def integrate(self, func, *args, **kwargs):
"""
Integrate func, by using n sample points. Right now, all params defined must be passed to args must be provided, but this will change soon.
Limitations:
func's signature must contain all parameters currently defined by the sampler, and with the same names. This is required so that the sample values can be passed consistently.
kwargs:
nmax -- total allowed number of sample points, will throw a warning if this number is reached before neff.
nmin -- minimum number of samples to allow, by default will be set to the end of the 'burnin' at n_adapt * n
neff -- Effective samples to collect before terminating. If not given, assume infinity
n -- Number of samples to integrate in a 'chunk' -- default is 1000
save_integrand -- Save the evaluated value of the integrand at the sample points with the sample point
history_mult -- Number of chunks (of size n) to use in the adaptive histogramming: only useful if there are parameters with adaptation enabled
tempering_exp -- Exponent to raise the weights of the 1-D marginalized histograms for adaptive sampling prior generation, by default it is 0 which will turn off adaptive sampling regardless of other settings
n_adapt -- number of chunks over which to allow the pdf to adapt. Default is zero, which will turn off adaptive sampling regardless of other settings
convergence_tests - dictionary of function pointers, each accepting self._rvs and self.params as arguments. CURRENTLY ONLY USED FOR REPORTING
maxval - Guess at the maximum value of the integrand -- used as a seed for the maxval counter
Pinning a value: By specifying a kwarg with the same of an existing parameter, it is possible to "pin" it. The sample draws will always be that value, and the sampling prior will use a delta function at that value.
"""
#
# Pin values
#
tempcdfdict, temppdfdict, temppriordict, temppdfnormdict = {}, {}, {}, {}
temppdfnormdict = defaultdict(lambda: 1.0)
for p, val in kwargs.iteritems():
if p in self.params:
# Store the previous pdf/cdf in case it's already defined
tempcdfdict[p] = self.cdf_inv[p]
temppdfdict[p] = self.pdf[p]
temppdfnormdict[p] = self._pdf_norm[p]
temppriordict[p] = self.prior_pdf[p]
# Set a new one to always return the same value
self.pdf[p] = functools.partial(delta_func_pdf_vector, val)
self._pdf_norm[p] = 1.0
self.prior_pdf[p] = functools.partial(delta_func_pdf_vector, val)
self.cdf_inv[p] = functools.partial(delta_func_samp_vector, val)
# This is a semi-hack to ensure that the integrand is called with
# the arguments in the right order
# FIXME: How dangerous is this?
args = func.func_code.co_varnames[:func.func_code.co_argcount]
if not MCSampler.match_params_from_args(args, self.params):
raise ValueError("All integrand variables must be represented by integral parameters.")
#
# Determine stopping conditions
#
nmax = kwargs["nmax"] if kwargs.has_key("nmax") else float("inf")
neff = kwargs["neff"] if kwargs.has_key("neff") else numpy.float128("inf")
n = kwargs["n"] if kwargs.has_key("n") else min(1000, nmax)
convergence_tests = kwargs["convergence_tests"] if kwargs.has_key("convergence_tests") else None
#
# Adaptive sampling parameters
#
n_history = int(kwargs["history_mult"]*n) if kwargs.has_key("history_mult") else None
tempering_exp = kwargs["tempering_exp"] if kwargs.has_key("tempering_exp") else 1.0
n_adapt = int(kwargs["n_adapt"]*n) if kwargs.has_key("n_adapt") else 0
nmax = kwargs["nmax"] if kwargs.has_key("nmax") else n_adapt
nmin = kwargs["nmin"] if kwargs.has_key("nmin") else n_adapt
save_intg = kwargs["save_intg"] if kwargs.has_key("save_intg") else False
