/
extra.py
884 lines (825 loc) · 30.2 KB
/
extra.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
# -*- coding: utf-8 -*-
'''provides simple or more complicated tools for general 1/2-D data analysis:
width of distributions fitted with gaussian
gaps in data
kernel density estimators
chi2 mapping
'''
def join(lists,meth=None):
rep=[]
for l in lists:
if l==None: continue
if meth!=None:
rep+=getattr(l,meth)
else: rep+=l
return rep
def uniq(ilist,prop):
olist=[]
ohash=[]
for o in ilist:
if hasattr(o,prop):
v=getattr(o,prop)
if not v in ohash:
ohash.append(v)
olist.append(o)
return olist
def get_width(x,y,bord=5,rep=1,sig=1.,mod='gauss'):
'''fits a gaussian'''
from numpy import log,polyfit,polyval,exp
vals=y[bord:-bord]
if mod=='gauss':vals=log(vals)
res2=polyfit(x[bord:-bord],vals,2)
wid=sqrt(abs(1/res2[0]/2))
if rep==1: return wid
mid=-res2[1]/res2[0]/2
if rep>3:
vals=polyval(res2,x[bord:-bord])
if mod=='gauss':vals=exp(vals)
return mid,wid,y[bord:-bord]-vals
elif rep==3: return mid,wid,sum(y[(x<mid-sig*wid)|(x>mid+sig*wid)])
return mid,wid
from numpy import array,arange,ones,zeros,sum,sqrt,abs,float64,int32,bool,size
from math import log
loud=0
def umean(bb,stdlev=0.05):
'''calculates correct uncertainty using student coefficient
'''
from uncertainties import ufloat
from numpy import mean,std
from math import sqrt
from scipy import stats
return ufloat(mean(bb),std(bb)*stats.t(len(bb)).isf(stdlev)/nu.sqrt(len(bb)-1))
global a,b,c
def get_sigma(data,ndiv=30,min_count=3,min_bins=7,rep=1,nclip=2.,nsig=2.):
from numpy import histogram,argmax
global a,b,c
vmax=data.mean()
vstd=data.std()
if nclip>0:# clipped
sata=data[abs(data-vmax)<nclip*vstd]
vmax=sata.mean()
vstd=sata.std()*nsig
if len(sata)/10<ndiv:
ndiv=max([int(len(sata)/10),10])
print('reducing no. of bins for histog. to %i'%ndiv)
vstp=2*vstd/ndiv
vmin=vmax-vstd
vmax=vmax+vstd
c=arange(vmin,vmax,vstp)
if loud: print('histog. from %4.2f to %4.2f'%(vmin,vmax))
a,b=histogram(data,c)
if loud>0:
if loud>2: print(b,a)
else: print('histog. sum %i [%i above]'%(sum(a),sum(a>min_count)))
if sum(a>min_count)<10: bord=2
else: bord=3
if sum(a>min_count)<min_bins:
print('too few bins to fit a gausian')
if rep==2: return b[argmax(a[bord:-bord])+bord],(vmax-vmin)/2
else: return vstd
#if rep>3: return get_width(b[a>min_count],a[a>min_count],bord=bord,rep=rep),b[a>min_count],a[a>min_count]
pars=get_width(b[a>min_count],a[a>min_count],bord=bord,rep=rep)
return pars
def clipped(val,nsig=3.,nclip=1,loud=0,rep=0):
'''clipped average'''
from numpy import bool
sel=ones(val.shape,bool)
for i in range(nclip):
avg=val[sel].mean()
std=val[sel].std()
if loud>0: print("selecting %f +- %f"%(avg,std*nsig))
sel=abs(val-avg)<std*nsig
if sum(sel)==len(sel): break # no sense of repeating
if rep==1: return val[sel].min(),val[sel].max()
return sel
def ints(data,sigma,loud=0,min_wid=1):
if sigma<0: sele=data>-sigma
else: sele=abs(data)<2*sigma
dlen=len(data)
idi=arange(dlen)[sele]
if len(idi)==0:
if loud>0:print('no good bins')
return []
neidiff=idi[1:]-idi[:-1]
#gstep=pidi[1:]-pidi[:-1]
gidi=arange(len(neidiff))[neidiff>1] #indexy mezer
if len(gidi)==0: return [(idi[0],idi[-1])] # no gaps, just one peak
if gidi[-1]==len(sele)-1:gbegs=list(idi[gidi[:-1]+1])
else:gbegs=list(idi[gidi+1])
gbegs.insert(0,idi[0])
gends=list(idi[gidi]+1)
if gidi[-1]!=len(idi)-1: gends.append(idi[-1]+1)
gtis=zip(gbegs,gends)
if loud>0: print('%i good bins, %i intervals'%(sum(sele),len(gtis)))
return [a for a in gtis if a[1]-a[0]>min_wid] #good intervals longer than ...
