of the away team column. Returns ------- team_frame : pandas.DataFrame The extracted team frame. """ team_frame = game_frame[(game_frame[home] == team) | (game_frame[away] == team)] return team_frame # # Function insert_model_data # def insert_model_data(mf, mpos, mdict, tf, tpos, prefix): r"""Insert a row from the team frame into the model frame. Parameters ---------- mf : pandas.DataFrame The model frame for a single season. mpos : int The position in the model frame where to insert the row. mdict : dict A dictionary of column names (key) and data types (value). tf : pandas.DataFrame The team frame for a season. tpos : int The position of the row in the team frame. prefix : str The prefix to join with the ``mdict`` key. Returns ------- mf : pandas.DataFrame The . """ team_row = tf.iloc[tpos] for key, value in list(mdict.items()): newkey = key if prefix: newkey = PSEP.join([prefix, newkey]) mf.at[mpos, newkey] = team_row[key] return mf # # Function generate_delta_data # def generate_delta_data(frame, fdict, prefix1, prefix2): r"""Subtract two similar columns to get the delta value. Parameters ---------- frame : pandas.DataFrame The input model frame. fdict : dict A dictionary of column names (key) and data types (value). prefix1 : str The prefix of the first team. prefix2 : str The prefix of the second team. Returns ------- frame : pandas.DataFrame The completed dataframe with the delta data. """ for key, value in list(fdict.items()): newkey = PSEP.join(['delta', key]) key1 = PSEP.join([prefix1, key]) key2 = PSEP.join([prefix2, key]) frame[newkey] = frame[key1] - frame[key2] return frame # # Function main # def main(args=None): r"""The main program for SportFlow. Notes ----- (1) Initialize logging. (2) Parse the command line arguments. (3) Get the game configuration. (4) Get the model configuration. (5) Generate game frames for each season. (6) Create statistics for each team. (7) Merge the team frames into the final model frame. (8) Run the AlphaPy pipeline. Raises ------ ValueError Training date must be before prediction date. """ # Logging logging.basicConfig(format="[%(asctime)s] %(levelname)s\t%(message)s", filename="sport_flow.log", filemode='a', level=logging.DEBUG, datefmt='%m/%d/%y %H:%M:%S') formatter = logging.Formatter("[%(asctime)s] %(levelname)s\t%(message)s", datefmt='%m/%d/%y %H:%M:%S') console = logging.StreamHandler() console.setFormatter(formatter) console.setLevel(logging.INFO) logging.getLogger().addHandler(console) logger = logging.getLogger(__name__) # Start the pipeline logger.info('*'*80) logger.info("SportFlow Start") logger.info('*'*80) # Argument Parsing parser = argparse.ArgumentParser(description="SportFlow Parser") parser.add_argument('--pdate', dest='predict_date', help="prediction date is in the format: YYYY-MM-DD", required=False, type=valid_date) parser.add_argument('--tdate', dest='train_date', help="training date is in the format: YYYY-MM-DD", required=False, type=valid_date) parser.add_mutually_exclusive_group(required=False) parser.add_argument('--predict', dest='predict_mode', action='store_true') parser.add_argument('--train', dest='predict_mode', action='store_false') parser.set_defaults(predict_mode=False) args = parser.parse_args() # Set train and predict dates if args.train_date: train_date = args.train_date else: train_date = pd.datetime(1900, 1, 1).strftime("%Y-%m-%d") if args.predict_date: predict_date = args.predict_date else: predict_date = datetime.date.today().strftime("%Y-%m-%d") # Verify that the dates are in sequence. if train_date >= predict_date: raise ValueError("Training date must be before prediction date") else: logger.info("Training Date: %s", train_date) logger.info("Prediction Date: %s", predict_date) # Read game configuration file sport_specs = get_sport_config() # Section: game league = sport_specs['league'] points_max = sport_specs['points_max'] points_min = sport_specs['points_min'] random_scoring = sport_specs['random_scoring'] seasons = sport_specs['seasons'] window = sport_specs['rolling_window'] # Read model configuration file specs = get_model_config() # Add command line arguments to model specifications specs['predict_mode'] = args.predict_mode specs['predict_date'] = args.predict_date specs['train_date'] = args.train_date # Unpack model arguments directory = specs['directory'] target = specs['target'] # Create directories if necessary output_dirs = ['config', 'data', 'input', 'model', 'output', 'plots'] for od in output_dirs: output_dir = SSEP.join([directory, od]) if not os.path.exists(output_dir): logger.info("Creating directory %s", output_dir) os.makedirs(output_dir) # Create the game scores space space = Space('game', 'scores', '1g') # # Derived Variables # series = space.schema team1_prefix = 'home' team2_prefix = 'away' home_team = PSEP.join([team1_prefix, 'team']) away_team = PSEP.join([team2_prefix, 'team']) # # Read in the game frame. This is the feature generation phase. # logger.info("Reading Game Data") data_dir = SSEP.join([directory, 'data']) file_base = USEP.join([league, space.subject, space.schema, space.fractal]) df = read_frame(data_dir, file_base, specs['extension'], specs['separator']) logger.info("Total Game Records: %d", df.shape[0]) # # Locate any rows with null values # null_rows = df.isnull().any(axis=1) null_indices = [i for i, val in enumerate(null_rows.tolist()) if val == True] for i in null_indices: logger.info("Null Record: %d on Date: %s", i, df.date[i]) # # Run the game pipeline on a seasonal loop # if not seasons: # run model on all seasons seasons = df['season'].unique().tolist() # # Initialize the final frame # ff = pd.DataFrame() # # Iterate through each season of the game frame # for season in seasons: # Generate a frame for each season gf = df[df['season'] == season] gf = gf.reset_index() # Generate derived variables for the game frame total_games = gf.shape[0] if random_scoring: gf['home.score'] = np.random.randint(points_min, points_max, total_games) gf['away.score'] = np.random.randint(points_min, points_max, total_games) gf['total_points'] = gf['home.score'] + gf['away.score'] # gf['line_delta'] = gf['line'] - gf['line_open'] # gf['over_under_delta'] = gf['over_under'] - gf['over_under_open'] gf = add_features(gf, game_dict, gf.shape[0]) for index, row in gf.iterrows(): gf['point_margin_game'].at[index] = get_point_margin(row, 'home.score', 'away.score') gf['won_on_points'].at[index] = True if gf['point_margin_game'].at[index] > 0 else False gf['lost_on_points'].at[index] = True if gf['point_margin_game'].at[index] < 0 else False gf['cover_margin_game'].at[index] = gf['point_margin_game'].at[index] + row['line'] gf['won_on_spread'].at[index] = True if gf['cover_margin_game'].at[index] > 0 else False gf['lost_on_spread'].at[index] = True if gf['cover_margin_game'].at[index] <= 0 else False gf['overunder_margin'].at[index] = gf['total_points'].at[index] - row['over_under'] gf['over'].at[index] = True if gf['overunder_margin'].at[index] > 0 else False gf['under'].at[index] = True if gf['overunder_margin'].at[index] < 0 else False # Generate each team frame team_frames = {} teams = gf.groupby([home_team]) for team, data in teams: team_frame = USEP.join([league, team.lower(), series, str(season)]) logger.info("Generating team frame: %s", team_frame) tf = get_team_frame(gf, team, home_team, away_team) tf = tf.reset_index() tf = generate_team_frame(team, tf, home_team, away_team, window) team_frames[team_frame] = tf # Create the model frame, initializing the home and away frames mdict = {k:v for (k,v) in list(sports_dict.items()) if v != bool} team1_frame = pd.DataFrame() team1_frame = add_features(team1_frame, mdict, gf.shape[0], prefix=team1_prefix) team2_frame = pd.DataFrame() team2_frame = add_features(team2_frame, mdict, gf.shape[0], prefix=team2_prefix) frames = [gf, team1_frame, team2_frame] mf = pd.concat(frames, axis=1) # Loop through each team frame, inserting data into the model frame row # get index+1 [if valid] # determine if team is home or away to get prefix # try: np.where((gf[home_team] == 'PHI') & (gf['date'] == '09/07/14'))[0][0] # Assign team frame fields to respective model frame fields: set gf.at(pos, field) for team, data in teams: team_frame = USEP.join([league, team.lower(), series, str(season)]) logger.info("Merging team frame %s into model frame", team_frame) tf = team_frames[team_frame] for index in range(0, tf.shape[0]-1): gindex = index + 1 model_row = tf.iloc[gindex] key_date = model_row['date'] at_home = False if team == model_row[home_team]: at_home = True key_team = model_row[home_team] elif team == model_row[away_team]: key_team = model_row[away_team] else: raise KeyError("Team %s not found in Team Frame" % team) try: if at_home: mpos = np.where((mf[home_team] == key_team) & (mf['date'] == key_date))[0][0] else: mpos = np.where((mf[away_team] == key_team) & (mf['date'] == key_date))[0][0] except: raise IndexError("Team/Date Key not found in Model Frame") # insert team data into model row mf = insert_model_data(mf, mpos, mdict, tf, index, team1_prefix if at_home else team2_prefix) # Compute delta data 'home' - 'away' mf = generate_delta_data(mf, mdict, team1_prefix, team2_prefix) # Append this to final frame frames = [ff, mf] ff = pd.concat(frames) # Write out dataframes input_dir = SSEP.join([directory, 'input']) if args.predict_mode: new_predict_frame = ff.loc[ff.date >= predict_date] if len(new_predict_frame) <= 1: raise ValueError("Prediction frame has length 1 or less") # rewrite with all the features to the train and test files logger.info("Saving prediction frame") write_frame(new_predict_frame, input_dir, datasets[Partition.predict], specs['extension'], specs['separator']) else: # split data into training and test data new_train_frame = ff.loc[(ff.date >= train_date) & (ff.date < predict_date)] if len(new_train_frame) <= 1: raise ValueError("Training frame has length 1 or less") new_test_frame = ff.loc[ff.date >= predict_date] if len(new_test_frame) <= 1: raise ValueError("Testing frame has length 1 or less") # rewrite with all the features to the train and test files logger.info("Saving training frame") write_frame(new_train_frame, input_dir, datasets[Partition.train], specs['extension'], specs['separator']) logger.info("Saving testing frame") write_frame(new_test_frame, input_dir, datasets[Partition.test], specs['extension'], specs['separator']) # Create the model from specs logger.info("Running Model") model = Model(specs) # Run the pipeline model = main_pipeline(model) # Complete the pipeline logger.info('*'*80) logger.info("SportFlow End") logger.info('*'*80) # # MAIN PROGRAM # if __name__ == "__main__": main()
apache-2.0
pkruskal/scikit-learn
examples/plot_digits_pipe.py
250
1809
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= Pipelining: chaining a PCA and a logistic regression ========================================================= The PCA does an unsupervised dimensionality reduction, while the logistic regression does the prediction. We use a GridSearchCV to set the dimensionality of the PCA """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn import linear_model, decomposition, datasets from sklearn.pipeline import Pipeline from sklearn.grid_search import GridSearchCV logistic = linear_model.LogisticRegression() pca = decomposition.PCA() pipe = Pipeline(steps=[('pca', pca), ('logistic', logistic)]) digits = datasets.load_digits() X_digits = digits.data y_digits = digits.target ############################################################################### # Plot the PCA spectrum pca.fit(X_digits) plt.figure(1, figsize=(4, 3)) plt.clf() plt.axes([.2, .2, .7, .7]) plt.plot(pca.explained_variance_, linewidth=2) plt.axis('tight') plt.xlabel('n_components') plt.ylabel('explained_variance_') ############################################################################### # Prediction n_components = [20, 40, 64] Cs = np.logspace(-4, 4, 3) #Parameters of pipelines can be set using ‘__’ separated parameter names: estimator = GridSearchCV(pipe, dict(pca__n_components=n_components, logistic__C=Cs)) estimator.fit(X_digits, y_digits) plt.axvline(estimator.best_estimator_.named_steps['pca'].n_components, linestyle=':', label='n_components chosen') plt.legend(prop=dict(size=12)) plt.show()
bsd-3-clause
brix4dayz/TRiCAM2.0
frame_grabber.py
1
2011
""" frame_grabber.py >>> python frame_grabber.py [from dir] [to dir] [frame capture rate] """ import hpidol as hp import cv2, sys, shutil import numpy as np import scipy.misc, os import pandas as pd from collections import Counter from PIL import Image def post_img(image): return hp.recognize_logos(image) def get_logos(job_id): return hp.get_logos_result(job_id) def do_videos(from_dir, to_dir, save_time = 1): for video_name in os.listdir(from_dir): csv_file = to_dir + "\\" + video_name[:-4] + ".csv" if not os.path.isfile(csv_file): f = open(csv_file, 'w') f.write("video_time,job_id\n") video_file = from_dir + "/" + video_name cap = cv2.VideoCapture(video_file) seconds_from_start = 0 while cap.isOpened(): ret, frame = cap.read() if not ret: break video_time = cap.get(cv2.cv.CV_CAP_PROP_POS_MSEC) if ((video_time/1000) - seconds_from_start) > 1: #frame = cv2.cvtColor(frame, cv2.COLOR_BGR2GRAY) #frame = cv2.equalizeHist(frame) frame = cv2.cvtColor(frame, cv2.COLOR_BGR2RGB) scipy.misc.imsave("temp.jpg",frame) #frame = Image.open("temp.jpg") job_id = post_img(open("temp.jpg", 'rb')) os.remove("temp.jpg") f.write(str(video_time/1000) + "," + str(job_id['jobID']) + "\n") seconds_from_start += save_time f.close() def get_logos_matrix(from_dir, to_file): row_names = [] for csv in os.listdir(from_dir): row_names.append(csv[:-4]) master_frame = pd.DataFrame(index = row_names) for csv in os.listdir(from_dir): csv_file = from_dir + "/" + csv df = pd.read_csv(csv_file) found_logos = [] for item in df["job_id"]: logo = get_logos(item) if (logo is not None) and logo != []: print logo[0] found_logos.append(logo[0]) for item in found_logos: if item not in master_frame: master_frame[item] = 0 master_frame[item][csv[:-4]] = int(master_frame[item][csv[:-4]]) + 1 master_frame.to_csv(to_file) return pd.DataFrame.to_dict(master_frame)
mit
sanketloke/scikit-learn
examples/cluster/plot_cluster_iris.py
350
2593
#!/usr/bin/python # -*- coding: utf-8 -*- """ ========================================================= K-means Clustering ========================================================= The plots display firstly what a K-means algorithm would yield using three clusters. It is then shown what the effect of a bad initialization is on the classification process: By setting n_init to only 1 (default is 10), the amount of times that the algorithm will be run with different centroid seeds is reduced. The next plot displays what using eight clusters would deliver and finally the ground truth. """ print(__doc__) # Code source: Gaël Varoquaux # Modified for documentation by Jaques Grobler # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D from sklearn.cluster import KMeans from sklearn import datasets np.random.seed(5) centers = [[1, 1], [-1, -1], [1, -1]] iris = datasets.load_iris() X = iris.data y = iris.target estimators = {'k_means_iris_3': KMeans(n_clusters=3), 'k_means_iris_8': KMeans(n_clusters=8), 'k_means_iris_bad_init': KMeans(n_clusters=3, n_init=1, init='random')} fignum = 1 for name, est in estimators.items(): fig = plt.figure(fignum, figsize=(4, 3)) plt.clf() ax = Axes3D(fig, rect=[0, 0, .95, 1], elev=48, azim=134) plt.cla() est.fit(X) labels = est.labels_ ax.scatter(X[:, 3], X[:, 0], X[:, 2], c=labels.astype(np.float)) ax.w_xaxis.set_ticklabels([]) ax.w_yaxis.set_ticklabels([]) ax.w_zaxis.set_ticklabels([]) ax.set_xlabel('Petal width') ax.set_ylabel('Sepal length') ax.set_zlabel('Petal length') fignum = fignum + 1 # Plot the ground truth fig = plt.figure(fignum, figsize=(4, 3)) plt.clf() ax = Axes3D(fig, rect=[0, 0, .95, 1], elev=48, azim=134) plt.cla() for name, label in [('Setosa', 0), ('Versicolour', 1), ('Virginica', 2)]: ax.text3D(X[y == label, 3].mean(), X[y == label, 0].mean() + 1.5, X[y == label, 2].mean(), name, horizontalalignment='center', bbox=dict(alpha=.5, edgecolor='w', facecolor='w')) # Reorder the labels to have colors matching the cluster results y = np.choose(y, [1, 2, 0]).astype(np.float) ax.scatter(X[:, 3], X[:, 0], X[:, 2], c=y) ax.w_xaxis.set_ticklabels([]) ax.w_yaxis.set_ticklabels([]) ax.w_zaxis.set_ticklabels([]) ax.set_xlabel('Petal width') ax.set_ylabel('Sepal length') ax.set_zlabel('Petal length') plt.show()
bsd-3-clause
Brett777/Predict-Churn
DeployChurnEnsembleModel.py
1
2262
import os from boto.s3.connection import S3Connection from boto.s3.key import Key import h2o import numpy as np import pandas as pd from tabulate import tabulate # initialize the model scoring server h2o.init(nthreads=1,max_mem_size=1, start_h2o=True, strict_version_check = False) def churn_predict(State,AccountLength,AreaCode,Phone,IntlPlan,VMailPlan,VMailMessage,DayMins,DayCalls,DayCharge,EveMins,EveCalls,EveCharge,NightMins,NightCalls,NightCharge,IntlMins,IntlCalls,IntlCharge,CustServCalls): # connect to the model scoring service h2o.connect() # open the downloaded model ChurnPredictor = h2o.load_model(path='GBM-RF-ensemble') # define a feature vector to evaluate with the model newData = pd.DataFrame({'State' : State, 'Account Length' : AccountLength, 'Area Code' : AreaCode, 'Phone' : Phone, 'Int\'l Plan' : IntlPlan, 'VMail Plan' : VMailPlan, 'VMail Message' : VMailMessage, 'Day Mins' : DayMins, 'Day Calls' : DayCalls, 'Day Charge' : DayCharge, 'Eve Mins' : EveMins, 'Eve Calls' : EveCalls, 'Eve Charge' : EveCharge, 'Night Mins' : NightMins, 'Night Calls' : NightCalls, 'Night Charge' : NightCharge, 'Intl Mins' :IntlMins, 'Intl Calls' : IntlCalls, 'Intl Charge' : IntlCharge, 'CustServ Calls' : CustServCalls}, index=[0]) # evaluate the feature vector using the model predictions = ChurnPredictor.predict(h2o.H2OFrame(newData)) predictionsOut = h2o.as_list(predictions, use_pandas=False) prediction = predictionsOut[1][0] probabilityChurn = predictionsOut[1][1] probabilityRetain = predictionsOut[1][2] return "Prediction: " + str(prediction) + " |Probability to Churn: " + str(probabilityChurn) + " |Probability to Retain: " + str(probabilityRetain)
mit
WuShichao/computational-physics
3/3_9/3_9.py
1
2377
# -*- coding: utf-8 -*- """ Created on Tue Jan 26 13:45:32 2016 Study the effects of damping by starting the pendulum with some initial angular displacement. Using Euler-Cromer method. @author: nightwing """ from math import sin,pi import matplotlib.pyplot as plt g = 9.8 #gravity acceleration (m/s2) length = 9.8 #length of the rod (m) k = g / length #g/length dt = 0.04 #time step (s) t_end = 200 #end time (s) situations = [] #this list store [time, angle] #caculate the physical pendulum def PHYSICAL_PENDULUM(q,fd,freq,theta): t = 0 #initial time (s) angular_vel = 0 #initial angular velocity (rad/s) angular_velocity = [] #this list store value of angular velocity angle = [] #this list store value of angle time = [] #this list store value of time while t <= t_end: angular_velocity.append(angular_vel) angle.append(theta) time.append(t) angular_vel += (-k*sin(theta)-q*angular_vel+fd*sin(freq*t)) * dt theta += angular_vel * dt if theta > pi: theta -= 2*pi elif theta < -pi: theta += 2*pi t += dt return [time,angle,angular_velocity] #-------------caculate (Euler-Cromer method)------------ for angle in [0.5, 1.0, 1.5]: situations.append(PHYSICAL_PENDULUM(0.1, 0, 2/3.0, angle)) #caculate time constant for situation in range(len(situations)): for index in range(len(situations[situation][1])): find_time_constant = 'yes' for k in range(1000): if abs(situations[situation][1][index + k]) > 0.01*abs(situations[situation][1][0]): find_time_constant = 'no' break if find_time_constant == 'yes': print "time constant = %.3fs" % situations[situation][0][index] break #---------------graph---------------- plt.subplot(311) plt.title("angle versus time ($\\theta$=0.5, 1.0, 1.5)") plt.plot(situations[0][0],situations[0][1],"k-",label="$\\theta$=0.5") plt.legend() plt.subplot(312) plt.plot(situations[1][0],situations[1][1],"k-",label="$\\theta$=1.0") plt.ylabel("angle (radians)") plt.legend() plt.subplot(313) plt.plot(situations[2][0],situations[2][1],"k-",label="$\\theta$=1.5") plt.xlabel("time (s)") plt.legend() plt.show()
gpl-3.0
dlmacedo/SVM-CNN
random_layer.py
1
18874
#-*- coding: utf8 # Author: David C. Lambert [dcl -at- panix -dot- com] # Copyright(c) 2013 # License: Simple BSD """The :mod:`random_layer` module implements Random Layer transformers. Random layers are arrays of hidden unit activations that are random functions of input activation values (dot products for simple activation functions, distances from prototypes for radial basis functions). They are used in the implementation of Extreme Learning Machines (ELMs), but can be used as a general input mapping. """ from abc import ABCMeta, abstractmethod from math import sqrt import numpy as np import scipy.sparse as sp from scipy.spatial.distance import cdist, pdist, squareform from sklearn.metrics import pairwise_distances from sklearn.utils import check_random_state, check_array #atleast2d_or_csr(X) from sklearn.utils.extmath import safe_sparse_dot from sklearn.base import BaseEstimator, TransformerMixin __all__ = ['RandomLayer', 'MLPRandomLayer', 'RBFRandomLayer', 'GRBFRandomLayer', ] class BaseRandomLayer(BaseEstimator, TransformerMixin): """Abstract Base Class for random layers""" __metaclass__ = ABCMeta _internal_activation_funcs = dict() @classmethod def activation_func_names(cls): """Get list of internal activation function names""" return cls._internal_activation_funcs.keys() # take n_hidden and random_state, init components_ and # input_activations_ def __init__(self, n_hidden=20, random_state=0, activation_func=None, activation_args=None): self.n_hidden = n_hidden self.random_state = random_state self.activation_func = activation_func self.activation_args = activation_args self.components_ = dict() self.input_activations_ = None # keyword args for internally defined funcs self._extra_args = dict() @abstractmethod def _generate_components(self, X): """Generate components of hidden layer given X""" @abstractmethod def _compute_input_activations(self, X): """Compute input activations given X""" # compute input activations and pass them # through the hidden layer transfer functions # to compute the transform def _compute_hidden_activations(self, X): """Compute hidden activations given X""" self._compute_input_activations(X) acts = self.input_activations_ if (callable(self.activation_func)): args_dict = self.activation_args if (self.activation_args) else {} X_new = self.activation_func(acts, **args_dict) else: func_name = self.activation_func func = self._internal_activation_funcs[func_name] X_new = func(acts, **self._extra_args) return X_new # perform fit by generating random components based # on the input array def fit(self, X, y=None): """Generate a random hidden layer. Parameters ---------- X : {array-like, sparse matrix} of shape [n_samples, n_features] Training set: only the shape is used to generate random component values for hidden units y : is not used: placeholder to allow for usage in a Pipeline. Returns ------- self """ X = check_array(X) #atleast2d_or_csr(X) self._generate_components(X) return self # perform transformation by calling compute_hidden_activations # (which will normally call compute_input_activations first) def transform(self, X, y=None): """Generate the random hidden layer's activations given X as input. Parameters ---------- X : {array-like, sparse matrix}, shape [n_samples, n_features] Data to transform y : is not used: placeholder to allow for usage in a Pipeline. Returns ------- X_new : numpy array of shape [n_samples, n_components] """ X = check_array(X)#atleast2d_or_csr(X) if (self.components_ is None): raise ValueError('No components initialized') return self._compute_hidden_activations(X) class RandomLayer(BaseRandomLayer): """RandomLayer is a transformer that creates a feature mapping of the inputs that corresponds to a layer of hidden units with randomly generated components. The transformed values are a specified function of input activations that are a weighted combination of dot product (multilayer perceptron) and distance (rbf) activations: input_activation = alpha * mlp_activation + (1-alpha) * rbf_activation mlp_activation(x) = dot(x, weights) + bias rbf_activation(x) = rbf_width * ||x - center||/radius alpha and rbf_width are specified by the user weights and biases are taken from normal distribution of mean 0 and sd of 1 centers are taken uniformly from the bounding hyperrectangle of the inputs, and radii are max(||x-c||)/sqrt(n_centers*2) The input activation is transformed by a transfer function that defaults to numpy.tanh if not specified, but can be any callable that returns an array of the same shape as its argument (the input activation array, of shape [n_samples, n_hidden]). Functions provided are 'sine', 'tanh', 'tribas', 'inv_tribas', 'sigmoid', 'hardlim', 'softlim', 'gaussian', 'multiquadric', or 'inv_multiquadric'. Parameters ---------- `n_hidden` : int, optional (default=20) Number of units to generate `alpha` : float, optional (default=0.5) Mixing coefficient for distance and dot product input activations: activation = alpha*mlp_activation + (1-alpha)*rbf_width*rbf_activation `rbf_width` : float, optional (default=1.0) multiplier on rbf_activation `user_components`: dictionary, optional (default=None) dictionary containing values for components that woud otherwise be randomly generated. Valid key/value pairs are as follows: 'radii' : array-like of shape [n_hidden] 'centers': array-like of shape [n_hidden, n_features] 'biases' : array-like of shape [n_hidden] 'weights': array-like of shape [n_features, n_hidden] `activation_func` : {callable, string} optional (default='tanh') Function used to transform input activation It must be one of 'tanh', 'sine', 'tribas', 'inv_tribas', 'sigmoid', 'hardlim', 'softlim', 'gaussian', 'multiquadric', 'inv_multiquadric' or a callable. If None is given, 'tanh' will be used. If a callable is given, it will be used to compute the activations. `activation_args` : dictionary, optional (default=None) Supplies keyword arguments for a callable activation_func `random_state` : int, RandomState instance or None (default=None) Control the pseudo random number generator used to generate the hidden unit weights at fit time. Attributes ---------- `input_activations_` : numpy array of shape [n_samples, n_hidden] Array containing dot(x, hidden_weights) + bias for all samples `components_` : dictionary containing two keys: `bias_weights_` : numpy array of shape [n_hidden] `hidden_weights_` : numpy array of shape [n_features, n_hidden] See Also -------- """ # triangular activation function _tribas = (lambda x: np.clip(1.0 - np.fabs(x), 0.0, 1.0)) # inverse triangular activation function _inv_tribas = (lambda x: np.clip(np.fabs(x), 0.0, 1.0)) # sigmoid activation function _sigmoid = (lambda x: 1.0/(1.0 + np.exp(-x))) # hard limit activation function _hardlim = (lambda x: np.array(x > 0.0, dtype=float)) _softlim = (lambda x: np.clip(x, 0.0, 1.0)) # gaussian RBF _gaussian = (lambda x: np.exp(-pow(x, 2.0))) # multiquadric RBF _multiquadric = (lambda x: np.sqrt(1.0 + pow(x, 2.0))) # inverse multiquadric RBF _inv_multiquadric = (lambda x: 1.0/(np.sqrt(1.0 + pow(x, 2.0)))) # internal activation function table _internal_activation_funcs = {'sine': np.sin, 'tanh': np.tanh, 'tribas': _tribas, 'inv_tribas': _inv_tribas, 'sigmoid': _sigmoid, 'softlim': _softlim, 'hardlim': _hardlim, 'gaussian': _gaussian, 'multiquadric': _multiquadric, 'inv_multiquadric': _inv_multiquadric, } def __init__(self, n_hidden=20, alpha=0.5, random_state=None, activation_func='tanh', activation_args=None, user_components=None, rbf_width=1.0): super(RandomLayer, self).__init__(n_hidden=n_hidden, random_state=random_state, activation_func=activation_func, activation_args=activation_args) if (isinstance(self.activation_func, str)): func_names = self._internal_activation_funcs.keys() if (self.activation_func not in func_names): msg = "unknown activation function '%s'" % self.activation_func raise ValueError(msg) self.alpha = alpha self.rbf_width = rbf_width self.user_components = user_components self._use_mlp_input = (self.alpha != 0.0) self._use_rbf_input = (self.alpha != 1.0) def _get_user_components(self, key): """Look for given user component""" try: return self.user_components[key] except (TypeError, KeyError): return None def _compute_radii(self): """Generate RBF radii""" # use supplied radii if present radii = self._get_user_components('radii') # compute radii if (radii is None): centers = self.components_['centers'] n_centers = centers.shape[0] max_dist = np.max(pairwise_distances(centers)) radii = np.ones(n_centers) * max_dist/sqrt(2.0 * n_centers) self.components_['radii'] = radii def _compute_centers(self, X, sparse, rs): """Generate RBF centers""" # use supplied centers if present centers = self._get_user_components('centers') # use points taken uniformly from the bounding # hyperrectangle if (centers is None): n_features = X.shape[1] if (sparse): fxr = range(n_features) cols = [X.getcol(i) for i in fxr] min_dtype = X.dtype.type(1.0e10) sp_min = lambda col: np.minimum(min_dtype, np.min(col.data)) min_Xs = np.array(map(sp_min, cols)) max_dtype = X.dtype.type(-1.0e10) sp_max = lambda col: np.maximum(max_dtype, np.max(col.data)) max_Xs = np.array(map(sp_max, cols)) else: min_Xs = X.min(axis=0) max_Xs = X.max(axis=0) spans = max_Xs - min_Xs ctrs_size = (self.n_hidden, n_features) centers = min_Xs + spans * rs.uniform(0.0, 1.0, ctrs_size) self.components_['centers'] = centers def _compute_biases(self, rs): """Generate MLP biases""" # use supplied biases if present biases = self._get_user_components('biases') if (biases is None): b_size = self.n_hidden biases = rs.normal(size=b_size) self.components_['biases'] = biases def _compute_weights(self, X, rs): """Generate MLP weights""" # use supplied weights if present weights = self._get_user_components('weights') if (weights is None): n_features = X.shape[1] hw_size = (n_features, self.n_hidden) weights = rs.normal(size=hw_size) self.components_['weights'] = weights def _generate_components(self, X): """Generate components of hidden layer given X""" rs = check_random_state(self.random_state) if (self._use_mlp_input): self._compute_biases(rs) self._compute_weights(X, rs) if (self._use_rbf_input): self._compute_centers(X, sp.issparse(X), rs) self._compute_radii() def _compute_input_activations(self, X): """Compute input activations given X""" n_samples = X.shape[0] mlp_acts = np.zeros((n_samples, self.n_hidden)) if (self._use_mlp_input): b = self.components_['biases'] w = self.components_['weights'] mlp_acts = self.alpha * (safe_sparse_dot(X, w) + b) rbf_acts = np.zeros((n_samples, self.n_hidden)) if (self._use_rbf_input): radii = self.components_['radii'] centers = self.components_['centers'] scale = self.rbf_width * (1.0 - self.alpha) rbf_acts = scale * cdist(X, centers)/radii self.input_activations_ = mlp_acts + rbf_acts class MLPRandomLayer(RandomLayer): """Wrapper for RandomLayer with alpha (mixing coefficient) set to 1.0 for MLP activations only""" def __init__(self, n_hidden=20, random_state=None, activation_func='tanh', activation_args=None, weights=None, biases=None): user_components = {'weights': weights, 'biases': biases} super(MLPRandomLayer, self).__init__(n_hidden=n_hidden, random_state=random_state, activation_func=activation_func, activation_args=activation_args, user_components=user_components, alpha=1.0) class RBFRandomLayer(RandomLayer): """Wrapper for RandomLayer with alpha (mixing coefficient) set to 0.0 for RBF activations only""" def __init__(self, n_hidden=20, random_state=None, activation_func='gaussian', activation_args=None, centers=None, radii=None, rbf_width=1.0): user_components = {'centers': centers, 'radii': radii} super(RBFRandomLayer, self).__init__(n_hidden=n_hidden, random_state=random_state, activation_func=activation_func, activation_args=activation_args, user_components=user_components, rbf_width=rbf_width, alpha=0.0) class GRBFRandomLayer(RBFRandomLayer): """Random Generalized RBF Hidden Layer transformer Creates a layer of radial basis function units where: f(a), s.t. a = ||x-c||/r with c the unit center and f() is exp(-gamma * a^tau) where tau and r are computed based on [1] Parameters ---------- `n_hidden` : int, optional (default=20) Number of units to generate, ignored if centers are provided `grbf_lambda` : float, optional (default=0.05) GRBF shape parameter `gamma` : {int, float} optional (default=1.0) Width multiplier for GRBF distance argument `centers` : array of shape (n_hidden, n_features), optional (default=None) If provided, overrides internal computation of the centers `radii` : array of shape (n_hidden), optional (default=None) If provided, overrides internal computation of the radii `use_exemplars` : bool, optional (default=False) If True, uses random examples from the input to determine the RBF centers, ignored if centers are provided `random_state` : int or RandomState instance, optional (default=None) Control the pseudo random number generator used to generate the centers at fit time, ignored if centers are provided Attributes ---------- `components_` : dictionary containing two keys: `radii_` : numpy array of shape [n_hidden] `centers_` : numpy array of shape [n_hidden, n_features] `input_activations_` : numpy array of shape [n_samples, n_hidden] Array containing ||x-c||/r for all samples See Also -------- ELMRegressor, ELMClassifier, SimpleELMRegressor, SimpleELMClassifier, SimpleRandomLayer References ---------- .. [1] Fernandez-Navarro, et al, "MELM-GRBF: a modified version of the extreme learning machine for generalized radial basis function neural networks", Neurocomputing 74 (2011), 2502-2510 """ # def _grbf(acts, taus): # """GRBF activation function""" # return np.exp(np.exp(-pow(acts, taus))) _grbf = (lambda acts, taus: np.exp(np.exp(-pow(acts, taus)))) _internal_activation_funcs = {'grbf': _grbf} def __init__(self, n_hidden=20, grbf_lambda=0.001, centers=None, radii=None, random_state=None): super(GRBFRandomLayer, self).__init__(n_hidden=n_hidden, activation_func='grbf', centers=centers, radii=radii, random_state=random_state) self.grbf_lambda = grbf_lambda self.dN_vals = None self.dF_vals = None self.tau_vals = None # get centers from superclass, then calculate tau_vals # according to ref [1] def _compute_centers(self, X, sparse, rs): """Generate centers, then compute tau, dF and dN vals""" super(GRBFRandomLayer, self)._compute_centers(X, sparse, rs) centers = self.components_['centers'] sorted_distances = np.sort(squareform(pdist(centers))) self.dF_vals = sorted_distances[:, -1] self.dN_vals = sorted_distances[:, 1]/100.0 #self.dN_vals = 0.0002 * np.ones(self.dF_vals.shape) tauNum = np.log(np.log(self.grbf_lambda) / np.log(1.0 - self.grbf_lambda)) tauDenom = np.log(self.dF_vals/self.dN_vals) self.tau_vals = tauNum/tauDenom self._extra_args['taus'] = self.tau_vals # get radii according to ref [1] def _compute_radii(self): """Generate radii""" denom = pow(-np.log(self.grbf_lambda), 1.0/self.tau_vals) self.components_['radii'] = self.dF_vals/denom
apache-2.0
henrykironde/scikit-learn
examples/manifold/plot_mds.py
261
2616
""" ========================= Multi-dimensional scaling ========================= An illustration of the metric and non-metric MDS on generated noisy data. The reconstructed points using the metric MDS and non metric MDS are slightly shifted to avoid overlapping. """ # Author: Nelle Varoquaux <nelle.varoquaux@gmail.com> # Licence: BSD print(__doc__) import numpy as np from matplotlib import pyplot as plt from matplotlib.collections import LineCollection from sklearn import manifold from sklearn.metrics import euclidean_distances from sklearn.decomposition import PCA n_samples = 20 seed = np.random.RandomState(seed=3) X_true = seed.randint(0, 20, 2 * n_samples).astype(np.float) X_true = X_true.reshape((n_samples, 2)) # Center the data X_true -= X_true.mean() similarities = euclidean_distances(X_true) # Add noise to the similarities noise = np.random.rand(n_samples, n_samples) noise = noise + noise.T noise[np.arange(noise.shape[0]), np.arange(noise.shape[0])] = 0 similarities += noise mds = manifold.MDS(n_components=2, max_iter=3000, eps=1e-9, random_state=seed, dissimilarity="precomputed", n_jobs=1) pos = mds.fit(similarities).embedding_ nmds = manifold.MDS(n_components=2, metric=False, max_iter=3000, eps=1e-12, dissimilarity="precomputed", random_state=seed, n_jobs=1, n_init=1) npos = nmds.fit_transform(similarities, init=pos) # Rescale the data pos *= np.sqrt((X_true ** 2).sum()) / np.sqrt((pos ** 2).sum()) npos *= np.sqrt((X_true ** 2).sum()) / np.sqrt((npos ** 2).sum()) # Rotate the data clf = PCA(n_components=2) X_true = clf.fit_transform(X_true) pos = clf.fit_transform(pos) npos = clf.fit_transform(npos) fig = plt.figure(1) ax = plt.axes([0., 0., 1., 1.]) plt.scatter(X_true[:, 0], X_true[:, 1], c='r', s=20) plt.scatter(pos[:, 0], pos[:, 1], s=20, c='g') plt.scatter(npos[:, 0], npos[:, 1], s=20, c='b') plt.legend(('True position', 'MDS', 'NMDS'), loc='best') similarities = similarities.max() / similarities * 100 similarities[np.isinf(similarities)] = 0 # Plot the edges start_idx, end_idx = np.where(pos) #a sequence of (*line0*, *line1*, *line2*), where:: # linen = (x0, y0), (x1, y1), ... (xm, ym) segments = [[X_true[i, :], X_true[j, :]] for i in range(len(pos)) for j in range(len(pos))] values = np.abs(similarities) lc = LineCollection(segments, zorder=0, cmap=plt.cm.hot_r, norm=plt.Normalize(0, values.max())) lc.set_array(similarities.flatten()) lc.set_linewidths(0.5 * np.ones(len(segments))) ax.add_collection(lc) plt.show()
bsd-3-clause
kobejean/tensorflow
tensorflow/contrib/timeseries/examples/multivariate.py
10
5155
# Copyright 2017 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """A multivariate TFTS example. Fits a multivariate model, exports it, and visualizes the learned correlations by iteratively predicting and sampling from the predictions. """ from __future__ import absolute_import from __future__ import division from __future__ import print_function from os import path import tempfile import numpy import tensorflow as tf try: import matplotlib # pylint: disable=g-import-not-at-top matplotlib.use("TkAgg") # Need Tk for interactive plots. from matplotlib import pyplot # pylint: disable=g-import-not-at-top HAS_MATPLOTLIB = True except ImportError: # Plotting requires matplotlib, but the unit test running this code may # execute in an environment without it (i.e. matplotlib is not a build # dependency). We'd still like to test the TensorFlow-dependent parts of this # example, namely train_and_predict. HAS_MATPLOTLIB = False _MODULE_PATH = path.dirname(__file__) _DATA_FILE = path.join(_MODULE_PATH, "data/multivariate_level.csv") def multivariate_train_and_sample( csv_file_name=_DATA_FILE, export_directory=None, training_steps=500): """Trains, evaluates, and exports a multivariate model.""" estimator = tf.contrib.timeseries.StructuralEnsembleRegressor( periodicities=[], num_features=5) reader = tf.contrib.timeseries.CSVReader( csv_file_name, column_names=((tf.contrib.timeseries.TrainEvalFeatures.TIMES,) + (tf.contrib.timeseries.TrainEvalFeatures.VALUES,) * 5)) train_input_fn = tf.contrib.timeseries.RandomWindowInputFn( # Larger window sizes generally produce a better covariance matrix. reader, batch_size=4, window_size=64) estimator.train(input_fn=train_input_fn, steps=training_steps) evaluation_input_fn = tf.contrib.timeseries.WholeDatasetInputFn(reader) current_state = estimator.evaluate(input_fn=evaluation_input_fn, steps=1) values = [current_state["observed"]] times = [current_state[tf.contrib.timeseries.FilteringResults.TIMES]] # Export the model so we can do iterative prediction and filtering without # reloading model checkpoints. if export_directory is None: export_directory = tempfile.mkdtemp() input_receiver_fn = estimator.build_raw_serving_input_receiver_fn() export_location = estimator.export_savedmodel( export_directory, input_receiver_fn) with tf.Graph().as_default(): numpy.random.seed(1) # Make the example a bit more deterministic with tf.Session() as session: signatures = tf.saved_model.loader.load( session, [tf.saved_model.tag_constants.SERVING], export_location) for _ in range(100): current_prediction = ( tf.contrib.timeseries.saved_model_utils.predict_continuation( continue_from=current_state, signatures=signatures, session=session, steps=1)) next_sample = numpy.random.multivariate_normal( # Squeeze out the batch and series length dimensions (both 1). mean=numpy.squeeze(current_prediction["mean"], axis=(0, 1)), cov=numpy.squeeze(current_prediction["covariance"], axis=(0, 1))) # Update model state so that future predictions are conditional on the # value we just sampled. filtering_features = { tf.contrib.timeseries.TrainEvalFeatures.TIMES: current_prediction[ tf.contrib.timeseries.FilteringResults.TIMES], tf.contrib.timeseries.TrainEvalFeatures.VALUES: next_sample[ None, None, :]} current_state = ( tf.contrib.timeseries.saved_model_utils.filter_continuation( continue_from=current_state, session=session, signatures=signatures, features=filtering_features)) values.append(next_sample[None, None, :]) times.append(current_state["times"]) all_observations = numpy.squeeze(numpy.concatenate(values, axis=1), axis=0) all_times = numpy.squeeze(numpy.concatenate(times, axis=1), axis=0) return all_times, all_observations def main(unused_argv): if not HAS_MATPLOTLIB: raise ImportError( "Please install matplotlib to generate a plot from this example.") all_times, all_observations = multivariate_train_and_sample() # Show where sampling starts on the plot pyplot.axvline(1000, linestyle="dotted") pyplot.plot(all_times, all_observations) pyplot.show() if __name__ == "__main__": tf.app.run(main=main)
apache-2.0
arabenjamin/scikit-learn
benchmarks/bench_glmnet.py
297
3848
""" To run this, you'll need to have installed. * glmnet-python * scikit-learn (of course) Does two benchmarks First, we fix a training set and increase the number of samples. Then we plot the computation time as function of the number of samples. In the second benchmark, we increase the number of dimensions of the training set. Then we plot the computation time as function of the number of dimensions. In both cases, only 10% of the features are informative. """ import numpy as np import gc from time import time from sklearn.datasets.samples_generator import make_regression alpha = 0.1 # alpha = 0.01 def rmse(a, b): return np.sqrt(np.mean((a - b) ** 2)) def bench(factory, X, Y, X_test, Y_test, ref_coef): gc.collect() # start time tstart = time() clf = factory(alpha=alpha).fit(X, Y) delta = (time() - tstart) # stop time print("duration: %0.3fs" % delta) print("rmse: %f" % rmse(Y_test, clf.predict(X_test))) print("mean coef abs diff: %f" % abs(ref_coef - clf.coef_.ravel()).mean()) return delta if __name__ == '__main__': from glmnet.elastic_net import Lasso as GlmnetLasso from sklearn.linear_model import Lasso as ScikitLasso # Delayed import of pylab import pylab as pl scikit_results = [] glmnet_results = [] n = 20 step = 500 n_features = 1000 n_informative = n_features / 10 n_test_samples = 1000 for i in range(1, n + 1): print('==================') print('Iteration %s of %s' % (i, n)) print('==================') X, Y, coef_ = make_regression( n_samples=(i * step) + n_test_samples, n_features=n_features, noise=0.1, n_informative=n_informative, coef=True) X_test = X[-n_test_samples:] Y_test = Y[-n_test_samples:] X = X[:(i * step)] Y = Y[:(i * step)] print("benchmarking scikit-learn: ") scikit_results.append(bench(ScikitLasso, X, Y, X_test, Y_test, coef_)) print("benchmarking glmnet: ") glmnet_results.append(bench(GlmnetLasso, X, Y, X_test, Y_test, coef_)) pl.clf() xx = range(0, n * step, step) pl.title('Lasso regression on sample dataset (%d features)' % n_features) pl.plot(xx, scikit_results, 'b-', label='scikit-learn') pl.plot(xx, glmnet_results, 'r-', label='glmnet') pl.legend() pl.xlabel('number of samples to classify') pl.ylabel('Time (s)') pl.show() # now do a benchmark where the number of points is fixed # and the variable is the number of features scikit_results = [] glmnet_results = [] n = 20 step = 100 n_samples = 500 for i in range(1, n + 1): print('==================') print('Iteration %02d of %02d' % (i, n)) print('==================') n_features = i * step n_informative = n_features / 10 X, Y, coef_ = make_regression( n_samples=(i * step) + n_test_samples, n_features=n_features, noise=0.1, n_informative=n_informative, coef=True) X_test = X[-n_test_samples:] Y_test = Y[-n_test_samples:] X = X[:n_samples] Y = Y[:n_samples] print("benchmarking scikit-learn: ") scikit_results.append(bench(ScikitLasso, X, Y, X_test, Y_test, coef_)) print("benchmarking glmnet: ") glmnet_results.append(bench(GlmnetLasso, X, Y, X_test, Y_test, coef_)) xx = np.arange(100, 100 + n * step, step) pl.figure('scikit-learn vs. glmnet benchmark results') pl.title('Regression in high dimensional spaces (%d samples)' % n_samples) pl.plot(xx, scikit_results, 'b-', label='scikit-learn') pl.plot(xx, glmnet_results, 'r-', label='glmnet') pl.legend() pl.xlabel('number of features') pl.ylabel('Time (s)') pl.axis('tight') pl.show()
bsd-3-clause
kdebrab/pandas
pandas/tests/frame/test_duplicates.py
1
13948
# -*- coding: utf-8 -*- from __future__ import print_function import pytest import numpy as np from pandas.compat import lrange, string_types from pandas import DataFrame, Series import pandas.util.testing as tm @pytest.mark.parametrize('subset', ['a', ['a'], ['a', 'B']]) def test_duplicated_with_misspelled_column_name(subset): # GH 19730 df = DataFrame({'A': [0, 0, 1], 'B': [0, 0, 1], 'C': [0, 0, 1]}) with pytest.raises(KeyError): df.duplicated(subset) with pytest.raises(KeyError): df.drop_duplicates(subset) @pytest.mark.slow def test_duplicated_do_not_fail_on_wide_dataframes(): # gh-21524 # Given the wide dataframe with a lot of columns # with different (important!) values data = {'col_{0:02d}'.format(i): np.random.randint(0, 1000, 30000) for i in range(100)} df = DataFrame(data).T result = df.duplicated() # Then duplicates produce the bool Series as a result and don't fail during # calculation. Actual values doesn't matter here, though usually it's all # False in this case assert isinstance(result, Series) assert result.dtype == np.bool @pytest.mark.parametrize('keep, expected', [ ('first', Series([False, False, True, False, True])), ('last', Series([True, True, False, False, False])), (False, Series([True, True, True, False, True])) ]) def test_duplicated_keep(keep, expected): df = DataFrame({'A': [0, 1, 1, 2, 0], 'B': ['a', 'b', 'b', 'c', 'a']}) result = df.duplicated(keep=keep) tm.assert_series_equal(result, expected) @pytest.mark.xfail(reason="GH21720; nan/None falsely considered equal") @pytest.mark.parametrize('keep, expected', [ ('first', Series([False, False, True, False, True])), ('last', Series([True, True, False, False, False])), (False, Series([True, True, True, False, True])) ]) def test_duplicated_nan_none(keep, expected): df = DataFrame({'C': [np.nan, 3, 3, None, np.nan]}, dtype=object) result = df.duplicated(keep=keep) tm.assert_series_equal(result, expected) @pytest.mark.parametrize('keep', ['first', 'last', False]) @pytest.mark.parametrize('subset', [None, ['A', 'B'], 'A']) def test_duplicated_subset(subset, keep): df = DataFrame({'A': [0, 1, 1, 2, 0], 'B': ['a', 'b', 'b', 'c', 'a'], 'C': [np.nan, 3, 3, None, np.nan]}) if subset is None: subset = list(df.columns) elif isinstance(subset, string_types): # need to have a DataFrame, not a Series # -> select columns with singleton list, not string subset = [subset] expected = df[subset].duplicated(keep=keep) result = df.duplicated(keep=keep, subset=subset) tm.assert_series_equal(result, expected) def test_drop_duplicates(): df = DataFrame({'AAA': ['foo', 'bar', 'foo', 'bar', 'foo', 'bar', 'bar', 'foo'], 'B': ['one', 'one', 'two', 'two', 'two', 'two', 'one', 'two'], 'C': [1, 1, 2, 2, 2, 2, 1, 2], 'D': lrange(8)}) # single column result = df.drop_duplicates('AAA') expected = df[:2] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('AAA', keep='last') expected = df.loc[[6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('AAA', keep=False) expected = df.loc[[]] tm.assert_frame_equal(result, expected) assert len(result) == 0 # multi column expected = df.loc[[0, 1, 2, 3]] result = df.drop_duplicates(np.array(['AAA', 'B'])) tm.assert_frame_equal(result, expected) result = df.drop_duplicates(['AAA', 'B']) tm.assert_frame_equal(result, expected) result = df.drop_duplicates(('AAA', 'B'), keep='last') expected = df.loc[[0, 5, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(('AAA', 'B'), keep=False) expected = df.loc[[0]] tm.assert_frame_equal(result, expected) # consider everything df2 = df.loc[:, ['AAA', 'B', 'C']] result = df2.drop_duplicates() # in this case only expected = df2.drop_duplicates(['AAA', 'B']) tm.assert_frame_equal(result, expected) result = df2.drop_duplicates(keep='last') expected = df2.drop_duplicates(['AAA', 'B'], keep='last') tm.assert_frame_equal(result, expected) result = df2.drop_duplicates(keep=False) expected = df2.drop_duplicates(['AAA', 'B'], keep=False) tm.assert_frame_equal(result, expected) # integers result = df.drop_duplicates('C') expected = df.iloc[[0, 2]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('C', keep='last') expected = df.iloc[[-2, -1]] tm.assert_frame_equal(result, expected) df['E'] = df['C'].astype('int8') result = df.drop_duplicates('E') expected = df.iloc[[0, 2]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('E', keep='last') expected = df.iloc[[-2, -1]] tm.assert_frame_equal(result, expected) # GH 11376 df = DataFrame({'x': [7, 6, 3, 3, 4, 8, 0], 'y': [0, 6, 5, 5, 9, 1, 2]}) expected = df.loc[df.index != 3] tm.assert_frame_equal(df.drop_duplicates(), expected) df = DataFrame([[1, 0], [0, 2]]) tm.assert_frame_equal(df.drop_duplicates(), df) df = DataFrame([[-2, 0], [0, -4]]) tm.assert_frame_equal(df.drop_duplicates(), df) x = np.iinfo(np.int64).max / 3 * 2 df = DataFrame([[-x, x], [0, x + 4]]) tm.assert_frame_equal(df.drop_duplicates(), df) df = DataFrame([[-x, x], [x, x + 4]]) tm.assert_frame_equal(df.drop_duplicates(), df) # GH 11864 df = DataFrame([i] * 9 for i in range(16)) df = df.append([[1] + [0] * 8], ignore_index=True) for keep in ['first', 'last', False]: assert df.duplicated(keep=keep).sum() == 0 def test_drop_duplicates_with_duplicate_column_names(): # GH17836 df = DataFrame([ [1, 2, 5], [3, 4, 6], [3, 4, 7] ], columns=['a', 'a', 'b']) result0 = df.drop_duplicates() tm.assert_frame_equal(result0, df) result1 = df.drop_duplicates('a') expected1 = df[:2] tm.assert_frame_equal(result1, expected1) def test_drop_duplicates_for_take_all(): df = DataFrame({'AAA': ['foo', 'bar', 'baz', 'bar', 'foo', 'bar', 'qux', 'foo'], 'B': ['one', 'one', 'two', 'two', 'two', 'two', 'one', 'two'], 'C': [1, 1, 2, 2, 2, 2, 1, 2], 'D': lrange(8)}) # single column result = df.drop_duplicates('AAA') expected = df.iloc[[0, 1, 2, 6]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('AAA', keep='last') expected = df.iloc[[2, 5, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('AAA', keep=False) expected = df.iloc[[2, 6]] tm.assert_frame_equal(result, expected) # multiple columns result = df.drop_duplicates(['AAA', 'B']) expected = df.iloc[[0, 1, 2, 3, 4, 6]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(['AAA', 'B'], keep='last') expected = df.iloc[[0, 1, 2, 5, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(['AAA', 'B'], keep=False) expected = df.iloc[[0, 1, 2, 6]] tm.assert_frame_equal(result, expected) def test_drop_duplicates_tuple(): df = DataFrame({('AA', 'AB'): ['foo', 'bar', 'foo', 'bar', 'foo', 'bar', 'bar', 'foo'], 'B': ['one', 'one', 'two', 'two', 'two', 'two', 'one', 'two'], 'C': [1, 1, 2, 2, 2, 2, 1, 2], 'D': lrange(8)}) # single column result = df.drop_duplicates(('AA', 'AB')) expected = df[:2] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(('AA', 'AB'), keep='last') expected = df.loc[[6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(('AA', 'AB'), keep=False) expected = df.loc[[]] # empty df assert len(result) == 0 tm.assert_frame_equal(result, expected) # multi column expected = df.loc[[0, 1, 2, 3]] result = df.drop_duplicates((('AA', 'AB'), 'B')) tm.assert_frame_equal(result, expected) def test_drop_duplicates_NA(): # none df = DataFrame({'A': [None, None, 'foo', 'bar', 'foo', 'bar', 'bar', 'foo'], 'B': ['one', 'one', 'two', 'two', 'two', 'two', 'one', 'two'], 'C': [1.0, np.nan, np.nan, np.nan, 1., 1., 1, 1.], 'D': lrange(8)}) # single column result = df.drop_duplicates('A') expected = df.loc[[0, 2, 3]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('A', keep='last') expected = df.loc[[1, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('A', keep=False) expected = df.loc[[]] # empty df tm.assert_frame_equal(result, expected) assert len(result) == 0 # multi column result = df.drop_duplicates(['A', 'B']) expected = df.loc[[0, 2, 3, 6]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(['A', 'B'], keep='last') expected = df.loc[[1, 5, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(['A', 'B'], keep=False) expected = df.loc[[6]] tm.assert_frame_equal(result, expected) # nan df = DataFrame({'A': ['foo', 'bar', 'foo', 'bar', 'foo', 'bar', 'bar', 'foo'], 'B': ['one', 'one', 'two', 'two', 'two', 'two', 'one', 'two'], 'C': [1.0, np.nan, np.nan, np.nan, 1., 1., 1, 1.], 'D': lrange(8)}) # single column result = df.drop_duplicates('C') expected = df[:2] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('C', keep='last') expected = df.loc[[3, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('C', keep=False) expected = df.loc[[]] # empty df tm.assert_frame_equal(result, expected) assert len(result) == 0 # multi column result = df.drop_duplicates(['C', 'B']) expected = df.loc[[0, 1, 2, 4]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(['C', 'B'], keep='last') expected = df.loc[[1, 3, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates(['C', 'B'], keep=False) expected = df.loc[[1]] tm.assert_frame_equal(result, expected) def test_drop_duplicates_NA_for_take_all(): # none df = DataFrame({'A': [None, None, 'foo', 'bar', 'foo', 'baz', 'bar', 'qux'], 'C': [1.0, np.nan, np.nan, np.nan, 1., 2., 3, 1.]}) # single column result = df.drop_duplicates('A') expected = df.iloc[[0, 2, 3, 5, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('A', keep='last') expected = df.iloc[[1, 4, 5, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('A', keep=False) expected = df.iloc[[5, 7]] tm.assert_frame_equal(result, expected) # nan # single column result = df.drop_duplicates('C') expected = df.iloc[[0, 1, 5, 6]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('C', keep='last') expected = df.iloc[[3, 5, 6, 7]] tm.assert_frame_equal(result, expected) result = df.drop_duplicates('C', keep=False) expected = df.iloc[[5, 6]] tm.assert_frame_equal(result, expected) def test_drop_duplicates_inplace(): orig = DataFrame({'A': ['foo', 'bar', 'foo', 'bar', 'foo', 'bar', 'bar', 'foo'], 'B': ['one', 'one', 'two', 'two', 'two', 'two', 'one', 'two'], 'C': [1, 1, 2, 2, 2, 2, 1, 2], 'D': lrange(8)}) # single column df = orig.copy() df.drop_duplicates('A', inplace=True) expected = orig[:2] result = df tm.assert_frame_equal(result, expected) df = orig.copy() df.drop_duplicates('A', keep='last', inplace=True) expected = orig.loc[[6, 7]] result = df tm.assert_frame_equal(result, expected) df = orig.copy() df.drop_duplicates('A', keep=False, inplace=True) expected = orig.loc[[]] result = df tm.assert_frame_equal(result, expected) assert len(df) == 0 # multi column df = orig.copy() df.drop_duplicates(['A', 'B'], inplace=True) expected = orig.loc[[0, 1, 2, 3]] result = df tm.assert_frame_equal(result, expected) df = orig.copy() df.drop_duplicates(['A', 'B'], keep='last', inplace=True) expected = orig.loc[[0, 5, 6, 7]] result = df tm.assert_frame_equal(result, expected) df = orig.copy() df.drop_duplicates(['A', 'B'], keep=False, inplace=True) expected = orig.loc[[0]] result = df tm.assert_frame_equal(result, expected) # consider everything orig2 = orig.loc[:, ['A', 'B', 'C']].copy() df2 = orig2.copy() df2.drop_duplicates(inplace=True) # in this case only expected = orig2.drop_duplicates(['A', 'B']) result = df2 tm.assert_frame_equal(result, expected) df2 = orig2.copy() df2.drop_duplicates(keep='last', inplace=True) expected = orig2.drop_duplicates(['A', 'B'], keep='last') result = df2 tm.assert_frame_equal(result, expected) df2 = orig2.copy() df2.drop_duplicates(keep=False, inplace=True) expected = orig2.drop_duplicates(['A', 'B'], keep=False) result = df2 tm.assert_frame_equal(result, expected)
bsd-3-clause
ArdenB/TSSRESTREND
NCdemo/S03_MappingResults.py
1
16577
# ============================================================================== __title__ = "csv to netcdf and maps" __author__ = "Arden Burrell" __version__ = "v1.0(23.06.2020)" __email__ = "aburrell@whrc.org" # ============================================================================== import os import sys # ===== CHange the dir to the script location ===== if not os.path.dirname(sys.argv[0]) == "": os.chdir(os.path.dirname(sys.argv[0])) # ===== append that to the system path ===== sys.path.append(os.getcwd()) # ========== Import packages ========== import numpy as np import pandas as pd import argparse # import datetime as dt import warnings as warn import xarray as xr import dask import bottleneck as bn from numba import jit from collections import OrderedDict import json import matplotlib as mpl import matplotlib.pyplot as plt import seaborn as sns import palettable import statsmodels.stats.multitest as smsM import scipy.stats as sps # ========== Load custom functions ========== import CustomFunctions as cf # ============================================================================== def main(args): # =========== Read the metadata file in ========== if args.use_archived is None: infofile = './results/infomation.json' else: './results/archive/infomation_%02d.json' % args.use_archived with open(infofile, "r+", errors='ignore') as f: info = json.load(f) # ========== fix the timedelta ========== if type(info["ComputeTime"]) == float: info["ComputeTime"] = pd.Timedelta(info["ComputeTime"], unit="sec") # ========== Open the csv results file ========== fn = "./results/AttributionResults.csv" df = pd.read_csv(fn, index_col=0) # ========== Fix the indexing and the error messaging ========== lonlat = np.array([_unpackLatLon(index) for index in df.index]) df["longitude"] = lonlat[:, 0] df["latitude" ] = lonlat[:, 1] df = df.reset_index(drop=True).set_index(["longitude","latitude" ]) df["errors"] = df["errors"].apply(_df_error) df["AnthropogenicClimateChange"] = df.ClimateChange + df.CO2 # ========== function to calculate adjusted p values for ACC ========== pstack = np.stack((df["ClimateChange.Pvalue"].values, df["CO2.Pvalue"].values)) df["AnthropogenicClimateChange.Pvalue"]= np.apply_along_axis(_combine_pvalue2d, 0, pstack) # ========== Open a reference dataset ========== # This is a hack so i don't have to harrd code all the infomation fnNDVI = "./data/AUSdemo_GIMMS_ndvi.nc" ds_ref = xr.open_dataset(fnNDVI) # ========== Convert back to xr dataset ========== ds = xr.Dataset.from_dataframe(df) # ++++++++++ Fix the time ++++++++++ # add a time dim, this case the end of the original timeseris. # Netcdf files need a time dimenstion ds = ds.assign_coords(time=pd.Timestamp("2015-12-31")).expand_dims("time") ds = ds.transpose('time', 'latitude', 'longitude').sortby("latitude", ascending=False) # ++++++++++ Fix the Global Attributes ++++++++++ ds = GlobalAttributes(ds, info, ds_ref=ds_ref) # ++++++++++ Setup the netcdf file encoding and add ++++++++++ encoding = OrderedDict() for va in df.columns: # ========== Check and see if all th e values are nan, if yes drop them ========== if bn.allnan(ds[va]): ds = ds.drop_vars(va) else: encoding[va] = ({'shuffle':True, 'zlib':True, 'complevel':5. # 'chunksizes':[1, ensinfo.lats.shape[0], 100], }) # ========== Write the dataset to a netcdf file ========== print("Starting write of data at:", pd.Timestamp.now()) ds.to_netcdf("./results/TSSRattribution_Results_%s_%dkm.nc" % (info["photo"], (25*(info["coarsen"]-1)+25)), format = 'NETCDF4', encoding = encoding, unlimited_dims = ["time"]) # ========== Make a series of maps ========== if args.plots: # ========== set the plot ========== plotpath = "./results/plots/" for va in ds.variables: # +++++ check its a variable to be skipped or mapped +++++ if (va in ['longitude', 'latitude', "OtherFactorsValid", "errors", "time"] or va.endswith(".Pvalue")): continue # ========== Perform significance correction ========== if args.sig: signif, s_method = FDRSignificanceCorrection(ds, va, args.method) else: s_method = "" signif = None # ========== Create the metadata for the plots ========== maininfo = "Plot from %s (%s):%s by %s, %s" % (__title__, __file__, __version__, __author__, str(pd.Timestamp.now())) maininfo += s_method gitinfo = cf.gitmetadata() print(va) # ========== Build, save and show the maps ========== MapSetup(ds, va, signif, maininfo, gitinfo, info, plotpath) # ============================================================================== # BUILD THE MAPS # ============================================================================== def MapSetup(ds, va, signif, maininfo, gitinfo, info, plotpath, mask=None): """ Builds the maps of the change attribution args: ensinfo ds xrds: TSSRESTREND RESULTS va str : the name of the change variable maininfo str : plot string gitinfo str : summary of the git header mask xrda: Any additional boolean masks """ # ========== Create the mapdet object ========== mapdet = cf.mapclass("Australia", plotpath) mapdet.dpi = 130 mapdet.var = va mapdet.desc = "%s_%s_%dkm" % (va, info["photo"], (25*(info["coarsen"]-1)+25)) # ========== Create the data array ========== da = ds[va].copy() ad = da.squeeze() # ========== Remove the non dryland areas ========== if not (mask is None): da *= mask # ========== Mask for FDR significnace ========== if not signif is None: da *= signif mapdet.desc += "_withNonSigMasked" # ========== calculate the tick position ========== if info['annual']: mapdet.cblabel = r"$\times$10$^{-2}$ $\Delta$ NDVI$_{max}$ yr$^{-1}$" # scale the NDVI to make it fit da *= 1e2 else: mapdet.cblabel = r'$\Delta$ NDVI$_{max}$' if info['Nyears'] != 34.: warn.warn("The plot tick values were chosen for a time series of 34 years. Other lengths may require differen colorbars") tks = np.array([-0.30, -0.24, -0.12, -0.06, -0.02, 0, 0.02, 0.06, 0.12, 0.24, 0.30]) mapdet.cmin = -0.3 #-0.1 # the min of the colormap mapdet.cmax = 0.3#0.1 # the max of the colormap # ========== Set the colormap ========== if va == "ObservedChange": cmapHex = palettable.colorbrewer.diverging.PRGn_10.hex_colors elif va in ["ObservedClimate", "ClimateChange"]: cmapHex = palettable.colorbrewer.diverging.BrBG_10.hex_colors elif va == "ClimateVariability": cmapHex = palettable.colorbrewer.diverging.RdBu_10.hex_colors elif va == "CO2": tks = np.array([0, 0.001, 0.02, 0.03, 0.04, 0.06, 0.24, 0.30]) cmapHex = palettable.colorbrewer.sequential.Purples_7.hex_colors mapdet.cmin = 0.0#-0.1 # the min of the colormap elif va == "LandUse": cmapHex = palettable.colorbrewer.diverging.PiYG_10.hex_colors elif va == "OtherFactors": # cmapHex = palettable.colorbrewer.diverging.RdBu_10.hex_colors cmapHex = palettable.cmocean.diverging.Curl_10_r.hex_colors elif va == "AnthropogenicClimateChange": cmapHex = palettable.colorbrewer.diverging.PuOr_10.hex_colors # ========== Set the variables ========== mapdet.cZero = 0.5 # the zero point of the colormap # ========== Add the Font info ========== mapdet.gridalp = 0.5 # ========== Setup the cmap ========== if va == "CO2": spacing = 'uniform' cbounds = tks ticks = tks # ========== create the colormap ========== cmap = mpl.colors.ListedColormap(cmapHex) cmap.set_over(cmapHex[-1]) norm = mpl.colors.BoundaryNorm(cbounds, cmap.N) mapdet.extend = "max" else: cmap, norm, ticks, cbounds, spacing = cf.ReplaceHexColor( cmapHex, mapdet.cmin, mapdet.cmax, ticks=tks, zeroR = 0.001) # print(cbounds) # cmap, norm, ticks, cbounds, spacing = pf.ReplaceHexColor( # cmapHex, mapdet.cmin, mapdet.cmax, ticks=tks, zeroR = 0.001) cmap.set_bad('dimgrey',1.) mapdet.cmap = cmap mapdet.norm = norm mapdet.ticks = ticks mapdet.cbounds = cbounds mapdet.spacing = spacing # ========== Make a map ========== plotinfo, fname = cf.mapmaker(da, mapdet) # ========== Save the metadata ========== if fname: infomation = [maininfo, plotinfo, fname, gitinfo] cf.writemetadata(fname, infomation) # ipdb.set_trace() def FDRSignificanceCorrection(ds, var, FDRmethod, alpha = 0.10, ): """ Takes the results of an existing trend detection aproach and modifies them to account for multiple comparisons. args ds: xr dataset list of numpy arrays containing results of trend analysis kys: list list of what is in results years: years of accumulation """ if FDRmethod == "fdr_by": t_method = "Adjusting for multiple comparisons using Benjamini/Yekutieli" elif FDRmethod == "fdr_bh": t_method = "Adjusting for multiple comparisons using Benjamini/Hochberg" else: raise ValueError("unknown MultipleComparisons method: %s, must be either fdr_by or fdr_bh " % FDRmethod) # ========== Work out the pvalue name =========== if var == "ObservedChange": pnm = "Obs.Pvalue" elif var == "OtherFactors": t_method = "OtherFactors is Zero masked in areas where 1 or more components could not be calculated" print(t_method) return ds["OtherFactorsValid"].astype(float), t_method else: pnm = var + ".Pvalue" # ========== Locate the p values and reshape them into a 1d array ========== # ++++++++++ Find the pvalues ++++++++++ try: ODimDa = ds[pnm].stack(loc = ('time', 'latitude', 'longitude')).copy() except: breakpoint() isnan = np.isnan(ODimDa) # ++++++++++ pull out the non nan pvalus ++++++++++ pvalue1d = ODimDa[~isnan] # =========== Perform the MC correction =========== pvalue_adj = smsM.multipletests(pvalue1d, method=FDRmethod, alpha=alpha) # =========== Get the significance in bool =========== sigfloat = pvalue_adj[0].astype(float) # make an empty dataarray re = xr.zeros_like(ODimDa) re[~isnan] = sigfloat print(t_method) return re.unstack(), t_method # ============================================================================== # FIX THE METADATA OF THE XR DATASET # ============================================================================== def GlobalAttributes(ds, info, ds_ref=None): """ Creates the global attributes for the netcdf file that is being written these attributes come from : https://www.unidata.ucar.edu/software/thredds/current/netcdf-java/metadata/DataDiscoveryAttConvention.html args ds: xarray ds Dataset containing the infomation im intepereting ds_ref: xarray ds Dataset that contains the original data to copy metadata from. Defualt is None so it can be skipped returns: attributes Ordered Dictionary cantaining the attribute infomation """ # ========== Create the ordered dictionary ========== attr = ds.attrs # fetch the references for my publications # pubs = puplications() # ========== Fill the Dictionary ========== # ++++++++++ Highly recomended ++++++++++ attr["title"] = "TSS-RESTREND Attribution Results" attr["summary"] = "The restacked results of a TSSRattribution function applied to GIMMS and TERRCLIMATE DATA" attr["Conventions"] = "CF-1.7" # ++++++++++ Data Provinance ++++++++++ info["history"] = "%s: Netcdf file created using %s (%s):%s. Script originally developed by %s" % ( str(pd.Timestamp.now()), __title__, __file__, __version__, __author__) + info["history"] # attr["history"] += ds.history attr["history"] = info["history"] attr["creator_name"] = __author__ attr["creator_url"] = "ardenburrell.com" attr["creator_email"] = __email__ attr["institution"] = "WHRC" attr["date_created"] = str(pd.Timestamp.now()) # ++++++++++ Netcdf Summary infomation ++++++++++ attr["time_coverage_start"] = str(pd.Timestamp("2015-12-31")) attr["time_coverage_end"] = str(pd.Timestamp("1982-01-01")) # ++++++++++ TSS.RESTREND INFOMATION ++++++++++ attr["package_version"] = "TSSRESTREND version: " + info["TSSRESTREND.version"] attr["package_url"] = "https://cran.r-project.org/web/packages/TSS.RESTREND/index.html" if not ds_ref is None: ds.longitude.attrs = ds_ref.longitude.attrs ds.latitude.attrs = ds_ref.latitude.attrs ds.time.attrs = ds_ref.time.attrs # breakpoint() # ds.time.attrs["calendar"] = 'standard' # ds.time.attrs["units"] = 'days since 1900-01-01 00:00' return ds # ============================================================================== # FUNCTIONS FOR FIXING THE INPUT DATAFRAME # ============================================================================== def _unpackLatLon(index): """ Fixes the string formatting of the indexs args: index: str string of format "(longitude, latitude)"" return: longitude, latitude: Floats """ # fix the latitude and longitude lonST, latST = index.split(", ") return float(lonST[1:]), float(latST[:-1]) def _df_error(error): """ Takes in the error codes which are catogorical and encodes them into integers """ # ========== Keys for error messages ========== keys = ({ "NANinCTSR.VI":1, "NANinCTSR.RF":2, "NANinCTSR.TM":3, "AttributionFailed":4 }) # breakpoint() if error in keys.keys(): return keys[error] elif np.isnan(error): return 0 else: # unknow errror return 5 def _combine_pvalue2d(pvals): """ takes an array and removes nans then combines args: pvalues: np.array """ if bn.allnan(pvals): return np.NAN elif np.sum(pvals) == 0: return 0 else: ___, pv = sps.combine_pvalues(pvals[~np.isnan(pvals)]) return pv #=================== # ============================================================================== if __name__ == '__main__': description='Arguments that can be passed to the saving and plotting script' parser = argparse.ArgumentParser(description=description) parser.add_argument( "-p", "--plots", action="store_false", help="Quiet plots: if selected plots will not be displayed ") parser.add_argument( "-s", "--sig", action="store_true", help="Significance: Apply a zero mask using FDR adjustment and the Benjamini/Hochberg method") parser.add_argument( "--method", type=str,choices=["fdr_bh", 'fdr_by'], default="fdr_bh", help="The method used to adjust for False Discovery Rate. must be fdr_bh or fdr_by") parser.add_argument( "--use_archived", type=int, default=None, help="Use this argument to redo archived infomation.json files") args = parser.parse_args() main(args)
mit
lancezlin/ml_template_py
lib/python2.7/site-packages/ipykernel/inprocess/ipkernel.py
5
6838
"""An in-process kernel""" # Copyright (c) IPython Development Team. # Distributed under the terms of the Modified BSD License. from contextlib import contextmanager import logging import sys from IPython.core.interactiveshell import InteractiveShellABC from ipykernel.jsonutil import json_clean from traitlets import Any, Enum, Instance, List, Type, default from ipykernel.ipkernel import IPythonKernel from ipykernel.zmqshell import ZMQInteractiveShell from .constants import INPROCESS_KEY from .socket import DummySocket from ..iostream import OutStream, BackgroundSocket, IOPubThread #----------------------------------------------------------------------------- # Main kernel class #----------------------------------------------------------------------------- class InProcessKernel(IPythonKernel): #------------------------------------------------------------------------- # InProcessKernel interface #------------------------------------------------------------------------- # The frontends connected to this kernel. frontends = List( Instance('ipykernel.inprocess.client.InProcessKernelClient', allow_none=True) ) # The GUI environment that the kernel is running under. This need not be # specified for the normal operation for the kernel, but is required for # IPython's GUI support (including pylab). The default is 'inline' because # it is safe under all GUI toolkits. gui = Enum(('tk', 'gtk', 'wx', 'qt', 'qt4', 'inline'), default_value='inline') raw_input_str = Any() stdout = Any() stderr = Any() #------------------------------------------------------------------------- # Kernel interface #------------------------------------------------------------------------- shell_class = Type(allow_none=True) shell_streams = List() control_stream = Any() _underlying_iopub_socket = Instance(DummySocket, ()) iopub_thread = Instance(IOPubThread) @default('iopub_thread') def _default_iopub_thread(self): thread = IOPubThread(self._underlying_iopub_socket) thread.start() return thread iopub_socket = Instance(BackgroundSocket) @default('iopub_socket') def _default_iopub_socket(self): return self.iopub_thread.background_socket stdin_socket = Instance(DummySocket, ()) def __init__(self, **traits): super(InProcessKernel, self).__init__(**traits) self._underlying_iopub_socket.observe(self._io_dispatch, names=['message_sent']) self.shell.kernel = self def execute_request(self, stream, ident, parent): """ Override for temporary IO redirection. """ with self._redirected_io(): super(InProcessKernel, self).execute_request(stream, ident, parent) def start(self): """ Override registration of dispatchers for streams. """ self.shell.exit_now = False def _abort_queue(self, stream): """ The in-process kernel doesn't abort requests. """ pass def _input_request(self, prompt, ident, parent, password=False): # Flush output before making the request. self.raw_input_str = None sys.stderr.flush() sys.stdout.flush() # Send the input request. content = json_clean(dict(prompt=prompt, password=password)) msg = self.session.msg(u'input_request', content, parent) for frontend in self.frontends: if frontend.session.session == parent['header']['session']: frontend.stdin_channel.call_handlers(msg) break else: logging.error('No frontend found for raw_input request') return str() # Await a response. while self.raw_input_str is None: frontend.stdin_channel.process_events() return self.raw_input_str #------------------------------------------------------------------------- # Protected interface #------------------------------------------------------------------------- @contextmanager def _redirected_io(self): """ Temporarily redirect IO to the kernel. """ sys_stdout, sys_stderr = sys.stdout, sys.stderr sys.stdout, sys.stderr = self.stdout, self.stderr yield sys.stdout, sys.stderr = sys_stdout, sys_stderr #------ Trait change handlers -------------------------------------------- def _io_dispatch(self, change): """ Called when a message is sent to the IO socket. """ ident, msg = self.session.recv(self.iopub_socket, copy=False) for frontend in self.frontends: frontend.iopub_channel.call_handlers(msg) #------ Trait initializers ----------------------------------------------- @default('log') def _default_log(self): return logging.getLogger(__name__) @default('session') def _default_session(self): from jupyter_client.session import Session return Session(parent=self, key=INPROCESS_KEY) @default('shell_class') def _default_shell_class(self): return InProcessInteractiveShell @default('stdout') def _default_stdout(self): return OutStream(self.session, self.iopub_thread, u'stdout') @default('stderr') def _default_stderr(self): return OutStream(self.session, self.iopub_thread, u'stderr') #----------------------------------------------------------------------------- # Interactive shell subclass #----------------------------------------------------------------------------- class InProcessInteractiveShell(ZMQInteractiveShell): kernel = Instance('ipykernel.inprocess.ipkernel.InProcessKernel', allow_none=True) #------------------------------------------------------------------------- # InteractiveShell interface #------------------------------------------------------------------------- def enable_gui(self, gui=None): """Enable GUI integration for the kernel.""" from ipykernel.eventloops import enable_gui if not gui: gui = self.kernel.gui return enable_gui(gui, kernel=self.kernel) def enable_matplotlib(self, gui=None): """Enable matplotlib integration for the kernel.""" if not gui: gui = self.kernel.gui return super(InProcessInteractiveShell, self).enable_matplotlib(gui) def enable_pylab(self, gui=None, import_all=True, welcome_message=False): """Activate pylab support at runtime.""" if not gui: gui = self.kernel.gui return super(InProcessInteractiveShell, self).enable_pylab(gui, import_all, welcome_message) InteractiveShellABC.register(InProcessInteractiveShell)
mit
kazemakase/scikit-learn
sklearn/semi_supervised/tests/test_label_propagation.py
307
1974
""" test the label propagation module """ import nose import numpy as np from sklearn.semi_supervised import label_propagation from numpy.testing import assert_array_almost_equal from numpy.testing import assert_array_equal ESTIMATORS = [ (label_propagation.LabelPropagation, {'kernel': 'rbf'}), (label_propagation.LabelPropagation, {'kernel': 'knn', 'n_neighbors': 2}), (label_propagation.LabelSpreading, {'kernel': 'rbf'}), (label_propagation.LabelSpreading, {'kernel': 'knn', 'n_neighbors': 2}) ] def test_fit_transduction(): samples = [[1., 0.], [0., 2.], [1., 3.]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) nose.tools.assert_equal(clf.transduction_[2], 1) def test_distribution(): samples = [[1., 0.], [0., 1.], [1., 1.]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) if parameters['kernel'] == 'knn': continue # unstable test; changes in k-NN ordering break it assert_array_almost_equal(clf.predict_proba([[1., 0.0]]), np.array([[1., 0.]]), 2) else: assert_array_almost_equal(np.asarray(clf.label_distributions_[2]), np.array([.5, .5]), 2) def test_predict(): samples = [[1., 0.], [0., 2.], [1., 3.]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) assert_array_equal(clf.predict([[0.5, 2.5]]), np.array([1])) def test_predict_proba(): samples = [[1., 0.], [0., 1.], [1., 2.5]] labels = [0, 1, -1] for estimator, parameters in ESTIMATORS: clf = estimator(**parameters).fit(samples, labels) assert_array_almost_equal(clf.predict_proba([[1., 1.]]), np.array([[0.5, 0.5]]))
bsd-3-clause
shahankhatch/scikit-learn
examples/applications/plot_out_of_core_classification.py
255
13919
""" ====================================================== Out-of-core classification of text documents ====================================================== This is an example showing how scikit-learn can be used for classification using an out-of-core approach: learning from data that doesn't fit into main memory. We make use of an online classifier, i.e., one that supports the partial_fit method, that will be fed with batches of examples. To guarantee that the features space remains the same over time we leverage a HashingVectorizer that will project each example into the same feature space. This is especially useful in the case of text classification where new features (words) may appear in each batch. The dataset used in this example is Reuters-21578 as provided by the UCI ML repository. It will be automatically downloaded and uncompressed on first run. The plot represents the learning curve of the classifier: the evolution of classification accuracy over the course of the mini-batches. Accuracy is measured on the first 1000 samples, held out as a validation set. To limit the memory consumption, we queue examples up to a fixed amount before feeding them to the learner. """ # Authors: Eustache Diemert <eustache@diemert.fr> # @FedericoV <https://github.com/FedericoV/> # License: BSD 3 clause from __future__ import print_function from glob import glob import itertools import os.path import re import tarfile import time import numpy as np import matplotlib.pyplot as plt from matplotlib import rcParams from sklearn.externals.six.moves import html_parser from sklearn.externals.six.moves import urllib from sklearn.datasets import get_data_home from sklearn.feature_extraction.text import HashingVectorizer from sklearn.linear_model import SGDClassifier from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.linear_model import Perceptron from sklearn.naive_bayes import MultinomialNB def _not_in_sphinx(): # Hack to detect whether we are running by the sphinx builder return '__file__' in globals() ############################################################################### # Reuters Dataset related routines ############################################################################### class ReutersParser(html_parser.HTMLParser): """Utility class to parse a SGML file and yield documents one at a time.""" def __init__(self, encoding='latin-1'): html_parser.HTMLParser.__init__(self) self._reset() self.encoding = encoding def handle_starttag(self, tag, attrs): method = 'start_' + tag getattr(self, method, lambda x: None)(attrs) def handle_endtag(self, tag): method = 'end_' + tag getattr(self, method, lambda: None)() def _reset(self): self.in_title = 0 self.in_body = 0 self.in_topics = 0 self.in_topic_d = 0 self.title = "" self.body = "" self.topics = [] self.topic_d = "" def parse(self, fd): self.docs = [] for chunk in fd: self.feed(chunk.decode(self.encoding)) for doc in self.docs: yield doc self.docs = [] self.close() def handle_data(self, data): if self.in_body: self.body += data elif self.in_title: self.title += data elif self.in_topic_d: self.topic_d += data def start_reuters(self, attributes): pass def end_reuters(self): self.body = re.sub(r'\s+', r' ', self.body) self.docs.append({'title': self.title, 'body': self.body, 'topics': self.topics}) self._reset() def start_title(self, attributes): self.in_title = 1 def end_title(self): self.in_title = 0 def start_body(self, attributes): self.in_body = 1 def end_body(self): self.in_body = 0 def start_topics(self, attributes): self.in_topics = 1 def end_topics(self): self.in_topics = 0 def start_d(self, attributes): self.in_topic_d = 1 def end_d(self): self.in_topic_d = 0 self.topics.append(self.topic_d) self.topic_d = "" def stream_reuters_documents(data_path=None): """Iterate over documents of the Reuters dataset. The Reuters archive will automatically be downloaded and uncompressed if the `data_path` directory does not exist. Documents are represented as dictionaries with 'body' (str), 'title' (str), 'topics' (list(str)) keys. """ DOWNLOAD_URL = ('http://archive.ics.uci.edu/ml/machine-learning-databases/' 'reuters21578-mld/reuters21578.tar.gz') ARCHIVE_FILENAME = 'reuters21578.tar.gz' if data_path is None: data_path = os.path.join(get_data_home(), "reuters") if not os.path.exists(data_path): """Download the dataset.""" print("downloading dataset (once and for all) into %s" % data_path) os.mkdir(data_path) def progress(blocknum, bs, size): total_sz_mb = '%.2f MB' % (size / 1e6) current_sz_mb = '%.2f MB' % ((blocknum * bs) / 1e6) if _not_in_sphinx(): print('\rdownloaded %s / %s' % (current_sz_mb, total_sz_mb), end='') archive_path = os.path.join(data_path, ARCHIVE_FILENAME) urllib.request.urlretrieve(DOWNLOAD_URL, filename=archive_path, reporthook=progress) if _not_in_sphinx(): print('\r', end='') print("untarring Reuters dataset...") tarfile.open(archive_path, 'r:gz').extractall(data_path) print("done.") parser = ReutersParser() for filename in glob(os.path.join(data_path, "*.sgm")): for doc in parser.parse(open(filename, 'rb')): yield doc ############################################################################### # Main ############################################################################### # Create the vectorizer and limit the number of features to a reasonable # maximum vectorizer = HashingVectorizer(decode_error='ignore', n_features=2 ** 18, non_negative=True) # Iterator over parsed Reuters SGML files. data_stream = stream_reuters_documents() # We learn a binary classification between the "acq" class and all the others. # "acq" was chosen as it is more or less evenly distributed in the Reuters # files. For other datasets, one should take care of creating a test set with # a realistic portion of positive instances. all_classes = np.array([0, 1]) positive_class = 'acq' # Here are some classifiers that support the `partial_fit` method partial_fit_classifiers = { 'SGD': SGDClassifier(), 'Perceptron': Perceptron(), 'NB Multinomial': MultinomialNB(alpha=0.01), 'Passive-Aggressive': PassiveAggressiveClassifier(), } def get_minibatch(doc_iter, size, pos_class=positive_class): """Extract a minibatch of examples, return a tuple X_text, y. Note: size is before excluding invalid docs with no topics assigned. """ data = [(u'{title}\n\n{body}'.format(**doc), pos_class in doc['topics']) for doc in itertools.islice(doc_iter, size) if doc['topics']] if not len(data): return np.asarray([], dtype=int), np.asarray([], dtype=int) X_text, y = zip(*data) return X_text, np.asarray(y, dtype=int) def iter_minibatches(doc_iter, minibatch_size): """Generator of minibatches.""" X_text, y = get_minibatch(doc_iter, minibatch_size) while len(X_text): yield X_text, y X_text, y = get_minibatch(doc_iter, minibatch_size) # test data statistics test_stats = {'n_test': 0, 'n_test_pos': 0} # First we hold out a number of examples to estimate accuracy n_test_documents = 1000 tick = time.time() X_test_text, y_test = get_minibatch(data_stream, 1000) parsing_time = time.time() - tick tick = time.time() X_test = vectorizer.transform(X_test_text) vectorizing_time = time.time() - tick test_stats['n_test'] += len(y_test) test_stats['n_test_pos'] += sum(y_test) print("Test set is %d documents (%d positive)" % (len(y_test), sum(y_test))) def progress(cls_name, stats): """Report progress information, return a string.""" duration = time.time() - stats['t0'] s = "%20s classifier : \t" % cls_name s += "%(n_train)6d train docs (%(n_train_pos)6d positive) " % stats s += "%(n_test)6d test docs (%(n_test_pos)6d positive) " % test_stats s += "accuracy: %(accuracy).3f " % stats s += "in %.2fs (%5d docs/s)" % (duration, stats['n_train'] / duration) return s cls_stats = {} for cls_name in partial_fit_classifiers: stats = {'n_train': 0, 'n_train_pos': 0, 'accuracy': 0.0, 'accuracy_history': [(0, 0)], 't0': time.time(), 'runtime_history': [(0, 0)], 'total_fit_time': 0.0} cls_stats[cls_name] = stats get_minibatch(data_stream, n_test_documents) # Discard test set # We will feed the classifier with mini-batches of 1000 documents; this means # we have at most 1000 docs in memory at any time. The smaller the document # batch, the bigger the relative overhead of the partial fit methods. minibatch_size = 1000 # Create the data_stream that parses Reuters SGML files and iterates on # documents as a stream. minibatch_iterators = iter_minibatches(data_stream, minibatch_size) total_vect_time = 0.0 # Main loop : iterate on mini-batchs of examples for i, (X_train_text, y_train) in enumerate(minibatch_iterators): tick = time.time() X_train = vectorizer.transform(X_train_text) total_vect_time += time.time() - tick for cls_name, cls in partial_fit_classifiers.items(): tick = time.time() # update estimator with examples in the current mini-batch cls.partial_fit(X_train, y_train, classes=all_classes) # accumulate test accuracy stats cls_stats[cls_name]['total_fit_time'] += time.time() - tick cls_stats[cls_name]['n_train'] += X_train.shape[0] cls_stats[cls_name]['n_train_pos'] += sum(y_train) tick = time.time() cls_stats[cls_name]['accuracy'] = cls.score(X_test, y_test) cls_stats[cls_name]['prediction_time'] = time.time() - tick acc_history = (cls_stats[cls_name]['accuracy'], cls_stats[cls_name]['n_train']) cls_stats[cls_name]['accuracy_history'].append(acc_history) run_history = (cls_stats[cls_name]['accuracy'], total_vect_time + cls_stats[cls_name]['total_fit_time']) cls_stats[cls_name]['runtime_history'].append(run_history) if i % 3 == 0: print(progress(cls_name, cls_stats[cls_name])) if i % 3 == 0: print('\n') ############################################################################### # Plot results ############################################################################### def plot_accuracy(x, y, x_legend): """Plot accuracy as a function of x.""" x = np.array(x) y = np.array(y) plt.title('Classification accuracy as a function of %s' % x_legend) plt.xlabel('%s' % x_legend) plt.ylabel('Accuracy') plt.grid(True) plt.plot(x, y) rcParams['legend.fontsize'] = 10 cls_names = list(sorted(cls_stats.keys())) # Plot accuracy evolution plt.figure() for _, stats in sorted(cls_stats.items()): # Plot accuracy evolution with #examples accuracy, n_examples = zip(*stats['accuracy_history']) plot_accuracy(n_examples, accuracy, "training examples (#)") ax = plt.gca() ax.set_ylim((0.8, 1)) plt.legend(cls_names, loc='best') plt.figure() for _, stats in sorted(cls_stats.items()): # Plot accuracy evolution with runtime accuracy, runtime = zip(*stats['runtime_history']) plot_accuracy(runtime, accuracy, 'runtime (s)') ax = plt.gca() ax.set_ylim((0.8, 1)) plt.legend(cls_names, loc='best') # Plot fitting times plt.figure() fig = plt.gcf() cls_runtime = [] for cls_name, stats in sorted(cls_stats.items()): cls_runtime.append(stats['total_fit_time']) cls_runtime.append(total_vect_time) cls_names.append('Vectorization') bar_colors = rcParams['axes.color_cycle'][:len(cls_names)] ax = plt.subplot(111) rectangles = plt.bar(range(len(cls_names)), cls_runtime, width=0.5, color=bar_colors) ax.set_xticks(np.linspace(0.25, len(cls_names) - 0.75, len(cls_names))) ax.set_xticklabels(cls_names, fontsize=10) ymax = max(cls_runtime) * 1.2 ax.set_ylim((0, ymax)) ax.set_ylabel('runtime (s)') ax.set_title('Training Times') def autolabel(rectangles): """attach some text vi autolabel on rectangles.""" for rect in rectangles: height = rect.get_height() ax.text(rect.get_x() + rect.get_width() / 2., 1.05 * height, '%.4f' % height, ha='center', va='bottom') autolabel(rectangles) plt.show() # Plot prediction times plt.figure() #fig = plt.gcf() cls_runtime = [] cls_names = list(sorted(cls_stats.keys())) for cls_name, stats in sorted(cls_stats.items()): cls_runtime.append(stats['prediction_time']) cls_runtime.append(parsing_time) cls_names.append('Read/Parse\n+Feat.Extr.') cls_runtime.append(vectorizing_time) cls_names.append('Hashing\n+Vect.') bar_colors = rcParams['axes.color_cycle'][:len(cls_names)] ax = plt.subplot(111) rectangles = plt.bar(range(len(cls_names)), cls_runtime, width=0.5, color=bar_colors) ax.set_xticks(np.linspace(0.25, len(cls_names) - 0.75, len(cls_names))) ax.set_xticklabels(cls_names, fontsize=8) plt.setp(plt.xticks()[1], rotation=30) ymax = max(cls_runtime) * 1.2 ax.set_ylim((0, ymax)) ax.set_ylabel('runtime (s)') ax.set_title('Prediction Times (%d instances)' % n_test_documents) autolabel(rectangles) plt.show()
bsd-3-clause
nikitasingh981/scikit-learn
sklearn/covariance/robust_covariance.py
6
30178
""" Robust location and covariance estimators. Here are implemented estimators that are resistant to outliers. """ # Author: Virgile Fritsch <virgile.fritsch@inria.fr> # # License: BSD 3 clause import warnings import numbers import numpy as np from scipy import linalg from scipy.stats import chi2 from . import empirical_covariance, EmpiricalCovariance from ..utils.extmath import fast_logdet, pinvh from ..utils import check_random_state, check_array # Minimum Covariance Determinant # Implementing of an algorithm by Rousseeuw & Van Driessen described in # (A Fast Algorithm for the Minimum Covariance Determinant Estimator, # 1999, American Statistical Association and the American Society # for Quality, TECHNOMETRICS) # XXX Is this really a public function? It's not listed in the docs or # exported by sklearn.covariance. Deprecate? def c_step(X, n_support, remaining_iterations=30, initial_estimates=None, verbose=False, cov_computation_method=empirical_covariance, random_state=None): """C_step procedure described in [Rouseeuw1984]_ aiming at computing MCD. Parameters ---------- X : array-like, shape (n_samples, n_features) Data set in which we look for the n_support observations whose scatter matrix has minimum determinant. n_support : int, > n_samples / 2 Number of observations to compute the robust estimates of location and covariance from. remaining_iterations : int, optional Number of iterations to perform. According to [Rouseeuw1999]_, two iterations are sufficient to get close to the minimum, and we never need more than 30 to reach convergence. initial_estimates : 2-tuple, optional Initial estimates of location and shape from which to run the c_step procedure: - initial_estimates[0]: an initial location estimate - initial_estimates[1]: an initial covariance estimate verbose : boolean, optional Verbose mode. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. cov_computation_method : callable, default empirical_covariance The function which will be used to compute the covariance. Must return shape (n_features, n_features) Returns ------- location : array-like, shape (n_features,) Robust location estimates. covariance : array-like, shape (n_features, n_features) Robust covariance estimates. support : array-like, shape (n_samples,) A mask for the `n_support` observations whose scatter matrix has minimum determinant. References ---------- .. [Rouseeuw1999] A Fast Algorithm for the Minimum Covariance Determinant Estimator, 1999, American Statistical Association and the American Society for Quality, TECHNOMETRICS """ X = np.asarray(X) random_state = check_random_state(random_state) return _c_step(X, n_support, remaining_iterations=remaining_iterations, initial_estimates=initial_estimates, verbose=verbose, cov_computation_method=cov_computation_method, random_state=random_state) def _c_step(X, n_support, random_state, remaining_iterations=30, initial_estimates=None, verbose=False, cov_computation_method=empirical_covariance): n_samples, n_features = X.shape # Initialisation support = np.zeros(n_samples, dtype=bool) if initial_estimates is None: # compute initial robust estimates from a random subset support[random_state.permutation(n_samples)[:n_support]] = True else: # get initial robust estimates from the function parameters location = initial_estimates[0] covariance = initial_estimates[1] # run a special iteration for that case (to get an initial support) precision = pinvh(covariance) X_centered = X - location dist = (np.dot(X_centered, precision) * X_centered).sum(1) # compute new estimates support[np.argsort(dist)[:n_support]] = True X_support = X[support] location = X_support.mean(0) covariance = cov_computation_method(X_support) # Iterative procedure for Minimum Covariance Determinant computation det = fast_logdet(covariance) previous_det = np.inf while (det < previous_det) and (remaining_iterations > 0): # save old estimates values previous_location = location previous_covariance = covariance previous_det = det previous_support = support # compute a new support from the full data set mahalanobis distances precision = pinvh(covariance) X_centered = X - location dist = (np.dot(X_centered, precision) * X_centered).sum(axis=1) # compute new estimates support = np.zeros(n_samples, dtype=bool) support[np.argsort(dist)[:n_support]] = True X_support = X[support] location = X_support.mean(axis=0) covariance = cov_computation_method(X_support) det = fast_logdet(covariance) # update remaining iterations for early stopping remaining_iterations -= 1 previous_dist = dist dist = (np.dot(X - location, precision) * (X - location)).sum(axis=1) # Catch computation errors if np.isinf(det): raise ValueError( "Singular covariance matrix. " "Please check that the covariance matrix corresponding " "to the dataset is full rank and that MinCovDet is used with " "Gaussian-distributed data (or at least data drawn from a " "unimodal, symmetric distribution.") # Check convergence if np.allclose(det, previous_det): # c_step procedure converged if verbose: print("Optimal couple (location, covariance) found before" " ending iterations (%d left)" % (remaining_iterations)) results = location, covariance, det, support, dist elif det > previous_det: # determinant has increased (should not happen) warnings.warn("Warning! det > previous_det (%.15f > %.15f)" % (det, previous_det), RuntimeWarning) results = previous_location, previous_covariance, \ previous_det, previous_support, previous_dist # Check early stopping if remaining_iterations == 0: if verbose: print('Maximum number of iterations reached') results = location, covariance, det, support, dist return results def select_candidates(X, n_support, n_trials, select=1, n_iter=30, verbose=False, cov_computation_method=empirical_covariance, random_state=None): """Finds the best pure subset of observations to compute MCD from it. The purpose of this function is to find the best sets of n_support observations with respect to a minimization of their covariance matrix determinant. Equivalently, it removes n_samples-n_support observations to construct what we call a pure data set (i.e. not containing outliers). The list of the observations of the pure data set is referred to as the `support`. Starting from a random support, the pure data set is found by the c_step procedure introduced by Rousseeuw and Van Driessen in [Rouseeuw1999]_. Parameters ---------- X : array-like, shape (n_samples, n_features) Data (sub)set in which we look for the n_support purest observations. n_support : int, [(n + p + 1)/2] < n_support < n The number of samples the pure data set must contain. select : int, int > 0 Number of best candidates results to return. n_trials : int, nb_trials > 0 or 2-tuple Number of different initial sets of observations from which to run the algorithm. Instead of giving a number of trials to perform, one can provide a list of initial estimates that will be used to iteratively run c_step procedures. In this case: - n_trials[0]: array-like, shape (n_trials, n_features) is the list of `n_trials` initial location estimates - n_trials[1]: array-like, shape (n_trials, n_features, n_features) is the list of `n_trials` initial covariances estimates n_iter : int, nb_iter > 0 Maximum number of iterations for the c_step procedure. (2 is enough to be close to the final solution. "Never" exceeds 20). random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. cov_computation_method : callable, default empirical_covariance The function which will be used to compute the covariance. Must return shape (n_features, n_features) verbose : boolean, default False Control the output verbosity. See Also --------- c_step Returns ------- best_locations : array-like, shape (select, n_features) The `select` location estimates computed from the `select` best supports found in the data set (`X`). best_covariances : array-like, shape (select, n_features, n_features) The `select` covariance estimates computed from the `select` best supports found in the data set (`X`). best_supports : array-like, shape (select, n_samples) The `select` best supports found in the data set (`X`). References ---------- .. [Rouseeuw1999] A Fast Algorithm for the Minimum Covariance Determinant Estimator, 1999, American Statistical Association and the American Society for Quality, TECHNOMETRICS """ random_state = check_random_state(random_state) n_samples, n_features = X.shape if isinstance(n_trials, numbers.Integral): run_from_estimates = False elif isinstance(n_trials, tuple): run_from_estimates = True estimates_list = n_trials n_trials = estimates_list[0].shape[0] else: raise TypeError("Invalid 'n_trials' parameter, expected tuple or " " integer, got %s (%s)" % (n_trials, type(n_trials))) # compute `n_trials` location and shape estimates candidates in the subset all_estimates = [] if not run_from_estimates: # perform `n_trials` computations from random initial supports for j in range(n_trials): all_estimates.append( _c_step( X, n_support, remaining_iterations=n_iter, verbose=verbose, cov_computation_method=cov_computation_method, random_state=random_state)) else: # perform computations from every given initial estimates for j in range(n_trials): initial_estimates = (estimates_list[0][j], estimates_list[1][j]) all_estimates.append(_c_step( X, n_support, remaining_iterations=n_iter, initial_estimates=initial_estimates, verbose=verbose, cov_computation_method=cov_computation_method, random_state=random_state)) all_locs_sub, all_covs_sub, all_dets_sub, all_supports_sub, all_ds_sub = \ zip(*all_estimates) # find the `n_best` best results among the `n_trials` ones index_best = np.argsort(all_dets_sub)[:select] best_locations = np.asarray(all_locs_sub)[index_best] best_covariances = np.asarray(all_covs_sub)[index_best] best_supports = np.asarray(all_supports_sub)[index_best] best_ds = np.asarray(all_ds_sub)[index_best] return best_locations, best_covariances, best_supports, best_ds def fast_mcd(X, support_fraction=None, cov_computation_method=empirical_covariance, random_state=None): """Estimates the Minimum Covariance Determinant matrix. Read more in the :ref:`User Guide <robust_covariance>`. Parameters ---------- X : array-like, shape (n_samples, n_features) The data matrix, with p features and n samples. support_fraction : float, 0 < support_fraction < 1 The proportion of points to be included in the support of the raw MCD estimate. Default is None, which implies that the minimum value of support_fraction will be used within the algorithm: `[n_sample + n_features + 1] / 2`. random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. cov_computation_method : callable, default empirical_covariance The function which will be used to compute the covariance. Must return shape (n_features, n_features) Notes ----- The FastMCD algorithm has been introduced by Rousseuw and Van Driessen in "A Fast Algorithm for the Minimum Covariance Determinant Estimator, 1999, American Statistical Association and the American Society for Quality, TECHNOMETRICS". The principle is to compute robust estimates and random subsets before pooling them into a larger subsets, and finally into the full data set. Depending on the size of the initial sample, we have one, two or three such computation levels. Note that only raw estimates are returned. If one is interested in the correction and reweighting steps described in [Rouseeuw1999]_, see the MinCovDet object. References ---------- .. [Rouseeuw1999] A Fast Algorithm for the Minimum Covariance Determinant Estimator, 1999, American Statistical Association and the American Society for Quality, TECHNOMETRICS .. [Butler1993] R. W. Butler, P. L. Davies and M. Jhun, Asymptotics For The Minimum Covariance Determinant Estimator, The Annals of Statistics, 1993, Vol. 21, No. 3, 1385-1400 Returns ------- location : array-like, shape (n_features,) Robust location of the data. covariance : array-like, shape (n_features, n_features) Robust covariance of the features. support : array-like, type boolean, shape (n_samples,) A mask of the observations that have been used to compute the robust location and covariance estimates of the data set. """ random_state = check_random_state(random_state) X = check_array(X, ensure_min_samples=2, estimator='fast_mcd') n_samples, n_features = X.shape # minimum breakdown value if support_fraction is None: n_support = int(np.ceil(0.5 * (n_samples + n_features + 1))) else: n_support = int(support_fraction * n_samples) # 1-dimensional case quick computation # (Rousseeuw, P. J. and Leroy, A. M. (2005) References, in Robust # Regression and Outlier Detection, John Wiley & Sons, chapter 4) if n_features == 1: if n_support < n_samples: # find the sample shortest halves X_sorted = np.sort(np.ravel(X)) diff = X_sorted[n_support:] - X_sorted[:(n_samples - n_support)] halves_start = np.where(diff == np.min(diff))[0] # take the middle points' mean to get the robust location estimate location = 0.5 * (X_sorted[n_support + halves_start] + X_sorted[halves_start]).mean() support = np.zeros(n_samples, dtype=bool) X_centered = X - location support[np.argsort(np.abs(X_centered), 0)[:n_support]] = True covariance = np.asarray([[np.var(X[support])]]) location = np.array([location]) # get precision matrix in an optimized way precision = pinvh(covariance) dist = (np.dot(X_centered, precision) * (X_centered)).sum(axis=1) else: support = np.ones(n_samples, dtype=bool) covariance = np.asarray([[np.var(X)]]) location = np.asarray([np.mean(X)]) X_centered = X - location # get precision matrix in an optimized way precision = pinvh(covariance) dist = (np.dot(X_centered, precision) * (X_centered)).sum(axis=1) # Starting FastMCD algorithm for p-dimensional case if (n_samples > 500) and (n_features > 1): # 1. Find candidate supports on subsets # a. split the set in subsets of size ~ 300 n_subsets = n_samples // 300 n_samples_subsets = n_samples // n_subsets samples_shuffle = random_state.permutation(n_samples) h_subset = int(np.ceil(n_samples_subsets * (n_support / float(n_samples)))) # b. perform a total of 500 trials n_trials_tot = 500 # c. select 10 best (location, covariance) for each subset n_best_sub = 10 n_trials = max(10, n_trials_tot // n_subsets) n_best_tot = n_subsets * n_best_sub all_best_locations = np.zeros((n_best_tot, n_features)) try: all_best_covariances = np.zeros((n_best_tot, n_features, n_features)) except MemoryError: # The above is too big. Let's try with something much small # (and less optimal) all_best_covariances = np.zeros((n_best_tot, n_features, n_features)) n_best_tot = 10 n_best_sub = 2 for i in range(n_subsets): low_bound = i * n_samples_subsets high_bound = low_bound + n_samples_subsets current_subset = X[samples_shuffle[low_bound:high_bound]] best_locations_sub, best_covariances_sub, _, _ = select_candidates( current_subset, h_subset, n_trials, select=n_best_sub, n_iter=2, cov_computation_method=cov_computation_method, random_state=random_state) subset_slice = np.arange(i * n_best_sub, (i + 1) * n_best_sub) all_best_locations[subset_slice] = best_locations_sub all_best_covariances[subset_slice] = best_covariances_sub # 2. Pool the candidate supports into a merged set # (possibly the full dataset) n_samples_merged = min(1500, n_samples) h_merged = int(np.ceil(n_samples_merged * (n_support / float(n_samples)))) if n_samples > 1500: n_best_merged = 10 else: n_best_merged = 1 # find the best couples (location, covariance) on the merged set selection = random_state.permutation(n_samples)[:n_samples_merged] locations_merged, covariances_merged, supports_merged, d = \ select_candidates( X[selection], h_merged, n_trials=(all_best_locations, all_best_covariances), select=n_best_merged, cov_computation_method=cov_computation_method, random_state=random_state) # 3. Finally get the overall best (locations, covariance) couple if n_samples < 1500: # directly get the best couple (location, covariance) location = locations_merged[0] covariance = covariances_merged[0] support = np.zeros(n_samples, dtype=bool) dist = np.zeros(n_samples) support[selection] = supports_merged[0] dist[selection] = d[0] else: # select the best couple on the full dataset locations_full, covariances_full, supports_full, d = \ select_candidates( X, n_support, n_trials=(locations_merged, covariances_merged), select=1, cov_computation_method=cov_computation_method, random_state=random_state) location = locations_full[0] covariance = covariances_full[0] support = supports_full[0] dist = d[0] elif n_features > 1: # 1. Find the 10 best couples (location, covariance) # considering two iterations n_trials = 30 n_best = 10 locations_best, covariances_best, _, _ = select_candidates( X, n_support, n_trials=n_trials, select=n_best, n_iter=2, cov_computation_method=cov_computation_method, random_state=random_state) # 2. Select the best couple on the full dataset amongst the 10 locations_full, covariances_full, supports_full, d = select_candidates( X, n_support, n_trials=(locations_best, covariances_best), select=1, cov_computation_method=cov_computation_method, random_state=random_state) location = locations_full[0] covariance = covariances_full[0] support = supports_full[0] dist = d[0] return location, covariance, support, dist class MinCovDet(EmpiricalCovariance): """Minimum Covariance Determinant (MCD): robust estimator of covariance. The Minimum Covariance Determinant covariance estimator is to be applied on Gaussian-distributed data, but could still be relevant on data drawn from a unimodal, symmetric distribution. It is not meant to be used with multi-modal data (the algorithm used to fit a MinCovDet object is likely to fail in such a case). One should consider projection pursuit methods to deal with multi-modal datasets. Read more in the :ref:`User Guide <robust_covariance>`. Parameters ---------- store_precision : bool Specify if the estimated precision is stored. assume_centered : Boolean If True, the support of the robust location and the covariance estimates is computed, and a covariance estimate is recomputed from it, without centering the data. Useful to work with data whose mean is significantly equal to zero but is not exactly zero. If False, the robust location and covariance are directly computed with the FastMCD algorithm without additional treatment. support_fraction : float, 0 < support_fraction < 1 The proportion of points to be included in the support of the raw MCD estimate. Default is None, which implies that the minimum value of support_fraction will be used within the algorithm: [n_sample + n_features + 1] / 2 random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Attributes ---------- raw_location_ : array-like, shape (n_features,) The raw robust estimated location before correction and re-weighting. raw_covariance_ : array-like, shape (n_features, n_features) The raw robust estimated covariance before correction and re-weighting. raw_support_ : array-like, shape (n_samples,) A mask of the observations that have been used to compute the raw robust estimates of location and shape, before correction and re-weighting. location_ : array-like, shape (n_features,) Estimated robust location covariance_ : array-like, shape (n_features, n_features) Estimated robust covariance matrix precision_ : array-like, shape (n_features, n_features) Estimated pseudo inverse matrix. (stored only if store_precision is True) support_ : array-like, shape (n_samples,) A mask of the observations that have been used to compute the robust estimates of location and shape. dist_ : array-like, shape (n_samples,) Mahalanobis distances of the training set (on which `fit` is called) observations. References ---------- .. [Rouseeuw1984] `P. J. Rousseeuw. Least median of squares regression. J. Am Stat Ass, 79:871, 1984.` .. [Rouseeuw1999] `A Fast Algorithm for the Minimum Covariance Determinant Estimator, 1999, American Statistical Association and the American Society for Quality, TECHNOMETRICS` .. [Butler1993] `R. W. Butler, P. L. Davies and M. Jhun, Asymptotics For The Minimum Covariance Determinant Estimator, The Annals of Statistics, 1993, Vol. 21, No. 3, 1385-1400` """ _nonrobust_covariance = staticmethod(empirical_covariance) def __init__(self, store_precision=True, assume_centered=False, support_fraction=None, random_state=None): self.store_precision = store_precision self.assume_centered = assume_centered self.support_fraction = support_fraction self.random_state = random_state def fit(self, X, y=None): """Fits a Minimum Covariance Determinant with the FastMCD algorithm. Parameters ---------- X : array-like, shape = [n_samples, n_features] Training data, where n_samples is the number of samples and n_features is the number of features. y : not used, present for API consistence purpose. Returns ------- self : object Returns self. """ X = check_array(X, ensure_min_samples=2, estimator='MinCovDet') random_state = check_random_state(self.random_state) n_samples, n_features = X.shape # check that the empirical covariance is full rank if (linalg.svdvals(np.dot(X.T, X)) > 1e-8).sum() != n_features: warnings.warn("The covariance matrix associated to your dataset " "is not full rank") # compute and store raw estimates raw_location, raw_covariance, raw_support, raw_dist = fast_mcd( X, support_fraction=self.support_fraction, cov_computation_method=self._nonrobust_covariance, random_state=random_state) if self.assume_centered: raw_location = np.zeros(n_features) raw_covariance = self._nonrobust_covariance(X[raw_support], assume_centered=True) # get precision matrix in an optimized way precision = pinvh(raw_covariance) raw_dist = np.sum(np.dot(X, precision) * X, 1) self.raw_location_ = raw_location self.raw_covariance_ = raw_covariance self.raw_support_ = raw_support self.location_ = raw_location self.support_ = raw_support self.dist_ = raw_dist # obtain consistency at normal models self.correct_covariance(X) # re-weight estimator self.reweight_covariance(X) return self def correct_covariance(self, data): """Apply a correction to raw Minimum Covariance Determinant estimates. Correction using the empirical correction factor suggested by Rousseeuw and Van Driessen in [Rouseeuw1984]_. Parameters ---------- data : array-like, shape (n_samples, n_features) The data matrix, with p features and n samples. The data set must be the one which was used to compute the raw estimates. Returns ------- covariance_corrected : array-like, shape (n_features, n_features) Corrected robust covariance estimate. """ correction = np.median(self.dist_) / chi2(data.shape[1]).isf(0.5) covariance_corrected = self.raw_covariance_ * correction self.dist_ /= correction return covariance_corrected def reweight_covariance(self, data): """Re-weight raw Minimum Covariance Determinant estimates. Re-weight observations using Rousseeuw's method (equivalent to deleting outlying observations from the data set before computing location and covariance estimates). [Rouseeuw1984]_ Parameters ---------- data : array-like, shape (n_samples, n_features) The data matrix, with p features and n samples. The data set must be the one which was used to compute the raw estimates. Returns ------- location_reweighted : array-like, shape (n_features, ) Re-weighted robust location estimate. covariance_reweighted : array-like, shape (n_features, n_features) Re-weighted robust covariance estimate. support_reweighted : array-like, type boolean, shape (n_samples,) A mask of the observations that have been used to compute the re-weighted robust location and covariance estimates. """ n_samples, n_features = data.shape mask = self.dist_ < chi2(n_features).isf(0.025) if self.assume_centered: location_reweighted = np.zeros(n_features) else: location_reweighted = data[mask].mean(0) covariance_reweighted = self._nonrobust_covariance( data[mask], assume_centered=self.assume_centered) support_reweighted = np.zeros(n_samples, dtype=bool) support_reweighted[mask] = True self._set_covariance(covariance_reweighted) self.location_ = location_reweighted self.support_ = support_reweighted X_centered = data - self.location_ self.dist_ = np.sum( np.dot(X_centered, self.get_precision()) * X_centered, 1) return location_reweighted, covariance_reweighted, support_reweighted
bsd-3-clause
michaellaier/pymor
src/pymortests/gui.py
1
1974
# This file is part of the pyMOR project (http://www.pymor.org). # Copyright Holders: Rene Milk, Stephan Rave, Felix Schindler # License: BSD 2-Clause License (http://opensource.org/licenses/BSD-2-Clause) from __future__ import absolute_import, division, print_function import multiprocessing from pymor.grids.oned import OnedGrid from time import sleep from pymor.gui.qt import visualize_patch import pytest import numpy as np from pymor.analyticalproblems.elliptic import EllipticProblem from pymor.discretizers.elliptic import discretize_elliptic_cg from pymor.domaindiscretizers.default import discretize_domain_default from pymor.grids.rect import RectGrid from pymortests.base import runmodule from pymor.domaindescriptions.basic import RectDomain, LineDomain from pymor.functions.basic import GenericFunction @pytest.fixture(params=(('matplotlib', RectGrid), ('gl', RectGrid), ('matplotlib', OnedGrid))) def backend_gridtype(request): return request.param def test_visualize_patch(backend_gridtype): backend, gridtype = backend_gridtype domain = LineDomain() if gridtype is OnedGrid else RectDomain() dim = 1 if gridtype is OnedGrid else 2 rhs = GenericFunction(lambda X: np.ones(X.shape[:-1]) * 10, dim) # NOQA dirichlet = GenericFunction(lambda X: np.zeros(X.shape[:-1]), dim) # NOQA diffusion = GenericFunction(lambda X: np.ones(X.shape[:-1]), dim) # NOQA problem = EllipticProblem(domain=domain, rhs=rhs, dirichlet_data=dirichlet, diffusion_functions=(diffusion,)) grid, bi = discretize_domain_default(problem.domain, grid_type=gridtype) discretization, data = discretize_elliptic_cg(analytical_problem=problem, grid=grid, boundary_info=bi) U = discretization.solve() visualize_patch(data['grid'], U=U, backend=backend) sleep(2) # so gui has a chance to popup for child in multiprocessing.active_children(): child.terminate() if __name__ == "__main__": runmodule(filename=__file__)
bsd-2-clause
Moriadry/tensorflow
tensorflow/contrib/labeled_tensor/python/ops/ops.py
77
46403
# Copyright 2016 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Non-core ops for LabeledTensor.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import collections import types import numpy as np from six import string_types from tensorflow.contrib.labeled_tensor.python.ops import _typecheck as tc from tensorflow.contrib.labeled_tensor.python.ops import core from tensorflow.python.framework import dtypes from tensorflow.python.framework import ops from tensorflow.python.ops import array_ops from tensorflow.python.ops import functional_ops from tensorflow.python.ops import math_ops from tensorflow.python.ops import numerics from tensorflow.python.ops import random_ops from tensorflow.python.training import input # pylint: disable=redefined-builtin @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensor, ops.Tensor, core.Axis, tc.Optional(string_types)) def _gather_1d_on_axis(labeled_tensor, indexer, axis, name=None): with ops.name_scope(name, 'lt_take', [labeled_tensor]) as scope: temp_axes = core.Axes([axis] + list( labeled_tensor.axes.remove(axis.name).values())) transposed = core.transpose(labeled_tensor, temp_axes.keys()) indexed = core.LabeledTensor( array_ops.gather(transposed.tensor, indexer), temp_axes) return core.transpose(indexed, labeled_tensor.axes.keys(), name=scope) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Mapping(string_types, tc.Union(slice, collections.Hashable, list)), tc.Optional(string_types)) def select(labeled_tensor, selection, name=None): """Slice out a subset of the tensor. Args: labeled_tensor: The input tensor. selection: A dictionary mapping an axis name to a scalar, slice or list of values to select. Currently supports two types of selections: (a) Any number of scalar and/or slice selections. (b) Exactly one list selection, without any scalars or slices. name: Optional op name. Returns: The selection as a `LabeledTensor`. Raises: ValueError: If the tensor doesn't have an axis in the selection or if that axis lacks labels. KeyError: If any labels in a selection are not found in the original axis. NotImplementedError: If you attempt to combine a list selection with scalar selection or another list selection. """ with ops.name_scope(name, 'lt_select', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) slices = {} indexers = {} for axis_name, value in selection.items(): if axis_name not in labeled_tensor.axes: raise ValueError( 'The tensor does not have an axis named %s. Its axes are: %r' % (axis_name, labeled_tensor.axes.keys())) axis = labeled_tensor.axes[axis_name] if axis.labels is None: raise ValueError( 'The axis named %s does not have labels. The axis is: %r' % (axis_name, axis)) if isinstance(value, slice): # TODO(shoyer): consider deprecating using slices in favor of lists if value.start is None: start = None else: start = axis.index(value.start) if value.stop is None: stop = None else: # For now, follow the pandas convention of making labeled slices # inclusive of both bounds. stop = axis.index(value.stop) + 1 if value.step is not None: raise NotImplementedError('slicing with a step is not yet supported') slices[axis_name] = slice(start, stop) # Needs to be after checking for slices, since slice objects claim to be # instances of collections.Hashable but hash() on them fails. elif isinstance(value, collections.Hashable): slices[axis_name] = axis.index(value) elif isinstance(value, list): if indexers: raise NotImplementedError( 'select does not yet support more than one list selection at ' 'the same time') indexer = [axis.index(v) for v in value] indexers[axis_name] = ops.convert_to_tensor(indexer, dtype=dtypes.int64) else: # If type checking is working properly, this shouldn't be possible. raise TypeError('cannot handle arbitrary types') if indexers and slices: raise NotImplementedError( 'select does not yet support combined scalar and list selection') # For now, handle array selection separately, because tf.gather_nd does # not support gradients yet. Later, using gather_nd will let us combine # these paths. if indexers: (axis_name, indexer), = indexers.items() axis = core.Axis(axis_name, selection[axis_name]) return _gather_1d_on_axis(labeled_tensor, indexer, axis, name=scope) else: return core.slice_function(labeled_tensor, slices, name=scope) @tc.returns(core.LabeledTensor) @tc.accepts( tc.Collection(core.LabeledTensorLike), string_types, tc.Optional(string_types)) def concat(labeled_tensors, axis_name, name=None): """Concatenate tensors along a dimension. See tf.concat. Args: labeled_tensors: A list of input LabeledTensors. axis_name: The name of the axis along which to concatenate. name: Optional op name. Returns: The concatenated tensor. The coordinate labels for the concatenation dimension are also concatenated, if they are available for every tensor. Raises: ValueError: If fewer than one tensor inputs is provided, if the tensors have incompatible axes, or if `axis_name` isn't the name of an axis. """ with ops.name_scope(name, 'lt_concat', labeled_tensors) as scope: labeled_tensors = [ core.convert_to_labeled_tensor(lt) for lt in labeled_tensors ] if len(labeled_tensors) < 1: raise ValueError('concat expects at least 1 tensor, but received %s' % labeled_tensors) # All tensors must have these axes. axes_0 = labeled_tensors[0].axes axis_names = list(axes_0.keys()) if axis_name not in axis_names: raise ValueError('%s not in %s' % (axis_name, axis_names)) shared_axes = axes_0.remove(axis_name) tensors = [labeled_tensors[0].tensor] concat_axis_list = [axes_0[axis_name]] for labeled_tensor in labeled_tensors[1:]: current_shared_axes = labeled_tensor.axes.remove(axis_name) if current_shared_axes != shared_axes: # TODO(shoyer): add more specific checks about what went wrong, # including raising AxisOrderError when appropriate raise ValueError('Mismatched shared axes: the first tensor ' 'had axes %r but this tensor has axes %r.' % (shared_axes, current_shared_axes)) # Accumulate the axis labels, if they're available. concat_axis_list.append(labeled_tensor.axes[axis_name]) tensors.append(labeled_tensor.tensor) concat_axis = core.concat_axes(concat_axis_list) concat_dimension = axis_names.index(axis_name) concat_tensor = array_ops.concat(tensors, concat_dimension, name=scope) values = list(axes_0.values()) concat_axes = (values[:concat_dimension] + [concat_axis] + values[concat_dimension + 1:]) return core.LabeledTensor(concat_tensor, concat_axes) # TODO(shoyer): rename pack/unpack to stack/unstack @tc.returns(core.LabeledTensor) @tc.accepts( tc.Collection(core.LabeledTensorLike), tc.Union(string_types, core.AxisLike), int, tc.Optional(string_types)) def pack(labeled_tensors, new_axis, axis_position=0, name=None): """Pack tensors along a new axis. See tf.pack. Args: labeled_tensors: The input tensors, which must have identical axes. new_axis: The name of the new axis, or a tuple containing the name and coordinate labels. axis_position: Optional integer position at which to insert the new axis. name: Optional op name. Returns: The packed tensors as a single LabeledTensor, with `new_axis` in the given `axis_position`. Raises: ValueError: If fewer than one input tensors is provided, or if the tensors don't have identical axes. """ with ops.name_scope(name, 'lt_pack', labeled_tensors) as scope: labeled_tensors = [ core.convert_to_labeled_tensor(lt) for lt in labeled_tensors ] if len(labeled_tensors) < 1: raise ValueError('pack expects at least 1 tensors, but received %s' % labeled_tensors) axes_0 = labeled_tensors[0].axes for t in labeled_tensors: if t.axes != axes_0: raise ValueError('Non-identical axes. Expected %s but got %s' % (axes_0, t.axes)) pack_op = array_ops.stack( [t.tensor for t in labeled_tensors], axis=axis_position, name=scope) axes = list(axes_0.values()) axes.insert(axis_position, new_axis) return core.LabeledTensor(pack_op, axes) @tc.returns(tc.List(core.LabeledTensor)) @tc.accepts(core.LabeledTensorLike, tc.Optional(string_types), tc.Optional(string_types)) def unpack(labeled_tensor, axis_name=None, name=None): """Unpack the tensor. See tf.unpack. Args: labeled_tensor: The input tensor. axis_name: Optional name of axis to unpack. By default, the first axis is used. name: Optional op name. Returns: The list of unpacked LabeledTensors. Raises: ValueError: If `axis_name` is not an axis on the input. """ with ops.name_scope(name, 'lt_unpack', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) axis_names = list(labeled_tensor.axes.keys()) if axis_name is None: axis_name = axis_names[0] if axis_name not in axis_names: raise ValueError('%s not in %s' % (axis_name, axis_names)) axis = axis_names.index(axis_name) unpack_ops = array_ops.unstack(labeled_tensor.tensor, axis=axis, name=scope) axes = [a for i, a in enumerate(labeled_tensor.axes.values()) if i != axis] return [core.LabeledTensor(t, axes) for t in unpack_ops] @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Collection(string_types), tc.Collection(tc.Union(string_types, core.AxisLike)), tc.Optional(string_types)) def reshape(labeled_tensor, existing_axes, new_axes, name=None): """Reshape specific axes of a LabeledTensor. Non-indicated axes remain in their original locations. Args: labeled_tensor: The input tensor. existing_axes: List of axis names found on the input tensor. These must appear sequentially in the list of axis names on the input. In other words, they must be a valid slice of `list(labeled_tensor.axes.keys())`. new_axes: List of strings, tuples of (axis_name, axis_value) or Axis objects providing new axes with which to replace `existing_axes` in the reshaped result. At most one element of `new_axes` may be a string, indicating an axis with unknown size. name: Optional op name. Returns: The reshaped LabeledTensor. Raises: ValueError: If `existing_axes` are not all axes on the input, or if more than one of `new_axes` has unknown size. AxisOrderError: If `existing_axes` are not a slice of axis names on the input. """ with ops.name_scope(name, 'lt_reshape', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) original_axis_names = list(labeled_tensor.axes.keys()) existing_axes = list(existing_axes) if not set(existing_axes) <= set(original_axis_names): raise ValueError('existing_axes %r are not contained in the set of axis ' 'names %r on the input labeled tensor' % (existing_axes, original_axis_names)) start = original_axis_names.index(existing_axes[0]) stop = original_axis_names.index(existing_axes[-1]) + 1 if existing_axes != original_axis_names[start:stop]: # We could support existing_axes that aren't a slice by using transpose, # but that could lead to unpredictable performance consequences because # transposes are not free in TensorFlow. If we did transpose # automatically, the user might never realize that their data is being # produced with the wrong order. (The later will occur with some frequency # because of how broadcasting automatically choose axis order.) # So for now we've taken the strict approach. raise core.AxisOrderError( 'existing_axes %r are not a slice of axis names %r on the input ' 'labeled tensor. Use `transpose` or `impose_axis_order` to reorder ' 'axes on the input explicitly.' % (existing_axes, original_axis_names)) if sum(isinstance(axis, string_types) for axis in new_axes) > 1: raise ValueError( 'at most one axis in new_axes can have unknown size. All other ' 'axes must have an indicated integer size or labels: %r' % new_axes) original_values = list(labeled_tensor.axes.values()) axis_size = lambda axis: -1 if axis.size is None else axis.size shape = [axis_size(axis) for axis in original_values[:start]] for axis_ref in new_axes: if isinstance(axis_ref, string_types): shape.append(-1) else: axis = core.as_axis(axis_ref) shape.append(axis_size(axis)) shape.extend(axis_size(axis) for axis in original_values[stop:]) reshaped_tensor = array_ops.reshape( labeled_tensor.tensor, shape, name=scope) axes = original_values[:start] + list(new_axes) + original_values[stop:] return core.LabeledTensor(reshaped_tensor, axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, string_types, string_types, tc.Optional(string_types)) def rename_axis(labeled_tensor, existing_name, new_name, name=None): """Rename an axis of LabeledTensor. Args: labeled_tensor: The input tensor. existing_name: Name for an existing axis on the input. new_name: Desired replacement name. name: Optional op name. Returns: LabeledTensor with renamed axis. Raises: ValueError: If `existing_name` is not an axis on the input. """ with ops.name_scope(name, 'lt_rename_axis', [labeled_tensor]) as scope: if existing_name not in labeled_tensor.axes: raise ValueError('existing_name %r are not contained in the set of axis ' 'names %r on the input labeled tensor' % (existing_name, labeled_tensor.axes.keys())) new_axis = core.Axis(new_name, labeled_tensor.axes[existing_name].value) return reshape(labeled_tensor, [existing_name], [new_axis], name=scope) @tc.returns(tc.List(core.LabeledTensor)) @tc.accepts(string_types, collections.Callable, int, bool, tc.Collection(core.LabeledTensorLike), bool, tc.Optional(string_types)) def _batch_helper(default_name, batch_fn, batch_size, enqueue_many, labeled_tensors, allow_smaller_final_batch, name=None): with ops.name_scope(name, default_name, labeled_tensors) as scope: labeled_tensors = [ core.convert_to_labeled_tensor(lt) for lt in labeled_tensors ] batch_ops = batch_fn([t.tensor for t in labeled_tensors], scope) # TODO(shoyer): Remove this when they sanitize the TF API. if not isinstance(batch_ops, list): assert isinstance(batch_ops, ops.Tensor) batch_ops = [batch_ops] if allow_smaller_final_batch: batch_size = None @tc.returns(core.Axes) @tc.accepts(core.Axes) def output_axes(axes): if enqueue_many: if 'batch' not in axes or list(axes.keys()).index('batch') != 0: raise ValueError( 'When enqueue_many is True, input tensors must have an axis ' 'called "batch" as their first dimension, ' 'but axes were %s' % axes) culled_axes = axes.remove('batch') return core.Axes([('batch', batch_size)] + list(culled_axes.values())) else: return core.Axes([('batch', batch_size)] + list(axes.values())) output_labeled_tensors = [] for i, tensor in enumerate(batch_ops): axes = output_axes(labeled_tensors[i].axes) output_labeled_tensors.append(core.LabeledTensor(tensor, axes)) return output_labeled_tensors @tc.returns(tc.List(core.LabeledTensor)) @tc.accepts( tc.Collection(core.LabeledTensorLike), int, int, int, bool, bool, tc.Optional(string_types)) def batch(labeled_tensors, batch_size, num_threads=1, capacity=32, enqueue_many=False, allow_smaller_final_batch=False, name=None): """Rebatch a tensor. See tf.batch. Args: labeled_tensors: The input tensors. batch_size: The output batch size. num_threads: See tf.batch. capacity: See tf.batch. enqueue_many: If true, the input tensors must contain a 'batch' axis as their first axis. If false, the input tensors must not contain a 'batch' axis. See tf.batch. allow_smaller_final_batch: See tf.batch. name: Optional op name. Returns: The rebatched tensors. If enqueue_many is false, the output tensors will have a new 'batch' axis as their first axis. Raises: ValueError: If enqueue_many is True and the first axis of the tensors isn't "batch". """ def fn(tensors, scope): return input.batch( tensors, batch_size=batch_size, num_threads=num_threads, capacity=capacity, enqueue_many=enqueue_many, allow_smaller_final_batch=allow_smaller_final_batch, name=scope) return _batch_helper('lt_batch', fn, batch_size, enqueue_many, labeled_tensors, allow_smaller_final_batch, name) @tc.returns(tc.List(core.LabeledTensor)) @tc.accepts( tc.Collection(core.LabeledTensorLike), int, int, int, bool, int, tc.Optional(int), bool, tc.Optional(string_types)) def shuffle_batch(labeled_tensors, batch_size, num_threads=1, capacity=32, enqueue_many=False, min_after_dequeue=0, seed=None, allow_smaller_final_batch=False, name=None): """Rebatch a tensor, with shuffling. See tf.batch. Args: labeled_tensors: The input tensors. batch_size: The output batch size. num_threads: See tf.batch. capacity: See tf.batch. enqueue_many: If true, the input tensors must contain a 'batch' axis as their first axis. If false, the input tensors must not contain a 'batch' axis. See tf.batch. min_after_dequeue: Minimum number of elements in the queue after a dequeue, used to ensure mixing. seed: Optional random seed. allow_smaller_final_batch: See tf.batch. name: Optional op name. Returns: The rebatched tensors. If enqueue_many is false, the output tensors will have a new 'batch' axis as their first axis. Raises: ValueError: If enqueue_many is True and the first axis of the tensors isn't "batch". """ def fn(tensors, scope): return input.shuffle_batch( tensors, batch_size=batch_size, num_threads=num_threads, capacity=capacity, enqueue_many=enqueue_many, min_after_dequeue=min_after_dequeue, seed=seed, allow_smaller_final_batch=allow_smaller_final_batch, name=scope) return _batch_helper('lt_shuffle_batch', fn, batch_size, enqueue_many, labeled_tensors, allow_smaller_final_batch, name) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Mapping(string_types, int), tc.Optional(int), tc.Optional(string_types)) def random_crop(labeled_tensor, shape_map, seed=None, name=None): """Randomly crops a tensor to a given size. See tf.random_crop. Args: labeled_tensor: The input tensor. shape_map: A dictionary mapping axis names to the size of the random crop for that dimension. seed: An optional random seed. name: An optional op name. Returns: A tensor of the same rank as `labeled_tensor`, cropped randomly in the selected dimensions. Raises: ValueError: If the shape map contains an axis name not in the input tensor. """ with ops.name_scope(name, 'lt_random_crop', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) for axis_name in shape_map: if axis_name not in labeled_tensor.axes: raise ValueError('Selection axis %s not in axes %s' % (axis_name, labeled_tensor.axes)) shape = [] axes = [] for axis in labeled_tensor.axes.values(): if axis.name in shape_map: size = shape_map[axis.name] shape.append(size) # We lose labels for the axes we crop, leaving just the size. axes.append((axis.name, size)) else: shape.append(len(axis)) axes.append(axis) crop_op = random_ops.random_crop( labeled_tensor.tensor, shape, seed=seed, name=scope) return core.LabeledTensor(crop_op, axes) # TODO(shoyer): Allow the user to select the axis over which to map. @tc.returns(core.LabeledTensor) @tc.accepts(collections.Callable, core.LabeledTensorLike, tc.Optional(string_types)) def map_fn(fn, labeled_tensor, name=None): """Map on the list of tensors unpacked from labeled_tensor. See tf.map_fn. Args: fn: The function to apply to each unpacked LabeledTensor. It should have type LabeledTensor -> LabeledTensor. labeled_tensor: The input tensor. name: Optional op name. Returns: A tensor that packs the results of applying fn to the list of tensors unpacked from labeled_tensor. """ with ops.name_scope(name, 'lt_map_fn', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) unpack_lts = unpack(labeled_tensor) # TODO(ericmc): Fix this upstream. if labeled_tensor.dtype == dtypes.string: # We must construct the full graph here, because functional_ops.map_fn # doesn't work for string-valued tensors. # Constructing the full graph may be slow. map_lts = [fn(t) for t in unpack_lts] return pack(map_lts, list(labeled_tensor.axes.values())[0], name=scope) else: # Figure out what the axis labels should be, but use tf.map_fn to # construct the graph because it's efficient. # It may be slow to construct the full graph, so we infer the labels from # the first element. # TODO(ericmc): This builds a subgraph which then gets thrown away. # Find a more elegant solution. first_map_lt = fn(unpack_lts[0]) final_axes = list(labeled_tensor.axes.values())[:1] + list( first_map_lt.axes.values()) @tc.returns(ops.Tensor) @tc.accepts(ops.Tensor) def tf_fn(tensor): original_axes = list(labeled_tensor.axes.values())[1:] tensor_lt = core.LabeledTensor(tensor, original_axes) return fn(tensor_lt).tensor map_op = functional_ops.map_fn(tf_fn, labeled_tensor.tensor) map_lt = core.LabeledTensor(map_op, final_axes) return core.identity(map_lt, name=scope) @tc.returns(core.LabeledTensor) @tc.accepts(collections.Callable, core.LabeledTensorLike, core.LabeledTensorLike, tc.Optional(string_types)) def foldl(fn, labeled_tensor, initial_value, name=None): """Left fold on the list of tensors unpacked from labeled_tensor. See tf.foldl. Args: fn: The function to apply to each unpacked LabeledTensor. It should have type (LabeledTensor, LabeledTensor) -> LabeledTensor. Its arguments are (accumulated_value, next_value). labeled_tensor: The input tensor. initial_value: The initial value of the accumulator. name: Optional op name. Returns: The accumulated value. """ with ops.name_scope(name, 'lt_foldl', [labeled_tensor, initial_value]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) initial_value = core.convert_to_labeled_tensor(initial_value) @tc.returns(ops.Tensor) @tc.accepts(ops.Tensor, ops.Tensor) def tf_fn(accumulator, next_element): accumulator_lt = core.LabeledTensor(accumulator, initial_value.axes) next_element_lt = core.LabeledTensor( next_element, list(labeled_tensor.axes.values())[1:]) return fn(accumulator_lt, next_element_lt).tensor foldl_op = functional_ops.foldl( tf_fn, labeled_tensor.tensor, initializer=initial_value.tensor) foldl_lt = core.LabeledTensor(foldl_op, initial_value.axes) return core.identity(foldl_lt, name=scope) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Optional(tc.Collection(string_types)), tc.Optional(string_types)) def squeeze(labeled_tensor, axis_names=None, name=None): """Remove size-1 dimensions. See tf.squeeze. Args: labeled_tensor: The input tensor. axis_names: The names of the dimensions to remove, or None to remove all size-1 dimensions. name: Optional op name. Returns: A tensor with the specified dimensions removed. Raises: ValueError: If the named axes are not in the tensor, or if they are not size-1. """ with ops.name_scope(name, 'lt_squeeze', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) if axis_names is None: axis_names = [a.name for a in labeled_tensor.axes.values() if len(a) == 1] for axis_name in axis_names: if axis_name not in labeled_tensor.axes: raise ValueError('axis %s is not in tensor axes %s' % (axis_name, labeled_tensor.axes)) elif len(labeled_tensor.axes[axis_name]) != 1: raise ValueError( 'cannot squeeze axis with size greater than 1: (%s, %s)' % (axis_name, labeled_tensor.axes[axis_name])) squeeze_dimensions = [] axes = [] for i, axis in enumerate(labeled_tensor.axes.values()): if axis.name in axis_names: squeeze_dimensions.append(i) else: axes.append(axis) if squeeze_dimensions: squeeze_op = array_ops.squeeze( labeled_tensor.tensor, squeeze_dimensions, name=scope) else: squeeze_op = array_ops.identity(labeled_tensor.tensor, name=scope) return core.LabeledTensor(squeeze_op, axes) # pylint: disable=invalid-name ReduceAxis = tc.Union(string_types, tc.Tuple(string_types, collections.Hashable)) ReduceAxes = tc.Optional(tc.Union(ReduceAxis, tc.Collection(ReduceAxis))) # pylint: enable=invalid-name @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, core.LabeledTensorLike, tc.Optional(string_types)) def matmul(a, b, name=None): """Matrix multiply two tensors with rank 1 or 2. If both tensors have rank 2, a matrix-matrix product is performed. If one tensor has rank 1 and the other has rank 2, then a matrix-vector product is performed. If both tensors have rank 1, then a vector dot-product is performed. (This behavior matches that of `numpy.dot`.) Both tensors must share exactly one dimension in common, which is the dimension the operation is summed along. The inputs will be automatically transposed if necessary as part of the matmul op. We intend to eventually support `matmul` on higher rank input, and also eventually support summing over any number shared dimensions (via an `axis` argument), but neither of these features has been implemented yet. Args: a: First LabeledTensor. b: Second LabeledTensor. name: Optional op name. Returns: LabeledTensor with the result of matrix multiplication. Axes are ordered by the current axis_order_scope, if set, or in or order of appearance on the inputs. Raises: NotImplementedError: If inputs have rank >2 or share multiple axes. ValueError: If the inputs have rank 0 or do not share any axes. """ with ops.name_scope(name, 'lt_matmul', [a, b]) as scope: a = core.convert_to_labeled_tensor(a) b = core.convert_to_labeled_tensor(b) if len(a.axes) > 2 or len(b.axes) > 2: # We could pass batched inputs to tf.matmul to make this work, but we # would also need to use tf.tile and/or tf.transpose. These are more # expensive than doing reshapes, so it's not clear if it's a good idea to # do this automatically. raise NotImplementedError( 'matmul currently requires inputs with rank 2 or less, but ' 'inputs have ranks %r and %r' % (len(a.axes), len(b.axes))) if not a.axes or not b.axes: raise ValueError( 'matmul currently requires inputs with at least rank 1, but ' 'inputs have ranks %r and %r' % (len(a.axes), len(b.axes))) shared_axes = set(a.axes) & set(b.axes) if len(shared_axes) > 1: raise NotImplementedError( 'matmul does not yet support summing over multiple shared axes: %r. ' 'Use transpose and reshape to create a single shared axis to sum ' 'over.' % shared_axes) if not shared_axes: raise ValueError('there must have exactly one axis in common between ' 'input to matmul: %r, %r' % (a.axes.keys(), b.axes.keys())) shared_axis, = shared_axes if a.axes[shared_axis] != b.axes[shared_axis]: raise ValueError('axis %r does not match on input arguments: %r vs %r' % (shared_axis, a.axes[shared_axis].value, b.axes[shared_axis].value)) result_axes = [] for axes in [a.axes, b.axes]: for axis in axes.values(): if axis.name != shared_axis: result_axes.append(axis) axis_scope_order = core.get_axis_order() if axis_scope_order is not None: result_axis_names = [axis.name for axis in result_axes] new_axis_names = [ name for name in axis_scope_order if name in result_axis_names ] if new_axis_names != result_axis_names: # switch a and b b, a = a, b # result_axes is a list of length 1 or 2 result_axes = result_axes[::-1] squeeze_dims = [] if len(a.axes) == 1: a_tensor = array_ops.reshape(a.tensor, (1, -1)) squeeze_dims.append(0) transpose_a = False else: a_tensor = a.tensor transpose_a = list(a.axes.keys()).index(shared_axis) == 0 if len(b.axes) == 1: b_tensor = array_ops.reshape(b.tensor, (-1, 1)) squeeze_dims.append(1) transpose_b = False else: b_tensor = b.tensor transpose_b = list(b.axes.keys()).index(shared_axis) == 1 result_op = math_ops.matmul( a_tensor, b_tensor, transpose_a=transpose_a, transpose_b=transpose_b) if squeeze_dims: result_op = array_ops.squeeze(result_op, squeeze_dims) result_op = array_ops.identity(result_op, name=scope) return core.LabeledTensor(result_op, result_axes) @tc.returns(types.FunctionType) @tc.accepts(string_types, collections.Callable) def define_reduce_op(op_name, reduce_fn): """Define a reduction op for labeled tensors. Args: op_name: string name of the TensorFlow op. reduce_fn: function to call to evaluate the op on a tf.Tensor. Returns: Function defining the given reduction op that acts on a LabeledTensor. """ default_name = 'lt_%s' % op_name @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, ReduceAxes, tc.Optional(string_types)) def op(labeled_tensor, axes=None, name=None): """Computes the given reduction across the given axes of a LabeledTensor. See `tf.{op_name}` for full details. Args: labeled_tensor: The input tensor. axes: A set of axes or None. If None, all axes will be reduced. Axes must all be strings, in which case those dimensions will be removed, or pairs of (name, None) or (name, label), in which case those dimensions will be kept. name: Optional op name. Returns: The reduced LabeledTensor. Raises: ValueError: if any of the axes to reduce over are not found on `labeled_tensor`. """ with ops.name_scope(name, default_name, [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) if axes is None: axes = labeled_tensor.axes.keys() if isinstance(axes, (string_types, tuple)): axes = [axes] reduction_axes = {} axes_to_squeeze = [] for a in axes: if isinstance(a, string_types): # We squeeze out this axis. reduction_axes[a] = a axes_to_squeeze.append(a) else: # We keep this axis, with the user-provided labels. (axis_name, label) = a if label is not None: # The input was a single label, so make it a list so it can be # turned into an Axis. label = [label] reduction_axes[axis_name] = (axis_name, label) for axis_name in reduction_axes: if axis_name not in labeled_tensor.axes: raise ValueError('Axis %s not in axes %s' % (axis_name, labeled_tensor.axes)) intermediate_axes = [] reduction_dimensions = [] for i, axis in enumerate(labeled_tensor.axes.values()): if axis.name in reduction_axes: intermediate_axes.append(reduction_axes[axis.name]) reduction_dimensions.append(i) else: intermediate_axes.append(axis) reduce_op = reduce_fn( labeled_tensor.tensor, reduction_dimensions, keep_dims=True) reduce_lt = core.LabeledTensor(reduce_op, intermediate_axes) return squeeze(reduce_lt, axes_to_squeeze, name=scope) op.__doc__ = op.__doc__.format(op_name=op_name) op.__name__ = op_name return op reduce_all = define_reduce_op('reduce_all', math_ops.reduce_all) reduce_any = define_reduce_op('reduce_any', math_ops.reduce_any) reduce_logsumexp = define_reduce_op('reduce_logsumexp', math_ops.reduce_logsumexp) reduce_max = define_reduce_op('reduce_max', math_ops.reduce_max) reduce_mean = define_reduce_op('reduce_mean', math_ops.reduce_mean) reduce_min = define_reduce_op('reduce_min', math_ops.reduce_min) reduce_prod = define_reduce_op('reduce_prod', math_ops.reduce_prod) reduce_sum = define_reduce_op('reduce_sum', math_ops.reduce_sum) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Mapping(str, tc.Union(int, ops.Tensor)), tc.Optional(string_types)) def tile(labeled_tensor, multiples, name=None): """Constructs a tensor by tiling a given tensor. Only axes without tick-labels can be tiled. (Otherwise, axis labels on tiled tensors would no longer be unique.) See lt.tile. Args: labeled_tensor: The input tensor. multiples: A mapping where the keys are axis names and the values are the integer number of times to tile along that axis. Only axes with a multiple different than 1 need be included. name: Optional op name. Returns: A tensor with the indicated axes tiled. Raises: ValueError: If the tiled axes are not axes in the input tensor, or if any axes in multiples have tick labels. """ with ops.name_scope(name, 'lt_tile', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) if not set(multiples.keys()) <= set(labeled_tensor.axes.keys()): raise ValueError('tile axes %r are not contained in the set of axis ' 'names %r on the input labeled tensor' % (multiples.keys(), labeled_tensor.axes)) labeled_axes = [ name for name in multiples if labeled_tensor.axes[name].labels is not None ] if labeled_axes: raise ValueError('cannot tile axes with tick labels: %r' % labeled_axes) multiples_list = [multiples.get(name, 1) for name in labeled_tensor.axes] tile_op = array_ops.tile(labeled_tensor.tensor, multiples_list, name=scope) new_axes = [ axis.name if axis.labels is None else axis for axis in labeled_tensor.axes.values() ] return core.LabeledTensor(tile_op, new_axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Mapping(str, tc.Tuple(core.AxisValue, core.AxisValue)), string_types, tc.Optional(string_types)) def pad(labeled_tensor, paddings, mode='CONSTANT', name=None): """Pads a tensor. See tf.pad. Args: labeled_tensor: The input tensor. paddings: A mapping where the keys are axis names and the values are tuples where the first element is the padding to insert at the beginning of the axis and the second is the padding to insert at the end of the axis. mode: One of "CONSTANT", "REFLECT", or "SYMMETRIC". name: Optional op name. Returns: A tensor with the indicated axes padded, optionally with those axes extended with the provided labels. Raises: ValueError: If the padded axes are not axes in the input tensor. """ with ops.name_scope(name, 'lt_pad', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) if not set(paddings.keys()) <= set(labeled_tensor.axes.keys()): raise ValueError('pad axes %r are not contained in the set of axis ' 'names %r on the input labeled tensor' % (paddings.keys(), labeled_tensor.axes)) new_axes = [] padding_pairs = [] for name, axis in labeled_tensor.axes.items(): if name in paddings: padding_before, padding_after = paddings[name] axis_before = core.Axis(name, padding_before) axis_after = core.Axis(name, padding_after) new_axes.append(core.concat_axes([axis_before, axis, axis_after])) padding_pairs.append((len(axis_before), len(axis_after))) else: new_axes.append(axis) padding_pairs.append((0, 0)) pad_op = array_ops.pad(labeled_tensor.tensor, padding_pairs, mode, name=scope) return core.LabeledTensor(pad_op, new_axes) @tc.returns(core.LabeledTensor) @tc.accepts( tc.Union(np.ndarray, list, tuple, core.Scalar), tc.Optional(dtypes.DType), tc.Optional( tc.Union(core.Axes, tc.Collection( tc.Union(string_types, core.AxisLike)))), tc.Optional(string_types)) def constant(value, dtype=None, axes=None, name=None): """Creates a constant tensor. If `axes` includes any strings, shape is inferred from `value`. Otherwise, the sizes of the given `axes` are used to set `shape` for `tf.constant`. See tf.constant for more details. Args: value: The input tensor. dtype: The type of the returned tensor. axes: Optional Axes, list of strings or list of objects coercible to Axis objects. By default, axes are assumed to be an empty list (i.e., `value` is treated as a scalar). name: Optional op name. Returns: The tensor with elements set to zero. """ with ops.name_scope(name, 'lt_constant', [value]) as scope: if axes is None: axes = [] if isinstance(axes, core.Axes): axes = axes.values() if any(isinstance(ax, string_types) for ax in axes): # need to infer shape shape = None else: # axes already indicate shape axes = [core.as_axis(a) for a in axes] shape = [a.size for a in axes] op = array_ops.constant(value, dtype=dtype, shape=shape, name=scope) return core.LabeledTensor(op, axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Optional(dtypes.DType), tc.Optional(string_types)) def zeros_like(labeled_tensor, dtype=None, name=None): """Creates an identical tensor with all elements set to zero. Args: labeled_tensor: The input tensor. dtype: The type of the returned tensor. name: Optional op name. Returns: The tensor with elements set to zero. """ with ops.name_scope(name, 'lt_zeros_like', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) op = array_ops.zeros_like(labeled_tensor.tensor, dtype=dtype, name=scope) return core.LabeledTensor(op, labeled_tensor.axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Optional(dtypes.DType), tc.Optional(string_types)) def ones_like(labeled_tensor, dtype=None, name=None): """Creates an identical tensor with all elements set to one. Args: labeled_tensor: The input tensor. dtype: The type of the returned tensor. name: Optional op name. Returns: The tensor with elements set to one. """ with ops.name_scope(name, 'lt_ones_like', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) op = array_ops.ones_like(labeled_tensor.tensor, dtype=dtype, name=scope) return core.LabeledTensor(op, labeled_tensor.axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, tc.Optional(dtypes.DType), tc.Optional(string_types)) def cast(labeled_tensor, dtype=None, name=None): """Casts a labeled tensor to a new type. Args: labeled_tensor: The input tensor. dtype: The type of the returned tensor. name: Optional op name. Returns: A labeled tensor with the new dtype. """ with ops.name_scope(name, 'lt_cast', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) op = math_ops.cast(labeled_tensor.tensor, dtype=dtype, name=scope) return core.LabeledTensor(op, labeled_tensor.axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, string_types, tc.Optional(string_types)) def verify_tensor_all_finite(labeled_tensor, message, name=None): """Asserts a tensor doesn't contain NaNs or Infs. See tf.verify_tensor_all_finite. Args: labeled_tensor: The input tensor. message: Message to log on failure. name: Optional op name. Returns: The input tensor. """ with ops.name_scope(name, 'lt_verify_tensor_all_finite', [labeled_tensor]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) op = numerics.verify_tensor_all_finite( labeled_tensor.tensor, msg=message, name=scope) return core.LabeledTensor(op, labeled_tensor.axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, core.LabeledTensorLike, tc.Optional(string_types)) def boolean_mask(labeled_tensor, mask, name=None): """Apply a boolean mask to a labeled tensor. Unlike `tf.boolean_mask`, this currently only works on 1-dimensional masks. The mask is applied to the first axis of `labeled_tensor`. Labels on the first axis are removed, because True indices in `mask` may not be known dynamically. Args: labeled_tensor: The input tensor. mask: The type of the returned tensor. name: Optional op name. Returns: The masked labeled tensor. Raises: ValueError: if the first axis of the mask """ with ops.name_scope(name, 'lt_boolean_mask', [labeled_tensor, mask]) as scope: labeled_tensor = core.convert_to_labeled_tensor(labeled_tensor) mask = core.convert_to_labeled_tensor(mask) if len(mask.axes) > 1: raise NotImplementedError( "LabeledTensor's boolean_mask currently only supports 1D masks") mask_axis = list(mask.axes.values())[0] lt_axis = list(labeled_tensor.axes.values())[0] if mask_axis != lt_axis: raise ValueError('the first axis of the labeled tensor and the mask ' 'are not equal:\n%r\n%r' % (lt_axis, mask_axis)) op = array_ops.boolean_mask(labeled_tensor.tensor, mask.tensor, name=scope) # TODO(shoyer): attempt to infer labels for the masked values, by calling # tf.contrib.util.constant_value on the mask? axes = [lt_axis.name] + list(labeled_tensor.axes.values())[1:] return core.LabeledTensor(op, axes) @tc.returns(core.LabeledTensor) @tc.accepts(core.LabeledTensorLike, core.LabeledTensorLike, core.LabeledTensorLike, tc.Optional(string_types)) def where(condition, x, y, name=None): """Return elements from x or y depending on condition. See `tf.where` for more details. This function currently only implements the three argument version of where. Args: condition: LabeledTensor of type `bool`. x: LabeledTensor for values where condition is true. y: LabeledTensor for values where condition is false. name: Optional op name. Returns: The labeled tensor with values according to condition. Raises: ValueError: if `x` and `y` have different axes, or if the axes of `x` do not start with the axes of `condition`. """ with ops.name_scope(name, 'lt_where', [condition, x, y]) as scope: condition = core.convert_to_labeled_tensor(condition) x = core.convert_to_labeled_tensor(x) y = core.convert_to_labeled_tensor(y) if not condition.axes == x.axes == y.axes: raise ValueError('all inputs to `where` must have equal axes') op = array_ops.where(condition.tensor, x.tensor, y.tensor, name=scope) return core.LabeledTensor(op, x.axes)
apache-2.0
