def _prune(self, fit, p_max):
"""
If the fit contains statistically insignificant parameters, remove them.
Returns a pruned fit where all parameters have p-values of the t-statistic below p_max
Parameters
----------
fit: fm.ols fit object
Can contain insignificant parameters
p_max : float
Maximum allowed probability of the t-statistic
Returns
-------
fit: fm.ols fit object
Won't contain any insignificant parameters
"""
model_desc = ModelDesc(
fit.model.formula.lhs_termlist[:], fit.model.formula.rhs_termlist[:])
to_prune = fit.pvalues.where(
fit.pvalues > p_max).dropna().index.tolist()
to_prune.remove('Intercept')
while to_prune:
model_desc.rhs_termlist.remove(Term([LookupFactor(to_prune[0])]))
fit = fm.ols(model_desc, data=self.data_frame).fit()
to_prune = fit.pvalues.where(
fit.pvalues > p_max).dropna().index.tolist()
to_prune.remove('Intercept')
return fit
def _build_targets(formula, data):
y, _ = dmatrices(ModelDesc(formula.lhs_termlist, list()), data)
y = np.ravel(y)
y = np.array(y)
return y
def _do_analysis_no_cross_validation(self):
"""
Find the best model (fit) and create self.list_of_fits and self.fit
"""
# first model is just the mean
response_term = [Term([LookupFactor(self.y)])]
model_terms = [Term([])] # empty term is the intercept
all_model_terms_dict = {
x: Term([LookupFactor(x)])
for x in self.list_of_x
}
# ...then add another term for each candidate
#model_terms += [Term([LookupFactor(c)]) for c in candidates]
model_desc = ModelDesc(response_term, model_terms)
self._list_of_fits.append(fm.ols(model_desc, data=self.df).fit())
# try to improve the model until no improvements can be found
while all_model_terms_dict:
# try each x and overwrite the best_fit if we find a better one
# the first best_fit is the one from the previous round
ref_fit = self._list_of_fits[-1]
best_fit = self._list_of_fits[-1]
best_bic = best_fit.bic
for x, term in all_model_terms_dict.items():
# make new_fit, compare with best found so far
model_desc = ModelDesc(
response_term, ref_fit.model.formula.rhs_termlist + [term])
fit = fm.ols(model_desc, data=self.df).fit()
if fit.bic < best_bic:
best_bic = fit.bic
best_fit = fit
best_x = x
# Sometimes, the obtained fit may be better, but contains unsignificant parameters.
# Correct the fit by removing the unsignificant parameters and estimate again
best_fit = self._prune(best_fit, p_max=self.p_max)
# if best_fit does not contain more variables than ref fit, exit
if len(best_fit.model.formula.rhs_termlist) == len(
ref_fit.model.formula.rhs_termlist):
break
else:
self._list_of_fits.append(best_fit)
all_model_terms_dict.pop(best_x)
self._fit = self._list_of_fits[-1]
def create_patsy_model(dependent_variable, independent_variables, transformations={}, interactions=[]):
'''
Construct and return patsy formula (object representation)
'''
# 1) Handling passing in [{'name': X}] vs [X]
lhs_var = dependent_variable
rhs_vars = independent_variables
if 'name' in dependent_variable:
lhs_var = dependent_variable['name']
if 'name' in independent_variables[0]:
new_rhs_vars = []
for iv in independent_variables:
if type(iv) is list:
new_rhs_vars.append([x['name'] for x in iv])
else:
if 'name' in iv:
new_rhs_vars.append(iv['name'])
else:
new_rhs_vars.append(iv)
rhs_vars = new_rhs_vars
if interactions:
first_interaction = interactions[0]
if 'name' in first_interaction:
new_interactions = []
for interaction in interactions:
new_interactions.append([term['name'] for term in interaction])
rhs_interactions = new_interactions
else:
rhs_interactions = interactions
# 2) Constructing model
lhs = [ Term([LookupFactor(lhs_var)]) ]
rhs = [ Term([]) ]
for rhs_var in rhs_vars:
if type(rhs_var) is list:
rhs += [ Term([ LookupFactor(term) for term in rhs_var ]) ]
else:
if rhs_var in transformations:
transformation = transformations[rhs_var]
if transformation == 'square':
rhs += [ Term([ LookupFactor(rhs_var) ]) ]
format_string = transformation_to_format_string[transformation]
rhs += [ Term([ EvalFactor(format_string.format(rhs_var)) ]) ]
else:
rhs += [ Term([ LookupFactor(rhs_var) ]) ]
if interactions:
rhs += [ Term([ LookupFactor(term) for term in interaction ]) for interaction in rhs_interactions ]
model = ModelDesc(lhs, rhs)
return model
def dict_to_model_desc(dictionary):
"""Return a string representation of a patsy ModelDesc object"""
lhs_termlist = [Term([LookupFactor(dictionary['lhs_termlist'][0])])]
rhs_termlist = []
for name in dictionary['rhs_termlist']:
if name == '':
rhs_termlist.append(Term([]))
else:
rhs_termlist.append(Term([LookupFactor(name)]))
return ModelDesc(lhs_termlist, rhs_termlist)
def _prune(self, fit, p_max):
"""
If the fit contains statistically insignificant parameters, remove them.