nkeep = kwargs["save_intg"] if kwargs.has_key("save_intg") else None
# Corner case: we want all the samples, and we don't want them messed
# with, so everything is saved, but no sort is done
if nkeep is True:
nkeep = None
# FIXME: The adaptive step relies on the _rvs cache, so this has to be
# on in order to work
if n_adapt > 0 and tempering_exp > 0.0:
save_intg = True
deltalnL = kwargs['igrand_threshold_deltalnL'] if kwargs.has_key('igrand_threshold_deltalnL') else None # default is to return all
deltaP = kwargs["igrand_threshold_p"] if kwargs.has_key('igrand_threshold_p') else 0 # default is to omit 1e-7 of probability
show_evaluation_log = kwargs['verbose'] if kwargs.has_key('verbose') else False
if show_evaluation_log:
print(" .... mcsampler : providing verbose output ..... ")
int_val1 = numpy.float128(0)
self.ntotal = 0
maxval = kwargs["maxval"] if "maxval" in kwargs else -float("Inf")
old_maxval = maxval
maxlnL = -float("Inf")
eff_samp = 0
mean, var = None, None
last_convergence_test = defaultdict(lambda: False) # initialize record of tests
if show_evaluation_log:
print("walltime : iteration Neff ln(maxweight) lnLmarg ln(Z/Lmax) int_var")
socket = None
while self.ntotal < nmin or (eff_samp < neff and self.ntotal < nmax):
# Draw our sample points
p_s, p_prior, rv = self.draw(n, *self.params)
# Calculate the overall p_s assuming each pdf is independent
joint_p_s = numpy.prod(p_s, axis=0)
joint_p_prior = numpy.prod(p_prior, axis=0)
#
# Prevent zeroes in the sampling prior
#
# FIXME: If we get too many of these, we should bail
if (isinstance(joint_p_s, numpy.ndarray) and any(joint_p_s <= 0)) \
or (not isinstance(joint_p_s, numpy.ndarray) and joint_p_s <= 0):
for p in self.params:
self._rvs[p] = numpy.resize(self._rvs[p], len(self._rvs[p])-n)
print("Zero prior value detected, skipping.", file=sys.stderr)
continue
#
# Unpack rvs and evaluate integrand
#
if len(rv[0].shape) != 1:
rv = rv[0]
params = []
for item in self.params:
if isinstance(item, tuple):
params.extend(item)
else:
params.append(item)
unpacked = numpy.hstack([r.flatten() for r in rv]).reshape(len(args), -1)
unpacked = dict(zip(params, unpacked))
fval = func(**unpacked)
#
# Check if there is any practical contribution to the integral
#
# FIXME: While not technically a fatal error, this will kill the
# adaptive sampling
if fval.sum() == 0:
for p in self.params:
self._rvs[p] = numpy.resize(self._rvs[p], len(self._rvs[p])-n)
print("No contribution to integral, skipping.", file=sys.stderr)
continue
sample_n = numpy.arange(self.ntotal, self.ntotal + len(fval))
if save_intg:
# FIXME: The joint_prior, if not specified is set to one and
# will come out as a scalar here, hence the hack
if not isinstance(joint_p_prior, numpy.ndarray):
joint_p_prior = numpy.ones(fval.shape)*joint_p_prior
# FIXME: See warning at beginning of function. The prior values
# need to be moved out of this, as they are not part of MC
# integration
if self._rvs.has_key("integrand"):
self._rvs["integrand"] = numpy.hstack( (self._rvs["integrand"], fval) )
self._rvs["joint_prior"] = numpy.hstack( (self._rvs["joint_prior"], joint_p_prior) )
self._rvs["joint_s_prior"] = numpy.hstack( (self._rvs["joint_s_prior"], joint_p_s) )
self._rvs["weights"] = numpy.hstack( (self._rvs["weights"], fval*joint_p_prior/joint_p_s) )
self._rvs["sample_n"] = numpy.hstack( (self._rvs["sample_n"], sample_n) )
else:
self._rvs["integrand"] = fval
self._rvs["joint_prior"] = joint_p_prior
self._rvs["joint_s_prior"] = joint_p_s
self._rvs["weights"] = fval*joint_p_prior/joint_p_s