DougBurke/astropy
astropy/visualization/hist.py
2
1834
# Licensed under a 3-clause BSD style license - see LICENSE.rst import numpy as np from inspect import signature from ..stats import histogram __all__ = ['hist'] def hist(x, bins=10, ax=None, **kwargs): """Enhanced histogram function This is a histogram function that enables the use of more sophisticated algorithms for determining bins. Aside from the ``bins`` argument allowing a string specified how bins are computed, the parameters are the same as pylab.hist(). This function was ported from astroML: http://astroML.org/ Parameters ---------- x : array_like array of data to be histogrammed bins : int or list or str (optional) If bins is a string, then it must be one of: - 'blocks' : use bayesian blocks for dynamic bin widths - 'knuth' : use Knuth's rule to determine bins - 'scott' : use Scott's rule to determine bins - 'freedman' : use the Freedman-diaconis rule to determine bins ax : Axes instance (optional) specify the Axes on which to draw the histogram. If not specified, then the current active axes will be used. **kwargs : other keyword arguments are described in ``plt.hist()``. Notes ----- Return values are the same as for ``plt.hist()`` See Also -------- astropy.stats.histogram """ # arguments of np.histogram should be passed to astropy.stats.histogram arglist = list(signature(np.histogram).parameters.keys())[1:] np_hist_kwds = dict((key, kwargs[key]) for key in arglist if key in kwargs) hist, bins = histogram(x, bins, **np_hist_kwds) if ax is None: # optional dependency; only import if strictly needed. import matplotlib.pyplot as plt ax = plt.gca() return ax.hist(x, bins, **kwargs)
bsd-3-clause
ryfeus/lambda-packs
LightGBM_sklearn_scipy_numpy/source/sklearn/linear_model/tests/test_passive_aggressive.py
31
9812
from sklearn.utils.testing import assert_true import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_array_almost_equal, assert_array_equal from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_raises from sklearn.base import ClassifierMixin from sklearn.utils import check_random_state from sklearn.datasets import load_iris from sklearn.linear_model import PassiveAggressiveClassifier from sklearn.linear_model import PassiveAggressiveRegressor iris = load_iris() random_state = check_random_state(12) indices = np.arange(iris.data.shape[0]) random_state.shuffle(indices) X = iris.data[indices] y = iris.target[indices] X_csr = sp.csr_matrix(X) class MyPassiveAggressive(ClassifierMixin): def __init__(self, C=1.0, epsilon=0.01, loss="hinge", fit_intercept=True, n_iter=1, random_state=None): self.C = C self.epsilon = epsilon self.loss = loss self.fit_intercept = fit_intercept self.n_iter = n_iter def fit(self, X, y): n_samples, n_features = X.shape self.w = np.zeros(n_features, dtype=np.float64) self.b = 0.0 for t in range(self.n_iter): for i in range(n_samples): p = self.project(X[i]) if self.loss in ("hinge", "squared_hinge"): loss = max(1 - y[i] * p, 0) else: loss = max(np.abs(p - y[i]) - self.epsilon, 0) sqnorm = np.dot(X[i], X[i]) if self.loss in ("hinge", "epsilon_insensitive"): step = min(self.C, loss / sqnorm) elif self.loss in ("squared_hinge", "squared_epsilon_insensitive"): step = loss / (sqnorm + 1.0 / (2 * self.C)) if self.loss in ("hinge", "squared_hinge"): step *= y[i] else: step *= np.sign(y[i] - p) self.w += step * X[i] if self.fit_intercept: self.b += step def project(self, X): return np.dot(X, self.w) + self.b def test_classifier_accuracy(): for data in (X, X_csr): for fit_intercept in (True, False): for average in (False, True): clf = PassiveAggressiveClassifier( C=1.0, max_iter=30, fit_intercept=fit_intercept, random_state=0, average=average, tol=None) clf.fit(data, y) score = clf.score(data, y) assert_greater(score, 0.79) if average: assert_true(hasattr(clf, 'average_coef_')) assert_true(hasattr(clf, 'average_intercept_')) assert_true(hasattr(clf, 'standard_intercept_')) assert_true(hasattr(clf, 'standard_coef_')) def test_classifier_partial_fit(): classes = np.unique(y) for data in (X, X_csr): for average in (False, True): clf = PassiveAggressiveClassifier( C=1.0, fit_intercept=True, random_state=0, average=average, max_iter=5) for t in range(30): clf.partial_fit(data, y, classes) score = clf.score(data, y) assert_greater(score, 0.79) if average: assert_true(hasattr(clf, 'average_coef_')) assert_true(hasattr(clf, 'average_intercept_')) assert_true(hasattr(clf, 'standard_intercept_')) assert_true(hasattr(clf, 'standard_coef_')) def test_classifier_refit(): # Classifier can be retrained on different labels and features. clf = PassiveAggressiveClassifier(max_iter=5).fit(X, y) assert_array_equal(clf.classes_, np.unique(y)) clf.fit(X[:, :-1], iris.target_names[y]) assert_array_equal(clf.classes_, iris.target_names) def test_classifier_correctness(): y_bin = y.copy() y_bin[y != 1] = -1 for loss in ("hinge", "squared_hinge"): clf1 = MyPassiveAggressive( C=1.0, loss=loss, fit_intercept=True, n_iter=2) clf1.fit(X, y_bin) for data in (X, X_csr): clf2 = PassiveAggressiveClassifier( C=1.0, loss=loss, fit_intercept=True, max_iter=2, shuffle=False, tol=None) clf2.fit(data, y_bin) assert_array_almost_equal(clf1.w, clf2.coef_.ravel(), decimal=2) def test_classifier_undefined_methods(): clf = PassiveAggressiveClassifier(max_iter=100) for meth in ("predict_proba", "predict_log_proba", "transform"): assert_raises(AttributeError, lambda x: getattr(clf, x), meth) def test_class_weights(): # Test class weights. X2 = np.array([[-1.0, -1.0], [-1.0, 0], [-.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y2 = [1, 1, 1, -1, -1] clf = PassiveAggressiveClassifier(C=0.1, max_iter=100, class_weight=None, random_state=100) clf.fit(X2, y2) assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([1])) # we give a small weights to class 1 clf = PassiveAggressiveClassifier(C=0.1, max_iter=100, class_weight={1: 0.001}, random_state=100) clf.fit(X2, y2) # now the hyperplane should rotate clock-wise and # the prediction on this point should shift assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([-1])) def test_partial_fit_weight_class_balanced(): # partial_fit with class_weight='balanced' not supported clf = PassiveAggressiveClassifier(class_weight="balanced", max_iter=100) assert_raises(ValueError, clf.partial_fit, X, y, classes=np.unique(y)) def test_equal_class_weight(): X2 = [[1, 0], [1, 0], [0, 1], [0, 1]] y2 = [0, 0, 1, 1] clf = PassiveAggressiveClassifier( C=0.1, max_iter=1000, tol=None, class_weight=None) clf.fit(X2, y2) # Already balanced, so "balanced" weights should have no effect clf_balanced = PassiveAggressiveClassifier( C=0.1, max_iter=1000, tol=None, class_weight="balanced") clf_balanced.fit(X2, y2) clf_weighted = PassiveAggressiveClassifier( C=0.1, max_iter=1000, tol=None, class_weight={0: 0.5, 1: 0.5}) clf_weighted.fit(X2, y2) # should be similar up to some epsilon due to learning rate schedule assert_almost_equal(clf.coef_, clf_weighted.coef_, decimal=2) assert_almost_equal(clf.coef_, clf_balanced.coef_, decimal=2) def test_wrong_class_weight_label(): # ValueError due to wrong class_weight label. X2 = np.array([[-1.0, -1.0], [-1.0, 0], [-.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y2 = [1, 1, 1, -1, -1] clf = PassiveAggressiveClassifier(class_weight={0: 0.5}, max_iter=100) assert_raises(ValueError, clf.fit, X2, y2) def test_wrong_class_weight_format(): # ValueError due to wrong class_weight argument type. X2 = np.array([[-1.0, -1.0], [-1.0, 0], [-.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y2 = [1, 1, 1, -1, -1] clf = PassiveAggressiveClassifier(class_weight=[0.5], max_iter=100) assert_raises(ValueError, clf.fit, X2, y2) clf = PassiveAggressiveClassifier(class_weight="the larch", max_iter=100) assert_raises(ValueError, clf.fit, X2, y2) def test_regressor_mse(): y_bin = y.copy() y_bin[y != 1] = -1 for data in (X, X_csr): for fit_intercept in (True, False): for average in (False, True): reg = PassiveAggressiveRegressor( C=1.0, fit_intercept=fit_intercept, random_state=0, average=average, max_iter=5) reg.fit(data, y_bin) pred = reg.predict(data) assert_less(np.mean((pred - y_bin) ** 2), 1.7) if average: assert_true(hasattr(reg, 'average_coef_')) assert_true(hasattr(reg, 'average_intercept_')) assert_true(hasattr(reg, 'standard_intercept_')) assert_true(hasattr(reg, 'standard_coef_')) def test_regressor_partial_fit(): y_bin = y.copy() y_bin[y != 1] = -1 for data in (X, X_csr): for average in (False, True): reg = PassiveAggressiveRegressor( C=1.0, fit_intercept=True, random_state=0, average=average, max_iter=100) for t in range(50): reg.partial_fit(data, y_bin) pred = reg.predict(data) assert_less(np.mean((pred - y_bin) ** 2), 1.7) if average: assert_true(hasattr(reg, 'average_coef_')) assert_true(hasattr(reg, 'average_intercept_')) assert_true(hasattr(reg, 'standard_intercept_')) assert_true(hasattr(reg, 'standard_coef_')) def test_regressor_correctness(): y_bin = y.copy() y_bin[y != 1] = -1 for loss in ("epsilon_insensitive", "squared_epsilon_insensitive"): reg1 = MyPassiveAggressive( C=1.0, loss=loss, fit_intercept=True, n_iter=2) reg1.fit(X, y_bin) for data in (X, X_csr): reg2 = PassiveAggressiveRegressor( C=1.0, tol=None, loss=loss, fit_intercept=True, max_iter=2, shuffle=False) reg2.fit(data, y_bin) assert_array_almost_equal(reg1.w, reg2.coef_.ravel(), decimal=2) def test_regressor_undefined_methods(): reg = PassiveAggressiveRegressor(max_iter=100) for meth in ("transform",): assert_raises(AttributeError, lambda x: getattr(reg, x), meth)
mit
laranea/trading-with-python
cookbook/workingWithDatesAndTime.py
77
1551
# -*- coding: utf-8 -*- """ Created on Sun Oct 16 17:45:02 2011 @author: jev """ import time import datetime as dt from pandas import * from pandas.core import datetools # basic functions print 'Epoch start: %s' % time.asctime(time.gmtime(0)) print 'Seconds from epoch: %.2f' % time.time() today = dt.date.today() print type(today) print 'Today is %s' % today.strftime('%Y.%m.%d') # parse datetime d = dt.datetime.strptime('20120803 21:59:59',"%Y%m%d %H:%M:%S") # time deltas someDate = dt.date(2011,8,1) delta = today - someDate print 'Delta :', delta # calculate difference in dates delta = dt.timedelta(days=20) print 'Today-delta=', today-delta t = dt.datetime(*time.strptime('3/30/2004',"%m/%d/%Y")[0:5]) # the '*' operator unpacks the tuple, producing the argument list. print t # print every 3d wednesday of the month for month in xrange(1,13): t = dt.date(2013,month,1)+datetools.relativedelta(months=1) offset = datetools.Week(weekday=4) if t.weekday()<>4: t_new = t+3*offset else: t_new = t+2*offset t_new = t_new-datetools.relativedelta(days=30) print t_new.strftime("%B, %d %Y (%A)") #rng = DateRange(t, t+datetools.YearEnd()) #print rng # create a range of times start = dt.datetime(2012,8,1)+datetools.relativedelta(hours=9,minutes=30) end = dt.datetime(2012,8,1)+datetools.relativedelta(hours=22) rng = date_range(start,end,freq='30min') for r in rng: print r.strftime("%Y%m%d %H:%M:%S")
bsd-3-clause
hstau/manifold-cryo
manifold/gui/gui.py
1
14009
''' Graphical user interface for manifold technique .. Created 2015 .. codeauthor:: Hstau Y Liao <hstau.y.liao@gmail.com> First input window: Project name (Proj_name) Stack file (Stack_file), Snapshots info (snapshot_info_file), Resolution (in Angstroms), Bin size (in multiples of Shannon angle), Number of comput nodes, supply or compute the average vol First output window: Snapshot angles on the unit sphere (3D display), Visible snapshot angles (2D display), Button to see average vol Average vol (Chimera display) Second input window: reaction coordinates for point cloud, Button to compute topos and chronos Second output window: Point cloud (2D or 3D display), Topos and chronos (display), Button to trigger 2D movie Third window: Chosen reaction coordinates, Energy landscape (display) Trajectory selection ''' import Tkinter import random import math import chimera from PIL import Image, ImageTk import matplotlib, sys import eulerangles as eu import utilities as ut import geometry as geo matplotlib.use('TkAgg') import numpy as np import numpy.matlib as npm from numpy import arange, sin, pi from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg, NavigationToolbar2TkAgg from matplotlib.figure import Figure from mpl_toolkits.mplot3d import axes3d,Axes3D import matplotlib.pyplot as plt class first_input_window(Tkinter.Tk): def __init__(self,parent): Tkinter.Tk.__init__(self,parent) self.parent = parent self.initialize() def initialize(self): self.grid() # Enter the project name self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entr(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=1,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) #self.labelVariable = Tkinter.StringVar() label = Tkinter.Label(self,text="Project Name", anchor="w") #label = Tkinter.Label(self,textvariable=self.labelVariable, # anchor="w") #self.labelVariable.set(u"Project Name") label.grid(column=0,row=0,columnspan=2,sticky='EW') # buttons not needed #button = Tkinter.Button(self,text=u"Browse", # command=self.OnButtonClick) #button.grid(column=1,row=1) button = Tkinter.Button(self,text=u"Help", command=self.OnButtonClick) button.grid(column=2,row=1) # Enter the snapshot stack name self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entry(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=3,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) label = Tkinter.Label(self,text="Stack Name",anchor="w") label.grid(column=0,row=2,columnspan=2,sticky='EW') button = Tkinter.Button(self,text=u"Browse", command=self.OnButtonClick) button.grid(column=1,row=3) button = Tkinter.Button(self,text=u"Help", command=self.OnButtonClick) button.grid(column=2,row=3) # Enter the snapshots info file self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entry(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=5,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) label = Tkinter.Label(self,text="Stack Info", anchor="w") label.grid(column=0,row=4,columnspan=2,sticky='EW') button = Tkinter.Button(self,text=u"Browse", command=self.OnButtonClick) button.grid(column=1,row=5) button = Tkinter.Button(self,text=u"Help", command=self.OnButtonClick) button.grid(column=2,row=5) # Resolution self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entry(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=7,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) label = Tkinter.Label(self,text="Estimated Resolution in Angstroms", anchor="w") label.grid(column=0,row=6,columnspan=2,sticky='EW') button = Tkinter.Button(self,text=u"Help", command=self.OnButtonClick) button.grid(column=2,row=7) # Number of nodes self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entry(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=15,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) label = Tkinter.Label(self,text="Number of Nodes", anchor="w") label.grid(column=0,row=14,columnspan=2,sticky='EW') button = Tkinter.Button(self,text=u"Help", command=self.OnButtonClick) button.grid(column=2,row=15) self.grid_columnconfigure(0,weight=1) self.resizable(True,False) def OnButtonClick(self): #self.labelVariable.set( self.entryVariable.get()+" (You clicked the button)" ) #self.labelVariable.set("You clicked the button !") print "You clicked the button !" def OnPressEnter(self,event): #self.labelVariable.set( self.entryVariable.get()+" (You pressed ENTER)" ) #self.labelVariable.set("You pressed enter !") print "You pressed enter !" class CustomToolbar(NavigationToolbar2TkAgg): def __init__(self,canvas_,parent_): self.toolitems = ( ('Home', 'home', 'home', 'home'), ('Back', 'back', 'back', 'back'), ('Forward', 'forward', 'forward', 'forward'), (None, None, None, None), ('Pan', 'pan', 'move', 'pan'), ('Zoom', 'zoom', 'zoom_to_rect', 'zoom'), (None, None, None, None), ('Save', 'save', 'filesave', 'save_figure'), ) NavigationToolbar2TkAgg.__init__(self,canvas_,parent_) def set_message(self, msg): pass class first_output_window(Tkinter.Tk): def __init__(self,parent): Tkinter.Tk.__init__(self,parent) self.parent = parent self.protocol("WM_DELETE_WINDOW", self.dest) self.main() def main(self): # prepare figure, frame, canvas self.fig = plt.figure(figsize=(4,4)) self.frame = Tkinter.Frame(self) self.frame.grid(padx=10,pady=10) self.canvas = FigureCanvasTkAgg(self.fig, master=self.frame) self.canvas.get_tk_widget().grid(column=0,row=0) # define 3D interactive plot self.ax = Axes3D(self.fig) # display 3D model on chimera's main window opened = chimera.openModels.open('class2_run10k_ct24_it031_class001.mrc') tt=chimera.runCommand('volume #0 level 0.02 color pink') # button widget to show the chosen angle self.btn = Tkinter.Button(self,text=u'Chosen angle',command=self.disp2D) self.btn.grid(column=0,row=2,sticky='EW') cid = self.fig.canvas.mpl_connect('button_press_event', self.onclick) # button widget for computing chronos and topos self.btn = Tkinter.Button(self,text=u'Calculate Topos and Chronos now',command=self.disp2D) self.btn.grid(column=0,row=3,sticky='EW') cid = self.fig.canvas.mpl_connect('button_press_event', self.onclick) # generate some fake data points ss = 100 tt = 50 phi = np.ones((ss,1)) theta = np.ones((ss,1)) for i in range(phi.shape[0]): phi[i] = random.uniform(0,2*np.pi) theta[i] = random.uniform(0,np.pi) phi1 = np.array([[0],[np.pi/2],[np.pi/20]]) theta1 = np.array([[0],[np.pi/2],[np.pi/20]]) phi1 = npm.repmat(phi1,tt,1) theta1 = npm.repmat(theta1,tt,1) self.p = geo.euler_to_vect(theta, phi) self.p1 = geo.euler_to_vect(theta1, phi1) self.points=[] # display data points on the unit sphere self.ax.view_init(elev=0, azim=90) t = self.ax.scatter(self.p[:,0], self.p[:,1], self.p[:,2], marker='o', s=10, c="goldenrod", alpha=0.6) t = self.ax.scatter(self.p1[:,0],self.p1[:,1],self.p1[:,2], marker='+', s=10, c="red", alpha=0.6) # display data points that are in the front view self.disp2D() # self.canvas2 = Tkinter.Canvas(self.frame,bg="white", width=4,height=4) self.canvas2.configure(cursor="crosshair") self.canvas2.grid(column=0,row=1) self.canvas2.bind('<Button-1>', self.point) # gui grid adjustments #self.grid_columnconfigure(0,weight=0) #self.resizable(False,False) # method to update the display of points in the front view def disp2D(self): # print 1 self.fig1 = Figure(figsize=(4,4)) self.ax1 = self.fig1.add_subplot(111) pt = geo.proj_sphere(self.ax.elev,self.ax.azim,self.p) pt1 = geo.proj_sphere(self.ax.elev,self.ax.azim,self.p1) #print self.ax.azim, self.ax.elev # aa = pt[:,0] #print aa.ndim #print aa.shape self.ax1.scatter(pt[:,0],pt[:,1],marker = 'o',c="goldenrod") self.ax1.scatter(pt1[:,0],pt1[:,1],marker = '+',c="red") self.canvas1 = FigureCanvasTkAgg(self.fig1, master=self.frame) self.canvas1.get_tk_widget().grid(column=0,row=1) #self.canvas2 = Tkinter.Canvas(self.frame,width=4,height=4) #self.canvas2.configure(cursor="crosshair") #self.canvas2.grid(column=0,row=1) #self.canvas2.bind("<Button-1>", self.point) cid1 = self.canvas1.mpl_connect('button_press_event', self.onclick1) chimera.runCommand('turn x %f'%self.ax.azim) print 'elev = %f, azim=%f,'%(self.ax.elev,self.ax.azim) return def dest(self): self.destroy() sys.exit() def scroll(self): self.canvas2=Tkinter.Canvas(self.frame) self.frame1=Tkinter.Frame(self.canvas2) self.vbar=Tkinter.Scrollbar(self.frame,orient="vertical",command=self.canvas2.yview) self.canvas2.configure(yscrollcommand=self.vbar.set) self.vbar.pack(side="right",fill="y") self.canvas2.pack(side='left') self.canvas2.create_window((0,0),window=self.frame1,anchor='nw') def point(self, event): self.canvas1.create_oval(event.x, event.y, event.x+1, event.y+1, fill="black") self.points.append(event.x) self.points.append(event.y) print event.x return self.points # method that reports the coordinates of the clicked point def onclick(self,event): print 'button=%d, x=%d, y=%d, xdata=%f, ydata=%f,'%( event.button, event.x, event.y, event.xdata, event.ydata) def onclick1(self,event): print 'x=%d, y=%d, xdata=%f, ydata=%f,'%( event.x, event.y, event.xdata, event.ydata) class second_input_window(Tkinter.Tk): def __init__(self,parent): Tkinter.Tk.__init__(self,parent) self.parent = parent self.initialize() def initialize(self): self.grid() # ====== Reaction coordinates ==================== self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entry(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=9,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) self.labelVariable = Tkinter.StringVar() label = Tkinter.Label(self,textvariable=self.labelVariable, anchor="w") label.grid(column=0,row=8,columnspan=2,sticky='EW') self.labelVariable.set(u"Reaction Coordinates") button = Tkinter.Button(self,text=u"?", command=self.OnButtonClick) button.grid(column=2,row=9) class third_input_window(Tkinter.Tk): def __init__(self,parent): Tkinter.Tk.__init__(self,parent) self.parent = parent self.initialize() def initialize(self): self.grid() # ====== Trajectory ==================== self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entry(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=11,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) self.labelVariable = Tkinter.StringVar() label = Tkinter.Label(self,textvariable=self.labelVariable, anchor="w") label.grid(column=0,row=10,columnspan=2,sticky='EW') self.labelVariable.set(u"Trajectory") button = Tkinter.Button(self,text=u"Browse", command=self.OnButtonClick) button.grid(column=1,row=11) button = Tkinter.Button(self,text=u"?", command=self.OnButtonClick) button.grid(column=2,row=11) # ====== Number of movie frames ==================== self.entryVariable = Tkinter.StringVar() self.entry = Tkinter.Entry(self,textvariable=self.entryVariable) self.entry.grid(column=0,row=13,sticky='EW') self.entry.bind("<Return>", self.OnPressEnter) self.labelVariable = Tkinter.StringVar() label = Tkinter.Label(self,textvariable=self.labelVariable, anchor="w") label.grid(column=0,row=12,columnspan=2,sticky='EW') self.labelVariable.set(u"Number of movie frames") button = Tkinter.Button(self,text=u"?", command=self.OnButtonClick) button.grid(column=2,row=13) if __name__ == "__main__": app = first_output_window(None) app.title('MANIFOLD') #app.resizable(width=False, height=False) app.mainloop()
gpl-2.0
rajat1994/scikit-learn
examples/classification/plot_digits_classification.py
289
2397
""" ================================ Recognizing hand-written digits ================================ An example showing how the scikit-learn can be used to recognize images of hand-written digits. This example is commented in the :ref:`tutorial section of the user manual <introduction>`. """ print(__doc__) # Author: Gael Varoquaux <gael dot varoquaux at normalesup dot org> # License: BSD 3 clause # Standard scientific Python imports import matplotlib.pyplot as plt # Import datasets, classifiers and performance metrics from sklearn import datasets, svm, metrics # The digits dataset digits = datasets.load_digits() # The data that we are interested in is made of 8x8 images of digits, let's # have a look at the first 3 images, stored in the `images` attribute of the # dataset. If we were working from image files, we could load them using # pylab.imread. Note that each image must have the same size. For these # images, we know which digit they represent: it is given in the 'target' of # the dataset. images_and_labels = list(zip(digits.images, digits.target)) for index, (image, label) in enumerate(images_and_labels[:4]): plt.subplot(2, 4, index + 1) plt.axis('off') plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest') plt.title('Training: %i' % label) # To apply a classifier on this data, we need to flatten the image, to # turn the data in a (samples, feature) matrix: n_samples = len(digits.images) data = digits.images.reshape((n_samples, -1)) # Create a classifier: a support vector classifier classifier = svm.SVC(gamma=0.001) # We learn the digits on the first half of the digits classifier.fit(data[:n_samples / 2], digits.target[:n_samples / 2]) # Now predict the value of the digit on the second half: expected = digits.target[n_samples / 2:] predicted = classifier.predict(data[n_samples / 2:]) print("Classification report for classifier %s:\n%s\n" % (classifier, metrics.classification_report(expected, predicted))) print("Confusion matrix:\n%s" % metrics.confusion_matrix(expected, predicted)) images_and_predictions = list(zip(digits.images[n_samples / 2:], predicted)) for index, (image, prediction) in enumerate(images_and_predictions[:4]): plt.subplot(2, 4, index + 5) plt.axis('off') plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest') plt.title('Prediction: %i' % prediction) plt.show()
bsd-3-clause
keflavich/scikit-image
doc/examples/plot_shapes.py
22
1913
""" ====== Shapes ====== This example shows how to draw several different shapes: - line - Bezier curve - polygon - circle - ellipse Anti-aliased drawing for: - line - circle """ import math import numpy as np import matplotlib.pyplot as plt from skimage.draw import (line, polygon, circle, circle_perimeter, ellipse, ellipse_perimeter, bezier_curve) fig, (ax1, ax2) = plt.subplots(ncols=2, nrows=1, figsize=(10, 6)) img = np.zeros((500, 500, 3), dtype=np.double) # draw line rr, cc = line(120, 123, 20, 400) img[rr, cc, 0] = 255 # fill polygon poly = np.array(( (300, 300), (480, 320), (380, 430), (220, 590), (300, 300), )) rr, cc = polygon(poly[:, 0], poly[:, 1], img.shape) img[rr, cc, 1] = 1 # fill circle rr, cc = circle(200, 200, 100, img.shape) img[rr, cc, :] = (1, 1, 0) # fill ellipse rr, cc = ellipse(300, 300, 100, 200, img.shape) img[rr, cc, 2] = 1 # circle rr, cc = circle_perimeter(120, 400, 15) img[rr, cc, :] = (1, 0, 0) # Bezier curve rr, cc = bezier_curve(70, 100, 10, 10, 150, 100, 1) img[rr, cc, :] = (1, 0, 0) # ellipses rr, cc = ellipse_perimeter(120, 400, 60, 20, orientation=math.pi / 4.) img[rr, cc, :] = (1, 0, 1) rr, cc = ellipse_perimeter(120, 400, 60, 20, orientation=-math.pi / 4.) img[rr, cc, :] = (0, 0, 1) rr, cc = ellipse_perimeter(120, 400, 60, 20, orientation=math.pi / 2.) img[rr, cc, :] = (1, 1, 1) ax1.imshow(img) ax1.set_title('No anti-aliasing') ax1.axis('off') from skimage.draw import line_aa, circle_perimeter_aa img = np.zeros((100, 100), dtype=np.double) # anti-aliased line rr, cc, val = line_aa(12, 12, 20, 50) img[rr, cc] = val # anti-aliased circle rr, cc, val = circle_perimeter_aa(60, 40, 30) img[rr, cc] = val ax2.imshow(img, cmap=plt.cm.gray, interpolation='nearest') ax2.set_title('Anti-aliasing') ax2.axis('off') plt.show()
bsd-3-clause
adamgreenhall/scikit-learn
sklearn/ensemble/partial_dependence.py
251
15097
"""Partial dependence plots for tree ensembles. """ # Authors: Peter Prettenhofer # License: BSD 3 clause from itertools import count import numbers import numpy as np from scipy.stats.mstats import mquantiles from ..utils.extmath import cartesian from ..externals.joblib import Parallel, delayed from ..externals import six from ..externals.six.moves import map, range, zip from ..utils import check_array from ..tree._tree import DTYPE from ._gradient_boosting import _partial_dependence_tree from .gradient_boosting import BaseGradientBoosting def _grid_from_X(X, percentiles=(0.05, 0.95), grid_resolution=100): """Generate a grid of points based on the ``percentiles of ``X``. The grid is generated by placing ``grid_resolution`` equally spaced points between the ``percentiles`` of each column of ``X``. Parameters ---------- X : ndarray The data percentiles : tuple of floats The percentiles which are used to construct the extreme values of the grid axes. grid_resolution : int The number of equally spaced points that are placed on the grid. Returns ------- grid : ndarray All data points on the grid; ``grid.shape[1] == X.shape[1]`` and ``grid.shape[0] == grid_resolution * X.shape[1]``. axes : seq of ndarray The axes with which the grid has been created. """ if len(percentiles) != 2: raise ValueError('percentile must be tuple of len 2') if not all(0. <= x <= 1. for x in percentiles): raise ValueError('percentile values must be in [0, 1]') axes = [] for col in range(X.shape[1]): uniques = np.unique(X[:, col]) if uniques.shape[0] < grid_resolution: # feature has low resolution use unique vals axis = uniques else: emp_percentiles = mquantiles(X, prob=percentiles, axis=0) # create axis based on percentiles and grid resolution axis = np.linspace(emp_percentiles[0, col], emp_percentiles[1, col], num=grid_resolution, endpoint=True) axes.append(axis) return cartesian(axes), axes def partial_dependence(gbrt, target_variables, grid=None, X=None, percentiles=(0.05, 0.95), grid_resolution=100): """Partial dependence of ``target_variables``. Partial dependence plots show the dependence between the joint values of the ``target_variables`` and the function represented by the ``gbrt``. Read more in the :ref:`User Guide <partial_dependence>`. Parameters ---------- gbrt : BaseGradientBoosting A fitted gradient boosting model. target_variables : array-like, dtype=int The target features for which the partial dependecy should be computed (size should be smaller than 3 for visual renderings). grid : array-like, shape=(n_points, len(target_variables)) The grid of ``target_variables`` values for which the partial dependecy should be evaluated (either ``grid`` or ``X`` must be specified). X : array-like, shape=(n_samples, n_features) The data on which ``gbrt`` was trained. It is used to generate a ``grid`` for the ``target_variables``. The ``grid`` comprises ``grid_resolution`` equally spaced points between the two ``percentiles``. percentiles : (low, high), default=(0.05, 0.95) The lower and upper percentile used create the extreme values for the ``grid``. Only if ``X`` is not None. grid_resolution : int, default=100 The number of equally spaced points on the ``grid``. Returns ------- pdp : array, shape=(n_classes, n_points) The partial dependence function evaluated on the ``grid``. For regression and binary classification ``n_classes==1``. axes : seq of ndarray or None The axes with which the grid has been created or None if the grid has been given. Examples -------- >>> samples = [[0, 0, 2], [1, 0, 0]] >>> labels = [0, 1] >>> from sklearn.ensemble import GradientBoostingClassifier >>> gb = GradientBoostingClassifier(random_state=0).fit(samples, labels) >>> kwargs = dict(X=samples, percentiles=(0, 1), grid_resolution=2) >>> partial_dependence(gb, [0], **kwargs) # doctest: +SKIP (array([[-4.52..., 4.52...]]), [array([ 0., 1.])]) """ if not isinstance(gbrt, BaseGradientBoosting): raise ValueError('gbrt has to be an instance of BaseGradientBoosting') if gbrt.estimators_.shape[0] == 0: raise ValueError('Call %s.fit before partial_dependence' % gbrt.__class__.__name__) if (grid is None and X is None) or (grid is not None and X is not None): raise ValueError('Either grid or X must be specified') target_variables = np.asarray(target_variables, dtype=np.int32, order='C').ravel() if any([not (0 <= fx < gbrt.n_features) for fx in target_variables]): raise ValueError('target_variables must be in [0, %d]' % (gbrt.n_features - 1)) if X is not None: X = check_array(X, dtype=DTYPE, order='C') grid, axes = _grid_from_X(X[:, target_variables], percentiles, grid_resolution) else: assert grid is not None # dont return axes if grid is given axes = None # grid must be 2d if grid.ndim == 1: grid = grid[:, np.newaxis] if grid.ndim != 2: raise ValueError('grid must be 2d but is %dd' % grid.ndim) grid = np.asarray(grid, dtype=DTYPE, order='C') assert grid.shape[1] == target_variables.shape[0] n_trees_per_stage = gbrt.estimators_.shape[1] n_estimators = gbrt.estimators_.shape[0] pdp = np.zeros((n_trees_per_stage, grid.shape[0],), dtype=np.float64, order='C') for stage in range(n_estimators): for k in range(n_trees_per_stage): tree = gbrt.estimators_[stage, k].tree_ _partial_dependence_tree(tree, grid, target_variables, gbrt.learning_rate, pdp[k]) return pdp, axes def plot_partial_dependence(gbrt, X, features, feature_names=None, label=None, n_cols=3, grid_resolution=100, percentiles=(0.05, 0.95), n_jobs=1, verbose=0, ax=None, line_kw=None, contour_kw=None, **fig_kw): """Partial dependence plots for ``features``. The ``len(features)`` plots are arranged in a grid with ``n_cols`` columns. Two-way partial dependence plots are plotted as contour plots. Read more in the :ref:`User Guide <partial_dependence>`. Parameters ---------- gbrt : BaseGradientBoosting A fitted gradient boosting model. X : array-like, shape=(n_samples, n_features) The data on which ``gbrt`` was trained. features : seq of tuples or ints If seq[i] is an int or a tuple with one int value, a one-way PDP is created; if seq[i] is a tuple of two ints, a two-way PDP is created. feature_names : seq of str Name of each feature; feature_names[i] holds the name of the feature with index i. label : object The class label for which the PDPs should be computed. Only if gbrt is a multi-class model. Must be in ``gbrt.classes_``. n_cols : int The number of columns in the grid plot (default: 3). percentiles : (low, high), default=(0.05, 0.95) The lower and upper percentile used to create the extreme values for the PDP axes. grid_resolution : int, default=100 The number of equally spaced points on the axes. n_jobs : int The number of CPUs to use to compute the PDs. -1 means 'all CPUs'. Defaults to 1. verbose : int Verbose output during PD computations. Defaults to 0. ax : Matplotlib axis object, default None An axis object onto which the plots will be drawn. line_kw : dict Dict with keywords passed to the ``pylab.plot`` call. For one-way partial dependence plots. contour_kw : dict Dict with keywords passed to the ``pylab.plot`` call. For two-way partial dependence plots. fig_kw : dict Dict with keywords passed to the figure() call. Note that all keywords not recognized above will be automatically included here. Returns ------- fig : figure The Matplotlib Figure object. axs : seq of Axis objects A seq of Axis objects, one for each subplot. Examples -------- >>> from sklearn.datasets import make_friedman1 >>> from sklearn.ensemble import GradientBoostingRegressor >>> X, y = make_friedman1() >>> clf = GradientBoostingRegressor(n_estimators=10).fit(X, y) >>> fig, axs = plot_partial_dependence(clf, X, [0, (0, 1)]) #doctest: +SKIP ... """ import matplotlib.pyplot as plt from matplotlib import transforms from matplotlib.ticker import MaxNLocator from matplotlib.ticker import ScalarFormatter if not isinstance(gbrt, BaseGradientBoosting): raise ValueError('gbrt has to be an instance of BaseGradientBoosting') if gbrt.estimators_.shape[0] == 0: raise ValueError('Call %s.fit before partial_dependence' % gbrt.__class__.__name__) # set label_idx for multi-class GBRT if hasattr(gbrt, 'classes_') and np.size(gbrt.classes_) > 2: if label is None: raise ValueError('label is not given for multi-class PDP') label_idx = np.searchsorted(gbrt.classes_, label) if gbrt.classes_[label_idx] != label: raise ValueError('label %s not in ``gbrt.classes_``' % str(label)) else: # regression and binary classification label_idx = 0 X = check_array(X, dtype=DTYPE, order='C') if gbrt.n_features != X.shape[1]: raise ValueError('X.shape[1] does not match gbrt.n_features') if line_kw is None: line_kw = {'color': 'green'} if contour_kw is None: contour_kw = {} # convert feature_names to list if feature_names is None: # if not feature_names use fx indices as name feature_names = [str(i) for i in range(gbrt.n_features)] elif isinstance(feature_names, np.ndarray): feature_names = feature_names.tolist() def convert_feature(fx): if isinstance(fx, six.string_types): try: fx = feature_names.index(fx) except ValueError: raise ValueError('Feature %s not in feature_names' % fx) return fx # convert features into a seq of int tuples tmp_features = [] for fxs in features: if isinstance(fxs, (numbers.Integral,) + six.string_types): fxs = (fxs,) try: fxs = np.array([convert_feature(fx) for fx in fxs], dtype=np.int32) except TypeError: raise ValueError('features must be either int, str, or tuple ' 'of int/str') if not (1 <= np.size(fxs) <= 2): raise ValueError('target features must be either one or two') tmp_features.append(fxs) features = tmp_features names = [] try: for fxs in features: l = [] # explicit loop so "i" is bound for exception below for i in fxs: l.append(feature_names[i]) names.append(l) except IndexError: raise ValueError('features[i] must be in [0, n_features) ' 'but was %d' % i) # compute PD functions pd_result = Parallel(n_jobs=n_jobs, verbose=verbose)( delayed(partial_dependence)(gbrt, fxs, X=X, grid_resolution=grid_resolution, percentiles=percentiles) for fxs in features) # get global min and max values of PD grouped by plot type pdp_lim = {} for pdp, axes in pd_result: min_pd, max_pd = pdp[label_idx].min(), pdp[label_idx].max() n_fx = len(axes) old_min_pd, old_max_pd = pdp_lim.get(n_fx, (min_pd, max_pd)) min_pd = min(min_pd, old_min_pd) max_pd = max(max_pd, old_max_pd) pdp_lim[n_fx] = (min_pd, max_pd) # create contour levels for two-way plots if 2 in pdp_lim: Z_level = np.linspace(*pdp_lim[2], num=8) if ax is None: fig = plt.figure(**fig_kw) else: fig = ax.get_figure() fig.clear() n_cols = min(n_cols, len(features)) n_rows = int(np.ceil(len(features) / float(n_cols))) axs = [] for i, fx, name, (pdp, axes) in zip(count(), features, names, pd_result): ax = fig.add_subplot(n_rows, n_cols, i + 1) if len(axes) == 1: ax.plot(axes[0], pdp[label_idx].ravel(), **line_kw) else: # make contour plot assert len(axes) == 2 XX, YY = np.meshgrid(axes[0], axes[1]) Z = pdp[label_idx].reshape(list(map(np.size, axes))).T CS = ax.contour(XX, YY, Z, levels=Z_level, linewidths=0.5, colors='k') ax.contourf(XX, YY, Z, levels=Z_level, vmax=Z_level[-1], vmin=Z_level[0], alpha=0.75, **contour_kw) ax.clabel(CS, fmt='%2.2f', colors='k', fontsize=10, inline=True) # plot data deciles + axes labels deciles = mquantiles(X[:, fx[0]], prob=np.arange(0.1, 1.0, 0.1)) trans = transforms.blended_transform_factory(ax.transData, ax.transAxes) ylim = ax.get_ylim() ax.vlines(deciles, [0], 0.05, transform=trans, color='k') ax.set_xlabel(name[0]) ax.set_ylim(ylim) # prevent x-axis ticks from overlapping ax.xaxis.set_major_locator(MaxNLocator(nbins=6, prune='lower')) tick_formatter = ScalarFormatter() tick_formatter.set_powerlimits((-3, 4)) ax.xaxis.set_major_formatter(tick_formatter) if len(axes) > 1: # two-way PDP - y-axis deciles + labels deciles = mquantiles(X[:, fx[1]], prob=np.arange(0.1, 1.0, 0.1)) trans = transforms.blended_transform_factory(ax.transAxes, ax.transData) xlim = ax.get_xlim() ax.hlines(deciles, [0], 0.05, transform=trans, color='k') ax.set_ylabel(name[1]) # hline erases xlim ax.set_xlim(xlim) else: ax.set_ylabel('Partial dependence') if len(axes) == 1: ax.set_ylim(pdp_lim[1]) axs.append(ax) fig.subplots_adjust(bottom=0.15, top=0.7, left=0.1, right=0.95, wspace=0.4, hspace=0.3) return fig, axs
bsd-3-clause
jjhelmus/wradlib
doc/source/conf.py
1
10250
# -*- coding: utf-8 -*- # # wradlib documentation build configuration file, created by # sphinx-quickstart on Wed Oct 26 13:48:08 2011. # adapted with code from https://github.com/ARM-DOE/pyart/blob/master/doc/source/conf.py # # This file is execfile()d with the current directory set to its containing dir. # # Note that not all possible configuration values are present in this # autogenerated file. # # All configuration values have a default; values that are commented out # serve to show the default. import sys, os, re # If extensions (or modules to document with autodoc) are in another directory, # add these directories to sys.path here. If the directory is relative to the # documentation root, use os.path.abspath to make it absolute, like shown here. #sys.path.insert(0, os.path.abspath('.')) # -- General configuration ----------------------------------------------------- # If your documentation needs a minimal Sphinx version, state it here. #needs_sphinx = '1.0' # Add any Sphinx extension module names here, as strings. They can be extensions # coming with Sphinx (named 'sphinx.ext.*') or your custom ones. extensions = ['sphinx.ext.autodoc', 'sphinx.ext.napoleon', 'sphinx.ext.todo', 'sphinx.ext.coverage', #'sphinx.ext.pngmath', 'sphinx.ext.mathjax', 'sphinx.ext.autosummary', 'sphinx.ext.intersphinx', 'sphinxcontrib.bibtex', 'numpydoc', 'matplotlib.sphinxext.plot_directive', ] # just generate normal png plot_formats = ['png'] mathjax_path = ("http://cdn.mathjax.org/mathjax/latest/MathJax.js?" "config=TeX-AMS-MML_HTMLorMML") pngmath_latex_preamble=r'\usepackage[active]{preview}' # + other custom stuff for inline math, such as non-default math fonts etc. pngmath_use_preview=True autosummary_generate = True # Add any paths that contain templates here, relative to this directory. templates_path = ['_templates'] # The suffix of source filenames. source_suffix = '.rst' # The encoding of source files. #source_encoding = 'utf-8-sig' # The master toctree document. master_doc = 'index' # General information about the project. project = u'wradlib' copyright = u'2011-2016, wradlib developers' # The version info for the project you're documenting, acts as replacement for # |version| and |release|, also used in various other places throughout the # built documents. import wradlib # The short X.Y version (including the .devXXXX suffix if present) version = re.sub(r'^(\d+\.\d+)\.\d+(.*)', r'\1\2', wradlib.__version__) if 'dev' not in version: # strip all other suffixes version = re.sub(r'^(\d+\.\d+).*?$', r'\1', version) else: # retain the .dev suffix, but clean it up #version = re.sub(r'(\.dev\d*).*?$', r'\1', version) pass # The full version, including alpha/beta/rc tags. release = wradlib.__version__ # full wradlib version in CI built docselse: if 'CI' in os.environ and os.environ['CI'] == 'true': version = release print("VERSION", wradlib.__version__, version) # # get current version from file # with open("../../version") as f: # VERSION = f.read() # VERSION = VERSION.strip() # MAJOR, MINOR, BUGFIX = VERSION.split(".") # # # The short X.Y version. # version = '%s.%s' % (MAJOR, MINOR) # # The full version, including alpha/beta/rc tags. # release = '%s.%s.%s' % (MAJOR, MINOR, BUGFIX) # # project = project + " v" + release # The language for content autogenerated by Sphinx. Refer to documentation # for a list of supported languages. #language = None # There are two options for replacing |today|: either, you set today to some # non-false value, then it is used: #today = '' # Else, today_fmt is used as the format for a strftime call. today_fmt = '%B %d, %Y' # List of patterns, relative to source directory, that match files and # directories to ignore when looking for source files. exclude_patterns = [] # The reST default role (used for this markup: `text`) to use for all documents. #default_role = None # If true, '()' will be appended to :func: etc. cross-reference text. add_function_parentheses = False # If true, the current module name will be prepended to all description # unit titles (such as .. function::). #add_module_names = True # If true, sectionauthor and moduleauthor directives will be shown in the # output. They are ignored by default. show_authors = False # The name of the Pygments (syntax highlighting) style to use. pygments_style = 'sphinx' # A list of ignored prefixes for module index sorting. #modindex_common_prefix = [] # -- Options for HTML output --------------------------------------------------- # The theme to use for HTML and HTML Help pages. See the documentation for # a list of builtin themes. #html_theme = 'default' import sphinx_rtd_theme html_theme = "sphinx_rtd_theme" html_theme_path = [sphinx_rtd_theme.get_html_theme_path()] html_theme_options = {'sticky_navigation' : True} # Theme options are theme-specific and customize the look and feel of a theme # further. For a list of options available for each theme, see the # documentation. ##html_theme_options = {"sidebarbgcolor": "black", ## "relbarbgcolor": "black", ## "headtextcolor": "#4A4344", ## "footerbgcolor": "black" } # Add any paths that contain custom themes here, relative to this directory. #html_theme_path = [] # The name for this set of Sphinx documents. If None, it defaults to # "<project> v<release> documentation". html_title = project # A shorter title for the navigation bar. Default is the same as html_title. html_short_title = "wradlib" # The name of an image file (relative to this directory) to place at the top # of the sidebar. #html_logo = "images/wradliblogo_small.png" # The name of an image file (within the static path) to use as favicon of the # docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 # pixels large. #html_favicon = None # Add any paths that contain custom static files (such as style sheets) here, # relative to this directory. They are copied after the builtin static files, # so a file named "default.css" will overwrite the builtin "default.css". html_static_path = ['_static'] # If not '', a 'Last updated on:' timestamp is inserted at every page bottom, # using the given strftime format. #html_last_updated_fmt = '%b %d, %Y' # If true, SmartyPants will be used to convert quotes and dashes to # typographically correct entities. #html_use_smartypants = True # Custom sidebar templates, maps document names to template names. #html_sidebars = {} ##html_sidebars = { ## '**': ['globaltoc.html', 'sourcelink.html', 'searchbox.html'], ## 'using/windows': ['windowssidebar.html', 'searchbox.html'], ##} # Additional templates that should be rendered to pages, maps page names to # template names. #html_additional_pages = {} # If false, no module index is generated. #html_domain_indices = True # If false, no index is generated. #html_use_index = True # If true, the index is split into individual pages for each letter. #html_split_index = False # If true, links to the reST sources are added to the pages. #html_show_sourcelink = True # If true, "Created using Sphinx" is shown in the HTML footer. Default is True. #html_show_sphinx = True # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True. html_show_copyright = True # If true, an OpenSearch description file will be output, and all pages will # contain a <link> tag referring to it. The value of this option must be the # base URL from which the finished HTML is served. #html_use_opensearch = '' # This is the file name suffix for HTML files (e.g. ".xhtml"). #html_file_suffix = None # Output file base name for HTML help builder. htmlhelp_basename = 'wradlibdoc' # -- Options for LaTeX output -------------------------------------------------- # The paper size ('letter' or 'a4'). #latex_paper_size = 'letter' # The font size ('10pt', '11pt' or '12pt'). #latex_font_size = '10pt' # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, author, documentclass [howto/manual]). latex_documents = [ ('index', 'wradlib.tex', u'wradlib Documentation', u'wradlib developers', 'manual'), ] # The name of an image file (relative to this directory) to place at the top of # the title page. #latex_logo = None # For "manual" documents, if this is true, then toplevel headings are parts, # not chapters. #latex_use_parts = False # If true, show page references after internal links. #latex_show_pagerefs = False # If true, show URL addresses after external links. #latex_show_urls = False # Additional stuff for the LaTeX preamble. #latex_preamble = '' # Documents to append as an appendix to all manuals. #latex_appendices = [] # If false, no module index is generated. #latex_domain_indices = True intersphinx_mapping = { 'python': ('http://docs.python.org/2', None), 'numpy': ('http://docs.scipy.org/doc/numpy/', None), 'scipy': ('http://docs.scipy.org/doc/scipy/reference/', None), 'matplotlib': ('http://matplotlib.org/', None), 'sphinx': ('http://sphinx-doc.org', None), } # -- Options for manual page output -------------------------------------------- # One entry per manual page. List of tuples # (source start file, name, description, authors, manual section). man_pages = [ ('index', 'wradlib', u'wradlib Documentation', [u'wradlib developers'], 1) ] # Napoleon settings napoleon_google_docstring = True napoleon_numpy_docstring = True napoleon_include_private_with_doc = False napoleon_include_special_with_doc = False napoleon_use_admonition_for_examples = False napoleon_use_admonition_for_notes = False napoleon_use_admonition_for_references = False napoleon_use_ivar = False napoleon_use_param = True napoleon_use_rtype = False
mit
magnusax/ml-meta-wrapper
gazer/classifiers/sgdescent.py
1
2644
from scipy.stats import uniform from sklearn.linear_model import SGDClassifier from ..sampling import Loguniform from ..base import BaseClassifier class MetaSGDClassifier(BaseClassifier): def __init__(self, loss='hinge', penalty='l2', alpha=0.0001, l1_ratio=0.15, fit_intercept=True, max_iter=5, learning_rate='optimal', random_state=None): self.name = "sgd_%s" % str(loss) self.max_n_iter = 1000 self.init_params = {} self.init_params['loss'] = loss self.init_params['penalty'] = penalty self.init_params['alpha'] = alpha self.init_params['l1_ratio'] = l1_ratio self.init_params['fit_intercept'] = fit_intercept self.init_params['max_iter'] = max_iter self.init_params['learning_rate'] = learning_rate self.init_params['random_state'] = random_state # Initialize algorithm and make it available self.estimator = self._get_clf() # Initialize dictionary with trainable parameters self.cv_params = self._set_cv_params() # Initialize list which can be populated with params to tune self.cv_params_to_tune = [] def _get_clf(self): return SGDClassifier(**self.init_params) def get_info(self): return {'does_classification': True, 'does_multiclass': True, 'does_regression': False, 'predict_probas': hasattr(self.estimator, 'predict_proba')} def adjust_params(self, par): return super().adjust_params(par) def set_tune_params(self, params, num_params=1, mode='random', keys=list()): return super().set_tune_params(params, num_params, mode, keys) def _set_cv_params(self): """ Dictionary containing all trainable parameters """ # Trainable params available in: # self.cv_params[i].keys() for i in len(self.cv_params) return [ {'penalty': ['l1', 'l2'], 'alpha': Loguniform(low=1e-8, high=1e+8), 'fit_intercept': [True, False], 'class_weight': ['balanced', None], 'max_iter': [5, 10, 25, 50, 100], 'learning_rate': ['optimal'] }, {'penalty': ['elasticnet'], 'l1_ratio': uniform(0, 1), 'alpha': Loguniform(low=1e-8, high=1e+8), 'fit_intercept': [True, False], 'class_weight': ['balanced', None], 'max_iter': [5, 10, 25, 50, 100], 'learning_rate': ['optimal'] } ]
mit
kevinjos/planet-kaggle
code/planetutils.py
1
3161
import pandas as pd import numpy as np import cv2 import os import random def mkdir(d): if not os.path.exists(d): os.mkdir(d) class FileHandler(object): def __init__(self, input_basepath="/Users/kjs/repos/planet"): # Directories self.basepath = input_basepath self.path = self.basepath + "/input" self.train_tif = "train-tif" self.test_jpg = "test-jpg" self.train_jpg = "train-jpg" self.test_tif = "test-tif" # Files self.train_labels_csv = "train_v2.csv" # Stats self.train_n = 40479 self.test_n = 61191 def _get_train_labels(self): with open(self.path + "/" + self.train_labels_csv, "r") as fp: res = {} fp.readline() # Skip the header for l in fp: k, v = l.split(",") v = v.strip().split(" ") res[k] = v return res def _get_iter(self, samp, imgtyp="tif", h=256, w=256, maxn=None): expected_samp = ("train", "test") expected_imgtyp = ("jpg", "tif") path = self.path + "/" if samp not in expected_samp or imgtyp not in expected_imgtyp: raise NameError(samp, "%s found but expected string in %s or %s" % (samp, expected_samp, expected_imgtyp)) elif samp == "train" and imgtyp == "tif": path += self.train_tif elif samp == "train" and imgtyp == "jpg": path += self.train_jpg elif samp == "test" and imgtyp == "tif": path += self.test_tif elif samp == "test" and imgtyp == "jpg": path += self.test_jpg files = os.listdir(path) random.shuffle(files) for fn in files[:maxn]: name = fn.split(".")[0] img = cv2.imread(path + "/" + fn, -1) img = cv2.resize(img, (h, w)) yield((name, img)) class DataHandler(FileHandler): def __init__(self, **kwargs): super(DataHandler, self).__init__(**kwargs) self.train_labels = None self.set_train_labels() def set_train_labels(self): train_labels_raw = self._get_train_labels() pd_encoded = {"name": []} for k, v in train_labels_raw.iteritems(): for t in v: if t not in pd_encoded: pd_encoded[t] = [] for k, v in train_labels_raw.iteritems(): for pd_k in pd_encoded.keys(): if pd_k == "name": pd_encoded["name"].append(k) continue pd_encoded[pd_k].append(pd_k in v) pd_encoded = pd.DataFrame(pd_encoded) self.train_labels = pd_encoded def get_train_iter(self, imgtyp="tif", h=256, w=256, maxn=None): train_iter = self._get_iter("train", imgtyp=imgtyp, h=h, w=w, maxn=maxn) for name, X in train_iter: Y = self.train_labels.loc[self.train_labels["name"] == name] yield (X, Y) def get_test_iter(self, imgtyp="tif", h=256, w=256, maxn=None): test_iter = self._get_iter("test", imgtyp=imgtyp, h=h, w=w, maxn=maxn) return test_iter
agpl-3.0
yashpungaliya/MailingListParser
lib/input/mbox/keyword_clustering.py
1
7192
import json import mailbox import numpy as np from nltk.corpus import stopwords from nltk.stem import WordNetLemmatizer from sklearn.cluster import KMeans from sklearn.feature_extraction.text import TfidfVectorizer from analysis.author import generate_author_ranking from util import custom_stopwords from util.read_utils import * def get_top_authors(top_n, json_filename): """ :return:Top authors and indices """ top_authors = set() top_authors_index = dict() author_scores = generate_author_ranking(json_filename, output_filename=None, active_score=2, passive_score=1, write_to_file=False) index = 0 for email_addr, author_score in author_scores: index += 1 top_authors.add(email_addr) top_authors_index[email_addr] = index if index == top_n: break return top_authors, top_authors_index def save_sparse_csr(filename, array): np.savez(filename,data = array.data ,indices=array.indices, indptr =array.indptr, shape=array.shape ) def get_message_body(message): """ :param message: :return:Message Body """ msg_body = None if message.is_multipart(): for part in message.walk(): if part.is_multipart(): for subpart in part.walk(): msg_body = subpart.get_payload(decode=False) else: msg_body = part.get_payload(decode=False) else: msg_body = message.get_payload(decode=False) msg_body = msg_body.splitlines() for num in range(len(msg_body)): if msg_body[num]: if msg_body[num] == "---": msg_body = msg_body[:num] break if msg_body[num][0] == '>' or msg_body[num][0] == '+' or msg_body[num][0] == '-' or msg_body[num][0] == '@': msg_body[num] = "" if num > 0: msg_body[num - 1] = "" elif msg_body[num][:3] == "Cc:": msg_body[num] = "" elif msg_body[num][:14] == "Signed-off-by:": msg_body[num] = "" elif msg_body[num][:9] == "Acked-by:": msg_body[num] = "" elif msg_body[num][:5] == "From:": msg_body[num] = "" elif msg_body[num][:10] == "Tested-by:": msg_body[num] = "" elif msg_body[num][:12] == "Reported-by:": msg_body[num] = "" elif msg_body[num][:12] == "Reviewed-by:": msg_body[num] = "" elif msg_body[num][:5] == "Link:": msg_body[num] = "" elif msg_body[num][:13] == "Suggested-by:": msg_body[num] = "" msg_body = [x.strip() for x in msg_body] msg_body = [x for x in msg_body if x != ""] msg_body = '\n'.join(msg_body) return msg_body def generate_kmeans_clustering(mbox_filename, output_filename, author_uid_filename, json_filename, top_n = None): """ From the .MBOX file, this function extracts the email content is extracted using two predefined classes available in the Python Standard Library: Mailbox and Message. Feature vectors are created for all the authors by obtaining meaningful words from the mail content, after removing the stop words, using NLTK libraries. The words obtained are transformed using stemming or lemmatization before adding these words to the word list of the corresponding authors. A matrix is created out of these word lists such that row set is the union of terms of all the authors and the column set contains the authors. If a term does not appear in a document, the corresponding matrix entry would be zero. The resulting matrix is called term-document matrix. Then tf-idf analysis is performed on the term-document matrix. Finally the top-10 words of each author is listed by their weight values. :param mbox_filename: Contains the absolute or relative address of the MBOX file to be opened :return: Term Document Matrix: The columns of the matrix are the users and the rows of the matrix are the keywords. Each entry corresponds to the tf-idf normalized coefficient of the keyword for a user. If a keyword is not present in the top-10 keywords of a user, then the corresponding matrix entry would be zero. Also returns the feature names. """ english_stopwords = set(stopwords.words('english')) | custom_stopwords.common_words | custom_stopwords.custom_words email_re = re.compile(r'[\w\.-]+@[\w\.-]+') wnl = WordNetLemmatizer() print("Reading messages from MBOX file...") mailbox_obj = mailbox.mbox(mbox_filename) with open(author_uid_filename, 'r') as map_file: author_uid_map = json.load(map_file) map_file.close() top_n = min(len(author_uid_map), top_n) top_authors, top_authors_index = get_top_authors(top_n, json_filename) keywords_list = [list() for x in range(top_n+1)] i = 0 # Number of emails processed for message in mailbox_obj: temp = email_re.search(str(message['From'])) from_addr = temp.group(0) if temp is not None else message['From'] if top_n is not None and from_addr not in top_authors: continue if top_n is None and from_addr not in author_uid_map.keys(): continue msg_body = get_message_body(message) if from_addr is None: from_addr = message['From'] msg_tokens = [x.lower() for x in re.sub('\W+', ' ', msg_body).split() if 2 < len(x) < 30] # Toggle comment below if numbers and underscores should also be removed. # msg_tokens = [x for x in re.sub('[^a-zA-Z]+', ' ', msg_body).split() if 2 < len(x) < 30] msg_tokens = [wnl.lemmatize(x) for x in msg_tokens if not x.isdigit() and x not in from_addr] msg_tokens = [x for x in msg_tokens if x not in english_stopwords] keywords_list[top_authors_index[from_addr]].extend(msg_tokens) i += 1 if not i % 10000: print(i, "of", len(mailbox_obj), "messages processed.") for num in range(len(keywords_list)): keywords_list[num] = " ".join(keywords_list[num]) print("Performing tf-idf analysis on the term-document matrix...") vectorizer = TfidfVectorizer(analyzer='word', stop_words=english_stopwords, max_features=200000, use_idf=True, ngram_range=(1, 4)) tfidf_matrix = vectorizer.fit_transform(keywords_list).toarray() # with open("author_top_index.json", 'w') as json_file: # json.dump(top_authors_index, json_file) # print(feature_names) kmeans_classifier = KMeans(n_clusters=8, n_init=4) labels = kmeans_classifier.fit_predict(tfidf_matrix) clustering = dict() for i in range(len(labels)): x = None for k, v in author_uid_map.items(): if v == i: x = k if clustering.get(str(labels[i]), None) is None: clustering[str(labels[i])] = [x] else: clustering[str(labels[i])].append(x) with open(output_filename, 'w') as out_file: json.dump(clustering, out_file) out_file.close()
gpl-3.0
plotly/plotly.py
packages/python/plotly/plotly/figure_factory/_dendrogram.py
1
13956
# -*- coding: utf-8 -*- from __future__ import absolute_import from collections import OrderedDict from plotly import exceptions, optional_imports from plotly.graph_objs import graph_objs # Optional imports, may be None for users that only use our core functionality. np = optional_imports.get_module("numpy") scp = optional_imports.get_module("scipy") sch = optional_imports.get_module("scipy.cluster.hierarchy") scs = optional_imports.get_module("scipy.spatial") def create_dendrogram( X, orientation="bottom", labels=None, colorscale=None, distfun=None, linkagefun=lambda x: sch.linkage(x, "complete"), hovertext=None, color_threshold=None, ): """ Function that returns a dendrogram Plotly figure object. This is a thin wrapper around scipy.cluster.hierarchy.dendrogram. See also https://dash.plot.ly/dash-bio/clustergram. :param (ndarray) X: Matrix of observations as array of arrays :param (str) orientation: 'top', 'right', 'bottom', or 'left' :param (list) labels: List of axis category labels(observation labels) :param (list) colorscale: Optional colorscale for the dendrogram tree. Requires 8 colors to be specified, the 7th of which is ignored. With scipy>=1.5.0, the 2nd, 3rd and 6th are used twice as often as the others. Given a shorter list, the missing values are replaced with defaults and with a longer list the extra values are ignored. :param (function) distfun: Function to compute the pairwise distance from the observations :param (function) linkagefun: Function to compute the linkage matrix from the pairwise distances :param (list[list]) hovertext: List of hovertext for constituent traces of dendrogram clusters :param (double) color_threshold: Value at which the separation of clusters will be made Example 1: Simple bottom oriented dendrogram >>> from plotly.figure_factory import create_dendrogram >>> import numpy as np >>> X = np.random.rand(10,10) >>> fig = create_dendrogram(X) >>> fig.show() Example 2: Dendrogram to put on the left of the heatmap >>> from plotly.figure_factory import create_dendrogram >>> import numpy as np >>> X = np.random.rand(5,5) >>> names = ['Jack', 'Oxana', 'John', 'Chelsea', 'Mark'] >>> dendro = create_dendrogram(X, orientation='right', labels=names) >>> dendro.update_layout({'width':700, 'height':500}) # doctest: +SKIP >>> dendro.show() Example 3: Dendrogram with Pandas >>> from plotly.figure_factory import create_dendrogram >>> import numpy as np >>> import pandas as pd >>> Index= ['A','B','C','D','E','F','G','H','I','J'] >>> df = pd.DataFrame(abs(np.random.randn(10, 10)), index=Index) >>> fig = create_dendrogram(df, labels=Index) >>> fig.show() """ if not scp or not scs or not sch: raise ImportError( "FigureFactory.create_dendrogram requires scipy, \ scipy.spatial and scipy.hierarchy" ) s = X.shape if len(s) != 2: exceptions.PlotlyError("X should be 2-dimensional array.") if distfun is None: distfun = scs.distance.pdist dendrogram = _Dendrogram( X, orientation, labels, colorscale, distfun=distfun, linkagefun=linkagefun, hovertext=hovertext, color_threshold=color_threshold, ) return graph_objs.Figure(data=dendrogram.data, layout=dendrogram.layout) class _Dendrogram(object): """Refer to FigureFactory.create_dendrogram() for docstring.""" def __init__( self, X, orientation="bottom", labels=None, colorscale=None, width=np.inf, height=np.inf, xaxis="xaxis", yaxis="yaxis", distfun=None, linkagefun=lambda x: sch.linkage(x, "complete"), hovertext=None, color_threshold=None, ): self.orientation = orientation self.labels = labels self.xaxis = xaxis self.yaxis = yaxis self.data = [] self.leaves = [] self.sign = {self.xaxis: 1, self.yaxis: 1} self.layout = {self.xaxis: {}, self.yaxis: {}} if self.orientation in ["left", "bottom"]: self.sign[self.xaxis] = 1 else: self.sign[self.xaxis] = -1 if self.orientation in ["right", "bottom"]: self.sign[self.yaxis] = 1 else: self.sign[self.yaxis] = -1 if distfun is None: distfun = scs.distance.pdist (dd_traces, xvals, yvals, ordered_labels, leaves) = self.get_dendrogram_traces( X, colorscale, distfun, linkagefun, hovertext, color_threshold ) self.labels = ordered_labels self.leaves = leaves yvals_flat = yvals.flatten() xvals_flat = xvals.flatten() self.zero_vals = [] for i in range(len(yvals_flat)): if yvals_flat[i] == 0.0 and xvals_flat[i] not in self.zero_vals: self.zero_vals.append(xvals_flat[i]) if len(self.zero_vals) > len(yvals) + 1: # If the length of zero_vals is larger than the length of yvals, # it means that there are wrong vals because of the identicial samples. # Three and more identicial samples will make the yvals of spliting # center into 0 and it will accidentally take it as leaves. l_border = int(min(self.zero_vals)) r_border = int(max(self.zero_vals)) correct_leaves_pos = range( l_border, r_border + 1, int((r_border - l_border) / len(yvals)) ) # Regenerating the leaves pos from the self.zero_vals with equally intervals. self.zero_vals = [v for v in correct_leaves_pos] self.zero_vals.sort() self.layout = self.set_figure_layout(width, height) self.data = dd_traces def get_color_dict(self, colorscale): """ Returns colorscale used for dendrogram tree clusters. :param (list) colorscale: Colors to use for the plot in rgb format. :rtype (dict): A dict of default colors mapped to the user colorscale. """ # These are the color codes returned for dendrograms # We're replacing them with nicer colors # This list is the colors that can be used by dendrogram, which were # determined as the combination of the default above_threshold_color and # the default color palette (see scipy/cluster/hierarchy.py) d = { "r": "red", "g": "green", "b": "blue", "c": "cyan", "m": "magenta", "y": "yellow", "k": "black", # TODO: 'w' doesn't seem to be in the default color # palette in scipy/cluster/hierarchy.py "w": "white", } default_colors = OrderedDict(sorted(d.items(), key=lambda t: t[0])) if colorscale is None: rgb_colorscale = [ "rgb(0,116,217)", # blue "rgb(35,205,205)", # cyan "rgb(61,153,112)", # green "rgb(40,35,35)", # black "rgb(133,20,75)", # magenta "rgb(255,65,54)", # red "rgb(255,255,255)", # white "rgb(255,220,0)", # yellow ] else: rgb_colorscale = colorscale for i in range(len(default_colors.keys())): k = list(default_colors.keys())[i] # PY3 won't index keys if i < len(rgb_colorscale): default_colors[k] = rgb_colorscale[i] # add support for cyclic format colors as introduced in scipy===1.5.0 # before this, the colors were named 'r', 'b', 'y' etc., now they are # named 'C0', 'C1', etc. To keep the colors consistent regardless of the # scipy version, we try as much as possible to map the new colors to the # old colors # this mapping was found by inpecting scipy/cluster/hierarchy.py (see # comment above). new_old_color_map = [ ("C0", "b"), ("C1", "g"), ("C2", "r"), ("C3", "c"), ("C4", "m"), ("C5", "y"), ("C6", "k"), ("C7", "g"), ("C8", "r"), ("C9", "c"), ] for nc, oc in new_old_color_map: try: default_colors[nc] = default_colors[oc] except KeyError: # it could happen that the old color isn't found (if a custom # colorscale was specified), in this case we set it to an # arbitrary default. default_colors[n] = "rgb(0,116,217)" return default_colors def set_axis_layout(self, axis_key): """ Sets and returns default axis object for dendrogram figure. :param (str) axis_key: E.g., 'xaxis', 'xaxis1', 'yaxis', yaxis1', etc. :rtype (dict): An axis_key dictionary with set parameters. """ axis_defaults = { "type": "linear", "ticks": "outside", "mirror": "allticks", "rangemode": "tozero", "showticklabels": True, "zeroline": False, "showgrid": False, "showline": True, } if len(self.labels) != 0: axis_key_labels = self.xaxis if self.orientation in ["left", "right"]: axis_key_labels = self.yaxis if axis_key_labels not in self.layout: self.layout[axis_key_labels] = {} self.layout[axis_key_labels]["tickvals"] = [ zv * self.sign[axis_key] for zv in self.zero_vals ] self.layout[axis_key_labels]["ticktext"] = self.labels self.layout[axis_key_labels]["tickmode"] = "array" self.layout[axis_key].update(axis_defaults) return self.layout[axis_key] def set_figure_layout(self, width, height): """ Sets and returns default layout object for dendrogram figure. """ self.layout.update( { "showlegend": False, "autosize": False, "hovermode": "closest", "width": width, "height": height, } ) self.set_axis_layout(self.xaxis) self.set_axis_layout(self.yaxis) return self.layout def get_dendrogram_traces( self, X, colorscale, distfun, linkagefun, hovertext, color_threshold ): """ Calculates all the elements needed for plotting a dendrogram. :param (ndarray) X: Matrix of observations as array of arrays :param (list) colorscale: Color scale for dendrogram tree clusters :param (function) distfun: Function to compute the pairwise distance from the observations :param (function) linkagefun: Function to compute the linkage matrix from the pairwise distances :param (list) hovertext: List of hovertext for constituent traces of dendrogram :rtype (tuple): Contains all the traces in the following order: (a) trace_list: List of Plotly trace objects for dendrogram tree (b) icoord: All X points of the dendrogram tree as array of arrays with length 4 (c) dcoord: All Y points of the dendrogram tree as array of arrays with length 4 (d) ordered_labels: leaf labels in the order they are going to appear on the plot (e) P['leaves']: left-to-right traversal of the leaves """ d = distfun(X) Z = linkagefun(d) P = sch.dendrogram( Z, orientation=self.orientation, labels=self.labels, no_plot=True, color_threshold=color_threshold, ) icoord = scp.array(P["icoord"]) dcoord = scp.array(P["dcoord"]) ordered_labels = scp.array(P["ivl"]) color_list = scp.array(P["color_list"]) colors = self.get_color_dict(colorscale) trace_list = [] for i in range(len(icoord)): # xs and ys are arrays of 4 points that make up the '∩' shapes # of the dendrogram tree if self.orientation in ["top", "bottom"]: xs = icoord[i] else: xs = dcoord[i] if self.orientation in ["top", "bottom"]: ys = dcoord[i] else: ys = icoord[i] color_key = color_list[i] hovertext_label = None if hovertext: hovertext_label = hovertext[i] trace = dict( type="scatter", x=np.multiply(self.sign[self.xaxis], xs), y=np.multiply(self.sign[self.yaxis], ys), mode="lines", marker=dict(color=colors[color_key]), text=hovertext_label, hoverinfo="text", ) try: x_index = int(self.xaxis[-1]) except ValueError: x_index = "" try: y_index = int(self.yaxis[-1]) except ValueError: y_index = "" trace["xaxis"] = "x" + x_index trace["yaxis"] = "y" + y_index trace_list.append(trace) return trace_list, icoord, dcoord, ordered_labels, P["leaves"]
mit
IQuOD/AutoQC
catchall.py
1
6808
# algorithm: # 0. remove from consideration any QC test that fails to produce TPR / FPR >= some tunable threshold # 1. remove from consideration any bad profile not flagged by any test; put these aside for new qc test design # 2. accept all individual qc tests with 0% fpr; remove these from consideration, along with all profiles they flag # 3. form list of ntuple AND combos, add their decisions to consideration # 4. identify profiles flagged by exactly one combination. Accept that combination, drop all profiles marked by this combination, and drop this combination from further consideration # 5. drop the remaining combination with the highest false positive rate (note at this step all remaining profiles are flagged by at least two combination, so this will not raise the false negative rate). # 6. go back to 4; loop until the list of accepted combinations flags all bad profiles not dropped in step 1. ar = __import__('analyse-results') import util.main as main import util.dbutils as dbutils import itertools, sys, json, getopt from operator import itemgetter def ntuples(names, n=2): ''' given a list of names of tests, form every ntuple up to and including n combinations from the list return as a list of tuples. ''' combos = [] for i in range(2,n+1): combos += itertools.combinations(names, i) return combos def amend(combo, df): ''' add a column to df describing the results of combo column title will be the combo elements joined with '&' ''' decision = df[combo[0]] for test in combo[1:]: decision = decision & df[test] name = '&'.join(combo) return df.assign(xx=decision).rename(index=str, columns={'xx': name}) # parse command line options options, remainder = getopt.getopt(sys.argv[1:], 't:d:n:o:h') targetdb = 'iquod.db' dbtable = 'iquod' outfile = 'htp.json' samplesize = None for opt, arg in options: if opt == '-d': dbtable = arg if opt == '-t': targetdb = arg if opt == '-n': samplesize = int(arg) if opt == '-o': outfile = arg if opt == '-h': print('usage:') print('-d <db table name to read from>') print('-t <name of db file>') print('-n <number of profiles to consider>') print('-o <filename to write json results out to>') print('-h print this help message and quit') if samplesize is None: print('please provide a sample size to consider with the -n flag') print('-h to print usage') # Read QC test specifications if required. groupdefinition = ar.read_qc_groups() # Read data from database into a pandas data frame. df = dbutils.db_to_df(table=dbtable, targetdb=targetdb, filter_on_wire_break_test = False, filter_on_tests = groupdefinition, n_to_extract = samplesize, pad=2, XBTbelow=True, mark_training=False) testNames = df.columns[2:].values.tolist() # declare some downstream constructs accepted = [] unflagged = [] fprs = [] bad = df.loc[df['Truth']] bad.reset_index(inplace=True, drop=True) # mark chosen profiles as part of the training set all_uids = main.dbinteract('SELECT uid from ' + dbtable + ';', targetdb=targetdb) if mark_training: for uid in all_uids: uid = uid[0] is_training = int(uid in df['uid'].astype(int).to_numpy()) query = "UPDATE " + dbtable + " SET training=" + str(is_training) + " WHERE uid=" + str(uid) + ";" main.dbinteract(query, targetdb=targetdb) # algo. step 0: # demand individual QC tests have TPR/FPR > some threshold perf_thresh = 2 drop_tests = [] for test in testNames: tpr, fpr, fnr, tnr = main.calcRates(df[test].tolist(), df['Truth'].tolist()) if fpr > 0 and tpr / fpr < perf_thresh: print('dropping', test, '; tpr/fpr = ', tpr/fpr) df.drop([test], axis=1) bad.drop([test], axis=1) drop_tests.append(test) testNames = [x for x in testNames if x not in drop_tests] # algo. step 1: # note profiles that weren't flagged by any test for i in range(len(bad)): if not any(bad.iloc[i][testNames]): unflagged.append(bad.iloc[i]['uid']) # drop these from consideration bad = bad[~bad['uid'].isin(unflagged)] # algo. step 2: # assess fprs for individual tests for x in testNames: tpr, fpr, fnr, tnr = main.calcRates(df[x].to_numpy(), df['Truth'].to_numpy()) fprs.append([x, fpr, tpr]) # accept tests that flag bad profiles with no false positives print('number of bad profiles to consider:', len(bad)) print('these tests accepted for having no false poitives and more than zero true positives:') for test in fprs: if test[1] == 0 and test[2] > 0: accepted.append(test[0]) print(test[0]) bad = bad[bad[test[0]]==False] bad = bad.drop([test[0]], axis=1) testNames.remove(test[0]) fprs = [elt for elt in fprs if elt[0] not in accepted] print('number of bad profiles remaining:', len(bad)) # algo. step 3 # add a column to df for each combo, summarizing its decision for each profile combos = ntuples(testNames) combonames = ['&'.join(x) for x in combos] for combo in combos: bad = amend(combo, bad) df = amend(combo, df) # assess tpr, fpr for each test and combo: for x in combonames: tpr, fpr, fnr, tnr = main.calcRates(df[x].to_numpy(), df['Truth'].to_numpy()) fprs.append([x, fpr, tpr]) fprs.sort(key=lambda tup: tup[1]) # algo. step 4 while len(bad) > 0: nosingleflags = True for i in range(len(bad)): x = bad.iloc[i][testNames+combonames] if sum(x) == 1: winner = x[x].keys()[0] accepted.append(winner) # accept the combo as the only one flagging this bad profile ff = [x for x in fprs if x[0] == winner][0][1] tf = [x for x in fprs if x[0] == winner][0][2] print('accepted', winner, 'tpr=', tf, '; fpr=', ff) bad = bad[bad[winner]==False] # drop all bad profiles flagged by this combo bad = bad.drop([winner], axis=1) # remove the combo from consideration testNames = [elt for elt in testNames if elt is not winner] combonames = [elt for elt in combonames if elt is not winner] fprs = [elt for elt in fprs if elt[0] is not winner] nosingleflags=False break # algo. step 5 if nosingleflags: maxfpr = fprs[-1][0] bad = bad.drop([maxfpr], axis=1) testNames = [x for x in testNames if x is not maxfpr] combonames = [x for x in combonames if x is not maxfpr] del fprs[-1] print('profiles not caught by any test:') print(unflagged) f = open(outfile, 'w') r = {'tests': accepted} json.dump(r, f) f.close()
mit
dkillick/iris
docs/iris/src/conf.py
1
11165
# (C) British Crown Copyright 2010 - 2018, Met Office # # This file is part of Iris. # # Iris is free software: you can redistribute it and/or modify it under # the terms of the GNU Lesser General Public License as published by the # Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # Iris is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with Iris. If not, see <http://www.gnu.org/licenses/>. from __future__ import (absolute_import, division, print_function) from six.moves import (filter, input, map, range, zip) # noqa # -*- coding: utf-8 -*- # # Iris documentation build configuration file, created by # sphinx-quickstart on Tue May 25 13:26:23 2010. # # This file is execfile()d with the current directory set to its containing dir. # # Note that not all possible configuration values are present in this # autogenerated file. # # All configuration values have a default; values that are commented out # serve to show the default. import datetime import os import sys # If extensions (or modules to document with autodoc) are in another directory, # add these directories to sys.path here. If the directory is relative to the # documentation root, use os.path.abspath to make it absolute, like shown here. sys.path.append(os.path.abspath('sphinxext')) # add some sample files from the developers guide.. sys.path.append(os.path.abspath(os.path.join('developers_guide'))) # -- General configuration ----------------------------------------------------- # Temporary value for use by LaTeX and 'man' output. # Deleted at the end of the module. _authors = ('Iris developers') # If your documentation needs a minimal Sphinx version, state it here. #needs_sphinx = '1.0' # Add any Sphinx extension module names here, as strings. They can be extensions # coming with Sphinx (named 'sphinx.ext.*') or your custom ones. extensions = ['sphinx.ext.autodoc', 'sphinx.ext.autosummary', 'sphinx.ext.coverage', 'sphinx.ext.doctest', 'sphinx.ext.extlinks', 'sphinx.ext.graphviz', 'sphinx.ext.imgmath', 'sphinx.ext.intersphinx', 'matplotlib.sphinxext.mathmpl', 'matplotlib.sphinxext.only_directives', 'matplotlib.sphinxext.plot_directive', # better class documentation 'custom_class_autodoc', # Data instance __repr__ filter. 'custom_data_autodoc', 'gen_example_directory', 'generate_package_rst', 'gen_gallery', # Add labels to figures automatically 'auto_label_figures', ] # list of packages to document autopackage_name = ['iris'] # Add any paths that contain templates here, relative to this directory. templates_path = ['_templates'] # The suffix of source filenames. source_suffix = '.rst' # The encoding of source files. #source_encoding = 'utf-8-sig' # The master toctree document. master_doc = 'contents' # General information about the project. project = u'Iris' # define the copyright information for latex builds. Note, for html builds, # the copyright exists directly inside "_templates/layout.html" upper_copy_year = datetime.datetime.now().year copyright = u'British Crown Copyright 2010 - {}, Met Office'.format(upper_copy_year) # The version info for the project you're documenting, acts as replacement for # |version| and |release|, also used in various other places throughout the # built documents. # import iris # The short X.Y version. if iris.__version__ == 'dev': version = 'dev' else: # major.feature(.minor)-dev -> major.minor version = '.'.join(iris.__version__.split('-')[0].split('.')[:2]) # The full version, including alpha/beta/rc tags. release = iris.__version__ # The language for content autogenerated by Sphinx. Refer to documentation # for a list of supported languages. #language = None # There are two options for replacing |today|: either, you set today to some # non-false value, then it is used: #today = '' # Else, today_fmt is used as the format for a strftime call. #today_fmt = '%B %d, %Y' # List of patterns, relative to source directory, that match files and # directories to ignore when looking for source files. exclude_patterns = ['sphinxext', 'build'] # The reST default role (used for this markup: `text`) to use for all documents. #default_role = None # If true, '()' will be appended to :func: etc. cross-reference text. #add_function_parentheses = True # If true, the current module name will be prepended to all description # unit titles (such as .. function::). #add_module_names = True # If true, sectionauthor and moduleauthor directives will be shown in the # output. They are ignored by default. #show_authors = False # The name of the Pygments (syntax highlighting) style to use. pygments_style = 'sphinx' # Define the default highlight language. This also allows the >>> removal # javascript (copybutton.js) to function. highlight_language = 'default' # A list of ignored prefixes for module index sorting. modindex_common_prefix = ['iris'] intersphinx_mapping = { 'cartopy': ('http://scitools.org.uk/cartopy/docs/latest/', None), 'iris-grib': ('http://iris-grib.readthedocs.io/en/latest/', None), 'matplotlib': ('http://matplotlib.org/', None), 'numpy': ('http://docs.scipy.org/doc/numpy/', None), 'python': ('http://docs.python.org/2.7', None), 'scipy': ('http://docs.scipy.org/doc/scipy/reference/', None), } # -- Extlinks extension ------------------------------------------------------- extlinks = {'issue': ('https://github.com/SciTools/iris/issues/%s', 'Issue #'), 'pull': ('https://github.com/SciTools/iris/pull/%s', 'PR #'), } # -- Doctest ------------------------------------------------------------------ doctest_global_setup = 'import iris' # -- Autodoc ------------------------------------------------------------------ autodoc_member_order = 'groupwise' autodoc_default_flags = ['show-inheritance'] # include the __init__ method when documenting classes # document the init/new method at the top level of the class documentation rather than displaying the class docstring autoclass_content='init' # -- Options for HTML output --------------------------------------------------- # The theme to use for HTML and HTML Help pages. Major themes that come with # Sphinx are currently 'default' and 'sphinxdoc'. html_theme = 'default' html_theme = 'sphinxdoc' # Theme options are theme-specific and customize the look and feel of a theme # further. For a list of options available for each theme, see the # documentation. #html_theme_options = {} html_context = {'copyright_years': '2010 - {}'.format(upper_copy_year)} # Add any paths that contain custom themes here, relative to this directory. html_theme_path = [] # The name for this set of Sphinx documents. If None, it defaults to # "<project> v<release> documentation". #html_title = None # A shorter title for the navigation bar. Default is the same as html_title. #html_short_title = None # The name of an image file (relative to this directory) to place at the top # of the sidebar. #html_logo = None # The name of an image file (within the static path) to use as favicon of the # docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 # pixels large. #html_favicon = None # Add any paths that contain custom static files (such as style sheets) here, # relative to this directory. They are copied after the builtin static files, # so a file named "default.css" will overwrite the builtin "default.css". html_static_path = ['_static'] # If not '', a 'Last updated on:' timestamp is inserted at every page bottom, # using the given strftime format. #html_last_updated_fmt = '%b %d, %Y' # If true, SmartyPants will be used to convert quotes and dashes to # typographically correct entities. #html_use_smartypants = True # Custom sidebar templates, maps document names to template names. #html_sidebars = {} # Additional templates that should be rendered to pages, maps page names to # template names. html_additional_pages = {'index': 'index.html', 'gallery':'gallery.html'} # If false, no module index is generated. #html_domain_indices = True # If false, no index is generated. html_use_index = True # If true, the index is split into individual pages for each letter. #html_split_index = False # If true, links to the reST sources are added to the pages. html_show_sourcelink = True # If true, "Created using Sphinx" is shown in the HTML footer. Default is True. html_show_sphinx = False # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True. #html_show_copyright = True # If true, an OpenSearch description file will be output, and all pages will # contain a <link> tag referring to it. The value of this option must be the # base URL from which the finished HTML is served. #html_use_opensearch = '' # If nonempty, this is the file name suffix for HTML files (e.g. ".xhtml"). #html_file_suffix = '' # Output file base name for HTML help builder. htmlhelp_basename = 'Irisdoc' html_use_modindex = False # -- Options for LaTeX output -------------------------------------------------- # The paper size ('letter' or 'a4'). #latex_paper_size = 'letter' # The font size ('10pt', '11pt' or '12pt'). #latex_font_size = '10pt' # Grouping the document tree into LaTeX files. List of tuples # (source start file, target name, title, author, documentclass [howto/manual]). latex_documents = [ ('contents', 'Iris.tex', u'Iris Documentation', ' \\and '.join(_authors), 'manual'), ] # The name of an image file (relative to this directory) to place at the top of # the title page. #latex_logo = None # For "manual" documents, if this is true, then toplevel headings are parts, # not chapters. #latex_use_parts = False # If true, show page references after internal links. #latex_show_pagerefs = False # If true, show URL addresses after external links. #latex_show_urls = False # Additional stuff for the LaTeX preamble. #latex_preamble = '' # Documents to append as an appendix to all manuals. #latex_appendices = [] # If false, no module index is generated. #latex_domain_indices = True latex_elements = {} latex_elements['docclass'] = 'MO_report' # -- Options for manual page output -------------------------------------------- # One entry per manual page. List of tuples # (source start file, name, description, authors, manual section). man_pages = [ ('index', 'iris', u'Iris Documentation', _authors, 1) ] ########################## # plot directive options # ########################## plot_formats = [('png', 100), #('hires.png', 200), ('pdf', 250) ] # Delete the temporary value. del _authors
lgpl-3.0
mjudsp/Tsallis
sklearn/tests/test_kernel_ridge.py
342
3027
import numpy as np import scipy.sparse as sp from sklearn.datasets import make_regression from sklearn.linear_model import Ridge from sklearn.kernel_ridge import KernelRidge from sklearn.metrics.pairwise import pairwise_kernels from sklearn.utils.testing import ignore_warnings from sklearn.utils.testing import assert_array_almost_equal X, y = make_regression(n_features=10) Xcsr = sp.csr_matrix(X) Xcsc = sp.csc_matrix(X) Y = np.array([y, y]).T def test_kernel_ridge(): pred = Ridge(alpha=1, fit_intercept=False).fit(X, y).predict(X) pred2 = KernelRidge(kernel="linear", alpha=1).fit(X, y).predict(X) assert_array_almost_equal(pred, pred2) def test_kernel_ridge_csr(): pred = Ridge(alpha=1, fit_intercept=False, solver="cholesky").fit(Xcsr, y).predict(Xcsr) pred2 = KernelRidge(kernel="linear", alpha=1).fit(Xcsr, y).predict(Xcsr) assert_array_almost_equal(pred, pred2) def test_kernel_ridge_csc(): pred = Ridge(alpha=1, fit_intercept=False, solver="cholesky").fit(Xcsc, y).predict(Xcsc) pred2 = KernelRidge(kernel="linear", alpha=1).fit(Xcsc, y).predict(Xcsc) assert_array_almost_equal(pred, pred2) def test_kernel_ridge_singular_kernel(): # alpha=0 causes a LinAlgError in computing the dual coefficients, # which causes a fallback to a lstsq solver. This is tested here. pred = Ridge(alpha=0, fit_intercept=False).fit(X, y).predict(X) kr = KernelRidge(kernel="linear", alpha=0) ignore_warnings(kr.fit)(X, y) pred2 = kr.predict(X) assert_array_almost_equal(pred, pred2) def test_kernel_ridge_precomputed(): for kernel in ["linear", "rbf", "poly", "cosine"]: K = pairwise_kernels(X, X, metric=kernel) pred = KernelRidge(kernel=kernel).fit(X, y).predict(X) pred2 = KernelRidge(kernel="precomputed").fit(K, y).predict(K) assert_array_almost_equal(pred, pred2) def test_kernel_ridge_precomputed_kernel_unchanged(): K = np.dot(X, X.T) K2 = K.copy() KernelRidge(kernel="precomputed").fit(K, y) assert_array_almost_equal(K, K2) def test_kernel_ridge_sample_weights(): K = np.dot(X, X.T) # precomputed kernel sw = np.random.RandomState(0).rand(X.shape[0]) pred = Ridge(alpha=1, fit_intercept=False).fit(X, y, sample_weight=sw).predict(X) pred2 = KernelRidge(kernel="linear", alpha=1).fit(X, y, sample_weight=sw).predict(X) pred3 = KernelRidge(kernel="precomputed", alpha=1).fit(K, y, sample_weight=sw).predict(K) assert_array_almost_equal(pred, pred2) assert_array_almost_equal(pred, pred3) def test_kernel_ridge_multi_output(): pred = Ridge(alpha=1, fit_intercept=False).fit(X, Y).predict(X) pred2 = KernelRidge(kernel="linear", alpha=1).fit(X, Y).predict(X) assert_array_almost_equal(pred, pred2) pred3 = KernelRidge(kernel="linear", alpha=1).fit(X, y).predict(X) pred3 = np.array([pred3, pred3]).T assert_array_almost_equal(pred2, pred3)
bsd-3-clause
robin-lai/scikit-learn
sklearn/tests/test_base.py
216
7045
# Author: Gael Varoquaux # License: BSD 3 clause import numpy as np import scipy.sparse as sp from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_false from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_not_equal from sklearn.utils.testing import assert_raises from sklearn.base import BaseEstimator, clone, is_classifier from sklearn.svm import SVC from sklearn.pipeline import Pipeline from sklearn.grid_search import GridSearchCV from sklearn.utils import deprecated ############################################################################# # A few test classes class MyEstimator(BaseEstimator): def __init__(self, l1=0, empty=None): self.l1 = l1 self.empty = empty class K(BaseEstimator): def __init__(self, c=None, d=None): self.c = c self.d = d class T(BaseEstimator): def __init__(self, a=None, b=None): self.a = a self.b = b class DeprecatedAttributeEstimator(BaseEstimator): def __init__(self, a=None, b=None): self.a = a if b is not None: DeprecationWarning("b is deprecated and renamed 'a'") self.a = b @property @deprecated("Parameter 'b' is deprecated and renamed to 'a'") def b(self): return self._b class Buggy(BaseEstimator): " A buggy estimator that does not set its parameters right. " def __init__(self, a=None): self.a = 1 class NoEstimator(object): def __init__(self): pass def fit(self, X=None, y=None): return self def predict(self, X=None): return None class VargEstimator(BaseEstimator): """Sklearn estimators shouldn't have vargs.""" def __init__(self, *vargs): pass ############################################################################# # The tests def test_clone(): # Tests that clone creates a correct deep copy. # We create an estimator, make a copy of its original state # (which, in this case, is the current state of the estimator), # and check that the obtained copy is a correct deep copy. from sklearn.feature_selection import SelectFpr, f_classif selector = SelectFpr(f_classif, alpha=0.1) new_selector = clone(selector) assert_true(selector is not new_selector) assert_equal(selector.get_params(), new_selector.get_params()) selector = SelectFpr(f_classif, alpha=np.zeros((10, 2))) new_selector = clone(selector) assert_true(selector is not new_selector) def test_clone_2(): # Tests that clone doesn't copy everything. # We first create an estimator, give it an own attribute, and # make a copy of its original state. Then we check that the copy doesn't # have the specific attribute we manually added to the initial estimator. from sklearn.feature_selection import SelectFpr, f_classif selector = SelectFpr(f_classif, alpha=0.1) selector.own_attribute = "test" new_selector = clone(selector) assert_false(hasattr(new_selector, "own_attribute")) def test_clone_buggy(): # Check that clone raises an error on buggy estimators. buggy = Buggy() buggy.a = 2 assert_raises(RuntimeError, clone, buggy) no_estimator = NoEstimator() assert_raises(TypeError, clone, no_estimator) varg_est = VargEstimator() assert_raises(RuntimeError, clone, varg_est) def test_clone_empty_array(): # Regression test for cloning estimators with empty arrays clf = MyEstimator(empty=np.array([])) clf2 = clone(clf) assert_array_equal(clf.empty, clf2.empty) clf = MyEstimator(empty=sp.csr_matrix(np.array([[0]]))) clf2 = clone(clf) assert_array_equal(clf.empty.data, clf2.empty.data) def test_clone_nan(): # Regression test for cloning estimators with default parameter as np.nan clf = MyEstimator(empty=np.nan) clf2 = clone(clf) assert_true(clf.empty is clf2.empty) def test_repr(): # Smoke test the repr of the base estimator. my_estimator = MyEstimator() repr(my_estimator) test = T(K(), K()) assert_equal( repr(test), "T(a=K(c=None, d=None), b=K(c=None, d=None))" ) some_est = T(a=["long_params"] * 1000) assert_equal(len(repr(some_est)), 415) def test_str(): # Smoke test the str of the base estimator my_estimator = MyEstimator() str(my_estimator) def test_get_params(): test = T(K(), K()) assert_true('a__d' in test.get_params(deep=True)) assert_true('a__d' not in test.get_params(deep=False)) test.set_params(a__d=2) assert_true(test.a.d == 2) assert_raises(ValueError, test.set_params, a__a=2) def test_get_params_deprecated(): # deprecated attribute should not show up as params est = DeprecatedAttributeEstimator(a=1) assert_true('a' in est.get_params()) assert_true('a' in est.get_params(deep=True)) assert_true('a' in est.get_params(deep=False)) assert_true('b' not in est.get_params()) assert_true('b' not in est.get_params(deep=True)) assert_true('b' not in est.get_params(deep=False)) def test_is_classifier(): svc = SVC() assert_true(is_classifier(svc)) assert_true(is_classifier(GridSearchCV(svc, {'C': [0.1, 1]}))) assert_true(is_classifier(Pipeline([('svc', svc)]))) assert_true(is_classifier(Pipeline([('svc_cv', GridSearchCV(svc, {'C': [0.1, 1]}))]))) def test_set_params(): # test nested estimator parameter setting clf = Pipeline([("svc", SVC())]) # non-existing parameter in svc assert_raises(ValueError, clf.set_params, svc__stupid_param=True) # non-existing parameter of pipeline assert_raises(ValueError, clf.set_params, svm__stupid_param=True) # we don't currently catch if the things in pipeline are estimators # bad_pipeline = Pipeline([("bad", NoEstimator())]) # assert_raises(AttributeError, bad_pipeline.set_params, # bad__stupid_param=True) def test_score_sample_weight(): from sklearn.tree import DecisionTreeClassifier from sklearn.tree import DecisionTreeRegressor from sklearn import datasets rng = np.random.RandomState(0) # test both ClassifierMixin and RegressorMixin estimators = [DecisionTreeClassifier(max_depth=2), DecisionTreeRegressor(max_depth=2)] sets = [datasets.load_iris(), datasets.load_boston()] for est, ds in zip(estimators, sets): est.fit(ds.data, ds.target) # generate random sample weights sample_weight = rng.randint(1, 10, size=len(ds.target)) # check that the score with and without sample weights are different assert_not_equal(est.score(ds.data, ds.target), est.score(ds.data, ds.target, sample_weight=sample_weight), msg="Unweighted and weighted scores " "are unexpectedly equal")
bsd-3-clause
rymurr/q
q/unparser.py
1
6684
from bitstring import pack, ConstBitStream import pandas import numpy as np import datetime from protocol import types, inv_types, header_format, MILLIS, Y2KDAYS, NULL, BYTE, INT from utils import str_convert, format, format_list, get_header, get_date_from_q, get_hour, format_raw_list from collections import OrderedDict def format_bits(data, endianness = 'le', with_index=False, sort_on=None, async=False, symbol = True, function = False, short = False): endian = 1 if endianness == 'le' else 0 data_format = header_format.format(endianness) data = parse_on_the_wire(data, endianness, with_index=with_index, sort_on=sort_on, symbol=symbol, function = function, short=short) length = len(data)/8 + 8 objects = {'endian':endian, 'async':1 if async else 0, 'length': length, 'data':data} bstream = pack(data_format, **objects) return bstream #This is looking like it needs a refactor! def parse_on_the_wire(data, endianness, attributes = 0, with_index=False, sort_on = None, symbol = True, function = False, short = False): if with_index and type(data) == pandas.DataFrame: keys = parse_on_the_wire(pandas.DataFrame(data.index), endianness, attributes, False, True if sort_on else None, short=short) vals = parse_on_the_wire(data, endianness, attributes, False, short=short) data_format = 'int{0}:8=type, bits'.format(endianness) bstream = pack(data_format, (keys+vals), type='127' if sort_on else '99') elif isinstance(data,np.ndarray): dtype = inv_types[data.dtype.type] if data.dtype.type == np.object_: data_format = 'int{0}:8=type, int{0}:8=attributes, int{0}:32=length, bits'.format(endianness) bstream = pack(data_format, sum([parse_on_the_wire(i, endianness, short=short) for i in data]), type = dtype[0], attributes=attributes, length=len(data)) else: data_format = 'int{0}:8=type, int{0}:8=attributes, int{0}:32=length, {3}*{1}{0}:{2}'.format(endianness, dtype[1], dtype[2], len(data)) bstream = pack(data_format, *data, type=dtype[0], attributes=attributes, length=len(data)) elif isinstance(data, list): type_set = set([type(i) for i in data]) if len(type_set) == 1 and not list(type_set)[0] == np.ndarray: if short: temp = list(type_set)[0] if temp == float: dtype = inv_types['float'] if temp == int: dtype = inv_types['int'] else: dtype = inv_types[list(type_set)[0]] if list(type_set)[0] == str or list(type_set)[0] == list: data_format = 'int{0}:8=type, int{0}:8=attributes, int{0}:32=length, bits'.format(endianness) bstream = pack(data_format, sum([parse_on_the_wire(i, endianness, short=short) for i in data]), type = -dtype[0], attributes=attributes, length=len(data)) else: data_format = 'int{0}:8=type, int{0}:8=attributes, int{0}:32=length, {3}*{1}{0}:{2}'.format(endianness, dtype[1], dtype[2], len(data)) bstream = pack(data_format, *data, type=-dtype[0], attributes=attributes, length=len(data)) else: dtype = inv_types[type(data)] data_format = 'int{0}:8=type, int{0}:8=attributes, int{0}:32=length, bits=data'.format(endianness) bits = sum([parse_on_the_wire(i, endianness, short=short) for i in data]) bstream = pack(data_format, data=bits, type=-dtype[0], attributes=attributes, length=len(data)) elif type(data) == dict: dtype = inv_types[type(data)] data_format = 'int{0}:8=type, bits=data'.format(endianness) keys = parse_on_the_wire(data.keys(), endianness, short=short) vals = parse_on_the_wire(data.values(), endianness, short=short) bits = keys + vals bstream = pack(data_format, data=bits, type=dtype[0], attributes=attributes, length=len(data)) elif type(data) == OrderedDict: dtype = inv_types[type(data)] data_format = 'int{0}:8=type, bits=data'.format(endianness) keys = parse_on_the_wire(data.keys(), endianness, 1, short=short) vals = parse_on_the_wire(data.values(), endianness, short=short) bits = keys + vals bstream = pack(data_format, data=bits, type=dtype[0], attributes=attributes, length=len(data)) elif isinstance(data, str) and function: context, function = data.split('{') context = context.replace('.','') function = '{' + function data_format = 'int{0}:8=lambdatype, bits=context, bits=function' bstream = pack(data_format.format(endianness), lambdatype=100, context = parse_on_the_wire(context, endianness), function = parse_on_the_wire(function, endianness, symbol=False) ) elif isinstance(data, str) and symbol: bstream = pack('{0}*hex:8'.format(len(data)),*[hex(ord(i)) for i in data]) + ConstBitStream(b'0x00') elif isinstance(data, str): dtype = inv_types['str'] data_format = 'int{1}:8=type, int{1}:8=attributes, int{1}:32=length, {2}*hex:8' bstream = pack(data_format.format('', endianness, len(data)),type=-dtype[0], attributes=attributes, length=len(data), *[hex(ord(i)) for i in data]) elif type(data) == pandas.DataFrame: is_sorted = 1 if sort_on else 0 dtype = inv_types[type(data)] data_format = 'int{0}:8=type, int{0}:8=tabattrib, int{0}:8=dicttype, bits=cols,int{0}:8=typearray, int{0}:8=attributes, int{0}:32=length, bits=vals'.format(endianness) cols = parse_on_the_wire(data.columns.values, endianness, short=short) vals = sum(parse_on_the_wire(col.values, endianness, 3 if i==sort_on else 0, short=short) for i,col in data.iterkv()) # indexes = parse_on_the_wire(data.index.values, endianness, 3) bstream = pack(data_format, cols=cols, type=dtype[0], typearray=0, attributes=0, length=len(data.columns), vals=vals, tabattrib=is_sorted, dicttype=99) elif type(data) == float and short: dtype = inv_types['float'] data_format = 'int{0}:8=type, {1}{0}:{2}'.format(endianness, dtype[1], dtype[2]) bstream = pack(data_format, data, type=dtype[0]) elif type(data) == int and short: dtype = inv_types['int'] data_format = 'int{0}:8=type, {1}{0}:{2}'.format(endianness, dtype[1], dtype[2]) bstream = pack(data_format, data, type=dtype[0]) else: dtype = inv_types[type(data)] data_format = 'int{0}:8=type, {1}{0}:{2}'.format(endianness, dtype[1], dtype[2]) bstream = pack(data_format, data, type=dtype[0]) return bstream
mit
arahuja/scikit-learn
examples/svm/plot_weighted_samples.py
69
1942
""" ===================== SVM: Weighted samples ===================== Plot decision function of a weighted dataset, where the size of points is proportional to its weight. The sample weighting rescales the C parameter, which means that the classifier puts more emphasis on getting these points right. The effect might often be subtle. To emphasis the effect here, we particularly weight outliers, making the deformation of the decision boundary very visible. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn import svm def plot_decision_function(classifier, sample_weight, axis, title): # plot the decision function xx, yy = np.meshgrid(np.linspace(-4, 5, 500), np.linspace(-4, 5, 500)) Z = classifier.decision_function(np.c_[xx.ravel(), yy.ravel()]) Z = Z.reshape(xx.shape) # plot the line, the points, and the nearest vectors to the plane axis.contourf(xx, yy, Z, alpha=0.75, cmap=plt.cm.bone) axis.scatter(X[:, 0], X[:, 1], c=Y, s=100 * sample_weight, alpha=0.9, cmap=plt.cm.bone) axis.axis('off') axis.set_title(title) # we create 20 points np.random.seed(0) X = np.r_[np.random.randn(10, 2) + [1, 1], np.random.randn(10, 2)] Y = [1] * 10 + [-1] * 10 sample_weight_last_ten = abs(np.random.randn(len(X))) sample_weight_constant = np.ones(len(X)) # and bigger weights to some outliers sample_weight_last_ten[15:] *= 5 sample_weight_last_ten[9] *= 15 # for reference, first fit without class weights # fit the model clf_weights = svm.SVC() clf_weights.fit(X, Y, sample_weight=sample_weight_last_ten) clf_no_weights = svm.SVC() clf_no_weights.fit(X, Y) fig, axes = plt.subplots(1, 2, figsize=(14, 6)) plot_decision_function(clf_no_weights, sample_weight_constant, axes[0], "Constant weights") plot_decision_function(clf_weights, sample_weight_last_ten, axes[1], "Modified weights") plt.show()
bsd-3-clause
gfyoung/scipy
scipy/stats/stats.py
1
202270
# Copyright 2002 Gary Strangman. All rights reserved # Copyright 2002-2016 The SciPy Developers # # The original code from Gary Strangman was heavily adapted for # use in SciPy by Travis Oliphant. The original code came with the # following disclaimer: # # This software is provided "as-is". There are no expressed or implied # warranties of any kind, including, but not limited to, the warranties # of merchantability and fitness for a given application. In no event # shall Gary Strangman be liable for any direct, indirect, incidental, # special, exemplary or consequential damages (including, but not limited # to, loss of use, data or profits, or business interruption) however # caused and on any theory of liability, whether in contract, strict # liability or tort (including negligence or otherwise) arising in any way # out of the use of this software, even if advised of the possibility of # such damage. """ A collection of basic statistical functions for Python. The function names appear below. Some scalar functions defined here are also available in the scipy.special package where they work on arbitrary sized arrays. Disclaimers: The function list is obviously incomplete and, worse, the functions are not optimized. All functions have been tested (some more so than others), but they are far from bulletproof. Thus, as with any free software, no warranty or guarantee is expressed or implied. :-) A few extra functions that don't appear in the list below can be found by interested treasure-hunters. These functions don't necessarily have both list and array versions but were deemed useful. Central Tendency ---------------- .. autosummary:: :toctree: generated/ gmean hmean mode Moments ------- .. autosummary:: :toctree: generated/ moment variation skew kurtosis normaltest Altered Versions ---------------- .. autosummary:: :toctree: generated/ tmean tvar tstd tsem describe Frequency Stats --------------- .. autosummary:: :toctree: generated/ itemfreq scoreatpercentile percentileofscore cumfreq relfreq Variability ----------- .. autosummary:: :toctree: generated/ obrientransform sem zmap zscore iqr Trimming Functions ------------------ .. autosummary:: :toctree: generated/ trimboth trim1 Correlation Functions --------------------- .. autosummary:: :toctree: generated/ pearsonr fisher_exact spearmanr pointbiserialr kendalltau weightedtau linregress theilslopes Inferential Stats ----------------- .. autosummary:: :toctree: generated/ ttest_1samp ttest_ind ttest_ind_from_stats ttest_rel chisquare power_divergence ks_2samp mannwhitneyu ranksums wilcoxon kruskal friedmanchisquare brunnermunzel combine_pvalues Statistical Distances --------------------- .. autosummary:: :toctree: generated/ wasserstein_distance energy_distance ANOVA Functions --------------- .. autosummary:: :toctree: generated/ f_oneway Support Functions ----------------- .. autosummary:: :toctree: generated/ rankdata References ---------- .. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. """ from __future__ import division, print_function, absolute_import import warnings import math from collections import namedtuple import numpy as np from numpy import array, asarray, ma, zeros from scipy._lib.six import callable, string_types from scipy._lib._version import NumpyVersion from scipy._lib._util import _lazywhere import scipy.special as special import scipy.linalg as linalg from . import distributions from . import mstats_basic from ._stats_mstats_common import _find_repeats, linregress, theilslopes, siegelslopes from ._stats import _kendall_dis, _toint64, _weightedrankedtau __all__ = ['find_repeats', 'gmean', 'hmean', 'mode', 'tmean', 'tvar', 'tmin', 'tmax', 'tstd', 'tsem', 'moment', 'variation', 'skew', 'kurtosis', 'describe', 'skewtest', 'kurtosistest', 'normaltest', 'jarque_bera', 'itemfreq', 'scoreatpercentile', 'percentileofscore', 'cumfreq', 'relfreq', 'obrientransform', 'sem', 'zmap', 'zscore', 'iqr', 'sigmaclip', 'trimboth', 'trim1', 'trim_mean', 'f_oneway', 'pearsonr', 'fisher_exact', 'spearmanr', 'pointbiserialr', 'kendalltau', 'weightedtau', 'linregress', 'siegelslopes', 'theilslopes', 'ttest_1samp', 'ttest_ind', 'ttest_ind_from_stats', 'ttest_rel', 'kstest', 'chisquare', 'power_divergence', 'ks_2samp', 'mannwhitneyu', 'tiecorrect', 'ranksums', 'kruskal', 'friedmanchisquare', 'rankdata', 'combine_pvalues', 'wasserstein_distance', 'energy_distance', 'brunnermunzel'] def _chk_asarray(a, axis): if axis is None: a = np.ravel(a) outaxis = 0 else: a = np.asarray(a) outaxis = axis if a.ndim == 0: a = np.atleast_1d(a) return a, outaxis def _chk2_asarray(a, b, axis): if axis is None: a = np.ravel(a) b = np.ravel(b) outaxis = 0 else: a = np.asarray(a) b = np.asarray(b) outaxis = axis if a.ndim == 0: a = np.atleast_1d(a) if b.ndim == 0: b = np.atleast_1d(b) return a, b, outaxis def _contains_nan(a, nan_policy='propagate'): policies = ['propagate', 'raise', 'omit'] if nan_policy not in policies: raise ValueError("nan_policy must be one of {%s}" % ', '.join("'%s'" % s for s in policies)) try: # Calling np.sum to avoid creating a huge array into memory # e.g. np.isnan(a).any() with np.errstate(invalid='ignore'): contains_nan = np.isnan(np.sum(a)) except TypeError: # If the check cannot be properly performed we fallback to omitting # nan values and raising a warning. This can happen when attempting to # sum things that are not numbers (e.g. as in the function `mode`). contains_nan = False nan_policy = 'omit' warnings.warn("The input array could not be properly checked for nan " "values. nan values will be ignored.", RuntimeWarning) if contains_nan and nan_policy == 'raise': raise ValueError("The input contains nan values") return (contains_nan, nan_policy) def gmean(a, axis=0, dtype=None): """ Compute the geometric mean along the specified axis. Return the geometric average of the array elements. That is: n-th root of (x1 * x2 * ... * xn) Parameters ---------- a : array_like Input array or object that can be converted to an array. axis : int or None, optional Axis along which the geometric mean is computed. Default is 0. If None, compute over the whole array `a`. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specified, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns ------- gmean : ndarray see dtype parameter above See Also -------- numpy.mean : Arithmetic average numpy.average : Weighted average hmean : Harmonic mean Notes ----- The geometric average is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. float64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-finite values in the input or that arise in the calculations such as Not a Number and infinity because masked arrays automatically mask any non-finite values. Examples -------- >>> from scipy.stats import gmean >>> gmean([1, 4]) 2.0 >>> gmean([1, 2, 3, 4, 5, 6, 7]) 3.3800151591412964 """ if not isinstance(a, np.ndarray): # if not an ndarray object attempt to convert it log_a = np.log(np.array(a, dtype=dtype)) elif dtype: # Must change the default dtype allowing array type if isinstance(a, np.ma.MaskedArray): log_a = np.log(np.ma.asarray(a, dtype=dtype)) else: log_a = np.log(np.asarray(a, dtype=dtype)) else: log_a = np.log(a) return np.exp(log_a.mean(axis=axis)) def hmean(a, axis=0, dtype=None): """ Calculate the harmonic mean along the specified axis. That is: n / (1/x1 + 1/x2 + ... + 1/xn) Parameters ---------- a : array_like Input array, masked array or object that can be converted to an array. axis : int or None, optional Axis along which the harmonic mean is computed. Default is 0. If None, compute over the whole array `a`. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If `dtype` is not specified, it defaults to the dtype of `a`, unless `a` has an integer `dtype` with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns ------- hmean : ndarray see `dtype` parameter above See Also -------- numpy.mean : Arithmetic average numpy.average : Weighted average gmean : Geometric mean Notes ----- The harmonic mean is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. float64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-finite values in the input or that arise in the calculations such as Not a Number and infinity. Examples -------- >>> from scipy.stats import hmean >>> hmean([1, 4]) 1.6000000000000001 >>> hmean([1, 2, 3, 4, 5, 6, 7]) 2.6997245179063363 """ if not isinstance(a, np.ndarray): a = np.array(a, dtype=dtype) if np.all(a > 0): # Harmonic mean only defined if greater than zero if isinstance(a, np.ma.MaskedArray): size = a.count(axis) else: if axis is None: a = a.ravel() size = a.shape[0] else: size = a.shape[axis] return size / np.sum(1.0 / a, axis=axis, dtype=dtype) else: raise ValueError("Harmonic mean only defined if all elements greater " "than zero") ModeResult = namedtuple('ModeResult', ('mode', 'count')) def mode(a, axis=0, nan_policy='propagate'): """ Return an array of the modal (most common) value in the passed array. If there is more than one such value, only the smallest is returned. The bin-count for the modal bins is also returned. Parameters ---------- a : array_like n-dimensional array of which to find mode(s). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- mode : ndarray Array of modal values. count : ndarray Array of counts for each mode. Examples -------- >>> a = np.array([[6, 8, 3, 0], ... [3, 2, 1, 7], ... [8, 1, 8, 4], ... [5, 3, 0, 5], ... [4, 7, 5, 9]]) >>> from scipy import stats >>> stats.mode(a) (array([[3, 1, 0, 0]]), array([[1, 1, 1, 1]])) To get mode of whole array, specify ``axis=None``: >>> stats.mode(a, axis=None) (array([3]), array([3])) """ a, axis = _chk_asarray(a, axis) if a.size == 0: return ModeResult(np.array([]), np.array([])) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.mode(a, axis) if (NumpyVersion(np.__version__) < '1.9.0') or (a.dtype == object and np.nan in set(a)): # Fall back to a slower method since np.unique does not work with NaN # or for older numpy which does not support return_counts scores = set(np.ravel(a)) # get ALL unique values testshape = list(a.shape) testshape[axis] = 1 oldmostfreq = np.zeros(testshape, dtype=a.dtype) oldcounts = np.zeros(testshape, dtype=int) for score in scores: template = (a == score) counts = np.expand_dims(np.sum(template, axis), axis) mostfrequent = np.where(counts > oldcounts, score, oldmostfreq) oldcounts = np.maximum(counts, oldcounts) oldmostfreq = mostfrequent return ModeResult(mostfrequent, oldcounts) def _mode1D(a): vals, cnts = np.unique(a, return_counts=True) return vals[cnts.argmax()], cnts.max() # np.apply_along_axis will convert the _mode1D tuples to a numpy array, casting types in the process # This recreates the results without that issue # View of a, rotated so the requested axis is last in_dims = list(range(a.ndim)) a_view = np.transpose(a, in_dims[:axis] + in_dims[axis+1:] + [axis]) inds = np.ndindex(a_view.shape[:-1]) modes = np.empty(a_view.shape[:-1], dtype=a.dtype) counts = np.zeros(a_view.shape[:-1], dtype=np.int) for ind in inds: modes[ind], counts[ind] = _mode1D(a_view[ind]) newshape = list(a.shape) newshape[axis] = 1 return ModeResult(modes.reshape(newshape), counts.reshape(newshape)) def _mask_to_limits(a, limits, inclusive): """Mask an array for values outside of given limits. This is primarily a utility function. Parameters ---------- a : array limits : (float or None, float or None) A tuple consisting of the (lower limit, upper limit). Values in the input array less than the lower limit or greater than the upper limit will be masked out. None implies no limit. inclusive : (bool, bool) A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to lower or upper are allowed. Returns ------- A MaskedArray. Raises ------ A ValueError if there are no values within the given limits. """ lower_limit, upper_limit = limits lower_include, upper_include = inclusive am = ma.MaskedArray(a) if lower_limit is not None: if lower_include: am = ma.masked_less(am, lower_limit) else: am = ma.masked_less_equal(am, lower_limit) if upper_limit is not None: if upper_include: am = ma.masked_greater(am, upper_limit) else: am = ma.masked_greater_equal(am, upper_limit) if am.count() == 0: raise ValueError("No array values within given limits") return am def tmean(a, limits=None, inclusive=(True, True), axis=None): """ Compute the trimmed mean. This function finds the arithmetic mean of given values, ignoring values outside the given `limits`. Parameters ---------- a : array_like Array of values. limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None (default), then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to compute test. Default is None. Returns ------- tmean : float See also -------- trim_mean : returns mean after trimming a proportion from both tails. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tmean(x) 9.5 >>> stats.tmean(x, (3,17)) 10.0 """ a = asarray(a) if limits is None: return np.mean(a, None) am = _mask_to_limits(a.ravel(), limits, inclusive) return am.mean(axis=axis) def tvar(a, limits=None, inclusive=(True, True), axis=0, ddof=1): """ Compute the trimmed variance. This function computes the sample variance of an array of values, while ignoring values which are outside of given `limits`. Parameters ---------- a : array_like Array of values. limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom. Default is 1. Returns ------- tvar : float Trimmed variance. Notes ----- `tvar` computes the unbiased sample variance, i.e. it uses a correction factor ``n / (n - 1)``. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tvar(x) 35.0 >>> stats.tvar(x, (3,17)) 20.0 """ a = asarray(a) a = a.astype(float).ravel() if limits is None: n = len(a) return a.var() * n / (n - 1.) am = _mask_to_limits(a, limits, inclusive) return np.ma.var(am, ddof=ddof, axis=axis) def tmin(a, lowerlimit=None, axis=0, inclusive=True, nan_policy='propagate'): """ Compute the trimmed minimum. This function finds the miminum value of an array `a` along the specified axis, but only considering values greater than a specified lower limit. Parameters ---------- a : array_like array of values lowerlimit : None or float, optional Values in the input array less than the given limit will be ignored. When lowerlimit is None, then all values are used. The default value is None. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. inclusive : {True, False}, optional This flag determines whether values exactly equal to the lower limit are included. The default value is True. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- tmin : float, int or ndarray Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tmin(x) 0 >>> stats.tmin(x, 13) 13 >>> stats.tmin(x, 13, inclusive=False) 14 """ a, axis = _chk_asarray(a, axis) am = _mask_to_limits(a, (lowerlimit, None), (inclusive, False)) contains_nan, nan_policy = _contains_nan(am, nan_policy) if contains_nan and nan_policy == 'omit': am = ma.masked_invalid(am) res = ma.minimum.reduce(am, axis).data if res.ndim == 0: return res[()] return res def tmax(a, upperlimit=None, axis=0, inclusive=True, nan_policy='propagate'): """ Compute the trimmed maximum. This function computes the maximum value of an array along a given axis, while ignoring values larger than a specified upper limit. Parameters ---------- a : array_like array of values upperlimit : None or float, optional Values in the input array greater than the given limit will be ignored. When upperlimit is None, then all values are used. The default value is None. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. inclusive : {True, False}, optional This flag determines whether values exactly equal to the upper limit are included. The default value is True. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- tmax : float, int or ndarray Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tmax(x) 19 >>> stats.tmax(x, 13) 13 >>> stats.tmax(x, 13, inclusive=False) 12 """ a, axis = _chk_asarray(a, axis) am = _mask_to_limits(a, (None, upperlimit), (False, inclusive)) contains_nan, nan_policy = _contains_nan(am, nan_policy) if contains_nan and nan_policy == 'omit': am = ma.masked_invalid(am) res = ma.maximum.reduce(am, axis).data if res.ndim == 0: return res[()] return res def tstd(a, limits=None, inclusive=(True, True), axis=0, ddof=1): """ Compute the trimmed sample standard deviation. This function finds the sample standard deviation of given values, ignoring values outside the given `limits`. Parameters ---------- a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom. Default is 1. Returns ------- tstd : float Notes ----- `tstd` computes the unbiased sample standard deviation, i.e. it uses a correction factor ``n / (n - 1)``. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tstd(x) 5.9160797830996161 >>> stats.tstd(x, (3,17)) 4.4721359549995796 """ return np.sqrt(tvar(a, limits, inclusive, axis, ddof)) def tsem(a, limits=None, inclusive=(True, True), axis=0, ddof=1): """ Compute the trimmed standard error of the mean. This function finds the standard error of the mean for given values, ignoring values outside the given `limits`. Parameters ---------- a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom. Default is 1. Returns ------- tsem : float Notes ----- `tsem` uses unbiased sample standard deviation, i.e. it uses a correction factor ``n / (n - 1)``. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tsem(x) 1.3228756555322954 >>> stats.tsem(x, (3,17)) 1.1547005383792515 """ a = np.asarray(a).ravel() if limits is None: return a.std(ddof=ddof) / np.sqrt(a.size) am = _mask_to_limits(a, limits, inclusive) sd = np.sqrt(np.ma.var(am, ddof=ddof, axis=axis)) return sd / np.sqrt(am.count()) ##################################### # MOMENTS # ##################################### def moment(a, moment=1, axis=0, nan_policy='propagate'): r""" Calculate the nth moment about the mean for a sample. A moment is a specific quantitative measure of the shape of a set of points. It is often used to calculate coefficients of skewness and kurtosis due to its close relationship with them. Parameters ---------- a : array_like data moment : int or array_like of ints, optional order of central moment that is returned. Default is 1. axis : int or None, optional Axis along which the central moment is computed. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- n-th central moment : ndarray or float The appropriate moment along the given axis or over all values if axis is None. The denominator for the moment calculation is the number of observations, no degrees of freedom correction is done. See also -------- kurtosis, skew, describe Notes ----- The k-th central moment of a data sample is: .. math:: m_k = \frac{1}{n} \sum_{i = 1}^n (x_i - \bar{x})^k Where n is the number of samples and x-bar is the mean. This function uses exponentiation by squares [1]_ for efficiency. References ---------- .. [1] https://eli.thegreenplace.net/2009/03/21/efficient-integer-exponentiation-algorithms Examples -------- >>> from scipy.stats import moment >>> moment([1, 2, 3, 4, 5], moment=1) 0.0 >>> moment([1, 2, 3, 4, 5], moment=2) 2.0 """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.moment(a, moment, axis) if a.size == 0: # empty array, return nan(s) with shape matching `moment` if np.isscalar(moment): return np.nan else: return np.ones(np.asarray(moment).shape, dtype=np.float64) * np.nan # for array_like moment input, return a value for each. if not np.isscalar(moment): mmnt = [_moment(a, i, axis) for i in moment] return np.array(mmnt) else: return _moment(a, moment, axis) def _moment(a, moment, axis): if np.abs(moment - np.round(moment)) > 0: raise ValueError("All moment parameters must be integers") if moment == 0: # When moment equals 0, the result is 1, by definition. shape = list(a.shape) del shape[axis] if shape: # return an actual array of the appropriate shape return np.ones(shape, dtype=float) else: # the input was 1D, so return a scalar instead of a rank-0 array return 1.0 elif moment == 1: # By definition the first moment about the mean is 0. shape = list(a.shape) del shape[axis] if shape: # return an actual array of the appropriate shape return np.zeros(shape, dtype=float) else: # the input was 1D, so return a scalar instead of a rank-0 array return np.float64(0.0) else: # Exponentiation by squares: form exponent sequence n_list = [moment] current_n = moment while current_n > 2: if current_n % 2: current_n = (current_n - 1) / 2 else: current_n /= 2 n_list.append(current_n) # Starting point for exponentiation by squares a_zero_mean = a - np.expand_dims(np.mean(a, axis), axis) if n_list[-1] == 1: s = a_zero_mean.copy() else: s = a_zero_mean**2 # Perform multiplications for n in n_list[-2::-1]: s = s**2 if n % 2: s *= a_zero_mean return np.mean(s, axis) def variation(a, axis=0, nan_policy='propagate'): """ Compute the coefficient of variation, the ratio of the biased standard deviation to the mean. Parameters ---------- a : array_like Input array. axis : int or None, optional Axis along which to calculate the coefficient of variation. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- variation : ndarray The calculated variation along the requested axis. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. Examples -------- >>> from scipy.stats import variation >>> variation([1, 2, 3, 4, 5]) 0.47140452079103173 """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.variation(a, axis) return a.std(axis) / a.mean(axis) def skew(a, axis=0, bias=True, nan_policy='propagate'): """ Compute the skewness of a data set. For normally distributed data, the skewness should be about 0. For unimodal continuous distributions, a skewness value > 0 means that there is more weight in the right tail of the distribution. The function `skewtest` can be used to determine if the skewness value is close enough to 0, statistically speaking. Parameters ---------- a : ndarray data axis : int or None, optional Axis along which skewness is calculated. Default is 0. If None, compute over the whole array `a`. bias : bool, optional If False, then the calculations are corrected for statistical bias. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- skewness : ndarray The skewness of values along an axis, returning 0 where all values are equal. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. Section 2.2.24.1 Examples -------- >>> from scipy.stats import skew >>> skew([1, 2, 3, 4, 5]) 0.0 >>> skew([2, 8, 0, 4, 1, 9, 9, 0]) 0.2650554122698573 """ a, axis = _chk_asarray(a, axis) n = a.shape[axis] contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.skew(a, axis, bias) m2 = moment(a, 2, axis) m3 = moment(a, 3, axis) zero = (m2 == 0) vals = _lazywhere(~zero, (m2, m3), lambda m2, m3: m3 / m2**1.5, 0.) if not bias: can_correct = (n > 2) & (m2 > 0) if can_correct.any(): m2 = np.extract(can_correct, m2) m3 = np.extract(can_correct, m3) nval = np.sqrt((n - 1.0) * n) / (n - 2.0) * m3 / m2**1.5 np.place(vals, can_correct, nval) if vals.ndim == 0: return vals.item() return vals def kurtosis(a, axis=0, fisher=True, bias=True, nan_policy='propagate'): """ Compute the kurtosis (Fisher or Pearson) of a dataset. Kurtosis is the fourth central moment divided by the square of the variance. If Fisher's definition is used, then 3.0 is subtracted from the result to give 0.0 for a normal distribution. If bias is False then the kurtosis is calculated using k statistics to eliminate bias coming from biased moment estimators Use `kurtosistest` to see if result is close enough to normal. Parameters ---------- a : array data for which the kurtosis is calculated axis : int or None, optional Axis along which the kurtosis is calculated. Default is 0. If None, compute over the whole array `a`. fisher : bool, optional If True, Fisher's definition is used (normal ==> 0.0). If False, Pearson's definition is used (normal ==> 3.0). bias : bool, optional If False, then the calculations are corrected for statistical bias. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- kurtosis : array The kurtosis of values along an axis. If all values are equal, return -3 for Fisher's definition and 0 for Pearson's definition. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. Examples -------- >>> from scipy.stats import kurtosis >>> kurtosis([1, 2, 3, 4, 5]) -1.3 """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.kurtosis(a, axis, fisher, bias) n = a.shape[axis] m2 = moment(a, 2, axis) m4 = moment(a, 4, axis) zero = (m2 == 0) olderr = np.seterr(all='ignore') try: vals = np.where(zero, 0, m4 / m2**2.0) finally: np.seterr(**olderr) if not bias: can_correct = (n > 3) & (m2 > 0) if can_correct.any(): m2 = np.extract(can_correct, m2) m4 = np.extract(can_correct, m4) nval = 1.0/(n-2)/(n-3) * ((n**2-1.0)*m4/m2**2.0 - 3*(n-1)**2.0) np.place(vals, can_correct, nval + 3.0) if vals.ndim == 0: vals = vals.item() # array scalar return vals - 3 if fisher else vals DescribeResult = namedtuple('DescribeResult', ('nobs', 'minmax', 'mean', 'variance', 'skewness', 'kurtosis')) def describe(a, axis=0, ddof=1, bias=True, nan_policy='propagate'): """ Compute several descriptive statistics of the passed array. Parameters ---------- a : array_like Input data. axis : int or None, optional Axis along which statistics are calculated. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom (only for variance). Default is 1. bias : bool, optional If False, then the skewness and kurtosis calculations are corrected for statistical bias. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- nobs : int or ndarray of ints Number of observations (length of data along `axis`). When 'omit' is chosen as nan_policy, each column is counted separately. minmax: tuple of ndarrays or floats Minimum and maximum value of data array. mean : ndarray or float Arithmetic mean of data along axis. variance : ndarray or float Unbiased variance of the data along axis, denominator is number of observations minus one. skewness : ndarray or float Skewness, based on moment calculations with denominator equal to the number of observations, i.e. no degrees of freedom correction. kurtosis : ndarray or float Kurtosis (Fisher). The kurtosis is normalized so that it is zero for the normal distribution. No degrees of freedom are used. See Also -------- skew, kurtosis Examples -------- >>> from scipy import stats >>> a = np.arange(10) >>> stats.describe(a) DescribeResult(nobs=10, minmax=(0, 9), mean=4.5, variance=9.166666666666666, skewness=0.0, kurtosis=-1.2242424242424244) >>> b = [[1, 2], [3, 4]] >>> stats.describe(b) DescribeResult(nobs=2, minmax=(array([1, 2]), array([3, 4])), mean=array([2., 3.]), variance=array([2., 2.]), skewness=array([0., 0.]), kurtosis=array([-2., -2.])) """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.describe(a, axis, ddof, bias) if a.size == 0: raise ValueError("The input must not be empty.") n = a.shape[axis] mm = (np.min(a, axis=axis), np.max(a, axis=axis)) m = np.mean(a, axis=axis) v = np.var(a, axis=axis, ddof=ddof) sk = skew(a, axis, bias=bias) kurt = kurtosis(a, axis, bias=bias) return DescribeResult(n, mm, m, v, sk, kurt) ##################################### # NORMALITY TESTS # ##################################### SkewtestResult = namedtuple('SkewtestResult', ('statistic', 'pvalue')) def skewtest(a, axis=0, nan_policy='propagate'): """ Test whether the skew is different from the normal distribution. This function tests the null hypothesis that the skewness of the population that the sample was drawn from is the same as that of a corresponding normal distribution. Parameters ---------- a : array The data to be tested axis : int or None, optional Axis along which statistics are calculated. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float The computed z-score for this test. pvalue : float a 2-sided p-value for the hypothesis test Notes ----- The sample size must be at least 8. References ---------- .. [1] R. B. D'Agostino, A. J. Belanger and R. B. D'Agostino Jr., "A suggestion for using powerful and informative tests of normality", American Statistician 44, pp. 316-321, 1990. Examples -------- >>> from scipy.stats import skewtest >>> skewtest([1, 2, 3, 4, 5, 6, 7, 8]) SkewtestResult(statistic=1.0108048609177787, pvalue=0.3121098361421897) >>> skewtest([2, 8, 0, 4, 1, 9, 9, 0]) SkewtestResult(statistic=0.44626385374196975, pvalue=0.6554066631275459) >>> skewtest([1, 2, 3, 4, 5, 6, 7, 8000]) SkewtestResult(statistic=3.571773510360407, pvalue=0.0003545719905823133) >>> skewtest([100, 100, 100, 100, 100, 100, 100, 101]) SkewtestResult(statistic=3.5717766638478072, pvalue=0.000354567720281634) """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.skewtest(a, axis) if axis is None: a = np.ravel(a) axis = 0 b2 = skew(a, axis) n = a.shape[axis] if n < 8: raise ValueError( "skewtest is not valid with less than 8 samples; %i samples" " were given." % int(n)) y = b2 * math.sqrt(((n + 1) * (n + 3)) / (6.0 * (n - 2))) beta2 = (3.0 * (n**2 + 27*n - 70) * (n+1) * (n+3) / ((n-2.0) * (n+5) * (n+7) * (n+9))) W2 = -1 + math.sqrt(2 * (beta2 - 1)) delta = 1 / math.sqrt(0.5 * math.log(W2)) alpha = math.sqrt(2.0 / (W2 - 1)) y = np.where(y == 0, 1, y) Z = delta * np.log(y / alpha + np.sqrt((y / alpha)**2 + 1)) return SkewtestResult(Z, 2 * distributions.norm.sf(np.abs(Z))) KurtosistestResult = namedtuple('KurtosistestResult', ('statistic', 'pvalue')) def kurtosistest(a, axis=0, nan_policy='propagate'): """ Test whether a dataset has normal kurtosis. This function tests the null hypothesis that the kurtosis of the population from which the sample was drawn is that of the normal distribution: ``kurtosis = 3(n-1)/(n+1)``. Parameters ---------- a : array array of the sample data axis : int or None, optional Axis along which to compute test. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float The computed z-score for this test. pvalue : float The 2-sided p-value for the hypothesis test Notes ----- Valid only for n>20. This function uses the method described in [1]_. References ---------- .. [1] see e.g. F. J. Anscombe, W. J. Glynn, "Distribution of the kurtosis statistic b2 for normal samples", Biometrika, vol. 70, pp. 227-234, 1983. Examples -------- >>> from scipy.stats import kurtosistest >>> kurtosistest(list(range(20))) KurtosistestResult(statistic=-1.7058104152122062, pvalue=0.08804338332528348) >>> np.random.seed(28041990) >>> s = np.random.normal(0, 1, 1000) >>> kurtosistest(s) KurtosistestResult(statistic=1.2317590987707365, pvalue=0.21803908613450895) """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.kurtosistest(a, axis) n = a.shape[axis] if n < 5: raise ValueError( "kurtosistest requires at least 5 observations; %i observations" " were given." % int(n)) if n < 20: warnings.warn("kurtosistest only valid for n>=20 ... continuing " "anyway, n=%i" % int(n)) b2 = kurtosis(a, axis, fisher=False) E = 3.0*(n-1) / (n+1) varb2 = 24.0*n*(n-2)*(n-3) / ((n+1)*(n+1.)*(n+3)*(n+5)) # [1]_ Eq. 1 x = (b2-E) / np.sqrt(varb2) # [1]_ Eq. 4 # [1]_ Eq. 2: sqrtbeta1 = 6.0*(n*n-5*n+2)/((n+7)*(n+9)) * np.sqrt((6.0*(n+3)*(n+5)) / (n*(n-2)*(n-3))) # [1]_ Eq. 3: A = 6.0 + 8.0/sqrtbeta1 * (2.0/sqrtbeta1 + np.sqrt(1+4.0/(sqrtbeta1**2))) term1 = 1 - 2/(9.0*A) denom = 1 + x*np.sqrt(2/(A-4.0)) term2 = np.sign(denom) * np.where(denom == 0.0, np.nan, np.power((1-2.0/A)/np.abs(denom), 1/3.0)) if np.any(denom == 0): msg = "Test statistic not defined in some cases due to division by " \ "zero. Return nan in that case..." warnings.warn(msg, RuntimeWarning) Z = (term1 - term2) / np.sqrt(2/(9.0*A)) # [1]_ Eq. 5 if Z.ndim == 0: Z = Z[()] # zprob uses upper tail, so Z needs to be positive return KurtosistestResult(Z, 2 * distributions.norm.sf(np.abs(Z))) NormaltestResult = namedtuple('NormaltestResult', ('statistic', 'pvalue')) def normaltest(a, axis=0, nan_policy='propagate'): """ Test whether a sample differs from a normal distribution. This function tests the null hypothesis that a sample comes from a normal distribution. It is based on D'Agostino and Pearson's [1]_, [2]_ test that combines skew and kurtosis to produce an omnibus test of normality. Parameters ---------- a : array_like The array containing the sample to be tested. axis : int or None, optional Axis along which to compute test. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array ``s^2 + k^2``, where ``s`` is the z-score returned by `skewtest` and ``k`` is the z-score returned by `kurtosistest`. pvalue : float or array A 2-sided chi squared probability for the hypothesis test. References ---------- .. [1] D'Agostino, R. B. (1971), "An omnibus test of normality for moderate and large sample size", Biometrika, 58, 341-348 .. [2] D'Agostino, R. and Pearson, E. S. (1973), "Tests for departure from normality", Biometrika, 60, 613-622 Examples -------- >>> from scipy import stats >>> pts = 1000 >>> np.random.seed(28041990) >>> a = np.random.normal(0, 1, size=pts) >>> b = np.random.normal(2, 1, size=pts) >>> x = np.concatenate((a, b)) >>> k2, p = stats.normaltest(x) >>> alpha = 1e-3 >>> print("p = {:g}".format(p)) p = 3.27207e-11 >>> if p < alpha: # null hypothesis: x comes from a normal distribution ... print("The null hypothesis can be rejected") ... else: ... print("The null hypothesis cannot be rejected") The null hypothesis can be rejected """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.normaltest(a, axis) s, _ = skewtest(a, axis) k, _ = kurtosistest(a, axis) k2 = s*s + k*k return NormaltestResult(k2, distributions.chi2.sf(k2, 2)) def jarque_bera(x): """ Perform the Jarque-Bera goodness of fit test on sample data. The Jarque-Bera test tests whether the sample data has the skewness and kurtosis matching a normal distribution. Note that this test only works for a large enough number of data samples (>2000) as the test statistic asymptotically has a Chi-squared distribution with 2 degrees of freedom. Parameters ---------- x : array_like Observations of a random variable. Returns ------- jb_value : float The test statistic. p : float The p-value for the hypothesis test. References ---------- .. [1] Jarque, C. and Bera, A. (1980) "Efficient tests for normality, homoscedasticity and serial independence of regression residuals", 6 Econometric Letters 255-259. Examples -------- >>> from scipy import stats >>> np.random.seed(987654321) >>> x = np.random.normal(0, 1, 100000) >>> y = np.random.rayleigh(1, 100000) >>> stats.jarque_bera(x) (4.7165707989581342, 0.09458225503041906) >>> stats.jarque_bera(y) (6713.7098548143422, 0.0) """ x = np.asarray(x) n = x.size if n == 0: raise ValueError('At least one observation is required.') mu = x.mean() diffx = x - mu skewness = (1 / n * np.sum(diffx**3)) / (1 / n * np.sum(diffx**2))**(3 / 2.) kurtosis = (1 / n * np.sum(diffx**4)) / (1 / n * np.sum(diffx**2))**2 jb_value = n / 6 * (skewness**2 + (kurtosis - 3)**2 / 4) p = 1 - distributions.chi2.cdf(jb_value, 2) return jb_value, p ##################################### # FREQUENCY FUNCTIONS # ##################################### @np.deprecate(message="`itemfreq` is deprecated and will be removed in a " "future version. Use instead `np.unique(..., return_counts=True)`") def itemfreq(a): """ Return a 2-D array of item frequencies. Parameters ---------- a : (N,) array_like Input array. Returns ------- itemfreq : (K, 2) ndarray A 2-D frequency table. Column 1 contains sorted, unique values from `a`, column 2 contains their respective counts. Examples -------- >>> from scipy import stats >>> a = np.array([1, 1, 5, 0, 1, 2, 2, 0, 1, 4]) >>> stats.itemfreq(a) array([[ 0., 2.], [ 1., 4.], [ 2., 2.], [ 4., 1.], [ 5., 1.]]) >>> np.bincount(a) array([2, 4, 2, 0, 1, 1]) >>> stats.itemfreq(a/10.) array([[ 0. , 2. ], [ 0.1, 4. ], [ 0.2, 2. ], [ 0.4, 1. ], [ 0.5, 1. ]]) """ items, inv = np.unique(a, return_inverse=True) freq = np.bincount(inv) return np.array([items, freq]).T def scoreatpercentile(a, per, limit=(), interpolation_method='fraction', axis=None): """ Calculate the score at a given percentile of the input sequence. For example, the score at `per=50` is the median. If the desired quantile lies between two data points, we interpolate between them, according to the value of `interpolation`. If the parameter `limit` is provided, it should be a tuple (lower, upper) of two values. Parameters ---------- a : array_like A 1-D array of values from which to extract score. per : array_like Percentile(s) at which to extract score. Values should be in range [0,100]. limit : tuple, optional Tuple of two scalars, the lower and upper limits within which to compute the percentile. Values of `a` outside this (closed) interval will be ignored. interpolation_method : {'fraction', 'lower', 'higher'}, optional This optional parameter specifies the interpolation method to use, when the desired quantile lies between two data points `i` and `j` - fraction: ``i + (j - i) * fraction`` where ``fraction`` is the fractional part of the index surrounded by ``i`` and ``j``. - lower: ``i``. - higher: ``j``. axis : int, optional Axis along which the percentiles are computed. Default is None. If None, compute over the whole array `a`. Returns ------- score : float or ndarray Score at percentile(s). See Also -------- percentileofscore, numpy.percentile Notes ----- This function will become obsolete in the future. For Numpy 1.9 and higher, `numpy.percentile` provides all the functionality that `scoreatpercentile` provides. And it's significantly faster. Therefore it's recommended to use `numpy.percentile` for users that have numpy >= 1.9. Examples -------- >>> from scipy import stats >>> a = np.arange(100) >>> stats.scoreatpercentile(a, 50) 49.5 """ # adapted from NumPy's percentile function. When we require numpy >= 1.8, # the implementation of this function can be replaced by np.percentile. a = np.asarray(a) if a.size == 0: # empty array, return nan(s) with shape matching `per` if np.isscalar(per): return np.nan else: return np.ones(np.asarray(per).shape, dtype=np.float64) * np.nan if limit: a = a[(limit[0] <= a) & (a <= limit[1])] sorted_ = np.sort(a, axis=axis) if axis is None: axis = 0 return _compute_qth_percentile(sorted_, per, interpolation_method, axis) # handle sequence of per's without calling sort multiple times def _compute_qth_percentile(sorted_, per, interpolation_method, axis): if not np.isscalar(per): score = [_compute_qth_percentile(sorted_, i, interpolation_method, axis) for i in per] return np.array(score) if not (0 <= per <= 100): raise ValueError("percentile must be in the range [0, 100]") indexer = [slice(None)] * sorted_.ndim idx = per / 100. * (sorted_.shape[axis] - 1) if int(idx) != idx: # round fractional indices according to interpolation method if interpolation_method == 'lower': idx = int(np.floor(idx)) elif interpolation_method == 'higher': idx = int(np.ceil(idx)) elif interpolation_method == 'fraction': pass # keep idx as fraction and interpolate else: raise ValueError("interpolation_method can only be 'fraction', " "'lower' or 'higher'") i = int(idx) if i == idx: indexer[axis] = slice(i, i + 1) weights = array(1) sumval = 1.0 else: indexer[axis] = slice(i, i + 2) j = i + 1 weights = array([(j - idx), (idx - i)], float) wshape = [1] * sorted_.ndim wshape[axis] = 2 weights.shape = wshape sumval = weights.sum() # Use np.add.reduce (== np.sum but a little faster) to coerce data type return np.add.reduce(sorted_[tuple(indexer)] * weights, axis=axis) / sumval def percentileofscore(a, score, kind='rank'): """ The percentile rank of a score relative to a list of scores. A `percentileofscore` of, for example, 80% means that 80% of the scores in `a` are below the given score. In the case of gaps or ties, the exact definition depends on the optional keyword, `kind`. Parameters ---------- a : array_like Array of scores to which `score` is compared. score : int or float Score that is compared to the elements in `a`. kind : {'rank', 'weak', 'strict', 'mean'}, optional This optional parameter specifies the interpretation of the resulting score: - "rank": Average percentage ranking of score. In case of multiple matches, average the percentage rankings of all matching scores. - "weak": This kind corresponds to the definition of a cumulative distribution function. A percentileofscore of 80% means that 80% of values are less than or equal to the provided score. - "strict": Similar to "weak", except that only values that are strictly less than the given score are counted. - "mean": The average of the "weak" and "strict" scores, often used in testing. See https://en.wikipedia.org/wiki/Percentile_rank Returns ------- pcos : float Percentile-position of score (0-100) relative to `a`. See Also -------- numpy.percentile Examples -------- Three-quarters of the given values lie below a given score: >>> from scipy import stats >>> stats.percentileofscore([1, 2, 3, 4], 3) 75.0 With multiple matches, note how the scores of the two matches, 0.6 and 0.8 respectively, are averaged: >>> stats.percentileofscore([1, 2, 3, 3, 4], 3) 70.0 Only 2/5 values are strictly less than 3: >>> stats.percentileofscore([1, 2, 3, 3, 4], 3, kind='strict') 40.0 But 4/5 values are less than or equal to 3: >>> stats.percentileofscore([1, 2, 3, 3, 4], 3, kind='weak') 80.0 The average between the weak and the strict scores is >>> stats.percentileofscore([1, 2, 3, 3, 4], 3, kind='mean') 60.0 """ if np.isnan(score): return np.nan a = np.asarray(a) n = len(a) if n == 0: return 100.0 if kind == 'rank': left = np.count_nonzero(a < score) right = np.count_nonzero(a <= score) pct = (right + left + (1 if right > left else 0)) * 50.0/n return pct elif kind == 'strict': return np.count_nonzero(a < score) / n * 100 elif kind == 'weak': return np.count_nonzero(a <= score) / n * 100 elif kind == 'mean': pct = (np.count_nonzero(a < score) + np.count_nonzero(a <= score)) / n * 50 return pct else: raise ValueError("kind can only be 'rank', 'strict', 'weak' or 'mean'") HistogramResult = namedtuple('HistogramResult', ('count', 'lowerlimit', 'binsize', 'extrapoints')) def _histogram(a, numbins=10, defaultlimits=None, weights=None, printextras=False): """ Separate the range into several bins and return the number of instances in each bin. Parameters ---------- a : array_like Array of scores which will be put into bins. numbins : int, optional The number of bins to use for the histogram. Default is 10. defaultlimits : tuple (lower, upper), optional The lower and upper values for the range of the histogram. If no value is given, a range slightly larger than the range of the values in a is used. Specifically ``(a.min() - s, a.max() + s)``, where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``. weights : array_like, optional The weights for each value in `a`. Default is None, which gives each value a weight of 1.0 printextras : bool, optional If True, if there are extra points (i.e. the points that fall outside the bin limits) a warning is raised saying how many of those points there are. Default is False. Returns ------- count : ndarray Number of points (or sum of weights) in each bin. lowerlimit : float Lowest value of histogram, the lower limit of the first bin. binsize : float The size of the bins (all bins have the same size). extrapoints : int The number of points outside the range of the histogram. See Also -------- numpy.histogram Notes ----- This histogram is based on numpy's histogram but has a larger range by default if default limits is not set. """ a = np.ravel(a) if defaultlimits is None: if a.size == 0: # handle empty arrays. Undetermined range, so use 0-1. defaultlimits = (0, 1) else: # no range given, so use values in `a` data_min = a.min() data_max = a.max() # Have bins extend past min and max values slightly s = (data_max - data_min) / (2. * (numbins - 1.)) defaultlimits = (data_min - s, data_max + s) # use numpy's histogram method to compute bins hist, bin_edges = np.histogram(a, bins=numbins, range=defaultlimits, weights=weights) # hist are not always floats, convert to keep with old output hist = np.array(hist, dtype=float) # fixed width for bins is assumed, as numpy's histogram gives # fixed width bins for int values for 'bins' binsize = bin_edges[1] - bin_edges[0] # calculate number of extra points extrapoints = len([v for v in a if defaultlimits[0] > v or v > defaultlimits[1]]) if extrapoints > 0 and printextras: warnings.warn("Points outside given histogram range = %s" % extrapoints) return HistogramResult(hist, defaultlimits[0], binsize, extrapoints) CumfreqResult = namedtuple('CumfreqResult', ('cumcount', 'lowerlimit', 'binsize', 'extrapoints')) def cumfreq(a, numbins=10, defaultreallimits=None, weights=None): """ Return a cumulative frequency histogram, using the histogram function. A cumulative histogram is a mapping that counts the cumulative number of observations in all of the bins up to the specified bin. Parameters ---------- a : array_like Input array. numbins : int, optional The number of bins to use for the histogram. Default is 10. defaultreallimits : tuple (lower, upper), optional The lower and upper values for the range of the histogram. If no value is given, a range slightly larger than the range of the values in `a` is used. Specifically ``(a.min() - s, a.max() + s)``, where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``. weights : array_like, optional The weights for each value in `a`. Default is None, which gives each value a weight of 1.0 Returns ------- cumcount : ndarray Binned values of cumulative frequency. lowerlimit : float Lower real limit binsize : float Width of each bin. extrapoints : int Extra points. Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy import stats >>> x = [1, 4, 2, 1, 3, 1] >>> res = stats.cumfreq(x, numbins=4, defaultreallimits=(1.5, 5)) >>> res.cumcount array([ 1., 2., 3., 3.]) >>> res.extrapoints 3 Create a normal distribution with 1000 random values >>> rng = np.random.RandomState(seed=12345) >>> samples = stats.norm.rvs(size=1000, random_state=rng) Calculate cumulative frequencies >>> res = stats.cumfreq(samples, numbins=25) Calculate space of values for x >>> x = res.lowerlimit + np.linspace(0, res.binsize*res.cumcount.size, ... res.cumcount.size) Plot histogram and cumulative histogram >>> fig = plt.figure(figsize=(10, 4)) >>> ax1 = fig.add_subplot(1, 2, 1) >>> ax2 = fig.add_subplot(1, 2, 2) >>> ax1.hist(samples, bins=25) >>> ax1.set_title('Histogram') >>> ax2.bar(x, res.cumcount, width=res.binsize) >>> ax2.set_title('Cumulative histogram') >>> ax2.set_xlim([x.min(), x.max()]) >>> plt.show() """ h, l, b, e = _histogram(a, numbins, defaultreallimits, weights=weights) cumhist = np.cumsum(h * 1, axis=0) return CumfreqResult(cumhist, l, b, e) RelfreqResult = namedtuple('RelfreqResult', ('frequency', 'lowerlimit', 'binsize', 'extrapoints')) def relfreq(a, numbins=10, defaultreallimits=None, weights=None): """ Return a relative frequency histogram, using the histogram function. A relative frequency histogram is a mapping of the number of observations in each of the bins relative to the total of observations. Parameters ---------- a : array_like Input array. numbins : int, optional The number of bins to use for the histogram. Default is 10. defaultreallimits : tuple (lower, upper), optional The lower and upper values for the range of the histogram. If no value is given, a range slightly larger than the range of the values in a is used. Specifically ``(a.min() - s, a.max() + s)``, where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``. weights : array_like, optional The weights for each value in `a`. Default is None, which gives each value a weight of 1.0 Returns ------- frequency : ndarray Binned values of relative frequency. lowerlimit : float Lower real limit binsize : float Width of each bin. extrapoints : int Extra points. Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy import stats >>> a = np.array([2, 4, 1, 2, 3, 2]) >>> res = stats.relfreq(a, numbins=4) >>> res.frequency array([ 0.16666667, 0.5 , 0.16666667, 0.16666667]) >>> np.sum(res.frequency) # relative frequencies should add up to 1 1.0 Create a normal distribution with 1000 random values >>> rng = np.random.RandomState(seed=12345) >>> samples = stats.norm.rvs(size=1000, random_state=rng) Calculate relative frequencies >>> res = stats.relfreq(samples, numbins=25) Calculate space of values for x >>> x = res.lowerlimit + np.linspace(0, res.binsize*res.frequency.size, ... res.frequency.size) Plot relative frequency histogram >>> fig = plt.figure(figsize=(5, 4)) >>> ax = fig.add_subplot(1, 1, 1) >>> ax.bar(x, res.frequency, width=res.binsize) >>> ax.set_title('Relative frequency histogram') >>> ax.set_xlim([x.min(), x.max()]) >>> plt.show() """ a = np.asanyarray(a) h, l, b, e = _histogram(a, numbins, defaultreallimits, weights=weights) h = h / a.shape[0] return RelfreqResult(h, l, b, e) ##################################### # VARIABILITY FUNCTIONS # ##################################### def obrientransform(*args): """ Compute the O'Brien transform on input data (any number of arrays). Used to test for homogeneity of variance prior to running one-way stats. Each array in ``*args`` is one level of a factor. If `f_oneway` is run on the transformed data and found significant, the variances are unequal. From Maxwell and Delaney [1]_, p.112. Parameters ---------- args : tuple of array_like Any number of arrays. Returns ------- obrientransform : ndarray Transformed data for use in an ANOVA. The first dimension of the result corresponds to the sequence of transformed arrays. If the arrays given are all 1-D of the same length, the return value is a 2-D array; otherwise it is a 1-D array of type object, with each element being an ndarray. References ---------- .. [1] S. E. Maxwell and H. D. Delaney, "Designing Experiments and Analyzing Data: A Model Comparison Perspective", Wadsworth, 1990. Examples -------- We'll test the following data sets for differences in their variance. >>> x = [10, 11, 13, 9, 7, 12, 12, 9, 10] >>> y = [13, 21, 5, 10, 8, 14, 10, 12, 7, 15] Apply the O'Brien transform to the data. >>> from scipy.stats import obrientransform >>> tx, ty = obrientransform(x, y) Use `scipy.stats.f_oneway` to apply a one-way ANOVA test to the transformed data. >>> from scipy.stats import f_oneway >>> F, p = f_oneway(tx, ty) >>> p 0.1314139477040335 If we require that ``p < 0.05`` for significance, we cannot conclude that the variances are different. """ TINY = np.sqrt(np.finfo(float).eps) # `arrays` will hold the transformed arguments. arrays = [] for arg in args: a = np.asarray(arg) n = len(a) mu = np.mean(a) sq = (a - mu)**2 sumsq = sq.sum() # The O'Brien transform. t = ((n - 1.5) * n * sq - 0.5 * sumsq) / ((n - 1) * (n - 2)) # Check that the mean of the transformed data is equal to the # original variance. var = sumsq / (n - 1) if abs(var - np.mean(t)) > TINY: raise ValueError('Lack of convergence in obrientransform.') arrays.append(t) return np.array(arrays) def sem(a, axis=0, ddof=1, nan_policy='propagate'): """ Calculate the standard error of the mean (or standard error of measurement) of the values in the input array. Parameters ---------- a : array_like An array containing the values for which the standard error is returned. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees-of-freedom. How many degrees of freedom to adjust for bias in limited samples relative to the population estimate of variance. Defaults to 1. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- s : ndarray or float The standard error of the mean in the sample(s), along the input axis. Notes ----- The default value for `ddof` is different to the default (0) used by other ddof containing routines, such as np.std and np.nanstd. Examples -------- Find standard error along the first axis: >>> from scipy import stats >>> a = np.arange(20).reshape(5,4) >>> stats.sem(a) array([ 2.8284, 2.8284, 2.8284, 2.8284]) Find standard error across the whole array, using n degrees of freedom: >>> stats.sem(a, axis=None, ddof=0) 1.2893796958227628 """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.sem(a, axis, ddof) n = a.shape[axis] s = np.std(a, axis=axis, ddof=ddof) / np.sqrt(n) return s def zscore(a, axis=0, ddof=0): """ Calculate the z score of each value in the sample, relative to the sample mean and standard deviation. Parameters ---------- a : array_like An array like object containing the sample data. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns ------- zscore : array_like The z-scores, standardized by mean and standard deviation of input array `a`. Notes ----- This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses `asanyarray` instead of `asarray` for parameters). Examples -------- >>> a = np.array([ 0.7972, 0.0767, 0.4383, 0.7866, 0.8091, ... 0.1954, 0.6307, 0.6599, 0.1065, 0.0508]) >>> from scipy import stats >>> stats.zscore(a) array([ 1.1273, -1.247 , -0.0552, 1.0923, 1.1664, -0.8559, 0.5786, 0.6748, -1.1488, -1.3324]) Computing along a specified axis, using n-1 degrees of freedom (``ddof=1``) to calculate the standard deviation: >>> b = np.array([[ 0.3148, 0.0478, 0.6243, 0.4608], ... [ 0.7149, 0.0775, 0.6072, 0.9656], ... [ 0.6341, 0.1403, 0.9759, 0.4064], ... [ 0.5918, 0.6948, 0.904 , 0.3721], ... [ 0.0921, 0.2481, 0.1188, 0.1366]]) >>> stats.zscore(b, axis=1, ddof=1) array([[-0.19264823, -1.28415119, 1.07259584, 0.40420358], [ 0.33048416, -1.37380874, 0.04251374, 1.00081084], [ 0.26796377, -1.12598418, 1.23283094, -0.37481053], [-0.22095197, 0.24468594, 1.19042819, -1.21416216], [-0.82780366, 1.4457416 , -0.43867764, -0.1792603 ]]) """ a = np.asanyarray(a) mns = a.mean(axis=axis) sstd = a.std(axis=axis, ddof=ddof) if axis and mns.ndim < a.ndim: return ((a - np.expand_dims(mns, axis=axis)) / np.expand_dims(sstd, axis=axis)) else: return (a - mns) / sstd def zmap(scores, compare, axis=0, ddof=0): """ Calculate the relative z-scores. Return an array of z-scores, i.e., scores that are standardized to zero mean and unit variance, where mean and variance are calculated from the comparison array. Parameters ---------- scores : array_like The input for which z-scores are calculated. compare : array_like The input from which the mean and standard deviation of the normalization are taken; assumed to have the same dimension as `scores`. axis : int or None, optional Axis over which mean and variance of `compare` are calculated. Default is 0. If None, compute over the whole array `scores`. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns ------- zscore : array_like Z-scores, in the same shape as `scores`. Notes ----- This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses `asanyarray` instead of `asarray` for parameters). Examples -------- >>> from scipy.stats import zmap >>> a = [0.5, 2.0, 2.5, 3] >>> b = [0, 1, 2, 3, 4] >>> zmap(a, b) array([-1.06066017, 0. , 0.35355339, 0.70710678]) """ scores, compare = map(np.asanyarray, [scores, compare]) mns = compare.mean(axis=axis) sstd = compare.std(axis=axis, ddof=ddof) if axis and mns.ndim < compare.ndim: return ((scores - np.expand_dims(mns, axis=axis)) / np.expand_dims(sstd, axis=axis)) else: return (scores - mns) / sstd # Private dictionary initialized only once at module level # See https://en.wikipedia.org/wiki/Robust_measures_of_scale _scale_conversions = {'raw': 1.0, 'normal': special.erfinv(0.5) * 2.0 * math.sqrt(2.0)} def iqr(x, axis=None, rng=(25, 75), scale='raw', nan_policy='propagate', interpolation='linear', keepdims=False): """ Compute the interquartile range of the data along the specified axis. The interquartile range (IQR) is the difference between the 75th and 25th percentile of the data. It is a measure of the dispersion similar to standard deviation or variance, but is much more robust against outliers [2]_. The ``rng`` parameter allows this function to compute other percentile ranges than the actual IQR. For example, setting ``rng=(0, 100)`` is equivalent to `numpy.ptp`. The IQR of an empty array is `np.nan`. .. versionadded:: 0.18.0 Parameters ---------- x : array_like Input array or object that can be converted to an array. axis : int or sequence of int, optional Axis along which the range is computed. The default is to compute the IQR for the entire array. rng : Two-element sequence containing floats in range of [0,100] optional Percentiles over which to compute the range. Each must be between 0 and 100, inclusive. The default is the true IQR: `(25, 75)`. The order of the elements is not important. scale : scalar or str, optional The numerical value of scale will be divided out of the final result. The following string values are recognized: 'raw' : No scaling, just return the raw IQR. 'normal' : Scale by :math:`2 \\sqrt{2} erf^{-1}(\\frac{1}{2}) \\approx 1.349`. The default is 'raw'. Array-like scale is also allowed, as long as it broadcasts correctly to the output such that ``out / scale`` is a valid operation. The output dimensions depend on the input array, `x`, the `axis` argument, and the `keepdims` flag. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. interpolation : {'linear', 'lower', 'higher', 'midpoint', 'nearest'}, optional Specifies the interpolation method to use when the percentile boundaries lie between two data points `i` and `j`: * 'linear' : `i + (j - i) * fraction`, where `fraction` is the fractional part of the index surrounded by `i` and `j`. * 'lower' : `i`. * 'higher' : `j`. * 'nearest' : `i` or `j` whichever is nearest. * 'midpoint' : `(i + j) / 2`. Default is 'linear'. keepdims : bool, optional If this is set to `True`, the reduced axes are left in the result as dimensions with size one. With this option, the result will broadcast correctly against the original array `x`. Returns ------- iqr : scalar or ndarray If ``axis=None``, a scalar is returned. If the input contains integers or floats of smaller precision than ``np.float64``, then the output data-type is ``np.float64``. Otherwise, the output data-type is the same as that of the input. See Also -------- numpy.std, numpy.var Examples -------- >>> from scipy.stats import iqr >>> x = np.array([[10, 7, 4], [3, 2, 1]]) >>> x array([[10, 7, 4], [ 3, 2, 1]]) >>> iqr(x) 4.0 >>> iqr(x, axis=0) array([ 3.5, 2.5, 1.5]) >>> iqr(x, axis=1) array([ 3., 1.]) >>> iqr(x, axis=1, keepdims=True) array([[ 3.], [ 1.]]) Notes ----- This function is heavily dependent on the version of `numpy` that is installed. Versions greater than 1.11.0b3 are highly recommended, as they include a number of enhancements and fixes to `numpy.percentile` and `numpy.nanpercentile` that affect the operation of this function. The following modifications apply: Below 1.10.0 : `nan_policy` is poorly defined. The default behavior of `numpy.percentile` is used for 'propagate'. This is a hybrid of 'omit' and 'propagate' that mostly yields a skewed version of 'omit' since NaNs are sorted to the end of the data. A warning is raised if there are NaNs in the data. Below 1.9.0: `numpy.nanpercentile` does not exist. This means that `numpy.percentile` is used regardless of `nan_policy` and a warning is issued. See previous item for a description of the behavior. Below 1.9.0: `keepdims` and `interpolation` are not supported. The keywords get ignored with a warning if supplied with non-default values. However, multiple axes are still supported. References ---------- .. [1] "Interquartile range" https://en.wikipedia.org/wiki/Interquartile_range .. [2] "Robust measures of scale" https://en.wikipedia.org/wiki/Robust_measures_of_scale .. [3] "Quantile" https://en.wikipedia.org/wiki/Quantile """ x = asarray(x) # This check prevents percentile from raising an error later. Also, it is # consistent with `np.var` and `np.std`. if not x.size: return np.nan # An error may be raised here, so fail-fast, before doing lengthy # computations, even though `scale` is not used until later if isinstance(scale, string_types): scale_key = scale.lower() if scale_key not in _scale_conversions: raise ValueError("{0} not a valid scale for `iqr`".format(scale)) scale = _scale_conversions[scale_key] # Select the percentile function to use based on nans and policy contains_nan, nan_policy = _contains_nan(x, nan_policy) if contains_nan and nan_policy == 'omit': percentile_func = _iqr_nanpercentile else: percentile_func = _iqr_percentile if len(rng) != 2: raise TypeError("quantile range must be two element sequence") rng = sorted(rng) pct = percentile_func(x, rng, axis=axis, interpolation=interpolation, keepdims=keepdims, contains_nan=contains_nan) out = np.subtract(pct[1], pct[0]) if scale != 1.0: out /= scale return out def _iqr_percentile(x, q, axis=None, interpolation='linear', keepdims=False, contains_nan=False): """ Private wrapper that works around older versions of `numpy`. While this function is pretty much necessary for the moment, it should be removed as soon as the minimum supported numpy version allows. """ if contains_nan and NumpyVersion(np.__version__) < '1.10.0a': # I see no way to avoid the version check to ensure that the corrected # NaN behavior has been implemented except to call `percentile` on a # small array. msg = "Keyword nan_policy='propagate' not correctly supported for " \ "numpy versions < 1.10.x. The default behavior of " \ "`numpy.percentile` will be used." warnings.warn(msg, RuntimeWarning) try: # For older versions of numpy, there are two things that can cause a # problem here: missing keywords and non-scalar axis. The former can be # partially handled with a warning, the latter can be handled fully by # hacking in an implementation similar to numpy's function for # providing multi-axis functionality # (`numpy.lib.function_base._ureduce` for the curious). result = np.percentile(x, q, axis=axis, keepdims=keepdims, interpolation=interpolation) except TypeError: if interpolation != 'linear' or keepdims: # At time or writing, this means np.__version__ < 1.9.0 warnings.warn("Keywords interpolation and keepdims not supported " "for your version of numpy", RuntimeWarning) try: # Special processing if axis is an iterable original_size = len(axis) except TypeError: # Axis is a scalar at this point pass else: axis = np.unique(np.asarray(axis) % x.ndim) if original_size > axis.size: # mimic numpy if axes are duplicated raise ValueError("duplicate value in axis") if axis.size == x.ndim: # axis includes all axes: revert to None axis = None elif axis.size == 1: # no rolling necessary axis = axis[0] else: # roll multiple axes to the end and flatten that part out for ax in axis[::-1]: x = np.rollaxis(x, ax, x.ndim) x = x.reshape(x.shape[:-axis.size] + (np.prod(x.shape[-axis.size:]),)) axis = -1 result = np.percentile(x, q, axis=axis) return result def _iqr_nanpercentile(x, q, axis=None, interpolation='linear', keepdims=False, contains_nan=False): """ Private wrapper that works around the following: 1. A bug in `np.nanpercentile` that was around until numpy version 1.11.0. 2. A bug in `np.percentile` NaN handling that was fixed in numpy version 1.10.0. 3. The non-existence of `np.nanpercentile` before numpy version 1.9.0. While this function is pretty much necessary for the moment, it should be removed as soon as the minimum supported numpy version allows. """ if hasattr(np, 'nanpercentile'): # At time or writing, this means np.__version__ < 1.9.0 result = np.nanpercentile(x, q, axis=axis, interpolation=interpolation, keepdims=keepdims) # If non-scalar result and nanpercentile does not do proper axis roll. # I see no way of avoiding the version test since dimensions may just # happen to match in the data. if result.ndim > 1 and NumpyVersion(np.__version__) < '1.11.0a': axis = np.asarray(axis) if axis.size == 1: # If only one axis specified, reduction happens along that dimension if axis.ndim == 0: axis = axis[None] result = np.rollaxis(result, axis[0]) else: # If multiple axes, reduced dimeision is last result = np.rollaxis(result, -1) else: msg = "Keyword nan_policy='omit' not correctly supported for numpy " \ "versions < 1.9.x. The default behavior of numpy.percentile " \ "will be used." warnings.warn(msg, RuntimeWarning) result = _iqr_percentile(x, q, axis=axis) return result ##################################### # TRIMMING FUNCTIONS # ##################################### SigmaclipResult = namedtuple('SigmaclipResult', ('clipped', 'lower', 'upper')) def sigmaclip(a, low=4., high=4.): """ Iterative sigma-clipping of array elements. Starting from the full sample, all elements outside the critical range are removed, i.e. all elements of the input array `c` that satisfy either of the following conditions :: c < mean(c) - std(c)*low c > mean(c) + std(c)*high The iteration continues with the updated sample until no elements are outside the (updated) range. Parameters ---------- a : array_like Data array, will be raveled if not 1-D. low : float, optional Lower bound factor of sigma clipping. Default is 4. high : float, optional Upper bound factor of sigma clipping. Default is 4. Returns ------- clipped : ndarray Input array with clipped elements removed. lower : float Lower threshold value use for clipping. upper : float Upper threshold value use for clipping. Examples -------- >>> from scipy.stats import sigmaclip >>> a = np.concatenate((np.linspace(9.5, 10.5, 31), ... np.linspace(0, 20, 5))) >>> fact = 1.5 >>> c, low, upp = sigmaclip(a, fact, fact) >>> c array([ 9.96666667, 10. , 10.03333333, 10. ]) >>> c.var(), c.std() (0.00055555555555555165, 0.023570226039551501) >>> low, c.mean() - fact*c.std(), c.min() (9.9646446609406727, 9.9646446609406727, 9.9666666666666668) >>> upp, c.mean() + fact*c.std(), c.max() (10.035355339059327, 10.035355339059327, 10.033333333333333) >>> a = np.concatenate((np.linspace(9.5, 10.5, 11), ... np.linspace(-100, -50, 3))) >>> c, low, upp = sigmaclip(a, 1.8, 1.8) >>> (c == np.linspace(9.5, 10.5, 11)).all() True """ c = np.asarray(a).ravel() delta = 1 while delta: c_std = c.std() c_mean = c.mean() size = c.size critlower = c_mean - c_std * low critupper = c_mean + c_std * high c = c[(c >= critlower) & (c <= critupper)] delta = size - c.size return SigmaclipResult(c, critlower, critupper) def trimboth(a, proportiontocut, axis=0): """ Slices off a proportion of items from both ends of an array. Slices off the passed proportion of items from both ends of the passed array (i.e., with `proportiontocut` = 0.1, slices leftmost 10% **and** rightmost 10% of scores). The trimmed values are the lowest and highest ones. Slices off less if proportion results in a non-integer slice index (i.e., conservatively slices off`proportiontocut`). Parameters ---------- a : array_like Data to trim. proportiontocut : float Proportion (in range 0-1) of total data set to trim of each end. axis : int or None, optional Axis along which to trim data. Default is 0. If None, compute over the whole array `a`. Returns ------- out : ndarray Trimmed version of array `a`. The order of the trimmed content is undefined. See Also -------- trim_mean Examples -------- >>> from scipy import stats >>> a = np.arange(20) >>> b = stats.trimboth(a, 0.1) >>> b.shape (16,) """ a = np.asarray(a) if a.size == 0: return a if axis is None: a = a.ravel() axis = 0 nobs = a.shape[axis] lowercut = int(proportiontocut * nobs) uppercut = nobs - lowercut if (lowercut >= uppercut): raise ValueError("Proportion too big.") atmp = np.partition(a, (lowercut, uppercut - 1), axis) sl = [slice(None)] * atmp.ndim sl[axis] = slice(lowercut, uppercut) return atmp[tuple(sl)] def trim1(a, proportiontocut, tail='right', axis=0): """ Slices off a proportion from ONE end of the passed array distribution. If `proportiontocut` = 0.1, slices off 'leftmost' or 'rightmost' 10% of scores. The lowest or highest values are trimmed (depending on the tail). Slices off less if proportion results in a non-integer slice index (i.e., conservatively slices off `proportiontocut` ). Parameters ---------- a : array_like Input array proportiontocut : float Fraction to cut off of 'left' or 'right' of distribution tail : {'left', 'right'}, optional Defaults to 'right'. axis : int or None, optional Axis along which to trim data. Default is 0. If None, compute over the whole array `a`. Returns ------- trim1 : ndarray Trimmed version of array `a`. The order of the trimmed content is undefined. """ a = np.asarray(a) if axis is None: a = a.ravel() axis = 0 nobs = a.shape[axis] # avoid possible corner case if proportiontocut >= 1: return [] if tail.lower() == 'right': lowercut = 0 uppercut = nobs - int(proportiontocut * nobs) elif tail.lower() == 'left': lowercut = int(proportiontocut * nobs) uppercut = nobs atmp = np.partition(a, (lowercut, uppercut - 1), axis) return atmp[lowercut:uppercut] def trim_mean(a, proportiontocut, axis=0): """ Return mean of array after trimming distribution from both tails. If `proportiontocut` = 0.1, slices off 'leftmost' and 'rightmost' 10% of scores. The input is sorted before slicing. Slices off less if proportion results in a non-integer slice index (i.e., conservatively slices off `proportiontocut` ). Parameters ---------- a : array_like Input array proportiontocut : float Fraction to cut off of both tails of the distribution axis : int or None, optional Axis along which the trimmed means are computed. Default is 0. If None, compute over the whole array `a`. Returns ------- trim_mean : ndarray Mean of trimmed array. See Also -------- trimboth tmean : compute the trimmed mean ignoring values outside given `limits`. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.trim_mean(x, 0.1) 9.5 >>> x2 = x.reshape(5, 4) >>> x2 array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15], [16, 17, 18, 19]]) >>> stats.trim_mean(x2, 0.25) array([ 8., 9., 10., 11.]) >>> stats.trim_mean(x2, 0.25, axis=1) array([ 1.5, 5.5, 9.5, 13.5, 17.5]) """ a = np.asarray(a) if a.size == 0: return np.nan if axis is None: a = a.ravel() axis = 0 nobs = a.shape[axis] lowercut = int(proportiontocut * nobs) uppercut = nobs - lowercut if (lowercut > uppercut): raise ValueError("Proportion too big.") atmp = np.partition(a, (lowercut, uppercut - 1), axis) sl = [slice(None)] * atmp.ndim sl[axis] = slice(lowercut, uppercut) return np.mean(atmp[tuple(sl)], axis=axis) F_onewayResult = namedtuple('F_onewayResult', ('statistic', 'pvalue')) def f_oneway(*args): """ Performs a 1-way ANOVA. The one-way ANOVA tests the null hypothesis that two or more groups have the same population mean. The test is applied to samples from two or more groups, possibly with differing sizes. Parameters ---------- sample1, sample2, ... : array_like The sample measurements for each group. Returns ------- statistic : float The computed F-value of the test. pvalue : float The associated p-value from the F-distribution. Notes ----- The ANOVA test has important assumptions that must be satisfied in order for the associated p-value to be valid. 1. The samples are independent. 2. Each sample is from a normally distributed population. 3. The population standard deviations of the groups are all equal. This property is known as homoscedasticity. If these assumptions are not true for a given set of data, it may still be possible to use the Kruskal-Wallis H-test (`scipy.stats.kruskal`) although with some loss of power. The algorithm is from Heiman[2], pp.394-7. References ---------- .. [1] Lowry, Richard. "Concepts and Applications of Inferential Statistics". Chapter 14. https://web.archive.org/web/20171027235250/http://vassarstats.net:80/textbook/ch14pt1.html .. [2] Heiman, G.W. Research Methods in Statistics. 2002. .. [3] McDonald, G. H. "Handbook of Biological Statistics", One-way ANOVA. http://www.biostathandbook.com/onewayanova.html Examples -------- >>> import scipy.stats as stats [3]_ Here are some data on a shell measurement (the length of the anterior adductor muscle scar, standardized by dividing by length) in the mussel Mytilus trossulus from five locations: Tillamook, Oregon; Newport, Oregon; Petersburg, Alaska; Magadan, Russia; and Tvarminne, Finland, taken from a much larger data set used in McDonald et al. (1991). >>> tillamook = [0.0571, 0.0813, 0.0831, 0.0976, 0.0817, 0.0859, 0.0735, ... 0.0659, 0.0923, 0.0836] >>> newport = [0.0873, 0.0662, 0.0672, 0.0819, 0.0749, 0.0649, 0.0835, ... 0.0725] >>> petersburg = [0.0974, 0.1352, 0.0817, 0.1016, 0.0968, 0.1064, 0.105] >>> magadan = [0.1033, 0.0915, 0.0781, 0.0685, 0.0677, 0.0697, 0.0764, ... 0.0689] >>> tvarminne = [0.0703, 0.1026, 0.0956, 0.0973, 0.1039, 0.1045] >>> stats.f_oneway(tillamook, newport, petersburg, magadan, tvarminne) (7.1210194716424473, 0.00028122423145345439) """ args = [np.asarray(arg, dtype=float) for arg in args] # ANOVA on N groups, each in its own array num_groups = len(args) alldata = np.concatenate(args) bign = len(alldata) # Determine the mean of the data, and subtract that from all inputs to a # variance (via sum_of_sq / sq_of_sum) calculation. Variance is invariance # to a shift in location, and centering all data around zero vastly # improves numerical stability. offset = alldata.mean() alldata -= offset sstot = _sum_of_squares(alldata) - (_square_of_sums(alldata) / bign) ssbn = 0 for a in args: ssbn += _square_of_sums(a - offset) / len(a) # Naming: variables ending in bn/b are for "between treatments", wn/w are # for "within treatments" ssbn -= _square_of_sums(alldata) / bign sswn = sstot - ssbn dfbn = num_groups - 1 dfwn = bign - num_groups msb = ssbn / dfbn msw = sswn / dfwn f = msb / msw prob = special.fdtrc(dfbn, dfwn, f) # equivalent to stats.f.sf return F_onewayResult(f, prob) def pearsonr(x, y): r""" Calculate a Pearson correlation coefficient and the p-value for testing non-correlation. The Pearson correlation coefficient measures the linear relationship between two datasets. Strictly speaking, Pearson's correlation requires that each dataset be normally distributed, and not necessarily zero-mean. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters ---------- x : (N,) array_like Input y : (N,) array_like Input Returns ------- r : float Pearson's correlation coefficient p-value : float 2-tailed p-value Notes ----- The correlation coefficient is calculated as follows: .. math:: r_{pb} = \frac{\sum (x - m_x) (y - m_y)} {\sqrt{\sum (x - m_x)^2 \sum (y - m_y)^2}} where :math:`m_x` is the mean of the vector :math:`x` and :math:`m_y` is the mean of the vector :math:`y`. References ---------- http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation Examples -------- >>> from scipy import stats >>> a = np.array([0, 0, 0, 1, 1, 1, 1]) >>> b = np.arange(7) >>> stats.pearsonr(a, b) (0.8660254037844386, 0.011724811003954654) >>> stats.pearsonr([1,2,3,4,5], [5,6,7,8,7]) (0.83205029433784372, 0.080509573298498519) """ # x and y should have same length. x = np.asarray(x) y = np.asarray(y) n = len(x) mx = x.mean() my = y.mean() xm, ym = x - mx, y - my r_num = np.add.reduce(xm * ym) r_den = np.sqrt(_sum_of_squares(xm) * _sum_of_squares(ym)) r = r_num / r_den # Presumably, if abs(r) > 1, then it is only some small artifact of # floating point arithmetic. r = max(min(r, 1.0), -1.0) df = n - 2 if abs(r) == 1.0: prob = 0.0 else: t_squared = r**2 * (df / ((1.0 - r) * (1.0 + r))) prob = special.betainc( 0.5*df, 0.5, np.fmin(np.asarray(df / (df + t_squared)), 1.0) ) return r, prob def fisher_exact(table, alternative='two-sided'): """Performs a Fisher exact test on a 2x2 contingency table. Parameters ---------- table : array_like of ints A 2x2 contingency table. Elements should be non-negative integers. alternative : {'two-sided', 'less', 'greater'}, optional Which alternative hypothesis to the null hypothesis the test uses. Default is 'two-sided'. Returns ------- oddsratio : float This is prior odds ratio and not a posterior estimate. p_value : float P-value, the probability of obtaining a distribution at least as extreme as the one that was actually observed, assuming that the null hypothesis is true. See Also -------- chi2_contingency : Chi-square test of independence of variables in a contingency table. Notes ----- The calculated odds ratio is different from the one R uses. This scipy implementation returns the (more common) "unconditional Maximum Likelihood Estimate", while R uses the "conditional Maximum Likelihood Estimate". For tables with large numbers, the (inexact) chi-square test implemented in the function `chi2_contingency` can also be used. Examples -------- Say we spend a few days counting whales and sharks in the Atlantic and Indian oceans. In the Atlantic ocean we find 8 whales and 1 shark, in the Indian ocean 2 whales and 5 sharks. Then our contingency table is:: Atlantic Indian whales 8 2 sharks 1 5 We use this table to find the p-value: >>> import scipy.stats as stats >>> oddsratio, pvalue = stats.fisher_exact([[8, 2], [1, 5]]) >>> pvalue 0.0349... The probability that we would observe this or an even more imbalanced ratio by chance is about 3.5%. A commonly used significance level is 5%--if we adopt that, we can therefore conclude that our observed imbalance is statistically significant; whales prefer the Atlantic while sharks prefer the Indian ocean. """ hypergeom = distributions.hypergeom c = np.asarray(table, dtype=np.int64) # int32 is not enough for the algorithm if not c.shape == (2, 2): raise ValueError("The input `table` must be of shape (2, 2).") if np.any(c < 0): raise ValueError("All values in `table` must be nonnegative.") if 0 in c.sum(axis=0) or 0 in c.sum(axis=1): # If both values in a row or column are zero, the p-value is 1 and # the odds ratio is NaN. return np.nan, 1.0 if c[1, 0] > 0 and c[0, 1] > 0: oddsratio = c[0, 0] * c[1, 1] / (c[1, 0] * c[0, 1]) else: oddsratio = np.inf n1 = c[0, 0] + c[0, 1] n2 = c[1, 0] + c[1, 1] n = c[0, 0] + c[1, 0] def binary_search(n, n1, n2, side): """Binary search for where to begin lower/upper halves in two-sided test. """ if side == "upper": minval = mode maxval = n else: minval = 0 maxval = mode guess = -1 while maxval - minval > 1: if maxval == minval + 1 and guess == minval: guess = maxval else: guess = (maxval + minval) // 2 pguess = hypergeom.pmf(guess, n1 + n2, n1, n) if side == "upper": ng = guess - 1 else: ng = guess + 1 if pguess <= pexact < hypergeom.pmf(ng, n1 + n2, n1, n): break elif pguess < pexact: maxval = guess else: minval = guess if guess == -1: guess = minval if side == "upper": while guess > 0 and hypergeom.pmf(guess, n1 + n2, n1, n) < pexact * epsilon: guess -= 1 while hypergeom.pmf(guess, n1 + n2, n1, n) > pexact / epsilon: guess += 1 else: while hypergeom.pmf(guess, n1 + n2, n1, n) < pexact * epsilon: guess += 1 while guess > 0 and hypergeom.pmf(guess, n1 + n2, n1, n) > pexact / epsilon: guess -= 1 return guess if alternative == 'less': pvalue = hypergeom.cdf(c[0, 0], n1 + n2, n1, n) elif alternative == 'greater': # Same formula as the 'less' case, but with the second column. pvalue = hypergeom.cdf(c[0, 1], n1 + n2, n1, c[0, 1] + c[1, 1]) elif alternative == 'two-sided': mode = int((n + 1) * (n1 + 1) / (n1 + n2 + 2)) pexact = hypergeom.pmf(c[0, 0], n1 + n2, n1, n) pmode = hypergeom.pmf(mode, n1 + n2, n1, n) epsilon = 1 - 1e-4 if np.abs(pexact - pmode) / np.maximum(pexact, pmode) <= 1 - epsilon: return oddsratio, 1. elif c[0, 0] < mode: plower = hypergeom.cdf(c[0, 0], n1 + n2, n1, n) if hypergeom.pmf(n, n1 + n2, n1, n) > pexact / epsilon: return oddsratio, plower guess = binary_search(n, n1, n2, "upper") pvalue = plower + hypergeom.sf(guess - 1, n1 + n2, n1, n) else: pupper = hypergeom.sf(c[0, 0] - 1, n1 + n2, n1, n) if hypergeom.pmf(0, n1 + n2, n1, n) > pexact / epsilon: return oddsratio, pupper guess = binary_search(n, n1, n2, "lower") pvalue = pupper + hypergeom.cdf(guess, n1 + n2, n1, n) else: msg = "`alternative` should be one of {'two-sided', 'less', 'greater'}" raise ValueError(msg) pvalue = min(pvalue, 1.0) return oddsratio, pvalue SpearmanrResult = namedtuple('SpearmanrResult', ('correlation', 'pvalue')) def spearmanr(a, b=None, axis=0, nan_policy='propagate'): """ Calculate a Spearman rank-order correlation coefficient and the p-value to test for non-correlation. The Spearman correlation is a nonparametric measure of the monotonicity of the relationship between two datasets. Unlike the Pearson correlation, the Spearman correlation does not assume that both datasets are normally distributed. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact monotonic relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Spearman correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters ---------- a, b : 1D or 2D array_like, b is optional One or two 1-D or 2-D arrays containing multiple variables and observations. When these are 1-D, each represents a vector of observations of a single variable. For the behavior in the 2-D case, see under ``axis``, below. Both arrays need to have the same length in the ``axis`` dimension. axis : int or None, optional If axis=0 (default), then each column represents a variable, with observations in the rows. If axis=1, the relationship is transposed: each row represents a variable, while the columns contain observations. If axis=None, then both arrays will be raveled. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- correlation : float or ndarray (2-D square) Spearman correlation matrix or correlation coefficient (if only 2 variables are given as parameters. Correlation matrix is square with length equal to total number of variables (columns or rows) in a and b combined. pvalue : float The two-sided p-value for a hypothesis test whose null hypothesis is that two sets of data are uncorrelated, has same dimension as rho. Notes ----- Changes in scipy 0.8.0: rewrite to add tie-handling, and axis. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. Section 14.7 Examples -------- >>> from scipy import stats >>> stats.spearmanr([1,2,3,4,5], [5,6,7,8,7]) (0.82078268166812329, 0.088587005313543798) >>> np.random.seed(1234321) >>> x2n = np.random.randn(100, 2) >>> y2n = np.random.randn(100, 2) >>> stats.spearmanr(x2n) (0.059969996999699973, 0.55338590803773591) >>> stats.spearmanr(x2n[:,0], x2n[:,1]) (0.059969996999699973, 0.55338590803773591) >>> rho, pval = stats.spearmanr(x2n, y2n) >>> rho array([[ 1. , 0.05997 , 0.18569457, 0.06258626], [ 0.05997 , 1. , 0.110003 , 0.02534653], [ 0.18569457, 0.110003 , 1. , 0.03488749], [ 0.06258626, 0.02534653, 0.03488749, 1. ]]) >>> pval array([[ 0. , 0.55338591, 0.06435364, 0.53617935], [ 0.55338591, 0. , 0.27592895, 0.80234077], [ 0.06435364, 0.27592895, 0. , 0.73039992], [ 0.53617935, 0.80234077, 0.73039992, 0. ]]) >>> rho, pval = stats.spearmanr(x2n.T, y2n.T, axis=1) >>> rho array([[ 1. , 0.05997 , 0.18569457, 0.06258626], [ 0.05997 , 1. , 0.110003 , 0.02534653], [ 0.18569457, 0.110003 , 1. , 0.03488749], [ 0.06258626, 0.02534653, 0.03488749, 1. ]]) >>> stats.spearmanr(x2n, y2n, axis=None) (0.10816770419260482, 0.1273562188027364) >>> stats.spearmanr(x2n.ravel(), y2n.ravel()) (0.10816770419260482, 0.1273562188027364) >>> xint = np.random.randint(10, size=(100, 2)) >>> stats.spearmanr(xint) (0.052760927029710199, 0.60213045837062351) """ a, axisout = _chk_asarray(a, axis) a_contains_nan, nan_policy = _contains_nan(a, nan_policy) if a_contains_nan: a = ma.masked_invalid(a) if a.size <= 1: return SpearmanrResult(np.nan, np.nan) ar = np.apply_along_axis(rankdata, axisout, a) br = None if b is not None: b, axisout = _chk_asarray(b, axis) b_contains_nan, nan_policy = _contains_nan(b, nan_policy) if a_contains_nan or b_contains_nan: b = ma.masked_invalid(b) if nan_policy == 'propagate': rho, pval = mstats_basic.spearmanr(a, b, use_ties=True) return SpearmanrResult(rho * np.nan, pval * np.nan) if nan_policy == 'omit': return mstats_basic.spearmanr(a, b, use_ties=True) br = np.apply_along_axis(rankdata, axisout, b) n = a.shape[axisout] rs = np.corrcoef(ar, br, rowvar=axisout) olderr = np.seterr(divide='ignore') # rs can have elements equal to 1 try: # clip the small negative values possibly caused by rounding # errors before taking the square root t = rs * np.sqrt(((n-2)/((rs+1.0)*(1.0-rs))).clip(0)) finally: np.seterr(**olderr) prob = 2 * distributions.t.sf(np.abs(t), n-2) if rs.shape == (2, 2): return SpearmanrResult(rs[1, 0], prob[1, 0]) else: return SpearmanrResult(rs, prob) PointbiserialrResult = namedtuple('PointbiserialrResult', ('correlation', 'pvalue')) def pointbiserialr(x, y): r""" Calculate a point biserial correlation coefficient and its p-value. The point biserial correlation is used to measure the relationship between a binary variable, x, and a continuous variable, y. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply a determinative relationship. This function uses a shortcut formula but produces the same result as `pearsonr`. Parameters ---------- x : array_like of bools Input array. y : array_like Input array. Returns ------- correlation : float R value pvalue : float 2-tailed p-value Notes ----- `pointbiserialr` uses a t-test with ``n-1`` degrees of freedom. It is equivalent to `pearsonr.` The value of the point-biserial correlation can be calculated from: .. math:: r_{pb} = \frac{\overline{Y_{1}} - \overline{Y_{0}}}{s_{y}}\sqrt{\frac{N_{1} N_{2}}{N (N - 1))}} Where :math:`Y_{0}` and :math:`Y_{1}` are means of the metric observations coded 0 and 1 respectively; :math:`N_{0}` and :math:`N_{1}` are number of observations coded 0 and 1 respectively; :math:`N` is the total number of observations and :math:`s_{y}` is the standard deviation of all the metric observations. A value of :math:`r_{pb}` that is significantly different from zero is completely equivalent to a significant difference in means between the two groups. Thus, an independent groups t Test with :math:`N-2` degrees of freedom may be used to test whether :math:`r_{pb}` is nonzero. The relation between the t-statistic for comparing two independent groups and :math:`r_{pb}` is given by: .. math:: t = \sqrt{N - 2}\frac{r_{pb}}{\sqrt{1 - r^{2}_{pb}}} References ---------- .. [1] J. Lev, "The Point Biserial Coefficient of Correlation", Ann. Math. Statist., Vol. 20, no.1, pp. 125-126, 1949. .. [2] R.F. Tate, "Correlation Between a Discrete and a Continuous Variable. Point-Biserial Correlation.", Ann. Math. Statist., Vol. 25, np. 3, pp. 603-607, 1954. .. [3] D. Kornbrot "Point Biserial Correlation", In Wiley StatsRef: Statistics Reference Online (eds N. Balakrishnan, et al.), 2014. https://doi.org/10.1002/9781118445112.stat06227 Examples -------- >>> from scipy import stats >>> a = np.array([0, 0, 0, 1, 1, 1, 1]) >>> b = np.arange(7) >>> stats.pointbiserialr(a, b) (0.8660254037844386, 0.011724811003954652) >>> stats.pearsonr(a, b) (0.86602540378443871, 0.011724811003954626) >>> np.corrcoef(a, b) array([[ 1. , 0.8660254], [ 0.8660254, 1. ]]) """ rpb, prob = pearsonr(x, y) return PointbiserialrResult(rpb, prob) KendalltauResult = namedtuple('KendalltauResult', ('correlation', 'pvalue')) def kendalltau(x, y, initial_lexsort=None, nan_policy='propagate', method='auto'): """ Calculate Kendall's tau, a correlation measure for ordinal data. Kendall's tau is a measure of the correspondence between two rankings. Values close to 1 indicate strong agreement, values close to -1 indicate strong disagreement. This is the 1945 "tau-b" version of Kendall's tau [2]_, which can account for ties and which reduces to the 1938 "tau-a" version [1]_ in absence of ties. Parameters ---------- x, y : array_like Arrays of rankings, of the same shape. If arrays are not 1-D, they will be flattened to 1-D. initial_lexsort : bool, optional Unused (deprecated). nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Note that if the input contains nan 'omit' delegates to mstats_basic.kendalltau(), which has a different implementation. method: {'auto', 'asymptotic', 'exact'}, optional Defines which method is used to calculate the p-value [5]_. 'asymptotic' uses a normal approximation valid for large samples. 'exact' computes the exact p-value, but can only be used if no ties are present. 'auto' is the default and selects the appropriate method based on a trade-off between speed and accuracy. Returns ------- correlation : float The tau statistic. pvalue : float The two-sided p-value for a hypothesis test whose null hypothesis is an absence of association, tau = 0. See also -------- spearmanr : Calculates a Spearman rank-order correlation coefficient. theilslopes : Computes the Theil-Sen estimator for a set of points (x, y). weightedtau : Computes a weighted version of Kendall's tau. Notes ----- The definition of Kendall's tau that is used is [2]_:: tau = (P - Q) / sqrt((P + Q + T) * (P + Q + U)) where P is the number of concordant pairs, Q the number of discordant pairs, T the number of ties only in `x`, and U the number of ties only in `y`. If a tie occurs for the same pair in both `x` and `y`, it is not added to either T or U. References ---------- .. [1] Maurice G. Kendall, "A New Measure of Rank Correlation", Biometrika Vol. 30, No. 1/2, pp. 81-93, 1938. .. [2] Maurice G. Kendall, "The treatment of ties in ranking problems", Biometrika Vol. 33, No. 3, pp. 239-251. 1945. .. [3] Gottfried E. Noether, "Elements of Nonparametric Statistics", John Wiley & Sons, 1967. .. [4] Peter M. Fenwick, "A new data structure for cumulative frequency tables", Software: Practice and Experience, Vol. 24, No. 3, pp. 327-336, 1994. .. [5] Maurice G. Kendall, "Rank Correlation Methods" (4th Edition), Charles Griffin & Co., 1970. Examples -------- >>> from scipy import stats >>> x1 = [12, 2, 1, 12, 2] >>> x2 = [1, 4, 7, 1, 0] >>> tau, p_value = stats.kendalltau(x1, x2) >>> tau -0.47140452079103173 >>> p_value 0.2827454599327748 """ x = np.asarray(x).ravel() y = np.asarray(y).ravel() if x.size != y.size: raise ValueError("All inputs to `kendalltau` must be of the same size, " "found x-size %s and y-size %s" % (x.size, y.size)) elif not x.size or not y.size: return KendalltauResult(np.nan, np.nan) # Return NaN if arrays are empty # check both x and y cnx, npx = _contains_nan(x, nan_policy) cny, npy = _contains_nan(y, nan_policy) contains_nan = cnx or cny if npx == 'omit' or npy == 'omit': nan_policy = 'omit' if contains_nan and nan_policy == 'propagate': return KendalltauResult(np.nan, np.nan) elif contains_nan and nan_policy == 'omit': x = ma.masked_invalid(x) y = ma.masked_invalid(y) return mstats_basic.kendalltau(x, y, method=method) if initial_lexsort is not None: # deprecate to drop! warnings.warn('"initial_lexsort" is gone!') def count_rank_tie(ranks): cnt = np.bincount(ranks).astype('int64', copy=False) cnt = cnt[cnt > 1] return ((cnt * (cnt - 1) // 2).sum(), (cnt * (cnt - 1.) * (cnt - 2)).sum(), (cnt * (cnt - 1.) * (2*cnt + 5)).sum()) size = x.size perm = np.argsort(y) # sort on y and convert y to dense ranks x, y = x[perm], y[perm] y = np.r_[True, y[1:] != y[:-1]].cumsum(dtype=np.intp) # stable sort on x and convert x to dense ranks perm = np.argsort(x, kind='mergesort') x, y = x[perm], y[perm] x = np.r_[True, x[1:] != x[:-1]].cumsum(dtype=np.intp) dis = _kendall_dis(x, y) # discordant pairs obs = np.r_[True, (x[1:] != x[:-1]) | (y[1:] != y[:-1]), True] cnt = np.diff(np.nonzero(obs)[0]).astype('int64', copy=False) ntie = (cnt * (cnt - 1) // 2).sum() # joint ties xtie, x0, x1 = count_rank_tie(x) # ties in x, stats ytie, y0, y1 = count_rank_tie(y) # ties in y, stats tot = (size * (size - 1)) // 2 if xtie == tot or ytie == tot: return KendalltauResult(np.nan, np.nan) # Note that tot = con + dis + (xtie - ntie) + (ytie - ntie) + ntie # = con + dis + xtie + ytie - ntie con_minus_dis = tot - xtie - ytie + ntie - 2 * dis tau = con_minus_dis / np.sqrt(tot - xtie) / np.sqrt(tot - ytie) # Limit range to fix computational errors tau = min(1., max(-1., tau)) if method == 'exact' and (xtie != 0 or ytie != 0): raise ValueError("Ties found, exact method cannot be used.") if method == 'auto': if (xtie == 0 and ytie == 0) and (size <= 33 or min(dis, tot-dis) <= 1): method = 'exact' else: method = 'asymptotic' if xtie == 0 and ytie == 0 and method == 'exact': # Exact p-value, see Maurice G. Kendall, "Rank Correlation Methods" (4th Edition), Charles Griffin & Co., 1970. c = min(dis, tot-dis) if size <= 0: raise ValueError elif c < 0 or 2*c > size*(size-1): raise ValueError elif size == 1: pvalue = 1.0 elif size == 2: pvalue = 1.0 elif c == 0: pvalue = 2.0/np.math.factorial(size) elif c == 1: pvalue = 2.0/np.math.factorial(size-1) else: old = [0.0]*(c+1) new = [0.0]*(c+1) new[0] = 1.0 new[1] = 1.0 for j in range(3,size+1): old = new[:] for k in range(1,min(j,c+1)): new[k] += new[k-1] for k in range(j,c+1): new[k] += new[k-1] - old[k-j] pvalue = 2.0*sum(new)/np.math.factorial(size) elif method == 'asymptotic': # con_minus_dis is approx normally distributed with this variance [3]_ var = (size * (size - 1) * (2.*size + 5) - x1 - y1) / 18. + ( 2. * xtie * ytie) / (size * (size - 1)) + x0 * y0 / (9. * size * (size - 1) * (size - 2)) pvalue = special.erfc(np.abs(con_minus_dis) / np.sqrt(var) / np.sqrt(2)) else: raise ValueError("Unknown method "+str(method)+" specified, please use auto, exact or asymptotic.") return KendalltauResult(tau, pvalue) WeightedTauResult = namedtuple('WeightedTauResult', ('correlation', 'pvalue')) def weightedtau(x, y, rank=True, weigher=None, additive=True): r""" Compute a weighted version of Kendall's :math:`\tau`. The weighted :math:`\tau` is a weighted version of Kendall's :math:`\tau` in which exchanges of high weight are more influential than exchanges of low weight. The default parameters compute the additive hyperbolic version of the index, :math:`\tau_\mathrm h`, which has been shown to provide the best balance between important and unimportant elements [1]_. The weighting is defined by means of a rank array, which assigns a nonnegative rank to each element, and a weigher function, which assigns a weight based from the rank to each element. The weight of an exchange is then the sum or the product of the weights of the ranks of the exchanged elements. The default parameters compute :math:`\tau_\mathrm h`: an exchange between elements with rank :math:`r` and :math:`s` (starting from zero) has weight :math:`1/(r+1) + 1/(s+1)`. Specifying a rank array is meaningful only if you have in mind an external criterion of importance. If, as it usually happens, you do not have in mind a specific rank, the weighted :math:`\tau` is defined by averaging the values obtained using the decreasing lexicographical rank by (`x`, `y`) and by (`y`, `x`). This is the behavior with default parameters. Note that if you are computing the weighted :math:`\tau` on arrays of ranks, rather than of scores (i.e., a larger value implies a lower rank) you must negate the ranks, so that elements of higher rank are associated with a larger value. Parameters ---------- x, y : array_like Arrays of scores, of the same shape. If arrays are not 1-D, they will be flattened to 1-D. rank: array_like of ints or bool, optional A nonnegative rank assigned to each element. If it is None, the decreasing lexicographical rank by (`x`, `y`) will be used: elements of higher rank will be those with larger `x`-values, using `y`-values to break ties (in particular, swapping `x` and `y` will give a different result). If it is False, the element indices will be used directly as ranks. The default is True, in which case this function returns the average of the values obtained using the decreasing lexicographical rank by (`x`, `y`) and by (`y`, `x`). weigher : callable, optional The weigher function. Must map nonnegative integers (zero representing the most important element) to a nonnegative weight. The default, None, provides hyperbolic weighing, that is, rank :math:`r` is mapped to weight :math:`1/(r+1)`. additive : bool, optional If True, the weight of an exchange is computed by adding the weights of the ranks of the exchanged elements; otherwise, the weights are multiplied. The default is True. Returns ------- correlation : float The weighted :math:`\tau` correlation index. pvalue : float Presently ``np.nan``, as the null statistics is unknown (even in the additive hyperbolic case). See also -------- kendalltau : Calculates Kendall's tau. spearmanr : Calculates a Spearman rank-order correlation coefficient. theilslopes : Computes the Theil-Sen estimator for a set of points (x, y). Notes ----- This function uses an :math:`O(n \log n)`, mergesort-based algorithm [1]_ that is a weighted extension of Knight's algorithm for Kendall's :math:`\tau` [2]_. It can compute Shieh's weighted :math:`\tau` [3]_ between rankings without ties (i.e., permutations) by setting `additive` and `rank` to False, as the definition given in [1]_ is a generalization of Shieh's. NaNs are considered the smallest possible score. .. versionadded:: 0.19.0 References ---------- .. [1] Sebastiano Vigna, "A weighted correlation index for rankings with ties", Proceedings of the 24th international conference on World Wide Web, pp. 1166-1176, ACM, 2015. .. [2] W.R. Knight, "A Computer Method for Calculating Kendall's Tau with Ungrouped Data", Journal of the American Statistical Association, Vol. 61, No. 314, Part 1, pp. 436-439, 1966. .. [3] Grace S. Shieh. "A weighted Kendall's tau statistic", Statistics & Probability Letters, Vol. 39, No. 1, pp. 17-24, 1998. Examples -------- >>> from scipy import stats >>> x = [12, 2, 1, 12, 2] >>> y = [1, 4, 7, 1, 0] >>> tau, p_value = stats.weightedtau(x, y) >>> tau -0.56694968153682723 >>> p_value nan >>> tau, p_value = stats.weightedtau(x, y, additive=False) >>> tau -0.62205716951801038 NaNs are considered the smallest possible score: >>> x = [12, 2, 1, 12, 2] >>> y = [1, 4, 7, 1, np.nan] >>> tau, _ = stats.weightedtau(x, y) >>> tau -0.56694968153682723 This is exactly Kendall's tau: >>> x = [12, 2, 1, 12, 2] >>> y = [1, 4, 7, 1, 0] >>> tau, _ = stats.weightedtau(x, y, weigher=lambda x: 1) >>> tau -0.47140452079103173 >>> x = [12, 2, 1, 12, 2] >>> y = [1, 4, 7, 1, 0] >>> stats.weightedtau(x, y, rank=None) WeightedTauResult(correlation=-0.4157652301037516, pvalue=nan) >>> stats.weightedtau(y, x, rank=None) WeightedTauResult(correlation=-0.7181341329699028, pvalue=nan) """ x = np.asarray(x).ravel() y = np.asarray(y).ravel() if x.size != y.size: raise ValueError("All inputs to `weightedtau` must be of the same size, " "found x-size %s and y-size %s" % (x.size, y.size)) if not x.size: return WeightedTauResult(np.nan, np.nan) # Return NaN if arrays are empty # If there are NaNs we apply _toint64() if np.isnan(np.sum(x)): x = _toint64(x) if np.isnan(np.sum(x)): y = _toint64(y) # Reduce to ranks unsupported types if x.dtype != y.dtype: if x.dtype != np.int64: x = _toint64(x) if y.dtype != np.int64: y = _toint64(y) else: if x.dtype not in (np.int32, np.int64, np.float32, np.float64): x = _toint64(x) y = _toint64(y) if rank is True: return WeightedTauResult(( _weightedrankedtau(x, y, None, weigher, additive) + _weightedrankedtau(y, x, None, weigher, additive) ) / 2, np.nan) if rank is False: rank = np.arange(x.size, dtype=np.intp) elif rank is not None: rank = np.asarray(rank).ravel() if rank.size != x.size: raise ValueError("All inputs to `weightedtau` must be of the same size, " "found x-size %s and rank-size %s" % (x.size, rank.size)) return WeightedTauResult(_weightedrankedtau(x, y, rank, weigher, additive), np.nan) ##################################### # INFERENTIAL STATISTICS # ##################################### Ttest_1sampResult = namedtuple('Ttest_1sampResult', ('statistic', 'pvalue')) def ttest_1samp(a, popmean, axis=0, nan_policy='propagate'): """ Calculate the T-test for the mean of ONE group of scores. This is a two-sided test for the null hypothesis that the expected value (mean) of a sample of independent observations `a` is equal to the given population mean, `popmean`. Parameters ---------- a : array_like sample observation popmean : float or array_like expected value in null hypothesis. If array_like, then it must have the same shape as `a` excluding the axis dimension axis : int or None, optional Axis along which to compute test. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array t-statistic pvalue : float or array two-tailed p-value Examples -------- >>> from scipy import stats >>> np.random.seed(7654567) # fix seed to get the same result >>> rvs = stats.norm.rvs(loc=5, scale=10, size=(50,2)) Test if mean of random sample is equal to true mean, and different mean. We reject the null hypothesis in the second case and don't reject it in the first case. >>> stats.ttest_1samp(rvs,5.0) (array([-0.68014479, -0.04323899]), array([ 0.49961383, 0.96568674])) >>> stats.ttest_1samp(rvs,0.0) (array([ 2.77025808, 4.11038784]), array([ 0.00789095, 0.00014999])) Examples using axis and non-scalar dimension for population mean. >>> stats.ttest_1samp(rvs,[5.0,0.0]) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs,[[5.0],[0.0]]) (array([[-0.68014479, -0.04323899], [ 2.77025808, 4.11038784]]), array([[ 4.99613833e-01, 9.65686743e-01], [ 7.89094663e-03, 1.49986458e-04]])) """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.ttest_1samp(a, popmean, axis) n = a.shape[axis] df = n - 1 d = np.mean(a, axis) - popmean v = np.var(a, axis, ddof=1) denom = np.sqrt(v / n) with np.errstate(divide='ignore', invalid='ignore'): t = np.divide(d, denom) t, prob = _ttest_finish(df, t) return Ttest_1sampResult(t, prob) def _ttest_finish(df, t): """Common code between all 3 t-test functions.""" prob = distributions.t.sf(np.abs(t), df) * 2 # use np.abs to get upper tail if t.ndim == 0: t = t[()] return t, prob def _ttest_ind_from_stats(mean1, mean2, denom, df): d = mean1 - mean2 with np.errstate(divide='ignore', invalid='ignore'): t = np.divide(d, denom) t, prob = _ttest_finish(df, t) return (t, prob) def _unequal_var_ttest_denom(v1, n1, v2, n2): vn1 = v1 / n1 vn2 = v2 / n2 with np.errstate(divide='ignore', invalid='ignore'): df = (vn1 + vn2)**2 / (vn1**2 / (n1 - 1) + vn2**2 / (n2 - 1)) # If df is undefined, variances are zero (assumes n1 > 0 & n2 > 0). # Hence it doesn't matter what df is as long as it's not NaN. df = np.where(np.isnan(df), 1, df) denom = np.sqrt(vn1 + vn2) return df, denom def _equal_var_ttest_denom(v1, n1, v2, n2): df = n1 + n2 - 2.0 svar = ((n1 - 1) * v1 + (n2 - 1) * v2) / df denom = np.sqrt(svar * (1.0 / n1 + 1.0 / n2)) return df, denom Ttest_indResult = namedtuple('Ttest_indResult', ('statistic', 'pvalue')) def ttest_ind_from_stats(mean1, std1, nobs1, mean2, std2, nobs2, equal_var=True): """ T-test for means of two independent samples from descriptive statistics. This is a two-sided test for the null hypothesis that two independent samples have identical average (expected) values. Parameters ---------- mean1 : array_like The mean(s) of sample 1. std1 : array_like The standard deviation(s) of sample 1. nobs1 : array_like The number(s) of observations of sample 1. mean2 : array_like The mean(s) of sample 2 std2 : array_like The standard deviations(s) of sample 2. nobs2 : array_like The number(s) of observations of sample 2. equal_var : bool, optional If True (default), perform a standard independent 2 sample test that assumes equal population variances [1]_. If False, perform Welch's t-test, which does not assume equal population variance [2]_. Returns ------- statistic : float or array The calculated t-statistics pvalue : float or array The two-tailed p-value. See Also -------- scipy.stats.ttest_ind Notes ----- .. versionadded:: 0.16.0 References ---------- .. [1] https://en.wikipedia.org/wiki/T-test#Independent_two-sample_t-test .. [2] https://en.wikipedia.org/wiki/Welch%27s_t-test Examples -------- Suppose we have the summary data for two samples, as follows:: Sample Sample Size Mean Variance Sample 1 13 15.0 87.5 Sample 2 11 12.0 39.0 Apply the t-test to this data (with the assumption that the population variances are equal): >>> from scipy.stats import ttest_ind_from_stats >>> ttest_ind_from_stats(mean1=15.0, std1=np.sqrt(87.5), nobs1=13, ... mean2=12.0, std2=np.sqrt(39.0), nobs2=11) Ttest_indResult(statistic=0.9051358093310269, pvalue=0.3751996797581487) For comparison, here is the data from which those summary statistics were taken. With this data, we can compute the same result using `scipy.stats.ttest_ind`: >>> a = np.array([1, 3, 4, 6, 11, 13, 15, 19, 22, 24, 25, 26, 26]) >>> b = np.array([2, 4, 6, 9, 11, 13, 14, 15, 18, 19, 21]) >>> from scipy.stats import ttest_ind >>> ttest_ind(a, b) Ttest_indResult(statistic=0.905135809331027, pvalue=0.3751996797581486) """ if equal_var: df, denom = _equal_var_ttest_denom(std1**2, nobs1, std2**2, nobs2) else: df, denom = _unequal_var_ttest_denom(std1**2, nobs1, std2**2, nobs2) res = _ttest_ind_from_stats(mean1, mean2, denom, df) return Ttest_indResult(*res) def ttest_ind(a, b, axis=0, equal_var=True, nan_policy='propagate'): """ Calculate the T-test for the means of *two independent* samples of scores. This is a two-sided test for the null hypothesis that 2 independent samples have identical average (expected) values. This test assumes that the populations have identical variances by default. Parameters ---------- a, b : array_like The arrays must have the same shape, except in the dimension corresponding to `axis` (the first, by default). axis : int or None, optional Axis along which to compute test. If None, compute over the whole arrays, `a`, and `b`. equal_var : bool, optional If True (default), perform a standard independent 2 sample test that assumes equal population variances [1]_. If False, perform Welch's t-test, which does not assume equal population variance [2]_. .. versionadded:: 0.11.0 nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array The calculated t-statistic. pvalue : float or array The two-tailed p-value. Notes ----- We can use this test, if we observe two independent samples from the same or different population, e.g. exam scores of boys and girls or of two ethnic groups. The test measures whether the average (expected) value differs significantly across samples. If we observe a large p-value, for example larger than 0.05 or 0.1, then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. References ---------- .. [1] https://en.wikipedia.org/wiki/T-test#Independent_two-sample_t-test .. [2] https://en.wikipedia.org/wiki/Welch%27s_t-test Examples -------- >>> from scipy import stats >>> np.random.seed(12345678) Test with sample with identical means: >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = stats.norm.rvs(loc=5,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs2) (0.26833823296239279, 0.78849443369564776) >>> stats.ttest_ind(rvs1,rvs2, equal_var = False) (0.26833823296239279, 0.78849452749500748) `ttest_ind` underestimates p for unequal variances: >>> rvs3 = stats.norm.rvs(loc=5, scale=20, size=500) >>> stats.ttest_ind(rvs1, rvs3) (-0.46580283298287162, 0.64145827413436174) >>> stats.ttest_ind(rvs1, rvs3, equal_var = False) (-0.46580283298287162, 0.64149646246569292) When n1 != n2, the equal variance t-statistic is no longer equal to the unequal variance t-statistic: >>> rvs4 = stats.norm.rvs(loc=5, scale=20, size=100) >>> stats.ttest_ind(rvs1, rvs4) (-0.99882539442782481, 0.3182832709103896) >>> stats.ttest_ind(rvs1, rvs4, equal_var = False) (-0.69712570584654099, 0.48716927725402048) T-test with different means, variance, and n: >>> rvs5 = stats.norm.rvs(loc=8, scale=20, size=100) >>> stats.ttest_ind(rvs1, rvs5) (-1.4679669854490653, 0.14263895620529152) >>> stats.ttest_ind(rvs1, rvs5, equal_var = False) (-0.94365973617132992, 0.34744170334794122) """ a, b, axis = _chk2_asarray(a, b, axis) # check both a and b cna, npa = _contains_nan(a, nan_policy) cnb, npb = _contains_nan(b, nan_policy) contains_nan = cna or cnb if npa == 'omit' or npb == 'omit': nan_policy = 'omit' if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) b = ma.masked_invalid(b) return mstats_basic.ttest_ind(a, b, axis, equal_var) if a.size == 0 or b.size == 0: return Ttest_indResult(np.nan, np.nan) v1 = np.var(a, axis, ddof=1) v2 = np.var(b, axis, ddof=1) n1 = a.shape[axis] n2 = b.shape[axis] if equal_var: df, denom = _equal_var_ttest_denom(v1, n1, v2, n2) else: df, denom = _unequal_var_ttest_denom(v1, n1, v2, n2) res = _ttest_ind_from_stats(np.mean(a, axis), np.mean(b, axis), denom, df) return Ttest_indResult(*res) Ttest_relResult = namedtuple('Ttest_relResult', ('statistic', 'pvalue')) def ttest_rel(a, b, axis=0, nan_policy='propagate'): """ Calculate the T-test on TWO RELATED samples of scores, a and b. This is a two-sided test for the null hypothesis that 2 related or repeated samples have identical average (expected) values. Parameters ---------- a, b : array_like The arrays must have the same shape. axis : int or None, optional Axis along which to compute test. If None, compute over the whole arrays, `a`, and `b`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array t-statistic pvalue : float or array two-tailed p-value Notes ----- Examples for the use are scores of the same set of student in different exams, or repeated sampling from the same units. The test measures whether the average score differs significantly across samples (e.g. exams). If we observe a large p-value, for example greater than 0.05 or 0.1 then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. Small p-values are associated with large t-statistics. References ---------- https://en.wikipedia.org/wiki/T-test#Dependent_t-test_for_paired_samples Examples -------- >>> from scipy import stats >>> np.random.seed(12345678) # fix random seed to get same numbers >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = (stats.norm.rvs(loc=5,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs2) (0.24101764965300962, 0.80964043445811562) >>> rvs3 = (stats.norm.rvs(loc=8,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs3) (-3.9995108708727933, 7.3082402191726459e-005) """ a, b, axis = _chk2_asarray(a, b, axis) cna, npa = _contains_nan(a, nan_policy) cnb, npb = _contains_nan(b, nan_policy) contains_nan = cna or cnb if npa == 'omit' or npb == 'omit': nan_policy = 'omit' if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) b = ma.masked_invalid(b) m = ma.mask_or(ma.getmask(a), ma.getmask(b)) aa = ma.array(a, mask=m, copy=True) bb = ma.array(b, mask=m, copy=True) return mstats_basic.ttest_rel(aa, bb, axis) if a.shape[axis] != b.shape[axis]: raise ValueError('unequal length arrays') if a.size == 0 or b.size == 0: return np.nan, np.nan n = a.shape[axis] df = n - 1 d = (a - b).astype(np.float64) v = np.var(d, axis, ddof=1) dm = np.mean(d, axis) denom = np.sqrt(v / n) with np.errstate(divide='ignore', invalid='ignore'): t = np.divide(dm, denom) t, prob = _ttest_finish(df, t) return Ttest_relResult(t, prob) KstestResult = namedtuple('KstestResult', ('statistic', 'pvalue')) def kstest(rvs, cdf, args=(), N=20, alternative='two-sided', mode='approx'): """ Perform the Kolmogorov-Smirnov test for goodness of fit. This performs a test of the distribution G(x) of an observed random variable against a given distribution F(x). Under the null hypothesis the two distributions are identical, G(x)=F(x). The alternative hypothesis can be either 'two-sided' (default), 'less' or 'greater'. The KS test is only valid for continuous distributions. Parameters ---------- rvs : str, array or callable If a string, it should be the name of a distribution in `scipy.stats`. If an array, it should be a 1-D array of observations of random variables. If a callable, it should be a function to generate random variables; it is required to have a keyword argument `size`. cdf : str or callable If a string, it should be the name of a distribution in `scipy.stats`. If `rvs` is a string then `cdf` can be False or the same as `rvs`. If a callable, that callable is used to calculate the cdf. args : tuple, sequence, optional Distribution parameters, used if `rvs` or `cdf` are strings. N : int, optional Sample size if `rvs` is string or callable. Default is 20. alternative : {'two-sided', 'less','greater'}, optional Defines the alternative hypothesis (see explanation above). Default is 'two-sided'. mode : 'approx' (default) or 'asymp', optional Defines the distribution used for calculating the p-value. - 'approx' : use approximation to exact distribution of test statistic - 'asymp' : use asymptotic distribution of test statistic Returns ------- statistic : float KS test statistic, either D, D+ or D-. pvalue : float One-tailed or two-tailed p-value. Notes ----- In the one-sided test, the alternative is that the empirical cumulative distribution function of the random variable is "less" or "greater" than the cumulative distribution function F(x) of the hypothesis, ``G(x)<=F(x)``, resp. ``G(x)>=F(x)``. Examples -------- >>> from scipy import stats >>> x = np.linspace(-15, 15, 9) >>> stats.kstest(x, 'norm') (0.44435602715924361, 0.038850142705171065) >>> np.random.seed(987654321) # set random seed to get the same result >>> stats.kstest('norm', False, N=100) (0.058352892479417884, 0.88531190944151261) The above lines are equivalent to: >>> np.random.seed(987654321) >>> stats.kstest(stats.norm.rvs(size=100), 'norm') (0.058352892479417884, 0.88531190944151261) *Test against one-sided alternative hypothesis* Shift distribution to larger values, so that ``cdf_dgp(x) < norm.cdf(x)``: >>> np.random.seed(987654321) >>> x = stats.norm.rvs(loc=0.2, size=100) >>> stats.kstest(x,'norm', alternative = 'less') (0.12464329735846891, 0.040989164077641749) Reject equal distribution against alternative hypothesis: less >>> stats.kstest(x,'norm', alternative = 'greater') (0.0072115233216311081, 0.98531158590396395) Don't reject equal distribution against alternative hypothesis: greater >>> stats.kstest(x,'norm', mode='asymp') (0.12464329735846891, 0.08944488871182088) *Testing t distributed random variables against normal distribution* With 100 degrees of freedom the t distribution looks close to the normal distribution, and the K-S test does not reject the hypothesis that the sample came from the normal distribution: >>> np.random.seed(987654321) >>> stats.kstest(stats.t.rvs(100,size=100),'norm') (0.072018929165471257, 0.67630062862479168) With 3 degrees of freedom the t distribution looks sufficiently different from the normal distribution, that we can reject the hypothesis that the sample came from the normal distribution at the 10% level: >>> np.random.seed(987654321) >>> stats.kstest(stats.t.rvs(3,size=100),'norm') (0.131016895759829, 0.058826222555312224) """ if isinstance(rvs, string_types): if (not cdf) or (cdf == rvs): cdf = getattr(distributions, rvs).cdf rvs = getattr(distributions, rvs).rvs else: raise AttributeError("if rvs is string, cdf has to be the " "same distribution") if isinstance(cdf, string_types): cdf = getattr(distributions, cdf).cdf if callable(rvs): kwds = {'size': N} vals = np.sort(rvs(*args, **kwds)) else: vals = np.sort(rvs) N = len(vals) cdfvals = cdf(vals, *args) # to not break compatibility with existing code if alternative == 'two_sided': alternative = 'two-sided' if alternative in ['two-sided', 'greater']: Dplus = (np.arange(1.0, N + 1)/N - cdfvals).max() if alternative == 'greater': return KstestResult(Dplus, distributions.ksone.sf(Dplus, N)) if alternative in ['two-sided', 'less']: Dmin = (cdfvals - np.arange(0.0, N)/N).max() if alternative == 'less': return KstestResult(Dmin, distributions.ksone.sf(Dmin, N)) if alternative == 'two-sided': D = np.max([Dplus, Dmin]) if mode == 'asymp': return KstestResult(D, distributions.kstwobign.sf(D * np.sqrt(N))) if mode == 'approx': pval_two = distributions.kstwobign.sf(D * np.sqrt(N)) if N > 2666 or pval_two > 0.80 - N*0.3/1000: return KstestResult(D, pval_two) else: return KstestResult(D, 2 * distributions.ksone.sf(D, N)) # Map from names to lambda_ values used in power_divergence(). _power_div_lambda_names = { "pearson": 1, "log-likelihood": 0, "freeman-tukey": -0.5, "mod-log-likelihood": -1, "neyman": -2, "cressie-read": 2/3, } def _count(a, axis=None): """ Count the number of non-masked elements of an array. This function behaves like np.ma.count(), but is much faster for ndarrays. """ if hasattr(a, 'count'): num = a.count(axis=axis) if isinstance(num, np.ndarray) and num.ndim == 0: # In some cases, the `count` method returns a scalar array (e.g. # np.array(3)), but we want a plain integer. num = int(num) else: if axis is None: num = a.size else: num = a.shape[axis] return num Power_divergenceResult = namedtuple('Power_divergenceResult', ('statistic', 'pvalue')) def power_divergence(f_obs, f_exp=None, ddof=0, axis=0, lambda_=None): """ Cressie-Read power divergence statistic and goodness of fit test. This function tests the null hypothesis that the categorical data has the given frequencies, using the Cressie-Read power divergence statistic. Parameters ---------- f_obs : array_like Observed frequencies in each category. f_exp : array_like, optional Expected frequencies in each category. By default the categories are assumed to be equally likely. ddof : int, optional "Delta degrees of freedom": adjustment to the degrees of freedom for the p-value. The p-value is computed using a chi-squared distribution with ``k - 1 - ddof`` degrees of freedom, where `k` is the number of observed frequencies. The default value of `ddof` is 0. axis : int or None, optional The axis of the broadcast result of `f_obs` and `f_exp` along which to apply the test. If axis is None, all values in `f_obs` are treated as a single data set. Default is 0. lambda_ : float or str, optional `lambda_` gives the power in the Cressie-Read power divergence statistic. The default is 1. For convenience, `lambda_` may be assigned one of the following strings, in which case the corresponding numerical value is used:: String Value Description "pearson" 1 Pearson's chi-squared statistic. In this case, the function is equivalent to `stats.chisquare`. "log-likelihood" 0 Log-likelihood ratio. Also known as the G-test [3]_. "freeman-tukey" -1/2 Freeman-Tukey statistic. "mod-log-likelihood" -1 Modified log-likelihood ratio. "neyman" -2 Neyman's statistic. "cressie-read" 2/3 The power recommended in [5]_. Returns ------- statistic : float or ndarray The Cressie-Read power divergence test statistic. The value is a float if `axis` is None or if` `f_obs` and `f_exp` are 1-D. pvalue : float or ndarray The p-value of the test. The value is a float if `ddof` and the return value `stat` are scalars. See Also -------- chisquare Notes ----- This test is invalid when the observed or expected frequencies in each category are too small. A typical rule is that all of the observed and expected frequencies should be at least 5. When `lambda_` is less than zero, the formula for the statistic involves dividing by `f_obs`, so a warning or error may be generated if any value in `f_obs` is 0. Similarly, a warning or error may be generated if any value in `f_exp` is zero when `lambda_` >= 0. The default degrees of freedom, k-1, are for the case when no parameters of the distribution are estimated. If p parameters are estimated by efficient maximum likelihood then the correct degrees of freedom are k-1-p. If the parameters are estimated in a different way, then the dof can be between k-1-p and k-1. However, it is also possible that the asymptotic distribution is not a chisquare, in which case this test is not appropriate. This function handles masked arrays. If an element of `f_obs` or `f_exp` is masked, then data at that position is ignored, and does not count towards the size of the data set. .. versionadded:: 0.13.0 References ---------- .. [1] Lowry, Richard. "Concepts and Applications of Inferential Statistics". Chapter 8. https://web.archive.org/web/20171015035606/http://faculty.vassar.edu/lowry/ch8pt1.html .. [2] "Chi-squared test", https://en.wikipedia.org/wiki/Chi-squared_test .. [3] "G-test", https://en.wikipedia.org/wiki/G-test .. [4] Sokal, R. R. and Rohlf, F. J. "Biometry: the principles and practice of statistics in biological research", New York: Freeman (1981) .. [5] Cressie, N. and Read, T. R. C., "Multinomial Goodness-of-Fit Tests", J. Royal Stat. Soc. Series B, Vol. 46, No. 3 (1984), pp. 440-464. Examples -------- (See `chisquare` for more examples.) When just `f_obs` is given, it is assumed that the expected frequencies are uniform and given by the mean of the observed frequencies. Here we perform a G-test (i.e. use the log-likelihood ratio statistic): >>> from scipy.stats import power_divergence >>> power_divergence([16, 18, 16, 14, 12, 12], lambda_='log-likelihood') (2.006573162632538, 0.84823476779463769) The expected frequencies can be given with the `f_exp` argument: >>> power_divergence([16, 18, 16, 14, 12, 12], ... f_exp=[16, 16, 16, 16, 16, 8], ... lambda_='log-likelihood') (3.3281031458963746, 0.6495419288047497) When `f_obs` is 2-D, by default the test is applied to each column. >>> obs = np.array([[16, 18, 16, 14, 12, 12], [32, 24, 16, 28, 20, 24]]).T >>> obs.shape (6, 2) >>> power_divergence(obs, lambda_="log-likelihood") (array([ 2.00657316, 6.77634498]), array([ 0.84823477, 0.23781225])) By setting ``axis=None``, the test is applied to all data in the array, which is equivalent to applying the test to the flattened array. >>> power_divergence(obs, axis=None) (23.31034482758621, 0.015975692534127565) >>> power_divergence(obs.ravel()) (23.31034482758621, 0.015975692534127565) `ddof` is the change to make to the default degrees of freedom. >>> power_divergence([16, 18, 16, 14, 12, 12], ddof=1) (2.0, 0.73575888234288467) The calculation of the p-values is done by broadcasting the test statistic with `ddof`. >>> power_divergence([16, 18, 16, 14, 12, 12], ddof=[0,1,2]) (2.0, array([ 0.84914504, 0.73575888, 0.5724067 ])) `f_obs` and `f_exp` are also broadcast. In the following, `f_obs` has shape (6,) and `f_exp` has shape (2, 6), so the result of broadcasting `f_obs` and `f_exp` has shape (2, 6). To compute the desired chi-squared statistics, we must use ``axis=1``: >>> power_divergence([16, 18, 16, 14, 12, 12], ... f_exp=[[16, 16, 16, 16, 16, 8], ... [8, 20, 20, 16, 12, 12]], ... axis=1) (array([ 3.5 , 9.25]), array([ 0.62338763, 0.09949846])) """ # Convert the input argument `lambda_` to a numerical value. if isinstance(lambda_, string_types): if lambda_ not in _power_div_lambda_names: names = repr(list(_power_div_lambda_names.keys()))[1:-1] raise ValueError("invalid string for lambda_: {0!r}. Valid strings " "are {1}".format(lambda_, names)) lambda_ = _power_div_lambda_names[lambda_] elif lambda_ is None: lambda_ = 1 f_obs = np.asanyarray(f_obs) if f_exp is not None: f_exp = np.atleast_1d(np.asanyarray(f_exp)) else: # Compute the equivalent of # f_exp = f_obs.mean(axis=axis, keepdims=True) # Older versions of numpy do not have the 'keepdims' argument, so # we have to do a little work to achieve the same result. # Ignore 'invalid' errors so the edge case of a data set with length 0 # is handled without spurious warnings. with np.errstate(invalid='ignore'): f_exp = np.atleast_1d(f_obs.mean(axis=axis)) if axis is not None: reduced_shape = list(f_obs.shape) reduced_shape[axis] = 1 f_exp.shape = reduced_shape # `terms` is the array of terms that are summed along `axis` to create # the test statistic. We use some specialized code for a few special # cases of lambda_. if lambda_ == 1: # Pearson's chi-squared statistic terms = (f_obs - f_exp)**2 / f_exp elif lambda_ == 0: # Log-likelihood ratio (i.e. G-test) terms = 2.0 * special.xlogy(f_obs, f_obs / f_exp) elif lambda_ == -1: # Modified log-likelihood ratio terms = 2.0 * special.xlogy(f_exp, f_exp / f_obs) else: # General Cressie-Read power divergence. terms = f_obs * ((f_obs / f_exp)**lambda_ - 1) terms /= 0.5 * lambda_ * (lambda_ + 1) stat = terms.sum(axis=axis) num_obs = _count(terms, axis=axis) ddof = asarray(ddof) p = distributions.chi2.sf(stat, num_obs - 1 - ddof) return Power_divergenceResult(stat, p) def chisquare(f_obs, f_exp=None, ddof=0, axis=0): """ Calculate a one-way chi square test. The chi square test tests the null hypothesis that the categorical data has the given frequencies. Parameters ---------- f_obs : array_like Observed frequencies in each category. f_exp : array_like, optional Expected frequencies in each category. By default the categories are assumed to be equally likely. ddof : int, optional "Delta degrees of freedom": adjustment to the degrees of freedom for the p-value. The p-value is computed using a chi-squared distribution with ``k - 1 - ddof`` degrees of freedom, where `k` is the number of observed frequencies. The default value of `ddof` is 0. axis : int or None, optional The axis of the broadcast result of `f_obs` and `f_exp` along which to apply the test. If axis is None, all values in `f_obs` are treated as a single data set. Default is 0. Returns ------- chisq : float or ndarray The chi-squared test statistic. The value is a float if `axis` is None or `f_obs` and `f_exp` are 1-D. p : float or ndarray The p-value of the test. The value is a float if `ddof` and the return value `chisq` are scalars. See Also -------- power_divergence mstats.chisquare Notes ----- This test is invalid when the observed or expected frequencies in each category are too small. A typical rule is that all of the observed and expected frequencies should be at least 5. The default degrees of freedom, k-1, are for the case when no parameters of the distribution are estimated. If p parameters are estimated by efficient maximum likelihood then the correct degrees of freedom are k-1-p. If the parameters are estimated in a different way, then the dof can be between k-1-p and k-1. However, it is also possible that the asymptotic distribution is not a chisquare, in which case this test is not appropriate. References ---------- .. [1] Lowry, Richard. "Concepts and Applications of Inferential Statistics". Chapter 8. https://web.archive.org/web/20171022032306/http://vassarstats.net:80/textbook/ch8pt1.html .. [2] "Chi-squared test", https://en.wikipedia.org/wiki/Chi-squared_test Examples -------- When just `f_obs` is given, it is assumed that the expected frequencies are uniform and given by the mean of the observed frequencies. >>> from scipy.stats import chisquare >>> chisquare([16, 18, 16, 14, 12, 12]) (2.0, 0.84914503608460956) With `f_exp` the expected frequencies can be given. >>> chisquare([16, 18, 16, 14, 12, 12], f_exp=[16, 16, 16, 16, 16, 8]) (3.5, 0.62338762774958223) When `f_obs` is 2-D, by default the test is applied to each column. >>> obs = np.array([[16, 18, 16, 14, 12, 12], [32, 24, 16, 28, 20, 24]]).T >>> obs.shape (6, 2) >>> chisquare(obs) (array([ 2. , 6.66666667]), array([ 0.84914504, 0.24663415])) By setting ``axis=None``, the test is applied to all data in the array, which is equivalent to applying the test to the flattened array. >>> chisquare(obs, axis=None) (23.31034482758621, 0.015975692534127565) >>> chisquare(obs.ravel()) (23.31034482758621, 0.015975692534127565) `ddof` is the change to make to the default degrees of freedom. >>> chisquare([16, 18, 16, 14, 12, 12], ddof=1) (2.0, 0.73575888234288467) The calculation of the p-values is done by broadcasting the chi-squared statistic with `ddof`. >>> chisquare([16, 18, 16, 14, 12, 12], ddof=[0,1,2]) (2.0, array([ 0.84914504, 0.73575888, 0.5724067 ])) `f_obs` and `f_exp` are also broadcast. In the following, `f_obs` has shape (6,) and `f_exp` has shape (2, 6), so the result of broadcasting `f_obs` and `f_exp` has shape (2, 6). To compute the desired chi-squared statistics, we use ``axis=1``: >>> chisquare([16, 18, 16, 14, 12, 12], ... f_exp=[[16, 16, 16, 16, 16, 8], [8, 20, 20, 16, 12, 12]], ... axis=1) (array([ 3.5 , 9.25]), array([ 0.62338763, 0.09949846])) """ return power_divergence(f_obs, f_exp=f_exp, ddof=ddof, axis=axis, lambda_="pearson") Ks_2sampResult = namedtuple('Ks_2sampResult', ('statistic', 'pvalue')) def ks_2samp(data1, data2): """ Compute the Kolmogorov-Smirnov statistic on 2 samples. This is a two-sided test for the null hypothesis that 2 independent samples are drawn from the same continuous distribution. Parameters ---------- data1, data2 : sequence of 1-D ndarrays two arrays of sample observations assumed to be drawn from a continuous distribution, sample sizes can be different Returns ------- statistic : float KS statistic pvalue : float two-tailed p-value Notes ----- This tests whether 2 samples are drawn from the same distribution. Note that, like in the case of the one-sample K-S test, the distribution is assumed to be continuous. This is the two-sided test, one-sided tests are not implemented. The test uses the two-sided asymptotic Kolmogorov-Smirnov distribution. If the K-S statistic is small or the p-value is high, then we cannot reject the hypothesis that the distributions of the two samples are the same. Examples -------- >>> from scipy import stats >>> np.random.seed(12345678) #fix random seed to get the same result >>> n1 = 200 # size of first sample >>> n2 = 300 # size of second sample For a different distribution, we can reject the null hypothesis since the pvalue is below 1%: >>> rvs1 = stats.norm.rvs(size=n1, loc=0., scale=1) >>> rvs2 = stats.norm.rvs(size=n2, loc=0.5, scale=1.5) >>> stats.ks_2samp(rvs1, rvs2) (0.20833333333333337, 4.6674975515806989e-005) For a slightly different distribution, we cannot reject the null hypothesis at a 10% or lower alpha since the p-value at 0.144 is higher than 10% >>> rvs3 = stats.norm.rvs(size=n2, loc=0.01, scale=1.0) >>> stats.ks_2samp(rvs1, rvs3) (0.10333333333333333, 0.14498781825751686) For an identical distribution, we cannot reject the null hypothesis since the p-value is high, 41%: >>> rvs4 = stats.norm.rvs(size=n2, loc=0.0, scale=1.0) >>> stats.ks_2samp(rvs1, rvs4) (0.07999999999999996, 0.41126949729859719) """ data1 = np.sort(data1) data2 = np.sort(data2) n1 = data1.shape[0] n2 = data2.shape[0] data_all = np.concatenate([data1, data2]) cdf1 = np.searchsorted(data1, data_all, side='right') / n1 cdf2 = np.searchsorted(data2, data_all, side='right') / n2 d = np.max(np.absolute(cdf1 - cdf2)) # Note: d absolute not signed distance en = np.sqrt(n1 * n2 / (n1 + n2)) try: prob = distributions.kstwobign.sf((en + 0.12 + 0.11 / en) * d) except Exception: warnings.warn('This should not happen! Please open an issue at ' 'https://github.com/scipy/scipy/issues and provide the code ' 'you used to trigger this warning.\n') prob = 1.0 return Ks_2sampResult(d, prob) def tiecorrect(rankvals): """ Tie correction factor for ties in the Mann-Whitney U and Kruskal-Wallis H tests. Parameters ---------- rankvals : array_like A 1-D sequence of ranks. Typically this will be the array returned by `stats.rankdata`. Returns ------- factor : float Correction factor for U or H. See Also -------- rankdata : Assign ranks to the data mannwhitneyu : Mann-Whitney rank test kruskal : Kruskal-Wallis H test References ---------- .. [1] Siegel, S. (1956) Nonparametric Statistics for the Behavioral Sciences. New York: McGraw-Hill. Examples -------- >>> from scipy.stats import tiecorrect, rankdata >>> tiecorrect([1, 2.5, 2.5, 4]) 0.9 >>> ranks = rankdata([1, 3, 2, 4, 5, 7, 2, 8, 4]) >>> ranks array([ 1. , 4. , 2.5, 5.5, 7. , 8. , 2.5, 9. , 5.5]) >>> tiecorrect(ranks) 0.9833333333333333 """ arr = np.sort(rankvals) idx = np.nonzero(np.r_[True, arr[1:] != arr[:-1], True])[0] cnt = np.diff(idx).astype(np.float64) size = np.float64(arr.size) return 1.0 if size < 2 else 1.0 - (cnt**3 - cnt).sum() / (size**3 - size) MannwhitneyuResult = namedtuple('MannwhitneyuResult', ('statistic', 'pvalue')) def mannwhitneyu(x, y, use_continuity=True, alternative=None): """ Compute the Mann-Whitney rank test on samples x and y. Parameters ---------- x, y : array_like Array of samples, should be one-dimensional. use_continuity : bool, optional Whether a continuity correction (1/2.) should be taken into account. Default is True. alternative : None (deprecated), 'less', 'two-sided', or 'greater' Whether to get the p-value for the one-sided hypothesis ('less' or 'greater') or for the two-sided hypothesis ('two-sided'). Defaults to None, which results in a p-value half the size of the 'two-sided' p-value and a different U statistic. The default behavior is not the same as using 'less' or 'greater': it only exists for backward compatibility and is deprecated. Returns ------- statistic : float The Mann-Whitney U statistic, equal to min(U for x, U for y) if `alternative` is equal to None (deprecated; exists for backward compatibility), and U for y otherwise. pvalue : float p-value assuming an asymptotic normal distribution. One-sided or two-sided, depending on the choice of `alternative`. Notes ----- Use only when the number of observation in each sample is > 20 and you have 2 independent samples of ranks. Mann-Whitney U is significant if the u-obtained is LESS THAN or equal to the critical value of U. This test corrects for ties and by default uses a continuity correction. References ---------- .. [1] https://en.wikipedia.org/wiki/Mann-Whitney_U_test .. [2] H.B. Mann and D.R. Whitney, "On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other," The Annals of Mathematical Statistics, vol. 18, no. 1, pp. 50-60, 1947. """ if alternative is None: warnings.warn("Calling `mannwhitneyu` without specifying " "`alternative` is deprecated.", DeprecationWarning) x = np.asarray(x) y = np.asarray(y) n1 = len(x) n2 = len(y) ranked = rankdata(np.concatenate((x, y))) rankx = ranked[0:n1] # get the x-ranks u1 = n1*n2 + (n1*(n1+1))/2.0 - np.sum(rankx, axis=0) # calc U for x u2 = n1*n2 - u1 # remainder is U for y T = tiecorrect(ranked) if T == 0: raise ValueError('All numbers are identical in mannwhitneyu') sd = np.sqrt(T * n1 * n2 * (n1+n2+1) / 12.0) meanrank = n1*n2/2.0 + 0.5 * use_continuity if alternative is None or alternative == 'two-sided': bigu = max(u1, u2) elif alternative == 'less': bigu = u1 elif alternative == 'greater': bigu = u2 else: raise ValueError("alternative should be None, 'less', 'greater' " "or 'two-sided'") z = (bigu - meanrank) / sd if alternative is None: # This behavior, equal to half the size of the two-sided # p-value, is deprecated. p = distributions.norm.sf(abs(z)) elif alternative == 'two-sided': p = 2 * distributions.norm.sf(abs(z)) else: p = distributions.norm.sf(z) u = u2 # This behavior is deprecated. if alternative is None: u = min(u1, u2) return MannwhitneyuResult(u, p) RanksumsResult = namedtuple('RanksumsResult', ('statistic', 'pvalue')) def ranksums(x, y): """ Compute the Wilcoxon rank-sum statistic for two samples. The Wilcoxon rank-sum test tests the null hypothesis that two sets of measurements are drawn from the same distribution. The alternative hypothesis is that values in one sample are more likely to be larger than the values in the other sample. This test should be used to compare two samples from continuous distributions. It does not handle ties between measurements in x and y. For tie-handling and an optional continuity correction see `scipy.stats.mannwhitneyu`. Parameters ---------- x,y : array_like The data from the two samples Returns ------- statistic : float The test statistic under the large-sample approximation that the rank sum statistic is normally distributed pvalue : float The two-sided p-value of the test References ---------- .. [1] https://en.wikipedia.org/wiki/Wilcoxon_rank-sum_test """ x, y = map(np.asarray, (x, y)) n1 = len(x) n2 = len(y) alldata = np.concatenate((x, y)) ranked = rankdata(alldata) x = ranked[:n1] s = np.sum(x, axis=0) expected = n1 * (n1+n2+1) / 2.0 z = (s - expected) / np.sqrt(n1*n2*(n1+n2+1)/12.0) prob = 2 * distributions.norm.sf(abs(z)) return RanksumsResult(z, prob) KruskalResult = namedtuple('KruskalResult', ('statistic', 'pvalue')) def kruskal(*args, **kwargs): """ Compute the Kruskal-Wallis H-test for independent samples The Kruskal-Wallis H-test tests the null hypothesis that the population median of all of the groups are equal. It is a non-parametric version of ANOVA. The test works on 2 or more independent samples, which may have different sizes. Note that rejecting the null hypothesis does not indicate which of the groups differs. Post-hoc comparisons between groups are required to determine which groups are different. Parameters ---------- sample1, sample2, ... : array_like Two or more arrays with the sample measurements can be given as arguments. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float The Kruskal-Wallis H statistic, corrected for ties pvalue : float The p-value for the test using the assumption that H has a chi square distribution See Also -------- f_oneway : 1-way ANOVA mannwhitneyu : Mann-Whitney rank test on two samples. friedmanchisquare : Friedman test for repeated measurements Notes ----- Due to the assumption that H has a chi square distribution, the number of samples in each group must not be too small. A typical rule is that each sample must have at least 5 measurements. References ---------- .. [1] W. H. Kruskal & W. W. Wallis, "Use of Ranks in One-Criterion Variance Analysis", Journal of the American Statistical Association, Vol. 47, Issue 260, pp. 583-621, 1952. .. [2] https://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance Examples -------- >>> from scipy import stats >>> x = [1, 3, 5, 7, 9] >>> y = [2, 4, 6, 8, 10] >>> stats.kruskal(x, y) KruskalResult(statistic=0.2727272727272734, pvalue=0.6015081344405895) >>> x = [1, 1, 1] >>> y = [2, 2, 2] >>> z = [2, 2] >>> stats.kruskal(x, y, z) KruskalResult(statistic=7.0, pvalue=0.0301973834223185) """ args = list(map(np.asarray, args)) num_groups = len(args) if num_groups < 2: raise ValueError("Need at least two groups in stats.kruskal()") for arg in args: if arg.size == 0: return KruskalResult(np.nan, np.nan) n = np.asarray(list(map(len, args))) if 'nan_policy' in kwargs.keys(): if kwargs['nan_policy'] not in ('propagate', 'raise', 'omit'): raise ValueError("nan_policy must be 'propagate', " "'raise' or'omit'") else: nan_policy = kwargs['nan_policy'] else: nan_policy = 'propagate' contains_nan = False for arg in args: cn = _contains_nan(arg, nan_policy) if cn[0]: contains_nan = True break if contains_nan and nan_policy == 'omit': for a in args: a = ma.masked_invalid(a) return mstats_basic.kruskal(*args) if contains_nan and nan_policy == 'propagate': return KruskalResult(np.nan, np.nan) alldata = np.concatenate(args) ranked = rankdata(alldata) ties = tiecorrect(ranked) if ties == 0: raise ValueError('All numbers are identical in kruskal') # Compute sum^2/n for each group and sum j = np.insert(np.cumsum(n), 0, 0) ssbn = 0 for i in range(num_groups): ssbn += _square_of_sums(ranked[j[i]:j[i+1]]) / n[i] totaln = np.sum(n) h = 12.0 / (totaln * (totaln + 1)) * ssbn - 3 * (totaln + 1) df = num_groups - 1 h /= ties return KruskalResult(h, distributions.chi2.sf(h, df)) FriedmanchisquareResult = namedtuple('FriedmanchisquareResult', ('statistic', 'pvalue')) def friedmanchisquare(*args): """ Compute the Friedman test for repeated measurements The Friedman test tests the null hypothesis that repeated measurements of the same individuals have the same distribution. It is often used to test for consistency among measurements obtained in different ways. For example, if two measurement techniques are used on the same set of individuals, the Friedman test can be used to determine if the two measurement techniques are consistent. Parameters ---------- measurements1, measurements2, measurements3... : array_like Arrays of measurements. All of the arrays must have the same number of elements. At least 3 sets of measurements must be given. Returns ------- statistic : float the test statistic, correcting for ties pvalue : float the associated p-value assuming that the test statistic has a chi squared distribution Notes ----- Due to the assumption that the test statistic has a chi squared distribution, the p-value is only reliable for n > 10 and more than 6 repeated measurements. References ---------- .. [1] https://en.wikipedia.org/wiki/Friedman_test """ k = len(args) if k < 3: raise ValueError('Less than 3 levels. Friedman test not appropriate.') n = len(args[0]) for i in range(1, k): if len(args[i]) != n: raise ValueError('Unequal N in friedmanchisquare. Aborting.') # Rank data data = np.vstack(args).T data = data.astype(float) for i in range(len(data)): data[i] = rankdata(data[i]) # Handle ties ties = 0 for i in range(len(data)): replist, repnum = find_repeats(array(data[i])) for t in repnum: ties += t * (t*t - 1) c = 1 - ties / (k*(k*k - 1)*n) ssbn = np.sum(data.sum(axis=0)**2) chisq = (12.0 / (k*n*(k+1)) * ssbn - 3*n*(k+1)) / c return FriedmanchisquareResult(chisq, distributions.chi2.sf(chisq, k - 1)) BrunnerMunzelResult = namedtuple('BrunnerMunzelResult', ('statistic', 'pvalue')) def brunnermunzel(x, y, alternative="two-sided", distribution="t", nan_policy='propagate'): """ Computes the Brunner-Munzel test on samples x and y The Brunner-Munzel test is a nonparametric test of the null hypothesis that when values are taken one by one from each group, the probabilities of getting large values in both groups are equal. Unlike the Wilcoxon-Mann-Whitney's U test, this does not require the assumption of equivariance of two groups. Note that this does not assume the distributions are same. This test works on two independent samples, which may have different sizes. Parameters ---------- x, y : array_like Array of samples, should be one-dimensional. alternative : 'less', 'two-sided', or 'greater', optional Whether to get the p-value for the one-sided hypothesis ('less' or 'greater') or for the two-sided hypothesis ('two-sided'). Defaults value is 'two-sided' . distribution: 't' or 'normal', optional Whether to get the p-value by t-distribution or by standard normal distribution. Defaults value is 't' . nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float The Brunner-Munzer W statistic. pvalue : float p-value assuming an t distribution. One-sided or two-sided, depending on the choice of `alternative` and `distribution`. See Also -------- mannwhitneyu : Mann-Whitney rank test on two samples. Notes ------- Brunner and Munzel recommended to estimate the p-value by t-distribution when the size of data is 50 or less. If the size is lower than 10, it would be better to use permuted Brunner Munzel test (see [2]_). References ---------- .. [1] Brunner, E. and Munzel, U. "The nonparametric Benhrens-Fisher problem: Asymptotic theory and a small-sample approximation". Biometrical Journal. Vol. 42(2000): 17-25. .. [2] Neubert, K. and Brunner, E. "A studentized permutation test for the non-parametric Behrens-Fisher problem". Computational Statistics and Data Analysis. Vol. 51(2007): 5192-5204. Examples -------- >>> from scipy import stats >>> x1 = [1,2,1,1,1,1,1,1,1,1,2,4,1,1] >>> x2 = [3,3,4,3,1,2,3,1,1,5,4] >>> w, p_value = stats.brunnermunzel(x1, x2) >>> w 3.1374674823029505 >>> p_value 0.0057862086661515377 """ x = np.asarray(x) y = np.asarray(y) # check both x and y cnx, npx = _contains_nan(x, nan_policy) cny, npy = _contains_nan(y, nan_policy) contains_nan = cnx or cny if npx == "omit" or npy == "omit": nan_policy = "omit" if contains_nan and nan_policy == "propagate": return BrunnerMunzelResult(np.nan, np.nan) elif contains_nan and nan_policy == "omit": x = ma.masked_invalid(x) y = ma.masked_invalid(y) return mstats_basic.brunnermunzel(x, y, alternative, distribution) nx = len(x) ny = len(y) if nx == 0 or ny == 0: return BrunnerMunzelResult(np.nan, np.nan) rankc = rankdata(np.concatenate((x, y))) rankcx = rankc[0:nx] rankcy = rankc[nx:nx+ny] rankcx_mean = np.mean(rankcx) rankcy_mean = np.mean(rankcy) rankx = rankdata(x) ranky = rankdata(y) rankx_mean = np.mean(rankx) ranky_mean = np.mean(ranky) Sx = np.sum(np.power(rankcx - rankx - rankcx_mean + rankx_mean, 2.0)) Sx /= nx - 1 Sy = np.sum(np.power(rankcy - ranky - rankcy_mean + ranky_mean, 2.0)) Sy /= ny - 1 wbfn = nx * ny * (rankcy_mean - rankcx_mean) wbfn /= (nx + ny) * np.sqrt(nx * Sx + ny * Sy) if distribution == "t": df_numer = np.power(nx * Sx + ny * Sy, 2.0) df_denom = np.power(nx * Sx, 2.0) / (nx - 1) df_denom += np.power(ny * Sy, 2.0) / (ny - 1) df = df_numer / df_denom p = distributions.t.cdf(wbfn, df) elif distribution == "normal": p = distributions.norm.cdf(wbfn) else: raise ValueError( "distribution should be 't' or 'normal'") if alternative == "greater": p = p elif alternative == "less": p = 1 - p elif alternative == "two-sided": p = 2 * np.min([p, 1-p]) else: raise ValueError( "alternative should be 'less', 'greater' or 'two-sided'") return BrunnerMunzelResult(wbfn, p) def combine_pvalues(pvalues, method='fisher', weights=None): """ Methods for combining the p-values of independent tests bearing upon the same hypothesis. Parameters ---------- pvalues : array_like, 1-D Array of p-values assumed to come from independent tests. method : {'fisher', 'stouffer'}, optional Name of method to use to combine p-values. The following methods are available: - "fisher": Fisher's method (Fisher's combined probability test), the default. - "stouffer": Stouffer's Z-score method. weights : array_like, 1-D, optional Optional array of weights used only for Stouffer's Z-score method. Returns ------- statistic: float The statistic calculated by the specified method: - "fisher": The chi-squared statistic - "stouffer": The Z-score pval: float The combined p-value. Notes ----- Fisher's method (also known as Fisher's combined probability test) [1]_ uses a chi-squared statistic to compute a combined p-value. The closely related Stouffer's Z-score method [2]_ uses Z-scores rather than p-values. The advantage of Stouffer's method is that it is straightforward to introduce weights, which can make Stouffer's method more powerful than Fisher's method when the p-values are from studies of different size [3]_ [4]_. Fisher's method may be extended to combine p-values from dependent tests [5]_. Extensions such as Brown's method and Kost's method are not currently implemented. .. versionadded:: 0.15.0 References ---------- .. [1] https://en.wikipedia.org/wiki/Fisher%27s_method .. [2] https://en.wikipedia.org/wiki/Fisher%27s_method#Relation_to_Stouffer.27s_Z-score_method .. [3] Whitlock, M. C. "Combining probability from independent tests: the weighted Z-method is superior to Fisher's approach." Journal of Evolutionary Biology 18, no. 5 (2005): 1368-1373. .. [4] Zaykin, Dmitri V. "Optimally weighted Z-test is a powerful method for combining probabilities in meta-analysis." Journal of Evolutionary Biology 24, no. 8 (2011): 1836-1841. .. [5] https://en.wikipedia.org/wiki/Extensions_of_Fisher%27s_method """ pvalues = np.asarray(pvalues) if pvalues.ndim != 1: raise ValueError("pvalues is not 1-D") if method == 'fisher': Xsq = -2 * np.sum(np.log(pvalues)) pval = distributions.chi2.sf(Xsq, 2 * len(pvalues)) return (Xsq, pval) elif method == 'stouffer': if weights is None: weights = np.ones_like(pvalues) elif len(weights) != len(pvalues): raise ValueError("pvalues and weights must be of the same size.") weights = np.asarray(weights) if weights.ndim != 1: raise ValueError("weights is not 1-D") Zi = distributions.norm.isf(pvalues) Z = np.dot(weights, Zi) / np.linalg.norm(weights) pval = distributions.norm.sf(Z) return (Z, pval) else: raise ValueError( "Invalid method '%s'. Options are 'fisher' or 'stouffer'", method) ##################################### # STATISTICAL DISTANCES # ##################################### def wasserstein_distance(u_values, v_values, u_weights=None, v_weights=None): r""" Compute the first Wasserstein distance between two 1D distributions. This distance is also known as the earth mover's distance, since it can be seen as the minimum amount of "work" required to transform :math:`u` into :math:`v`, where "work" is measured as the amount of distribution weight that must be moved, multiplied by the distance it has to be moved. .. versionadded:: 1.0.0 Parameters ---------- u_values, v_values : array_like Values observed in the (empirical) distribution. u_weights, v_weights : array_like, optional Weight for each value. If unspecified, each value is assigned the same weight. `u_weights` (resp. `v_weights`) must have the same length as `u_values` (resp. `v_values`). If the weight sum differs from 1, it must still be positive and finite so that the weights can be normalized to sum to 1. Returns ------- distance : float The computed distance between the distributions. Notes ----- The first Wasserstein distance between the distributions :math:`u` and :math:`v` is: .. math:: l_1 (u, v) = \inf_{\pi \in \Gamma (u, v)} \int_{\mathbb{R} \times \mathbb{R}} |x-y| \mathrm{d} \pi (x, y) where :math:`\Gamma (u, v)` is the set of (probability) distributions on :math:`\mathbb{R} \times \mathbb{R}` whose marginals are :math:`u` and :math:`v` on the first and second factors respectively. If :math:`U` and :math:`V` are the respective CDFs of :math:`u` and :math:`v`, this distance also equals to: .. math:: l_1(u, v) = \int_{-\infty}^{+\infty} |U-V| See [2]_ for a proof of the equivalence of both definitions. The input distributions can be empirical, therefore coming from samples whose values are effectively inputs of the function, or they can be seen as generalized functions, in which case they are weighted sums of Dirac delta functions located at the specified values. References ---------- .. [1] "Wasserstein metric", https://en.wikipedia.org/wiki/Wasserstein_metric .. [2] Ramdas, Garcia, Cuturi "On Wasserstein Two Sample Testing and Related Families of Nonparametric Tests" (2015). :arXiv:`1509.02237`. Examples -------- >>> from scipy.stats import wasserstein_distance >>> wasserstein_distance([0, 1, 3], [5, 6, 8]) 5.0 >>> wasserstein_distance([0, 1], [0, 1], [3, 1], [2, 2]) 0.25 >>> wasserstein_distance([3.4, 3.9, 7.5, 7.8], [4.5, 1.4], ... [1.4, 0.9, 3.1, 7.2], [3.2, 3.5]) 4.0781331438047861 """ return _cdf_distance(1, u_values, v_values, u_weights, v_weights) def energy_distance(u_values, v_values, u_weights=None, v_weights=None): r""" Compute the energy distance between two 1D distributions. .. versionadded:: 1.0.0 Parameters ---------- u_values, v_values : array_like Values observed in the (empirical) distribution. u_weights, v_weights : array_like, optional Weight for each value. If unspecified, each value is assigned the same weight. `u_weights` (resp. `v_weights`) must have the same length as `u_values` (resp. `v_values`). If the weight sum differs from 1, it must still be positive and finite so that the weights can be normalized to sum to 1. Returns ------- distance : float The computed distance between the distributions. Notes ----- The energy distance between two distributions :math:`u` and :math:`v`, whose respective CDFs are :math:`U` and :math:`V`, equals to: .. math:: D(u, v) = \left( 2\mathbb E|X - Y| - \mathbb E|X - X'| - \mathbb E|Y - Y'| \right)^{1/2} where :math:`X` and :math:`X'` (resp. :math:`Y` and :math:`Y'`) are independent random variables whose probability distribution is :math:`u` (resp. :math:`v`). As shown in [2]_, for one-dimensional real-valued variables, the energy distance is linked to the non-distribution-free version of the Cramer-von Mises distance: .. math:: D(u, v) = \sqrt{2} l_2(u, v) = \left( 2 \int_{-\infty}^{+\infty} (U-V)^2 \right)^{1/2} Note that the common Cramer-von Mises criterion uses the distribution-free version of the distance. See [2]_ (section 2), for more details about both versions of the distance. The input distributions can be empirical, therefore coming from samples whose values are effectively inputs of the function, or they can be seen as generalized functions, in which case they are weighted sums of Dirac delta functions located at the specified values. References ---------- .. [1] "Energy distance", https://en.wikipedia.org/wiki/Energy_distance .. [2] Szekely "E-statistics: The energy of statistical samples." Bowling Green State University, Department of Mathematics and Statistics, Technical Report 02-16 (2002). .. [3] Rizzo, Szekely "Energy distance." Wiley Interdisciplinary Reviews: Computational Statistics, 8(1):27-38 (2015). .. [4] Bellemare, Danihelka, Dabney, Mohamed, Lakshminarayanan, Hoyer, Munos "The Cramer Distance as a Solution to Biased Wasserstein Gradients" (2017). :arXiv:`1705.10743`. Examples -------- >>> from scipy.stats import energy_distance >>> energy_distance([0], [2]) 2.0000000000000004 >>> energy_distance([0, 8], [0, 8], [3, 1], [2, 2]) 1.0000000000000002 >>> energy_distance([0.7, 7.4, 2.4, 6.8], [1.4, 8. ], ... [2.1, 4.2, 7.4, 8. ], [7.6, 8.8]) 0.88003340976158217 """ return np.sqrt(2) * _cdf_distance(2, u_values, v_values, u_weights, v_weights) def _cdf_distance(p, u_values, v_values, u_weights=None, v_weights=None): r""" Compute, between two one-dimensional distributions :math:`u` and :math:`v`, whose respective CDFs are :math:`U` and :math:`V`, the statistical distance that is defined as: .. math:: l_p(u, v) = \left( \int_{-\infty}^{+\infty} |U-V|^p \right)^{1/p} p is a positive parameter; p = 1 gives the Wasserstein distance, p = 2 gives the energy distance. Parameters ---------- u_values, v_values : array_like Values observed in the (empirical) distribution. u_weights, v_weights : array_like, optional Weight for each value. If unspecified, each value is assigned the same weight. `u_weights` (resp. `v_weights`) must have the same length as `u_values` (resp. `v_values`). If the weight sum differs from 1, it must still be positive and finite so that the weights can be normalized to sum to 1. Returns ------- distance : float The computed distance between the distributions. Notes ----- The input distributions can be empirical, therefore coming from samples whose values are effectively inputs of the function, or they can be seen as generalized functions, in which case they are weighted sums of Dirac delta functions located at the specified values. References ---------- .. [1] Bellemare, Danihelka, Dabney, Mohamed, Lakshminarayanan, Hoyer, Munos "The Cramer Distance as a Solution to Biased Wasserstein Gradients" (2017). :arXiv:`1705.10743`. """ u_values, u_weights = _validate_distribution(u_values, u_weights) v_values, v_weights = _validate_distribution(v_values, v_weights) u_sorter = np.argsort(u_values) v_sorter = np.argsort(v_values) all_values = np.concatenate((u_values, v_values)) all_values.sort(kind='mergesort') # Compute the differences between pairs of successive values of u and v. deltas = np.diff(all_values) # Get the respective positions of the values of u and v among the values of # both distributions. u_cdf_indices = u_values[u_sorter].searchsorted(all_values[:-1], 'right') v_cdf_indices = v_values[v_sorter].searchsorted(all_values[:-1], 'right') # Calculate the CDFs of u and v using their weights, if specified. if u_weights is None: u_cdf = u_cdf_indices / u_values.size else: u_sorted_cumweights = np.concatenate(([0], np.cumsum(u_weights[u_sorter]))) u_cdf = u_sorted_cumweights[u_cdf_indices] / u_sorted_cumweights[-1] if v_weights is None: v_cdf = v_cdf_indices / v_values.size else: v_sorted_cumweights = np.concatenate(([0], np.cumsum(v_weights[v_sorter]))) v_cdf = v_sorted_cumweights[v_cdf_indices] / v_sorted_cumweights[-1] # Compute the value of the integral based on the CDFs. # If p = 1 or p = 2, we avoid using np.power, which introduces an overhead # of about 15%. if p == 1: return np.sum(np.multiply(np.abs(u_cdf - v_cdf), deltas)) if p == 2: return np.sqrt(np.sum(np.multiply(np.square(u_cdf - v_cdf), deltas))) return np.power(np.sum(np.multiply(np.power(np.abs(u_cdf - v_cdf), p), deltas)), 1/p) def _validate_distribution(values, weights): """ Validate the values and weights from a distribution input of `cdf_distance` and return them as ndarray objects. Parameters ---------- values : array_like Values observed in the (empirical) distribution. weights : array_like Weight for each value. Returns ------- values : ndarray Values as ndarray. weights : ndarray Weights as ndarray. """ # Validate the value array. values = np.asarray(values, dtype=float) if len(values) == 0: raise ValueError("Distribution can't be empty.") # Validate the weight array, if specified. if weights is not None: weights = np.asarray(weights, dtype=float) if len(weights) != len(values): raise ValueError('Value and weight array-likes for the same ' 'empirical distribution must be of the same size.') if np.any(weights < 0): raise ValueError('All weights must be non-negative.') if not 0 < np.sum(weights) < np.inf: raise ValueError('Weight array-like sum must be positive and ' 'finite. Set as None for an equal distribution of ' 'weight.') return values, weights return values, None ##################################### # SUPPORT FUNCTIONS # ##################################### RepeatedResults = namedtuple('RepeatedResults', ('values', 'counts')) def find_repeats(arr): """ Find repeats and repeat counts. Parameters ---------- arr : array_like Input array. This is cast to float64. Returns ------- values : ndarray The unique values from the (flattened) input that are repeated. counts : ndarray Number of times the corresponding 'value' is repeated. Notes ----- In numpy >= 1.9 `numpy.unique` provides similar functionality. The main difference is that `find_repeats` only returns repeated values. Examples -------- >>> from scipy import stats >>> stats.find_repeats([2, 1, 2, 3, 2, 2, 5]) RepeatedResults(values=array([2.]), counts=array([4])) >>> stats.find_repeats([[10, 20, 1, 2], [5, 5, 4, 4]]) RepeatedResults(values=array([4., 5.]), counts=array([2, 2])) """ # Note: always copies. return RepeatedResults(*_find_repeats(np.array(arr, dtype=np.float64))) def _sum_of_squares(a, axis=0): """ Square each element of the input array, and return the sum(s) of that. Parameters ---------- a : array_like Input array. axis : int or None, optional Axis along which to calculate. Default is 0. If None, compute over the whole array `a`. Returns ------- sum_of_squares : ndarray The sum along the given axis for (a**2). See also -------- _square_of_sums : The square(s) of the sum(s) (the opposite of `_sum_of_squares`). """ a, axis = _chk_asarray(a, axis) return np.sum(a*a, axis) def _square_of_sums(a, axis=0): """ Sum elements of the input array, and return the square(s) of that sum. Parameters ---------- a : array_like Input array. axis : int or None, optional Axis along which to calculate. Default is 0. If None, compute over the whole array `a`. Returns ------- square_of_sums : float or ndarray The square of the sum over `axis`. See also -------- _sum_of_squares : The sum of squares (the opposite of `square_of_sums`). """ a, axis = _chk_asarray(a, axis) s = np.sum(a, axis) if not np.isscalar(s): return s.astype(float) * s else: return float(s) * s def rankdata(a, method='average'): """ Assign ranks to data, dealing with ties appropriately. Ranks begin at 1. The `method` argument controls how ranks are assigned to equal values. See [1]_ for further discussion of ranking methods. Parameters ---------- a : array_like The array of values to be ranked. The array is first flattened. method : str, optional The method used to assign ranks to tied elements. The options are 'average', 'min', 'max', 'dense' and 'ordinal'. 'average': The average of the ranks that would have been assigned to all the tied values is assigned to each value. 'min': The minimum of the ranks that would have been assigned to all the tied values is assigned to each value. (This is also referred to as "competition" ranking.) 'max': The maximum of the ranks that would have been assigned to all the tied values is assigned to each value. 'dense': Like 'min', but the rank of the next highest element is assigned the rank immediately after those assigned to the tied elements. 'ordinal': All values are given a distinct rank, corresponding to the order that the values occur in `a`. The default is 'average'. Returns ------- ranks : ndarray An array of length equal to the size of `a`, containing rank scores. References ---------- .. [1] "Ranking", https://en.wikipedia.org/wiki/Ranking Examples -------- >>> from scipy.stats import rankdata >>> rankdata([0, 2, 3, 2]) array([ 1. , 2.5, 4. , 2.5]) >>> rankdata([0, 2, 3, 2], method='min') array([ 1, 2, 4, 2]) >>> rankdata([0, 2, 3, 2], method='max') array([ 1, 3, 4, 3]) >>> rankdata([0, 2, 3, 2], method='dense') array([ 1, 2, 3, 2]) >>> rankdata([0, 2, 3, 2], method='ordinal') array([ 1, 2, 4, 3]) """ if method not in ('average', 'min', 'max', 'dense', 'ordinal'): raise ValueError('unknown method "{0}"'.format(method)) arr = np.ravel(np.asarray(a)) algo = 'mergesort' if method == 'ordinal' else 'quicksort' sorter = np.argsort(arr, kind=algo) inv = np.empty(sorter.size, dtype=np.intp) inv[sorter] = np.arange(sorter.size, dtype=np.intp) if method == 'ordinal': return inv + 1 arr = arr[sorter] obs = np.r_[True, arr[1:] != arr[:-1]] dense = obs.cumsum()[inv] if method == 'dense': return dense # cumulative counts of each unique value count = np.r_[np.nonzero(obs)[0], len(obs)] if method == 'max': return count[dense] if method == 'min': return count[dense - 1] + 1 # average method return .5 * (count[dense] + count[dense - 1] + 1)
bsd-3-clause
dmsul/econtools
econtools/metrics/tests/data/src_areg.py
1
2317
import pandas as pd import numpy as np class regout(object): def __init__(self, **kwargs): self.__dict__.update(kwargs) stat_names=['coeff', 'se', 't', 'p>t', 'CI_low', 'CI_high'] var_names=['mpg', 'length', ] areg_std = regout( summary=pd.DataFrame(np.array([ [-221.7118772462534, 92.44982055711751, -2.398186128541752, .0217841023009911, -409.2088037098624, -34.21495078264431, ], [26.87059780428358, 27.27089677764448, .9853213857752909, .3310425190804239, -28.43734435181426, 82.17853996038141, ], ]), columns=stat_names, index=var_names), vce=pd.DataFrame(np.array([ [8546.969321043227, 1386.152836419678, ], [1386.152836419678, 743.7018110569401, ], ]), columns=var_names, index=var_names), N=51, r2=.2706428078700199, r2_a=-.0332560221841385, mss=45779384.36530431, tss=np.nan, rss=123371182.4854894, kappa=np.nan, F=6.679265789418835, pF=.0034113388273972, ) areg_robust = regout( summary=pd.DataFrame(np.array([ [-221.7118772462534, 107.6726039118124, -2.059129891832496, .0467716530581268, -440.0820393097441, -3.341715182762641, ], [26.87059780428358, 25.37851363055508, 1.058793205758594, .2967467758625452, -24.59941344364574, 78.3406090522129, ], ]), columns=stat_names, index=var_names), vce=pd.DataFrame(np.array([ [11593.38963315003, 1661.217997284032, ], [1661.217997284032, 644.0689540962698, ], ]), columns=var_names, index=var_names), N=51, r2=.2706428078700199, r2_a=-.0332560221841385, mss=45779384.36530431, tss=np.nan, rss=123371182.4854894, kappa=np.nan, F=6.354414352280316, pF=.0043301870908332, ) areg_cluster = regout( summary=pd.DataFrame(np.array([ [-221.7118772462534, 126.1113575899555, -1.758064313026729, .1041900769077557, -496.48492113, 53.0611666374933, ], [26.87059780428358, 20.23492532140688, 1.327931651709962, .2089065255214493, -17.21751709335599, 70.95871270192313, ], ]), columns=stat_names, index=var_names), vce=pd.DataFrame(np.array([ [15904.07451318163, 1754.847842924423, ], [1754.847842924423, 409.4522027629133, ], ]), columns=var_names, index=var_names), N=51, r2=.2706428078700199, r2_a=-.0332560221841385, mss=45779384.36530431, tss=np.nan, rss=123371182.4854894, kappa=np.nan, F=7.650388737405658, pF=.0072116955739989, )
bsd-3-clause
bjsmith/motivation-simulation
SetupBaseStudentModel.py
1
4249
__author__ = 'benjaminsmith' import numpy as np import time import os import matplotlib.pyplot as plt #we might do some other tool later. from ActionModel import ActionModel import sys from BisbasModel import BisbasModel from UnitModel import * i_food = 0 i_friends = 1 i_partner = 2 i_study = 3 i_fear_threat = 4 def setup_base_student_model(): baseline_pos_expectancy=1 baseline_neg_expectancy=1 action_state_elicitations=10 #for this model we're going to try build a model which has an explicit desire to seek positive feedback. #So we're going to make "mood" an extra Need. #There's no explicit Elicitor for mood, but various elicitors will elicit it to varying degrees. #actually, we can't do this under the current model because there's no explicit connection between state and elicitors #only each of their independent connections to actions. #Mood competes as a Internal State like everything else... #There's no explicit Action associated with Mood, but most actions have some effect on it. #Learning: positive feedback increases mood; negative feedback decreases it. Not sure how to implement this.. #let's start with a model similiar to the last but with just one extra State, Mood. bb=BisbasModel( states = [{"name":"Hunger", "value":1}, {"name":"Need for affiliation", "value":1}, {"name":"RomanticNeed","value":1}, {"name":"Need for achievement","value":0.7}, {"name":"Fear","value":0}], actions = UnitModel.GetLayerOfUnits([ {"name":"Eat", "value":0}, {"name":"Meet friends", "value":0}, {"name":"Approach potential partner","value":0}, {"name":"Study","value":0}, {"name":"Flee from threat","value":0}]), elicitors = [{"name":"Food", "value":0}, {"name":"Friends", "value":0}, {"name":"Potential partner","value":0}, {"name":"Library","value":0}, {"name":"Danger","value":0}], baseline_pos_expectancy=1, baseline_neg_expectancy=1, baseline_action_threshold=2, learning_rate=0.05, action_tendency_persistence=1-0.10, satiation_power=0.05, consummatory_power=0.05, gains_v_losses=1.5) bb.display_current_state_text() #keep it simple - map each action to the corresponding state #model doesn't do anything: there's no environment elicitation. let's bring some food in. bb.elicitors[i_food].value=1.0 bb.actions[i_food].neg_expectancy=0.25 bb.actions[i_food].neg_val=0.25 bb.actions[i_study].neg_expectancy=0.36 bb.actions[i_study].neg_val=0.2 #approaching a potential partner carries a high risk of rejection #while meeting friends carries very little negative but also lesser positive expected gain #partner bb.actions[i_partner].pos_val=2 bb.actions[i_partner].pos_expectancy=2 bb.actions[i_partner].neg_val=2.0 bb.actions[i_partner].neg_expectancy=0.825 #friend bb.actions[i_friends].pos_val=0.8 bb.actions[i_friends].pos_expectancy=0.8 bb.actions[i_friends].neg_val=0.05 bb.actions[i_friends].neg_expectancy=0.05 bb.actions[i_friends].pos_expectancy=0.8 bb.actions[i_friends].neg_expectancy=0.2 #threat bb.actions[i_fear_threat].pos_val=4 bb.actions[i_fear_threat].pos_expectancy=4 bb.actions[i_fear_threat].neg_val=0 bb.actions[i_fear_threat].neg_expectancy=0 #sensible consummatory values. # "approach potential partner" will exhaust the opportunity after one turn. bb.action_elicitor[i_friends,i_friends]=0 # "meet friends" doesn't really get 'consumed' at all.. bb.action_elicitor[i_partner,i_partner]=1 #studying also doesn't get 'consumed'. bb.action_elicitor[i_study,i_study]=0 #neither is the need satiated very quickly. bb.action_state[i_study,i_study]=bb.action_state[i_study,i_study]/8 #fleeing will quickly remove the threat. bb.action_elicitor[i_fear_threat,i_fear_threat]=0.5 #but fear lasts a little longer. bb.action_state[i_fear_threat,i_fear_threat]=bb.action_state[i_fear_threat,i_fear_threat]*2 return bb
gpl-3.0
haochenuw/eigen-mpc
plots/phase1_time.py
2
2313
from matplotlib import rc, pyplot as plt import numpy as np import os import sys import json ns = [i * 10**j for j in [3,4,5] for i in [1,2,5]] + [1000000] ds = [10, 20, 50, 100, 200, 500] num_samples = 4 ps = [2,3,5]#[1, 2, 5, 10, 20] # n x d x num_parties x sample x party -> (cputime, waittime, realtime, bytes sent, flush count) data = np.zeros((len(ns), len(ds), len(ps), num_samples, max(ps)+2, 5), dtype=np.float64) data[:] = np.NAN for i_n, n in enumerate(ns): for i_d, d in enumerate(ds): if d == 500 and n == 1000000: continue for i_p, num_parties in enumerate(ps): for sample in xrange(num_samples): for party in xrange(num_parties+2): try: filename = "../experiments/results/phase1/test_LR_{}x{}_{}_{}_p{}.out".format(n, d, num_parties, sample, party+1) lines = open(filename).read().splitlines() if party == 0: lines = lines[1:] # ignore first line for CSP (contains only info we already know) current_data = json.loads(lines[0]) # TODO make sure that the times are on the first line data[i_n, i_d, i_p, sample, party, :3] = [current_data[key] for key in ['cputime', 'wait_time', 'realtime']] data[i_n, i_d, i_p, sample, party, 3] = np.sum(np.fromstring(lines[1][1:-1], sep=',')) # bytes sent except TypeError, e: #pass print filename, e # cpu + running time for i_n, n in enumerate(ns): sys.stdout.write("\midrule\n\\multirow{%d}{*}{%d}\n" % (len(ds),n)) for i_d, d in enumerate(ds): if d == 500 and n == 1000000: continue #if i_d != 0: # sys.stdout.write(10 * " ") sys.stdout.write("& {:<10d}".format(d)) for i_p, num_parties in enumerate(ps): time_ti = np.nanmean(data[i_n, i_d, i_p, :, 0, 0]) time_parties = np.nanmean(data[i_n, i_d, i_p, :, 2:, 0]) time_total = np.nanmean(data[i_n, i_d, i_p, :, num_parties+1, 2]) sys.stdout.write("& {:9.3f} & {:9.3f} & {:9.3f} ".format(time_ti, time_parties, time_total)) sys.stdout.write("\\\\\n")
gpl-3.0
CnrLwlss/Colonyzer
scripts/parseAndRun2.py
1
17440
import colonyzer2 as c2 import json import argparse import shutil import string import os import time import numpy as np import itertools import cv2 from matplotlib.backends.backend_pdf import PdfPages, FigureCanvasPdf from matplotlib import figure from PIL import Image,ImageDraw from scipy import ndimage from pkg_resources import resource_filename, Requirement def checkImages(fdir,fdict=None,barcRange=(0,-24),verbose=False): '''Discover barcodes in current working directory (or in fdir or in those specified in fdict) for which analysis has not started.''' if fdict!=None: with open(fdict, 'rb') as fp: barcdict = json.load(fp) # Drop any barcodes that are currently being analysed/already analysed barcdict={x:barcdict[x] for x in barcdict.keys() if not c2.checkAnalysisStarted(barcdict[x][-1])} else: # Find image files which have yet to be analysed # Lydall lab file naming convention (barcRange) # First 15 characters in filename identify unique plates # Remaining charaters can be used to store date, time etc. barcdict=c2.getBarcodes(fdir,barcRange,verbose=verbose) return(barcdict) def parseArgs(inp=''): '''Define console script behaviour, hints and documentation for setting off Colonyzer analysis.''' parser=argparse.ArgumentParser(description="Analyse timeseries of QFA images: locate cultures on plate, segment image into agar and cells, apply lighting correction, write report including cell density estimates for each location in each image. If you need to specify initial guesses for colony locations, you must provide a Colonyzer.txt file (as generated by ColonyzerParametryzer) describing initial guess for culture array in the directory containing the images to be analysed.") parser.add_argument("-c","--lc", help="Enable lighting correction?", action="store_true") parser.add_argument("-m","--diffims", help="If lighting correction switched on, attempt to correct for lighting differences between images in timecourse (can induce slight negative cell density estimates).", action="store_true") parser.add_argument("-p","--plots", help="Plot pixel intensity distributions, segmentation thresholds and spot location traces?", action="store_true") parser.add_argument("-i","--initpos", help="Use intial guess for culture positions from Colonyzer.txt file?", action="store_true") parser.add_argument("-x","--cut", help="Cut culture signal from first image to make pseudo-empty plate?", action="store_true") parser.add_argument("-q","--quiet", help="Suppress messages printed to screen during analysis?", action="store_true") parser.add_argument("-e","--endpoint", help="Only analyse final image in series. Mostly for testing single image analysis.",action="store_true") parser.add_argument("-k","--edgemask", help="Use intensity gradient & morphology for image segmentation instead of thresholding.",action="store_true") parser.add_argument("-g","--greenlab", help="Check for presence of GreenLab lids on plates.",action="store_true") parser.add_argument("-d","--dir", type=str, help="Directory in which to search for image files that have not been analysed (current directory by default).",default=".") parser.add_argument("-l","--logsdir", type=str, help="Directory in which to search for JSON files listing images for analyis (e.g. LOGS3, root of HTS filestore). Only used when intending to specify images for analysis in .json file (see -u).",default=".") parser.add_argument("-f","--fixthresh", type=float, help="Image segmentation threshold value (default is automatic thresholding).") parser.add_argument("-u","--usedict", type=str, help="Load .json file specifying images to analyse. If argument has a .json extension, treat as filename. Otherwise assume argument is a HTS-style screen ID and return path to appropriate .json file from directory structure. See C2Find.py in HTSauto package.") parser.add_argument("-o","--fmt", type=str, nargs='+', help="Specify rectangular grid format, either using integer shorthand (e.g. -o 96, -o 384, -o 768 -o 1536) or explicitly specify number of rows followed by number of columns (e.g.: -o 24 16 or -o 24x16).", default=['384']) parser.add_argument("-t","--updates", type=int, help="Number of (quasi-)randomly distributed grid positions to assess in first phase of grid location. Ignored when -initpos specified.", default=144) if inp=="": args = parser.parse_args() else: args = parser.parse_args(inp.split()) return(args) def buildVars(inp=''): '''Read user input, set up flags for analysis, report on options chosen and find files to be analysed.''' inp=parseArgs(inp) if inp.quiet: verbose=False else: verbose=True if inp.dir==None: fdir=os.getcwd() else: fdir=os.path.realpath(inp.dir) if inp.fixthresh!=None and not inp.edgemask: fixedThresh=inp.fixthresh else: fixedThresh=-99 if len(inp.fmt)>2: print("Woah! Too many dimensions specified for rectangular grid format!") nrow,ncol=(0,0) elif len(inp.fmt)==1: nrow,ncol=c2.parsePlateFormat(inp.fmt[0]) else: nrow,ncol=[int(x) for x in inp.fmt] print("Expecting {} rows and {} columns on plate.".format(nrow,ncol)) if inp.usedict is None: fdict=None elif inp.usedict[-5:] in [".json",".JSON"]: fdict=os.path.realpath(inp.usedict) else: fdict=locateJSON(inp.usedict,os.path.realpath(inp.logsdir),verbose) if fdict is not None and not os.path.exists(fdict): print("WARNING! "+fdict+" does not exist...") if inp.lc: diffIms=True else: diffIms=False if inp.lc and inp.cut: cut=True else: cut=False if verbose: if inp.lc: print("Lighting correction turned on.") else: print("Lighting correction turned off.") if inp.lc: if inp.diffims: print("Correcting for lighting differences between subsequent images of same plate.") else: print("Any lighting differences between plates will be ignored.") if inp.plots: print("Reports on spot location and thresholding will appear in Output_Reports directory.") else: print("No reports on spot location or thresholding will be generated.") if inp.initpos: print("Using user-specified initial guess for colony locations. NOTE: Colonyzer.txt file must be located in directory with images to be analysed. See Parametryzer for more information.") else: print("Searching for colony locations automatically.") print("Checking "+str(inp.updates)+" (quasi-random) candidate grid positions in first phase of grid location") if inp.greenlab: print("Removing images identified as containing GreenLab lids.") if inp.lc: if inp.cut: print("Cutting cell signal from first image to create pseudo-empty plate (for lighting correction).") else: print("Using first plate (without segmenting) as best estimate of pseudo-empty plate (for lighting correction).") if fixedThresh==-99 and not inp.edgemask: print("Image segmentation by automatic thresholding.") elif not inp.edgemask: print("Images will be segmented using fixed threshold: "+str(fixedThresh)+".") else: print("Images will be segemented by intensity gradient and morphology instead of by thresholding.") if fdict is not None and os.path.exists(fdict): print("Preparing to load barcodes from "+fdict+".") res={'lc':inp.lc,'fixedThresh':fixedThresh,'plots':inp.plots,'initpos':inp.initpos,'fdict':fdict,'fdir':fdir,'nrow':nrow,'ncol':ncol,'cut':cut,'verbose':verbose,'diffims':diffIms,'updates':inp.updates,'endpoint':inp.endpoint,'edgemask':inp.edgemask,'greenlab':inp.greenlab} return(res) def locateJSON(scrID,dirHTS='.',verbose=False): exptType=scrID[0:-4] fdict=os.path.join(dirHTS,exptType+"_EXPERIMENTS",scrID,"AUXILIARY",scrID+"_C2.json") return(fdict) def prepareTimecourse(barcdict,verbose=False,chklid=lambda x:False): '''In timecourse mode, prepares "next" batch of images for analysis from dictionary of image names (unique image barcodes are dictionary keys).''' BARCs=sorted(barcdict) BARCODE=BARCs[0] imdir=os.path.dirname(barcdict[BARCODE][0]) IMs=[b for b in barcdict[BARCODE] if not chklid(b)] LATESTIMAGE=IMs[0] EARLIESTIMAGE=IMs[-1] imRoot=EARLIESTIMAGE.split(".")[0] if verbose: print("Analysing images labelled with the barcode "+BARCODE+" in "+imdir) print("Earliest image: "+EARLIESTIMAGE) print("Latest image: "+LATESTIMAGE) return((BARCODE,imdir,LATESTIMAGE,EARLIESTIMAGE,imRoot)) def loadLocationGuesses(IMAGE,InsData): '''Set up initial guesses for location of (centres of) spots on image by parsing data from Colonyzer.txt''' # If we have ColonyzerParametryzer output for this filename, use it for initial culture location estimates if os.path.basename(IMAGE) in InsData: (candx,candy,dx,dy)=c2.SetUp(InsData[os.path.basename(IMAGE)]) # If there are multiple calibrations available, choose the best one based on date of image capture elif any(isinstance(el, list) for el in InsData['default']): imname=os.path.basename(IMAGE).split(".")[0] imdate=imname[-19:-9] (candx,candy,dx,dy)=c2.SetUp(InsData['default'],imdate) else: (candx,candy,dx,dy)=c2.SetUp(InsData['default']) return((candx,candy,dx,dy)) def cutEdgesFromMask(mask,locations,dx,dy): '''Mask for identifying culture areas (edge detection). Set all pixels outside culture grid to background, to aid binary filling later.''' mask[0:min(locations.y-dy/2),:]=False mask[max(locations.y+dy/2):mask.shape[0],:]=False mask[:,0:min(locations.x-dx/2)]=False mask[:,max(locations.x+dx/2):mask.shape[1]]=False return(mask) def edgeFill(arr,locations,dx,dy,cutoff=0.8): edgeN=c2.getEdges(arr,cutoff=cutoff) dilN=ndimage.morphology.binary_dilation(edgeN,iterations=2) erodeN=ndimage.morphology.binary_erosion(dilN,iterations=1) dil2N=ndimage.morphology.binary_dilation(dilN,iterations=3) fillN=ndimage.morphology.binary_fill_holes(cutEdgesFromMask(dil2N,locations,dx,dy)) maskN=ndimage.morphology.binary_erosion(fillN,iterations=7) return(maskN) def edgeFill2(arr,cutoff=0.8): edgeN=c2.getEdges(arr,cutoff=cutoff) er1=ndimage.morphology.binary_erosion(edgeN,iterations=2) di1=ndimage.morphology.binary_dilation(er1,iterations=4) edgemap=np.logical_and(di1,edgeN) fillN=ndimage.morphology.binary_fill_holes(edgemap) return(fillN) def main(inp=""): print("Colonyzer "+c2.__version__) var=buildVars(inp=inp) correction,fixedThresh,plots,initpos,fdict,fdir,nrow,ncol,cut,verbose,diffIms,updates,endpoint,edgemask,greenlab=(var["lc"],var["fixedThresh"],var["plots"],var["initpos"],var["fdict"],var["fdir"],var["nrow"],var["ncol"],var["cut"],var["verbose"],var["diffims"],var["updates"],var["endpoint"],var["edgemask"],var["greenlab"]) barcdict=checkImages(fdir,fdict,verbose=verbose) if greenlab: barcdict={x:barcdict[x] for x in barcdict.keys() if not c2.checkAnalysisStarted(barcdict[x][-1])} rept=c2.setupDirectories(barcdict,verbose=verbose) if greenlab: posfiles=[resource_filename(Requirement.parse("colonyzer2"),os.path.join("data",f)) for f in ["GreenLabLid.png","CornerLid.png","BottomRightLid.png"]] negfiles=[resource_filename(Requirement.parse("colonyzer2"),os.path.join("data",f)) for f in ["GreenLabNoLid.png","CornerNoLid.png","BottomRightNoLid.png"]] frects=[[0.15,0.85,0.5,1.0],[0.0,0.8,0.125,1.0],[0.85,0.8,1.0,1.0]] pdistThresh,ndistThresh=50.3,53.333 checkLid=c2.makeLidTest(posfiles,negfiles,frects,pdistThresh,ndistThresh,False) else: def checkLid(fname): False start=time.time() while len(barcdict)>0: BARCODE,imdir,LATESTIMAGE,EARLIESTIMAGE,imRoot=prepareTimecourse(barcdict,verbose=verbose,chklid=checkLid) if plots: pdf=PdfPages(os.path.join(os.path.dirname(EARLIESTIMAGE),"Output_Reports",os.path.basename(EARLIESTIMAGE).split(".")[0]+".pdf")) else: pdf=None # Create empty file to indicate that barcode is currently being analysed, to allow parallel analysis (lock files) tmp=open(os.path.join(os.path.dirname(EARLIESTIMAGE),"Output_Data",os.path.basename(EARLIESTIMAGE).split(".")[0]+".out"),"w").close() # Get latest image for thresholding and detecting culture locations imN,arrN=c2.openImage(LATESTIMAGE) # Get earliest image for lighting gradient correction if (LATESTIMAGE==EARLIESTIMAGE) or endpoint: im0,arr0=imN,arrN arrloc=arrN else: im0,arr0=c2.openImage(EARLIESTIMAGE) arrloc=arrN-arr0 #arrloc=np.maximum(0,arrloc) if initpos: InsData=c2.readInstructions(os.path.dirname(LATESTIMAGE),searchUpStream=True) # Load initial guesses from Colonyzer.txt file (candx,candy,dx,dy)=loadLocationGuesses(LATESTIMAGE,InsData) corner=[0,0]; com=[0,0]; guess=[0,0] # NOTE: assumes that grid returned by loadLocationGuesses is parallel to image edges ny=nrow=len(np.unique(candy)) nx=ncol=len(np.unique(candx)) else: # Automatically generate guesses for gridded array locations (candx,candy,dx,dy,corner,com,guess)=c2.estimateLocations(arrloc,ncol,nrow,showPlt=plots,pdf=pdf,glob=False,verbose=verbose,nsol=updates) # Update guesses and initialise locations data frame locationsN=c2.locateCultures([int(round(cx-dx/2.0)) for cx in candx],[int(round(cy-dy/2.0)) for cy in candy],dx,dy,arrloc,ncol,nrow,update=True) mask=edgeFill2(arrN,0.9) c2.showIm(mask) grd=mask.copy() grd[:,:]=False grd[min(locationsN.y-dy/2):max(locationsN.y+dy/2),min(locationsN.x-dx/2):max(locationsN.x+dx/2)]=True spots=np.logical_and(grd,mask) agar=np.logical_and(grd,~mask) ave0=np.mean(arr0[agar]) thresh=-99 if correction: if cut: pseudoempty = np.array(np.round(arr0.copy()),dtype=np.uint8) bytemask = np.asarray(spots*255, dtype=np.uint8) filled = cv2.inpaint(pseudoempty,bytemask,3,cv2.INPAINT_NS) blurred = cv2.GaussianBlur(filled,(21,21),0) pseudoempty[spots] = blurred[spots] else: pseudoempty=arr0 else: pseudoempty=0 for FILENAME in barcdict[BARCODE]: startim=time.time() im,arr=c2.openImage(FILENAME) # Local updates on individual images to allow for slight movement of plate #locationsN=c2.locateCultures([int(round(cx-dx/2.0)) for cx in candx],[int(round(cy-dy/2.0)) for cy in candy],dx,dy,arr,ncol,nrow,update=True) ave=np.mean(arr[agar]) # Correct for minor lighting differences between images arr=np.maximum(0,np.minimum(255,arr-(ave-ave0))) # Subtract background (corrects for lighting differences within plate/image as well as making agar intensity correspond to zero signal) arr=np.maximum(arr-pseudoempty,0) # Measure culture phenotypes locations=c2.measureSizeAndColour(locationsN,arr,im,spots,0,BARCODE,FILENAME[0:-4]) # Write results to file locations.to_csv(os.path.join(os.path.dirname(FILENAME),"Output_Data",os.path.basename(FILENAME).split(".")[0]+".out"),"\t",index=False,engine='python') dataf=c2.saveColonyzer(os.path.join(os.path.dirname(FILENAME),"Output_Data",os.path.basename(FILENAME).split(".")[0]+".dat"),locations,thresh,dx,dy) # Visual check of culture locations imthresh=c2.threshPreview(locations,mask,None) r=5 draw=ImageDraw.Draw(imthresh) draw.ellipse((com[1]-r,com[0]-r,com[1]+r,com[0]+r),fill=(255,0,0)) draw.ellipse((corner[1]-r,corner[0]-r,corner[1]+r,corner[0]+r),fill=(255,0,0)) draw.ellipse((guess[1]-r,guess[0]-r,guess[1]+r,guess[0]+r),fill=(255,0,0)) draw.ellipse((candx[0]-r,candy[0]-r,candx[0]+r,candy[0]+r),fill=(255,0,0)) imthresh.save(os.path.join(os.path.dirname(FILENAME),"Output_Images",os.path.basename(FILENAME).split(".")[0]+".png")) # Get ready for next image if verbose: print("Finished {0} in {1:.2f}s".format(os.path.basename(FILENAME),time.time()-startim)) # Get ready for next image if verbose: print("Finished {0} in {1:.2f}s".format(os.path.basename(BARCODE),time.time()-start)) barcdict={x:barcdict[x] for x in barcdict.keys() if not c2.checkAnalysisStarted(barcdict[x][-1])} if plots: pdf.close() print("No more barcodes to analyse... I'm done.") if __name__ == '__main__': main()
gpl-3.0
BhallaLab/moose-full
moose-examples/snippets/ionchannel.py
2
8640
# ionchannel.py --- # # Filename: ionchannel.py # Description: # Author: Subhasis Ray # Maintainer: # Created: Wed Sep 17 10:33:20 2014 (+0530) # Version: # Last-Updated: # By: # Update #: 0 # URL: # Keywords: # Compatibility: # # # Commentary: # # # # # Change log: # # # # # This program is free software; you can redistribute it and/or # modify it under the terms of the GNU General Public License as # published by the Free Software Foundation; either version 3, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU # General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program; see the file COPYING. If not, write to # the Free Software Foundation, Inc., 51 Franklin Street, Fifth # Floor, Boston, MA 02110-1301, USA. # # # Code: """This demo shows how to set the parameters for a Hodgkin-Huxley type ion channel. Hodgkin-Huxley type ion channels are composed of one or more gates that allow ions to cross the membrane. The gates transition between open and closed states and this, taken over a large population of ion channels over a patch of membrane has first order kinetics, where the rate of change of fraction of open gates (n) is given by:: dn/dt = alpha(Vm) * (1 - n) - beta(Vm) * n where alpha and beta are rate parameters for gate opening and closing respectively that depend on the membrane potential. The final channel conductance is computed as:: Gbar * m^x * h^y ... where m, n are the fraction of open gates of different types and x, y are the number of such gates in each channel. We can define the channel by specifying the alpha and beta parameters as functions of membrane potential and the exponents for each gate. The number gates is commonly one or two. Gate opening/closing rates have the form:: y(x) = (A + B * x) / (C + exp((x + D) / F)) where x is membrane voltage and y is the rate parameter for gate closing or opening. """ import numpy as np import matplotlib.pyplot as plt import moose EREST_ACT = -70e-3 #: Resting membrane potential #: The parameters for defining m as a function of Vm Na_m_params = [1e5 * (25e-3 + EREST_ACT), # 'A_A': -1e5, # 'A_B': -1.0, # 'A_C': -25e-3 - EREST_ACT, # 'A_D': -10e-3, # 'A_F': 4e3, # 'B_A': 0.0, # 'B_B': 0.0, # 'B_C': 0.0 - EREST_ACT, # 'B_D': 18e-3 # 'B_F': ] #: Parameters for defining h gate of Na+ channel Na_h_params = [ 70.0, # 'A_A': 0.0, # 'A_B': 0.0, # 'A_C': 0.0 - EREST_ACT, # 'A_D': 0.02, # 'A_F': 1000.0, # 'B_A': 0.0, # 'B_B': 1.0, # 'B_C': -30e-3 - EREST_ACT, # 'B_D': -0.01 # 'B_F': ] #: K+ channel in Hodgkin-Huxley model has only one gate, n and these #are the parameters for the same K_n_params = [ 1e4 * (10e-3 + EREST_ACT), # 'A_A': -1e4, # 'A_B': -1.0, # 'A_C': -10e-3 - EREST_ACT, # 'A_D': -10e-3, # 'A_F': 0.125e3, # 'B_A': 0.0, # 'B_B': 0.0, # 'B_C': 0.0 - EREST_ACT, # 'B_D': 80e-3 # 'B_F': ] #: We define the rate parameters, which are functions of Vm as #: interpolation tables looked up by membrane potential. #: Minimum x-value for the interpolation table VMIN = -30e-3 + EREST_ACT #: Maximum x-value for the interpolation table VMAX = 120e-3 + EREST_ACT #: Number of divisions in the interpolation table VDIVS = 3000 def create_na_proto(): """Create and return a Na+ channel prototype '/library/na' The Na+ channel conductance has the equation:: g = Gbar * m^3 * h For each gate, we use the HHChannel.setupAlpha function to set up the interpolation table. """ lib = moose.Neutral('/library') na = moose.HHChannel('/library/na') na.tick = -1 #: The exponent for m gate is 3 na.Xpower = 3 #: channel/gateX is the m gate #: setting Xpower to a positive number automatically creates this gate. xGate = moose.element(na.path + '/gateX') xGate.setupAlpha(Na_m_params + [VDIVS, VMIN, VMAX]) #: channel/gateY is the h gate #: Exponent for h gate is 1 na.Ypower = 1 yGate = moose.element(na.path + '/gateY') yGate.setupAlpha(Na_h_params + [VDIVS, VMIN, VMAX]) return na def create_k_proto(): """Create and return a K+ channel prototype '/library/k'. The K+ channel conductance has the equation:: g = Gbar * n^4 """ lib = moose.Neutral('/library') k = moose.HHChannel('/library/k') k.tick = -1 k.Xpower = 4.0 xGate = moose.HHGate(k.path + '/gateX') xGate.setupAlpha(K_n_params + [VDIVS, VMIN, VMAX]) return k def create_1comp_neuron(path, number=1): """Create single-compartmental neuron with Na+ and K+ channels. Parameters ---------- path : str path of the compartment to be created number : int number of compartments to be created. If n is greater than 1, we create a vec with that size, each having the same property. Returns ------- comp : moose.Compartment a compartment vec with `number` elements. """ comps = moose.vec(path=path, n=number, dtype='Compartment') diameter = 30e-6 length = 50e-6 sarea = np.pi * diameter * length xarea = np.pi * diameter * diameter / 4.0 Em = EREST_ACT + 10.613e-3 comps.Em = Em comps.initVm = EREST_ACT #: CM = 1 uF/cm^2 comps.Cm = 1e-6 * sarea * 1e4 #: RM = 0.3 mS/cm^2 comps.Rm = 1 / (0.3e-3 * sarea * 1e4) container = comps[0].parent.path #: Here we create copies of the prototype channels nachan = moose.copy(create_na_proto(), container, 'na_{}'.format(comps.name), number) #: Gbar_Na = 120 mS/cm^2 nachan.Gbar = [120e-3 * sarea * 1e4] * len(nachan) nachan.Ek = 115e-3 + EREST_ACT moose.connect(nachan, 'channel', comps, 'channel', 'OneToOne') kchan = moose.copy(create_k_proto(), container, 'k_{}'.format(comps.name), number) #: Gbar_K = 36 mS/cm^2 kchan.Gbar = 36e-3 * sarea * 1e4 kchan.Ek = -12e-3 + EREST_ACT moose.connect(kchan, 'channel', comps, 'channel', 'OneToOne') return comps def current_step_test(simtime, simdt, plotdt): """Create a single compartment and set it up for applying a step current injection. We use a PulseGen object to generate a 40 ms wide 1 nA current pulse that starts 20 ms after start of simulation. """ model = moose.Neutral('/model') comp = create_1comp_neuron('/model/neuron') stim = moose.PulseGen('/model/stimulus') stim.delay[0] = 20e-3 stim.level[0] = 1e-9 stim.width[0] = 40e-3 stim.delay[1] = 1e9 moose.connect(stim, 'output', comp, 'injectMsg') data = moose.Neutral('/data') current_tab = moose.Table('/data/current') moose.connect(current_tab, 'requestOut', stim, 'getOutputValue') vm_tab = moose.Table('/data/Vm') moose.connect(vm_tab, 'requestOut', comp, 'getVm') for i in range(10): moose.setClock(i, simdt) moose.setClock(8, plotdt) moose.reinit() moose.start(simtime) ts = np.linspace(0, simtime, len(vm_tab.vector)) return ts, current_tab.vector, vm_tab.vector, if __name__ == '__main__': simtime = 0.1 simdt = 0.25e-5 plotdt = 0.25e-3 ts, current, vm = current_step_test(simtime, simdt, plotdt) plt.plot(ts, vm * 1e3, label='Vm (mV)') plt.plot(ts, current * 1e9, label='current (nA)') plt.legend() plt.show() # # ionchannel.py ends here
gpl-2.0