Returns a pruned fit where all parameters have p-values of the t-statistic below p_max
Parameters
----------
fit: fm.ols fit object
Can contain insignificant parameters
p_max : float
Maximum allowed probability of the t-statistic
Returns
-------
fit: fm.ols fit object
Won't contain any insignificant parameters
"""
def remove_from_model_desc(x, model_desc):
"""
Return a model_desc without x
"""
rhs_termlist = []
for t in model_desc.rhs_termlist:
if not t.factors:
# intercept, add anyway
rhs_termlist.append(t)
elif not x == t.factors[0]._varname:
# this is not the term with x
rhs_termlist.append(t)
md = ModelDesc(model_desc.lhs_termlist, rhs_termlist)
return md
corrected_model_desc = ModelDesc(fit.model.formula.lhs_termlist[:],
fit.model.formula.rhs_termlist[:])
pars_to_prune = fit.pvalues.where(
fit.pvalues > p_max).dropna().index.tolist()
try:
pars_to_prune.remove('Intercept')
except:
pass
while pars_to_prune:
corrected_model_desc = remove_from_model_desc(
pars_to_prune[0], corrected_model_desc)
fit = fm.ols(corrected_model_desc, data=self.df).fit()
pars_to_prune = fit.pvalues.where(
fit.pvalues > p_max).dropna().index.tolist()
try:
pars_to_prune.remove('Intercept')
except:
pass
return fit
def _modeldesc_from_dict(self, d):
"""Return a string representation of a patsy ModelDesc object"""
lhs_termlist = [Term([LookupFactor(d['lhs_termlist'][0])])]
rhs_termlist = []
for name in d['rhs_termlist']:
if name == '':
rhs_termlist.append(Term([]))
else:
rhs_termlist.append(Term([LookupFactor(name)]))
md = ModelDesc(lhs_termlist, rhs_termlist)
return md
def remove_from_model_desc(x, model_desc):
"""
Return a model_desc without x
"""
rhs_termlist = []
for t in model_desc.rhs_termlist:
if not t.factors:
# intercept, add anyway
rhs_termlist.append(t)
elif not x == t.factors[0]._varname:
# this is not the term with x
rhs_termlist.append(t)
md = ModelDesc(model_desc.lhs_termlist, rhs_termlist)
return md
def build_model_desc(snps, no_interactions):
"""
Creates the model description (formula)
:param snps: The selected snp labels
:param no_interactions: If false, interactions will not be included in the model
:return: The model description
"""
x_terms = []
for i in range(len(snps)):
# Main effects
snp_i = EvalFactor(snps[i])
x_terms.append(Term([snp_i]))
if not no_interactions:
for j in range(i + 1, len(snps)):
# Interaction effects
snp_j = EvalFactor(snps[j])
x_terms.append(Term([snp_i, snp_j]))
return ModelDesc([], x_terms)
def _do_analysis_cross_validation(self):
"""
Find the best model (fit) based on cross-valiation (leave one out)
"""
assert len(self.data_frame) < 15, "Minimum 15 datapoints"
# initialization: first model is the mean, but compute cv correctly.
errors = []
response_term = [Term([LookupFactor(self.dependent_var)])]
model_desc = ModelDesc(response_term, [Term([])])
for i in self.data_frame.index:
# make new_fit, compute cross-validation and store error
data_frame_ = self.data_frame.drop(i, axis=0)
fit = fm.ols(model_desc, data=data_frame_).fit()
cross_prediction = self._predict(
fit=fit, data_frame=self.data_frame.loc[[i], :])
errors.append(
cross_prediction['predicted'] - cross_prediction[self.dependent_var])
self._list_of_fits = [fm.ols(model_desc, data=self.data_frame).fit()]
self.list_of_cverrors = [np.mean(np.abs(np.array(errors)))]
# try to improve the model until no improvements can be found
all_model_terms_dict = {x: Term([LookupFactor(x)])
for x in self.list_of_x}
while all_model_terms_dict:
# import pdb;pdb.set_trace()
# try each x in all_exog and overwrite if we find a better one
# at the end of iteration (and not earlier), save the best of the iteration
better_model_found = False
best = {
"fit": self._list_of_fits[-1],
"cverror": self.list_of_cverrors[-1]
}
for value, term in all_model_terms_dict.items():
model_desc = ModelDesc(
response_term, self._list_of_fits[-1].model.formula.rhs_termlist + [term])
