Ejemplo n.º 1
0
    def __init__(self, nddistr=None, d=None):
        super(TwoVarsModel, self).__init__(nddistr, [d])
        self.eliminate_other([d])
        self.d = d
        self.vars = []
        self.symvars = []
        for var in nddistr.Vars: #self.free_rvs:
            self.vars.append(var)
            self.symvars.append(var.getSymname())
        #print "=====", self.vars
        #print self.symvars
        #print self.dep_rvs
        #print self.rv_to_equation
        self.symop = self.rv_to_equation[d]

        if len(self.vars) != 2:
            raise Exception("use it with two variables")
        x = self.symvars[0]
        y = self.symvars[1]
        z = sympy.Symbol("z")
        self.fun_alongx = eq_solve(self.symop, z, y)[0]
        self.fun_alongy = eq_solve(self.symop, z, x)[0]

        self.lfun_alongx = my_lambdify([x, z], self.fun_alongx, "numpy")
        self.lfun_alongy = my_lambdify([y, z], self.fun_alongy, "numpy")
        self.Jx = 1 * sympy.diff(self.fun_alongx, z)
        #print "Jx=", self.Jx
        #print "fun_alongx=", self.fun_alongx
        self.Jy = 1 * sympy.diff(self.fun_alongy, z)
        self.lJx = my_lambdify([x, z], self.Jx, "numpy")
        self.lJy = my_lambdify([y, z], self.Jy, "numpy")
        self.z = z
Ejemplo n.º 2
0
    def __init__(self, nddistr=None, d=None):
        super(TwoVarsModel, self).__init__(nddistr, [d])
        self.eliminate_other([d])
        self.d = d
        self.vars = []
        self.symvars = []
        for var in nddistr.Vars:  #self.free_rvs:
            self.vars.append(var)
            self.symvars.append(var.getSymname())
        #print "=====", self.vars
        #print self.symvars
        #print self.dep_rvs
        #print self.rv_to_equation
        self.symop = self.rv_to_equation[d]

        if len(self.vars) != 2:
            raise Exception("use it with two variables")
        x = self.symvars[0]
        y = self.symvars[1]
        z = sympy.Symbol("z")
        self.fun_alongx = eq_solve(self.symop, z, y)[0]
        self.fun_alongy = eq_solve(self.symop, z, x)[0]

        self.lfun_alongx = my_lambdify([x, z], self.fun_alongx, "numpy")
        self.lfun_alongy = my_lambdify([y, z], self.fun_alongy, "numpy")
        self.Jx = 1 * sympy.diff(self.fun_alongx, z)
        #print "Jx=", self.Jx
        #print "fun_alongx=", self.fun_alongx
        self.Jy = 1 * sympy.diff(self.fun_alongy, z)
        self.lJx = my_lambdify([x, z], self.Jx, "numpy")
        self.lJy = my_lambdify([y, z], self.Jy, "numpy")
        self.z = z
Ejemplo n.º 3
0
    def var_change_helper(self, free_var, dep_var):
        """Compute inverse transformation and Jacobian for substituting
        dep_var for free_var."""
        free_var = self.prepare_var(free_var)
        dep_var = self.prepare_var(dep_var)
        # inverve transformation
        equation = self.rv_to_equation[dep_var] - dep_var.getSymname()
        solutions = eq_solve(self.rv_to_equation[dep_var],
                             dep_var.getSymname(), free_var.getSymname())
        var_changes = []
        for uj in solutions:
            # remove complex valued solutions
            vj = uj.atoms(sympy.Symbol)
            hvj = {}
            for v in vj:
                #print self.sym_to_rv[v].range()
                hvj[v] = self.sym_to_rv[v].range()[1]
            if len(solutions) > 1 and not sympy.im(uj.subs(hvj)) == 0:
                continue
            uj_symbols = list(sorted(uj.atoms(sympy.Symbol), key=str))
            inv_transf = my_lambdify(uj_symbols, uj, "numpy")
            inv_transf_vars = [self.sym_to_rv[s] for s in uj_symbols]

            if params.models.debug_info:
                #print "vars to change: ", free_var.getSymname(), " <- ", dep_var.getSymname(), "=", self.rv_to_equation[dep_var]
                #print "equation: ", dep_var.getSymname(), "=", self.rv_to_equation[dep_var]
                print("substitution: ",
                      free_var.getSymname(),
                      "=",
                      uj,
                      end=' ')
                #print "variables: ", uj_symbols, inv_transf_vars

