def getCumDist(samps, cutOff = float("inf"), burnIn = 0):
sampDic = {}
for c, samp in sorted(samps.items()):
if samp > cutOff or c < burnIn:
continue
c = c - burnIn
try:
sampDic[samp] += 1
except:
sampDic[samp] = 1.0
return pu.norm(sampDic)
def calcKLTest(post, samps, freq = float("inf"), show=True, col=None, plot=True, cutOff = float("inf"), burnIn = 0, alpha=0.5):
sampDic = {}
if isinstance(samps, list):
samps = dict([(i+1,samps[i]) for i in range(len(samps))])
xs = []
ys = []
prevC = 0
sampList = []
for c, samp in sorted(samps.items()):
if samp > cutOff or c < burnIn:
continue
c = c - burnIn
sampList.append(samp)
try:
sampDic[samp] += 1
except:
sampDic[samp] = 1.0
kl = getKLDiv(pu.norm(sampDic), post)
xs.append(c)
ys.append(kl)
if (c+1) / freq > prevC:
prevC += 1
plt.hist(sampList, 100)
plt.title(str(c) + " " + str(kl))
#plt.show()
if not plot:
return xs, ys
else:
if col:
ax, = plt.plot(xs,ys, col, alpha=alpha)
else:
ax, = plt.plot(xs,ys)
plt.yscale("log", basey=2)
plt.xscale("log")
if show:
plt.show()
return ax