"""
Numerical python functions written for compatability with MATLAB
commands with the same names.
MATLAB compatible functions
-------------------------------
:func:`cohere`
Coherence (normalized cross spectral density)
:func:`csd`
Cross spectral density uing Welch's average periodogram
:func:`detrend`
Remove the mean or best fit line from an array
:func:`find`
Return the indices where some condition is true;
numpy.nonzero is similar but more general.
:func:`griddata`
interpolate irregularly distributed data to a
regular grid.
:func:`prctile`
find the percentiles of a sequence
:func:`prepca`
Principal Component Analysis
:func:`psd`
Power spectral density uing Welch's average periodogram
:func:`rk4`
A 4th order runge kutta integrator for 1D or ND systems
:func:`specgram`
Spectrogram (power spectral density over segments of time)
Miscellaneous functions
-------------------------
Functions that don't exist in MATLAB, but are useful anyway:
:meth:`cohere_pairs`
Coherence over all pairs. This is not a MATLAB function, but we
compute coherence a lot in my lab, and we compute it for a lot of
pairs. This function is optimized to do this efficiently by
caching the direct FFTs.
:meth:`rk4`
A 4th order Runge-Kutta ODE integrator in case you ever find
yourself stranded without scipy (and the far superior
scipy.integrate tools)
:meth:`contiguous_regions`
return the indices of the regions spanned by some logical mask
:meth:`cross_from_below`
return the indices where a 1D array crosses a threshold from below
:meth:`cross_from_above`
return the indices where a 1D array crosses a threshold from above
record array helper functions
-------------------------------
A collection of helper methods for numpyrecord arrays
.. _htmlonly:
See :ref:`misc-examples-index`
:meth:`rec2txt`
pretty print a record array
:meth:`rec2csv`
store record array in CSV file
:meth:`csv2rec`
import record array from CSV file with type inspection
:meth:`rec_append_fields`
adds field(s)/array(s) to record array
:meth:`rec_drop_fields`
drop fields from record array
:meth:`rec_join`
join two record arrays on sequence of fields
:meth:`recs_join`
a simple join of multiple recarrays using a single column as a key
:meth:`rec_groupby`
summarize data by groups (similar to SQL GROUP BY)
:meth:`rec_summarize`
helper code to filter rec array fields into new fields
For the rec viewer functions(e rec2csv), there are a bunch of Format
objects you can pass into the functions that will do things like color
negative values red, set percent formatting and scaling, etc.
Example usage::
r = csv2rec('somefile.csv', checkrows=0)
formatd = dict(
weight = FormatFloat(2),
change = FormatPercent(2),
cost = FormatThousands(2),
)
rec2excel(r, 'test.xls', formatd=formatd)
rec2csv(r, 'test.csv', formatd=formatd)
scroll = rec2gtk(r, formatd=formatd)
win = gtk.Window()
win.set_size_request(600,800)
win.add(scroll)
win.show_all()
gtk.main()
Deprecated functions
---------------------
The following are deprecated; please import directly from numpy (with
care--function signatures may differ):
:meth:`load`
load ASCII file - use numpy.loadtxt
:meth:`save`
save ASCII file - use numpy.savetxt
"""
from __future__ import division, print_function
import csv, warnings, copy, os, operator
from itertools import izip
import numpy as np
ma = np.ma
from matplotlib import verbose
import matplotlib.cbook as cbook
from matplotlib import docstring
from matplotlib.path import Path
def logspace(xmin,xmax,N):
return np.exp(np.linspace(np.log(xmin), np.log(xmax), N))
def _norm(x):
"return sqrt(x dot x)"
return np.sqrt(np.dot(x,x))
def window_hanning(x):
"return x times the hanning window of len(x)"
return np.hanning(len(x))*x
def window_none(x):
"No window function; simply return x"
return x
def detrend(x, key=None):
if key is None or key=='constant':
return detrend_mean(x)
elif key=='linear':
return detrend_linear(x)
def demean(x, axis=0):
"Return x minus its mean along the specified axis"
x = np.asarray(x)
if axis == 0 or axis is None or x.ndim <= 1:
return x - x.mean(axis)
ind = [slice(None)] * x.ndim
ind[axis] = np.newaxis
return x - x.mean(axis)[ind]
def detrend_mean(x):
"Return x minus the mean(x)"
return x - x.mean()
def detrend_none(x):
"Return x: no detrending"
return x
def detrend_linear(y):
"Return y minus best fit line; 'linear' detrending "
# This is faster than an algorithm based on linalg.lstsq.
x = np.arange(len(y), dtype=np.float_)
C = np.cov(x, y, bias=1)
b = C[0,1]/C[0,0]
a = y.mean() - b*x.mean()
return y - (b*x + a)
#This is a helper function that implements the commonality between the
#psd, csd, and spectrogram. It is *NOT* meant to be used outside of mlab
def _spectral_helper(x, y, NFFT=256, Fs=2, detrend=detrend_none,
window=window_hanning, noverlap=0, pad_to=None, sides='default',
scale_by_freq=None):
#The checks for if y is x are so that we can use the same function to
#implement the core of psd(), csd(), and spectrogram() without doing
#extra calculations. We return the unaveraged Pxy, freqs, and t.
same_data = y is x
#Make sure we're dealing with a numpy array. If y and x were the same
#object to start with, keep them that way
x = np.asarray(x)
if not same_data:
y = np.asarray(y)
else:
y = x
# zero pad x and y up to NFFT if they are shorter than NFFT
if len(x)<NFFT:
n = len(x)
x = np.resize(x, (NFFT,))
x[n:] = 0
if not same_data and len(y)<NFFT:
n = len(y)
y = np.resize(y, (NFFT,))
y[n:] = 0
if pad_to is None:
pad_to = NFFT
if scale_by_freq is None:
scale_by_freq = True
# For real x, ignore the negative frequencies unless told otherwise
if (sides == 'default' and np.iscomplexobj(x)) or sides == 'twosided':
numFreqs = pad_to
scaling_factor = 1.
elif sides in ('default', 'onesided'):
numFreqs = pad_to//2 + 1
scaling_factor = 2.
else:
raise ValueError("sides must be one of: 'default', 'onesided', or "
"'twosided'")
if cbook.iterable(window):
assert(len(window) == NFFT)
windowVals = window
else:
windowVals = window(np.ones((NFFT,), x.dtype))
step = NFFT - noverlap
ind = np.arange(0, len(x) - NFFT + 1, step)
n = len(ind)
Pxy = np.zeros((numFreqs, n), np.complex_)
# do the ffts of the slices
for i in range(n):
thisX = x[ind[i]:ind[i]+NFFT]
thisX = windowVals * detrend(thisX)
fx = np.fft.fft(thisX, n=pad_to)
if same_data:
fy = fx
else:
thisY = y[ind[i]:ind[i]+NFFT]
thisY = windowVals * detrend(thisY)
fy = np.fft.fft(thisY, n=pad_to)
Pxy[:,i] = np.conjugate(fx[:numFreqs]) * fy[:numFreqs]
# Scale the spectrum by the norm of the window to compensate for
# windowing loss; see Bendat & Piersol Sec 11.5.2.
Pxy /= (np.abs(windowVals)**2).sum()
# Also include scaling factors for one-sided densities and dividing by the
# sampling frequency, if desired. Scale everything, except the DC component
# and the NFFT/2 component:
Pxy[1:-1] *= scaling_factor
# MATLAB divides by the sampling frequency so that density function
# has units of dB/Hz and can be integrated by the plotted frequency
# values. Perform the same scaling here.
if scale_by_freq:
Pxy /= Fs
t = 1./Fs * (ind + NFFT / 2.)