def mask_data(data,bias,sigma=None):
'''selection of good data
if sigma>0: selects data within range bias+-sigma
'''
if sigma>0: sele=abs(data-bias)<sigma
elif sigma<0: sele=abs(data-bias)>-sigma
else:
if bias!=None and sigma==None: sele=data>bias
else:
sele=ones(data.shape,dtype=bool)
return sele
def trapezoid(e,e0,e1,w0,w1=-1,sl=None):
from numpy import r_
if w1<0:w1=w0
rep=((e>e0+w0/2.)*(e<e1-w1/2.)).astype('float32')
sel=abs(e-e0)*2<w0
if sl:
dif=(e1-e0+(w0-w1)/2)*sl/2
ntop=int(sum(rep))
a,b=1-dif,1+dif
rep[rep>0]+=r_[-dif:dif:ntop*1j]
else: a,b=1.,1.
rep[sel]+=r_[0:a:sum(sel)*1j]
sel=abs(e-e1)*2<w1
rep[sel]+=r_[b:0:sum(sel)*1j]
rep/=sum(rep)
return rep
def normality_check(y,wei=None):
n=len(y)
from numpy import sum,mean
from math import sqrt
if wei:
wei/=wei.sum()
mid=sum(wei*y)
sig=sum(wei*(y-mid)**2)
skew=sqrt(n)*sum(wei*(y-mid)**3)/(sig**1.5)
curt=n*sum(wei*(y-mid)**4)/(sig**2)-3
else:
mid=sum(y)/n
sig=sum((y-mid)**2)
skew=sqrt(n)*sum((y-mid)**3)/(sig**1.5)
curt=n*sum((y-mid)**4)/(sig**2)-3
dskew=6*n*(n-1)/float((n-2)*(n+1)*(n+3))
dcurt=24*n*(n-1)**2/float((n-3)*(n-2)*(n+5)*(n+3))
return skew/sqrt(dskew)/2.,curt/sqrt(dcurt)/2.
global labs,cnts
global avgs,xpos
def ndstats(data,sigma=0,bias=0,xbin=None,errs=None,bin=100,frac_min=0.75,step=None,loud=1):
'''regroups values by "bin" bins using ndimage library
also the x-bins and errors if provided
other parameters as in extra.stats
'''
from scipy import ndimage
global avgs,xpos
if sigma!=None: sele=mask_data(data,bias,sigma)
else: sele=ones(len(data),dtype=bool)
global labs,cnts
if step!=None and xbin!=None:
if step<0:
from numpy import median
step=bin*median(xbin[1:]-xbin[:-1])
labs=((xbin-xbin[0])/step).astype(int32)
if sum(labs<0)>0:
print('x-axis not rising')
return [],[],[]
bin=int(len(xbin)/labs[-1])
if loud: print('using step %.3f, grouping in average by %i bins'%(step,bin))
else: labs=(arange(len(data))/bin).astype(int32)
if sigma!=None: labs[sele==False]=-1
cnts=zeros((max(labs)+1,))
if loud>1: print("labels [%i-%i], length %i"%(min(labs),max(labs),len(cnts)))
for l in labs[sele]:
cnts[l]+=1
idx=arange(len(cnts))[cnts>=bin*frac_min]
if len(idx)<1:
print("all bins empty")
return None
else:
if loud>0: print("%i bin(s) empty"%(len(cnts)-len(idx)))
#print 'max. index %i'%(labs[-1])
avgs=ndimage.mean(data,labs,idx)
if errs!=None:
errs=sqrt(array(ndimage.mean(errs**2,labs,idx))/bin)
else: errs=sqrt(array(ndimage.variance(data,labs,idx)))
if xbin==None: xbin=arange(len(data))
xpos=ndimage.mean(xbin,labs,idx)
#print 'check: data %i -> avgs %i labs %i idx %i'%(len(data),len(avgs),len(labs),len(xpos))
return array(avgs),errs,array(xpos)
def stats(data,sigma=0,bias=None,xbin=None,errs=None,bin=100,frac_min=0.75,step=None,nclip=1):
'''divides data in groups by "bin" bins and calculates average and variance in each group
selects data using mask_data with parameters bias,sigma (if sigma!=None)
frac_min - min. fraction of valid bins in a new bin
errs - rebins also an error dataset
'''
global avgs,xpos
if bias!=None: sele=mask_data(data,bias,sigma)
if step!=None and xbin!=None:
if step<0:
from numpy import median
step=bin*median(xbin[1:]-xbin[:-1])
ndiv=int(xbin[-1]-xbin[0]//step)
else:ndiv=len(data)//bin
xpos=[]
avgs=[]
evgs=[]
stds=[]
cnts=bin
ibeg=0
iend=0
if xbin!=None: xmark=xbin[0]
else:
xbin=range(len(data))
xmark=0
for i in range(ndiv):
if step!=None:
ibeg=iend
xmark+=step
iend=int(sum(xbin<xmark))
if iend>=len(data): break
else:
ibeg=i*bin
iend=(i+1)*bin
if bias!=None: cnts=sum(sele[ibeg:iend])
if cnts>bin*frac_min:
if bias!=None: sdata=data[ibeg:iend][sele[ibeg:iend]]
else: sdata=data[ibeg:iend]
if xbin!=None:
if bias!=None: xpos.append(sum(xbin[ibeg:iend][sele[ibeg:iend]])/cnts)
else: xpos.append((xbin[ibeg]+xbin[iend-1])/2.)
