コード例 #1
0
ファイル: shuffleRpt.py プロジェクト: jimricketts/4Roger_RCP
 def shuffle(self, brknumber, offset=0, span=6):
   loxs=self.__xsegs[brknumber-1]
   loys=self.__ysegs[brknumber-1]
   loyrs=self.__yearsegs[brknumber-1]
   hixs=self.__xsegs[brknumber]
   hiys=self.__ysegs[brknumber]
   hiyrs=self.__yearsegs[brknumber]
   if span!=0:
     xs=list(loxs[-span:])
     xs.extend(hixs[:span])
     ys=list(loys[-span:])
     ys.extend(hiys[:span])
     yrs=list(loyrs[-span:])
     yrs.extend(hiyrs[:span])
     stat=shuffle.shuffle_stat(xs, ys, yrs, span+offset)
   else:
     xs=list(loxs[:])
     xs.extend(hixs[:])
     ys=list(loys[:])
     ys.extend(hiys[:])
     yrs=list(loyrs[:])
     yrs.extend(hiyrs[:])
   
     stat=shuffle.shuffle_stat(xs, ys, yrs, len(loxs) + offset)
   bins=np.bincount(stat[0])
   mode=bins.argmax()
   bv=bivariate.bivariate(ys, xs, anomalise=False, pr=0.01)
   return stat, bins[yrs[0]:], yrs, mode, stats.norm.fit(stat[0]),stats.norm.fit(stat[1]),stats.norm.fit(stat[2]), bv.maxTi(), bv.stepChange()
コード例 #2
0
ファイル: tests17Aug.py プロジェクト: jimricketts/4Roger_RCP
def resample_break(testdata, datayears, N=30):
  brks=[]
  tis=[]
  for i in range(N):
    controldata = np.array([random.random() for y in datayears])
    bv=bivariate.bivariate(testdata,controldata, anomalise=False, pr=0.01)
    tis.append(bv.maxTi())
    brks.append(datayears[bv.maxIndexTi()])
  return stats.norm.fit(brks), stats.norm.fit(tis)   
コード例 #3
0
def resample_break(testdata, datayears, N=30, withmode=False):
  brks=[]
  tis=[]
  shifts=[]
  try:
    for i in range(N):
      step=0
      controldata = np.array([random.random() for y in datayears])
      step=1
      bv=bivariate.bivariate(testdata,controldata, anomalise=False, pr=0.01)
      step=2
      tis.append(bv.maxTi())
      step=3
      brks.append(datayears[bv.maxIndexTi()])
      step=4
      shifts.append(bv.stepChange())
      step=5
  except Exception as e:
    print str(e), step
    raise e
  if withmode:
    yearfreqs=np.bincount(brks)
    #print brks,len(yearfreqs),yearfreqs,range(int(datayears[0])-1,int(datayears[-1])-1)
    first=second=firstval=secondval=0
    for i in range(int(min(brks))-1,int(max(brks))+1):
     # print i
      if yearfreqs[i] >firstval:
        second=first
        first=i
        firstval=yearfreqs[first]
        secondval=yearfreqs[second]
      elif yearfreqs[i] >secondval:
        second=i
        secondval=yearfreqs[second]
    #now we also will need the mean of the Tis and shifts for each of the modal values
    brks=np.array(brks)
    mask1=np.where(brks==first) 
    timean1=np.mean(np.array(tis)[mask1])
    shmean1=np.mean(np.array(shifts)[mask1])
    if second == 0:
      return stats.norm.fit(brks[mask1]), stats.norm.fit(np.array(tis)[mask1]),stats.norm.fit(np.array(shifts)[mask1]), [(first, float(firstval)/N), None, None,(timean1, shmean1), None]
    else:
      mask2=np.where(brks==second) 