xinfang/face-recognize
demos/classifier_webcam.py
4
7059
#!/usr/bin/env python2 # # Example to run classifier on webcam stream. # Brandon Amos & Vijayenthiran # 2016/06/21 # # Copyright 2015-2016 Carnegie Mellon University # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # Contrib: Vijayenthiran # This example file shows to run a classifier on webcam stream. You need to # run the classifier.py to generate classifier with your own dataset. # To run this file from the openface home dir: # ./demo/classifier_webcam.py <path-to-your-classifier> import time start = time.time() import argparse import cv2 import os import pickle import sys import numpy as np np.set_printoptions(precision=2) from sklearn.mixture import GMM import openface fileDir = os.path.dirname(os.path.realpath(__file__)) modelDir = os.path.join(fileDir, '..', 'models') dlibModelDir = os.path.join(modelDir, 'dlib') openfaceModelDir = os.path.join(modelDir, 'openface') def getRep(bgrImg): start = time.time() if bgrImg is None: raise Exception("Unable to load image/frame") rgbImg = cv2.cvtColor(bgrImg, cv2.COLOR_BGR2RGB) if args.verbose: print(" + Original size: {}".format(rgbImg.shape)) if args.verbose: print("Loading the image took {} seconds.".format(time.time() - start)) start = time.time() # Get the largest face bounding box # bb = align.getLargestFaceBoundingBox(rgbImg) #Bounding box # Get all bounding boxes bb = align.getAllFaceBoundingBoxes(rgbImg) if bb is None: # raise Exception("Unable to find a face: {}".format(imgPath)) return None if args.verbose: print("Face detection took {} seconds.".format(time.time() - start)) start = time.time() alignedFaces = [] for box in bb: alignedFaces.append( align.align( args.imgDim, rgbImg, box, landmarkIndices=openface.AlignDlib.OUTER_EYES_AND_NOSE)) if alignedFaces is None: raise Exception("Unable to align the frame") if args.verbose: print("Alignment took {} seconds.".format(time.time() - start)) start = time.time() reps = [] for alignedFace in alignedFaces: reps.append(net.forward(alignedFace)) if args.verbose: print("Neural network forward pass took {} seconds.".format( time.time() - start)) # print (reps) return reps def infer(img, args): with open(args.classifierModel, 'r') as f: if sys.version_info[0] < 3: (le, clf) = pickle.load(f) # le - label and clf - classifer else: (le, clf) = pickle.load(f, encoding='latin1') # le - label and clf - classifer reps = getRep(img) persons = [] confidences = [] for rep in reps: try: rep = rep.reshape(1, -1) except: print ("No Face detected") return (None, None) start = time.time() predictions = clf.predict_proba(rep).ravel() # print (predictions) maxI = np.argmax(predictions) # max2 = np.argsort(predictions)[-3:][::-1][1] persons.append(le.inverse_transform(maxI)) # print (str(le.inverse_transform(max2)) + ": "+str( predictions [max2])) # ^ prints the second prediction confidences.append(predictions[maxI]) if args.verbose: print("Prediction took {} seconds.".format(time.time() - start)) pass # print("Predict {} with {:.2f} confidence.".format(person.decode('utf-8'), confidence)) if isinstance(clf, GMM): dist = np.linalg.norm(rep - clf.means_[maxI]) print(" + Distance from the mean: {}".format(dist)) pass return (persons, confidences) if __name__ == '__main__': parser = argparse.ArgumentParser() parser.add_argument( '--dlibFacePredictor', type=str, help="Path to dlib's face predictor.", default=os.path.join( dlibModelDir, "shape_predictor_68_face_landmarks.dat")) parser.add_argument( '--networkModel', type=str, help="Path to Torch network model.", default=os.path.join( openfaceModelDir, 'nn4.small2.v1.t7')) parser.add_argument('--imgDim', type=int, help="Default image dimension.", default=96) parser.add_argument( '--captureDevice', type=int, default=0, help='Capture device. 0 for latop webcam and 1 for usb webcam') parser.add_argument('--width', type=int, default=320) parser.add_argument('--height', type=int, default=240) parser.add_argument('--threshold', type=float, default=0.5) parser.add_argument('--cuda', action='store_true') parser.add_argument('--verbose', action='store_true') parser.add_argument( 'classifierModel', type=str, help='The Python pickle representing the classifier. This is NOT the Torch network model, which can be set with --networkModel.') args = parser.parse_args() align = openface.AlignDlib(args.dlibFacePredictor) net = openface.TorchNeuralNet( args.networkModel, imgDim=args.imgDim, cuda=args.cuda) # Capture device. Usually 0 will be webcam and 1 will be usb cam. video_capture = cv2.VideoCapture(args.captureDevice) video_capture.set(3, args.width) video_capture.set(4, args.height) confidenceList = [] while True: ret, frame = video_capture.read() persons, confidences = infer(frame, args) print ("P: " + str(persons) + " C: " + str(confidences)) try: # append with two floating point precision confidenceList.append('%.2f' % confidences[0]) except: # If there is no face detected, confidences matrix will be empty. # We can simply ignore it. pass for i, c in enumerate(confidences): if c <= args.threshold: # 0.5 is kept as threshold for known face. persons[i] = "_unknown" # Print the person name and conf value on the frame cv2.putText(frame, "P: {} C: {}".format(persons, confidences), (50, 50), cv2.FONT_HERSHEY_SIMPLEX, 0.5, (255, 255, 255), 1) cv2.imshow('', frame) # quit the program on the press of key 'q' if cv2.waitKey(1) & 0xFF == ord('q'): break # When everything is done, release the capture video_capture.release() cv2.destroyAllWindows()
apache-2.0
mitkin/pyresample
pyresample/plot.py
1
9821
# pyresample, Resampling of remote sensing image data in python # # Copyright (C) 2010-2015 # # Authors: # Esben S. Nielsen # Thomas Lavergne # # This program is free software: you can redistribute it and/or modify it under # the terms of the GNU Lesser General Public License as published by the Free # Software Foundation, either version 3 of the License, or (at your option) any # later version. # # This program is distributed in the hope that it will be useful, but WITHOUT # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more # details. # # You should have received a copy of the GNU Lesser General Public License along # with this program. If not, see <http://www.gnu.org/licenses/>. from __future__ import absolute_import import numpy as np def ellps2axis(ellps_name): """Get semi-major and semi-minor axis from ellipsis definition Parameters --------- ellps_name : str Standard name of ellipsis Returns ------- (a, b) : semi-major and semi-minor axis """ ellps = {'helmert': {'a': 6378200.0, 'b': 6356818.1696278909}, 'intl': {'a': 6378388.0, 'b': 6356911.9461279465}, 'merit': {'a': 6378137.0, 'b': 6356752.2982159676}, 'wgs72': {'a': 6378135.0, 'b': 6356750.5200160937}, 'sphere': {'a': 6370997.0, 'b': 6370997.0}, 'clrk66': {'a': 6378206.4000000004, 'b': 6356583.7999999998}, 'nwl9d': {'a': 6378145.0, 'b': 6356759.7694886839}, 'lerch': {'a': 6378139.0, 'b': 6356754.2915103417}, 'evrstss': {'a': 6377298.5559999999, 'b': 6356097.5503008962}, 'evrst30': {'a': 6377276.3449999997, 'b': 6356075.4131402401}, 'mprts': {'a': 6397300.0, 'b': 6363806.2827225132}, 'krass': {'a': 6378245.0, 'b': 6356863.0187730473}, 'walbeck': {'a': 6376896.0, 'b': 6355834.8466999996}, 'kaula': {'a': 6378163.0, 'b': 6356776.9920869097}, 'wgs66': {'a': 6378145.0, 'b': 6356759.7694886839}, 'evrst56': {'a': 6377301.2429999998, 'b': 6356100.2283681016}, 'new_intl': {'a': 6378157.5, 'b': 6356772.2000000002}, 'airy': {'a': 6377563.3959999997, 'b': 6356256.9100000001}, 'bessel': {'a': 6377397.1550000003, 'b': 6356078.9628181886}, 'seasia': {'a': 6378155.0, 'b': 6356773.3205000004}, 'aust_sa': {'a': 6378160.0, 'b': 6356774.7191953054}, 'wgs84': {'a': 6378137.0, 'b': 6356752.3142451793}, 'hough': {'a': 6378270.0, 'b': 6356794.3434343431}, 'wgs60': {'a': 6378165.0, 'b': 6356783.2869594367}, 'engelis': {'a': 6378136.0499999998, 'b': 6356751.3227215428}, 'apl4.9': {'a': 6378137.0, 'b': 6356751.796311819}, 'andrae': {'a': 6377104.4299999997, 'b': 6355847.4152333336}, 'sgs85': {'a': 6378136.0, 'b': 6356751.301568781}, 'delmbr': {'a': 6376428.0, 'b': 6355957.9261637237}, 'fschr60m': {'a': 6378155.0, 'b': 6356773.3204827355}, 'iau76': {'a': 6378140.0, 'b': 6356755.2881575283}, 'plessis': {'a': 6376523.0, 'b': 6355863.0}, 'cpm': {'a': 6375738.7000000002, 'b': 6356666.221912113}, 'fschr68': {'a': 6378150.0, 'b': 6356768.3372443849}, 'mod_airy': {'a': 6377340.1890000002, 'b': 6356034.4460000005}, 'grs80': {'a': 6378137.0, 'b': 6356752.3141403561}, 'bess_nam': {'a': 6377483.8650000002, 'b': 6356165.3829663256}, 'fschr60': {'a': 6378166.0, 'b': 6356784.2836071067}, 'clrk80': {'a': 6378249.1449999996, 'b': 6356514.9658284895}, 'evrst69': {'a': 6377295.6639999999, 'b': 6356094.6679152036}, 'grs67': {'a': 6378160.0, 'b': 6356774.5160907144}, 'evrst48': {'a': 6377304.0630000001, 'b': 6356103.0389931547}} try: ellps_axis = ellps[ellps_name.lower()] a = ellps_axis['a'] b = ellps_axis['b'] except KeyError as e: raise ValueError(('Could not determine semi-major and semi-minor axis ' 'of specified ellipsis %s') % ellps_name) return a, b def area_def2basemap(area_def, **kwargs): """Get Basemap object from AreaDefinition Parameters --------- area_def : object geometry.AreaDefinition object \*\*kwargs: Keyword arguments Additional initialization arguments for Basemap Returns ------- bmap : Basemap object """ from mpl_toolkits.basemap import Basemap try: a, b = ellps2axis(area_def.proj_dict['ellps']) rsphere = (a, b) except KeyError: try: a = float(area_def.proj_dict['a']) try: b = float(area_def.proj_dict['b']) rsphere = (a, b) except KeyError: rsphere = a except KeyError: # Default to WGS84 ellipsoid a, b = ellps2axis('wgs84') rsphere = (a, b) # Add projection specific basemap args to args passed to function basemap_args = kwargs basemap_args['rsphere'] = rsphere if area_def.proj_dict['proj'] in ('ortho', 'geos', 'nsper'): llcrnrx, llcrnry, urcrnrx, urcrnry = area_def.area_extent basemap_args['llcrnrx'] = llcrnrx basemap_args['llcrnry'] = llcrnry basemap_args['urcrnrx'] = urcrnrx basemap_args['urcrnry'] = urcrnry else: llcrnrlon, llcrnrlat, urcrnrlon, urcrnrlat = area_def.area_extent_ll basemap_args['llcrnrlon'] = llcrnrlon basemap_args['llcrnrlat'] = llcrnrlat basemap_args['urcrnrlon'] = urcrnrlon basemap_args['urcrnrlat'] = urcrnrlat if area_def.proj_dict['proj'] == 'eqc': basemap_args['projection'] = 'cyl' else: basemap_args['projection'] = area_def.proj_dict['proj'] # Try adding potentially remaining args for key in ('lon_0', 'lat_0', 'lon_1', 'lat_1', 'lon_2', 'lat_2', 'lat_ts'): try: basemap_args[key] = float(area_def.proj_dict[key]) except KeyError: pass return Basemap(**basemap_args) def _get_quicklook(area_def, data, vmin=None, vmax=None, label='Variable (units)', num_meridians=45, num_parallels=10, coast_res='c', cmap='jet'): """Get default Basemap matplotlib plot """ if area_def.shape != data.shape: raise ValueError('area_def shape %s does not match data shape %s' % (list(area_def.shape), list(data.shape))) import matplotlib.pyplot as plt bmap = area_def2basemap(area_def, resolution=coast_res) bmap.drawcoastlines() if num_meridians > 0: bmap.drawmeridians(np.arange(-180, 180, num_meridians)) if num_parallels > 0: bmap.drawparallels(np.arange(-90, 90, num_parallels)) if not (np.ma.isMaskedArray(data) and data.mask.all()): col = bmap.imshow(data, origin='upper', vmin=vmin, vmax=vmax, cmap=cmap) plt.colorbar(col, shrink=0.5, pad=0.05).set_label(label) return plt def show_quicklook(area_def, data, vmin=None, vmax=None, label='Variable (units)', num_meridians=45, num_parallels=10, coast_res='c', cmap='jet'): """Display default quicklook plot Parameters --------- area_def : object geometry.AreaDefinition object data : numpy array | numpy masked array 2D array matching area_def. Use masked array for transparent values vmin : float, optional Min value for luminescence scaling vmax : float, optional Max value for luminescence scaling label : str, optional Label for data num_meridians : int, optional Number of meridians to plot on the globe num_parallels : int, optional Number of parallels to plot on the globe coast_res : {'c', 'l', 'i', 'h', 'f'}, optional Resolution of coastlines Returns ------- bmap : Basemap object """ plt = _get_quicklook(area_def, data, vmin=vmin, vmax=vmax, label=label, num_meridians=num_meridians, num_parallels=num_parallels, coast_res=coast_res, cmap=cmap) plt.show() plt.close() def save_quicklook(filename, area_def, data, vmin=None, vmax=None, label='Variable (units)', num_meridians=45, num_parallels=10, coast_res='c', backend='AGG', cmap='jet'): """Display default quicklook plot Parameters ---------- filename : str path to output file area_def : object geometry.AreaDefinition object data : numpy array | numpy masked array 2D array matching area_def. Use masked array for transparent values vmin : float, optional Min value for luminescence scaling vmax : float, optional Max value for luminescence scaling label : str, optional Label for data num_meridians : int, optional Number of meridians to plot on the globe num_parallels : int, optional Number of parallels to plot on the globe coast_res : {'c', 'l', 'i', 'h', 'f'}, optional Resolution of coastlines backend : str, optional matplotlib backend to use' """ import matplotlib matplotlib.use(backend, warn=False) plt = _get_quicklook(area_def, data, vmin=vmin, vmax=vmax, label=label, num_meridians=num_meridians, num_parallels=num_parallels, coast_res=coast_res) plt.savefig(filename, bbox_inches='tight') plt.close()
lgpl-3.0
jlegendary/scikit-learn
sklearn/decomposition/tests/test_factor_analysis.py
222
3055
# Author: Christian Osendorfer <osendorf@gmail.com> # Alexandre Gramfort <alexandre.gramfort@inria.fr> # Licence: BSD3 import numpy as np from sklearn.utils.testing import assert_warns from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_greater from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils import ConvergenceWarning from sklearn.decomposition import FactorAnalysis def test_factor_analysis(): # Test FactorAnalysis ability to recover the data covariance structure rng = np.random.RandomState(0) n_samples, n_features, n_components = 20, 5, 3 # Some random settings for the generative model W = rng.randn(n_components, n_features) # latent variable of dim 3, 20 of it h = rng.randn(n_samples, n_components) # using gamma to model different noise variance # per component noise = rng.gamma(1, size=n_features) * rng.randn(n_samples, n_features) # generate observations # wlog, mean is 0 X = np.dot(h, W) + noise assert_raises(ValueError, FactorAnalysis, svd_method='foo') fa_fail = FactorAnalysis() fa_fail.svd_method = 'foo' assert_raises(ValueError, fa_fail.fit, X) fas = [] for method in ['randomized', 'lapack']: fa = FactorAnalysis(n_components=n_components, svd_method=method) fa.fit(X) fas.append(fa) X_t = fa.transform(X) assert_equal(X_t.shape, (n_samples, n_components)) assert_almost_equal(fa.loglike_[-1], fa.score_samples(X).sum()) assert_almost_equal(fa.score_samples(X).mean(), fa.score(X)) diff = np.all(np.diff(fa.loglike_)) assert_greater(diff, 0., 'Log likelihood dif not increase') # Sample Covariance scov = np.cov(X, rowvar=0., bias=1.) # Model Covariance mcov = fa.get_covariance() diff = np.sum(np.abs(scov - mcov)) / W.size assert_less(diff, 0.1, "Mean absolute difference is %f" % diff) fa = FactorAnalysis(n_components=n_components, noise_variance_init=np.ones(n_features)) assert_raises(ValueError, fa.fit, X[:, :2]) f = lambda x, y: np.abs(getattr(x, y)) # sign will not be equal fa1, fa2 = fas for attr in ['loglike_', 'components_', 'noise_variance_']: assert_almost_equal(f(fa1, attr), f(fa2, attr)) fa1.max_iter = 1 fa1.verbose = True assert_warns(ConvergenceWarning, fa1.fit, X) # Test get_covariance and get_precision with n_components == n_features # with n_components < n_features and with n_components == 0 for n_components in [0, 2, X.shape[1]]: fa.n_components = n_components fa.fit(X) cov = fa.get_covariance() precision = fa.get_precision() assert_array_almost_equal(np.dot(cov, precision), np.eye(X.shape[1]), 12)
bsd-3-clause
nikitasingh981/scikit-learn
examples/plot_multilabel.py
236
4157
# Authors: Vlad Niculae, Mathieu Blondel # License: BSD 3 clause """ ========================= Multilabel classification ========================= This example simulates a multi-label document classification problem. The dataset is generated randomly based on the following process: - pick the number of labels: n ~ Poisson(n_labels) - n times, choose a class c: c ~ Multinomial(theta) - pick the document length: k ~ Poisson(length) - k times, choose a word: w ~ Multinomial(theta_c) In the above process, rejection sampling is used to make sure that n is more than 2, and that the document length is never zero. Likewise, we reject classes which have already been chosen. The documents that are assigned to both classes are plotted surrounded by two colored circles. The classification is performed by projecting to the first two principal components found by PCA and CCA for visualisation purposes, followed by using the :class:`sklearn.multiclass.OneVsRestClassifier` metaclassifier using two SVCs with linear kernels to learn a discriminative model for each class. Note that PCA is used to perform an unsupervised dimensionality reduction, while CCA is used to perform a supervised one. Note: in the plot, "unlabeled samples" does not mean that we don't know the labels (as in semi-supervised learning) but that the samples simply do *not* have a label. """ print(__doc__) import numpy as np import matplotlib.pyplot as plt from sklearn.datasets import make_multilabel_classification from sklearn.multiclass import OneVsRestClassifier from sklearn.svm import SVC from sklearn.preprocessing import LabelBinarizer from sklearn.decomposition import PCA from sklearn.cross_decomposition import CCA def plot_hyperplane(clf, min_x, max_x, linestyle, label): # get the separating hyperplane w = clf.coef_[0] a = -w[0] / w[1] xx = np.linspace(min_x - 5, max_x + 5) # make sure the line is long enough yy = a * xx - (clf.intercept_[0]) / w[1] plt.plot(xx, yy, linestyle, label=label) def plot_subfigure(X, Y, subplot, title, transform): if transform == "pca": X = PCA(n_components=2).fit_transform(X) elif transform == "cca": X = CCA(n_components=2).fit(X, Y).transform(X) else: raise ValueError min_x = np.min(X[:, 0]) max_x = np.max(X[:, 0]) min_y = np.min(X[:, 1]) max_y = np.max(X[:, 1]) classif = OneVsRestClassifier(SVC(kernel='linear')) classif.fit(X, Y) plt.subplot(2, 2, subplot) plt.title(title) zero_class = np.where(Y[:, 0]) one_class = np.where(Y[:, 1]) plt.scatter(X[:, 0], X[:, 1], s=40, c='gray') plt.scatter(X[zero_class, 0], X[zero_class, 1], s=160, edgecolors='b', facecolors='none', linewidths=2, label='Class 1') plt.scatter(X[one_class, 0], X[one_class, 1], s=80, edgecolors='orange', facecolors='none', linewidths=2, label='Class 2') plot_hyperplane(classif.estimators_[0], min_x, max_x, 'k--', 'Boundary\nfor class 1') plot_hyperplane(classif.estimators_[1], min_x, max_x, 'k-.', 'Boundary\nfor class 2') plt.xticks(()) plt.yticks(()) plt.xlim(min_x - .5 * max_x, max_x + .5 * max_x) plt.ylim(min_y - .5 * max_y, max_y + .5 * max_y) if subplot == 2: plt.xlabel('First principal component') plt.ylabel('Second principal component') plt.legend(loc="upper left") plt.figure(figsize=(8, 6)) X, Y = make_multilabel_classification(n_classes=2, n_labels=1, allow_unlabeled=True, random_state=1) plot_subfigure(X, Y, 1, "With unlabeled samples + CCA", "cca") plot_subfigure(X, Y, 2, "With unlabeled samples + PCA", "pca") X, Y = make_multilabel_classification(n_classes=2, n_labels=1, allow_unlabeled=False, random_state=1) plot_subfigure(X, Y, 3, "Without unlabeled samples + CCA", "cca") plot_subfigure(X, Y, 4, "Without unlabeled samples + PCA", "pca") plt.subplots_adjust(.04, .02, .97, .94, .09, .2) plt.show()
bsd-3-clause
GuessWhoSamFoo/pandas
pandas/tests/tseries/offsets/test_offsets.py
1
130620
from datetime import date, datetime, timedelta from distutils.version import LooseVersion import numpy as np import pytest from pandas._libs.tslibs import ( NaT, OutOfBoundsDatetime, Timestamp, conversion, timezones) from pandas._libs.tslibs.frequencies import ( INVALID_FREQ_ERR_MSG, get_freq_code, get_freq_str) import pandas._libs.tslibs.offsets as liboffsets import pandas.compat as compat from pandas.compat import range from pandas.compat.numpy import np_datetime64_compat from pandas.core.indexes.datetimes import DatetimeIndex, _to_M8, date_range from pandas.core.series import Series import pandas.util.testing as tm from pandas.io.pickle import read_pickle from pandas.tseries.frequencies import _offset_map, get_offset from pandas.tseries.holiday import USFederalHolidayCalendar import pandas.tseries.offsets as offsets from pandas.tseries.offsets import ( FY5253, BDay, BMonthBegin, BMonthEnd, BQuarterBegin, BQuarterEnd, BusinessHour, BYearBegin, BYearEnd, CBMonthBegin, CBMonthEnd, CDay, CustomBusinessHour, DateOffset, Day, Easter, FY5253Quarter, LastWeekOfMonth, MonthBegin, MonthEnd, Nano, QuarterBegin, QuarterEnd, SemiMonthBegin, SemiMonthEnd, Tick, Week, WeekOfMonth, YearBegin, YearEnd) from .common import assert_offset_equal, assert_onOffset class WeekDay(object): # TODO: Remove: This is not used outside of tests MON = 0 TUE = 1 WED = 2 THU = 3 FRI = 4 SAT = 5 SUN = 6 #### # Misc function tests #### def test_to_M8(): valb = datetime(2007, 10, 1) valu = _to_M8(valb) assert isinstance(valu, np.datetime64) ##### # DateOffset Tests ##### class Base(object): _offset = None d = Timestamp(datetime(2008, 1, 2)) timezones = [None, 'UTC', 'Asia/Tokyo', 'US/Eastern', 'dateutil/Asia/Tokyo', 'dateutil/US/Pacific'] def _get_offset(self, klass, value=1, normalize=False): # create instance from offset class if klass is FY5253: klass = klass(n=value, startingMonth=1, weekday=1, variation='last', normalize=normalize) elif klass is FY5253Quarter: klass = klass(n=value, startingMonth=1, weekday=1, qtr_with_extra_week=1, variation='last', normalize=normalize) elif klass is LastWeekOfMonth: klass = klass(n=value, weekday=5, normalize=normalize) elif klass is WeekOfMonth: klass = klass(n=value, week=1, weekday=5, normalize=normalize) elif klass is Week: klass = klass(n=value, weekday=5, normalize=normalize) elif klass is DateOffset: klass = klass(days=value, normalize=normalize) else: try: klass = klass(value, normalize=normalize) except Exception: klass = klass(normalize=normalize) return klass def test_apply_out_of_range(self, tz_naive_fixture): tz = tz_naive_fixture if self._offset is None: return # try to create an out-of-bounds result timestamp; if we can't create # the offset skip try: if self._offset in (BusinessHour, CustomBusinessHour): # Using 10000 in BusinessHour fails in tz check because of DST # difference offset = self._get_offset(self._offset, value=100000) else: offset = self._get_offset(self._offset, value=10000) result = Timestamp('20080101') + offset assert isinstance(result, datetime) assert result.tzinfo is None # Check tz is preserved t = Timestamp('20080101', tz=tz) result = t + offset assert isinstance(result, datetime) assert t.tzinfo == result.tzinfo except OutOfBoundsDatetime: raise except (ValueError, KeyError): # we are creating an invalid offset # so ignore pass def test_offsets_compare_equal(self): # root cause of GH#456: __ne__ was not implemented if self._offset is None: return offset1 = self._offset() offset2 = self._offset() assert not offset1 != offset2 assert offset1 == offset2 def test_rsub(self): if self._offset is None or not hasattr(self, "offset2"): # i.e. skip for TestCommon and YQM subclasses that do not have # offset2 attr return assert self.d - self.offset2 == (-self.offset2).apply(self.d) def test_radd(self): if self._offset is None or not hasattr(self, "offset2"): # i.e. skip for TestCommon and YQM subclasses that do not have # offset2 attr return assert self.d + self.offset2 == self.offset2 + self.d def test_sub(self): if self._offset is None or not hasattr(self, "offset2"): # i.e. skip for TestCommon and YQM subclasses that do not have # offset2 attr return off = self.offset2 with pytest.raises(Exception): off - self.d assert 2 * off - off == off assert self.d - self.offset2 == self.d + self._offset(-2) assert self.d - self.offset2 == self.d - (2 * off - off) def testMult1(self): if self._offset is None or not hasattr(self, "offset1"): # i.e. skip for TestCommon and YQM subclasses that do not have # offset1 attr return assert self.d + 10 * self.offset1 == self.d + self._offset(10) assert self.d + 5 * self.offset1 == self.d + self._offset(5) def testMult2(self): if self._offset is None: return assert self.d + (-5 * self._offset(-10)) == self.d + self._offset(50) assert self.d + (-3 * self._offset(-2)) == self.d + self._offset(6) def test_compare_str(self): # GH#23524 # comparing to strings that cannot be cast to DateOffsets should # not raise for __eq__ or __ne__ if self._offset is None: return off = self._get_offset(self._offset) assert not off == "infer" assert off != "foo" # Note: inequalities are only implemented for Tick subclasses; # tests for this are in test_ticks class TestCommon(Base): # exected value created by Base._get_offset # are applied to 2011/01/01 09:00 (Saturday) # used for .apply and .rollforward expecteds = {'Day': Timestamp('2011-01-02 09:00:00'), 'DateOffset': Timestamp('2011-01-02 09:00:00'), 'BusinessDay': Timestamp('2011-01-03 09:00:00'), 'CustomBusinessDay': Timestamp('2011-01-03 09:00:00'), 'CustomBusinessMonthEnd': Timestamp('2011-01-31 09:00:00'), 'CustomBusinessMonthBegin': Timestamp('2011-01-03 09:00:00'), 'MonthBegin': Timestamp('2011-02-01 09:00:00'), 'BusinessMonthBegin': Timestamp('2011-01-03 09:00:00'), 'MonthEnd': Timestamp('2011-01-31 09:00:00'), 'SemiMonthEnd': Timestamp('2011-01-15 09:00:00'), 'SemiMonthBegin': Timestamp('2011-01-15 09:00:00'), 'BusinessMonthEnd': Timestamp('2011-01-31 09:00:00'), 'YearBegin': Timestamp('2012-01-01 09:00:00'), 'BYearBegin': Timestamp('2011-01-03 09:00:00'), 'YearEnd': Timestamp('2011-12-31 09:00:00'), 'BYearEnd': Timestamp('2011-12-30 09:00:00'), 'QuarterBegin': Timestamp('2011-03-01 09:00:00'), 'BQuarterBegin': Timestamp('2011-03-01 09:00:00'), 'QuarterEnd': Timestamp('2011-03-31 09:00:00'), 'BQuarterEnd': Timestamp('2011-03-31 09:00:00'), 'BusinessHour': Timestamp('2011-01-03 10:00:00'), 'CustomBusinessHour': Timestamp('2011-01-03 10:00:00'), 'WeekOfMonth': Timestamp('2011-01-08 09:00:00'), 'LastWeekOfMonth': Timestamp('2011-01-29 09:00:00'), 'FY5253Quarter': Timestamp('2011-01-25 09:00:00'), 'FY5253': Timestamp('2011-01-25 09:00:00'), 'Week': Timestamp('2011-01-08 09:00:00'), 'Easter': Timestamp('2011-04-24 09:00:00'), 'Hour': Timestamp('2011-01-01 10:00:00'), 'Minute': Timestamp('2011-01-01 09:01:00'), 'Second': Timestamp('2011-01-01 09:00:01'), 'Milli': Timestamp('2011-01-01 09:00:00.001000'), 'Micro': Timestamp('2011-01-01 09:00:00.000001'), 'Nano': Timestamp(np_datetime64_compat( '2011-01-01T09:00:00.000000001Z'))} def test_immutable(self, offset_types): # GH#21341 check that __setattr__ raises offset = self._get_offset(offset_types) with pytest.raises(AttributeError): offset.normalize = True with pytest.raises(AttributeError): offset.n = 91 def test_return_type(self, offset_types): offset = self._get_offset(offset_types) # make sure that we are returning a Timestamp result = Timestamp('20080101') + offset assert isinstance(result, Timestamp) # make sure that we are returning NaT assert NaT + offset is NaT assert offset + NaT is NaT assert NaT - offset is NaT assert (-offset).apply(NaT) is NaT def test_offset_n(self, offset_types): offset = self._get_offset(offset_types) assert offset.n == 1 neg_offset = offset * -1 assert neg_offset.n == -1 mul_offset = offset * 3 assert mul_offset.n == 3 def test_offset_timedelta64_arg(self, offset_types): # check that offset._validate_n raises TypeError on a timedelt64 # object off = self._get_offset(offset_types) td64 = np.timedelta64(4567, 's') with pytest.raises(TypeError, match="argument must be an integer"): type(off)(n=td64, **off.kwds) def test_offset_mul_ndarray(self, offset_types): off = self._get_offset(offset_types) expected = np.array([[off, off * 2], [off * 3, off * 4]]) result = np.array([[1, 2], [3, 4]]) * off tm.assert_numpy_array_equal(result, expected) result = off * np.array([[1, 2], [3, 4]]) tm.assert_numpy_array_equal(result, expected) def test_offset_freqstr(self, offset_types): offset = self._get_offset(offset_types) freqstr = offset.freqstr if freqstr not in ('<Easter>', "<DateOffset: days=1>", 'LWOM-SAT', ): code = get_offset(freqstr) assert offset.rule_code == code def _check_offsetfunc_works(self, offset, funcname, dt, expected, normalize=False): if normalize and issubclass(offset, Tick): # normalize=True disallowed for Tick subclasses GH#21427 return offset_s = self._get_offset(offset, normalize=normalize) func = getattr(offset_s, funcname) result = func(dt) assert isinstance(result, Timestamp) assert result == expected result = func(Timestamp(dt)) assert isinstance(result, Timestamp) assert result == expected # see gh-14101 exp_warning = None ts = Timestamp(dt) + Nano(5) if (offset_s.__class__.__name__ == 'DateOffset' and (funcname == 'apply' or normalize) and ts.nanosecond > 0): exp_warning = UserWarning # test nanosecond is preserved with tm.assert_produces_warning(exp_warning, check_stacklevel=False): result = func(ts) assert isinstance(result, Timestamp) if normalize is False: assert result == expected + Nano(5) else: assert result == expected if isinstance(dt, np.datetime64): # test tz when input is datetime or Timestamp return for tz in self.timezones: expected_localize = expected.tz_localize(tz) tz_obj = timezones.maybe_get_tz(tz) dt_tz = conversion.localize_pydatetime(dt, tz_obj) result = func(dt_tz) assert isinstance(result, Timestamp) assert result == expected_localize result = func(Timestamp(dt, tz=tz)) assert isinstance(result, Timestamp) assert result == expected_localize # see gh-14101 exp_warning = None ts = Timestamp(dt, tz=tz) + Nano(5) if (offset_s.__class__.__name__ == 'DateOffset' and (funcname == 'apply' or normalize) and ts.nanosecond > 0): exp_warning = UserWarning # test nanosecond is preserved with tm.assert_produces_warning(exp_warning, check_stacklevel=False): result = func(ts) assert isinstance(result, Timestamp) if normalize is False: assert result == expected_localize + Nano(5) else: assert result == expected_localize def test_apply(self, offset_types): sdt = datetime(2011, 1, 1, 9, 0) ndt = np_datetime64_compat('2011-01-01 09:00Z') for dt in [sdt, ndt]: expected = self.expecteds[offset_types.__name__] self._check_offsetfunc_works(offset_types, 'apply', dt, expected) expected = Timestamp(expected.date()) self._check_offsetfunc_works(offset_types, 'apply', dt, expected, normalize=True) def test_rollforward(self, offset_types): expecteds = self.expecteds.copy() # result will not be changed if the target is on the offset no_changes = ['Day', 'MonthBegin', 'SemiMonthBegin', 'YearBegin', 'Week', 'Hour', 'Minute', 'Second', 'Milli', 'Micro', 'Nano', 'DateOffset'] for n in no_changes: expecteds[n] = Timestamp('2011/01/01 09:00') expecteds['BusinessHour'] = Timestamp('2011-01-03 09:00:00') expecteds['CustomBusinessHour'] = Timestamp('2011-01-03 09:00:00') # but be changed when normalize=True norm_expected = expecteds.copy() for k in norm_expected: norm_expected[k] = Timestamp(norm_expected[k].date()) normalized = {'Day': Timestamp('2011-01-02 00:00:00'), 'DateOffset': Timestamp('2011-01-02 00:00:00'), 'MonthBegin': Timestamp('2011-02-01 00:00:00'), 'SemiMonthBegin': Timestamp('2011-01-15 00:00:00'), 'YearBegin': Timestamp('2012-01-01 00:00:00'), 'Week': Timestamp('2011-01-08 00:00:00'), 'Hour': Timestamp('2011-01-01 00:00:00'), 'Minute': Timestamp('2011-01-01 00:00:00'), 'Second': Timestamp('2011-01-01 00:00:00'), 'Milli': Timestamp('2011-01-01 00:00:00'), 'Micro': Timestamp('2011-01-01 00:00:00')} norm_expected.update(normalized) sdt = datetime(2011, 1, 1, 9, 0) ndt = np_datetime64_compat('2011-01-01 09:00Z') for dt in [sdt, ndt]: expected = expecteds[offset_types.__name__] self._check_offsetfunc_works(offset_types, 'rollforward', dt, expected) expected = norm_expected[offset_types.__name__] self._check_offsetfunc_works(offset_types, 'rollforward', dt, expected, normalize=True) def test_rollback(self, offset_types): expecteds = {'BusinessDay': Timestamp('2010-12-31 09:00:00'), 'CustomBusinessDay': Timestamp('2010-12-31 09:00:00'), 'CustomBusinessMonthEnd': Timestamp('2010-12-31 09:00:00'), 'CustomBusinessMonthBegin': Timestamp('2010-12-01 09:00:00'), 'BusinessMonthBegin': Timestamp('2010-12-01 09:00:00'), 'MonthEnd': Timestamp('2010-12-31 09:00:00'), 'SemiMonthEnd': Timestamp('2010-12-31 09:00:00'), 'BusinessMonthEnd': Timestamp('2010-12-31 09:00:00'), 'BYearBegin': Timestamp('2010-01-01 09:00:00'), 'YearEnd': Timestamp('2010-12-31 09:00:00'), 'BYearEnd': Timestamp('2010-12-31 09:00:00'), 'QuarterBegin': Timestamp('2010-12-01 09:00:00'), 'BQuarterBegin': Timestamp('2010-12-01 09:00:00'), 'QuarterEnd': Timestamp('2010-12-31 09:00:00'), 'BQuarterEnd': Timestamp('2010-12-31 09:00:00'), 'BusinessHour': Timestamp('2010-12-31 17:00:00'), 'CustomBusinessHour': Timestamp('2010-12-31 17:00:00'), 'WeekOfMonth': Timestamp('2010-12-11 09:00:00'), 'LastWeekOfMonth': Timestamp('2010-12-25 09:00:00'), 'FY5253Quarter': Timestamp('2010-10-26 09:00:00'), 'FY5253': Timestamp('2010-01-26 09:00:00'), 'Easter': Timestamp('2010-04-04 09:00:00')} # result will not be changed if the target is on the offset for n in ['Day', 'MonthBegin', 'SemiMonthBegin', 'YearBegin', 'Week', 'Hour', 'Minute', 'Second', 'Milli', 'Micro', 'Nano', 'DateOffset']: expecteds[n] = Timestamp('2011/01/01 09:00') # but be changed when normalize=True norm_expected = expecteds.copy() for k in norm_expected: norm_expected[k] = Timestamp(norm_expected[k].date()) normalized = {'Day': Timestamp('2010-12-31 00:00:00'), 'DateOffset': Timestamp('2010-12-31 00:00:00'), 'MonthBegin': Timestamp('2010-12-01 00:00:00'), 'SemiMonthBegin': Timestamp('2010-12-15 00:00:00'), 'YearBegin': Timestamp('2010-01-01 00:00:00'), 'Week': Timestamp('2010-12-25 00:00:00'), 'Hour': Timestamp('2011-01-01 00:00:00'), 'Minute': Timestamp('2011-01-01 00:00:00'), 'Second': Timestamp('2011-01-01 00:00:00'), 'Milli': Timestamp('2011-01-01 00:00:00'), 'Micro': Timestamp('2011-01-01 00:00:00')} norm_expected.update(normalized) sdt = datetime(2011, 1, 1, 9, 0) ndt = np_datetime64_compat('2011-01-01 09:00Z') for dt in [sdt, ndt]: expected = expecteds[offset_types.__name__] self._check_offsetfunc_works(offset_types, 'rollback', dt, expected) expected = norm_expected[offset_types.__name__] self._check_offsetfunc_works(offset_types, 'rollback', dt, expected, normalize=True) def test_onOffset(self, offset_types): dt = self.expecteds[offset_types.__name__] offset_s = self._get_offset(offset_types) assert offset_s.onOffset(dt) # when normalize=True, onOffset checks time is 00:00:00 if issubclass(offset_types, Tick): # normalize=True disallowed for Tick subclasses GH#21427 return offset_n = self._get_offset(offset_types, normalize=True) assert not offset_n.onOffset(dt) if offset_types in (BusinessHour, CustomBusinessHour): # In default BusinessHour (9:00-17:00), normalized time # cannot be in business hour range return date = datetime(dt.year, dt.month, dt.day) assert offset_n.onOffset(date) def test_add(self, offset_types, tz_naive_fixture): tz = tz_naive_fixture dt = datetime(2011, 1, 1, 9, 0) offset_s = self._get_offset(offset_types) expected = self.expecteds[offset_types.__name__] result_dt = dt + offset_s result_ts = Timestamp(dt) + offset_s for result in [result_dt, result_ts]: assert isinstance(result, Timestamp) assert result == expected expected_localize = expected.tz_localize(tz) result = Timestamp(dt, tz=tz) + offset_s assert isinstance(result, Timestamp) assert result == expected_localize # normalize=True, disallowed for Tick subclasses GH#21427 if issubclass(offset_types, Tick): return offset_s = self._get_offset(offset_types, normalize=True) expected = Timestamp(expected.date()) result_dt = dt + offset_s result_ts = Timestamp(dt) + offset_s for result in [result_dt, result_ts]: assert isinstance(result, Timestamp) assert result == expected expected_localize = expected.tz_localize(tz) result = Timestamp(dt, tz=tz) + offset_s assert isinstance(result, Timestamp) assert result == expected_localize def test_pickle_v0_15_2(self, datapath): offsets = {'DateOffset': DateOffset(years=1), 'MonthBegin': MonthBegin(1), 'Day': Day(1), 'YearBegin': YearBegin(1), 'Week': Week(1)} pickle_path = datapath('tseries', 'offsets', 'data', 'dateoffset_0_15_2.pickle') # This code was executed once on v0.15.2 to generate the pickle: # with open(pickle_path, 'wb') as f: pickle.dump(offsets, f) # tm.assert_dict_equal(offsets, read_pickle(pickle_path)) class TestDateOffset(Base): def setup_method(self, method): self.d = Timestamp(datetime(2008, 1, 2)) _offset_map.clear() def test_repr(self): repr(DateOffset()) repr(DateOffset(2)) repr(2 * DateOffset()) repr(2 * DateOffset(months=2)) def test_mul(self): assert DateOffset(2) == 2 * DateOffset(1) assert DateOffset(2) == DateOffset(1) * 2 def test_constructor(self): assert ((self.d + DateOffset(months=2)) == datetime(2008, 3, 2)) assert ((self.d - DateOffset(months=2)) == datetime(2007, 11, 2)) assert ((self.d + DateOffset(2)) == datetime(2008, 1, 4)) assert not DateOffset(2).isAnchored() assert DateOffset(1).isAnchored() d = datetime(2008, 1, 31) assert ((d + DateOffset(months=1)) == datetime(2008, 2, 29)) def test_copy(self): assert (DateOffset(months=2).copy() == DateOffset(months=2)) def test_eq(self): offset1 = DateOffset(days=1) offset2 = DateOffset(days=365) assert offset1 != offset2 class TestBusinessDay(Base): _offset = BDay def setup_method(self, method): self.d = datetime(2008, 1, 1) self.offset = BDay() self.offset1 = self.offset self.offset2 = BDay(2) def test_different_normalize_equals(self): # GH#21404 changed __eq__ to return False when `normalize` doesnt match offset = self._offset() offset2 = self._offset(normalize=True) assert offset != offset2 def test_repr(self): assert repr(self.offset) == '<BusinessDay>' assert repr(self.offset2) == '<2 * BusinessDays>' if compat.PY37: expected = '<BusinessDay: offset=datetime.timedelta(days=1)>' else: expected = '<BusinessDay: offset=datetime.timedelta(1)>' assert repr(self.offset + timedelta(1)) == expected def test_with_offset(self): offset = self.offset + timedelta(hours=2) assert (self.d + offset) == datetime(2008, 1, 2, 2) def test_eq(self): assert self.offset2 == self.offset2 def test_mul(self): pass def test_hash(self): assert hash(self.offset2) == hash(self.offset2) def test_call(self): assert self.offset2(self.d) == datetime(2008, 1, 3) def testRollback1(self): assert BDay(10).rollback(self.d) == self.d def testRollback2(self): assert (BDay(10).rollback(datetime(2008, 1, 5)) == datetime(2008, 1, 4)) def testRollforward1(self): assert BDay(10).rollforward(self.d) == self.d def testRollforward2(self): assert (BDay(10).rollforward(datetime(2008, 1, 5)) == datetime(2008, 1, 7)) def test_roll_date_object(self): offset = BDay() dt = date(2012, 9, 15) result = offset.rollback(dt) assert result == datetime(2012, 9, 14) result = offset.rollforward(dt) assert result == datetime(2012, 9, 17) offset = offsets.Day() result = offset.rollback(dt) assert result == datetime(2012, 9, 15) result = offset.rollforward(dt) assert result == datetime(2012, 9, 15) def test_onOffset(self): tests = [(BDay(), datetime(2008, 1, 1), True), (BDay(), datetime(2008, 1, 5), False)] for offset, d, expected in tests: assert_onOffset(offset, d, expected) apply_cases = [] apply_cases.append((BDay(), { datetime(2008, 1, 1): datetime(2008, 1, 2), datetime(2008, 1, 4): datetime(2008, 1, 7), datetime(2008, 1, 5): datetime(2008, 1, 7), datetime(2008, 1, 6): datetime(2008, 1, 7), datetime(2008, 1, 7): datetime(2008, 1, 8)})) apply_cases.append((2 * BDay(), { datetime(2008, 1, 1): datetime(2008, 1, 3), datetime(2008, 1, 4): datetime(2008, 1, 8), datetime(2008, 1, 5): datetime(2008, 1, 8), datetime(2008, 1, 6): datetime(2008, 1, 8), datetime(2008, 1, 7): datetime(2008, 1, 9)})) apply_cases.append((-BDay(), { datetime(2008, 1, 1): datetime(2007, 12, 31), datetime(2008, 1, 4): datetime(2008, 1, 3), datetime(2008, 1, 5): datetime(2008, 1, 4), datetime(2008, 1, 6): datetime(2008, 1, 4), datetime(2008, 1, 7): datetime(2008, 1, 4), datetime(2008, 1, 8): datetime(2008, 1, 7)})) apply_cases.append((-2 * BDay(), { datetime(2008, 1, 1): datetime(2007, 12, 28), datetime(2008, 1, 4): datetime(2008, 1, 2), datetime(2008, 1, 5): datetime(2008, 1, 3), datetime(2008, 1, 6): datetime(2008, 1, 3), datetime(2008, 1, 7): datetime(2008, 1, 3), datetime(2008, 1, 8): datetime(2008, 1, 4), datetime(2008, 1, 9): datetime(2008, 1, 7)})) apply_cases.append((BDay(0), { datetime(2008, 1, 1): datetime(2008, 1, 1), datetime(2008, 1, 4): datetime(2008, 1, 4), datetime(2008, 1, 5): datetime(2008, 1, 7), datetime(2008, 1, 6): datetime(2008, 1, 7), datetime(2008, 1, 7): datetime(2008, 1, 7)})) @pytest.mark.parametrize('case', apply_cases) def test_apply(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) def test_apply_large_n(self): dt = datetime(2012, 10, 23) result = dt + BDay(10) assert result == datetime(2012, 11, 6) result = dt + BDay(100) - BDay(100) assert result == dt off = BDay() * 6 rs = datetime(2012, 1, 1) - off xp = datetime(2011, 12, 23) assert rs == xp st = datetime(2011, 12, 18) rs = st + off xp = datetime(2011, 12, 26) assert rs == xp off = BDay() * 10 rs = datetime(2014, 1, 5) + off # see #5890 xp = datetime(2014, 1, 17) assert rs == xp def test_apply_corner(self): pytest.raises(TypeError, BDay().apply, BMonthEnd()) class TestBusinessHour(Base): _offset = BusinessHour def setup_method(self, method): self.d = datetime(2014, 7, 1, 10, 00) self.offset1 = BusinessHour() self.offset2 = BusinessHour(n=3) self.offset3 = BusinessHour(n=-1) self.offset4 = BusinessHour(n=-4) from datetime import time as dt_time self.offset5 = BusinessHour(start=dt_time(11, 0), end=dt_time(14, 30)) self.offset6 = BusinessHour(start='20:00', end='05:00') self.offset7 = BusinessHour(n=-2, start=dt_time(21, 30), end=dt_time(6, 30)) def test_constructor_errors(self): from datetime import time as dt_time with pytest.raises(ValueError): BusinessHour(start=dt_time(11, 0, 5)) with pytest.raises(ValueError): BusinessHour(start='AAA') with pytest.raises(ValueError): BusinessHour(start='14:00:05') def test_different_normalize_equals(self): # GH#21404 changed __eq__ to return False when `normalize` doesnt match offset = self._offset() offset2 = self._offset(normalize=True) assert offset != offset2 def test_repr(self): assert repr(self.offset1) == '<BusinessHour: BH=09:00-17:00>' assert repr(self.offset2) == '<3 * BusinessHours: BH=09:00-17:00>' assert repr(self.offset3) == '<-1 * BusinessHour: BH=09:00-17:00>' assert repr(self.offset4) == '<-4 * BusinessHours: BH=09:00-17:00>' assert repr(self.offset5) == '<BusinessHour: BH=11:00-14:30>' assert repr(self.offset6) == '<BusinessHour: BH=20:00-05:00>' assert repr(self.offset7) == '<-2 * BusinessHours: BH=21:30-06:30>' def test_with_offset(self): expected = Timestamp('2014-07-01 13:00') assert self.d + BusinessHour() * 3 == expected assert self.d + BusinessHour(n=3) == expected def test_eq(self): for offset in [self.offset1, self.offset2, self.offset3, self.offset4]: assert offset == offset assert BusinessHour() != BusinessHour(-1) assert BusinessHour(start='09:00') == BusinessHour() assert BusinessHour(start='09:00') != BusinessHour(start='09:01') assert (BusinessHour(start='09:00', end='17:00') != BusinessHour(start='17:00', end='09:01')) def test_hash(self): for offset in [self.offset1, self.offset2, self.offset3, self.offset4]: assert hash(offset) == hash(offset) def test_call(self): assert self.offset1(self.d) == datetime(2014, 7, 1, 11) assert self.offset2(self.d) == datetime(2014, 7, 1, 13) assert self.offset3(self.d) == datetime(2014, 6, 30, 17) assert self.offset4(self.d) == datetime(2014, 6, 30, 14) def test_sub(self): # we have to override test_sub here becasue self.offset2 is not # defined as self._offset(2) off = self.offset2 with pytest.raises(Exception): off - self.d assert 2 * off - off == off assert self.d - self.offset2 == self.d + self._offset(-3) def testRollback1(self): assert self.offset1.rollback(self.d) == self.d assert self.offset2.rollback(self.d) == self.d assert self.offset3.rollback(self.d) == self.d assert self.offset4.rollback(self.d) == self.d assert self.offset5.rollback(self.d) == datetime(2014, 6, 30, 14, 30) assert self.offset6.rollback(self.d) == datetime(2014, 7, 1, 5, 0) assert self.offset7.rollback(self.d) == datetime(2014, 7, 1, 6, 30) d = datetime(2014, 7, 1, 0) assert self.offset1.rollback(d) == datetime(2014, 6, 30, 17) assert self.offset2.rollback(d) == datetime(2014, 6, 30, 17) assert self.offset3.rollback(d) == datetime(2014, 6, 30, 17) assert self.offset4.rollback(d) == datetime(2014, 6, 30, 17) assert self.offset5.rollback(d) == datetime(2014, 6, 30, 14, 30) assert self.offset6.rollback(d) == d assert self.offset7.rollback(d) == d assert self._offset(5).rollback(self.d) == self.d def testRollback2(self): assert (self._offset(-3).rollback(datetime(2014, 7, 5, 15, 0)) == datetime(2014, 7, 4, 17, 0)) def testRollforward1(self): assert self.offset1.rollforward(self.d) == self.d assert self.offset2.rollforward(self.d) == self.d assert self.offset3.rollforward(self.d) == self.d assert self.offset4.rollforward(self.d) == self.d assert (self.offset5.rollforward(self.d) == datetime(2014, 7, 1, 11, 0)) assert (self.offset6.rollforward(self.d) == datetime(2014, 7, 1, 20, 0)) assert (self.offset7.rollforward(self.d) == datetime(2014, 7, 1, 21, 30)) d = datetime(2014, 7, 1, 0) assert self.offset1.rollforward(d) == datetime(2014, 7, 1, 9) assert self.offset2.rollforward(d) == datetime(2014, 7, 1, 9) assert self.offset3.rollforward(d) == datetime(2014, 7, 1, 9) assert self.offset4.rollforward(d) == datetime(2014, 7, 1, 9) assert self.offset5.rollforward(d) == datetime(2014, 7, 1, 11) assert self.offset6.rollforward(d) == d assert self.offset7.rollforward(d) == d assert self._offset(5).rollforward(self.d) == self.d def testRollforward2(self): assert (self._offset(-3).rollforward(datetime(2014, 7, 5, 16, 0)) == datetime(2014, 7, 7, 9)) def test_roll_date_object(self): offset = BusinessHour() dt = datetime(2014, 7, 6, 15, 0) result = offset.rollback(dt) assert result == datetime(2014, 7, 4, 17) result = offset.rollforward(dt) assert result == datetime(2014, 7, 7, 9) normalize_cases = [] normalize_cases.append((BusinessHour(normalize=True), { datetime(2014, 7, 1, 8): datetime(2014, 7, 1), datetime(2014, 7, 1, 17): datetime(2014, 7, 2), datetime(2014, 7, 1, 16): datetime(2014, 7, 2), datetime(2014, 7, 1, 23): datetime(2014, 7, 2), datetime(2014, 7, 1, 0): datetime(2014, 7, 1), datetime(2014, 7, 4, 15): datetime(2014, 7, 4), datetime(2014, 7, 4, 15, 59): datetime(2014, 7, 4), datetime(2014, 7, 4, 16, 30): datetime(2014, 7, 7), datetime(2014, 7, 5, 23): datetime(2014, 7, 7), datetime(2014, 7, 6, 10): datetime(2014, 7, 7)})) normalize_cases.append((BusinessHour(-1, normalize=True), { datetime(2014, 7, 1, 8): datetime(2014, 6, 30), datetime(2014, 7, 1, 17): datetime(2014, 7, 1), datetime(2014, 7, 1, 16): datetime(2014, 7, 1), datetime(2014, 7, 1, 10): datetime(2014, 6, 30), datetime(2014, 7, 1, 0): datetime(2014, 6, 30), datetime(2014, 7, 7, 10): datetime(2014, 7, 4), datetime(2014, 7, 7, 10, 1): datetime(2014, 7, 7), datetime(2014, 7, 5, 23): datetime(2014, 7, 4), datetime(2014, 7, 6, 10): datetime(2014, 7, 4)})) normalize_cases.append((BusinessHour(1, normalize=True, start='17:00', end='04:00'), { datetime(2014, 7, 1, 8): datetime(2014, 7, 1), datetime(2014, 7, 1, 17): datetime(2014, 7, 1), datetime(2014, 7, 1, 23): datetime(2014, 7, 2), datetime(2014, 7, 2, 2): datetime(2014, 7, 2), datetime(2014, 7, 2, 3): datetime(2014, 7, 2), datetime(2014, 7, 4, 23): datetime(2014, 7, 5), datetime(2014, 7, 5, 2): datetime(2014, 7, 5), datetime(2014, 7, 7, 2): datetime(2014, 7, 7), datetime(2014, 7, 7, 17): datetime(2014, 7, 7)})) @pytest.mark.parametrize('case', normalize_cases) def test_normalize(self, case): offset, cases = case for dt, expected in compat.iteritems(cases): assert offset.apply(dt) == expected on_offset_cases = [] on_offset_cases.append((BusinessHour(), { datetime(2014, 7, 1, 9): True, datetime(2014, 7, 1, 8, 59): False, datetime(2014, 7, 1, 8): False, datetime(2014, 7, 1, 17): True, datetime(2014, 7, 1, 17, 1): False, datetime(2014, 7, 1, 18): False, datetime(2014, 7, 5, 9): False, datetime(2014, 7, 6, 12): False})) on_offset_cases.append((BusinessHour(start='10:00', end='15:00'), { datetime(2014, 7, 1, 9): False, datetime(2014, 7, 1, 10): True, datetime(2014, 7, 1, 15): True, datetime(2014, 7, 1, 15, 1): False, datetime(2014, 7, 5, 12): False, datetime(2014, 7, 6, 12): False})) on_offset_cases.append((BusinessHour(start='19:00', end='05:00'), { datetime(2014, 7, 1, 9, 0): False, datetime(2014, 7, 1, 10, 0): False, datetime(2014, 7, 1, 15): False, datetime(2014, 7, 1, 15, 1): False, datetime(2014, 7, 5, 12, 0): False, datetime(2014, 7, 6, 12, 0): False, datetime(2014, 7, 1, 19, 0): True, datetime(2014, 7, 2, 0, 0): True, datetime(2014, 7, 4, 23): True, datetime(2014, 7, 5, 1): True, datetime(2014, 7, 5, 5, 0): True, datetime(2014, 7, 6, 23, 0): False, datetime(2014, 7, 7, 3, 0): False})) @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): offset, cases = case for dt, expected in compat.iteritems(cases): assert offset.onOffset(dt) == expected opening_time_cases = [] # opening time should be affected by sign of n, not by n's value and # end opening_time_cases.append(([BusinessHour(), BusinessHour(n=2), BusinessHour(n=4), BusinessHour(end='10:00'), BusinessHour(n=2, end='4:00'), BusinessHour(n=4, end='15:00')], { datetime(2014, 7, 1, 11): (datetime(2014, 7, 2, 9), datetime(2014, 7, 1, 9)), datetime(2014, 7, 1, 18): (datetime(2014, 7, 2, 9), datetime(2014, 7, 1, 9)), datetime(2014, 7, 1, 23): (datetime(2014, 7, 2, 9), datetime(2014, 7, 1, 9)), datetime(2014, 7, 2, 8): (datetime(2014, 7, 2, 9), datetime(2014, 7, 1, 9)), # if timestamp is on opening time, next opening time is # as it is datetime(2014, 7, 2, 9): (datetime(2014, 7, 2, 9), datetime(2014, 7, 2, 9)), datetime(2014, 7, 2, 10): (datetime(2014, 7, 3, 9), datetime(2014, 7, 2, 9)), # 2014-07-05 is saturday datetime(2014, 7, 5, 10): (datetime(2014, 7, 7, 9), datetime(2014, 7, 4, 9)), datetime(2014, 7, 4, 10): (datetime(2014, 7, 7, 9), datetime(2014, 7, 4, 9)), datetime(2014, 7, 4, 23): (datetime(2014, 7, 7, 9), datetime(2014, 7, 4, 9)), datetime(2014, 7, 6, 10): (datetime(2014, 7, 7, 9), datetime(2014, 7, 4, 9)), datetime(2014, 7, 7, 5): (datetime(2014, 7, 7, 9), datetime(2014, 7, 4, 9)), datetime(2014, 7, 7, 9, 1): (datetime(2014, 7, 8, 9), datetime(2014, 7, 7, 9))})) opening_time_cases.append(([BusinessHour(start='11:15'), BusinessHour(n=2, start='11:15'), BusinessHour(n=3, start='11:15'), BusinessHour(start='11:15', end='10:00'), BusinessHour(n=2, start='11:15', end='4:00'), BusinessHour(n=3, start='11:15', end='15:00')], { datetime(2014, 7, 1, 11): (datetime(2014, 7, 1, 11, 15), datetime(2014, 6, 30, 11, 15)), datetime(2014, 7, 1, 18): (datetime(2014, 7, 2, 11, 15), datetime(2014, 7, 1, 11, 15)), datetime(2014, 7, 1, 23): (datetime(2014, 7, 2, 11, 15), datetime(2014, 7, 1, 11, 15)), datetime(2014, 7, 2, 8): (datetime(2014, 7, 2, 11, 15), datetime(2014, 7, 1, 11, 15)), datetime(2014, 7, 2, 9): (datetime(2014, 7, 2, 11, 15), datetime(2014, 7, 1, 11, 15)), datetime(2014, 7, 2, 10): (datetime(2014, 7, 2, 11, 15), datetime(2014, 7, 1, 11, 15)), datetime(2014, 7, 2, 11, 15): (datetime(2014, 7, 2, 11, 15), datetime(2014, 7, 2, 11, 15)), datetime(2014, 7, 2, 11, 15, 1): (datetime(2014, 7, 3, 11, 15), datetime(2014, 7, 2, 11, 15)), datetime(2014, 7, 5, 10): (datetime(2014, 7, 7, 11, 15), datetime(2014, 7, 4, 11, 15)), datetime(2014, 7, 4, 10): (datetime(2014, 7, 4, 11, 15), datetime(2014, 7, 3, 11, 15)), datetime(2014, 7, 4, 23): (datetime(2014, 7, 7, 11, 15), datetime(2014, 7, 4, 11, 15)), datetime(2014, 7, 6, 10): (datetime(2014, 7, 7, 11, 15), datetime(2014, 7, 4, 11, 15)), datetime(2014, 7, 7, 5): (datetime(2014, 7, 7, 11, 15), datetime(2014, 7, 4, 11, 15)), datetime(2014, 7, 7, 9, 1): (datetime(2014, 7, 7, 11, 15), datetime(2014, 7, 4, 11, 15))})) opening_time_cases.append(([BusinessHour(-1), BusinessHour(n=-2), BusinessHour(n=-4), BusinessHour(n=-1, end='10:00'), BusinessHour(n=-2, end='4:00'), BusinessHour(n=-4, end='15:00')], { datetime(2014, 7, 1, 11): (datetime(2014, 7, 1, 9), datetime(2014, 7, 2, 9)), datetime(2014, 7, 1, 18): (datetime(2014, 7, 1, 9), datetime(2014, 7, 2, 9)), datetime(2014, 7, 1, 23): (datetime(2014, 7, 1, 9), datetime(2014, 7, 2, 9)), datetime(2014, 7, 2, 8): (datetime(2014, 7, 1, 9), datetime(2014, 7, 2, 9)), datetime(2014, 7, 2, 9): (datetime(2014, 7, 2, 9), datetime(2014, 7, 2, 9)), datetime(2014, 7, 2, 10): (datetime(2014, 7, 2, 9), datetime(2014, 7, 3, 9)), datetime(2014, 7, 5, 10): (datetime(2014, 7, 4, 9), datetime(2014, 7, 7, 9)), datetime(2014, 7, 4, 10): (datetime(2014, 7, 4, 9), datetime(2014, 7, 7, 9)), datetime(2014, 7, 4, 23): (datetime(2014, 7, 4, 9), datetime(2014, 7, 7, 9)), datetime(2014, 7, 6, 10): (datetime(2014, 7, 4, 9), datetime(2014, 7, 7, 9)), datetime(2014, 7, 7, 5): (datetime(2014, 7, 4, 9), datetime(2014, 7, 7, 9)), datetime(2014, 7, 7, 9): (datetime(2014, 7, 7, 9), datetime(2014, 7, 7, 9)), datetime(2014, 7, 7, 9, 1): (datetime(2014, 7, 7, 9), datetime(2014, 7, 8, 9))})) opening_time_cases.append(([BusinessHour(start='17:00', end='05:00'), BusinessHour(n=3, start='17:00', end='03:00')], { datetime(2014, 7, 1, 11): (datetime(2014, 7, 1, 17), datetime(2014, 6, 30, 17)), datetime(2014, 7, 1, 18): (datetime(2014, 7, 2, 17), datetime(2014, 7, 1, 17)), datetime(2014, 7, 1, 23): (datetime(2014, 7, 2, 17), datetime(2014, 7, 1, 17)), datetime(2014, 7, 2, 8): (datetime(2014, 7, 2, 17), datetime(2014, 7, 1, 17)), datetime(2014, 7, 2, 9): (datetime(2014, 7, 2, 17), datetime(2014, 7, 1, 17)), datetime(2014, 7, 4, 17): (datetime(2014, 7, 4, 17), datetime(2014, 7, 4, 17)), datetime(2014, 7, 5, 10): (datetime(2014, 7, 7, 17), datetime(2014, 7, 4, 17)), datetime(2014, 7, 4, 10): (datetime(2014, 7, 4, 17), datetime(2014, 7, 3, 17)), datetime(2014, 7, 4, 23): (datetime(2014, 7, 7, 17), datetime(2014, 7, 4, 17)), datetime(2014, 7, 6, 10): (datetime(2014, 7, 7, 17), datetime(2014, 7, 4, 17)), datetime(2014, 7, 7, 5): (datetime(2014, 7, 7, 17), datetime(2014, 7, 4, 17)), datetime(2014, 7, 7, 17, 1): (datetime(2014, 7, 8, 17), datetime(2014, 7, 7, 17)), })) opening_time_cases.append(([BusinessHour(-1, start='17:00', end='05:00'), BusinessHour(n=-2, start='17:00', end='03:00')], { datetime(2014, 7, 1, 11): (datetime(2014, 6, 30, 17), datetime(2014, 7, 1, 17)), datetime(2014, 7, 1, 18): (datetime(2014, 7, 1, 17), datetime(2014, 7, 2, 17)), datetime(2014, 7, 1, 23): (datetime(2014, 7, 1, 17), datetime(2014, 7, 2, 17)), datetime(2014, 7, 2, 8): (datetime(2014, 7, 1, 17), datetime(2014, 7, 2, 17)), datetime(2014, 7, 2, 9): (datetime(2014, 7, 1, 17), datetime(2014, 7, 2, 17)), datetime(2014, 7, 2, 16, 59): (datetime(2014, 7, 1, 17), datetime(2014, 7, 2, 17)), datetime(2014, 7, 5, 10): (datetime(2014, 7, 4, 17), datetime(2014, 7, 7, 17)), datetime(2014, 7, 4, 10): (datetime(2014, 7, 3, 17), datetime(2014, 7, 4, 17)), datetime(2014, 7, 4, 23): (datetime(2014, 7, 4, 17), datetime(2014, 7, 7, 17)), datetime(2014, 7, 6, 10): (datetime(2014, 7, 4, 17), datetime(2014, 7, 7, 17)), datetime(2014, 7, 7, 5): (datetime(2014, 7, 4, 17), datetime(2014, 7, 7, 17)), datetime(2014, 7, 7, 18): (datetime(2014, 7, 7, 17), datetime(2014, 7, 8, 17))})) @pytest.mark.parametrize('case', opening_time_cases) def test_opening_time(self, case): _offsets, cases = case for offset in _offsets: for dt, (exp_next, exp_prev) in compat.iteritems(cases): assert offset._next_opening_time(dt) == exp_next assert offset._prev_opening_time(dt) == exp_prev apply_cases = [] apply_cases.append((BusinessHour(), { datetime(2014, 7, 1, 11): datetime(2014, 7, 1, 12), datetime(2014, 7, 1, 13): datetime(2014, 7, 1, 14), datetime(2014, 7, 1, 15): datetime(2014, 7, 1, 16), datetime(2014, 7, 1, 19): datetime(2014, 7, 2, 10), datetime(2014, 7, 1, 16): datetime(2014, 7, 2, 9), datetime(2014, 7, 1, 16, 30, 15): datetime(2014, 7, 2, 9, 30, 15), datetime(2014, 7, 1, 17): datetime(2014, 7, 2, 10), datetime(2014, 7, 2, 11): datetime(2014, 7, 2, 12), # out of business hours datetime(2014, 7, 2, 8): datetime(2014, 7, 2, 10), datetime(2014, 7, 2, 19): datetime(2014, 7, 3, 10), datetime(2014, 7, 2, 23): datetime(2014, 7, 3, 10), datetime(2014, 7, 3, 0): datetime(2014, 7, 3, 10), # saturday datetime(2014, 7, 5, 15): datetime(2014, 7, 7, 10), datetime(2014, 7, 4, 17): datetime(2014, 7, 7, 10), datetime(2014, 7, 4, 16, 30): datetime(2014, 7, 7, 9, 30), datetime(2014, 7, 4, 16, 30, 30): datetime(2014, 7, 7, 9, 30, 30)})) apply_cases.append((BusinessHour(4), { datetime(2014, 7, 1, 11): datetime(2014, 7, 1, 15), datetime(2014, 7, 1, 13): datetime(2014, 7, 2, 9), datetime(2014, 7, 1, 15): datetime(2014, 7, 2, 11), datetime(2014, 7, 1, 16): datetime(2014, 7, 2, 12), datetime(2014, 7, 1, 17): datetime(2014, 7, 2, 13), datetime(2014, 7, 2, 11): datetime(2014, 7, 2, 15), datetime(2014, 7, 2, 8): datetime(2014, 7, 2, 13), datetime(2014, 7, 2, 19): datetime(2014, 7, 3, 13), datetime(2014, 7, 2, 23): datetime(2014, 7, 3, 13), datetime(2014, 7, 3, 0): datetime(2014, 7, 3, 13), datetime(2014, 7, 5, 15): datetime(2014, 7, 7, 13), datetime(2014, 7, 4, 17): datetime(2014, 7, 7, 13), datetime(2014, 7, 4, 16, 30): datetime(2014, 7, 7, 12, 30), datetime(2014, 7, 4, 16, 30, 30): datetime(2014, 7, 7, 12, 30, 30)})) apply_cases.append((BusinessHour(-1), { datetime(2014, 7, 1, 11): datetime(2014, 7, 1, 10), datetime(2014, 7, 1, 13): datetime(2014, 7, 1, 12), datetime(2014, 7, 1, 15): datetime(2014, 7, 1, 14), datetime(2014, 7, 1, 16): datetime(2014, 7, 1, 15), datetime(2014, 7, 1, 10): datetime(2014, 6, 30, 17), datetime(2014, 7, 1, 16, 30, 15): datetime(2014, 7, 1, 15, 30, 15), datetime(2014, 7, 1, 9, 30, 15): datetime(2014, 6, 30, 16, 30, 15), datetime(2014, 7, 1, 17): datetime(2014, 7, 1, 16), datetime(2014, 7, 1, 5): datetime(2014, 6, 30, 16), datetime(2014, 7, 2, 11): datetime(2014, 7, 2, 10), # out of business hours datetime(2014, 7, 2, 8): datetime(2014, 7, 1, 16), datetime(2014, 7, 2, 19): datetime(2014, 7, 2, 16), datetime(2014, 7, 2, 23): datetime(2014, 7, 2, 16), datetime(2014, 7, 3, 0): datetime(2014, 7, 2, 16), # saturday datetime(2014, 7, 5, 15): datetime(2014, 7, 4, 16), datetime(2014, 7, 7, 9): datetime(2014, 7, 4, 16), datetime(2014, 7, 7, 9, 30): datetime(2014, 7, 4, 16, 30), datetime(2014, 7, 7, 9, 30, 30): datetime(2014, 7, 4, 16, 30, 30)})) apply_cases.append((BusinessHour(-4), { datetime(2014, 7, 1, 11): datetime(2014, 6, 30, 15), datetime(2014, 7, 1, 13): datetime(2014, 6, 30, 17), datetime(2014, 7, 1, 15): datetime(2014, 7, 1, 11), datetime(2014, 7, 1, 16): datetime(2014, 7, 1, 12), datetime(2014, 7, 1, 17): datetime(2014, 7, 1, 13), datetime(2014, 7, 2, 11): datetime(2014, 7, 1, 15), datetime(2014, 7, 2, 8): datetime(2014, 7, 1, 13), datetime(2014, 7, 2, 19): datetime(2014, 7, 2, 13), datetime(2014, 7, 2, 23): datetime(2014, 7, 2, 13), datetime(2014, 7, 3, 0): datetime(2014, 7, 2, 13), datetime(2014, 7, 5, 15): datetime(2014, 7, 4, 13), datetime(2014, 7, 4, 18): datetime(2014, 7, 4, 13), datetime(2014, 7, 7, 9, 30): datetime(2014, 7, 4, 13, 30), datetime(2014, 7, 7, 9, 30, 30): datetime(2014, 7, 4, 13, 30, 30)})) apply_cases.append((BusinessHour(start='13:00', end='16:00'), { datetime(2014, 7, 1, 11): datetime(2014, 7, 1, 14), datetime(2014, 7, 1, 13): datetime(2014, 7, 1, 14), datetime(2014, 7, 1, 15): datetime(2014, 7, 2, 13), datetime(2014, 7, 1, 19): datetime(2014, 7, 2, 14), datetime(2014, 7, 1, 16): datetime(2014, 7, 2, 14), datetime(2014, 7, 1, 15, 30, 15): datetime(2014, 7, 2, 13, 30, 15), datetime(2014, 7, 5, 15): datetime(2014, 7, 7, 14), datetime(2014, 7, 4, 17): datetime(2014, 7, 7, 14)})) apply_cases.append((BusinessHour(n=2, start='13:00', end='16:00'), { datetime(2014, 7, 1, 17): datetime(2014, 7, 2, 15), datetime(2014, 7, 2, 14): datetime(2014, 7, 3, 13), datetime(2014, 7, 2, 8): datetime(2014, 7, 2, 15), datetime(2014, 7, 2, 19): datetime(2014, 7, 3, 15), datetime(2014, 7, 2, 14, 30): datetime(2014, 7, 3, 13, 30), datetime(2014, 7, 3, 0): datetime(2014, 7, 3, 15), datetime(2014, 7, 5, 15): datetime(2014, 7, 7, 15), datetime(2014, 7, 4, 17): datetime(2014, 7, 7, 15), datetime(2014, 7, 4, 14, 30): datetime(2014, 7, 7, 13, 30), datetime(2014, 7, 4, 14, 30, 30): datetime(2014, 7, 7, 13, 30, 30)})) apply_cases.append((BusinessHour(n=-1, start='13:00', end='16:00'), { datetime(2014, 7, 2, 11): datetime(2014, 7, 1, 15), datetime(2014, 7, 2, 13): datetime(2014, 7, 1, 15), datetime(2014, 7, 2, 14): datetime(2014, 7, 1, 16), datetime(2014, 7, 2, 15): datetime(2014, 7, 2, 14), datetime(2014, 7, 2, 19): datetime(2014, 7, 2, 15), datetime(2014, 7, 2, 16): datetime(2014, 7, 2, 15), datetime(2014, 7, 2, 13, 30, 15): datetime(2014, 7, 1, 15, 30, 15), datetime(2014, 7, 5, 15): datetime(2014, 7, 4, 15), datetime(2014, 7, 7, 11): datetime(2014, 7, 4, 15)})) apply_cases.append((BusinessHour(n=-3, start='10:00', end='16:00'), { datetime(2014, 7, 1, 17): datetime(2014, 7, 1, 13), datetime(2014, 7, 2, 14): datetime(2014, 7, 2, 11), datetime(2014, 7, 2, 8): datetime(2014, 7, 1, 13), datetime(2014, 7, 2, 13): datetime(2014, 7, 1, 16), datetime(2014, 7, 2, 19): datetime(2014, 7, 2, 13), datetime(2014, 7, 2, 11, 30): datetime(2014, 7, 1, 14, 30), datetime(2014, 7, 3, 0): datetime(2014, 7, 2, 13), datetime(2014, 7, 4, 10): datetime(2014, 7, 3, 13), datetime(2014, 7, 5, 15): datetime(2014, 7, 4, 13), datetime(2014, 7, 4, 16): datetime(2014, 7, 4, 13), datetime(2014, 7, 4, 12, 30): datetime(2014, 7, 3, 15, 30), datetime(2014, 7, 4, 12, 30, 30): datetime(2014, 7, 3, 15, 30, 30)})) apply_cases.append((BusinessHour(start='19:00', end='05:00'), { datetime(2014, 7, 1, 17): datetime(2014, 7, 1, 20), datetime(2014, 7, 2, 14): datetime(2014, 7, 2, 20), datetime(2014, 7, 2, 8): datetime(2014, 7, 2, 20), datetime(2014, 7, 2, 13): datetime(2014, 7, 2, 20), datetime(2014, 7, 2, 19): datetime(2014, 7, 2, 20), datetime(2014, 7, 2, 4, 30): datetime(2014, 7, 2, 19, 30), datetime(2014, 7, 3, 0): datetime(2014, 7, 3, 1), datetime(2014, 7, 4, 10): datetime(2014, 7, 4, 20), datetime(2014, 7, 4, 23): datetime(2014, 7, 5, 0), datetime(2014, 7, 5, 0): datetime(2014, 7, 5, 1), datetime(2014, 7, 5, 4): datetime(2014, 7, 7, 19), datetime(2014, 7, 5, 4, 30): datetime(2014, 7, 7, 19, 30), datetime(2014, 7, 5, 4, 30, 30): datetime(2014, 7, 7, 19, 30, 30)})) apply_cases.append((BusinessHour(n=-1, start='19:00', end='05:00'), { datetime(2014, 7, 1, 17): datetime(2014, 7, 1, 4), datetime(2014, 7, 2, 14): datetime(2014, 7, 2, 4), datetime(2014, 7, 2, 8): datetime(2014, 7, 2, 4), datetime(2014, 7, 2, 13): datetime(2014, 7, 2, 4), datetime(2014, 7, 2, 20): datetime(2014, 7, 2, 5), datetime(2014, 7, 2, 19): datetime(2014, 7, 2, 4), datetime(2014, 7, 2, 19, 30): datetime(2014, 7, 2, 4, 30), datetime(2014, 7, 3, 0): datetime(2014, 7, 2, 23), datetime(2014, 7, 3, 6): datetime(2014, 7, 3, 4), datetime(2014, 7, 4, 23): datetime(2014, 7, 4, 22), datetime(2014, 7, 5, 0): datetime(2014, 7, 4, 23), datetime(2014, 7, 5, 4): datetime(2014, 7, 5, 3), datetime(2014, 7, 7, 19, 30): datetime(2014, 7, 5, 4, 30), datetime(2014, 7, 7, 19, 30, 30): datetime(2014, 7, 5, 4, 30, 30)})) @pytest.mark.parametrize('case', apply_cases) def test_apply(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) apply_large_n_cases = [] # A week later apply_large_n_cases.append((BusinessHour(40), { datetime(2014, 7, 1, 11): datetime(2014, 7, 8, 11), datetime(2014, 7, 1, 13): datetime(2014, 7, 8, 13), datetime(2014, 7, 1, 15): datetime(2014, 7, 8, 15), datetime(2014, 7, 1, 16): datetime(2014, 7, 8, 16), datetime(2014, 7, 1, 17): datetime(2014, 7, 9, 9), datetime(2014, 7, 2, 11): datetime(2014, 7, 9, 11), datetime(2014, 7, 2, 8): datetime(2014, 7, 9, 9), datetime(2014, 7, 2, 19): datetime(2014, 7, 10, 9), datetime(2014, 7, 2, 23): datetime(2014, 7, 10, 9), datetime(2014, 7, 3, 0): datetime(2014, 7, 10, 9), datetime(2014, 7, 5, 15): datetime(2014, 7, 14, 9), datetime(2014, 7, 4, 18): datetime(2014, 7, 14, 9), datetime(2014, 7, 7, 9, 30): datetime(2014, 7, 14, 9, 30), datetime(2014, 7, 7, 9, 30, 30): datetime(2014, 7, 14, 9, 30, 30)})) # 3 days and 1 hour before apply_large_n_cases.append((BusinessHour(-25), { datetime(2014, 7, 1, 11): datetime(2014, 6, 26, 10), datetime(2014, 7, 1, 13): datetime(2014, 6, 26, 12), datetime(2014, 7, 1, 9): datetime(2014, 6, 25, 16), datetime(2014, 7, 1, 10): datetime(2014, 6, 25, 17), datetime(2014, 7, 3, 11): datetime(2014, 6, 30, 10), datetime(2014, 7, 3, 8): datetime(2014, 6, 27, 16), datetime(2014, 7, 3, 19): datetime(2014, 6, 30, 16), datetime(2014, 7, 3, 23): datetime(2014, 6, 30, 16), datetime(2014, 7, 4, 9): datetime(2014, 6, 30, 16), datetime(2014, 7, 5, 15): datetime(2014, 7, 1, 16), datetime(2014, 7, 6, 18): datetime(2014, 7, 1, 16), datetime(2014, 7, 7, 9, 30): datetime(2014, 7, 1, 16, 30), datetime(2014, 7, 7, 10, 30, 30): datetime(2014, 7, 2, 9, 30, 30)})) # 5 days and 3 hours later apply_large_n_cases.append((BusinessHour(28, start='21:00', end='02:00'), { datetime(2014, 7, 1, 11): datetime(2014, 7, 9, 0), datetime(2014, 7, 1, 22): datetime(2014, 7, 9, 1), datetime(2014, 7, 1, 23): datetime(2014, 7, 9, 21), datetime(2014, 7, 2, 2): datetime(2014, 7, 10, 0), datetime(2014, 7, 3, 21): datetime(2014, 7, 11, 0), datetime(2014, 7, 4, 1): datetime(2014, 7, 11, 23), datetime(2014, 7, 4, 2): datetime(2014, 7, 12, 0), datetime(2014, 7, 4, 3): datetime(2014, 7, 12, 0), datetime(2014, 7, 5, 1): datetime(2014, 7, 14, 23), datetime(2014, 7, 5, 15): datetime(2014, 7, 15, 0), datetime(2014, 7, 6, 18): datetime(2014, 7, 15, 0), datetime(2014, 7, 7, 1): datetime(2014, 7, 15, 0), datetime(2014, 7, 7, 23, 30): datetime(2014, 7, 15, 21, 30)})) @pytest.mark.parametrize('case', apply_large_n_cases) def test_apply_large_n(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) def test_apply_nanoseconds(self): tests = [] tests.append((BusinessHour(), {Timestamp('2014-07-04 15:00') + Nano(5): Timestamp( '2014-07-04 16:00') + Nano(5), Timestamp('2014-07-04 16:00') + Nano(5): Timestamp( '2014-07-07 09:00') + Nano(5), Timestamp('2014-07-04 16:00') - Nano(5): Timestamp( '2014-07-04 17:00') - Nano(5)})) tests.append((BusinessHour(-1), {Timestamp('2014-07-04 15:00') + Nano(5): Timestamp( '2014-07-04 14:00') + Nano(5), Timestamp('2014-07-04 10:00') + Nano(5): Timestamp( '2014-07-04 09:00') + Nano(5), Timestamp('2014-07-04 10:00') - Nano(5): Timestamp( '2014-07-03 17:00') - Nano(5), })) for offset, cases in tests: for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) def test_datetimeindex(self): idx1 = date_range(start='2014-07-04 15:00', end='2014-07-08 10:00', freq='BH') idx2 = date_range(start='2014-07-04 15:00', periods=12, freq='BH') idx3 = date_range(end='2014-07-08 10:00', periods=12, freq='BH') expected = DatetimeIndex(['2014-07-04 15:00', '2014-07-04 16:00', '2014-07-07 09:00', '2014-07-07 10:00', '2014-07-07 11:00', '2014-07-07 12:00', '2014-07-07 13:00', '2014-07-07 14:00', '2014-07-07 15:00', '2014-07-07 16:00', '2014-07-08 09:00', '2014-07-08 10:00'], freq='BH') for idx in [idx1, idx2, idx3]: tm.assert_index_equal(idx, expected) idx1 = date_range(start='2014-07-04 15:45', end='2014-07-08 10:45', freq='BH') idx2 = date_range(start='2014-07-04 15:45', periods=12, freq='BH') idx3 = date_range(end='2014-07-08 10:45', periods=12, freq='BH') expected = DatetimeIndex(['2014-07-04 15:45', '2014-07-04 16:45', '2014-07-07 09:45', '2014-07-07 10:45', '2014-07-07 11:45', '2014-07-07 12:45', '2014-07-07 13:45', '2014-07-07 14:45', '2014-07-07 15:45', '2014-07-07 16:45', '2014-07-08 09:45', '2014-07-08 10:45'], freq='BH') expected = idx1 for idx in [idx1, idx2, idx3]: tm.assert_index_equal(idx, expected) class TestCustomBusinessHour(Base): _offset = CustomBusinessHour holidays = ['2014-06-27', datetime(2014, 6, 30), np.datetime64('2014-07-02')] def setup_method(self, method): # 2014 Calendar to check custom holidays # Sun Mon Tue Wed Thu Fri Sat # 6/22 23 24 25 26 27 28 # 29 30 7/1 2 3 4 5 # 6 7 8 9 10 11 12 self.d = datetime(2014, 7, 1, 10, 00) self.offset1 = CustomBusinessHour(weekmask='Tue Wed Thu Fri') self.offset2 = CustomBusinessHour(holidays=self.holidays) def test_constructor_errors(self): from datetime import time as dt_time with pytest.raises(ValueError): CustomBusinessHour(start=dt_time(11, 0, 5)) with pytest.raises(ValueError): CustomBusinessHour(start='AAA') with pytest.raises(ValueError): CustomBusinessHour(start='14:00:05') def test_different_normalize_equals(self): # GH#21404 changed __eq__ to return False when `normalize` doesnt match offset = self._offset() offset2 = self._offset(normalize=True) assert offset != offset2 def test_repr(self): assert repr(self.offset1) == '<CustomBusinessHour: CBH=09:00-17:00>' assert repr(self.offset2) == '<CustomBusinessHour: CBH=09:00-17:00>' def test_with_offset(self): expected = Timestamp('2014-07-01 13:00') assert self.d + CustomBusinessHour() * 3 == expected assert self.d + CustomBusinessHour(n=3) == expected def test_eq(self): for offset in [self.offset1, self.offset2]: assert offset == offset assert CustomBusinessHour() != CustomBusinessHour(-1) assert (CustomBusinessHour(start='09:00') == CustomBusinessHour()) assert (CustomBusinessHour(start='09:00') != CustomBusinessHour(start='09:01')) assert (CustomBusinessHour(start='09:00', end='17:00') != CustomBusinessHour(start='17:00', end='09:01')) assert (CustomBusinessHour(weekmask='Tue Wed Thu Fri') != CustomBusinessHour(weekmask='Mon Tue Wed Thu Fri')) assert (CustomBusinessHour(holidays=['2014-06-27']) != CustomBusinessHour(holidays=['2014-06-28'])) def test_sub(self): # override the Base.test_sub implementation because self.offset2 is # defined differently in this class than the test expects pass def test_hash(self): assert hash(self.offset1) == hash(self.offset1) assert hash(self.offset2) == hash(self.offset2) def test_call(self): assert self.offset1(self.d) == datetime(2014, 7, 1, 11) assert self.offset2(self.d) == datetime(2014, 7, 1, 11) def testRollback1(self): assert self.offset1.rollback(self.d) == self.d assert self.offset2.rollback(self.d) == self.d d = datetime(2014, 7, 1, 0) # 2014/07/01 is Tuesday, 06/30 is Monday(holiday) assert self.offset1.rollback(d) == datetime(2014, 6, 27, 17) # 2014/6/30 and 2014/6/27 are holidays assert self.offset2.rollback(d) == datetime(2014, 6, 26, 17) def testRollback2(self): assert (self._offset(-3).rollback(datetime(2014, 7, 5, 15, 0)) == datetime(2014, 7, 4, 17, 0)) def testRollforward1(self): assert self.offset1.rollforward(self.d) == self.d assert self.offset2.rollforward(self.d) == self.d d = datetime(2014, 7, 1, 0) assert self.offset1.rollforward(d) == datetime(2014, 7, 1, 9) assert self.offset2.rollforward(d) == datetime(2014, 7, 1, 9) def testRollforward2(self): assert (self._offset(-3).rollforward(datetime(2014, 7, 5, 16, 0)) == datetime(2014, 7, 7, 9)) def test_roll_date_object(self): offset = BusinessHour() dt = datetime(2014, 7, 6, 15, 0) result = offset.rollback(dt) assert result == datetime(2014, 7, 4, 17) result = offset.rollforward(dt) assert result == datetime(2014, 7, 7, 9) normalize_cases = [] normalize_cases.append(( CustomBusinessHour(normalize=True, holidays=holidays), {datetime(2014, 7, 1, 8): datetime(2014, 7, 1), datetime(2014, 7, 1, 17): datetime(2014, 7, 3), datetime(2014, 7, 1, 16): datetime(2014, 7, 3), datetime(2014, 7, 1, 23): datetime(2014, 7, 3), datetime(2014, 7, 1, 0): datetime(2014, 7, 1), datetime(2014, 7, 4, 15): datetime(2014, 7, 4), datetime(2014, 7, 4, 15, 59): datetime(2014, 7, 4), datetime(2014, 7, 4, 16, 30): datetime(2014, 7, 7), datetime(2014, 7, 5, 23): datetime(2014, 7, 7), datetime(2014, 7, 6, 10): datetime(2014, 7, 7)})) normalize_cases.append(( CustomBusinessHour(-1, normalize=True, holidays=holidays), {datetime(2014, 7, 1, 8): datetime(2014, 6, 26), datetime(2014, 7, 1, 17): datetime(2014, 7, 1), datetime(2014, 7, 1, 16): datetime(2014, 7, 1), datetime(2014, 7, 1, 10): datetime(2014, 6, 26), datetime(2014, 7, 1, 0): datetime(2014, 6, 26), datetime(2014, 7, 7, 10): datetime(2014, 7, 4), datetime(2014, 7, 7, 10, 1): datetime(2014, 7, 7), datetime(2014, 7, 5, 23): datetime(2014, 7, 4), datetime(2014, 7, 6, 10): datetime(2014, 7, 4)})) normalize_cases.append(( CustomBusinessHour(1, normalize=True, start='17:00', end='04:00', holidays=holidays), {datetime(2014, 7, 1, 8): datetime(2014, 7, 1), datetime(2014, 7, 1, 17): datetime(2014, 7, 1), datetime(2014, 7, 1, 23): datetime(2014, 7, 2), datetime(2014, 7, 2, 2): datetime(2014, 7, 2), datetime(2014, 7, 2, 3): datetime(2014, 7, 3), datetime(2014, 7, 4, 23): datetime(2014, 7, 5), datetime(2014, 7, 5, 2): datetime(2014, 7, 5), datetime(2014, 7, 7, 2): datetime(2014, 7, 7), datetime(2014, 7, 7, 17): datetime(2014, 7, 7)})) @pytest.mark.parametrize('norm_cases', normalize_cases) def test_normalize(self, norm_cases): offset, cases = norm_cases for dt, expected in compat.iteritems(cases): assert offset.apply(dt) == expected def test_onOffset(self): tests = [] tests.append((CustomBusinessHour(start='10:00', end='15:00', holidays=self.holidays), {datetime(2014, 7, 1, 9): False, datetime(2014, 7, 1, 10): True, datetime(2014, 7, 1, 15): True, datetime(2014, 7, 1, 15, 1): False, datetime(2014, 7, 5, 12): False, datetime(2014, 7, 6, 12): False})) for offset, cases in tests: for dt, expected in compat.iteritems(cases): assert offset.onOffset(dt) == expected apply_cases = [] apply_cases.append(( CustomBusinessHour(holidays=holidays), {datetime(2014, 7, 1, 11): datetime(2014, 7, 1, 12), datetime(2014, 7, 1, 13): datetime(2014, 7, 1, 14), datetime(2014, 7, 1, 15): datetime(2014, 7, 1, 16), datetime(2014, 7, 1, 19): datetime(2014, 7, 3, 10), datetime(2014, 7, 1, 16): datetime(2014, 7, 3, 9), datetime(2014, 7, 1, 16, 30, 15): datetime(2014, 7, 3, 9, 30, 15), datetime(2014, 7, 1, 17): datetime(2014, 7, 3, 10), datetime(2014, 7, 2, 11): datetime(2014, 7, 3, 10), # out of business hours datetime(2014, 7, 2, 8): datetime(2014, 7, 3, 10), datetime(2014, 7, 2, 19): datetime(2014, 7, 3, 10), datetime(2014, 7, 2, 23): datetime(2014, 7, 3, 10), datetime(2014, 7, 3, 0): datetime(2014, 7, 3, 10), # saturday datetime(2014, 7, 5, 15): datetime(2014, 7, 7, 10), datetime(2014, 7, 4, 17): datetime(2014, 7, 7, 10), datetime(2014, 7, 4, 16, 30): datetime(2014, 7, 7, 9, 30), datetime(2014, 7, 4, 16, 30, 30): datetime(2014, 7, 7, 9, 30, 30)})) apply_cases.append(( CustomBusinessHour(4, holidays=holidays), {datetime(2014, 7, 1, 11): datetime(2014, 7, 1, 15), datetime(2014, 7, 1, 13): datetime(2014, 7, 3, 9), datetime(2014, 7, 1, 15): datetime(2014, 7, 3, 11), datetime(2014, 7, 1, 16): datetime(2014, 7, 3, 12), datetime(2014, 7, 1, 17): datetime(2014, 7, 3, 13), datetime(2014, 7, 2, 11): datetime(2014, 7, 3, 13), datetime(2014, 7, 2, 8): datetime(2014, 7, 3, 13), datetime(2014, 7, 2, 19): datetime(2014, 7, 3, 13), datetime(2014, 7, 2, 23): datetime(2014, 7, 3, 13), datetime(2014, 7, 3, 0): datetime(2014, 7, 3, 13), datetime(2014, 7, 5, 15): datetime(2014, 7, 7, 13), datetime(2014, 7, 4, 17): datetime(2014, 7, 7, 13), datetime(2014, 7, 4, 16, 30): datetime(2014, 7, 7, 12, 30), datetime(2014, 7, 4, 16, 30, 30): datetime(2014, 7, 7, 12, 30, 30)})) @pytest.mark.parametrize('apply_case', apply_cases) def test_apply(self, apply_case): offset, cases = apply_case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) nano_cases = [] nano_cases.append( (CustomBusinessHour(holidays=holidays), {Timestamp('2014-07-01 15:00') + Nano(5): Timestamp('2014-07-01 16:00') + Nano(5), Timestamp('2014-07-01 16:00') + Nano(5): Timestamp('2014-07-03 09:00') + Nano(5), Timestamp('2014-07-01 16:00') - Nano(5): Timestamp('2014-07-01 17:00') - Nano(5)})) nano_cases.append( (CustomBusinessHour(-1, holidays=holidays), {Timestamp('2014-07-01 15:00') + Nano(5): Timestamp('2014-07-01 14:00') + Nano(5), Timestamp('2014-07-01 10:00') + Nano(5): Timestamp('2014-07-01 09:00') + Nano(5), Timestamp('2014-07-01 10:00') - Nano(5): Timestamp('2014-06-26 17:00') - Nano(5)})) @pytest.mark.parametrize('nano_case', nano_cases) def test_apply_nanoseconds(self, nano_case): offset, cases = nano_case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) class TestCustomBusinessDay(Base): _offset = CDay def setup_method(self, method): self.d = datetime(2008, 1, 1) self.nd = np_datetime64_compat('2008-01-01 00:00:00Z') self.offset = CDay() self.offset1 = self.offset self.offset2 = CDay(2) def test_different_normalize_equals(self): # GH#21404 changed __eq__ to return False when `normalize` doesnt match offset = self._offset() offset2 = self._offset(normalize=True) assert offset != offset2 def test_repr(self): assert repr(self.offset) == '<CustomBusinessDay>' assert repr(self.offset2) == '<2 * CustomBusinessDays>' if compat.PY37: expected = '<BusinessDay: offset=datetime.timedelta(days=1)>' else: expected = '<BusinessDay: offset=datetime.timedelta(1)>' assert repr(self.offset + timedelta(1)) == expected def test_with_offset(self): offset = self.offset + timedelta(hours=2) assert (self.d + offset) == datetime(2008, 1, 2, 2) def test_eq(self): assert self.offset2 == self.offset2 def test_mul(self): pass def test_hash(self): assert hash(self.offset2) == hash(self.offset2) def test_call(self): assert self.offset2(self.d) == datetime(2008, 1, 3) assert self.offset2(self.nd) == datetime(2008, 1, 3) def testRollback1(self): assert CDay(10).rollback(self.d) == self.d def testRollback2(self): assert (CDay(10).rollback(datetime(2008, 1, 5)) == datetime(2008, 1, 4)) def testRollforward1(self): assert CDay(10).rollforward(self.d) == self.d def testRollforward2(self): assert (CDay(10).rollforward(datetime(2008, 1, 5)) == datetime(2008, 1, 7)) def test_roll_date_object(self): offset = CDay() dt = date(2012, 9, 15) result = offset.rollback(dt) assert result == datetime(2012, 9, 14) result = offset.rollforward(dt) assert result == datetime(2012, 9, 17) offset = offsets.Day() result = offset.rollback(dt) assert result == datetime(2012, 9, 15) result = offset.rollforward(dt) assert result == datetime(2012, 9, 15) on_offset_cases = [(CDay(), datetime(2008, 1, 1), True), (CDay(), datetime(2008, 1, 5), False)] @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): offset, d, expected = case assert_onOffset(offset, d, expected) apply_cases = [] apply_cases.append((CDay(), { datetime(2008, 1, 1): datetime(2008, 1, 2), datetime(2008, 1, 4): datetime(2008, 1, 7), datetime(2008, 1, 5): datetime(2008, 1, 7), datetime(2008, 1, 6): datetime(2008, 1, 7), datetime(2008, 1, 7): datetime(2008, 1, 8)})) apply_cases.append((2 * CDay(), { datetime(2008, 1, 1): datetime(2008, 1, 3), datetime(2008, 1, 4): datetime(2008, 1, 8), datetime(2008, 1, 5): datetime(2008, 1, 8), datetime(2008, 1, 6): datetime(2008, 1, 8), datetime(2008, 1, 7): datetime(2008, 1, 9)})) apply_cases.append((-CDay(), { datetime(2008, 1, 1): datetime(2007, 12, 31), datetime(2008, 1, 4): datetime(2008, 1, 3), datetime(2008, 1, 5): datetime(2008, 1, 4), datetime(2008, 1, 6): datetime(2008, 1, 4), datetime(2008, 1, 7): datetime(2008, 1, 4), datetime(2008, 1, 8): datetime(2008, 1, 7)})) apply_cases.append((-2 * CDay(), { datetime(2008, 1, 1): datetime(2007, 12, 28), datetime(2008, 1, 4): datetime(2008, 1, 2), datetime(2008, 1, 5): datetime(2008, 1, 3), datetime(2008, 1, 6): datetime(2008, 1, 3), datetime(2008, 1, 7): datetime(2008, 1, 3), datetime(2008, 1, 8): datetime(2008, 1, 4), datetime(2008, 1, 9): datetime(2008, 1, 7)})) apply_cases.append((CDay(0), { datetime(2008, 1, 1): datetime(2008, 1, 1), datetime(2008, 1, 4): datetime(2008, 1, 4), datetime(2008, 1, 5): datetime(2008, 1, 7), datetime(2008, 1, 6): datetime(2008, 1, 7), datetime(2008, 1, 7): datetime(2008, 1, 7)})) @pytest.mark.parametrize('case', apply_cases) def test_apply(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) def test_apply_large_n(self): dt = datetime(2012, 10, 23) result = dt + CDay(10) assert result == datetime(2012, 11, 6) result = dt + CDay(100) - CDay(100) assert result == dt off = CDay() * 6 rs = datetime(2012, 1, 1) - off xp = datetime(2011, 12, 23) assert rs == xp st = datetime(2011, 12, 18) rs = st + off xp = datetime(2011, 12, 26) assert rs == xp def test_apply_corner(self): pytest.raises(Exception, CDay().apply, BMonthEnd()) def test_holidays(self): # Define a TradingDay offset holidays = ['2012-05-01', datetime(2013, 5, 1), np.datetime64('2014-05-01')] tday = CDay(holidays=holidays) for year in range(2012, 2015): dt = datetime(year, 4, 30) xp = datetime(year, 5, 2) rs = dt + tday assert rs == xp def test_weekmask(self): weekmask_saudi = 'Sat Sun Mon Tue Wed' # Thu-Fri Weekend weekmask_uae = '1111001' # Fri-Sat Weekend weekmask_egypt = [1, 1, 1, 1, 0, 0, 1] # Fri-Sat Weekend bday_saudi = CDay(weekmask=weekmask_saudi) bday_uae = CDay(weekmask=weekmask_uae) bday_egypt = CDay(weekmask=weekmask_egypt) dt = datetime(2013, 5, 1) xp_saudi = datetime(2013, 5, 4) xp_uae = datetime(2013, 5, 2) xp_egypt = datetime(2013, 5, 2) assert xp_saudi == dt + bday_saudi assert xp_uae == dt + bday_uae assert xp_egypt == dt + bday_egypt xp2 = datetime(2013, 5, 5) assert xp2 == dt + 2 * bday_saudi assert xp2 == dt + 2 * bday_uae assert xp2 == dt + 2 * bday_egypt def test_weekmask_and_holidays(self): weekmask_egypt = 'Sun Mon Tue Wed Thu' # Fri-Sat Weekend holidays = ['2012-05-01', datetime(2013, 5, 1), np.datetime64('2014-05-01')] bday_egypt = CDay(holidays=holidays, weekmask=weekmask_egypt) dt = datetime(2013, 4, 30) xp_egypt = datetime(2013, 5, 5) assert xp_egypt == dt + 2 * bday_egypt @pytest.mark.filterwarnings("ignore:Non:pandas.errors.PerformanceWarning") def test_calendar(self): calendar = USFederalHolidayCalendar() dt = datetime(2014, 1, 17) assert_offset_equal(CDay(calendar=calendar), dt, datetime(2014, 1, 21)) def test_roundtrip_pickle(self): def _check_roundtrip(obj): unpickled = tm.round_trip_pickle(obj) assert unpickled == obj _check_roundtrip(self.offset) _check_roundtrip(self.offset2) _check_roundtrip(self.offset * 2) def test_pickle_compat_0_14_1(self, datapath): hdays = [datetime(2013, 1, 1) for ele in range(4)] pth = datapath('tseries', 'offsets', 'data', 'cday-0.14.1.pickle') cday0_14_1 = read_pickle(pth) cday = CDay(holidays=hdays) assert cday == cday0_14_1 class CustomBusinessMonthBase(object): def setup_method(self, method): self.d = datetime(2008, 1, 1) self.offset = self._offset() self.offset1 = self.offset self.offset2 = self._offset(2) def test_eq(self): assert self.offset2 == self.offset2 def test_mul(self): pass def test_hash(self): assert hash(self.offset2) == hash(self.offset2) def test_roundtrip_pickle(self): def _check_roundtrip(obj): unpickled = tm.round_trip_pickle(obj) assert unpickled == obj _check_roundtrip(self._offset()) _check_roundtrip(self._offset(2)) _check_roundtrip(self._offset() * 2) def test_copy(self): # GH 17452 off = self._offset(weekmask='Mon Wed Fri') assert off == off.copy() class TestCustomBusinessMonthEnd(CustomBusinessMonthBase, Base): _offset = CBMonthEnd def test_different_normalize_equals(self): # GH#21404 changed __eq__ to return False when `normalize` doesnt match offset = self._offset() offset2 = self._offset(normalize=True) assert offset != offset2 def test_repr(self): assert repr(self.offset) == '<CustomBusinessMonthEnd>' assert repr(self.offset2) == '<2 * CustomBusinessMonthEnds>' def testCall(self): assert self.offset2(self.d) == datetime(2008, 2, 29) def testRollback1(self): assert (CDay(10).rollback(datetime(2007, 12, 31)) == datetime(2007, 12, 31)) def testRollback2(self): assert CBMonthEnd(10).rollback(self.d) == datetime(2007, 12, 31) def testRollforward1(self): assert CBMonthEnd(10).rollforward(self.d) == datetime(2008, 1, 31) def test_roll_date_object(self): offset = CBMonthEnd() dt = date(2012, 9, 15) result = offset.rollback(dt) assert result == datetime(2012, 8, 31) result = offset.rollforward(dt) assert result == datetime(2012, 9, 28) offset = offsets.Day() result = offset.rollback(dt) assert result == datetime(2012, 9, 15) result = offset.rollforward(dt) assert result == datetime(2012, 9, 15) on_offset_cases = [(CBMonthEnd(), datetime(2008, 1, 31), True), (CBMonthEnd(), datetime(2008, 1, 1), False)] @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): offset, d, expected = case assert_onOffset(offset, d, expected) apply_cases = [] apply_cases.append((CBMonthEnd(), { datetime(2008, 1, 1): datetime(2008, 1, 31), datetime(2008, 2, 7): datetime(2008, 2, 29)})) apply_cases.append((2 * CBMonthEnd(), { datetime(2008, 1, 1): datetime(2008, 2, 29), datetime(2008, 2, 7): datetime(2008, 3, 31)})) apply_cases.append((-CBMonthEnd(), { datetime(2008, 1, 1): datetime(2007, 12, 31), datetime(2008, 2, 8): datetime(2008, 1, 31)})) apply_cases.append((-2 * CBMonthEnd(), { datetime(2008, 1, 1): datetime(2007, 11, 30), datetime(2008, 2, 9): datetime(2007, 12, 31)})) apply_cases.append((CBMonthEnd(0), { datetime(2008, 1, 1): datetime(2008, 1, 31), datetime(2008, 2, 7): datetime(2008, 2, 29)})) @pytest.mark.parametrize('case', apply_cases) def test_apply(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) def test_apply_large_n(self): dt = datetime(2012, 10, 23) result = dt + CBMonthEnd(10) assert result == datetime(2013, 7, 31) result = dt + CDay(100) - CDay(100) assert result == dt off = CBMonthEnd() * 6 rs = datetime(2012, 1, 1) - off xp = datetime(2011, 7, 29) assert rs == xp st = datetime(2011, 12, 18) rs = st + off xp = datetime(2012, 5, 31) assert rs == xp def test_holidays(self): # Define a TradingDay offset holidays = ['2012-01-31', datetime(2012, 2, 28), np.datetime64('2012-02-29')] bm_offset = CBMonthEnd(holidays=holidays) dt = datetime(2012, 1, 1) assert dt + bm_offset == datetime(2012, 1, 30) assert dt + 2 * bm_offset == datetime(2012, 2, 27) @pytest.mark.filterwarnings("ignore:Non:pandas.errors.PerformanceWarning") def test_datetimeindex(self): from pandas.tseries.holiday import USFederalHolidayCalendar hcal = USFederalHolidayCalendar() freq = CBMonthEnd(calendar=hcal) assert (date_range(start='20120101', end='20130101', freq=freq).tolist()[0] == datetime(2012, 1, 31)) class TestCustomBusinessMonthBegin(CustomBusinessMonthBase, Base): _offset = CBMonthBegin def test_different_normalize_equals(self): # GH#21404 changed __eq__ to return False when `normalize` doesnt match offset = self._offset() offset2 = self._offset(normalize=True) assert offset != offset2 def test_repr(self): assert repr(self.offset) == '<CustomBusinessMonthBegin>' assert repr(self.offset2) == '<2 * CustomBusinessMonthBegins>' def testCall(self): assert self.offset2(self.d) == datetime(2008, 3, 3) def testRollback1(self): assert (CDay(10).rollback(datetime(2007, 12, 31)) == datetime(2007, 12, 31)) def testRollback2(self): assert CBMonthBegin(10).rollback(self.d) == datetime(2008, 1, 1) def testRollforward1(self): assert CBMonthBegin(10).rollforward(self.d) == datetime(2008, 1, 1) def test_roll_date_object(self): offset = CBMonthBegin() dt = date(2012, 9, 15) result = offset.rollback(dt) assert result == datetime(2012, 9, 3) result = offset.rollforward(dt) assert result == datetime(2012, 10, 1) offset = offsets.Day() result = offset.rollback(dt) assert result == datetime(2012, 9, 15) result = offset.rollforward(dt) assert result == datetime(2012, 9, 15) on_offset_cases = [(CBMonthBegin(), datetime(2008, 1, 1), True), (CBMonthBegin(), datetime(2008, 1, 31), False)] @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): offset, dt, expected = case assert_onOffset(offset, dt, expected) apply_cases = [] apply_cases.append((CBMonthBegin(), { datetime(2008, 1, 1): datetime(2008, 2, 1), datetime(2008, 2, 7): datetime(2008, 3, 3)})) apply_cases.append((2 * CBMonthBegin(), { datetime(2008, 1, 1): datetime(2008, 3, 3), datetime(2008, 2, 7): datetime(2008, 4, 1)})) apply_cases.append((-CBMonthBegin(), { datetime(2008, 1, 1): datetime(2007, 12, 3), datetime(2008, 2, 8): datetime(2008, 2, 1)})) apply_cases.append((-2 * CBMonthBegin(), { datetime(2008, 1, 1): datetime(2007, 11, 1), datetime(2008, 2, 9): datetime(2008, 1, 1)})) apply_cases.append((CBMonthBegin(0), { datetime(2008, 1, 1): datetime(2008, 1, 1), datetime(2008, 1, 7): datetime(2008, 2, 1)})) @pytest.mark.parametrize('case', apply_cases) def test_apply(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) def test_apply_large_n(self): dt = datetime(2012, 10, 23) result = dt + CBMonthBegin(10) assert result == datetime(2013, 8, 1) result = dt + CDay(100) - CDay(100) assert result == dt off = CBMonthBegin() * 6 rs = datetime(2012, 1, 1) - off xp = datetime(2011, 7, 1) assert rs == xp st = datetime(2011, 12, 18) rs = st + off xp = datetime(2012, 6, 1) assert rs == xp def test_holidays(self): # Define a TradingDay offset holidays = ['2012-02-01', datetime(2012, 2, 2), np.datetime64('2012-03-01')] bm_offset = CBMonthBegin(holidays=holidays) dt = datetime(2012, 1, 1) assert dt + bm_offset == datetime(2012, 1, 2) assert dt + 2 * bm_offset == datetime(2012, 2, 3) @pytest.mark.filterwarnings("ignore:Non:pandas.errors.PerformanceWarning") def test_datetimeindex(self): hcal = USFederalHolidayCalendar() cbmb = CBMonthBegin(calendar=hcal) assert (date_range(start='20120101', end='20130101', freq=cbmb).tolist()[0] == datetime(2012, 1, 3)) class TestWeek(Base): _offset = Week d = Timestamp(datetime(2008, 1, 2)) offset1 = _offset() offset2 = _offset(2) def test_repr(self): assert repr(Week(weekday=0)) == "<Week: weekday=0>" assert repr(Week(n=-1, weekday=0)) == "<-1 * Week: weekday=0>" assert repr(Week(n=-2, weekday=0)) == "<-2 * Weeks: weekday=0>" def test_corner(self): with pytest.raises(ValueError): Week(weekday=7) with pytest.raises(ValueError, match="Day must be"): Week(weekday=-1) def test_isAnchored(self): assert Week(weekday=0).isAnchored() assert not Week().isAnchored() assert not Week(2, weekday=2).isAnchored() assert not Week(2).isAnchored() offset_cases = [] # not business week offset_cases.append((Week(), { datetime(2008, 1, 1): datetime(2008, 1, 8), datetime(2008, 1, 4): datetime(2008, 1, 11), datetime(2008, 1, 5): datetime(2008, 1, 12), datetime(2008, 1, 6): datetime(2008, 1, 13), datetime(2008, 1, 7): datetime(2008, 1, 14)})) # Mon offset_cases.append((Week(weekday=0), { datetime(2007, 12, 31): datetime(2008, 1, 7), datetime(2008, 1, 4): datetime(2008, 1, 7), datetime(2008, 1, 5): datetime(2008, 1, 7), datetime(2008, 1, 6): datetime(2008, 1, 7), datetime(2008, 1, 7): datetime(2008, 1, 14)})) # n=0 -> roll forward. Mon offset_cases.append((Week(0, weekday=0), { datetime(2007, 12, 31): datetime(2007, 12, 31), datetime(2008, 1, 4): datetime(2008, 1, 7), datetime(2008, 1, 5): datetime(2008, 1, 7), datetime(2008, 1, 6): datetime(2008, 1, 7), datetime(2008, 1, 7): datetime(2008, 1, 7)})) # n=0 -> roll forward. Mon offset_cases.append((Week(-2, weekday=1), { datetime(2010, 4, 6): datetime(2010, 3, 23), datetime(2010, 4, 8): datetime(2010, 3, 30), datetime(2010, 4, 5): datetime(2010, 3, 23)})) @pytest.mark.parametrize('case', offset_cases) def test_offset(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) @pytest.mark.parametrize('weekday', range(7)) def test_onOffset(self, weekday): offset = Week(weekday=weekday) for day in range(1, 8): date = datetime(2008, 1, day) if day % 7 == weekday: expected = True else: expected = False assert_onOffset(offset, date, expected) class TestWeekOfMonth(Base): _offset = WeekOfMonth offset1 = _offset() offset2 = _offset(2) def test_constructor(self): with pytest.raises(ValueError, match="^Week"): WeekOfMonth(n=1, week=4, weekday=0) with pytest.raises(ValueError, match="^Week"): WeekOfMonth(n=1, week=-1, weekday=0) with pytest.raises(ValueError, match="^Day"): WeekOfMonth(n=1, week=0, weekday=-1) with pytest.raises(ValueError, match="^Day"): WeekOfMonth(n=1, week=0, weekday=-7) def test_repr(self): assert (repr(WeekOfMonth(weekday=1, week=2)) == "<WeekOfMonth: week=2, weekday=1>") def test_offset(self): date1 = datetime(2011, 1, 4) # 1st Tuesday of Month date2 = datetime(2011, 1, 11) # 2nd Tuesday of Month date3 = datetime(2011, 1, 18) # 3rd Tuesday of Month date4 = datetime(2011, 1, 25) # 4th Tuesday of Month # see for loop for structure test_cases = [ (-2, 2, 1, date1, datetime(2010, 11, 16)), (-2, 2, 1, date2, datetime(2010, 11, 16)), (-2, 2, 1, date3, datetime(2010, 11, 16)), (-2, 2, 1, date4, datetime(2010, 12, 21)), (-1, 2, 1, date1, datetime(2010, 12, 21)), (-1, 2, 1, date2, datetime(2010, 12, 21)), (-1, 2, 1, date3, datetime(2010, 12, 21)), (-1, 2, 1, date4, datetime(2011, 1, 18)), (0, 0, 1, date1, datetime(2011, 1, 4)), (0, 0, 1, date2, datetime(2011, 2, 1)), (0, 0, 1, date3, datetime(2011, 2, 1)), (0, 0, 1, date4, datetime(2011, 2, 1)), (0, 1, 1, date1, datetime(2011, 1, 11)), (0, 1, 1, date2, datetime(2011, 1, 11)), (0, 1, 1, date3, datetime(2011, 2, 8)), (0, 1, 1, date4, datetime(2011, 2, 8)), (0, 0, 1, date1, datetime(2011, 1, 4)), (0, 1, 1, date2, datetime(2011, 1, 11)), (0, 2, 1, date3, datetime(2011, 1, 18)), (0, 3, 1, date4, datetime(2011, 1, 25)), (1, 0, 0, date1, datetime(2011, 2, 7)), (1, 0, 0, date2, datetime(2011, 2, 7)), (1, 0, 0, date3, datetime(2011, 2, 7)), (1, 0, 0, date4, datetime(2011, 2, 7)), (1, 0, 1, date1, datetime(2011, 2, 1)), (1, 0, 1, date2, datetime(2011, 2, 1)), (1, 0, 1, date3, datetime(2011, 2, 1)), (1, 0, 1, date4, datetime(2011, 2, 1)), (1, 0, 2, date1, datetime(2011, 1, 5)), (1, 0, 2, date2, datetime(2011, 2, 2)), (1, 0, 2, date3, datetime(2011, 2, 2)), (1, 0, 2, date4, datetime(2011, 2, 2)), (1, 2, 1, date1, datetime(2011, 1, 18)), (1, 2, 1, date2, datetime(2011, 1, 18)), (1, 2, 1, date3, datetime(2011, 2, 15)), (1, 2, 1, date4, datetime(2011, 2, 15)), (2, 2, 1, date1, datetime(2011, 2, 15)), (2, 2, 1, date2, datetime(2011, 2, 15)), (2, 2, 1, date3, datetime(2011, 3, 15)), (2, 2, 1, date4, datetime(2011, 3, 15))] for n, week, weekday, dt, expected in test_cases: offset = WeekOfMonth(n, week=week, weekday=weekday) assert_offset_equal(offset, dt, expected) # try subtracting result = datetime(2011, 2, 1) - WeekOfMonth(week=1, weekday=2) assert result == datetime(2011, 1, 12) result = datetime(2011, 2, 3) - WeekOfMonth(week=0, weekday=2) assert result == datetime(2011, 2, 2) on_offset_cases = [(0, 0, datetime(2011, 2, 7), True), (0, 0, datetime(2011, 2, 6), False), (0, 0, datetime(2011, 2, 14), False), (1, 0, datetime(2011, 2, 14), True), (0, 1, datetime(2011, 2, 1), True), (0, 1, datetime(2011, 2, 8), False)] @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): week, weekday, dt, expected = case offset = WeekOfMonth(week=week, weekday=weekday) assert offset.onOffset(dt) == expected class TestLastWeekOfMonth(Base): _offset = LastWeekOfMonth offset1 = _offset() offset2 = _offset(2) def test_constructor(self): with pytest.raises(ValueError, match="^N cannot be 0"): LastWeekOfMonth(n=0, weekday=1) with pytest.raises(ValueError, match="^Day"): LastWeekOfMonth(n=1, weekday=-1) with pytest.raises(ValueError, match="^Day"): LastWeekOfMonth(n=1, weekday=7) def test_offset(self): # Saturday last_sat = datetime(2013, 8, 31) next_sat = datetime(2013, 9, 28) offset_sat = LastWeekOfMonth(n=1, weekday=5) one_day_before = (last_sat + timedelta(days=-1)) assert one_day_before + offset_sat == last_sat one_day_after = (last_sat + timedelta(days=+1)) assert one_day_after + offset_sat == next_sat # Test On that day assert last_sat + offset_sat == next_sat # Thursday offset_thur = LastWeekOfMonth(n=1, weekday=3) last_thurs = datetime(2013, 1, 31) next_thurs = datetime(2013, 2, 28) one_day_before = last_thurs + timedelta(days=-1) assert one_day_before + offset_thur == last_thurs one_day_after = last_thurs + timedelta(days=+1) assert one_day_after + offset_thur == next_thurs # Test on that day assert last_thurs + offset_thur == next_thurs three_before = last_thurs + timedelta(days=-3) assert three_before + offset_thur == last_thurs two_after = last_thurs + timedelta(days=+2) assert two_after + offset_thur == next_thurs offset_sunday = LastWeekOfMonth(n=1, weekday=WeekDay.SUN) assert datetime(2013, 7, 31) + offset_sunday == datetime(2013, 8, 25) on_offset_cases = [ (WeekDay.SUN, datetime(2013, 1, 27), True), (WeekDay.SAT, datetime(2013, 3, 30), True), (WeekDay.MON, datetime(2013, 2, 18), False), # Not the last Mon (WeekDay.SUN, datetime(2013, 2, 25), False), # Not a SUN (WeekDay.MON, datetime(2013, 2, 25), True), (WeekDay.SAT, datetime(2013, 11, 30), True), (WeekDay.SAT, datetime(2006, 8, 26), True), (WeekDay.SAT, datetime(2007, 8, 25), True), (WeekDay.SAT, datetime(2008, 8, 30), True), (WeekDay.SAT, datetime(2009, 8, 29), True), (WeekDay.SAT, datetime(2010, 8, 28), True), (WeekDay.SAT, datetime(2011, 8, 27), True), (WeekDay.SAT, datetime(2019, 8, 31), True)] @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): weekday, dt, expected = case offset = LastWeekOfMonth(weekday=weekday) assert offset.onOffset(dt) == expected class TestSemiMonthEnd(Base): _offset = SemiMonthEnd offset1 = _offset() offset2 = _offset(2) def test_offset_whole_year(self): dates = (datetime(2007, 12, 31), datetime(2008, 1, 15), datetime(2008, 1, 31), datetime(2008, 2, 15), datetime(2008, 2, 29), datetime(2008, 3, 15), datetime(2008, 3, 31), datetime(2008, 4, 15), datetime(2008, 4, 30), datetime(2008, 5, 15), datetime(2008, 5, 31), datetime(2008, 6, 15), datetime(2008, 6, 30), datetime(2008, 7, 15), datetime(2008, 7, 31), datetime(2008, 8, 15), datetime(2008, 8, 31), datetime(2008, 9, 15), datetime(2008, 9, 30), datetime(2008, 10, 15), datetime(2008, 10, 31), datetime(2008, 11, 15), datetime(2008, 11, 30), datetime(2008, 12, 15), datetime(2008, 12, 31)) for base, exp_date in zip(dates[:-1], dates[1:]): assert_offset_equal(SemiMonthEnd(), base, exp_date) # ensure .apply_index works as expected s = DatetimeIndex(dates[:-1]) with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = SemiMonthEnd().apply_index(s) exp = DatetimeIndex(dates[1:]) tm.assert_index_equal(result, exp) # ensure generating a range with DatetimeIndex gives same result result = date_range(start=dates[0], end=dates[-1], freq='SM') exp = DatetimeIndex(dates) tm.assert_index_equal(result, exp) offset_cases = [] offset_cases.append((SemiMonthEnd(), { datetime(2008, 1, 1): datetime(2008, 1, 15), datetime(2008, 1, 15): datetime(2008, 1, 31), datetime(2008, 1, 31): datetime(2008, 2, 15), datetime(2006, 12, 14): datetime(2006, 12, 15), datetime(2006, 12, 29): datetime(2006, 12, 31), datetime(2006, 12, 31): datetime(2007, 1, 15), datetime(2007, 1, 1): datetime(2007, 1, 15), datetime(2006, 12, 1): datetime(2006, 12, 15), datetime(2006, 12, 15): datetime(2006, 12, 31)})) offset_cases.append((SemiMonthEnd(day_of_month=20), { datetime(2008, 1, 1): datetime(2008, 1, 20), datetime(2008, 1, 15): datetime(2008, 1, 20), datetime(2008, 1, 21): datetime(2008, 1, 31), datetime(2008, 1, 31): datetime(2008, 2, 20), datetime(2006, 12, 14): datetime(2006, 12, 20), datetime(2006, 12, 29): datetime(2006, 12, 31), datetime(2006, 12, 31): datetime(2007, 1, 20), datetime(2007, 1, 1): datetime(2007, 1, 20), datetime(2006, 12, 1): datetime(2006, 12, 20), datetime(2006, 12, 15): datetime(2006, 12, 20)})) offset_cases.append((SemiMonthEnd(0), { datetime(2008, 1, 1): datetime(2008, 1, 15), datetime(2008, 1, 16): datetime(2008, 1, 31), datetime(2008, 1, 15): datetime(2008, 1, 15), datetime(2008, 1, 31): datetime(2008, 1, 31), datetime(2006, 12, 29): datetime(2006, 12, 31), datetime(2006, 12, 31): datetime(2006, 12, 31), datetime(2007, 1, 1): datetime(2007, 1, 15)})) offset_cases.append((SemiMonthEnd(0, day_of_month=16), { datetime(2008, 1, 1): datetime(2008, 1, 16), datetime(2008, 1, 16): datetime(2008, 1, 16), datetime(2008, 1, 15): datetime(2008, 1, 16), datetime(2008, 1, 31): datetime(2008, 1, 31), datetime(2006, 12, 29): datetime(2006, 12, 31), datetime(2006, 12, 31): datetime(2006, 12, 31), datetime(2007, 1, 1): datetime(2007, 1, 16)})) offset_cases.append((SemiMonthEnd(2), { datetime(2008, 1, 1): datetime(2008, 1, 31), datetime(2008, 1, 31): datetime(2008, 2, 29), datetime(2006, 12, 29): datetime(2007, 1, 15), datetime(2006, 12, 31): datetime(2007, 1, 31), datetime(2007, 1, 1): datetime(2007, 1, 31), datetime(2007, 1, 16): datetime(2007, 2, 15), datetime(2006, 11, 1): datetime(2006, 11, 30)})) offset_cases.append((SemiMonthEnd(-1), { datetime(2007, 1, 1): datetime(2006, 12, 31), datetime(2008, 6, 30): datetime(2008, 6, 15), datetime(2008, 12, 31): datetime(2008, 12, 15), datetime(2006, 12, 29): datetime(2006, 12, 15), datetime(2006, 12, 30): datetime(2006, 12, 15), datetime(2007, 1, 1): datetime(2006, 12, 31)})) offset_cases.append((SemiMonthEnd(-1, day_of_month=4), { datetime(2007, 1, 1): datetime(2006, 12, 31), datetime(2007, 1, 4): datetime(2006, 12, 31), datetime(2008, 6, 30): datetime(2008, 6, 4), datetime(2008, 12, 31): datetime(2008, 12, 4), datetime(2006, 12, 5): datetime(2006, 12, 4), datetime(2006, 12, 30): datetime(2006, 12, 4), datetime(2007, 1, 1): datetime(2006, 12, 31)})) offset_cases.append((SemiMonthEnd(-2), { datetime(2007, 1, 1): datetime(2006, 12, 15), datetime(2008, 6, 30): datetime(2008, 5, 31), datetime(2008, 3, 15): datetime(2008, 2, 15), datetime(2008, 12, 31): datetime(2008, 11, 30), datetime(2006, 12, 29): datetime(2006, 11, 30), datetime(2006, 12, 14): datetime(2006, 11, 15), datetime(2007, 1, 1): datetime(2006, 12, 15)})) @pytest.mark.parametrize('case', offset_cases) def test_offset(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) @pytest.mark.parametrize('case', offset_cases) def test_apply_index(self, case): offset, cases = case s = DatetimeIndex(cases.keys()) with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = offset.apply_index(s) exp = DatetimeIndex(cases.values()) tm.assert_index_equal(result, exp) on_offset_cases = [(datetime(2007, 12, 31), True), (datetime(2007, 12, 15), True), (datetime(2007, 12, 14), False), (datetime(2007, 12, 1), False), (datetime(2008, 2, 29), True)] @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): dt, expected = case assert_onOffset(SemiMonthEnd(), dt, expected) @pytest.mark.parametrize('klass', [Series, DatetimeIndex]) def test_vectorized_offset_addition(self, klass): s = klass([Timestamp('2000-01-15 00:15:00', tz='US/Central'), Timestamp('2000-02-15', tz='US/Central')], name='a') with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = s + SemiMonthEnd() result2 = SemiMonthEnd() + s exp = klass([Timestamp('2000-01-31 00:15:00', tz='US/Central'), Timestamp('2000-02-29', tz='US/Central')], name='a') tm.assert_equal(result, exp) tm.assert_equal(result2, exp) s = klass([Timestamp('2000-01-01 00:15:00', tz='US/Central'), Timestamp('2000-02-01', tz='US/Central')], name='a') with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = s + SemiMonthEnd() result2 = SemiMonthEnd() + s exp = klass([Timestamp('2000-01-15 00:15:00', tz='US/Central'), Timestamp('2000-02-15', tz='US/Central')], name='a') tm.assert_equal(result, exp) tm.assert_equal(result2, exp) class TestSemiMonthBegin(Base): _offset = SemiMonthBegin offset1 = _offset() offset2 = _offset(2) def test_offset_whole_year(self): dates = (datetime(2007, 12, 15), datetime(2008, 1, 1), datetime(2008, 1, 15), datetime(2008, 2, 1), datetime(2008, 2, 15), datetime(2008, 3, 1), datetime(2008, 3, 15), datetime(2008, 4, 1), datetime(2008, 4, 15), datetime(2008, 5, 1), datetime(2008, 5, 15), datetime(2008, 6, 1), datetime(2008, 6, 15), datetime(2008, 7, 1), datetime(2008, 7, 15), datetime(2008, 8, 1), datetime(2008, 8, 15), datetime(2008, 9, 1), datetime(2008, 9, 15), datetime(2008, 10, 1), datetime(2008, 10, 15), datetime(2008, 11, 1), datetime(2008, 11, 15), datetime(2008, 12, 1), datetime(2008, 12, 15)) for base, exp_date in zip(dates[:-1], dates[1:]): assert_offset_equal(SemiMonthBegin(), base, exp_date) # ensure .apply_index works as expected s = DatetimeIndex(dates[:-1]) with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = SemiMonthBegin().apply_index(s) exp = DatetimeIndex(dates[1:]) tm.assert_index_equal(result, exp) # ensure generating a range with DatetimeIndex gives same result result = date_range(start=dates[0], end=dates[-1], freq='SMS') exp = DatetimeIndex(dates) tm.assert_index_equal(result, exp) offset_cases = [] offset_cases.append((SemiMonthBegin(), { datetime(2008, 1, 1): datetime(2008, 1, 15), datetime(2008, 1, 15): datetime(2008, 2, 1), datetime(2008, 1, 31): datetime(2008, 2, 1), datetime(2006, 12, 14): datetime(2006, 12, 15), datetime(2006, 12, 29): datetime(2007, 1, 1), datetime(2006, 12, 31): datetime(2007, 1, 1), datetime(2007, 1, 1): datetime(2007, 1, 15), datetime(2006, 12, 1): datetime(2006, 12, 15), datetime(2006, 12, 15): datetime(2007, 1, 1)})) offset_cases.append((SemiMonthBegin(day_of_month=20), { datetime(2008, 1, 1): datetime(2008, 1, 20), datetime(2008, 1, 15): datetime(2008, 1, 20), datetime(2008, 1, 21): datetime(2008, 2, 1), datetime(2008, 1, 31): datetime(2008, 2, 1), datetime(2006, 12, 14): datetime(2006, 12, 20), datetime(2006, 12, 29): datetime(2007, 1, 1), datetime(2006, 12, 31): datetime(2007, 1, 1), datetime(2007, 1, 1): datetime(2007, 1, 20), datetime(2006, 12, 1): datetime(2006, 12, 20), datetime(2006, 12, 15): datetime(2006, 12, 20)})) offset_cases.append((SemiMonthBegin(0), { datetime(2008, 1, 1): datetime(2008, 1, 1), datetime(2008, 1, 16): datetime(2008, 2, 1), datetime(2008, 1, 15): datetime(2008, 1, 15), datetime(2008, 1, 31): datetime(2008, 2, 1), datetime(2006, 12, 29): datetime(2007, 1, 1), datetime(2006, 12, 2): datetime(2006, 12, 15), datetime(2007, 1, 1): datetime(2007, 1, 1)})) offset_cases.append((SemiMonthBegin(0, day_of_month=16), { datetime(2008, 1, 1): datetime(2008, 1, 1), datetime(2008, 1, 16): datetime(2008, 1, 16), datetime(2008, 1, 15): datetime(2008, 1, 16), datetime(2008, 1, 31): datetime(2008, 2, 1), datetime(2006, 12, 29): datetime(2007, 1, 1), datetime(2006, 12, 31): datetime(2007, 1, 1), datetime(2007, 1, 5): datetime(2007, 1, 16), datetime(2007, 1, 1): datetime(2007, 1, 1)})) offset_cases.append((SemiMonthBegin(2), { datetime(2008, 1, 1): datetime(2008, 2, 1), datetime(2008, 1, 31): datetime(2008, 2, 15), datetime(2006, 12, 1): datetime(2007, 1, 1), datetime(2006, 12, 29): datetime(2007, 1, 15), datetime(2006, 12, 15): datetime(2007, 1, 15), datetime(2007, 1, 1): datetime(2007, 2, 1), datetime(2007, 1, 16): datetime(2007, 2, 15), datetime(2006, 11, 1): datetime(2006, 12, 1)})) offset_cases.append((SemiMonthBegin(-1), { datetime(2007, 1, 1): datetime(2006, 12, 15), datetime(2008, 6, 30): datetime(2008, 6, 15), datetime(2008, 6, 14): datetime(2008, 6, 1), datetime(2008, 12, 31): datetime(2008, 12, 15), datetime(2006, 12, 29): datetime(2006, 12, 15), datetime(2006, 12, 15): datetime(2006, 12, 1), datetime(2007, 1, 1): datetime(2006, 12, 15)})) offset_cases.append((SemiMonthBegin(-1, day_of_month=4), { datetime(2007, 1, 1): datetime(2006, 12, 4), datetime(2007, 1, 4): datetime(2007, 1, 1), datetime(2008, 6, 30): datetime(2008, 6, 4), datetime(2008, 12, 31): datetime(2008, 12, 4), datetime(2006, 12, 5): datetime(2006, 12, 4), datetime(2006, 12, 30): datetime(2006, 12, 4), datetime(2006, 12, 2): datetime(2006, 12, 1), datetime(2007, 1, 1): datetime(2006, 12, 4)})) offset_cases.append((SemiMonthBegin(-2), { datetime(2007, 1, 1): datetime(2006, 12, 1), datetime(2008, 6, 30): datetime(2008, 6, 1), datetime(2008, 6, 14): datetime(2008, 5, 15), datetime(2008, 12, 31): datetime(2008, 12, 1), datetime(2006, 12, 29): datetime(2006, 12, 1), datetime(2006, 12, 15): datetime(2006, 11, 15), datetime(2007, 1, 1): datetime(2006, 12, 1)})) @pytest.mark.parametrize('case', offset_cases) def test_offset(self, case): offset, cases = case for base, expected in compat.iteritems(cases): assert_offset_equal(offset, base, expected) @pytest.mark.parametrize('case', offset_cases) def test_apply_index(self, case): offset, cases = case s = DatetimeIndex(cases.keys()) with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = offset.apply_index(s) exp = DatetimeIndex(cases.values()) tm.assert_index_equal(result, exp) on_offset_cases = [(datetime(2007, 12, 1), True), (datetime(2007, 12, 15), True), (datetime(2007, 12, 14), False), (datetime(2007, 12, 31), False), (datetime(2008, 2, 15), True)] @pytest.mark.parametrize('case', on_offset_cases) def test_onOffset(self, case): dt, expected = case assert_onOffset(SemiMonthBegin(), dt, expected) @pytest.mark.parametrize('klass', [Series, DatetimeIndex]) def test_vectorized_offset_addition(self, klass): s = klass([Timestamp('2000-01-15 00:15:00', tz='US/Central'), Timestamp('2000-02-15', tz='US/Central')], name='a') with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = s + SemiMonthBegin() result2 = SemiMonthBegin() + s exp = klass([Timestamp('2000-02-01 00:15:00', tz='US/Central'), Timestamp('2000-03-01', tz='US/Central')], name='a') tm.assert_equal(result, exp) tm.assert_equal(result2, exp) s = klass([Timestamp('2000-01-01 00:15:00', tz='US/Central'), Timestamp('2000-02-01', tz='US/Central')], name='a') with tm.assert_produces_warning(None): # GH#22535 check that we don't get a FutureWarning from adding # an integer array to PeriodIndex result = s + SemiMonthBegin() result2 = SemiMonthBegin() + s exp = klass([Timestamp('2000-01-15 00:15:00', tz='US/Central'), Timestamp('2000-02-15', tz='US/Central')], name='a') tm.assert_equal(result, exp) tm.assert_equal(result2, exp) def test_Easter(): assert_offset_equal(Easter(), datetime(2010, 1, 1), datetime(2010, 4, 4)) assert_offset_equal(Easter(), datetime(2010, 4, 5), datetime(2011, 4, 24)) assert_offset_equal(Easter(2), datetime(2010, 1, 1), datetime(2011, 4, 24)) assert_offset_equal(Easter(), datetime(2010, 4, 4), datetime(2011, 4, 24)) assert_offset_equal(Easter(2), datetime(2010, 4, 4), datetime(2012, 4, 8)) assert_offset_equal(-Easter(), datetime(2011, 1, 1), datetime(2010, 4, 4)) assert_offset_equal(-Easter(), datetime(2010, 4, 5), datetime(2010, 4, 4)) assert_offset_equal(-Easter(2), datetime(2011, 1, 1), datetime(2009, 4, 12)) assert_offset_equal(-Easter(), datetime(2010, 4, 4), datetime(2009, 4, 12)) assert_offset_equal(-Easter(2), datetime(2010, 4, 4), datetime(2008, 3, 23)) class TestOffsetNames(object): def test_get_offset_name(self): assert BDay().freqstr == 'B' assert BDay(2).freqstr == '2B' assert BMonthEnd().freqstr == 'BM' assert Week(weekday=0).freqstr == 'W-MON' assert Week(weekday=1).freqstr == 'W-TUE' assert Week(weekday=2).freqstr == 'W-WED' assert Week(weekday=3).freqstr == 'W-THU' assert Week(weekday=4).freqstr == 'W-FRI' assert LastWeekOfMonth(weekday=WeekDay.SUN).freqstr == "LWOM-SUN" def test_get_offset(): with pytest.raises(ValueError, match=INVALID_FREQ_ERR_MSG): get_offset('gibberish') with pytest.raises(ValueError, match=INVALID_FREQ_ERR_MSG): get_offset('QS-JAN-B') pairs = [ ('B', BDay()), ('b', BDay()), ('bm', BMonthEnd()), ('Bm', BMonthEnd()), ('W-MON', Week(weekday=0)), ('W-TUE', Week(weekday=1)), ('W-WED', Week(weekday=2)), ('W-THU', Week(weekday=3)), ('W-FRI', Week(weekday=4))] for name, expected in pairs: offset = get_offset(name) assert offset == expected, ("Expected %r to yield %r (actual: %r)" % (name, expected, offset)) def test_get_offset_legacy(): pairs = [('w@Sat', Week(weekday=5))] for name, expected in pairs: with pytest.raises(ValueError, match=INVALID_FREQ_ERR_MSG): get_offset(name) class TestOffsetAliases(object): def setup_method(self, method): _offset_map.clear() def test_alias_equality(self): for k, v in compat.iteritems(_offset_map): if v is None: continue assert k == v.copy() def test_rule_code(self): lst = ['M', 'MS', 'BM', 'BMS', 'D', 'B', 'H', 'T', 'S', 'L', 'U'] for k in lst: assert k == get_offset(k).rule_code # should be cached - this is kind of an internals test... assert k in _offset_map assert k == (get_offset(k) * 3).rule_code suffix_lst = ['MON', 'TUE', 'WED', 'THU', 'FRI', 'SAT', 'SUN'] base = 'W' for v in suffix_lst: alias = '-'.join([base, v]) assert alias == get_offset(alias).rule_code assert alias == (get_offset(alias) * 5).rule_code suffix_lst = ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC'] base_lst = ['A', 'AS', 'BA', 'BAS', 'Q', 'QS', 'BQ', 'BQS'] for base in base_lst: for v in suffix_lst: alias = '-'.join([base, v]) assert alias == get_offset(alias).rule_code assert alias == (get_offset(alias) * 5).rule_code lst = ['M', 'D', 'B', 'H', 'T', 'S', 'L', 'U'] for k in lst: code, stride = get_freq_code('3' + k) assert isinstance(code, int) assert stride == 3 assert k == get_freq_str(code) def test_dateoffset_misc(): oset = offsets.DateOffset(months=2, days=4) # it works oset.freqstr assert (not offsets.DateOffset(months=2) == 2) def test_freq_offsets(): off = BDay(1, offset=timedelta(0, 1800)) assert (off.freqstr == 'B+30Min') off = BDay(1, offset=timedelta(0, -1800)) assert (off.freqstr == 'B-30Min') class TestReprNames(object): def test_str_for_named_is_name(self): # look at all the amazing combinations! month_prefixes = ['A', 'AS', 'BA', 'BAS', 'Q', 'BQ', 'BQS', 'QS'] names = [prefix + '-' + month for prefix in month_prefixes for month in ['JAN', 'FEB', 'MAR', 'APR', 'MAY', 'JUN', 'JUL', 'AUG', 'SEP', 'OCT', 'NOV', 'DEC']] days = ['MON', 'TUE', 'WED', 'THU', 'FRI', 'SAT', 'SUN'] names += ['W-' + day for day in days] names += ['WOM-' + week + day for week in ('1', '2', '3', '4') for day in days] _offset_map.clear() for name in names: offset = get_offset(name) assert offset.freqstr == name def get_utc_offset_hours(ts): # take a Timestamp and compute total hours of utc offset o = ts.utcoffset() return (o.days * 24 * 3600 + o.seconds) / 3600.0 class TestDST(object): """ test DateOffset additions over Daylight Savings Time """ # one microsecond before the DST transition ts_pre_fallback = "2013-11-03 01:59:59.999999" ts_pre_springfwd = "2013-03-10 01:59:59.999999" # test both basic names and dateutil timezones timezone_utc_offsets = { 'US/Eastern': dict(utc_offset_daylight=-4, utc_offset_standard=-5, ), 'dateutil/US/Pacific': dict(utc_offset_daylight=-7, utc_offset_standard=-8, ) } valid_date_offsets_singular = [ 'weekday', 'day', 'hour', 'minute', 'second', 'microsecond' ] valid_date_offsets_plural = [ 'weeks', 'days', 'hours', 'minutes', 'seconds', 'milliseconds', 'microseconds' ] def _test_all_offsets(self, n, **kwds): valid_offsets = self.valid_date_offsets_plural if n > 1 \ else self.valid_date_offsets_singular for name in valid_offsets: self._test_offset(offset_name=name, offset_n=n, **kwds) def _test_offset(self, offset_name, offset_n, tstart, expected_utc_offset): offset = DateOffset(**{offset_name: offset_n}) t = tstart + offset if expected_utc_offset is not None: assert get_utc_offset_hours(t) == expected_utc_offset if offset_name == 'weeks': # dates should match assert t.date() == timedelta(days=7 * offset.kwds[ 'weeks']) + tstart.date() # expect the same day of week, hour of day, minute, second, ... assert (t.dayofweek == tstart.dayofweek and t.hour == tstart.hour and t.minute == tstart.minute and t.second == tstart.second) elif offset_name == 'days': # dates should match assert timedelta(offset.kwds['days']) + tstart.date() == t.date() # expect the same hour of day, minute, second, ... assert (t.hour == tstart.hour and t.minute == tstart.minute and t.second == tstart.second) elif offset_name in self.valid_date_offsets_singular: # expect the singular offset value to match between tstart and t datepart_offset = getattr(t, offset_name if offset_name != 'weekday' else 'dayofweek') assert datepart_offset == offset.kwds[offset_name] else: # the offset should be the same as if it was done in UTC assert (t == (tstart.tz_convert('UTC') + offset) .tz_convert('US/Pacific')) def _make_timestamp(self, string, hrs_offset, tz): if hrs_offset >= 0: offset_string = '{hrs:02d}00'.format(hrs=hrs_offset) else: offset_string = '-{hrs:02d}00'.format(hrs=-1 * hrs_offset) return Timestamp(string + offset_string).tz_convert(tz) def test_fallback_plural(self): # test moving from daylight savings to standard time import dateutil for tz, utc_offsets in self.timezone_utc_offsets.items(): hrs_pre = utc_offsets['utc_offset_daylight'] hrs_post = utc_offsets['utc_offset_standard'] if LooseVersion(dateutil.__version__) < LooseVersion('2.6.0'): # buggy ambiguous behavior in 2.6.0 # GH 14621 # https://github.com/dateutil/dateutil/issues/321 self._test_all_offsets( n=3, tstart=self._make_timestamp(self.ts_pre_fallback, hrs_pre, tz), expected_utc_offset=hrs_post) elif LooseVersion(dateutil.__version__) > LooseVersion('2.6.0'): # fixed, but skip the test continue def test_springforward_plural(self): # test moving from standard to daylight savings for tz, utc_offsets in self.timezone_utc_offsets.items(): hrs_pre = utc_offsets['utc_offset_standard'] hrs_post = utc_offsets['utc_offset_daylight'] self._test_all_offsets( n=3, tstart=self._make_timestamp(self.ts_pre_springfwd, hrs_pre, tz), expected_utc_offset=hrs_post) def test_fallback_singular(self): # in the case of singular offsets, we don't necessarily know which utc # offset the new Timestamp will wind up in (the tz for 1 month may be # different from 1 second) so we don't specify an expected_utc_offset for tz, utc_offsets in self.timezone_utc_offsets.items(): hrs_pre = utc_offsets['utc_offset_standard'] self._test_all_offsets(n=1, tstart=self._make_timestamp( self.ts_pre_fallback, hrs_pre, tz), expected_utc_offset=None) def test_springforward_singular(self): for tz, utc_offsets in self.timezone_utc_offsets.items(): hrs_pre = utc_offsets['utc_offset_standard'] self._test_all_offsets(n=1, tstart=self._make_timestamp( self.ts_pre_springfwd, hrs_pre, tz), expected_utc_offset=None) offset_classes = {MonthBegin: ['11/2/2012', '12/1/2012'], MonthEnd: ['11/2/2012', '11/30/2012'], BMonthBegin: ['11/2/2012', '12/3/2012'], BMonthEnd: ['11/2/2012', '11/30/2012'], CBMonthBegin: ['11/2/2012', '12/3/2012'], CBMonthEnd: ['11/2/2012', '11/30/2012'], SemiMonthBegin: ['11/2/2012', '11/15/2012'], SemiMonthEnd: ['11/2/2012', '11/15/2012'], Week: ['11/2/2012', '11/9/2012'], YearBegin: ['11/2/2012', '1/1/2013'], YearEnd: ['11/2/2012', '12/31/2012'], BYearBegin: ['11/2/2012', '1/1/2013'], BYearEnd: ['11/2/2012', '12/31/2012'], QuarterBegin: ['11/2/2012', '12/1/2012'], QuarterEnd: ['11/2/2012', '12/31/2012'], BQuarterBegin: ['11/2/2012', '12/3/2012'], BQuarterEnd: ['11/2/2012', '12/31/2012'], Day: ['11/4/2012', '11/4/2012 23:00']}.items() @pytest.mark.parametrize('tup', offset_classes) def test_all_offset_classes(self, tup): offset, test_values = tup first = Timestamp(test_values[0], tz='US/Eastern') + offset() second = Timestamp(test_values[1], tz='US/Eastern') assert first == second # --------------------------------------------------------------------- def test_get_offset_day_error(): # subclass of _BaseOffset must override _day_opt attribute, or we should # get a NotImplementedError with pytest.raises(NotImplementedError): DateOffset()._get_offset_day(datetime.now()) def test_valid_default_arguments(offset_types): # GH#19142 check that the calling the constructors without passing # any keyword arguments produce valid offsets cls = offset_types cls() @pytest.mark.parametrize('kwd', sorted(list(liboffsets.relativedelta_kwds))) def test_valid_month_attributes(kwd, month_classes): # GH#18226 cls = month_classes # check that we cannot create e.g. MonthEnd(weeks=3) with pytest.raises(TypeError): cls(**{kwd: 3}) @pytest.mark.parametrize('kwd', sorted(list(liboffsets.relativedelta_kwds))) def test_valid_relativedelta_kwargs(kwd): # Check that all the arguments specified in liboffsets.relativedelta_kwds # are in fact valid relativedelta keyword args DateOffset(**{kwd: 1}) @pytest.mark.parametrize('kwd', sorted(list(liboffsets.relativedelta_kwds))) def test_valid_tick_attributes(kwd, tick_classes): # GH#18226 cls = tick_classes # check that we cannot create e.g. Hour(weeks=3) with pytest.raises(TypeError): cls(**{kwd: 3}) def test_validate_n_error(): with pytest.raises(TypeError): DateOffset(n='Doh!') with pytest.raises(TypeError): MonthBegin(n=timedelta(1)) with pytest.raises(TypeError): BDay(n=np.array([1, 2], dtype=np.int64)) def test_require_integers(offset_types): cls = offset_types with pytest.raises(ValueError): cls(n=1.5) def test_tick_normalize_raises(tick_classes): # check that trying to create a Tick object with normalize=True raises # GH#21427 cls = tick_classes with pytest.raises(ValueError): cls(n=3, normalize=True) def test_weeks_onoffset(): # GH#18510 Week with weekday = None, normalize = False should always # be onOffset offset = Week(n=2, weekday=None) ts = Timestamp('1862-01-13 09:03:34.873477378+0210', tz='Africa/Lusaka') fast = offset.onOffset(ts) slow = (ts + offset) - offset == ts assert fast == slow # negative n offset = Week(n=2, weekday=None) ts = Timestamp('1856-10-24 16:18:36.556360110-0717', tz='Pacific/Easter') fast = offset.onOffset(ts) slow = (ts + offset) - offset == ts assert fast == slow def test_weekofmonth_onoffset(): # GH#18864 # Make sure that nanoseconds don't trip up onOffset (and with it apply) offset = WeekOfMonth(n=2, week=2, weekday=0) ts = Timestamp('1916-05-15 01:14:49.583410462+0422', tz='Asia/Qyzylorda') fast = offset.onOffset(ts) slow = (ts + offset) - offset == ts assert fast == slow # negative n offset = WeekOfMonth(n=-3, week=1, weekday=0) ts = Timestamp('1980-12-08 03:38:52.878321185+0500', tz='Asia/Oral') fast = offset.onOffset(ts) slow = (ts + offset) - offset == ts assert fast == slow def test_last_week_of_month_on_offset(): # GH#19036, GH#18977 _adjust_dst was incorrect for LastWeekOfMonth offset = LastWeekOfMonth(n=4, weekday=6) ts = Timestamp('1917-05-27 20:55:27.084284178+0200', tz='Europe/Warsaw') slow = (ts + offset) - offset == ts fast = offset.onOffset(ts) assert fast == slow # negative n offset = LastWeekOfMonth(n=-4, weekday=5) ts = Timestamp('2005-08-27 05:01:42.799392561-0500', tz='America/Rainy_River') slow = (ts + offset) - offset == ts fast = offset.onOffset(ts) assert fast == slow
bsd-3-clause
adykstra/mne-python
mne/preprocessing/maxwell.py
1
84078
# -*- coding: utf-8 -*- # Authors: Mark Wronkiewicz <wronk.mark@gmail.com> # Eric Larson <larson.eric.d@gmail.com> # Jussi Nurminen <jnu@iki.fi> # License: BSD (3-clause) from functools import partial from math import factorial from os import path as op import numpy as np from scipy import linalg from .. import __version__ from ..annotations import _annotations_starts_stops from ..bem import _check_origin from ..chpi import quat_to_rot, rot_to_quat from ..transforms import (_str_to_frame, _get_trans, Transform, apply_trans, _find_vector_rotation, _cart_to_sph, _get_n_moments, _sph_to_cart_partials, _deg_ord_idx, _average_quats, _sh_complex_to_real, _sh_real_to_complex, _sh_negate) from ..forward import _concatenate_coils, _prep_meg_channels, _create_meg_coils from ..surface import _normalize_vectors from ..io.constants import FIFF, FWD from ..io.meas_info import _simplify_info from ..io.proc_history import _read_ctc from ..io.write import _generate_meas_id, DATE_NONE from ..io import _loc_to_coil_trans, _coil_trans_to_loc, BaseRaw from ..io.pick import pick_types, pick_info from ..utils import (verbose, logger, _clean_names, warn, _time_mask, _pl, _check_option) from ..fixes import _get_args, _safe_svd, einsum from ..channels.channels import _get_T1T2_mag_inds # Note: MF uses single precision and some algorithms might use # truncated versions of constants (e.g., μ0), which could lead to small # differences between algorithms @verbose def maxwell_filter(raw, origin='auto', int_order=8, ext_order=3, calibration=None, cross_talk=None, st_duration=None, st_correlation=0.98, coord_frame='head', destination=None, regularize='in', ignore_ref=False, bad_condition='error', head_pos=None, st_fixed=True, st_only=False, mag_scale=100., skip_by_annotation=('edge', 'bad_acq_skip'), verbose=None): u"""Maxwell filter data using multipole moments. Parameters ---------- raw : instance of mne.io.Raw Data to be filtered. .. warning:: Automatic bad channel detection is not currently implemented. It is critical to mark bad channels in ``raw.info['bads']`` prior to processing in orider to prevent artifact spreading. origin : array-like, shape (3,) | str Origin of internal and external multipolar moment space in meters. The default is ``'auto'``, which means ``(0., 0., 0.)`` when ``coord_frame='meg'``, and a head-digitization-based origin fit using :func:`~mne.bem.fit_sphere_to_headshape` when ``coord_frame='head'``. If automatic fitting fails (e.g., due to having too few digitization points), consider separately calling the fitting function with different options or specifying the origin manually. int_order : int Order of internal component of spherical expansion. ext_order : int Order of external component of spherical expansion. calibration : str | None Path to the ``'.dat'`` file with fine calibration coefficients. File can have 1D or 3D gradiometer imbalance correction. This file is machine/site-specific. cross_talk : str | None Path to the FIF file with cross-talk correction information. st_duration : float | None If not None, apply spatiotemporal SSS with specified buffer duration (in seconds). MaxFilter™'s default is 10.0 seconds in v2.2. Spatiotemporal SSS acts as implicitly as a high-pass filter where the cut-off frequency is 1/st_dur Hz. For this (and other) reasons, longer buffers are generally better as long as your system can handle the higher memory usage. To ensure that each window is processed identically, choose a buffer length that divides evenly into your data. Any data at the trailing edge that doesn't fit evenly into a whole buffer window will be lumped into the previous buffer. st_correlation : float Correlation limit between inner and outer subspaces used to reject ovwrlapping intersecting inner/outer signals during spatiotemporal SSS. coord_frame : str The coordinate frame that the ``origin`` is specified in, either ``'meg'`` or ``'head'``. For empty-room recordings that do not have a head<->meg transform ``info['dev_head_t']``, the MEG coordinate frame should be used. destination : str | array-like, shape (3,) | None The destination location for the head. Can be ``None``, which will not change the head position, or a string path to a FIF file containing a MEG device<->head transformation, or a 3-element array giving the coordinates to translate to (with no rotations). For example, ``destination=(0, 0, 0.04)`` would translate the bases as ``--trans default`` would in MaxFilter™ (i.e., to the default head location). regularize : str | None Basis regularization type, must be "in" or None. "in" is the same algorithm as the "-regularize in" option in MaxFilter™. ignore_ref : bool If True, do not include reference channels in compensation. This option should be True for KIT files, since Maxwell filtering with reference channels is not currently supported. bad_condition : str How to deal with ill-conditioned SSS matrices. Can be "error" (default), "warning", "info", or "ignore". head_pos : array | None If array, movement compensation will be performed. The array should be of shape (N, 10), holding the position parameters as returned by e.g. `read_head_pos`. .. versionadded:: 0.12 st_fixed : bool If True (default), do tSSS using the median head position during the ``st_duration`` window. This is the default behavior of MaxFilter and has been most extensively tested. .. versionadded:: 0.12 st_only : bool If True, only tSSS (temporal) projection of MEG data will be performed on the output data. The non-tSSS parameters (e.g., ``int_order``, ``calibration``, ``head_pos``, etc.) will still be used to form the SSS bases used to calculate temporal projectors, but the output MEG data will *only* have temporal projections performed. Noise reduction from SSS basis multiplication, cross-talk cancellation, movement compensation, and so forth will not be applied to the data. This is useful, for example, when evoked movement compensation will be performed with :func:`~mne.epochs.average_movements`. .. versionadded:: 0.12 mag_scale : float | str The magenetometer scale-factor used to bring the magnetometers to approximately the same order of magnitude as the gradiometers (default 100.), as they have different units (T vs T/m). Can be ``'auto'`` to use the reciprocal of the physical distance between the gradiometer pickup loops (e.g., 0.0168 m yields 59.5 for VectorView). .. versionadded:: 0.13 skip_by_annotation : str | list of str If a string (or list of str), any annotation segment that begins with the given string will not be included in filtering, and segments on either side of the given excluded annotated segment will be filtered separately (i.e., as independent signals). The default ``('edge', 'bad_acq_skip')`` will separately filter any segments that were concatenated by :func:`mne.concatenate_raws` or :meth:`mne.io.Raw.append`, or separated during acquisition. To disable, provide an empty list. .. versionadded:: 0.17 %(verbose)s Returns ------- raw_sss : instance of mne.io.Raw The raw data with Maxwell filtering applied. See Also -------- mne.preprocessing.mark_flat mne.chpi.filter_chpi mne.chpi.read_head_pos mne.epochs.average_movements Notes ----- .. versionadded:: 0.11 Some of this code was adapted and relicensed (with BSD form) with permission from Jussi Nurminen. These algorithms are based on work from [1]_ and [2]_. It will likely use multiple CPU cores, see the :ref:`FAQ <faq_cpu>` for more information. .. warning:: Maxwell filtering in MNE is not designed or certified for clinical use. Compared to the MEGIN MaxFilter™ software, the MNE Maxwell filtering routines currently provide the following features: .. table:: :widths: auto +-----------------------------------------------------------------------------+-----+-----------+ | Feature | MNE | MaxFilter | +=============================================================================+=====+===========+ | Maxwell filtering software shielding | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Bad channel reconstruction | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Cross-talk cancellation | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Fine calibration correction (1D) | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Fine calibration correction (3D) | ✓ | | +-----------------------------------------------------------------------------+-----+-----------+ | Spatio-temporal SSS (tSSS) | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Coordinate frame translation | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Regularization using information theory | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Movement compensation (raw) | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Movement compensation (:func:`epochs <mne.epochs.average_movements>`) | ✓ | | +-----------------------------------------------------------------------------+-----+-----------+ | :func:`cHPI subtraction <mne.chpi.filter_chpi>` | ✓ | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Double floating point precision | ✓ | | +-----------------------------------------------------------------------------+-----+-----------+ | Seamless processing of split (``-1.fif``) and concatenated files | ✓ | | +-----------------------------------------------------------------------------+-----+-----------+ | Certified for clinical use | | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Automatic bad channel detection | | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ | Head position estimation | | ✓ | +-----------------------------------------------------------------------------+-----+-----------+ Epoch-based movement compensation is described in [1]_. Use of Maxwell filtering routines with non-Neuromag systems is currently **experimental**. Worse results for non-Neuromag systems are expected due to (at least): * Missing fine-calibration and cross-talk cancellation data for other systems. * Processing with reference sensors has not been vetted. * Regularization of components may not work well for all systems. * Coil integration has not been optimized using Abramowitz/Stegun definitions. .. note:: Various Maxwell filtering algorithm components are covered by patents owned by MEGIN. These patents include, but may not be limited to: - US2006031038 (Signal Space Separation) - US6876196 (Head position determination) - WO2005067789 (DC fields) - WO2005078467 (MaxShield) - WO2006114473 (Temporal Signal Space Separation) These patents likely preclude the use of Maxwell filtering code in commercial applications. Consult a lawyer if necessary. Currently, in order to perform Maxwell filtering, the raw data must not have any projectors applied. During Maxwell filtering, the spatial structure of the data is modified, so projectors are discarded (unless in ``st_only=True`` mode). References ---------- .. [1] Taulu S. and Kajola M. "Presentation of electromagnetic multichannel data: The signal space separation method," Journal of Applied Physics, vol. 97, pp. 124905 1-10, 2005. http://lib.tkk.fi/Diss/2008/isbn9789512295654/article2.pdf .. [2] Taulu S. and Simola J. "Spatiotemporal signal space separation method for rejecting nearby interference in MEG measurements," Physics in Medicine and Biology, vol. 51, pp. 1759-1768, 2006. http://lib.tkk.fi/Diss/2008/isbn9789512295654/article3.pdf """ # noqa: E501 # There are an absurd number of different possible notations for spherical # coordinates, which confounds the notation for spherical harmonics. Here, # we purposefully stay away from shorthand notation in both and use # explicit terms (like 'azimuth' and 'polar') to avoid confusion. # See mathworld.wolfram.com/SphericalHarmonic.html for more discussion. # Our code follows the same standard that ``scipy`` uses for ``sph_harm``. # triage inputs ASAP to avoid late-thrown errors if not isinstance(raw, BaseRaw): raise TypeError('raw must be Raw, not %s' % type(raw)) _check_usable(raw) _check_regularize(regularize) st_correlation = float(st_correlation) if st_correlation <= 0. or st_correlation > 1.: raise ValueError('Need 0 < st_correlation <= 1., got %s' % st_correlation) _check_option('coord_frame', coord_frame, ['head', 'meg']) head_frame = True if coord_frame == 'head' else False recon_trans = _check_destination(destination, raw.info, head_frame) onsets, ends = _annotations_starts_stops( raw, skip_by_annotation, 'skip_by_annotation', invert=True) max_samps = (ends - onsets).max() if st_duration is not None: st_duration = float(st_duration) if not 0. < st_duration * raw.info['sfreq'] <= max_samps + 1.: raise ValueError('st_duration (%0.1fs) must be between 0 and the ' 'longest contiguous duration of the data ' '(%0.1fs).' % (st_duration, max_samps / raw.info['sfreq'])) st_correlation = float(st_correlation) st_duration = int(round(st_duration * raw.info['sfreq'])) if not 0. < st_correlation <= 1: raise ValueError('st_correlation must be between 0. and 1.') _check_option('bad_condition', bad_condition, ['error', 'warning', 'ignore', 'info']) if raw.info['dev_head_t'] is None and coord_frame == 'head': raise RuntimeError('coord_frame cannot be "head" because ' 'info["dev_head_t"] is None; if this is an ' 'empty room recording, consider using ' 'coord_frame="meg"') if st_only and st_duration is None: raise ValueError('st_duration must not be None if st_only is True') head_pos = _check_pos(head_pos, head_frame, raw, st_fixed, raw.info['sfreq']) _check_info(raw.info, sss=not st_only, tsss=st_duration is not None, calibration=not st_only and calibration is not None, ctc=not st_only and cross_talk is not None) # Now we can actually get moving logger.info('Maxwell filtering raw data') add_channels = (head_pos[0] is not None) and not st_only raw_sss, pos_picks = _copy_preload_add_channels( raw, add_channels=add_channels) del raw if not st_only: # remove MEG projectors, they won't apply now _remove_meg_projs(raw_sss) info = raw_sss.info meg_picks, mag_picks, grad_picks, good_picks, mag_or_fine = \ _get_mf_picks(info, int_order, ext_order, ignore_ref) # Magnetometers are scaled to improve numerical stability coil_scale, mag_scale = _get_coil_scale( meg_picks, mag_picks, grad_picks, mag_scale, info) # # Fine calibration processing (load fine cal and overwrite sensor geometry) # sss_cal = dict() if calibration is not None: calibration, sss_cal = _update_sensor_geometry(info, calibration, ignore_ref) mag_or_fine.fill(True) # all channels now have some mag-type data # Determine/check the origin of the expansion origin = _check_origin(origin, info, coord_frame, disp=True) # Convert to the head frame if coord_frame == 'meg' and info['dev_head_t'] is not None: origin_head = apply_trans(info['dev_head_t'], origin) else: origin_head = origin orig_origin, orig_coord_frame = origin, coord_frame del origin, coord_frame origin_head.setflags(write=False) # # Cross-talk processing # if cross_talk is not None: sss_ctc = _read_ctc(cross_talk) ctc_chs = sss_ctc['proj_items_chs'] meg_ch_names = [info['ch_names'][p] for p in meg_picks] # checking for extra space ambiguity in channel names # between old and new fif files if meg_ch_names[0] not in ctc_chs: ctc_chs = _clean_names(ctc_chs, remove_whitespace=True) missing = sorted(list(set(meg_ch_names) - set(ctc_chs))) if len(missing) != 0: raise RuntimeError('Missing MEG channels in cross-talk matrix:\n%s' % missing) missing = sorted(list(set(ctc_chs) - set(meg_ch_names))) if len(missing) > 0: warn('Not all cross-talk channels in raw:\n%s' % missing) ctc_picks = [ctc_chs.index(info['ch_names'][c]) for c in meg_picks[good_picks]] assert len(ctc_picks) == len(good_picks) # otherwise we errored ctc = sss_ctc['decoupler'][ctc_picks][:, ctc_picks] # I have no idea why, but MF transposes this for storage.. sss_ctc['decoupler'] = sss_ctc['decoupler'].T.tocsc() else: sss_ctc = dict() # # Translate to destination frame (always use non-fine-cal bases) # exp = dict(origin=origin_head, int_order=int_order, ext_order=0) all_coils = _prep_mf_coils(info, ignore_ref) S_recon = _trans_sss_basis(exp, all_coils, recon_trans, coil_scale) exp['ext_order'] = ext_order # Reconstruct data from internal space only (Eq. 38), and rescale S_recon S_recon /= coil_scale if recon_trans is not None: # warn if we have translated too far diff = 1000 * (info['dev_head_t']['trans'][:3, 3] - recon_trans['trans'][:3, 3]) dist = np.sqrt(np.sum(_sq(diff))) if dist > 25.: warn('Head position change is over 25 mm (%s) = %0.1f mm' % (', '.join('%0.1f' % x for x in diff), dist)) # Reconstruct raw file object with spatiotemporal processed data max_st = dict() if st_duration is not None: if st_only: job = FIFF.FIFFV_SSS_JOB_TPROJ else: job = FIFF.FIFFV_SSS_JOB_ST max_st.update(job=job, subspcorr=st_correlation, buflen=st_duration / info['sfreq']) logger.info(' Processing data using tSSS with st_duration=%s' % max_st['buflen']) st_when = 'before' if st_fixed else 'after' # relative to movecomp else: # st_duration from here on will act like the chunk size st_duration = max(int(round(10. * info['sfreq'])), 1) st_correlation = None st_when = 'never' st_duration = min(max_samps, st_duration) del st_fixed # Generate time points to break up data into equal-length windows starts, stops = list(), list() for onset, end in zip(onsets, ends): read_lims = np.arange(onset, end + 1, st_duration) if len(read_lims) == 1: read_lims = np.concatenate([read_lims, [end]]) if read_lims[-1] != end: read_lims[-1] = end # fold it into the previous buffer n_last_buf = read_lims[-1] - read_lims[-2] if st_correlation is not None and len(read_lims) > 2: if n_last_buf >= st_duration: logger.info( ' Spatiotemporal window did not fit evenly into' 'contiguous data segment. %0.2f seconds were lumped ' 'into the previous window.' % ((n_last_buf - st_duration) / info['sfreq'],)) else: logger.info( ' Contiguous data segment of duration %0.2f ' 'seconds is too short to be processed with tSSS ' 'using duration %0.2f' % (n_last_buf / info['sfreq'], st_duration / info['sfreq'])) assert len(read_lims) >= 2 assert read_lims[0] == onset and read_lims[-1] == end starts.extend(read_lims[:-1]) stops.extend(read_lims[1:]) del read_lims # # Do the heavy lifting # # Figure out which transforms we need for each tSSS block # (and transform pos[1] to times) head_pos[1] = raw_sss.time_as_index(head_pos[1], use_rounding=True) # Compute the first bit of pos_data for cHPI reporting if info['dev_head_t'] is not None and head_pos[0] is not None: this_pos_quat = np.concatenate([ rot_to_quat(info['dev_head_t']['trans'][:3, :3]), info['dev_head_t']['trans'][:3, 3], np.zeros(3)]) else: this_pos_quat = None _get_this_decomp_trans = partial( _get_decomp, all_coils=all_coils, cal=calibration, regularize=regularize, exp=exp, ignore_ref=ignore_ref, coil_scale=coil_scale, grad_picks=grad_picks, mag_picks=mag_picks, good_picks=good_picks, mag_or_fine=mag_or_fine, bad_condition=bad_condition, mag_scale=mag_scale) S_decomp, pS_decomp, reg_moments, n_use_in = _get_this_decomp_trans( info['dev_head_t'], t=0.) reg_moments_0 = reg_moments.copy() # Loop through buffer windows of data n_sig = int(np.floor(np.log10(max(len(starts), 0)))) + 1 logger.info(' Processing %s data chunk%s' % (len(starts), _pl(starts))) for ii, (start, stop) in enumerate(zip(starts, stops)): tsss_valid = (stop - start) >= st_duration rel_times = raw_sss.times[start:stop] t_str = '%8.3f - %8.3f sec' % tuple(rel_times[[0, -1]]) t_str += ('(#%d/%d)' % (ii + 1, len(starts))).rjust(2 * n_sig + 5) # Get original data orig_data = raw_sss._data[meg_picks[good_picks], start:stop] # This could just be np.empty if not st_only, but shouldn't be slow # this way so might as well just always take the original data out_meg_data = raw_sss._data[meg_picks, start:stop] # Apply cross-talk correction if cross_talk is not None: orig_data = ctc.dot(orig_data) out_pos_data = np.empty((len(pos_picks), stop - start)) # Figure out which positions to use t_s_s_q_a = _trans_starts_stops_quats(head_pos, start, stop, this_pos_quat) n_positions = len(t_s_s_q_a[0]) # Set up post-tSSS or do pre-tSSS if st_correlation is not None: # If doing tSSS before movecomp... resid = orig_data.copy() # to be safe let's operate on a copy if st_when == 'after': orig_in_data = np.empty((len(meg_picks), stop - start)) else: # 'before' avg_trans = t_s_s_q_a[-1] if avg_trans is not None: # if doing movecomp S_decomp_st, pS_decomp_st, _, n_use_in_st = \ _get_this_decomp_trans(avg_trans, t=rel_times[0]) else: S_decomp_st, pS_decomp_st = S_decomp, pS_decomp n_use_in_st = n_use_in orig_in_data = np.dot(np.dot(S_decomp_st[:, :n_use_in_st], pS_decomp_st[:n_use_in_st]), resid) resid -= np.dot(np.dot(S_decomp_st[:, n_use_in_st:], pS_decomp_st[n_use_in_st:]), resid) resid -= orig_in_data # Here we operate on our actual data proc = out_meg_data if st_only else orig_data _do_tSSS(proc, orig_in_data, resid, st_correlation, n_positions, t_str, tsss_valid) if not st_only or st_when == 'after': # Do movement compensation on the data for trans, rel_start, rel_stop, this_pos_quat in \ zip(*t_s_s_q_a[:4]): # Recalculate bases if necessary (trans will be None iff the # first position in this interval is the same as last of the # previous interval) if trans is not None: S_decomp, pS_decomp, reg_moments, n_use_in = \ _get_this_decomp_trans(trans, t=rel_times[rel_start]) # Determine multipole moments for this interval mm_in = np.dot(pS_decomp[:n_use_in], orig_data[:, rel_start:rel_stop]) # Our output data if not st_only: out_meg_data[:, rel_start:rel_stop] = \ np.dot(S_recon.take(reg_moments[:n_use_in], axis=1), mm_in) if len(pos_picks) > 0: out_pos_data[:, rel_start:rel_stop] = \ this_pos_quat[:, np.newaxis] # Transform orig_data to store just the residual if st_when == 'after': # Reconstruct data using original location from external # and internal spaces and compute residual rel_resid_data = resid[:, rel_start:rel_stop] orig_in_data[:, rel_start:rel_stop] = \ np.dot(S_decomp[:, :n_use_in], mm_in) rel_resid_data -= np.dot(np.dot(S_decomp[:, n_use_in:], pS_decomp[n_use_in:]), rel_resid_data) rel_resid_data -= orig_in_data[:, rel_start:rel_stop] # If doing tSSS at the end if st_when == 'after': _do_tSSS(out_meg_data, orig_in_data, resid, st_correlation, n_positions, t_str, tsss_valid) elif st_when == 'never' and head_pos[0] is not None: logger.info(' Used % 2d head position%s for %s' % (n_positions, _pl(n_positions), t_str)) raw_sss._data[meg_picks, start:stop] = out_meg_data raw_sss._data[pos_picks, start:stop] = out_pos_data # Update info if not st_only: info['dev_head_t'] = recon_trans # set the reconstruction transform _update_sss_info(raw_sss, orig_origin, int_order, ext_order, len(good_picks), orig_coord_frame, sss_ctc, sss_cal, max_st, reg_moments_0, st_only) logger.info('[done]') return raw_sss def _get_coil_scale(meg_picks, mag_picks, grad_picks, mag_scale, info): """Get the magnetometer scale factor.""" if isinstance(mag_scale, str): if mag_scale != 'auto': raise ValueError('mag_scale must be a float or "auto", got "%s"' % mag_scale) if len(mag_picks) in (0, len(meg_picks)): mag_scale = 100. # only one coil type, doesn't matter logger.info(' Setting mag_scale=%0.2f because only one ' 'coil type is present' % mag_scale) else: # Find our physical distance between gradiometer pickup loops # ("base line") coils = _create_meg_coils([info['chs'][pick] for pick in meg_picks], 'accurate') grad_base = {coils[pick]['base'] for pick in grad_picks} if len(grad_base) != 1 or list(grad_base)[0] <= 0: raise RuntimeError('Could not automatically determine ' 'mag_scale, could not find one ' 'proper gradiometer distance from: %s' % list(grad_base)) grad_base = list(grad_base)[0] mag_scale = 1. / grad_base logger.info(' Setting mag_scale=%0.2f based on gradiometer ' 'distance %0.2f mm' % (mag_scale, 1000 * grad_base)) mag_scale = float(mag_scale) coil_scale = np.ones((len(meg_picks), 1)) coil_scale[mag_picks] = mag_scale return coil_scale, mag_scale def _remove_meg_projs(inst): """Remove inplace existing MEG projectors (assumes inactive).""" meg_picks = pick_types(inst.info, meg=True, exclude=[]) meg_channels = [inst.ch_names[pi] for pi in meg_picks] non_meg_proj = list() for proj in inst.info['projs']: if not any(c in meg_channels for c in proj['data']['col_names']): non_meg_proj.append(proj) inst.add_proj(non_meg_proj, remove_existing=True, verbose=False) def _check_destination(destination, info, head_frame): """Triage our reconstruction trans.""" if destination is None: return info['dev_head_t'] if not head_frame: raise RuntimeError('destination can only be set if using the ' 'head coordinate frame') if isinstance(destination, str): recon_trans = _get_trans(destination, 'meg', 'head')[0] elif isinstance(destination, Transform): recon_trans = destination else: destination = np.array(destination, float) if destination.shape != (3,): raise ValueError('destination must be a 3-element vector, ' 'str, or None') recon_trans = np.eye(4) recon_trans[:3, 3] = destination recon_trans = Transform('meg', 'head', recon_trans) if recon_trans.to_str != 'head' or recon_trans.from_str != 'MEG device': raise RuntimeError('Destination transform is not MEG device -> head, ' 'got %s -> %s' % (recon_trans.from_str, recon_trans.to_str)) return recon_trans def _prep_mf_coils(info, ignore_ref=True): """Get all coil integration information loaded and sorted.""" coils, comp_coils = _prep_meg_channels( info, accurate=True, head_frame=False, ignore_ref=ignore_ref, do_picking=False, verbose=False)[:2] mag_mask = _get_mag_mask(coils) if len(comp_coils) > 0: meg_picks = pick_types(info, meg=True, ref_meg=False, exclude=[]) ref_picks = pick_types(info, meg=False, ref_meg=True, exclude=[]) inserts = np.searchsorted(meg_picks, ref_picks) # len(inserts) == len(comp_coils) for idx, comp_coil in zip(inserts[::-1], comp_coils[::-1]): coils.insert(idx, comp_coil) # Now we have: # [c['chname'] for c in coils] == # [info['ch_names'][ii] # for ii in pick_types(info, meg=True, ref_meg=True)] # Now coils is a sorted list of coils. Time to do some vectorization. n_coils = len(coils) rmags = np.concatenate([coil['rmag'] for coil in coils]) cosmags = np.concatenate([coil['cosmag'] for coil in coils]) ws = np.concatenate([coil['w'] for coil in coils]) cosmags *= ws[:, np.newaxis] del ws n_int = np.array([len(coil['rmag']) for coil in coils]) bins = np.repeat(np.arange(len(n_int)), n_int) bd = np.concatenate(([0], np.cumsum(n_int))) slice_map = {ii: slice(start, stop) for ii, (start, stop) in enumerate(zip(bd[:-1], bd[1:]))} return rmags, cosmags, bins, n_coils, mag_mask, slice_map def _trans_starts_stops_quats(pos, start, stop, this_pos_data): """Get all trans and limits we need.""" pos_idx = np.arange(*np.searchsorted(pos[1], [start, stop])) used = np.zeros(stop - start, bool) trans = list() rel_starts = list() rel_stops = list() quats = list() weights = list() for ti in range(-1, len(pos_idx)): # first iteration for this block of data if ti < 0: rel_start = 0 rel_stop = pos[1][pos_idx[0]] if len(pos_idx) > 0 else stop rel_stop = rel_stop - start if rel_start == rel_stop: continue # our first pos occurs on first time sample # Don't calculate S_decomp here, use the last one trans.append(None) # meaning: use previous quats.append(this_pos_data) else: rel_start = pos[1][pos_idx[ti]] - start if ti == len(pos_idx) - 1: rel_stop = stop - start else: rel_stop = pos[1][pos_idx[ti + 1]] - start trans.append(pos[0][pos_idx[ti]]) quats.append(pos[2][pos_idx[ti]]) assert 0 <= rel_start assert rel_start < rel_stop assert rel_stop <= stop - start assert not used[rel_start:rel_stop].any() used[rel_start:rel_stop] = True rel_starts.append(rel_start) rel_stops.append(rel_stop) weights.append(rel_stop - rel_start) assert used.all() # Use weighted average for average trans over the window if this_pos_data is None: avg_trans = None else: weights = np.array(weights) quats = np.array(quats) weights = weights / weights.sum().astype(float) # int -> float avg_quat = _average_quats(quats[:, :3], weights) avg_t = np.dot(weights, quats[:, 3:6]) avg_trans = np.vstack([ np.hstack([quat_to_rot(avg_quat), avg_t[:, np.newaxis]]), [[0., 0., 0., 1.]]]) return trans, rel_starts, rel_stops, quats, avg_trans def _do_tSSS(clean_data, orig_in_data, resid, st_correlation, n_positions, t_str, tsss_valid): """Compute and apply SSP-like projection vectors based on min corr.""" if not tsss_valid: t_proj = np.empty((clean_data.shape[1], 0)) else: np.asarray_chkfinite(resid) t_proj = _overlap_projector(orig_in_data, resid, st_correlation) # Apply projector according to Eq. 12 in [2]_ msg = (' Projecting %2d intersecting tSSS component%s ' 'for %s' % (t_proj.shape[1], _pl(t_proj.shape[1], ' '), t_str)) if n_positions > 1: msg += ' (across %2d position%s)' % (n_positions, _pl(n_positions, ' ')) logger.info(msg) clean_data -= np.dot(np.dot(clean_data, t_proj), t_proj.T) def _copy_preload_add_channels(raw, add_channels): """Load data for processing and (maybe) add cHPI pos channels.""" raw = raw.copy() if add_channels: kinds = [FIFF.FIFFV_QUAT_1, FIFF.FIFFV_QUAT_2, FIFF.FIFFV_QUAT_3, FIFF.FIFFV_QUAT_4, FIFF.FIFFV_QUAT_5, FIFF.FIFFV_QUAT_6, FIFF.FIFFV_HPI_G, FIFF.FIFFV_HPI_ERR, FIFF.FIFFV_HPI_MOV] out_shape = (len(raw.ch_names) + len(kinds), len(raw.times)) out_data = np.zeros(out_shape, np.float64) msg = ' Appending head position result channels and ' if raw.preload: logger.info(msg + 'copying original raw data') out_data[:len(raw.ch_names)] = raw._data raw._data = out_data else: logger.info(msg + 'loading raw data from disk') raw._preload_data(out_data[:len(raw.ch_names)], verbose=False) raw._data = out_data assert raw.preload is True off = len(raw.ch_names) chpi_chs = [ dict(ch_name='CHPI%03d' % (ii + 1), logno=ii + 1, scanno=off + ii + 1, unit_mul=-1, range=1., unit=-1, kind=kinds[ii], coord_frame=FIFF.FIFFV_COORD_UNKNOWN, cal=1e-4, coil_type=FWD.COIL_UNKNOWN, loc=np.zeros(12)) for ii in range(len(kinds))] raw.info['chs'].extend(chpi_chs) raw.info._update_redundant() raw.info._check_consistency() assert raw._data.shape == (raw.info['nchan'], len(raw.times)) # Return the pos picks pos_picks = np.arange(len(raw.ch_names) - len(chpi_chs), len(raw.ch_names)) return raw, pos_picks else: if not raw.preload: logger.info(' Loading raw data from disk') raw.load_data(verbose=False) else: logger.info(' Using loaded raw data') return raw, np.array([], int) def _check_pos(pos, head_frame, raw, st_fixed, sfreq): """Check for a valid pos array and transform it to a more usable form.""" if pos is None: return [None, np.array([-1])] if not head_frame: raise ValueError('positions can only be used if coord_frame="head"') if not st_fixed: warn('st_fixed=False is untested, use with caution!') if not isinstance(pos, np.ndarray): raise TypeError('pos must be an ndarray') if pos.ndim != 2 or pos.shape[1] != 10: raise ValueError('pos must be an array of shape (N, 10)') t = pos[:, 0] if not np.array_equal(t, np.unique(t)): raise ValueError('Time points must unique and in ascending order') # We need an extra 1e-3 (1 ms) here because MaxFilter outputs values # only out to 3 decimal places if not _time_mask(t, tmin=raw._first_time - 1e-3, tmax=None, sfreq=sfreq).all(): raise ValueError('Head position time points must be greater than ' 'first sample offset, but found %0.4f < %0.4f' % (t[0], raw._first_time)) max_dist = np.sqrt(np.sum(pos[:, 4:7] ** 2, axis=1)).max() if max_dist > 1.: warn('Found a distance greater than 1 m (%0.3g m) from the device ' 'origin, positions may be invalid and Maxwell filtering could ' 'fail' % (max_dist,)) dev_head_ts = np.zeros((len(t), 4, 4)) dev_head_ts[:, 3, 3] = 1. dev_head_ts[:, :3, 3] = pos[:, 4:7] dev_head_ts[:, :3, :3] = quat_to_rot(pos[:, 1:4]) pos = [dev_head_ts, t - raw._first_time, pos[:, 1:]] return pos def _get_decomp(trans, all_coils, cal, regularize, exp, ignore_ref, coil_scale, grad_picks, mag_picks, good_picks, mag_or_fine, bad_condition, t, mag_scale): """Get a decomposition matrix and pseudoinverse matrices.""" # # Fine calibration processing (point-like magnetometers and calib. coeffs) # S_decomp = _get_s_decomp(exp, all_coils, trans, coil_scale, cal, ignore_ref, grad_picks, mag_picks, good_picks, mag_scale) # # Regularization # S_decomp, pS_decomp, sing, reg_moments, n_use_in = _regularize( regularize, exp, S_decomp, mag_or_fine, t=t) # Pseudo-inverse of total multipolar moment basis set (Part of Eq. 37) cond = sing[0] / sing[-1] logger.debug(' Decomposition matrix condition: %0.1f' % cond) if bad_condition != 'ignore' and cond >= 1000.: msg = 'Matrix is badly conditioned: %0.0f >= 1000' % cond if bad_condition == 'error': raise RuntimeError(msg) elif bad_condition == 'warning': warn(msg) else: # condition == 'info' logger.info(msg) # Build in our data scaling here pS_decomp *= coil_scale[good_picks].T S_decomp /= coil_scale[good_picks] return S_decomp, pS_decomp, reg_moments, n_use_in def _get_s_decomp(exp, all_coils, trans, coil_scale, cal, ignore_ref, grad_picks, mag_picks, good_picks, mag_scale): """Get S_decomp.""" S_decomp = _trans_sss_basis(exp, all_coils, trans, coil_scale) if cal is not None: # Compute point-like mags to incorporate gradiometer imbalance grad_cals = _sss_basis_point(exp, trans, cal, ignore_ref, mag_scale) # Add point like magnetometer data to bases. S_decomp[grad_picks, :] += grad_cals # Scale magnetometers by calibration coefficient S_decomp[mag_picks, :] /= cal['mag_cals'] # We need to be careful about KIT gradiometers S_decomp = S_decomp[good_picks] return S_decomp @verbose def _regularize(regularize, exp, S_decomp, mag_or_fine, t, verbose=None): """Regularize a decomposition matrix.""" # ALWAYS regularize the out components according to norm, since # gradiometer-only setups (e.g., KIT) can have zero first-order # (homogeneous field) components int_order, ext_order = exp['int_order'], exp['ext_order'] n_in, n_out = _get_n_moments([int_order, ext_order]) t_str = '%8.3f' % t if regularize is not None: # regularize='in' in_removes, out_removes = _regularize_in( int_order, ext_order, S_decomp, mag_or_fine) else: in_removes = [] out_removes = _regularize_out(int_order, ext_order, mag_or_fine) reg_in_moments = np.setdiff1d(np.arange(n_in), in_removes) reg_out_moments = np.setdiff1d(np.arange(n_in, n_in + n_out), out_removes) n_use_in = len(reg_in_moments) n_use_out = len(reg_out_moments) reg_moments = np.concatenate((reg_in_moments, reg_out_moments)) S_decomp = S_decomp.take(reg_moments, axis=1) pS_decomp, sing = _col_norm_pinv(S_decomp.copy()) if regularize is not None or n_use_out != n_out: logger.info(' Using %s/%s harmonic components for %s ' '(%s/%s in, %s/%s out)' % (n_use_in + n_use_out, n_in + n_out, t_str, n_use_in, n_in, n_use_out, n_out)) return S_decomp, pS_decomp, sing, reg_moments, n_use_in def _get_mf_picks(info, int_order, ext_order, ignore_ref=False): """Pick types for Maxwell filtering.""" # Check for T1/T2 mag types mag_inds_T1T2 = _get_T1T2_mag_inds(info) if len(mag_inds_T1T2) > 0: warn('%d T1/T2 magnetometer channel types found. If using SSS, it is ' 'advised to replace coil types using "fix_mag_coil_types".' % len(mag_inds_T1T2)) # Get indices of channels to use in multipolar moment calculation ref = not ignore_ref meg_picks = pick_types(info, meg=True, ref_meg=ref, exclude=[]) meg_info = pick_info(_simplify_info(info), meg_picks) del info good_picks = pick_types(meg_info, meg=True, ref_meg=ref, exclude='bads') n_bases = _get_n_moments([int_order, ext_order]).sum() if n_bases > len(good_picks): raise ValueError('Number of requested bases (%s) exceeds number of ' 'good sensors (%s)' % (str(n_bases), len(good_picks))) recons = [ch for ch in meg_info['bads']] if len(recons) > 0: logger.info(' Bad MEG channels being reconstructed: %s' % recons) else: logger.info(' No bad MEG channels') ref_meg = False if ignore_ref else 'mag' mag_picks = pick_types(meg_info, meg='mag', ref_meg=ref_meg, exclude=[]) ref_meg = False if ignore_ref else 'grad' grad_picks = pick_types(meg_info, meg='grad', ref_meg=ref_meg, exclude=[]) assert len(mag_picks) + len(grad_picks) == len(meg_info['ch_names']) # Determine which are magnetometers for external basis purposes mag_or_fine = np.zeros(len(meg_picks), bool) mag_or_fine[mag_picks] = True # KIT gradiometers are marked as having units T, not T/M (argh) # We need a separate variable for this because KIT grads should be # treated mostly like magnetometers (e.g., scaled by 100) for reg coil_types = np.array([ch['coil_type'] for ch in meg_info['chs']]) mag_or_fine[(coil_types & 0xFFFF) == FIFF.FIFFV_COIL_KIT_GRAD] = False # The same thing goes for CTF gradiometers... ctf_grads = [FIFF.FIFFV_COIL_CTF_GRAD, FIFF.FIFFV_COIL_CTF_REF_GRAD, FIFF.FIFFV_COIL_CTF_OFFDIAG_REF_GRAD] mag_or_fine[np.in1d(coil_types, ctf_grads)] = False msg = (' Processing %s gradiometers and %s magnetometers' % (len(grad_picks), len(mag_picks))) n_kit = len(mag_picks) - mag_or_fine.sum() if n_kit > 0: msg += ' (of which %s are actually KIT gradiometers)' % n_kit logger.info(msg) return meg_picks, mag_picks, grad_picks, good_picks, mag_or_fine def _check_regularize(regularize): """Ensure regularize is valid.""" if not (regularize is None or (isinstance(regularize, str) and regularize in ('in',))): raise ValueError('regularize must be None or "in"') def _check_usable(inst): """Ensure our data are clean.""" if inst.proj: raise RuntimeError('Projectors cannot be applied to data during ' 'Maxwell filtering.') current_comp = inst.compensation_grade if current_comp not in (0, None): raise RuntimeError('Maxwell filter cannot be done on compensated ' 'channels, but data have been compensated with ' 'grade %s.' % current_comp) def _col_norm_pinv(x): """Compute the pinv with column-normalization to stabilize calculation. Note: will modify/overwrite x. """ norm = np.sqrt(np.sum(x * x, axis=0)) x /= norm u, s, v = _safe_svd(x, full_matrices=False, **check_disable) v /= norm return np.dot(v.T * 1. / s, u.T), s def _sq(x): """Square quickly.""" return x * x def _check_finite(data): """Ensure data is finite.""" if not np.isfinite(data).all(): raise RuntimeError('data contains non-finite numbers') def _sph_harm_norm(order, degree): """Compute normalization factor for spherical harmonics.""" # we could use scipy.special.poch(degree + order + 1, -2 * order) # here, but it's slower for our fairly small degree norm = np.sqrt((2 * degree + 1.) / (4 * np.pi)) if order != 0: norm *= np.sqrt(factorial(degree - order) / float(factorial(degree + order))) return norm def _concatenate_sph_coils(coils): """Concatenate MEG coil parameters for spherical harmoncs.""" rs = np.concatenate([coil['r0_exey'] for coil in coils]) wcoils = np.concatenate([coil['w'] for coil in coils]) ezs = np.concatenate([np.tile(coil['ez'][np.newaxis, :], (len(coil['rmag']), 1)) for coil in coils]) bins = np.repeat(np.arange(len(coils)), [len(coil['rmag']) for coil in coils]) return rs, wcoils, ezs, bins _mu_0 = 4e-7 * np.pi # magnetic permeability def _get_mag_mask(coils): """Get the coil_scale for Maxwell filtering.""" return np.array([coil['coil_class'] == FWD.COILC_MAG for coil in coils]) def _sss_basis_basic(exp, coils, mag_scale=100., method='standard'): """Compute SSS basis using non-optimized (but more readable) algorithms.""" from scipy.special import sph_harm int_order, ext_order = exp['int_order'], exp['ext_order'] origin = exp['origin'] # Compute vector between origin and coil, convert to spherical coords if method == 'standard': # Get position, normal, weights, and number of integration pts. rmags, cosmags, ws, bins = _concatenate_coils(coils) rmags -= origin # Convert points to spherical coordinates rad, az, pol = _cart_to_sph(rmags).T cosmags *= ws[:, np.newaxis] del rmags, ws out_type = np.float64 else: # testing equivalence method rs, wcoils, ezs, bins = _concatenate_sph_coils(coils) rs -= origin rad, az, pol = _cart_to_sph(rs).T ezs *= wcoils[:, np.newaxis] del rs, wcoils out_type = np.complex128 del origin # Set up output matrices n_in, n_out = _get_n_moments([int_order, ext_order]) S_tot = np.empty((len(coils), n_in + n_out), out_type) S_in = S_tot[:, :n_in] S_out = S_tot[:, n_in:] coil_scale = np.ones((len(coils), 1)) coil_scale[_get_mag_mask(coils)] = mag_scale # Compute internal/external basis vectors (exclude degree 0; L/RHS Eq. 5) for degree in range(1, max(int_order, ext_order) + 1): # Only loop over positive orders, negative orders are handled # for efficiency within for order in range(degree + 1): S_in_out = list() grads_in_out = list() # Same spherical harmonic is used for both internal and external sph = sph_harm(order, degree, az, pol) sph_norm = _sph_harm_norm(order, degree) # Compute complex gradient for all integration points # in spherical coordinates (Eq. 6). The gradient for rad, az, pol # is obtained by taking the partial derivative of Eq. 4 w.r.t. each # coordinate. az_factor = 1j * order * sph / np.sin(np.maximum(pol, 1e-16)) pol_factor = (-sph_norm * np.sin(pol) * np.exp(1j * order * az) * _alegendre_deriv(order, degree, np.cos(pol))) if degree <= int_order: S_in_out.append(S_in) in_norm = _mu_0 * rad ** -(degree + 2) g_rad = in_norm * (-(degree + 1.) * sph) g_az = in_norm * az_factor g_pol = in_norm * pol_factor grads_in_out.append(_sph_to_cart_partials(az, pol, g_rad, g_az, g_pol)) if degree <= ext_order: S_in_out.append(S_out) out_norm = _mu_0 * rad ** (degree - 1) g_rad = out_norm * degree * sph g_az = out_norm * az_factor g_pol = out_norm * pol_factor grads_in_out.append(_sph_to_cart_partials(az, pol, g_rad, g_az, g_pol)) for spc, grads in zip(S_in_out, grads_in_out): # We could convert to real at the end, but it's more efficient # to do it now if method == 'standard': grads_pos_neg = [_sh_complex_to_real(grads, order)] orders_pos_neg = [order] # Deal with the negative orders if order > 0: # it's faster to use the conjugation property for # our normalized spherical harmonics than recalculate grads_pos_neg.append(_sh_complex_to_real( _sh_negate(grads, order), -order)) orders_pos_neg.append(-order) for gr, oo in zip(grads_pos_neg, orders_pos_neg): # Gradients dotted w/integration point weighted normals gr = einsum('ij,ij->i', gr, cosmags) vals = np.bincount(bins, gr, len(coils)) spc[:, _deg_ord_idx(degree, oo)] = -vals else: grads = einsum('ij,ij->i', grads, ezs) v = (np.bincount(bins, grads.real, len(coils)) + 1j * np.bincount(bins, grads.imag, len(coils))) spc[:, _deg_ord_idx(degree, order)] = -v if order > 0: spc[:, _deg_ord_idx(degree, -order)] = \ -_sh_negate(v, order) # Scale magnetometers S_tot *= coil_scale if method != 'standard': # Eventually we could probably refactor this for 2x mem (and maybe CPU) # savings by changing how spc/S_tot is assigned above (real only) S_tot = _bases_complex_to_real(S_tot, int_order, ext_order) return S_tot def _sss_basis(exp, all_coils): """Compute SSS basis for given conditions. Parameters ---------- exp : dict Must contain the following keys: origin : ndarray, shape (3,) Origin of the multipolar moment space in millimeters int_order : int Order of the internal multipolar moment space ext_order : int Order of the external multipolar moment space coils : list List of MEG coils. Each should contain coil information dict specifying position, normals, weights, number of integration points and channel type. All coil geometry must be in the same coordinate frame as ``origin`` (``head`` or ``meg``). Returns ------- bases : ndarray, shape (n_coils, n_mult_moments) Internal and external basis sets as a single ndarray. Notes ----- Does not incorporate magnetometer scaling factor or normalize spaces. Adapted from code provided by Jukka Nenonen. """ rmags, cosmags, bins, n_coils = all_coils[:4] int_order, ext_order = exp['int_order'], exp['ext_order'] n_in, n_out = _get_n_moments([int_order, ext_order]) S_tot = np.empty((n_coils, n_in + n_out), np.float64) rmags = rmags - exp['origin'] S_in = S_tot[:, :n_in] S_out = S_tot[:, n_in:] # do the heavy lifting max_order = max(int_order, ext_order) L = _tabular_legendre(rmags, max_order) phi = np.arctan2(rmags[:, 1], rmags[:, 0]) r_n = np.sqrt(np.sum(rmags * rmags, axis=1)) r_xy = np.sqrt(rmags[:, 0] * rmags[:, 0] + rmags[:, 1] * rmags[:, 1]) cos_pol = rmags[:, 2] / r_n # cos(theta); theta 0...pi sin_pol = np.sqrt(1. - cos_pol * cos_pol) # sin(theta) z_only = (r_xy <= 1e-16) r_xy[z_only] = 1. cos_az = rmags[:, 0] / r_xy # cos(phi) cos_az[z_only] = 1. sin_az = rmags[:, 1] / r_xy # sin(phi) sin_az[z_only] = 0. del rmags # Appropriate vector spherical harmonics terms # JNE 2012-02-08: modified alm -> 2*alm, blm -> -2*blm r_nn2 = r_n.copy() r_nn1 = 1.0 / (r_n * r_n) for degree in range(max_order + 1): if degree <= ext_order: r_nn1 *= r_n # r^(l-1) if degree <= int_order: r_nn2 *= r_n # r^(l+2) # mu_0*sqrt((2l+1)/4pi (l-m)!