bavg=sum(sdata)/cnts
bvar=(sum(sdata**2)/cnts-bavg**2)/cnts
if bias==None and sigma>0: # sigma clipping
while nclip>0:
nclip-=1
sdata=sdata[(sdata-bavg)*(sdata-bavg)<sigma*sigma*bvar]
cnts=len(sdata)
bavg=sum(sdata)/cnts
bvar=(sum(sdata**2)/cnts-bavg**2)/cnts
if errs!=None:
if bias!=None: eavg=sum(errs[ibeg:iend][sele[ibeg:iend]]**2)/cnts**2
else: eavg=sum(errs[ibeg:iend]**2)/cnts**2
else:
eavg=bvar
avgs.append(bavg)
evgs.append(eavg)
stds.append(bvar)
#if stds[-1]<0: break
if errs!=None: return array(avgs),sqrt(array(evgs)),array(xpos),sqrt(array(stds))
else: return array(avgs),sqrt(array(stds)),array(xpos)
#cnts=array([ )
#sums=array([sum(data[i*bin:(i+1)*bin][sele[i*bin:(i+1)*bin]]) for i in range(ndiv)])
#sums2=array([sum(data[i*bin:(i+1)*bin][sele[i*bin:(i+1)*bin]]**2) for i in range(ndiv)])
#xsums=array([sum(xbin[i*bin:(i+1)*bin][sele[i*bin:(i+1)*bin]]) for i in range(ndiv)])
#bin*=frac_min #now bin is required minimal number of cummulated bins
#avgs=sums[cnts>bin]/cnts[cnts>bin]
#xpos=xsums[cnts>bin]/cnts[cnts>bin]
#errs=sqrt((sums2[cnts>bin]-sums[cnts>bin]**2/cnts[cnts>bin]))
#errs/=cnts[cnts>bin]
#errorbar(xpos,avgs,errs)
def polyfit(x,y,r,w=None,full=0,clip=0,lim=0):
''' replacement for matplotlib/numpy polyfit,
using also weights if needed
'''
from numpy.linalg import lstsq
from numpy import ones,polyval,abs
#from numpy.linalg import inv as inverse
global chi2
assert type(r)==int
if len(y)<r+1:
print('too few data to fit a polynom')
if full==0: return None
else: return None,None,None,None
arrmat=ones((size(y),r+1),float64)
if (w!=None) and (size(y)==size(w)):
arrmat[:,0]*=w
ymat=y*w
else:
ymat=y
for i in range(r):
arrmat[:,i+1]=arrmat[:,i]*x
pars,chi2,rank,eigens=lstsq(arrmat,ymat)
if clip>0:
resid=abs(y-polyval(pars,x))
resid/=resid.mean()
if lim>0:
sel=resid<lim
print("using %i points [%.4f]"%(sum(sel),sum(resid[sel]**2)))
return polyfit(x[sel],y[sel],r,w,clip=clip-1,lim=lim,full=full)
if w==None: w=ones(x.shape)
return polyfit(x,y,r,w/resid,clip=clip-1,full=full)
if full==0:return pars[::-1]
return pars[::-1],chi2,rank,eigens
def rob_polyfit(x,y,wei=2,grad=True):
#starting with rank2
d=y.std()
a=d/x.std()
if wei==-1:
c=((x-x.mean())*(y-y.mean())).mean()*a/d**2
return a,c
b=y.mean()-a*x.mean()
if wei==0: return a,b
from scipy.optimize import fmin
fun=lambda p:sum((x*p[0]+p[1]-y)**2)+d*wei*(p[0]-a)**2+wei*(p[1]-b)**2
if grad:
derfun=lambda p:array([2*(sum((x*p[0]+p[1]-y)*x)+d*wei*(p[0]-a)),2*(sum(x*p[0]+p[1]-y)+wei*(p[1]-b))])
from scipy.optimize import fmin_bfgs as fmin
return fmin(fun,[a,b],derfun,disp=0)
return fmin(fun,[a,b],disp=0)
def congrid(a, newdims, method='linear', centre=False, minusone=False):
'''Arbitrary resampling of source array to new dimension sizes.