            # Jacobian
            #J = sympy.Abs(sympy.diff(uj, dep_var.getSymname()))
            J = sympy.diff(uj, dep_var.getSymname())
            print(J.atoms())
            J_symbols = list(sorted(J.atoms(sympy.Symbol), key=str))
            if len(J_symbols) > 0:
                jacobian_vars = [self.sym_to_rv[s] for s in J_symbols]
                jacobian = my_lambdify(J_symbols, J, "numpy")
                jacobian = NDFun(len(jacobian_vars),
                                 jacobian_vars,
                                 jacobian,
                                 safe=True,
                                 abs=True)
            else:
                jacobian = NDConstFactor(abs(float(J)))
                jacobian_vars = []

            if params.models.debug_info:
                print(";  Jacobian=", J)
            #print "variables: ", J_symbols, jacobian_vars

            var_changes.append((uj, inv_transf, inv_transf_vars, jacobian))
        return var_changes, equation
Ejemplo n.º 4
0
    def var_change_helper(self, free_var, dep_var):
        """Compute inverse transformation and Jacobian for substituting
        dep_var for free_var."""
        free_var = self.prepare_var(free_var)
        dep_var = self.prepare_var(dep_var)
        # inverve transformation
        equation = self.rv_to_equation[dep_var] - dep_var.getSymname()
        solutions = eq_solve(self.rv_to_equation[dep_var], dep_var.getSymname(), free_var.getSymname())
        var_changes = []
        for uj in solutions:
            # remove complex valued solutions
            vj = uj.atoms(sympy.Symbol)
            hvj = {}
            for v in vj:
                #print self.sym_to_rv[v].range()
                hvj[v]=self.sym_to_rv[v].range()[1]
            if len(solutions)>1 and not sympy.im(uj.subs(hvj))==0:
                continue
            uj_symbols = list(sorted(uj.atoms(sympy.Symbol), key = str))
            inv_transf = my_lambdify(uj_symbols, uj, "numpy")
            inv_transf_vars = [self.sym_to_rv[s] for s in uj_symbols]

            if params.models.debug_info:
                #print "vars to change: ", free_var.getSymname(), " <- ", dep_var.getSymname(), "=", self.rv_to_equation[dep_var]
                #print "equation: ", dep_var.getSymname(), "=", self.rv_to_equation[dep_var]
                print("substitution: ", free_var.getSymname(), "=", uj, end=' ')
                #print "variables: ", uj_symbols, inv_transf_vars

            # Jacobian
            #J = sympy.Abs(sympy.diff(uj, dep_var.getSymname()))
            J = sympy.diff(uj, dep_var.getSymname())
            print(J.atoms())
            J_symbols = list(sorted(J.atoms(sympy.Symbol), key = str))
            if len(J_symbols) > 0:
                jacobian_vars = [self.sym_to_rv[s] for s in J_symbols]
                jacobian = my_lambdify(J_symbols, J, "numpy")
                jacobian = NDFun(len(jacobian_vars), jacobian_vars, jacobian, safe = True, abs = True)
            else:
                jacobian = NDConstFactor(abs(float(J)))
                jacobian_vars = []

            if params.models.debug_info:
                print(";  Jacobian=", J)
            #print "variables: ", J_symbols, jacobian_vars

            var_changes.append((uj, inv_transf, inv_transf_vars, jacobian))
        return var_changes, equation
Ejemplo n.º 5
0
    def convmodel(self):
        """Probabilistic operation defined by model
        """
        op = self.symop#d.getSym()
        x = self.symvars[0]
        y = self.symvars[1]
        lop = my_lambdify([x, y], op, "numpy")
        F = self.vars[0]
        G = self.vars[1]
        #self.nddistr.setMarginals(F, G)
        f = self.vars[0].get_piecewise_pdf()
        g = self.vars[1].get_piecewise_pdf()
        bf = f.getBreaks()
        bg = g.getBreaks()

        bi = zeros(len(bf) * len(bg))
        k = 0;
        for xi in bf:
            for yi in bg:
                if not isnan(lop(xi, yi)):
                    bi[k] = lop(xi, yi)
                else:
                    pass
                    #print "not a number, xi=", xi, "yi=", yi, "result=", lop(xi,yi)
                k += 1
        ub = array(unique(bi))

        fun = lambda x : self.convmodelx(segList, x)
        fg = PiecewiseDistribution([]);

        if isinf(ub[0]):
            segList = _findSegList(f, g, ub[1] -1, lop)
            seg = MInfSegment(ub[1], fun)
            segint = seg.toInterpolatedSegment()
            fg.addSegment(segint)
            ub=ub[1:]
        if isinf(ub[-1]):
            segList = _findSegList(f, g, ub[-2] + 1, lop)
            seg = PInfSegment(ub[-2], fun)
            segint = seg.toInterpolatedSegment()
            fg.addSegment(segint)
            ub=ub[0:-1]
        for i in range(len(ub) - 1) :
            segList = _findSegList(f, g, (ub[i] + ub[i + 1]) / 2, lop)
            seg = Segment(ub[i], ub[i + 1], partial(self.convmodelx, segList))
            #seg = Segment(ub[i],ub[i+1], fun)
            segint = seg.toInterpolatedSegment()
            fg.addSegment(segint)

