def test_stats_counters_3(): logger = getLogger("tests_stats_counters_3") data = [(random.uniform(-1, 1), random.uniform(0, 2)) for i in range(10000)] counters = [] for i in range(1000): random.shuffle(data) c = WSE() for v, w in data: c.add(v, w) counters.append(c) c_mu = SE.count((c.mu() for c in counters)) c_mu2 = SE.count((c.mu2() for c in counters)) rms_mu = c_mu.rms() rms_mu2 = c_mu2.rms() if threshold <= rms_mu: logger.error("RMS for ``mu'' : %.3g" % rms_mu) else: logger.info("RMS for ``mu'' : %.3g" % rms_mu) if threshold <= rms_mu2: logger.error("RMS for ``mu2'' : %.3g" % rms_mu2) else: logger.info("RMS for ``mu2'' : %.3g" % rms_mu2)
def differences_testing ( RULE , logger ) : a = 1.5 fun = lambda x : math.sin ( a * x ) exact_ders = ( fun , ## 0 lambda x : math.cos ( a * x ) * a , ## 1 lambda x : - math.sin ( a * x ) * a * a , ## 2 lambda x : - math.cos ( a * x ) * pow ( a , 3 ) , ## 3 lambda x : math.sin ( a * x ) * pow ( a , 4 ) , ## 4 lambda x : math.cos ( a * x ) * pow ( a , 5 ) , ## 4 lambda x : - math.sin ( a * x ) * pow ( a , 6 ) ) ## 4 h0 = 0 hmax = 1.2 N = 1000 cd = SE () cp = SE () ch = SE () for D in range ( 1 , RULE.DMAX + 1 ) : table = [ ( 'I' , '#' , 'step' , '' , 'delta' , '' , 'pull' ) ] for I in range ( RULE.IMAX ( D ) ) : rule = RULE ( D , I , with_error = True ) for ik in range ( N ) : z = random.uniform ( -math.pi , math.pi ) h , _ = rule.optimal_step ( fun , z , h0 , hmax ) r = rule ( fun , z , h ) exact = exact_ders [ D ] ( z ) dd = float ( r ) - exact cd += abs ( dd ) cp += dd / r.error() ch += h hh = ch.mean() dd = cd.mean() hh , nh = pretty_ve ( hh , width = 4 , precision = 3 , parentheses = False ) dd , nd = pretty_ve ( dd , width = 4 , precision = 3 , parentheses = False ) row = '%2d' % I , \ '%2d' % len( rule.stencil) , \ hh , '' if not nh else '[10^%-3d]' % nh , \ dd , '' if not nd else '[10^%-3d]' % nd , \ "%-.2f" % cp.rms() table.append ( row ) title = 'Finite differences test for D=%s derivative' % D table = T.table ( table , title = title , prefix = '# ' , alignment = 'rrlclcr' ) logger.info ('%s\n%s' % ( title , table ) )
def test_interpolation(): """Test spline interpolation """ if 62006 <= root_version_int: logger.warning("Test_interpolation segfaults for ROOT %s" % root_version_int) return from math import sin, pi, sqrt fun = lambda x: sin(2 * pi * x) bs = ostap.math.bspline.interpolate( fun, None, [0] + [random.uniform(0.01, 0.99) for i in range(50)] + [1], 2) from ostap.stats.counters import SE s = SE() for i in range(10000): x = random.uniform(0, 1) vf = fun(x) vb = bs(x) s += vf - vb logger.info('Interpolation quality %s' % s)
def derivative_testing ( der_type , func , der_exact , logger , **kwargs ) : IMAX = der_type.IMAX cnt1 = {} for i in range ( IMAX ) : cnt1 [i] = SE() ders = [ der_type ( func , I , **kwargs ) for I in range ( IMAX ) ] with timing ( 'derivative test' , logger = logger ) : for i in range(10000) : x = random.uniform ( 0 , pi ) d_true = der_exact ( x ) for I , dd in enumerate ( ders ) : delta = dd ( x ) - d_true cnt1 [I] += delta rows = [ ('I' , 'rms' , 'min' , 'max' ) ] for i,c in cnt1.items() : row = '%d' % i , '% .4g' % c.rms () , '% .4g' % c.min() , '% .4g' % c.max() rows.append ( row ) table = T.table ( rows , title = 'Test numerical derivatives' , prefix = '# ' , alignment = 'clll' ) logger.info ( 'Test numerical derivatives\n%s' % table )