Currently only supports maintaining the same number of dimensions.
To use 1-D arrays, first promote them to shape (x,1).
Uses the same parameters and creates the same co-ordinate lookup points
as IDL''s congrid routine, which apparently originally came from a VAX/VMS
routine of the same name.
method:
neighbour - closest value from original data
nearest and linear - uses n x 1-D interpolations using
scipy.interpolate.interp1d
(see Numerical Recipes for validity of use of n 1-D interpolations)
spline - uses ndimage.map_coordinates
centre:
True - interpolation points are at the centres of the bins
False - points are at the front edge of the bin
minusone:
For example- inarray.shape = (i,j) & new dimensions = (x,y)
False - inarray is resampled by factors of (i/x) * (j/y)
True - inarray is resampled by(i-1)/(x-1) * (j-1)/(y-1)
This prevents extrapolation one element beyond bounds of input array.
'''
import numpy as n
import scipy.interpolate
import scipy.ndimage
if not a.dtype in [n.float64, n.float32]:
a = n.cast[float](a)
m1 = n.cast[int](minusone)
ofs = n.cast[int](centre) * 0.5
old = n.array( a.shape )
ndims = len( a.shape )
if len( newdims ) != ndims:
print("[congrid] dimensions error. " \
"This routine currently only support " \
"rebinning to the same number of dimensions.")
return None
newdims = n.asarray( newdims, dtype=float )
dimlist = []
if method == 'neighbour':
for i in range( ndims ):
base = n.indices(newdims)[i]
dimlist.append( (old[i] - m1) / (newdims[i] - m1) \
* (base + ofs) - ofs )
cd = n.array( dimlist ).round().astype(int)
newa = a[list( cd )]
return newa
elif method in ['nearest','linear']:
# calculate new dims
for i in range( ndims ):
base = n.arange( newdims[i] )
dimlist.append( (old[i] - m1) / (newdims[i] - m1) \
* (base + ofs) - ofs )
# specify old dims
olddims = [n.arange(i, dtype = n.float) for i in list( a.shape )]
# first interpolation - for ndims = any
mint = scipy.interpolate.interp1d( olddims[-1], a, kind=method )
newa = mint( dimlist[-1] )
trorder = [ndims - 1] + range( ndims - 1 )
for i in range( ndims - 2, -1, -1 ):
newa = newa.transpose( trorder )
mint = scipy.interpolate.interp1d( olddims[i], newa, kind=method )
newa = mint( dimlist[i] )
if ndims > 1:
# need one more transpose to return to original dimensions
newa = newa.transpose( trorder )
return newa
elif method in ['spline']:
oslices = [ slice(0,j) for j in old ]
oldcoords = n.ogrid[oslices]
nslices = [ slice(0,j) for j in list(newdims) ]
newcoords = n.mgrid[nslices]
newcoords_dims = range(n.rank(newcoords))
#make first index last
newcoords_dims.append(newcoords_dims.pop(0))
newcoords_tr = newcoords.transpose(newcoords_dims)
# makes a view that affects newcoords
newcoords_tr += ofs
deltas = (n.asarray(old) - m1) / (newdims - m1)
newcoords_tr *= deltas
newcoords_tr -= ofs
newa = scipy.ndimage.map_coordinates(a, newcoords)
return newa
else:
print("Congrid error: Unrecognized interpolation type.\n", \
"Currently only \'neighbour\', \'nearest\',\'linear\',", \
"and \'spline\' are supported.")
return None
global glob_xern
glob_xern=arange(-2.,2.,.1)
from math import log
global xern,yern,kern,step
log_conv=log(10)
def fill_kde(data,errs,fact=2.,form='gauss',ndiv=100,xbase=None,xlog=False,clip=False):
'''computes kernel density estimators
see http://www.maths.uwa.edu.au/~duongt/seminars/appbkde/slides.pdf
'''
from numpy import exp,iterable
global xern,kern,step
#xids=[argmin(data),argmax(data)]
if clip:
sele=clipped(data)
data=data[sele]
if iterable(errs)>0:errs=errs[sele]
if xbase==None:
if iterable(errs)>0: xbase=[(data-errs*fact).min(),(data+errs*fact).max()]
else: xbase=[min(data)-errs*fact,max(data)+errs*fact]
#return xbase
else:
sel=(data>xbase[0])*(data<xbase[1])
data=data[sel]
if type(errs)==list: errs=errs[sel]
#xbase=[data[xids[0]]-errs*fact,data[xids[1]]+errs*fact]
step=(xbase[1]-xbase[0])/ndiv
print('range %5.2f-%5.2f step:%5.2f'%(xbase[0],xbase[1],step))
if iterable(errs)>0:
#errm=(max(errs)+min(errs))/2.