freqs = float(Fs) / pad_to * np.arange(numFreqs)
if (np.iscomplexobj(x) and sides == 'default') or sides == 'twosided':
# center the frequency range at zero
freqs = np.concatenate((freqs[numFreqs//2:] - Fs, freqs[:numFreqs//2]))
Pxy = np.concatenate((Pxy[numFreqs//2:, :], Pxy[:numFreqs//2, :]), 0)
return Pxy, freqs, t
#Split out these keyword docs so that they can be used elsewhere
docstring.interpd.update(PSD=cbook.dedent("""
Keyword arguments:
*NFFT*: integer
The number of data points used in each block for the FFT.
Must be even; a power 2 is most efficient. The default value is 256.
This should *NOT* be used to get zero padding, or the scaling of the
result will be incorrect. Use *pad_to* for this instead.
*Fs*: scalar
The sampling frequency (samples per time unit). It is used
to calculate the Fourier frequencies, freqs, in cycles per time
unit. The default value is 2.
*detrend*: callable
The function applied to each segment before fft-ing,
designed to remove the mean or linear trend. Unlike in
MATLAB, where the *detrend* parameter is a vector, in
matplotlib is it a function. The :mod:`~matplotlib.pylab`
module defines :func:`~matplotlib.pylab.detrend_none`,
:func:`~matplotlib.pylab.detrend_mean`, and
:func:`~matplotlib.pylab.detrend_linear`, but you can use
a custom function as well.
*window*: callable or ndarray
A function or a vector of length *NFFT*. To create window
vectors see :func:`window_hanning`, :func:`window_none`,
:func:`numpy.blackman`, :func:`numpy.hamming`,
:func:`numpy.bartlett`, :func:`scipy.signal`,
:func:`scipy.signal.get_window`, etc. The default is
:func:`window_hanning`. If a function is passed as the
argument, it must take a data segment as an argument and
return the windowed version of the segment.
*pad_to*: integer
The number of points to which the data segment is padded when
performing the FFT. This can be different from *NFFT*, which
specifies the number of data points used. While not increasing
the actual resolution of the psd (the minimum distance between
resolvable peaks), this can give more points in the plot,
allowing for more detail. This corresponds to the *n* parameter
in the call to fft(). The default is None, which sets *pad_to*
equal to *NFFT*
*sides*: [ 'default' | 'onesided' | 'twosided' ]
Specifies which sides of the PSD to return. Default gives the
default behavior, which returns one-sided for real data and both
for complex data. 'onesided' forces the return of a one-sided PSD,
while 'twosided' forces two-sided.
*scale_by_freq*: boolean
Specifies whether the resulting density values should be scaled
by the scaling frequency, which gives density in units of Hz^-1.
This allows for integration over the returned frequency values.
The default is True for MATLAB compatibility.
"""))
@docstring.dedent_interpd
def psd(x, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning,
noverlap=0, pad_to=None, sides='default', scale_by_freq=None):
"""
The power spectral density by Welch's average periodogram method.
The vector *x* is divided into *NFFT* length blocks. Each block
is detrended by the function *detrend* and windowed by the function
*window*. *noverlap* gives the length of the overlap between blocks.
The absolute(fft(block))**2 of each segment are averaged to compute
*Pxx*, with a scaling to correct for power loss due to windowing.
If len(*x*) < *NFFT*, it will be zero padded to *NFFT*.
*x*
Array or sequence containing the data
%(PSD)s
*noverlap*: integer
The number of points of overlap between blocks. The default value
is 0 (no overlap).
Returns the tuple (*Pxx*, *freqs*).
Refs:
Bendat & Piersol -- Random Data: Analysis and Measurement
Procedures, John Wiley & Sons (1986)
"""
Pxx,freqs = csd(x, x, NFFT, Fs, detrend, window, noverlap, pad_to, sides,
scale_by_freq)
return Pxx.real,freqs
@docstring.dedent_interpd
def csd(x, y, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning,
noverlap=0, pad_to=None, sides='default', scale_by_freq=None):
"""
The cross power spectral density by Welch's average periodogram
method. The vectors *x* and *y* are divided into *NFFT* length
blocks. Each block is detrended by the function *detrend* and
windowed by the function *window*. *noverlap* gives the length
of the overlap between blocks. The product of the direct FFTs
of *x* and *y* are averaged over each segment to compute *Pxy*,
with a scaling to correct for power loss due to windowing.
If len(*x*) < *NFFT* or len(*y*) < *NFFT*, they will be zero
padded to *NFFT*.
*x*, *y*
Array or sequence containing the data
%(PSD)s
*noverlap*: integer
The number of points of overlap between blocks. The default value
is 0 (no overlap).
Returns the tuple (*Pxy*, *freqs*).
Refs:
Bendat & Piersol -- Random Data: Analysis and Measurement
Procedures, John Wiley & Sons (1986)
"""
Pxy, freqs, t = _spectral_helper(x, y, NFFT, Fs, detrend, window,
noverlap, pad_to, sides, scale_by_freq)
if len(Pxy.shape) == 2 and Pxy.shape[1]>1:
Pxy = Pxy.mean(axis=1)
return Pxy, freqs
@docstring.dedent_interpd
def specgram(x, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning,
noverlap=128, pad_to=None, sides='default', scale_by_freq=None):
"""
Compute a spectrogram of data in *x*. Data are split into *NFFT*
length segments and the PSD of each section is computed. The
windowing function *window* is applied to each segment, and the
amount of overlap of each segment is specified with *noverlap*.
If *x* is real (i.e. non-complex) only the spectrum of the positive
frequencie is returned. If *x* is complex then the complete
spectrum is returned.
%(PSD)s
*noverlap*: integer
The number of points of overlap between blocks. The default value
is 128.
Returns a tuple (*Pxx*, *freqs*, *t*):
- *Pxx*: 2-D array, columns are the periodograms of
successive segments
- *freqs*: 1-D array of frequencies corresponding to the rows
in Pxx
- *t*: 1-D array of times corresponding to midpoints of
segments.
.. seealso::
:func:`psd`
:func:`psd` differs in the default overlap; in returning
the mean of the segment periodograms; and in not returning
times.