self._rvs["sample_n"] = sample_n
# Calculate the integral over this chunk
int_val = fval * joint_p_prior / joint_p_s
# Calculate max L (a useful convergence feature) for debug
# reporting. Not used for integration
# Try to avoid nan's
maxlnL = numpy.log(numpy.max([numpy.exp(maxlnL), numpy.max(fval),numpy.exp(-100)])) # note if f<0, this will return nearly 0
# Calculate the effective samples via max over the current
# evaluations
maxval = [max(maxval, int_val[0]) if int_val[0] != 0 else maxval]
for v in int_val[1:]:
maxval.append( v if v > maxval[-1] and v != 0 else maxval[-1] )
# running variance
var = statutils.cumvar(int_val, mean, var, self.ntotal)[-1]
# running integral
int_val1 += int_val.sum()
# running number of evaluations
self.ntotal += n
# FIXME: Likely redundant with int_val1
mean = int_val1/self.ntotal
maxval = maxval[-1]
eff_samp = int_val1/maxval
# Throw exception if we get infinity or nan
if math.isnan(eff_samp):
raise NanOrInf("Effective samples = nan")
if maxlnL is float("Inf"):
raise NanOrInf("maxlnL = inf")
if show_evaluation_log:
print("{0:.3f} : {1:d} {2:.5f} {3:.2f} {4:.2f} {5:.2f} {6:.3f}".format(time.time(), self.ntotal, eff_samp, math.log(maxval), numpy.log(int_val1 / self.ntotal), numpy.log(int_val1 / self.ntotal) - maxlnL, numpy.sqrt(var * self.ntotal) / int_val1))
if (not convergence_tests) and self.ntotal >= nmin and self.ntotal >= nmax and neff != float("inf"):
print("WARNING: User requested maximum number of samples reached... bailing.", file=sys.stderr)
#
# Convergence tests
#
if convergence_tests:
converged = True
for key in convergence_tests.keys():
last_convergence_test[key] = convergence_tests[key](self._rvs, self.params)
converged &= las_convergence_test[key]
if convergence_tests and show_evaluation_log: # Print status of each test
for key in convergence_tests:
print(" -- Convergence test status : ", key, last_convergence_test[key])
self._address, self._port = "pcdev2.nemo.phys.uwm.edu", 1890
#if self._address is not None:
if False:
dims = ("distance", "inclination", "right_ascension",
"declination", "integrand", "joint_prior", "joint_s_prior")
send_data = synchlib.prepare_data(self._rvs, dims, self.ntotal - n)
self.socket = synchlib.send_samples(send_data, self._address, self._port, verbose=True, socket=self.socket)
#
# The total number of adaptive steps is reached
#
# FIXME: We need a better stopping condition here
if self.ntotal >= n_adapt and maxval == old_maxval:
# Downsample points
if save_intg and nkeep is not None:
pt_sort = self._rvs["weights"].argsort()[-nkeep:]
for key in self._rvs:
if len(self._rvs[key].shape) > 1:
self._rvs[key] = self._rvs[key][:,pt_sort]
else:
self._rvs[key] = self._rvs[key][pt_sort]
continue
old_maxval = maxval
#
# Iterate through each of the parameters, updating the sampling
# prior PDF according to the 1-D marginalization
#
for itr, p in enumerate(self.params):
# FIXME: The second part of this condition should be made more
# specific to pinned parameters
if p not in self.adaptive or p in kwargs.keys():
continue
points = self._rvs[p][-n_history:]
weights = (self._rvs["integrand"][-n_history:]*self._rvs["joint_prior"][-n_history:])**tempering_exp
self._hist[p] = statutils.get_adaptive_binning(points, (self.llim[p], self.rlim[p]))
for pt, w in zip(points, weights):
self._hist[p][pt,] += w
self._hist[p].array += self._hist[p].array.mean()
rate.filter_array(self._hist[p].array, rate.tophat_window(3))
norm = numpy.sum(self._hist[p].array * self._hist[p].bins.volumes())
self._hist[p].array /= norm
# FIXME: Stupid pet trick while numpy version is lacking
self.pdf[p] = numpy.frompyfunc(rate.InterpBinnedArray(self._hist[p]), 1, 1)