errm=errs[errs>0].mean()
errs[errs<=0]=errm
xern=arange(-errm*fact,errm*fact,step)
kern=None
else:
if xlog:
#xshi=xern[0]-step
#lshi=0
xern=arange(-2.,2.,.1)
kern=exp(-(exp(xern*log_conv)-1.)**2/2/(errs*log_conv)*2)
kern-=max(kern[0],kern[-1])
kern[kern<0]=0.
#print 'correcting shift by %f and %f'%(xshi,cent)
else:
xern=arange(-errs*fact,errs*fact,step)
kern=exp(-xern**2/2/errs*2)
kern/=sum(kern)
if xlog:xern-=sum(kern*xern)
errm=0
axis=arange(xbase[0],xbase[1],step)
xlen=len(xern)
vals=zeros((ndiv),dtype=float64)
for i in range(len(data)):
pos=int((data[i]+xern[0]-xbase[0])/step+0.5)
nos=0
alen=xlen
if pos<0: #below lowest
nos=-pos
pos=0
#alen-=pos
if pos+alen>ndiv: #above highest
alen=ndiv-pos
if nos+alen>=xlen:
alen=xlen-nos-1
if alen>=0:
if errm>0:
if xlog:
kern=exp(-(exp(xern*log_conv)-1.)**2/2/(errs[i]*log_conv)*2)
kern-=max(kern[0],kern[-1])
kern[kern<0]=0.
else: kern=exp(-xern**2/2/errs[i]*2)
kern/=sum(kern)
try:
vals[pos:pos+alen]+=kern[nos:nos+alen]
except:
print("casting %i:+%i to %i:+%i (%i / %i)"%(nos,alen,pos,alen,len(vals),len(kern)))
return vals,axis
def fill_k2de(xdata,xerrs,ydata,yerrs,fact=2.,form='gauss',xdiv=100,xbase=None,ydiv=100,ybase=None,xlog=False,ylog=False):
'''computes kernel density estimators in 2 dimensions
see http://www.maths.uwa.edu.au/~duongt/seminars/appbkde/slides.pdf
'''
from numpy import exp,iterable
global xern,yern,kern,step
#xids=[argmin(data),argmax(data)]
if xbase==None:
if iterable(xerrs)>0:xbase=[(xdata-xerrs*fact).min(),(xdata+xerrs*fact).max()]
else: xbase=[min(xdata)-xerrs*fact,max(xdata)+xerrs*fact]
if ybase==None:
if iterable(yerrs)>0:ybase=[(ydata-yerrs*fact).min(),(ydata+yerrs*fact).max()]
else: ybase=[min(ydata)-yerrs*fact,max(ydata)+yerrs*fact]
xstep=(xbase[1]-xbase[0])/xdiv
if ydiv==0:
ystep=xstep
ydiv=(ybase[1]-ybase[0])//ystep
ybase[1]=ybase[0]+ystep*ydiv
else: ystep=(ybase[1]-ybase[0])/ydiv
print('step:%5.2f x %5.2f'%(xstep,ystep))
if iterable(xerrs)>0:
#xerrm=(max(xerrs)+min(xerrs))/2.
xerrm=xerrs[xerrs>0].mean()
xerrs[xerrs<=0]=xerrm
xern=arange(-xerrm*fact,xerrm*fact,xstep)
kern=None
else:
if xlog:
xern=exp(glob_xern*log_conv)-1.
kern=exp(-xern**2/2/xerrs**2)
kern-=max(kern[0],kern[-1])
kern[kern<0]=0.
kern/=kern.sum()
xern-=sum(kern*xern)
else:
xern=arange(-xerrs*fact,xerrs*fact,xstep)
xerrm=0
if iterable(yerrs)>0:
#yerrm=(max(yerrs)+min(yerrs))/2.
yerrm=yerrs[yerrs>0].mean()
yerrs[yerrs<=0]=yerrm
yern=arange(-yerrm*fact,yerrm*fact,ystep)
kern=None
else:
if ylog:
yern=exp(glob_xern*log_conv)-1.