def test_stats_counters_4(): logger = getLogger("tests_stats_counters_4") data = [(random.uniform(-1, 1), random.uniform(0, 2)) for i in range(10000)] L = len(data) counters = [] for i in range(1000): i1 = random.randrange(L) i2 = random.randrange(i1, L) i3 = random.randrange(i2, L) i4 = random.randrange(i3, L) c1 = WSE() c2 = WSE() c3 = WSE() c4 = WSE() c5 = WSE() for v, w in data[:i1]: c1.add(v, w) for v, w in data[i1:i2]: c2.add(v, w) for v, w in data[i2:i3]: c3.add(v, w) for v, w in data[i3:i4]: c4.add(v, w) for v, w in data[i4:]: c5.add(v, w) c = c1 + c2 + c3 + c4 + c5 counters.append(c) c_mu = SE.count((c.mu() for c in counters)) c_mu2 = SE.count((c.mu2() for c in counters)) rms_mu = c_mu.rms() rms_mu2 = c_mu2.rms() if threshold <= rms_mu: logger.error("RMS for ``mu'' : %.3g" % rms_mu) else: logger.info("RMS for ``mu'' : %.3g" % rms_mu) if threshold <= rms_mu2: logger.error("RMS for ``mu2'' : %.3g" % rms_mu2) else: logger.info("RMS for ``mu2'' : %.3g" % rms_mu2)
def test_stats_counters_2(): logger = getLogger("tests_stats_counters_2") data = [random.uniform(-1, 1) for i in range(20000)] L = len(data) counters = [] for i in range(1000): i1 = random.randrange(L) i2 = random.randrange(i1, L) i3 = random.randrange(i2, L) i4 = random.randrange(i3, L) c = SE.count ( data[ :i1] ) + \ SE.count ( data[i1:i2] ) + \ SE.count ( data[i2:i3] ) + \ SE.count ( data[i3:i4] ) + \ SE.count ( data[i4: ] ) counters.append(c) ## mu values c_mu = SE.count((c.mu() for c in counters)) c_mu2 = SE.count((c.mu2() for c in counters)) rms_mu = c_mu.rms() rms_mu2 = c_mu2.rms() if threshold <= rms_mu: logger.error("RMS for ``mu'' : %.3g" % rms_mu) else: logger.info("RMS for ``mu'' : %.3g" % rms_mu) if threshold <= rms_mu2: logger.error("RMS for ``mu2'' : %.3g" % rms_mu2) else: logger.info("RMS for ``mu2'' : %.3g" % rms_mu2)
def stat(self, *args): """ Get the full statistic over all categories >>> method = ... >>> pt, eta, phi = 5 , 3.0 , 0 ## variables >>> print 'Response statistic is %s' % method.stat ( pt , eta , phi ) """ from ostap.stats.counters import SE se = SE() for i in range(self.__N): se += self.evaluate(i, *args) return se
def test_derivative_4 (): logger = getLogger ( 'test_derivative_4' ) functions = ( ( lambda x : cos(10.*x) , lambda x : -10*sin(10.*x) ) , ( lambda x : x**3 , lambda x : 3.0*x*x ) , ( lambda x : exp(x) , lambda x : exp(x) ) , ( lambda x : x**8 , lambda x : 8.0*x**7 ) , ( lambda x : tanh(2.*x) , lambda x : 2*(1.-tanh(2.*x)**2) ) , ( lambda x : 1.11*x , lambda x : 1.11 ) , ( lambda x : 1.11111 , lambda x : 0.0 ) , ( lambda x : x**10 , lambda x : 10.*x**9 ) , ) from ostap.core.core import SE counters = {} from ostap.utils.progress_bar import progress_bar IMAX = 8 table = [ ['Function'] + [ 'I=%d' % i for i in range ( IMAX ) ] ] for i , o in enumerate ( progress_bar ( functions ) ) : fun = o [ 0 ] ## function der = o [ 1 ] ## derivative row = [ '%2d' % (i+1) ] for I in range ( IMAX ) : cnt1 = SE () cnt2 = SE () dd = Derivative ( fun , step = 0.001 , calc = I , with_error = True ) for j in range ( 1000 ) : x = random.uniform ( 0.05 , 1.5 ) res = dd ( x ) dif = float ( res ) - der ( x ) cnt1 += dif if res.cov2() > 0 : cnt2 += dif/res.error() mmax1 = abs ( cnt1.max () *10**12 ) if 2 < cnt2.nEntries() : mmax2 = cnt2.max() row.append ( '%7.3f / %-5.2fs' % ( mmax1, mmax2 ) ) else : mmax2 = 0 row.append ( '%7.3f / %-5.2fs' % ( mmax1, mmax2 ) ) table.append ( row ) table = T.table ( table , prefix = '# ' , alignment=9*'c' ) logger.info ('Numerical differentiation: Max difference [10^12]\n%s' % table )
def test_stats_counters_1(): logger = getLogger("tests_stats_counters_1") data = [random.uniform(-1, 1) for i in range(10000)] counters = [] for i in range(1000): random.shuffle(data) c = SE.count(data) counters.append(c) ## mu values c_mu = SE.count((c.mu() for c in counters)) c_mu2 = SE.count((c.mu2() for c in counters)) rms_mu = c_mu.rms() rms_mu2 = c_mu2.rms() if threshold <= rms_mu: logger.error("RMS for ``mu'' : %.3g" % rms_mu) else: logger.info("RMS for ``mu'' : %.3g" % rms_mu) if threshold <= rms_mu2: logger.error("RMS for ``mu2'' : %.3g" % rms_mu2) else: logger.info("RMS for ``mu2'' : %.3g" % rms_mu2)