# cross_validation, currently only implemented for monthly data
# compute the mean error for a given formula based on leave-one-out.
errors = []
for i in self.data_frame.index:
# make new_fit, compute cross-validation and store error
data_frame_ = self.data_frame.drop(i, axis=0)
fit = fm.ols(model_desc, data=data_frame_).fit()
cross_prediction = self._predict(
fit=fit, data_frame=self.data_frame.loc[[i], :])
errors.append(
cross_prediction['predicted'] - cross_prediction[self.dependent_var])
cverror = np.mean(np.abs(np.array(errors)))
# compare the model with the current fit
if cverror < best['cverror']:
# better model, keep it
# first, reidentify using all the datapoints
best['fit'] = fm.ols(
model_desc, data=self.data_frame).fit()
best['cverror'] = cverror
better_model_found = True
best_val = value
if better_model_found:
self._list_of_fits.append(best['fit'])
self.list_of_cverrors.append(best['cverror'])
else:
# if we did not find a better model, exit
break
# next iteration with the found exog removed
all_model_terms_dict.pop(best_val)
self._fit = self._list_of_fits[-1]
execfile("code/03-DataPrep.py")
from patsy import dmatrices, ModelDesc, Term, LookupFactor
from sklearn.metrics import roc_curve
from sklearn.model_selection import cross_val_score
from sklearn import linear_model
from sklearn.feature_selection import SelectFromModel
import numpy as np
'''
model 1 - logistic regression with L1 regularization
'''
formula = ModelDesc([Term([LookupFactor('rating')])], [Term([LookupFactor(c)]) for c in orgfeatures])
y, x = dmatrices(formula, rawdf, return_type="dataframe")
y = y.values.flatten()
logreg = linear_model.LogisticRegression(C=0.1, penalty='l1', tol=0.01)
logreg.fit(x, y)
scores = cross_val_score(logreg, x, y, cv=5)
print("Accuracy: %0.2f (+/- %0.2f)" % (scores.mean(), scores.std() * 2))
coeffdf = pd.DataFrame({'feature': x.columns, 'coeff': np.transpose(logreg.coef_).flatten()})
nflist = coeffdf[coeffdf.coeff != 0].feature.values.tolist()
print(len(nflist))
# feature selection using best model from cross validation and get the best features
fslogreg = linear_model.LogisticRegressionCV(penalty='l1', solver='liblinear')
fslogreg.fit(x, y)
def _group_model(spreadsheet=None,
contrastdicts=None,
variabledicts=None,
subjects=None):
rawdataframe = loadspreadsheet(spreadsheet)
id_column = None
for variabledict in variabledicts:
if variabledict["type"] == "id":
id_column = variabledict["name"]
break
assert id_column is not None, "Missing id column, cannot specify model"
rawdataframe[id_column] = pd.Series(rawdataframe[id_column], dtype=str)
if all(str(id).startswith("sub-")
for id in rawdataframe[id_column]): # for bids
rawdataframe[id_column] = [
str(id).replace("sub-", "") for id in rawdataframe[id_column]
]
rawdataframe = rawdataframe.set_index(id_column)
continuous_columns = []
categorical_columns = []
columns_in_order = []
for variabledict in variabledicts:
if variabledict["type"] == "continuous":
continuous_columns.append(variabledict["name"])
columns_in_order.append(variabledict["name"])
elif variabledict["type"] == "categorical":
categorical_columns.append(variabledict["name"])
columns_in_order.append(variabledict["name"])
# separate
continuous = rawdataframe[continuous_columns]
categorical = rawdataframe[categorical_columns]
# only keep subjects that are in this analysis
# also sets order
continuous = continuous.loc[subjects, :]
categorical = categorical.loc[subjects, :]
# Demean continuous for flameo
continuous -= continuous.mean()
# replace np.nan by 0 for demeaned_continuous file and regression models
continuous = continuous.replace({np.nan: 0})
# change type first to string then to category
categorical = categorical.astype(str)
categorical = categorical.astype("category")
# merge
dataframe = categorical.join(continuous, how="outer").loc[subjects, :]
# maintain order
dataframe = dataframe[columns_in_order]
# remove zero variance columns
columns_var_gt_0 = dataframe.apply(pd.Series.nunique) > 1
dataframe = dataframe.loc[:, columns_var_gt_0]
# don't need to specify lhs
lhs = []
# generate rhs
rhs = [Term([])] # force intercept
for contrastdict in contrastdicts:
if contrastdict["type"] == "infer":
# for every term in the model a contrast of type infer needs to be specified
rhs.append(
Term([LookupFactor(name)
for name in contrastdict["variable"]]))
# specify patsy design matrix
modelDesc = ModelDesc(lhs, rhs)
dmat = dmatrix(modelDesc, dataframe, return_type="dataframe")
_check_multicollinearity(dmat)
# prepare lsmeans
uniqueValuesForCategorical = [(0.0, ) if pd.api.types.is_numeric_dtype(
dataframe[f].dtype) else dataframe[f].unique()
for f in dataframe.columns]
grid = pd.DataFrame(list(product(*uniqueValuesForCategorical)),
columns=dataframe.columns)
refDmat = dmatrix(dmat.design_info, grid, return_type="dataframe")
# data frame to store contrasts
contrastMats = []
for field, columnslice in dmat.design_info.term_name_slices.items():
constraint = {
column: 0
for column in dmat.design_info.column_names[columnslice]
}
contrast = dmat.design_info.linear_constraint(constraint)
assert np.all(contrast.variable_names == dmat.columns)
contrastMat = pd.DataFrame(contrast.coefs, columns=dmat.columns)
contrastMats.append((field, contrastMat))
for contrastdict in contrastdicts:
if contrastdict["type"] == "t":
(variable, ) = contrastdict["variable"]
variableLevels = dataframe[variable].unique()