        # Discrete parts of distributions
        #fg_discr = convdiracs(f, g, fun = lambda x,y : x * p + y * q)
        #for seg in fg_discr.getDiracs():
        #    fg.addSegment(seg)
        return fg
Ejemplo n.º 6
0
    def convmodel(self):
        """Probabilistic operation defined by model
        """
        op = self.symop  #d.getSym()
        x = self.symvars[0]
        y = self.symvars[1]
        lop = my_lambdify([x, y], op, "numpy")
        F = self.vars[0]
        G = self.vars[1]
        #self.nddistr.setMarginals(F, G)
        f = self.vars[0].get_piecewise_pdf()
        g = self.vars[1].get_piecewise_pdf()
        bf = f.getBreaks()
        bg = g.getBreaks()

        bi = zeros(len(bf) * len(bg))
        k = 0
        for xi in bf:
            for yi in bg:
                if not isnan(lop(xi, yi)):
                    bi[k] = lop(xi, yi)
                else:
                    pass
                    #print "not a number, xi=", xi, "yi=", yi, "result=", lop(xi,yi)
                k += 1
        ub = array(unique(bi))

        fun = lambda x: self.convmodelx(segList, x)
        fg = PiecewiseDistribution([])

        if isinf(ub[0]):
            segList = _findSegList(f, g, ub[1] - 1, lop)
            seg = MInfSegment(ub[1], fun)
            segint = seg.toInterpolatedSegment()
            fg.addSegment(segint)
            ub = ub[1:]
        if isinf(ub[-1]):
            segList = _findSegList(f, g, ub[-2] + 1, lop)
            seg = PInfSegment(ub[-2], fun)
            segint = seg.toInterpolatedSegment()
            fg.addSegment(segint)
            ub = ub[0:-1]
        for i in range(len(ub) - 1):
            segList = _findSegList(f, g, (ub[i] + ub[i + 1]) / 2, lop)
            seg = Segment(ub[i], ub[i + 1], partial(self.convmodelx, segList))
            #seg = Segment(ub[i],ub[i+1], fun)
            segint = seg.toInterpolatedSegment()
            fg.addSegment(segint)

        # Discrete parts of distributions
        #fg_discr = convdiracs(f, g, fun = lambda x,y : x * p + y * q)
        #for seg in fg_discr.getDiracs():
        #    fg.addSegment(seg)
        return fg
Ejemplo n.º 7
0
 def plot(self, **kwargs):
     if len(self.all_vars) == 1 and len(self.free_rvs) == 1:
         pfun = FunDistr(self.nddistr, breakPoints = self.nddistr.Vars[0].range())
         pfun.plot(label = str(self.nddistr.Vars[0].getSymname()), **kwargs)
         legend()
     elif len(self.all_vars) == 2 and len(self.free_rvs) == 2:
         plot_2d_distr(self.nddistr, **kwargs)
     elif len(self.all_vars) == 2 and len(self.free_rvs) == 1:
         a, b = self.free_rvs[0].range()
         freesym = self.free_rvs[0].getSym()
         fun = my_lambdify(freesym, self.rv_to_equation[self.dep_rvs[0]], "numpy")
         ax = plot_1d1d_distr(self.nddistr, a, b, fun)
         ax.set_xlabel(self.free_rvs[0].getSymname())
         ax.set_ylabel(self.dep_rvs[0].getSymname())
     else:
         raise RuntimeError("Too many variables.")
Ejemplo n.º 8
0
    def plotFrame(self, ax, bx, ay, by):
        figure()
        h = 0.1
        axis((ax - h, bx + h, ay - h, by + h))
        #print self.symvars
        #print self.d.getSym()
        #print self.symop
        x = self.symvars[0]
        y = self.symvars[1]