#with open("%s_%d_hist.txt" % (p, self.ntotal), "w") as fout:
#for c, pdf in zip(self._hist[p].centres()[0], self._hist[p].array):
#print >>fout, "%f %g" % (c, pdf)
self.cdf[p] = self.cdf_function(p)
self.cdf_inv[p] = self.cdf_inverse(p)
# If we were pinning any values, undo the changes we did before
self.cdf_inv.update(tempcdfdict)
self.pdf.update(temppdfdict)
self._pdf_norm.update(temppdfnormdict)
self.prior_pdf.update(temppriordict)
# Clean out the _rvs arrays for 'irrelevant' points
# - create the cumulative weights
if "weights" in self._rvs and deltaP > 0:
# Sort the weights with the deltaL masked applied
sorted_weights = self._rvs["weights"].argsort()
# Make the (unnormalized) CDF
total_weight = self._rvs["weights"][sorted_weights].cumsum()
# Find the deltaP cutoff index
idx = numpy.searchsorted(total_weight, deltaP*total_weight[-1], 'left')
sorted_weights = sorted_weights[idx:]
# Remove all samples which contribute to smallest 1e-3 of cumulative
# probability
for key in self._rvs.keys():
if isinstance(key, tuple):
self._rvs[key] = self._rvs[key][:,sorted_weights]
else:
self._rvs[key] = self._rvs[key][sorted_weights]
if "integrand" in self._rvs and deltalnL is not None:
deltal_mask = numpy.log(self._rvs["integrand"]) > (maxlnL - deltalnL)
# Remove all samples which do not have L > maxlnL - deltalnL
for key in self._rvs.keys():
if isinstance(key, tuple):
self._rvs[key] = self._rvs[key][:,deltal_mask]
else:
self._rvs[key] = self._rvs[key][deltal_mask]
# Create extra dictionary to return things
dict_return ={}
if convergence_tests is not None:
dict_return["convergence_test_results"] = last_convergence_test
return int_val1/self.ntotal, var/self.ntotal, eff_samp, dict_return
def integrate(self, func, *args, **kwargs):
"""
Integrate func, by using n sample points. Right now, all params defined must be passed to args must be provided, but this will change soon.
Limitations:
func's signature must contain all parameters currently defined by the sampler, and with the same names. This is required so that the sample values can be passed consistently.
kwargs:
nmax -- total allowed number of sample points, will throw a warning if this number is reached before neff.
nmin -- minimum number of samples to allow, by default will be set to the end of the 'burnin' at n_adapt * n
neff -- Effective samples to collect before terminating. If not given, assume infinity
n -- Number of samples to integrate in a 'chunk' -- default is 1000
save_integrand -- Save the evaluated value of the integrand at the sample points with the sample point
history_mult -- Number of chunks (of size n) to use in the adaptive histogramming: only useful if there are parameters with adaptation enabled
tempering_exp -- Exponent to raise the weights of the 1-D marginalized histograms for adaptive sampling prior generation, by default it is 0 which will turn off adaptive sampling regardless of other settings
n_adapt -- number of chunks over which to allow the pdf to adapt. Default is zero, which will turn off adaptive sampling regardless of other settings
convergence_tests - dictionary of function pointers, each accepting self._rvs and self.params as arguments. CURRENTLY ONLY USED FOR REPORTING
maxval - Guess at the maximum value of the integrand -- used as a seed for the maxval counter
Pinning a value: By specifying a kwarg with the same of an existing parameter, it is possible to "pin" it. The sample draws will always be that value, and the sampling prior will use a delta function at that value.