# Generate the lsmeans matrix where there is one row for each
# factor level. Each row is a contrast vector.
# This contrast vector corresponds to the mean of the dependent
# variable at the factor level.
# For example, we would have one row that calculates the mean
# for patients, and one for controls.
lsmeans = pd.DataFrame(index=variableLevels, columns=dmat.columns)
for level in variableLevels:
lsmeans.loc[level, :] = refDmat.loc[grid[variable] ==
level, :].mean()
valueDict = contrastdict["values"]
names = [
name for name in valueDict.keys() if name in variableLevels
]
values = [valueDict[name] for name in names]
# If we wish to test the mean of each group against zero,
# we can simply use these contrasts and be done.
# To test a linear hypothesis such as patient-control=0,
# which is expressed here as {"patient":1, "control":-1},
# we translate it to a contrast vector by taking the linear
# combination of the lsmeans contrasts.
contrastVector = lsmeans.loc[names, :].mul(values, axis=0).sum()
contrastMat = pd.DataFrame([contrastVector], columns=dmat.columns)
contrastMats.append((contrastdict["name"], contrastMat))
npts, nevs = dmat.shape
if nevs >= npts:
logger.warning("Reverting to simple intercept only design. \n"
f"nevs ({nevs}) >= npts ({npts})")
return (
{
"intercept": [1.0] * len(subjects)
},
[["mean", "T", ["intercept"], [1]]],
["mean"],
)
regressors = {d: dmat[d].tolist() for d in dmat.columns}
contrasts = []
contrast_names = []
for contrastName, contrastMat in contrastMats: # t contrasts
if contrastMat.shape[0] == 1:
contrastVec = contrastMat.squeeze()
contrasts.append((contrastName, "T", list(contrastVec.keys()),
list(contrastVec)))
contrast_names.append(contrastName)
for contrastName, contrastMat in contrastMats: # f contrasts
if contrastMat.shape[0] > 1:
tcontrasts = [] # an f contrast consists of multiple t contrasts
for i, contrastVec in contrastMat.iterrows():
tname = f"{contrastName}_{i:d}"
tcontrasts.append(
(tname, "T", list(contrastVec.keys()), list(contrastVec)))
contrasts.extend(tcontrasts) # add t contrasts to the model
contrasts.append(
(contrastName, "F", tcontrasts)) # then add the f contrast
contrast_names.append(
contrastName) # we only care about the f contrast
return regressors, contrasts, contrast_names
chist = chist[Yhist_gpvars + ['HISTBIN', wgtvar]].groupby(
Yhist_gpvars + ['HISTBIN'], as_index=False).aggregate(np.sum)
return chist
if __name__ == "__main__":
## Build the regression formula
catvars = list(cfg.flevels.keys())
with open("fpaths.json") as fpj:
FPATHS = json.load(fpj)
numvar_evals = ["I(YEAR - 2000)", "INCTOT99"]
catvar_evals = [
"C(" + cv + ", Treatment, levels=cfg.flevels['" + cv + "'])"
for cv in catvars
]
desc = ModelDesc([], [Term([EvalFactor(v)]) for v in numvar_evals])
desc.rhs_termlist += [Term([EvalFactor(v)]) for v in catvar_evals]
# Interactions
interact_order = 2
catvar_interact = ['SEX', 'AGECAT', 'RACE']
print("Including all order-" + str(interact_order) +
" interactions of the following variables:\n\t" +
", ".join(catvar_interact + numvar_evals))
interact_evals = numvar_evals + [
catvar_evals[i] for i in [catvars.index(v) for v in catvar_interact]
]
desc.rhs_termlist += [
Term([EvalFactor(v) for v in list(comb)])
for comb in combinations(interact_evals, interact_order)
]
# 'implied decimals'
def scatterfit(x,
y,
method='pearson',
adjustVars=[],
labelLookup={},
plotLine=True,
annotateFit=True,
annotatePoints=False,
returnModel=False,
lc='gray',
**kwargs):
"""Scatter plot of x vs. y with a fitted line overlaid.
Expects x and y as pd.Series but will accept arrays.
Prints covariate unadjusted AND adjusted rho/pvalues on the figure.
Plots covariate unadjusted data.
Parameters
----------
x,y : ndarrays or pd.Series
method : string
'pearson'
adjustVars : list
labelLookup : dict
plotLine : bool
annotateFit : bool
annotatePoints : bool
returnModel : bool
kwargs : additional keyword arguments
Passed to the plot function for the data points.