        lop = my_lambdify([x, y], self.symop, "numpy")
        tmp = [lop(ax, ay), lop(ax, by), lop(bx, ay), lop(bx, by)]
        i0, i1 = min(tmp), max(tmp)
        for i in linspace(i0, i1, 20):
            #y =  self.lfun_alongx(t, i)
            #plot(t, y)
            try:
                L, U = self.getUL(ax, bx, ay, by, i)
                tt = linspace(L, U, 100)
                y = self.lfun_alongx(tt, array([i]))
                plot(tt, y, "k", linewidth=2.0)
                #axcz, bxcz = self.solveCutsX(self.fun_alongx , ay,by)
                ##print "==", self.fun_alongx, "|", axcz, "|", bxcz
                #axc = axcz.subs(self.z, i)
                #bxc = bxcz.subs(self.z, i)
                ##print "==", axc,bxc
                #plot(axc,ay, 'k.')
                #plot(bxc,by, 'b.')
                #aycz, bycz = self.solveCutsY(self.fun_alongx, ax,bx)
                ##print "====", axcz,bxcz
                #ayc = aycz.subs(self.z, i)
                #byc = bycz.subs(self.z, i)
                ##print "====", ayc,byc
                #plot(ax, ayc, 'r.')
                #plot(bx, byc, 'g.')
            except:
                traceback.print_exc()
        plot([ax, ax], [ay, by], "k:")
        plot([bx, bx], [ay, by], "k:")
        plot([ax, bx], [ay, ay], "k:")
        plot([ax, bx], [by, by], "k:")
        plot()
        pass
Ejemplo n.º 9
0
    def plotFrame(self, ax, bx, ay, by):
        figure()
        h = 0.1
        axis((ax - h, bx + h, ay - h, by + h))
        #print self.symvars
        #print self.d.getSym()
        #print self.symop
        x = self.symvars[0]
        y = self.symvars[1]

        lop = my_lambdify([x, y], self.symop, "numpy")
        tmp = [lop(ax, ay), lop(ax, by), lop(bx, ay), lop(bx, by)]
        i0, i1 = min(tmp), max(tmp)
        for i in linspace(i0, i1, 20):
            #y =  self.lfun_alongx(t, i)
            #plot(t, y)
            try:
                L, U = self.getUL(ax, bx, ay, by, i)
                tt = linspace(L, U, 100)
                y = self.lfun_alongx(tt, array([i]))
                plot(tt, y, "k", linewidth=2.0)
                #axcz, bxcz = self.solveCutsX(self.fun_alongx , ay,by)
                ##print "==", self.fun_alongx, "|", axcz, "|", bxcz
                #axc = axcz.subs(self.z, i)
                #bxc = bxcz.subs(self.z, i)
                ##print "==", axc,bxc
                #plot(axc,ay, 'k.')
                #plot(bxc,by, 'b.')
                #aycz, bycz = self.solveCutsY(self.fun_alongx, ax,bx)
                ##print "====", axcz,bxcz
                #ayc = aycz.subs(self.z, i)
                #byc = bycz.subs(self.z, i)
                ##print "====", ayc,byc
                #plot(ax, ayc, 'r.')
                #plot(bx, byc, 'g.')
            except:
                traceback.print_exc()
        plot([ax, ax], [ay, by], "k:")
        plot([bx, bx], [ay, by], "k:")
        plot([ax, bx], [ay, ay], "k:")
        plot([ax, bx], [by, by], "k:")
        plot()
        pass
Ejemplo n.º 10
0
 def plot(self, **kwargs):
     if len(self.all_vars) == 1 and len(self.free_rvs) == 1:
         pfun = FunDistr(self.nddistr,
                         breakPoints=self.nddistr.Vars[0].range())
         pfun.plot(label=str(self.nddistr.Vars[0].getSymname()), **kwargs)
         legend()
     elif len(self.all_vars) == 2 and len(self.free_rvs) == 2:
         plot_2d_distr(self.nddistr, **kwargs)
     elif len(self.all_vars) == 2 and len(self.free_rvs) == 1:
         a, b = self.free_rvs[0].range()
         freesym = self.free_rvs[0].getSymname()
         fun = my_lambdify([freesym], self.rv_to_equation[self.dep_rvs[0]],
                           "numpy")
         ax = plot_1d1d_distr(self.nddistr, a, b, fun)
         ax.set_xlabel(self.free_rvs[0].getSymname())
         ax.set_ylabel(self.dep_rvs[0].getSymname())
     elif len(self.all_vars) == 1 and len(self.free_rvs) == 0:
         DiracSegment(self.as_const(), 1).plot(**kwargs)
     else:
         raise RuntimeError("Too many variables.")