"""
#
# Pin values
#
tempcdfdict, temppdfdict, temppriordict, temppdfnormdict = {}, {}, {}, {}
temppdfnormdict = defaultdict(lambda: 1.0)
for p, val in kwargs.iteritems():
if p in self.params:
# Store the previous pdf/cdf in case it's already defined
tempcdfdict[p] = self.cdf_inv[p]
temppdfdict[p] = self.pdf[p]
temppdfnormdict[p] = self._pdf_norm[p]
temppriordict[p] = self.prior_pdf[p]
# Set a new one to always return the same value
self.pdf[p] = functools.partial(delta_func_pdf_vector, val)
self._pdf_norm[p] = 1.0
self.prior_pdf[p] = functools.partial(delta_func_pdf_vector, val)
self.cdf_inv[p] = functools.partial(delta_func_samp_vector, val)
# This is a semi-hack to ensure that the integrand is called with
# the arguments in the right order
# FIXME: How dangerous is this?
args = func.func_code.co_varnames[:func.func_code.co_argcount]
if not MCSampler.match_params_from_args(args, self.params):
raise ValueError("All integrand variables must be represented by integral parameters.")
#
# Determine stopping conditions
#
nmax = kwargs["nmax"] if kwargs.has_key("nmax") else float("inf")
neff = kwargs["neff"] if kwargs.has_key("neff") else numpy.float128("inf")
n = kwargs["n"] if kwargs.has_key("n") else min(1000, nmax)
convergence_tests = kwargs["convergence_tests"] if kwargs.has_key("convergence_tests") else None
#
# Adaptive sampling parameters
#
n_history = int(kwargs["history_mult"]*n) if kwargs.has_key("history_mult") else None
tempering_exp = kwargs["tempering_exp"] if kwargs.has_key("tempering_exp") else 1.0
n_adapt = int(kwargs["n_adapt"]*n) if kwargs.has_key("n_adapt") else 0
nmax = kwargs["nmax"] if kwargs.has_key("nmax") else n_adapt
nmin = kwargs["nmin"] if kwargs.has_key("nmin") else n_adapt
save_intg = kwargs["save_intg"] if kwargs.has_key("save_intg") else False
nkeep = kwargs["save_intg"] if kwargs.has_key("save_intg") else None
# Corner case: we want all the samples, and we don't want them messed
# with, so everything is saved, but no sort is done
if nkeep is True:
nkeep = None
# FIXME: The adaptive step relies on the _rvs cache, so this has to be
# on in order to work
if n_adapt > 0 and tempering_exp > 0.0:
save_intg = True
deltalnL = kwargs['igrand_threshold_deltalnL'] if kwargs.has_key('igrand_threshold_deltalnL') else None # default is to return all
deltaP = kwargs["igrand_threshold_p"] if kwargs.has_key('igrand_threshold_p') else 0 # default is to omit 1e-7 of probability
show_evaluation_log = kwargs['verbose'] if kwargs.has_key('verbose') else False
if show_evaluation_log:
print " .... mcsampler : providing verbose output ..... "
int_val1 = numpy.float128(0)
self.ntotal = 0
maxval = kwargs["maxval"] if "maxval" in kwargs else -float("Inf")
old_maxval = maxval
maxlnL = -float("Inf")
eff_samp = 0
mean, var = None, None
last_convergence_test = defaultdict(lambda: False) # initialize record of tests
if show_evaluation_log:
print "walltime : iteration Neff ln(maxweight) lnLmarg ln(Z/Lmax) int_var"
socket = None
while self.ntotal < nmin or (eff_samp < neff and self.ntotal < nmax):
# Draw our sample points
p_s, p_prior, rv = self.draw(n, *self.params)
# Calculate the overall p_s assuming each pdf is independent
joint_p_s = numpy.prod(p_s, axis=0)
joint_p_prior = numpy.prod(p_prior, axis=0)
#
# Prevent zeroes in the sampling prior
#
# FIXME: If we get too many of these, we should bail
if (isinstance(joint_p_s, numpy.ndarray) and any(joint_p_s <= 0)) \
or (not isinstance(joint_p_s, numpy.ndarray) and joint_p_s <= 0):
for p in self.params:
self._rvs[p] = numpy.resize(self._rvs[p], len(self._rvs[p])-n)
print >>sys.stderr, "Zero prior value detected, skipping."
