def QuantileEdges(sample, n=10):
"""
Return binning edges each containing the same quantile of the sample
"""
qs = np.linspace(0, 1, n + 1)
edges = np.quantile(sample, qs)
return dm.Edges(edges)
def __getitem__(self, idx):
if idx is Ellipsis:
return self
new_edges = self._edges[idx]
if np.isscalar(new_edges):
return new_edges
return dm.Edges(new_edges)
def test():
a = Grid(var='a', edges=np.linspace(0, 1, 2))
print(a)
print(a.vars)
a.x = dm.Edges(np.linspace(0, 10, 11))
a.y = np.logspace(-1, 1, 20)
print(a['x'].points)
print(a['x'].edges)
print(a['x', 'y'])
def edges(self, edges):
edges = dm.Edges(edges)
if self.initialized:
if not len(edges) == len(self):
raise IndexError('incompatible length of edges')
self._edges = edges
def edges(self):
if self.has_edges:
return self._edges
if self.has_points:
return dm.Edges(points=self._points, log=self.log)
return None
def BayesianEdges(sample):
"""Bayesian Blocks Implementation
By Jake Vanderplas. License: BSD
Based on algorithm outlined in http://adsabs.harvard.edu/abs/2012arXiv1207.5578S
Edit: Small bugfix (P. Eller)
Parameters
----------
sample : ndarray, length N
data to be histogrammed
weights : ndarray, length N (optional)
weights of data
Returns
-------
bins : ndarray
array containing the (N+1) bin edges
Notes
-----
This is an incomplete implementation: it may fail for some
datasets. Alternate fitness functions and prior forms can
be found in the paper listed above.
"""
# copy and sort the array
sample = np.sort(sample)
N = sample.size
# create length-(N + 1) array of cell edges
edges = np.concatenate(
[sample[:1], 0.5 * (sample[1:] + sample[:-1]), sample[-1:]])
block_length = sample[-1] - edges
#print(np.diff(edges))
#print(block_length)
# arrays needed for the iteration
nn_vec = np.ones(N)
best = np.zeros(N, dtype=float)
last = np.zeros(N, dtype=int)
#-----------------------------------------------------------------
# Start with first data cell; add one cell at each iteration
#-----------------------------------------------------------------
for K in range(N):
# Compute the width and count of the final bin for all possible
# locations of the K^th changepoint
width = block_length[:K + 1] - block_length[K + 1]
count_vec = np.cumsum(nn_vec[:K + 1][::-1])[::-1]
# evaluate fitness function for these possibilities
fit_vec = count_vec * (np.log(count_vec) - np.log(width))
fit_vec -= 4 # 4 comes from the prior on the number of changepoints
fit_vec[1:] += best[:K]
# find the max of the fitness: this is the K^th changepoint
i_max = np.argmax(fit_vec)
last[K] = i_max
best[K] = fit_vec[i_max]
#-----------------------------------------------------------------
# Recover changepoints by iteratively peeling off the last block
#-----------------------------------------------------------------
change_points = np.zeros(N + 1, dtype=int)
i_cp = N + 1
ind = N
while True:
i_cp -= 1
change_points[i_cp] = ind
if ind == 0:
break
ind = last[ind - 1]
change_points = change_points[i_cp:]
return dm.Edges(edges[change_points])