/(l+m)!) mult = 2e-7 * np.sqrt((2 * degree + 1) * np.pi) if degree > 0: idx = _deg_ord_idx(degree, 0) # alpha if degree <= int_order: b_r = mult * (degree + 1) * L[degree][0] / r_nn2 b_pol = -mult * L[degree][1] / r_nn2 S_in[:, idx] = _integrate_points( cos_az, sin_az, cos_pol, sin_pol, b_r, 0., b_pol, cosmags, bins, n_coils) # beta if degree <= ext_order: b_r = -mult * degree * L[degree][0] * r_nn1 b_pol = -mult * L[degree][1] * r_nn1 S_out[:, idx] = _integrate_points( cos_az, sin_az, cos_pol, sin_pol, b_r, 0., b_pol, cosmags, bins, n_coils) for order in range(1, degree + 1): ord_phi = order * phi sin_order = np.sin(ord_phi) cos_order = np.cos(ord_phi) mult /= np.sqrt((degree - order + 1) * (degree + order)) factor = mult * np.sqrt(2) # equivalence fix (MF uses 2.) # Real idx = _deg_ord_idx(degree, order) r_fact = factor * L[degree][order] * cos_order az_fact = factor * order * sin_order * L[degree][order] pol_fact = -factor * (L[degree][order + 1] - (degree + order) * (degree - order + 1) * L[degree][order - 1]) * cos_order # alpha if degree <= int_order: b_r = (degree + 1) * r_fact / r_nn2 b_az = az_fact / (sin_pol * r_nn2) b_az[z_only] = 0. b_pol = pol_fact / (2 * r_nn2) S_in[:, idx] = _integrate_points( cos_az, sin_az, cos_pol, sin_pol, b_r, b_az, b_pol, cosmags, bins, n_coils) # beta if degree <= ext_order: b_r = -degree * r_fact * r_nn1 b_az = az_fact * r_nn1 / sin_pol b_az[z_only] = 0. b_pol = pol_fact * r_nn1 / 2. S_out[:, idx] = _integrate_points( cos_az, sin_az, cos_pol, sin_pol, b_r, b_az, b_pol, cosmags, bins, n_coils) # Imaginary idx = _deg_ord_idx(degree, -order) r_fact = factor * L[degree][order] * sin_order az_fact = factor * order * cos_order * L[degree][order] pol_fact = factor * (L[degree][order + 1] - (degree + order) * (degree - order + 1) * L[degree][order - 1]) * sin_order # alpha if degree <= int_order: b_r = -(degree + 1) * r_fact / r_nn2 b_az = az_fact / (sin_pol * r_nn2) b_az[z_only] = 0. b_pol = pol_fact / (2 * r_nn2) S_in[:, idx] = _integrate_points( cos_az, sin_az, cos_pol, sin_pol, b_r, b_az, b_pol, cosmags, bins, n_coils) # beta if degree <= ext_order: b_r = degree * r_fact * r_nn1 b_az = az_fact * r_nn1 / sin_pol b_az[z_only] = 0. b_pol = pol_fact * r_nn1 / 2. S_out[:, idx] = _integrate_points( cos_az, sin_az, cos_pol, sin_pol, b_r, b_az, b_pol, cosmags, bins, n_coils) return S_tot def _integrate_points(cos_az, sin_az, cos_pol, sin_pol, b_r, b_az, b_pol, cosmags, bins, n_coils): """Integrate points in spherical coords.""" grads = _sp_to_cart(cos_az, sin_az, cos_pol, sin_pol, b_r, b_az, b_pol).T grads = einsum('ij,ij->i', grads, cosmags) return np.bincount(bins, grads, n_coils) def _tabular_legendre(r, nind): """Compute associated Legendre polynomials.""" r_n = np.sqrt(np.sum(r * r, axis=1)) x = r[:, 2] / r_n # cos(theta) L = list() for degree in range(nind + 1): L.append(np.zeros((degree + 2, len(r)))) L[0][0] = 1. pnn = 1. fact = 1. sx2 = np.sqrt((1. - x) * (1. + x)) for degree in range(nind + 1): L[degree][degree] = pnn pnn *= (-fact * sx2) fact += 2. if degree < nind: L[degree + 1][degree] = x * (2 * degree + 1) * L[degree][degree] if degree >= 2: for order in range(degree - 1): L[degree][order] = (x * (2 * degree - 1) * L[degree - 1][order] - (degree + order - 1) * L[degree - 2][order]) / (degree - order) return L def _sp_to_cart(cos_az, sin_az, cos_pol, sin_pol, b_r, b_az, b_pol): """Convert spherical coords to cartesian.""" return np.array([(sin_pol * cos_az * b_r + cos_pol * cos_az * b_pol - sin_az * b_az), (sin_pol * sin_az * b_r + cos_pol * sin_az * b_pol + cos_az * b_az), cos_pol * b_r - sin_pol * b_pol]) def _get_degrees_orders(order): """Get the set of degrees used in our basis functions.""" degrees = np.zeros(_get_n_moments(order), int) orders = np.zeros_like(degrees) for degree in range(1, order + 1): # Only loop over positive orders, negative orders are handled # for efficiency within for order in range(degree + 1): ii = _deg_ord_idx(degree, order) degrees[ii] = degree orders[ii] = order ii = _deg_ord_idx(degree, -order) degrees[ii] = degree orders[ii] = -order return degrees, orders def _alegendre_deriv(order, degree, val): """Compute the derivative of the associated Legendre polynomial at a value. Parameters ---------- order : int Order of spherical harmonic. (Usually) corresponds to 'm'. degree : int Degree of spherical harmonic. (Usually) corresponds to 'l'. val : float Value to evaluate the derivative at. Returns ------- dPlm : float Associated Legendre function derivative """ from scipy.special import lpmv assert order >= 0 return (order * val * lpmv(order, degree, val) + (degree + order) * (degree - order + 1.) * np.sqrt(1. - val * val) * lpmv(order - 1, degree, val)) / (1. - val * val) def _bases_complex_to_real(complex_tot, int_order, ext_order): """Convert complex spherical harmonics to real.""" n_in, n_out = _get_n_moments([int_order, ext_order]) complex_in = complex_tot[:, :n_in] complex_out = complex_tot[:, n_in:] real_tot = np.empty(complex_tot.shape, np.float64) real_in = real_tot[:, :n_in] real_out = real_tot[:, n_in:] for comp, real, exp_order in zip([complex_in, complex_out], [real_in, real_out], [int_order, ext_order]): for deg in range(1, exp_order + 1): for order in range(deg + 1): idx_pos = _deg_ord_idx(deg, order) idx_neg = _deg_ord_idx(deg, -order) real[:, idx_pos] = _sh_complex_to_real(comp[:, idx_pos], order) if order != 0: # This extra mult factor baffles me a bit, but it works # in round-trip testing, so we'll keep it :( mult = (-1 if order % 2 == 0 else 1) real[:, idx_neg] = mult * _sh_complex_to_real( comp[:, idx_neg], -order) return real_tot def _bases_real_to_complex(real_tot, int_order, ext_order): """Convert real spherical harmonics to complex.""" n_in, n_out = _get_n_moments([int_order, ext_order]) real_in = real_tot[:, :n_in] real_out = real_tot[:, n_in:] comp_tot = np.empty(real_tot.shape, np.complex128) comp_in = comp_tot[:, :n_in] comp_out = comp_tot[:, n_in:] for real, comp, exp_order in zip([real_in, real_out], [comp_in, comp_out], [int_order, ext_order]): for deg in range(1, exp_order + 1): # only loop over positive orders, figure out neg from pos for order in range(deg + 1): idx_pos = _deg_ord_idx(deg, order) idx_neg = _deg_ord_idx(deg, -order) this_comp = _sh_real_to_complex([real[:, idx_pos], real[:, idx_neg]], order) comp[:, idx_pos] = this_comp comp[:, idx_neg] = _sh_negate(this_comp, order) return comp_tot def _check_info(info, sss=True, tsss=True, calibration=True, ctc=True): """Ensure that Maxwell filtering has not been applied yet.""" for ent in info['proc_history']: for msg, key, doing in (('SSS', 'sss_info', sss), ('tSSS', 'max_st', tsss), ('fine calibration', 'sss_cal', calibration), ('cross-talk cancellation', 'sss_ctc', ctc)): if not doing: continue if len(ent['max_info'][key]) > 0: raise RuntimeError('Maxwell filtering %s step has already ' 'been applied, cannot reapply' % msg) def _update_sss_info(raw, origin, int_order, ext_order, nchan, coord_frame, sss_ctc, sss_cal, max_st, reg_moments, st_only): """Update info inplace after Maxwell filtering. Parameters ---------- raw : instance of mne.io.Raw Data to be filtered origin : array-like, shape (3,) Origin of internal and external multipolar moment space in head coords and in millimeters int_order : int Order of internal component of spherical expansion ext_order : int Order of external component of spherical expansion nchan : int Number of sensors sss_ctc : dict The cross talk information. sss_cal : dict The calibration information. max_st : dict The tSSS information. reg_moments : ndarray | slice The moments that were used. st_only : bool Whether tSSS only was performed. """ n_in, n_out = _get_n_moments([int_order, ext_order]) raw.info['maxshield'] = False components = np.zeros(n_in + n_out).astype('int32') components[reg_moments] = 1 sss_info_dict = dict(in_order=int_order, out_order=ext_order, nchan=nchan, origin=origin.astype('float32'), job=FIFF.FIFFV_SSS_JOB_FILTER, nfree=np.sum(components[:n_in]), frame=_str_to_frame[coord_frame], components=components) max_info_dict = dict(max_st=max_st) if st_only: max_info_dict.update(sss_info=dict(), sss_cal=dict(), sss_ctc=dict()) else: max_info_dict.update(sss_info=sss_info_dict, sss_cal=sss_cal, sss_ctc=sss_ctc) # Reset 'bads' for any MEG channels since they've been reconstructed _reset_meg_bads(raw.info) block_id = _generate_meas_id() raw.info['proc_history'].insert(0, dict( max_info=max_info_dict, block_id=block_id, date=DATE_NONE, creator='mne-python v%s' % __version__, experimenter='')) def _reset_meg_bads(info): """Reset MEG bads.""" meg_picks = pick_types(info, meg=True, exclude=[]) info['bads'] = [bad for bad in info['bads'] if info['ch_names'].index(bad) not in meg_picks] check_disable = dict() # not available on really old versions of SciPy if 'check_finite' in _get_args(linalg.svd): check_disable['check_finite'] = False def _orth_overwrite(A): """Create a slightly more efficient 'orth'.""" # adapted from scipy/linalg/decomp_svd.py u, s = _safe_svd(A, full_matrices=False, **check_disable)[:2] M, N = A.shape eps = np.finfo(float).eps tol = max(M, N) * np.amax(s) * eps num = np.sum(s > tol, dtype=int) return u[:, :num] def _overlap_projector(data_int, data_res, corr): """Calculate projector for removal of subspace intersection in tSSS.""" # corr necessary to deal with noise when finding identical signal # directions in the subspace. See the end of the Results section in [2]_ # Note that the procedure here is an updated version of [2]_ (and used in # MF's tSSS) that uses residuals instead of internal/external spaces # directly. This provides more degrees of freedom when analyzing for # intersections between internal and external spaces. # Normalize data, then compute orth to get temporal bases. Matrices # must have shape (n_samps x effective_rank) when passed into svd # computation # we use np.linalg.norm instead of sp.linalg.norm here: ~2x faster! n = np.linalg.norm(data_int) n = 1. if n == 0 else n # all-zero data should gracefully continue data_int = _orth_overwrite((data_int / n).T) n = np.linalg.norm(data_res) n = 1. if n == 0 else n data_res = _orth_overwrite((data_res / n).T) if data_int.shape[1] == 0 or data_res.shape[1] == 0: return np.empty((data_int.shape[0], 0)) Q_int = linalg.qr(data_int, overwrite_a=True, mode='economic', **check_disable)[0].T Q_res = linalg.qr(data_res, overwrite_a=True, mode='economic', **check_disable)[0] C_mat = np.dot(Q_int, Q_res) del Q_int # Compute angles between subspace and which bases to keep S_intersect, Vh_intersect = _safe_svd(C_mat, full_matrices=False, **check_disable)[1:] del C_mat intersect_mask = (S_intersect >= corr) del S_intersect # Compute projection operator as (I-LL_T) Eq. 12 in [2]_ # V_principal should be shape (n_time_pts x n_retained_inds) Vh_intersect = Vh_intersect[intersect_mask].T V_principal = np.dot(Q_res, Vh_intersect) return V_principal def _update_sensor_geometry(info, fine_cal, ignore_ref): """Replace sensor geometry information and reorder cal_chs.""" from ._fine_cal import read_fine_calibration logger.info(' Using fine calibration %s' % op.basename(fine_cal)) fine_cal = read_fine_calibration(fine_cal) # filename -> dict ch_names = _clean_names(info['ch_names'], remove_whitespace=True) info_to_cal = dict() missing = list() for ci, name in enumerate(fine_cal['ch_names']): if name not in ch_names: missing.append(name) else: oi = ch_names.index(name) info_to_cal[oi] = ci meg_picks = pick_types(info, meg=True, exclude=[]) if len(info_to_cal) != len(meg_picks): raise RuntimeError( 'Not all MEG channels found in fine calibration file, missing:\n%s' % sorted(list({ch_names[pick] for pick in meg_picks} - set(fine_cal['ch_names'])))) if len(missing): warn('Found cal channel%s not in data: %s' % (_pl(missing), missing)) grad_picks = pick_types(info, meg='grad', exclude=()) mag_picks = pick_types(info, meg='mag', exclude=()) # Determine gradiometer imbalances and magnetometer calibrations grad_imbalances = np.array([fine_cal['imb_cals'][info_to_cal[gi]] for gi in grad_picks]).T if grad_imbalances.shape[0] not in [1, 3]: raise ValueError('Must have 1 (x) or 3 (x, y, z) point-like ' + 'magnetometers. Currently have %i' % grad_imbalances.shape[0]) mag_cals = np.array([fine_cal['imb_cals'][info_to_cal[mi]] for mi in mag_picks]) # Now let's actually construct our point-like adjustment coils for grads grad_coilsets = _get_grad_point_coilsets( info, n_types=len(grad_imbalances), ignore_ref=ignore_ref) calibration = dict(grad_imbalances=grad_imbalances, grad_coilsets=grad_coilsets, mag_cals=mag_cals) # Replace sensor locations (and track differences) for fine calibration ang_shift = np.zeros((len(fine_cal['ch_names']), 3)) used = np.zeros(len(info['chs']), bool) cal_corrs = list() cal_chans = list() adjust_logged = False for oi, ci in info_to_cal.items(): assert ch_names[oi] == fine_cal['ch_names'][ci] assert not used[oi] used[oi] = True info_ch = info['chs'][oi] ch_num = int(fine_cal['ch_names'][ci].lstrip('MEG').lstrip('0')) cal_chans.append([ch_num, info_ch['coil_type']]) # Some .dat files might only rotate EZ, so we must check first that # EX and EY are orthogonal to EZ. If not, we find the rotation between # the original and fine-cal ez, and rotate EX and EY accordingly: ch_coil_rot = _loc_to_coil_trans(info_ch['loc'])[:3, :3] cal_loc = fine_cal['locs'][ci].copy() cal_coil_rot = _loc_to_coil_trans(cal_loc)[:3, :3] if np.max([np.abs(np.dot(cal_coil_rot[:, ii], cal_coil_rot[:, 2])) for ii in range(2)]) > 1e-6: # X or Y not orthogonal if not adjust_logged: logger.info(' Adjusting non-orthogonal EX and EY') adjust_logged = True # find the rotation matrix that goes from one to the other this_trans = _find_vector_rotation(ch_coil_rot[:, 2], cal_coil_rot[:, 2]) cal_loc[3:] = np.dot(this_trans, ch_coil_rot).T.ravel() # calculate shift angle v1 = _loc_to_coil_trans(cal_loc)[:3, :3] _normalize_vectors(v1) v2 = _loc_to_coil_trans(info_ch['loc'])[:3, :3] _normalize_vectors(v2) ang_shift[ci] = np.sum(v1 * v2, axis=0) if oi in grad_picks: extra = [1., fine_cal['imb_cals'][ci][0]] else: extra = [fine_cal['imb_cals'][ci][0], 0.] cal_corrs.append(np.concatenate([extra, cal_loc])) # Adjust channel normal orientations with those from fine calibration # Channel positions are not changed info_ch['loc'][3:] = cal_loc[3:] assert (info_ch['coord_frame'] == FIFF.FIFFV_COORD_DEVICE) assert used[meg_picks].all() assert not used[np.setdiff1d(np.arange(len(used)), meg_picks)].any() ang_shift = ang_shift[list(info_to_cal.values())] # subselect used ones # This gets written to the Info struct sss_cal = dict(cal_corrs=np.array(cal_corrs), cal_chans=np.array(cal_chans)) # Log quantification of sensor changes # Deal with numerical precision giving absolute vals slightly more than 1. np.clip(ang_shift, -1., 1., ang_shift) np.rad2deg(np.arccos(ang_shift), ang_shift) # Convert to degrees logger.info(' Adjusted coil positions by (μ ± σ): ' '%0.1f° ± %0.1f° (max: %0.1f°)' % (np.mean(ang_shift), np.std(ang_shift), np.max(np.abs(ang_shift)))) return calibration, sss_cal def _get_grad_point_coilsets(info, n_types, ignore_ref): """Get point-type coilsets for gradiometers.""" _rotations = dict( x=np.array([[0, 0, 1, 0], [0, 1, 0, 0], [1, 0, 0, 0], [0, 0, 0, 1.]]), y=np.array([[1, 0, 0, 0], [0, 0, 1, 0], [0, 1, 0, 0], [0, 0, 0, 1.]]), z=np.eye(4)) grad_coilsets = list() grad_info = pick_info( _simplify_info(info), pick_types(info, meg='grad', exclude=[])) # Coil_type values for x, y, z point magnetometers # Note: 1D correction files only have x-direction corrections for ch in grad_info['chs']: ch['coil_type'] = FIFF.FIFFV_COIL_POINT_MAGNETOMETER orig_locs = [ch['loc'].copy() for ch in grad_info['chs']] for rot in 'xyz'[:n_types]: # Rotate the Z magnetometer orientation to the destination orientation for ci, ch in enumerate(grad_info['chs']): ch['loc'][3:] = _coil_trans_to_loc(np.dot( _loc_to_coil_trans(orig_locs[ci]), _rotations[rot]))[3:] grad_coilsets.append(_prep_mf_coils(grad_info, ignore_ref)) return grad_coilsets def _sss_basis_point(exp, trans, cal, ignore_ref=False, mag_scale=100.): """Compute multipolar moments for point-like mags (in fine cal).""" # Loop over all coordinate directions desired and create point mags S_tot = 0. # These are magnetometers, so use a uniform coil_scale of 100. this_cs = np.array([mag_scale], float) for imb, coils in zip(cal['grad_imbalances'], cal['grad_coilsets']): S_add = _trans_sss_basis(exp, coils, trans, this_cs) # Scale spaces by gradiometer imbalance S_add *= imb[:, np.newaxis] S_tot += S_add # Return point-like mag bases return S_tot def _regularize_out(int_order, ext_order, mag_or_fine): """Regularize out components based on norm.""" n_in = _get_n_moments(int_order) out_removes = list(np.arange(0 if mag_or_fine.any() else 3) + n_in) return list(out_removes) def _regularize_in(int_order, ext_order, S_decomp, mag_or_fine): """Regularize basis set using idealized SNR measure.""" n_in, n_out = _get_n_moments([int_order, ext_order]) # The "signal" terms depend only on the inner expansion order # (i.e., not sensor geometry or head position / expansion origin) a_lm_sq, rho_i = _compute_sphere_activation_in( np.arange(int_order + 1)) degrees, orders = _get_degrees_orders(int_order) a_lm_sq = a_lm_sq[degrees] I_tots = np.zeros(n_in) # we might not traverse all, so use np.zeros in_keepers = list(range(n_in)) out_removes = _regularize_out(int_order, ext_order, mag_or_fine) out_keepers = list(np.setdiff1d(np.arange(n_in, n_in + n_out), out_removes)) remove_order = [] S_decomp = S_decomp.copy() use_norm = np.sqrt(np.sum(S_decomp * S_decomp, axis=0)) S_decomp /= use_norm eigs = np.zeros((n_in, 2)) # plot = False # for debugging # if plot: # import matplotlib.pyplot as plt # fig, axs = plt.subplots(3, figsize=[6, 12]) # plot_ord = np.empty(n_in, int) # plot_ord.fill(-1) # count = 0 # # Reorder plot to match MF # for degree in range(1, int_order + 1): # for order in range(0, degree + 1): # assert plot_ord[count] == -1 # plot_ord[count] = _deg_ord_idx(degree, order) # count += 1 # if order > 0: # assert plot_ord[count] == -1 # plot_ord[count] = _deg_ord_idx(degree, -order) # count += 1 # assert count == n_in # assert (plot_ord >= 0).all() # assert len(np.unique(plot_ord)) == n_in noise_lev = 5e-13 # noise level in T/m noise_lev *= noise_lev # effectively what would happen by earlier multiply for ii in range(n_in): this_S = S_decomp.take(in_keepers + out_keepers, axis=1) u, s, v = _safe_svd(this_S, full_matrices=False, **check_disable) del this_S eigs[ii] = s[[0, -1]] v = v.T[:len(in_keepers)] v /= use_norm[in_keepers][:, np.newaxis] eta_lm_sq = np.dot(v * 1. / s, u.T) del u, s, v eta_lm_sq *= eta_lm_sq eta_lm_sq = eta_lm_sq.sum(axis=1) eta_lm_sq *= noise_lev # Mysterious scale factors to match MF, likely due to differences # in the basis normalizations... eta_lm_sq[orders[in_keepers] == 0] *= 2 eta_lm_sq *= 0.0025 snr = a_lm_sq[in_keepers] / eta_lm_sq I_tots[ii] = 0.5 * np.log2(snr + 1.).sum() remove_order.append(in_keepers[np.argmin(snr)]) in_keepers.pop(in_keepers.index(remove_order[-1])) # heuristic to quit if we're past the peak to save cycles if ii > 10 and (I_tots[ii - 1:ii + 1] < 0.95 * I_tots.max()).all(): break # if plot and ii == 0: # axs[0].semilogy(snr[plot_ord[in_keepers]], color='k') # if plot: # axs[0].set(ylabel='SNR', ylim=[0.1, 500], xlabel='Component') # axs[1].plot(I_tots) # axs[1].set(ylabel='Information', xlabel='Iteration') # axs[2].plot(eigs[:, 0] / eigs[:, 1]) # axs[2].set(ylabel='Condition', xlabel='Iteration') # Pick the components that give at least 98% of max info # This is done because the curves can be quite flat, and we err on the # side of including rather than excluding components max_info = np.max(I_tots) lim_idx = np.where(I_tots >= 0.98 * max_info)[0][0] in_removes = remove_order[:lim_idx] for ii, ri in enumerate(in_removes): logger.debug(' Condition %0.3f/%0.3f = %03.1f, ' 'Removing in component %s: l=%s, m=%+0.0f' % (tuple(eigs[ii]) + (eigs[ii, 0] / eigs[ii, 1], ri, degrees[ri], orders[ri]))) logger.debug(' Resulting information: %0.1f bits/sample ' '(%0.1f%% of peak %0.1f)' % (I_tots[lim_idx], 100 * I_tots[lim_idx] / max_info, max_info)) return in_removes, out_removes def _compute_sphere_activation_in(degrees): u"""Compute the "in" power from random currents in a sphere. Parameters ---------- degrees : ndarray The degrees to evaluate. Returns ------- a_power : ndarray The a_lm associated for the associated degrees (see [1]_). rho_i : float The current density. References ---------- .. [1] A 122-channel whole-cortex SQUID system for measuring the brain’s magnetic fields. Knuutila et al. IEEE Transactions on Magnetics, Vol 29 No 6, Nov 1993. """ r_in = 0.080 # radius of the randomly-activated sphere # set the observation point r=r_s, az=el=0, so we can just look at m=0 term # compute the resulting current density rho_i # This is the "surface" version of the equation: # b_r_in = 100e-15 # fixed radial field amplitude at distance r_s = 100 fT # r_s = 0.13 # 5 cm from the surface # rho_degrees = np.arange(1, 100) # in_sum = (rho_degrees * (rho_degrees + 1.) / # ((2. * rho_degrees + 1.)) * # (r_in / r_s) ** (2 * rho_degrees + 2)).sum() * 4. * np.pi # rho_i = b_r_in * 1e7 / np.sqrt(in_sum) # rho_i = 5.21334885574e-07 # value for r_s = 0.125 rho_i = 5.91107375632e-07 # deterministic from above, so just store it a_power = _sq(rho_i) * (degrees * r_in ** (2 * degrees + 4) / (_sq(2. * degrees + 1.) * (degrees + 1.))) return a_power, rho_i def _trans_sss_basis(exp, all_coils, trans=None, coil_scale=100.): """Compute SSS basis (optionally) using a dev<->head trans.""" if trans is not None: if not isinstance(trans, Transform): trans = Transform('meg', 'head', trans) assert not np.isnan(trans['trans']).any() all_coils = (apply_trans(trans, all_coils[0]), apply_trans(trans, all_coils[1], move=False), ) + all_coils[2:] if not isinstance(coil_scale, np.ndarray): # Scale all magnetometers (with `coil_class` == 1.0) by `mag_scale` cs = coil_scale coil_scale = np.ones((all_coils[3], 1)) coil_scale[all_coils[4]] = cs S_tot = _sss_basis(exp, all_coils) S_tot *= coil_scale return S_tot
bsd-3-clause
michaelchu/kaleidoscope
kaleidoscope/datafeeds/sqlite_data.py
1
3289
from .base import BaseDataFeed import kaleidoscope.globals as gb import os import sqlite3 import pandas as pd class SQLiteDataFeed(BaseDataFeed): def __init__(self, path=None): self.path = path self.opt_params = ( ('symbol', 0), ('underlying_symbol', 1), ('quote_date', 2), ('root', 1), ('expiration', 4), ('strike', 5), ('option_type', 6), ('open', -1), ('high', -1), ('low', -1), ('close', -1), ('trade_volume', 11), ('bid_size', -1), ('bid', 13), ('ask_size', -1), ('ask', 15), ('underlying_price', 16), ('iv', -1), ('delta', 18), ('gamma', 19), ('theta', 20), ('vega', 21), ('rho', 22), ('open_interest', -1) ) if self.path is None: # use default path if no path given self.path = os.path.join(os.sep, gb.PROJECT_DIR, gb.DATA_SUB_DIR, gb.DB_NAME + ".db") def get(self, symbol, start=None, end=None, exclude_splits=True, option_type=None): """ Data provider wrapper around pandas read_sql_query for sqlite database. :param symbol: symbol to download option data for :param start: start date to retrieve data from :param end: end date to retrieve data to :param exclude_splits: exclude options created from the underlying's stock splits :param option_type: If None, or not passed in, will retrieve both calls and puts of option chain :return: dataframe containing option chains """ # TODO: allow for various start and end date configurations params = {} # exclude option chains created from the underlying's stock split if exclude_splits: params['root'] = symbol if option_type == 'c': params['option_type'] = 'c' if option_type == 'p': params['option_type'] = 'p' try: data_conn = sqlite3.connect(self.path) query = "SELECT * FROM %s_option_chain" % symbol # Build the query components as needed if start is not None and end is None: query += " WHERE expiration >= '%s'" % start elif start is None and end is not None: query += " WHERE expiration <= '%s'" % end elif start is not None and end is not None: query += " WHERE expiration >= '%s' AND expiration <= '%s'" % (start, end) # loop through opt_params, assign filter by column if applicable if params is not None: query += " AND" for k, v in params.items(): query += " %s = '%s' AND" % (k, v) # remove the trailing 'AND' query = query[:-4] # may need to apply chunk size if loading large option chain set data = pd.read_sql_query(query, data_conn) # normalize dataframe columns data = self._normalize(data, self.opt_params) return data except IOError as err: raise IOError(err)
mit
joshloyal/scikit-learn
sklearn/neural_network/rbm.py
46
12291
"""Restricted Boltzmann Machine """ # Authors: Yann N. Dauphin <dauphiya@iro.umontreal.ca> # Vlad Niculae # Gabriel Synnaeve # Lars Buitinck # License: BSD 3 clause import time import numpy as np import scipy.sparse as sp from ..base import BaseEstimator from ..base import TransformerMixin from ..externals.six.moves import xrange from ..utils import check_array from ..utils import check_random_state from ..utils import gen_even_slices from ..utils import issparse from ..utils.extmath import safe_sparse_dot from ..utils.extmath import log_logistic from ..utils.fixes import expit # logistic function from ..utils.validation import check_is_fitted class BernoulliRBM(BaseEstimator, TransformerMixin): """Bernoulli Restricted Boltzmann Machine (RBM). A Restricted Boltzmann Machine with binary visible units and binary hidden units. Parameters are estimated using Stochastic Maximum Likelihood (SML), also known as Persistent Contrastive Divergence (PCD) [2]. The time complexity of this implementation is ``O(d ** 2)`` assuming d ~ n_features ~ n_components. Read more in the :ref:`User Guide <rbm>`. Parameters ---------- n_components : int, optional Number of binary hidden units. learning_rate : float, optional The learning rate for weight updates. It is *highly* recommended to tune this hyper-parameter. Reasonable values are in the 10**[0., -3.] range. batch_size : int, optional Number of examples per minibatch. n_iter : int, optional Number of iterations/sweeps over the training dataset to perform during training. verbose : int, optional The verbosity level. The default, zero, means silent mode. random_state : integer or numpy.RandomState, optional A random number generator instance to define the state of the random permutations generator. If an integer is given, it fixes the seed. Defaults to the global numpy random number generator. Attributes ---------- intercept_hidden_ : array-like, shape (n_components,) Biases of the hidden units. intercept_visible_ : array-like, shape (n_features,) Biases of the visible units. components_ : array-like, shape (n_components, n_features) Weight matrix, where n_features in the number of visible units and n_components is the number of hidden units. Examples -------- >>> import numpy as np >>> from sklearn.neural_network import BernoulliRBM >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> model = BernoulliRBM(n_components=2) >>> model.fit(X) BernoulliRBM(batch_size=10, learning_rate=0.1, n_components=2, n_iter=10, random_state=None, verbose=0) References ---------- [1] Hinton, G. E., Osindero, S. and Teh, Y. A fast learning algorithm for deep belief nets. Neural Computation 18, pp 1527-1554. http://www.cs.toronto.edu/~hinton/absps/fastnc.pdf [2] Tieleman, T. Training Restricted Boltzmann Machines using Approximations to the Likelihood Gradient. International Conference on Machine Learning (ICML) 2008 """ def __init__(self, n_components=256, learning_rate=0.1, batch_size=10, n_iter=10, verbose=0, random_state=None): self.n_components = n_components self.learning_rate = learning_rate self.batch_size = batch_size self.n_iter = n_iter self.verbose = verbose self.random_state = random_state def transform(self, X): """Compute the hidden layer activation probabilities, P(h=1|v=X). Parameters ---------- X : {array-like, sparse matrix} shape (n_samples, n_features) The data to be transformed. Returns ------- h : array, shape (n_samples, n_components) Latent representations of the data. """ check_is_fitted(self, "components_") X = check_array(X, accept_sparse='csr', dtype=np.float64) return self._mean_hiddens(X) def _mean_hiddens(self, v): """Computes the probabilities P(h=1|v). Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer. Returns ------- h : array-like, shape (n_samples, n_components) Corresponding mean field values for the hidden layer. """ p = safe_sparse_dot(v, self.components_.T) p += self.intercept_hidden_ return expit(p, out=p) def _sample_hiddens(self, v, rng): """Sample from the distribution P(h|v). Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer to sample from. rng : RandomState Random number generator to use. Returns ------- h : array-like, shape (n_samples, n_components) Values of the hidden layer. """ p = self._mean_hiddens(v) return (rng.random_sample(size=p.shape) < p) def _sample_visibles(self, h, rng): """Sample from the distribution P(v|h). Parameters ---------- h : array-like, shape (n_samples, n_components) Values of the hidden layer to sample from. rng : RandomState Random number generator to use. Returns ------- v : array-like, shape (n_samples, n_features) Values of the visible layer. """ p = np.dot(h, self.components_) p += self.intercept_visible_ expit(p, out=p) return (rng.random_sample(size=p.shape) < p) def _free_energy(self, v): """Computes the free energy F(v) = - log sum_h exp(-E(v,h)). Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer. Returns ------- free_energy : array-like, shape (n_samples,) The value of the free energy. """ return (- safe_sparse_dot(v, self.intercept_visible_) - np.logaddexp(0, safe_sparse_dot(v, self.components_.T) + self.intercept_hidden_).sum(axis=1)) def gibbs(self, v): """Perform one Gibbs sampling step. Parameters ---------- v : array-like, shape (n_samples, n_features) Values of the visible layer to start from. Returns ------- v_new : array-like, shape (n_samples, n_features) Values of the visible layer after one Gibbs step. """ check_is_fitted(self, "components_") if not hasattr(self, "random_state_"): self.random_state_ = check_random_state(self.random_state) h_ = self._sample_hiddens(v, self.random_state_) v_ = self._sample_visibles(h_, self.random_state_) return v_ def partial_fit(self, X, y=None): """Fit the model to the data X which should contain a partial segment of the data. Parameters ---------- X : array-like, shape (n_samples, n_features) Training data. Returns ------- self : BernoulliRBM The fitted model. """ X = check_array(X, accept_sparse='csr', dtype=np.float64) if not hasattr(self, 'random_state_'): self.random_state_ = check_random_state(self.random_state) if not hasattr(self, 'components_'): self.components_ = np.asarray( self.random_state_.normal( 0, 0.01, (self.n_components, X.shape[1]) ), order='F') if not hasattr(self, 'intercept_hidden_'): self.intercept_hidden_ = np.zeros(self.n_components, ) if not hasattr(self, 'intercept_visible_'): self.intercept_visible_ = np.zeros(X.shape[1], ) if not hasattr(self, 'h_samples_'): self.h_samples_ = np.zeros((self.batch_size, self.n_components)) self._fit(X, self.random_state_) def _fit(self, v_pos, rng): """Inner fit for one mini-batch. Adjust the parameters to maximize the likelihood of v using Stochastic Maximum Likelihood (SML). Parameters ---------- v_pos : array-like, shape (n_samples, n_features) The data to use for training. rng : RandomState Random number generator to use for sampling. """ h_pos = self._mean_hiddens(v_pos) v_neg = self._sample_visibles(self.h_samples_, rng) h_neg = self._mean_hiddens(v_neg) lr = float(self.learning_rate) / v_pos.shape[0] update = safe_sparse_dot(v_pos.T, h_pos, dense_output=True).T update -= np.dot(h_neg.T, v_neg) self.components_ += lr * update self.intercept_hidden_ += lr * (h_pos.sum(axis=0) - h_neg.sum(axis=0)) self.intercept_visible_ += lr * (np.asarray( v_pos.sum(axis=0)).squeeze() - v_neg.sum(axis=0)) h_neg[rng.uniform(size=h_neg.shape) < h_neg] = 1.0 # sample binomial self.h_samples_ = np.floor(h_neg, h_neg) def score_samples(self, X): """Compute the pseudo-likelihood of X. Parameters ---------- X : {array-like, sparse matrix} shape (n_samples, n_features) Values of the visible layer. Must be all-boolean (not checked). Returns ------- pseudo_likelihood : array-like, shape (n_samples,) Value of the pseudo-likelihood (proxy for likelihood). Notes ----- This method is not deterministic: it computes a quantity called the free energy on X, then on a randomly corrupted version of X, and returns the log of the logistic function of the difference. """ check_is_fitted(self, "components_") v = check_array(X, accept_sparse='csr') rng = check_random_state(self.random_state) # Randomly corrupt one feature in each sample in v. ind = (np.arange(v.shape[0]), rng.randint(0, v.shape[1], v.shape[0])) if issparse(v): data = -2 * v[ind] + 1 v_ = v + sp.csr_matrix((data.A.ravel(), ind), shape=v.shape) else: v_ = v.copy() v_[ind] = 1 - v_[ind] fe = self._free_energy(v) fe_ = self._free_energy(v_) return v.shape[1] * log_logistic(fe_ - fe) def fit(self, X, y=None): """Fit the model to the data X. Parameters ---------- X : {array-like, sparse matrix} shape (n_samples, n_features) Training data. Returns ------- self : BernoulliRBM The fitted model. """ X = check_array(X, accept_sparse='csr', dtype=np.float64) n_samples = X.shape[0] rng = check_random_state(self.random_state) self.components_ = np.asarray( rng.normal(0, 0.01, (self.n_components, X.shape[1])), order='F') self.intercept_hidden_ = np.zeros(self.n_components, ) self.intercept_visible_ = np.zeros(X.shape[1], ) self.h_samples_ = np.zeros((self.batch_size, self.n_components)) n_batches = int(np.ceil(float(n_samples) / self.batch_size)) batch_slices = list(gen_even_slices(n_batches * self.batch_size, n_batches, n_samples)) verbose = self.verbose begin = time.time() for iteration in xrange(1, self.n_iter + 1): for batch_slice in batch_slices: self._fit(X[batch_slice], rng) if verbose: end = time.time() print("[%s] Iteration %d, pseudo-likelihood = %.2f," " time = %.2fs" % (type(self).__name__, iteration, self.score_samples(X).mean(), end - begin)) begin = end return self
bsd-3-clause
manashmndl/scikit-learn
examples/decomposition/plot_pca_vs_fa_model_selection.py
78
4510
#!/usr/bin/python # -*- coding: utf-8 -*- """ =============================================================== Model selection with Probabilistic PCA and Factor Analysis (FA) =============================================================== Probabilistic PCA and Factor Analysis are probabilistic models. The consequence is that the likelihood of new data can be used for model selection and covariance estimation. Here we compare PCA and FA with cross-validation on low rank data corrupted with homoscedastic noise (noise variance is the same for each feature) or heteroscedastic noise (noise variance is the different for each feature). In a second step we compare the model likelihood to the likelihoods obtained from shrinkage covariance estimators. One can observe that with homoscedastic noise both FA and PCA succeed in recovering the size of the low rank subspace. The likelihood with PCA is higher than FA in this case. However PCA fails and overestimates the rank when heteroscedastic noise is present. Under appropriate circumstances the low rank models are more likely than shrinkage models. The automatic estimation from Automatic Choice of Dimensionality for PCA. NIPS 2000: 598-604 by Thomas P. Minka is also compared. """ print(__doc__) # Authors: Alexandre Gramfort # Denis A. Engemann # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from scipy import linalg from sklearn.decomposition import PCA, FactorAnalysis from sklearn.covariance import ShrunkCovariance, LedoitWolf from sklearn.cross_validation import cross_val_score from sklearn.grid_search import GridSearchCV ############################################################################### # Create the data n_samples, n_features, rank = 1000, 50, 10 sigma = 1. rng = np.random.RandomState(42) U, _, _ = linalg.svd(rng.randn(n_features, n_features)) X = np.dot(rng.randn(n_samples, rank), U[:, :rank].T) # Adding homoscedastic noise X_homo = X + sigma * rng.randn(n_samples, n_features) # Adding heteroscedastic noise sigmas = sigma * rng.rand(n_features) + sigma / 2. X_hetero = X + rng.randn(n_samples, n_features) * sigmas ############################################################################### # Fit the models n_components = np.arange(0, n_features, 5) # options for n_components def compute_scores(X): pca = PCA() fa = FactorAnalysis() pca_scores, fa_scores = [], [] for n in n_components: pca.n_components = n fa.n_components = n pca_scores.append(np.mean(cross_val_score(pca, X))) fa_scores.append(np.mean(cross_val_score(fa, X))) return pca_scores, fa_scores def shrunk_cov_score(X): shrinkages = np.logspace(-2, 0, 30) cv = GridSearchCV(ShrunkCovariance(), {'shrinkage': shrinkages}) return np.mean(cross_val_score(cv.fit(X).best_estimator_, X)) def lw_score(X): return np.mean(cross_val_score(LedoitWolf(), X)) for X, title in [(X_homo, 'Homoscedastic Noise'), (X_hetero, 'Heteroscedastic Noise')]: pca_scores, fa_scores = compute_scores(X) n_components_pca = n_components[np.argmax(pca_scores)] n_components_fa = n_components[np.argmax(fa_scores)] pca = PCA(n_components='mle') pca.fit(X) n_components_pca_mle = pca.n_components_ print("best n_components by PCA CV = %d" % n_components_pca) print("best n_components by FactorAnalysis CV = %d" % n_components_fa) print("best n_components by PCA MLE = %d" % n_components_pca_mle) plt.figure() plt.plot(n_components, pca_scores, 'b', label='PCA scores') plt.plot(n_components, fa_scores, 'r', label='FA scores') plt.axvline(rank, color='g', label='TRUTH: %d' % rank, linestyle='-') plt.axvline(n_components_pca, color='b', label='PCA CV: %d' % n_components_pca, linestyle='--') plt.axvline(n_components_fa, color='r', label='FactorAnalysis CV: %d' % n_components_fa, linestyle='--') plt.axvline(n_components_pca_mle, color='k', label='PCA MLE: %d' % n_components_pca_mle, linestyle='--') # compare with other covariance estimators plt.axhline(shrunk_cov_score(X), color='violet', label='Shrunk Covariance MLE', linestyle='-.') plt.axhline(lw_score(X), color='orange', label='LedoitWolf MLE' % n_components_pca_mle, linestyle='-.') plt.xlabel('nb of components') plt.ylabel('CV scores') plt.legend(loc='lower right') plt.title(title) plt.show()
bsd-3-clause
em-er-es/rollo
rollo/src/rollo_visualization.py
1
15564
#!/usr/bin/env python2 # -*- coding: utf-8 -*- ## @file rollo_visualization.py # @author Rabbia Asghar # @author Ernest Skrzypczyk # # @date 25/2/16 # # @brief Visualize motion capture data and EKF estimates # # Command prototype: <b>rosrun rollo rollo_visualization _rate:=25 _plotrefreshperiod:=100</b> # \param rate Running frequency of the node <!25 [Hz]> # \param plotrefreshperiod Plot refresh period <!100 [1]> # \param ms Marker scale reference value <20 [1]> # \param saveim Save path for generated images <!.> # \param savevid Save path for generated animation video <!.> # \param imtype Type of saved images <!png> # \param imformat Format of saved images (dim_x x dim_y) <!512> # \param duration Duration of visualization <!0> # # \warning Not all parameters and functions are currently processed # # Project github repository # # @see https://github.com/em-er-es/rollo/ # ''' TODO * Part of the Doxygen documentation still seems not to be respected * Make marker gradual transition from previous position to current *C Implement proper animation for pseudo realtime display of measurements * * TODO later * Implement dynamic server reconfiguration, use class for main() * Double check results for animation *P Implement saving generated images to a video (code is there) *P Implement saving generated images to a path * Implement a duration parameter * Add references from node to topics and console colors, parse them properly (pycparse) ''' ## Import ## Import basic Python libraries from __future__ import print_function #Python2 ## Import matplotlib import matplotlib ## Set UI specifics matplotlib.use('GtkAgg') ## Import plot import matplotlib.pyplot as plt import matplotlib.patches as mpatches ## Import animation for export to video from matplotlib import animation # from matplotlib import interactive import numpy as np import time ## Multiprocessing library for process and pipe from multiprocessing import Process, Pipe import gobject ## Import ROS libraries import roslib roslib.load_manifest('rollo') import rospy #from dynamic_reconfigure.server import Server as DynamicReconfigureServer # Not used right now ## Import messages for Rollo ## Import standard Pose2D from geometry_msgs.msg import Pose2D ## Import custom messages for Rollo # Confirm the PYTHONPATH environment variable content ## Import EKF message from rollo.msg import EKF # from rollo.msg import _EKF # Also works ## Import Pose2DStamped message from rollo.msg import Pose2DStamped # Global variables ## Node name using console codes NodeName = "\033[38;5;160mVIS \033[0m" # NodeName = "VIS " ## Visualize rate [Hz] == [fps] rate = 25 # 25 [Hz] = 25 [fps] ## Plot refresh period [1] plotRefreshPeriod = 100 ## Loop counter LoopCounter = 1 ## Marker scale markerScale = 20 # Plot components and parameters ## Maximal coordinates - symmetrical\n # Negative value used to mirror the current calibration setup of motion capture system and keep sanity with adjustments to the plot\n # Positive value used to represent the current calibration setup of motion capture system and keep sanity with adjustments to the plot axl = 4 # axl = -4 ## X axis limit axlx = axl ## Y axis limit axly = axl # Global flags ## Global message flag 1 -- Motion capture data from preprocessor flagSubscriber1 = False ## Global message flag 2 -- Extended Kalman filter estimates and odometry modeled data from EKF node flagSubscriber2 = False ## Subscriber callback for measurement data def subscriberCallbackMeasurement(msg): # rospy.loginfo("[Rollo][%s][Sub1] Message : [ %6s | %6s | %6s ]", NodeName, msg.pose2d.x, msg.pose2d.y, msg.pose2d.theta) # //DB # rospy.loginfo("[Rollo][%s][Sub1] Message : [ %6s | %6s | %6s ]", NodeName, msg.x, msg.y, msg.theta) # //DB global MessageMeasurement MessageMeasurement = msg global flagSubscriber1 flagSubscriber1 = True return 0 ## Subscriber callback for EKF data def subscriberCallbackEKF(msg): # rospy.loginfo("[Rollo][%s][Sub2] Message : [ %6s | %6s | %6s ]", NodeName, msg.pose2d.x, msg.pose2d.y, msg.pose2d.theta) # //DB global MessageEKF MessageEKF = msg global flagSubscriber2 flagSubscriber2 = True return 0 # FUNCTIONS UNUSED START # Animation ## Initialization function for animation def initAnimation(): ## Plot the background of each frame global Pos Pos.set_data([], []) return Pos ## Animation callback function # # \param i Interation step # # Sequentially called def animatePlot(i): global Pos # x = np.linspace(0, 2, 1000) # Pos.set_data(MessageMeasurement.x, MessageMeasurement.y) Pos.set_data(MessageMeasurement.pose2d.x, MessageMeasurement.pose2d.y) # Pos.set_data(2, 2) # Pos.set_data(x, MessageMeasurement.y) # Pos.set_data(1*i, 2*i) return Pos ## Initilize plot def initPlot(object): self.axes(xlim=(-axlx, axlx), ylim=(-axly, axly)) self.grid(1) # def clearPlot(): # ax = plt.axes(xlim=(-axlx, axlx), ylim=(-axly, axly)) # plt.grid(1) ## Generate and update plot def generatePlot(initcond): rospy.loginfo("[Rollo][%s][generatePlot] Init", NodeName) # //DB ## - First loop if (initcond == 0): ## Initilize plot skeleton # figure, axis = plt.subplots() # plt.axis([-axlx, axlx, -axly, axly]) figure = plt.figure() ax = plt.axes(xlim=(-axlx, axlx), ylim=(-axly, axly)) plt.grid(1) # plt.ion() # Pos, = plt.plot(MessageMeasurement.pose2d.x, MessageMeasurement.pose2d.y) global Pos Pos, = ax.plot([], [], lw = 2) # plt.show(figure) markerScale = 3 ## Animation calls # anim = animation.FuncAnimation(figure, animatePlot, init_func=initAnimation, frames = 25, interval = 1, blit = True) # anim = animation.FuncAnimation(figure, animatePlot, init_func=initAnimation, frames = 200, interval = 20, blit = True) # anim = animation.FuncAnimation(figure, animatePlot, init_func=initAnimation, frames = 30, interval = 1, blit = True) ## After initilization send the condition variable initcond = 1 ## Generate quiver plot # Pos = plt.plot(MessageMeasurement.x, MessageMeasurement.y, 'b', marker=(3, 0, of), markersize = markerScale / 3) # Pos, = plt.plot(MessageMeasurement.x, MessageMeasurement.y) Pos, = plt.plot(MessageMeasurement.pose2d.x, MessageMeasurement.pose2d.y) plt.show(block=False) # First set up the figure, the axis, and the plot element we want to animate # fig = plt.figure() # ax = plt.axes(xlim=(0, 2), ylim=(-2, 2)) # line, = ax.plot([], [], lw=2) # call the animator. blit=True means only re-draw the parts that have changed. # anim = animation.FuncAnimation(figure, animate, init_func = init, frames = rate * 10, interval = rate, blit = True) # Save the animation as an mp4. This requires ffmpeg or mencoder to be # installed. The extra_args ensure that the x264 codec is used, so that # the video can be embedded in html5. You may need to adjust this for # your system: for more information, see # http://matplotlib.sourceforge.net/api/animation_api.html # anim.save('basic_animation.mp4', fps=30, extra_args=['-vcodec', 'libx264']) # Save to pipe, read from pipe: $ mpv video # anim.save('video', fps=30, extra_args=['-vcodec', 'libx264']) # Save generated plot # plt.savefig('L%d.png' % LoopCounter) # plt.show(block=False) ## Reset subscriber flags global flagSubscriber1 flagSubscriber1 = False global flagSubscriber2 flagSubscriber2 = False return 0 # FUNCTIONS UNUSED END class ProcessPlotter(object): def __init__(self): # Global variables used from callback global samples samples = 2 # Sufficient to connect markers # Initialize samples with zeroes ## X data from motion capture self.x1 = np.zeros(samples) ## Y data from motion capture self.y1 = np.zeros(samples) ## X data from odometry model self.x2 = np.zeros(samples) ## Y data from odometry model self.y2 = np.zeros(samples) ## X data from EKF estimates self.x3 = np.zeros(samples) ## Y data from EKF estimates self.y3 = np.zeros(samples) def terminate(self): plt.close('all') def poll_draw(self): def call_back(): ## Local variables # global samples = 10 # samples # ofd = - 90 # ofd = - 135 ## Orientation of the triangular marker ofd = 150 ## Set plot limits self.ax.axis([-axlx, axlx, -axly, axly]) ## Set plot legend red_marker = mpatches.Patch(color='red', label='Motion capture') green_marker = mpatches.Patch(color='green', label='Odometry') blue_marker = mpatches.Patch(color='blue', label='EKF') self.ax.legend(handles = [red_marker, green_marker, blue_marker], bbox_to_anchor = (0.0, 1.02, 1.0, 0.102), loc = 8, ncol = 3, mode = "expand", borderaxespad = 0.0) ## Set plot labels self.ax.set_xlabel('x [m]') self.ax.set_ylabel('y [m]') self.ax.yaxis.set_label('y [m]') ## Main loop while 1: ## Exception handler if not self.pipe.poll(): break ## Read data from pipe data = self.pipe.recv() ## Exception handler if data is None: self.terminate() return False # Proceed with processing else: # Shift last samples for i in range(samples - 1): self.x1[i + 1] = self.x1[i] self.y1[i + 1] = self.y1[i] self.x2[i + 1] = self.x2[i] self.y2[i + 1] = self.y2[i] self.x3[i + 1] = self.x3[i] self.y3[i + 1] = self.y3[i] # Assign data from pipe to local variables self.x1[0] = data[1] self.y1[0] = data[2] self.x2[0] = data[4] self.y2[0] = data[5] self.x3[0] = data[7] self.y3[0] = data[8] # Correct and assign orientation of marker/robot of1 = np.rad2deg(data[3]) + ofd of2 = np.rad2deg(data[6]) + ofd of3 = np.rad2deg(data[9]) + ofd # Plot n-samples ## Red - Data from preprocessor self.ax.plot(self.x1, self.y1, 'r', marker = (3, 0, of1), markersize = markerScale) ## Green - Data from odometry sent by EKF self.ax.plot(self.x2, self.y2, 'g', marker = (3, 0, of2), markersize = markerScale * 0.8) ## Green - Data from EKF self.ax.plot(self.x3, self.y3, 'b', marker = (3, 0, of3), markersize = markerScale * 0.6) if data[0]: # Clear every so often # rospy.loginfo("[Rollo][%s][ProcessPlotter] Clear and reinitalize plot @ loop: %d", NodeName, LoopCounter) # //VB rospy.loginfo("[Rollo][%s][ProcessPlotter] Clear and reinitalize plot", NodeName) # //VB ## Clear plot self.ax.cla() ## Reinitialize plot # initPlot(self.ax) self.ax.grid(1) ## Set plot labels self.ax.set_xlabel('x [m]') self.ax.set_ylabel('y [m]') self.ax.axis([-axlx, axlx, -axly, axly]) # self.ax.yaxis.set_label('y [m]') # self.ax.legend([red_marker, green_marker, blue_marker], ["Motion capture", "Odometry", "EKF"], bbox_to_anchor = (1.0, 1.02, 0.0, 0.102), loc = 3, ncol = 3, mode = "expand", borderaxespad = 0.0) self.ax.legend(handles = [red_marker, green_marker, blue_marker], bbox_to_anchor = (0.0, 1.02, 1.0, 0.102), loc = 8, ncol = 3, mode = "expand", borderaxespad = 0.0) self.fig.canvas.draw() return True return call_back def __call__(self, pipe): rospy.loginfo("[Rollo][%s][ProcessPlotter] Loop: %d", NodeName, LoopCounter) # //VB # Initialize plot skeleton ## Data transmission pipe between processes self.pipe = pipe self.fig, self.ax = plt.subplots() self.fig.canvas.set_window_title('Rollo visualization node') plt.grid(1) self.gid = gobject.timeout_add(0, self.poll_draw()) rospy.loginfo("[Rollo][%s][ProcessPlotter] Initialized", NodeName) # //VB plt.ioff() plt.show() class MultiProcessPlot(object): ## Initilization def __init__(self): self.plotpipe, PlotterPipe = Pipe() ## Called process for plotting self.plotter = ProcessPlotter() ## Process holder self.plotprocess = Process(target = self.plotter, args = (PlotterPipe, )) self.plotprocess.daemon = True self.plotprocess.start() ## Plot function def plot(self, finished=False): send = self.plotpipe.send if finished: send(None) else: if not LoopCounter % plotRefreshPeriod: reset = 1 else: reset = 0 ## Compose data for pipe data = [reset, MessageMeasurement.pose2d.x, MessageMeasurement.pose2d.y, MessageMeasurement.pose2d.theta, MessageEKF.odompose2d.x, MessageEKF.odompose2d.y, MessageEKF.odompose2d.theta, MessageEKF.ekfpose2d.x, MessageEKF.ekfpose2d.y, MessageEKF.ekfpose2d.theta] # print(MessageEKF.ekfpose2d.x, MessageEKF.ekfpose2d.y, MessageEKF.ekfpose2d.theta) # //VB # print(MessageEKF.odompose2d.x, MessageEKF.odompose2d.y, MessageEKF.odompose2d.theta) # //VB ## Send data through pipe send(data) ## Reset global flags to receive new input flagSubscriber1 = False flagSubscriber2 = False ## Node class function def RolloVisualization(): """ Node main function Runs visualization based on provided position and orientation data """ ##! Initiliaze: ## - Refer to global variable so that it can be changed global LoopCounter ## - Initialize rospy # roscpp_initialize(sys.argv) rospy.init_node('rollo_visualization', anonymous=True) # Get node parameters global rate rate = float(rospy.get_param('~rate', '25')) global plotRefreshPeriod plotRefreshPeriod = float(rospy.get_param('~plotrefreshperiod', '100')) global markerScale markerScale = float(rospy.get_param('~ms', '20')) # PARAMETERS UNUSED START # saveim = string(rospy.get_param('~saveim', '.')) # savevid = string(rospy.get_param('~savevid', '.')) # imtype = string(rospy.get_param('~imtype', 'png')) # imformat = int(rospy.get_param('~imformat', '512')) # duration = float(rospy.get_param('~d', '0')) # PARAMETERS UNUSED END ## Set frequency rate for visualization node rosrate = rospy.Rate(rate) ## Subscribe to EKF topic rospy.Subscriber('/Rollo/ekf', EKF, subscriberCallbackEKF, queue_size = 1024) ## Subscribe to motion capture topic # Can use both, but need another callback for that # rospy.Subscriber('/Optitrack_Rollo/ground_pose', Pose2D, subscriberCallbackMeasurement, queue_size = 1024) rospy.Subscriber('/Rollo/pose2dstamped', Pose2DStamped, subscriberCallbackMeasurement, queue_size = 1024) initcond = 0 ## Multiprocessing ## Start another process for plotting mpp = MultiProcessPlot() # CODE UNUSED START # processPlotting = multiprocessing.Process(target = generatePlot(0), args=()) # processPlotting = Process(target = generatePlot(0), args=()) # processPlotting.daemon = True # processPlotting.start() # CODE UNUSED END while not rospy.is_shutdown(): ## Main loop # rospy.loginfo("[Rollo][%s][Main] Loop: %d", NodeName, LoopCounter) # //DB if not LoopCounter % 1000: rospy.loginfo("[Rollo][%s][Main] Loop: %d", NodeName, LoopCounter) # //DB ## Plot new message set if (flagSubscriber1 == True) and (flagSubscriber2 == True): # rospy.loginfo("[Rollo][%s][Main] Generate and update plot", NodeName) # //DB mpp.plot() # CODE UNUSED START ## Animation # Pos, = plt.plot(MessageMeasurement.x, MessageMeasurement.y) # global animatePlot # anim = animation.FuncAnimation(figure, animate, frames = 10, interval = 4, blit = True) # anim.save('basic_animation.mp4', fps=30, extra_args=['-vcodec', 'libx264']) # CODE UNUSED END ## Sleep to conform node frequency rate rosrate.sleep() ## Update loop counter LoopCounter = LoopCounter + 1 ## Main loop end ## Wait for plotprocess to finish mpp.plotprocess.join() # rospy.spin() ## Script run condition if __name__ == '__main__': try: RolloVisualization() except rospy.ROSInterruptException: pass
gpl-2.0
r-rathi/error-control-coding
perf/error_probs.py
1
2278
#!/usr/bin/env python3 import numpy as np import matplotlib.pyplot as plt from scipy.misc import comb as C # Error probability calculations, based on: # "On the Performance of Concatenated Reed-Solomon, Convolutional and Parity # Check Codes for BWA Applications" # www.ieee802.org/16/tg1/phy/contrib/802161pc-00_37.pdf # pbi - input BER # psi - input SER # pbo - output BER # pso - output SER = prob. that a particular symbol is in error # pw - WER (Word Error Rate) = prob. that the codeword is in error # m - symbol size # n - code length (usually 2^m - 1) # t - error correction capability # k - code dimension, n - k = 2t for RS def psi(m, pbi): return 1 - (1 - pbi)**m # ~ m * pbi for pbi << 1/m def pw(n, t, psi): pw_ = 0 for i in range(t+1, n+1): pw_ += C(n, i) * (psi ** i) * ((1 - psi) ** (n - i)) return pw_ def pso(n, t, psi): pso_ = 0 for i in range(t+1, n+1): pso_ += C(n-1, i-1) * (psi ** i) * ((1 - psi) ** (n - i)) return pso_ def pbo(n, t, pbi, psi, pso): return pbi * pso / psi def pbi_vs_pbo(pbis, m, n, t): pbos = [] for pbi in pbis: psi_ = psi(m, pbi) pso_ = pso(n, t, psi_) pbo_ = pbo(n, t, pbi, psi_, pso_) pbos.append(pbo_) return np.array(pbos) def weight_dist1(q, t, i, exact=False): # Lin & Costello, Eq 7.3, page 238 A = 0 if i == 0: return 1 if i <= 2 * t: return A for j in range(2*t + 1): A += (-1)**(i+j) * C(i, j, exact=exact) * (q ** (2*t) - q ** i) A += (q - 1) ** i A *= C(q - 1, i, exact=exact) * q ** (-2*t) return A def weight_dist2(q, t, l, exact=False): # Blahut, Corollary 12.1.3, page 378 n = q - 1 d = 2 * t + 1 A = 0 if l == 0: return 1 if l < d: return A for j in range(l - d + 1): A += (-1)**j * C(l, j, exact=exact) * (q ** (l-d+1-j) - 1) A *= C(n, l, exact=exact) return A def weight_dist3(q, t, l, exact=False): # Blahut, Theorem 12.1.2, page 376 n = q - 1 d = 2 * t + 1 A = 0 if l == 0: return 1 if l < d: return A for j in range(l - d + 1): A += (-1)**j * C(l - 1, j, exact=exact) * q ** (l-d-j) A *= C(n, l, exact=exact) * (q - 1) return A
mit
shenzebang/scikit-learn
sklearn/metrics/regression.py
175
16953
"""Metrics to assess performance on regression task Functions named as ``*_score`` return a scalar value to maximize: the higher the better Function named as ``*_error`` or ``*_loss`` return a scalar value to minimize: the lower the better """ # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr> # Mathieu Blondel <mathieu@mblondel.org> # Olivier Grisel <olivier.grisel@ensta.org> # Arnaud Joly <a.joly@ulg.ac.be> # Jochen Wersdorfer <jochen@wersdoerfer.de> # Lars Buitinck <L.J.Buitinck@uva.nl> # Joel Nothman <joel.nothman@gmail.com> # Noel Dawe <noel@dawe.me> # Manoj Kumar <manojkumarsivaraj334@gmail.com> # Michael Eickenberg <michael.eickenberg@gmail.com> # Konstantin Shmelkov <konstantin.shmelkov@polytechnique.edu> # License: BSD 3 clause from __future__ import division import numpy as np from ..utils.validation import check_array, check_consistent_length from ..utils.validation import column_or_1d import warnings __ALL__ = [ "mean_absolute_error", "mean_squared_error", "median_absolute_error", "r2_score", "explained_variance_score" ] def _check_reg_targets(y_true, y_pred, multioutput): """Check that y_true and y_pred belong to the same regression task Parameters ---------- y_true : array-like, y_pred : array-like, multioutput : array-like or string in ['raw_values', uniform_average', 'variance_weighted'] or None None is accepted due to backward compatibility of r2_score(). Returns ------- type_true : one of {'continuous', continuous-multioutput'} The type of the true target data, as output by 'utils.multiclass.type_of_target' y_true : array-like of shape = (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples, n_outputs) Estimated target values. multioutput : array-like of shape = (n_outputs) or string in ['raw_values', uniform_average', 'variance_weighted'] or None Custom output weights if ``multioutput`` is array-like or just the corresponding argument if ``multioutput`` is a correct keyword. """ check_consistent_length(y_true, y_pred) y_true = check_array(y_true, ensure_2d=False) y_pred = check_array(y_pred, ensure_2d=False) if y_true.ndim == 1: y_true = y_true.reshape((-1, 1)) if y_pred.ndim == 1: y_pred = y_pred.reshape((-1, 1)) if y_true.shape[1] != y_pred.shape[1]: raise ValueError("y_true and y_pred have different number of output " "({0}!={1})".format(y_true.shape[1], y_pred.shape[1])) n_outputs = y_true.shape[1] multioutput_options = (None, 'raw_values', 'uniform_average', 'variance_weighted') if multioutput not in multioutput_options: multioutput = check_array(multioutput, ensure_2d=False) if n_outputs == 1: raise ValueError("Custom weights are useful only in " "multi-output cases.") elif n_outputs != len(multioutput): raise ValueError(("There must be equally many custom weights " "(%d) as outputs (%d).") % (len(multioutput), n_outputs)) y_type = 'continuous' if n_outputs == 1 else 'continuous-multioutput' return y_type, y_true, y_pred, multioutput def mean_absolute_error(y_true, y_pred, sample_weight=None, multioutput='uniform_average'): """Mean absolute error regression loss Read more in the :ref:`User Guide <mean_absolute_error>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average'] or array-like of shape (n_outputs) Defines aggregating of multiple output values. Array-like value defines weights used to average errors. 'raw_values' : Returns a full set of errors in case of multioutput input. 'uniform_average' : Errors of all outputs are averaged with uniform weight. Returns ------- loss : float or ndarray of floats If multioutput is 'raw_values', then mean absolute error is returned for each output separately. If multioutput is 'uniform_average' or an ndarray of weights, then the weighted average of all output errors is returned. MAE output is non-negative floating point. The best value is 0.0. Examples -------- >>> from sklearn.metrics import mean_absolute_error >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> mean_absolute_error(y_true, y_pred) 0.5 >>> y_true = [[0.5, 1], [-1, 1], [7, -6]] >>> y_pred = [[0, 2], [-1, 2], [8, -5]] >>> mean_absolute_error(y_true, y_pred) 0.75 >>> mean_absolute_error(y_true, y_pred, multioutput='raw_values') array([ 0.5, 1. ]) >>> mean_absolute_error(y_true, y_pred, multioutput=[0.3, 0.7]) ... # doctest: +ELLIPSIS 0.849... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) output_errors = np.average(np.abs(y_pred - y_true), weights=sample_weight, axis=0) if multioutput == 'raw_values': return output_errors elif multioutput == 'uniform_average': # pass None as weights to np.average: uniform mean multioutput = None return np.average(output_errors, weights=multioutput) def mean_squared_error(y_true, y_pred, sample_weight=None, multioutput='uniform_average'): """Mean squared error regression loss Read more in the :ref:`User Guide <mean_squared_error>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average'] or array-like of shape (n_outputs) Defines aggregating of multiple output values. Array-like value defines weights used to average errors. 'raw_values' : Returns a full set of errors in case of multioutput input. 'uniform_average' : Errors of all outputs are averaged with uniform weight. Returns ------- loss : float or ndarray of floats A non-negative floating point value (the best value is 0.0), or an array of floating point values, one for each individual target. Examples -------- >>> from sklearn.metrics import mean_squared_error >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> mean_squared_error(y_true, y_pred) 0.375 >>> y_true = [[0.5, 1],[-1, 1],[7, -6]] >>> y_pred = [[0, 2],[-1, 2],[8, -5]] >>> mean_squared_error(y_true, y_pred) # doctest: +ELLIPSIS 0.708... >>> mean_squared_error(y_true, y_pred, multioutput='raw_values') ... # doctest: +ELLIPSIS array([ 0.416..., 1. ]) >>> mean_squared_error(y_true, y_pred, multioutput=[0.3, 0.7]) ... # doctest: +ELLIPSIS 0.824... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) output_errors = np.average((y_true - y_pred) ** 2, axis=0, weights=sample_weight) if multioutput == 'raw_values': return output_errors elif multioutput == 'uniform_average': # pass None as weights to np.average: uniform mean multioutput = None return np.average(output_errors, weights=multioutput) def median_absolute_error(y_true, y_pred): """Median absolute error regression loss Read more in the :ref:`User Guide <median_absolute_error>`. Parameters ---------- y_true : array-like of shape = (n_samples) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) Estimated target values. Returns ------- loss : float A positive floating point value (the best value is 0.0). Examples -------- >>> from sklearn.metrics import median_absolute_error >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> median_absolute_error(y_true, y_pred) 0.5 """ y_type, y_true, y_pred, _ = _check_reg_targets(y_true, y_pred, 'uniform_average') if y_type == 'continuous-multioutput': raise ValueError("Multioutput not supported in median_absolute_error") return np.median(np.abs(y_pred - y_true)) def explained_variance_score(y_true, y_pred, sample_weight=None, multioutput='uniform_average'): """Explained variance regression score function Best possible score is 1.0, lower values are worse. Read more in the :ref:`User Guide <explained_variance_score>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average', \ 'variance_weighted'] or array-like of shape (n_outputs) Defines aggregating of multiple output scores. Array-like value defines weights used to average scores. 'raw_values' : Returns a full set of scores in case of multioutput input. 'uniform_average' : Scores of all outputs are averaged with uniform weight. 'variance_weighted' : Scores of all outputs are averaged, weighted by the variances of each individual output. Returns ------- score : float or ndarray of floats The explained variance or ndarray if 'multioutput' is 'raw_values'. Notes ----- This is not a symmetric function. Examples -------- >>> from sklearn.metrics import explained_variance_score >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> explained_variance_score(y_true, y_pred) # doctest: +ELLIPSIS 0.957... >>> y_true = [[0.5, 1], [-1, 1], [7, -6]] >>> y_pred = [[0, 2], [-1, 2], [8, -5]] >>> explained_variance_score(y_true, y_pred, multioutput='uniform_average') ... # doctest: +ELLIPSIS 0.983... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) y_diff_avg = np.average(y_true - y_pred, weights=sample_weight, axis=0) numerator = np.average((y_true - y_pred - y_diff_avg) ** 2, weights=sample_weight, axis=0) y_true_avg = np.average(y_true, weights=sample_weight, axis=0) denominator = np.average((y_true - y_true_avg) ** 2, weights=sample_weight, axis=0) nonzero_numerator = numerator != 0 nonzero_denominator = denominator != 0 valid_score = nonzero_numerator & nonzero_denominator output_scores = np.ones(y_true.shape[1]) output_scores[valid_score] = 1 - (numerator[valid_score] / denominator[valid_score]) output_scores[nonzero_numerator & ~nonzero_denominator] = 0. if multioutput == 'raw_values': # return scores individually return output_scores elif multioutput == 'uniform_average': # passing to np.average() None as weights results is uniform mean avg_weights = None elif multioutput == 'variance_weighted': avg_weights = denominator else: avg_weights = multioutput return np.average(output_scores, weights=avg_weights) def r2_score(y_true, y_pred, sample_weight=None, multioutput=None): """R^2 (coefficient of determination) regression score function. Best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0. Read more in the :ref:`User Guide <r2_score>`. Parameters ---------- y_true : array-like of shape = (n_samples) or (n_samples, n_outputs) Ground truth (correct) target values. y_pred : array-like of shape = (n_samples) or (n_samples, n_outputs) Estimated target values. sample_weight : array-like of shape = (n_samples), optional Sample weights. multioutput : string in ['raw_values', 'uniform_average', 'variance_weighted'] or None or array-like of shape (n_outputs) Defines aggregating of multiple output scores. Array-like value defines weights used to average scores. Default value correponds to 'variance_weighted', but will be changed to 'uniform_average' in next versions. 'raw_values' : Returns a full set of scores in case of multioutput input. 'uniform_average' : Scores of all outputs are averaged with uniform weight. 'variance_weighted' : Scores of all outputs are averaged, weighted by the variances of each individual output. Returns ------- z : float or ndarray of floats The R^2 score or ndarray of scores if 'multioutput' is 'raw_values'. Notes ----- This is not a symmetric function. Unlike most other scores, R^2 score may be negative (it need not actually be the square of a quantity R). References ---------- .. [1] `Wikipedia entry on the Coefficient of determination <http://en.wikipedia.org/wiki/Coefficient_of_determination>`_ Examples -------- >>> from sklearn.metrics import r2_score >>> y_true = [3, -0.5, 2, 7] >>> y_pred = [2.5, 0.0, 2, 8] >>> r2_score(y_true, y_pred) # doctest: +ELLIPSIS 0.948... >>> y_true = [[0.5, 1], [-1, 1], [7, -6]] >>> y_pred = [[0, 2], [-1, 2], [8, -5]] >>> r2_score(y_true, y_pred, multioutput='variance_weighted') # doctest: +ELLIPSIS 0.938... """ y_type, y_true, y_pred, multioutput = _check_reg_targets( y_true, y_pred, multioutput) if sample_weight is not None: sample_weight = column_or_1d(sample_weight) weight = sample_weight[:, np.newaxis] else: weight = 1. numerator = (weight * (y_true - y_pred) ** 2).sum(axis=0, dtype=np.float64) denominator = (weight * (y_true - np.average( y_true, axis=0, weights=sample_weight)) ** 2).sum(axis=0, dtype=np.float64) nonzero_denominator = denominator != 0 nonzero_numerator = numerator != 0 valid_score = nonzero_denominator & nonzero_numerator output_scores = np.ones([y_true.shape[1]]) output_scores[valid_score] = 1 - (numerator[valid_score] / denominator[valid_score]) # arbitrary set to zero to avoid -inf scores, having a constant # y_true is not interesting for scoring a regression anyway output_scores[nonzero_numerator & ~nonzero_denominator] = 0. if multioutput is None and y_true.shape[1] != 1: # @FIXME change in 0.18 warnings.warn("Default 'multioutput' behavior now corresponds to " "'variance_weighted' value, it will be changed " "to 'uniform_average' in 0.18.", DeprecationWarning) multioutput = 'variance_weighted' if multioutput == 'raw_values': # return scores individually return output_scores elif multioutput == 'uniform_average': # passing None as weights results is uniform mean avg_weights = None elif multioutput == 'variance_weighted': avg_weights = denominator # avoid fail on constant y or one-element arrays if not np.any(nonzero_denominator): if not np.any(nonzero_numerator): return 1.0 else: return 0.0 else: avg_weights = multioutput return np.average(output_scores, weights=avg_weights)
bsd-3-clause
raghavrv/scikit-learn
sklearn/linear_model/tests/test_omp.py
76
7752
# Author: Vlad Niculae # License: BSD 3 clause import numpy as np from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_array_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_warns from sklearn.utils.testing import ignore_warnings from sklearn.linear_model import (orthogonal_mp, orthogonal_mp_gram, OrthogonalMatchingPursuit, OrthogonalMatchingPursuitCV, LinearRegression) from sklearn.utils import check_random_state from sklearn.datasets import make_sparse_coded_signal n_samples, n_features, n_nonzero_coefs, n_targets = 20, 30, 5, 3 y, X, gamma = make_sparse_coded_signal(n_targets, n_features, n_samples, n_nonzero_coefs, random_state=0) G, Xy = np.dot(X.T, X), np.dot(X.T, y) # this makes X (n_samples, n_features) # and y (n_samples, 3) def test_correct_shapes(): assert_equal(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5).shape, (n_features,)) assert_equal(orthogonal_mp(X, y, n_nonzero_coefs=5).shape, (n_features, 3)) def test_correct_shapes_gram(): assert_equal(orthogonal_mp_gram(G, Xy[:, 0], n_nonzero_coefs=5).shape, (n_features,)) assert_equal(orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5).shape, (n_features, 3)) def test_n_nonzero_coefs(): assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5)) <= 5) assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5, precompute=True)) <= 5) def test_tol(): tol = 0.5 gamma = orthogonal_mp(X, y[:, 0], tol=tol) gamma_gram = orthogonal_mp(X, y[:, 0], tol=tol, precompute=True) assert_true(np.sum((y[:, 0] - np.dot(X, gamma)) ** 2) <= tol) assert_true(np.sum((y[:, 0] - np.dot(X, gamma_gram)) ** 2) <= tol) def test_with_without_gram(): assert_array_almost_equal( orthogonal_mp(X, y, n_nonzero_coefs=5), orthogonal_mp(X, y, n_nonzero_coefs=5, precompute=True)) def test_with_without_gram_tol(): assert_array_almost_equal( orthogonal_mp(X, y, tol=1.), orthogonal_mp(X, y, tol=1., precompute=True)) def test_unreachable_accuracy(): assert_array_almost_equal( orthogonal_mp(X, y, tol=0), orthogonal_mp(X, y, n_nonzero_coefs=n_features)) assert_array_almost_equal( assert_warns(RuntimeWarning, orthogonal_mp, X, y, tol=0, precompute=True), orthogonal_mp(X, y, precompute=True, n_nonzero_coefs=n_features)) def test_bad_input(): assert_raises(ValueError, orthogonal_mp, X, y, tol=-1) assert_raises(ValueError, orthogonal_mp, X, y, n_nonzero_coefs=-1) assert_raises(ValueError, orthogonal_mp, X, y, n_nonzero_coefs=n_features + 1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, tol=-1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, n_nonzero_coefs=-1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, n_nonzero_coefs=n_features + 1) def test_perfect_signal_recovery(): idx, = gamma[:, 0].nonzero() gamma_rec = orthogonal_mp(X, y[:, 0], 5) gamma_gram = orthogonal_mp_gram(G, Xy[:, 0], 5) assert_array_equal(idx, np.flatnonzero(gamma_rec)) assert_array_equal(idx, np.flatnonzero(gamma_gram)) assert_array_almost_equal(gamma[:, 0], gamma_rec, decimal=2) assert_array_almost_equal(gamma[:, 0], gamma_gram, decimal=2) def test_estimator(): omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs) omp.fit(X, y[:, 0]) assert_equal(omp.coef_.shape, (n_features,)) assert_equal(omp.intercept_.shape, ()) assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs) omp.fit(X, y) assert_equal(omp.coef_.shape, (n_targets, n_features)) assert_equal(omp.intercept_.shape, (n_targets,)) assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs) omp.set_params(fit_intercept=False, normalize=False) omp.fit(X, y[:, 0]) assert_equal(omp.coef_.shape, (n_features,)) assert_equal(omp.intercept_, 0) assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs) omp.fit(X, y) assert_equal(omp.coef_.shape, (n_targets, n_features)) assert_equal(omp.intercept_, 0) assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs) def test_identical_regressors(): newX = X.copy() newX[:, 1] = newX[:, 0] gamma = np.zeros(n_features) gamma[0] = gamma[1] = 1. newy = np.dot(newX, gamma) assert_warns(RuntimeWarning, orthogonal_mp, newX, newy, 2) def test_swapped_regressors(): gamma = np.zeros(n_features) # X[:, 21] should be selected first, then X[:, 0] selected second, # which will take X[:, 21]'s place in case the algorithm does # column swapping for optimization (which is the case at the moment) gamma[21] = 1.0 gamma[0] = 0.5 new_y = np.dot(X, gamma) new_Xy = np.dot(X.T, new_y) gamma_hat = orthogonal_mp(X, new_y, 2) gamma_hat_gram = orthogonal_mp_gram(G, new_Xy, 2) assert_array_equal(np.flatnonzero(gamma_hat), [0, 21]) assert_array_equal(np.flatnonzero(gamma_hat_gram), [0, 21]) def test_no_atoms(): y_empty = np.zeros_like(y) Xy_empty = np.dot(X.T, y_empty) gamma_empty = ignore_warnings(orthogonal_mp)(X, y_empty, 1) gamma_empty_gram = ignore_warnings(orthogonal_mp)(G, Xy_empty, 1) assert_equal(np.all(gamma_empty == 0), True) assert_equal(np.all(gamma_empty_gram == 0), True) def test_omp_path(): path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True) last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) path = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=True) last = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=False) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) def test_omp_return_path_prop_with_gram(): path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True, precompute=True) last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False, precompute=True) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) def test_omp_cv(): y_ = y[:, 0] gamma_ = gamma[:, 0] ompcv = OrthogonalMatchingPursuitCV(normalize=True, fit_intercept=False, max_iter=10, cv=5) ompcv.fit(X, y_) assert_equal(ompcv.n_nonzero_coefs_, n_nonzero_coefs) assert_array_almost_equal(ompcv.coef_, gamma_) omp = OrthogonalMatchingPursuit(normalize=True, fit_intercept=False, n_nonzero_coefs=ompcv.n_nonzero_coefs_) omp.fit(X, y_) assert_array_almost_equal(ompcv.coef_, omp.coef_) def test_omp_reaches_least_squares(): # Use small simple data; it's a sanity check but OMP can stop early rng = check_random_state(0) n_samples, n_features = (10, 8) n_targets = 3 X = rng.randn(n_samples, n_features) Y = rng.randn(n_samples, n_targets) omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_features) lstsq = LinearRegression() omp.fit(X, Y) lstsq.fit(X, Y) assert_array_almost_equal(omp.coef_, lstsq.coef_)
bsd-3-clause
deisi/SFG2D
sfg2d/plot.py
1
11656
#!/usr/bin.env python # coding: utf-8 """Module for plot functions.""" import matplotlib.pyplot as plt import sfg2d from numpy import transpose, where, linspace, all, array def fit_model( x, y, yerr, name, kwargs_model={}, fit=True, print_matrix=True, kwargs_plot={}, show_box=True, box_coords=None, ): """Fit Data in a configurable way. **Arguments:** - **x**: X data - **y**: Y data - **yerr**: Y error of the data - **name**: Name of the model **Keywords:** - **kwargs_model**: Keywords for the model - **fit**: Boolean to run fit - **print_matrix**: Boolean to print Correlation Matrix - **show_box**: Show fit result box - **box_coords**: Coordinates of the fit result box """ model = getattr(sfg2d.models, name)(x, y, yerr, **kwargs_model) if fit: sfg2d.fit_model( model, print_matrix=print_matrix ) kwargs_plot.setdefault('color', 'red') kwargs_plot.setdefault('label', 'Fit') plt.plot(model.xsample, model.yfit_sample, **kwargs_plot) if show_box: model.draw_text_box(box_coords) return model def model_plot( model, kwargs_errorbar=None, kwargs_line_plot=None, shift_x=None, shift_y=None, scale_y=None, normalize=False, xsample_slice=(0, 1), kwargs_textbox=None, show_roi=True, show_modeled_only=True, ): """ **Kwargs:** - **kwargs_errorbar**: Kwargs passed to errorbar plot. Can be used to change e.g. color of the plot. - **kwargs_line_plot**: Kwargs passed to line plot of the fit line. - **shift_x**: Quick hack to shift the fit plot by x - **shift_y**: Qucick hack to shift the fit by y - **scale_y**: Qucik hack to scale fit by y - **normalize**: Normalize fit height to 1 - 0 - **xsample_slice**: Tuple with x start and x stop for finding normalization minimun - **kwargs_textbox**: If kwargs textbox given, then a textbox with fitresults is drawn - **show_roi**: Mark the roi of the fit - **show_modeled_only**: Show only the fit, not the data. """ if not kwargs_errorbar: kwargs_errorbar = {} if not kwargs_line_plot: kwargs_line_plot = {} kwargs_errorbar.setdefault('marker', 'o') kwargs_errorbar.setdefault('linestyle', 'None') if show_modeled_only: xdata = model.xdata ydata = model.ydata yerr = model.sigma else: xdata = model._xdata ydata = model._ydata yerr = model._sigma xsample = linspace(xdata[0], xdata[-1], model._xsample_num) ysample = model.fit_res(xsample) if shift_x: xdata = xdata + shift_x xsample = xsample + shift_x if scale_y: ydata = ydata * scale_y ysample = ysample * scale_y yerr = yerr * scale_y if normalize: x_mask = where((xsample > xsample_slice[0]) & (xsample < xsample_slice[1])) factor = 1 - ysample[x_mask].min() ydata = (ydata - 1) / factor + 1 ysample = (ysample - 1) / factor + 1 yerr = yerr / factor if shift_y: ydata = ydata + shift_y ysample = ysample + shift_y plotline, capline, barline = plt.errorbar( xdata, ydata, yerr, **kwargs_errorbar ) kwargs_line_plot.setdefault('color', plotline.get_color()) plt.plot(xsample, ysample, **kwargs_line_plot) if show_roi: xx = xdata[model.roi] yy = ydata[model.roi] x = xx[0], xx[-1] y = yy[0], yy[-1] plt.scatter(x, y, marker='x', color='r') if isinstance(kwargs_textbox, dict): fig = plt.gcf() kwargs_textbox.setdefault('x', .6) kwargs_textbox.setdefault('y', .12) kwargs_textbox.setdefault('s', model.box_str) kwargs_textbox.setdefault('transform', fig.transFigure) plt.text(**kwargs_textbox) def points_modeled(x, y, yerr=None, xline=None, yline=None, kwargs_point={}, kwargs_line={}): """Plot points and line.""" kwargs_point.setdefault('marker', 'o') kwargs_point.setdefault('linestyle', 'None') if isinstance(yerr, type(None)): lines = plt.plot(x, y, **kwargs_point) point = lines[-1] else: point, capline, barline = plt.errorbar( x, y, yerr, **kwargs_point ) if not isinstance(xline, type(None)) and not isinstance(yline, type(None)): # For some reason, color must be set explicitly here, # otherwise it is not respected. Its a workaround kwargs_line.setdefault('color', point.get_color()) color = kwargs_line.pop('color') plt.plot(xline, yline, color=color, **kwargs_line) def spectrum( xdata, ydata, *args, ax=None, xlabel=None, ylabel=None, yerr=None, **kwargs ): """ Plot data with pixel axis of data as x-axis xdata: 1d numpy array for x-axis values. ydata: 4d numpy array with [delay, frame, spec, pixel] ax: axis obj to plot on xlabel: Label of the x-axis **kwargs are passed to ax.plot """ if not ax: ax = plt.gca() num_delay, num_frames, num_spec, num_pixel = ydata.shape for i_delay in range(num_delay): for i_frame in range(num_frames): for i_spec in range(num_spec): spec = ydata[i_delay, i_frame, i_spec] # We need a scatter like plot if its just one point if all(array(spec.shape) == 1): kwargs.setdefault('marker', 'o') if isinstance(xdata, type(None)): ax.plot(spec.T, *args, **kwargs) else: if isinstance(yerr, type(None)): ax.plot(xdata, spec.T, *args, **kwargs) else: spec_yerr = yerr[i_delay, i_frame, i_spec] errorline( xdata, spec.T, spec_yerr.T, *args, **kwargs ) if xlabel: ax.set_xlabel(xlabel) if ylabel: ax.set_ylabel(ylabel) def track( xdata=None, ydata=None, ax=None, xlabel="RunNumber", ylabel='SFG Intensity', show_hlines=False, **kwargs ): """A Track is a Time wise plot of the data. **Arguments:** - **ydata**: 4d Numpy array to create plot from **Keywords:** - **show_vlines**: Boolean to show vertical lines after each scan. """ if not ax: ax = plt.gca() delays, frames, spectra = ydata.shape # oder F, because ppelays is the first index and that # changes fastest ydata = ydata.reshape(delays*frames, spectra, order='F') for ispectrum in range(spectra): data = ydata[:, ispectrum] if isinstance(xdata, type(None)): ax.plot(data, **kwargs) else: ax.plot(xdata, data, **kwargs) if show_hlines: plt.vlines([delays*frame for frame in range(frames)], ydata.min(), ydata.max()) def trace( xdata, ydata, ax=None, yerr=None, xlabel='Time in fs', ylabel='Bleach in a.u.', **kwargs ): """ data is the result of a subselection. This plot has delays on its x-axis. yerr Error bar for the trace. Must have no frame dimension. if yerr is given frame dimension must be 1. """ if not ax: ax = plt.gca() # Transpose because we want the delay axis to be the last axis # of the array. kwargs.setdefault('marker', 'o') y = ydata.T for i in range(len(y)): pixel = y[i] for j in range(len(pixel)): spec = pixel[j] for frame in spec: if isinstance(yerr, type(None)): ax.plot(xdata, frame.T, **kwargs) else: plt.errorbar(xdata, frame, yerr[:, j, i], axes=ax, **kwargs) def contour( xdata, ydata, zdata, ax=None, **kwargs ): """ Makes a contour plot for an SfgRecord.select() return for xdata, ydata and zdata. This makes multiple contour plots on top of each other. Normally more then one makes no sence but it works this way. **Arguments:** - **xdata**: Usually pp_delays - **ydata**: usually wavenumbers - **zdata**: usually bleach """ kwargs.setdefault('extend', 'both') num_pp_delays, num_frames, num_spectra, num_pixel = zdata.shape for index_spectrum in range(num_spectra): for index_frame in range(num_frames): zzdata = zdata[:, index_frame, index_spectrum].T plt.contourf(xdata, ydata, zzdata, **kwargs) def multifig(xdata, ydata, fig_axis=0, kwargs_plot=None, titles=None): """Create multiple figures for ydata, by using the axis of fig_ax. **Argument**: - **xdata**: 1D array usually wavenumbers - **ydata**: 4D array as usally. **kwargs**: - **fig_axis**: 0-3 and defines the axis of ydata that will be looped over during creation of the figures. Data is then taken from this axis per figure. 0 means 1 figure per pp_delay, 1 means 1 figure per frame and so on. - **kwargs_plot**: kwrges passed to spectrum plot. - **titles**: list of titles must have at least same length as number of figures. **Returns**: list of created figures. """ if not kwargs_plot: kwargs_plot = {} fig_numbers = ydata.shape[fig_axis] figs, axs = [], [] for i in range(fig_numbers): fig, ax = plt.subplots() figs.append(fig) axs.append(ax) try: plt.title(titles[i]) except TypeError: pass yd = ydata.take([i], fig_axis) spectrum(xdata, yd, **kwargs_plot) return figs def errorline(xdata, ydata, yerr, kwargs_plot=None, kwargs_filllines=None): """Function to plot lines with surrounding error lines. **Arguments** - **xdata**: array of x data - **ydata**: array of ydata - **yerr**: array of yerr. Used as line boundaries **kwargs**: - **kwargs_plot**: keywords passed to plot of the data - **kwargs_fillines**: keywords passed to fillines plot that makes up the boundaries lines of the error plot. """ if not kwargs_plot: kwargs_plot = {} if not kwargs_filllines: kwargs_filllines = {} lines = plt.plot(xdata, ydata, **kwargs_plot) ymin, ymax = ydata - yerr, ydata + yerr kwargs_filllines.setdefault('color', [line.get_color() for line in lines]) kwargs_filllines.setdefault('alpha', 0.3) lines.append(plt.fill_between(xdata, ymin, ymax, **kwargs_filllines)) return lines def multifig_errorline( xdata, ydata, yerr, kwargs_errorline=None, xlim=None, ylim=None, titles=None, xlabel='Frequency/cm$^{-1}$', ylabel='Ratio/a.u.', ioff=True, ): """Function to make multiple errorline plots.""" if not kwargs_errorline: kwargs_errorline = {} if ioff: plt.ioff() figs = [] num_figs = ydata.shape[0] for i_fig in range(num_figs): fig, ax = plt.subplots() figs.append(fig) errorline(xdata, ydata[i_fig], yerr[i_fig], **kwargs_errorline) plt.xlabel(xlabel) plt.xlim(xlim) plt.ylim(ylim) if titles: plt.title(titles[i_fig]) if ioff: plt.ion() return figs
mit
biokit/biokit
biokit/viz/volcano.py
1
3251
"""Volcano plot""" import numpy as np import pylab import pandas as pd __all__ = ['Volcano'] class Volcano(object): """Volcano plot In essence, just a scatter plot with annotations. .. plot:: :width: 80% :include-source: import numpy as np fc = np.random.randn(1000) pvalue = np.random.randn(1000) from biokit import Volcano v = Volcano(fc, -np.log10(pvalue**2)) v.plot(pvalue_threshold=3) """ def __init__(self, fold_changes=None, pvalues=None, color=None): """.. rubric:: constructor :param list fold_changes: 1D array or list :param list pvalues: 1D array or list :param df: a dataframe with those column names: fold_changes, pvalues, color (optional) """ # try to compute the FC now #if self.fold_change is None: # self.fold_change = pylab.log2(X1/X0) #if pvalue is None: # # assume a normal distribution mean 0 and sigma 1 # import scipy.stats # self.pvalue = - pylab.log10(scipy.stats.norm.pdf(abs(self.fold_change), 0,1)), self.fold_changes = np.array(fold_changes) self.pvalues = np.array(pvalues) assert len(self.fold_changes) == len(self.pvalues) if color is None: self.color = ['blue'] * len(self.pvalues) else: self.color = np.array(color) # TODO: check that the 3 columns have same length assert len(self.fold_changes) == len(self.color) self.df = pd.DataFrame({"fold_change": self.fold_changes, "pvalue": self.pvalues, 'color': self.color}) def plot(self, size=100, alpha=0.5, marker='o', fontsize=16, xlabel='fold change', ylabel='p-value', pvalue_threshold=1.5, fold_change_threshold=1): """ :param size: size of the markers :param alpha: transparency of the marker :param fontsize: :param xlabel: :param ylabel: :param pvalue_threshold: adds an horizontal dashed line at the threshold provided. :param fold_change_threshold: colors in grey the absolute fold changes below a given threshold. """ pylab.clf() mask1 = abs(self.fold_changes) < fold_change_threshold mask2 = abs(self.fold_changes) >= fold_change_threshold colors = self.df.color pylab.scatter(self.fold_changes[mask1], self.pvalues[mask1], s=size, alpha=alpha, c='grey', marker=marker) pylab.scatter(self.fold_changes[mask2], self.pvalues[mask2], s=size, alpha=alpha, c=colors[mask2]) pylab.grid() #pylab.ylim([0, pylab.ylim()[1]]) #M = max(abs(self.fold_change)) * 1.1 #pylab.xlim([-M, M]) pylab.xlabel(xlabel, fontsize=fontsize) pylab.ylabel(ylabel, fontsize=fontsize) pylab.axhline(pvalue_threshold, color='red', linestyle='--') pylab.axvline(fold_change_threshold, color='red', linestyle='--') pylab.axvline(-1*fold_change_threshold, color='red', linestyle='--')
bsd-2-clause
dsbrown/FreeCAD
src/Mod/Plot/InitGui.py
18
2920
#*************************************************************************** #* * #* Copyright (c) 2011, 2012 * #* Jose Luis Cercos Pita <jlcercos@gmail.com> * #* * #* This program is free software; you can redistribute it and/or modify * #* it under the terms of the GNU Lesser General Public License (LGPL) * #* as published by the Free Software Foundation; either version 2 of * #* the License, or (at your option) any later version. * #* for detail see the LICENCE text file. * #* * #* This program is distributed in the hope that it will be useful, * #* but WITHOUT ANY WARRANTY; without even the implied warranty of * #* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * #* GNU Library General Public License for more details. * #* * #* You should have received a copy of the GNU Library General Public * #* License along with this program; if not, write to the Free Software * #* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 * #* USA * #* * #*************************************************************************** class PlotWorkbench(Workbench): """Workbench of Plot module.""" from plotUtils import Paths import PlotGui Icon = 'Icon.svg' MenuText = "Plot" ToolTip = ("The Plot module is used to edit/save output plots performed " "by other tools") def Initialize(self): from PySide import QtCore, QtGui cmdlst = ["Plot_SaveFig", "Plot_Axes", "Plot_Series", "Plot_Grid", "Plot_Legend", "Plot_Labels", "Plot_Positions"] self.appendToolbar(str(QtCore.QT_TRANSLATE_NOOP( "Plot", "Plot edition tools")), cmdlst) self.appendMenu(str(QtCore.QT_TRANSLATE_NOOP( "Plot", "Plot")), cmdlst) try: import matplotlib except ImportError: from PySide import QtCore, QtGui msg = QtGui.QApplication.translate( "plot_console", "matplotlib not found, Plot module will be disabled", None, QtGui.QApplication.UnicodeUTF8) FreeCAD.Console.PrintMessage(msg + '\n') Gui.addWorkbench(PlotWorkbench())
lgpl-2.1
chrysante87/pyterpol
synthetic/auxiliary.py
1
10363
import numpy as np import matplotlib.pyplot as plt from astropy.constants import c from scipy.interpolate import splrep from scipy.interpolate import splev from scipy.interpolate import bisplrep from scipy.interpolate import bisplev from scipy.interpolate import RectBivariateSpline from scipy.interpolate import InterpolatedUnivariateSpline from scipy.interpolate import spline from scipy.signal import fftconvolve ZERO_TOLERANCE = 1e-6 def flatten_2d(arr): """ Flattens 2-dim array :param arr: 2d array :return: """ newarr = [] if any([isinstance(subarr, (list, tuple)) for subarr in arr]): for subarr in arr: if isinstance(subarr, (tuple, list)): newarr.extend(subarr) else: newarr.append(subarr) return newarr else: return arr def instrumental_broadening(wave, flux, width=0.25, width_type='fwhm', interpolate_back=True): """ A convolution of a spectrum with a normal distribution. :param: wave: :param: flux: :param width: :param width_type: :return: """ # print "Computing instr. broadening." # If there is no broadening to apply, don't bother if width < ZERO_TOLERANCE: return flux # Convert user input width type to sigma (standard devation) width_type = width_type.lower() if width_type == 'fwhm': sigma = width / 2.3548 elif width_type == 'sigma': sigma = width else: raise ValueError(("Unrecognised width_type='{}' (must be one of 'fwhm'" "or 'sigma')").format(width_type)) # Make sure the wavelength range is equidistant before applying the # convolution delta_wave = np.diff(wave).min() range_wave = wave.ptp() n_wave = int(range_wave / delta_wave) + 1 wave_ = np.linspace(wave[0], wave[-1], n_wave) # flux_ = np.interp(wave_, wave, flux) flux_ = interpolate_spec(wave, flux, wave_) dwave = wave_[1] - wave_[0] n_kernel = int(2 * 4 * sigma / dwave) # The kernel might be of too low resolution, or the the wavelength range # might be too narrow. In both cases, raise an appropriate error if n_kernel == 0: raise ValueError(("Spectrum resolution too low for " "instrumental broadening (delta_wave={}, " "width={}").format(delta_wave, width)) elif n_kernel > n_wave: raise ValueError(("Spectrum range too narrow for " "instrumental broadening")) # Construct the broadening kernel wave_k = np.arange(n_kernel) * dwave wave_k -= wave_k[-1] / 2. kernel = np.exp(- (wave_k) ** 2 / (2 * sigma ** 2)) kernel /= sum(kernel) # Convolve the flux with the kernel flux_conv = fftconvolve(1 - flux_, kernel, mode='same') # And interpolate the results back on to the original wavelength array, # taking care of even vs. odd-length kernels if n_kernel % 2 == 1: offset = 0.0 else: offset = dwave / 2.0 if interpolate_back: flux = np.interp(wave + offset, wave_, 1 - flux_conv, left=1, right=1) # flux = interpolate_spec(wave_, 1-flux_conv, wave+offset) # Return the results. return flux def interpolate_block(x, block, xnew): """ Interpolates in each line of a 2d array. :param x: independent variable :type x: numpy.float64 :param block: 2d array for each column f(x)= block[i] :type block: numpy.float64 :param xnew: point at which it is interpolated :type xnew: float :return: """ intens = np.zeros(len(block[0])) n = len(block[:, 0]) # set up the order of interpolation if n > 4: k = 3 else: k = n - 1 # k=3 # TODO Can thius be done faster with bisplrep and bisplev # do the interpolation for i in range(0, len(block[0])): y = block[:, i] tck = splrep(x, y, k=k) intens[i] = splev(xnew, tck, der=0) return intens def interpolate_block_faster(x, block, xnew): """ Interpolation of teh spectra... hopefully faster? :param x: :param block: :param xnew: :return: """ # length of the datablock nx = len(block[0]) ny = len(x) # print x if (ny > 3) & (ny < 6): ky = 3 elif ny > 5: ky = 5 else: ky = ny - 1 # print ky f = RectBivariateSpline(x, np.arange(nx), block, kx=ky, ky=1) intens = f(xnew, np.arange(nx))[0] return intens def interpolate_spec(wave0, intens0, wave1): """ Defines a function intens0 = f(wave0) and than interpolates in it at wave1. :param wave0: initial wavelength array :type wave0: numpy.float64 :param intens0: initial intensity array :type intens0: numpy.float64 :param wave1: wavelength array at which we interpolate :type wave1: numpy.float64 :return intens1: final intensity array :rtype intens1: numpy.float64 """ tck = splrep(wave0, intens0, k=3) intens1 = splev(wave1, tck) return intens1 def is_within_interval(v, arr): """ Tests whether value v lies within interval [min(arr); max(arr)] :param v: tested values :type v: numpy.float64 :param arr: tested array :type v: numpy.float64 :return: :param: :type: bool """ # print v, max(arr), min(arr) if (v - max(arr) > ZERO_TOLERANCE) | (min(arr) - v > ZERO_TOLERANCE): return False else: return True def generate_least_number(l): """ Goes over integer in list and finds the smallest integer not in the list. :param l: the list :return: int the smallest integer """ num = 0 while num in l: num += 1 return num def keys_to_lowercase(d): """ Converts dictionary keys to lowercase :param d the converted dictionary :return: dnew """ dnew = {} for key in d.keys(): keynew = key.lower() dnew[keynew] = d[key] return dnew def parlist_to_list(l, property='value'): """ Converts a list of Parameter class to a regular list - only the property is returned :param l: :param prop: :return: """ ol = [] for par in l: ol.append(par[property]) return ol def sum_dict_keys(d): """ Sums dictionary key records. :param d: the dictionary :return: s the sum """ s = 0.0 for key in d.keys(): s += d[key] return s def read_text_file(f): """ Reads ascii file f. :param f: the file :type f: str :return lines: list of all lines within file f :rtype: list """ ifile = open(f, 'r') lines = ifile.readlines() ifile.close() return lines def renew_file(f): """ Deletes an existing file. :param f: :return: """ ofile = open(f, 'w') ofile.close() def rotate_spectrum(wave, intens, vrot, epsilon=0.6, interpolate_back=True): """ Rotates a spectrum represented by arrays wave and intes to the prjected rotational velocity vrot. :param wave: wavelength array :type wave: numpy.float64 :param intens: intensity array :type intens: numpy.float64 :param vrot: projected rotational velocity in km/s :type vrot: float :param epsilon: Coefficient of linear limb-darkening. :type epsilon: float :param interpolate_back: interpolate the spectrum back to the original wavelength sampling :type interpolate_back: bool :return intens: the rotated spectrum in the original wavelength sanmpling :rtype intens: numpy.float64 :return intens_conv: the rotated spectrum equidistant in rv :rtype intens_conv: numpy.float64 :return wave_conv: the wavelength array equidistant in rv :rtype wave_conv: numpy.float64 """ if vrot > ZERO_TOLERANCE: # we need it equidistant in RV wave_log = np.log(wave) rv = np.linspace(wave_log[0], wave_log[-1], len(wave)) step = rv[1] - rv[0] # interpolate intens_rv = interpolate_spec(wave_log, intens, rv) # scale rotational velocity with light speed vrot = 1000 * vrot / c.value # get the kernel # velocity vector n = int(np.ceil(2 * vrot / step)) rv_ker = np.arange(n) * step rv_ker = rv_ker - rv_ker[-1] / 2. y = 1 - (rv_ker / vrot) ** 2 # the kernel kernel = (2 * (1 - epsilon) * np.sqrt(y) + np.pi * epsilon / 2. * y) / (np.pi * vrot * (1 - epsilon / 3.0)) kernel = kernel / kernel.sum() # convolve the flux intens_conv = fftconvolve(1 - intens_rv, kernel, mode='same') if n % 2 == 1: rv = np.arange(len(intens_conv)) * step + rv[0] else: rv = np.arange(len(intens_conv)) * step + rv[0] - step / 2. wave_conv = np.exp(rv) # interpolate back if interpolate_back: intens = interpolate_spec(wave_conv, 1 - intens_conv, wave) return intens else: return 1 - intens_conv, wave_conv def shift_spectrum(wave, RV): """ Doppler-shifts spectrum. :param wave: original wavelength array :type wave: numpy.float64 :param RV: radial velocity in km/s :type RV: float :return new_wave: shifted wavelength array :rtype new_wave: numpy.float64 """ # shifts the wavelengths new_wave = wave * (1 + RV * 1000 / c.value) return new_wave def select_index_for_multiple_keywords(d, **kwargs): """ From a dictionary of lists selects one index meeting all requirements. :param kwargs: :return: """ keys = d.keys() length = len(d[keys[0]]) for i in range(0, length): for k in keys: if d[k] == kwargs[k] and k == keys[-1]: return i return -1 def string2bool(s): """ Converts string to boolean. :param s: :return: """ if s.lower() in ['true', '1']: return True else: return False def write_numpy(f, cols, fmt): """ An example of lack of brain of the main developer of this "code". :param f: outputfile or handler :param cols: block of data to be writte :param fmt: format of the blocs :return: None """ np.savetxt(f, cols, fmt=fmt)
gpl-2.0
sbnlp/mTOR-evaluation
networkx_analysis.py
1
125507
import collections import csv import datetime import fuzzywuzzy.fuzz import fuzzywuzzy.process import itertools import joblib import libsbml import lxml import lxml.etree import networkx import numpy import os import operator import pickle import re import simstring import sys ######################################################################## ######################################################################## # Globals # gene_map GENE_MAP = None # simstring SIMSTRING_DB = None SBO_NODES = None #SBO_NODES = convert_xml_to_sbonodes() ######################################################################## ######################################################################## def now(): return datetime.datetime.strftime(datetime.datetime.now(), '%Y-%m-%d %H:%M:%S') ######################################################################## ######################################################################## def exists( x, elements, test = lambda x,y : x == y): for y in elements: if test( x, y): return True return False ######################################################################## ######################################################################## # remove_prefixes PREFIXES = [ "acetylated ", "activated ", "associated ", \ "bound ", \ "catabolized ", "catalyzed ", "converted ", \ "deacetylated ", "degradated ", "demethylated ", "dephosporylated ", "deubiquinated ", "dissociated ","deactivated ", \ "expressed ", \ "methylated ", \ "positively ",\ "negatively ", \ "regulated ",\ "phosphorylated ", "regulated ",\ "transcribed ", "translated ", \ "ubiquitinated "] def remove_prefixes( name): global PREFIXES new_name = name for prefix in PREFIXES: if prefix != None: new_name = new_name.replace( prefix, "") return new_name.strip() ######################################################################## ######################################################################## def compute_all_is_a( node, nodes): all_parents = set( node["is_a"]) for parent_id in node["is_a"]: all_parents.update( compute_all_is_a( nodes[parent_id], nodes)) return all_parents def convert_xml_to_sbonodes( file_name = "sbo.xml", output_file_name = "sbo.pickle"): # load nodes nodes = {} sbo_xml = lxml.etree.fromstring( open( file_name, "rt").read()) for term in sbo_xml.xpath( "/*[local-name()='sbo']/*[local-name()='Term']"): id = term.find( "{http://www.biomodels.net/sbo}id").text name = term.find( "{http://www.biomodels.net/sbo}name").text is_a = []; if term.find( "{http://www.biomodels.net/sbo}is_a") is not None: is_a = [el.text for el in term.findall( "{http://www.biomodels.net/sbo}is_a")] nodes[id] = { "id" : id, "name" : name , "is_a" : is_a } # compute all is_a for fast lookup is_a_all = {} for node in nodes.itervalues(): is_a_all[node["id"]] = compute_all_is_a( node, nodes) for node in nodes.itervalues(): node["is_a"] = is_a_all[node["id"]] if output_file_name is not None: pickle.dump( nodes, open( output_file_name, "wb")) return nodes; def sbo_is_a( sbo_1, sbo_2): "return true if sbo_1 is_a sbo_2 (if any of them is None, return true)" global SBO_NODES if sbo_1 == sbo_2 or sbo_1 == None or sbo_2 == None: return True elif sbo_1 in SBO_NODES: return sbo_2 in SBO_NODES[sbo_1]["is_a"]; else: return False def sbo_is_a2( sbo_1, sbo_2): "Return true if is a either direction" return sbo_is_a( sbo_1, sbo_2) or sbo_is_a( sbo_2, sbo_1) def sbo_name( sbo_1): global SBO_NODES return SBO_NODES[sbo_1]["name"] def load_sbo( file_name = "sbo.pickle"): global SBO_NODES SBO_NODES = pickle.load( open( file_name, "rb")) def sbo_export_graph(): global SBO_NODES sbo_graph = networkx.DiGraph() for node in SBO_NODES: sbo_graph.add_node( node) for node in SBO_NODES.values(): for parent in node["is_a"]: sbo_graph.add_edge( node["id"], parent) export_all_graph( sbo_graph, "sbo_graph") def sbo_export_graph_nodes( nodes, file_prefix = "test"): """ exports hierarchy for SBO nodes""" global SBO_NODES sbo_graph = networkx.DiGraph() all_nodes = nodes + [ parent for n in nodes for parent in compute_all_is_a( n) ] for node in all_nodes: sbo_graph.add_node( node) for node in all_nodes: for parent in node["is_a"]: sbo_graph.add_edge( node["id"], parent) export_all_graph( sbo_graph, file_prefix) def get_terms( miriam_urns): """ takes a list of miriam encoded urn, e.g. ['urn:miriam:GO:0016579', 'urn:miriam:SBO:0000330'] and returns the strings ["GO:0016579", "SBO:0000330"] """ return [ i[11:]for i in miriam_urns] def get_sbo_terms( miriam_urns): """ takes a list of miriam encoded urn, e.g. ['urn:miriam:GO:0016579', 'urn:miriam:SBO:0000330'] and returns the strings ["SBO:0000330"] """ return [ i[11:]for i in miriam_urns if i.startswith( "urn:miriam:SBO:")] def get_sbo_int( miriam_urns): """ takes a list of miriam encoded urn, e.g. ['urn:miriam:GO:0016579', 'urn:miriam:SBO:0000330'] and returns the integers [330] """ return [ int( i[15:]) for i in miriam_urns if i.startswith( "urn:miriam:SBO:")] ######################################################################## ######################################################################## ST_SBO_GO_MAP = { # degradation 'acetylation': 'SBO:0000215', 'activation': 'SBO:0000170', 'association': 'SBO:0000297', 'binding': 'SBO:0000297', 'catabolism': 'GO:0009056', 'catalysis': 'SBO:0000172', 'conversion': 'SBO:0000182', 'deacetylation': 'GO:0006476', 'degradation': 'SBO:0000179', 'demethylation': 'GO:0006482', 'dephosphorylation': 'SBO:0000330', 'deubiquitination': 'GO:0016579', 'dissociation': 'SBO:0000180', 'gene_expression': 'SBO:0000205', 'inactivation': 'SBO:0000169', 'localization': 'GO:0051179', 'methylation': 'SBO:0000214', 'negative_regulation': 'SBO:0000169', 'pathway': 'SBO:0000375', 'phosphorylation': 'SBO:0000216', 'positive_regulation': 'SBO:0000170', 'protein_catabolism': 'SBO:0000179', 'regulation': 'SBO:0000168', 'transcription': 'SBO:0000183', 'translation': 'SBO:0000184', 'transport': 'SBO:0000185', 'ubiquitination': 'SBO:0000224'} SBO_GO_ST_MAP = { v : k for k, v in ST_SBO_GO_MAP.iteritems()} def sbo_go_name( urn_miriam): if urn_miriam.startswith( "urn:miriam:"): urn_miriam = urn_miriam[11:] if urn_miriam in SBO_GO_ST_MAP: return SBO_GO_ST_MAP[urn_miriam] elif urn_miriam.startswith( "SBO:"): return sbo_name( urn_miriam) else: return urn_miriam def sbo_go_name_known( urn_miriam): if urn_miriam.startswith( "urn:miriam:"): urn_miriam = urn_miriam[11:] if urn_miriam in SBO_GO_ST_MAP: return True elif urn_miriam.startswith( "SBO:"): return True else: return False ######################################################################## ######################################################################## def clean_name( name): return remove_prefixes( name.lower()).strip() def clean_name2( name): return re.sub('[^a-zA-Z0-9-]', ' ', remove_prefixes( name.lower())).strip() def names( graph): return [graph.node[n].get("name") for n in graph.nodes() if graph.node[n].get("name")] def names_clean( graph): return [ remove_prefixes( graph.node[n].get("name").lower()) for n in graph.nodes() if graph.node[n].get("name")] def names_clean2( graph): return [ re.sub('[^a-zA-Z0-9-]', ' ', remove_prefixes( graph.node[n].get("name").lower())) for n in graph.nodes() if graph.node[n].get("name")] ######################################################################## ######################################################################## def sort_edge_signature( signature, graph): """ takes (species122,reaction122,"product") and returns (reaction122,species122,"product") """ if signature[2] == "reactant" and graph.node[signature[0]]["type"] != "species": return (signature[1],signature[0],signature[2]) elif signature[2] == "product" and graph.node[signature[1]]["type"] != "species": return (signature[1],signature[0],signature[2]) elif signature[2] == "modifier" and graph.node[signature[0]]["type"] != "species": return (signature[1],signature[0],signature[2]) else: return signature def edge_signatures( graph): signatures = set([ sort_edge_signature( (edge[0], edge[1], edge[2]["type"]), graph) for edge in graph.edges( data = True)]) assert( len(signatures) == len( graph.edges())) return signatures ######################################################################## ######################################################################## def create_gene_map( chilibot = True, hugo = True, human_entrez = False): lists = [] print( "create_gene_map") print("Loading data") if chilibot: with open( "gene_list_chilibot.txt", "rt") as f: txt = f.read() for line in txt.strip().split("\n"): line = line.strip(";") synonyms = [ line.split( "|")[0].strip()] + line.split( "|")[1].split( ";") lists.append( set( [s.lower() for s in synonyms])) if hugo: with open('gene_list_hugo.txt', 'rU') as f: csv_list = csv.reader( f, delimiter = '\t') for row in csv_list: lists.append( set( [ s.lower() for s in filter( bool, row) if s != ""])) if human_entrez: with open('gene_list_human_entrez.txt', 'r') as f: lines = f.read().split("\n") lines.pop(0) # remove first line for line in lines: synonyms = [s.lower() for s in line.strip().split("\t")] synonyms.pop(0) lists.append( set(synonyms)) print("Merging lists") dict_forward = {} # maps el : value dict_backward = {} # maps val : list of elements new_value_counter = 0 for idx, l in enumerate(lists): if idx % 10000 == 0: print( "Processed %i" % idx) new_value_counter += 1 new_value = new_value_counter # compute overlap_values - those values overlapping overlap_values = set() for e in l: if e in dict_forward: overlap_values.add( dict_forward[e]) elements = set(l) # initialize elements with known values if overlap_values != set(): new_value = new_value_counter new_value_counter += 1 # update elements with known values for val in overlap_values: elements.update( dict_backward[val]) # update dict_forward for e in elements: dict_forward[e] = new_value # update dict_backward for val in overlap_values: del dict_backward[val] dict_backward[new_value] = elements else: # no overlap found, just add elements to dicts for e in elements: dict_forward[e] = new_value dict_backward[new_value] = elements lists = list(dict_backward.values()) print("Merging lists finished (%i total sets)" % len( lists)) print("Computing gene map") gene_map = {} for l in lists: listt = [ re.sub('[^a-zA-Z0-9-]', ' ', e.lower()) for e in l if e != ""] if listt != []: val = listt[0] for l in listt: gene_map[l] = val print("Computing gene map (%i total names/genes)" % len( gene_map)) print("Exporting gene map") pickle.dump( gene_map, open( "gene_map.pickle", "wb")) return gene_map def create_simstring_txt( gene_map): """ Creates gene_list.txt for usage in simstring db use: simstring -b -d gene_list.simstring < gene_list.txt afterwards to create simstring""" print( "create_simstring_txt") with open( "gene_list.txt", "wt") as f: f.write( "\n".join( gene_map.keys() + list( set( gene_map.values())))) def create_simstring_db(): """ Creates simstring database use: simstring -b -d gene_list.simstring < gene_list.txt""" import commands print( "create_simstring_db") ret = commands.getstatusoutput('simstring -b -d gene_list.simstring < gene_list.txt') print( ret) print( "create_simstring_db finished") def create_gene_map_AND_simstring_db(): gene_map = create_gene_map() # gene_map = pickle.load( open( "gene_map.pickle", "rb")) create_simstring_txt( gene_map) create_simstring_db() ####################### def map_gene_fuzzywuzzy( name, threshold = 90): global GENE_MAP assert(GENE_MAP) clean_name = clean_name2( name) if GENE_MAP.get( clean_name): return set( [GENE_MAP[clean_name]]) else: results = set() for k in GENE_MAP.keys(): if fuzzywuzzy.fuzz.ratio( clean_name, k) > threshold: results.add( GENE_MAP[k]) if results != set(): return results else: return None def map_gene_simstring( name): "retrieves gene_map results by simstring matching and lookup" global GENE_MAP, SIMSTRING_DB assert( GENE_MAP and SIMSTRING_DB) clean_name = clean_name2( name) if GENE_MAP.get( clean_name): return set( [GENE_MAP[clean_name]]) else: results = SIMSTRING_DB.retrieve( clean_name) if results: return set( [GENE_MAP[r] for r in results]) else: return None def export_mapping( mapping, file_name): with open( file_name, "wt") as f: f.write( "\n".join( [ "{} : {}".format( k, ",".join( [str(v) for v in values])) for k, values in mapping.itervalues()])) def compute_simstring_coverage( names, thresholds = [ i/10.0 for i in range(1, 10)], measure = simstring.cosine): results = [] for t in thresholds: db = simstring.reader( 'gene_list.simstring') db.measure = measure db.threshold = t results.append( [ True for n in names if map_gene_simstring(n, db)].count( True) / float( len( names))) return results ######################################################################## ######################################################################## def export_graph( graph, graph_name, prog = "dot"): agraph = networkx.to_agraph( graph) ## "neato"|"dot"|"twopi"|"circo"|"fdp"|"nop" agraph.layout( prog = prog) file_name = graph_name + "_" + prog + ".pdf" agraph.draw( file_name) print( "Exported {}".format( file_name)) def export_all_graph( graph, graph_name): for prog in ["neato", "dot", "twopi", "circo", "fdp"]: export_graph( graph, graph_name, prog = prog) ######################################################################## ######################################################################## def load_sbml( file_name): reader = libsbml.SBMLReader() document = reader.readSBML( file_name) print( "Loaded {} ({} errors)".format( file_name, document.getNumErrors())) return document def get_participants_species( species, prefix, model): """ Takes an SBML species and returns its participants (mTOR)""" annotation = species.getAnnotation() if annotation == None: return [] # retrieve path annotation_path_names = [ 'RDF', 'Participants'] current_state = annotation for name in annotation_path_names: last_state = current_state current_state = None for i in xrange( last_state.getNumChildren()): if last_state.getChild(i).getName() == name: current_state = last_state.getChild(i) if current_state == None: break # retrieve participants participants = [] if current_state != None: for idx in range( current_state.getNumChildren()): child = current_state.getChild( idx) if child.getName() != 'Participant': sys.stderr.write( "\nERROR: unexpected participant xml name {}".format( prefix + species.getId())) sys.stderr.flush() elif child.getAttrValue("participant") == "": sys.stderr.write( "\nERROR: unexpected participant attribute value {}".format( prefix + species.getId())) sys.stderr.flush() elif model.getSpecies( child.getAttrValue("participant")) == None: sys.stderr.write( "\nERROR: participant {} does not exist in model (species: {})".format( child.getAttrValue("participant"), prefix + species.getId())) sys.stderr.flush() else: participants.append( child.getAttrValue("participant")) return participants def create_graph( model, prefix = "", ignore_participant_graph = False, skip_uris = ["urn:miriam:reactome", "urn:miriam:pubmed", "urn:miriam:ec"]): graph = networkx.Graph(); # add species for species in model.getListOfSpecies(): bqbiol_is = [] bqbiol_has_part = [] bqbiol_has_version = [] if species.getCVTerms() != None: for term in species.getCVTerms(): uris = [ term.getResourceURI( idx) for idx in xrange( term.getNumResources()) if not any( term.getResourceURI( idx).startswith(s) for s in skip_uris)] if term.getBiologicalQualifierType() in [libsbml.BQB_IS, libsbml.BQB_IS_HOMOLOG_TO]: bqbiol_is.extend( uris) elif term.getBiologicalQualifierType() == libsbml.BQB_HAS_PART: bqbiol_has_part.extend( uris) elif term.getBiologicalQualifierType() == libsbml.BQB_HAS_VERSION: bqbiol_has_version.extend( uris) sbo = species.getSBOTerm() if sbo == -1: sbo = None; sbo_str = None; else: sbo_str = "SBO:{0:07d}".format( sbo) annotation = {} for prefix in PREFIXES: annotation[ prefix.strip()] = species.getName().count( prefix) if species.getCompartment() == "default": compartment = None compartment_id = None else: compartment = model.getCompartment( species.getCompartment()).getName().lower().strip() compartment_id = species.getCompartment() node_data = { "type" : "species", "id" : prefix + species.getId(), "name" : species.getName(), "compartment" : compartment, "compartment_id" : compartment_id, "bqbiol_is" : tuple( sorted( set( bqbiol_is))), "bqbiol_has_part" : tuple( sorted( set( bqbiol_has_part))), "bqbiol_has_version" : tuple( sorted( set( bqbiol_has_version))), "sbo" : sbo, "sbo_str" : sbo_str, "participants" : [], "participant_ids" : [], "annotation" : annotation}; graph.add_node( prefix + species.getId(), node_data) # add species reactions for reaction in model.getListOfReactions(): bqbiol_is = [] bqbiol_has_part = [] bqbiol_has_version = [] if reaction.getCVTerms() != None: for term in reaction.getCVTerms(): uris = [ term.getResourceURI( idx) for idx in xrange( term.getNumResources()) if not any( term.getResourceURI( idx).startswith(s) for s in skip_uris)] if term.getBiologicalQualifierType() in [libsbml.BQB_IS, libsbml.BQB_IS_HOMOLOG_TO]: bqbiol_is.extend( uris) elif term.getBiologicalQualifierType() == libsbml.BQB_HAS_PART: bqbiol_has_part.extend( uris) elif term.getBiologicalQualifierType() == libsbml.BQB_HAS_VERSION: bqbiol_has_version.extend( uris) sbo = reaction.getSBOTerm() if sbo == -1: sbo = None; sbo_str = None; else: sbo_str = "SBO:{0:07d}".format( sbo) bqbiol_is.append( "urn:miriam:SBO:{0:07d}".format( sbo)) graph.add_node( prefix + reaction.getId(), { "type" : "reaction", "id" : prefix + reaction.getId(), "local_id" : reaction.getId(), "name" : reaction.getName(), "compartment" : reaction.getCompartment(), "bqbiol_is" : tuple( sorted( set( bqbiol_is))), "bqbiol_has_part" : tuple( sorted( set( bqbiol_has_part))), "bqbiol_has_version" : tuple( sorted( set( bqbiol_has_version))), "sbo" : sbo, "sbo_str" : sbo_str} ) # add edges for i in xrange( model.getNumReactions()): reaction = model.getReaction(i); for r in xrange( reaction.getNumReactants()): graph.add_edge( prefix + reaction.getId(), prefix + reaction.getReactant(r).getSpecies(), type = "reactant") for p in xrange( reaction.getNumProducts()): graph.add_edge( prefix + reaction.getId(), prefix + reaction.getProduct(p).getSpecies(), type = "product") for m in xrange( reaction.getNumModifiers()): graph.add_edge( prefix + reaction.getId(), prefix + reaction.getModifier(m).getSpecies(), type = "modifier") if ignore_participant_graph: return graph else: # participant graph participant_graph = networkx.DiGraph() graph_w_participant_edges = graph.copy() # add participant links for i in xrange( model.getNumSpecies()): species = model.getSpecies(i); graph_node = graph.node[ prefix + species.getId()] for participant in get_participants_species( species, prefix, model): # add participant graph edge participant_graph.add_edge( prefix + species.getId(), prefix + participant, type = "participant") graph_w_participant_edges.add_edge( prefix + species.getId(), prefix + participant, type = "participant") # add participant node information to graph_node["participant_ids"].append( prefix + participant) graph_node["participants"].append( graph.node[prefix + participant]) graph_node["bqbiol_has_part"] = tuple( sorted( set( list( graph.node[prefix + participant]["bqbiol_has_part"]) + list( graph_node["bqbiol_has_part"])))) return graph, participant_graph, graph_w_participant_edges ######################################################################## def bqbiol_is_map( graph): "returns a dictionary mapping of uri to node ids {uri : set( node ids)}" signature_map = {} for i in graph.nodes(): node = graph.node[i] if signature_map.get( node["bqbiol_is"]) == None: signature_map[node["bqbiol_is"]] = [i] else: signature_map[node["bqbiol_is"]].append( i) return signature_map def get_all_bqbiol_is_uris( graph): """ Returns all bqbiol_is uris from a graph """ unique_ids = set() for n in graph.nodes( data = True): if n[1].get("bqbiol_is") and n[1].get("bqbiol_is") != (): unique_ids.update( n[1].get("bqbiol_is")) return unique_ids ######################################################################## ######################################################################## def find_nodes( graph, attribute, value): return [ n[1] for n in graph.nodes( data = True ) if n[1].get( attribute) != None and n[1][attribute] == value] ######################################################################## ######################################################################## def filter_graph_remove_species_wo_bqbiol_is( graph): "Remove species without bqbiol_is" graph_cpy = graph.copy() remove_nodes = [] for node in graph_cpy.nodes( data = True): # require nothing for reaction n = node[1] if n["type"] != "reaction" and n["bqbiol_is"] == (): remove_nodes.append( node[0]) graph_cpy.remove_nodes_from( remove_nodes) graph_cpy.name = graph.name + "-REMOVED-SPECIES-WO-BQBIOL-IS" graph_cpy.file_name = None return graph_cpy def filter_graph_remove_isolated_nodes( graph): "Remove nodes without connections" graph_cpy = graph.copy() graph_cpy.remove_nodes_from( networkx.isolates( graph)) graph_cpy.name = graph.name + "-NO-ISOLATED-NODES" graph_cpy.file_name = None return graph_cpy def filter_graph_remove_isolated_participants( graph): """Remove nodes without connections that are participants - keep isolated nodes that are not participatns""" graph_cpy = graph.copy() isolates = set( networkx.isolates( graph)) participants = set( [p for parts in [ [p ["id"] for p in n[1].get("participants")] for n in graph.nodes( data = True) if n[1].get("participants")] for p in parts ]) graph_cpy.remove_nodes_from( isolates.intersection( participants)) graph_cpy.name = graph.name + "-NO-ISOLATED-NODES" graph_cpy.file_name = None return graph_cpy def filter_graph_remove_reactions_wo_sbo( graph): "Remove reactions without bqbiol_is" graph_cpy = graph.copy() remove_nodes = [] for node in graph_cpy.nodes( data = True): # require nothing for reaction n = node[1] if n["type"] != "species" and n["sbo"] == None: remove_nodes.append( node[0]) graph_cpy.remove_nodes_from( remove_nodes) graph_cpy.name = graph.name + "-REMOVED-REACTIONS-WO-SBO" graph_cpy.file_name = None return graph_cpy def filter_reactions( graph): "remove all nodes that are NOT a reaction" graph_cpy = graph.copy() non_reaction_ids = [ n[0] for n in graph_cpy.nodes( data = True) if n[1]["type"] != "reaction"] graph_cpy.remove_nodes_from( non_reaction_ids) graph_cpy.name = graph.name + "-REACTIONS" graph_cpy.file_name = None return graph_cpy def filter_reactions_sbo( graph): "Remove all nodes that are NOT reactions with SBO" graph_cpy = graph.copy() non_reaction_ids = [ n[0] for n in graph_cpy.nodes( data = True) if n[1]["type"] != "reaction" or n[1]["sbo"] == None] graph_cpy.remove_nodes_from( non_reaction_ids) graph_cpy.name = graph.name + "-SBO-REACTIONS" graph_cpy.file_name = None return graph_cpy def filter_species( graph): "Remove all nodes that are NOT species" graph_cpy = graph.copy() non_species_ids = [ n[0] for n in graph_cpy.nodes( data = True) if n[1]["type"] != "species"] graph_cpy.remove_nodes_from( non_species_ids) graph_cpy.name = graph.name + "-SPECIES" graph_cpy.file_name = None return graph_cpy def filter_species_bqbiol_is( graph): "Remove all nodes that are NOT species with bqbiol_is" graph_cpy = graph.copy() non_bqbiol_is_species_ids = [ n[0] for n in graph_cpy.nodes( data = True) if n[1]["type"] != "species" or n[1]["bqbiol_is"] == ()] graph_cpy.remove_nodes_from( non_bqbiol_is_species_ids) graph_cpy.name = graph.name + "-BQBIOL-IS-SPECIES" graph_cpy.file_name = None return graph_cpy def filter_species_complex( graph): "Removes all nodes that are not complex - don't have participants" graph_cpy = graph.copy() non_complexes = [n[0] for n in graph.nodes( data = True) if not n[1].get("participants")] graph_cpy.remove_nodes_from( non_complexes) graph_cpy.name = graph.name + "-COMPLEXES" graph_cpy.file_name = None return graph_cpy def filter_species_complex2( graph): "REmoves all nodes that are not complex - do not have sbo == 253" graph_cpy = graph.copy() non_complexes = [n[0] for n in graph.nodes( data = True) if not n[1].get("sbo") or n[1]["sbo"] != 253] graph_cpy.remove_nodes_from( non_complexes) graph_cpy.name = graph.name + "-COMPLEXES" graph_cpy.file_name = None return graph_cpy ######################################################################## ######################################################################## def run_analysis( graph, export_file = None): """ Collects some simple statistics about the graph """ import pandas print("%s:%s: run_analysis" % (now(), graph.name)) species = filter_species( graph) reactions = filter_reactions( graph) edges = [n[2] for n in graph.edges( data = True)] isolated_nodes = networkx.isolates( graph) print("%s:%s: Computing statistics" % (now(), graph.name)) d = {"name" : graph.name, "# nodes" : len( graph.nodes()), "# species" : len( species.nodes()), "# reactions" : len( reactions.nodes()), "# edges" : len( edges), "# edges reactant" : len( [ e for e in edges if e["type"] == "reactant"]), "# edges product" : len( [ e for e in edges if e["type"] == "product"]), "# edges modifier" : len( [ e for e in edges if e["type"] == "modifier"]), "# compartments" : len(set( [species.node[s]["compartment_id"] for s in species.nodes() if species.node[s]["compartment_id"]])), "# unique compartment names" : len(set( [species.node[s]["compartment"] for s in species.nodes() if species.node[s]["compartment"]])), "# isolated nodes" : len(isolated_nodes), "# isolated subgraphs" : len( list( networkx.connected_component_subgraphs( graph)))} data = pandas.Series(d) print("%s:%s: Results" % (now(), graph.name)) print( data) if export_file: print("%s:%s: Exporting %s" % (now(), graph.name, export_file)) data.to_pickle( export_file) print("%s:%s: Computing isolated nodes" % (now(), graph.name)) isolates = set( networkx.isolates( graph)) participants = set( [p for parts in [ [p ["id"] for p in n[1].get("participants")] for n in graph.nodes( data = True) if n[1].get("participants")] for p in parts ]) real_isolates = isolates.difference( participants) # we have to discount those that are participants in a complex d["isolates # nodes"] = len( real_isolates) d["isolates # species"] = len( [n for n in real_isolates if graph.node[n]["type"] == "species"]) d["isolates # reactions"] = len( [n for n in real_isolates if graph.node[n]["type"] == "reaction"]) print("%s:%s: Computing subgraphs" % (now(), graph.name)) # compute new graph with participant links participant_edges = [] subgraphs = None for n1 in graph.nodes(data=True): if "participants" in n1[1] and n1[1]["participants"] != []: participant_edges.extend( [(n1[1]["id"], n2["id"]) for n2 in n1[1]["participants"]]) if participant_edges != []: graph = graph.copy() [graph.add_edge( e[0], e[1], type = "participant") for e in participant_edges] subgraphs = list( networkx.connected_component_subgraphs( graph)) elif subgraphs == None: subgraphs = list( networkx.connected_component_subgraphs( graph)) nr_nodes = [ len( s.nodes()) for s in subgraphs] nr_edges = [ len( s.edges()) for s in subgraphs] d["subgraphs # subgraphs"] = len( subgraphs) d["subgraphs # nodes min"] = min(nr_nodes) d["subgraphs # nodes mean"] = numpy.mean( nr_nodes) d["subgraphs # nodes median"] = numpy.median( nr_nodes) d["subgraphs # nodes max"] = max( nr_nodes) d["subgraphs nodes histogram"] = collections.Counter( nr_nodes) d["subgraphs # edges min"] = min(nr_nodes) d["subgraphs # edges mean"] = numpy.mean( nr_nodes) d["subgraphs # edges median"] = numpy.median( nr_nodes) d["subgraphs # edges max"] = max( nr_nodes) d["subgraphs edges histogram"] = collections.Counter( nr_edges) data = pandas.Series(d) print("%s:%s: Results" % (now(), graph.name)) print( data) if export_file: print("%s:%s: Exporting %s" % (now(), graph.name, export_file)) data.to_pickle( export_file) return data ######################################################################## ######################################################################## def run_analysis_signatures( graph, export_file = None, d = {}): """ Collects some statistics about the graphs names, bqbiol is signatures etc This takes a long time at this point. Use carefully""" print("%s:%s: run_analysis_signatures" % (now(), graph.name)) import pandas species = filter_species( graph) reactions = filter_reactions( graph) if not "name" in d.keys(): d["name"] = graph.name ## names print("%s:%s: Computing name statistics" % (now(), graph.name)) species_names = [ species.node[n]["name"].lower() for n in species if species.node[n]["name"] != ""] d["species % have name"] = 100. * len(species_names) / len( species.nodes()) d["species # unique names"] = len(set(species_names)) species_clean_names = set([ clean_name(species.node[n]["name"]) for n in species if species.node[n]["name"] != ""]) d["species # unique clean names"] = len(species_clean_names) species_clean_names2 = set([ clean_name2(species.node[n]["name"]) for n in species if species.node[n]["name"] != ""]) d["species # unique clean names2"] = len(species_clean_names2) similar_names = [] for name in species_clean_names2: similar = filter( lambda n: fuzzywuzzy.fuzz.ratio( name, n) > 90, species_clean_names2) similar_names.append( set( [name] + similar)) similar_names = merge( similar_names) d["species # similar unique clean names2"] = len( similar_names) print("%s:%s: Computing bqbiol_is statistics species" % (now(), graph.name)) species_bqbiolis = [ species.node[n]["bqbiol_is"] for n in species if species.node[n]["bqbiol_is"]] species_bqbiolis_signature_unique = set( species_bqbiolis) species_bqbiolis_terms = set( [ b for n in species for b in species.node[n]["bqbiol_is"]]) d["species % have bqbiol_is"] = 100. * len( species_bqbiolis) / float( len(species)) d["species # unique bqbiol_is signatures"] = len( species_bqbiolis_signature_unique) d["species # unique bqbiol_is terms"] = len( species_bqbiolis_terms) species_bqbiol_has_part = [ species.node[n]["bqbiol_has_part"] for n in species if species.node[n]["bqbiol_has_part"]] species_bqbiol_has_part_signature_unique = set( species_bqbiol_has_part) species_bqbiol_has_part_terms = set( [ b for n in species for b in species.node[n]["bqbiol_has_part"]]) d["species % have bqbiol_has_part"] = 100* len( species_bqbiol_has_part) / float( len(species)) d["species # unique bqbiol_has_part signatures"] = len( species_bqbiol_has_part_signature_unique) d["species # unique bqbiol_has_part terms"] = len( species_bqbiol_has_part_terms) print("%s:%s: Computing bqbiol_is statistics reactions" % (now(), graph.name)) reactions_uri = [ reactions.node[n]["bqbiol_is"] for n in reactions if reactions.node[n]["bqbiol_is"]] reactions_uri_signature_unique = set( reactions_uri) reactions_bqbiol_terms = [ b for n in reactions for b in reactions.node[n]["bqbiol_is"]] reactions_bqbiol_terms_known = [ t for t in reactions_bqbiol_terms if sbo_go_name_known(t)] reactions_bqbiol_terms_set = set( reactions_bqbiol_terms) reactions_bqbiol_terms_known_set = set(reactions_bqbiol_terms_known) unknown_terms = reactions_bqbiol_terms_set.difference( reactions_bqbiol_terms_known_set) d["reactions % have bqbiol_is"] = 100* len( reactions_uri) / float( len(reactions)) d["reactions # unique bqbiol_is signatures"] = len( reactions_uri_signature_unique) d["reactions # unique bqbiol_is terms"] = len(reactions_bqbiol_terms_set) d["reactions # unique bqbiol_is terms known SBO/GO terms"] = len(reactions_bqbiol_terms_set) d["reactions # unique bqbiol_is terms unknown SBO/GO terms"] = len( unknown_terms) d["reactions bqbiol_is terms histogram"] = collections.Counter( reactions_bqbiol_terms_known) data = pandas.Series(d) print("%s:%s: Results" % (now(), graph.name)) print( data) if