"""
assert(NFFT > noverlap)
Pxx, freqs, t = _spectral_helper(x, x, NFFT, Fs, detrend, window,
noverlap, pad_to, sides, scale_by_freq)
Pxx = Pxx.real #Needed since helper implements generically
return Pxx, freqs, t
_coh_error = """Coherence is calculated by averaging over *NFFT*
length segments. Your signal is too short for your choice of *NFFT*.
"""
@docstring.dedent_interpd
def cohere(x, y, NFFT=256, Fs=2, detrend=detrend_none, window=window_hanning,
noverlap=0, pad_to=None, sides='default', scale_by_freq=None):
"""
The coherence between *x* and *y*. Coherence is the normalized
cross spectral density:
.. math::
C_{xy} = \\frac{|P_{xy}|^2}{P_{xx}P_{yy}}
*x*, *y*
Array or sequence containing the data
%(PSD)s
*noverlap*: integer
The number of points of overlap between blocks. The default value
is 0 (no overlap).
The return value is the tuple (*Cxy*, *f*), where *f* are the
frequencies of the coherence vector. For cohere, scaling the
individual densities by the sampling frequency has no effect,
since the factors cancel out.
.. seealso::
:func:`psd` and :func:`csd`
For information about the methods used to compute
:math:`P_{xy}`, :math:`P_{xx}` and :math:`P_{yy}`.
"""
if len(x)<2*NFFT:
raise ValueError(_coh_error)
Pxx, f = psd(x, NFFT, Fs, detrend, window, noverlap, pad_to, sides,
scale_by_freq)
Pyy, f = psd(y, NFFT, Fs, detrend, window, noverlap, pad_to, sides,
scale_by_freq)
Pxy, f = csd(x, y, NFFT, Fs, detrend, window, noverlap, pad_to, sides,
scale_by_freq)
Cxy = np.divide(np.absolute(Pxy)**2, Pxx*Pyy)
Cxy.shape = (len(f),)
return Cxy, f
def donothing_callback(*args):
pass
def cohere_pairs( X, ij, NFFT=256, Fs=2, detrend=detrend_none,
window=window_hanning, noverlap=0,
preferSpeedOverMemory=True,
progressCallback=donothing_callback,
returnPxx=False):
u"""
Call signature::
Cxy, Phase, freqs = cohere_pairs( X, ij, ...)
Compute the coherence and phase for all pairs *ij*, in *X*.
*X* is a *numSamples* * *numCols* array
*ij* is a list of tuples. Each tuple is a pair of indexes into
the columns of X for which you want to compute coherence. For
example, if *X* has 64 columns, and you want to compute all
nonredundant pairs, define *ij* as::
ij = []
for i in range(64):
for j in range(i+1,64):
ij.append( (i,j) )
*preferSpeedOverMemory* is an optional bool. Defaults to true. If
False, limits the caching by only making one, rather than two,
complex cache arrays. This is useful if memory becomes critical.
Even when *preferSpeedOverMemory* is False, :func:`cohere_pairs`
will still give significant performace gains over calling
:func:`cohere` for each pair, and will use subtantially less
memory than if *preferSpeedOverMemory* is True. In my tests with
a 43000,64 array over all nonredundant pairs,
*preferSpeedOverMemory* = True delivered a 33% performance boost
on a 1.7GHZ Athlon with 512MB RAM compared with
*preferSpeedOverMemory* = False. But both solutions were more
than 10x faster than naively crunching all possible pairs through
:func:`cohere`.
Returns::
(Cxy, Phase, freqs)
where:
- *Cxy*: dictionary of (*i*, *j*) tuples -> coherence vector for
that pair. I.e., ``Cxy[(i,j) = cohere(X[:,i], X[:,j])``.
Number of dictionary keys is ``len(ij)``.
- *Phase*: dictionary of phases of the cross spectral density at
each frequency for each pair. Keys are (*i*, *j*).
- *freqs*: vector of frequencies, equal in length to either the
coherence or phase vectors for any (*i*, *j*) key.
e.g., to make a coherence Bode plot::
subplot(211)
plot( freqs, Cxy[(12,19)])
subplot(212)
plot( freqs, Phase[(12,19)])
For a large number of pairs, :func:`cohere_pairs` can be much more
efficient than just calling :func:`cohere` for each pair, because
it caches most of the intensive computations. If :math:`N` is the
number of pairs, this function is :math:`O(N)` for most of the
heavy lifting, whereas calling cohere for each pair is
:math:`O(N^2)`. However, because of the caching, it is also more
memory intensive, making 2 additional complex arrays with
approximately the same number of elements as *X*.
See :file:`test/cohere_pairs_test.py` in the src tree for an
example script that shows that this :func:`cohere_pairs` and
:func:`cohere` give the same results for a given pair.
.. seealso::
:func:`psd`
For information about the methods used to compute
:math:`P_{xy}`, :math:`P_{xx}` and :math:`P_{yy}`.
"""
numRows, numCols = X.shape
# zero pad if X is too short
if numRows < NFFT:
tmp = X
X = np.zeros( (NFFT, numCols), X.dtype)
X[:numRows,:] = tmp
del tmp
numRows, numCols = X.shape
# get all the columns of X that we are interested in by checking
# the ij tuples
allColumns = set()
for i,j in ij:
allColumns.add(i); allColumns.add(j)
Ncols = len(allColumns)
# for real X, ignore the negative frequencies
if np.iscomplexobj(X): numFreqs = NFFT
else: numFreqs = NFFT//2+1
# cache the FFT of every windowed, detrended NFFT length segement
# of every channel. If preferSpeedOverMemory, cache the conjugate
# as well
if cbook.iterable(window):
assert(len(window) == NFFT)
windowVals = window
else:
windowVals = window(np.ones(NFFT, X.dtype))
ind = range(0, numRows-NFFT+1, NFFT-noverlap)
numSlices = len(ind)
FFTSlices = {}
FFTConjSlices = {}
Pxx = {}
slices = range(numSlices)
normVal = np.linalg.norm(windowVals)**2
for iCol in allColumns:
progressCallback(i/Ncols, 'Cacheing FFTs')
Slices = np.zeros( (numSlices,numFreqs), dtype=np.complex_)
for iSlice in slices:
thisSlice = X[ind[iSlice]:ind[iSlice]+NFFT, iCol]
thisSlice = windowVals*detrend(thisSlice)
Slices[iSlice,:] = np.fft.fft(thisSlice)[:numFreqs]
FFTSlices[iCol] = Slices
if preferSpeedOverMemory:
FFTConjSlices[iCol] = np.conjugate(Slices)
Pxx[iCol] = np.divide(np.mean(abs(Slices)**2, axis=0), normVal)
del Slices, ind, windowVals
# compute the coherences and phases for all pairs using the
# cached FFTs
Cxy = {}
Phase = {}
count = 0
N = len(ij)
for i,j in ij:
count +=1
if count%10==0:
progressCallback(count/N, 'Computing coherences')
if preferSpeedOverMemory:
Pxy = FFTSlices[i] * FFTConjSlices[j]
else:
Pxy = FFTSlices[i] * np.conjugate(FFTSlices[j])
if numSlices>1: Pxy = np.mean(Pxy, axis=0)
#Pxy = np.divide(Pxy, normVal)
Pxy /= normVal
#Cxy[(i,j)] = np.divide(np.absolute(Pxy)**2, Pxx[i]*Pxx[j])
Cxy[i,j] = abs(Pxy)**2 / (Pxx[i]*Pxx[j])
Phase[i,j] = np.arctan2(Pxy.imag, Pxy.real)
freqs = Fs/NFFT*np.arange(numFreqs)
if returnPxx:
return Cxy, Phase, freqs, Pxx
else:
return Cxy, Phase, freqs
def entropy(y, bins):
r"""
Return the entropy of the data in *y*.