      timean2=np.mean(np.array(tis)[mask2])
      shmean2=np.mean(np.array(shifts)[mask2])
      return stats.norm.fit(brks[mask1]), stats.norm.fit(np.array(tis)[mask1]),stats.norm.fit(np.array(shifts)[mask1]), [(first, float(firstval)/float(N)), (second, float(secondval)/float(N)), yearfreqs[-len(datayears):],(timean1, shmean1), (timean2, shmean2)]
#    if second == 0:
#      return stats.norm.fit(brks), stats.norm.fit(tis),stats.norm.fit(shifts), [(first, float(firstval)/N), None, None,(timean1, shmean1), None]
#    else:
#      mask2=np.where(brks==second) 
#      timean2=np.mean(np.array(tis)[mask2])
#      shmean2=np.mean(np.array(shifts)[mask2])
#      return stats.norm.fit(brks), stats.norm.fit(tis),stats.norm.fit(shifts), [(first, float(firstval)/float(N)), (second, float(secondval)/float(N)), yearfreqs[-len(datayears):],(timean1, shmean1), (timean2, shmean2)]
  else:
    return stats.norm.fit(brks), stats.norm.fit(tis),stats.norm.fit(shifts)  
コード例 #4
0
ファイル: classify.py プロジェクト: jimricketts/4Roger_RCP
def classify(ys, years, Year, window=10, span=2):
  spins=range(-span, span+1)
  counts=np.zeros(np.shape(ys))
  pos=list(years).index(Year)
#  if #need to think about what if window - span < 0
  for i in spins:
    lo=max(0, pos-window+i)
    hi=min(len(ys)+1, pos+window+i)
    yslice=ys[lo:hi]
#    yrslice=years[lo:hi]
#    slpos=list(yrslice).index(Year)
    for j in range(int(100/(2*span+1))):
      bv=bivariate.bivariate(yslice, np.array([random.random() for y in yslice]), anomalise=False, pr=0.01) #(testdata,controldata, anomalise=False, pr=0.01)
      bvpos=bv.maxIndexTi()
      counts[lo+bvpos]+=1
  return np.max(counts)/np.sum(counts)
コード例 #5
0
ファイル: shuffle.py プロジェクト: jimricketts/4Roger_RCP
def shuffle_stat(xs1, ys1, Years, pos, iterations=100):
  '''
  recompute Ti0 and breakpoint locations by reanalysing the values on each side of the breaks point
  xs are control
  ys are test
  pos is the location being tested
  iterations is the number of times to test  
  '''
  #MUST take copies of input because the shuffles have side effects. JHR 13/10/2014
  if len(xs1) == 0:
    print "oops"
  xs=copy.copy(xs1)
  ys=copy.copy(ys1)  
  index=range(len(xs))
  TiList = []
  TiPosIndex=[]
  ShiftList=[]
  pos = min(pos, len(index))
  for i in range(iterations):
    lowx=xs[:pos+1]
    lowy=ys[:pos+1]
    hix=xs[pos+1:]
    hiy=ys[pos+1:]
    np.random.shuffle(lowx)
    np.random.shuffle(lowy)
    np.random.shuffle(hix)
    np.random.shuffle(hiy)
    lowx = np.append(lowx, hix)
    lowy = np.append(lowy, hiy)
    bv=bivariate.bivariate(lowy, lowx, anomalise=False, constantsxy=True)
    try:
      TiList.append(bv.maxTi())
      TiPosIndex.append(Years[bv.maxIndexTi()])
      ShiftList.append(bv.stepChange())
    except Exception as e:
      print str(e)
      raise
  return TiPosIndex, TiList,ShiftList
コード例 #6
0
ファイル: trendtest.py プロジェクト: jimricketts/4Roger_RCP
Created on Tue Feb 24 15:27:36 2015