export_file: print("%s:%s: Exporting %s" % (now(), graph.name, export_file)) data.to_pickle( export_file) ######################################################################## ######################################################################## def run_analysis_isolated_nodes( graph): print( "\n\nrun_analysis_isolated_nodes(%s)" % graph.name) isolates = set( networkx.isolates( graph)) participants = set( [p for parts in [ [p ["id"] for p in n[1].get("participants")] for n in graph.nodes( data = True) if n[1].get("participants")] for p in parts ]) real_isolates = isolates.difference( participants) # we have to discount those that are participants in a complex print( "{} isolated nodes (ignoring participant nodes) ({} isolated species, {} isolated reactions)".format( len( real_isolates), len( [n for n in real_isolates if graph.node[n]["type"] == "species"]), len( [n for n in real_isolates if graph.node[n]["type"] == "reaction"]))) print( "{} isolated nodes (including isolated participant nodes) ({} isolated species, {} isolated reactions)".format( len( isolates), len( [n for n in isolates if graph.node[n]["type"] == "species"]), len( [n for n in isolates if graph.node[n]["type"] == "reaction"]))) ######################################################################## ######################################################################## def run_analysis_subgraphs( graph, subgraphs = None): """ Compute some statistics for subgraphs: min,max,median """ print( "run_analysis_subgraphs( %s)" % graph.name) # compute new graph with participant links participant_edges = [] for n1 in graph.nodes(data=True): if "participants" in n1[1] and n1[1]["participants"] != []: participant_edges.extend( [(n1[1]["id"], n2["id"]) for n2 in n1[1]["participants"]]) if participant_edges != []: graph = graph.copy() [graph.add_edge( e[0], e[1], type = "participant") for e in participant_edges] subgraphs = list( networkx.connected_component_subgraphs( graph)) elif subgraphs == None: subgraphs = list( networkx.connected_component_subgraphs( graph)) nr_nodes = [ len( s.nodes()) for s in subgraphs] nr_edges = [ len( s.edges()) for s in subgraphs] print( "{} # subgraphs".format( len( subgraphs))) print( "{}/{}/{}/{} min/mean/median/max # nodes per subgraph".format( min(nr_nodes), numpy.mean( nr_nodes), numpy.median( nr_nodes), max( nr_nodes))) print( "{}/{}/{}/{} min/mean/median/max # edges per subgraph".format( min(nr_edges), numpy.mean( nr_edges), numpy.median( nr_nodes), max( nr_edges))) print() print( "# nodes per subgraph statistics: {}".format( collections.Counter( nr_nodes))) print( "# edges per subgraph statistics: {}".format( collections.Counter( nr_edges))) subgraphs_no_isolates = [ s for s in subgraphs if len(s.nodes()) > 1] nr_nodes_subgraphs_no_isolates = [ len( s.nodes()) for s in subgraphs_no_isolates] nr_edges_subgraphs_no_isolates = [ len( s.edges()) for s in subgraphs_no_isolates] print( "\n--\n") print( "{} # subgraphs no isolated nodes".format( len( subgraphs_no_isolates))) print( "{}/{}/{}/{} min/mean/median/max # nodes per subgraphs no isolated nodes".format( min( nr_nodes_subgraphs_no_isolates), numpy.mean( nr_nodes_subgraphs_no_isolates), numpy.median( nr_nodes_subgraphs_no_isolates), max( nr_nodes_subgraphs_no_isolates))) print( "{}/{}/{}/{} min/mean/median/max # edges per subgraphs no isolated nodes".format( min( nr_edges_subgraphs_no_isolates), numpy.mean( nr_edges_subgraphs_no_isolates), numpy.median( nr_edges_subgraphs_no_isolates), max( nr_edges_subgraphs_no_isolates))) print() print( "# nodes per subgraph (no isolated nodes) statistics: {}".format( collections.Counter( nr_nodes_subgraphs_no_isolates))) print( "# edges per subgraph (no isolated nodes) statistics: {}".format( collections.Counter( nr_edges_subgraphs_no_isolates))) ######################################################################## ######################################################################## def run_analysis_complex_participants( graph, participant_graph): node_dict = { n[0] : n[1] for n in graph.nodes(data = True) } edges_dict = { n: [] for n in node_dict.keys()} for e in graph.edges( data = True): edges_dict[e[0]].append( (e[1],e[2]["type"])) edges_dict[e[1]].append( (e[0],e[2]["type"])) reaction_participants = set( [ p for e in graph.edges() for p in e]) # sbo complexes complexes = [n[1] for n in graph.nodes() if n[1]["type"] == "species" and n[1]["sbo"] == 253] complexes_ids = set( [ c["id"] for c in complexes]) assert( len( complexes) == len( complexes_ids)) print( "{} total # of complexes (sbo == 253)".format( len( complexes))) # complexes based on Participant edge complexes2 = set( [ e[0] for e in participant_graph.edges()]) complexes2_participant = set( [ e[1] for e in participant_graph.edges()]) # participants of complexes print( "{} total # of complexes (complex in a complex relationship with some participant)".format( len( complexes2))) print( "{} total # of unique participants".format( len( complexes2_participant))) # complexes part of reaction complexes_in_reaction = complexes_ids.intersection( reaction_participants) complexes_not_in_reaction = complexes_ids.difference( reaction_participants) print( "{}/{} of complexes are part of a reaction ({}/{} are not)".format( len( complexes_in_reaction), len( complexes_ids), len( complexes_not_in_reaction), len( complexes_ids))) # participants part of reaction complexes_participant_in_reaction = complexes2_participant.intersection( reaction_participants) complexes_participant_not_in_reaction = complexes2_participant.difference( reaction_participants) print( "{}/{} of participants are part of a reaction ({}/{} are not)".format( len( complexes_participant_in_reaction), len( complexes2_participant), len( complexes_participant_not_in_reaction), len( complexes2_participant))) complexes_participants_in_other_complexes = complexes_ids.intersection( complexes2_participant) print( "{} complexes participate in other complexes".format( len( complexes_participants_in_other_complexes))) multiple_complex_edge_participant = [n for n, c in collections.Counter( [ e[1] for e in participant_graph.edges()]).items() if c > 1] print( "{} participants participate in multiple complexes".format( len(multiple_complex_edge_participant))) ## some annotation information complexes_wo_bqbiol_is = [ c for c in complexes_ids if graph.node[c]["bqbiol_is"] == ()] print( "{}/{} complexes w/o bqbiol_is".format( len( complexes_wo_bqbiol_is), len( complexes_ids))) participants_wo_bqbiol_is = [ p for p in complexes2_participant if graph.node[p]["bqbiol_is"] == ()] print( "{}/{} participants w/o bqbiol_is".format( len( participants_wo_bqbiol_is), len( complexes2_participant))) ######################################################################## ######################################################################## def precision_recall_f_score( tp, fp, fn): if len( tp) == 0 and len( fp) == 0: precision = 0 else: precision = len( tp) / float( len( tp) + len( fp)) if len( tp) == 0 and len( fn) == 0: recall = 0 else: recall = len( tp) / float( len( tp) + len( fn)) if precision == 0 and recall == 0: f_score = 0.0 else: f_score = 2.0 * (precision * recall) / (precision + recall) return precision, recall, f_score ######################################################################## ######################################################################## def set_overlap( set_1, set_2, equal_fn): r_1 = set() r_2 = set() for e1 in set_1: e2s = filter( lambda e2: equal_fn( e1, e2), set_2) if e2s: r_2 = r_2.union( e2s) r_1.add( e1) return r_1, r_2 def list_overlap( list_1, list_2, equal_fn): """ Returns indices of overlapping elements""" indices_1 = set() indices_2 = set() for i_1, e1 in enumerate( list_1): is_2 = [i for i, e2 in enumerate(list_2) if equal_fn( e1, e2)] if is_2 != []: indices_2.update( is_2) indices_1.add( i_1) return indices_1, indices_2 def list_intersect( list_1, list_2): l_1 = list_1[:] l_2 = list_2[:] result = [] while len(l_1) > 0: e1 = l_1.pop() try: idx = l_2.index( e1) except: idx = None if idx != None: l_2.remove( e1) result.append( e1) return result assert( list_intersect([1,2,3],[4,5]) == []) assert( list_intersect([1,2,3],[1,5]) == [1]) assert( list_intersect([1,2,3,1],[1,5]) == [1]) assert( list_intersect([1,2,3,1],[1,1]) == [1,1]) def list_difference( list_1, list_2): l_1 = list_1[:] for e2 in list_2: try: l_1.remove(e2) except: pass return l_1 assert( list_difference([1,2,3,1],[5,6]) == [1,2,3,1]) assert( list_difference([1,2,3,1],[1,6]) == [2,3,1]) assert( list_difference([1,2,3,1],[1,1,6]) == [2,3]) def list_find( el, listt, equal_fn): for el2 in listt: if equal_fn( el, el2): return el2 return None def list_difference2( list_1, list_2, equal_fn): "returns those elements of list_1 which are not in list_2 according to equal_fn" result = [] for e in list_1: if not list_find( e, list_2, equal_fn): result.append( e) return result def list_reduce2( list_1, equal_fn): result = [] elements_remaining = list_1[:] while elements_remaining: el = elements_remaining.pop() result.append( el) new_elements_remaining = [] for el2 in elements_remaining: if not equal_fn( el, el2): new_elements_remaining.append( el2) elements_remaining = new_elements_remaining return result assert( list_reduce2([1,"1",2,"2"], lambda e1, e2: str( e1) == str( e2)) == ['2','1']) def merge( sets): "merges sets which are disjoint" merged = 1 while merged: merged = 0 results = [] while sets: common, rest = sets[0], sets[1:] sets = [] for x in rest: if x.isdisjoint(common): sets.append(x) else: merged = 1 common |= x results.append(common) sets = results return sets def analyse_set_overlap( set_1, set_2, equal_fn = operator.eq): res_1, res_2 = set_overlap( set_1, set_2, equal_fn) if len( set_2) == 0: precision = 0 else: precision = 100.0 * len( res_2) / float( len( set_2)) if len( set_1) == 0: recall = 0 else: recall = 100.0 * len( res_1) / float( len( set_1)) if precision == 0 and recall == 0: f_score = 0.0 else: f_score = 2.0 * (precision * recall) / (precision + recall) return res_1, res_2, precision, recall, f_score def analyse_list_overlap( list_1, list_2, equal_fn = operator.eq): res_1, res_2 = list_overlap( list_1, list_2, equal_fn) if len( list_2) == 0: precision = 0 else: precision = 100.0 * len( res_2) / float( len( list_2)) if len( list_1) == 0: recall = 0 else: recall = 100.0 * len( res_1) / float( len( list_1)) if precision == 0 and recall == 0: f_score = 0.0 else: f_score = 2.0 * (precision * recall) / (precision + recall) return res_1, res_2, precision, recall, f_score def tuple_eq_empty_not_eq( t_1, t_2): """ those which are empty are in fact not equal""" return len( t_1) > 0 and t_1 == t_2 def tuple_overlaps( t_1, t_2): return len( set(t_1).intersection( t_2)) > 0 def tuple_overlaps_sbo_is_a( t_1, t_2): if tuple_overlaps( t_1, t_2): return True else: sbo_terms_1 = get_sbo_terms( t_1) sbo_terms_2 = get_sbo_terms( t_2) for s1 in sbo_terms_1: for s2 in sbo_terms_2: if sbo_is_a2( s1, s2): return True def name_approx_equal( n1, n2): return fuzzywuzzy.fuzz.ratio( n1, n2) > 90 ######################################################################## ######################################################################## def nm_name_equal( n1, n2): "Checks if name is the same" return n1["name"].lower() == n2["name"].lower() def nm_name_equal_w_participants( n1, n2): "Checks if name and names of participants overlap" names_1 = [n1["name"].lower()] + [ p["name"].lower() for p in n1["participants"]] names_2 = [n2["name"].lower()] + [ p["name"].lower() for p in n2["participants"]] return len( set( names_1).intersection( names_2)) > 0 def nm_name_clean_equal( n1, n2): "Checks if clean name is the same" return remove_prefixes( n1["name"].lower()) == remove_prefixes( n2["name"].lower()) def nm_name_clean_equal_w_participants( n1, n2): "Checks if name and names of participants overlap" clean_names_1 = [remove_prefixes( n1["name"].lower())] + [ remove_prefixes( p["name"].lower()) for p in n1["participants"]] clean_names_2 = [remove_prefixes( n2["name"].lower())] + [ remove_prefixes( p["name"].lower()) for p in n2["participants"]] return len( set( clean_names_1).intersection( clean_names_2)) > 0 def nm_name_clean2_equal( n1, n2): "Checks if clean name is the same" return clean_name2( n1["name"]) == clean_name2( n2["name"]) def nm_name_clean_approx( n1, n2): return fuzzywuzzy.fuzz.ratio( clean_name2( n1["name"]), clean_name2( n2["name"])) > 90 def nm_name_clean_approx_w_participants( n1, n2): clean_names_1 = [ re.sub('[^a-zA-Z0-9-]', ' ', remove_prefixes( n1["name"].lower()))] + [ re.sub('[^a-zA-Z0-9-]', ' ', remove_prefixes( p["name"].lower())) for p in n1["participants"]] clean_names_2 = [ re.sub('[^a-zA-Z0-9-]', ' ', remove_prefixes( n2["name"].lower()))] + [ re.sub('[^a-zA-Z0-9-]', ' ', remove_prefixes( p["name"].lower())) for p in n2["participants"]] for name_1 in clean_names_1: if list_find( name_1, clean_names_2, lambda name_1, name_2: fuzzywuzzy.fuzz.ratio( name_1, name_2) > 90): return True return False def nm_gene_id_intersect( n1, n2): set_1 = map_gene_simstring( n1["name"]) set_2 = map_gene_simstring( n2["name"]) return set_1 and set_2 and len( set_1.intersection( set_2)) > 0 def nm_gene_id_intersect_w_participants( n1, n2): sets_1 = filter( bool, [map_gene_simstring(n) for n in [ n1["name"]] + [ p["name"] for p in n1["participants"]]]) sets_2 = filter( bool, [map_gene_simstring(n) for n in [ n2["name"]] + [ p["name"] for p in n2["participants"]]]) for s1 in sets_1: for s2 in sets_2: if len( s1.intersection( s2)) > 0: return True return False def nm_name_clean_approx_OR_gene_id_intersect( n1, n2): return nm_name_clean_approx( n1, n2) or nm_gene_id_intersect( n1, n2) def nm_name_clean_approx_OR_gene_id_intersect_w_participants( n1, n2): return nm_name_clean_approx_w_participants( n1, n2) or nm_gene_id_intersect_w_participants( n1, n2) def nm_bqbiol_is_equal( n1, n2): "Checks if the bqbiol_is are the same" return n1["bqbiol_is"] and n2["bqbiol_is"] and n1["bqbiol_is"] == n2["bqbiol_is"] def nm_bqbiol_is_equal_w_participants( n1, n2): "Checks if the bqbiol_is are the same - also checks participants" sets_1 = filter( bool, [set(n1["bqbiol_is"])] + [ set(p["bqbiol_is"]) for p in n1["participants"]]) sets_2 = filter( bool, [n2["bqbiol_is"]] + [ p["bqbiol_is"] for p in n2["participants"]]) for s1 in sets_1: for s2 in sets_2: if len( s1.intersection( s2)) > 0: return True return False def nm_bqbiol_is_overlaps( n1, n2): "Checks if the bqbiol_is are the same" return n1["bqbiol_is"] and n2["bqbiol_is"] and len( set( n1["bqbiol_is"]).intersection( set( n2["bqbiol_is"]))) > 0 def nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): "Checks if the bqbiol_is are the same" if nm_bqbiol_is_overlaps( n1, n2): return True elif n1["bqbiol_is"] and n2["bqbiol_is"]: sbo_terms_1 = get_sbo_terms( n1["bqbiol_is"]) sbo_terms_2 = get_sbo_terms( n2["bqbiol_is"]) for s1 in sbo_terms_1: for s2 in sbo_terms_2: if sbo_is_a2( s1, s2): return True return False def nm_bqbiol_is_overlaps_w_participants( n1, n2): "Checks if the bqbiol_is overlaps - also checks participants" set_1 = set( n1["bqbiol_is"]) if n1.get("participants"): [set_1.update( p["bqbiol_is"]) for p in n1["participants"]] set_2 = set( n2["bqbiol_is"]) if n2.get("participants"): [set_2.update( p["bqbiol_is"]) for p in n2["participants"]] if len( set_1.intersection( set_2)) > 0: return True else: return False def nm_bqbiol_is_has_part_overlaps( n1, n2): "Checks if the bqbiol_is and bqbiol_has_part overlaps" uris_1 = set() if n1["bqbiol_is"]: uris_1.update( n1["bqbiol_is"]) if n1["bqbiol_has_part"]: uris_1.update( n1["bqbiol_has_part"]) uris_2 = set() if n2["bqbiol_is"]: uris_2.update( n2["bqbiol_is"]) if n1["bqbiol_has_part"]: uris_2.update( n2["bqbiol_has_part"]) return len( uris_1.intersection( uris_2)) > 0 def nm_sbo_equal( n1, n2): "Only works on reactions" return n1["sbo"] and n2["sbo"] and n1["sbo"] == n2["sbo"] def nm_sbo_is_a( n1, n2): "Only works on reactions" return n1["sbo_str"] and n2["sbo_str"] and sbo_is_a2( n1["sbo_str"], n2["sbo_str"]) ################### name_clean + various reactions matches def nm_name_clean_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_equal( n1, n2): return True else: return False def nm_name_clean_w_participants_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_equal_w_participants( n1, n2): return True else: return False def nm_name_clean_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_equal( n1, n2): return True else: return False def nm_name_clean_w_participants_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_equal_w_participants( n1, n2): return True else: return False def nm_name_clean_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_equal( n1, n2): return True else: return False def nm_name_clean_w_participants_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_equal_w_participants( n1, n2): return True else: return False ################### name_clean_approx + various reactions matches def nm_name_clean_approx_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_approx( n1, n2): return True else: return False def nm_name_clean_approx_w_participants_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_approx_w_participants( n1, n2): return True else: return False def nm_name_clean_approx_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_approx( n1, n2): return True else: return False def nm_name_clean_approx_w_participants_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_approx_w_participants( n1, n2): return True else: return False def nm_name_clean_approx_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_approx( n1, n2): return True else: return False def nm_name_clean_approx_w_participants_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species" and nm_name_clean_approx_w_participants( n1, n2): return True else: return False ################### name_clean_approx or bqbiol_is_equal various reactions matches def nm_name_clean_approx_OR_bqbiol_is_equal_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_equal( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_equal_w_participants_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx_w_participants( n1, n2) or nm_bqbiol_is_equal_w_participants( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_equal_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_equal( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_equal_w_participants_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx_w_participants( n1, n2) or nm_bqbiol_is_equal_w_participants( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_equal_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_equal( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_equal_w_participants_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx_w_participants( n1, n2) or nm_bqbiol_is_equal_w_participants( n1, n2)): return True else: return False ################### name_clean_approx or bqbiol_is_overlaps various reactions matches def nm_name_clean_approx_OR_bqbiol_is_overlaps_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_overlaps( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_overlaps_w_participants_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx_w_participants( n1, n2) or nm_bqbiol_is_overlaps_w_participants( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_overlaps_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_overlaps( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_overlaps_w_participants_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx_w_participants( n1, n2) or nm_bqbiol_is_overlaps_w_participants( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_overlaps_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_overlaps( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_overlaps_w_participants_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx_w_participants( n1, n2) or nm_bqbiol_is_overlaps_w_participants( n1, n2)): return True else: return False ################### name_clean_approx or bqbiol_is_overlaps various reactions matches def nm_name_clean_approx_OR_bqbiol_is_bqbiol_is_has_parts_overlaps_AND_nm_bqbiol_is_equal( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_equal( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_has_part_overlaps( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_bqbiol_is_has_parts_overlaps_AND_nm_bqbiol_is_overlaps( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_has_part_overlaps( n1, n2)): return True else: return False def nm_name_clean_approx_OR_bqbiol_is_bqbiol_is_has_parts_overlaps_AND_nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): if n1["type"] != n2["type"]: return False elif n1["type"] == "reaction" and nm_bqbiol_is_overlaps_sbo_is_a( n1, n2): return True elif n1["type"] == "species"and (nm_name_clean_approx( n1, n2) or nm_bqbiol_is_has_part_overlaps( n1, n2)): return True else: return False ################### edge match exact def edge_match_exact( e1, e2): "only edges" return e1["type"] == e2["type"] ######################################################################## ######################################################################## # nodes overlap max def compute_nodes_overlap_max( graph_1, graph_2, node_match): """ computes a nodes in graph_2 matching with nodes in graph_1 according to node_match Returns - a dictionary of nodes """ nodes_2 = [ filter( lambda n2: node_match( graph_1.node[n1], graph_2.node[n2]), graph_2.nodes()) for n1 in graph_1.nodes()] return { n1: n2 for n1, n2 in zip( graph_1.nodes(), nodes_2) if n2 } def get_nodes_overlap_max_result_precision_recall_f_score( graph_1, graph_2, matches): if len( graph_2) == 0: precision = 0; else: precision = len( set( itertools.chain(*matches.values()))) / float( len( graph_2)) if len( graph_1) == 0: recall = 0 else: recall = len( matches.keys()) / float( len( graph_1)) if precision == 0 and recall == 0: f_score = 0.0 else: f_score = 2.0 * (precision * recall) / (precision + recall) return 100.0 * precision, 100.0 * recall, 100.0 * f_score def print_node_match_result( graph_1, graph_2, matches, node_match_name = "", export_matches = None): # print results precision, recall, f_score = get_nodes_overlap_max_result_precision_recall_f_score( graph_1, graph_2, matches) print( "{}: {:.2f} & {:.2f} & {:.2f} node overlap (precision/recall/f-score)".format( node_match_name, precision, recall, f_score)) # export text matches files if export_matches: with open( export_matches, "wt") as f: clean_names_map = { clean_name2( graph_1.node[k]["name"]) : k for k in matches.keys()} for n in sorted( clean_names_map.keys()): k = clean_names_map[n] if matches[k]: f.write( "\n-------------------------------------------------------------\n") f.write( n) f.write( "\n--\n" ) names = set( [clean_name2( graph_2.node[v]["name"]) for v in matches[k]]) f.write( "\n".join(names)) def run_analysis_nodes_overlap_max( graph_1, graph_2, node_match, export_results = False, export_results_prefix = "results-nodes-overlap-max", ignore_existing = False): """ computes nodes overlap and prints statistics""" export_file = "%s__%s__%s__%s.pickle" % (export_results_prefix, graph_1.name, graph_2.name, node_match.__name__) if ignore_existing and os.path.exists( export_file): print("%s:%s/%s:run_analysis_nodes_overlap_max:%s exists. using that one." % (now(),graph_1.name, graph_2.name, export_file)) data = pickle.load( open( export_file, "rb")) graph_1, graph_2, matches = data[0], data[1], data[2] else: matches = compute_nodes_overlap_max( graph_1, graph_2, node_match) print_node_match_result( graph_1, graph_2, matches, node_match_name = node_match.__name__) if export_results and not( ignore_existing and os.path.exists( export_file)): print("%s:%s/%s:run_analysis_nodes_overlap_max:Exporting %s" % (now(),graph_1.name, graph_2.name, export_file)) pickle.dump( [graph_1, graph_2, matches], open( export_file, "wb")) def run_analyses_nodes_overlap_max( graph_1, graph_2, node_match_fns, prefix = None, n_jobs = None, export_results = False, export_results_prefix = "results-nodes-overlap-max"): """ computes nodes overlaps according to multiple node_match_fns and prints statistics """ print( "-----------") print( "run_analyses_nodes_overlap_max %s/%s n_jobs=%s -- %s" % (graph_1.name, graph_2.name, n_jobs, node_match_fns)) # compute the nodes of 2 that exist in 1 (ignoring edges) if n_jobs: with joblib.Parallel( n_jobs = n_jobs) as parallel: parallel( joblib.delayed( run_analysis_nodes_overlap_max) ( graph_1, graph_2, fn, export_results = export_results, export_results_prefix = export_results_prefix) for fn in node_match_fns) else: for nm in node_match_fns: run_analysis_nodes_overlap_max( graph_1, graph_2, nm, export_results = export_results, export_results_prefix = export_results_prefix) ######################################################################## ######################################################################## # subgraph overlap max def match_subgraph_max( graph, subgraph, node_match, edge_match = edge_match_exact, file_name = None): """ computes overlap for single subgraph""" assert( subgraph or file_name) if subgraph == None: subgraph = pickle.load( open( file_name, "rb")) graph_matcher = networkx.algorithms.isomorphism.GraphMatcher( graph, subgraph, node_match = node_match, edge_match = edge_match) result = list( graph_matcher.subgraph_isomorphisms_iter()) return result, subgraph def match_graph_max( graph, file_name, node_match, edge_match = edge_match_exact): """ computes overlap for graph loaded from a file""" graph_2 = pickle.load( open( file_name, "rb")) subgraphs = list( networkx.connected_component_subgraphs( graph_2)) graph_matchers = [networkx.algorithms.isomorphism.GraphMatcher( graph, subgraph, node_match = node_match, edge_match = edge_match) for subgraph in subgraphs] results = [ (list( m.subgraph_isomorphisms_iter()), s) for m, s in zip( graph_matchers, subgraphs)] return results def match_subgraphs_max( graph, subgraphs, node_match, edge_match = edge_match_exact, n_jobs = None, file_names = None): """ computes overlap for subgraphs """ # compute the nodes of 2 that exist in 1 (ignoring edges) assert( subgraphs or file_names) if file_names: # use the files instead of subgraphs if possible print( "Running match_subgraphs_max using file_names (individual graph files) n_jobs=%s" %(n_jobs)) if n_jobs: with joblib.Parallel( n_jobs = n_jobs) as parallel: results = parallel( joblib.delayed( match_graph_max) ( graph, file_name, node_match = node_match, edge_match = edge_match) for file_name in file_names) else: results = [ match_graph_max( graph, file_name, node_match = node_match, edge_match = edge_match) for file_name in file_names] results = [r for result in results for r in result] else: print( "Running match_subgraphs_max using subgraphs n_jobs=%s" %(n_jobs)) if n_jobs: with joblib.Parallel( n_jobs = n_jobs) as parallel: results = parallel( joblib.delayed( match_subgraph_max) ( graph, subgraph, node_match, edge_match) for subgraph in subgraphs) else: results = [ match_subgraph_max( graph, subgraph, node_match = node_match, edge_match = edge_match) for subgraph in subgraphs] results_matches = [r[0] for r in results] results_subgraphs = [r[1] for r in results] return results_matches, results_subgraphs def subgraph_match_get_edges( subgraph, match, reverse_match, edge_signatures_1, edge_signatures_2): """ Computes matching edges from match_subgraphs results """ m_edges = {} for e in subgraph.edges( data = True): # a bit of acrobatics to get around having to use digraph (which is buggy) signature_1_1 = (reverse_match[e[0]], reverse_match[e[1]], e[2]["type"]) signature_1_2 = (reverse_match[e[1]], reverse_match[e[0]], e[2]["type"]) signature_2_1 = (e[0], e[1], e[2]["type"]) signature_2_2 = (e[1], e[0], e[2]["type"]) assert signature_1_1 in edge_signatures_1 or signature_1_2 in edge_signatures_1 assert not( signature_1_1 in edge_signatures_1 and signature_1_2 in edge_signatures_1) assert signature_2_1 in edge_signatures_2 or signature_2_2 in edge_signatures_2 assert not( signature_2_1 in edge_signatures_2 and signature_2_2 in edge_signatures_2) if signature_1_1 in edge_signatures_1: signature_1 = signature_1_1 else: signature_1 = signature_1_2 if signature_2_1 in edge_signatures_2: signature_2 = signature_2_1 else: signature_2 = signature_2_2 m_edges[signature_1] = signature_2 assert signature_1 in edge_signatures_1 assert signature_2 in edge_signatures_2 return m_edges def compute_subgraphs_overlap_max( graph_1, graph_2, node_match, edge_match = edge_match_exact, subgraphs_2 = None, n_jobs = None, export_results = False, export_results_prefix = "results-subgraphs-overlap-max", file_names = None, ignore_existing = False): """ compute the subgraphs in graph_1 isomorph to nodes in subgraphs of 2 """ if export_results: export_file = "%s__%s__%s__%s__%s.pickle" % (export_results_prefix, graph_1.name, graph_2.name, node_match.__name__, edge_match.__name__) if export_results and ignore_existing and os.path.exists( export_file): print( "%s:%s/%s:compute_subgraphs_overlap_max:results exist %s, loading" % (now(), graph_1.name, graph_2.name, export_file)) data = pickle.load( open( export_file, "rb")) graph_1, graph_2, results_subgraphs, results_matches = data[0], data[1], data[2], data[3] return results_matches, results_subgraphs if graph_2 and file_names == None and subgraphs_2 == None: subgraphs_2 = list( networkx.connected_component_subgraphs( graph_2)) # Run! results_matches, results_subgraphs = match_subgraphs_max( graph_1, subgraphs_2, node_match = node_match, edge_match = edge_match, n_jobs = n_jobs, file_names = file_names) # export data if export_results: pickle.dump( [graph_1, graph_2, results_subgraphs, results_matches], open( "%s__%s__%s__%s__%s.pickle" % (export_results_prefix, graph_1.name, graph_2.name, node_match.__name__, edge_match.__name__), "wb")) return results_matches, results_subgraphs def get_subgraphs_overlap_max_results( graph_1, graph_2, results_subgraphs, results_matches, species_1 = None, species_2 = None, reactions_1 = None, reactions_2 = None): """ takes results from matching and computes matches for nodes, edges, species, and reactions """ if species_1 == None: species_1 = set(filter_species( graph_1).nodes()) if species_2 == None: species_2 = set(filter_species( graph_2).nodes()) if reactions_1 == None: reactions_1 = set( filter_reactions( graph_1).nodes()) if reactions_2 == None: reactions_2 = set( filter_reactions( graph_2).nodes()) # collet results for analysis matches_nodes_1 = set() matches_nodes_2 = set() matches_edges_1 = set() matches_edges_2 = set() edge_signatures_1 = edge_signatures( graph_1) edge_signatures_2 = edge_signatures( graph_2) for subgraph_2, matches in zip( results_subgraphs, results_matches): for m in matches: matches_nodes_1 = matches_nodes_1.union( m.keys()) matches_nodes_2 = matches_nodes_2.union( m.values()) reverse_m = { v: k for k, v in m.iteritems()} m_edges = subgraph_match_get_edges( subgraph_2, m , reverse_m, edge_signatures_1, edge_signatures_2) matches_edges_1 = matches_edges_1.union( m_edges.keys()) matches_edges_2 = matches_edges_2.union( m_edges.values()) species_1_matches = species_1.intersection( matches_nodes_1) species_2_matches = species_2.intersection( matches_nodes_2) reactions_1_matches = reactions_1.intersection( matches_nodes_1) reactions_2_matches = reactions_2.intersection( matches_nodes_2) return matches_nodes_1, matches_nodes_2, matches_edges_1, matches_edges_2, species_1_matches, species_2_matches, reactions_1_matches, reactions_2_matches def get_subgraphs_overlap_max_results_precision_recall_f_score(graph_1, graph_2, results_subgraphs, results_matches, species_1 = None, species_2 = None, reactions_1 = None, reactions_2 = None): """ Returns precision recall for nodes, species, reactions, edges as a dict """ if species_1 == None: species_1 = set(filter_species( graph_1).nodes()) if species_2 == None: species_2 = set(filter_species( graph_2).nodes()) if reactions_1 == None: reactions_1 = set( filter_reactions( graph_1).nodes()) if reactions_2 == None: reactions_2 = set( filter_reactions( graph_2).nodes()) matches_nodes_1, matches_nodes_2, matches_edges_1, matches_edges_2, species_1_matches, species_2_matches, reactions_1_matches, reactions_2_matches = \ get_subgraphs_overlap_max_results( graph_1, graph_2, results_subgraphs, results_matches, species_1, species_2, reactions_1, reactions_2) result = {} precision = 100. * len( matches_nodes_2) / float( len( graph_2.nodes())) recall = 100. * len( matches_nodes_1) / float( len( graph_1.nodes())) result["node precision"] = precision result["node recall"] = recall if precision + recall == 0: result["node f-score"] = 0 else: result["node f-score"] = 2.0 * (precision * recall) / (precision + recall) precision = 100. * len( species_2_matches) / float( len( species_2)) recall = 100. * len( species_1_matches) / float( len( species_1)) result["species precision"] = precision result["species recall"] = recall if precision + recall == 0: result["species f-score"] = 0 else: result["species f-score"] = 2.0 * (precision * recall) / (precision + recall) precision = 100. * len( reactions_2_matches) / float( len( reactions_2)) recall = 100. * len( reactions_1_matches) / float( len( reactions_1)) result["reaction precision"] = precision result["reaction recall"] = recall if precision + recall == 0: result["reaction f-score"] = 0 else: result["reaction f-score"] = 2.0 * (precision * recall) / (precision + recall) precision = 100. * len( matches_edges_2) / float( len( graph_2.edges())) recall = 100. * len( matches_edges_1) / float( len( graph_1.edges())) result["edge precision"] = precision result["edge recall"] = recall if precision + recall == 0: result["edge f-score"] = 0 else: result["edge f-score"] = 2.0 * (precision * recall) / (precision + recall) return result def print_analysis_subgraphs_overlap_results( graph_1, graph_2, node_match, matches_nodes_1, matches_nodes_2, matches_edges_1, matches_edges_2, species_1_matches, species_2_matches, reactions_1_matches, reactions_2_matches, species_1 = None, species_2 = None, reactions_1 = None, reactions_2 = None): if not species_1: species_1 = set( filter_species( graph_1).nodes()) if not species_2: species_2 = set( filter_species( graph_2).nodes()) if not reactions_1: reactions_1 = set( filter_reactions( graph_1).nodes()) if not reactions_2: reactions_2 = set( filter_reactions( graph_2).nodes()) ## print results print( "{} {}/{}".format( node_match.__name__, graph_1.name, graph_2.name)) precision = 100. * len( matches_nodes_2) / float( len( graph_2.nodes())) recall = 100. * len( matches_nodes_1) / float( len( graph_1.nodes())) f_score = 0.0 if precision + recall > 0: f_score = 2. * precision * recall / (precision + recall) print( "%.2f & %.2f & %.2f node" % (precision, recall, f_score)) precision = 100. * len( species_2_matches) / float( len( species_2)) recall = 100. * len( species_1_matches) / float( len( species_1)) f_score = 0.0 if precision + recall > 0: f_score = 2. * precision * recall / (precision + recall) print( "%.2f & %.2f & %.2f species" % (precision, recall, f_score)) precision = 100 * len( reactions_2_matches) / float( len( reactions_2)) recall = 100 * len( reactions_1_matches) / float( len( reactions_1)) f_score = 0.0 if precision + recall > 0: f_score = 2. * precision * recall / (precision + recall) print( "%.2f & %.2f & %.2f reaction" % (precision, recall, f_score)) precision = 100 * len( matches_edges_2) / float( len( graph_2.edges())) recall = 100 * len( matches_edges_1) / float( len( graph_1.edges())) f_score = 0.0 if precision + recall > 0: f_score = 2. * precision * recall / (precision + recall) print( "%.2f & %.2f & %.2f edge" % (precision, recall, f_score)) def print_analysis_subgraphs_overlap_results_from_file( graph_1_name, graph_2_name, node_match, edge_match = edge_match_exact, prefix = "results/results-subgraphs-overlap-max"): # load file [graph_1, graph_2, results_subgraphs, results_matches] \ = pickle.load( open( "%s__%s__%s__%s__%s.pickle" % ( prefix,graph_1_name, graph_2_name, node_match.__name__, edge_match.__name__), "rb")) # process results species_1 = set(filter_species( graph_1).nodes()) species_2 = set(filter_species( graph_2).nodes()) reactions_1 = set( filter_reactions( graph_1).nodes()) reactions_2 = set( filter_reactions( graph_2).nodes()) matches_nodes_1, matches_nodes_2, \ matches_edges_1, matches_edges_2, \ species_1_matches, species_2_matches, \ reactions_1_matches, reactions_2_matches = \ get_subgraphs_overlap_max_results( graph_1, graph_2, results_subgraphs, results_matches, \ species_1 = species_1, species_2 = species_2, reactions_1 = reactions_1, reactions_2 = reactions_2) # print results print_analysis_subgraphs_overlap_results( graph_1, graph_2, node_match, matches_nodes_1, matches_nodes_2, matches_edges_1, matches_edges_2, species_1_matches, species_2_matches, reactions_1_matches, reactions_2_matches, species_1, species_2, reactions_1, reactions_2) def run_analysis_subgraphs_overlap( graph_1, graph_2, node_match, edge_match = edge_match_exact, subgraphs_2 = None, species_1 = None, species_2 = None, reactions_1 = None, reactions_2 = None, n_jobs = None, export_results = False, export_results_prefix = "results-subgraphs-overlap-max", file_names = None, print_results = True, ignore_existing = False): """ runs analysis for subgraphs """ print( "-----------") print( "%s: run_analysis_subgraphs_overlap %s/%s -- %s" % (now(), graph_1.name, graph_2.name, node_match.__name__)) if subgraphs_2 == None: subgraphs_2 = list( networkx.connected_component_subgraphs( graph_2)) if not species_1: species_1 = set( filter_species( graph_1).nodes()) if not species_2: species_2 = set( filter_species( graph_2).nodes()) if not reactions_1: reactions_1 = set( filter_reactions( graph_1).nodes()) if not reactions_2: reactions_2 = set( filter_reactions( graph_2).nodes()) results_matches, results_subgraphs \ = compute_subgraphs_overlap_max( graph_1, graph_2, node_match = node_match, edge_match = edge_match_exact, subgraphs_2 = subgraphs_2, n_jobs = n_jobs, export_results = export_results, export_results_prefix = export_results_prefix, file_names = file_names, ignore_existing = ignore_existing) if print_results: # process results matches_nodes_1, matches_nodes_2, \ matches_edges_1, matches_edges_2, \ species_1_matches, species_2_matches, \ reactions_1_matches, reactions_2_matches = \ get_subgraphs_overlap_max_results( graph_1, graph_2, results_subgraphs, results_matches, \ species_1 = species_1, species_2 = species_2, reactions_1 = reactions_1, reactions_2 = reactions_2) # print results print_analysis_subgraphs_overlap_results( graph_1, graph_2, node_match, matches_nodes_1, matches_nodes_2, matches_edges_1, matches_edges_2, species_1_matches, species_2_matches, reactions_1_matches, reactions_2_matches, species_1, species_2, reactions_1, reactions_2) return results_matches, results_subgraphs def run_analyses_subgraphs_overlap( graph_1, graph_2, node_match_fns, subgraphs_2 = None, export_results = False, export_results_prefix = "results-subgraphs-overlap-max", print_results = True): """ runs analysis for subgraphs for multiple node_match_fns""" print( "-----------") print( "run_analyses_subgraphs_overlap {}/{} -- {}".format( graph_1.name, graph_2.name, node_match_fns)) if subgraphs_2 == None: subgraphs_2 = list( networkx.connected_component_subgraphs( graph_2)) species_1 = set( filter_species( graph_1).nodes()) species_2 = set( filter_species( graph_2).nodes()) reactions_1 = set( filter_reactions( graph_1).nodes()) reactions_2 = set( filter_reactions( graph_2).nodes()) for node_match in node_match_fns: print("\n---") run_analysis_subgraphs_overlap( graph_1, graph_2, node_match, edge_match = edge_match_exact, subgraphs_2 = subgraphs_2, species_1 = species_1, species_2 = species_2, reactions_1 = reactions_1, reactions_2 = reactions_2, export_results = export_results, export_results_prefix = export_results_prefix) ######################################################################## ######################################################################## ## side-by-side graphviz def _graphviz_label( n, graph, n_id_map = {}, id_prefix = "", participant = False, show_identifier = False): if graph.node[n].get("participants"): n_id_map[n] = id_prefix + n label = graph.node[n]["name"] if show_identifier: label += "\n" + n label = "<table>%s%s</table>" % ("<tr><td port=\"%s\"><b>%s</b></td></tr>" % (n, label), "".join([ _graphviz_label( p, graph, n_id_map, id_prefix = id_prefix, participant = True) for p in graph.node[n]["participant_ids"]])) if participant: return "<tr><td>%s</td></tr>" % label else: return "<%s>" % label elif graph.node[n]["type"] == "species": n_id_map[n] = id_prefix + n label = graph.node[n]["name"] if show_identifier: label += "\n" + n if participant: return "<tr><td port=\"%s\">%s</td></tr>" % (n, label) else: return label else: n_id_map[n] = n label = ", ".join( sbo_go_name(b) for b in graph.node[n]["bqbiol_is"]) if show_identifier: label += "\n" + n return label def _graphviz_add_node( n, graph, graphviz_graph, n_id_map = {}, label = None, show_identifier = False, **kwargs): """ adds a node top level (should not be participant of a complex) """ if label == None and graph.node[n].get("participants"): label = _graphviz_label( n, graph, n_id_map, id_prefix = n + ":", show_identifier = show_identifier) else: label = _graphviz_label( n, graph, n_id_map, show_identifier = show_identifier) if graph.node[n].get("participants"): # has participants graphviz_graph.node( n, label = label, shape = "none", **kwargs) elif graph.node[n]["type"] == "species": graphviz_graph.node( n, label = label, shape = "rectangle", **kwargs) else: graphviz_graph.node( n, label = label, shape = "ellipse", **kwargs) def _graphviz_add_edge( e, graph, graphviz_graph, n_id_map = {}, **kwargs): """ adds an edge to the graphviz graph """ if (e[2] == "product" and not graph.node[e[0]]["type"] == "reaction") \ or (e[2] != "product" and not graph.node[e[1]]["type"] == "reaction"): e = (e[1],e[0],e[2]) e0 = e[0] e1 = e[1] if e0 in n_id_map: e0 = n_id_map[e0] if e1 in n_id_map: e1 = n_id_map[e1] if e[2] == "modifier": graphviz_graph.edge( e0, e1, arrowhead = "diamond", **kwargs) else: graphviz_graph.edge( e0, e1, **kwargs) def graphviz_graph( graph, file_name = "test.dot", view = True, show_identifier = False): """ renders a graph using dot""" import graphviz n_id_map = {} participant_complex_map = { id : n for n in graph.nodes() if graph.node[n].get("participant_ids") for id in graph.node[n].get("participant_ids")} top_nodes = set( graph.nodes()).difference( participant_complex_map.keys()) graphviz_graph = graphviz.Digraph() [_graphviz_add_node( n, graph, graphviz_graph, n_id_map, show_identifier = show_identifier) for n in top_nodes]; [_graphviz_add_edge( (e[0], e[1], e[2]["type"]), graph, graphviz_graph, n_id_map) for e in graph.edges( data = True)]; graphviz_graph.render( file_name, view = view) def get_top_complex( n, graph, participant_complex_map = {}): if participant_complex_map == {}: participant_complex_map = { id : n for n in graph.nodes() if graph.node[n].get("participant_ids") for id in graph.node[n].get("participant_ids")} if not (n in participant_complex_map): return n else: return get_top_complex( participant_complex_map[n], graph, participant_complex_map) def graphviz_comparison_graph( graph_1, graph_2, m_nodes, m_edges, file_name = "test.dot", view = True, include_context_graph_1 = True, show_identifier = False): """ Creates a graph visualization visualizing a match (left, right) """ import graphviz g = graphviz.Digraph() s1 = graphviz.Digraph( "cluster_1") s1.body.append( "\tlabel=\"%s\"" % graph_1.name) participant_complex_map_1 = { id : n for n in graph_1.nodes() if graph_1.node[n].get("participant_ids") for id in graph_1.node[n].get("participant_ids")} top_complexes_1 = [ get_top_complex( n, graph_1, participant_complex_map_1) for n in m_nodes.keys()] n_id_map_1 = {} [_graphviz_add_node( n, graph_1, s1, n_id_map_1, show_identifier = show_identifier) for n in top_complexes_1] [_graphviz_add_edge( e, graph_1, s1, n_id_map_1) for e in m_edges.keys()] if include_context_graph_1: context_edges = set([ sort_edge_signature((edge[0], edge[1], edge[2]["type"]), graph_1) for edge in graph_1.edges( m_nodes.keys(), data = True)]).difference( m_edges.keys()) context_nodes = set( [ c for e in context_edges for c in e[:2]]).difference( top_complexes_1) # add nodes [_graphviz_add_node( get_top_complex( n, graph_1, participant_complex_map_1), graph_1, s1, n_id_map_1, color = "grey", show_identifier = show_identifier) for n in context_nodes] # add edges [_graphviz_add_edge( e, graph_1, s1, n_id_map_1, color = "grey") for e in context_edges] g.subgraph( s1) s2 = graphviz.Digraph( "cluster_2") s2.body.append( "\tlabel=\"%s\"" % graph_2.name) participant_complex_map_2 = { id : n for n in graph_2.nodes() if graph_2.node[n].get("participant_ids") for id in graph_2.node[n].get("participant_ids")} top_complexes_2 = [ get_top_complex( n, graph_2, participant_complex_map_2) for n in m_nodes.values()] n_id_map_2 = {} [_graphviz_add_node( n, graph_2, s2, n_id_map_2, show_identifier = show_identifier) for n in top_complexes_2] [_graphviz_add_edge( e, graph_2, s2, n_id_map_2) for e in m_edges.values()] g.subgraph( s2) for n1, n2 in m_nodes.iteritems(): g.edge( n_id_map_1[n1], n_id_map_2[n2], dir = "none", style = "dotted", constraint = "false") g.render( file_name, view = view) #graphviz_comparison_graph( graph_1, graph_2, m_nodes, m_edges) #graphviz_comparison_graph( graph_1, graph_2, m_nodes, m_edges, include_context_graph_1 = False) ######################################################################## ######################################################################## ## graphviz color overlap def _graphviz_label2( n, graph, n_id_map = {}, id_prefix = "", matched_nodes = set(), participant = False, **kwargs): """ Generates colored labels condition on whether a node matched """ # choose color color = kwargs["color"] fontcolor = kwargs["fontcolor"] fillcolor = kwargs["fillcolor"] show_identifier = kwargs["show_identifier"] if n in matched_nodes: color = kwargs["matched_color"] fontcolor = kwargs["matched_fontcolor"] fillcolor = kwargs["matched_fillcolor"] # handle different node types (with or without participants etc) if graph.node[n].get("participants"): n_id_map[n] = id_prefix + n label = "<table>%s%s</table>" \ % ("<tr><td port=\"%s\" color=\"%s\" bgcolor=\"%s\"><font color=\"%s\"><b>%s</b></font></td></tr>" % (n, color, fillcolor, fontcolor, graph.node[n]["name"]), "".join([ _graphviz_label2( p, graph, n_id_map, id_prefix = id_prefix, participant = True, **kwargs) for p in graph.node[n]["participant_ids"]])) if participant: return "<tr><td>%s</td></tr>" % label else: return "<%s>" % label elif graph.node[n]["type"] == "species": n_id_map[n] = id_prefix + n if participant: return "<tr><td port=\"%s\" color=\"%s\" bgcolor=\"%s\"><font color=\"%s\">%s</font></td></tr>" % (n, color, fillcolor, fontcolor, graph.node[n]["name"]) else: label = graph.node[n]["name"] if show_identifier: label += "\n" + n return label else: n_id_map[n] = n label = ", ".join( sbo_go_name(b) for b in graph.node[n]["bqbiol_is"]) if show_identifier: label += "\n" + n return label def _graphviz_add_node2( n, graph, graphviz_graph, n_id_map = {}, matched_nodes = set(), **kwargs): # choose color color = kwargs["color"] fontcolor = kwargs["fontcolor"] fillcolor = kwargs["fillcolor"] if n in matched_nodes: color = kwargs["matched_color"] fontcolor = kwargs["matched_fontcolor"] fillcolor = kwargs["matched_fillcolor"] # compute label if graph.node[n].get("participants"): label = _graphviz_label2( n, graph, n_id_map, id_prefix = n + ":", matched_nodes = matched_nodes, **kwargs) else: label = _graphviz_label2( n, graph, n_id_map, matched_nodes = matched_nodes, **kwargs) if graph.node[n].get("participants"): # has participants graphviz_graph.node( n, label = label, color = color, fontcolor = fontcolor, fillcolor = fillcolor, shape = "none") elif graph.node[n]["type"] == "species": # simple species graphviz_graph.node( n, label = label, shape = "rectangle", color = color, fontcolor = fontcolor, fillcolor = fillcolor, style = "filled") else: # simple reaction graphviz_graph.node( n, label = label, shape = "ellipse", color = color, fontcolor = fontcolor, fillcolor = fillcolor, style = "filled") def graphviz_comparison_graph2( graph_1, matched_nodes = set(), matched_edges = set(), file_name = "test.dot", view = True, mode = "only_match", # can be only_match, context, all matched_color = "red", matched_fontcolor = "red", matched_fillcolor = "white", fontcolor = "grey", color = "grey", fillcolor = "white", show_identifier = False): """ Visualization of matched nodes and edges using different color (single graph)""" import graphviz g = graphviz.Digraph() participant_complex_map_1 = { id : n for n in graph_1.nodes() if graph_1.node[n].get("participant_ids") for id in graph_1.node[n].get("participant_ids")} top_complexes_1 = [ get_top_complex( n, graph_1, participant_complex_map_1) for n in matched_nodes] n_id_map_1 = {} for n in top_complexes_1: _graphviz_add_node2( n, graph_1, g, n_id_map_1, matched_nodes, matched_color = matched_color, matched_fontcolor = matched_fontcolor, matched_fillcolor = matched_fillcolor, fontcolor = fontcolor, color = color, fillcolor = fillcolor, show_identifier = show_identifier) [_graphviz_add_edge( e, graph_1, g, n_id_map_1, color = matched_color) for e in matched_edges] if mode == "context": context_edges = set([ sort_edge_signature((edge[0], edge[1], edge[2]["type"]), graph_1) for edge in graph_1.edges( matched_nodes, data = True)]).difference( matched_edges) context_nodes_complexes = set([get_top_complex( n, graph_1, participant_complex_map_1) for n in set( [ c for e in context_edges for c in e[:2]]).difference( matched_nodes)]).difference(top_complexes_1) # add context nodes [_graphviz_add_node2( n, graph_1, g, n_id_map_1, color = color, fontcolor = fontcolor, fillcolor = fillcolor, show_identifier = show_identifier) for n in context_nodes_complexes] # add context edges [_graphviz_add_edge( e, graph_1, g, color = color) for e in set(context_edges).difference( matched_edges)] elif mode == "all": all_top_complexes = set( [ get_top_complex( n, graph_1, participant_complex_map_1) for n in set(graph_1.nodes()).difference( matched_nodes)]) all_edges = set([ (edge[0], edge[1], edge[2]["type"]) for edge in graph_1.edges( data = True)]).difference( matched_edges) # add context nodes [_graphviz_add_node2( n, graph_1, g, n_id_map_1, color = color, fontcolor = fontcolor, fillcolor = fillcolor, show_identifier = show_identifier) for n in all_top_complexes] # add context edges [_graphviz_add_edge( e, graph_1, g, color = color) for e in all_edges] g.render( file_name, view = view) #graphviz_comparison_graph2( graph_1, set(m_nodes.keys()), set(m_edges.keys())) #graphviz_comparison_graph2( graph_1, set(m_nodes.keys()), set(m_edges.keys()), mode = "all") ######################################################################## ######################################################################## def subgraph_overlap_graphviz( file_name = "TARGET__NLP-ANN__nm_name_clean_approx_OR_gene_id_intersect_AND_sbo_is_a__edge_match_exact--MAX.pickle"): """ Creates a single overlap graph from subgraph match results (color based) """ import pickle [graph_1, graph_2, subgraphs_2, matches_list] = pickle.load( open( file_name, "rb")) edge_signatures_1 = edge_signatures( graph_1) edge_signatures_2 = edge_signatures( graph_2) all_matched_nodes_1 = set() all_matched_edges_1 = set() for subgraph_2, matches in zip( subgraphs_2, matches_list): for m in matches: all_matched_nodes_1.update( m.keys()) reverse_m = { v: k for k, v in m.iteritems()} m_edges = subgraph_match_get_edges( subgraph_2, m , reverse_m, edge_signatures_1, edge_signatures_2) all_matched_edges_1.update( m_edges.keys()) graphviz_comparison_graph2( graph_1, all_matched_nodes_1, all_matched_edges_1, mode = "all", file_name = file_name + ".dot") def subgraph_overlaps_graphviz( input_file = "results/results-subgraphs-overlap-max__TARGET__NLP-ANN__nm_name_clean_approx_OR_bqbiol_is_equal_AND_nm_bqbiol_is_overlaps_sbo_is_a__edge_match_exact.pickle", output_file_prefix = "results-subgraphs-overlap-max__TARGET__NLP-ANN__nm_name_clean_approx_OR_bqbiol_is_equal_AND_nm_bqbiol_is_overlaps_sbo_is_a__edge_match_exact", include_context_graph_1 = True, ignore_isolated_nodes = True, graph_1 = None, graph_2 = None, show_identifier = False, reactions_1 = None, reactions_2 = None, graph_1_reaction_txt_mapping = None, graph_2_reaction_txt_mapping = None): """ Creates many overlap graph from subgraph match results (comparison graph left/right) """ import pickle [graph_1_f, graph_2_f, subgraphs_2, matches_list] = pickle.load( open( input_file, "rb")) if graph_1 == None: graph_1 = graph_1_f if graph_2 == None: graph_2 = graph_2_f if reactions_1 == None: reactions_1 = set( filter_reactions( graph_1)) if reactions_2 == None: reactions_2 = set( filter_reactions( graph_2)) edge_signatures_1 = edge_signatures( graph_1) edge_signatures_2 = edge_signatures( graph_2) for i, subgraph_2, matches in zip( range(len(subgraphs_2)), subgraphs_2, matches_list): print( "Processing %i of %i" % (i, len(subgraphs_2))) if ignore_isolated_nodes and len(subgraph_2.nodes()) < 2: print( "Ignoring %i of %i" % (i, len(subgraphs_2))) else: for j, m_nodes in enumerate( matches): print( "Processing matches %i of %i" % (j, len(matches))) reverse_m_nodes = { v: k for k, v in m_nodes.iteritems()} m_edges = subgraph_match_get_edges( subgraph_2, m_nodes, reverse_m_nodes, edge_signatures_1, edge_signatures_2) output_file = "%s-%i-%i.dot" % ( output_file_prefix, i, j) print( "Exporting %s" % output_file) graphviz_comparison_graph( graph_1, graph_2, m_nodes, m_edges, file_name = output_file, view = False, show_identifier = show_identifier, include_context_graph_1 = include_context_graph_1) if graph_1_reaction_txt_mapping: output_file = "%s-%i-%i-target.txt" % ( output_file_prefix, i, j) print( "Exporting %s" % output_file) m_reactions_1 = reactions_1.intersection( m_nodes.keys()) open( output_file, "wt").write( "\n".join( [graph_1_reaction_txt_mapping[r] for r in m_reactions_1 if r in graph_1_reaction_txt_mapping])) if graph_2_reaction_txt_mapping: output_file = "%s-%i-%i-nlp.txt" % ( output_file_prefix, i, j) print( "Exporting %s" % output_file) m_reactions_2 = reactions_2.intersection( m_nodes.values()) open( output_file, "wt").write( "\n".join( [graph_2_reaction_txt_mapping[r] for r in m_reactions_2 if r in graph_2_reaction_txt_mapping])) ######################################################################## ######################################################################## ## overlap SBML def _sbml_color_all( root, color_lines = "90000000", color_bounds = "00000000"): namespaces = {"cd" : "http://www.sbml.org/2001/ns/celldesigner", "sbml" : "http://www.sbml.org/sbml/level2"} for line in root.xpath("//cd:line", namespaces = namespaces): line.set( "color", color_lines) for paint in root.xpath("//cd:paint", namespaces = namespaces): paint.set( "color", color_bounds) def _sbml_color_reaction( root, reaction_id, color = "ffff0000", width = "1.0"): """ colors the reaction links to reactant and product""" namespaces = {"cd" : "http://www.sbml.org/2001/ns/celldesigner", "sbml" : "http://www.sbml.org/sbml/level2"} lines = root.xpath("//sbml:reaction[@id='%s']/sbml:annotation/cd:line" % reaction_id, namespaces = namespaces) assert( len(lines) == 1) lines[0].set( "color", color) lines[0].set( "width", width) def _sbml_color_reaction_modifier( root, reaction_id, modifier_id, color = "ffff0000", width = "1.0"): namespaces = {"cd" : "http://www.sbml.org/2001/ns/celldesigner", "sbml" : "http://www.sbml.org/sbml/level2"} lines = root.xpath("//sbml:reaction[@id='%s']/sbml:annotation/cd:listOfModification/cd:modification[@aliases='%s']/cd:line" % (reaction_id, modifier_id), namespaces = namespaces) if len(lines) == 1: lines[0].set( "color", color) lines[0].set( "width", width) else: print( "_sbml_color_reaction_modifier:Ignoring %s/%s" % (reaction_id, modifier_id)) def _sbml_color_species( root, species_id, color = "ffff0000"): namespaces = {"cd" : "http://www.sbml.org/2001/ns/celldesigner", "sbml" : "http://www.sbml.org/sbml/level2"} paints = root.xpath( "//cd:speciesAlias[@id='%s']//cd:paint" % species_id, namespaces = namespaces) \ or root.xpath( "//cd:complexSpeciesAlias[@id='%s']//cd:paint" % species_id, namespaces = namespaces) assert( len(paints) > 0) [ p.set( "color", color) for p in paints] def subgraph_overlaps_sbml( graph_1, matches_nodes_1 = set(), matches_edges_1 = set(), inn = 'mTORPathway-celldesigner.xml', out = 'mTORPathway-celldesigner-color.xml', background_color_bounds = "00000000", background_color_lines = "000000", matched_color = "FF00FF00", matched_line_width = "2.0"): """ Visualization of matched species and reactions using different color (single graph)""" print( "sbml_color_matched:Loading %s" % inn) tree = lxml.etree.parse( inn); root = tree.getroot() print( "subgraph_overlaps_sbml:Coloring background") _sbml_color_all( root, color_bounds = background_color_bounds, color_lines = background_color_lines) # color species print( "subgraph_overlaps_sbml:Coloring matched species") for n in set( filter_species( graph_1).nodes()).intersection( matches_nodes_1): _sbml_color_species( root, n, color = matched_color) print( "subgraph_overlaps_sbml:Coloring matched reactions") matched_reactions = set( filter_reactions( graph_1).nodes()).intersection( matches_nodes_1) modifier_edges = filter( lambda e: e[2] == "modifier", matches_edges_1) matched_modifiers = { r : [e[0] for e in modifier_edges if e[1] == r] for r in matched_reactions} for r in matched_reactions: _sbml_color_reaction( root, r, color = matched_color, width = matched_line_width) for m in matched_modifiers[r]: _sbml_color_reaction_modifier( root, r, m, color = matched_color, width = matched_line_width) print( "subgraph_overlaps_sbml:Outputting %s" % out) tree.write( out, encoding='utf-8', xml_declaration = True) ######################################################################## ######################################################################## # initialize def initialize(): global SBO_NODES, GENE_MAP, SIMSTRING_DB print( "Initializing networkx_analysis.py") print( "Loading SBO") SBO_NODES = pickle.load( open( "sbo.pickle", "rb")) print( "Loading GENE_MAP") GENE_MAP = pickle.load( open( "gene_map.pickle", "rb")) print( "Loading SIMSTRING_DB") SIMSTRING_DB = simstring.reader( 'gene_list.simstring') SIMSTRING_DB.measure = simstring.cosine SIMSTRING_DB.threshold = 0.9 def load_pathway( name, input_file, output_file, output_file_participant_graph = None, output_file_w_participant_edges = None, ending = ".xml", pickle_graph = True, prefix = ""): # load data print( "Loading %s" % (input_file)) sbml = load_sbml( input_file) model = sbml.getModel(); if model == None: print( "Error loading %s" % (input_file)) return; graph, participant_graph, graph_w_participant_edges = create_graph( model, prefix = prefix) graph.name = name graph.source_file_name = input_file graph.file_name = output_file if pickle_graph == True: print( "Saving networkx as " + output_file) pickle_output_file = output_file networkx.write_gpickle( graph, pickle_output_file) if output_file_participant_graph: print( "Saving participant_graph networkx as " + output_file_participant_graph) networkx.write_gpickle( participant_graph, output_file_participant_graph) if output_file_w_participant_edges: print( "Saving graph with participant edges networkx as " + output_file_w_participant_edges) networkx.write_gpickle( graph_w_participant_edges, output_file_w_participant_edges) return graph, participant_graph, graph_w_participant_edges ######################################################################## ######################################################################## # PROCESSING SIGNATURES def run_analysis_bqbiol_is_signatures( bqbiol_is_1, bqbiol_is_2, name_1 = "name_1", name_2 = "name_2", type = "species", equal_fns = [operator.eq]): bqbiol_is_terms_set_1 = set( [b for t in bqbiol_is_1 for b in t]) bqbiol_is_set_1 = set(bqbiol_is_1) bqbiol_is_terms_set_2 = set( [b for t in bqbiol_is_2 for b in t]) bqbiol_is_set_2 = set(bqbiol_is_2) data = [] res_1, res_2, precision, recall, f_score = analyse_set_overlap( bqbiol_is_terms_set_1, bqbiol_is_terms_set_2) print("%s:%s/%s:%s unique bqbiol_is terms equal: %.2f & %.2f & %.2f precision/recall/fscore" % (now(), name_1, name_2, type, precision, recall, f_score)) data.append({ "graph_1" : name_1, "graph_2" : name_2, "unique" : True, "type" : type, "reduction" : "bqbiol_is terms", "eq" : "eq", "precision" : precision, "recall" : recall, "f-score" : f_score}) for eq_fun in equal_fns: res_1, res_2, precision, recall, f_score = analyse_set_overlap( bqbiol_is_set_1, bqbiol_is_set_2, eq_fun) print("%s:%s/%s:%s unique bqbiol_is signatures %s: %.2f & %.2f & %.2f precision/recall/fscore" % (now(), name_1, name_2, type, eq_fun.__name__, precision, recall, f_score)) data.append({ "graph_1" : name_1, "graph_2" : name_2, "unique" : True, "type" : type, "reduction" : "bqbiol_is signatures", "eq" : eq_fun.__name__, "precision" : precision, "recall" : recall, "f-score" : f_score}) res_1, res_2, precision, recall, f_score = analyse_list_overlap( bqbiol_is_1, bqbiol_is_2, eq_fun) print("%s:%s/%s:%s bqbiol_is signatures %s: %.2f & %.2f & %.2f precision/recall/fscore" % (now(), name_1, name_2, type, eq_fun.__name__, precision, recall, f_score)) data.append({ "graph_1" : name_1, "graph_2" : name_2, "unique" : False, "type" : type, "reduction" : "bqbiol_is signatures", "eq" : eq_fun.__name__, "precision" : precision, "recall" : recall, "f-score" : f_score}) return data def run_analysis_species_signatures( graph_1, graph_2, species_1 = None, species_2 = None): import pandas print("%s:%s/%s:run_analysis_species_signatures" % (now(), graph_1.name, graph_2.name)) if species_1 == None: print("%s:%s/%s:run_analysis_species_signatures:filtering species graph_1" % (now(), graph_1.name, graph_2.name)) species_1 = filter_species( graph_1) if species_2 == None: print("%s:%s/%s:run_analysis_species_signatures:filtering species graph_2" % (now(), graph_1.name, graph_2.name)) species_2 = filter_species( graph_2) data = [] print("%s:%s/%s:run_analysis_species_signatures:names" % (now(), graph_1.name, graph_2.name)) for reduction_fun, equality_fn in zip( [clean_name, clean_name2, clean_name2], [operator.eq, operator.eq, name_approx_equal]): source_target = ([ reduction_fun( graph_1.node[n]["name"]) for n in species_1], [ reduction_fun( graph_2.node[n]["name"]) for n in species_2]) res_1, res_2, precision, recall, f_score = analyse_set_overlap( set(source_target[0]), set(source_target[1]), equality_fn) print("%s:%s/%s: species unique overlap %s/%s: %.2f & %.2f & %.2f precision/recall/fscore" % (now(), graph_1.name, graph_2.name, reduction_fun.__name__, equality_fn.__name__, precision, recall, f_score)) data.append({ "graph_1" : graph_1.name, "graph_2" : graph_2.name, "unique" : True, "type" : "species", "reduction" : reduction_fun.__name__, "eq" : equality_fn.__name__, "precision" : precision, "recall" : recall, "f-score" : f_score}) res_1, res_2, precision, recall, f_score = analyse_list_overlap( source_target[0], source_target[1], equality_fn) print("%s:%s/%s: species overlap %s/%s: %.2f & %.2f & %.2f precision/recall/fscore" % (now(), graph_1.name, graph_2.name, reduction_fun.__name__, equality_fn.__name__, precision, recall, f_score)) data.append({ "graph_1" : graph_1.name, "graph_2" : graph_2.name, "unique" : False, "type" : "species", "reduction" : reduction_fun.__name__, "eq" : equality_fn.__name__, "precision" : precision, "recall" : recall, "f-score" : f_score}) # BQBIOL_IS print("%s:%s/%s:run_analysis_species_signatures:running bqbiol_is" % (now(), graph_1.name, graph_2.name)) data.extend( run_analysis_bqbiol_is_signatures( bqbiol_is_1 = [ graph_1.node[n]["bqbiol_is"] for n in species_1], bqbiol_is_2 = [ graph_2.node[n]["bqbiol_is"] for n in species_2], name_1 = graph_1.name, name_2 = graph_2.name, type = "species", equal_fns = [ tuple_eq_empty_not_eq, tuple_overlaps])) data_p = pandas.DataFrame(data) return data_p def run_analysis_reactions_signatures( graph_1, graph_2, reactions_1 = None, reactions_2 = None): import pandas print("%s:%s/%s:run_analysis_reactions_signatures" % (now(), graph_1.name, graph_2.name)) if reactions_1 == None: print("%s:%s/%s:run_analysis_reactions_signatures:filtering reactions graph_1" % (now(), graph_1.name, graph_2.name)) reactions_1 = filter_reactions( graph_1) if reactions_2 == None: print("%s:%s/%s:run_analysis_reactions_signatures:filtering reactions graph_2" % (now(), graph_1.name, graph_2.name)) reactions_2 = filter_reactions( graph_2) reactions_w_bqbiol_is_1 = [ n for n in reactions_1 if graph_1.node[n]["bqbiol_is"]] reactions_w_bqbiol_is_2 = [ n for n in reactions_2 if graph_2.node[n]["bqbiol_is"]] bqbiol_is_1 = [ graph_1.node[n]["bqbiol_is"] for n in reactions_w_bqbiol_is_1] bqbiol_is_2 = [ graph_2.node[n]["bqbiol_is"] for n in reactions_w_bqbiol_is_2] data = run_analysis_bqbiol_is_signatures( bqbiol_is_1 = bqbiol_is_1, bqbiol_is_2 = bqbiol_is_2, name_1 = graph_1.name, name_2 = graph_2.name, type = "reactions", equal_fns = [ tuple_eq_empty_not_eq, tuple_overlaps, tuple_overlaps_sbo_is_a]) data_p = pandas.DataFrame(data) return data_p def run_analysis_compartments_signatures( graph_1, graph_2, species_1 = None, species_2 = None): import pandas print("%s:%s/%s:run_analysis_compartments_signatures" % (now(), graph_1.name, graph_2.name)) if species_1 == None: print("%s:%s/%s:run_analysis_compartments_signatures:filtering species graph_1" % (now(), graph_1.name, graph_2.name)) species_1 = filter_species( graph_1) if species_2 == None: print("%s:%s/%s:run_analysis_compartments_signatures:filtering species graph_2" % (now(), graph_1.name, graph_2.name)) species_2 = filter_species( graph_2) data = [] print("%s:%s/%s:run_analysis_species_signatures names" % (now(), graph_1.name, graph_2.name)) compartments_1 = set( [species_1.node[s]["compartment"] for s in species_1.nodes() if species_1.node[s]["compartment"]]) compartments_2 = set( [species_2.node[s]["compartment"] for s in species_2.nodes() if species_2.node[s]["compartment"]]) res_1, res_2, precision, recall, f_score = analyse_set_overlap( compartments_1, compartments_2) print("%s:%s/%s:compartment unique overlap eq: %.2f & %.2f & %.2f precision/recall/fscore" % (now(), graph_1.name, graph_2.name, precision, recall, f_score)) data.append({ "graph_1" : graph_1.name, "graph_2" : graph_2.name, "unique" : True, "type" : "compartment", "reduction" : "name", "eq" : "eq", "precision" : precision, "recall" : recall, "f-score" : f_score}) return pandas.DataFrame(data) def run_analysis_signatures( graph_1, graph_2, export_file = None): import pandas print("%s:%s/%s:run_analysis_signatures:started" % (now(), graph_1.name, graph_2.name)) data_s = run_analysis_species_signatures( graph_1, graph_2) print( "---") data_r = run_analysis_reactions_signatures( graph_1, graph_2) print( "---") data_c = run_analysis_compartments_signatures( graph_1, graph_2) data = data_s.append(data_r).append(data_c).reset_index() if export_file: print("%s:%s/%s:run_analysis_signatures:exporting %s" % (now(), graph_1.name, graph_2.name, export_file)) data.to_pickle( export_file) return data ######################################################################## ######################################################################## # PROCESSING NODE OVERLAP def run_analyses_overlap( graph_1, graph_2, species_nm = [ nm_name_equal, nm_name_clean_equal, nm_name_clean_approx, # nm_gene_id_intersect, nm_bqbiol_is_equal, nm_bqbiol_is_overlaps], reactions_nm = [ nm_bqbiol_is_equal, nm_bqbiol_is_overlaps, nm_bqbiol_is_overlaps_sbo_is_a], n_jobs = None, export_results = True, export_results_prefix = "results-nodes-overlap-max"): run_analyses_nodes_overlap_max( filter_species( graph_1), filter_species( graph_2), node_match_fns = species_nm, n_jobs = n_jobs, export_results = export_results, export_results_prefix = export_results_prefix); #### REACTIONS OVERLAP run_analyses_nodes_overlap_max( filter_reactions( graph_1), filter_reactions( graph_2), node_match_fns = reactions_nm, n_jobs = n_jobs, export_results = export_results, export_results_prefix = export_results_prefix);
apache-2.0
bendudson/BOUT
tools/pylib/post_bout/pb_nonlinear.py
2
3020
#some function to plot nonlinear stuff from pb_corral import LinRes from ListDict import ListDictKey, ListDictFilt import numpy as np import matplotlib.pyplot as plt from matplotlib import cm import matplotlib.artist as artist import matplotlib.ticker as ticker import matplotlib.pyplot as plt import matplotlib.patches as patches from matplotlib.figure import Figure from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas from matplotlib.backends.backend_pdf import PdfPages from reportlab.platypus import * from reportlab.lib.styles import getSampleStyleSheet from reportlab.rl_config import defaultPageSize from reportlab.lib.units import inch from reportlab.graphics.charts.linecharts import HorizontalLineChart from reportlab.graphics.shapes import Drawing from reportlab.graphics.charts.lineplots import LinePlot from reportlab.graphics.widgets.markers import makeMarker from reportlab.lib import colors from replab_x_vs_y import RL_Plot from matplotlib.ticker import ScalarFormatter, FormatStrFormatter, MultipleLocator class NLinResDraw(LinRes): def __init__(self,alldb): LinRes.__init__(self,alldb) def plotnlrhs(self,pp,field='Ni',yscale='linear',clip=0, xaxis='t',xscale='linear',xrange=1): colors = ['b','g','r','c','m','y','k','b','g','r','c','m','y','k'] Modes = subset(self.db,'field',[field]) #pick field comp ='ave' fig1 = plt.figure() adj = fig1.subplots_adjust(hspace=0.4,wspace=0.4) fig1.suptitle('Nonlinear contribution for ' + field) props = dict( alpha=0.8, edgecolors='none') Nplots = self.nrun k=0 for j in list(set(Modes.path).union()): s = subset(Modes.db,'path',[j]) #pick a run folder - many modes dz = s.dz[0] data = s.ave[0]['nl'] x = np.array(range(data.size)) ax =fig1.add_subplot(round(Nplots/2.0 + 1.0),2,k+1) ax.set_ylabel(r'$\frac{ddt_N}{ddt}$',fontsize=12,rotation='horizontal') k+=1 ax.grid(True,linestyle='-',color='.75') try: ax.set_yscale(yscale,linthreshy=1e-13) except: ax.set_yscale('linear') i=1 ax.plot(x,data.flatten(), c=cm.jet(.2*i),linestyle='-') #data = np.array(ListDictKey(s.db,comp)) #pick component should be ok for a fixed dz key # we are not interested in looping over all modes fig1.savefig(pp,format='pdf') plt.close(fig1) #return 0 class subset(NLinResDraw): def __init__(self,alldb,key,valuelist,model=False): selection = ListDictFilt(alldb,key,valuelist) if len(selection) !=0: LinRes.__init__(self,selection) self.skey = key if model==True: self.model() else: LinRes.__init__(self,alldb) if model==True: self.model()
gpl-3.0
joshloyal/scikit-learn
sklearn/__check_build/__init__.py
345
1671
""" Module to give helpful messages to the user that did not compile the scikit properly. """ import os INPLACE_MSG = """ It appears that you are importing a local scikit-learn source tree. For this, you need to have an inplace install. Maybe you are in the source directory and you need to try from another location.""" STANDARD_MSG = """ If you have used an installer, please check that it is suited for your Python version, your operating system and your platform.""" def raise_build_error(e): # Raise a comprehensible error and list the contents of the # directory to help debugging on the mailing list. local_dir = os.path.split(__file__)[0] msg = STANDARD_MSG if local_dir == "sklearn/__check_build": # Picking up the local install: this will work only if the # install is an 'inplace build' msg = INPLACE_MSG dir_content = list() for i, filename in enumerate(os.listdir(local_dir)): if ((i + 1) % 3): dir_content.append(filename.ljust(26)) else: dir_content.append(filename + '\n') raise ImportError("""%s ___________________________________________________________________________ Contents of %s: %s ___________________________________________________________________________ It seems that scikit-learn has not been built correctly. If you have installed scikit-learn from source, please do not forget to build the package before using it: run `python setup.py install` or `make` in the source directory. %s""" % (e, local_dir, ''.join(dir_content).strip(), msg)) try: from ._check_build import check_build except ImportError as e: raise_build_error(e)
bsd-3-clause
nikitasingh981/scikit-learn
sklearn/externals/joblib/__init__.py
54
5087
"""Joblib is a set of tools to provide **lightweight pipelining in Python**. In particular, joblib offers: 1. transparent disk-caching of the output values and lazy re-evaluation (memoize pattern) 2. easy simple parallel computing 3. logging and tracing of the execution Joblib is optimized to be **fast** and **robust** in particular on large data and has specific optimizations for `numpy` arrays. It is **BSD-licensed**. ========================= ================================================ **User documentation:** http://pythonhosted.org/joblib **Download packages:** http://pypi.python.org/pypi/joblib#downloads **Source code:** http://github.com/joblib/joblib **Report issues:** http://github.com/joblib/joblib/issues ========================= ================================================ Vision -------- The vision is to provide tools to easily achieve better performance and reproducibility when working with long running jobs. * **Avoid computing twice the same thing**: code is rerun over an over, for instance when prototyping computational-heavy jobs (as in scientific development), but hand-crafted solution to alleviate this issue is error-prone and often leads to unreproducible results * **Persist to disk transparently**: persisting in an efficient way arbitrary objects containing large data is hard. Using joblib's caching mechanism avoids hand-written persistence and implicitly links the file on disk to the execution context of the original Python object. As a result, joblib's persistence is good for resuming an application status or computational job, eg after a crash. Joblib strives to address these problems while **leaving your code and your flow control as unmodified as possible** (no framework, no new paradigms). Main features ------------------ 1) **Transparent and fast disk-caching of output value:** a memoize or make-like functionality for Python functions that works well for arbitrary Python objects, including very large numpy arrays. Separate persistence and flow-execution logic from domain logic or algorithmic code by writing the operations as a set of steps with well-defined inputs and outputs: Python functions. Joblib can save their computation to disk and rerun it only if necessary:: >>> from sklearn.externals.joblib import Memory >>> mem = Memory(cachedir='/tmp/joblib') >>> import numpy as np >>> a = np.vander(np.arange(3)).astype(np.float) >>> square = mem.cache(np.square) >>> b = square(a) # doctest: +ELLIPSIS ________________________________________________________________________________ [Memory] Calling square... square(array([[ 0., 0., 1.], [ 1., 1., 1.], [ 4., 2., 1.]])) ___________________________________________________________square - 0...s, 0.0min >>> c = square(a) >>> # The above call did not trigger an evaluation 2) **Embarrassingly parallel helper:** to make it easy to write readable parallel code and debug it quickly:: >>> from sklearn.externals.joblib import Parallel, delayed >>> from math import sqrt >>> Parallel(n_jobs=1)(delayed(sqrt)(i**2) for i in range(10)) [0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0] 3) **Logging/tracing:** The different functionalities will progressively acquire better logging mechanism to help track what has been ran, and capture I/O easily. In addition, Joblib will provide a few I/O primitives, to easily define logging and display streams, and provide a way of compiling a report. We want to be able to quickly inspect what has been run. 4) **Fast compressed Persistence**: a replacement for pickle to work efficiently on Python objects containing large data ( *joblib.dump* & *joblib.load* ). .. >>> import shutil ; shutil.rmtree('/tmp/joblib/') """ # PEP0440 compatible formatted version, see: # https://www.python.org/dev/peps/pep-0440/ # # Generic release markers: # X.Y # X.Y.Z # For bugfix releases # # Admissible pre-release markers: # X.YaN # Alpha release # X.YbN # Beta release # X.YrcN # Release Candidate # X.Y # Final release # # Dev branch marker is: 'X.Y.dev' or 'X.Y.devN' where N is an integer. # 'X.Y.dev0' is the canonical version of 'X.Y.dev' # __version__ = '0.11' from .memory import Memory, MemorizedResult from .logger import PrintTime from .logger import Logger from .hashing import hash from .numpy_pickle import dump from .numpy_pickle import load from .parallel import Parallel from .parallel import delayed from .parallel import cpu_count from .parallel import register_parallel_backend from .parallel import parallel_backend from .parallel import effective_n_jobs __all__ = ['Memory', 'MemorizedResult', 'PrintTime', 'Logger', 'hash', 'dump', 'load', 'Parallel', 'delayed', 'cpu_count', 'effective_n_jobs', 'register_parallel_backend', 'parallel_backend']
bsd-3-clause
pfnet/chainercv
chainercv/extensions/vis_report/detection_vis_report.py
3
5090
import copy import os import warnings import chainer from chainercv.visualizations.vis_bbox import vis_bbox try: import matplotlib # NOQA _available = True except (ImportError, TypeError): _available = False def _check_available(): if not _available: warnings.warn('matplotlib is not installed on your environment, ' 'so nothing will be plotted at this time. ' 'Please install matplotlib to plot figures.\n\n' ' $ pip install matplotlib\n') class DetectionVisReport(chainer.training.extension.Extension): """An extension that visualizes output of a detection model. This extension visualizes the predicted bounding boxes together with the ground truth bounding boxes. Internally, this extension takes examples from an iterator, predict bounding boxes from the images in the examples, and visualizes them using :meth:`chainercv.visualizations.vis_bbox`. The process can be illustrated in the following code. .. code:: python batch = next(iterator) # Convert batch -> imgs, gt_bboxes, gt_labels pred_bboxes, pred_labels, pred_scores = target.predict(imgs) # Visualization code for img, gt_bbox, gt_label, pred_bbox, pred_label, pred_score \\ in zip(imgs, gt_boxes, gt_labels, pred_bboxes, pred_labels, pred_scores): # the ground truth vis_bbox(img, gt_bbox, gt_label) # the prediction vis_bbox(img, pred_bbox, pred_label, pred_score) .. note:: :obj:`gt_bbox` and :obj:`pred_bbox` are float arrays of shape :math:`(R, 4)`, where :math:`R` is the number of bounding boxes in the image. Each bounding box is organized by :math:`(y_{min}, x_{min}, y_{max}, x_{max})` in the second axis. :obj:`gt_label` and :obj:`pred_label` are intenger arrays of shape :math:`(R,)`. Each label indicates the class of the bounding box. :obj:`pred_score` is a float array of shape :math:`(R,)`. Each score indicates how confident the prediction is. Args: iterator: Iterator object that produces images and ground truth. target: Link object used for detection. label_names (iterable of strings): Name of labels ordered according to label ids. If this is :obj:`None`, labels will be skipped. filename (str): Basename for the saved image. It can contain two keywords, :obj:`'{iteration}'` and :obj:`'{index}'`. They are replaced with the iteration of the trainer and the index of the sample when this extension save an image. The default value is :obj:`'detection_iter={iteration}_idx={index}.jpg'`. """ def __init__( self, iterator, target, label_names=None, filename='detection_iter={iteration}_idx={index}.jpg'): _check_available() self.iterator = iterator self.target = target self.label_names = label_names self.filename = filename @staticmethod def available(): _check_available() return _available def __call__(self, trainer): if _available: # Dynamically import pyplot so that the backend of matplotlib # can be configured after importing chainercv. import matplotlib.pyplot as plt else: return if hasattr(self.iterator, 'reset'): self.iterator.reset() it = self.iterator else: it = copy.copy(self.iterator) idx = 0 while True: try: batch = next(it) except StopIteration: break imgs = [img for img, _, _ in batch] pred_bboxes, pred_labels, pred_scores = self.target.predict(imgs) for (img, gt_bbox, gt_label), pred_bbox, pred_label, pred_score \ in zip(batch, pred_bboxes, pred_labels, pred_scores): pred_bbox = chainer.backends.cuda.to_cpu(pred_bbox) pred_label = chainer.backends.cuda.to_cpu(pred_label) pred_score = chainer.backends.cuda.to_cpu(pred_score) out_file = self.filename.format( index=idx, iteration=trainer.updater.iteration) out_file = os.path.join(trainer.out, out_file) fig = plt.figure() ax_gt = fig.add_subplot(2, 1, 1) ax_gt.set_title('ground truth') vis_bbox( img, gt_bbox, gt_label, label_names=self.label_names, ax=ax_gt) ax_pred = fig.add_subplot(2, 1, 2) ax_pred.set_title('prediction') vis_bbox( img, pred_bbox, pred_label, pred_score, label_names=self.label_names, ax=ax_pred) plt.savefig(out_file, bbox_inches='tight') plt.close() idx += 1
mit
apache/airflow
tests/providers/vertica/hooks/test_vertica.py
3
3800
# # Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. import unittest from unittest import mock from unittest.mock import patch from airflow.models import Connection from airflow.providers.vertica.hooks.vertica import VerticaHook class TestVerticaHookConn(unittest.TestCase): def setUp(self): super().setUp() self.connection = Connection( login='login', password='password', host='host', schema='vertica', ) class UnitTestVerticaHook(VerticaHook): conn_name_attr = 'vertica_conn_id' self.db_hook = UnitTestVerticaHook() self.db_hook.get_connection = mock.Mock() self.db_hook.get_connection.return_value = self.connection @patch('airflow.providers.vertica.hooks.vertica.connect') def test_get_conn(self, mock_connect): self.db_hook.get_conn() mock_connect.assert_called_once_with( host='host', port=5433, database='vertica', user='login', password="password" ) class TestVerticaHook(unittest.TestCase): def setUp(self): super().setUp() self.cur = mock.MagicMock(rowcount=0) self.conn = mock.MagicMock() self.conn.cursor.return_value = self.cur conn = self.conn class UnitTestVerticaHook(VerticaHook): conn_name_attr = 'test_conn_id' def get_conn(self): return conn self.db_hook = UnitTestVerticaHook() @patch('airflow.hooks.dbapi.DbApiHook.insert_rows') def test_insert_rows(self, mock_insert_rows): table = "table" rows = [("hello",), ("world",)] target_fields = None commit_every = 10 self.db_hook.insert_rows(table, rows, target_fields, commit_every) mock_insert_rows.assert_called_once_with(table, rows, None, 10) def test_get_first_record(self): statement = 'SQL' result_sets = [('row1',), ('row2',)] self.cur.fetchone.return_value = result_sets[0] assert result_sets[0] == self.db_hook.get_first(statement) self.conn.close.assert_called_once_with() self.cur.close.assert_called_once_with() self.cur.execute.assert_called_once_with(statement) def test_get_records(self): statement = 'SQL' result_sets = [('row1',), ('row2',)] self.cur.fetchall.return_value = result_sets assert result_sets == self.db_hook.get_records(statement) self.conn.close.assert_called_once_with() self.cur.close.assert_called_once_with() self.cur.execute.assert_called_once_with(statement) def test_get_pandas_df(self): statement = 'SQL' column = 'col' result_sets = [('row1',), ('row2',)] self.cur.description = [(column,)] self.cur.fetchall.return_value = result_sets df = self.db_hook.get_pandas_df(statement) assert column == df.columns[0] assert result_sets[0][0] == df.values.tolist()[0][0] assert result_sets[1][0] == df.values.tolist()[1][0]
apache-2.0
Huyuwei/tvm
tutorials/frontend/from_mxnet.py
2
5372
# Licensed to the Apache Software Foundation (ASF) under one # or more contributor license agreements. See the NOTICE file # distributed with this work for additional information # regarding copyright ownership. The ASF licenses this file # to you under the Apache License, Version 2.0 (the # "License"); you may not use this file except in compliance # with the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY # KIND, either express or implied. See the License for the # specific language governing permissions and limitations # under the License. """ .. _tutorial-from-mxnet: Compile MXNet Models ==================== **Author**: `Joshua Z. Zhang <https://zhreshold.github.io/>`_, \ `Kazutaka Morita <https://github.com/kazum>`_ This article is an introductory tutorial to deploy mxnet models with Relay. For us to begin with, mxnet module is required to be installed. A quick solution is .. code-block:: bash pip install mxnet --user or please refer to offical installation guide. https://mxnet.incubator.apache.org/versions/master/install/index.html """ # some standard imports import mxnet as mx import tvm import tvm.relay as relay import numpy as np ###################################################################### # Download Resnet18 model from Gluon Model Zoo # --------------------------------------------- # In this section, we download a pretrained imagenet model and classify an image. from tvm.contrib.download import download_testdata from mxnet.gluon.model_zoo.vision import get_model from PIL import Image from matplotlib import pyplot as plt block = get_model('resnet18_v1', pretrained=True) img_url = 'https://github.com/dmlc/mxnet.js/blob/master/data/cat.png?raw=true' img_name = 'cat.png' synset_url = ''.join(['https://gist.githubusercontent.com/zhreshold/', '4d0b62f3d01426887599d4f7ede23ee5/raw/', '596b27d23537e5a1b5751d2b0481ef172f58b539/', 'imagenet1000_clsid_to_human.txt']) synset_name = 'imagenet1000_clsid_to_human.txt' img_path = download_testdata(img_url, 'cat.png', module='data') synset_path = download_testdata(synset_url, synset_name, module='data') with open(synset_path) as f: synset = eval(f.read()) image = Image.open(img_path).resize((224, 224)) plt.imshow(image) plt.show() def transform_image(image): image = np.array(image) - np.array([123., 117., 104.]) image /= np.array([58.395, 57.12, 57.375]) image = image.transpose((2, 0, 1)) image = image[np.newaxis, :] return image x = transform_image(image) print('x', x.shape) ###################################################################### # Compile the Graph # ----------------- # Now we would like to port the Gluon model to a portable computational graph. # It's as easy as several lines. # We support MXNet static graph(symbol) and HybridBlock in mxnet.gluon shape_dict = {'data': x.shape} mod, params = relay.frontend.from_mxnet(block, shape_dict) ## we want a probability so add a softmax operator func = mod["main"] func = relay.Function(func.params, relay.nn.softmax(func.body), None, func.type_params, func.attrs) ###################################################################### # now compile the graph target = 'cuda' with relay.build_config(opt_level=3): graph, lib, params = relay.build(func, target, params=params) ###################################################################### # Execute the portable graph on TVM # --------------------------------- # Now, we would like to reproduce the same forward computation using TVM. from tvm.contrib import graph_runtime ctx = tvm.gpu(0) dtype = 'float32' m = graph_runtime.create(graph, lib, ctx) # set inputs m.set_input('data', tvm.nd.array(x.astype(dtype))) m.set_input(**params) # execute m.run() # get outputs tvm_output = m.get_output(0) top1 = np.argmax(tvm_output.asnumpy()[0]) print('TVM prediction top-1:', top1, synset[top1]) ###################################################################### # Use MXNet symbol with pretrained weights # ---------------------------------------- # MXNet often use `arg_params` and `aux_params` to store network parameters # separately, here we show how to use these weights with existing API def block2symbol(block): data = mx.sym.Variable('data') sym = block(data) args = {} auxs = {} for k, v in block.collect_params().items(): args[k] = mx.nd.array(v.data().asnumpy()) return sym, args, auxs mx_sym, args, auxs = block2symbol(block) # usually we would save/load it as checkpoint mx.model.save_checkpoint('resnet18_v1', 0, mx_sym, args, auxs) # there are 'resnet18_v1-0000.params' and 'resnet18_v1-symbol.json' on disk ###################################################################### # for a normal mxnet model, we start from here mx_sym, args, auxs = mx.model.load_checkpoint('resnet18_v1', 0) # now we use the same API to get Relay computation graph mod, relay_params = relay.frontend.from_mxnet(mx_sym, shape_dict, arg_params=args, aux_params=auxs) # repeat the same steps to run this model using TVM
apache-2.0
markfuge/creativitymetrics
paper_experiments.py
1
9107
""" paper_experiments.py Uses other modules to re-produce the results and paper graphs contained in the paper. Authors wanting to reproduce or compare to our algorithm can run the experiments by executing: python paper_experiments.py from the command line Paper: Mark Fuge, Josh Stroud, Alice Agogino. "Automatically Inferring Metrics for Design Creativity," in Proceedings of ASME 2013 International Design Engineering Technical Conferences & Computers and Information in Engineering Conference, August 4-2, 2013, Portland, USA http://www.markfuge.com/papers/Fuge_DETC2013-12620.pdf Authors: Josh Stroud and Mark Fuge """ import os import numpy as np import pylab as pl from variety_model import * # Where to save plots plot_path = "plots/" # For output plots def setfont(): font = {'family' : 'serif', 'weight' : 'normal', 'size' : 20} pl.matplotlib.rc('font', **font) def genConvergencePlots(metric="shah", numLevels = 4, cover_type = None): ''' Generates various sensitivity plots presented in the paper. Notably,''' x = [] y = [] xplots = [] yplots = [] ### SCRIPT PARAMETERS errorCoeffs = [0, 1, 2, 3, 5] plotFlag = 1 numRepeat = 3 # Amount of resampling - increasing this will improve the # statistical reliability of the resulting accuracy estimates, # at the cost of additional computation time. numSamples = 50 # Sets the x-scale fidelity of the convergence plots (Figs. 3-5) # Increasing this will increase the number of experiments conducted # thus increasing run time # Init some array storage xmat = np.zeros([numSamples]) ymat = np.zeros([numSamples,len(errorCoeffs)]) yerr = np.zeros([numSamples,len(errorCoeffs)]) ytmat = np.zeros([numSamples,len(errorCoeffs)]) yterr = np.zeros([numSamples,len(errorCoeffs)]) # close any open plot windows pl.close('all') if not cover_type: if metric == 'shah': cover_type = 'set' elif metric == 'verhaegen': cover_type = 'prob' print "generating convergence plots" print "using",metric,"variety metric, numLevels =",numLevels if(cover_type): print "Cover Type:",cover_type else: print "Cover Type: Default" # One-time generation of all the random tree samples. # We'll then partion up the dataset such that we use only the required # fraction of training samples for the model. max_comparisons = 10000 numConceptsPerTree = 10 # Generates the data print "Generating Data Samples..." X,Y,Ytrue = generate_comparison_data(numConceptsPerTree = numConceptsPerTree, numComparisons = max_comparisons, metric = metric, cover_type = cover_type, E = errorCoeffs, numLevels = numLevels) # Now we have generated all of the simulated concept sets, as well as # All of the noisy ratings and true ratings. We can now run the experiments print "Running Experiments..." # This will determine the range of comparisons we will test over. xmat = np.round(np.linspace(0 , 1500, numSamples+1)) xmat = xmat[1:] # Runs the model Training and Evaluation for j, numTraining in enumerate(xmat): numTraining = int(numTraining) if(j % 10 == 0): print "Processing sample",j,"/",numSamples # Run the model errScores,gterrScores = runSklearn(X,Y,Ytrue, numTraining,numRetest=numRepeat) # errScores now contains an array of tuples (mean, std) of the scores across # numRetest runs of the data if(plotFlag == 1): for i,e in enumerate(errorCoeffs): ymat[j,i] = errScores[i][0] yerr[j,i] = errScores[i][1] ytmat[j,i] = gterrScores[i][0] yterr[j,i] = gterrScores[i][1] # Print out a sample of accuracy point estimates print "Final accuracy for metric: "+metric for i in range(0,numSamples,numSamples/10)[1:]: print "n: %d\tacc: %.1f"%(xmat[i],100*ymat[i,0]) # Now do the plotting if(plotFlag == 1): method_fig = pl.figure(metric+' Training Convergence') pl.hold(True) x = xmat for i,e in enumerate(errorCoeffs): #pl.plot(x,ymat[:,i],'-',label='E = ' + str(e)) # uncomment for 95% confidence interval pl.errorbar(x,ymat[:,i],yerr[:,i]*1.96,label=r'$\sigma$'+': ' + str(e)) pl.hold(False) pl.xlabel("Number of A/B Comparisons used in training") pl.ylabel("Noisy Label Prediction accuracy") pl.title(metric+" Training, levels:"+ str(numLevels)+", cover:"+cover_type) pl.ylim((.5,1.0)) pl.xlim((0,x[-1])) pl.legend(loc=4,prop={'size':14}) # uncomment below if you want interactive plotting #pl.show() pl.savefig(plot_path + "metric=" + metric + "_numLevels=" + str(numLevels) + "_cover=" + cover_type + "_training_convergence.pdf") method_fig = pl.figure(metric+' Ground Truth Convergence') pl.hold(True) for i,e in enumerate(errorCoeffs): pl.plot(x,ytmat[:,i],label=r'$\sigma$'+': ' + str(e)) # uncomment for 95% confidence interval #pl.errorbar(x,ytmat[:,i],yterr[:,i]*1.96,label=r'$\sigma$'+': ' + str(e)) pl.hold(False) pl.xlabel("Number of A/B Comparisons used in training") pl.ylabel("Ground Truth Prediction accuracy") pl.title(metric+" Truth, levels:"+ str(numLevels)+", cover:"+cover_type) pl.ylim((.5,1.0)) pl.xlim((0,x[-1])) pl.legend(loc=4,prop={'size':14}) # uncomment below if you want interactive plotting #pl.show() pl.savefig(plot_path + "metric=" + metric + "_numLevels=" + str(numLevels) + "_cover=" + cover_type + "_groundtruth_convergence.pdf") print "Completed Convergence Experiment!\n" return xmat,ymat def genExperimentalResults(): ''' Generates the main experimental results and figures used in the paper ''' shahx,shahy = genConvergencePlots("shah",cover_type="set") shah_prob_x,shah_prob_y = genConvergencePlots("shah",cover_type="prob") verhx,verhy = genConvergencePlots("verhaegen",cover_type="prob") verh_set_x,verh_set_y = genConvergencePlots("verhaegen",cover_type="set") x = shahx compare_fig = pl.figure('Convergence of different metrics') pl.hold(True) pshah = pl.plot(shahx,shahy[:,0],'k-',label="Shah (Set)",linewidth=3) pshah_prob = pl.plot(shah_prob_x,shah_prob_y[:,0],'k-',label="Shah (Prob)",linewidth=1) pverh_set = pl.plot(verh_set_x,verh_set_y[:,0],'b--',label="Verhaegen (Set)",linewidth=3) pverh = pl.plot(verhx,verhy[:,0],'b--',label="Verhaegen (Prob)",linewidth=1) pl.hold(False) pl.xlabel("Number of A/B Comparisons used in training") pl.ylabel("Prediction accuracy") pl.title("Comparison of various metrics") pl.ylim((.5,1.0)) pl.xlim((0,shahx[-1])) pl.legend(loc=4) # Uncomment if you want interactive plotting #pl.show() pl.savefig(plot_path+"metric_convergence_comparison.pdf") def genSensitivityResults(): ''' Generates sensitivity results regarding number of tree levels and how increasing the number of estimation parameters affects convergence. Didn't have space to include these figures in the conference paper. ''' shahx_a,shahy_a = genConvergencePlots("shah", numLevels=4) shahx_b,shahy_b = genConvergencePlots("shah", numLevels=10) shahx_c,shahy_c = genConvergencePlots("shah", numLevels=25) shahx_d,shahy_d = genConvergencePlots("shah", numLevels=50) compare_fig = pl.figure('Convergence of different metrics') pl.hold(True) shaha = pl.plot(shahx_a,shahy_a[:,0],'k-',label="# Shah Levels = 2",linewidth=3) shahb = pl.plot(shahx_b,shahy_b[:,0],'k-',label="# Shah Levels = 4",linewidth=1) shahc = pl.plot(shahx_c,shahy_c[:,0],'b--',label="# Shah Levels = 10",linewidth=3) shahd = pl.plot(shahx_d,shahy_d[:,0],'b--',label="# Shah Levels = 50",linewidth=1) pl.hold(False) pl.xlabel("Number of A/B Comparisons used in training") pl.ylabel("Prediction accuracy") pl.title("Comparison of various metrics") pl.ylim((.5,1.0)) pl.xlim((0,shahx_a[-1])) pl.legend(loc=4) # Uncomment if you want interactive plotting #pl.show() pl.savefig(plot_path+"sensitivity_convergence_comparison.pdf") # script below to generate plots if __name__ == "__main__": setfont() if not os.path.exists(plot_path): os.makedirs(plot_path) genExperimentalResults() genSensitivityResults()
apache-2.0
mhogg/scipy
scipy/signal/ltisys.py
38
76123
""" ltisys -- a collection of classes and functions for modeling linear time invariant systems. """ from __future__ import division, print_function, absolute_import # # Author: Travis Oliphant 2001 # # Feb 2010: Warren Weckesser # Rewrote lsim2 and added impulse2. # Aug 2013: Juan Luis Cano # Rewrote abcd_normalize. # Jan 2015: Irvin Probst irvin DOT probst AT ensta-bretagne DOT fr # Added pole placement # Mar 2015: Clancy Rowley # Rewrote lsim # May 2015: Felix Berkenkamp # Split lti class into subclasses # import warnings import numpy as np #np.linalg.qr fails on some tests with LinAlgError: zgeqrf returns -7 #use scipy's qr until this is solved from scipy.linalg import qr as s_qr import numpy from numpy import (r_, eye, real, atleast_1d, atleast_2d, poly, squeeze, asarray, product, zeros, array, dot, transpose, ones, zeros_like, linspace, nan_to_num) import copy from scipy import integrate, interpolate, linalg from scipy._lib.six import xrange from .filter_design import tf2zpk, zpk2tf, normalize, freqs __all__ = ['tf2ss', 'ss2tf', 'abcd_normalize', 'zpk2ss', 'ss2zpk', 'lti', 'TransferFunction', 'ZerosPolesGain', 'StateSpace', 'lsim', 'lsim2', 'impulse', 'impulse2', 'step', 'step2', 'bode', 'freqresp', 'place_poles'] def tf2ss(num, den): """Transfer function to state-space representation. Parameters ---------- num, den : array_like Sequences representing the numerator and denominator polynomials. The denominator needs to be at least as long as the numerator. Returns ------- A, B, C, D : ndarray State space representation of the system, in controller canonical form. """ # Controller canonical state-space representation. # if M+1 = len(num) and K+1 = len(den) then we must have M <= K # states are found by asserting that X(s) = U(s) / D(s) # then Y(s) = N(s) * X(s) # # A, B, C, and D follow quite naturally. # num, den = normalize(num, den) # Strips zeros, checks arrays nn = len(num.shape) if nn == 1: num = asarray([num], num.dtype) M = num.shape[1] K = len(den) if M > K: msg = "Improper transfer function. `num` is longer than `den`." raise ValueError(msg) if M == 0 or K == 0: # Null system return (array([], float), array([], float), array([], float), array([], float)) # pad numerator to have same number of columns has denominator num = r_['-1', zeros((num.shape[0], K - M), num.dtype), num] if num.shape[-1] > 0: D = num[:, 0] else: D = array([], float) if K == 1: return array([], float), array([], float), array([], float), D frow = -array([den[1:]]) A = r_[frow, eye(K - 2, K - 1)] B = eye(K - 1, 1) C = num[:, 1:] - num[:, 0] * den[1:] return A, B, C, D def _none_to_empty_2d(arg): if arg is None: return zeros((0, 0)) else: return arg def _atleast_2d_or_none(arg): if arg is not None: return atleast_2d(arg) def _shape_or_none(M): if M is not None: return M.shape else: return (None,) * 2 def _choice_not_none(*args): for arg in args: if arg is not None: return arg def _restore(M, shape): if M.shape == (0, 0): return zeros(shape) else: if M.shape != shape: raise ValueError("The input arrays have incompatible shapes.") return M def abcd_normalize(A=None, B=None, C=None, D=None): """Check state-space matrices and ensure they are two-dimensional. If enough information on the system is provided, that is, enough properly-shaped arrays are passed to the function, the missing ones are built from this information, ensuring the correct number of rows and columns. Otherwise a ValueError is raised. Parameters ---------- A, B, C, D : array_like, optional State-space matrices. All of them are None (missing) by default. Returns ------- A, B, C, D : array Properly shaped state-space matrices. Raises ------ ValueError If not enough information on the system was provided. """ A, B, C, D = map(_atleast_2d_or_none, (A, B, C, D)) MA, NA = _shape_or_none(A) MB, NB = _shape_or_none(B) MC, NC = _shape_or_none(C) MD, ND = _shape_or_none(D) p = _choice_not_none(MA, MB, NC) q = _choice_not_none(NB, ND) r = _choice_not_none(MC, MD) if p is None or q is None or r is None: raise ValueError("Not enough information on the system.") A, B, C, D = map(_none_to_empty_2d, (A, B, C, D)) A = _restore(A, (p, p)) B = _restore(B, (p, q)) C = _restore(C, (r, p)) D = _restore(D, (r, q)) return A, B, C, D def ss2tf(A, B, C, D, input=0): """State-space to transfer function. Parameters ---------- A, B, C, D : ndarray State-space representation of linear system. input : int, optional For multiple-input systems, the input to use. Returns ------- num : 2-D ndarray Numerator(s) of the resulting transfer function(s). `num` has one row for each of the system's outputs. Each row is a sequence representation of the numerator polynomial. den : 1-D ndarray Denominator of the resulting transfer function(s). `den` is a sequence representation of the denominator polynomial. """ # transfer function is C (sI - A)**(-1) B + D A, B, C, D = map(asarray, (A, B, C, D)) # Check consistency and make them all rank-2 arrays A, B, C, D = abcd_normalize(A, B, C, D) nout, nin = D.shape if input >= nin: raise ValueError("System does not have the input specified.") # make MOSI from possibly MOMI system. B = B[:, input:input + 1] D = D[:, input:input + 1] try: den = poly(A) except ValueError: den = 1 if (product(B.shape, axis=0) == 0) and (product(C.shape, axis=0) == 0): num = numpy.ravel(D) if (product(D.shape, axis=0) == 0) and (product(A.shape, axis=0) == 0): den = [] return num, den num_states = A.shape[0] type_test = A[:, 0] + B[:, 0] + C[0, :] + D num = numpy.zeros((nout, num_states + 1), type_test.dtype) for k in range(nout): Ck = atleast_2d(C[k, :]) num[k] = poly(A - dot(B, Ck)) + (D[k] - 1) * den return num, den def zpk2ss(z, p, k): """Zero-pole-gain representation to state-space representation Parameters ---------- z, p : sequence Zeros and poles. k : float System gain. Returns ------- A, B, C, D : ndarray State space representation of the system, in controller canonical form. """ return tf2ss(*zpk2tf(z, p, k)) def ss2zpk(A, B, C, D, input=0): """State-space representation to zero-pole-gain representation. Parameters ---------- A, B, C, D : ndarray State-space representation of linear system. input : int, optional For multiple-input systems, the input to use. Returns ------- z, p : sequence Zeros and poles. k : float System gain. """ return tf2zpk(*ss2tf(A, B, C, D, input=input)) class lti(object): """ Linear Time Invariant system base class. Parameters ---------- *system : arguments The `lti` class can be instantiated with either 2, 3 or 4 arguments. The following gives the number of arguments and the corresponding subclass that is created: * 2: `TransferFunction`: (numerator, denominator) * 3: `ZerosPolesGain`: (zeros, poles, gain) * 4: `StateSpace`: (A, B, C, D) Each argument can be an array or a sequence. Notes ----- `lti` instances do not exist directly. Instead, `lti` creates an instance of one of its subclasses: `StateSpace`, `TransferFunction` or `ZerosPolesGain`. Changing the value of properties that are not directly part of the current system representation (such as the `zeros` of a `StateSpace` system) is very inefficient and may lead to numerical inaccuracies. """ def __new__(cls, *system): """Create an instance of the appropriate subclass.""" if cls is lti: N = len(system) if N == 2: return super(lti, cls).__new__(TransferFunction) elif N == 3: return super(lti, cls).__new__(ZerosPolesGain) elif N == 4: return super(lti, cls).__new__(StateSpace) else: raise ValueError('Needs 2, 3 or 4 arguments.') # __new__ was called from a subclass, let it call its own functions return super(lti, cls).__new__(cls) def __init__(self, *system): """ Initialize the `lti` baseclass. The heavy lifting is done by the subclasses. """ self.inputs = None self.outputs = None @property def num(self): """Numerator of the `TransferFunction` system.""" return self.to_tf().num @num.setter def num(self, num): obj = self.to_tf() obj.num = num source_class = type(self) self._copy(source_class(obj)) @property def den(self): """Denominator of the `TransferFunction` system.""" return self.to_tf().den @den.setter def den(self, den): obj = self.to_tf() obj.den = den source_class = type(self) self._copy(source_class(obj)) @property def zeros(self): """Zeros of the `ZerosPolesGain` system.""" return self.to_zpk().zeros @zeros.setter def zeros(self, zeros): obj = self.to_zpk() obj.zeros = zeros source_class = type(self) self._copy(source_class(obj)) @property def poles(self): """Poles of the `ZerosPolesGain` system.""" return self.to_zpk().poles @poles.setter def poles(self, poles): obj = self.to_zpk() obj.poles = poles source_class = type(self) self._copy(source_class(obj)) @property def gain(self): """Gain of the `ZerosPolesGain` system.""" return self.to_zpk().gain @gain.setter def gain(self, gain): obj = self.to_zpk() obj.gain = gain source_class = type(self) self._copy(source_class(obj)) @property def A(self): """A matrix of the `StateSpace` system.""" return self.to_ss().A @A.setter def A(self, A): obj = self.to_ss() obj.A = A source_class = type(self) self._copy(source_class(obj)) @property def B(self): """B matrix of the `StateSpace` system.""" return self.to_ss().B @B.setter def B(self, B): obj = self.to_ss() obj.B = B source_class = type(self) self._copy(source_class(obj)) @property def C(self): """C matrix of the `StateSpace` system.""" return self.to_ss().C @C.setter def C(self, C): obj = self.to_ss() obj.C = C source_class = type(self) self._copy(source_class(obj)) @property def D(self): """D matrix of the `StateSpace` system.""" return self.to_ss().D @D.setter def D(self, D): obj = self.to_ss() obj.D = D source_class = type(self) self._copy(source_class(obj)) def impulse(self, X0=None, T=None, N=None): """ Return the impulse response of a continuous-time system. See `scipy.signal.impulse` for details. """ return impulse(self, X0=X0, T=T, N=N) def step(self, X0=None, T=None, N=None): """ Return the step response of a continuous-time system. See `scipy.signal.step` for details. """ return step(self, X0=X0, T=T, N=N) def output(self, U, T, X0=None): """ Return the response of a continuous-time system to input `U`. See `scipy.signal.lsim` for details. """ return lsim(self, U, T, X0=X0) def bode(self, w=None, n=100): """ Calculate Bode magnitude and phase data of a continuous-time system. Returns a 3-tuple containing arrays of frequencies [rad/s], magnitude [dB] and phase [deg]. See `scipy.signal.bode` for details. Notes ----- .. versionadded:: 0.11.0 Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> s1 = signal.lti([1], [1, 1]) >>> w, mag, phase = s1.bode() >>> plt.figure() >>> plt.semilogx(w, mag) # Bode magnitude plot >>> plt.figure() >>> plt.semilogx(w, phase) # Bode phase plot >>> plt.show() """ return bode(self, w=w, n=n) def freqresp(self, w=None, n=10000): """ Calculate the frequency response of a continuous-time system. Returns a 2-tuple containing arrays of frequencies [rad/s] and complex magnitude. See `scipy.signal.freqresp` for details. """ return freqresp(self, w=w, n=n) class TransferFunction(lti): """Linear Time Invariant system class in transfer function form. Represents the system as the transfer function :math:`H(s)=\sum_i b[i] s^i / \sum_j a[j] s^i`, where :math:`a` are elements of the numerator `num` and :math:`b` are the elements of the denominator `den`. Parameters ---------- *system : arguments The `TransferFunction` class can be instantiated with 1 or 2 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 2: array_like: (numerator, denominator) Notes ----- Changing the value of properties that are not part of the `TransferFunction` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. """ def __new__(cls, *system): """Handle object conversion if input is an instance of lti.""" if len(system) == 1 and isinstance(system[0], lti): return system[0].to_tf() # No special conversion needed return super(TransferFunction, cls).__new__(cls) def __init__(self, *system): """Initialize the state space LTI system.""" # Conversion of lti instances is handled in __new__ if isinstance(system[0], lti): return super(TransferFunction, self).__init__(self, *system) self._num = None self._den = None self.num, self.den = normalize(*system) def __repr__(self): """Return representation of the system's transfer function""" return '{0}(\n{1},\n{2}\n)'.format( self.__class__.__name__, repr(self.num), repr(self.den), ) @property def num(self): return self._num @num.setter def num(self, num): self._num = atleast_1d(num) # Update dimensions if len(self.num.shape) > 1: self.outputs, self.inputs = self.num.shape else: self.outputs = 1 self.inputs = 1 @property def den(self): return self._den @den.setter def den(self, den): self._den = atleast_1d(den) def _copy(self, system): """ Copy the parameters of another `TransferFunction` object Parameters ---------- system : `TransferFunction` The `StateSpace` system that is to be copied """ self.num = system.num self.den = system.den def to_tf(self): """ Return a copy of the current `TransferFunction` system. Returns ------- sys : instance of `TransferFunction` The current system (copy) """ return copy.deepcopy(self) def to_zpk(self): """ Convert system representation to `ZerosPolesGain`. Returns ------- sys : instance of `ZerosPolesGain` Zeros, poles, gain representation of the current system """ return ZerosPolesGain(*tf2zpk(self.num, self.den)) def to_ss(self): """ Convert system representation to `StateSpace`. Returns ------- sys : instance of `StateSpace` State space model of the current system """ return StateSpace(*tf2ss(self.num, self.den)) class ZerosPolesGain(lti): """ Linear Time Invariant system class in zeros, poles, gain form. Represents the system as the transfer function :math:`H(s)=k \prod_i (s - z[i]) / \prod_j (s - p[j])`, where :math:`k` is the `gain`, :math:`z` are the `zeros` and :math:`p` are the `poles`. Parameters ---------- *system : arguments The `ZerosPolesGain` class can be instantiated with 1 or 3 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 3: array_like: (zeros, poles, gain) Notes ----- Changing the value of properties that are not part of the `ZerosPolesGain` system representation (such as the `A`, `B`, `C`, `D` state-space matrices) is very inefficient and may lead to numerical inaccuracies. """ def __new__(cls, *system): """Handle object conversion if input is an instance of `lti`""" if len(system) == 1 and isinstance(system[0], lti): return system[0].to_zpk() # No special conversion needed return super(ZerosPolesGain, cls).__new__(cls) def __init__(self, *system): """Initialize the zeros, poles, gain LTI system.""" # Conversion of lti instances is handled in __new__ if isinstance(system[0], lti): return super(ZerosPolesGain, self).__init__(self, *system) self._zeros = None self._poles = None self._gain = None self.zeros, self.poles, self.gain = system def __repr__(self): """Return representation of the `ZerosPolesGain` system""" return '{0}(\n{1},\n{2},\n{3}\n)'.format( self.__class__.__name__, repr(self.zeros), repr(self.poles), repr(self.gain), ) @property def zeros(self): return self._zeros @zeros.setter def zeros(self, zeros): self._zeros = atleast_1d(zeros) # Update dimensions if len(self.zeros.shape) > 1: self.outputs, self.inputs = self.zeros.shape else: self.outputs = 1 self.inputs = 1 @property def poles(self): return self._poles @poles.setter def poles(self, poles): self._poles = atleast_1d(poles) @property def gain(self): return self._gain @gain.setter def gain(self, gain): self._gain = gain def _copy(self, system): """ Copy the parameters of another `ZerosPolesGain` system. Parameters ---------- system : instance of `ZerosPolesGain` The zeros, poles gain system that is to be copied """ self.poles = system.poles self.zeros = system.zeros self.gain = system.gain def to_tf(self): """ Convert system representation to `TransferFunction`. Returns ------- sys : instance of `TransferFunction` Transfer function of the current system """ return TransferFunction(*zpk2tf(self.zeros, self.poles, self.gain)) def to_zpk(self): """ Return a copy of the current 'ZerosPolesGain' system. Returns ------- sys : instance of `ZerosPolesGain` The current system (copy) """ return copy.deepcopy(self) def to_ss(self): """ Convert system representation to `StateSpace`. Returns ------- sys : instance of `StateSpace` State space model of the current system """ return StateSpace(*zpk2ss(self.zeros, self.poles, self.gain)) class StateSpace(lti): """ Linear Time Invariant system class in state-space form. Represents the system as the first order differential equation :math:`\dot{x} = A x + B u`. Parameters ---------- *system : arguments The `StateSpace` class can be instantiated with 1 or 4 arguments. The following gives the number of input arguments and their interpretation: * 1: `lti` system: (`StateSpace`, `TransferFunction` or `ZerosPolesGain`) * 4: array_like: (A, B, C, D) Notes ----- Changing the value of properties that are not part of the `StateSpace` system representation (such as `zeros` or `poles`) is very inefficient and may lead to numerical inaccuracies. """ def __new__(cls, *system): """Handle object conversion if input is an instance of `lti`""" if len(system) == 1 and isinstance(system[0], lti): return system[0].to_ss() # No special conversion needed return super(StateSpace, cls).__new__(cls) def __init__(self, *system): """Initialize the state space LTI system.""" # Conversion of lti instances is handled in __new__ if isinstance(system[0], lti): return super(StateSpace, self).__init__(self, *system) self._A = None self._B = None self._C = None self._D = None self.A, self.B, self.C, self.D = abcd_normalize(*system) def __repr__(self): """Return representation of the `StateSpace` system.""" return '{0}(\n{1},\n{2},\n{3},\n{4}\n)'.format( self.__class__.__name__, repr(self.A), repr(self.B), repr(self.C), repr(self.D), ) @property def A(self): return self._A @A.setter def A(self, A): self._A = _atleast_2d_or_none(A) @property def B(self): return self._B @B.setter def B(self, B): self._B = _atleast_2d_or_none(B) self.inputs = self.B.shape[-1] @property def C(self): return self._C @C.setter def C(self, C): self._C = _atleast_2d_or_none(C) self.outputs = self.C.shape[0] @property def D(self): return self._D @D.setter def D(self, D): self._D = _atleast_2d_or_none(D) def _copy(self, system): """ Copy the parameters of another `StateSpace` system. Parameters ---------- system : instance of `StateSpace` The state-space system that is to be copied """ self.A = system.A self.B = system.B self.C = system.C self.D = system.D def to_tf(self, **kwargs): """ Convert system representation to `TransferFunction`. Parameters ---------- kwargs : dict, optional Additional keywords passed to `ss2zpk` Returns ------- sys : instance of `TransferFunction` Transfer function of the current system """ return TransferFunction(*ss2tf(self._A, self._B, self._C, self._D, **kwargs)) def to_zpk(self, **kwargs): """ Convert system representation to `ZerosPolesGain`. Parameters ---------- kwargs : dict, optional Additional keywords passed to `ss2zpk` Returns ------- sys : instance of `ZerosPolesGain` Zeros, poles, gain representation of the current system """ return ZerosPolesGain(*ss2zpk(self._A, self._B, self._C, self._D, **kwargs)) def to_ss(self): """ Return a copy of the current `StateSpace` system. Returns ------- sys : instance of `StateSpace` The current system (copy) """ return copy.deepcopy(self) def lsim2(system, U=None, T=None, X0=None, **kwargs): """ Simulate output of a continuous-time linear system, by using the ODE solver `scipy.integrate.odeint`. Parameters ---------- system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 2: (num, den) * 3: (zeros, poles, gain) * 4: (A, B, C, D) U : array_like (1D or 2D), optional An input array describing the input at each time T. Linear interpolation is used between given times. If there are multiple inputs, then each column of the rank-2 array represents an input. If U is not given, the input is assumed to be zero. T : array_like (1D or 2D), optional The time steps at which the input is defined and at which the output is desired. The default is 101 evenly spaced points on the interval [0,10.0]. X0 : array_like (1D), optional The initial condition of the state vector. If `X0` is not given, the initial conditions are assumed to be 0. kwargs : dict Additional keyword arguments are passed on to the function `odeint`. See the notes below for more details. Returns ------- T : 1D ndarray The time values for the output. yout : ndarray The response of the system. xout : ndarray The time-evolution of the state-vector. Notes ----- This function uses `scipy.integrate.odeint` to solve the system's differential equations. Additional keyword arguments given to `lsim2` are passed on to `odeint`. See the documentation for `scipy.integrate.odeint` for the full list of arguments. """ if isinstance(system, lti): sys = system.to_ss() else: sys = lti(*system).to_ss() if X0 is None: X0 = zeros(sys.B.shape[0], sys.A.dtype) if T is None: # XXX T should really be a required argument, but U was # changed from a required positional argument to a keyword, # and T is after U in the argument list. So we either: change # the API and move T in front of U; check here for T being # None and raise an exception; or assign a default value to T # here. This code implements the latter. T = linspace(0, 10.0, 101) T = atleast_1d(T) if len(T.shape) != 1: raise ValueError("T must be a rank-1 array.") if U is not None: U = atleast_1d(U) if len(U.shape) == 1: U = U.reshape(-1, 1) sU = U.shape if sU[0] != len(T): raise ValueError("U must have the same number of rows " "as elements in T.") if sU[1] != sys.inputs: raise ValueError("The number of inputs in U (%d) is not " "compatible with the number of system " "inputs (%d)" % (sU[1], sys.inputs)) # Create a callable that uses linear interpolation to # calculate the input at any time. ufunc = interpolate.interp1d(T, U, kind='linear', axis=0, bounds_error=False) def fprime(x, t, sys, ufunc): """The vector field of the linear system.""" return dot(sys.A, x) + squeeze(dot(sys.B, nan_to_num(ufunc([t])))) xout = integrate.odeint(fprime, X0, T, args=(sys, ufunc), **kwargs) yout = dot(sys.C, transpose(xout)) + dot(sys.D, transpose(U)) else: def fprime(x, t, sys): """The vector field of the linear system.""" return dot(sys.A, x) xout = integrate.odeint(fprime, X0, T, args=(sys,), **kwargs) yout = dot(sys.C, transpose(xout)) return T, squeeze(transpose(yout)), xout def _cast_to_array_dtype(in1, in2): """Cast array to dtype of other array, while avoiding ComplexWarning. Those can be raised when casting complex to real. """ if numpy.issubdtype(in2.dtype, numpy.float): # dtype to cast to is not complex, so use .real in1 = in1.real.astype(in2.dtype) else: in1 = in1.astype(in2.dtype) return in1 def lsim(system, U, T, X0=None, interp=True): """ Simulate output of a continuous-time linear system. Parameters ---------- system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 2: (num, den) * 3: (zeros, poles, gain) * 4: (A, B, C, D) U : array_like An input array describing the input at each time `T` (interpolation is assumed between given times). If there are multiple inputs, then each column of the rank-2 array represents an input. If U = 0 or None, a zero input is used. T : array_like The time steps at which the input is defined and at which the output is desired. Must be nonnegative, increasing, and equally spaced. X0 : array_like, optional The initial conditions on the state vector (zero by default). interp : bool, optional Whether to use linear (True, the default) or zero-order-hold (False) interpolation for the input array. Returns ------- T : 1D ndarray Time values for the output. yout : 1D ndarray System response. xout : ndarray Time evolution of the state vector. Examples -------- Simulate a double integrator y'' = u, with a constant input u = 1 >>> from scipy import signal >>> system = signal.lti([[0., 1.], [0., 0.]], [[0.], [1.]], [[1., 0.]], 0.) >>> t = np.linspace(0, 5) >>> u = np.ones_like(t) >>> tout, y, x = signal.lsim(system, u, t) >>> import matplotlib.pyplot as plt >>> plt.plot(t, y) """ if isinstance(system, lti): sys = system.to_ss() else: sys = lti(*system).to_ss() T = atleast_1d(T) if len(T.shape) != 1: raise ValueError("T must be a rank-1 array.") A, B, C, D = map(np.asarray, (sys.A, sys.B, sys.C, sys.D)) n_states = A.shape[0] n_inputs = B.shape[1] n_steps = T.size if X0 is None: X0 = zeros(n_states, sys.A.dtype) xout = zeros((n_steps, n_states), sys.A.dtype) if T[0] == 0: xout[0] = X0 elif T[0] > 0: # step forward to initial time, with zero input xout[0] = dot(X0, linalg.expm(transpose(A) * T[0])) else: raise ValueError("Initial time must be nonnegative") no_input = (U is None or (isinstance(U, (int, float)) and U == 0.) or not np.any(U)) if n_steps == 1: yout = squeeze(dot(xout, transpose(C))) if not no_input: yout += squeeze(dot(U, transpose(D))) return T, squeeze(yout), squeeze(xout) dt = T[1] - T[0] if not np.allclose((T[1:] - T[:-1]) / dt, 1.0): warnings.warn("Non-uniform timesteps are deprecated. Results may be " "slow and/or inaccurate.", DeprecationWarning) return lsim2(system, U, T, X0) if no_input: # Zero input: just use matrix exponential # take transpose because state is a row vector expAT_dt = linalg.expm(transpose(A) * dt) for i in xrange(1, n_steps): xout[i] = dot(xout[i-1], expAT_dt) yout = squeeze(dot(xout, transpose(C))) return T, squeeze(yout), squeeze(xout) # Nonzero input U = atleast_1d(U) if U.ndim == 1: U = U[:, np.newaxis] if U.shape[0] != n_steps: raise ValueError("U must have the same number of rows " "as elements in T.") if U.shape[1] != n_inputs: raise ValueError("System does not define that many inputs.") if not interp: # Zero-order hold # Algorithm: to integrate from time 0 to time dt, we solve # xdot = A x + B u, x(0) = x0 # udot = 0, u(0) = u0. # # Solution is # [ x(dt) ] [ A*dt B*dt ] [ x0 ] # [ u(dt) ] = exp [ 0 0 ] [ u0 ] M = np.vstack([np.hstack([A * dt, B * dt]), np.zeros((n_inputs, n_states + n_inputs))]) # transpose everything because the state and input are row vectors expMT = linalg.expm(transpose(M)) Ad = expMT[:n_states, :n_states] Bd = expMT[n_states:, :n_states] for i in xrange(1, n_steps): xout[i] = dot(xout[i-1], Ad) + dot(U[i-1], Bd) else: # Linear interpolation between steps # Algorithm: to integrate from time 0 to time dt, with linear # interpolation between inputs u(0) = u0 and u(dt) = u1, we solve # xdot = A x + B u, x(0) = x0 # udot = (u1 - u0) / dt, u(0) = u0. # # Solution is # [ x(dt) ] [ A*dt B*dt 0 ] [ x0 ] # [ u(dt) ] = exp [ 0 0 I ] [ u0 ] # [u1 - u0] [ 0 0 0 ] [u1 - u0] M = np.vstack([np.hstack([A * dt, B * dt, np.zeros((n_states, n_inputs))]), np.hstack([np.zeros((n_inputs, n_states + n_inputs)), np.identity(n_inputs)]), np.zeros((n_inputs, n_states + 2 * n_inputs))]) expMT = linalg.expm(transpose(M)) Ad = expMT[:n_states, :n_states] Bd1 = expMT[n_states+n_inputs:, :n_states] Bd0 = expMT[n_states:n_states + n_inputs, :n_states] - Bd1 for i in xrange(1, n_steps): xout[i] = (dot(xout[i-1], Ad) + dot(U[i-1], Bd0) + dot(U[i], Bd1)) yout = (squeeze(dot(xout, transpose(C))) + squeeze(dot(U, transpose(D)))) return T, squeeze(yout), squeeze(xout) def _default_response_times(A, n): """Compute a reasonable set of time samples for the response time. This function is used by `impulse`, `impulse2`, `step` and `step2` to compute the response time when the `T` argument to the function is None. Parameters ---------- A : ndarray The system matrix, which is square. n : int The number of time samples to generate. Returns ------- t : ndarray The 1-D array of length `n` of time samples at which the response is to be computed. """ # Create a reasonable time interval. # TODO: This could use some more work. # For example, what is expected when the system is unstable? vals = linalg.eigvals(A) r = min(abs(real(vals))) if r == 0.0: r = 1.0 tc = 1.0 / r t = linspace(0.0, 7 * tc, n) return t def impulse(system, X0=None, T=None, N=None): """Impulse response of continuous-time system. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : array_like, optional Initial state-vector. Defaults to zero. T : array_like, optional Time points. Computed if not given. N : int, optional The number of time points to compute (if `T` is not given). Returns ------- T : ndarray A 1-D array of time points. yout : ndarray A 1-D array containing the impulse response of the system (except for singularities at zero). """ if isinstance(system, lti): sys = system.to_ss() else: sys = lti(*system).to_ss() if X0 is None: X = squeeze(sys.B) else: X = squeeze(sys.B + X0) if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) else: T = asarray(T) _, h, _ = lsim(sys, 0., T, X, interp=False) return T, h def impulse2(system, X0=None, T=None, N=None, **kwargs): """ Impulse response of a single-input, continuous-time linear system. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : 1-D array_like, optional The initial condition of the state vector. Default: 0 (the zero vector). T : 1-D array_like, optional The time steps at which the input is defined and at which the output is desired. If `T` is not given, the function will generate a set of time samples automatically. N : int, optional Number of time points to compute. Default: 100. kwargs : various types Additional keyword arguments are passed on to the function `scipy.signal.lsim2`, which in turn passes them on to `scipy.integrate.odeint`; see the latter's documentation for information about these arguments. Returns ------- T : ndarray The time values for the output. yout : ndarray The output response of the system. See Also -------- impulse, lsim2, integrate.odeint Notes ----- The solution is generated by calling `scipy.signal.lsim2`, which uses the differential equation solver `scipy.integrate.odeint`. .. versionadded:: 0.8.0 Examples -------- Second order system with a repeated root: x''(t) + 2*x(t) + x(t) = u(t) >>> from scipy import signal >>> system = ([1.0], [1.0, 2.0, 1.0]) >>> t, y = signal.impulse2(system) >>> import matplotlib.pyplot as plt >>> plt.plot(t, y) """ if isinstance(system, lti): sys = system.to_ss() else: sys = lti(*system).to_ss() B = sys.B if B.shape[-1] != 1: raise ValueError("impulse2() requires a single-input system.") B = B.squeeze() if X0 is None: X0 = zeros_like(B) if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) # Move the impulse in the input to the initial conditions, and then # solve using lsim2(). ic = B + X0 Tr, Yr, Xr = lsim2(sys, T=T, X0=ic, **kwargs) return Tr, Yr def step(system, X0=None, T=None, N=None): """Step response of continuous-time system. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : array_like, optional Initial state-vector (default is zero). T : array_like, optional Time points (computed if not given). N : int, optional Number of time points to compute if `T` is not given. Returns ------- T : 1D ndarray Output time points. yout : 1D ndarray Step response of system. See also -------- scipy.signal.step2 """ if isinstance(system, lti): sys = system.to_ss() else: sys = lti(*system).to_ss() if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) else: T = asarray(T) U = ones(T.shape, sys.A.dtype) vals = lsim(sys, U, T, X0=X0, interp=False) return vals[0], vals[1] def step2(system, X0=None, T=None, N=None, **kwargs): """Step response of continuous-time system. This function is functionally the same as `scipy.signal.step`, but it uses the function `scipy.signal.lsim2` to compute the step response. Parameters ---------- system : an instance of the LTI class or a tuple of array_like describing the system. The following gives the number of elements in the tuple and the interpretation: * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) X0 : array_like, optional Initial state-vector (default is zero). T : array_like, optional Time points (computed if not given). N : int, optional Number of time points to compute if `T` is not given. kwargs : various types Additional keyword arguments are passed on the function `scipy.signal.lsim2`, which in turn passes them on to `scipy.integrate.odeint`. See the documentation for `scipy.integrate.odeint` for information about these arguments. Returns ------- T : 1D ndarray Output time points. yout : 1D ndarray Step response of system. See also -------- scipy.signal.step Notes ----- .. versionadded:: 0.8.0 """ if isinstance(system, lti): sys = system.to_ss() else: sys = lti(*system).to_ss() if N is None: N = 100 if T is None: T = _default_response_times(sys.A, N) else: T = asarray(T) U = ones(T.shape, sys.A.dtype) vals = lsim2(sys, U, T, X0=X0, **kwargs) return vals[0], vals[1] def bode(system, w=None, n=100): """ Calculate Bode magnitude and phase data of a continuous-time system. Parameters ---------- system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) w : array_like, optional Array of frequencies (in rad/s). Magnitude and phase data is calculated for every value in this array. If not given a reasonable set will be calculated. n : int, optional Number of frequency points to compute if `w` is not given. The `n` frequencies are logarithmically spaced in an interval chosen to include the influence of the poles and zeros of the system. Returns ------- w : 1D ndarray Frequency array [rad/s] mag : 1D ndarray Magnitude array [dB] phase : 1D ndarray Phase array [deg] Notes ----- .. versionadded:: 0.11.0 Examples -------- >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> s1 = signal.lti([1], [1, 1]) >>> w, mag, phase = signal.bode(s1) >>> plt.figure() >>> plt.semilogx(w, mag) # Bode magnitude plot >>> plt.figure() >>> plt.semilogx(w, phase) # Bode phase plot >>> plt.show() """ w, y = freqresp(system, w=w, n=n) mag = 20.0 * numpy.log10(abs(y)) phase = numpy.unwrap(numpy.arctan2(y.imag, y.real)) * 180.0 / numpy.pi return w, mag, phase def freqresp(system, w=None, n=10000): """Calculate the frequency response of a continuous-time system. Parameters ---------- system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 2 (num, den) * 3 (zeros, poles, gain) * 4 (A, B, C, D) w : array_like, optional Array of frequencies (in rad/s). Magnitude and phase data is calculated for every value in this array. If not given a reasonable set will be calculated. n : int, optional Number of frequency points to compute if `w` is not given. The `n` frequencies are logarithmically spaced in an interval chosen to include the influence of the poles and zeros of the system. Returns ------- w : 1D ndarray Frequency array [rad/s] H : 1D ndarray Array of complex magnitude values Examples -------- # Generating the Nyquist plot of a transfer function >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> s1 = signal.lti([], [1, 1, 1], [5]) # transfer function: H(s) = 5 / (s-1)^3 >>> w, H = signal.freqresp(s1) >>> plt.figure() >>> plt.plot(H.real, H.imag, "b") >>> plt.plot(H.real, -H.imag, "r") >>> plt.show() """ if isinstance(system, lti): sys = system.to_tf() else: sys = lti(*system).to_tf() if sys.inputs != 1 or sys.outputs != 1: raise ValueError("freqresp() requires a SISO (single input, single " "output) system.") if w is not None: worN = w else: worN = n # In the call to freqs(), sys.num.ravel() is used because there are # cases where sys.num is a 2-D array with a single row. w, h = freqs(sys.num.ravel(), sys.den, worN=worN) return w, h # This class will be used by place_poles to return its results # see http://code.activestate.com/recipes/52308/ class Bunch: def __init__(self, **kwds): self.__dict__.update(kwds) def _valid_inputs(A, B, poles, method, rtol, maxiter): """ Check the poles come in complex conjugage pairs Check shapes of A, B and poles are compatible. Check the method chosen is compatible with provided poles Return update method to use and ordered poles """ poles = np.asarray(poles) if poles.ndim > 1: raise ValueError("Poles must be a 1D array like.") # Will raise ValueError if poles do not come in complex conjugates pairs poles = _order_complex_poles(poles) if A.ndim > 2: raise ValueError("A must be a 2D array/matrix.") if B.ndim > 2: raise ValueError("B must be a 2D array/matrix") if A.shape[0] != A.shape[1]: raise ValueError("A must be square") if len(poles) > A.shape[0]: raise ValueError("maximum number of poles is %d but you asked for %d" % (A.shape[0], len(poles))) if len(poles) < A.shape[0]: raise ValueError("number of poles is %d but you should provide %d" % (len(poles), A.shape[0])) r = np.linalg.matrix_rank(B) for p in poles: if sum(p == poles) > r: raise ValueError("at least one of the requested pole is repeated " "more than rank(B) times") # Choose update method update_loop = _YT_loop if method not in ('KNV0','YT'): raise ValueError("The method keyword must be one of 'YT' or 'KNV0'") if method == "KNV0": update_loop = _KNV0_loop if not all(np.isreal(poles)): raise ValueError("Complex poles are not supported by KNV0") if maxiter < 1: raise ValueError("maxiter must be at least equal to 1") # We do not check rtol <= 0 as the user can use a negative rtol to # force maxiter iterations if rtol > 1: raise ValueError("rtol can not be greater than 1") return update_loop, poles def _order_complex_poles(poles): """ Check we have complex conjugates pairs and reorder P according to YT, ie real_poles, complex_i, conjugate complex_i, .... The lexicographic sort on the complex poles is added to help the user to compare sets of poles. """ ordered_poles = np.sort(poles[np.isreal(poles)]) im_poles = [] for p in np.sort(poles[np.imag(poles) < 0]): if np.conj(p) in poles: im_poles.extend((p, np.conj(p))) ordered_poles = np.hstack((ordered_poles, im_poles)) if poles.shape[0] != len(ordered_poles): raise ValueError("Complex poles must come with their conjugates") return ordered_poles def _KNV0(B, ker_pole, transfer_matrix, j, poles): """ Algorithm "KNV0" Kautsky et Al. Robust pole assignment in linear state feedback, Int journal of Control 1985, vol 41 p 1129->1155 http://la.epfl.ch/files/content/sites/la/files/ users/105941/public/KautskyNicholsDooren """ # Remove xj form the base transfer_matrix_not_j = np.delete(transfer_matrix, j, axis=1) # If we QR this matrix in full mode Q=Q0|Q1 # then Q1 will be a single column orthogonnal to # Q0, that's what we are looking for ! # After merge of gh-4249 great speed improvements could be achieved # using QR updates instead of full QR in the line below # To debug with numpy qr uncomment the line below # Q, R = np.linalg.qr(transfer_matrix_not_j, mode="complete") Q, R = s_qr(transfer_matrix_not_j, mode="full") mat_ker_pj = np.dot(ker_pole[j], ker_pole[j].T) yj = np.dot(mat_ker_pj, Q[:, -1]) # If Q[:, -1] is "almost" orthogonal to ker_pole[j] its # projection into ker_pole[j] will yield a vector # close to 0. As we are looking for a vector in ker_pole[j] # simply stick with transfer_matrix[:, j] (unless someone provides me with # a better choice ?) if not np.allclose(yj, 0): xj = yj/np.linalg.norm(yj) transfer_matrix[:, j] = xj # KNV does not support complex poles, using YT technique the two lines # below seem to work 9 out of 10 times but it is not reliable enough: # transfer_matrix[:, j]=real(xj) # transfer_matrix[:, j+1]=imag(xj) # Add this at the beginning of this function if you wish to test # complex support: # if ~np.isreal(P[j]) and (j>=B.shape[0]-1 or P[j]!=np.conj(P[j+1])): # return # Problems arise when imag(xj)=>0 I have no idea on how to fix this def _YT_real(ker_pole, Q, transfer_matrix, i, j): """ Applies algorithm from YT section 6.1 page 19 related to real pairs """ # step 1 page 19 u = Q[:, -2, np.newaxis] v = Q[:, -1, np.newaxis] # step 2 page 19 m = np.dot(np.dot(ker_pole[i].T, np.dot(u, v.T) - np.dot(v, u.T)), ker_pole[j]) # step 3 page 19 um, sm, vm = np.linalg.svd(m) # mu1, mu2 two first columns of U => 2 first lines of U.T mu1, mu2 = um.T[:2, :, np.newaxis] # VM is V.T with numpy we want the first two lines of V.T nu1, nu2 = vm[:2, :, np.newaxis] # what follows is a rough python translation of the formulas # in section 6.2 page 20 (step 4) transfer_matrix_j_mo_transfer_matrix_j = np.vstack(( transfer_matrix[:, i, np.newaxis], transfer_matrix[:, j, np.newaxis])) if not np.allclose(sm[0], sm[1]): ker_pole_imo_mu1 = np.dot(ker_pole[i], mu1) ker_pole_i_nu1 = np.dot(ker_pole[j], nu1) ker_pole_mu_nu = np.vstack((ker_pole_imo_mu1, ker_pole_i_nu1)) else: ker_pole_ij = np.vstack(( np.hstack((ker_pole[i], np.zeros(ker_pole[i].shape))), np.hstack((np.zeros(ker_pole[j].shape), ker_pole[j])) )) mu_nu_matrix = np.vstack( (np.hstack((mu1, mu2)), np.hstack((nu1, nu2))) ) ker_pole_mu_nu = np.dot(ker_pole_ij, mu_nu_matrix) transfer_matrix_ij = np.dot(np.dot(ker_pole_mu_nu, ker_pole_mu_nu.T), transfer_matrix_j_mo_transfer_matrix_j) if not np.allclose(transfer_matrix_ij, 0): transfer_matrix_ij = (np.sqrt(2)*transfer_matrix_ij / np.linalg.norm(transfer_matrix_ij)) transfer_matrix[:, i] = transfer_matrix_ij[ :transfer_matrix[:, i].shape[0], 0 ] transfer_matrix[:, j] = transfer_matrix_ij[ transfer_matrix[:, i].shape[0]:, 0 ] else: # As in knv0 if transfer_matrix_j_mo_transfer_matrix_j is orthogonal to # Vect{ker_pole_mu_nu} assign transfer_matrixi/transfer_matrix_j to # ker_pole_mu_nu and iterate. As we are looking for a vector in # Vect{Matker_pole_MU_NU} (see section 6.1 page 19) this might help # (that's a guess, not a claim !) transfer_matrix[:, i] = ker_pole_mu_nu[ :transfer_matrix[:, i].shape[0], 0 ] transfer_matrix[:, j] = ker_pole_mu_nu[ transfer_matrix[:, i].shape[0]:, 0 ] def _YT_complex(ker_pole, Q, transfer_matrix, i, j): """ Applies algorithm from YT section 6.2 page 20 related to complex pairs """ # step 1 page 20 ur = np.sqrt(2)*Q[:, -2, np.newaxis] ui = np.sqrt(2)*Q[:, -1, np.newaxis] u = ur + 1j*ui # step 2 page 20 ker_pole_ij = ker_pole[i] m = np.dot(np.dot(np.conj(ker_pole_ij.T), np.dot(u, np.conj(u).T) - np.dot(np.conj(u), u.T)), ker_pole_ij) # step 3 page 20 e_val, e_vec = np.linalg.eig(m) # sort eigenvalues according to their module e_val_idx = np.argsort(np.abs(e_val)) mu1 = e_vec[:, e_val_idx[-1], np.newaxis] mu2 = e_vec[:, e_val_idx[-2], np.newaxis] # what follows is a rough python translation of the formulas # in section 6.2 page 20 (step 4) # remember transfer_matrix_i has been split as # transfer_matrix[i]=real(transfer_matrix_i) and # transfer_matrix[j]=imag(transfer_matrix_i) transfer_matrix_j_mo_transfer_matrix_j = ( transfer_matrix[:, i, np.newaxis] + 1j*transfer_matrix[:, j, np.newaxis] ) if not np.allclose(np.abs(e_val[e_val_idx[-1]]), np.abs(e_val[e_val_idx[-2]])): ker_pole_mu = np.dot(ker_pole_ij, mu1) else: mu1_mu2_matrix = np.hstack((mu1, mu2)) ker_pole_mu = np.dot(ker_pole_ij, mu1_mu2_matrix) transfer_matrix_i_j = np.dot(np.dot(ker_pole_mu, np.conj(ker_pole_mu.T)), transfer_matrix_j_mo_transfer_matrix_j) if not np.allclose(transfer_matrix_i_j, 0): transfer_matrix_i_j = (transfer_matrix_i_j / np.linalg.norm(transfer_matrix_i_j)) transfer_matrix[:, i] = np.real(transfer_matrix_i_j[:, 0]) transfer_matrix[:, j] = np.imag(transfer_matrix_i_j[:, 0]) else: # same idea as in YT_real transfer_matrix[:, i] = np.real(ker_pole_mu[:, 0]) transfer_matrix[:, j] = np.imag(ker_pole_mu[:, 0]) def _YT_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol): """ Algorithm "YT" Tits, Yang. Globally Convergent Algorithms for Robust Pole Assignment by State Feedback http://drum.lib.umd.edu/handle/1903/5598 The poles P have to be sorted accordingly to section 6.2 page 20 """ # The IEEE edition of the YT paper gives useful information on the # optimal update order for the real poles in order to minimize the number # of times we have to loop over all poles, see page 1442 nb_real = poles[np.isreal(poles)].shape[0] # hnb => Half Nb Real hnb = nb_real // 2 # Stick to the indices in the paper and then remove one to get numpy array # index it is a bit easier to link the code to the paper this way even if it # is not very clean. The paper is unclear about what should be done when # there is only one real pole => use KNV0 on this real pole seem to work if nb_real > 0: #update the biggest real pole with the smallest one update_order = [[nb_real], [1]] else: update_order = [[],[]] r_comp = np.arange(nb_real+1, len(poles)+1, 2) # step 1.a r_p = np.arange(1, hnb+nb_real % 2) update_order[0].extend(2*r_p) update_order[1].extend(2*r_p+1) # step 1.b update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 1.c r_p = np.arange(1, hnb+1) update_order[0].extend(2*r_p-1) update_order[1].extend(2*r_p) # step 1.d if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 2.a r_j = np.arange(2, hnb+nb_real % 2) for j in r_j: for i in range(1, hnb+1): update_order[0].append(i) update_order[1].append(i+j) # step 2.b if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 2.c r_j = np.arange(2, hnb+nb_real % 2) for j in r_j: for i in range(hnb+1, nb_real+1): idx_1 = i+j if idx_1 > nb_real: idx_1 = i+j-nb_real update_order[0].append(i) update_order[1].append(idx_1) # step 2.d if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) # step 3.a for i in range(1, hnb+1): update_order[0].append(i) update_order[1].append(i+hnb) # step 3.b if hnb == 0 and np.isreal(poles[0]): update_order[0].append(1) update_order[1].append(1) update_order[0].extend(r_comp) update_order[1].extend(r_comp+1) update_order = np.array(update_order).T-1 stop = False nb_try = 0 while nb_try < maxiter and not stop: det_transfer_matrixb = np.abs(np.linalg.det(transfer_matrix)) for i, j in update_order: if i == j: assert i == 0, "i!=0 for KNV call in YT" assert np.isreal(poles[i]), "calling KNV on a complex pole" _KNV0(B, ker_pole, transfer_matrix, i, poles) else: transfer_matrix_not_i_j = np.delete(transfer_matrix, (i, j), axis=1) # after merge of gh-4249 great speed improvements could be # achieved using QR updates instead of full QR in the line below #to debug with numpy qr uncomment the line below #Q, _ = np.linalg.qr(transfer_matrix_not_i_j, mode="complete") Q, _ = s_qr(transfer_matrix_not_i_j, mode="full") if np.isreal(poles[i]): assert np.isreal(poles[j]), "mixing real and complex " + \ "in YT_real" + str(poles) _YT_real(ker_pole, Q, transfer_matrix, i, j) else: assert ~np.isreal(poles[i]), "mixing real and complex " + \ "in YT_real" + str(poles) _YT_complex(ker_pole, Q, transfer_matrix, i, j) det_transfer_matrix = np.max((np.sqrt(np.spacing(1)), np.abs(np.linalg.det(transfer_matrix)))) cur_rtol = np.abs( (det_transfer_matrix - det_transfer_matrixb) / det_transfer_matrix) if cur_rtol < rtol and det_transfer_matrix > np.sqrt(np.spacing(1)): # Convergence test from YT page 21 stop = True nb_try += 1 return stop, cur_rtol, nb_try def _KNV0_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol): """ Loop over all poles one by one and apply KNV method 0 algorithm """ # This method is useful only because we need to be able to call # _KNV0 from YT without looping over all poles, otherwise it would # have been fine to mix _KNV0_loop and _KNV0 in a single function stop = False nb_try = 0 while nb_try < maxiter and not stop: det_transfer_matrixb = np.abs(np.linalg.det(transfer_matrix)) for j in range(B.shape[0]): _KNV0(B, ker_pole, transfer_matrix, j, poles) det_transfer_matrix = np.max((np.sqrt(np.spacing(1)), np.abs(np.linalg.det(transfer_matrix)))) cur_rtol = np.abs((det_transfer_matrix - det_transfer_matrixb) / det_transfer_matrix) if cur_rtol < rtol and det_transfer_matrix > np.sqrt(np.spacing(1)): # Convergence test from YT page 21 stop = True nb_try += 1 return stop, cur_rtol, nb_try def place_poles(A, B, poles, method="YT", rtol=1e-3, maxiter=30): """ Compute K such that eigenvalues (A - dot(B, K))=poles. K is the gain matrix such as the plant described by the linear system ``AX+BU`` will have its closed-loop poles, i.e the eigenvalues ``A - B*K``, as close as possible to those asked for in poles. SISO, MISO and MIMO systems are supported. Parameters ---------- A, B : ndarray State-space representation of linear system ``AX + BU``. poles : array_like Desired real poles and/or complex conjugates poles. Complex poles are only supported with ``method="YT"`` (default). method: {'YT', 'KNV0'}, optional Which method to choose to find the gain matrix K. One of: - 'YT': Yang Tits - 'KNV0': Kautsky, Nichols, Van Dooren update method 0 See References and Notes for details on the algorithms. rtol: float, optional After each iteration the determinant of the eigenvectors of ``A - B*K`` is compared to its previous value, when the relative error between these two values becomes lower than `rtol` the algorithm stops. Default is 1e-3. maxiter: int, optional Maximum number of iterations to compute the gain matrix. Default is 30. Returns ------- full_state_feedback : Bunch object full_state_feedback is composed of: gain_matrix : 1-D ndarray The closed loop matrix K such as the eigenvalues of ``A-BK`` are as close as possible to the requested poles. computed_poles : 1-D ndarray The poles corresponding to ``A-BK`` sorted as first the real poles in increasing order, then the complex congugates in lexicographic order. requested_poles : 1-D ndarray The poles the algorithm was asked to place sorted as above, they may differ from what was achieved. X : 2D ndarray The transfer matrix such as ``X * diag(poles) = (A - B*K)*X`` (see Notes) rtol : float The relative tolerance achieved on ``det(X)`` (see Notes). `rtol` will be NaN if the optimisation algorithms can not run, i.e when ``B.shape[1] == 1``, or 0 when the solution is unique. nb_iter : int The number of iterations performed before converging. `nb_iter` will be NaN if the optimisation algorithms can not run, i.e when ``B.shape[1] == 1``, or 0 when the solution is unique. Notes ----- The Tits and Yang (YT), [2]_ paper is an update of the original Kautsky et al. (KNV) paper [1]_. KNV relies on rank-1 updates to find the transfer matrix X such that ``X * diag(poles) = (A - B*K)*X``, whereas YT uses rank-2 updates. This yields on average more robust solutions (see [2]_ pp 21-22), furthermore the YT algorithm supports complex poles whereas KNV does not in its original version. Only update method 0 proposed by KNV has been implemented here, hence the name ``'KNV0'``. KNV extended to complex poles is used in Matlab's ``place`` function, YT is distributed under a non-free licence by Slicot under the name ``robpole``. It is unclear and undocumented how KNV0 has been extended to complex poles (Tits and Yang claim on page 14 of their paper that their method can not be used to extend KNV to complex poles), therefore only YT supports them in this implementation. As the solution to the problem of pole placement is not unique for MIMO systems, both methods start with a tentative transfer matrix which is altered in various way to increase its determinant. Both methods have been proven to converge to a stable solution, however depending on the way the initial transfer matrix is chosen they will converge to different solutions and therefore there is absolutely no guarantee that using ``'KNV0'`` will yield results similar to Matlab's or any other implementation of these algorithms. Using the default method ``'YT'`` should be fine in most cases; ``'KNV0'`` is only provided because it is needed by ``'YT'`` in some specific cases. Furthermore ``'YT'`` gives on average more robust results than ``'KNV0'`` when ``abs(det(X))`` is used as a robustness indicator. [2]_ is available as a technical report on the following URL: http://drum.lib.umd.edu/handle/1903/5598 References ---------- .. [1] J. Kautsky, N.K. Nichols and P. van Dooren, "Robust pole assignment in linear state feedback", International Journal of Control, Vol. 41 pp. 1129-1155, 1985. .. [2] A.L. Tits and Y. Yang, "Globally convergent algorithms for robust pole assignment by state feedback, IEEE Transactions on Automatic Control, Vol. 41, pp. 1432-1452, 1996. Examples -------- A simple example demonstrating real pole placement using both KNV and YT algorithms. This is example number 1 from section 4 of the reference KNV publication ([1]_): >>> from scipy import signal >>> import matplotlib.pyplot as plt >>> A = np.array([[ 1.380, -0.2077, 6.715, -5.676 ], ... [-0.5814, -4.290, 0, 0.6750 ], ... [ 1.067, 4.273, -6.654, 5.893 ], ... [ 0.0480, 4.273, 1.343, -2.104 ]]) >>> B = np.array([[ 0, 5.679 ], ... [ 1.136, 1.136 ], ... [ 0, 0, ], ... [-3.146, 0 ]]) >>> P = np.array([-0.2, -0.5, -5.0566, -8.6659]) Now compute K with KNV method 0, with the default YT method and with the YT method while forcing 100 iterations of the algorithm and print some results after each call. >>> fsf1 = signal.place_poles(A, B, P, method='KNV0') >>> fsf1.gain_matrix array([[ 0.20071427, -0.96665799, 0.24066128, -0.10279785], [ 0.50587268, 0.57779091, 0.51795763, -0.41991442]]) >>> fsf2 = signal.place_poles(A, B, P) # uses YT method >>> fsf2.computed_poles array([-8.6659, -5.0566, -0.5 , -0.2 ]) >>> fsf3 = signal.place_poles(A, B, P, rtol=-1, maxiter=100) >>> fsf3.X array([[ 0.52072442+0.j, -0.08409372+0.j, -0.56847937+0.j, 0.74823657+0.j], [-0.04977751+0.j, -0.80872954+0.j, 0.13566234+0.j, -0.29322906+0.j], [-0.82266932+0.j, -0.19168026+0.j, -0.56348322+0.j, -0.43815060+0.j], [ 0.22267347+0.j, 0.54967577+0.j, -0.58387806+0.j, -0.40271926+0.j]]) The absolute value of the determinant of X is a good indicator to check the robustness of the results, both ``'KNV0'`` and ``'YT'`` aim at maximizing it. Below a comparison of the robustness of the results above: >>> abs(np.linalg.det(fsf1.X)) < abs(np.linalg.det(fsf2.X)) True >>> abs(np.linalg.det(fsf2.X)) < abs(np.linalg.det(fsf3.X)) True Now a simple example for complex poles: >>> A = np.array([[ 0, 7/3., 0, 0 ], ... [ 0, 0, 0, 7/9. ], ... [ 0, 0, 0, 0 ], ... [ 0, 0, 0, 0 ]]) >>> B = np.array([[ 0, 0 ], ... [ 0, 0 ], ... [ 1, 0 ], ... [ 0, 1 ]]) >>> P = np.array([-3, -1, -2-1j, -2+1j]) / 3. >>> fsf = signal.place_poles(A, B, P, method='YT') We can plot the desired and computed poles in the complex plane: >>> t = np.linspace(0, 2*np.pi, 401) >>> plt.plot(np.cos(t), np.sin(t), 'k--') # unit circle >>> plt.plot(fsf.requested_poles.real, fsf.requested_poles.imag, ... 'wo', label='Desired') >>> plt.plot(fsf.computed_poles.real, fsf.computed_poles.imag, 'bx', ... label='Placed') >>> plt.grid() >>> plt.axis('image') >>> plt.axis([-1.1, 1.1, -1.1, 1.1]) >>> plt.legend(bbox_to_anchor=(1.05, 1), loc=2, numpoints=1) """ # Move away all the inputs checking, it only adds noise to the code update_loop, poles = _valid_inputs(A, B, poles, method, rtol, maxiter) # The current value of the relative tolerance we achieved cur_rtol = np.nan # The number of iterations needed before converging nb_iter = np.nan # Step A: QR decomposition of B page 1132 KN # to debug with numpy qr uncomment the line below # u, z = np.linalg.qr(B, mode="complete") u, z = s_qr(B, mode="full") rankB = np.linalg.matrix_rank(B) u0 = u[:, :rankB] u1 = u[:, rankB:] z = z[:rankB, :] # If the solution is unique if B.shape[0] == rankB: # if B is square and full rank there is only one solution # such as (A+BK)=diag(P) i.e BK=diag(P)-A # if B has as many lines as its rank (but not square) the solution # is the same as above using least squares # => use lstsq in both cases # for complex poles we use the following trick # # |a -b| has for eigenvalues a+b and a-b # |b a| # # |a+bi 0| has the obvious eigenvalues a+bi and a-bi # |0 a-bi| # # e.g solving the first one in R gives the solution # for the second one in C diag_poles = np.zeros(A.shape) idx = 0 while idx < poles.shape[0]: p = poles[idx] diag_poles[idx, idx] = np.real(p) if ~np.isreal(p): diag_poles[idx, idx+1] = -np.imag(p) diag_poles[idx+1, idx+1] = np.real(p) diag_poles[idx+1, idx] = np.imag(p) idx += 1 # skip next one idx += 1 gain_matrix = np.linalg.lstsq(B, diag_poles-A)[0] transfer_matrix = np.eye(A.shape[0]) cur_rtol = 0 nb_iter = 0 else: # step A (p1144 KNV) and begining of step F: decompose # dot(U1.T, A-P[i]*I).T and build our set of transfer_matrix vectors # in the same loop ker_pole = [] # flag to skip the conjugate of a complex pole skip_conjugate = False # select orthonormal base ker_pole for each Pole and vectors for # transfer_matrix for j in range(B.shape[0]): if skip_conjugate: skip_conjugate = False continue pole_space_j = np.dot(u1.T, A-poles[j]*np.eye(B.shape[0])).T # after QR Q=Q0|Q1 # only Q0 is used to reconstruct the qr'ed (dot Q, R) matrix. # Q1 is orthogonnal to Q0 and will be multiplied by the zeros in # R when using mode "complete". In default mode Q1 and the zeros # in R are not computed # To debug with numpy qr uncomment the line below # Q, _ = np.linalg.qr(pole_space_j, mode="complete") Q, _ = s_qr(pole_space_j, mode="full") ker_pole_j = Q[:, pole_space_j.shape[1]:] # We want to select one vector in ker_pole_j to build the transfer # matrix, however qr returns sometimes vectors with zeros on the same # line for each pole and this yields very long convergence times. # Or some other times a set of vectors, one with zero imaginary # part and one (or several) with imaginary parts. After trying # many ways to select the best possible one (eg ditch vectors # with zero imaginary part for complex poles) I ended up summing # all vectors in ker_pole_j, this solves 100% of the problems and is # still a valid choice for transfer_matrix. Indeed for complex poles # we are sure to have a non zero imaginary part that way, and the # problem of lines full of zeros in transfer_matrix is solved too as # when a vector from ker_pole_j has a zero the other one(s) # (when ker_pole_j.shape[1]>1) for sure won't have a zero there. transfer_matrix_j = np.sum(ker_pole_j, axis=1)[:, np.newaxis] transfer_matrix_j = (transfer_matrix_j / np.linalg.norm(transfer_matrix_j)) if ~np.isreal(poles[j]): # complex pole transfer_matrix_j = np.hstack([np.real(transfer_matrix_j), np.imag(transfer_matrix_j)]) ker_pole.extend([ker_pole_j, ker_pole_j]) # Skip next pole as it is the conjugate skip_conjugate = True else: # real pole, nothing to do ker_pole.append(ker_pole_j) if j == 0: transfer_matrix = transfer_matrix_j else: transfer_matrix = np.hstack((transfer_matrix, transfer_matrix_j)) if rankB > 1: # otherwise there is nothing we can optimize stop, cur_rtol, nb_iter = update_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol) if not stop and rtol > 0: # if rtol<=0 the user has probably done that on purpose, # don't annoy him err_msg = ( "Convergence was not reached after maxiter iterations.\n" "You asked for a relative tolerance of %f we got %f" % (rtol, cur_rtol) ) warnings.warn(err_msg) # reconstruct transfer_matrix to match complex conjugate pairs, # ie transfer_matrix_j/transfer_matrix_j+1 are # Re(Complex_pole), Im(Complex_pole) now and will be Re-Im/Re+Im after transfer_matrix = transfer_matrix.astype(complex) idx = 0 while idx < poles.shape[0]-1: if ~np.isreal(poles[idx]): rel = transfer_matrix[:, idx].copy() img = transfer_matrix[:, idx+1] # rel will be an array referencing a column of transfer_matrix # if we don't copy() it will changer after the next line and # and the line after will not yield the correct value transfer_matrix[:, idx] = rel-1j*img transfer_matrix[:, idx+1] = rel+1j*img idx += 1 # skip next one idx += 1 try: m = np.linalg.solve(transfer_matrix.T, np.dot(np.diag(poles), transfer_matrix.T)).T gain_matrix = np.linalg.solve(z, np.dot(u0.T, m-A)) except np.linalg.LinAlgError: raise ValueError("The poles you've chosen can't be placed. " "Check the controllability matrix and try " "another set of poles") # Beware: Kautsky solves A+BK but the usual form is A-BK gain_matrix = -gain_matrix # K still contains complex with ~=0j imaginary parts, get rid of them gain_matrix = np.real(gain_matrix) full_state_feedback = Bunch() full_state_feedback.gain_matrix = gain_matrix full_state_feedback.computed_poles = _order_complex_poles( np.linalg.eig(A - np.dot(B, gain_matrix))[0] ) full_state_feedback.requested_poles = poles full_state_feedback.X = transfer_matrix full_state_feedback.rtol = cur_rtol full_state_feedback.nb_iter = nb_iter return full_state_feedback