yerrs*=log_conv
kern=exp(-yern**2/2/yerrs**2)
kern-=max(kern[0],kern[-1])
kern[kern<0]=0.
kern/=kern.sum()
yern-=sum(kern*yern)
else:
yern=arange(-yerrs*fact,yerrs*fact,ystep)
yerrm=0
xlen=len(xern)
ylen=len(yern)
xern=xern.reshape(xlen,1)
yern=yern.reshape(1,ylen)
if xerrm+yerrm==0: # both axes with constant errors
kern=exp(-xern**2/2/xerrs**2-yern**2/2/yerrs**2)
kern/=sum(kern)
elif xerrm==0: xvals=exp(-xern**2/2/xerrs**2)
elif yerrm==0: yvals=exp(-yern**2/2/yerrs**2)
else:
print('mean errors:%5.2f x %5.2f'%(xerrm,yerrm))
xaxis=arange(xbase[0],xbase[1],xstep)
yaxis=arange(ybase[0],ybase[1],ystep)
vals=zeros((xdiv,ydiv),dtype=float64)
for i in range(len(xdata)):
xpos=int((xdata[i]+xern[0,0]-xbase[0])/xstep+0.5)
ypos=int((ydata[i]+yern[0,0]-ybase[0])/ystep+0.5)
xnos=0
axlen=xlen
if xpos<0: #below lowest
xnos=-xpos
xpos=0
axlen-=xnos
if xpos+axlen>xdiv: #above highest
axlen=xdiv-xpos
if xnos+axlen>=xlen:
axlen=xlen-xnos-1
ynos=0
aylen=ylen
if ypos<0: #below lowest
ynos=-ypos
ypos=0
aylen-=ynos
if ypos+aylen>ydiv: #above highest
aylen=ydiv-ypos
if ynos+aylen>=ylen:
aylen=ylen-ynos-1
if axlen>=0 and aylen>=0:
if xerrm>0:
if yerrm>0: kern=exp(-xern**2/2/xerrs[i]**2)*exp(-yern**2/2/yerrs[i]**2)
else: kern=exp(-xern**2/2/xerrs[i]**2)*yvals
elif yerrm>0: kern=xvals*exp(-yern**2/2/yerrs[i]**2)
vals[xpos:xpos+axlen,ypos:ypos+aylen]+=kern[xnos:xnos+axlen,ynos:ynos+aylen]
return vals,xaxis,yaxis
def rot_mat(p):
from math import sin,cos,sqrt
v=sin(p)
w=abs(v)>1e-2 and sqrt(1-v**2) or (abs(v)>1e-4 and 1-v**2/2. or 1)
return array([[w,-v],[v,w]])
global xarr
xarr=None
def chi2map_anal(arep,grid,shallow=.3,bord_frac=.3,blofit='gauss',rep=0,inparg=None):
'''finds minimum of chi2map
blofit: gauss
origauss: oriented 2-D gaussian
'''
global xarr
from numpy import exp
smin=arep.argmin()
spos=[smin//len(grid[0]),smin%len(grid[0])]
amin=arep[spos[0],spos[1]]
print('min. value %.2f at %i,%i : %.3f,%.3f'%(amin,spos[0],spos[1],grid[0][spos[1]],grid[1][spos[0]]))
sbord=((arep[0,0]+arep[-1,-1])/2.-amin)*shallow
if sum(arep-amin>sbord)<arep.size*bord_frac:
print('too flat map')
return arep
if blofit=='origauss':
from numpy import dot
e=lambda v,x,y:(v[0]*exp(-((dot(x,rot_mat(v[6]))-v[1:3])**2/v[3:5]).sum(1))+v[5]-y)
v0=array([1.,0.,0.,1.,1.,amin,0.])
if inparg!=None:
v0[-1]=inparg[-1]
inparg=inparg[:-1]
elif blofit=='gauss':
e=lambda v,x,y:(v[0]*exp(-((x-v[1:3])**2/v[3:5]).sum(1))+v[5]-y)
v0=array([1.,0.,0.,1.,1.,amin])
if inparg!=None: v0[1:len(inparg)+1]=inparg
else:
e=lambda v,x,y:(v[0]+((x-v[1:3])**2/v[3:5]).sum(1)-y) # or maybe just paraboloid
v0=array([amin,0.,0.,1.,1.])