@author: s4493222
"""
import numpy as np
import bivariate_multi as bivariate
import random
SVNRevision="$Revision: 308 $"
#self, rawdata, xs, anomalise=True, step=1, averagesteps=False, critical=None, pr= None, window = 5, constantsxy=True):


ys=np.array([random.random() + i/100. for i in range(100)])

xs=np.array([random.random() for i in range(100)])

bv=bivariate.bivariate(ys, xs, pr=0.05, anomalise=False, window=1)

print "Trended",bv.maxIndexTi(), bv.maxTi()

ys2=ys
#ys2=np.array([random.random() + 0.1 + int(i >49) * 0.1 for i in range(100)])
#ys2=np.array([random.random() + 0.1 + int(i >49) * 0.1 + i/100. for i in range(100)])
#ys2=np.array([random.random() + 0.1 + int(i >49) * 0.1 + i/10. for i in range(100)])
ys2=np.array([random.random() + 0.1 + int(i >49) * 0.1 + (i/100.) * int(abs(i-49) <3) for i in range(100)])
#ys2=ys

bv=bivariate.bivariate(ys2, xs, pr=0.05, anomalise=False, window=1)

print bv.maxIndexTi(), bv.maxTi()

loc=bv.maxIndexTi()
コード例 #7
0
  
  timestring="%d-%d-%d-%d-%d" % datetime.datetime.timetuple(datetime.datetime.utcnow())[0:5]
  prewhiten=False
  fn=os.environ["HOMEPATH"]+"\\Documents\\ReferenceData\\Rogers_Analysis_17Jul2014\\Data 4 Jim\\GISSTEMPto6-2013\\GISSTEMPto6-2013b.csv"
  fn=os.environ["HOMEPATH"]+"\\Documents\\abrupt\\SpatialBPs\\Qld_191001-201312.csv"
  fn=os.environ["HOMEPATH"]+"\\Documents\\ReferenceData\\Rogers_Analysis_17Jul2014\\Data 4 Jim\\GISSTEMPto6-2013\\GISSTEMPto6-2013b.csv"
  fn="C:\Users\s4493222\Documents\CourseWork(ROP8001&2)\Confirmation\IllustrativeData.csv"
  fn=os.environ["HOMEPATH"]+"\\Documents\\ReferenceData\\GISS\\gisstemp\\tabledata_v3\\GLB.Ts+dSST.csv"
  TraceFile=fn+".trace"
  trace=True
  #fn=os.environ["HOMEPATH"]+"\\Documents\\ReferenceData\\BOM\\rutherglen_82039.csv"
  #fn = tests17Aug.fn
  data=np.genfromtxt(fn,delimiter=",",names=True,filling_values =np.NaN, skiprows=0) #fill with NaNs so must use their bounds
  ys=data["JD"]
  #ys=data["DeWobble"]
#  ys=data["24SEQU"]
  #ys=data["Mint"]
  Years=data["Year"]
  #xs=data["Maxt"]
  xs = np.array([random.random() for i in range(len(ys))])
  if prewhiten:
    import STARS
    import whitening
    ys=whitening.prewhiten(ys,STARS.AlphaEst(ys, 15, option="optIPN4", returnmsgs=False))
  print xs, ys
  print convergentBreaks(ys, xs, Years, "64N90N", mode="control", guide="AIC",trace=trace)
  
  bv=bivariate.bivariate(ys, xs, anomalise=False)
  print bv.maxTi(), bv.maxIndexTi()
  print bv.allPoints(0.05)
コード例 #8
0
ファイル: recursetest.py プロジェクト: jimricketts/4Roger_RCP
  def __init__(self, ys, xs, years, model, pr=0.01, smooth=False, anom=False, onethreshold=True, trim=1, debug=False, ConstSxy=True, withshifts=False):
    try:
      #print "Pr size", pr, size
      self.__size=len(xs)
      #print self.__size, type(self.__size)
      self.__threshold=bivariate.critTi(pr, self.__size)
      self.__breakpoints=np.zeros((self.__size,))
      self.__breakyears = {}
    except Exception as e:
      print bivariate.ExceptionInfo()
      print "__init__",str(e)
      raise recurseTestException("__init__:"+str(e))
      
    if smooth:
      if anom:
        #print "window smooth anom"
        txs, tys, td1, td2 = lowess.R().lowess(np.array(xs),np.array(ys), f=1./4., iter=1)
        self.__ys = np.array(ys)-np.array(tys)      
        self.__xs=np.copy(xs)
      else:
        #print "window smooth not anom"
        txs, tys, td1, td2 = lowess.R().lowess(np.array(xs),np.array(ys), f=1./4., iter=1)
        self.__ys = np.array(ys)              
        self.__xs=np.array(tys)+np.array(xs)
    else:
      #print "window not smooth"
      self.__ys=np.array(ys)
      self.__xs=np.copy(xs)
    #print "window call bivariate"
    try:
      #self.__bv=bivariate.bivariate(self.__ys, self.__xs, critical=self.__threshold, anomalise=False,constantsxy=ConstSxy)
      self.__bv=bivariate.bivariate(self.__ys, self.__xs, critical=None, pr=pr, anomalise=False,constantsxy=ConstSxy)
      if withshifts:
        ap_MaxTis, ap_MaxIndexes, (ap_lows, ap_highs), ap_shifts = self.__bv.allPoints(pr, withshifts=True)
      else:
        ap_MaxTis, ap_MaxIndexes, (ap_lows, ap_highs)= self.__bv.allPoints(pr, withshifts=False)
      #print "BV.BIVARIATE -> ", len(ap_MaxTis), len(ap_MaxIndexes), len(ap_lows), len(ap_highs)
    except Exception as e:
      print bivariate.ExceptionInfo()
      raise recurseTestException("recurse.__init__ call to bivariate:"+str(e))  
    #print ap_MaxTis, ap_MaxIndexes, (ap_lows, ap_highs)
    