.. math::
\sum p_i \log_2(p_i)
where :math:`p_i` is the probability of observing *y* in the
:math:`i^{th}` bin of *bins*. *bins* can be a number of bins or a
range of bins; see :func:`numpy.histogram`.
Compare *S* with analytic calculation for a Gaussian::
x = mu + sigma * randn(200000)
Sanalytic = 0.5 * ( 1.0 + log(2*pi*sigma**2.0) )
"""
n, bins = np.histogram(y, bins)
n = n.astype(np.float_)
n = np.take(n, np.nonzero(n)[0]) # get the positive
p = np.divide(n, len(y))
delta = bins[1] - bins[0]
S = -1.0 * np.sum(p * np.log(p)) + np.log(delta)
return S
def normpdf(x, *args):
"Return the normal pdf evaluated at *x*; args provides *mu*, *sigma*"
mu, sigma = args
return 1./(np.sqrt(2*np.pi)*sigma)*np.exp(-0.5 * (1./sigma*(x - mu))**2)
def levypdf(x, gamma, alpha):
"Returm the levy pdf evaluated at *x* for params *gamma*, *alpha*"
N = len(x)
if N % 2 != 0:
raise ValueError('x must be an event length array; try\n' + \
'x = np.linspace(minx, maxx, N), where N is even')
dx = x[1] - x[0]
f = 1/(N*dx)*np.arange(-N / 2, N / 2, np.float_)
ind = np.concatenate([np.arange(N / 2, N, int),
np.arange(0, N / 2, int)])
df = f[1] - f[0]
cfl = np.exp(-gamma * np.absolute(2 * np.pi * f) ** alpha)
px = np.fft.fft(np.take(cfl, ind) * df).astype(np.float_)
return np.take(px, ind)
def find(condition):
"Return the indices where ravel(condition) is true"
res, = np.nonzero(np.ravel(condition))
return res
def longest_contiguous_ones(x):
"""
Return the indices of the longest stretch of contiguous ones in *x*,
assuming *x* is a vector of zeros and ones. If there are two
equally long stretches, pick the first.
"""
x = np.ravel(x)
if len(x)==0:
return np.array([])
ind = (x==0).nonzero()[0]
if len(ind)==0:
return np.arange(len(x))
if len(ind)==len(x):
return np.array([])
y = np.zeros( (len(x)+2,), x.dtype)
y[1:-1] = x
dif = np.diff(y)
up = (dif == 1).nonzero()[0];
dn = (dif == -1).nonzero()[0];
i = (dn-up == max(dn - up)).nonzero()[0][0]
ind = np.arange(up[i], dn[i])
return ind
def longest_ones(x):
'''alias for longest_contiguous_ones'''
return longest_contiguous_ones(x)
def prepca(P, frac=0):
"""
WARNING: this function is deprecated -- please see class PCA instead
Compute the principal components of *P*. *P* is a (*numVars*,
*numObs*) array. *frac* is the minimum fraction of variance that a
component must contain to be included.
Return value is a tuple of the form (*Pcomponents*, *Trans*,
*fracVar*) where:
- *Pcomponents* : a (numVars, numObs) array
- *Trans* : the weights matrix, ie, *Pcomponents* = *Trans* *
*P*
- *fracVar* : the fraction of the variance accounted for by each
component returned
A similar function of the same name was in the MATLAB
R13 Neural Network Toolbox but is not found in later versions;
its successor seems to be called "processpcs".
"""
warnings.warn('This function is deprecated -- see class PCA instead')
U,s,v = np.linalg.svd(P)
varEach = s**2/P.shape[1]
totVar = varEach.sum()
fracVar = varEach/totVar
ind = slice((fracVar>=frac).sum())
# select the components that are greater
Trans = U[:,ind].transpose()
# The transformed data
Pcomponents = np.dot(Trans,P)
return Pcomponents, Trans, fracVar[ind]
class PCA:
def __init__(self, a):
"""
compute the SVD of a and store data for PCA. Use project to
project the data onto a reduced set of dimensions
Inputs:
*a*: a numobservations x numdims array
Attrs:
*a* a centered unit sigma version of input a
*numrows*, *numcols*: the dimensions of a
*mu* : a numdims array of means of a
*sigma* : a numdims array of atandard deviation of a
*fracs* : the proportion of variance of each of the principal components
*Wt* : the weight vector for projecting a numdims point or array into PCA space
*Y* : a projected into PCA space
The factor loadings are in the Wt factor, ie the factor
loadings for the 1st principal component are given by Wt[0]
"""
n, m = a.shape
if n<m:
raise RuntimeError('we assume data in a is organized with numrows>numcols')
self.numrows, self.numcols = n, m
self.mu = a.mean(axis=0)
self.sigma = a.std(axis=0)
a = self.center(a)
self.a = a
U, s, Vh = np.linalg.svd(a, full_matrices=False)
Y = np.dot(Vh, a.T).T
vars = s**2/float(len(s))
self.fracs = vars/vars.sum()
self.Wt = Vh
self.Y = Y
def project(self, x, minfrac=0.):
'project x onto the principle axes, dropping any axes where fraction of variance<minfrac'
x = np.asarray(x)
ndims = len(x.shape)
if (x.shape[-1]!=self.numcols):
raise ValueError('Expected an array with dims[-1]==%d'%self.numcols)
Y = np.dot(self.Wt, self.center(x).T).T
mask = self.fracs>=minfrac
if ndims==2:
Yreduced = Y[:,mask]
else:
Yreduced = Y[mask]
return Yreduced
def center(self, x):
'center the data using the mean and sigma from training set a'
return (x - self.mu)/self.sigma
@staticmethod
def _get_colinear():
c0 = np.array([
0.19294738, 0.6202667 , 0.45962655, 0.07608613, 0.135818 ,
0.83580842, 0.07218851, 0.48318321, 0.84472463, 0.18348462,
0.81585306, 0.96923926, 0.12835919, 0.35075355, 0.15807861,
0.837437 , 0.10824303, 0.1723387 , 0.43926494, 0.83705486])
c1 = np.array([
-1.17705601, -0.513883 , -0.26614584, 0.88067144, 1.00474954,
-1.1616545 , 0.0266109 , 0.38227157, 1.80489433, 0.21472396,
-1.41920399, -2.08158544, -0.10559009, 1.68999268, 0.34847107,
-0.4685737 , 1.23980423, -0.14638744, -0.35907697, 0.22442616])
c2 = c0 + 2*c1
c3 = -3*c0 + 4*c1
a = np.array([c3, c0, c1, c2]).T
return a
def prctile(x, p = (0.0, 25.0, 50.0, 75.0, 100.0)):
"""
Return the percentiles of *x*. *p* can either be a sequence of
percentile values or a scalar. If *p* is a sequence, the ith
element of the return sequence is the *p*(i)-th percentile of *x*.
