def fit(self, pMin=1, pMax=1, qMin=-1, qMax=-1, nwalkers=200, nsteps=1000, xTol=0.001, maxEvals=10000):
self.taskDict = dict()
self.DICDict = dict()
self.totalTime = 0.0
if (qMax >= pMax):
raise ValueError('pMax must be greater than qMax')
if (qMax == -1):
qMax = pMax - 1
if (qMin == -1):
qMin = 0
if (pMin < 1):
raise ValueError('pMin must be greater than or equal to 1')
if (qMin < 0):
raise ValueError('qMin must be greater than or equal to 0')
self.pMax = pMax
self.pMin = pMin
self.qMax = qMax
self.qMin = qMin
for p in xrange(pMin, pMax + 1):
for q in xrange(qMin, min(p, qMax + 1)):
nt = kali.carma.CARMATask(
p, q, nwalkers=nwalkers, nsteps=nsteps, xTol=xTol, maxEvals=maxEvals)
print 'Starting carma fitting for p = %d and q = %d...'%(p, q)
startLCARMA = time.time()
nt.fit(self)
stopLCARMA = time.time()
timeLCARMA = stopLCARMA - startLCARMA
print 'carma took %4.3f s = %4.3f min = %4.3f hrs'%(timeLCARMA,
timeLCARMA/60.0, timeLCARMA/3600.0)
self.totalTime += timeLCARMA
Deviances = copy.copy(nt.LnPosterior[:, nsteps/2:]).reshape((-1))
DIC = 0.5*math.pow(np.nanstd(-2.0*Deviances), 2.0) + np.nanmean(-2.0*Deviances)
print 'C-ARMA(%d,%d) DIC: %+4.3e'%(p, q, DIC)
self.DICDict['%d %d'%(p, q)] = DIC
self.taskDict['%d %d'%(p, q)] = nt
print 'Total time taken by carma is %4.3f s = %4.3f min = %4.3f hrs'%(self.totalTime,
self.totalTime/60.0,
self.totalTime/3600.0)
sortedDICVals = sorted(self.DICDict.items(), key=operator.itemgetter(1))
self.pBest = int(sortedDICVals[0][0].split()[0])
self.qBest = int(sortedDICVals[0][0].split()[1])
print 'Best model is C-ARMA(%d,%d)'%(self.pBest, self.qBest)
self.bestTask = self.taskDict['%d %d'%(self.pBest, self.qBest)]
self.bestFigTitle = 'Best Model: CARMA(%d,%d); DIC: %+4.3e'%(
self.pBest, self.qBest, self.DICDict['%d %d'%(self.pBest, self.qBest)])
self.bestLabelList = list()
for i in range(self.pBest):
self.bestLabelList.append("$a_{%d}$"%(i + 1))
for i in range(self.qBest + 1):
self.bestLabelList.append("$b_{%d}$"%(i))
mcmcviz.vizTriangle(self.pBest, self.qBest, self.bestTask.Chain,
labelList=self.bestLabelList, figTitle=self.bestFigTitle)
def view(self):
notDone = True
while notDone:
whatToView = -1
while whatToView < 0 or whatToView > 3:
try:
whatToView = int(
raw_input(
'View walkers in C-ARMA coefficients (0) or C-ARMA roots (1) or C-ARMA \
timescales (2):'))
except ValueError:
print 'Bad input: integer required!'
pView = -1
while pView < 1 or pView > self.pMax:
try:
pView = int(raw_input('C-AR model order:'))
except ValueError:
print 'Bad input: integer required!'
qView = -1
while qView < 0 or qView >= pView:
try:
qView = int(raw_input('C-MA model order:'))
except ValueError:
print 'Bad input: integer required!'