    
    if trim == 1:  
#==============================================================================
##       This mode implements a trimming mode whereby breakpoints tested by
##    bracketing them and accepting them if there ids a breakpoint in the interval
##    The alternative (mode 2) is to replace them with the new breakpoint    
#==============================================================================
    
      try:
        stepn = 0
        if debug: print "trimming"
        trimmed = True
        while trimmed:
          trimmed = False
          for mi in range(len(ap_MaxIndexes)):
            if debug: print "considering mi"
            if not trimmed:
              stepn = 1
              self.__bv.reinit(ap_lows[int(mi)], ap_highs[int(mi)]+1, pr)
              stepn=2
              #print self.__bv.maxnTi() , ap_lows[int(mi)], ap_MaxIndexes[int(mi)], ap_highs[int(mi)], bivariate.critTi(pr, 1 + ap_highs[int(mi)]-ap_lows[int(mi)])
              stepn = 3
              if self.__bv.maxnTi() < bivariate.critTi(pr, 1 + ap_highs[int(mi)]-ap_lows[int(mi)]):
                stepn = 4
                trimmed = True
                if debug: print "trimmer removed ", mi, ap_MaxIndexes[int(mi)], " between ", ap_lows[int(mi)], ap_highs[int(mi)]
                stepn = 5
                #print mi, len(ap_MaxTis), len(ap_MaxIndexes), len(ap_lows), len(ap_highs)
                #print ap_MaxTis, " becomes ", 
                pop1 = ap_MaxTis.pop(int(mi))
                #print ap_MaxTis
                pop2 = ap_MaxIndexes.pop(int(mi))
                pop3 = ap_lows.pop(int(mi))
                pop4 = ap_highs.pop(int(mi))
                with open("removals.txt","a") as rmf:
                  rmf.write("from %s trimmer removed element %s (Ti:%s ) %s between %s and %s crit=%s \n" % (str(model), str(mi), str(pop1), str(pop2), str(pop3), str(pop4), str( bivariate.critTi(pr, 1 + ap_highs[min(len(ap_highs)-1,mi)]-ap_lows[min(len(ap_lows)-1,mi)]))))
      except Exception as e:
        raise recurseTestException("at trim state "+str(stepn)+" in __init__:"+str(e))

    if trim == 2:  
#==============================================================================
##       This mode implements a trimming mode whereby breakpoints tested by
##    bracketing them and accepting them if there ids a breakpoint in the interval
##    The alternative (mode 2) is to replace them with the new breakpoint    
#==============================================================================
    
      try:
        stepn = 0
        if debug: print "trimming mode 2"
        trimmed = True
        while trimmed:
          trimmed = False
          for mi in range(len(ap_MaxIndexes)):
            if debug: print "considering mi"
            if not trimmed:
              stepn = 1
              self.__bv.reinit(ap_lows[int(mi)], ap_highs[int(mi)]+1, pr)
              stepn=2
              print self.__bv.maxnTi() , ap_lows[int(mi)], ap_MaxIndexes[int(mi)], ap_highs[int(mi)], bivariate.critTi(pr, 1 + ap_highs[int(mi)]-ap_lows[int(mi)])
              if self.__bv.maxnTi() < bivariate.critTi(pr, 1 + ap_highs[int(mi)]-ap_lows[int(mi)]):  
                trimmed = True
                if debug: print "trimmer (mode 2) removed ", mi, ap_MaxIndexes[int(mi)], " between ", ap_lows[int(mi)], ap_highs[int(mi)]
                pop1 = ap_MaxTis.pop(int(mi))
                pop2 = ap_MaxIndexes.pop(int(mi))
                pop3 = ap_lows.pop(int(mi))
                pop4 = ap_highs.pop(int(mi))
                with open("removals.txt","a") as rmf:
                  rmf.write("from %s trimmer (mode 2) removed element %s (Ti:%s ) %s between %s and %s crit=%s \n" % (str(model), str(mi), str(pop1), str(pop2), str(pop3), str(pop4), str( bivariate.critTi(pr, 1 + ap_highs[min(len(ap_highs)-1,mi)]-ap_lows[min(len(ap_lows)-1,mi)]))))
              elif self.__bv.maxIndexnTi() != ap_MaxIndexes[int(mi)]:
                trimmed = True
                pop1 = ap_MaxTis[int(mi)]
                pop2 = ap_MaxIndexes[int(mi)]
                pop3 = ap_lows[int(mi)]
                pop4 = ap_highs[int(mi)]
                ap_MaxTis[int(mi)] = self.__bv.maxnTi()               
                ap_MaxIndexes[int(mi)] = self.__bv.maxIndexnTi()
                with open("removals.txt","a") as rmf:
                  rmf.write("from %s trimmer (mode 2) substituted element %s (Ti:%s ) %s with %s between %s and %s crit=%s \n" % (str(model), str(mi), str(ap_MaxIndexes[int(mi)]), str(pop1), str(pop2), str(pop3), str(pop4), str( bivariate.critTi(pr, 1 + ap_highs[int(mi)]-ap_lows[int(mi)]))))
                