continue
#
# Unpack rvs and evaluate integrand
#
if len(rv[0].shape) != 1:
rv = rv[0]
params = []
for item in self.params:
if isinstance(item, tuple):
params.extend(item)
else:
params.append(item)
unpacked = numpy.hstack([r.flatten() for r in rv]).reshape(len(args), -1)
unpacked = dict(zip(params, unpacked))
fval = func(**unpacked)
#
# Check if there is any practical contribution to the integral
#
# FIXME: While not technically a fatal error, this will kill the
# adaptive sampling
if fval.sum() == 0:
for p in self.params:
self._rvs[p] = numpy.resize(self._rvs[p], len(self._rvs[p])-n)
print >>sys.stderr, "No contribution to integral, skipping."
continue
sample_n = numpy.arange(self.ntotal, self.ntotal + len(fval))
if save_intg:
# FIXME: The joint_prior, if not specified is set to one and
# will come out as a scalar here, hence the hack
if not isinstance(joint_p_prior, numpy.ndarray):
joint_p_prior = numpy.ones(fval.shape)*joint_p_prior
# FIXME: See warning at beginning of function. The prior values
# need to be moved out of this, as they are not part of MC
# integration
if self._rvs.has_key("integrand"):
self._rvs["integrand"] = numpy.hstack( (self._rvs["integrand"], fval) )
self._rvs["joint_prior"] = numpy.hstack( (self._rvs["joint_prior"], joint_p_prior) )
self._rvs["joint_s_prior"] = numpy.hstack( (self._rvs["joint_s_prior"], joint_p_s) )
self._rvs["weights"] = numpy.hstack( (self._rvs["weights"], fval*joint_p_prior/joint_p_s) )
self._rvs["sample_n"] = numpy.hstack( (self._rvs["sample_n"], sample_n) )
else:
self._rvs["integrand"] = fval
self._rvs["joint_prior"] = joint_p_prior
self._rvs["joint_s_prior"] = joint_p_s
self._rvs["weights"] = fval*joint_p_prior/joint_p_s
self._rvs["sample_n"] = sample_n
# Calculate the integral over this chunk
int_val = fval * joint_p_prior / joint_p_s
# Calculate max L (a useful convergence feature) for debug
# reporting. Not used for integration
# Try to avoid nan's
maxlnL = numpy.log(numpy.max([numpy.exp(maxlnL), numpy.max(fval),numpy.exp(-100)])) # note if f<0, this will return nearly 0
# Calculate the effective samples via max over the current
# evaluations
maxval = [max(maxval, int_val[0]) if int_val[0] != 0 else maxval]
for v in int_val[1:]:
maxval.append( v if v > maxval[-1] and v != 0 else maxval[-1] )
# running variance
var = statutils.cumvar(int_val, mean, var, self.ntotal)[-1]
# running integral
int_val1 += int_val.sum()
# running number of evaluations
self.ntotal += n
# FIXME: Likely redundant with int_val1
mean = int_val1/self.ntotal
maxval = maxval[-1]
eff_samp = int_val1/maxval
# Throw exception if we get infinity or nan
if math.isnan(eff_samp):
raise NanOrInf("Effective samples = nan")
if maxlnL is float("Inf"):
raise NanOrInf("maxlnL = inf")
if show_evaluation_log:
print int(time.time()), ": ", self.ntotal, eff_samp, math.log(maxval), numpy.log(int_val1/self.ntotal), numpy.log(int_val1/self.ntotal)-maxlnL, numpy.sqrt(var*self.ntotal)/int_val1
if (not convergence_tests) and self.ntotal >= nmin and self.ntotal >= nmax and neff != float("inf"):
print >>sys.stderr, "WARNING: User requested maximum number of samples reached... bailing."