If *p* is a scalar, the largest value of *x* less than or equal to
the *p* percentage point in the sequence is returned.
"""
# This implementation derived from scipy.stats.scoreatpercentile
def _interpolate(a, b, fraction):
"""Returns the point at the given fraction between a and b, where
'fraction' must be between 0 and 1.
"""
return a + (b - a)*fraction
scalar = True
if cbook.iterable(p):
scalar = False
per = np.array(p)
values = np.array(x).ravel() # copy
values.sort()
idxs = per /100. * (values.shape[0] - 1)
ai = idxs.astype(np.int)
bi = ai + 1
frac = idxs % 1
# handle cases where attempting to interpolate past last index
cond = bi >= len(values)
if scalar:
if cond:
ai -= 1
bi -= 1
frac += 1
else:
ai[cond] -= 1
bi[cond] -= 1
frac[cond] += 1
return _interpolate(values[ai],values[bi],frac)
def prctile_rank(x, p):
"""
Return the rank for each element in *x*, return the rank
0..len(*p*). e.g., if *p* = (25, 50, 75), the return value will be a
len(*x*) array with values in [0,1,2,3] where 0 indicates the
value is less than the 25th percentile, 1 indicates the value is
>= the 25th and < 50th percentile, ... and 3 indicates the value
is above the 75th percentile cutoff.
*p* is either an array of percentiles in [0..100] or a scalar which
indicates how many quantiles of data you want ranked.
"""
if not cbook.iterable(p):
p = np.arange(100.0/p, 100.0, 100.0/p)
else:
p = np.asarray(p)
if p.max()<=1 or p.min()<0 or p.max()>100:
raise ValueError('percentiles should be in range 0..100, not 0..1')
ptiles = prctile(x, p)
return np.searchsorted(ptiles, x)
def center_matrix(M, dim=0):
"""
Return the matrix *M* with each row having zero mean and unit std.
If *dim* = 1 operate on columns instead of rows. (*dim* is
opposite to the numpy axis kwarg.)
"""
M = np.asarray(M, np.float_)
if dim:
M = (M - M.mean(axis=0)) / M.std(axis=0)
else:
M = (M - M.mean(axis=1)[:,np.newaxis])
M = M / M.std(axis=1)[:,np.newaxis]
return M
def rk4(derivs, y0, t):
"""
Integrate 1D or ND system of ODEs using 4-th order Runge-Kutta.
This is a toy implementation which may be useful if you find
yourself stranded on a system w/o scipy. Otherwise use
:func:`scipy.integrate`.
*y0*
initial state vector
*t*
sample times
*derivs*
returns the derivative of the system and has the
signature ``dy = derivs(yi, ti)``
Example 1 ::
## 2D system
def derivs6(x,t):
d1 = x[0] + 2*x[1]
d2 = -3*x[0] + 4*x[1]
return (d1, d2)
dt = 0.0005
t = arange(0.0, 2.0, dt)
y0 = (1,2)
yout = rk4(derivs6, y0, t)
Example 2::
## 1D system
alpha = 2
def derivs(x,t):
return -alpha*x + exp(-t)
y0 = 1
yout = rk4(derivs, y0, t)
If you have access to scipy, you should probably be using the
scipy.integrate tools rather than this function.
"""
try: Ny = len(y0)
except TypeError:
yout = np.zeros( (len(t),), np.float_)
else:
yout = np.zeros( (len(t), Ny), np.float_)
yout[0] = y0
i = 0
for i in np.arange(len(t)-1):
thist = t[i]
dt = t[i+1] - thist
dt2 = dt/2.0
y0 = yout[i]
k1 = np.asarray(derivs(y0, thist))
k2 = np.asarray(derivs(y0 + dt2*k1, thist+dt2))
k3 = np.asarray(derivs(y0 + dt2*k2, thist+dt2))
k4 = np.asarray(derivs(y0 + dt*k3, thist+dt))
yout[i+1] = y0 + dt/6.0*(k1 + 2*k2 + 2*k3 + k4)
return yout
def bivariate_normal(X, Y, sigmax=1.0, sigmay=1.0,
mux=0.0, muy=0.0, sigmaxy=0.0):
"""
Bivariate Gaussian distribution for equal shape *X*, *Y*.
See `bivariate normal
<http://mathworld.wolfram.com/BivariateNormalDistribution.html>`_
at mathworld.
"""
Xmu = X-mux
Ymu = Y-muy
rho = sigmaxy/(sigmax*sigmay)
z = Xmu**2/sigmax**2 + Ymu**2/sigmay**2 - 2*rho*Xmu*Ymu/(sigmax*sigmay)
denom = 2*np.pi*sigmax*sigmay*np.sqrt(1-rho**2)
return np.exp( -z/(2*(1-rho**2))) / denom
def get_xyz_where(Z, Cond):
"""
*Z* and *Cond* are *M* x *N* matrices. *Z* are data and *Cond* is
a boolean matrix where some condition is satisfied. Return value
is (*x*, *y*, *z*) where *x* and *y* are the indices into *Z* and
*z* are the values of *Z* at those indices. *x*, *y*, and *z* are
1D arrays.
"""
X,Y = np.indices(Z.shape)
return X[Cond], Y[Cond], Z[Cond]
def get_sparse_matrix(M,N,frac=0.1):
"""
Return a *M* x *N* sparse matrix with *frac* elements randomly
filled.
"""
data = np.zeros((M,N))*0.
for i in range(int(M*N*frac)):
x = np.random.randint(0,M-1)
y = np.random.randint(0,N-1)
data[x,y] = np.random.rand()
return data
def dist(x,y):
"""
Return the distance between two points.
"""
d = x-y
return np.sqrt(np.dot(d,d))
def dist_point_to_segment(p, s0, s1):
"""
Get the distance of a point to a segment.
*p*, *s0*, *s1* are *xy* sequences
This algorithm from
http://softsurfer.com/Archive/algorithm_0102/algorithm_0102.htm#Distance%20to%20Ray%20or%20Segment
"""
p = np.asarray(p, np.float_)
s0 = np.asarray(s0, np.float_)
s1 = np.asarray(s1, np.float_)
v = s1 - s0
w = p - s0
c1 = np.dot(w,v);
if ( c1 <= 0 ):
return dist(p, s0);
c2 = np.dot(v,v)
if ( c2 <= c1 ):
return dist(p, s1);
b = c1 / c2
pb = s0 + b * v;
return dist(p, pb)
def segments_intersect(s1, s2):
"""
Return *True* if *s1* and *s2* intersect.