if whatToView == 0:
figTitle = 'CARMA(%d,%d); DIC: %+4.3e' % (
pView, qView, self.DICDict['%d %d' % (pView, qView)])
labelList = list()
dimCtr = 0
for i in range(pView):
labelList.append(r'$a_{%d}$: $\mathrm{dim}%d$' %
(i + 1, dimCtr))
dimCtr += 1
for i in range(qView + 1):
labelList.append(r'$b_{%d}$: $\mathrm{dim}%d$' %
(i, dimCtr))
dimCtr += 1
mcmcviz.vizTriangle(pView,
qView,
self.taskDict['%d %d' %
(pView, qView)].Chain,
labelList=labelList,
figTitle=figTitle)
dim1 = -1
while dim1 < 0 or dim1 > pView + qView + 1:
try:
dim1 = int(raw_input('1st Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
dim2 = -1
while dim2 < 0 or dim2 > pView + qView + 1 or dim2 == dim1:
try:
dim2 = int(raw_input('2nd Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
if dim1 < pView:
dim1Name = r'$a_{%d}$' % (dim1)
if dim1 >= pView and dim1 < pView + qView + 1:
dim1Name = r'$b_{%d}$' % (dim1 - pView)
if dim2 < pView:
dim2Name = r'$a_{%d}$' % (dim2)
if dim2 >= pView and dim2 < pView + qView + 1:
dim2Name = r'$b_{%d}$' % (dim2 - pView)
res = mcmcviz.vizWalkers(
self.taskDict['%d %d' % (pView, qView)].Chain,
self.taskDict['%d %d' % (pView, qView)].LnPosterior, dim1,
dim1Name, dim2, dim2Name)
elif whatToView == 1:
figTitle = 'CARMA(%d,%d); DIC: %+4.3e' % (
pView, qView, self.DICDict['%d %d' % (pView, qView)])
labelList = list()
dimCtr = 0
for i in range(pView):
labelList.append(r'$r_{%d}$: $\mathrm{dim}%d$' %
(i, dimCtr))
dimCtr += 1
for i in range(qView):
labelList.append(r'$m_{%d}$: $\mathrm{dim}%d$' %
(i, dimCtr))
dimCtr += 1
labelList.append(r'$\mathrm{Amp.}$: $\mathrm{dim}%d$' %
(dimCtr))
dimCtr += 1
mcmcviz.vizTriangle(pView,
qView,
self.taskDict['%d %d' %
(pView, qView)].rootChain,
labelList=labelList,
figTitle=figTitle)
dim1 = -1
while dim1 < 0 or dim1 > pView + qView + 1:
try:
dim1 = int(raw_input('1st Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
dim2 = -1
while dim2 < 0 or dim2 > pView + qView + 1 or dim2 == dim1:
try:
dim2 = int(raw_input('2nd Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
if dim1 < pView:
dim1Name = r'$r_{%d}$' % (dim1)
if dim1 >= pView and dim1 < pView + qView:
dim1Name = r'$m_{%d}$' % (dim1 - pView)
if dim1 == pView + qView:
dim1Name = r'$\mathrm{Amp.}$'
if dim2 < pView:
dim2Name = r'$r_{%d}$' % (dim2)
if dim2 >= pView and dim2 < pView + qView:
dim2Name = r'$m_{%d}$' % (dim2 - pView)
if dim2 == pView + qView:
dim2Name = r'$\mathrm{Amp.}$'
res = mcmcviz.vizWalkers(
self.taskDict['%d %d' % (pView, qView)].rootChain,
self.taskDict['%d %d' % (pView, qView)].LnPosterior, dim1,
dim1Name, dim2, dim2Name)
else:
figTitle = 'CARMA(%d,%d); DIC: %+4.3e' % (
pView, qView, self.DICDict['%d %d' % (pView, qView)])
labelList = list()
dimCtr = 0
for i in range(pView + qView):
labelList.append(r'$\tau_{%d}$: $\mathrm{dim}%d$' %
(i, dimCtr))
dimCtr += 1
labelList.append(r'$\mathrm{Amp.}$: $\mathrm{dim}%d$' %
(dimCtr))