Returns
-------
model : statsmodels GLM object
Optionally the fitted model, depending on returnModel."""
k = kwargs.keys()
if not 'mec' in k:
kwargs.update({'mec': 'k'})
if not 'mfc' in k:
kwargs.update({'mfc': 'k'})
if not 'ms' in k:
kwargs.update({'ms': 5})
"""Try to force X and Y into pandas.Series objects"""
if not isinstance(x, pd.core.series.Series):
x = pd.Series(x, name='X')
if not isinstance(y, pd.core.series.Series):
y = pd.Series(y, name='Y')
xlab = x.name
ylab = y.name
if xlab == ylab:
ylab = 'y_' + ylab
xlab = 'x_' + xlab
x.name = xlab
y.name = ylab
tmpDf = pd.concat((
x,
y,
), axis=1, join='inner')
for av in adjustVars:
tmpDf = pd.concat((tmpDf, pd.DataFrame(av)), axis=1)
"""Drop any row with a nan in either column"""
tmpDf = tmpDf.dropna(axis=0, how='any')
plt.gca().set_xmargin(0.2)
plt.gca().set_ymargin(0.2)
unrho, unp = partialcorr(tmpDf[xlab], tmpDf[ylab], method=method)
"""Print unadjusted AND adjusted rho/pvalues
Plot unadjusted data with fit though..."""
if method == 'spearman' and plotLine:
#unrho,unp=stats.spearmanr(tmpDf[xlab],tmpDf[ylab])
if unrho > 0:
plt.plot(sorted(tmpDf[xlab]), sorted(tmpDf[ylab]), '-', color=lc)
else:
plt.plot(sorted(tmpDf[xlab]),
sorted(tmpDf[ylab], reverse=True),
'-',
color=lc)
elif method == 'pearson' and plotLine:
#unrho,unp=stats.pearsonr(tmpDf[xlab],tmpDf[ylab])
formula_like = ModelDesc(
[Term([LookupFactor(ylab)])],
[Term([]), Term([LookupFactor(xlab)])])
Y, X = dmatrices(formula_like, data=tmpDf, return_type='dataframe')
model = sm.GLM(Y, X, family=sm.families.Gaussian())
results = model.fit()
mnmxi = np.array([tmpDf[xlab].idxmin(), tmpDf[xlab].idxmax()])
plt.plot(tmpDf[xlab][mnmxi],
results.fittedvalues[mnmxi],
'-',
color=lc)
plt.plot(tmpDf[xlab], tmpDf[ylab], 'o', **kwargs)
if annotatePoints:
annotationParams = dict(xytext=(0, 5),
textcoords='offset points',
size='medium')
for x, y, lab in zip(tmpDf[xlab], tmpDf[ylab], tmpDf.index):
plt.annotate(lab, xy=(x, y), **annotationParams)
if annotateFit:
if unp > 0.001:
s = 'p = %1.3f\nrho = %1.2f\nn = %d' % (unp, unrho, tmpDf.shape[0])
else:
s = 'p = %1.1e\nrho = %1.2f\nn = %d' % (unp, unrho, tmpDf.shape[0])
textTL(plt.gca(), s, color='black')
if len(adjustVars) > 0:
rho, p = partialcorr(tmpDf[xlab],
tmpDf[ylab],
adjust=adjustVars,
method=method)
if p > 0.001:
s = 'adj-p = %1.3f\nadj-rho = %1.2f\nn = %d' % (p, rho,
tmpDf.shape[0])
else:
s = 'adj-p = %1.1e\nadj-rho = %1.2f\nn = %d' % (p, rho,
tmpDf.shape[0])
textTR(plt.gca(), s, color='red')
plt.xlabel(labelLookup.get(xlab, xlab))
plt.ylabel(labelLookup.get(ylab, ylab))
if returnModel:
return model
import extensions.patsy
import common
from patsy import ModelDesc, Term, dmatrix
datafile = os.path.join(common.data_dir, "child.iq", 'kidiq.csv')
kw = {
'dtype': {
'mom_hs': 'category',
'mom_work': 'category',
}
}
df = pd.read_csv(datafile, **kw)
"""
Create a ModelDesc object capable of displaying readable column names. Compare
with:
Xu = dmatrix(" ~ mom_hs + C(mom_work,extensions.patsy.FullRankOneHot)", data=df, return_type='dataframe')
"""
factors = [
extensions.patsy.LookupFactor('mom_hs'),
extensions.patsy.EvalFactorRenamed(
'C(mom_work,extensions.patsy.FullRankOneHot)').set_name('mom_work')
]
terms = [Term([])] + [Term([f]) for f in factors]
desc = ModelDesc([], terms)
X = dmatrix(desc, df, return_type='dataframe')
def redraw(self):
variables = []
if self.includeallcheckBox.isChecked():
for i in range(self.interactionlistWidget.count()):
variables.append(self.interactionlistWidget.item(i).text())
else:
for i in range(self.selectedlistWidget.count()):
variables.append(self.selectedlistWidget.item(i).text())