*s1* and *s2* are defined as::
s1: (x1, y1), (x2, y2)
s2: (x3, y3), (x4, y4)
"""
(x1, y1), (x2, y2) = s1
(x3, y3), (x4, y4) = s2
den = ((y4-y3) * (x2-x1)) - ((x4-x3)*(y2-y1))
n1 = ((x4-x3) * (y1-y3)) - ((y4-y3)*(x1-x3))
n2 = ((x2-x1) * (y1-y3)) - ((y2-y1)*(x1-x3))
if den == 0:
# lines parallel
return False
u1 = n1/den
u2 = n2/den
return 0.0 <= u1 <= 1.0 and 0.0 <= u2 <= 1.0
def fftsurr(x, detrend=detrend_none, window=window_none):
"""
Compute an FFT phase randomized surrogate of *x*.
"""
if cbook.iterable(window):
x=window*detrend(x)
else:
x = window(detrend(x))
z = np.fft.fft(x)
a = 2.*np.pi*1j
phase = a * np.random.rand(len(x))
z = z*np.exp(phase)
return np.fft.ifft(z).real
class FIFOBuffer:
"""
A FIFO queue to hold incoming *x*, *y* data in a rotating buffer
using numpy arrays under the hood. It is assumed that you will
call asarrays much less frequently than you add data to the queue
-- otherwise another data structure will be faster.
This can be used to support plots where data is added from a real
time feed and the plot object wants to grab data from the buffer
and plot it to screen less freqeuently than the incoming.
If you set the *dataLim* attr to
:class:`~matplotlib.transforms.BBox` (eg
:attr:`matplotlib.Axes.dataLim`), the *dataLim* will be updated as
new data come in.
TODO: add a grow method that will extend nmax
.. note::
mlab seems like the wrong place for this class.
"""
@cbook.deprecated('1.3', name='FIFOBuffer', obj_type='class')
def __init__(self, nmax):
"""
Buffer up to *nmax* points.
"""
self._xa = np.zeros((nmax,), np.float_)
self._ya = np.zeros((nmax,), np.float_)
self._xs = np.zeros((nmax,), np.float_)
self._ys = np.zeros((nmax,), np.float_)
self._ind = 0
self._nmax = nmax
self.dataLim = None
self.callbackd = {}
def register(self, func, N):
"""
Call *func* every time *N* events are passed; *func* signature
is ``func(fifo)``.
"""
self.callbackd.setdefault(N, []).append(func)
def add(self, x, y):
"""
Add scalar *x* and *y* to the queue.
"""
if self.dataLim is not None:
xy = np.asarray([(x,y),])
self.dataLim.update_from_data_xy(xy, None)
ind = self._ind % self._nmax
#print 'adding to fifo:', ind, x, y
self._xs[ind] = x
self._ys[ind] = y
for N,funcs in self.callbackd.iteritems():
if (self._ind%N)==0:
for func in funcs:
func(self)
self._ind += 1
def last(self):
"""
Get the last *x*, *y* or *None*. *None* if no data set.
"""
if self._ind==0: return None, None
ind = (self._ind-1) % self._nmax
return self._xs[ind], self._ys[ind]
def asarrays(self):
"""
Return *x* and *y* as arrays; their length will be the len of
data added or *nmax*.
"""
if self._ind<self._nmax:
return self._xs[:self._ind], self._ys[:self._ind]
ind = self._ind % self._nmax
self._xa[:self._nmax-ind] = self._xs[ind:]
self._xa[self._nmax-ind:] = self._xs[:ind]
self._ya[:self._nmax-ind] = self._ys[ind:]
self._ya[self._nmax-ind:] = self._ys[:ind]
return self._xa, self._ya
def update_datalim_to_current(self):
"""
Update the *datalim* in the current data in the fifo.
"""
if self.dataLim is None:
raise ValueError('You must first set the dataLim attr')
x, y = self.asarrays()
self.dataLim.update_from_data(x, y, True)
def movavg(x,n):
"""
Compute the len(*n*) moving average of *x*.
"""
w = np.empty((n,), dtype=np.float_)
w[:] = 1.0/n
return np.convolve(x, w, mode='valid')
### the following code was written and submitted by Fernando Perez
### from the ipython numutils package under a BSD license
# begin fperez functions
"""
A set of convenient utilities for numerical work.
Most of this module requires numpy or is meant to be used with it.
Copyright (c) 2001-2004, Fernando Perez. <Fernando.Perez@colorado.edu>
All rights reserved.
This license was generated from the BSD license template as found in:
http://www.opensource.org/licenses/bsd-license.php
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
* Redistributions of source code must retain the above copyright notice,
this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
* Neither the name of the IPython project nor the names of its
contributors may be used to endorse or promote products derived from
this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE
FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
"""
import math
#*****************************************************************************
# Globals
#****************************************************************************
# function definitions
exp_safe_MIN = math.log(2.2250738585072014e-308)
exp_safe_MAX = 1.7976931348623157e+308
def exp_safe(x):
"""
Compute exponentials which safely underflow to zero.
Slow, but convenient to use. Note that numpy provides proper
floating point exception handling with access to the underlying
hardware.
"""
if type(x) is np.ndarray:
return np.exp(np.clip(x,exp_safe_MIN,exp_safe_MAX))
else:
return math.exp(x)
def amap(fn,*args):
"""
amap(function, sequence[, sequence, ...]) -> array.
Works like :func:`map`, but it returns an array. This is just a
convenient shorthand for ``numpy.array(map(...))``.
"""
return np.array(map(fn,*args))
def rms_flat(a):
"""
Return the root mean square of all the elements of *a*, flattened out.
"""
return np.sqrt(np.mean(np.absolute(a)**2))
def l1norm(a):
"""
Return the *l1* norm of *a*, flattened out.
Implemented as a separate function (not a call to :func:`norm` for speed).
"""
return np.sum(np.absolute(a))
def l2norm(a):
"""
Return the *l2* norm of *a*, flattened out.
Implemented as a separate function (not a call to :func:`norm` for speed).
"""
return np.sqrt(np.sum(np.absolute(a)**2))
def norm_flat(a,p=2):
"""
norm(a,p=2) -> l-p norm of a.flat
Return the l-p norm of *a*, considered as a flat array. This is NOT a true
matrix norm, since arrays of arbitrary rank are always flattened.
*p* can be a number or the string 'Infinity' to get the L-infinity norm.
"""
# This function was being masked by a more general norm later in
# the file. We may want to simply delete it.
if p=='Infinity':
return np.amax(np.absolute(a))
else:
return (np.sum(np.absolute(a)**p))**(1.0/p)
def frange(xini,xfin=None,delta=None,**kw):
"""
frange([start,] stop[, step, keywords]) -> array of floats
Return a numpy ndarray containing a progression of floats. Similar to
:func:`numpy.arange`, but defaults to a closed interval.