bsd-3-clause
mingwpy/scipy
scipy/stats/stats.py
18
169352
# Copyright (c) Gary Strangman. All rights reserved # # Disclaimer # # This software is provided "as-is". There are no expressed or implied # warranties of any kind, including, but not limited to, the warranties # of merchantability and fitness for a given application. In no event # shall Gary Strangman be liable for any direct, indirect, incidental, # special, exemplary or consequential damages (including, but not limited # to, loss of use, data or profits, or business interruption) however # caused and on any theory of liability, whether in contract, strict # liability or tort (including negligence or otherwise) arising in any way # out of the use of this software, even if advised of the possibility of # such damage. # # # Heavily adapted for use by SciPy 2002 by Travis Oliphant """ A collection of basic statistical functions for python. The function names appear below. Some scalar functions defined here are also available in the scipy.special package where they work on arbitrary sized arrays. Disclaimers: The function list is obviously incomplete and, worse, the functions are not optimized. All functions have been tested (some more so than others), but they are far from bulletproof. Thus, as with any free software, no warranty or guarantee is expressed or implied. :-) A few extra functions that don't appear in the list below can be found by interested treasure-hunters. These functions don't necessarily have both list and array versions but were deemed useful. Central Tendency ---------------- .. autosummary:: :toctree: generated/ gmean hmean mode Moments ------- .. autosummary:: :toctree: generated/ moment variation skew kurtosis normaltest Moments Handling NaN: .. autosummary:: :toctree: generated/ nanmean nanmedian nanstd Altered Versions ---------------- .. autosummary:: :toctree: generated/ tmean tvar tstd tsem describe Frequency Stats --------------- .. autosummary:: :toctree: generated/ itemfreq scoreatpercentile percentileofscore histogram cumfreq relfreq Variability ----------- .. autosummary:: :toctree: generated/ obrientransform signaltonoise sem Trimming Functions ------------------ .. autosummary:: :toctree: generated/ threshold trimboth trim1 Correlation Functions --------------------- .. autosummary:: :toctree: generated/ pearsonr fisher_exact spearmanr pointbiserialr kendalltau linregress theilslopes Inferential Stats ----------------- .. autosummary:: :toctree: generated/ ttest_1samp ttest_ind ttest_ind_from_stats ttest_rel chisquare power_divergence ks_2samp mannwhitneyu ranksums wilcoxon kruskal friedmanchisquare combine_pvalues Probability Calculations ------------------------ .. autosummary:: :toctree: generated/ chisqprob betai ANOVA Functions --------------- .. autosummary:: :toctree: generated/ f_oneway f_value Support Functions ----------------- .. autosummary:: :toctree: generated/ ss square_of_sums rankdata References ---------- .. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. """ from __future__ import division, print_function, absolute_import import warnings import math from collections import namedtuple from scipy._lib.six import xrange # Scipy imports. from scipy._lib.six import callable, string_types from numpy import array, asarray, ma, zeros import scipy.special as special import scipy.linalg as linalg import numpy as np from . import distributions from . import mstats_basic from ._distn_infrastructure import _lazywhere from ._stats_mstats_common import find_repeats, linregress, theilslopes from ._rank import rankdata, tiecorrect __all__ = ['find_repeats', 'gmean', 'hmean', 'mode', 'tmean', 'tvar', 'tmin', 'tmax', 'tstd', 'tsem', 'moment', 'variation', 'skew', 'kurtosis', 'describe', 'skewtest', 'kurtosistest', 'normaltest', 'jarque_bera', 'itemfreq', 'scoreatpercentile', 'percentileofscore', 'histogram', 'histogram2', 'cumfreq', 'relfreq', 'obrientransform', 'signaltonoise', 'sem', 'zmap', 'zscore', 'threshold', 'sigmaclip', 'trimboth', 'trim1', 'trim_mean', 'f_oneway', 'pearsonr', 'fisher_exact', 'spearmanr', 'pointbiserialr', 'kendalltau', 'linregress', 'theilslopes', 'ttest_1samp', 'ttest_ind', 'ttest_ind_from_stats', 'ttest_rel', 'kstest', 'chisquare', 'power_divergence', 'ks_2samp', 'mannwhitneyu', 'tiecorrect', 'ranksums', 'kruskal', 'friedmanchisquare', 'chisqprob', 'betai', 'f_value_wilks_lambda', 'f_value', 'f_value_multivariate', 'ss', 'square_of_sums', 'fastsort', 'rankdata', 'nanmean', 'nanstd', 'nanmedian', 'combine_pvalues', ] def _chk_asarray(a, axis): if axis is None: a = np.ravel(a) outaxis = 0 else: a = np.asarray(a) outaxis = axis if a.ndim == 0: a = np.atleast_1d(a) return a, outaxis def _chk2_asarray(a, b, axis): if axis is None: a = np.ravel(a) b = np.ravel(b) outaxis = 0 else: a = np.asarray(a) b = np.asarray(b) outaxis = axis if a.ndim == 0: a = np.atleast_1d(a) if b.ndim == 0: b = np.atleast_1d(b) return a, b, outaxis def _contains_nan(a, nan_policy='propagate'): if nan_policy not in ('propagate', 'raise', 'omit'): raise ValueError("nan_policy must be either 'propagate', 'raise', or " "'ignore'") try: # Calling np.sum to avoid creating a huge array into memory # e.g. np.isnan(a).any() with np.errstate(invalid='ignore'): contains_nan = np.isnan(np.sum(a)) except TypeError: # If the check cannot be properly performed we fallback to omiting # nan values and raising a warning. This can happen when attempting to # sum things that are not numbers (e.g. as in the function `mode`). contains_nan = False nan_policy = 'omit' warnings.warn("The input array could not be properly checked for nan " "values. nan values will be ignored.", RuntimeWarning) if contains_nan and nan_policy == 'raise': raise ValueError("The input contains nan values") return (contains_nan, nan_policy) ####### # NAN friendly functions ######## @np.deprecate(message="scipy.stats.nanmean is deprecated in scipy 0.15.0 " "in favour of numpy.nanmean.") def nanmean(x, axis=0): """ Compute the mean over the given axis ignoring nans. Parameters ---------- x : ndarray Input array. axis : int or None, optional Axis along which the mean is computed. Default is 0. If None, compute over the whole array `x`. Returns ------- m : float The mean of `x`, ignoring nans. See Also -------- nanstd, nanmedian Examples -------- >>> from scipy import stats >>> a = np.linspace(0, 4, 3) >>> a array([ 0., 2., 4.]) >>> a[-1] = np.nan >>> stats.nanmean(a) 1.0 """ x, axis = _chk_asarray(x, axis) x = x.copy() Norig = x.shape[axis] mask = np.isnan(x) factor = 1.0 - np.sum(mask, axis) / Norig x[mask] = 0.0 return np.mean(x, axis) / factor @np.deprecate(message="scipy.stats.nanstd is deprecated in scipy 0.15 " "in favour of numpy.nanstd.\nNote that numpy.nanstd " "has a different signature.") def nanstd(x, axis=0, bias=False): """ Compute the standard deviation over the given axis, ignoring nans. Parameters ---------- x : array_like Input array. axis : int or None, optional Axis along which the standard deviation is computed. Default is 0. If None, compute over the whole array `x`. bias : bool, optional If True, the biased (normalized by N) definition is used. If False (default), the unbiased definition is used. Returns ------- s : float The standard deviation. See Also -------- nanmean, nanmedian Examples -------- >>> from scipy import stats >>> a = np.arange(10, dtype=float) >>> a[1:3] = np.nan >>> np.std(a) nan >>> stats.nanstd(a) 2.9154759474226504 >>> stats.nanstd(a.reshape(2, 5), axis=1) array([ 2.0817, 1.5811]) >>> stats.nanstd(a.reshape(2, 5), axis=None) 2.9154759474226504 """ x, axis = _chk_asarray(x, axis) x = x.copy() Norig = x.shape[axis] mask = np.isnan(x) Nnan = np.sum(mask, axis) * 1.0 n = Norig - Nnan x[mask] = 0.0 m1 = np.sum(x, axis) / n if axis: d = x - np.expand_dims(m1, axis) else: d = x - m1 d *= d m2 = np.sum(d, axis) - m1 * m1 * Nnan if bias: m2c = m2 / n else: m2c = m2 / (n - 1.0) return np.sqrt(m2c) def _nanmedian(arr1d): # This only works on 1d arrays """Private function for rank a arrays. Compute the median ignoring Nan. Parameters ---------- arr1d : ndarray Input array, of rank 1. Results ------- m : float The median. """ x = arr1d.copy() c = np.isnan(x) s = np.where(c)[0] if s.size == x.size: warnings.warn("All-NaN slice encountered", RuntimeWarning) return np.nan elif s.size != 0: # select non-nans at end of array enonan = x[-s.size:][~c[-s.size:]] # fill nans in beginning of array with non-nans of end x[s[:enonan.size]] = enonan # slice nans away x = x[:-s.size] return np.median(x, overwrite_input=True) @np.deprecate(message="scipy.stats.nanmedian is deprecated in scipy 0.15 " "in favour of numpy.nanmedian.") def nanmedian(x, axis=0): """ Compute the median along the given axis ignoring nan values. Parameters ---------- x : array_like Input array. axis : int or None, optional Axis along which the median is computed. Default is 0. If None, compute over the whole array `x`. Returns ------- m : float The median of `x` along `axis`. See Also -------- nanstd, nanmean, numpy.nanmedian Examples -------- >>> from scipy import stats >>> a = np.array([0, 3, 1, 5, 5, np.nan]) >>> stats.nanmedian(a) array(3.0) >>> b = np.array([0, 3, 1, 5, 5, np.nan, 5]) >>> stats.nanmedian(b) array(4.0) Example with axis: >>> c = np.arange(30.).reshape(5,6) >>> idx = np.array([False, False, False, True, False] * 6).reshape(5,6) >>> c[idx] = np.nan >>> c array([[ 0., 1., 2., nan, 4., 5.], [ 6., 7., nan, 9., 10., 11.], [ 12., nan, 14., 15., 16., 17.], [ nan, 19., 20., 21., 22., nan], [ 24., 25., 26., 27., nan, 29.]]) >>> stats.nanmedian(c, axis=1) array([ 2. , 9. , 15. , 20.5, 26. ]) """ x, axis = _chk_asarray(x, axis) if x.ndim == 0: return float(x.item()) if hasattr(np, 'nanmedian'): # numpy 1.9 faster for some cases return np.nanmedian(x, axis) x = np.apply_along_axis(_nanmedian, axis, x) if x.ndim == 0: x = float(x.item()) return x ##################################### # CENTRAL TENDENCY # ##################################### def gmean(a, axis=0, dtype=None): """ Compute the geometric mean along the specified axis. Returns the geometric average of the array elements. That is: n-th root of (x1 * x2 * ... * xn) Parameters ---------- a : array_like Input array or object that can be converted to an array. axis : int or None, optional Axis along which the geometric mean is computed. Default is 0. If None, compute over the whole array `a`. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specified, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns ------- gmean : ndarray see dtype parameter above See Also -------- numpy.mean : Arithmetic average numpy.average : Weighted average hmean : Harmonic mean Notes ----- The geometric average is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. float64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-finite values in the input or that arise in the calculations such as Not a Number and infinity because masked arrays automatically mask any non-finite values. """ if not isinstance(a, np.ndarray): # if not an ndarray object attempt to convert it log_a = np.log(np.array(a, dtype=dtype)) elif dtype: # Must change the default dtype allowing array type if isinstance(a, np.ma.MaskedArray): log_a = np.log(np.ma.asarray(a, dtype=dtype)) else: log_a = np.log(np.asarray(a, dtype=dtype)) else: log_a = np.log(a) return np.exp(log_a.mean(axis=axis)) def hmean(a, axis=0, dtype=None): """ Calculates the harmonic mean along the specified axis. That is: n / (1/x1 + 1/x2 + ... + 1/xn) Parameters ---------- a : array_like Input array, masked array or object that can be converted to an array. axis : int or None, optional Axis along which the harmonic mean is computed. Default is 0. If None, compute over the whole array `a`. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If `dtype` is not specified, it defaults to the dtype of `a`, unless `a` has an integer `dtype` with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns ------- hmean : ndarray see `dtype` parameter above See Also -------- numpy.mean : Arithmetic average numpy.average : Weighted average gmean : Geometric mean Notes ----- The harmonic mean is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. float64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-finite values in the input or that arise in the calculations such as Not a Number and infinity. """ if not isinstance(a, np.ndarray): a = np.array(a, dtype=dtype) if np.all(a > 0): # Harmonic mean only defined if greater than zero if isinstance(a, np.ma.MaskedArray): size = a.count(axis) else: if axis is None: a = a.ravel() size = a.shape[0] else: size = a.shape[axis] return size / np.sum(1.0/a, axis=axis, dtype=dtype) else: raise ValueError("Harmonic mean only defined if all elements greater than zero") def mode(a, axis=0, nan_policy='propagate'): """ Returns an array of the modal (most common) value in the passed array. If there is more than one such value, only the first is returned. The bin-count for the modal bins is also returned. Parameters ---------- a : array_like n-dimensional array of which to find mode(s). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- mode : ndarray Array of modal values. count : ndarray Array of counts for each mode. Examples -------- >>> a = np.array([[6, 8, 3, 0], ... [3, 2, 1, 7], ... [8, 1, 8, 4], ... [5, 3, 0, 5], ... [4, 7, 5, 9]]) >>> from scipy import stats >>> stats.mode(a) (array([[3, 1, 0, 0]]), array([[1, 1, 1, 1]])) To get mode of whole array, specify ``axis=None``: >>> stats.mode(a, axis=None) (array([3]), array([3])) """ a, axis = _chk_asarray(a, axis) if a.size == 0: return np.array([]), np.array([]) contains_nan, nan_policy = _contains_nan(a, nan_policy) ModeResult = namedtuple('ModeResult', ('mode', 'count')) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.mode(a, axis) scores = np.unique(np.ravel(a)) # get ALL unique values testshape = list(a.shape) testshape[axis] = 1 oldmostfreq = np.zeros(testshape, dtype=a.dtype) oldcounts = np.zeros(testshape, dtype=int) for score in scores: template = (a == score) counts = np.expand_dims(np.sum(template, axis), axis) mostfrequent = np.where(counts > oldcounts, score, oldmostfreq) oldcounts = np.maximum(counts, oldcounts) oldmostfreq = mostfrequent ModeResult = namedtuple('ModeResult', ('mode', 'count')) return ModeResult(mostfrequent, oldcounts) def _mask_to_limits(a, limits, inclusive): """Mask an array for values outside of given limits. This is primarily a utility function. Parameters ---------- a : array limits : (float or None, float or None) A tuple consisting of the (lower limit, upper limit). Values in the input array less than the lower limit or greater than the upper limit will be masked out. None implies no limit. inclusive : (bool, bool) A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to lower or upper are allowed. Returns ------- A MaskedArray. Raises ------ A ValueError if there are no values within the given limits. """ lower_limit, upper_limit = limits lower_include, upper_include = inclusive am = ma.MaskedArray(a) if lower_limit is not None: if lower_include: am = ma.masked_less(am, lower_limit) else: am = ma.masked_less_equal(am, lower_limit) if upper_limit is not None: if upper_include: am = ma.masked_greater(am, upper_limit) else: am = ma.masked_greater_equal(am, upper_limit) if am.count() == 0: raise ValueError("No array values within given limits") return am def tmean(a, limits=None, inclusive=(True, True), axis=None): """ Compute the trimmed mean. This function finds the arithmetic mean of given values, ignoring values outside the given `limits`. Parameters ---------- a : array_like Array of values. limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None (default), then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to compute test. Default is None. Returns ------- tmean : float See also -------- trim_mean : returns mean after trimming a proportion from both tails. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tmean(x) 9.5 >>> stats.tmean(x, (3,17)) 10.0 """ a = asarray(a) if limits is None: return np.mean(a, None) am = _mask_to_limits(a.ravel(), limits, inclusive) return am.mean(axis=axis) def tvar(a, limits=None, inclusive=(True, True), axis=0, ddof=1): """ Compute the trimmed variance This function computes the sample variance of an array of values, while ignoring values which are outside of given `limits`. Parameters ---------- a : array_like Array of values. limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom. Default is 1. Returns ------- tvar : float Trimmed variance. Notes ----- `tvar` computes the unbiased sample variance, i.e. it uses a correction factor ``n / (n - 1)``. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tvar(x) 35.0 >>> stats.tvar(x, (3,17)) 20.0 """ a = asarray(a) a = a.astype(float).ravel() if limits is None: n = len(a) return a.var() * n/(n-1.) am = _mask_to_limits(a, limits, inclusive) return np.ma.var(am, ddof=ddof, axis=axis) def tmin(a, lowerlimit=None, axis=0, inclusive=True, nan_policy='propagate'): """ Compute the trimmed minimum This function finds the miminum value of an array `a` along the specified axis, but only considering values greater than a specified lower limit. Parameters ---------- a : array_like array of values lowerlimit : None or float, optional Values in the input array less than the given limit will be ignored. When lowerlimit is None, then all values are used. The default value is None. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. inclusive : {True, False}, optional This flag determines whether values exactly equal to the lower limit are included. The default value is True. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- tmin : float, int or ndarray Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tmin(x) 0 >>> stats.tmin(x, 13) 13 >>> stats.tmin(x, 13, inclusive=False) 14 """ a, axis = _chk_asarray(a, axis) am = _mask_to_limits(a, (lowerlimit, None), (inclusive, False)) contains_nan, nan_policy = _contains_nan(am, nan_policy) if contains_nan and nan_policy == 'omit': am = ma.masked_invalid(am) res = ma.minimum.reduce(am, axis).data if res.ndim == 0: return res[()] return res def tmax(a, upperlimit=None, axis=0, inclusive=True, nan_policy='propagate'): """ Compute the trimmed maximum This function computes the maximum value of an array along a given axis, while ignoring values larger than a specified upper limit. Parameters ---------- a : array_like array of values upperlimit : None or float, optional Values in the input array greater than the given limit will be ignored. When upperlimit is None, then all values are used. The default value is None. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. inclusive : {True, False}, optional This flag determines whether values exactly equal to the upper limit are included. The default value is True. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- tmax : float, int or ndarray Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tmax(x) 19 >>> stats.tmax(x, 13) 13 >>> stats.tmax(x, 13, inclusive=False) 12 """ a, axis = _chk_asarray(a, axis) am = _mask_to_limits(a, (None, upperlimit), (False, inclusive)) contains_nan, nan_policy = _contains_nan(am, nan_policy) if contains_nan and nan_policy == 'omit': am = ma.masked_invalid(am) res = ma.maximum.reduce(am, axis).data if res.ndim == 0: return res[()] return res def tstd(a, limits=None, inclusive=(True, True), axis=0, ddof=1): """ Compute the trimmed sample standard deviation This function finds the sample standard deviation of given values, ignoring values outside the given `limits`. Parameters ---------- a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom. Default is 1. Returns ------- tstd : float Notes ----- `tstd` computes the unbiased sample standard deviation, i.e. it uses a correction factor ``n / (n - 1)``. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tstd(x) 5.9160797830996161 >>> stats.tstd(x, (3,17)) 4.4721359549995796 """ return np.sqrt(tvar(a, limits, inclusive, axis, ddof)) def tsem(a, limits=None, inclusive=(True, True), axis=0, ddof=1): """ Compute the trimmed standard error of the mean. This function finds the standard error of the mean for given values, ignoring values outside the given `limits`. Parameters ---------- a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower flag, upper flag). These flags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom. Default is 1. Returns ------- tsem : float Notes ----- `tsem` uses unbiased sample standard deviation, i.e. it uses a correction factor ``n / (n - 1)``. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.tsem(x) 1.3228756555322954 >>> stats.tsem(x, (3,17)) 1.1547005383792515 """ a = np.asarray(a).ravel() if limits is None: return a.std(ddof=ddof) / np.sqrt(a.size) am = _mask_to_limits(a, limits, inclusive) sd = np.sqrt(np.ma.var(am, ddof=ddof, axis=axis)) return sd / np.sqrt(am.count()) ##################################### # MOMENTS # ##################################### def moment(a, moment=1, axis=0, nan_policy='propagate'): """ Calculates the nth moment about the mean for a sample. A moment is a specific quantitative measure of the shape of a set of points. It is often used to calculate coefficients of skewness and kurtosis due to its close relationship with them. Parameters ---------- a : array_like data moment : int or array_like of ints, optional order of central moment that is returned. Default is 1. axis : int or None, optional Axis along which the central moment is computed. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- n-th central moment : ndarray or float The appropriate moment along the given axis or over all values if axis is None. The denominator for the moment calculation is the number of observations, no degrees of freedom correction is done. See also -------- kurtosis, skew, describe Notes ----- The k-th central moment of a data sample is: .. math:: m_k = \frac{1}{n} \sum_{i = 1}^n (x_i - \bar{x})^k Where n is the number of samples and x-bar is the mean. This function uses exponentiation by squares [1]_ for efficiency. References ---------- .. [1] http://eli.thegreenplace.net/2009/03/21/efficient-integer-exponentiation-algorithms """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.moment(a, moment, axis) if contains_nan and nan_policy == 'propagate': return np.nan if a.size == 0: # empty array, return nan(s) with shape matching `moment` if np.isscalar(moment): return np.nan else: return np.ones(np.asarray(moment).shape, dtype=np.float64) * np.nan # for array_like moment input, return a value for each. if not np.isscalar(moment): mmnt = [_moment(a, i, axis) for i in moment] return np.array(mmnt) else: return _moment(a, moment, axis) def _moment(a, moment, axis): if np.abs(moment - np.round(moment)) > 0: raise ValueError("All moment parameters must be integers") if moment == 0: # When moment equals 0, the result is 1, by definition. shape = list(a.shape) del shape[axis] if shape: # return an actual array of the appropriate shape return np.ones(shape, dtype=float) else: # the input was 1D, so return a scalar instead of a rank-0 array return 1.0 elif moment == 1: # By definition the first moment about the mean is 0. shape = list(a.shape) del shape[axis] if shape: # return an actual array of the appropriate shape return np.zeros(shape, dtype=float) else: # the input was 1D, so return a scalar instead of a rank-0 array return np.float64(0.0) else: # Exponentiation by squares: form exponent sequence n_list = [moment] current_n = moment while current_n > 2: if current_n % 2: current_n = (current_n-1)/2 else: current_n /= 2 n_list.append(current_n) # Starting point for exponentiation by squares a_zero_mean = a - np.expand_dims(np.mean(a, axis), axis) if n_list[-1] == 1: s = a_zero_mean.copy() else: s = a_zero_mean**2 # Perform multiplications for n in n_list[-2::-1]: s = s**2 if n % 2: s *= a_zero_mean return np.mean(s, axis) def variation(a, axis=0, nan_policy='propagate'): """ Computes the coefficient of variation, the ratio of the biased standard deviation to the mean. Parameters ---------- a : array_like Input array. axis : int or None, optional Axis along which to calculate the coefficient of variation. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- variation : ndarray The calculated variation along the requested axis. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.variation(a, axis) if contains_nan and nan_policy == 'propagate': return np.nan return a.std(axis) / a.mean(axis) def skew(a, axis=0, bias=True, nan_policy='propagate'): """ Computes the skewness of a data set. For normally distributed data, the skewness should be about 0. A skewness value > 0 means that there is more weight in the left tail of the distribution. The function `skewtest` can be used to determine if the skewness value is close enough to 0, statistically speaking. Parameters ---------- a : ndarray data axis : int or None, optional Axis along which skewness is calculated. Default is 0. If None, compute over the whole array `a`. bias : bool, optional If False, then the calculations are corrected for statistical bias. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- skewness : ndarray The skewness of values along an axis, returning 0 where all values are equal. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. Section 2.2.24.1 """ a, axis = _chk_asarray(a, axis) n = a.shape[axis] contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.skew(a, axis, bias) if contains_nan and nan_policy == 'propagate': return np.nan m2 = moment(a, 2, axis) m3 = moment(a, 3, axis) zero = (m2 == 0) vals = _lazywhere(~zero, (m2, m3), lambda m2, m3: m3 / m2**1.5, 0.) if not bias: can_correct = (n > 2) & (m2 > 0) if can_correct.any(): m2 = np.extract(can_correct, m2) m3 = np.extract(can_correct, m3) nval = np.sqrt((n-1.0)*n) / (n-2.0) * m3/m2**1.5 np.place(vals, can_correct, nval) if vals.ndim == 0: return vals.item() return vals def kurtosis(a, axis=0, fisher=True, bias=True, nan_policy='propagate'): """ Computes the kurtosis (Fisher or Pearson) of a dataset. Kurtosis is the fourth central moment divided by the square of the variance. If Fisher's definition is used, then 3.0 is subtracted from the result to give 0.0 for a normal distribution. If bias is False then the kurtosis is calculated using k statistics to eliminate bias coming from biased moment estimators Use `kurtosistest` to see if result is close enough to normal. Parameters ---------- a : array data for which the kurtosis is calculated axis : int or None, optional Axis along which the kurtosis is calculated. Default is 0. If None, compute over the whole array `a`. fisher : bool, optional If True, Fisher's definition is used (normal ==> 0.0). If False, Pearson's definition is used (normal ==> 3.0). bias : bool, optional If False, then the calculations are corrected for statistical bias. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- kurtosis : array The kurtosis of values along an axis. If all values are equal, return -3 for Fisher's definition and 0 for Pearson's definition. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.kurtosis(a, axis, fisher, bias) if contains_nan and nan_policy == 'propagate': return np.nan n = a.shape[axis] m2 = moment(a, 2, axis) m4 = moment(a, 4, axis) zero = (m2 == 0) olderr = np.seterr(all='ignore') try: vals = np.where(zero, 0, m4 / m2**2.0) finally: np.seterr(**olderr) if not bias: can_correct = (n > 3) & (m2 > 0) if can_correct.any(): m2 = np.extract(can_correct, m2) m4 = np.extract(can_correct, m4) nval = 1.0/(n-2)/(n-3) * ((n**2-1.0)*m4/m2**2.0 - 3*(n-1)**2.0) np.place(vals, can_correct, nval + 3.0) if vals.ndim == 0: vals = vals.item() # array scalar if fisher: return vals - 3 else: return vals def describe(a, axis=0, ddof=1, bias=True, nan_policy='propagate'): """ Computes several descriptive statistics of the passed array. Parameters ---------- a : array_like Input data. axis : int or None, optional Axis along which statistics are calculated. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees of freedom (only for variance). Default is 1. bias : bool, optional If False, then the skewness and kurtosis calculations are corrected for statistical bias. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- nobs : int Number of observations (length of data along `axis`). minmax: tuple of ndarrays or floats Minimum and maximum value of data array. mean : ndarray or float Arithmetic mean of data along axis. variance : ndarray or float Unbiased variance of the data along axis, denominator is number of observations minus one. skewness : ndarray or float Skewness, based on moment calculations with denominator equal to the number of observations, i.e. no degrees of freedom correction. kurtosis : ndarray or float Kurtosis (Fisher). The kurtosis is normalized so that it is zero for the normal distribution. No degrees of freedom are used. See Also -------- skew, kurtosis Examples -------- >>> from scipy import stats >>> a = np.arange(10) >>> stats.describe(a) DescribeResult(nobs=10, minmax=(0, 9), mean=4.5, variance=9.1666666666666661, skewness=0.0, kurtosis=-1.2242424242424244) >>> b = [[1, 2], [3, 4]] >>> stats.describe(b) DescribeResult(nobs=2, minmax=(array([1, 2]), array([3, 4])), mean=array([ 2., 3.]), variance=array([ 2., 2.]), skewness=array([ 0., 0.]), kurtosis=array([-2., -2.])) """ a, axis = _chk_asarray(a, axis) # Return namedtuple for clarity DescribeResult = namedtuple('DescribeResult', ('nobs', 'minmax', 'mean', 'variance', 'skewness', 'kurtosis')) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.describe(a, axis, ddof, bias) if contains_nan and nan_policy == 'propagate': res = np.zeros(6) * np.nan return DescribeResult(*res) if a.size == 0: raise ValueError("The input must not be empty.") n = a.shape[axis] mm = (np.min(a, axis=axis), np.max(a, axis=axis)) m = np.mean(a, axis=axis) v = np.var(a, axis=axis, ddof=ddof) sk = skew(a, axis, bias=bias) kurt = kurtosis(a, axis, bias=bias) return DescribeResult(n, mm, m, v, sk, kurt) ##################################### # NORMALITY TESTS # ##################################### def skewtest(a, axis=0, nan_policy='propagate'): """ Tests whether the skew is different from the normal distribution. This function tests the null hypothesis that the skewness of the population that the sample was drawn from is the same as that of a corresponding normal distribution. Parameters ---------- a : array The data to be tested axis : int or None, optional Axis along which statistics are calculated. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float The computed z-score for this test. pvalue : float a 2-sided p-value for the hypothesis test Notes ----- The sample size must be at least 8. """ a, axis = _chk_asarray(a, axis) SkewtestResult = namedtuple('SkewtestResult', ('statistic', 'pvalue')) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.skewtest(a, axis) if contains_nan and nan_policy == 'propagate': return SkewtestResult(np.nan, np.nan) if axis is None: a = np.ravel(a) axis = 0 b2 = skew(a, axis) n = float(a.shape[axis]) if n < 8: raise ValueError( "skewtest is not valid with less than 8 samples; %i samples" " were given." % int(n)) y = b2 * math.sqrt(((n + 1) * (n + 3)) / (6.0 * (n - 2))) beta2 = (3.0 * (n**2 + 27*n - 70) * (n+1) * (n+3) / ((n-2.0) * (n+5) * (n+7) * (n+9))) W2 = -1 + math.sqrt(2 * (beta2 - 1)) delta = 1 / math.sqrt(0.5 * math.log(W2)) alpha = math.sqrt(2.0 / (W2 - 1)) y = np.where(y == 0, 1, y) Z = delta * np.log(y / alpha + np.sqrt((y / alpha)**2 + 1)) return SkewtestResult(Z, 2 * distributions.norm.sf(np.abs(Z))) def kurtosistest(a, axis=0, nan_policy='propagate'): """ Tests whether a dataset has normal kurtosis This function tests the null hypothesis that the kurtosis of the population from which the sample was drawn is that of the normal distribution: ``kurtosis = 3(n-1)/(n+1)``. Parameters ---------- a : array array of the sample data axis : int or None, optional Axis along which to compute test. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float The computed z-score for this test. pvalue : float The 2-sided p-value for the hypothesis test Notes ----- Valid only for n>20. The Z-score is set to 0 for bad entries. """ a, axis = _chk_asarray(a, axis) KurtosistestResult = namedtuple('KurtosistestResult', ('statistic', 'pvalue')) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.kurtosistest(a, axis) if contains_nan and nan_policy == 'propagate': return KurtosistestResult(np.nan, np.nan) n = float(a.shape[axis]) if n < 5: raise ValueError( "kurtosistest requires at least 5 observations; %i observations" " were given." % int(n)) if n < 20: warnings.warn("kurtosistest only valid for n>=20 ... continuing " "anyway, n=%i" % int(n)) b2 = kurtosis(a, axis, fisher=False) E = 3.0*(n-1) / (n+1) varb2 = 24.0*n*(n-2)*(n-3) / ((n+1)*(n+1.)*(n+3)*(n+5)) x = (b2-E) / np.sqrt(varb2) sqrtbeta1 = 6.0*(n*n-5*n+2)/((n+7)*(n+9)) * np.sqrt((6.0*(n+3)*(n+5)) / (n*(n-2)*(n-3))) A = 6.0 + 8.0/sqrtbeta1 * (2.0/sqrtbeta1 + np.sqrt(1+4.0/(sqrtbeta1**2))) term1 = 1 - 2/(9.0*A) denom = 1 + x*np.sqrt(2/(A-4.0)) denom = np.where(denom < 0, 99, denom) term2 = np.where(denom < 0, term1, np.power((1-2.0/A)/denom, 1/3.0)) Z = (term1 - term2) / np.sqrt(2/(9.0*A)) Z = np.where(denom == 99, 0, Z) if Z.ndim == 0: Z = Z[()] # zprob uses upper tail, so Z needs to be positive return KurtosistestResult(Z, 2 * distributions.norm.sf(np.abs(Z))) def normaltest(a, axis=0, nan_policy='propagate'): """ Tests whether a sample differs from a normal distribution. This function tests the null hypothesis that a sample comes from a normal distribution. It is based on D'Agostino and Pearson's [1]_, [2]_ test that combines skew and kurtosis to produce an omnibus test of normality. Parameters ---------- a : array_like The array containing the data to be tested. axis : int or None, optional Axis along which to compute test. Default is 0. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array ``s^2 + k^2``, where ``s`` is the z-score returned by `skewtest` and ``k`` is the z-score returned by `kurtosistest`. pvalue : float or array A 2-sided chi squared probability for the hypothesis test. References ---------- .. [1] D'Agostino, R. B. (1971), "An omnibus test of normality for moderate and large sample size," Biometrika, 58, 341-348 .. [2] D'Agostino, R. and Pearson, E. S. (1973), "Testing for departures from normality," Biometrika, 60, 613-622 """ a, axis = _chk_asarray(a, axis) NormaltestResult = namedtuple('NormaltestResult', ('statistic', 'pvalue')) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.normaltest(a, axis) if contains_nan and nan_policy == 'propagate': return NormaltestResult(np.nan, np.nan) s, _ = skewtest(a, axis) k, _ = kurtosistest(a, axis) k2 = s*s + k*k return NormaltestResult(k2, distributions.chi2.sf(k2, 2)) def jarque_bera(x): """ Perform the Jarque-Bera goodness of fit test on sample data. The Jarque-Bera test tests whether the sample data has the skewness and kurtosis matching a normal distribution. Note that this test only works for a large enough number of data samples (>2000) as the test statistic asymptotically has a Chi-squared distribution with 2 degrees of freedom. Parameters ---------- x : array_like Observations of a random variable. Returns ------- jb_value : float The test statistic. p : float The p-value for the hypothesis test. References ---------- .. [1] Jarque, C. and Bera, A. (1980) "Efficient tests for normality, homoscedasticity and serial independence of regression residuals", 6 Econometric Letters 255-259. Examples -------- >>> from scipy import stats >>> np.random.seed(987654321) >>> x = np.random.normal(0, 1, 100000) >>> y = np.random.rayleigh(1, 100000) >>> stats.jarque_bera(x) (4.7165707989581342, 0.09458225503041906) >>> stats.jarque_bera(y) (6713.7098548143422, 0.0) """ x = np.asarray(x) n = float(x.size) if n == 0: raise ValueError('At least one observation is required.') mu = x.mean() diffx = x - mu skewness = (1 / n * np.sum(diffx**3)) / (1 / n * np.sum(diffx**2))**(3 / 2.) kurtosis = (1 / n * np.sum(diffx**4)) / (1 / n * np.sum(diffx**2))**2 jb_value = n / 6 * (skewness**2 + (kurtosis - 3)**2 / 4) p = 1 - distributions.chi2.cdf(jb_value, 2) return jb_value, p ##################################### # FREQUENCY FUNCTIONS # ##################################### def itemfreq(a): """ Returns a 2-D array of item frequencies. Parameters ---------- a : (N,) array_like Input array. Returns ------- itemfreq : (K, 2) ndarray A 2-D frequency table. Column 1 contains sorted, unique values from `a`, column 2 contains their respective counts. Examples -------- >>> from scipy import stats >>> a = np.array([1, 1, 5, 0, 1, 2, 2, 0, 1, 4]) >>> stats.itemfreq(a) array([[ 0., 2.], [ 1., 4.], [ 2., 2.], [ 4., 1.], [ 5., 1.]]) >>> np.bincount(a) array([2, 4, 2, 0, 1, 1]) >>> stats.itemfreq(a/10.) array([[ 0. , 2. ], [ 0.1, 4. ], [ 0.2, 2. ], [ 0.4, 1. ], [ 0.5, 1. ]]) """ items, inv = np.unique(a, return_inverse=True) freq = np.bincount(inv) return np.array([items, freq]).T def scoreatpercentile(a, per, limit=(), interpolation_method='fraction', axis=None): """ Calculate the score at a given percentile of the input sequence. For example, the score at `per=50` is the median. If the desired quantile lies between two data points, we interpolate between them, according to the value of `interpolation`. If the parameter `limit` is provided, it should be a tuple (lower, upper) of two values. Parameters ---------- a : array_like A 1-D array of values from which to extract score. per : array_like Percentile(s) at which to extract score. Values should be in range [0,100]. limit : tuple, optional Tuple of two scalars, the lower and upper limits within which to compute the percentile. Values of `a` outside this (closed) interval will be ignored. interpolation_method : {'fraction', 'lower', 'higher'}, optional This optional parameter specifies the interpolation method to use, when the desired quantile lies between two data points `i` and `j` - fraction: ``i + (j - i) * fraction`` where ``fraction`` is the fractional part of the index surrounded by ``i`` and ``j``. - lower: ``i``. - higher: ``j``. axis : int, optional Axis along which the percentiles are computed. Default is None. If None, compute over the whole array `a`. Returns ------- score : float or ndarray Score at percentile(s). See Also -------- percentileofscore, numpy.percentile Notes ----- This function will become obsolete in the future. For Numpy 1.9 and higher, `numpy.percentile` provides all the functionality that `scoreatpercentile` provides. And it's significantly faster. Therefore it's recommended to use `numpy.percentile` for users that have numpy >= 1.9. Examples -------- >>> from scipy import stats >>> a = np.arange(100) >>> stats.scoreatpercentile(a, 50) 49.5 """ # adapted from NumPy's percentile function. When we require numpy >= 1.8, # the implementation of this function can be replaced by np.percentile. a = np.asarray(a) if a.size == 0: # empty array, return nan(s) with shape matching `per` if np.isscalar(per): return np.nan else: return np.ones(np.asarray(per).shape, dtype=np.float64) * np.nan if limit: a = a[(limit[0] <= a) & (a <= limit[1])] sorted = np.sort(a, axis=axis) if axis is None: axis = 0 return _compute_qth_percentile(sorted, per, interpolation_method, axis) # handle sequence of per's without calling sort multiple times def _compute_qth_percentile(sorted, per, interpolation_method, axis): if not np.isscalar(per): score = [_compute_qth_percentile(sorted, i, interpolation_method, axis) for i in per] return np.array(score) if (per < 0) or (per > 100): raise ValueError("percentile must be in the range [0, 100]") indexer = [slice(None)] * sorted.ndim idx = per / 100. * (sorted.shape[axis] - 1) if int(idx) != idx: # round fractional indices according to interpolation method if interpolation_method == 'lower': idx = int(np.floor(idx)) elif interpolation_method == 'higher': idx = int(np.ceil(idx)) elif interpolation_method == 'fraction': pass # keep idx as fraction and interpolate else: raise ValueError("interpolation_method can only be 'fraction', " "'lower' or 'higher'") i = int(idx) if i == idx: indexer[axis] = slice(i, i + 1) weights = array(1) sumval = 1.0 else: indexer[axis] = slice(i, i + 2) j = i + 1 weights = array([(j - idx), (idx - i)], float) wshape = [1] * sorted.ndim wshape[axis] = 2 weights.shape = wshape sumval = weights.sum() # Use np.add.reduce (== np.sum but a little faster) to coerce data type return np.add.reduce(sorted[indexer] * weights, axis=axis) / sumval def percentileofscore(a, score, kind='rank'): """ The percentile rank of a score relative to a list of scores. A `percentileofscore` of, for example, 80% means that 80% of the scores in `a` are below the given score. In the case of gaps or ties, the exact definition depends on the optional keyword, `kind`. Parameters ---------- a : array_like Array of scores to which `score` is compared. score : int or float Score that is compared to the elements in `a`. kind : {'rank', 'weak', 'strict', 'mean'}, optional This optional parameter specifies the interpretation of the resulting score: - "rank": Average percentage ranking of score. In case of multiple matches, average the percentage rankings of all matching scores. - "weak": This kind corresponds to the definition of a cumulative distribution function. A percentileofscore of 80% means that 80% of values are less than or equal to the provided score. - "strict": Similar to "weak", except that only values that are strictly less than the given score are counted. - "mean": The average of the "weak" and "strict" scores, often used in testing. See http://en.wikipedia.org/wiki/Percentile_rank Returns ------- pcos : float Percentile-position of score (0-100) relative to `a`. See Also -------- numpy.percentile Examples -------- Three-quarters of the given values lie below a given score: >>> from scipy import stats >>> stats.percentileofscore([1, 2, 3, 4], 3) 75.0 With multiple matches, note how the scores of the two matches, 0.6 and 0.8 respectively, are averaged: >>> stats.percentileofscore([1, 2, 3, 3, 4], 3) 70.0 Only 2/5 values are strictly less than 3: >>> stats.percentileofscore([1, 2, 3, 3, 4], 3, kind='strict') 40.0 But 4/5 values are less than or equal to 3: >>> stats.percentileofscore([1, 2, 3, 3, 4], 3, kind='weak') 80.0 The average between the weak and the strict scores is >>> stats.percentileofscore([1, 2, 3, 3, 4], 3, kind='mean') 60.0 """ a = np.array(a) n = len(a) if kind == 'rank': if not np.any(a == score): a = np.append(a, score) a_len = np.array(list(range(len(a)))) else: a_len = np.array(list(range(len(a)))) + 1.0 a = np.sort(a) idx = [a == score] pct = (np.mean(a_len[idx]) / n) * 100.0 return pct elif kind == 'strict': return np.sum(a < score) / float(n) * 100 elif kind == 'weak': return np.sum(a <= score) / float(n) * 100 elif kind == 'mean': return (np.sum(a < score) + np.sum(a <= score)) * 50 / float(n) else: raise ValueError("kind can only be 'rank', 'strict', 'weak' or 'mean'") @np.deprecate(message=("scipy.stats.histogram2 is deprecated in scipy 0.16.0; " "use np.histogram2d instead")) def histogram2(a, bins): """ Compute histogram using divisions in bins. Count the number of times values from array `a` fall into numerical ranges defined by `bins`. Range x is given by bins[x] <= range_x < bins[x+1] where x =0,N and N is the length of the `bins` array. The last range is given by bins[N] <= range_N < infinity. Values less than bins[0] are not included in the histogram. Parameters ---------- a : array_like of rank 1 The array of values to be assigned into bins bins : array_like of rank 1 Defines the ranges of values to use during histogramming. Returns ------- histogram2 : ndarray of rank 1 Each value represents the occurrences for a given bin (range) of values. """ # comment: probably obsoleted by numpy.histogram() n = np.searchsorted(np.sort(a), bins) n = np.concatenate([n, [len(a)]]) return n[1:] - n[:-1] def histogram(a, numbins=10, defaultlimits=None, weights=None, printextras=False): """ Separates the range into several bins and returns the number of instances in each bin. Parameters ---------- a : array_like Array of scores which will be put into bins. numbins : int, optional The number of bins to use for the histogram. Default is 10. defaultlimits : tuple (lower, upper), optional The lower and upper values for the range of the histogram. If no value is given, a range slightly larger than the range of the values in a is used. Specifically ``(a.min() - s, a.max() + s)``, where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``. weights : array_like, optional The weights for each value in `a`. Default is None, which gives each value a weight of 1.0 printextras : bool, optional If True, if there are extra points (i.e. the points that fall outside the bin limits) a warning is raised saying how many of those points there are. Default is False. Returns ------- count : ndarray Number of points (or sum of weights) in each bin. lowerlimit : float Lowest value of histogram, the lower limit of the first bin. binsize : float The size of the bins (all bins have the same size). extrapoints : int The number of points outside the range of the histogram. See Also -------- numpy.histogram Notes ----- This histogram is based on numpy's histogram but has a larger range by default if default limits is not set. """ a = np.ravel(a) if defaultlimits is None: if a.size == 0: # handle empty arrays. Undetermined range, so use 0-1. defaultlimits = (0, 1) else: # no range given, so use values in `a` data_min = a.min() data_max = a.max() # Have bins extend past min and max values slightly s = (data_max - data_min) / (2. * (numbins - 1.)) defaultlimits = (data_min - s, data_max + s) # use numpy's histogram method to compute bins hist, bin_edges = np.histogram(a, bins=numbins, range=defaultlimits, weights=weights) # hist are not always floats, convert to keep with old output hist = np.array(hist, dtype=float) # fixed width for bins is assumed, as numpy's histogram gives # fixed width bins for int values for 'bins' binsize = bin_edges[1] - bin_edges[0] # calculate number of extra points extrapoints = len([v for v in a if defaultlimits[0] > v or v > defaultlimits[1]]) if extrapoints > 0 and printextras: warnings.warn("Points outside given histogram range = %s" % extrapoints) HistogramResult = namedtuple('HistogramResult', ('count', 'lowerlimit', 'binsize', 'extrapoints')) return HistogramResult(hist, defaultlimits[0], binsize, extrapoints) def cumfreq(a, numbins=10, defaultreallimits=None, weights=None): """ Returns a cumulative frequency histogram, using the histogram function. A cumulative histogram is a mapping that counts the cumulative number of observations in all of the bins up to the specified bin. Parameters ---------- a : array_like Input array. numbins : int, optional The number of bins to use for the histogram. Default is 10. defaultreallimits : tuple (lower, upper), optional The lower and upper values for the range of the histogram. If no value is given, a range slightly larger than the range of the values in `a` is used. Specifically ``(a.min() - s, a.max() + s)``, where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``. weights : array_like, optional The weights for each value in `a`. Default is None, which gives each value a weight of 1.0 Returns ------- cumcount : ndarray Binned values of cumulative frequency. lowerlimit : float Lower real limit binsize : float Width of each bin. extrapoints : int Extra points. Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy import stats >>> x = [1, 4, 2, 1, 3, 1] >>> res = stats.cumfreq(x, numbins=4, defaultreallimits=(1.5, 5)) >>> res.cumcount array([ 1., 2., 3., 3.]) >>> res.extrapoints 3 Create a normal distribution with 1000 random values >>> rng = np.random.RandomState(seed=12345) >>> samples = stats.norm.rvs(size=1000, random_state=rng) Calculate cumulative frequencies >>> res = stats.cumfreq(samples, numbins=25) Calculate space of values for x >>> x = res.lowerlimit + np.linspace(0, res.binsize*res.cumcount.size, ... res.cumcount.size) Plot histogram and cumulative histogram >>> fig = plt.figure(figsize=(10, 4)) >>> ax1 = fig.add_subplot(1, 2, 1) >>> ax2 = fig.add_subplot(1, 2, 2) >>> ax1.hist(samples, bins=25) >>> ax1.set_title('Histogram') >>> ax2.bar(x, res.cumcount, width=res.binsize) >>> ax2.set_title('Cumulative histogram') >>> ax2.set_xlim([x.min(), x.max()]) >>> plt.show() """ h, l, b, e = histogram(a, numbins, defaultreallimits, weights=weights) cumhist = np.cumsum(h * 1, axis=0) CumfreqResult = namedtuple('CumfreqResult', ('cumcount', 'lowerlimit', 'binsize', 'extrapoints')) return CumfreqResult(cumhist, l, b, e) def relfreq(a, numbins=10, defaultreallimits=None, weights=None): """ Returns a relative frequency histogram, using the histogram function. A relative frequency histogram is a mapping of the number of observations in each of the bins relative to the total of observations. Parameters ---------- a : array_like Input array. numbins : int, optional The number of bins to use for the histogram. Default is 10. defaultreallimits : tuple (lower, upper), optional The lower and upper values for the range of the histogram. If no value is given, a range slightly larger than the range of the values in a is used. Specifically ``(a.min() - s, a.max() + s)``, where ``s = (1/2)(a.max() - a.min()) / (numbins - 1)``. weights : array_like, optional The weights for each value in `a`. Default is None, which gives each value a weight of 1.0 Returns ------- frequency : ndarray Binned values of relative frequency. lowerlimit : float Lower real limit binsize : float Width of each bin. extrapoints : int Extra points. Examples -------- >>> import matplotlib.pyplot as plt >>> from scipy import stats >>> a = np.array([2, 4, 1, 2, 3, 2]) >>> res = stats.relfreq(a, numbins=4) >>> res.frequency array([ 0.16666667, 0.5 , 0.16666667, 0.16666667]) >>> np.sum(res.frequency) # relative frequencies should add up to 1 1.0 Create a normal distribution with 1000 random values >>> rng = np.random.RandomState(seed=12345) >>> samples = stats.norm.rvs(size=1000, random_state=rng) Calculate relative frequencies >>> res = stats.relfreq(samples, numbins=25) Calculate space of values for x >>> x = res.lowerlimit + np.linspace(0, res.binsize*res.frequency.size, ... res.frequency.size) Plot relative frequency histogram >>> fig = plt.figure(figsize=(5, 4)) >>> ax = fig.add_subplot(1, 1, 1) >>> ax.bar(x, res.frequency, width=res.binsize) >>> ax.set_title('Relative frequency histogram') >>> ax.set_xlim([x.min(), x.max()]) >>> plt.show() """ a = np.asanyarray(a) h, l, b, e = histogram(a, numbins, defaultreallimits, weights=weights) h = h / float(a.shape[0]) RelfreqResult = namedtuple('RelfreqResult', ('frequency', 'lowerlimit', 'binsize', 'extrapoints')) return RelfreqResult(h, l, b, e) ##################################### # VARIABILITY FUNCTIONS # ##################################### def obrientransform(*args): """ Computes the O'Brien transform on input data (any number of arrays). Used to test for homogeneity of variance prior to running one-way stats. Each array in ``*args`` is one level of a factor. If `f_oneway` is run on the transformed data and found significant, the variances are unequal. From Maxwell and Delaney [1]_, p.112. Parameters ---------- args : tuple of array_like Any number of arrays. Returns ------- obrientransform : ndarray Transformed data for use in an ANOVA. The first dimension of the result corresponds to the sequence of transformed arrays. If the arrays given are all 1-D of the same length, the return value is a 2-D array; otherwise it is a 1-D array of type object, with each element being an ndarray. References ---------- .. [1] S. E. Maxwell and H. D. Delaney, "Designing Experiments and Analyzing Data: A Model Comparison Perspective", Wadsworth, 1990. Examples -------- We'll test the following data sets for differences in their variance. >>> x = [10, 11, 13, 9, 7, 12, 12, 9, 10] >>> y = [13, 21, 5, 10, 8, 14, 10, 12, 7, 15] Apply the O'Brien transform to the data. >>> from scipy.stats import obrientransform >>> tx, ty = obrientransform(x, y) Use `scipy.stats.f_oneway` to apply a one-way ANOVA test to the transformed data. >>> from scipy.stats import f_oneway >>> F, p = f_oneway(tx, ty) >>> p 0.1314139477040335 If we require that ``p < 0.05`` for significance, we cannot conclude that the variances are different. """ TINY = np.sqrt(np.finfo(float).eps) # `arrays` will hold the transformed arguments. arrays = [] for arg in args: a = np.asarray(arg) n = len(a) mu = np.mean(a) sq = (a - mu)**2 sumsq = sq.sum() # The O'Brien transform. t = ((n - 1.5) * n * sq - 0.5 * sumsq) / ((n - 1) * (n - 2)) # Check that the mean of the transformed data is equal to the # original variance. var = sumsq / (n - 1) if abs(var - np.mean(t)) > TINY: raise ValueError('Lack of convergence in obrientransform.') arrays.append(t) # If the arrays are not all the same shape, calling np.array(arrays) # creates a 1-D array with dtype `object` in numpy 1.6+. In numpy # 1.5.x, it raises an exception. To work around this, we explicitly # set the dtype to `object` when the arrays are not all the same shape. if len(arrays) < 2 or all(x.shape == arrays[0].shape for x in arrays[1:]): dt = None else: dt = object return np.array(arrays, dtype=dt) @np.deprecate(message="scipy.stats.signaltonoise is deprecated in scipy 0.16.0") def signaltonoise(a, axis=0, ddof=0): """ The signal-to-noise ratio of the input data. Returns the signal-to-noise ratio of `a`, here defined as the mean divided by the standard deviation. Parameters ---------- a : array_like An array_like object containing the sample data. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Degrees of freedom correction for standard deviation. Default is 0. Returns ------- s2n : ndarray The mean to standard deviation ratio(s) along `axis`, or 0 where the standard deviation is 0. """ a = np.asanyarray(a) m = a.mean(axis) sd = a.std(axis=axis, ddof=ddof) return np.where(sd == 0, 0, m/sd) def sem(a, axis=0, ddof=1, nan_policy='propagate'): """ Calculates the standard error of the mean (or standard error of measurement) of the values in the input array. Parameters ---------- a : array_like An array containing the values for which the standard error is returned. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Delta degrees-of-freedom. How many degrees of freedom to adjust for bias in limited samples relative to the population estimate of variance. Defaults to 1. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- s : ndarray or float The standard error of the mean in the sample(s), along the input axis. Notes ----- The default value for `ddof` is different to the default (0) used by other ddof containing routines, such as np.std nd stats.nanstd. Examples -------- Find standard error along the first axis: >>> from scipy import stats >>> a = np.arange(20).reshape(5,4) >>> stats.sem(a) array([ 2.8284, 2.8284, 2.8284, 2.8284]) Find standard error across the whole array, using n degrees of freedom: >>> stats.sem(a, axis=None, ddof=0) 1.2893796958227628 """ a, axis = _chk_asarray(a, axis) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.sem(a, axis, ddof) if contains_nan and nan_policy == 'propagate': return np.nan n = a.shape[axis] s = np.std(a, axis=axis, ddof=ddof) / np.sqrt(n) return s def zscore(a, axis=0, ddof=0): """ Calculates the z score of each value in the sample, relative to the sample mean and standard deviation. Parameters ---------- a : array_like An array like object containing the sample data. axis : int or None, optional Axis along which to operate. Default is 0. If None, compute over the whole array `a`. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns ------- zscore : array_like The z-scores, standardized by mean and standard deviation of input array `a`. Notes ----- This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses `asanyarray` instead of `asarray` for parameters). Examples -------- >>> a = np.array([ 0.7972, 0.0767, 0.4383, 0.7866, 0.8091, 0.1954, ... 0.6307, 0.6599, 0.1065, 0.0508]) >>> from scipy import stats >>> stats.zscore(a) array([ 1.1273, -1.247 , -0.0552, 1.0923, 1.1664, -0.8559, 0.5786, 0.6748, -1.1488, -1.3324]) Computing along a specified axis, using n-1 degrees of freedom (``ddof=1``) to calculate the standard deviation: >>> b = np.array([[ 0.3148, 0.0478, 0.6243, 0.4608], ... [ 0.7149, 0.0775, 0.6072, 0.9656], ... [ 0.6341, 0.1403, 0.9759, 0.4064], ... [ 0.5918, 0.6948, 0.904 , 0.3721], ... [ 0.0921, 0.2481, 0.1188, 0.1366]]) >>> stats.zscore(b, axis=1, ddof=1) array([[-0.19264823, -1.28415119, 1.07259584, 0.40420358], [ 0.33048416, -1.37380874, 0.04251374, 1.00081084], [ 0.26796377, -1.12598418, 1.23283094, -0.37481053], [-0.22095197, 0.24468594, 1.19042819, -1.21416216], [-0.82780366, 1.4457416 , -0.43867764, -0.1792603 ]]) """ a = np.asanyarray(a) mns = a.mean(axis=axis) sstd = a.std(axis=axis, ddof=ddof) if axis and mns.ndim < a.ndim: return ((a - np.expand_dims(mns, axis=axis)) / np.expand_dims(sstd, axis=axis)) else: return (a - mns) / sstd def zmap(scores, compare, axis=0, ddof=0): """ Calculates the relative z-scores. Returns an array of z-scores, i.e., scores that are standardized to zero mean and unit variance, where mean and variance are calculated from the comparison array. Parameters ---------- scores : array_like The input for which z-scores are calculated. compare : array_like The input from which the mean and standard deviation of the normalization are taken; assumed to have the same dimension as `scores`. axis : int or None, optional Axis over which mean and variance of `compare` are calculated. Default is 0. If None, compute over the whole array `scores`. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns ------- zscore : array_like Z-scores, in the same shape as `scores`. Notes ----- This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses `asanyarray` instead of `asarray` for parameters). Examples -------- >>> from scipy.stats import zmap >>> a = [0.5, 2.0, 2.5, 3] >>> b = [0, 1, 2, 3, 4] >>> zmap(a, b) array([-1.06066017, 0. , 0.35355339, 0.70710678]) """ scores, compare = map(np.asanyarray, [scores, compare]) mns = compare.mean(axis=axis) sstd = compare.std(axis=axis, ddof=ddof) if axis and mns.ndim < compare.ndim: return ((scores - np.expand_dims(mns, axis=axis)) / np.expand_dims(sstd, axis=axis)) else: return (scores - mns) / sstd ##################################### # TRIMMING FUNCTIONS # ##################################### @np.deprecate(message="stats.threshold is deprecated in scipy 0.17.0") def threshold(a, threshmin=None, threshmax=None, newval=0): """ Clip array to a given value. Similar to numpy.clip(), except that values less than `threshmin` or greater than `threshmax` are replaced by `newval`, instead of by `threshmin` and `threshmax` respectively. Parameters ---------- a : array_like Data to threshold. threshmin : float, int or None, optional Minimum threshold, defaults to None. threshmax : float, int or None, optional Maximum threshold, defaults to None. newval : float or int, optional Value to put in place of values in `a` outside of bounds. Defaults to 0. Returns ------- out : ndarray The clipped input array, with values less than `threshmin` or greater than `threshmax` replaced with `newval`. Examples -------- >>> a = np.array([9, 9, 6, 3, 1, 6, 1, 0, 0, 8]) >>> from scipy import stats >>> stats.threshold(a, threshmin=2, threshmax=8, newval=-1) array([-1, -1, 6, 3, -1, 6, -1, -1, -1, 8]) """ a = asarray(a).copy() mask = zeros(a.shape, dtype=bool) if threshmin is not None: mask |= (a < threshmin) if threshmax is not None: mask |= (a > threshmax) a[mask] = newval return a def sigmaclip(a, low=4., high=4.): """ Iterative sigma-clipping of array elements. The output array contains only those elements of the input array `c` that satisfy the conditions :: mean(c) - std(c)*low < c < mean(c) + std(c)*high Starting from the full sample, all elements outside the critical range are removed. The iteration continues with a new critical range until no elements are outside the range. Parameters ---------- a : array_like Data array, will be raveled if not 1-D. low : float, optional Lower bound factor of sigma clipping. Default is 4. high : float, optional Upper bound factor of sigma clipping. Default is 4. Returns ------- clipped : ndarray Input array with clipped elements removed. lower : float Lower threshold value use for clipping. upper : float Upper threshold value use for clipping. Examples -------- >>> from scipy.stats import sigmaclip >>> a = np.concatenate((np.linspace(9.5, 10.5, 31), ... np.linspace(0, 20, 5))) >>> fact = 1.5 >>> c, low, upp = sigmaclip(a, fact, fact) >>> c array([ 9.96666667, 10. , 10.03333333, 10. ]) >>> c.var(), c.std() (0.00055555555555555165, 0.023570226039551501) >>> low, c.mean() - fact*c.std(), c.min() (9.9646446609406727, 9.9646446609406727, 9.9666666666666668) >>> upp, c.mean() + fact*c.std(), c.max() (10.035355339059327, 10.035355339059327, 10.033333333333333) >>> a = np.concatenate((np.linspace(9.5, 10.5, 11), ... np.linspace(-100, -50, 3))) >>> c, low, upp = sigmaclip(a, 1.8, 1.8) >>> (c == np.linspace(9.5, 10.5, 11)).all() True """ c = np.asarray(a).ravel() delta = 1 while delta: c_std = c.std() c_mean = c.mean() size = c.size critlower = c_mean - c_std*low critupper = c_mean + c_std*high c = c[(c > critlower) & (c < critupper)] delta = size - c.size SigmaclipResult = namedtuple('SigmaclipResult', ('clipped', 'lower', 'upper')) return SigmaclipResult(c, critlower, critupper) def trimboth(a, proportiontocut, axis=0): """ Slices off a proportion of items from both ends of an array. Slices off the passed proportion of items from both ends of the passed array (i.e., with `proportiontocut` = 0.1, slices leftmost 10% **and** rightmost 10% of scores). The trimmed values are the lowest and highest ones. Slices off less if proportion results in a non-integer slice index (i.e., conservatively slices off`proportiontocut`). Parameters ---------- a : array_like Data to trim. proportiontocut : float Proportion (in range 0-1) of total data set to trim of each end. axis : int or None, optional Axis along which to trim data. Default is 0. If None, compute over the whole array `a`. Returns ------- out : ndarray Trimmed version of array `a`. The order of the trimmed content is undefined. See Also -------- trim_mean Examples -------- >>> from scipy import stats >>> a = np.arange(20) >>> b = stats.trimboth(a, 0.1) >>> b.shape (16,) """ a = np.asarray(a) if a.size == 0: return a if axis is None: a = a.ravel() axis = 0 nobs = a.shape[axis] lowercut = int(proportiontocut * nobs) uppercut = nobs - lowercut if (lowercut >= uppercut): raise ValueError("Proportion too big.") # np.partition is preferred but it only exist in numpy 1.8.0 and higher, # in those cases we use np.sort try: atmp = np.partition(a, (lowercut, uppercut - 1), axis) except AttributeError: atmp = np.sort(a, axis) sl = [slice(None)] * atmp.ndim sl[axis] = slice(lowercut, uppercut) return atmp[sl] def trim1(a, proportiontocut, tail='right', axis=0): """ Slices off a proportion from ONE end of the passed array distribution. If `proportiontocut` = 0.1, slices off 'leftmost' or 'rightmost' 10% of scores. The lowest or highest values are trimmed (depending on the tail). Slices off less if proportion results in a non-integer slice index (i.e., conservatively slices off `proportiontocut` ). Parameters ---------- a : array_like Input array proportiontocut : float Fraction to cut off of 'left' or 'right' of distribution tail : {'left', 'right'}, optional Defaults to 'right'. axis : int or None, optional Axis along which to trim data. Default is 0. If None, compute over the whole array `a`. Returns ------- trim1 : ndarray Trimmed version of array `a`. The order of the trimmed content is undefined. """ a = np.asarray(a) if axis is None: a = a.ravel() axis = 0 nobs = a.shape[axis] # avoid possible corner case if proportiontocut >= 1: return [] if tail.lower() == 'right': lowercut = 0 uppercut = nobs - int(proportiontocut * nobs) elif tail.lower() == 'left': lowercut = int(proportiontocut * nobs) uppercut = nobs # np.partition is preferred but it only exist in numpy 1.8.0 and higher, # in those cases we use np.sort try: atmp = np.partition(a, (lowercut, uppercut - 1), axis) except AttributeError: atmp = np.sort(a, axis) return atmp[lowercut:uppercut] def trim_mean(a, proportiontocut, axis=0): """ Return mean of array after trimming distribution from both tails. If `proportiontocut` = 0.1, slices off 'leftmost' and 'rightmost' 10% of scores. The input is sorted before slicing. Slices off less if proportion results in a non-integer slice index (i.e., conservatively slices off `proportiontocut` ). Parameters ---------- a : array_like Input array proportiontocut : float Fraction to cut off of both tails of the distribution axis : int or None, optional Axis along which the trimmed means are computed. Default is 0. If None, compute over the whole array `a`. Returns ------- trim_mean : ndarray Mean of trimmed array. See Also -------- trimboth tmean : compute the trimmed mean ignoring values outside given `limits`. Examples -------- >>> from scipy import stats >>> x = np.arange(20) >>> stats.trim_mean(x, 0.1) 9.5 >>> x2 = x.reshape(5, 4) >>> x2 array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15], [16, 17, 18, 19]]) >>> stats.trim_mean(x2, 0.25) array([ 8., 9., 10., 11.]) >>> stats.trim_mean(x2, 0.25, axis=1) array([ 1.5, 5.5, 9.5, 13.5, 17.5]) """ a = np.asarray(a) if a.size == 0: return np.nan if axis is None: a = a.ravel() axis = 0 nobs = a.shape[axis] lowercut = int(proportiontocut * nobs) uppercut = nobs - lowercut if (lowercut > uppercut): raise ValueError("Proportion too big.") # np.partition is preferred but it only exist in numpy 1.8.0 and higher, # in those cases we use np.sort try: atmp = np.partition(a, (lowercut, uppercut - 1), axis) except AttributeError: atmp = np.sort(a, axis) sl = [slice(None)] * atmp.ndim sl[axis] = slice(lowercut, uppercut) return np.mean(atmp[sl], axis=axis) def f_oneway(*args): """ Performs a 1-way ANOVA. The one-way ANOVA tests the null hypothesis that two or more groups have the same population mean. The test is applied to samples from two or more groups, possibly with differing sizes. Parameters ---------- sample1, sample2, ... : array_like The sample measurements for each group. Returns ------- statistic : float The computed F-value of the test. pvalue : float The associated p-value from the F-distribution. Notes ----- The ANOVA test has important assumptions that must be satisfied in order for the associated p-value to be valid. 1. The samples are independent. 2. Each sample is from a normally distributed population. 3. The population standard deviations of the groups are all equal. This property is known as homoscedasticity. If these assumptions are not true for a given set of data, it may still be possible to use the Kruskal-Wallis H-test (`scipy.stats.kruskal`) although with some loss of power. The algorithm is from Heiman[2], pp.394-7. References ---------- .. [1] Lowry, Richard. "Concepts and Applications of Inferential Statistics". Chapter 14. http://faculty.vassar.edu/lowry/ch14pt1.html .. [2] Heiman, G.W. Research Methods in Statistics. 2002. .. [3] McDonald, G. H. "Handbook of Biological Statistics", One-way ANOVA. http://http://www.biostathandbook.com/onewayanova.html Examples -------- >>> import scipy.stats as stats [3]_ Here are some data on a shell measurement (the length of the anterior adductor muscle scar, standardized by dividing by length) in the mussel Mytilus trossulus from five locations: Tillamook, Oregon; Newport, Oregon; Petersburg, Alaska; Magadan, Russia; and Tvarminne, Finland, taken from a much larger data set used in McDonald et al. (1991). >>> tillamook = [0.0571, 0.0813, 0.0831, 0.0976, 0.0817, 0.0859, 0.0735, ... 0.0659, 0.0923, 0.0836] >>> newport = [0.0873, 0.0662, 0.0672, 0.0819, 0.0749, 0.0649, 0.0835, ... 0.0725] >>> petersburg = [0.0974, 0.1352, 0.0817, 0.1016, 0.0968, 0.1064, 0.105] >>> magadan = [0.1033, 0.0915, 0.0781, 0.0685, 0.0677, 0.0697, 0.0764, ... 0.0689] >>> tvarminne = [0.0703, 0.1026, 0.0956, 0.0973, 0.1039, 0.1045] >>> stats.f_oneway(tillamook, newport, petersburg, magadan, tvarminne) F_onewayResult(statistic=7.1210194716424473, pvalue=0.00028122423145345439) """ args = [np.asarray(arg, dtype=float) for arg in args] # ANOVA on N groups, each in its own array num_groups = len(args) alldata = np.concatenate(args) bign = len(alldata) # Determine the mean of the data, and subtract that from all inputs to a # variance (via sum_of_sq / sq_of_sum) calculation. Variance is invariance # to a shift in location, and centering all data around zero vastly # improves numerical stability. offset = alldata.mean() alldata -= offset sstot = _sum_of_squares(alldata) - (_square_of_sums(alldata) / float(bign)) ssbn = 0 for a in args: ssbn += _square_of_sums(a - offset) / float(len(a)) # Naming: variables ending in bn/b are for "between treatments", wn/w are # for "within treatments" ssbn -= (_square_of_sums(alldata) / float(bign)) sswn = sstot - ssbn dfbn = num_groups - 1 dfwn = bign - num_groups msb = ssbn / float(dfbn) msw = sswn / float(dfwn) f = msb / msw prob = special.fdtrc(dfbn, dfwn, f) # equivalent to stats.f.sf F_onewayResult = namedtuple('F_onewayResult', ('statistic', 'pvalue')) return F_onewayResult(f, prob) def pearsonr(x, y): """ Calculates a Pearson correlation coefficient and the p-value for testing non-correlation. The Pearson correlation coefficient measures the linear relationship between two datasets. Strictly speaking, Pearson's correlation requires that each dataset be normally distributed. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters ---------- x : (N,) array_like Input y : (N,) array_like Input Returns ------- (Pearson's correlation coefficient, 2-tailed p-value) References ---------- http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation """ # x and y should have same length. x = np.asarray(x) y = np.asarray(y) n = len(x) mx = x.mean() my = y.mean() xm, ym = x - mx, y - my r_num = np.add.reduce(xm * ym) r_den = np.sqrt(_sum_of_squares(xm) * _sum_of_squares(ym)) r = r_num / r_den # Presumably, if abs(r) > 1, then it is only some small artifact of floating # point arithmetic. r = max(min(r, 1.0), -1.0) df = n - 2 if abs(r) == 1.0: prob = 0.0 else: t_squared = r**2 * (df / ((1.0 - r) * (1.0 + r))) prob = _betai(0.5*df, 0.5, df/(df+t_squared)) return r, prob def fisher_exact(table, alternative='two-sided'): """Performs a Fisher exact test on a 2x2 contingency table. Parameters ---------- table : array_like of ints A 2x2 contingency table. Elements should be non-negative integers. alternative : {'two-sided', 'less', 'greater'}, optional Which alternative hypothesis to the null hypothesis the test uses. Default is 'two-sided'. Returns ------- oddsratio : float This is prior odds ratio and not a posterior estimate. p_value : float P-value, the probability of obtaining a distribution at least as extreme as the one that was actually observed, assuming that the null hypothesis is true. See Also -------- chi2_contingency : Chi-square test of independence of variables in a contingency table. Notes ----- The calculated odds ratio is different from the one R uses. This scipy implementation returns the (more common) "unconditional Maximum Likelihood Estimate", while R uses the "conditional Maximum Likelihood Estimate". For tables with large numbers, the (inexact) chi-square test implemented in the function `chi2_contingency` can also be used. Examples -------- Say we spend a few days counting whales and sharks in the Atlantic and Indian oceans. In the Atlantic ocean we find 8 whales and 1 shark, in the Indian ocean 2 whales and 5 sharks. Then our contingency table is:: Atlantic Indian whales 8 2 sharks 1 5 We use this table to find the p-value: >>> import scipy.stats as stats >>> oddsratio, pvalue = stats.fisher_exact([[8, 2], [1, 5]]) >>> pvalue 0.0349... The probability that we would observe this or an even more imbalanced ratio by chance is about 3.5%. A commonly used significance level is 5%--if we adopt that, we can therefore conclude that our observed imbalance is statistically significant; whales prefer the Atlantic while sharks prefer the Indian ocean. """ hypergeom = distributions.hypergeom c = np.asarray(table, dtype=np.int64) # int32 is not enough for the algorithm if not c.shape == (2, 2): raise ValueError("The input `table` must be of shape (2, 2).") if np.any(c < 0): raise ValueError("All values in `table` must be nonnegative.") if 0 in c.sum(axis=0) or 0 in c.sum(axis=1): # If both values in a row or column are zero, the p-value is 1 and # the odds ratio is NaN. return np.nan, 1.0 if c[1,0] > 0 and c[0,1] > 0: oddsratio = c[0,0] * c[1,1] / float(c[1,0] * c[0,1]) else: oddsratio = np.inf n1 = c[0,0] + c[0,1] n2 = c[1,0] + c[1,1] n = c[0,0] + c[1,0] def binary_search(n, n1, n2, side): """Binary search for where to begin lower/upper halves in two-sided test. """ if side == "upper": minval = mode maxval = n else: minval = 0 maxval = mode guess = -1 while maxval - minval > 1: if maxval == minval + 1 and guess == minval: guess = maxval else: guess = (maxval + minval) // 2 pguess = hypergeom.pmf(guess, n1 + n2, n1, n) if side == "upper": ng = guess - 1 else: ng = guess + 1 if pguess <= pexact < hypergeom.pmf(ng, n1 + n2, n1, n): break elif pguess < pexact: maxval = guess else: minval = guess if guess == -1: guess = minval if side == "upper": while guess > 0 and hypergeom.pmf(guess, n1 + n2, n1, n) < pexact * epsilon: guess -= 1 while hypergeom.pmf(guess, n1 + n2, n1, n) > pexact / epsilon: guess += 1 else: while hypergeom.pmf(guess, n1 + n2, n1, n) < pexact * epsilon: guess += 1 while guess > 0 and hypergeom.pmf(guess, n1 + n2, n1, n) > pexact / epsilon: guess -= 1 return guess if alternative == 'less': pvalue = hypergeom.cdf(c[0,0], n1 + n2, n1, n) elif alternative == 'greater': # Same formula as the 'less' case, but with the second column. pvalue = hypergeom.cdf(c[0,1], n1 + n2, n1, c[0,1] + c[1,1]) elif alternative == 'two-sided': mode = int(float((n + 1) * (n1 + 1)) / (n1 + n2 + 2)) pexact = hypergeom.pmf(c[0,0], n1 + n2, n1, n) pmode = hypergeom.pmf(mode, n1 + n2, n1, n) epsilon = 1 - 1e-4 if np.abs(pexact - pmode) / np.maximum(pexact, pmode) <= 1 - epsilon: return oddsratio, 1. elif c[0,0] < mode: plower = hypergeom.cdf(c[0,0], n1 + n2, n1, n) if hypergeom.pmf(n, n1 + n2, n1, n) > pexact / epsilon: return oddsratio, plower guess = binary_search(n, n1, n2, "upper") pvalue = plower + hypergeom.sf(guess - 1, n1 + n2, n1, n) else: pupper = hypergeom.sf(c[0,0] - 1, n1 + n2, n1, n) if hypergeom.pmf(0, n1 + n2, n1, n) > pexact / epsilon: return oddsratio, pupper guess = binary_search(n, n1, n2, "lower") pvalue = pupper + hypergeom.cdf(guess, n1 + n2, n1, n) else: msg = "`alternative` should be one of {'two-sided', 'less', 'greater'}" raise ValueError(msg) if pvalue > 1.0: pvalue = 1.0 return oddsratio, pvalue def spearmanr(a, b=None, axis=0, nan_policy='propagate'): """ Calculates a Spearman rank-order correlation coefficient and the p-value to test for non-correlation. The Spearman correlation is a nonparametric measure of the monotonicity of the relationship between two datasets. Unlike the Pearson correlation, the Spearman correlation does not assume that both datasets are normally distributed. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact monotonic relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Spearman correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters ---------- a, b : 1D or 2D array_like, b is optional One or two 1-D or 2-D arrays containing multiple variables and observations. When these are 1-D, each represents a vector of observations of a single variable. For the behavior in the 2-D case, see under ``axis``, below. Both arrays need to have the same length in the ``axis`` dimension. axis : int or None, optional If axis=0 (default), then each column represents a variable, with observations in the rows. If axis=1, the relationship is transposed: each row represents a variable, while the columns contain observations. If axis=None, then both arrays will be raveled. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- correlation : float or ndarray (2-D square) Spearman correlation matrix or correlation coefficient (if only 2 variables are given as parameters. Correlation matrix is square with length equal to total number of variables (columns or rows) in a and b combined. pvalue : float The two-sided p-value for a hypothesis test whose null hypothesis is that two sets of data are uncorrelated, has same dimension as rho. Notes ----- Changes in scipy 0.8.0: rewrite to add tie-handling, and axis. References ---------- .. [1] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. Section 14.7 Examples -------- >>> from scipy import stats >>> stats.spearmanr([1,2,3,4,5], [5,6,7,8,7]) (0.82078268166812329, 0.088587005313543798) >>> np.random.seed(1234321) >>> x2n = np.random.randn(100, 2) >>> y2n = np.random.randn(100, 2) >>> stats.spearmanr(x2n) (0.059969996999699973, 0.55338590803773591) >>> stats.spearmanr(x2n[:,0], x2n[:,1]) (0.059969996999699973, 0.55338590803773591) >>> rho, pval = stats.spearmanr(x2n, y2n) >>> rho array([[ 1. , 0.05997 , 0.18569457, 0.06258626], [ 0.05997 , 1. , 0.110003 , 0.02534653], [ 0.18569457, 0.110003 , 1. , 0.03488749], [ 0.06258626, 0.02534653, 0.03488749, 1. ]]) >>> pval array([[ 0. , 0.55338591, 0.06435364, 0.53617935], [ 0.55338591, 0. , 0.27592895, 0.80234077], [ 0.06435364, 0.27592895, 0. , 0.73039992], [ 0.53617935, 0.80234077, 0.73039992, 0. ]]) >>> rho, pval = stats.spearmanr(x2n.T, y2n.T, axis=1) >>> rho array([[ 1. , 0.05997 , 0.18569457, 0.06258626], [ 0.05997 , 1. , 0.110003 , 0.02534653], [ 0.18569457, 0.110003 , 1. , 0.03488749], [ 0.06258626, 0.02534653, 0.03488749, 1. ]]) >>> stats.spearmanr(x2n, y2n, axis=None) (0.10816770419260482, 0.1273562188027364) >>> stats.spearmanr(x2n.ravel(), y2n.ravel()) (0.10816770419260482, 0.1273562188027364) >>> xint = np.random.randint(10, size=(100, 2)) >>> stats.spearmanr(xint) (0.052760927029710199, 0.60213045837062351) """ a, axisout = _chk_asarray(a, axis) SpearmanrResult = namedtuple('SpearmanrResult', ('correlation', 'pvalue')) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) b = ma.masked_invalid(b) return mstats_basic.spearmanr(a, b, axis) if contains_nan and nan_policy == 'propagate': return SpearmanrResult(np.nan, np.nan) if a.size <= 1: return SpearmanrResult(np.nan, np.nan) ar = np.apply_along_axis(rankdata, axisout, a) br = None if b is not None: b, axisout = _chk_asarray(b, axis) contains_nan, nan_policy = _contains_nan(b, nan_policy) if contains_nan and nan_policy == 'omit': b = ma.masked_invalid(b) return mstats_basic.spearmanr(a, b, axis) if contains_nan and nan_policy == 'propagate': return SpearmanrResult(np.nan, np.nan) br = np.apply_along_axis(rankdata, axisout, b) n = a.shape[axisout] rs = np.corrcoef(ar, br, rowvar=axisout) olderr = np.seterr(divide='ignore') # rs can have elements equal to 1 try: t = rs * np.sqrt((n-2) / ((rs+1.0)*(1.0-rs))) finally: np.seterr(**olderr) prob = 2 * distributions.t.sf(np.abs(t), n-2) if rs.shape == (2, 2): return SpearmanrResult(rs[1, 0], prob[1, 0]) else: return SpearmanrResult(rs, prob) def pointbiserialr(x, y): """ Calculates a point biserial correlation coefficient and its p-value. The point biserial correlation is used to measure the relationship between a binary variable, x, and a continuous variable, y. Like other correlation coefficients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply a determinative relationship. This function uses a shortcut formula but produces the same result as `pearsonr`. Parameters ---------- x : array_like of bools Input array. y : array_like Input array. Returns ------- correlation : float R value pvalue : float 2-tailed p-value Notes ----- `pointbiserialr` uses a t-test with ``n-1`` degrees of freedom. It is equivalent to `pearsonr.` The value of the point-biserial correlation can be calculated from: .. math:: r_{pb} = \frac{\overline{Y_{1}} - \overline{Y_{0}}}{s_{y}}\sqrt{\frac{N_{1} N_{2}}{N (N - 1))}} Where :math:`Y_{0}` and :math:`Y_{1}` are means of the metric observations coded 0 and 1 respectively; :math:`N_{0}` and :math:`N_{1}` are number of observations coded 0 and 1 respectively; :math:`N` is the total number of observations and :math:`s_{y}` is the standard deviation of all the metric observations. A value of :math:`r_{pb}` that is significantly different from zero is completely equivalent to a significant difference in means between the two groups. Thus, an independent groups t Test with :math:`N-2` degrees of freedom may be used to test whether :math:`r_{pb}` is nonzero. The relation between the t-statistic for comparing two independent groups and :math:`r_{pb}` is given by: .. math:: t = \sqrt{N - 2}\frac{r_{pb}}{\sqrt{1 - r^{2}_{pb}}} References ---------- .. [1] J. Lev, "The Point Biserial Coefficient of Correlation", Ann. Math. Statist., Vol. 20, no.1, pp. 125-126, 1949. .. [2] R.F. Tate, "Correlation Between a Discrete and a Continuous Variable. Point-Biserial Correlation.", Ann. Math. Statist., Vol. 25, np. 3, pp. 603-607, 1954. .. [3] http://onlinelibrary.wiley.com/doi/10.1002/9781118445112.stat06227/full Examples -------- >>> from scipy import stats >>> a = np.array([0, 0, 0, 1, 1, 1, 1]) >>> b = np.arange(7) >>> stats.pointbiserialr(a, b) (0.8660254037844386, 0.011724811003954652) >>> stats.pearsonr(a, b) (0.86602540378443871, 0.011724811003954626) >>> np.corrcoef(a, b) array([[ 1. , 0.8660254], [ 0.8660254, 1. ]]) """ PointbiserialrResult = namedtuple('PointbiserialrResult', ('correlation', 'pvalue')) rpb, prob = pearsonr(x, y) return PointbiserialrResult(rpb, prob) def kendalltau(x, y, initial_lexsort=True, nan_policy='propagate'): """ Calculates Kendall's tau, a correlation measure for ordinal data. Kendall's tau is a measure of the correspondence between two rankings. Values close to 1 indicate strong agreement, values close to -1 indicate strong disagreement. This is the tau-b version of Kendall's tau which accounts for ties. Parameters ---------- x, y : array_like Arrays of rankings, of the same shape. If arrays are not 1-D, they will be flattened to 1-D. initial_lexsort : bool, optional Whether to use lexsort or quicksort as the sorting method for the initial sort of the inputs. Default is lexsort (True), for which `kendalltau` is of complexity O(n log(n)). If False, the complexity is O(n^2), but with a smaller pre-factor (so quicksort may be faster for small arrays). nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- correlation : float The tau statistic. pvalue : float The two-sided p-value for a hypothesis test whose null hypothesis is an absence of association, tau = 0. See also -------- spearmanr : Calculates a Spearman rank-order correlation coefficient. theilslopes : Computes the Theil-Sen estimator for a set of points (x, y). Notes ----- The definition of Kendall's tau that is used is:: tau = (P - Q) / sqrt((P + Q + T) * (P + Q + U)) where P is the number of concordant pairs, Q the number of discordant pairs, T the number of ties only in `x`, and U the number of ties only in `y`. If a tie occurs for the same pair in both `x` and `y`, it is not added to either T or U. References ---------- W.R. Knight, "A Computer Method for Calculating Kendall's Tau with Ungrouped Data", Journal of the American Statistical Association, Vol. 61, No. 314, Part 1, pp. 436-439, 1966. Examples -------- >>> from scipy import stats >>> x1 = [12, 2, 1, 12, 2] >>> x2 = [1, 4, 7, 1, 0] >>> tau, p_value = stats.kendalltau(x1, x2) >>> tau -0.47140452079103173 >>> p_value 0.24821309157521476 """ x = np.asarray(x).ravel() y = np.asarray(y).ravel() KendalltauResult = namedtuple('KendalltauResult', ('correlation', 'pvalue')) if x.size != y.size: raise ValueError("All inputs to `kendalltau` must be of the same size, " "found x-size %s and y-size %s" % (x.size, y.size)) elif not x.size or not y.size: return KendalltauResult(np.nan, np.nan) # Return NaN if arrays are empty # check both x and y contains_nan, nan_policy = (_contains_nan(x, nan_policy) or _contains_nan(y, nan_policy)) if contains_nan and nan_policy == 'propagate': return KendalltauResult(np.nan, np.nan) elif contains_nan and nan_policy == 'omit': x = ma.masked_invalid(x) y = ma.masked_invalid(y) return mstats_basic.kendalltau(x, y) n = np.int64(len(x)) temp = list(range(n)) # support structure used by mergesort # this closure recursively sorts sections of perm[] by comparing # elements of y[perm[]] using temp[] as support # returns the number of swaps required by an equivalent bubble sort def mergesort(offs, length): exchcnt = 0 if length == 1: return 0 if length == 2: if y[perm[offs]] <= y[perm[offs+1]]: return 0 t = perm[offs] perm[offs] = perm[offs+1] perm[offs+1] = t return 1 length0 = length // 2 length1 = length - length0 middle = offs + length0 exchcnt += mergesort(offs, length0) exchcnt += mergesort(middle, length1) if y[perm[middle - 1]] < y[perm[middle]]: return exchcnt # merging i = j = k = 0 while j < length0 or k < length1: if k >= length1 or (j < length0 and y[perm[offs + j]] <= y[perm[middle + k]]): temp[i] = perm[offs + j] d = i - j j += 1 else: temp[i] = perm[middle + k] d = (offs + i) - (middle + k) k += 1 if d > 0: exchcnt += d i += 1 perm[offs:offs+length] = temp[0:length] return exchcnt # initial sort on values of x and, if tied, on values of y if initial_lexsort: # sort implemented as mergesort, worst case: O(n log(n)) perm = np.lexsort((y, x)) else: # sort implemented as quicksort, 30% faster but with worst case: O(n^2) perm = list(range(n)) perm.sort(key=lambda a: (x[a], y[a])) # compute joint ties first = 0 t = 0 for i in xrange(1, n): if x[perm[first]] != x[perm[i]] or y[perm[first]] != y[perm[i]]: t += ((i - first) * (i - first - 1)) // 2 first = i t += ((n - first) * (n - first - 1)) // 2 # compute ties in x first = 0 u = 0 for i in xrange(1, n): if x[perm[first]] != x[perm[i]]: u += ((i - first) * (i - first - 1)) // 2 first = i u += ((n - first) * (n - first - 1)) // 2 # count exchanges exchanges = mergesort(0, n) # compute ties in y after mergesort with counting first = 0 v = 0 for i in xrange(1, n): if y[perm[first]] != y[perm[i]]: v += ((i - first) * (i - first - 1)) // 2 first = i v += ((n - first) * (n - first - 1)) // 2 tot = (n * (n - 1)) // 2 if tot == u or tot == v: # Special case for all ties in both ranks return KendalltauResult(np.nan, np.nan) # Prevent overflow; equal to np.sqrt((tot - u) * (tot - v)) denom = np.exp(0.5 * (np.log(tot - u) + np.log(tot - v))) tau = ((tot - (v + u - t)) - 2.0 * exchanges) / denom # what follows reproduces the ending of Gary Strangman's original # stats.kendalltau() in SciPy svar = (4.0 * n + 10.0) / (9.0 * n * (n - 1)) z = tau / np.sqrt(svar) prob = special.erfc(np.abs(z) / 1.4142136) return KendalltauResult(tau, prob) ##################################### # INFERENTIAL STATISTICS # ##################################### def ttest_1samp(a, popmean, axis=0, nan_policy='propagate'): """ Calculates the T-test for the mean of ONE group of scores. This is a two-sided test for the null hypothesis that the expected value (mean) of a sample of independent observations `a` is equal to the given population mean, `popmean`. Parameters ---------- a : array_like sample observation popmean : float or array_like expected value in null hypothesis, if array_like than it must have the same shape as `a` excluding the axis dimension axis : int or None, optional Axis along which to compute test. If None, compute over the whole array `a`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array t-statistic pvalue : float or array two-tailed p-value Examples -------- >>> from scipy import stats >>> np.random.seed(7654567) # fix seed to get the same result >>> rvs = stats.norm.rvs(loc=5, scale=10, size=(50,2)) Test if mean of random sample is equal to true mean, and different mean. We reject the null hypothesis in the second case and don't reject it in the first case. >>> stats.ttest_1samp(rvs,5.0) (array([-0.68014479, -0.04323899]), array([ 0.49961383, 0.96568674])) >>> stats.ttest_1samp(rvs,0.0) (array([ 2.77025808, 4.11038784]), array([ 0.00789095, 0.00014999])) Examples using axis and non-scalar dimension for population mean. >>> stats.ttest_1samp(rvs,[5.0,0.0]) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs,[[5.0],[0.0]]) (array([[-0.68014479, -0.04323899], [ 2.77025808, 4.11038784]]), array([[ 4.99613833e-01, 9.65686743e-01], [ 7.89094663e-03, 1.49986458e-04]])) """ a, axis = _chk_asarray(a, axis) Ttest_1sampResult = namedtuple('Ttest_1sampResult', ('statistic', 'pvalue')) contains_nan, nan_policy = _contains_nan(a, nan_policy) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.ttest_1samp(a, popmean, axis) n = a.shape[axis] df = n - 1 d = np.mean(a, axis) - popmean v = np.var(a, axis, ddof=1) denom = np.sqrt(v / float(n)) t = np.divide(d, denom) t, prob = _ttest_finish(df, t) return Ttest_1sampResult(t, prob) def _ttest_finish(df, t): """Common code between all 3 t-test functions.""" prob = distributions.t.sf(np.abs(t), df) * 2 # use np.abs to get upper tail if t.ndim == 0: t = t[()] return t, prob def _ttest_ind_from_stats(mean1, mean2, denom, df): d = mean1 - mean2 t = np.divide(d, denom) t, prob = _ttest_finish(df, t) return (t, prob) def _unequal_var_ttest_denom(v1, n1, v2, n2): vn1 = v1 / n1 vn2 = v2 / n2 df = ((vn1 + vn2)**2) / ((vn1**2) / (n1 - 1) + (vn2**2) / (n2 - 1)) # If df is undefined, variances are zero (assumes n1 > 0 & n2 > 0). # Hence it doesn't matter what df is as long as it's not NaN. df = np.where(np.isnan(df), 1, df) denom = np.sqrt(vn1 + vn2) return df, denom def _equal_var_ttest_denom(v1, n1, v2, n2): df = n1 + n2 - 2 svar = ((n1 - 1) * v1 + (n2 - 1) * v2) / float(df) denom = np.sqrt(svar * (1.0 / n1 + 1.0 / n2)) return df, denom def ttest_ind_from_stats(mean1, std1, nobs1, mean2, std2, nobs2, equal_var=True): """ T-test for means of two independent samples from descriptive statistics. This is a two-sided test for the null hypothesis that 2 independent samples have identical average (expected) values. Parameters ---------- mean1 : array_like The mean(s) of sample 1. std1 : array_like The standard deviation(s) of sample 1. nobs1 : array_like The number(s) of observations of sample 1. mean2 : array_like The mean(s) of sample 2 std2 : array_like The standard deviations(s) of sample 2. nobs2 : array_like The number(s) of observations of sample 2. equal_var : bool, optional If True (default), perform a standard independent 2 sample test that assumes equal population variances [1]_. If False, perform Welch's t-test, which does not assume equal population variance [2]_. Returns ------- statistic : float or array The calculated t-statistics pvalue : float or array The two-tailed p-value. See also -------- scipy.stats.ttest_ind Notes ----- .. versionadded:: 0.16.0 References ---------- .. [1] http://en.wikipedia.org/wiki/T-test#Independent_two-sample_t-test .. [2] http://en.wikipedia.org/wiki/Welch%27s_t_test """ if equal_var: df, denom = _equal_var_ttest_denom(std1**2, nobs1, std2**2, nobs2) else: df, denom = _unequal_var_ttest_denom(std1**2, nobs1, std2**2, nobs2) Ttest_indResult = namedtuple('Ttest_indResult', ('statistic', 'pvalue')) res = _ttest_ind_from_stats(mean1, mean2, denom, df) return Ttest_indResult(*res) def ttest_ind(a, b, axis=0, equal_var=True, nan_policy='propagate'): """ Calculates the T-test for the means of TWO INDEPENDENT samples of scores. This is a two-sided test for the null hypothesis that 2 independent samples have identical average (expected) values. This test assumes that the populations have identical variances by default. Parameters ---------- a, b : array_like The arrays must have the same shape, except in the dimension corresponding to `axis` (the first, by default). axis : int or None, optional Axis along which to compute test. If None, compute over the whole arrays, `a`, and `b`. equal_var : bool, optional If True (default), perform a standard independent 2 sample test that assumes equal population variances [1]_. If False, perform Welch's t-test, which does not assume equal population variance [2]_. .. versionadded:: 0.11.0 nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array The calculated t-statistic. pvalue : float or array The two-tailed p-value. Notes ----- We can use this test, if we observe two independent samples from the same or different population, e.g. exam scores of boys and girls or of two ethnic groups. The test measures whether the average (expected) value differs significantly across samples. If we observe a large p-value, for example larger than 0.05 or 0.1, then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. References ---------- .. [1] http://en.wikipedia.org/wiki/T-test#Independent_two-sample_t-test .. [2] http://en.wikipedia.org/wiki/Welch%27s_t_test Examples -------- >>> from scipy import stats >>> np.random.seed(12345678) Test with sample with identical means: >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = stats.norm.rvs(loc=5,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs2) (0.26833823296239279, 0.78849443369564776) >>> stats.ttest_ind(rvs1,rvs2, equal_var = False) (0.26833823296239279, 0.78849452749500748) `ttest_ind` underestimates p for unequal variances: >>> rvs3 = stats.norm.rvs(loc=5, scale=20, size=500) >>> stats.ttest_ind(rvs1, rvs3) (-0.46580283298287162, 0.64145827413436174) >>> stats.ttest_ind(rvs1, rvs3, equal_var = False) (-0.46580283298287162, 0.64149646246569292) When n1 != n2, the equal variance t-statistic is no longer equal to the unequal variance t-statistic: >>> rvs4 = stats.norm.rvs(loc=5, scale=20, size=100) >>> stats.ttest_ind(rvs1, rvs4) (-0.99882539442782481, 0.3182832709103896) >>> stats.ttest_ind(rvs1, rvs4, equal_var = False) (-0.69712570584654099, 0.48716927725402048) T-test with different means, variance, and n: >>> rvs5 = stats.norm.rvs(loc=8, scale=20, size=100) >>> stats.ttest_ind(rvs1, rvs5) (-1.4679669854490653, 0.14263895620529152) >>> stats.ttest_ind(rvs1, rvs5, equal_var = False) (-0.94365973617132992, 0.34744170334794122) """ a, b, axis = _chk2_asarray(a, b, axis) Ttest_indResult = namedtuple('Ttest_indResult', ('statistic', 'pvalue')) # check both a and b contains_nan, nan_policy = (_contains_nan(a, nan_policy) or _contains_nan(b, nan_policy)) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) b = ma.masked_invalid(b) return mstats_basic.ttest_ind(a, b, axis, equal_var) if a.size == 0 or b.size == 0: return Ttest_indResult(np.nan, np.nan) v1 = np.var(a, axis, ddof=1) v2 = np.var(b, axis, ddof=1) n1 = a.shape[axis] n2 = b.shape[axis] if equal_var: df, denom = _equal_var_ttest_denom(v1, n1, v2, n2) else: df, denom = _unequal_var_ttest_denom(v1, n1, v2, n2) res = _ttest_ind_from_stats(np.mean(a, axis), np.mean(b, axis), denom, df) return Ttest_indResult(*res) def ttest_rel(a, b, axis=0, nan_policy='propagate'): """ Calculates the T-test on TWO RELATED samples of scores, a and b. This is a two-sided test for the null hypothesis that 2 related or repeated samples have identical average (expected) values. Parameters ---------- a, b : array_like The arrays must have the same shape. axis : int or None, optional Axis along which to compute test. If None, compute over the whole arrays, `a`, and `b`. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float or array t-statistic pvalue : float or array two-tailed p-value Notes ----- Examples for the use are scores of the same set of student in different exams, or repeated sampling from the same units. The test measures whether the average score differs significantly across samples (e.g. exams). If we observe a large p-value, for example greater than 0.05 or 0.1 then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. Small p-values are associated with large t-statistics. References ---------- http://en.wikipedia.org/wiki/T-test#Dependent_t-test Examples -------- >>> from scipy import stats >>> np.random.seed(12345678) # fix random seed to get same numbers >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = (stats.norm.rvs(loc=5,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs2) (0.24101764965300962, 0.80964043445811562) >>> rvs3 = (stats.norm.rvs(loc=8,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs3) (-3.9995108708727933, 7.3082402191726459e-005) """ a, b, axis = _chk2_asarray(a, b, axis) Ttest_relResult = namedtuple('Ttest_relResult', ('statistic', 'pvalue')) # check both a and b contains_nan, nan_policy = (_contains_nan(a, nan_policy) or _contains_nan(b, nan_policy)) if contains_nan and nan_policy == 'omit': a = ma.masked_invalid(a) return mstats_basic.ttest_rel(a, b, axis) if a.shape[axis] != b.shape[axis]: raise ValueError('unequal length arrays') if a.size == 0 or b.size == 0: return np.nan, np.nan n = a.shape[axis] df = float(n - 1) d = (a - b).astype(np.float64) v = np.var(d, axis, ddof=1) dm = np.mean(d, axis) denom = np.sqrt(v / float(n)) t = np.divide(dm, denom) t, prob = _ttest_finish(df, t) return Ttest_relResult(t, prob) def kstest(rvs, cdf, args=(), N=20, alternative='two-sided', mode='approx'): """ Perform the Kolmogorov-Smirnov test for goodness of fit. This performs a test of the distribution G(x) of an observed random variable against a given distribution F(x). Under the null hypothesis the two distributions are identical, G(x)=F(x). The alternative hypothesis can be either 'two-sided' (default), 'less' or 'greater'. The KS test is only valid for continuous distributions. Parameters ---------- rvs : str, array or callable If a string, it should be the name of a distribution in `scipy.stats`. If an array, it should be a 1-D array of observations of random variables. If a callable, it should be a function to generate random variables; it is required to have a keyword argument `size`. cdf : str or callable If a string, it should be the name of a distribution in `scipy.stats`. If `rvs` is a string then `cdf` can be False or the same as `rvs`. If a callable, that callable is used to calculate the cdf. args : tuple, sequence, optional Distribution parameters, used if `rvs` or `cdf` are strings. N : int, optional Sample size if `rvs` is string or callable. Default is 20. alternative : {'two-sided', 'less','greater'}, optional Defines the alternative hypothesis (see explanation above). Default is 'two-sided'. mode : 'approx' (default) or 'asymp', optional Defines the distribution used for calculating the p-value. - 'approx' : use approximation to exact distribution of test statistic - 'asymp' : use asymptotic distribution of test statistic Returns ------- statistic : float KS test statistic, either D, D+ or D-. pvalue : float One-tailed or two-tailed p-value. Notes ----- In the one-sided test, the alternative is that the empirical cumulative distribution function of the random variable is "less" or "greater" than the cumulative distribution function F(x) of the hypothesis, ``G(x)<=F(x)``, resp. ``G(x)>=F(x)``. Examples -------- >>> from scipy import stats >>> x = np.linspace(-15, 15, 9) >>> stats.kstest(x, 'norm') (0.44435602715924361, 0.038850142705171065) >>> np.random.seed(987654321) # set random seed to get the same result >>> stats.kstest('norm', False, N=100) (0.058352892479417884, 0.88531190944151261) The above lines are equivalent to: >>> np.random.seed(987654321) >>> stats.kstest(stats.norm.rvs(size=100), 'norm') (0.058352892479417884, 0.88531190944151261) *Test against one-sided alternative hypothesis* Shift distribution to larger values, so that ``cdf_dgp(x) < norm.cdf(x)``: >>> np.random.seed(987654321) >>> x = stats.norm.rvs(loc=0.2, size=100) >>> stats.kstest(x,'norm', alternative = 'less') (0.12464329735846891, 0.040989164077641749) Reject equal distribution against alternative hypothesis: less >>> stats.kstest(x,'norm', alternative = 'greater') (0.0072115233216311081, 0.98531158590396395) Don't reject equal distribution against alternative hypothesis: greater >>> stats.kstest(x,'norm', mode='asymp') (0.12464329735846891, 0.08944488871182088) *Testing t distributed random variables against normal distribution* With 100 degrees of freedom the t distribution looks close to the normal distribution, and the K-S test does not reject the hypothesis that the sample came from the normal distribution: >>> np.random.seed(987654321) >>> stats.kstest(stats.t.rvs(100,size=100),'norm') (0.072018929165471257, 0.67630062862479168) With 3 degrees of freedom the t distribution looks sufficiently different from the normal distribution, that we can reject the hypothesis that the sample came from the normal distribution at the 10% level: >>> np.random.seed(987654321) >>> stats.kstest(stats.t.rvs(3,size=100),'norm') (0.131016895759829, 0.058826222555312224) """ if isinstance(rvs, string_types): if (not cdf) or (cdf == rvs): cdf = getattr(distributions, rvs).cdf rvs = getattr(distributions, rvs).rvs else: raise AttributeError("if rvs is string, cdf has to be the " "same distribution") if isinstance(cdf, string_types): cdf = getattr(distributions, cdf).cdf if callable(rvs): kwds = {'size': N} vals = np.sort(rvs(*args, **kwds)) else: vals = np.sort(rvs) N = len(vals) cdfvals = cdf(vals, *args) # to not break compatibility with existing code if alternative == 'two_sided': alternative = 'two-sided' KstestResult = namedtuple('KstestResult', ('statistic', 'pvalue')) if alternative in ['two-sided', 'greater']: Dplus = (np.arange(1.0, N + 1)/N - cdfvals).max() if alternative == 'greater': return KstestResult(Dplus, distributions.ksone.sf(Dplus, N)) if alternative in ['two-sided', 'less']: Dmin = (cdfvals - np.arange(0.0, N)/N).max() if alternative == 'less': return KstestResult(Dmin, distributions.ksone.sf(Dmin, N)) if alternative == 'two-sided': D = np.max([Dplus, Dmin]) if mode == 'asymp': return KstestResult(D, distributions.kstwobign.sf(D * np.sqrt(N))) if mode == 'approx': pval_two = distributions.kstwobign.sf(D * np.sqrt(N)) if N > 2666 or pval_two > 0.80 - N*0.3/1000: return KstestResult(D, distributions.kstwobign.sf(D * np.sqrt(N))) else: return KstestResult(D, 2 * distributions.ksone.sf(D, N)) # Map from names to lambda_ values used in power_divergence(). _power_div_lambda_names = { "pearson": 1, "log-likelihood": 0, "freeman-tukey": -0.5, "mod-log-likelihood": -1, "neyman": -2, "cressie-read": 2/3, } def _count(a, axis=None): """ Count the number of non-masked elements of an array. This function behaves like np.ma.count(), but is much faster for ndarrays. """ if hasattr(a, 'count'): num = a.count(axis=axis) if isinstance(num, np.ndarray) and num.ndim == 0: # In some cases, the `count` method returns a scalar array (e.g. # np.array(3)), but we want a plain integer. num = int(num) else: if axis is None: num = a.size else: num = a.shape[axis] return num def power_divergence(f_obs, f_exp=None, ddof=0, axis=0, lambda_=None): """ Cressie-Read power divergence statistic and goodness of fit test. This function tests the null hypothesis that the categorical data has the given frequencies, using the Cressie-Read power divergence statistic. Parameters ---------- f_obs : array_like Observed frequencies in each category. f_exp : array_like, optional Expected frequencies in each category. By default the categories are assumed to be equally likely. ddof : int, optional "Delta degrees of freedom": adjustment to the degrees of freedom for the p-value. The p-value is computed using a chi-squared distribution with ``k - 1 - ddof`` degrees of freedom, where `k` is the number of observed frequencies. The default value of `ddof` is 0. axis : int or None, optional The axis of the broadcast result of `f_obs` and `f_exp` along which to apply the test. If axis is None, all values in `f_obs` are treated as a single data set. Default is 0. lambda_ : float or str, optional `lambda_` gives the power in the Cressie-Read power divergence statistic. The default is 1. For convenience, `lambda_` may be assigned one of the following strings, in which case the corresponding numerical value is used:: String Value Description "pearson" 1 Pearson's chi-squared statistic. In this case, the function is equivalent to `stats.chisquare`. "log-likelihood" 0 Log-likelihood ratio. Also known as the G-test [3]_. "freeman-tukey" -1/2 Freeman-Tukey statistic. "mod-log-likelihood" -1 Modified log-likelihood ratio. "neyman" -2 Neyman's statistic. "cressie-read" 2/3 The power recommended in [5]_. Returns ------- statistic : float or ndarray The Cressie-Read power divergence test statistic. The value is a float if `axis` is None or if` `f_obs` and `f_exp` are 1-D. pvalue : float or ndarray The p-value of the test. The value is a float if `ddof` and the return value `stat` are scalars. See Also -------- chisquare Notes ----- This test is invalid when the observed or expected frequencies in each category are too small. A typical rule is that all of the observed and expected frequencies should be at least 5. When `lambda_` is less than zero, the formula for the statistic involves dividing by `f_obs`, so a warning or error may be generated if any value in `f_obs` is 0. Similarly, a warning or error may be generated if any value in `f_exp` is zero when `lambda_` >= 0. The default degrees of freedom, k-1, are for the case when no parameters of the distribution are estimated. If p parameters are estimated by efficient maximum likelihood then the correct degrees of freedom are k-1-p. If the parameters are estimated in a different way, then the dof can be between k-1-p and k-1. However, it is also possible that the asymptotic distribution is not a chisquare, in which case this test is not appropriate. This function handles masked arrays. If an element of `f_obs` or `f_exp` is masked, then data at that position is ignored, and does not count towards the size of the data set. .. versionadded:: 0.13.0 References ---------- .. [1] Lowry, Richard. "Concepts and Applications of Inferential Statistics". Chapter 8. http://faculty.vassar.edu/lowry/ch8pt1.html .. [2] "Chi-squared test", http://en.wikipedia.org/wiki/Chi-squared_test .. [3] "G-test", http://en.wikipedia.org/wiki/G-test .. [4] Sokal, R. R. and Rohlf, F. J. "Biometry: the principles and practice of statistics in biological research", New York: Freeman (1981) .. [5] Cressie, N. and Read, T. R. C., "Multinomial Goodness-of-Fit Tests", J. Royal Stat. Soc. Series B, Vol. 46, No. 3 (1984), pp. 440-464. Examples -------- (See `chisquare` for more examples.) When just `f_obs` is given, it is assumed that the expected frequencies are uniform and given by the mean of the observed frequencies. Here we perform a G-test (i.e. use the log-likelihood ratio statistic): >>> from scipy.stats import power_divergence >>> power_divergence([16, 18, 16, 14, 12, 12], lambda_='log-likelihood') (2.006573162632538, 0.84823476779463769) The expected frequencies can be given with the `f_exp` argument: >>> power_divergence([16, 18, 16, 14, 12, 12], ... f_exp=[16, 16, 16, 16, 16, 8], ... lambda_='log-likelihood') (3.3281031458963746, 0.6495419288047497) When `f_obs` is 2-D, by default the test is applied to each column. >>> obs = np.array([[16, 18, 16, 14, 12, 12], [32, 24, 16, 28, 20, 24]]).T >>> obs.shape (6, 2) >>> power_divergence(obs, lambda_="log-likelihood") (array([ 2.00657316, 6.77634498]), array([ 0.84823477, 0.23781225])) By setting ``axis=None``, the test is applied to all data in the array, which is equivalent to applying the test to the flattened array. >>> power_divergence(obs, axis=None) (23.31034482758621, 0.015975692534127565) >>> power_divergence(obs.ravel()) (23.31034482758621, 0.015975692534127565) `ddof` is the change to make to the default degrees of freedom. >>> power_divergence([16, 18, 16, 14, 12, 12], ddof=1) (2.0, 0.73575888234288467) The calculation of the p-values is done by broadcasting the test statistic with `ddof`. >>> power_divergence([16, 18, 16, 14, 12, 12], ddof=[0,1,2]) (2.0, array([ 0.84914504, 0.73575888, 0.5724067 ])) `f_obs` and `f_exp` are also broadcast. In the following, `f_obs` has shape (6,) and `f_exp` has shape (2, 6), so the result of broadcasting `f_obs` and `f_exp` has shape (2, 6). To compute the desired chi-squared statistics, we must use ``axis=1``: >>> power_divergence([16, 18, 16, 14, 12, 12], ... f_exp=[[16, 16, 16, 16, 16, 8], ... [8, 20, 20, 16, 12, 12]], ... axis=1) (array([ 3.5 , 9.25]), array([ 0.62338763, 0.09949846])) """ # Convert the input argument `lambda_` to a numerical value. if isinstance(lambda_, string_types): if lambda_ not in _power_div_lambda_names: names = repr(list(_power_div_lambda_names.keys()))[1:-1] raise ValueError("invalid string for lambda_: {0!r}. Valid strings " "are {1}".format(lambda_, names)) lambda_ = _power_div_lambda_names[lambda_] elif lambda_ is None: lambda_ = 1 f_obs = np.asanyarray(f_obs) if f_exp is not None: f_exp = np.atleast_1d(np.asanyarray(f_exp)) else: # Compute the equivalent of # f_exp = f_obs.mean(axis=axis, keepdims=True) # Older versions of numpy do not have the 'keepdims' argument, so # we have to do a little work to achieve the same result. # Ignore 'invalid' errors so the edge case of a data set with length 0 # is handled without spurious warnings. with np.errstate(invalid='ignore'): f_exp = np.atleast_1d(f_obs.mean(axis=axis)) if axis is not None: reduced_shape = list(f_obs.shape) reduced_shape[axis] = 1 f_exp.shape = reduced_shape # `terms` is the array of terms that are summed along `axis` to create # the test statistic. We use some specialized code for a few special # cases of lambda_. if lambda_ == 1: # Pearson's chi-squared statistic terms = (f_obs - f_exp)**2 / f_exp elif lambda_ == 0: # Log-likelihood ratio (i.e. G-test) terms = 2.0 * special.xlogy(f_obs, f_obs / f_exp) elif lambda_ == -1: # Modified log-likelihood ratio terms = 2.0 * special.xlogy(f_exp, f_exp / f_obs) else: # General Cressie-Read power divergence. terms = f_obs * ((f_obs / f_exp)**lambda_ - 1) terms /= 0.5 * lambda_ * (lambda_ + 1) stat = terms.sum(axis=axis) num_obs = _count(terms, axis=axis) ddof = asarray(ddof) p = distributions.chi2.sf(stat, num_obs - 1 - ddof) Power_divergenceResult = namedtuple('Power_divergenceResult', ('statistic', 'pvalue')) return Power_divergenceResult(stat, p) def chisquare(f_obs, f_exp=None, ddof=0, axis=0): """ Calculates a one-way chi square test. The chi square test tests the null hypothesis that the categorical data has the given frequencies. Parameters ---------- f_obs : array_like Observed frequencies in each category. f_exp : array_like, optional Expected frequencies in each category. By default the categories are assumed to be equally likely. ddof : int, optional "Delta degrees of freedom": adjustment to the degrees of freedom for the p-value. The p-value is computed using a chi-squared distribution with ``k - 1 - ddof`` degrees of freedom, where `k` is the number of observed frequencies. The default value of `ddof` is 0. axis : int or None, optional The axis of the broadcast result of `f_obs` and `f_exp` along which to apply the test. If axis is None, all values in `f_obs` are treated as a single data set. Default is 0. Returns ------- chisq : float or ndarray The chi-squared test statistic. The value is a float if `axis` is None or `f_obs` and `f_exp` are 1-D. p : float or ndarray The p-value of the test. The value is a float if `ddof` and the return value `chisq` are scalars. See Also -------- power_divergence mstats.chisquare Notes ----- This test is invalid when the observed or expected frequencies in each category are too small. A typical rule is that all of the observed and expected frequencies should be at least 5. The default degrees of freedom, k-1, are for the case when no parameters of the distribution are estimated. If p parameters are estimated by efficient maximum likelihood then the correct degrees of freedom are k-1-p. If the parameters are estimated in a different way, then the dof can be between k-1-p and k-1. However, it is also possible that the asymptotic distribution is not a chisquare, in which case this test is not appropriate. References ---------- .. [1] Lowry, Richard. "Concepts and Applications of Inferential Statistics". Chapter 8. http://faculty.vassar.edu/lowry/ch8pt1.html .. [2] "Chi-squared test", http://en.wikipedia.org/wiki/Chi-squared_test Examples -------- When just `f_obs` is given, it is assumed that the expected frequencies are uniform and given by the mean of the observed frequencies. >>> from scipy.stats import chisquare >>> chisquare([16, 18, 16, 14, 12, 12]) (2.0, 0.84914503608460956) With `f_exp` the expected frequencies can be given. >>> chisquare([16, 18, 16, 14, 12, 12], f_exp=[16, 16, 16, 16, 16, 8]) (3.5, 0.62338762774958223) When `f_obs` is 2-D, by default the test is applied to each column. >>> obs = np.array([[16, 18, 16, 14, 12, 12], [32, 24, 16, 28, 20, 24]]).T >>> obs.shape (6, 2) >>> chisquare(obs) (array([ 2. , 6.66666667]), array([ 0.84914504, 0.24663415])) By setting ``axis=None``, the test is applied to all data in the array, which is equivalent to applying the test to the flattened array. >>> chisquare(obs, axis=None) (23.31034482758621, 0.015975692534127565) >>> chisquare(obs.ravel()) (23.31034482758621, 0.015975692534127565) `ddof` is the change to make to the default degrees of freedom. >>> chisquare([16, 18, 16, 14, 12, 12], ddof=1) (2.0, 0.73575888234288467) The calculation of the p-values is done by broadcasting the chi-squared statistic with `ddof`. >>> chisquare([16, 18, 16, 14, 12, 12], ddof=[0,1,2]) (2.0, array([ 0.84914504, 0.73575888, 0.5724067 ])) `f_obs` and `f_exp` are also broadcast. In the following, `f_obs` has shape (6,) and `f_exp` has shape (2, 6), so the result of broadcasting `f_obs` and `f_exp` has shape (2, 6). To compute the desired chi-squared statistics, we use ``axis=1``: >>> chisquare([16, 18, 16, 14, 12, 12], ... f_exp=[[16, 16, 16, 16, 16, 8], [8, 20, 20, 16, 12, 12]], ... axis=1) (array([ 3.5 , 9.25]), array([ 0.62338763, 0.09949846])) """ return power_divergence(f_obs, f_exp=f_exp, ddof=ddof, axis=axis, lambda_="pearson") def ks_2samp(data1, data2): """ Computes the Kolmogorov-Smirnov statistic on 2 samples. This is a two-sided test for the null hypothesis that 2 independent samples are drawn from the same continuous distribution. Parameters ---------- data1, data2 : sequence of 1-D ndarrays two arrays of sample observations assumed to be drawn from a continuous distribution, sample sizes can be different Returns ------- statistic : float KS statistic pvalue : float two-tailed p-value Notes ----- This tests whether 2 samples are drawn from the same distribution. Note that, like in the case of the one-sample K-S test, the distribution is assumed to be continuous. This is the two-sided test, one-sided tests are not implemented. The test uses the two-sided asymptotic Kolmogorov-Smirnov distribution. If the K-S statistic is small or the p-value is high, then we cannot reject the hypothesis that the distributions of the two samples are the same. Examples -------- >>> from scipy import stats >>> np.random.seed(12345678) #fix random seed to get the same result >>> n1 = 200 # size of first sample >>> n2 = 300 # size of second sample For a different distribution, we can reject the null hypothesis since the pvalue is below 1%: >>> rvs1 = stats.norm.rvs(size=n1, loc=0., scale=1) >>> rvs2 = stats.norm.rvs(size=n2, loc=0.5, scale=1.5) >>> stats.ks_2samp(rvs1, rvs2) (0.20833333333333337, 4.6674975515806989e-005) For a slightly different distribution, we cannot reject the null hypothesis at a 10% or lower alpha since the p-value at 0.144 is higher than 10% >>> rvs3 = stats.norm.rvs(size=n2, loc=0.01, scale=1.0) >>> stats.ks_2samp(rvs1, rvs3) (0.10333333333333333, 0.14498781825751686) For an identical distribution, we cannot reject the null hypothesis since the p-value is high, 41%: >>> rvs4 = stats.norm.rvs(size=n2, loc=0.0, scale=1.0) >>> stats.ks_2samp(rvs1, rvs4) (0.07999999999999996, 0.41126949729859719) """ data1 = np.sort(data1) data2 = np.sort(data2) n1 = data1.shape[0] n2 = data2.shape[0] data_all = np.concatenate([data1, data2]) cdf1 = np.searchsorted(data1, data_all, side='right') / (1.0*n1) cdf2 = np.searchsorted(data2, data_all, side='right') / (1.0*n2) d = np.max(np.absolute(cdf1 - cdf2)) # Note: d absolute not signed distance en = np.sqrt(n1 * n2 / float(n1 + n2)) try: prob = distributions.kstwobign.sf((en + 0.12 + 0.11 / en) * d) except: prob = 1.0 Ks_2sampResult = namedtuple('Ks_2sampResult', ('statistic', 'pvalue')) return Ks_2sampResult(d, prob) def mannwhitneyu(x, y, use_continuity=True, alternative='two-sided'): """ Computes the Mann-Whitney rank test on samples x and y. Parameters ---------- x, y : array_like Array of samples, should be one-dimensional. use_continuity : bool, optional Whether a continuity correction (1/2.) should be taken into account. Default is True. Returns ------- statistic : float The Mann-Whitney statistics. pvalue : float One-sided p-value assuming a asymptotic normal distribution. Notes ----- Use only when the number of observation in each sample is > 20 and you have 2 independent samples of ranks. Mann-Whitney U is significant if the u-obtained is LESS THAN or equal to the critical value of U. This test corrects for ties and by default uses a continuity correction. The reported p-value is for a one-sided hypothesis, to get the two-sided p-value multiply the returned p-value by 2. """ x = np.asarray(x) y = np.asarray(y) n1 = len(x) n2 = len(y) ranked = rankdata(np.concatenate((x, y))) rankx = ranked[0:n1] # get the x-ranks u1 = n1*n2 + (n1*(n1+1))/2.0 - np.sum(rankx, axis=0) # calc U for x u2 = n1*n2 - u1 # remainder is U for y T = tiecorrect(ranked) if T == 0: raise ValueError('All numbers are identical in amannwhitneyu') sd = np.sqrt(T * n1 * n2 * (n1+n2+1) / 12.0) fact2 = 1 meanrank = n1*n2/2.0 + 0.5 * use_continuity if alternative == 'less': z = u1 - meanrank elif alternative == 'greater': z = u2 - meanrank elif alternative == 'two-sided': bigu = max(u1, u2) z = np.abs(bigu - meanrank) fact2 = 2. else: raise ValueError("alternative should be 'less', 'greater'" "or 'two-sided'") z = z / sd MannwhitneyuResult = namedtuple('MannwhitneyuResult', ('statistic', 'pvalue')) return MannwhitneyuResult(u2, distributions.norm.sf(z) * fact2) def ranksums(x, y): """ Compute the Wilcoxon rank-sum statistic for two samples. The Wilcoxon rank-sum test tests the null hypothesis that two sets of measurements are drawn from the same distribution. The alternative hypothesis is that values in one sample are more likely to be larger than the values in the other sample. This test should be used to compare two samples from continuous distributions. It does not handle ties between measurements in x and y. For tie-handling and an optional continuity correction see `scipy.stats.mannwhitneyu`. Parameters ---------- x,y : array_like The data from the two samples Returns ------- statistic : float The test statistic under the large-sample approximation that the rank sum statistic is normally distributed pvalue : float The two-sided p-value of the test References ---------- .. [1] http://en.wikipedia.org/wiki/Wilcoxon_rank-sum_test """ x, y = map(np.asarray, (x, y)) n1 = len(x) n2 = len(y) alldata = np.concatenate((x, y)) ranked = rankdata(alldata) x = ranked[:n1] s = np.sum(x, axis=0) expected = n1 * (n1+n2+1) / 2.0 z = (s - expected) / np.sqrt(n1*n2*(n1+n2+1)/12.0) prob = 2 * distributions.norm.sf(abs(z)) RanksumsResult = namedtuple('RanksumsResult', ('statistic', 'pvalue')) return RanksumsResult(z, prob) def kruskal(*args, **kwargs): """ Compute the Kruskal-Wallis H-test for independent samples The Kruskal-Wallis H-test tests the null hypothesis that the population median of all of the groups are equal. It is a non-parametric version of ANOVA. The test works on 2 or more independent samples, which may have different sizes. Note that rejecting the null hypothesis does not indicate which of the groups differs. Post-hoc comparisons between groups are required to determine which groups are different. Parameters ---------- sample1, sample2, ... : array_like Two or more arrays with the sample measurements can be given as arguments. nan_policy : {'propagate', 'raise', 'omit'}, optional Defines how to handle when input contains nan. 'propagate' returns nan, 'raise' throws an error, 'omit' performs the calculations ignoring nan values. Default is 'propagate'. Returns ------- statistic : float The Kruskal-Wallis H statistic, corrected for ties pvalue : float The p-value for the test using the assumption that H has a chi square distribution See Also -------- f_oneway : 1-way ANOVA mannwhitneyu : Mann-Whitney rank test on two samples. friedmanchisquare : Friedman test for repeated measurements Notes ----- Due to the assumption that H has a chi square distribution, the number of samples in each group must not be too small. A typical rule is that each sample must have at least 5 measurements. References ---------- .. [1] W. H. Kruskal & W. W. Wallis, "Use of Ranks in One-Criterion Variance Analysis", Journal of the American Statistical Association, Vol. 47, Issue 260, pp. 583-621, 1952. .. [2] http://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance Examples -------- >>> from scipy import stats >>> x = [1, 3, 5, 7, 9] >>> y = [2, 4, 6, 8, 10] >>> stats.kruskal(x, y) KruskalResult(statistic=0.27272727272727337, pvalue=0.60150813444058948) >>> x = [1, 1, 1] >>> y = [2, 2, 2] >>> z = [2, 2] >>> stats.kruskal(x, y, z) KruskalResult(statistic=7.0, pvalue=0.030197383422318501) """ args = list(map(np.asarray, args)) num_groups = len(args) if num_groups < 2: raise ValueError("Need at least two groups in stats.kruskal()") KruskalResult = namedtuple('KruskalResult', ('statistic', 'pvalue')) for arg in args: if arg.size == 0: return KruskalResult(np.nan, np.nan) n = np.asarray(list(map(len, args))) if 'nan_policy' in kwargs.keys(): if kwargs['nan_policy'] not in ('propagate', 'raise', 'omit'): raise ValueError("nan_policy must be 'propagate', " "'raise' or'omit'") else: nan_policy = kwargs['nan_policy'] else: nan_policy = 'propagate' KruskalResult = namedtuple('KruskalResult', ('statistic', 'pvalue')) contains_nan = False for arg in args: cn = _contains_nan(arg, nan_policy) if cn[0]: contains_nan = True break if contains_nan and nan_policy == 'omit': for a in args: a = ma.masked_invalid(a) return mstats_basic.kruskal(*args) if contains_nan and nan_policy == 'propagate': return KruskalResult(np.nan, np.nan) alldata = np.concatenate(args) ranked = rankdata(alldata) ties = tiecorrect(ranked) if ties == 0: raise ValueError('All numbers are identical in kruskal') # Compute sum^2/n for each group and sum j = np.insert(np.cumsum(n), 0, 0) ssbn = 0 for i in range(num_groups): ssbn += _square_of_sums(ranked[j[i]:j[i+1]]) / float(n[i]) totaln = np.sum(n) h = 12.0 / (totaln * (totaln + 1)) * ssbn - 3 * (totaln + 1) df = num_groups - 1 h /= ties return KruskalResult(h, distributions.chi2.sf(h, df)) def friedmanchisquare(*args): """ Computes the Friedman test for repeated measurements The Friedman test tests the null hypothesis that repeated measurements of the same individuals have the same distribution. It is often used to test for consistency among measurements obtained in different ways. For example, if two measurement techniques are used on the same set of individuals, the Friedman test can be used to determine if the two measurement techniques are consistent. Parameters ---------- measurements1, measurements2, measurements3... : array_like Arrays of measurements. All of the arrays must have the same number of elements. At least 3 sets of measurements must be given. Returns ------- statistic : float the test statistic, correcting for ties pvalue : float the associated p-value assuming that the test statistic has a chi squared distribution Notes ----- Due to the assumption that the test statistic has a chi squared distribution, the p-value is only reliable for n > 10 and more than 6 repeated measurements. References ---------- .. [1] http://en.wikipedia.org/wiki/Friedman_test """ k = len(args) if k < 3: raise ValueError('\nLess than 3 levels. Friedman test not appropriate.\n') n = len(args[0]) for i in range(1, k): if len(args[i]) != n: raise ValueError('Unequal N in friedmanchisquare. Aborting.') # Rank data data = np.vstack(args).T data = data.astype(float) for i in range(len(data)): data[i] = rankdata(data[i]) # Handle ties ties = 0 for i in range(len(data)): replist, repnum = find_repeats(array(data[i])) for t in repnum: ties += t * (t*t - 1) c = 1 - ties / float(k*(k*k - 1)*n) ssbn = np.sum(data.sum(axis=0)**2) chisq = (12.0 / (k*n*(k+1)) * ssbn - 3*n*(k+1)) / c FriedmanchisquareResult = namedtuple('FriedmanchisquareResult', ('statistic', 'pvalue')) return FriedmanchisquareResult(chisq, distributions.chi2.sf(chisq, k - 1)) def combine_pvalues(pvalues, method='fisher', weights=None): """ Methods for combining the p-values of independent tests bearing upon the same hypothesis. Parameters ---------- pvalues : array_like, 1-D Array of p-values assumed to come from independent tests. method : {'fisher', 'stouffer'}, optional Name of method to use to combine p-values. The following methods are available: - "fisher": Fisher's method (Fisher's combined probability test), the default. - "stouffer": Stouffer's Z-score method. weights : array_like, 1-D, optional Optional array of weights used only for Stouffer's Z-score method. Returns ------- statistic: float The statistic calculated by the specified method: - "fisher": The chi-squared statistic - "stouffer": The Z-score pval: float The combined p-value. Notes ----- Fisher's method (also known as Fisher's combined probability test) [1]_ uses a chi-squared statistic to compute a combined p-value. The closely related Stouffer's Z-score method [2]_ uses Z-scores rather than p-values. The advantage of Stouffer's method is that it is straightforward to introduce weights, which can make Stouffer's method more powerful than Fisher's method when the p-values are from studies of different size [3]_ [4]_. Fisher's method may be extended to combine p-values from dependent tests [5]_. Extensions such as Brown's method and Kost's method are not currently implemented. .. versionadded:: 0.15.0 References ---------- .. [1] https://en.wikipedia.org/wiki/Fisher%27s_method .. [2] http://en.wikipedia.org/wiki/Fisher's_method#Relation_to_Stouffer.27s_Z-score_method .. [3] Whitlock, M. C. "Combining probability from independent tests: the weighted Z-method is superior to Fisher's approach." Journal of Evolutionary Biology 18, no. 5 (2005): 1368-1373. .. [4] Zaykin, Dmitri V. "Optimally weighted Z-test is a powerful method for combining probabilities in meta-analysis." Journal of Evolutionary Biology 24, no. 8 (2011): 1836-1841. .. [5] https://en.wikipedia.org/wiki/Extensions_of_Fisher%27s_method """ pvalues = np.asarray(pvalues) if pvalues.ndim != 1: raise ValueError("pvalues is not 1-D") if method == 'fisher': Xsq = -2 * np.sum(np.log(pvalues)) pval = distributions.chi2.sf(Xsq, 2 * len(pvalues)) return (Xsq, pval) elif method == 'stouffer': if weights is None: weights = np.ones_like(pvalues) elif len(weights) != len(pvalues): raise ValueError("pvalues and weights must be of the same size.") weights = np.asarray(weights) if weights.ndim != 1: raise ValueError("weights is not 1-D") Zi = distributions.norm.isf(pvalues) Z = np.dot(weights, Zi) / np.linalg.norm(weights) pval = distributions.norm.sf(Z) return (Z, pval) else: raise ValueError( "Invalid method '%s'. Options are 'fisher' or 'stouffer'", method) ##################################### # PROBABILITY CALCULATIONS # ##################################### @np.deprecate(message="stats.chisqprob is deprecated in scipy 0.17.0; " "use stats.distributions.chi2.sf instead.") def chisqprob(chisq, df): """ Probability value (1-tail) for the Chi^2 probability distribution. Broadcasting rules apply. Parameters ---------- chisq : array_like or float > 0 df : array_like or float, probably int >= 1 Returns ------- chisqprob : ndarray The area from `chisq` to infinity under the Chi^2 probability distribution with degrees of freedom `df`. """ return distributions.chi2.sf(chisq, df) @np.deprecate(message="stats.betai is deprecated in scipy 0.17.0; " "use special.betainc instead") def betai(a, b, x): """ Returns the incomplete beta function. I_x(a,b) = 1/B(a,b)*(Integral(0,x) of t^(a-1)(1-t)^(b-1) dt) where a,b>0 and B(a,b) = G(a)*G(b)/(G(a+b)) where G(a) is the gamma function of a. The standard broadcasting rules apply to a, b, and x. Parameters ---------- a : array_like or float > 0 b : array_like or float > 0 x : array_like or float x will be clipped to be no greater than 1.0 . Returns ------- betai : ndarray Incomplete beta function. """ return _betai(a, b, x) def _betai(a, b, x): x = np.asarray(x) x = np.where(x < 1.0, x, 1.0) # if x > 1 then return 1.0 return special.betainc(a, b, x) ##################################### # ANOVA CALCULATIONS # ##################################### @np.deprecate(message="stats.f_value_wilks_lambda deprecated in scipy 0.17.0") def f_value_wilks_lambda(ER, EF, dfnum, dfden, a, b): """Calculation of Wilks lambda F-statistic for multivarite data, per Maxwell & Delaney p.657. """ if isinstance(ER, (int, float)): ER = array([[ER]]) if isinstance(EF, (int, float)): EF = array([[EF]]) lmbda = linalg.det(EF) / linalg.det(ER) if (a-1)**2 + (b-1)**2 == 5: q = 1 else: q = np.sqrt(((a-1)**2*(b-1)**2 - 2) / ((a-1)**2 + (b-1)**2 - 5)) n_um = (1 - lmbda**(1.0/q))*(a-1)*(b-1) d_en = lmbda**(1.0/q) / (n_um*q - 0.5*(a-1)*(b-1) + 1) return n_um / d_en @np.deprecate(message="stats.f_value deprecated in scipy 0.17.0") def f_value(ER, EF, dfR, dfF): """ Returns an F-statistic for a restricted vs. unrestricted model. Parameters ---------- ER : float `ER` is the sum of squared residuals for the restricted model or null hypothesis EF : float `EF` is the sum of squared residuals for the unrestricted model or alternate hypothesis dfR : int `dfR` is the degrees of freedom in the restricted model dfF : int `dfF` is the degrees of freedom in the unrestricted model Returns ------- F-statistic : float """ return (ER - EF) / float(dfR - dfF) / (EF / float(dfF)) @np.deprecate(message="stats.f_value_multivariate deprecated in scipy 0.17.0") def f_value_multivariate(ER, EF, dfnum, dfden): """ Returns a multivariate F-statistic. Parameters ---------- ER : ndarray Error associated with the null hypothesis (the Restricted model). From a multivariate F calculation. EF : ndarray Error associated with the alternate hypothesis (the Full model) From a multivariate F calculation. dfnum : int Degrees of freedom the Restricted model. dfden : int Degrees of freedom associated with the Restricted model. Returns ------- fstat : float The computed F-statistic. """ if isinstance(ER, (int, float)): ER = array([[ER]]) if isinstance(EF, (int, float)): EF = array([[EF]]) n_um = (linalg.det(ER) - linalg.det(EF)) / float(dfnum) d_en = linalg.det(EF) / float(dfden) return n_um / d_en ##################################### # SUPPORT FUNCTIONS # ##################################### @np.deprecate(message="scipy.stats.ss is deprecated in scipy 0.17.0") def ss(a, axis=0): return _sum_of_squares(a, axis) def _sum_of_squares(a, axis=0): """ Squares each element of the input array, and returns the sum(s) of that. Parameters ---------- a : array_like Input array. axis : int or None, optional Axis along which to calculate. Default is 0. If None, compute over the whole array `a`. Returns ------- sum_of_squares : ndarray The sum along the given axis for (a**2). See also -------- _square_of_sums : The square(s) of the sum(s) (the opposite of `_sum_of_squares`). """ a, axis = _chk_asarray(a, axis) return np.sum(a*a, axis) @np.deprecate(message="scipy.stats.square_of_sums is deprecated " "in scipy 0.17.0") def square_of_sums(a, axis=0): return _square_of_sums(a, axis) def _square_of_sums(a, axis=0): """ Sums elements of the input array, and returns the square(s) of that sum. Parameters ---------- a : array_like Input array. axis : int or None, optional Axis along which to calculate. Default is 0. If None, compute over the whole array `a`. Returns ------- square_of_sums : float or ndarray The square of the sum over `axis`. See also -------- _sum_of_squares : The sum of squares (the opposite of `square_of_sums`). """ a, axis = _chk_asarray(a, axis) s = np.sum(a, axis) if not np.isscalar(s): return s.astype(float) * s else: return float(s) * s @np.deprecate(message="scipy.stats.fastsort is deprecated in scipy 0.16.0") def fastsort(a): """ Sort an array and provide the argsort. Parameters ---------- a : array_like Input array. Returns ------- fastsort : ndarray of type int sorted indices into the original array """ # TODO: the wording in the docstring is nonsense. it = np.argsort(a) as_ = a[it] return as_, it
bsd-3-clause
ndingwall/scikit-learn
sklearn/cross_decomposition/tests/test_pls.py
1
20589