if rep==1: return e,v0
from scipy.optimize import leastsq
gsize=len(grid[0])*len(grid[1])
xarr=array([[[dx,dy] for dy in grid[1]] for dx in grid[0]]).reshape(gsize,2)
if rep==2: return e,v0,xarr,arep.ravel()
vsol,corr,expar,comm,res=leastsq(e,v0,(xarr,arep.ravel()),full_output=2)
if rep==-1: return vsol,corr,expar,comm,res
return vsol[1:],corr[1:,1:]
def lin_errors(x,y):
from math import sqrt
n=len(x)
sxx=((x-x.mean())**2).sum()
syy=((y-y.mean())**2).sum()
sxy=((x-x.mean())*(y-y.mean())).sum()
s=sqrt((syy-sxy**2/sxx)/(n-2))
return s*sqrt(1/n+x.mean()**2/sxx),s/sqrt(sxx)
def com_abs(data):
return abs(data.real)+1j*abs(data.imag)
def rej_std(data,dir=0,mode='quad',frac=0.6):
'''rejecting most divergent value
'''
from numpy import mean,array,sum
duff=array(data)-mean(data,dir)
if mode[:3]=='abs':duff=abs(duff)
else: duff*=duff
sele=duff<duff.max(dir)
cor_sele=sum(sele,dir)<len(duff)*frac
sele[:,cor_sele]=True
if mode=='test': return duff,sele
muff=sum(array(data)*sele,dir)/sum(sele,dir) #corrected mean
duff=array(data)-muff
if mode[:3]=='abs':duff=abs(duff)
else: duff*=duff
return sqrt(sum(duff*sele,dir)/(sum(sele,dir)-1))
# return sqrt((duff.sum(0)-duff.max(0))/(len(data)-1))
def scan_kde(pars,kmap,xaxis,yaxis,grid=None,nstep=20,blofit=False):
if grid==None: grid=[1.,1.]
if type(grid[0])!=array: grid=[arange(-a,a,2*float(a)/nstep) for a in grid]
ystep=(yaxis[-1]-yaxis[0])/(len(yaxis)-1)
rep=[]
cnt=[]
xpos=arange(len(xaxis))
for dx in grid[0]:
yval=(pars[0]+dx)*xaxis+pars[1]
ybnd=[yval[0],yval[-1]]
if ybnd[0]>ybnd[1]:ybnd=ybnd[::-1]
if ybnd[0]+grid[1][0]<yaxis[0] or ybnd[1]+grid[1][-1]>yaxis[-1]: #need to limit the range
sele=(yval+grid[1][0]>yaxis[0])*(yval+grid[1][-1]<=yaxis[-1])
if sum(sele)<2:
print('for slope %.3f: out of range'%(pars[0]+dx))
cnt.append(0)
rep.append([0.]*len(grid[1]))
continue
yval=yval[sele]
if loud>1:
print('for slope %.3f: going from %.3f to %.3f: %i'%(pars[0]+dx,yval[0],yval[-1],sum(sele)))
rep.append([kmap[xpos[sele],((yval-yaxis[0]+dy)/ystep).astype(int)].sum() for dy in grid[1]])
cnt.append(len(yval))
else:
rep.append([kmap[xpos,((yval-yaxis[0]+dy)/ystep).astype(int)].sum() for dy in grid[1]])
cnt.append(len(xpos))
arep=array(rep).transpose()
if blofit:
return chi2map_anal(arep,[grid[0]+pars[0],grid[1]+pars[1]],blofit=blofit)
return arep,cnt,grid
def confidence(perc,mean,sprd,n,met_cent='median'):
'''confidence regions
sprd is mean((x-mean)**2)
'''
from scipy import stats
from math import sqrt
if perc>1: perc/=100.
dist=sqrt(sprd/(n-1))*stats.t.ppf((1+perc)/2.,n-1)
rep=[mean-dist,mean+dist]
# confidence intervals for deviation
dist=sqrt(n*sprd/2)
#cent=stats.gengamma.cdf(sigma/dist,(n-1)/2,-2)
if met_cent=='peak': cent=stats.gengamma.cdf(sqrt(2/n),(n-1)/2,-2)
else: cent=1/2.