dimCtr += 1
mcmcviz.vizTriangle(
pView,
qView,
self.taskDict['%d %d' % (pView, qView)].timescaleChain,
labelList=labelList,
figTitle=figTitle)
dim1 = -1
while dim1 < 0 or dim1 > pView + qView + 1:
try:
dim1 = int(raw_input('1st Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
dim2 = -1
while dim2 < 0 or dim2 > pView + qView + 1 or dim2 == dim1:
try:
dim2 = int(raw_input('2nd Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
if dim1 < pView + qView:
dim1Name = r'$\tau_{%d}$' % (dim1)
if dim1 == pView + qView:
dim1Name = r'$\mathrm{Amp.}$'
if dim2 < pView + qView:
dim2Name = r'$\tau_{%d}$' % (dim2)
if dim2 == pView + qView:
dim2Name = r'$\mathrm{Amp.}$'
res = mcmcviz.vizWalkers(
self.taskDict['%d %d' % (pView, qView)].timescaleChain,
self.taskDict['%d %d' % (pView, qView)].LnPosterior, dim1,
dim1Name, dim2, dim2Name)
var = str(
raw_input('Do you wish to view any more MCMC walkers? (y/n):')
).lower()
if var == 'n':
notDone = False
def fit(self,
pMin=1,
pMax=1,
qMin=-1,
qMax=-1,
nwalkers=200,
nsteps=1000,
xTol=0.001,
maxEvals=10000,
doShow=True):
self.taskDict = dict()
self.DICDict = dict()
self.totalTime = 0.0
if (qMax >= pMax):
raise ValueError('pMax must be greater than qMax')
if (qMax == -1):
qMax = pMax - 1
if (qMin == -1):
qMin = 0
if (pMin < 1):
raise ValueError('pMin must be greater than or equal to 1')
if (qMin < 0):
raise ValueError('qMin must be greater than or equal to 0')
self.pMax = pMax
self.pMin = pMin
self.qMax = qMax
self.qMin = qMin
for p in xrange(pMin, pMax + 1):
for q in xrange(qMin, min(p, qMax + 1)):
nt = kali.carma.CARMATask(p,
q,
nwalkers=nwalkers,
nsteps=nsteps,
xTol=xTol,
maxEvals=maxEvals)
print 'Starting carma fitting for p = %d and q = %d...' % (p,
q)
startLCARMA = time.time()
nt.fit(self)
stopLCARMA = time.time()
timeLCARMA = stopLCARMA - startLCARMA
print 'carma took %4.3f s = %4.3f min = %4.3f hrs' % (
timeLCARMA, timeLCARMA / 60.0, timeLCARMA / 3600.0)
self.totalTime += timeLCARMA
Deviances = copy.copy(nt.LnPosterior[:, nsteps / 2:]).reshape(
(-1))
DIC = 0.5 * math.pow(np.nanstd(-2.0 * Deviances),
2.0) + np.nanmean(-2.0 * Deviances)
print 'C-ARMA(%d,%d) DIC: %+4.3e' % (p, q, DIC)
self.DICDict['%d %d' % (p, q)] = DIC
self.taskDict['%d %d' % (p, q)] = nt
print 'Total time taken by carma is %4.3f s = %4.3f min = %4.3f hrs' % (
self.totalTime, self.totalTime / 60.0, self.totalTime / 3600.0)
sortedDICVals = sorted(self.DICDict.items(),
key=operator.itemgetter(1))
self.pBest = int(sortedDICVals[0][0].split()[0])
self.qBest = int(sortedDICVals[0][0].split()[1])
print 'Best model is C-ARMA(%d,%d)' % (self.pBest, self.qBest)
self.bestTask = self.taskDict['%d %d' % (self.pBest, self.qBest)]
self.bestFigTitle = 'Best Model: CARMA(%d,%d); DIC: %+4.3e' % (
self.pBest, self.qBest, self.DICDict['%d %d' %
(self.pBest, self.qBest)])
self.bestLabelList = list()
for i in range(self.pBest):