nX = len(variables)
if nX < 1:
QtWidgets.QMessageBox.critical(self,'Error',"Too few variables selected!",\
QtWidgets.QMessageBox.Ok)
return ()
Yname = self.YcomboBox.currentText()
Lc = DS.Lc[DS.Ic]
Gc = DS.Gc[DS.Ic]
Lcy = Lc[Gc]
Lcx = Lc[-Gc]
data = DS.Raw.loc[DS.Ir, DS.Ic]
Y = data[Lcy]
X = data[Lcx]
if nX > X.shape[0]:
QtWidgets.QMessageBox.critical(self,'Error',"Factors > Observation! \n Reduce factors.",\
QtWidgets.QMessageBox.Ok)
return ()
ny = self.YcomboBox.currentIndex()
Y = Y.values.astype('float')
X = X.values.astype('float')
Y = Y[:, ny]
nr = len(Y)
basey = [Term([LookupFactor(Yname)])]
basex = []
for term in variables:
if term == 'Intercept':
basex = [INTERCEPT]
variables.remove(term)
for term in variables:
vterm = term.split(':')
term_lookup = [LookupFactor(x) for x in vterm]
if len(term_lookup) > 1:
if vterm[0] == vterm[1]:
term_lookup = [EvalFactor(vterm[0] + ' ** 2')]
basex.append(Term(term_lookup))
desc = ModelDesc(basey, basex)
data = np.column_stack((X, Y))
columns = Lcx.tolist()
columns.append(Yname)
data = pd.DataFrame(data, columns=columns)
y, mx = dmatrices(desc, data, return_type='dataframe')
dism = np.linalg.inv(np.dot(mx.T.values, mx.values))
mod = OLS(y, mx)
DOE.res = mod.fit()
# calculation of cross-validation
ypcv = list()
rcv = list()
bres = list()
loo = LeaveOneOut()
loo.get_n_splits(mx)
for train_index, test_index in loo.split(mx):
mx_train = mx.ix[train_index, :]
mx_test = mx.ix[test_index, :]
y_train = y.ix[train_index, :]
y_test = y.ix[test_index, :]
modcv = OLS(y_train, mx_train)
rescv = modcv.fit()
ypcv.append(rescv.predict(mx_test).values[0])
rcv.append(rescv.predict(mx_test).values[0] - y_test.values[0])
bres.append((rescv.params - DOE.res.params).values**2)
bres = pd.DataFrame(bres)
bres = bres.sum() * nr / (nr - 1)
bres = np.sqrt(bres.values)
tres = np.abs(DOE.res.params.values / bres)
pt = 2 * t.pdf(tres, nr)
fig = Figure()
ax = fig.add_subplot(111)
if self.coefradioButton.isChecked():
if DOE.res.params.index[0] == 'Intercept':
ind = np.arange(1, len(DOE.res.params))
vcol = []
for i in ind:
if (DOE.res.pvalues[i] < 0.05): vcol.append('red')
else: vcol.append('blue')
ax.bar(ind, DOE.res.params[1:], align='center', color=vcol)
ax.set_title('Coefficient Value : Intercept {:10.4f}-{:10.4f}-{:10.4f}'.\
format(DOE.res.conf_int().ix[0,0],DOE.res.params[0],DOE.res.conf_int().ix[0,1]))
ax.set_xticklabels(DOE.res.params.index[1:],
rotation='vertical')
cmin = DOE.res.params[1:] - DOE.res.conf_int().ix[1:, 0]
cmax = DOE.res.conf_int().ix[1:, 1] - DOE.res.params[1:]
ax.errorbar(ind,
DOE.res.params[1:],
yerr=[cmin.values, cmax.values],
fmt='o',
ecolor='green')
else:
ind = np.arange(1, len(DOE.res.params) + 1)
ax.bar(ind, DOE.res.params, align='center')
ax.set_title('Coefficient Value : None Intercept')
ax.set_xticklabels(DOE.res.params.index[0:],
rotation='vertical')
cmin = DOE.res.conf_int().ix[0:, 0] - DOE.res.params[0:]
cmax = DOE.res.conf_int().ix[0:, 1] - DOE.res.params[0:]
ax.errorbar(ind,
DOE.res.params[0:],
yerr=[cmin.values, cmax.values],
fmt='o',
ecolor='green')
ax.set_xticks(ind)
ax.set_xlabel('Coefficient Number (except Intercept)')
ax.annotate('red bar: significance 5%',
xy=(0.75, 0.95),
xycoords='figure fraction',
fontsize=8)
elif self.coefpredradioButton.isChecked():
if DOE.res.params.index[0] == 'Intercept':
ind = np.arange(1, len(DOE.res.params))
vcol = []
for i in ind:
if (pt[i] < 0.05): vcol.append('red')
else: vcol.append('blue')
ax.bar(ind, DOE.res.params[1:], align='center', color=vcol)
ax.set_title(
'Coefficient Value : Intercept {:10.4f}-{:10.4f}-{:10.4f}'.