import pytest import numpy as np from numpy.testing import (assert_array_almost_equal, assert_array_equal, assert_allclose) from sklearn.datasets import load_linnerud from sklearn.cross_decomposition._pls import ( _center_scale_xy, _get_first_singular_vectors_power_method, _get_first_singular_vectors_svd, _svd_flip_1d ) from sklearn.cross_decomposition import CCA from sklearn.cross_decomposition import PLSSVD, PLSRegression, PLSCanonical from sklearn.datasets import make_regression from sklearn.utils import check_random_state from sklearn.utils.extmath import svd_flip from sklearn.exceptions import ConvergenceWarning def assert_matrix_orthogonal(M): K = np.dot(M.T, M) assert_array_almost_equal(K, np.diag(np.diag(K))) def test_pls_canonical_basics(): # Basic checks for PLSCanonical d = load_linnerud() X = d.data Y = d.target pls = PLSCanonical(n_components=X.shape[1]) pls.fit(X, Y) assert_matrix_orthogonal(pls.x_weights_) assert_matrix_orthogonal(pls.y_weights_) assert_matrix_orthogonal(pls._x_scores) assert_matrix_orthogonal(pls._y_scores) # Check X = TP' and Y = UQ' T = pls._x_scores P = pls.x_loadings_ U = pls._y_scores Q = pls.y_loadings_ # Need to scale first Xc, Yc, x_mean, y_mean, x_std, y_std = _center_scale_xy( X.copy(), Y.copy(), scale=True) assert_array_almost_equal(Xc, np.dot(T, P.T)) assert_array_almost_equal(Yc, np.dot(U, Q.T)) # Check that rotations on training data lead to scores Xt = pls.transform(X) assert_array_almost_equal(Xt, pls._x_scores) Xt, Yt = pls.transform(X, Y) assert_array_almost_equal(Xt, pls._x_scores) assert_array_almost_equal(Yt, pls._y_scores) # Check that inverse_transform works X_back = pls.inverse_transform(Xt) assert_array_almost_equal(X_back, X) def test_sanity_check_pls_regression(): # Sanity check for PLSRegression # The results were checked against the R-packages plspm, misOmics and pls d = load_linnerud() X = d.data Y = d.target pls = PLSRegression(n_components=X.shape[1]) pls.fit(X, Y) expected_x_weights = np.array( [[-0.61330704, -0.00443647, 0.78983213], [-0.74697144, -0.32172099, -0.58183269], [-0.25668686, 0.94682413, -0.19399983]]) expected_x_loadings = np.array( [[-0.61470416, -0.24574278, 0.78983213], [-0.65625755, -0.14396183, -0.58183269], [-0.51733059, 1.00609417, -0.19399983]]) expected_y_weights = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) expected_y_loadings = np.array( [[+0.32456184, 0.29892183, 0.20316322], [+0.42439636, 0.61970543, 0.19320542], [-0.13143144, -0.26348971, -0.17092916]]) assert_array_almost_equal(np.abs(pls.x_loadings_), np.abs(expected_x_loadings)) assert_array_almost_equal(np.abs(pls.x_weights_), np.abs(expected_x_weights)) assert_array_almost_equal(np.abs(pls.y_loadings_), np.abs(expected_y_loadings)) assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_weights)) # The R / Python difference in the signs should be consistent across # loadings, weights, etc. x_loadings_sign_flip = np.sign(pls.x_loadings_ / expected_x_loadings) x_weights_sign_flip = np.sign(pls.x_weights_ / expected_x_weights) y_weights_sign_flip = np.sign(pls.y_weights_ / expected_y_weights) y_loadings_sign_flip = np.sign(pls.y_loadings_ / expected_y_loadings) assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip) def test_sanity_check_pls_regression_constant_column_Y(): # Check behavior when the first column of Y is constant # The results are checked against a modified version of plsreg2 # from the R-package plsdepot d = load_linnerud() X = d.data Y = d.target Y[:, 0] = 1 pls = PLSRegression(n_components=X.shape[1]) pls.fit(X, Y) expected_x_weights = np.array( [[-0.6273573, 0.007081799, 0.7786994], [-0.7493417, -0.277612681, -0.6011807], [-0.2119194, 0.960666981, -0.1794690]]) expected_x_loadings = np.array( [[-0.6273512, -0.22464538, 0.7786994], [-0.6643156, -0.09871193, -0.6011807], [-0.5125877, 1.01407380, -0.1794690]]) expected_y_loadings = np.array( [[0.0000000, 0.0000000, 0.0000000], [0.4357300, 0.5828479, 0.2174802], [-0.1353739, -0.2486423, -0.1810386]]) assert_array_almost_equal(np.abs(expected_x_weights), np.abs(pls.x_weights_)) assert_array_almost_equal(np.abs(expected_x_loadings), np.abs(pls.x_loadings_)) # For the PLSRegression with default parameters, y_loadings == y_weights assert_array_almost_equal(np.abs(pls.y_loadings_), np.abs(expected_y_loadings)) assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_loadings)) x_loadings_sign_flip = np.sign(expected_x_loadings / pls.x_loadings_) x_weights_sign_flip = np.sign(expected_x_weights / pls.x_weights_) y_loadings_sign_flip = np.sign(expected_y_loadings / pls.y_loadings_) assert_array_equal(x_loadings_sign_flip, x_weights_sign_flip) assert_array_equal(x_loadings_sign_flip[1:], y_loadings_sign_flip[1:]) def test_sanity_check_pls_canonical(): # Sanity check for PLSCanonical # The results were checked against the R-package plspm d = load_linnerud() X = d.data Y = d.target pls = PLSCanonical(n_components=X.shape[1]) pls .fit(X, Y) expected_x_weights = np.array( [[-0.61330704, 0.25616119, -0.74715187], [-0.74697144, 0.11930791, 0.65406368], [-0.25668686, -0.95924297, -0.11817271]]) expected_x_rotations = np.array( [[-0.61330704, 0.41591889, -0.62297525], [-0.74697144, 0.31388326, 0.77368233], [-0.25668686, -0.89237972, -0.24121788]]) expected_y_weights = np.array( [[+0.58989127, 0.7890047, 0.1717553], [+0.77134053, -0.61351791, 0.16920272], [-0.23887670, -0.03267062, 0.97050016]]) expected_y_rotations = np.array( [[+0.58989127, 0.7168115, 0.30665872], [+0.77134053, -0.70791757, 0.19786539], [-0.23887670, -0.00343595, 0.94162826]]) assert_array_almost_equal(np.abs(pls.x_rotations_), np.abs(expected_x_rotations)) assert_array_almost_equal(np.abs(pls.x_weights_), np.abs(expected_x_weights)) assert_array_almost_equal(np.abs(pls.y_rotations_), np.abs(expected_y_rotations)) assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_weights)) x_rotations_sign_flip = np.sign(pls.x_rotations_ / expected_x_rotations) x_weights_sign_flip = np.sign(pls.x_weights_ / expected_x_weights) y_rotations_sign_flip = np.sign(pls.y_rotations_ / expected_y_rotations) y_weights_sign_flip = np.sign(pls.y_weights_ / expected_y_weights) assert_array_almost_equal(x_rotations_sign_flip, x_weights_sign_flip) assert_array_almost_equal(y_rotations_sign_flip, y_weights_sign_flip) assert_matrix_orthogonal(pls.x_weights_) assert_matrix_orthogonal(pls.y_weights_) assert_matrix_orthogonal(pls._x_scores) assert_matrix_orthogonal(pls._y_scores) def test_sanity_check_pls_canonical_random(): # Sanity check for PLSCanonical on random data # The results were checked against the R-package plspm n = 500 p_noise = 10 q_noise = 5 # 2 latents vars: rng = check_random_state(11) l1 = rng.normal(size=n) l2 = rng.normal(size=n) latents = np.array([l1, l1, l2, l2]).T X = latents + rng.normal(size=4 * n).reshape((n, 4)) Y = latents + rng.normal(size=4 * n).reshape((n, 4)) X = np.concatenate( (X, rng.normal(size=p_noise * n).reshape(n, p_noise)), axis=1) Y = np.concatenate( (Y, rng.normal(size=q_noise * n).reshape(n, q_noise)), axis=1) pls = PLSCanonical(n_components=3) pls.fit(X, Y) expected_x_weights = np.array( [[0.65803719, 0.19197924, 0.21769083], [0.7009113, 0.13303969, -0.15376699], [0.13528197, -0.68636408, 0.13856546], [0.16854574, -0.66788088, -0.12485304], [-0.03232333, -0.04189855, 0.40690153], [0.1148816, -0.09643158, 0.1613305], [0.04792138, -0.02384992, 0.17175319], [-0.06781, -0.01666137, -0.18556747], [-0.00266945, -0.00160224, 0.11893098], [-0.00849528, -0.07706095, 0.1570547], [-0.00949471, -0.02964127, 0.34657036], [-0.03572177, 0.0945091, 0.3414855], [0.05584937, -0.02028961, -0.57682568], [0.05744254, -0.01482333, -0.17431274]]) expected_x_loadings = np.array( [[0.65649254, 0.1847647, 0.15270699], [0.67554234, 0.15237508, -0.09182247], [0.19219925, -0.67750975, 0.08673128], [0.2133631, -0.67034809, -0.08835483], [-0.03178912, -0.06668336, 0.43395268], [0.15684588, -0.13350241, 0.20578984], [0.03337736, -0.03807306, 0.09871553], [-0.06199844, 0.01559854, -0.1881785], [0.00406146, -0.00587025, 0.16413253], [-0.00374239, -0.05848466, 0.19140336], [0.00139214, -0.01033161, 0.32239136], [-0.05292828, 0.0953533, 0.31916881], [0.04031924, -0.01961045, -0.65174036], [0.06172484, -0.06597366, -0.1244497]]) expected_y_weights = np.array( [[0.66101097, 0.18672553, 0.22826092], [0.69347861, 0.18463471, -0.23995597], [0.14462724, -0.66504085, 0.17082434], [0.22247955, -0.6932605, -0.09832993], [0.07035859, 0.00714283, 0.67810124], [0.07765351, -0.0105204, -0.44108074], [-0.00917056, 0.04322147, 0.10062478], [-0.01909512, 0.06182718, 0.28830475], [0.01756709, 0.04797666, 0.32225745]]) expected_y_loadings = np.array( [[0.68568625, 0.1674376, 0.0969508], [0.68782064, 0.20375837, -0.1164448], [0.11712173, -0.68046903, 0.12001505], [0.17860457, -0.6798319, -0.05089681], [0.06265739, -0.0277703, 0.74729584], [0.0914178, 0.00403751, -0.5135078], [-0.02196918, -0.01377169, 0.09564505], [-0.03288952, 0.09039729, 0.31858973], [0.04287624, 0.05254676, 0.27836841]]) assert_array_almost_equal(np.abs(pls.x_loadings_), np.abs(expected_x_loadings)) assert_array_almost_equal(np.abs(pls.x_weights_), np.abs(expected_x_weights)) assert_array_almost_equal(np.abs(pls.y_loadings_), np.abs(expected_y_loadings)) assert_array_almost_equal(np.abs(pls.y_weights_), np.abs(expected_y_weights)) x_loadings_sign_flip = np.sign(pls.x_loadings_ / expected_x_loadings) x_weights_sign_flip = np.sign(pls.x_weights_ / expected_x_weights) y_weights_sign_flip = np.sign(pls.y_weights_ / expected_y_weights) y_loadings_sign_flip = np.sign(pls.y_loadings_ / expected_y_loadings) assert_array_almost_equal(x_loadings_sign_flip, x_weights_sign_flip) assert_array_almost_equal(y_loadings_sign_flip, y_weights_sign_flip) assert_matrix_orthogonal(pls.x_weights_) assert_matrix_orthogonal(pls.y_weights_) assert_matrix_orthogonal(pls._x_scores) assert_matrix_orthogonal(pls._y_scores) def test_convergence_fail(): # Make sure ConvergenceWarning is raised if max_iter is too small d = load_linnerud() X = d.data Y = d.target pls_nipals = PLSCanonical(n_components=X.shape[1], max_iter=2) with pytest.warns(ConvergenceWarning): pls_nipals.fit(X, Y) @pytest.mark.filterwarnings('ignore:.*scores_ was deprecated') # 0.26 @pytest.mark.parametrize('Est', (PLSSVD, PLSRegression, PLSCanonical)) def test_attibutes_shapes(Est): # Make sure attributes are of the correct shape depending on n_components d = load_linnerud() X = d.data Y = d.target n_components = 2 pls = Est(n_components=n_components) pls.fit(X, Y) assert all(attr.shape[1] == n_components for attr in (pls.x_scores_, pls.y_scores_, pls.x_weights_, pls.y_weights_)) @pytest.mark.parametrize('Est', (PLSRegression, PLSCanonical, CCA)) def test_univariate_equivalence(Est): # Ensure 2D Y with 1 column is equivalent to 1D Y d = load_linnerud() X = d.data Y = d.target est = Est(n_components=1) one_d_coeff = est.fit(X, Y[:, 0]).coef_ two_d_coeff = est.fit(X, Y[:, :1]).coef_ assert one_d_coeff.shape == two_d_coeff.shape assert_array_almost_equal(one_d_coeff, two_d_coeff) @pytest.mark.parametrize('Est', (PLSRegression, PLSCanonical, CCA, PLSSVD)) def test_copy(Est): # check that the "copy" keyword works d = load_linnerud() X = d.data Y = d.target X_orig = X.copy() # copy=True won't modify inplace pls = Est(copy=True).fit(X, Y) assert_array_equal(X, X_orig) # copy=False will modify inplace with pytest.raises(AssertionError): Est(copy=False).fit(X, Y) assert_array_almost_equal(X, X_orig) if Est is PLSSVD: return # PLSSVD does not support copy param in predict or transform X_orig = X.copy() with pytest.raises(AssertionError): pls.transform(X, Y, copy=False), assert_array_almost_equal(X, X_orig) X_orig = X.copy() with pytest.raises(AssertionError): pls.predict(X, copy=False), assert_array_almost_equal(X, X_orig) # Make sure copy=True gives same transform and predictions as predict=False assert_array_almost_equal(pls.transform(X, Y, copy=True), pls.transform(X.copy(), Y.copy(), copy=False)) assert_array_almost_equal(pls.predict(X, copy=True), pls.predict(X.copy(), copy=False)) def _generate_test_scale_and_stability_datasets(): """Generate dataset for test_scale_and_stability""" # dataset for non-regression 7818 rng = np.random.RandomState(0) n_samples = 1000 n_targets = 5 n_features = 10 Q = rng.randn(n_targets, n_features) Y = rng.randn(n_samples, n_targets) X = np.dot(Y, Q) + 2 * rng.randn(n_samples, n_features) + 1 X *= 1000 yield X, Y # Data set where one of the features is constaint X, Y = load_linnerud(return_X_y=True) # causes X[:, -1].std() to be zero X[:, -1] = 1.0 yield X, Y X = np.array([[0., 0., 1.], [1., 0., 0.], [2., 2., 2.], [3., 5., 4.]]) Y = np.array([[0.1, -0.2], [0.9, 1.1], [6.2, 5.9], [11.9, 12.3]]) yield X, Y # Seeds that provide a non-regression test for #18746, where CCA fails seeds = [530, 741] for seed in seeds: rng = np.random.RandomState(seed) X = rng.randn(4, 3) Y = rng.randn(4, 2) yield X, Y @pytest.mark.parametrize('Est', (CCA, PLSCanonical, PLSRegression, PLSSVD)) @pytest.mark.parametrize('X, Y', _generate_test_scale_and_stability_datasets()) def test_scale_and_stability(Est, X, Y): """scale=True is equivalent to scale=False on centered/scaled data This allows to check numerical stability over platforms as well""" X_s, Y_s, *_ = _center_scale_xy(X, Y) X_score, Y_score = Est(scale=True).fit_transform(X, Y) X_s_score, Y_s_score = Est(scale=False).fit_transform(X_s, Y_s) assert_allclose(X_s_score, X_score, atol=1e-4) assert_allclose(Y_s_score, Y_score, atol=1e-4) @pytest.mark.parametrize('Est', (PLSSVD, PLSCanonical, CCA)) @pytest.mark.parametrize('n_components', (0, 4)) def test_n_components_bounds(Est, n_components): # n_components should be in [1, min(n_samples, n_features, n_targets)] # TODO: catch error instead of warning in 0.26 rng = np.random.RandomState(0) X = rng.randn(10, 5) Y = rng.randn(10, 3) est = Est(n_components=n_components) with pytest.warns(FutureWarning, match="n_components=3 will be used instead"): est.fit(X, Y) # make sure upper bound of rank is used as a fallback assert est.transform(X).shape[1] == 3 @pytest.mark.parametrize('n_components', (0, 6)) def test_n_components_bounds_pls_regression(n_components): # For PLSRegression, the upper bound for n_components is n_features # TODO: catch error instead of warning in 0.26 rng = np.random.RandomState(0) X = rng.randn(10, 5) Y = rng.randn(10, 3) est = PLSRegression(n_components=n_components) with pytest.warns(FutureWarning, match="n_components=5 will be used instead"): est.fit(X, Y) # make sure upper bound of rank is used as a fallback assert est.transform(X).shape[1] == 5 @pytest.mark.parametrize('Est', (PLSSVD, CCA, PLSCanonical)) def test_scores_deprecations(Est): # Make sure x_scores_ and y_scores_ are deprecated. # It's not deprecated for PLSRegression because y_score_ is different from # transform(Y_train) # TODO: remove attributes and test in 0.26 rng = np.random.RandomState(0) X = rng.randn(10, 5) Y = rng.randn(10, 3) est = Est().fit(X, Y) with pytest.warns(FutureWarning, match="x_scores_ was deprecated"): assert_allclose(est.x_scores_, est.transform(X)) with pytest.warns(FutureWarning, match="y_scores_ was deprecated"): assert_allclose(est.y_scores_, est.transform(X, Y)[1]) @pytest.mark.parametrize('Est', (PLSRegression, PLSCanonical, CCA)) def test_norm_y_weights_deprecation(Est): rng = np.random.RandomState(0) X = rng.randn(10, 5) Y = rng.randn(10, 3) est = Est().fit(X, Y) with pytest.warns(FutureWarning, match="norm_y_weights was deprecated"): est.norm_y_weights # TODO: Remove test in 0.26 @pytest.mark.parametrize('Estimator', (PLSRegression, PLSCanonical, CCA, PLSSVD)) @pytest.mark.parametrize('attribute', ("x_mean_", "y_mean_", "x_std_", "y_std_")) def test_mean_and_std_deprecation(Estimator, attribute): rng = np.random.RandomState(0) X = rng.randn(10, 5) Y = rng.randn(10, 3) estimator = Estimator().fit(X, Y) with pytest.warns(FutureWarning, match=f"{attribute} was deprecated"): getattr(estimator, attribute) @pytest.mark.parametrize('n_samples, n_features', [(100, 10), (100, 200)]) @pytest.mark.parametrize('seed', range(10)) def test_singular_value_helpers(n_samples, n_features, seed): # Make sure SVD and power method give approximately the same results X, Y = make_regression(n_samples, n_features, n_targets=5, random_state=seed) u1, v1, _ = _get_first_singular_vectors_power_method(X, Y, norm_y_weights=True) u2, v2 = _get_first_singular_vectors_svd(X, Y) _svd_flip_1d(u1, v1) _svd_flip_1d(u2, v2) rtol = 1e-1 assert_allclose(u1, u2, rtol=rtol) assert_allclose(v1, v2, rtol=rtol) def test_one_component_equivalence(): # PLSSVD, PLSRegression and PLSCanonical should all be equivalent when # n_components is 1 X, Y = make_regression(100, 10, n_targets=5, random_state=0) svd = PLSSVD(n_components=1).fit(X, Y).transform(X) reg = PLSRegression(n_components=1).fit(X, Y).transform(X) canonical = PLSCanonical(n_components=1).fit(X, Y).transform(X) assert_allclose(svd, reg, rtol=1e-2) assert_allclose(svd, canonical, rtol=1e-2) def test_svd_flip_1d(): # Make sure svd_flip_1d is equivalent to svd_flip u = np.array([1, -4, 2]) v = np.array([1, 2, 3]) u_expected, v_expected = svd_flip(u.reshape(-1, 1), v.reshape(1, -1)) _svd_flip_1d(u, v) # inplace assert_allclose(u, u_expected.ravel()) assert_allclose(u, [-1, 4, -2]) assert_allclose(v, v_expected.ravel()) assert_allclose(v, [-1, -2, -3])
bsd-3-clause
jburos/survivalstan
test/test_pem_survival_model_sim.py
1
2040
import matplotlib as mpl mpl.use('Agg') import survivalstan from stancache import stancache import numpy as np from nose.tools import ok_ from functools import partial num_iter = 500 from .test_datasets import load_test_dataset_long, sim_test_dataset_long model_code = survivalstan.models.pem_survival_model make_inits = None def test_pem_model_sim(**kwargs): ''' Test weibull survival model on simulated dataset ''' dlong = sim_test_dataset_long() testfit = survivalstan.fit_stan_survival_model( model_cohort = 'test model', model_code = model_code, df = dlong, sample_col = 'index', timepoint_end_col = 'end_time', event_col = 'end_failure', formula = '~ 1', iter = num_iter, chains = 2, seed = 9001, make_inits = make_inits, FIT_FUN = stancache.cached_stan_fit, **kwargs ) ok_('fit' in testfit) ok_('coefs' in testfit) ok_('loo' in testfit) survivalstan.utils.plot_coefs([testfit]) survivalstan.utils.plot_coefs([testfit], trans=np.exp) survivalstan.utils.plot_coefs([testfit], element='baseline') return(testfit) def test_pem_model_sim_covar(**kwargs): ''' Test weibull survival model on simulated dataset ''' dlong = sim_test_dataset_long() testfit = survivalstan.fit_stan_survival_model( model_cohort = 'test model', model_code = model_code, df = dlong, sample_col = 'index', timepoint_end_col = 'end_time', event_col = 'end_failure', formula = '~ age + sex', iter = num_iter, chains = 2, seed = 9001, make_inits = make_inits, FIT_FUN = stancache.cached_stan_fit, **kwargs ) ok_('fit' in testfit) ok_('coefs' in testfit) ok_('loo' in testfit) survivalstan.utils.plot_coefs([testfit]) survivalstan.utils.plot_coefs([testfit], trans=np.exp) survivalstan.utils.plot_coefs([testfit], element='baseline') return(testfit)
apache-2.0
myuuuuun/RepeatedMatrixGame
PrisonersDilemma/experiment3/contest1/contest1.py
2
1238
#-*- encoding: utf-8 -*- ''' Simulate finite repeated symmetric matrix game. Copyright (c) 2015 @myuuuuun Contest - perfect monitoring ''' import sys sys.path.append('../') sys.path.append('../user_strategies') import numpy as np import pandas as pd import play as pl from Iida_perfect_monitoring import Iida_pm from kato import KatoStrategy from ikegami_perfect import Self_Centered_perfect from mhanami_Public_Strategy import PubStrategy from tsuyoshi import GrimTrigger from gistfile1 import MyStrategy from beeleb_Strategy import beeleb from oyama import OyamaPerfectMonitoring from ogawa import ogawa from yamagishi_impd import yamagishi np.set_printoptions(precision=3) if __name__ == '__main__': payoff = np.array([[4, 0], [5, 2]]) seed = 282 rs = np.random.RandomState(seed) # 第1期は確率1で来るものとする discount_v = 0.97 ts_length = rs.geometric(p=1-discount_v, size=1000) strategies = [Iida_pm, PubStrategy, KatoStrategy, Self_Centered_perfect, GrimTrigger, MyStrategy, beeleb, OyamaPerfectMonitoring, ogawa, yamagishi] game = pl.RepeatedMatrixGame(payoff, strategies, ts_length=ts_length, repeat=1000) game.play(mtype="perfect", random_seed=seed, record=True)
mit
Statoil/SegyIO
python/segyio/trace.py
1
28059
import collections import contextlib import itertools import warnings import sys try: from future_builtins import zip except ImportError: pass import numpy as np from .line import HeaderLine from .field import Field from .utils import castarray class Sequence(collections.Sequence): # unify the common optimisations and boilerplate of Trace, RawTrace, and # Header, which all obey the same index-oriented interface, and all share # length and wrap-around properties. # # It provides a useful negative-wrap index method which deals # appropriately with IndexError and python2-3 differences. def __init__(self, length): self.length = length def __len__(self): """x.__len__() <==> len(x)""" return self.length def __iter__(self): """x.__iter__() <==> iter(x)""" # __iter__ has a reasonable default implementation from # collections.Sequence. It's essentially this loop: # for i in range(len(self)): yield self[i] # However, in segyio that means the double-buffering, buffer reuse does # not happen, which is *much* slower (the allocation of otherwised # reused numpy objects takes about half the execution time), so # explicitly implement it as [:] return self[:] def wrapindex(self, i): if i < 0: i += len(self) if not 0 <= i < len(self): # in python2, int-slice comparison does not raise a type error, # (but returns False), so force a type-error if this still isn't an # int-like. _ = i + 0 raise IndexError('trace index out of range') return i class Trace(Sequence): """ The Trace implements the array interface, where every array element, the data trace, is a numpy.ndarray. As all arrays, it can be random accessed, iterated over, and read strided. Data is read lazily from disk, so iteration does not consume much memory. If you want eager reading, use Trace.raw. This mode gives access to reading and writing functionality for traces. The primary data type is ``numpy.ndarray``. Traces can be accessed individually or with python slices, and writing is done via assignment. Notes ----- .. versionadded:: 1.1 .. versionchanged:: 1.6 common list operations (collections.Sequence) Examples -------- Read all traces in file f and store in a list: >>> l = [numpy.copy(tr) for tr in trace[:]] Do numpy operations on a trace: >>> tr = trace[10] >>> tr = tr * 2 >>> tr = tr - 100 >>> avg = numpy.average(tr) Double every trace value and write to disk. Since accessing a trace gives a numpy value, to write to the respective trace we need its index: >>> for i, tr in enumerate(trace): ... tr = tr * 2 ... trace[i] = tr """ def __init__(self, filehandle, dtype, tracecount, samples, readonly): super(Trace, self).__init__(tracecount) self.filehandle = filehandle self.dtype = dtype self.shape = samples self.readonly = readonly def __getitem__(self, i): """trace[i] ith trace of the file, starting at 0. trace[i] returns a numpy array, and changes to this array will *not* be reflected on disk. When i is a slice, a generator of numpy arrays is returned. Parameters ---------- i : int or slice Returns ------- trace : numpy.ndarray of dtype or generator of numpy.ndarray of dtype Notes ----- .. versionadded:: 1.1 Behaves like [] for lists. .. note:: This operator reads lazily from the file, meaning the file is read on ``next()``, and only one trace is fixed in memory. This means segyio can run through arbitrarily large files without consuming much memory, but it is potentially slow if the goal is to read the entire file into memory. If that is the case, consider using `trace.raw`, which reads eagerly. Examples -------- Read every other trace: >>> for tr in trace[::2]: ... print(tr) Read all traces, last-to-first: >>> for tr in trace[::-1]: ... tr.mean() Read a single value. The second [] is regular numpy array indexing, and supports all numpy operations, including negative indexing and slicing: >>> trace[0][0] 1490.2 >>> trace[0][1] 1490.8 >>> trace[0][-1] 1871.3 >>> trace[-1][100] 1562.0 """ try: i = self.wrapindex(i) buf = np.zeros(self.shape, dtype = self.dtype) return self.filehandle.gettr(buf, i, 1, 1) except TypeError: # we assume this is a generator. extract the indices-tuple right # away, because if this is NOT a slice we want to fail with a type # error right away. If this is done inside gen() then the call will # succeed with a generator, which fails on first next() with an # attribute error try: indices = i.indices(len(self)) except AttributeError: msg = 'trace indices must be integers or slices, not {}' raise TypeError(msg.format(type(i).__name__)) def gen(): # double-buffer the trace. when iterating over a range, we want # to make sure the visible change happens as late as possible, # and that in the case of exception the last valid trace was # untouched. this allows for some fancy control flow, and more # importantly helps debugging because you can fully inspect and # interact with the last good value. x = np.zeros(self.shape, dtype=self.dtype) y = np.zeros(self.shape, dtype=self.dtype) for j in range(*indices): self.filehandle.gettr(x, j, 1, 1) x, y = y, x yield y return gen() def __setitem__(self, i, val): """trace[i] = val Write the ith trace of the file, starting at 0. It accepts any array_like, but val must be at least as big as the underlying data trace. If val is longer than the underlying trace, it is essentially truncated. For the best performance, val should be a numpy.ndarray of sufficient size and same dtype as the file. segyio will warn on mismatched types, and attempt a conversion for you. Data is written immediately to disk. If writing multiple traces at once, and a write fails partway through, the resulting file is left in an unspecified state. Parameters ---------- i : int or slice val : array_like Notes ----- .. versionadded:: 1.1 Behaves like [] for lists. Examples -------- Write a single trace: >>> trace[10] = list(range(1000)) Write multiple traces: >>> trace[10:15] = np.array([cube[i] for i in range(5)]) Write multiple traces with stride: >>> trace[10:20:2] = np.array([cube[i] for i in range(5)]) """ if isinstance(i, slice): for j, x in zip(range(*i.indices(len(self))), val): self[j] = x return xs = castarray(val, self.dtype) # TODO: check if len(xs) > shape, and optionally warn on truncating # writes self.filehandle.puttr(self.wrapindex(i), xs) def __repr__(self): return "Trace(traces = {}, samples = {})".format(len(self), self.shape) @property def raw(self): """ An eager version of Trace Returns ------- raw : RawTrace """ return RawTrace(self.filehandle, self.dtype, len(self), self.shape, self.readonly, ) @property @contextlib.contextmanager def ref(self): """ A write-back version of Trace Returns ------- ref : RefTrace `ref` is returned in a context manager, and must be in a ``with`` statement Notes ----- .. versionadded:: 1.6 Examples -------- >>> with trace.ref as ref: ... ref[10] += 1.617 """ x = RefTrace(self.filehandle, self.dtype, len(self), self.shape, self.readonly, ) yield x x.flush() class RawTrace(Trace): """ Behaves exactly like trace, except reads are done eagerly and returned as numpy.ndarray, instead of generators of numpy.ndarray. """ def __init__(self, *args): super(RawTrace, self).__init__(*args) def __getitem__(self, i): """trace[i] Eagerly read the ith trace of the file, starting at 0. trace[i] returns a numpy array, and changes to this array will *not* be reflected on disk. When i is a slice, this returns a 2-dimensional numpy.ndarray . Parameters ---------- i : int or slice Returns ------- trace : numpy.ndarray of dtype Notes ----- .. versionadded:: 1.1 Behaves like [] for lists. .. note:: Reading this way is more efficient if you know you can afford the extra memory usage. It reads the requested traces immediately to memory. """ try: i = self.wrapindex(i) buf = np.zeros(self.shape, dtype = self.dtype) return self.filehandle.gettr(buf, i, 1, 1) except TypeError: try: indices = i.indices(len(self)) except AttributeError: msg = 'trace indices must be integers or slices, not {}' raise TypeError(msg.format(type(i).__name__)) start, _, step = indices length = len(range(*indices)) buf = np.empty((length, self.shape), dtype = self.dtype) return self.filehandle.gettr(buf, start, step, length) def fingerprint(x): return hash(bytes(x.data)) class RefTrace(Trace): """ Behaves like trace, except changes to the returned numpy arrays *are* reflected on disk. Operations have to be in-place on the numpy array, so assignment on a trace will not work. This feature exists to support code like:: >>> with ref as r: ... for x, y in zip(r, src): ... numpy.copyto(x, y + 10) This class is not meant to be instantiated directly, but returned by :attr:`Trace.ref`. This feature requires a context manager, to guarantee modifications are written back to disk. """ def __init__(self, *args): super(RefTrace, self).__init__(*args) self.refs = {} def flush(self): """ Commit cached writes to the file handle. Does not flush libc buffers or notifies the kernel, so these changes may not immediately be visible to other processes. Updates the fingerprints whena writes happen, so successive ``flush()`` invocations are no-ops. It is not necessary to call this method in user code. Notes ----- .. versionadded:: 1.6 This method is not intended as user-oriented functionality, but might be useful in certain contexts to provide stronger guarantees. """ garbage = [] for i, (x, signature) in self.refs.items(): if sys.getrefcount(x) == 3: garbage.append(i) if fingerprint(x) == signature: continue self.filehandle.puttr(i, x) signature = fingerprint(x) # to avoid too many resource leaks, when this dict is the only one # holding references to already-produced traces, clear them for i in garbage: del self.refs[i] def fetch(self, i, buf = None): if buf is None: buf = np.zeros(self.shape, dtype = self.dtype) try: self.filehandle.gettr(buf, i, 1, 1) except IOError: if not self.readonly: # if the file is opened read-only and this happens, there's no # way to actually write and the error is an actual error buf.fill(0) else: raise return buf def __getitem__(self, i): """trace[i] Read the ith trace of the file, starting at 0. trace[i] returns a numpy array, but unlike Trace, changes to this array *will* be reflected on disk. The modifications must happen to the actual array (views are ok), so in-place operations work, but assignments will not:: >>> with ref as ref: ... x = ref[10] ... x += 1.617 # in-place, works ... numpy.copyto(x, x + 10) # works ... x = x + 10 # re-assignment, won't change the original x Works on newly created files that has yet to have any traces written, which opens up a natural way of filling newly created files with data. When getting unwritten traces, a trace filled with zeros is returned. Parameters ---------- i : int or slice Returns ------- trace : numpy.ndarray of dtype Notes ----- .. versionadded:: 1.6 Behaves like [] for lists. Examples -------- Merge two files with a binary operation. Relies on python3 iterator zip: >>> with ref as ref: ... for x, lhs, rhs in zip(ref, L, R): ... numpy.copyto(x, lhs + rhs) Create a file and fill with data (the repeated trace index): >>> f = create() >>> with f.trace.ref as ref: ... for i, x in enumerate(ref): ... x.fill(i) """ try: i = self.wrapindex(i) # we know this class is only used in context managers, so we know # refs don't escape (with expectation of being written), so # preserve all refs yielded with getitem(int) # # using ref[int] is problematic and pointless, we need to handle # this scenario gracefully: # with f.trace.ref as ref: # x = ref[10] # x[5] = 0 # # invalidate other refs # y = ref[11] # y[6] = 1.6721 # # # if we don't preserve returned individual getitems, this # # write is lost # x[5] = 52 # # for slices, we know that references terminate with every # iteration anyway, multiple live references cannot happen if i in self.refs: return self.refs[i][0] x = self.fetch(i) self.refs[i] = (x, fingerprint(x)) return x except TypeError: try: indices = i.indices(len(self)) except AttributeError: msg = 'trace indices must be integers or slices, not {}' raise TypeError(msg.format(type(i).__name__)) def gen(): x = np.zeros(self.shape, dtype = self.dtype) try: for j in range(*indices): x = self.fetch(j, x) y = fingerprint(x) yield x if not fingerprint(x) == y: self.filehandle.puttr(j, x) finally: # the last yielded item is available after the loop, so # preserve it and check if it's been updated on exit self.refs[j] = (x, y) return gen() class Header(Sequence): """Interact with segy in header mode This mode gives access to reading and writing functionality of headers, both in individual (trace) mode and line mode. The returned header implements a dict_like object with a fixed set of keys, given by the SEG-Y standard. The Header implements the array interface, where every array element, the data trace, is a numpy.ndarray. As all arrays, it can be random accessed, iterated over, and read strided. Data is read lazily from disk, so iteration does not consume much memory. Notes ----- .. versionadded:: 1.1 .. versionchanged:: 1.6 common list operations (collections.Sequence) """ def __init__(self, segy): self.segy = segy super(Header, self).__init__(segy.tracecount) def __getitem__(self, i): """header[i] ith header of the file, starting at 0. Parameters ---------- i : int or slice Returns ------- field : Field dict_like header Notes ----- .. versionadded:: 1.1 Behaves like [] for lists. Examples -------- Reading a header: >>> header[10] Read a field in the first 5 headers: >>> [x[25] for x in header[:5]] [1, 2, 3, 4] Read a field in every other header: >>> [x[37] for x in header[::2]] [1, 3, 1, 3, 1, 3] """ try: i = self.wrapindex(i) return Field.trace(traceno = i, segy = self.segy) except TypeError: try: indices = i.indices(len(self)) except AttributeError: msg = 'trace indices must be integers or slices, not {}' raise TypeError(msg.format(type(i).__name__)) def gen(): # double-buffer the header. when iterating over a range, we # want to make sure the visible change happens as late as # possible, and that in the case of exception the last valid # header was untouched. this allows for some fancy control # flow, and more importantly helps debugging because you can # fully inspect and interact with the last good value. x = Field.trace(None, self.segy) buf = bytearray(x.buf) for j in range(*indices): # skip re-invoking __getitem__, just update the buffer # directly with fetch, and save some initialisation work buf = x.fetch(buf, j) x.buf[:] = buf x.traceno = j yield x return gen() def __setitem__(self, i, val): """header[i] = val Write the ith header of the file, starting at 0. Unlike data traces (which return numpy.ndarrays), changes to returned headers being iterated over *will* be reflected on disk. Parameters ---------- i : int or slice val : Field or array_like of dict_like Notes ----- .. versionadded:: 1.1 Behaves like [] for lists Examples -------- Copy a header to a different trace: >>> header[28] = header[29] Write multiple fields in a trace: >>> header[10] = { 37: 5, TraceField.INLINE_3D: 2484 } Set a fixed set of values in all headers: >>> for x in header[:]: ... x[37] = 1 ... x.update({ TraceField.offset: 1, 2484: 10 }) Write a field in multiple headers >>> for x in header[:10]: ... x.update({ TraceField.offset : 2 }) Write a field in every other header: >>> for x in header[::2]: ... x.update({ TraceField.offset : 2 }) """ x = self[i] try: x.update(val) except AttributeError: if isinstance(val, Field) or isinstance(val, dict): val = itertools.repeat(val) for h, v in zip(x, val): h.update(v) @property def iline(self): """ Headers, accessed by inline Returns ------- line : HeaderLine """ return HeaderLine(self, self.segy.iline, 'inline') @iline.setter def iline(self, value): """Write iterables to lines Examples: Supports writing to *all* crosslines via assignment, regardless of data source and format. Will respect the sample size and structure of the file being assigned to, so if the argument traces are longer than that of the file being written to the surplus data will be ignored. Uses same rules for writing as `f.iline[i] = x`. """ for i, src in zip(self.segy.ilines, value): self.iline[i] = src @property def xline(self): """ Headers, accessed by crossline Returns ------- line : HeaderLine """ return HeaderLine(self, self.segy.xline, 'crossline') @xline.setter def xline(self, value): """Write iterables to lines Examples: Supports writing to *all* crosslines via assignment, regardless of data source and format. Will respect the sample size and structure of the file being assigned to, so if the argument traces are longer than that of the file being written to the surplus data will be ignored. Uses same rules for writing as `f.xline[i] = x`. """ for i, src in zip(self.segy.xlines, value): self.xline[i] = src class Attributes(Sequence): """File-wide attribute (header word) reading Lazily read a single header word for every trace in the file. The Attributes implement the array interface, and will behave as expected when indexed and sliced. Notes ----- .. versionadded:: 1.1 """ def __init__(self, field, filehandle, tracecount): super(Attributes, self).__init__(tracecount) self.field = field self.filehandle = filehandle self.tracecount = tracecount self.dtype = np.intc def __iter__(self): # attributes requires a custom iter, because self[:] returns a numpy # array, which in itself is iterable, but not an iterator return iter(self[:]) def __getitem__(self, i): """attributes[:] Parameters ---------- i : int or slice or array_like Returns ------- attributes : array_like of dtype Examples -------- Read all unique sweep frequency end: >>> end = segyio.TraceField.SweepFrequencyEnd >>> sfe = np.unique(f.attributes( end )[:]) Discover the first traces of each unique sweep frequency end: >>> end = segyio.TraceField.SweepFrequencyEnd >>> attrs = f.attributes(end) >>> sfe, tracenos = np.unique(attrs[:], return_index = True) Scatter plot group x/y-coordinates with SFEs (using matplotlib): >>> end = segyio.TraceField.SweepFrequencyEnd >>> attrs = f.attributes(end) >>> _, tracenos = np.unique(attrs[:], return_index = True) >>> gx = f.attributes(segyio.TraceField.GroupX)[tracenos] >>> gy = f.attributes(segyio.TraceField.GroupY)[tracenos] >>> scatter(gx, gy) """ try: xs = np.asarray(i, dtype = self.dtype) xs = xs.astype(dtype = self.dtype, order = 'C', copy = False) attrs = np.empty(len(xs), dtype = self.dtype) return self.filehandle.field_foreach(attrs, xs, self.field) except TypeError: try: i = slice(i, i + 1, 1) except TypeError: pass traces = self.tracecount filehandle = self.filehandle field = self.field start, stop, step = i.indices(traces) indices = range(start, stop, step) attrs = np.empty(len(indices), dtype = self.dtype) return filehandle.field_forall(attrs, start, stop, step, field) class Text(Sequence): """Interact with segy in text mode This mode gives access to reading and writing functionality for textual headers. The primary data type is the python string. Reading textual headers is done with [], and writing is done via assignment. No additional structure is built around the textual header, so everything is treated as one long string without line breaks. Notes ----- .. versionchanged:: 1.7 common list operations (collections.Sequence) """ def __init__(self, filehandle, textcount): super(Text, self).__init__(textcount) self.filehandle = filehandle def __getitem__(self, i): """text[i] Read the text header at i. 0 is the mandatory, main Examples -------- Print the textual header: >>> print(f.text[0]) Print the first extended textual header: >>> print(f.text[1]) Print a textual header line-by-line: >>> # using zip, from the zip documentation >>> text = str(f.text[0]) >>> lines = map(''.join, zip( *[iter(text)] * 80)) >>> for line in lines: ... print(line) ... """ try: i = self.wrapindex(i) return self.filehandle.gettext(i) except TypeError: try: indices = i.indices(len(self)) except AttributeError: msg = 'trace indices must be integers or slices, not {}' raise TypeError(msg.format(type(i).__name__)) def gen(): for j in range(*indices): yield self.filehandle.gettext(j) return gen() def __setitem__(self, i, val): """text[i] = val Write the ith text header of the file, starting at 0. If val is instance of Text or iterable of Text, value is set to be the first element of every Text Parameters ---------- i : int or slice val : str, Text or iterable if i is slice Examples -------- Write a new textual header: >>> f.text[0] = make_new_header() >>> f.text[1:3] = ["new_header1", "new_header_2"] Copy a textual header: >>> f.text[1] = g.text[0] Write a textual header based on Text: >>> f.text[1] = g.text >>> assert f.text[1] == g.text[0] >>> f.text[1:3] = [g1.text, g2.text] >>> assert f.text[1] == g1.text[0] >>> assert f.text[2] == g2.text[0] """ if isinstance(val, Text): self[i] = val[0] return try: i = self.wrapindex(i) self.filehandle.puttext(i, val) except TypeError: try: indices = i.indices(len(self)) except AttributeError: msg = 'trace indices must be integers or slices, not {}' raise TypeError(msg.format(type(i).__name__)) for i, text in zip(range(*indices), val): if isinstance(text, Text): text = text[0] self.filehandle.puttext(i, text) def __str__(self): msg = 'str(text) is deprecated, use explicit format instead' warnings.warn(msg, DeprecationWarning) return '\n'.join(map(''.join, zip(*[iter(str(self[0]))] * 80)))
lgpl-3.0
yudingding6197/fin_script
kzz/kzz.py
1
11334
#!/usr/bin/env python # -*- coding:gbk -*- #¿Éתծ import sys import re import urllib2 import time import datetime import zlib import json import getopt import pandas as pd sys.path.append('.') from internal.dfcf_inf import * ''' urlall = "http://data.eastmoney.com/kzz/default.html" ========== [STARTDATE]='2017-12-04T00:00:00' É깺ÈÕÆÚ [QSCFJ]='7.31' Ç¿Êê´¥·¢¼Û [TEXCH]='CNSESZ' ½»Ò×Ëù´úÂë [AISSUEVOL]='10.0' ·¢ÐйæÄ£ [ISSUEPRICE]='100.0' ·¢ÐÐ¼Û [DELISTDATE]='-' ÕªÅÆÈÕÆÚ [BCODE]='17270600001JBV' £¿£¿±àÂë [SWAPSCODE]='002284' Õý¹É´úÂë [CORRESNAME]='ÑÇÌ«·¢Õ®' ծȯ·¢ÐÐÃû³Æ [BONDCODE]='128023' ծȯ´úÂë [PB]='2.36' PB [SNAME]='ÑÇ̫תծ' ծȯÃû³Æ [PARVALUE]='100.0' £¿£¿ [MarketType]='2' Êг¡ÀàÐÍ 1£ºÉϽ»£¬2£ºÉî½» [LISTDATE]='2017-12-26T00:00:00' ÉÏÊн»Ò×ÈÕÆÚ [HSCFJ]='13.57' »ØÊÛ´¥·¢¼Û [SECURITYSHORTNAME]='ÑÇÌ«¹É·Ý' Õý¹ÉÃû³Æ [GDYX_STARTDATE]='2017-12-01T00:00:00' ¹ÉȨµÇ¼ÇÈÕ [LUCKRATE]='0.0245376003' ÖÐÇ©ÂÊ [ZGJZGJJZ]='81.6091954023' µ±Ç°×ª¹É¼ÛÖµ [LIMITBUYIPUB]='100.0' ×î´óÉ깺ÉÏÏÞ [MEMO]='' ±¸×¢ [ZGJ]='8.52' ת¹É¼Û [ZQHDATE]='2017-12-06T00:00:00' ÖÐÇ©ºÅ·¢²¼ÈÕ [YJL]='22.5352112676' Òç¼ÛÂÊ [FSTPLACVALPERSTK]='1.3558' ÿ¹ÉÅäÊÛ¶î [ZQNEW]='100.0' ծȯ×îм۸ñ [CORRESCODE]='072284' É깺´úÂë [SWAPPRICE]='10.44' £¿£¿³õʼת¹É¼Û [ZGJ_HQ]='8.52' Õý¹É¼Û [ZGJZGJ]='10.44' µ±Ç°×ª¹É¼Û ''' urlfmt = 'http://dcfm.eastmoney.com/em_mutisvcexpandinterface/api/js/get?type=KZZ_LB&token=70f12f2f4f091e459a279469fe49eca5&cmd=&st=STARTDATE&sr=-1&p=%d&ps=50&js=iGeILSKk={pages:(tp),data:(x)}&rt=50463927' send_headers = { 'Host':'dcfm.eastmoney.com', 'Connection':'keep-alive', 'User-Agent':'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/60.0.3112.101 Safari/537.36', 'Accept':'*/*', 'DNT': '1', 'Referer': 'http://data.eastmoney.com/kzz/default.html', 'Accept-Encoding': 'gzip, deflate', 'Accept-Language': 'zh-CN,zh;q=0.8', 'Cookie': 'st_pvi=33604263703666; emstat_bc_emcount=300285734935048278; \ pi=6100112247957528%3byudingding6197%3bgoutou%3bcUC1rQLS6GFOJIpJ%2b0I6Wt5AdIat%2bLRj2ZvGrlzeObRNvIHEcy62FDfQ%2boIImkvxiIyCd9QIklChsWI2qjINWL\ 5DdBKYMZ71JGBsgoVjEXYjdw1rWDHu45I%2bNugmP4pbtdgvhUf884FcXhI1tqTCeHOobtdLSzpfA7h3MiSCx5rf8AdOH0uOhUuvYFxLUOx0oD6KGdMI%3bJ7wwpyq2YPDBfbw\ AqENYGA8GKWnFXYc1dIR5LuUNwKNYfZKtn2ufQSBXaOy%2fJuok5A10Hmp70CM%2bH4jRSUeLe8OOEOwSG5o1tvO4rx%2fTjNoq%2fbM2d6QYkUKtXL0XTX8nREubTh%2bPugi\ WdGxX3hARJpanE0qULw%3d%3d; \ uidal=6100112247957528goutou; vtpst=|; ' } rturl = 'http://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQNodeDataSimple?page=%d&num=80&sort=symbol&asc=1&node=hskzz_z&_s_r_a=page' rt_headers = { 'Host': 'vip.stock.finance.sina.com.cn', 'User-Agent': 'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/60.0.3112.101 Safari/537.36', 'Content-type': 'application/x-www-form-urlencoded', 'Accept': '*/*', 'DNT': 1, 'Referer': 'http://vip.stock.finance.sina.com.cn/mkt/', 'Accept-Encoding': 'gzip, deflate', 'Accept-Language': 'zh-CN,zh;q=0.8', 'Cookie': 'U_TRS1=0000000e.db0f67d9.58743532.0ab3855e; UOR=www.baidu.com,blog.sina.com.cn,; vjuids=-4f7e5f1b8.15985efc8ab.0.b0009b04a9d3a; \ SINAGLOBAL=114.243.223.213_1484010803.467733; SGUID=1490330513641_6143460; \ SCF=ApQZBkYNx5ED9eRh4x7RWZjDJZfZGEsCEcgqoaFHnaP7DqJZQpUkYRbUtwv1spWbrMvv9eU5YBJ8U5RXwjUggcc.; \ FINA_V_S_2=sz300648,sh603600; vjlast=1504425305; Apache=10.13.240.35_1513310793.422171; U_TRS2=00000016.b8c612f7.5a3398c2.608c14c5; \ SessionID=oe6kbh7j9v4usqdkigqe4inb71; ULV=1513330875049:56:5:3:10.13.240.35_1513310793.422171:1513225944670; \ sso_info=v02m6alo5qztbmdlpGpm6adpJqWuaeNo4S5jbKZtZqWkL2Mk5i1jaOktYyDmLOMsMDA; \ SUB=_2A253Rcj3DeThGedI7lQY9S7KyD-IHXVUMr0_rDV_PUNbm9AKLWTjkW9NVwM9cn_D0fMlGi8-URaLNK3j_mTGomwb; \ SUBP=0033WrSXqPxfM725Ws9jqgMF55529P9D9W5.n90RO.U79QHoy5Rk17Op5NHD95QpSo-c1K-7Soe0Ws4Dqcjdi--NiKyFiK.Ni--4i-zpi-ihi--fi-2Xi-zX; \ ALF=1545792551; rotatecount=2; SR_SEL=1_511; lxlrttp=1513341002; FINANCE2=8d5626b3132364178ca15d9e87dc4f27; \ SINA_FINANCE=yudingding6197%3A1656950633%3A4' } ''' def getKZZConnect(page): global content LOOP_COUNT=0 urllink = urlfmt % (page) res_data = None while LOOP_COUNT<3: try: #print urllink req = urllib2.Request(urllink,headers=send_headers) res_data = urllib2.urlopen(req) except: print "Exception kzz urlopen" LOOP_COUNT += 1 else: break if res_data is None: print "Error: Fail to get request" content = '' return content = res_data.read().decode('utf8') return ''' #µÃµ½½»Ò×ÈÕKZZµÄʵʱ¼Û¸ñ def getKZZRtSinaByPage(list, page): global content LOOP_COUNT=0 urllink = rturl % (page) res_data = None while LOOP_COUNT<3: try: #print urllink req = urllib2.Request(urllink,headers=rt_headers) res_data = urllib2.urlopen(req) except: if LOOP_COUNT==1: print "Exception kzz urlopen" print urllink time.sleep(0.5) LOOP_COUNT += 1 else: break #print ("res_data", res_data) if res_data is None: print "Error: Fail to get request" content = '' return 'error' content = res_data.read() respInfo = res_data.info() if( ("Content-Encoding" in respInfo) and (respInfo['Content-Encoding'] == "gzip")) : content = zlib.decompress(content, 16+zlib.MAX_WBITS); #print (content) if content=='null': return content if len(content)<=2: content = '' return 'error' if content[0]=='[' and content[-1]==']': content = content [1:-1] # 'settlement'ÊÇ×òÊÕ conv_clmn=['changepercent','trade','pricechange','open','high','low','settlement'] while 1: obj = re.match(r'{(.*?)},?(.*)', content) if obj is None: break record = obj.group(1) #print record content = obj.group(2) dict = {} ll = record.split(',') for item in ll: #µÚ¶þÏî±íʾ·Ç"×Ö·û½øÐÐÆ¥Åä dictObj = re.match(r'(.*?):"?([^"]*)', item) if dictObj is None: print "Invalid item in dict", item break #½«symbolÇ°ÃæµÄsh or sz È¥µô if dictObj.group(1)=='symbol': dict[dictObj.group(1)] = dictObj.group(2)[2:] #½«Õǵø°Ù·Ö±Èǿתfloat elif dictObj.group(1) in conv_clmn: dict[dictObj.group(1)] = float(dictObj.group(2)) else: dict[dictObj.group(1)] = dictObj.group(2) list.append(dict) return 'ok' def getKZZRtSina(list): for page in range(1,10): ret = getKZZRtSinaByPage(list, page) if ret=='null': break #['BONDCODE','SNAME','ZQNEW','YJL','ZGJZGJJZ','ZGJ_HQ','SWAPSCODE','SECURITYSHORTNAME','ZGJZGJ'] def output(kdf): fmt = u"%2d %6s %8s %8s %5.2f %5.2f %5.2f %5.2f" df = kdf.sort_values(['YJL'],0,True) rank = 0 for index,items in df.iterrows(): value=items[1] nmlen=len(items[1].encode('gbk')) if nmlen<8: left=8-nmlen while left>0: value=' '+value left-=1 ZQNEW = items['ZQNEW'] YJL = float(items['YJL']) ZGJZ = float(items['ZGJZGJJZ']) ZGJ_HQ = float(items['ZGJ_HQ']) ZGJZGJ = float(items['ZGJZGJ']) str = fmt % (rank+1, items[0],items[1],ZQNEW,YJL,ZGJZ,ZGJ_HQ,ZGJZGJ) rank += 1 print str return def show_item(rank, items): fmt = "%2d %6s %8s %5.2f %5.2f %5.2f %5.2f %5.2f %5.2f %5.2f" if items is not None: value=items['name'] nmlen=len(value) if nmlen<8: left=8-nmlen while left>0: value=' '+value left-=1 code = items['code'] cp = items['changepercent'] trade = items['trade'] open = items['open'] high = items['high'] low = items['low'] z_close = items['settlement'] open_p = (open-z_close)*100/z_close high_p = (high-z_close)*100/z_close low_p = (low-z_close)*100/z_close if high==0: open_p = 0 high_p = 0 low_p = 0 YJL = (items['YJL']) ZGJZ = (items['ZGJZGJJZ']) if trade==0: str = fmt % (rank, code, value.decode('gbk'), cp,trade,open,high,low,YJL,ZGJZ) else: str = fmt % (rank, code, value.decode('gbk'), cp,trade,open_p,high_p,low_p,YJL,ZGJZ) print str def output_rank(mgdf, priority): fmt = " %6s %8s %-7s %-7s %-7s %-7s %-7s %-7s %-7s" print fmt%('code', 'name', 'change', 'price', 'open', 'high', 'low', 'YJL', 'ZGJZ') flag = False sortitem = 'changepercent' if param_config['Daoxu']==1: flag = True if param_config['Price']==1: sortitem = 'trade' elif param_config['YJL']==1: sortitem = 'YJL' elif param_config['ZGJZ']==1: sortitem = 'ZGJZGJJZ' df = mgdf.sort_values([sortitem],0, flag) rank = 0 for code in priority: #print code items = df.ix[code] #print items show_item(rank, items) print '==================================================' print '' for index,items in df.iterrows(): if param_config['ALL']==0 and rank>21: break rank += 1 show_item(rank, items) return param_config = { "Daoxu":0, "Price":0, "YJL":0, "ZGJZ":0, "ALL":0 } #Main if __name__=="__main__": #µ¹Ðò£¬¼Û¸ñ£¬Òç¼ÛÂÊ optlist, args = getopt.getopt(sys.argv[1:], 'dpyza') for option, value in optlist: if option in ["-d","--daoxu"]: param_config["Daoxu"] = 1 elif option in ["-p","--price"]: param_config["Price"] = 1 elif option in ["-y","--yjl"]: param_config["YJL"] = 1 elif option in ["-z","--zgjz"]: param_config["ZGJZ"] = 1 elif option in ["-a","--all"]: param_config["ALL"] = 1 pass priority = [] flag = 0 data_path = "debug/_self_define.txt" file = open(data_path, 'r') while 1: lines = file.readlines(100000) if not lines: break for line in lines: line=line.strip() if line=='KZZ': flag=1 continue elif flag==1 and line=='END': break if flag==0: continue code=line.strip() if len(code)!=6: continue; if not code.isdigit(): continue; priority.append(code) file.close() req_count=0 curpage = 1 kzzlist = [] content='' totalpage = 0 while 1: req_count += 1 if req_count>10: break content = getKZZConnect(urlfmt, send_headers, curpage) if content=='': break dataObj = re.match('^iGeILSKk={pages:(\d+),data:\[(.*)\]}', content) if dataObj is None: print "Content format not match" break if totalpage < 1: totalpage = int(dataObj.group(1)) if curpage>totalpage: break curpage += 1 #·ÖÎö¾ßÌåµÄÿһÏîÊý¾Ý getFilterZhai(dataObj.group(2), 1, kzzlist) #print curpage, totalpage #break if len(kzzlist)==0: print "Not find data" exit() print datetime.datetime.now() keylist = ["STARTDATE", "QSCFJ", "TEXCH", "AISSUEVOL", "ISSUEPRICE", "DELISTDATE", "BCODE", "SWAPSCODE", "CORRESNAME", "BONDCODE", "PB", "SNAME", "PARVALUE", "MarketType", "LISTDATE", "HSCFJ", "SECURITYSHORTNAME", "GDYX_STARTDATE", "LUCKRATE", "ZGJZGJJZ", "LIMITBUYIPUB", "MEMO", "ZGJ", "ZQHDATE", "YJL", "FSTPLACVALPERSTK", "ZQNEW", "CORRESCODE", "SWAPPRICE", "ZGJ_HQ", "ZGJZGJ"] keylist = ['BONDCODE','SNAME','ZQNEW','YJL','ZGJZGJJZ','ZGJ_HQ','SWAPSCODE','SECURITYSHORTNAME','ZGJZGJ'] kzzdf = pd.DataFrame(kzzlist, columns=keylist) kzzdf1 = kzzdf.set_index('BONDCODE') sinakey = ['sell', 'volume', 'buy', 'name', 'ticktime', 'symbol', 'pricechange', 'changepercent', 'trade', 'high', 'amount','code', 'low', 'settlement', 'open'] sina_rt = [] getKZZRtSina(sina_rt) if len(sina_rt)==0: print "Get Sina KZZ fail" exit() sinadf=pd.DataFrame(sina_rt, columns=sinakey) sinadf=sinadf.set_index('symbol') #Ö±½ÓºÏ²¢2¸ödataFrame£¬¸ù¾ÝË÷ÒýºÏ²¢ mgdf = pd.merge(sinadf, kzzdf1, how='left', left_index=True, right_index=True) #output(kzzdf) # for indexs in kzzdf.index: # print(kzzdf.loc[indexs].values[0:-1]) output_rank(mgdf, priority)
gpl-2.0
alexeyum/scikit-learn
sklearn/ensemble/tests/test_base.py
284
1328
""" Testing for the base module (sklearn.ensemble.base). """ # Authors: Gilles Louppe # License: BSD 3 clause from numpy.testing import assert_equal from nose.tools import assert_true from sklearn.utils.testing import assert_raise_message from sklearn.datasets import load_iris from sklearn.ensemble import BaggingClassifier from sklearn.linear_model import Perceptron def test_base(): # Check BaseEnsemble methods. ensemble = BaggingClassifier(base_estimator=Perceptron(), n_estimators=3) iris = load_iris() ensemble.fit(iris.data, iris.target) ensemble.estimators_ = [] # empty the list and create estimators manually ensemble._make_estimator() ensemble._make_estimator() ensemble._make_estimator() ensemble._make_estimator(append=False) assert_equal(3, len(ensemble)) assert_equal(3, len(ensemble.estimators_)) assert_true(isinstance(ensemble[0], Perceptron)) def test_base_zero_n_estimators(): # Check that instantiating a BaseEnsemble with n_estimators<=0 raises # a ValueError. ensemble = BaggingClassifier(base_estimator=Perceptron(), n_estimators=0) iris = load_iris() assert_raise_message(ValueError, "n_estimators must be greater than zero, got 0.", ensemble.fit, iris.data, iris.target)
bsd-3-clause
Oscarlight/PiNN_Caffe2
ac_qv_api.py
1
11919
import caffe2_paths import os import pickle from caffe2.python import ( workspace, layer_model_helper, schema, optimizer, net_drawer ) import caffe2.python.layer_model_instantiator as instantiator import numpy as np from pinn.adjoint_mlp_lib import build_adjoint_mlp, init_model_with_schemas import pinn.data_reader as data_reader import pinn.preproc as preproc import pinn.parser as parser import pinn.visualizer as visualizer import pinn.exporter as exporter from shutil import copyfile # import logging import matplotlib.pyplot as plt class ACQVModel: def __init__( self, model_name, input_dim=1, output_dim=1, ): self.model_name = model_name self.input_dim = input_dim self.output_dim = output_dim self.model = init_model_with_schemas( model_name, self.input_dim, self.output_dim) self.input_data_store = {} self.preproc_param = {} self.net_store = {} self.reports = {'epoch':[],'train_loss':[], 'eval_loss':[]} def add_data( self, data_tag, data_arrays, preproc_param, override=True, ): ''' data_arrays are in the order of origin_input, adjoint_label origin_input and adjoint_label must be numpy arrays ''' #check length and dimensions of origin input and adjoint label assert len(data_arrays) == 2, 'Incorrect number of input data' voltages = data_arrays[0] capas = data_arrays[1] assert voltages.shape == capas.shape, 'Mismatch dimensions' #Set preprocess parameters and database name self.preproc_param = preproc_param self.pickle_file_name = self.model_name + '_preproc_param' + '.p' db_name = self.model_name + '_' + data_tag + '.minidb' if os.path.isfile(db_name): if override: print("XXX Delete the old database...") os.remove(db_name) os.remove(self.pickle_file_name) else: raise Exception('Encounter database with the same name. ' + 'Choose the other model name or set override to True.') print("+++ Create a new database...") self.preproc_param.setdefault('max_loss_scale', 1.) pickle.dump( self.preproc_param, open(self.pickle_file_name, 'wb') ) #Preprocess the data voltages, capas = preproc.ac_qv_preproc( voltages, capas, self.preproc_param['scale'], self.preproc_param['vg_shift'] ) # Only expand the dim if the number of dimension is 1 origin_input = np.expand_dims( voltages, axis=1) if voltages.ndim == 1 else voltages adjoint_label = np.expand_dims( capas, axis=1) if capas.ndim == 1 else capas # Create adjoint_input data adjoint_input = np.ones((origin_input.shape[0], 1)) # Set the data type to np float for origin input, adjoint input, adjoint label origin_input = origin_input.astype(np.float32) adjoint_input = adjoint_input.astype(np.float32) adjoint_label = adjoint_label.astype(np.float32) # Write to database data_reader.write_db( 'minidb', db_name, [origin_input, adjoint_input, adjoint_label] ) self.input_data_store[data_tag] = [db_name, origin_input.shape[0]] # add_data_base: add the database file directly def add_database( self, data_tag, db_name, num_example, preproc_param_pickle_name, ): self.input_data_store[data_tag] = [db_name, num_example] # Save the preproc_param with the model self.pickle_file_name = self.model_name + '_' + preproc_param_pickle_name copyfile(preproc_param_pickle_name, self.pickle_file_name) def build_nets( self, hidden_dims, batch_size=1, optim_method = 'AdaGrad', optim_param = {'alpha':0.01, 'epsilon':1e-4}, ): assert len(self.input_data_store) > 0, 'Input data store is empty.' assert 'train' in self.input_data_store, 'Missing training data.' self.batch_size = batch_size # Build the date reader net for train net input_data_train = data_reader.build_input_reader( self.model, self.input_data_store['train'][0], 'minidb', ['origin_input', 'adjoint_input', 'label'], batch_size=batch_size, data_type='train', ) if 'eval' in self.input_data_store: # Build the data reader net for eval net input_data_eval = data_reader.build_input_reader( self.model, self.input_data_store['eval'][0], 'minidb', ['origin_input', 'adjoint_input', 'label'], batch_size=batch_size, data_type='eval', ) # Build the computational nets # Create train net self.model.input_feature_schema.origin_input.set_value( input_data_train[0].get(), unsafe=True) self.model.input_feature_schema.adjoint_input.set_value( input_data_train[1].get(), unsafe=True) self.model.trainer_extra_schema.label.set_value( input_data_train[2].get(), unsafe=True) self.origin_pred, self.adjoint_pred, self.loss = build_adjoint_mlp( self.model, input_dim = self.input_dim, hidden_dims = hidden_dims, output_dim = self.output_dim, optim=_build_optimizer( optim_method, optim_param), ) train_init_net, train_net = instantiator.generate_training_nets(self.model) workspace.RunNetOnce(train_init_net) workspace.CreateNet(train_net) self.net_store['train_net'] = train_net pred_net = instantiator.generate_predict_net(self.model) workspace.CreateNet(pred_net) self.net_store['pred_net'] = pred_net if 'eval' in self.input_data_store: # Create eval net self.model.input_feature_schema.origin_input.set_value( input_data_eval[0].get(), unsafe=True) self.model.input_feature_schema.adjoint_input.set_value( input_data_eval[1].get(), unsafe=True) self.model.trainer_extra_schema.label.set_value( input_data_eval[2].get(), unsafe=True) eval_net = instantiator.generate_eval_net(self.model) workspace.CreateNet(eval_net) self.net_store['eval_net'] = eval_net def train_with_eval( self, num_epoch=1, report_interval=0, eval_during_training=False, ): ''' Fastest mode: report_interval = 0 Medium mode: report_interval > 0, eval_during_training=False Slowest mode: report_interval > 0, eval_during_training=True ''' num_batch_per_epoch = int( self.input_data_store['train'][1] / self.batch_size ) if not self.input_data_store['train'][1] % self.batch_size == 0: num_batch_per_epoch += 1 print('[Warning]: batch_size cannot be divided. ' + 'Run on {} example instead of {}'.format( num_batch_per_epoch * self.batch_size, self.input_data_store['train'][1] ) ) print('<<< Run {} iteration'.format(num_epoch * num_batch_per_epoch)) train_net = self.net_store['train_net'] if report_interval > 0: print('>>> Training with Reports') num_eval = int(num_epoch / report_interval) num_unit_iter = int((num_batch_per_epoch * num_epoch)/num_eval) if eval_during_training and 'eval_net' in self.net_store: print('>>> Training with Eval Reports (Slowest mode)') eval_net = self.net_store['eval_net'] for i in range(num_eval): workspace.RunNet( train_net.Proto().name, num_iter=num_unit_iter ) self.reports['epoch'].append((i + 1) * report_interval) train_loss = np.asscalar(schema.FetchRecord(self.loss).get()) self.reports['train_loss'].append(train_loss) if eval_during_training and 'eval_net' in self.net_store: workspace.RunNet( eval_net.Proto().name, num_iter=num_unit_iter) eval_loss = np.asscalar(schema.FetchRecord(self.loss).get()) self.reports['eval_loss'].append(eval_loss) else: print('>>> Training without Reports (Fastest mode)') num_iter = num_epoch*num_batch_per_epoch workspace.RunNet( train_net, num_iter=num_iter ) print('>>> Saving test model') exporter.save_net( self.net_store['pred_net'], self.model, self.model_name+'_init', self.model_name+'_predict' ) def draw_nets(self): for net_name in self.net_store: net = self.net_store[net_name] graph = net_drawer.GetPydotGraph(net.Proto().op, rankdir='TB') with open(net.Name() + ".png",'wb') as f: f.write(graph.create_png()) def plot_loss_trend(self): plt.plot(self.reports['epoch'], self.reports['train_loss']) if len(self.reports['eval_loss']) > 0: plt.plot(self.reports['epoch'], self.reports['eval_loss'], 'r--') plt.show() def save_loss_trend(self,save_name): if len(self.reports['eval_loss'])>0: f = open(save_name+'_loss_trend.csv', "w") f.write( "{},{},{}\n".format( "epoch", "train_loss","eval_loss")) for x in zip( self.reports['epoch'], self.reports['train_loss'], self.reports['eval_loss']): f.write("{},{},{}\n".format( x[0], x[1], x[2])) f.close() else: f = open(save_name+'_loss_trend.csv', "w") f.write("{},{}\n".format("epoch", "train_loss")) for x in zip( self.reports['epoch'], self.reports['train_loss']): f.write("{},{}\n".format(x[0], x[1])) f.close() # -------------------------------------------------------- # ---------------- Global functions ------------------- # -------------------------------------------------------- def predict_qs(model_name, terminal, voltages): workspace.ResetWorkspace() # requires voltages is an numpy array of size # (batch size, input_dimension) # the first dimension is Vg and the second dimenstion is Vd # preprocess the origin input and create adjoint input preproc_param = pickle.load( open(model_name+'_' + terminal + '_preproc_param.p', "rb" ) ) dummy_qs = np.zeros(voltages[0].shape[0]) voltages, dummy_qs = preproc.ac_qv_preproc( voltages, dummy_qs, preproc_param['scale'], preproc_param['vg_shift'] ) adjoint_input = np.ones((voltages.shape[0], 1)) # Expand dimensions of input and set data type of inputs origin_input = np.expand_dims( voltages, axis=1) origin_input = origin_input.astype(np.float32) adjoint_input = adjoint_input.astype(np.float32) workspace.FeedBlob('DBInput_train/origin_input', voltages) workspace.FeedBlob('DBInput_train/adjoint_input', adjoint_input) pred_net = exporter.load_net(model_name+'_init', model_name+'_predict') workspace.RunNet(pred_net) qs = np.squeeze(workspace.FetchBlob('origin/NanCheck/origin_pred')) gradients = np.squeeze(workspace.FetchBlob('adjoint/fc0/output')) restore_integral_func, restore_gradient_func = preproc.get_restore_q_func( preproc_param['scale'], preproc_param['vg_shift'] ) original_qs = restore_integral_func(qs) original_gradients = restore_gradient_func(gradients) return original_qs, original_gradients def plot_iv( vg, vd, ids, vg_comp = None, vd_comp = None, ids_comp = None, styles = ['vg_major_linear', 'vd_major_linear', 'vg_major_log', 'vd_major_log'] ): if 'vg_major_linear' in styles: visualizer.plot_linear_Id_vs_Vd_at_Vg( vg, vd, ids, vg_comp = vg_comp, vd_comp = vd_comp, ids_comp = ids_comp, ) if 'vd_major_linear' in styles: visualizer.plot_linear_Id_vs_Vg_at_Vd( vg, vd, ids, vg_comp = vg_comp, vd_comp = vd_comp, ids_comp = ids_comp, ) if 'vg_major_log' in styles: visualizer.plot_log_Id_vs_Vd_at_Vg( vg, vd, ids, vg_comp = vg_comp, vd_comp = vd_comp, ids_comp = ids_comp, ) if 'vd_major_log' in styles: visualizer.plot_log_Id_vs_Vg_at_Vd( vg, vd, ids, vg_comp = vg_comp, vd_comp = vd_comp, ids_comp = ids_comp, ) def _build_optimizer(optim_method, optim_param): if optim_method == 'AdaGrad': optim = optimizer.AdagradOptimizer(**optim_param) elif optim_method == 'SgdOptimizer': optim = optimizer.SgdOptimizer(**optim_param) elif optim_method == 'Adam': optim = optimizer.AdamOptimizer(**optim_param) else: raise Exception( 'Did you foget to implement {}?'.format(optim_method)) return optim
mit
miltondp/ukbrest
tests/test_rest_api_phenotype.py
1
148176
import io import json import unittest import tempfile from base64 import b64encode from ukbrest import app import pandas as pd from tests.settings import POSTGRESQL_ENGINE from tests.utils import get_repository_path, DBTest from ukbrest.common.pheno2sql import Pheno2SQL from ukbrest.common.utils.auth import PasswordHasher class TestRestApiPhenotype(DBTest): def _make_yaml_request(self, yaml_def, section, n_expected_rows, expected_columns): response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_def), 'data.yaml'), 'section': section, }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert pheno_file.shape == (n_expected_rows, len(expected_columns)), pheno_file.shape assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) return pheno_file def setUp(self, filename=None, load_data=True, wipe_database=True, **kwargs): if wipe_database: super(TestRestApiPhenotype, self).setUp() # Load data p2sql = self._get_p2sql(filename, **kwargs) if load_data: p2sql.load_data() app.app.config['pheno2sql'] = p2sql # Configure self.configureApp() def _get_p2sql(self, filename, **kwargs): if filename is None: csv_file = get_repository_path('pheno2sql/example02.csv') elif isinstance(filename, (tuple, list)): csv_file = tuple([get_repository_path(f) for f in filename]) elif isinstance(filename, str): csv_file = get_repository_path(filename) else: raise ValueError('filename unknown type') if 'db_uri' not in kwargs: kwargs['db_uri'] = POSTGRESQL_ENGINE if 'n_columns_per_table' not in kwargs: kwargs['n_columns_per_table'] = 2 return Pheno2SQL(csv_file, **kwargs) def configureApp(self, app_func=None): app.app.config['testing'] = True app.app.config['auth'] = None if app_func is not None: app_func(app.app) self.app = app.app.test_client() def configureAppWithAuth(self, user_pass_line): f = tempfile.NamedTemporaryFile(delete=False) f.close() with open(f.name, 'w') as fi: fi.write(user_pass_line) ph = PasswordHasher(f.name, method='pbkdf2:sha256') def conf(a): a.config['auth'] = ph.setup_http_basic_auth() self.configureApp(conf) def _get_http_basic_auth_header(self, user, password): return {'Authorization': 'Basic %s' % b64encode(f'{user}:{password}'.encode()).decode("ascii")} def test_not_found(self): response = self.app.get('/ukbrest/api/v1.0/') assert response.status_code == 404, response.status_code def test_phenotype_fields(self): # Prepare # Run response = self.app.get('/ukbrest/api/v1.0/phenotype/fields') # Validate assert response.status_code == 200, response.status_code fields = json.loads(response.data.decode('utf-8')) assert len(fields) == 8 def test_phenotype_fields_http_auth_no_credentials(self): # Prepare self.configureAppWithAuth('user: thepassword2') # Run response = self.app.get( '/ukbrest/api/v1.0/phenotype/fields', # headers=self._get_http_basic_auth_header('user', 'thepassword2'), ) # Validate assert response.status_code == 401, response.status_code def test_phenotype_fields_http_auth_with_credentials(self): # Prepare self.configureAppWithAuth('user: thepassword2') # Run response = self.app.get( '/ukbrest/api/v1.0/phenotype/fields', headers=self._get_http_basic_auth_header('user', 'thepassword2'), ) # Validate assert response.status_code == 200, response.status_code fields = json.loads(response.data.decode('utf-8')) assert len(fields) == 8 def test_phenotype_fields_http_auth_multiple_users(self): # Prepare self.configureAppWithAuth( 'user: thepassword2\n' 'another_user: another_password' ) # Run response = self.app.get( '/ukbrest/api/v1.0/phenotype/fields', headers=self._get_http_basic_auth_header('user', 'thepassword2'), ) # Validate assert response.status_code == 200, response.status_code fields = json.loads(response.data.decode('utf-8')) assert len(fields) == 8 # Run 2 response = self.app.get( '/ukbrest/api/v1.0/phenotype/fields', headers=self._get_http_basic_auth_header('another_user', 'another_password'), ) # Validate assert response.status_code == 200, response.status_code fields = json.loads(response.data.decode('utf-8')) assert len(fields) == 8 def test_phenotype_query_single_column_format_csv(self): # Prepare columns = ['c21_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code csv_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), index_col='eid', dtype=str) assert csv_file is not None assert not csv_file.empty assert csv_file.shape == (4, 1) assert csv_file.index.name == 'eid' assert len(csv_file.index) == 4 assert all(x in csv_file.index for x in range(1, 4 + 1)) assert len(csv_file.columns) == len(columns) assert all(x in columns for x in csv_file.columns) assert csv_file.loc[1, 'c21_0_0'] == 'Option number 1' assert csv_file.loc[2, 'c21_0_0'] == 'Option number 2' assert csv_file.loc[3, 'c21_0_0'] == 'Option number 3' assert csv_file.loc[4, 'c21_0_0'] == 'Option number 4' def test_phenotype_query_error_column_does_not_exist(self): # Prepare columns = ['nonexistent_column'] parameters = { 'columns': columns, } # Run # with self.app: response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 400, response.status_code data = json.load(io.StringIO(response.data.decode('utf-8'))) assert 'message' in data, data assert 'column "nonexistent_column" does not exist' in data['message'], data['message'] assert 'output' not in data, data def test_phenotype_query_error_column_does_not_exist_standard_column_name(self): # Prepare columns = ['c999_0_0'] parameters = { 'columns': columns, } # Run # with self.app: response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 400, response.status_code data = json.load(io.StringIO(response.data.decode('utf-8'))) assert 'status_code' in data, data assert data['status_code'] == 400, data['status_code'] assert 'error_type' in data, data assert data['error_type'] == 'SQL_EXECUTION_ERROR' assert 'message' in data, data assert 'column "c999_0_0" does not exist' in data['message'], data['message'] assert 'output' not in data, data def test_phenotype_query_error_cannot_connect_to_database(self): # Prepare self.setUp(load_data=False, db_uri='postgresql://test:test@wronghost:5432/ukb') columns = ['c21_0_0', 'invalid value here'] parameters = { 'columns': columns, } # Run # with self.app: response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 500, response.status_code data = json.load(io.StringIO(response.data.decode('utf-8'))) assert 'status_code' in data, data assert data['status_code'] == 500, data['status_code'] assert 'error_type' in data, data assert data['error_type'] == 'UNKNOWN', data['error_type'] assert 'message' in data, data assert 'psycopg2.OperationalError' in data['message'], data['message'] assert 'wronghost' in data['message'], data['message'] def test_phenotype_query_multiple_column_format_csv(self): # Prepare columns = ['c21_0_0', 'c48_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code csv_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), index_col='eid', dtype=str) assert csv_file is not None assert not csv_file.empty assert csv_file.shape == (4, 2) assert csv_file.index.name == 'eid' assert len(csv_file.index) == 4 assert all(x in csv_file.index for x in range(1, 4 + 1)) assert len(csv_file.columns) == len(columns) assert all(x in columns for x in csv_file.columns) assert csv_file.loc[1, 'c21_0_0'] == 'Option number 1' assert csv_file.loc[2, 'c21_0_0'] == 'Option number 2' assert csv_file.loc[3, 'c21_0_0'] == 'Option number 3' assert csv_file.loc[4, 'c21_0_0'] == 'Option number 4' assert csv_file.loc[1, 'c48_0_0'] == '2011-08-14' assert csv_file.loc[2, 'c48_0_0'] == '2016-11-30' assert csv_file.loc[3, 'c48_0_0'] == '2010-01-01' assert csv_file.loc[4, 'c48_0_0'] == '2011-02-15' def test_phenotype_query_multiple_column_format_pheno(self): # Prepare columns = ['c21_0_0', 'c48_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 2 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c21_0_0'] == 'Option number 1' assert pheno_file.loc[2, 'c21_0_0'] == 'Option number 2' assert pheno_file.loc[3, 'c21_0_0'] == 'Option number 3' assert pheno_file.loc[4, 'c21_0_0'] == 'Option number 4' assert pheno_file.loc[1, 'c48_0_0'] == '2011-08-14' assert pheno_file.loc[2, 'c48_0_0'] == '2016-11-30' assert pheno_file.loc[3, 'c48_0_0'] == '2010-01-01' assert pheno_file.loc[4, 'c48_0_0'] == '2011-02-15' def test_phenotype_query_multiple_column_renaming(self): # Prepare columns = ['c21_0_0 as c21', 'c31_0_0 c31', 'c48_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + ['c21', 'c31', 'c48_0_0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c21'] == 'Option number 1' assert pheno_file.loc[2, 'c21'] == 'Option number 2' assert pheno_file.loc[3, 'c21'] == 'Option number 3' assert pheno_file.loc[4, 'c21'] == 'Option number 4' assert pheno_file.loc[1, 'c31'] == '2012-01-05' assert pheno_file.loc[2, 'c31'] == '2015-12-30' assert pheno_file.loc[3, 'c31'] == '2007-03-19' assert pheno_file.loc[4, 'c31'] == '2002-05-09' assert pheno_file.loc[1, 'c48_0_0'] == '2011-08-14' assert pheno_file.loc[2, 'c48_0_0'] == '2016-11-30' assert pheno_file.loc[3, 'c48_0_0'] == '2010-01-01' assert pheno_file.loc[4, 'c48_0_0'] == '2011-02-15' def test_phenotype_query_filtering_with_column_no_mentioned_in_select(self): # Prepare columns = ['c21_0_0 as c21', 'c21_2_0 c21_2'] filtering = ["c46_0_0 < 0", "c48_0_0 > '2011-01-01'"] parameters = { 'columns': columns, 'filters': filtering, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape[0] == 2 assert pheno_file.shape[1] == 2 + 1 # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 2 assert all(x in pheno_file.index for x in (1, 2)) expected_columns = ['IID'] + ['c21', 'c21_2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[1, 'c21'] == 'Option number 1' assert pheno_file.loc[2, 'c21'] == 'Option number 2' assert pheno_file.loc[1, 'c21_2'] == 'Yes' assert pheno_file.loc[2, 'c21_2'] == 'No' def test_phenotype_query_multiple_column_integer_values(self): # Prepare columns = ['c34_0_0', 'c46_0_0', 'c47_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34_0_0'] == '21' assert pheno_file.loc[2, 'c34_0_0'] == '12' assert pheno_file.loc[3, 'c34_0_0'] == '1' assert pheno_file.loc[4, 'c34_0_0'] == '17' assert pheno_file.loc[1, 'c46_0_0'] == '-9' assert pheno_file.loc[2, 'c46_0_0'] == '-2' assert pheno_file.loc[3, 'c46_0_0'] == '-7' assert pheno_file.loc[4, 'c46_0_0'] == '4' assert pheno_file.loc[1, 'c47_0_0'] == '45.55412' assert pheno_file.loc[2, 'c47_0_0'] == '-0.55461' assert pheno_file.loc[3, 'c47_0_0'] == '-5.32471' assert pheno_file.loc[4, 'c47_0_0'] == '55.19832' def test_phenotype_query_multiple_column_integer_values_with_nan(self): # Prepare self.setUp('pheno2sql/example06_nan_integer.csv') columns = ['c34_0_0', 'c46_0_0', 'c47_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34_0_0'] == '21' assert pheno_file.loc[2, 'c34_0_0'] == '12' assert pheno_file.loc[3, 'c34_0_0'] == '1' assert pheno_file.loc[4, 'c34_0_0'] == '17' assert pheno_file.loc[1, 'c46_0_0'] == '-9' assert pheno_file.loc[2, 'c46_0_0'] == 'NA' assert pheno_file.loc[3, 'c46_0_0'] == '-7' assert pheno_file.loc[4, 'c46_0_0'] == '4' assert pheno_file.loc[1, 'c47_0_0'] == '45.55412' assert pheno_file.loc[2, 'c47_0_0'] == '-0.55461' assert pheno_file.loc[3, 'c47_0_0'] == '-5.32471' assert pheno_file.loc[4, 'c47_0_0'] == '55.19832' def test_phenotype_query_multiple_column_integer_values_with_nan_using_columns_renaming_with_as(self): # Prepare self.setUp('pheno2sql/example06_nan_integer.csv') columns = ['c34_0_0 as c34', 'c46_0_0 as c46', 'c47_0_0 as c47'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + ['c34', 'c46', 'c47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34'] == '21' assert pheno_file.loc[2, 'c34'] == '12' assert pheno_file.loc[3, 'c34'] == '1' assert pheno_file.loc[4, 'c34'] == '17' assert pheno_file.loc[1, 'c46'] == '-9', pheno_file.loc[1, 'c46'] assert pheno_file.loc[2, 'c46'] == 'NA' assert pheno_file.loc[3, 'c46'] == '-7' assert pheno_file.loc[4, 'c46'] == '4' assert pheno_file.loc[1, 'c47'] == '45.55412' assert pheno_file.loc[2, 'c47'] == '-0.55461' assert pheno_file.loc[3, 'c47'] == '-5.32471' assert pheno_file.loc[4, 'c47'] == '55.19832' def test_phenotype_query_multiple_column_integer_values_with_nan_using_columns_renaming_with_as_uppercase(self): # Prepare self.setUp('pheno2sql/example06_nan_integer.csv') columns = ['c34_0_0 as c34', 'c46_0_0 AS c46', 'c47_0_0 as c47'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + ['c34', 'c46', 'c47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34'] == '21' assert pheno_file.loc[2, 'c34'] == '12' assert pheno_file.loc[3, 'c34'] == '1' assert pheno_file.loc[4, 'c34'] == '17' assert pheno_file.loc[1, 'c46'] == '-9', pheno_file.loc[1, 'c46'] assert pheno_file.loc[2, 'c46'] == 'NA' assert pheno_file.loc[3, 'c46'] == '-7' assert pheno_file.loc[4, 'c46'] == '4' assert pheno_file.loc[1, 'c47'] == '45.55412' assert pheno_file.loc[2, 'c47'] == '-0.55461' assert pheno_file.loc[3, 'c47'] == '-5.32471' assert pheno_file.loc[4, 'c47'] == '55.19832' def test_phenotype_query_multiple_column_integer_values_with_nan_using_columns_renaming_with_space(self): # Prepare self.setUp('pheno2sql/example06_nan_integer.csv') columns = ['c34_0_0 as c34', 'c46_0_0 c46', 'c47_0_0 as c47'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + ['c34', 'c46', 'c47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34'] == '21' assert pheno_file.loc[2, 'c34'] == '12' assert pheno_file.loc[3, 'c34'] == '1' assert pheno_file.loc[4, 'c34'] == '17' assert pheno_file.loc[1, 'c46'] == '-9', pheno_file.loc[1, 'c46'] assert pheno_file.loc[2, 'c46'] == 'NA' assert pheno_file.loc[3, 'c46'] == '-7' assert pheno_file.loc[4, 'c46'] == '4' assert pheno_file.loc[1, 'c47'] == '45.55412' assert pheno_file.loc[2, 'c47'] == '-0.55461' assert pheno_file.loc[3, 'c47'] == '-5.32471' assert pheno_file.loc[4, 'c47'] == '55.19832' def test_phenotype_query_multiple_column_integer_values_with_nan_using_reg_exp(self): # Prepare self.setUp('pheno2sql/example06_nan_integer.csv') columns = ['c34_0_0 as c34'] reg_exp_columns = ['c4[67]_0_0'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + ['c34', 'c46_0_0', 'c47_0_0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34'] == '21' assert pheno_file.loc[2, 'c34'] == '12' assert pheno_file.loc[3, 'c34'] == '1' assert pheno_file.loc[4, 'c34'] == '17' assert pheno_file.loc[1, 'c46_0_0'] == '-9', pheno_file.loc[1, 'c46'] assert pheno_file.loc[2, 'c46_0_0'] == 'NA' assert pheno_file.loc[3, 'c46_0_0'] == '-7' assert pheno_file.loc[4, 'c46_0_0'] == '4' assert pheno_file.loc[1, 'c47_0_0'] == '45.55412' assert pheno_file.loc[2, 'c47_0_0'] == '-0.55461' assert pheno_file.loc[3, 'c47_0_0'] == '-5.32471' assert pheno_file.loc[4, 'c47_0_0'] == '55.19832' def test_phenotype_query_multiple_column_create_field_from_integer(self): # Prepare columns = ['c34_0_0', 'c46_0_0', 'c47_0_0', 'c46_0_0^2 as squared'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 4 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x.split()[-1] in pheno_file.columns for x in expected_columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34_0_0'] == '21' assert pheno_file.loc[2, 'c34_0_0'] == '12' assert pheno_file.loc[3, 'c34_0_0'] == '1' assert pheno_file.loc[4, 'c34_0_0'] == '17' assert pheno_file.loc[1, 'c46_0_0'] == '-9' assert pheno_file.loc[2, 'c46_0_0'] == '-2' assert pheno_file.loc[3, 'c46_0_0'] == '-7' assert pheno_file.loc[4, 'c46_0_0'] == '4' assert pheno_file.loc[1, 'c47_0_0'] == '45.55412' assert pheno_file.loc[2, 'c47_0_0'] == '-0.55461' assert pheno_file.loc[3, 'c47_0_0'] == '-5.32471' assert pheno_file.loc[4, 'c47_0_0'] == '55.19832' # square results in float type assert pheno_file.loc[1, 'squared'] == '81.0' assert pheno_file.loc[2, 'squared'] == '4.0' assert pheno_file.loc[3, 'squared'] == '49.0' assert pheno_file.loc[4, 'squared'] == '16.0' def test_phenotype_query_multiple_column_create_field_from_integer_return_integer(self): # Prepare columns = ['c34_0_0', 'c46_0_0', 'c47_0_0', 'c46_0_0 + 1 as sum'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 4 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x.split()[-1] in pheno_file.columns for x in expected_columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34_0_0'] == '21' assert pheno_file.loc[2, 'c34_0_0'] == '12' assert pheno_file.loc[3, 'c34_0_0'] == '1' assert pheno_file.loc[4, 'c34_0_0'] == '17' assert pheno_file.loc[1, 'c46_0_0'] == '-9' assert pheno_file.loc[2, 'c46_0_0'] == '-2' assert pheno_file.loc[3, 'c46_0_0'] == '-7' assert pheno_file.loc[4, 'c46_0_0'] == '4' assert pheno_file.loc[1, 'c47_0_0'] == '45.55412' assert pheno_file.loc[2, 'c47_0_0'] == '-0.55461' assert pheno_file.loc[3, 'c47_0_0'] == '-5.32471' assert pheno_file.loc[4, 'c47_0_0'] == '55.19832' # square results in float type assert pheno_file.loc[1, 'sum'] == '-8' assert pheno_file.loc[2, 'sum'] == '-1' assert pheno_file.loc[3, 'sum'] == '-6' assert pheno_file.loc[4, 'sum'] == '5' def test_phenotype_query_multiple_column_create_field_from_float(self): # Prepare columns = ['c34_0_0', 'c46_0_0', 'c47_0_0', 'c47_0_0^2 as squared'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 4 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x.split()[-1] in pheno_file.columns for x in expected_columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c34_0_0'] == '21' assert pheno_file.loc[2, 'c34_0_0'] == '12' assert pheno_file.loc[3, 'c34_0_0'] == '1' assert pheno_file.loc[4, 'c34_0_0'] == '17' assert pheno_file.loc[1, 'c46_0_0'] == '-9' assert pheno_file.loc[2, 'c46_0_0'] == '-2' assert pheno_file.loc[3, 'c46_0_0'] == '-7' assert pheno_file.loc[4, 'c46_0_0'] == '4' assert pheno_file.loc[1, 'c47_0_0'] == '45.55412' assert pheno_file.loc[2, 'c47_0_0'] == '-0.55461' assert pheno_file.loc[3, 'c47_0_0'] == '-5.32471' assert pheno_file.loc[4, 'c47_0_0'] == '55.19832' # square results in float type assert pheno_file.loc[1, 'squared'] == '2075.1778489744' assert pheno_file.loc[2, 'squared'] == '0.3075922521' assert pheno_file.loc[3, 'squared'] == '28.3525365841' assert pheno_file.loc[4, 'squared'] == '3046.8545308224' def test_phenotype_query_multiple_column_create_field_from_str(self): # Prepare columns = ['c34_0_0', 'c46_0_0', 'c47_0_0', 'c21_0_0', '(c21_0_0 || \' end \' || eid) as result'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 5 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x.split()[-1] in pheno_file.columns for x in expected_columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' # square results in float type assert pheno_file.loc[1, 'result'] == 'Option number 1 end 1' assert pheno_file.loc[2, 'result'] == 'Option number 2 end 2' assert pheno_file.loc[3, 'result'] == 'Option number 3 end 3' assert pheno_file.loc[4, 'result'] == 'Option number 4 end 4' def test_phenotype_query_format_pheno_missing_data(self): # Prepare columns = ['c21_0_0', 'c21_1_0', 'c48_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code # na_values='' is necessary to not overwrite NA strings here pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c21_0_0'] == 'Option number 1' assert pheno_file.loc[2, 'c21_0_0'] == 'Option number 2' assert pheno_file.loc[3, 'c21_0_0'] == 'Option number 3' assert pheno_file.loc[4, 'c21_0_0'] == 'Option number 4' assert pheno_file.loc[1, 'c21_1_0'] == 'No response' assert pheno_file.loc[2, 'c21_1_0'] == 'NA' assert pheno_file.loc[3, 'c21_1_0'] == 'Of course' assert pheno_file.loc[4, 'c21_1_0'] == 'I don\'t know' assert pheno_file.loc[1, 'c48_0_0'] == '2011-08-14' assert pheno_file.loc[2, 'c48_0_0'] == '2016-11-30' assert pheno_file.loc[3, 'c48_0_0'] == '2010-01-01' assert pheno_file.loc[4, 'c48_0_0'] == '2011-02-15' def test_phenotype_query_format_pheno_missing_date(self): # Prepare self.setUp('pheno2sql/example05_missing_date.csv') columns = ['c21_0_0', 'c21_1_0', 'c48_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'text/plink2'}) # Validate assert response.status_code == 200, response.status_code # na_values='' is necessary to not overwrite NA strings here pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c48_0_0'] == '2011-08-14' assert pheno_file.loc[2, 'c48_0_0'] == '2016-11-30' assert pheno_file.loc[3, 'c48_0_0'] == 'NA' assert pheno_file.loc[4, 'c48_0_0'] == '2011-02-15' def test_phenotype_query_multiple_column_no_format(self): # Prepare columns = ['c21_0_0', 'c48_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (4, 2 + 1) # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 4 assert all(x in pheno_file.index for x in range(1, 4 + 1)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[1, 'c21_0_0'] == 'Option number 1' assert pheno_file.loc[2, 'c21_0_0'] == 'Option number 2' assert pheno_file.loc[3, 'c21_0_0'] == 'Option number 3' assert pheno_file.loc[4, 'c21_0_0'] == 'Option number 4' assert pheno_file.loc[1, 'c48_0_0'] == '2011-08-14' assert pheno_file.loc[2, 'c48_0_0'] == '2016-11-30' assert pheno_file.loc[3, 'c48_0_0'] == '2010-01-01' assert pheno_file.loc[4, 'c48_0_0'] == '2011-02-15' def test_phenotype_query_multiple_column_format_not_supported(self): # Prepare columns = ['c21_0_0', 'c48_0_0'] parameters = { 'columns': columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters, headers={'accept': 'application/json'}) # Validate assert response.status_code == 400, response.status_code data = json.load(io.StringIO(response.data.decode('utf-8'))) assert 'status_code' in data, data assert data['status_code'] == 400, data['status_code'] assert 'error_type' in data, data assert data['error_type'] == 'UNKNOWN', data['error_type'] assert 'message' in data, data assert 'are supported' in str(data['message']), data['message'] assert 'text/plink2' in str(data['message']), data['message'] def test_phenotype_query_with_filtering(self): # Prepare columns = ['c21_0_0', 'c21_2_0', 'c47_0_0', 'c48_0_0'] filtering = ["c48_0_0 > '2011-01-01'", "c21_2_0 <> ''"] parameters = { 'columns': columns, 'filters': filtering, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape[0] == 2 assert pheno_file.shape[1] == 4 + 1 # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 2 assert all(x in pheno_file.index for x in (1, 2)) expected_columns = ['IID'] + columns assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[1, 'c21_0_0'] == 'Option number 1' assert pheno_file.loc[2, 'c21_0_0'] == 'Option number 2' assert pheno_file.loc[1, 'c21_2_0'] == 'Yes' assert pheno_file.loc[2, 'c21_2_0'] == 'No' assert pheno_file.loc[1, 'c47_0_0'] == '45.55412' assert pheno_file.loc[2, 'c47_0_0'] == '-0.55461' assert pheno_file.loc[1, 'c48_0_0'] == '2011-08-14' assert pheno_file.loc[2, 'c48_0_0'] == '2016-11-30' def test_phenotype_query_columns_with_regular_expression_and_standard_columns(self): # Prepare self.setUp('pheno2sql/example09_with_arrays.csv') columns = ['c21_0_0', 'c48_0_0'] reg_exp_columns = ['c84_0_\d+'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (5, 5 + 1), pheno_file.shape # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 5 assert all(x in pheno_file.index for x in range(1, 5 + 1)) expected_columns = ['IID'] + columns + ['c84_0_0', 'c84_0_1', 'c84_0_2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[5, 'IID'] == '5' assert pheno_file.loc[1, 'c21_0_0'] == 'Option number 1' assert pheno_file.loc[2, 'c21_0_0'] == 'Option number 2' assert pheno_file.loc[3, 'c21_0_0'] == 'Option number 3' assert pheno_file.loc[4, 'c21_0_0'] == "Option number 4" assert pheno_file.loc[5, 'c21_0_0'] == "Option number 5" assert pheno_file.loc[1, 'c48_0_0'] == '2010-07-14' assert pheno_file.loc[2, 'c48_0_0'] == '2017-11-30' assert pheno_file.loc[3, 'c48_0_0'] == '2020-01-01' assert pheno_file.loc[4, 'c48_0_0'] == '1990-02-15' assert pheno_file.loc[5, 'c48_0_0'] == '1999-10-11' assert pheno_file.loc[1, 'c84_0_0'] == '11', pheno_file.loc[1, 'c84_0_0'] assert pheno_file.loc[2, 'c84_0_0'] == '-21' assert pheno_file.loc[3, 'c84_0_0'] == 'NA' assert pheno_file.loc[4, 'c84_0_0'] == '41' assert pheno_file.loc[5, 'c84_0_0'] == '51' assert pheno_file.loc[1, 'c84_0_1'] == '1', pheno_file.loc[1, 'c84_0_1'] assert pheno_file.loc[2, 'c84_0_1'] == '99' assert pheno_file.loc[3, 'c84_0_1'] == '98' assert pheno_file.loc[4, 'c84_0_1'] == '-37' assert pheno_file.loc[5, 'c84_0_1'] == '36' assert pheno_file.loc[1, 'c84_0_2'] == '999' assert pheno_file.loc[2, 'c84_0_2'] == '152' assert pheno_file.loc[3, 'c84_0_2'] == '-68' assert pheno_file.loc[4, 'c84_0_2'] == 'NA' assert pheno_file.loc[5, 'c84_0_2'] == '-445' def test_phenotype_query_columns_with_regular_expression_only(self): # Prepare self.setUp('pheno2sql/example09_with_arrays.csv') reg_exp_columns = ['c84_0_\d+'] parameters = { 'ecolumns': reg_exp_columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (5, 3 + 1), pheno_file.shape # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 5 assert all(x in pheno_file.index for x in range(1, 5 + 1)) expected_columns = ['IID'] + ['c84_0_0', 'c84_0_1', 'c84_0_2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[5, 'IID'] == '5' assert pheno_file.loc[1, 'c84_0_0'] == '11', pheno_file.loc[1, 'c84_0_0'] assert pheno_file.loc[2, 'c84_0_0'] == '-21' assert pheno_file.loc[3, 'c84_0_0'] == 'NA' assert pheno_file.loc[4, 'c84_0_0'] == '41' assert pheno_file.loc[5, 'c84_0_0'] == '51' assert pheno_file.loc[1, 'c84_0_1'] == '1', pheno_file.loc[1, 'c84_0_1'] assert pheno_file.loc[2, 'c84_0_1'] == '99' assert pheno_file.loc[3, 'c84_0_1'] == '98' assert pheno_file.loc[4, 'c84_0_1'] == '-37' assert pheno_file.loc[5, 'c84_0_1'] == '36' assert pheno_file.loc[1, 'c84_0_2'] == '999' assert pheno_file.loc[2, 'c84_0_2'] == '152' assert pheno_file.loc[3, 'c84_0_2'] == '-68' assert pheno_file.loc[4, 'c84_0_2'] == 'NA' assert pheno_file.loc[5, 'c84_0_2'] == '-445' def test_phenotype_query_columns_pheno2sql_instance_not_loaded(self): """This test uses a different Pheno2SQL instance without previous loading""" # Prepare csv01 = get_repository_path('pheno2sql/example08_01.csv') csv02 = get_repository_path('pheno2sql/example08_02.csv') csvs = (csv01, csv02) # first load data self.setUp(csvs) # then create another instance without executing load_data method self.setUp(csvs, load_data=False, wipe_database=False) columns = ['c48_0_0', 'c120_0_0 as c120', 'c150_0_0 c150'] reg_exp_columns = ['c21_[01]_0', 'c100_\d_0'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (5, 8 + 1), pheno_file.shape # plus IID assert pheno_file.index.name == 'FID' assert len(pheno_file.index) == 5 assert all(x in pheno_file.index for x in range(1, 5 + 1)) expected_columns = ['IID'] + ['c21_0_0', 'c21_1_0', 'c48_0_0', 'c120', 'c150', 'c100_0_0', 'c100_1_0', 'c100_2_0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1, 'IID'] == '1' assert pheno_file.loc[2, 'IID'] == '2' assert pheno_file.loc[3, 'IID'] == '3' assert pheno_file.loc[4, 'IID'] == '4' assert pheno_file.loc[5, 'IID'] == '5' assert pheno_file.loc[1, 'c21_0_0'] == 'Option number 1' assert pheno_file.loc[2, 'c21_0_0'] == 'Option number 2' assert pheno_file.loc[3, 'c21_0_0'] == 'Option number 3' assert pheno_file.loc[4, 'c21_0_0'] == 'Option number 4' assert pheno_file.loc[5, 'c21_0_0'] == 'Option number 5' assert pheno_file.loc[1, 'c21_1_0'] == 'No response' assert pheno_file.loc[2, 'c21_1_0'] == 'NA' assert pheno_file.loc[3, 'c21_1_0'] == 'Of course' assert pheno_file.loc[4, 'c21_1_0'] == "I don't know" assert pheno_file.loc[5, 'c21_1_0'] == 'Maybe' assert pheno_file.loc[1, 'c48_0_0'] == '2010-07-14' assert pheno_file.loc[2, 'c48_0_0'] == '2017-11-30' assert pheno_file.loc[3, 'c48_0_0'] == '2020-01-01' assert pheno_file.loc[4, 'c48_0_0'] == '1990-02-15' assert pheno_file.loc[5, 'c48_0_0'] == '1999-10-11' assert pheno_file.loc[1, 'c100_0_0'] == '-9', pheno_file.loc[1, 'c100_0_0'] assert pheno_file.loc[2, 'c100_0_0'] == '-2' assert pheno_file.loc[3, 'c100_0_0'] == 'NA' assert pheno_file.loc[4, 'c100_0_0'] == 'NA' assert pheno_file.loc[5, 'c100_0_0'] == 'NA' assert pheno_file.loc[1, 'c100_1_0'] == '3', pheno_file.loc[1, 'c100_1_0'] assert pheno_file.loc[2, 'c100_1_0'] == '3' assert pheno_file.loc[3, 'c100_1_0'] == '-4' assert pheno_file.loc[4, 'c100_1_0'] == 'NA' assert pheno_file.loc[5, 'c100_1_0'] == 'NA' assert pheno_file.loc[1, 'c100_2_0'] == 'NA', pheno_file.loc[1, 'c100_2_0'] assert pheno_file.loc[2, 'c100_2_0'] == '1' assert pheno_file.loc[3, 'c100_2_0'] == '-10' assert pheno_file.loc[4, 'c100_2_0'] == 'NA' assert pheno_file.loc[5, 'c100_2_0'] == 'NA' def test_phenotype_query_http_basic_auth_is_null(self): # Prepare csv01 = get_repository_path('pheno2sql/example08_01.csv') csv02 = get_repository_path('pheno2sql/example08_02.csv') csvs = (csv01, csv02) # first load data self.setUp(csvs) # then create another instance without executing load_data method self.setUp(csvs, load_data=False, wipe_database=False) def configure_http_auth(theapp): theapp.config['auth'] = None self.configureApp(configure_http_auth) columns = ['c48_0_0', 'c120_0_0 as c120', 'c150_0_0 c150'] reg_exp_columns = ['c21_[01]_0', 'c100_\d_0'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate # unauthorized assert response.status_code == 200, response.status_code def test_phenotype_query_http_basic_auth_no_user_pass(self): # Prepare csv01 = get_repository_path('pheno2sql/example08_01.csv') csv02 = get_repository_path('pheno2sql/example08_02.csv') csvs = (csv01, csv02) # first load data self.setUp(csvs) # then create another instance without executing load_data method self.setUp(csvs, load_data=False, wipe_database=False) self.configureAppWithAuth('user: thepassword2') columns = ['c48_0_0', 'c120_0_0 as c120', 'c150_0_0 c150'] reg_exp_columns = ['c21_[01]_0', 'c100_\d_0'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get('/ukbrest/api/v1.0/phenotype', query_string=parameters) # Validate # unauthorized assert response.status_code == 401, response.status_code def test_phenotype_query_http_basic_auth_with_user_pass(self): # Prepare csv01 = get_repository_path('pheno2sql/example08_01.csv') csv02 = get_repository_path('pheno2sql/example08_02.csv') csvs = (csv01, csv02) # first load data self.setUp(csvs) # then create another instance without executing load_data method self.setUp(csvs, load_data=False, wipe_database=False) self.configureAppWithAuth('user: thepassword2') columns = ['c48_0_0', 'c120_0_0 as c120', 'c150_0_0 c150'] reg_exp_columns = ['c21_[01]_0', 'c100_\d_0'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get( '/ukbrest/api/v1.0/phenotype', query_string=parameters, headers=self._get_http_basic_auth_header('user', 'thepassword2'), ) # Validate # unauthorized assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', na_values='', keep_default_na=False, index_col='FID', dtype=str) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (5, 8 + 1), pheno_file.shape # plus IID def test_phenotype_query_http_basic_auth_with_wrong_pass(self): # Prepare csv01 = get_repository_path('pheno2sql/example08_01.csv') csv02 = get_repository_path('pheno2sql/example08_02.csv') csvs = (csv01, csv02) # first load data self.setUp(csvs) # then create another instance without executing load_data method self.setUp(csvs, load_data=False, wipe_database=False) self.configureAppWithAuth('user: anotherpass') columns = ['c48_0_0', 'c120_0_0 as c120', 'c150_0_0 c150'] reg_exp_columns = ['c21_[01]_0', 'c100_\d_0'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get( '/ukbrest/api/v1.0/phenotype', query_string=parameters, headers=self._get_http_basic_auth_header('user', 'thepassword2') ) # Validate # unauthorized assert response.status_code == 401, response.status_code def test_phenotype_query_http_basic_auth_with_wrong_user(self): # Prepare csv01 = get_repository_path('pheno2sql/example08_01.csv') csv02 = get_repository_path('pheno2sql/example08_02.csv') csvs = (csv01, csv02) # first load data self.setUp(csvs) # then create another instance without executing load_data method self.setUp(csvs, load_data=False, wipe_database=False) self.configureAppWithAuth('anotheruser: thepassword2') columns = ['c48_0_0', 'c120_0_0 as c120', 'c150_0_0 c150'] reg_exp_columns = ['c21_[01]_0', 'c100_\d_0'] parameters = { 'columns': columns, 'ecolumns': reg_exp_columns, } # Run response = self.app.get( '/ukbrest/api/v1.0/phenotype', query_string=parameters, headers=self._get_http_basic_auth_header('user', 'thepassword2'), ) # Validate # unauthorized assert response.status_code == 401, response.status_code def test_phenotype_query_yaml_get_covariates(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ # Run response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'covariates', }) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (5, 2 + 1) # plus IID assert pheno_file.index.name == 'FID' assert all(x in pheno_file.index for x in (1000010, 1000020, 1000030, 1000040, 1000050)) expected_columns = ['IID'] + ['field_name_34', 'field_name_47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1000010, 'IID'] == '1000010' assert pheno_file.loc[1000010, 'field_name_34'] == '-33' assert pheno_file.loc[1000010, 'field_name_47'] == '41.55312' assert pheno_file.loc[1000020, 'IID'] == '1000020' assert pheno_file.loc[1000020, 'field_name_34'] == '34' assert pheno_file.loc[1000020, 'field_name_47'] == '-10.51461' assert pheno_file.loc[1000030, 'IID'] == '1000030' assert pheno_file.loc[1000030, 'field_name_34'] == '0' assert pheno_file.loc[1000030, 'field_name_47'] == '-35.31471' assert pheno_file.loc[1000040, 'IID'] == '1000040' assert pheno_file.loc[1000040, 'field_name_34'] == '3' assert pheno_file.loc[1000040, 'field_name_47'] == '5.20832' assert pheno_file.loc[1000050, 'IID'] == '1000050' assert pheno_file.loc[1000050, 'field_name_34'] == '-4' assert pheno_file.loc[1000050, 'field_name_47'] == 'NA' def test_phenotype_query_yaml_get_covariates_http_auth_with_no_credentials(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) self.configureAppWithAuth('user: thepassword2') yaml_data = b""" covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ # Run response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'covariates', }) # Validate assert response.status_code == 401, response.status_code def test_phenotype_query_yaml_get_covariates_http_auth_with_credentials(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) self.configureAppWithAuth('user: thepassword2') yaml_data = b""" covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ # Run response = self.app.post( '/ukbrest/api/v1.0/query', data={ 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'covariates', }, headers=self._get_http_basic_auth_header('user', 'thepassword2'), ) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (5, 2 + 1) # plus IID def test_phenotype_query_yaml_get_fields(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ # Run response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'fields', }) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (5, 3 + 1) # plus IID assert pheno_file.index.name == 'FID' assert all(x in pheno_file.index for x in (1000010, 1000020, 1000030, 1000040, 1000050)) expected_columns = ['IID'] + ['instance0', 'instance1', 'instance2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1000010, 'IID'] == '1000010' assert pheno_file.loc[1000010, 'instance0'] == 'Option number 1' assert pheno_file.loc[1000010, 'instance1'] == 'No response' assert pheno_file.loc[1000010, 'instance2'] == 'Yes' assert pheno_file.loc[1000040, 'IID'] == '1000040' assert pheno_file.loc[1000040, 'instance0'] == 'Option number 4' assert pheno_file.loc[1000040, 'instance1'] == "I don't know" assert pheno_file.loc[1000040, 'instance2'] == 'NA' def test_phenotype_query_yaml_filter_samples_with_include_only(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - c47_0_0 > 0 covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ N_EXPECTED_SAMPLES = 2 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'fields', }) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3 + 1), pheno_file.shape # plus IID assert pheno_file.index.name == 'FID' assert all(x in pheno_file.index for x in (1000010, 1000040)), pheno_file.index.tolist() expected_columns = ['IID'] + ['instance0', 'instance1', 'instance2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1000010, 'IID'] == '1000010' assert pheno_file.loc[1000010, 'instance0'] == 'Option number 1' assert pheno_file.loc[1000010, 'instance1'] == 'No response' assert pheno_file.loc[1000010, 'instance2'] == 'Yes' assert pheno_file.loc[1000040, 'IID'] == '1000040' assert pheno_file.loc[1000040, 'instance0'] == 'Option number 4' assert pheno_file.loc[1000040, 'instance1'] == "I don't know" assert pheno_file.loc[1000040, 'instance2'] == 'NA' # # Ask covariates # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'covariates', }) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 2 + 1) # plus IID assert pheno_file.index.name == 'FID' assert all(x in pheno_file.index for x in (1000010, 1000040)) expected_columns = ['IID'] + ['field_name_34', 'field_name_47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1000010, 'IID'] == '1000010' assert pheno_file.loc[1000010, 'field_name_34'] == '-33' assert pheno_file.loc[1000010, 'field_name_47'] == '41.55312' assert pheno_file.loc[1000040, 'IID'] == '1000040' assert pheno_file.loc[1000040, 'field_name_34'] == '3' assert pheno_file.loc[1000040, 'field_name_47'] == '5.20832' def test_phenotype_query_yaml_filter_samples_condition_breaking_for_fields_and_covariates(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - c47_0_0 > 0 - c46_0_0 < 0 or c46_0_0 = 4 or c46_0_0 = 1 covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ N_EXPECTED_SAMPLES = 2 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'fields', }) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3 + 1), pheno_file.shape # plus IID assert pheno_file.index.name == 'FID' assert all(x in pheno_file.index for x in (1000010, 1000040)), pheno_file.index.tolist() expected_columns = ['IID'] + ['instance0', 'instance1', 'instance2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1000010, 'IID'] == '1000010' assert pheno_file.loc[1000010, 'instance0'] == 'Option number 1' assert pheno_file.loc[1000010, 'instance1'] == 'No response' assert pheno_file.loc[1000010, 'instance2'] == 'Yes' assert pheno_file.loc[1000040, 'IID'] == '1000040' assert pheno_file.loc[1000040, 'instance0'] == 'Option number 4' assert pheno_file.loc[1000040, 'instance1'] == "I don't know" assert pheno_file.loc[1000040, 'instance2'] == 'NA' # # Ask covariates # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'covariates', }) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), sep='\t', index_col='FID', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 2 + 1) # plus IID assert pheno_file.index.name == 'FID' assert all(x in pheno_file.index for x in (1000010, 1000040)) expected_columns = ['IID'] + ['field_name_34', 'field_name_47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # column order assert pheno_file.columns.tolist()[0] == 'IID' assert pheno_file.loc[1000010, 'IID'] == '1000010' assert pheno_file.loc[1000010, 'field_name_34'] == '-33' assert pheno_file.loc[1000010, 'field_name_47'] == '41.55312' assert pheno_file.loc[1000040, 'IID'] == '1000040' assert pheno_file.loc[1000040, 'field_name_34'] == '3' assert pheno_file.loc[1000040, 'field_name_47'] == '5.20832' def test_phenotype_query_yaml_specify_bgenie_format(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - c47_0_0 > 0 covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ N_EXPECTED_SAMPLES = 5 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'fields', 'missing_code': '-999', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3), pheno_file.shape expected_columns = ['instance0', 'instance1', 'instance2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'instance0'] == '-999', pheno_file.loc[0, 'instance0'] assert pheno_file.loc[0, 'instance1'] == '-999' assert pheno_file.loc[0, 'instance2'] == '-999' assert pheno_file.loc[1, 'instance0'] == '-999' assert pheno_file.loc[1, 'instance1'] == '-999' assert pheno_file.loc[1, 'instance2'] == '-999' assert pheno_file.loc[2, 'instance0'] == 'Option number 4' assert pheno_file.loc[2, 'instance1'] == "I don't know" assert pheno_file.loc[2, 'instance2'] == '-999' assert pheno_file.loc[3, 'instance0'] == 'Option number 1' assert pheno_file.loc[3, 'instance1'] == 'No response' assert pheno_file.loc[3, 'instance2'] == 'Yes' assert pheno_file.loc[4, 'instance0'] == '-999' assert pheno_file.loc[4, 'instance1'] == '-999' assert pheno_file.loc[4, 'instance2'] == '-999' # # Ask covariates # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'covariates', 'missing_code': '-999', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 2) expected_columns = ['field_name_34', 'field_name_47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'field_name_34'] == '-999' assert pheno_file.loc[0, 'field_name_47'] == '-999' assert pheno_file.loc[1, 'field_name_34'] == '-999' assert pheno_file.loc[1, 'field_name_47'] == '-999' assert pheno_file.loc[2, 'field_name_34'] == '3' assert pheno_file.loc[2, 'field_name_47'] == '5.20832' assert pheno_file.loc[3, 'field_name_34'] == '-33' assert pheno_file.loc[3, 'field_name_47'] == '41.55312' assert pheno_file.loc[4, 'field_name_34'] == '-999' assert pheno_file.loc[4, 'field_name_47'] == '-999' def test_phenotype_query_yaml_specify_csv_format(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - c47_0_0 > 0 covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ N_EXPECTED_SAMPLES = 2 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'fields', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3), pheno_file.shape expected_columns = ['instance0', 'instance1', 'instance2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000040, 'instance0'] == 'Option number 4' assert pheno_file.loc[1000040, 'instance1'] == "I don't know" assert pheno_file.loc[1000040, 'instance2'] == 'NA' assert pheno_file.loc[1000010, 'instance0'] == 'Option number 1' assert pheno_file.loc[1000010, 'instance1'] == 'No response' assert pheno_file.loc[1000010, 'instance2'] == 'Yes' # # Ask covariates # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'covariates', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 2) expected_columns = ['field_name_34', 'field_name_47'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000040, 'field_name_34'] == '3' assert pheno_file.loc[1000040, 'field_name_47'] == '5.20832' assert pheno_file.loc[1000010, 'field_name_34'] == '-33' assert pheno_file.loc[1000010, 'field_name_47'] == '41.55312' def test_phenotype_query_yaml_specify_bgenie_format_missing_code_default(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - c47_0_0 > 0 covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ N_EXPECTED_SAMPLES = 5 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'fields', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3), pheno_file.shape expected_columns = ['instance0', 'instance1', 'instance2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'instance0'] == 'NA' assert pheno_file.loc[0, 'instance1'] == 'NA' assert pheno_file.loc[0, 'instance2'] == 'NA' assert pheno_file.loc[1, 'instance0'] == 'NA' assert pheno_file.loc[1, 'instance1'] == 'NA' assert pheno_file.loc[1, 'instance2'] == 'NA' assert pheno_file.loc[2, 'instance0'] == 'Option number 4' assert pheno_file.loc[2, 'instance1'] == "I don't know" assert pheno_file.loc[2, 'instance2'] == 'NA' assert pheno_file.loc[3, 'instance0'] == 'Option number 1' assert pheno_file.loc[3, 'instance1'] == 'No response' assert pheno_file.loc[3, 'instance2'] == 'Yes' assert pheno_file.loc[4, 'instance0'] == 'NA' assert pheno_file.loc[4, 'instance1'] == 'NA' assert pheno_file.loc[4, 'instance2'] == 'NA' def test_phenotype_query_yaml_specify_csv_format_missing_code_changed(self): # Prepare self.setUp('pheno2sql/example10/example10_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example10/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - c47_0_0 > 0 covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 fields: instance0: c21_0_0 instance1: c21_1_0 instance2: c21_2_0 """ N_EXPECTED_SAMPLES = 2 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'fields', 'missing_code': '-999', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3), pheno_file.shape expected_columns = ['instance0', 'instance1', 'instance2'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000040, 'instance0'] == 'Option number 4' assert pheno_file.loc[1000040, 'instance1'] == "I don't know" assert pheno_file.loc[1000040, 'instance2'] == '-999' assert pheno_file.loc[1000010, 'instance0'] == 'Option number 1' assert pheno_file.loc[1000010, 'instance1'] == 'No response' assert pheno_file.loc[1000010, 'instance2'] == 'Yes' def test_phenotype_query_yaml_disease_by_coding_first_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=10) yaml_data = b""" samples_filters: - c34_0_0 >= -5 data: disease0: case_control: 84: coding: [N308] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['disease0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'disease0'] == '0' # 1000050 assert pheno_file.loc[1, 'disease0'] == 'NA' # 1000030 assert pheno_file.loc[2, 'disease0'] == '1' # 1000040 assert pheno_file.loc[3, 'disease0'] == 'NA' # 1000010 assert pheno_file.loc[4, 'disease0'] == '1' # 1000020 assert pheno_file.loc[5, 'disease0'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_second_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=20) yaml_data = b""" samples_filters: - c34_0_0 >= -5 data: disease0: case_control: 84: coding: [E103] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['disease0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'disease0'] == '1' # 1000050 assert pheno_file.loc[1, 'disease0'] == 'NA' # 1000030 assert pheno_file.loc[2, 'disease0'] == '1' # 1000040 assert pheno_file.loc[3, 'disease0'] == 'NA' # 1000010 assert pheno_file.loc[4, 'disease0'] == '1' # 1000020 assert pheno_file.loc[5, 'disease0'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_different_filter_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=20) yaml_data = b""" samples_filters: - c31_0_0 > '2001-01-01' data: disease0: case_control: 84: coding: [E103] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['disease0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'disease0'] == 'NA' # 1000050 assert pheno_file.loc[1, 'disease0'] == 'NA' # 1000030 assert pheno_file.loc[2, 'disease0'] == 'NA' # 1000040 assert pheno_file.loc[3, 'disease0'] == '1' # 1000010 assert pheno_file.loc[4, 'disease0'] == '1' # 1000020 assert pheno_file.loc[5, 'disease0'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_filter_includes_nulls_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=20) yaml_data = b""" samples_filters: - c31_0_0 is null or c31_0_0 > '2001-01-01' data: disease0: case_control: 84: coding: [E103] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['disease0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'disease0'] == '1' # 1000050 assert pheno_file.loc[1, 'disease0'] == 'NA' # 1000030 assert pheno_file.loc[2, 'disease0'] == 'NA' # 1000040 assert pheno_file.loc[3, 'disease0'] == '1' # 1000010 assert pheno_file.loc[4, 'disease0'] == '1' # 1000020 assert pheno_file.loc[5, 'disease0'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_multiple_filters_using_like_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=20) yaml_data = b""" samples_filters: - c31_0_0 is null or c31_0_0 > '2001-01-01' - c21_2_0 not like '%%obab%%' data: disease0: case_control: 84: coding: [E103] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['disease0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'disease0'] == 'NA' # 1000050 assert pheno_file.loc[1, 'disease0'] == 'NA' # 1000030 assert pheno_file.loc[2, 'disease0'] == 'NA' # 1000040 assert pheno_file.loc[3, 'disease0'] == '1' # 1000010 assert pheno_file.loc[4, 'disease0'] == '1' # 1000020 assert pheno_file.loc[5, 'disease0'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_fields_in_filters_are_in_different_tables_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - c21_1_0 not like '%%respo%%' - c47_0_0 > 0 data: disease0: case_control: 84: coding: [Q750] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['disease0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'disease0'] == 'NA' # 1000050 assert pheno_file.loc[1, 'disease0'] == 'NA' # 1000030 assert pheno_file.loc[2, 'disease0'] == '1' # 1000040 assert pheno_file.loc[3, 'disease0'] == 'NA' # 1000010 assert pheno_file.loc[4, 'disease0'] == 'NA' # 1000020 assert pheno_file.loc[5, 'disease0'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_different_data_field_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - eid not in (select eid from events where field_id = 84 and event in ('Q750')) data: disease0: case_control: 85: coding: [1114] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['disease0'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'disease0'] == '1' # 1000050 assert pheno_file.loc[1, 'disease0'] == 'NA' # 1000030 assert pheno_file.loc[2, 'disease0'] == 'NA' # 1000040 assert pheno_file.loc[3, 'disease0'] == 'NA' # 1000010 assert pheno_file.loc[4, 'disease0'] == '1' # 1000020 assert pheno_file.loc[5, 'disease0'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_different_disease_name_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - eid not in (select eid from events where field_id = 84 and event in ('Q750')) data: another_disease_name: case_control: 85: coding: [1114] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1, 'another_disease_name'] == 'NA' # 1000030 assert pheno_file.loc[2, 'another_disease_name'] == 'NA' # 1000040 assert pheno_file.loc[3, 'another_disease_name'] == 'NA' # 1000010 assert pheno_file.loc[4, 'another_disease_name'] == '1' # 1000020 assert pheno_file.loc[5, 'another_disease_name'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_coding_not_list_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - eid not in (select eid from events where field_id = 84 and event in ('Q750')) data: another_disease_name: case_control: 85: coding: 1114 """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1, 'another_disease_name'] == 'NA' # 1000030 assert pheno_file.loc[2, 'another_disease_name'] == 'NA' # 1000040 assert pheno_file.loc[3, 'another_disease_name'] == 'NA' # 1000010 assert pheno_file.loc[4, 'another_disease_name'] == '1' # 1000020 assert pheno_file.loc[5, 'another_disease_name'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_coding_not_list_csv(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - eid not in (select eid from events where field_id = 84 and event in ('Q750')) data: another_disease_name: case_control: 85: coding: 1114 """ N_EXPECTED_SAMPLES = 4 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'another_disease_name'] == '1' # 1000050 # assert pheno_file.loc[1000030, 'another_disease_name'] == '0' # 1000030 # assert pheno_file.loc['1000040', 'another_disease_name'] == 'NA' # 1000040 # assert pheno_file.loc[1000010, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[1000020, 'another_disease_name'] == '1' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '0' # 1000070 assert pheno_file.loc[1000060, 'another_disease_name'] == '1' # 1000060 def test_phenotype_query_yaml_disease_by_coding_many_codings_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe') data: another_disease_name: case_control: 85: coding: [1114, 1701] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'another_disease_name'] == 'NA' # 1000050 assert pheno_file.loc[1, 'another_disease_name'] == '0' # 1000030 assert pheno_file.loc[2, 'another_disease_name'] == 'NA' # 1000040 assert pheno_file.loc[3, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[4, 'another_disease_name'] == '1' # 1000020 assert pheno_file.loc[5, 'another_disease_name'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_many_codings_csv(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe') data: another_disease_name: case_control: 85: coding: [1114, 1701] """ # text/csv does not fetch all samples in 'samples' table by default N_EXPECTED_SAMPLES = 5 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) # assert pheno_file.loc['1000050', 'another_disease_name'] == 'NA' # 1000050 assert pheno_file.loc[1000030, 'another_disease_name'] == '0' # 1000030 # assert pheno_file.loc['1000040', 'another_disease_name'] == 'NA' # 1000040 assert pheno_file.loc[1000010, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[1000020, 'another_disease_name'] == '1' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '0' # 1000070 assert pheno_file.loc[1000060, 'another_disease_name'] == '1' # 1000060 def test_phenotype_query_yaml_disease_by_coding_many_data_fields_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - c21_2_0 is null or lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') data: another_disease_name: case_control: 85: coding: [978, 1701] 84: coding: [Z876, Z678] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[2, 'another_disease_name'] == '0' # 1000040 assert pheno_file.loc[3, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[4, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[5, 'another_disease_name'] == '1' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_by_coding_many_data_fields_csv(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - c21_2_0 is null or lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') data: another_disease_name: case_control: 85: coding: [978, 1701] 84: coding: [Z876, Z678] """ N_EXPECTED_SAMPLES = 7 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1000030, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[1000040, 'another_disease_name'] == '0' # 1000040 assert pheno_file.loc[1000010, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[1000020, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '1' # 1000070 assert pheno_file.loc[1000060, 'another_disease_name'] == '1' # 1000060 def test_phenotype_query_yaml_disease_filters_not_referencing_table_bgenie(self): """This test forces a global table to obtain eid from for controls""" # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - 1 = 1 data: another_disease_name: case_control: 85: coding: [978, 1701] 84: coding: [Z876, Z678] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[2, 'another_disease_name'] == '0' # 1000040 assert pheno_file.loc[3, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[4, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[5, 'another_disease_name'] == '1' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_filters_not_referencing_table_csv(self): """This test forces a global table to obtain eid from for controls""" # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - 1 = 1 data: another_disease_name: case_control: 85: coding: [978, 1701] 84: coding: [Z876, Z678] """ N_EXPECTED_SAMPLES = 7 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1000030, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[1000040, 'another_disease_name'] == '0' # 1000040 assert pheno_file.loc[1000010, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[1000020, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '1' # 1000070 assert pheno_file.loc[1000060, 'another_disease_name'] == '1' # 1000060 def test_phenotype_query_yaml_disease_no_filters_csv(self): """This test forces a global table to obtain eid from for controls""" # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" data: another_disease_name: case_control: 85: coding: [978, 1701] 84: coding: [Z876, Z678] """ N_EXPECTED_SAMPLES = 7 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1000030, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[1000040, 'another_disease_name'] == '0' # 1000040 assert pheno_file.loc[1000010, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[1000020, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '1' # 1000070 assert pheno_file.loc[1000060, 'another_disease_name'] == '1' # 1000060 def test_phenotype_query_yaml_disease_many_columns_bgenie(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 > -10 data: another_disease_name: case_control: 85: coding: [978, 1701] 84: coding: [Z876, Z678] second_column: case_control: 85: coding: 1114 third_column: case_control: 84: coding: [E103, Z678] """ N_EXPECTED_SAMPLES = 6 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/bgenie'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_table(io.StringIO(response.data.decode('utf-8')), sep=' ', header=0, dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3), pheno_file.shape expected_columns = ['another_disease_name', 'second_column', 'third_column'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[0, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[2, 'another_disease_name'] == 'NA' # 1000040 assert pheno_file.loc[3, 'another_disease_name'] == 'NA' # 1000010 assert pheno_file.loc[4, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[5, 'another_disease_name'] == '1' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) assert pheno_file.loc[0, 'second_column'] == '1' # 1000050 assert pheno_file.loc[1, 'second_column'] == '0' # 1000030 assert pheno_file.loc[2, 'second_column'] == 'NA' # 1000040 assert pheno_file.loc[3, 'second_column'] == 'NA' # 1000010 assert pheno_file.loc[4, 'second_column'] == '1' # 1000020 assert pheno_file.loc[5, 'second_column'] == '0' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) assert pheno_file.loc[0, 'third_column'] == '1' # 1000050 assert pheno_file.loc[1, 'third_column'] == '0' # 1000030 assert pheno_file.loc[2, 'third_column'] == 'NA' # 1000040 assert pheno_file.loc[3, 'third_column'] == 'NA' # 1000010 assert pheno_file.loc[4, 'third_column'] == '1' # 1000020 assert pheno_file.loc[5, 'third_column'] == '1' # 1000070 # 1000060 is "not genotyped" (it is not listed in BGEN's samples file) def test_phenotype_query_yaml_disease_many_columns_csv(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 > -10 data: another_disease_name: case_control: 85: coding: [978, 1701] 84: coding: [Z876, Z678] second_column: case_control: 85: coding: 1114 third_column: case_control: 84: coding: [E103, Z678] """ N_EXPECTED_SAMPLES = 4 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3), pheno_file.shape expected_columns = ['another_disease_name', 'second_column', 'third_column'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1000030, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[1000020, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '1' # 1000070 assert pheno_file.loc[1000050, 'second_column'] == '1' # 1000050 assert pheno_file.loc[1000030, 'second_column'] == '0' # 1000030 assert pheno_file.loc[1000020, 'second_column'] == '1' # 1000020 assert pheno_file.loc[1000070, 'second_column'] == '0' # 1000070 assert pheno_file.loc[1000050, 'third_column'] == '1' # 1000050 assert pheno_file.loc[1000030, 'third_column'] == '0' # 1000030 assert pheno_file.loc[1000020, 'third_column'] == '1' # 1000020 assert pheno_file.loc[1000070, 'third_column'] == '1' # 1000070 def test_phenotype_query_yaml_disease_sql_alone_csv(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 data: mydisease: sql: 1: c46_0_0 > 0 0: c46_0_0 < 0 """ N_EXPECTED_SAMPLES = 4 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['mydisease'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'mydisease'] == '1' # 1000050 assert pheno_file.loc[1000030, 'mydisease'] == '0' # 1000030 assert pheno_file.loc[1000020, 'mydisease'] == '0' # 1000020 assert pheno_file.loc[1000070, 'mydisease'] == '1' # 1000070 @unittest.skip("We should check if there are repeated eid values, like in this case, due to bad specification of conditions for categories") def test_phenotype_query_yaml_disease_sql_conflicting_duplicated_samples_csv(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 data: mydisease: sql: 1: c46_0_0 >= 1 0: c46_0_0 <= 1 """ # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 400, response.status_code def test_phenotype_query_yaml_disease_sql_with_many_columns_csv(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # Here I emulate case_control with sql yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 > -10 data: another_disease_name: sql: 1: > eid in (select eid from events where field_id = 85 and event in ('978', '1701')) OR eid in (select eid from events where field_id = 84 and event in ('Z876', 'Z678')) 0: > eid not in ( (select eid from events where field_id = 85 and event in ('978', '1701')) union (select eid from events where field_id = 84 and event in ('Z876', 'Z678')) ) second_column: case_control: 85: coding: 1114 third_column: case_control: 84: coding: [E103, Z678] """ N_EXPECTED_SAMPLES = 4 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 3), pheno_file.shape expected_columns = ['another_disease_name', 'second_column', 'third_column'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1000030, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[1000020, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '1' # 1000070 assert pheno_file.loc[1000050, 'second_column'] == '1' # 1000050 assert pheno_file.loc[1000030, 'second_column'] == '0' # 1000030 assert pheno_file.loc[1000020, 'second_column'] == '1' # 1000020 assert pheno_file.loc[1000070, 'second_column'] == '0' # 1000070 assert pheno_file.loc[1000050, 'third_column'] == '1' # 1000050 assert pheno_file.loc[1000030, 'third_column'] == '0' # 1000030 assert pheno_file.loc[1000020, 'third_column'] == '1' # 1000020 assert pheno_file.loc[1000070, 'third_column'] == '1' # 1000070 def test_phenotype_query_yaml_disease_sql_no_filters_csv(self): """This test forces a global table to obtain eid from for controls""" # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case the filters are not necessary, but it is forced to avoid a problem with joining that will # be tested in another unit test yaml_data = b""" data: another_disease_name: sql: 1: > eid in (select eid from events where field_id = 85 and event in ('978', '1701')) OR eid in (select eid from events where field_id = 84 and event in ('Z876', 'Z678')) 0: > eid not in ( (select eid from events where field_id = 85 and event in ('978', '1701')) union (select eid from events where field_id = 84 and event in ('Z876', 'Z678')) ) """ N_EXPECTED_SAMPLES = 7 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['another_disease_name'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'another_disease_name'] == '1' # 1000050 assert pheno_file.loc[1000030, 'another_disease_name'] == '1' # 1000030 assert pheno_file.loc[1000040, 'another_disease_name'] == '0' # 1000040 assert pheno_file.loc[1000010, 'another_disease_name'] == '1' # 1000010 assert pheno_file.loc[1000020, 'another_disease_name'] == '0' # 1000020 assert pheno_file.loc[1000070, 'another_disease_name'] == '1' # 1000070 assert pheno_file.loc[1000060, 'another_disease_name'] == '1' # 1000060 def test_phenotype_query_yaml_samples_filters_condition_breaking_for_data(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case there is an or condition that could break all if it is not surrounding by () yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 or c34_0_0 > -11 data: mydisease: sql: 1: c46_0_0 > 0 0: c46_0_0 < 0 """ N_EXPECTED_SAMPLES = 4 # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, 1), pheno_file.shape expected_columns = ['mydisease'] assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'mydisease'] == '1' # 1000050 assert pheno_file.loc[1000030, 'mydisease'] == '0' # 1000030 assert pheno_file.loc[1000020, 'mydisease'] == '0' # 1000020 assert pheno_file.loc[1000070, 'mydisease'] == '1' # 1000070 def test_phenotype_query_yaml_samples_including_numerical(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case there is an or condition that could break all if it is not surrounding by () yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 or c34_0_0 > -11 data: continuous_data: c47_0_0 """ N_EXPECTED_SAMPLES = 5 expected_columns = ['continuous_data'] # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, len(expected_columns)), pheno_file.shape assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'continuous_data'] == 'NA' assert pheno_file.loc[1000030, 'continuous_data'] == '-35.31471' assert pheno_file.loc[1000020, 'continuous_data'] == '-10.51461' assert pheno_file.loc[1000060, 'continuous_data'] == '-0.5864' assert pheno_file.loc[1000070, 'continuous_data'] == '3.5584' def test_phenotype_query_yaml_samples_including_numerical_integer(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case there is an or condition that could break all if it is not surrounding by () yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 or c34_0_0 > -11 data: integer_data: (case when c46_0_0 < -5 then NULL else c46_0_0 end) """ N_EXPECTED_SAMPLES = 5 expected_columns = ['integer_data'] # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, len(expected_columns)), pheno_file.shape assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'integer_data'] == '1' assert pheno_file.loc[1000030, 'integer_data'] == 'NA' assert pheno_file.loc[1000020, 'integer_data'] == '-2' assert pheno_file.loc[1000060, 'integer_data'] == 'NA' assert pheno_file.loc[1000070, 'integer_data'] == '2' def test_phenotype_query_yaml_samples_including_categorical_and_numerical(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case there is an or condition that could break all if it is not surrounding by () yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 or c34_0_0 > -11 data: mydisease: sql: 1: c46_0_0 > 0 0: c46_0_0 < 0 third_column: case_control: 84: coding: [E103, Z678] continuous_data: c47_0_0 integer_data: (case when c46_0_0 < 0 then NULL else c46_0_0 end) """ N_EXPECTED_SAMPLES = 5 expected_columns = ['mydisease', 'third_column', 'continuous_data', 'integer_data'] # # Ask fields # response = self.app.post('/ukbrest/api/v1.0/query', data= { 'file': (io.BytesIO(yaml_data), 'data.yaml'), 'section': 'data', }, headers={'accept': 'text/csv'}) # Validate assert response.status_code == 200, response.status_code pheno_file = pd.read_csv(io.StringIO(response.data.decode('utf-8')), header=0, index_col='eid', dtype=str, na_values='', keep_default_na=False) assert pheno_file is not None assert not pheno_file.empty assert pheno_file.shape == (N_EXPECTED_SAMPLES, len(expected_columns)), pheno_file.shape assert len(pheno_file.columns) == len(expected_columns) assert all(x in expected_columns for x in pheno_file.columns) assert pheno_file.loc[1000050, 'mydisease'] == '1' assert pheno_file.loc[1000030, 'mydisease'] == '0' assert pheno_file.loc[1000020, 'mydisease'] == '0' assert pheno_file.loc[1000060, 'mydisease'] == 'NA' assert pheno_file.loc[1000070, 'mydisease'] == '1' assert pheno_file.loc[1000050, 'third_column'] == '1' assert pheno_file.loc[1000030, 'third_column'] == '0' assert pheno_file.loc[1000020, 'third_column'] == '1' assert pheno_file.loc[1000060, 'third_column'] == '0' assert pheno_file.loc[1000070, 'third_column'] == '1' assert pheno_file.loc[1000050, 'continuous_data'] == 'NA' assert pheno_file.loc[1000030, 'continuous_data'] == '-35.31471' assert pheno_file.loc[1000020, 'continuous_data'] == '-10.51461' assert pheno_file.loc[1000060, 'continuous_data'] == '-0.5864' assert pheno_file.loc[1000070, 'continuous_data'] == '3.5584' assert pheno_file.loc[1000050, 'integer_data'] == '1' assert pheno_file.loc[1000030, 'integer_data'] == 'NA' assert pheno_file.loc[1000020, 'integer_data'] == 'NA' assert pheno_file.loc[1000060, 'integer_data'] == 'NA' assert pheno_file.loc[1000070, 'integer_data'] == '2' def test_phenotype_query_yaml_multiple_files_in_one_yaml(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # in this case there is an or condition that could break all if it is not surrounding by () yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 or c34_0_0 > -11 covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 my_first_dataset: mydisease: sql: 1: c46_0_0 > 0 0: c46_0_0 < 0 continuous_data: c47_0_0 my_second_dataset: third_column: case_control: 84: coding: [E103, Z678] integer_data: (case when c46_0_0 < 0 then NULL else c46_0_0 end) """ # covariates data_fetched =\ self._make_yaml_request( yaml_data, 'covariates', 5, ['field_name_34', 'field_name_47'] ) assert data_fetched.loc[1000020, 'field_name_34'] == '34' assert data_fetched.loc[1000030, 'field_name_34'] == '-6' assert data_fetched.loc[1000050, 'field_name_34'] == '-4' assert data_fetched.loc[1000060, 'field_name_34'] == 'NA' assert data_fetched.loc[1000070, 'field_name_34'] == '-5' # my_first_dataset data_fetched =\ self._make_yaml_request( yaml_data, 'my_first_dataset', 5, ['mydisease', 'continuous_data'] ) assert data_fetched.loc[1000050, 'mydisease'] == '1' assert data_fetched.loc[1000030, 'mydisease'] == '0' assert data_fetched.loc[1000020, 'mydisease'] == '0' assert data_fetched.loc[1000060, 'mydisease'] == 'NA' assert data_fetched.loc[1000070, 'mydisease'] == '1' assert data_fetched.loc[1000050, 'continuous_data'] == 'NA' assert data_fetched.loc[1000030, 'continuous_data'] == '-35.31471' assert data_fetched.loc[1000020, 'continuous_data'] == '-10.51461' assert data_fetched.loc[1000060, 'continuous_data'] == '-0.5864' assert data_fetched.loc[1000070, 'continuous_data'] == '3.5584' # my_second_dataset data_fetched =\ self._make_yaml_request( yaml_data, 'my_second_dataset', 5, ['third_column', 'integer_data'] ) assert data_fetched.loc[1000050, 'third_column'] == '1' assert data_fetched.loc[1000030, 'third_column'] == '0' assert data_fetched.loc[1000020, 'third_column'] == '1' assert data_fetched.loc[1000060, 'third_column'] == '0' assert data_fetched.loc[1000070, 'third_column'] == '1' assert data_fetched.loc[1000050, 'integer_data'] == '1' assert data_fetched.loc[1000030, 'integer_data'] == 'NA' assert data_fetched.loc[1000020, 'integer_data'] == 'NA' assert data_fetched.loc[1000060, 'integer_data'] == 'NA' assert data_fetched.loc[1000070, 'integer_data'] == '2' def test_phenotype_query_yaml_simple_query(self): # Prepare self.setUp('pheno2sql/example13/example13_diseases.csv', bgen_sample_file=get_repository_path('pheno2sql/example13/impv2.sample'), sql_chunksize=2, n_columns_per_table=2) # this type of query, with 'simple_' at the begining of the data section, makes direct queries to the # database yaml_data = b""" samples_filters: - lower(c21_2_0) in ('yes', 'no', 'maybe', 'probably') - c34_0_0 is null or c34_0_0 > -10 or c34_0_0 > -11 simple_covariates: field_name_34: c34_0_0 field_name_47: c47_0_0 """ # simple_covariates data_fetched =\ self._make_yaml_request( yaml_data, 'simple_covariates', 5, ['field_name_34', 'field_name_47'] ) assert data_fetched.loc[1000020, 'field_name_34'] == '34' assert data_fetched.loc[1000030, 'field_name_34'] == '-6' assert data_fetched.loc[1000050, 'field_name_34'] == '-4' assert data_fetched.loc[1000060, 'field_name_34'] == 'NA' assert data_fetched.loc[1000070, 'field_name_34'] == '-5'
gpl-3.0
tomsilver/nupic
external/linux32/lib/python2.6/site-packages/matplotlib/legend.py
69
30705
""" Place a legend on the axes at location loc. Labels are a sequence of strings and loc can be a string or an integer specifying the legend location The location codes are 'best' : 0, (only implemented for axis legends) 'upper right' : 1, 'upper left' : 2, 'lower left' : 3, 'lower right' : 4, 'right' : 5, 'center left' : 6, 'center right' : 7, 'lower center' : 8, 'upper center' : 9, 'center' : 10, Return value is a sequence of text, line instances that make up the legend """ from __future__ import division import warnings import numpy as np from matplotlib import rcParams from matplotlib.artist import Artist from matplotlib.cbook import is_string_like, iterable, silent_list, safezip from matplotlib.font_manager import FontProperties from matplotlib.lines import Line2D from matplotlib.patches import Patch, Rectangle, Shadow, FancyBboxPatch from matplotlib.collections import LineCollection, RegularPolyCollection from matplotlib.transforms import Bbox from matplotlib.offsetbox import HPacker, VPacker, PackerBase, TextArea, DrawingArea class Legend(Artist): """ Place a legend on the axes at location loc. Labels are a sequence of strings and loc can be a string or an integer specifying the legend location The location codes are:: 'best' : 0, (only implemented for axis legends) 'upper right' : 1, 'upper left' : 2, 'lower left' : 3, 'lower right' : 4, 'right' : 5, 'center left' : 6, 'center right' : 7, 'lower center' : 8, 'upper center' : 9, 'center' : 10, loc can be a tuple of the noramilzed coordinate values with respect its parent. Return value is a sequence of text, line instances that make up the legend """ codes = {'best' : 0, # only implemented for axis legends 'upper right' : 1, 'upper left' : 2, 'lower left' : 3, 'lower right' : 4, 'right' : 5, 'center left' : 6, 'center right' : 7, 'lower center' : 8, 'upper center' : 9, 'center' : 10, } zorder = 5 def __str__(self): return "Legend" def __init__(self, parent, handles, labels, loc = None, numpoints = None, # the number of points in the legend line markerscale = None, # the relative size of legend markers vs. original scatterpoints = 3, # TODO: may be an rcParam scatteryoffsets=None, prop = None, # properties for the legend texts # the following dimensions are in axes coords pad = None, # deprecated; use borderpad labelsep = None, # deprecated; use labelspacing handlelen = None, # deprecated; use handlelength handletextsep = None, # deprecated; use handletextpad axespad = None, # deprecated; use borderaxespad # spacing & pad defined as a fractionof the font-size borderpad = None, # the whitespace inside the legend border labelspacing=None, #the vertical space between the legend entries handlelength=None, # the length of the legend handles handletextpad=None, # the pad between the legend handle and text borderaxespad=None, # the pad between the axes and legend border columnspacing=None, # spacing between columns ncol=1, # number of columns mode=None, # mode for horizontal distribution of columns. None, "expand" fancybox=None, # True use a fancy box, false use a rounded box, none use rc shadow = None, ): """ - *parent* : the artist that contains the legend - *handles* : a list of artists (lines, patches) to add to the legend - *labels* : a list of strings to label the legend Optional keyword arguments: ================ ================================================================== Keyword Description ================ ================================================================== loc a location code or a tuple of coordinates numpoints the number of points in the legend line prop the font property markerscale the relative size of legend markers vs. original fancybox if True, draw a frame with a round fancybox. If None, use rc shadow if True, draw a shadow behind legend scatteryoffsets a list of yoffsets for scatter symbols in legend borderpad the fractional whitespace inside the legend border labelspacing the vertical space between the legend entries handlelength the length of the legend handles handletextpad the pad between the legend handle and text borderaxespad the pad between the axes and legend border columnspacing the spacing between columns ================ ================================================================== The dimensions of pad and spacing are given as a fraction of the fontsize. Values from rcParams will be used if None. """ from matplotlib.axes import Axes # local import only to avoid circularity from matplotlib.figure import Figure # local import only to avoid circularity Artist.__init__(self) if prop is None: self.prop=FontProperties(size=rcParams["legend.fontsize"]) else: self.prop=prop self.fontsize = self.prop.get_size_in_points() propnames=['numpoints', 'markerscale', 'shadow', "columnspacing", "scatterpoints"] localdict = locals() for name in propnames: if localdict[name] is None: value = rcParams["legend."+name] else: value = localdict[name] setattr(self, name, value) # Take care the deprecated keywords deprecated_kwds = {"pad":"borderpad", "labelsep":"labelspacing", "handlelen":"handlelength", "handletextsep":"handletextpad", "axespad":"borderaxespad"} # convert values of deprecated keywords (ginve in axes coords) # to new vaules in a fraction of the font size # conversion factor bbox = parent.bbox axessize_fontsize = min(bbox.width, bbox.height)/self.fontsize for k, v in deprecated_kwds.items(): # use deprecated value if not None and if their newer # counter part is None. if localdict[k] is not None and localdict[v] is None: warnings.warn("Use '%s' instead of '%s'." % (v, k), DeprecationWarning) setattr(self, v, localdict[k]*axessize_fontsize) continue # Otherwise, use new keywords if localdict[v] is None: setattr(self, v, rcParams["legend."+v]) else: setattr(self, v, localdict[v]) del localdict self._ncol = ncol if self.numpoints <= 0: raise ValueError("numpoints must be >= 0; it was %d"% numpoints) # introduce y-offset for handles of the scatter plot if scatteryoffsets is None: self._scatteryoffsets = np.array([3./8., 4./8., 2.5/8.]) else: self._scatteryoffsets = np.asarray(scatteryoffsets) reps = int(self.numpoints / len(self._scatteryoffsets)) + 1 self._scatteryoffsets = np.tile(self._scatteryoffsets, reps)[:self.scatterpoints] # _legend_box is an OffsetBox instance that contains all # legend items and will be initialized from _init_legend_box() # method. self._legend_box = None if isinstance(parent,Axes): self.isaxes = True self.set_figure(parent.figure) elif isinstance(parent,Figure): self.isaxes = False self.set_figure(parent) else: raise TypeError("Legend needs either Axes or Figure as parent") self.parent = parent if loc is None: loc = rcParams["legend.loc"] if not self.isaxes and loc in [0,'best']: loc = 'upper right' if is_string_like(loc): if loc not in self.codes: if self.isaxes: warnings.warn('Unrecognized location "%s". Falling back on "best"; ' 'valid locations are\n\t%s\n' % (loc, '\n\t'.join(self.codes.keys()))) loc = 0 else: warnings.warn('Unrecognized location "%s". Falling back on "upper right"; ' 'valid locations are\n\t%s\n' % (loc, '\n\t'.join(self.codes.keys()))) loc = 1 else: loc = self.codes[loc] if not self.isaxes and loc == 0: warnings.warn('Automatic legend placement (loc="best") not implemented for figure legend. ' 'Falling back on "upper right".') loc = 1 self._loc = loc self._mode = mode # We use FancyBboxPatch to draw a legend frame. The location # and size of the box will be updated during the drawing time. self.legendPatch = FancyBboxPatch( xy=(0.0, 0.0), width=1., height=1., facecolor='w', edgecolor='k', mutation_scale=self.fontsize, snap=True ) # The width and height of the legendPatch will be set (in the # draw()) to the length that includes the padding. Thus we set # pad=0 here. if fancybox is None: fancybox = rcParams["legend.fancybox"] if fancybox == True: self.legendPatch.set_boxstyle("round",pad=0, rounding_size=0.2) else: self.legendPatch.set_boxstyle("square",pad=0) self._set_artist_props(self.legendPatch) self._drawFrame = True # init with null renderer self._init_legend_box(handles, labels) self._last_fontsize_points = self.fontsize def _set_artist_props(self, a): """ set the boilerplate props for artists added to axes """ a.set_figure(self.figure) for c in self.get_children(): c.set_figure(self.figure) a.set_transform(self.get_transform()) def _findoffset_best(self, width, height, xdescent, ydescent, renderer): "Heper function to locate the legend at its best position" ox, oy = self._find_best_position(width, height, renderer) return ox+xdescent, oy+ydescent def _findoffset_loc(self, width, height, xdescent, ydescent, renderer): "Heper function to locate the legend using the location code" if iterable(self._loc) and len(self._loc)==2: # when loc is a tuple of axes(or figure) coordinates. fx, fy = self._loc bbox = self.parent.bbox x, y = bbox.x0 + bbox.width * fx, bbox.y0 + bbox.height * fy else: bbox = Bbox.from_bounds(0, 0, width, height) x, y = self._get_anchored_bbox(self._loc, bbox, self.parent.bbox, renderer) return x+xdescent, y+ydescent def draw(self, renderer): "Draw everything that belongs to the legend" if not self.get_visible(): return self._update_legend_box(renderer) renderer.open_group('legend') # find_offset function will be provided to _legend_box and # _legend_box will draw itself at the location of the return # value of the find_offset. if self._loc == 0: _findoffset = self._findoffset_best else: _findoffset = self._findoffset_loc def findoffset(width, height, xdescent, ydescent): return _findoffset(width, height, xdescent, ydescent, renderer) self._legend_box.set_offset(findoffset) fontsize = renderer.points_to_pixels(self.fontsize) # if mode == fill, set the width of the legend_box to the # width of the paret (minus pads) if self._mode in ["expand"]: pad = 2*(self.borderaxespad+self.borderpad)*fontsize self._legend_box.set_width(self.parent.bbox.width-pad) if self._drawFrame: # update the location and size of the legend bbox = self._legend_box.get_window_extent(renderer) self.legendPatch.set_bounds(bbox.x0, bbox.y0, bbox.width, bbox.height) self.legendPatch.set_mutation_scale(fontsize) if self.shadow: shadow = Shadow(self.legendPatch, 2, -2) shadow.draw(renderer) self.legendPatch.draw(renderer) self._legend_box.draw(renderer) renderer.close_group('legend') def _approx_text_height(self, renderer=None): """ Return the approximate height of the text. This is used to place the legend handle. """ if renderer is None: return self.fontsize else: return renderer.points_to_pixels(self.fontsize) def _init_legend_box(self, handles, labels): """ Initiallize the legend_box. The legend_box is an instance of the OffsetBox, which is packed with legend handles and texts. Once packed, their location is calculated during the drawing time. """ fontsize = self.fontsize # legend_box is a HPacker, horizontally packed with # columns. Each column is a VPacker, vertically packed with # legend items. Each legend item is HPacker packed with # legend handleBox and labelBox. handleBox is an instance of # offsetbox.DrawingArea which contains legend handle. labelBox # is an instance of offsetbox.TextArea which contains legend # text. text_list = [] # the list of text instances handle_list = [] # the list of text instances label_prop = dict(verticalalignment='baseline', horizontalalignment='left', fontproperties=self.prop, ) labelboxes = [] for l in labels: textbox = TextArea(l, textprops=label_prop, multilinebaseline=True, minimumdescent=True) text_list.append(textbox._text) labelboxes.append(textbox) handleboxes = [] # The approximate height and descent of text. These values are # only used for plotting the legend handle. height = self._approx_text_height() * 0.7 descent = 0. # each handle needs to be drawn inside a box of (x, y, w, h) = # (0, -descent, width, height). And their corrdinates should # be given in the display coordinates. # NOTE : the coordinates will be updated again in # _update_legend_box() method. # The transformation of each handle will be automatically set # to self.get_trasnform(). If the artist does not uses its # default trasnform (eg, Collections), you need to # manually set their transform to the self.get_transform(). for handle in handles: if isinstance(handle, RegularPolyCollection): npoints = self.scatterpoints else: npoints = self.numpoints if npoints > 1: # we put some pad here to compensate the size of the # marker xdata = np.linspace(0.3*fontsize, (self.handlelength-0.3)*fontsize, npoints) xdata_marker = xdata elif npoints == 1: xdata = np.linspace(0, self.handlelength*fontsize, 2) xdata_marker = [0.5*self.handlelength*fontsize] if isinstance(handle, Line2D): ydata = ((height-descent)/2.)*np.ones(xdata.shape, float) legline = Line2D(xdata, ydata) legline.update_from(handle) self._set_artist_props(legline) # after update legline.set_clip_box(None) legline.set_clip_path(None) legline.set_drawstyle('default') legline.set_marker('None') handle_list.append(legline) legline_marker = Line2D(xdata_marker, ydata[:len(xdata_marker)]) legline_marker.update_from(handle) self._set_artist_props(legline_marker) legline_marker.set_clip_box(None) legline_marker.set_clip_path(None) legline_marker.set_linestyle('None') # we don't want to add this to the return list because # the texts and handles are assumed to be in one-to-one # correpondence. legline._legmarker = legline_marker elif isinstance(handle, Patch): p = Rectangle(xy=(0., 0.), width = self.handlelength*fontsize, height=(height-descent), ) p.update_from(handle) self._set_artist_props(p) p.set_clip_box(None) p.set_clip_path(None) handle_list.append(p) elif isinstance(handle, LineCollection): ydata = ((height-descent)/2.)*np.ones(xdata.shape, float) legline = Line2D(xdata, ydata) self._set_artist_props(legline) legline.set_clip_box(None) legline.set_clip_path(None) lw = handle.get_linewidth()[0] dashes = handle.get_dashes()[0] color = handle.get_colors()[0] legline.set_color(color) legline.set_linewidth(lw) legline.set_dashes(dashes) handle_list.append(legline) elif isinstance(handle, RegularPolyCollection): #ydata = self._scatteryoffsets ydata = height*self._scatteryoffsets size_max, size_min = max(handle.get_sizes()),\ min(handle.get_sizes()) # we may need to scale these sizes by "markerscale" # attribute. But other handle types does not seem # to care about this attribute and it is currently ignored. if self.scatterpoints < 4: sizes = [.5*(size_max+size_min), size_max, size_min] else: sizes = (size_max-size_min)*np.linspace(0,1,self.scatterpoints)+size_min p = type(handle)(handle.get_numsides(), rotation=handle.get_rotation(), sizes=sizes, offsets=zip(xdata_marker,ydata), transOffset=self.get_transform(), ) p.update_from(handle) p.set_figure(self.figure) p.set_clip_box(None) p.set_clip_path(None) handle_list.append(p) else: handle_list.append(None) handlebox = DrawingArea(width=self.handlelength*fontsize, height=height, xdescent=0., ydescent=descent) handle = handle_list[-1] handlebox.add_artist(handle) if hasattr(handle, "_legmarker"): handlebox.add_artist(handle._legmarker) handleboxes.append(handlebox) # We calculate number of lows in each column. The first # (num_largecol) columns will have (nrows+1) rows, and remaing # (num_smallcol) columns will have (nrows) rows. nrows, num_largecol = divmod(len(handleboxes), self._ncol) num_smallcol = self._ncol-num_largecol # starting index of each column and number of rows in it. largecol = safezip(range(0, num_largecol*(nrows+1), (nrows+1)), [nrows+1] * num_largecol) smallcol = safezip(range(num_largecol*(nrows+1), len(handleboxes), nrows), [nrows] * num_smallcol) handle_label = safezip(handleboxes, labelboxes) columnbox = [] for i0, di in largecol+smallcol: # pack handleBox and labelBox into itemBox itemBoxes = [HPacker(pad=0, sep=self.handletextpad*fontsize, children=[h, t], align="baseline") for h, t in handle_label[i0:i0+di]] # minimumdescent=False for the text of the last row of the column itemBoxes[-1].get_children()[1].set_minimumdescent(False) # pack columnBox columnbox.append(VPacker(pad=0, sep=self.labelspacing*fontsize, align="baseline", children=itemBoxes)) if self._mode == "expand": mode = "expand" else: mode = "fixed" sep = self.columnspacing*fontsize self._legend_box = HPacker(pad=self.borderpad*fontsize, sep=sep, align="baseline", mode=mode, children=columnbox) self._legend_box.set_figure(self.figure) self.texts = text_list self.legendHandles = handle_list def _update_legend_box(self, renderer): """ Update the dimension of the legend_box. This is required becuase the paddings, the hadle size etc. depends on the dpi of the renderer. """ # fontsize in points. fontsize = renderer.points_to_pixels(self.fontsize) if self._last_fontsize_points == fontsize: # no update is needed return # each handle needs to be drawn inside a box of # (x, y, w, h) = (0, -descent, width, height). # And their corrdinates should be given in the display coordinates. # The approximate height and descent of text. These values are # only used for plotting the legend handle. height = self._approx_text_height(renderer) * 0.7 descent = 0. for handle in self.legendHandles: if isinstance(handle, RegularPolyCollection): npoints = self.scatterpoints else: npoints = self.numpoints if npoints > 1: # we put some pad here to compensate the size of the # marker xdata = np.linspace(0.3*fontsize, (self.handlelength-0.3)*fontsize, npoints) xdata_marker = xdata elif npoints == 1: xdata = np.linspace(0, self.handlelength*fontsize, 2) xdata_marker = [0.5*self.handlelength*fontsize] if isinstance(handle, Line2D): legline = handle ydata = ((height-descent)/2.)*np.ones(xdata.shape, float) legline.set_data(xdata, ydata) legline_marker = legline._legmarker legline_marker.set_data(xdata_marker, ydata[:len(xdata_marker)]) elif isinstance(handle, Patch): p = handle p.set_bounds(0., 0., self.handlelength*fontsize, (height-descent), ) elif isinstance(handle, RegularPolyCollection): p = handle ydata = height*self._scatteryoffsets p.set_offsets(zip(xdata_marker,ydata)) # correction factor cor = fontsize / self._last_fontsize_points # helper function to iterate over all children def all_children(parent): yield parent for c in parent.get_children(): for cc in all_children(c): yield cc #now update paddings for box in all_children(self._legend_box): if isinstance(box, PackerBase): box.pad = box.pad * cor box.sep = box.sep * cor elif isinstance(box, DrawingArea): box.width = self.handlelength*fontsize box.height = height box.xdescent = 0. box.ydescent=descent self._last_fontsize_points = fontsize def _auto_legend_data(self): """ Returns list of vertices and extents covered by the plot. Returns a two long list. First element is a list of (x, y) vertices (in display-coordinates) covered by all the lines and line collections, in the legend's handles. Second element is a list of bounding boxes for all the patches in the legend's handles. """ assert self.isaxes # should always hold because function is only called internally ax = self.parent vertices = [] bboxes = [] lines = [] for handle in ax.lines: assert isinstance(handle, Line2D) path = handle.get_path() trans = handle.get_transform() tpath = trans.transform_path(path) lines.append(tpath) for handle in ax.patches: assert isinstance(handle, Patch) if isinstance(handle, Rectangle): transform = handle.get_data_transform() bboxes.append(handle.get_bbox().transformed(transform)) else: transform = handle.get_transform() bboxes.append(handle.get_path().get_extents(transform)) return [vertices, bboxes, lines] def draw_frame(self, b): 'b is a boolean. Set draw frame to b' self._drawFrame = b def get_children(self): 'return a list of child artists' children = [] if self._legend_box: children.append(self._legend_box) return children def get_frame(self): 'return the Rectangle instance used to frame the legend' return self.legendPatch def get_lines(self): 'return a list of lines.Line2D instances in the legend' return [h for h in self.legendHandles if isinstance(h, Line2D)] def get_patches(self): 'return a list of patch instances in the legend' return silent_list('Patch', [h for h in self.legendHandles if isinstance(h, Patch)]) def get_texts(self): 'return a list of text.Text instance in the legend' return silent_list('Text', self.texts) def get_window_extent(self): 'return a extent of the the legend' return self.legendPatch.get_window_extent() def _get_anchored_bbox(self, loc, bbox, parentbbox, renderer): """ Place the *bbox* inside the *parentbbox* according to a given location code. Return the (x,y) coordinate of the bbox. - loc: a location code in range(1, 11). This corresponds to the possible values for self._loc, excluding "best". - bbox: bbox to be placed, display coodinate units. - parentbbox: a parent box which will contain the bbox. In display coordinates. """ assert loc in range(1,11) # called only internally BEST, UR, UL, LL, LR, R, CL, CR, LC, UC, C = range(11) anchor_coefs={UR:"NE", UL:"NW", LL:"SW", LR:"SE", R:"E", CL:"W", CR:"E", LC:"S", UC:"N", C:"C"} c = anchor_coefs[loc] fontsize = renderer.points_to_pixels(self.fontsize) container = parentbbox.padded(-(self.borderaxespad) * fontsize) anchored_box = bbox.anchored(c, container=container) return anchored_box.x0, anchored_box.y0 def _find_best_position(self, width, height, renderer, consider=None): """ Determine the best location to place the legend. `consider` is a list of (x, y) pairs to consider as a potential lower-left corner of the legend. All are display coords. """ assert self.isaxes # should always hold because function is only called internally verts, bboxes, lines = self._auto_legend_data() bbox = Bbox.from_bounds(0, 0, width, height) consider = [self._get_anchored_bbox(x, bbox, self.parent.bbox, renderer) for x in range(1, len(self.codes))] #tx, ty = self.legendPatch.get_x(), self.legendPatch.get_y() candidates = [] for l, b in consider: legendBox = Bbox.from_bounds(l, b, width, height) badness = 0 badness = legendBox.count_contains(verts) badness += legendBox.count_overlaps(bboxes) for line in lines: if line.intersects_bbox(legendBox): badness += 1 ox, oy = l, b if badness == 0: return ox, oy candidates.append((badness, (l, b))) # rather than use min() or list.sort(), do this so that we are assured # that in the case of two equal badnesses, the one first considered is # returned. # NOTE: list.sort() is stable.But leave as it is for now. -JJL minCandidate = candidates[0] for candidate in candidates: if candidate[0] < minCandidate[0]: minCandidate = candidate ox, oy = minCandidate[1] return ox, oy
gpl-3.0