def autocorrelation(data,
name,
maxlag=100,
format='png',
suffix='-acf',
path='./',
fontmap={
1: 10,
2: 8,
3: 6,
4: 5,
5: 4
},
verbose=1):
"""
Generate bar plot of a series, usually autocorrelation
or autocovariance.
:Arguments:
data: array or list
A trace from an MCMC sample.
name: string
The name of the object.
format (optional): string
Graphic output format (defaults to png).
suffix (optional): string
Filename suffix.
path (optional): string
Specifies location for saving plots (defaults to local directory).
"""
# If there is just one data series, wrap it in a list
if rank(data) == 1:
data = [data]
# Number of plots per page
rows = min(len(data), 4)
for i, values in enumerate(data):
if verbose > 0:
print 'Plotting', name + suffix
if not i % rows:
# Generate new figure
figure(figsize=(10, 6))
# New subplot
subplot(rows, 1, i - (rows * (i / rows)) + 1)
x = arange(maxlag)
y = [_autocorr(values, lag=i) for i in x]
bar(x, y)
# Set axis bounds
ylim(-1.0, 1.0)
xlim(0, len(y))
# Plot options
ylabel(name, fontsize='x-small')
tlabels = gca().get_yticklabels()
setp(tlabels, 'fontsize', fontmap[rows])
tlabels = gca().get_xticklabels()
setp(tlabels, 'fontsize', fontmap[rows])
# Save to file
if not (i + 1) % rows or i == len(values) - 1:
# Label X-axis on last subplot
xlabel('Lag', fontsize='x-small')
if not os.path.exists(path):
os.mkdir(path)
if not path.endswith('/'):
path += '/'
if rows > 4:
# Append plot number to suffix, if there will be more than one
suffix += '_%i' % i
savefig("%s%s%s.%s" % (path, name, suffix, format))
def autocorrelation(data, name, maxlag=100, format='png', suffix='-acf', path='./', fontmap = {1:10, 2:8, 3:6, 4:5, 5:4}, new=True, last=True, rows=1, num=1, verbose=1):
"""
Generate bar plot of the autocorrelation function for a series (usually an MCMC trace).
:Arguments:
data: PyMC object, trace or array
A trace from an MCMC sample or a PyMC object with one or more traces.
name: string
The name of the object.
maxlag (optional): int
The largest discrete value for the autocorrelation to be calculated (defaults to 100).
format (optional): string
Graphic output format (defaults to png).
suffix (optional): string
Filename suffix.
path (optional): string
Specifies location for saving plots (defaults to local directory).
fontmap (optional): dict
Font mapping for plot labels; most users should not specify this.
verbose (optional): int
Level of output verbosity.
"""
# If there is only one data array, go ahead and plot it ...
if rank(data)==1:
if verbose>0:
print 'Plotting', name+suffix
# If new plot, generate new frame
if new:
figure(figsize=(10, 6))
subplot(rows, 1, num)
x = arange(maxlag)
y = [_autocorr(data, lag=i) for i in x]
bar(x, y)
# Set axis bounds
ylim(-1.0, 1.0)
xlim(0, len(y))
# Plot options
ylabel(name, fontsize='x-small')
tlabels = gca().get_yticklabels()
setp(tlabels, 'fontsize', fontmap[rows])
tlabels = gca().get_xticklabels()
setp(tlabels, 'fontsize', fontmap[rows])
if last:
# Label X-axis on last subplot
xlabel('Lag', fontsize='x-small')
if not os.path.exists(path):
os.mkdir(path)
if not path.endswith('/'):
path += '/'
if rows>4:
# Append plot number to suffix, if there will be more than one
suffix += '_%i' % i
savefig("%s%s%s.%s" % (path, name, suffix, format))
else:
# ... otherwise plot recursively
tdata = swapaxes(data, 0, 1)
# How many rows?
_rows = min(4, len(tdata))
for i in range(len(tdata)):
# New plot or adding to existing?
_new = not i % _rows
# Current subplot number
_num = i % _rows + 1
# Final subplot of current figure?
_last = not (_num + 1) % (_rows * 2) or (i==len(tdata)-1)
autocorrelation(tdata[i], name+'_'+str(i), maxlag=maxlag, format=format, suffix=suffix, path=path, fontmap=fontmap, new=_new, last=_last, rows=_rows, num=_num, verbose=verbose)
def autocorrelation(data, name, maxlag=100, format='png', suffix='-acf', path='./', fontmap = {1:10, 2:8, 3:6, 4:5, 5:4}, verbose=1):
"""
Generate bar plot of a series, usually autocorrelation
or autocovariance.
:Arguments:
data: array or list
A trace from an MCMC sample.
name: string
The name of the object.
format (optional): string
Graphic output format (defaults to png).
suffix (optional): string
Filename suffix.
path (optional): string
Specifies location for saving plots (defaults to local directory).
"""
# If there is just one data series, wrap it in a list
if rank(data)==1:
data = [data]
# Number of plots per page
rows = min(len(data), 4)
for i,values in enumerate(data):
if verbose>0:
print 'Plotting', name+suffix
if not i % rows:
# Generate new figure
figure(figsize=(10, 6))
# New subplot
subplot(rows, 1, i - (rows*(i/rows)) + 1)
x = arange(maxlag)
y = [_autocorr(values, lag=i) for i in x]
bar(x, y)
# Set axis bounds
ylim(-1.0, 1.0)
xlim(0, len(y))
# Plot options
ylabel(name, fontsize='x-small')
tlabels = gca().get_yticklabels()
setp(tlabels, 'fontsize', fontmap[rows])
tlabels = gca().get_xticklabels()
setp(tlabels, 'fontsize', fontmap[rows])
# Save to file
if not (i+1) % rows or i == len(values)-1:
# Label X-axis on last subplot
xlabel('Lag', fontsize='x-small')
if not os.path.exists(path):
os.mkdir(path)
if not path.endswith('/'):
path += '/'
if rows>4:
# Append plot number to suffix, if there will be more than one
suffix += '_%i' % i
savefig("%s%s%s.%s" % (path, name, suffix, format))