format(DOE.res.params[0] - tres[0] * bres[0] / np.sqrt(nr),
DOE.res.params[0], DOE.res.params[0] +
tres[0] * bres[0] / np.sqrt(nr)))
ax.set_xticklabels(DOE.res.params.index[1:],
rotation='vertical')
ax.errorbar(ind,
DOE.res.params[1:],
yerr=tres[1:] * bres[1:] / np.sqrt(nr),
fmt='o',
ecolor='green')
else:
ind = np.arange(1, len(DOE.res.params) + 1)
ax.bar(ind, DOE.res.params, align='center')
ax.set_title('Coefficient Value : None Intercept')
ax.set_xticklabels(DOE.res.params.index[0:],
rotation='vertical')
ax.errorbar(ind,
DOE.res.params[0:],
yerr=tres[0:] * bres[0:] / np.sqrt(nr),
fmt='o',
ecolor='green')
ax.set_xticks(ind)
ax.set_xlabel('Coefficient Number (except Intercept)')
ax.annotate('red bar: significance 5%',
xy=(0.75, 0.95),
xycoords='figure fraction',
fontsize=8)
elif self.fitradioButton.isChecked():
yf = DOE.res.fittedvalues.tolist()
resid = DOE.res.resid.tolist()
ax.scatter(y, yf, color='red', alpha=0.3, marker='o')
ax.set_ylabel('Fitted Values', color='red')
ax.tick_params('y', colors='red')
ax1 = ax.twinx()
ax1.scatter(y, resid, color='blue', alpha=0.3, marker='o')
ax1.set_ylabel('Residuals', color='blue')
ax1.tick_params('y', colors='blue')
xmin, xmax = ax.get_xlim()
ax.set_ylim([xmin, xmax])
df = DOE.res.df_resid
vares = np.sum(DOE.res.resid**2) / df
rmsef = np.sqrt(vares)
vary = np.var(y.values)
evar = (1 - vares / vary) * 100
ax.set_title(
'df {:3.0f}; RMSEF {:6.2f}; Exp.Var.{:5.1f}%'.format(
df, rmsef, evar))
ax.add_line(Line2D([xmin, xmax], [xmin, xmax], color='red'))
ax1.add_line(Line2D([xmin, xmax], [0, 0], color='blue'))
ax.set_xlabel('Measured Values')
if self.VcheckBox.isChecked():
Lr = DOE.res.model.data.row_labels
for i, txt in enumerate(Lr):
ax.annotate(str(txt), (y.ix[i], yf[i]))
elif self.predradioButton.isChecked():
ax.scatter(y, ypcv, color='red', alpha=0.3, marker='o')
ax.set_ylabel('CV Predicted Values', color='red')
ax.tick_params('y', colors='red')
ax1 = ax.twinx()
ax1.scatter(y, rcv, color='blue', alpha=0.3, marker='o')
ax1.set_ylabel('CV Residuals', color='blue')
ax1.tick_params('y', colors='blue')
xmin, xmax = ax.get_xlim()
ax.set_ylim([xmin, xmax])
ax.set_xlabel('Measured Values')
df = DS.Raw.shape[0]
varcv = np.sum(np.array(rcv)**2) / df
rmsecv = np.sqrt(varcv)
vary = np.var(y.values)
evar = (1 - varcv / vary) * 100
ax.set_title(
'df {:3.0f}; RMSECV {:6.2f}; Exp.Var.{:5.1f}%'.format(
df, rmsecv, evar))
ax.add_line(Line2D([xmin, xmax], [xmin, xmax], color='red'))
ax1.add_line(Line2D([xmin, xmax], [0, 0], color='blue'))
if self.VcheckBox.isChecked():
Lr = DOE.res.model.data.row_labels
for i, txt in enumerate(Lr):
ax.annotate(str(txt), (y.ix[i], ypcv[i]))
elif self.levradioButton.isChecked():
Ftable = surtabDlg.launch(None)
if len(np.shape(Ftable)) == 0: return ()
if np.argmax(Ftable['X axis'].values) == np.argmax(
Ftable['Y axis'].values):
QtWidgets.QMessageBox.critical(self,'Error',"Two variables on the same axis",\
QtWidgets.QMessageBox.Ok)
return ()
fig = plt.figure()
ax = fig.add_subplot(111)
npts = 20
xname = Ftable[(Ftable['X axis'] == True).values].index[0]
yname = Ftable[(Ftable['Y axis'] == True).values].index[0]
cname = Ftable[(Ftable['Constant'] == True).values].index.tolist()
cvalue = Ftable.loc[(Ftable['Constant'] == True).values, 'value']
zname = Yname
x = np.linspace(float(Ftable['min'][xname]),
float(Ftable['max'][xname]), npts)
y = np.linspace(float(Ftable['min'][yname]),
float(Ftable['max'][yname]), npts)
px = []
py = []
for i in range(npts):
for j in range(npts):