``frange(x0, x1)`` returns ``[x0, x0+1, x0+2, ..., x1]``; *start*
defaults to 0, and the endpoint *is included*. This behavior is
different from that of :func:`range` and
:func:`numpy.arange`. This is deliberate, since :func:`frange`
will probably be more useful for generating lists of points for
function evaluation, and endpoints are often desired in this
use. The usual behavior of :func:`range` can be obtained by
setting the keyword *closed* = 0, in this case, :func:`frange`
basically becomes :func:numpy.arange`.
When *step* is given, it specifies the increment (or
decrement). All arguments can be floating point numbers.
``frange(x0,x1,d)`` returns ``[x0,x0+d,x0+2d,...,xfin]`` where
*xfin* <= *x1*.
:func:`frange` can also be called with the keyword *npts*. This
sets the number of points the list should contain (and overrides
the value *step* might have been given). :func:`numpy.arange`
doesn't offer this option.
Examples::
>>> frange(3)
array([ 0., 1., 2., 3.])
>>> frange(3,closed=0)
array([ 0., 1., 2.])
>>> frange(1,6,2)
array([1, 3, 5]) or 1,3,5,7, depending on floating point vagueries
>>> frange(1,6.5,npts=5)
array([ 1. , 2.375, 3.75 , 5.125, 6.5 ])
"""
#defaults
kw.setdefault('closed',1)
endpoint = kw['closed'] != 0
# funny logic to allow the *first* argument to be optional (like range())
# This was modified with a simpler version from a similar frange() found
# at http://aspn.activestate.com/ASPN/Cookbook/Python/Recipe/66472
if xfin == None:
xfin = xini + 0.0
xini = 0.0
if delta == None:
delta = 1.0
# compute # of points, spacing and return final list
try:
npts=kw['npts']
delta=(xfin-xini)/float(npts-endpoint)
except KeyError:
npts = int(round((xfin-xini)/delta)) + endpoint
#npts = int(floor((xfin-xini)/delta)*(1.0+1e-10)) + endpoint
# round finds the nearest, so the endpoint can be up to
# delta/2 larger than xfin.
return np.arange(npts)*delta+xini
# end frange()
def identity(n, rank=2, dtype='l', typecode=None):
"""
Returns the identity matrix of shape (*n*, *n*, ..., *n*) (rank *r*).
For ranks higher than 2, this object is simply a multi-index Kronecker
delta::
/ 1 if i0=i1=...=iR,
id[i0,i1,...,iR] = -|
\ 0 otherwise.
Optionally a *dtype* (or typecode) may be given (it defaults to 'l').
Since rank defaults to 2, this function behaves in the default case (when
only *n* is given) like ``numpy.identity(n)`` -- but surprisingly, it is
much faster.
"""
if typecode is not None:
dtype = typecode
iden = np.zeros((n,)*rank, dtype)
for i in range(n):
idx = (i,)*rank
iden[idx] = 1
return iden
def base_repr (number, base = 2, padding = 0):
"""
Return the representation of a *number* in any given *base*.
"""
chars = '0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZ'
if number < base: \
return (padding - 1) * chars [0] + chars [int (number)]
max_exponent = int (math.log (number)/math.log (base))
max_power = long (base) ** max_exponent
lead_digit = int (number/max_power)
return chars [lead_digit] + \
base_repr (number - max_power * lead_digit, base, \
max (padding - 1, max_exponent))
def binary_repr(number, max_length = 1025):
"""
Return the binary representation of the input *number* as a
string.
This is more efficient than using :func:`base_repr` with base 2.
Increase the value of max_length for very large numbers. Note that
on 32-bit machines, 2**1023 is the largest integer power of 2
which can be converted to a Python float.
"""
#assert number < 2L << max_length
shifts = map (operator.rshift, max_length * [number], \
range (max_length - 1, -1, -1))
digits = map (operator.mod, shifts, max_length * [2])
if not digits.count (1): return 0
digits = digits [digits.index (1):]
return ''.join (map (repr, digits)).replace('L','')
def log2(x,ln2 = math.log(2.0)):
"""
Return the log(*x*) in base 2.
This is a _slow_ function but which is guaranteed to return the correct
integer value if the input is an integer exact power of 2.
"""
try:
bin_n = binary_repr(x)[1:]
except (AssertionError,TypeError):
return math.log(x)/ln2
else:
if '1' in bin_n:
return math.log(x)/ln2
else:
return len(bin_n)
def ispower2(n):
"""
Returns the log base 2 of *n* if *n* is a power of 2, zero otherwise.
Note the potential ambiguity if *n* == 1: 2**0 == 1, interpret accordingly.
"""
bin_n = binary_repr(n)[1:]
if '1' in bin_n:
return 0
else:
return len(bin_n)
def isvector(X):
"""
Like the MATLAB function with the same name, returns *True*
if the supplied numpy array or matrix *X* looks like a vector,
meaning it has a one non-singleton axis (i.e., it can have
multiple axes, but all must have length 1, except for one of
them).
If you just want to see if the array has 1 axis, use X.ndim == 1.
"""
return np.prod(X.shape)==np.max(X.shape)
### end fperez numutils code
#helpers for loading, saving, manipulating and viewing numpy record arrays
def safe_isnan(x):
':func:`numpy.isnan` for arbitrary types'
if cbook.is_string_like(x):
return False
try: b = np.isnan(x)
except NotImplementedError: return False
except TypeError: return False
else: return b
def safe_isinf(x):
':func:`numpy.isinf` for arbitrary types'
if cbook.is_string_like(x):
return False
try: b = np.isinf(x)
except NotImplementedError: return False
except TypeError: return False
else: return b
def rec_append_fields(rec, names, arrs, dtypes=None):
"""
Return a new record array with field names populated with data
from arrays in *arrs*. If appending a single field, then *names*,
*arrs* and *dtypes* do not have to be lists. They can just be the
values themselves.
"""
if (not cbook.is_string_like(names) and cbook.iterable(names) \
and len(names) and cbook.is_string_like(names[0])):
if len(names) != len(arrs):
raise ValueError("number of arrays do not match number of names")
else: # we have only 1 name and 1 array
names = [names]
arrs = [arrs]
arrs = map(np.asarray, arrs)
if dtypes is None:
dtypes = [a.dtype for a in arrs]
elif not cbook.iterable(dtypes):
dtypes = [dtypes]
if len(arrs) != len(dtypes):
if len(dtypes) == 1:
dtypes = dtypes * len(arrs)
else:
raise ValueError("dtypes must be None, a single dtype or a list")
newdtype = np.dtype(rec.dtype.descr + zip(names, dtypes))
newrec = np.recarray(rec.shape, dtype=newdtype)
for field in rec.dtype.fields:
newrec[field] = rec[field]
for name, arr in zip(names, arrs):
newrec[name] = arr
return newrec
def rec_drop_fields(rec, names):
"""
Return a new numpy record array with fields in *names* dropped.