def test_derivative(): from math import sin, cos, pi from ostap.math.derivative import derivative, iszero import random from ostap.stats.counters import SE from ostap.utils.timing import timing cnt = {} cntE = {} for I in range(1, 9): cnt[I] = SE() func = lambda x: sin(10 * x) + x deri = lambda x: 10 * cos(10 * x) + 1 func = lambda x: sin(x) / x deri = lambda x: (cos(x) - sin(x) / x) / x ## func = lambda x : x**9 ## deri = lambda x : 9*x**8 ## from math import sinh, cosh ## func = lambda x : sinh(2*x) ## deri = lambda x : 2*cosh(2*x) ## from math import tanh,cosh ## func = lambda x : tanh(3*x) ## deri = lambda x : 3./(cosh(3*x)**2) with timing(): for i in range(50000): x = random.uniform(0, pi) d_true = deri(x) for I in range(1, 9): delta = derivative(func, x, I=I, err=True) - d_true ## delta = derivative ( sin , x , I = I ) - d_true ## cnt [I] += delta*1.e+10 ## cnt [I] += abs(delta/d_true)*1.e+10 if not iszero(delta.cov2()): cnt[I] += abs(delta.value()) / delta.error() for I in range(1, 9): print I, cnt[I]
def test_interpolation (): """Test bernstein interpolation """ from math import sin,pi, sqrt fun = lambda x : sin(2*pi*x) bs = ostap.math.bernstein.interpolate ( fun , [0] + [ random.uniform(0.01,0.99) for i in range(25) ] + [1] , 0 , 1 ) from ostap.stats.counters import SE s = SE() for i in range(10000) : x = random.uniform ( 0 , 1 ) vf = fun(x) vb = bs (x) s += vf-vb logger.info ('Interpolation quality %s' % s )
def test_approximation(): """Test spline approximation """ from math import sin, pi, sqrt fun = lambda x: sin(2 * pi * x) bs = ostap.math.bspline.approximate( fun, [0] + [random.uniform(0.01, 0.99) for i in range(50)] + [1], 2) from ostap.stats.counters import SE s = SE() for i in range(10000): x = random.uniform(0, 1) vf = fun(x) vb = bs(x) s += vf - vb logger.info('Approximation quality %s' % s)
def test_derivative_2(): logger = getLogger('test_derivative_2') cnt = {} cntE = {} for I in range(1, 9): cnt[I] = SE() func = lambda x: sin(10 * x) + x deri = lambda x: 10 * cos(10 * x) + 1 with timing(): for i in range(10000): x = random.uniform(0, pi) d_true = deri(x) for I in range(1, 9): delta = derivative(func, x, I=I) - d_true cnt[I] += delta rows = [('Order', '#', 'min', 'max')] for i in cnt: c = cnt[I] row = '%d' % i, '%d' % c.nEntries(), '%+.5g' % c.min( ), '%+.5g' % c.max() rows.append(row) table = T.table(rows, title='Test numerical derivatives', prefix='# ', alignment='crll') logger.info('Test numerical derivatives\n%s' % table)
if not hasattr(random, 've_gauss'): random.ve_gauss = random._inst.ve_gauss if not hasattr(random.Random, 'poisson'): random.Random.poisson = _poisson_ if not hasattr(random, 'poisson'): random.poisson = random._inst.poisson if not hasattr(random.Random, 'cauchy'): random.Random.cauchy = _cauchy_ if not hasattr(random, 'cauchy'): random.cauchy = random._inst.cauchy bifur = random.bifur ve_gauss = random.ve_gauss poisson = random.poisson cauchy = random.cauchy # ============================================================================= if '__main__' == __name__: from ostap.utils.docme import docme docme(__name__, logger=logger) from ostap.stats.counters import SE cnt = SE() mu = 0.4 for i in range(10000): cnt += poisson(0.4) logger.info('Poisson(mu=%s) : %s' % (mu, cnt)) logger.info(80 * '*') # ============================================================================= # The END # =============================================================================