self.bestLabelList.append("$a_{%d}$" % (i + 1))
for i in range(self.qBest + 1):
self.bestLabelList.append("$b_{%d}$" % (i))
if doShow:
mcmcviz.vizTriangle(self.pBest,
self.qBest,
self.bestTask.Chain,
labelList=self.bestLabelList,
figTitle=self.bestFigTitle)
labelT = []
labelRoots = []
for k in xrange(1, pBest + 1):
labelList.append('a$_{%d}$'%(k))
labelT.append('$\tao_{%d}$'%(k))
labelRoots.append('r$_{%d}$'%(k))
for u in xrange(0, pBest):
labelList.append('b$_{%d}$'%(u))
labelT.append('$\tao_{MA%d}$'%(u))
labelRoots.append('r$_{MA%d}$'%(u))
figTitle = args.sdssid
#plot_res = mcmcviz.vizTriangle(p, q, nt.Chain, labelList, figTitle+'%d_%d'%(p, q))
res = mcmcviz.vizWalkers(taskDict['%d %d'%(pBest, qBest)].timescaleChain, taskDict['%d %d'%(pBest, qBest)].LnPosterior, 0, labelT[0], 1, labelT[1])
plt.clf()
res_coeffs = mcmcviz.vizTriangle(pBest, qBest, taskDict['%d %d'%(pBest, qBest)].Chain, labelList , str(figTitle+'BestChain'+'%d-%d'%(pBest, qBest)))
plt.clf()
res_times = mcmcviz.vizTriangle(pBest, qBest, taskDict['%d %d'%(pBest, qBest)].timescaleChain, labelT, str(figTitle+'BestTimescales'+'%d-%d'%(pBest, qBest)))
plt.clf()
#reset labels list
labelList2 = []
labelT2 = []
labelRoots2 = []
for k in xrange(1, pNext + 1):
labelList2.append('a$_{%d}$'%(k))
labelT2.append('$tao_{%d}$'%(k))
labelRoots2.append('r$_{%d}$'%(k))
for u in xrange(0, pNext):
labelList2.append('b$_{%d}$'%(u))
def view(self):
notDone = True
while notDone:
whatToView = -1
while whatToView < 0 or whatToView > 3:
try:
whatToView = int(
raw_input('View walkers in C-ARMA coefficients (0) or C-ARMA roots (1) or C-ARMA \
timescales (2):'))
except ValueError:
print 'Bad input: integer required!'
pView = -1
while pView < 1 or pView > self.pMax:
try:
pView = int(raw_input('C-AR model order:'))
except ValueError:
print 'Bad input: integer required!'
qView = -1
while qView < 0 or qView >= pView:
try:
qView = int(raw_input('C-MA model order:'))
except ValueError:
print 'Bad input: integer required!'
if whatToView == 0:
figTitle = 'CARMA(%d,%d); DIC: %+4.3e'%(pView, qView, self.DICDict['%d %d'%(pView, qView)])
labelList = list()
dimCtr = 0
for i in range(pView):
labelList.append(r'$a_{%d}$: $\mathrm{dim}%d$'%(i + 1, dimCtr))
dimCtr += 1
for i in range(qView + 1):
labelList.append(r'$b_{%d}$: $\mathrm{dim}%d$'%(i, dimCtr))
dimCtr += 1
mcmcviz.vizTriangle(pView, qView, self.taskDict[
'%d %d'%(pView, qView)].Chain, labelList=labelList, figTitle=figTitle)
dim1 = -1
while dim1 < 0 or dim1 > pView + qView + 1:
try:
dim1 = int(raw_input('1st Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
dim2 = -1
while dim2 < 0 or dim2 > pView + qView + 1 or dim2 == dim1:
try:
dim2 = int(raw_input('2nd Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
if dim1 < pView:
dim1Name = r'$a_{%d}$'%(dim1)
if dim1 >= pView and dim1 < pView + qView + 1:
dim1Name = r'$b_{%d}$'%(dim1 - pView)
if dim2 < pView:
dim2Name = r'$a_{%d}$'%(dim2)
if dim2 >= pView and dim2 < pView + qView + 1:
dim2Name = r'$b_{%d}$'%(dim2 - pView)
res = mcmcviz.vizWalkers(self.taskDict['%d %d'%(pView, qView)].Chain, self.taskDict[
'%d %d'%(pView, qView)].LnPosterior, dim1, dim1Name, dim2, dim2Name)
elif whatToView == 1:
figTitle = 'CARMA(%d,%d); DIC: %+4.3e'%(pView, qView, self.DICDict['%d %d'%(pView, qView)])
labelList = list()
dimCtr = 0
for i in range(pView):
labelList.append(r'$r_{%d}$: $\mathrm{dim}%d$'%(i, dimCtr))
dimCtr += 1
for i in range(qView):
labelList.append(r'$m_{%d}$: $\mathrm{dim}%d$'%(i, dimCtr))
dimCtr += 1
labelList.append(r'$\mathrm{Amp.}$: $\mathrm{dim}%d$'%(dimCtr))
dimCtr += 1
mcmcviz.vizTriangle(pView, qView, self.taskDict[
'%d %d'%(pView, qView)].rootChain, labelList=labelList, figTitle=figTitle)
dim1 = -1
while dim1 < 0 or dim1 > pView + qView + 1:
try:
dim1 = int(raw_input('1st Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
dim2 = -1
while dim2 < 0 or dim2 > pView + qView + 1 or dim2 == dim1:
try:
dim2 = int(raw_input('2nd Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
if dim1 < pView:
dim1Name = r'$r_{%d}$'%(dim1)
if dim1 >= pView and dim1 < pView + qView:
dim1Name = r'$m_{%d}$'%(dim1 - pView)
if dim1 == pView + qView:
dim1Name = r'$\mathrm{Amp.}$'
if dim2 < pView:
dim2Name = r'$r_{%d}$'%(dim2)
if dim2 >= pView and dim2 < pView + qView:
dim2Name = r'$m_{%d}$'%(dim2 - pView)
if dim2 == pView + qView:
dim2Name = r'$\mathrm{Amp.}$'
res = mcmcviz.vizWalkers(self.taskDict['%d %d'%(pView, qView)].rootChain, self.taskDict[
'%d %d'%(pView, qView)].LnPosterior, dim1, dim1Name, dim2, dim2Name)
else:
figTitle = 'CARMA(%d,%d); DIC: %+4.3e'%(pView, qView, self.DICDict['%d %d'%(pView, qView)])
labelList = list()
dimCtr = 0
for i in range(pView + qView):
labelList.append(r'$\tau_{%d}$: $\mathrm{dim}%d$'%(i, dimCtr))
dimCtr += 1
labelList.append(r'$\mathrm{Amp.}$: $\mathrm{dim}%d$'%(dimCtr))
dimCtr += 1
mcmcviz.vizTriangle(pView, qView, self.taskDict['%d %d'%(pView, qView)].timescaleChain,
labelList=labelList, figTitle=figTitle)
dim1 = -1
while dim1 < 0 or dim1 > pView + qView + 1:
try:
dim1 = int(raw_input('1st Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
dim2 = -1
while dim2 < 0 or dim2 > pView + qView + 1 or dim2 == dim1:
try:
dim2 = int(raw_input('2nd Dimension to view:'))
except ValueError:
print 'Bad input: integer required!'
if dim1 < pView + qView:
dim1Name = r'$\tau_{%d}$'%(dim1)
if dim1 == pView + qView:
dim1Name = r'$\mathrm{Amp.}$'
if dim2 < pView + qView:
dim2Name = r'$\tau_{%d}$'%(dim2)
if dim2 == pView + qView:
dim2Name = r'$\mathrm{Amp.}$'
res = mcmcviz.vizWalkers(self.taskDict['%d %d'%(pView, qView)].timescaleChain,
self.taskDict['%d %d'%(pView, qView)].LnPosterior, dim1, dim1Name,
dim2, dim2Name)
var = str(raw_input('Do you wish to view any more MCMC walkers? (y/n):')).lower()
if var == 'n':
notDone = False