#
# Convergence tests
#
if convergence_tests:
converged = True
for key in convergence_tests.keys():
last_convergence_test[key] = convergence_tests[key](self._rvs, self.params)
converged &= las_convergence_test[key]
if convergence_tests and show_evaluation_log: # Print status of each test
for key in convergence_tests:
print " -- Convergence test status : ", key, last_convergence_test[key]
self._address, self._port = "pcdev2.nemo.phys.uwm.edu", 1890
#if self._address is not None:
if False:
dims = ("distance", "inclination", "right_ascension",
"declination", "integrand", "joint_prior", "joint_s_prior")
send_data = synchlib.prepare_data(self._rvs, dims, self.ntotal - n)
self.socket = synchlib.send_samples(send_data, self._address, self._port, verbose=True, socket=self.socket)
#
# The total number of adaptive steps is reached
#
# FIXME: We need a better stopping condition here
if self.ntotal >= n_adapt and maxval == old_maxval:
# Downsample points
if save_intg and nkeep is not None:
pt_sort = self._rvs["weights"].argsort()[-nkeep:]
for key in self._rvs:
if len(self._rvs[key].shape) > 1:
self._rvs[key] = self._rvs[key][:,pt_sort]
else:
self._rvs[key] = self._rvs[key][pt_sort]
continue
old_maxval = maxval
#
# Iterate through each of the parameters, updating the sampling
# prior PDF according to the 1-D marginalization
#
for itr, p in enumerate(self.params):
# FIXME: The second part of this condition should be made more
# specific to pinned parameters
if p not in self.adaptive or p in kwargs.keys():
continue
points = self._rvs[p][-n_history:]
weights = (self._rvs["integrand"][-n_history:]*self._rvs["joint_prior"][-n_history:])**tempering_exp
self._hist[p] = statutils.get_adaptive_binning(points, (self.llim[p], self.rlim[p]))
for pt, w in zip(points, weights):
self._hist[p][pt,] += w
self._hist[p].array += self._hist[p].array.mean()
rate.filter_array(self._hist[p].array, rate.tophat_window(3))
norm = numpy.sum(self._hist[p].array * self._hist[p].bins.volumes())
self._hist[p].array /= norm
# FIXME: Stupid pet trick while numpy version is lacking
self.pdf[p] = numpy.frompyfunc(rate.InterpBinnedArray(self._hist[p]), 1, 1)
#with open("%s_%d_hist.txt" % (p, self.ntotal), "w") as fout:
#for c, pdf in zip(self._hist[p].centres()[0], self._hist[p].array):
#print >>fout, "%f %g" % (c, pdf)
self.cdf[p] = self.cdf_function(p)
self.cdf_inv[p] = self.cdf_inverse(p)
# If we were pinning any values, undo the changes we did before
self.cdf_inv.update(tempcdfdict)
self.pdf.update(temppdfdict)
self._pdf_norm.update(temppdfnormdict)
self.prior_pdf.update(temppriordict)
# Clean out the _rvs arrays for 'irrelevant' points
# - create the cumulative weights
if "weights" in self._rvs and deltaP > 0:
# Sort the weights with the deltaL masked applied
sorted_weights = self._rvs["weights"].argsort()
# Make the (unnormalized) CDF
total_weight = self._rvs["weights"][sorted_weights].cumsum()
# Find the deltaP cutoff index
idx = numpy.searchsorted(total_weight, deltaP*total_weight[-1], 'left')
sorted_weights = sorted_weights[idx:]
# Remove all samples which contribute to smallest 1e-3 of cumulative
# probability
for key in self._rvs.keys():
if isinstance(key, tuple):
self._rvs[key] = self._rvs[key][:,sorted_weights]
else:
self._rvs[key] = self._rvs[key][sorted_weights]
if "integrand" in self._rvs and deltalnL is not None:
deltal_mask = numpy.log(self._rvs["integrand"]) > (maxlnL - deltalnL)
# Remove all samples which do not have L > maxlnL - deltalnL
for key in self._rvs.keys():
if isinstance(key, tuple):
self._rvs[key] = self._rvs[key][:,deltal_mask]
else:
self._rvs[key] = self._rvs[key][deltal_mask]
# Create extra dictionary to return things
dict_return ={}
if convergence_tests is not None:
dict_return["convergence_test_results"] = last_convergence_test
return int_val1/self.ntotal, var/self.ntotal, eff_samp, dict_return