      except Exception as e:
        raise recurseTestException("at mode 2 trim state "+str(stepn)+" in __init__:"+str(e))

    try:  
      stepn = 0
      for mi in range(len(ap_MaxIndexes)):
        #print mi
        stepn = 1
        if ((onethreshold and (ap_MaxTis[int(mi)] >= self.__threshold)) or 
            (not onethreshold and (ap_MaxTis[int(mi)] >= 
                                  bivariate.critTi(pr, 1 + ap_highs[int(mi)]-ap_lows[int(mi)])))):
          self.__breakpoints[int(ap_MaxIndexes[int(mi)])] += 1
          stepn = 2
          self.__breakyears[years[int(ap_MaxIndexes[int(mi)])]] = None
          stepn = 3
          if withshifts:
            self.__breakyears[years[int(ap_MaxIndexes[mi])]] = (ap_MaxTis[mi], years[int(ap_lows[mi])], years[int(ap_highs[mi])-1], ap_shifts[mi])
          else:
            self.__breakyears[years[int(ap_MaxIndexes[mi])]] = (ap_MaxTis[mi], years[int(ap_lows[mi])], years[int(ap_highs[mi])-1])
          
    except Exception as e:
      print "Exception -----------------------------------------------------------"
      try:
        print "mi",mi
        #print "years",years
        print "ap_MaxIndexes",ap_MaxIndexes
        print "ap_MaxTis",ap_MaxTis
        print "ap_lows",ap_lows
        print "ap_highs",ap_highs
        print "self.__breakyears",self.__breakyears
        print "years[int(ap_MaxIndexes[int(mi)])]",years[int(ap_MaxIndexes[int(mi)])]
      except:
        pass
      print bivariate.ExceptionInfo()
      raise recurseTestException("Reporting loop of __init__: "+str(stepn)+" "+str(e))
コード例 #9
0
ファイル: classify.py プロジェクト: jimricketts/4Roger_RCP
@author: James
"""

#classify_breaks
import numpy as np;
import bivariate_multi as bivariate
import random
def classify(ys, years, Year, window=10, span=2):
  spins=range(-span, span+1)
  counts=np.zeros(np.shape(ys))
  pos=list(years).index(Year)
#  if #need to think about what if window - span < 0
  for i in spins:
    lo=max(0, pos-window+i)
    hi=min(len(ys)+1, pos+window+i)
    yslice=ys[lo:hi]
#    yrslice=years[lo:hi]
#    slpos=list(yrslice).index(Year)
    for j in range(int(100/(2*span+1))):
      bv=bivariate.bivariate(yslice, np.array([random.random() for y in yslice]), anomalise=False, pr=0.01) #(testdata,controldata, anomalise=False, pr=0.01)
      bvpos=bv.maxIndexTi()
      counts[lo+bvpos]+=1
  return np.max(counts)/np.sum(counts)
  
if __name__ == "__main__":
  ys=np.array([0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1])
  ys=ys+np.array([0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9,0.99,1,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9])
  years=np.array([1900+i for i in range(len(ys))])
  bv1=bivariate.bivariate(ys, np.array([random.random() for y in ys]), anomalise=False, pr=0.01)     
  print classify(ys, years, years[bv1.maxIndexTi()])