dist1=dist*stats.gengamma.ppf(cent-perc/2.,(n-1)/2,-2)
dist2=dist*stats.gengamma.ppf(cent+perc/2.,(n-1)/2,-2)
rep+=[dist1,dist2]
return rep
def corr_dist(xcor,ycor,slop,bias,perp=False,xerr=None,yerr=None,square=True):
'''returns perpendicular distances from line given by bias (intercept.) and slope
'''
yarr=(ycor-bias)
#if yerr!=None: assert all(yerr>0)
xarr=xcor
if perp and slop!=0.:
if yerr!=None:
rer2=(xerr/yerr)**2
cosa=(yarr*slop*rer2+xarr)
dif=yarr**2*rer2+xarr**2
dif-=cosa**2/(1+slop**2*rer2)
if not square: dif=sqrt(dif)
else:
if square: dif=(yarr-slop*xarr)**2/(1+slop**2)
else: dif=abs(yarr-slop*xarr)/sqrt(1+slop**2)
#print 'dif: %f'%sum((dif-dif2)**2)
if xerr!=None: dif/=xerr
else:
if square:dif=(yarr-slop*xarr)**2
else:dif=abs(yarr-slop*xarr)
if yerr!=None: dif/=yerr
return dif
global arep
arep=None
def corr_anal(xarr,yarr,xerr=None,yerr=None,xlog=False,ylog=False,selv=None,grid=None,perp=True,blofit=None,simp=False,
xbaserr=1.,ybaserr=1.):
'''gets linear regression and maps the chi2 minimum
if perp: measures perpendicular distance to regression line (taking in account event. errors in both axes)
in principle, the expected value should be the barycenter of the region with chi2 within some distance of the minimum
not simply the best-chi2 value
see e.g. D'Agostini: http://arxiv.org/abs/physics/0403086
'''
global arep
from numpy import dot,log
n=len(xarr)
dsum=0
eslop=0
ebias=0
if selv==None: selv=ones((n,),bool)
if xlog: selv*=xarr>0
if ylog: selv*=yarr>0
n=sum(selv)
if n<=2:
print('not enough data')
return
xcor=xarr[selv]
ycor=yarr[selv]
if xlog:
xcor=log(xcor)
if xerr!=None:
assert all(xerr>0)
xerr=log(xerr)
if xerr!=None:
assert all(xerr>0)
xavg=sum(xcor/xerr)/sum(1./xerr)
else: xavg=xcor.mean()
if ylog:
ycor=log(ycor)
if yerr!=None:
assert all(yerr>0)
yerr=log(yerr)
if yerr==None: yerr=xerr
if yerr!=None:
assert all(yerr>0)
yavg=sum(ycor/yerr)/sum(1./yerr)
else: yavg=ycor.mean()
xcor-=xavg
ycor-=yavg
if xerr!=None: xcor2=xcor/xerr
else: xcor2=xcor
if yerr!=None: ycor2=ycor/yerr
else: ycor2=ycor
xycor=dot(xcor2,ycor2)
yycor=dot(ycor2,ycor2)
xxcor=dot(xcor2,xcor2)
slop=xycor/xxcor
bias=yavg-slop*xavg
dsum=sqrt((yycor-xycor**2/xxcor)/(n-2))
dbias=0
if not simp:
r=1
arrmat=ones((n,r+1),float64)
wei=zeros(n,float64)
if xerr!=None:
if xlog: wei+=xerr.max()-xerr+xbaserr # already in logarithmic
else: wei+=log(xerr.max())-log(xerr)+xbaserr
if yerr!=None:
if xlog: wei+=log(yerr.max())-log(yerr)+ybaserr # already in logarithmic
else: wei+=log(yerr.max())-log(yerr)+ybaserr
if wei.sum()>0:
wei/=wei.sum()
arrmat[:,0]*=wei
ycor2=ycor*wei
if loud>2: print("weight:%s"%wei)
else: ycor2=ycor
for i in range(r):
arrmat[:,i+1]=arrmat[:,i]*xcor
from numpy.linalg import lstsq
pars,chi2,rank,eigens=lstsq(arrmat,ycor2)
#return pars,chi2
fbias,slop=tuple(pars)
bias=yavg-slop*xavg
#print
if dsum>0:
eslop=dsum/sqrt(xxcor)
ebias=dsum*sqrt(1./n+xavg**2/xxcor)
print('correlation (%5.2f) : %5.2f(+-%5.2f) *x + %5.2f(+-%5.2f)'%(dsum,slop,eslop,bias,ebias))
if grid==None:
if loud==2: return corr_dist(xcor,ycor,slop,bias,perp,xerr,yerr)
else: return slop,bias,corr_dist(xcor,ycor,slop,bias,perp,xerr,yerr).std()
if type(grid[0])==int:
if eslop==0: eslop=0.1*slop
if bias==0: ebias=0.1*bias
grid=[arange(-grid[i],grid[i])*[eslop*ybaserr,ebias*xbaserr][i] for i in range(2)]
rep=[]
for dy in grid[1]:
rep.append([(corr_dist(xcor,ycor,slop+dx,dbias+dy,perp,xerr,yerr)**2).sum() for dx in grid[0]])
#arep=array(rep)
if blofit:
return chi2map_anal(array(rep),[grid[0]+slop,grid[1]+bias],blofit=blofit)
return [grid[0]+slop,grid[1]+bias]