px.append(x[i])
py.append(y[j])
data = pd.DataFrame({xname: px, yname: py, zname: px})
xtitle = ''
for i in range(len(cname)):
xtitle = xtitle + cname[i] + ' = ' + str(
cvalue.values.tolist()[i])
data[cname[i]] = np.ones(npts**2) * float(cvalue[i])
my, mx = dmatrices(desc, data, return_type='dataframe')
pz = np.diag(np.dot(np.dot(mx, dism), mx.T))
px = np.array(px)
py = np.array(py)
pz = np.array(pz)
z = plt.mlab.griddata(px, py, pz, x, y, interp='linear')
plt.contour(x, y, z, 15, linewidths=0.5, colors='k')
plt.contourf(x, y, z, 15, cmap=plt.cm.rainbow)
plt.colorbar()
ax.set_xlabel(xname)
ax.set_ylabel(yname)
ax.set_title(xtitle)
ax.set_xlim([px.min(), px.max()])
ax.set_ylim([py.min(), py.max()])
elif self.surradioButton.isChecked():
Ftable = surtabDlg.launch(None)
if len(np.shape(Ftable)) == 0: return ()
if np.argmax(Ftable['X axis'].values) == np.argmax(
Ftable['Y axis'].values):
QtWidgets.QMessageBox.critical(self,'Error',"Two variables on the same axis",\
QtWidgets.QMessageBox.Ok)
return ()
fig = plt.figure()
ax = fig.add_subplot(111)
npts = 100
xname = Ftable[(Ftable['X axis'] == True).values].index[0]
yname = Ftable[(Ftable['Y axis'] == True).values].index[0]
cname = Ftable[(Ftable['Constant'] == True).values].index.tolist()
cvalue = Ftable.loc[(Ftable['Constant'] == True).values, 'value']
zname = Yname
x = np.linspace(float(Ftable['min'][xname]),
float(Ftable['max'][xname]), npts)
y = np.linspace(float(Ftable['min'][yname]),
float(Ftable['max'][yname]), npts)
px = []
py = []
for i in range(npts):
for j in range(npts):
px.append(x[i])
py.append(y[j])
data = pd.DataFrame({xname: px, yname: py, zname: px})
xtitle = ''
for i in range(len(cname)):
xtitle = xtitle + cname[i] + ' = ' + str(
cvalue.values.tolist()[i])
data[cname[i]] = np.ones(npts**2) * float(cvalue[i])
my, mx = dmatrices(desc, data, return_type='dataframe')
pz = DOE.res.predict(mx)
px = np.array(px)
py = np.array(py)
pz = np.array(pz)
z = plt.mlab.griddata(px, py, pz, x, y, interp='linear')
plt.contour(x, y, z, 15, linewidths=0.5, colors='k')
plt.contourf(x, y, z, 15, cmap=plt.cm.rainbow)
plt.colorbar()
ax.set_xlabel(xname)
ax.set_ylabel(yname)
ax.set_title(xtitle)
ax.set_xlim([px.min(), px.max()])
ax.set_ylim([py.min(), py.max()])
elif self.dismradioButton.isChecked():
fig = plt.figure()
ax = fig.add_subplot(111)
cax = ax.matshow(dism)
fig.colorbar(cax)
ax.set_title('Trace = {:10.4f}'.format(np.trace(dism)))
elif self.inflradioButton.isChecked():
mxc = preprocessing.scale(mx.values,
with_mean=True,
with_std=False)
mxc2 = mxc**2
infl = np.sum(mxc2, axis=0) * np.diag(dism)
fig = plt.figure()
ax = fig.add_subplot(111)
cax = ax.matshow(infl.reshape(1, -1), cmap='gray_r')
fig.colorbar(cax)
ax.yaxis.grid(False)
ax.tick_params(axis='y',
which='both',
left='off',
right='off',
labelleft='off')
ax.set_xlabel('Inlaction Factor')
if self.XcheckBox.isChecked():
if self.XlineEdit.text():
ax.set_xlabel(self.XlineEdit.text())
else:
ax.set_xlabel('')
if self.YcheckBox.isChecked():
if self.YlineEdit.text():
ax.set_ylabel(self.YlineEdit.text())
else:
ax.set_ylabel('')
if self.XGcheckBox.isChecked():
ax.xaxis.grid(True)
else:
ax.xaxis.grid(False)
if self.YGcheckBox.isChecked():
ax.yaxis.grid(True)
else:
ax.yaxis.grid(False)
if not self.XMcheckBox.isChecked():
ax.tick_params(axis='x',
which='both',
bottom='off',
top='off',
labelbottom='off')
if not self.YMcheckBox.isChecked():
ax.tick_params(axis='y',
which='both',
left='off',
right='off',
labelleft='off')
self.rmmpl()
self.addmpl(fig)