"""
names = set(names)
newdtype = np.dtype([(name, rec.dtype[name]) for name in rec.dtype.names
if name not in names])
newrec = np.recarray(rec.shape, dtype=newdtype)
for field in newdtype.names:
newrec[field] = rec[field]
return newrec
def rec_keep_fields(rec, names):
"""
Return a new numpy record array with only fields listed in names
"""
if cbook.is_string_like(names):
names = names.split(',')
arrays = []
for name in names:
arrays.append(rec[name])
return np.rec.fromarrays(arrays, names=names)
def rec_groupby(r, groupby, stats):
"""
*r* is a numpy record array
*groupby* is a sequence of record array attribute names that
together form the grouping key. eg ('date', 'productcode')
*stats* is a sequence of (*attr*, *func*, *outname*) tuples which
will call ``x = func(attr)`` and assign *x* to the record array
output with attribute *outname*. For example::
stats = ( ('sales', len, 'numsales'), ('sales', np.mean, 'avgsale') )
Return record array has *dtype* names for each attribute name in
the the *groupby* argument, with the associated group values, and
for each outname name in the *stats* argument, with the associated
stat summary output.
"""
# build a dictionary from groupby keys-> list of indices into r with
# those keys
rowd = dict()
for i, row in enumerate(r):
key = tuple([row[attr] for attr in groupby])
rowd.setdefault(key, []).append(i)
# sort the output by groupby keys
keys = rowd.keys()
keys.sort()
rows = []
for key in keys:
row = list(key)
# get the indices for this groupby key
ind = rowd[key]
thisr = r[ind]
# call each stat function for this groupby slice
row.extend([func(thisr[attr]) for attr, func, outname in stats])
rows.append(row)
# build the output record array with groupby and outname attributes
attrs, funcs, outnames = zip(*stats)
names = list(groupby)
names.extend(outnames)
return np.rec.fromrecords(rows, names=names)
def rec_summarize(r, summaryfuncs):
"""
*r* is a numpy record array
*summaryfuncs* is a list of (*attr*, *func*, *outname*) tuples
which will apply *func* to the the array *r*[attr] and assign the
output to a new attribute name *outname*. The returned record
array is identical to *r*, with extra arrays for each element in
*summaryfuncs*.
"""
names = list(r.dtype.names)
arrays = [r[name] for name in names]
for attr, func, outname in summaryfuncs:
names.append(outname)
arrays.append(np.asarray(func(r[attr])))
return np.rec.fromarrays(arrays, names=names)
def rec_join(key, r1, r2, jointype='inner', defaults=None, r1postfix='1', r2postfix='2'):
"""
Join record arrays *r1* and *r2* on *key*; *key* is a tuple of
field names -- if *key* is a string it is assumed to be a single
attribute name. If *r1* and *r2* have equal values on all the keys
in the *key* tuple, then their fields will be merged into a new
record array containing the intersection of the fields of *r1* and
*r2*.
*r1* (also *r2*) must not have any duplicate keys.
The *jointype* keyword can be 'inner', 'outer', 'leftouter'. To
do a rightouter join just reverse *r1* and *r2*.
The *defaults* keyword is a dictionary filled with
``{column_name:default_value}`` pairs.
The keywords *r1postfix* and *r2postfix* are postfixed to column names
(other than keys) that are both in *r1* and *r2*.
"""
if cbook.is_string_like(key):
key = (key, )
for name in key:
if name not in r1.dtype.names:
raise ValueError('r1 does not have key field %s'%name)
if name not in r2.dtype.names:
raise ValueError('r2 does not have key field %s'%name)
def makekey(row):
return tuple([row[name] for name in key])
r1d = dict([(makekey(row),i) for i,row in enumerate(r1)])
r2d = dict([(makekey(row),i) for i,row in enumerate(r2)])
r1keys = set(r1d.keys())
r2keys = set(r2d.keys())
common_keys = r1keys & r2keys
r1ind = np.array([r1d[k] for k in common_keys])
r2ind = np.array([r2d[k] for k in common_keys])
common_len = len(common_keys)
left_len = right_len = 0
if jointype == "outer" or jointype == "leftouter":
left_keys = r1keys.difference(r2keys)
left_ind = np.array([r1d[k] for k in left_keys])
left_len = len(left_ind)
if jointype == "outer":
right_keys = r2keys.difference(r1keys)
right_ind = np.array([r2d[k] for k in right_keys])
right_len = len(right_ind)
def key_desc(name):
'if name is a string key, use the larger size of r1 or r2 before merging'
dt1 = r1.dtype[name]
if dt1.type != np.string_:
return (name, dt1.descr[0][1])
dt2 = r1.dtype[name]
assert dt2==dt1
if dt1.num>dt2.num:
return (name, dt1.descr[0][1])
else:
return (name, dt2.descr[0][1])
keydesc = [key_desc(name) for name in key]
def mapped_r1field(name):
"""
The column name in *newrec* that corresponds to the column in *r1*.
"""
if name in key or name not in r2.dtype.names: return name
else: return name + r1postfix
def mapped_r2field(name):
"""
The column name in *newrec* that corresponds to the column in *r2*.
"""
if name in key or name not in r1.dtype.names: return name
else: return name + r2postfix
r1desc = [(mapped_r1field(desc[0]), desc[1]) for desc in r1.dtype.descr if desc[0] not in key]
r2desc = [(mapped_r2field(desc[0]), desc[1]) for desc in r2.dtype.descr if desc[0] not in key]
newdtype = np.dtype(keydesc + r1desc + r2desc)
newrec = np.recarray((common_len + left_len + right_len,), dtype=newdtype)
if defaults is not None:
for thiskey in defaults:
if thiskey not in newdtype.names:
warnings.warn('rec_join defaults key="%s" not in new dtype names "%s"'%(
thiskey, newdtype.names))
for name in newdtype.names:
dt = newdtype[name]
if dt.kind in ('f', 'i'):
newrec[name] = 0
if jointype != 'inner' and defaults is not None: # fill in the defaults enmasse
newrec_fields = newrec.dtype.fields.keys()
for k, v in defaults.iteritems():
if k in newrec_fields:
newrec[k] = v
for field in r1.dtype.names:
newfield = mapped_r1field(field)
if common_len:
newrec[newfield][:common_len] = r1[field][r1ind]
if (jointype == "outer" or jointype == "leftouter") and left_len:
newrec[newfield][common_len:(common_len+left_len)] = r1[field][left_ind]
for field in r2.dtype.names:
newfield = mapped_r2field(field)
if field not in key and common_len:
newrec[newfield][:common_len] = r2[field][r2ind]
if jointype == "outer" and right_len:
newrec[newfield][-right_len:] = r2[field][right_ind]
newrec.sort(order=key)
return newrec
def recs_join(key, name, recs, jointype='outer', missing=0., postfixes=None):
"""
Join a sequence of record arrays on single column key.
This function only joins a single column of the multiple record arrays
*key*
is the column name that acts as a key
*name*
is the name of the column that we want to join
*recs*
is a list of record arrays to join
*jointype*
is a string 'inner' or 'outer'
*missing*
is what any missing field is replaced by
*postfixes*
if not None, a len recs sequence of postfixes
returns a record array with columns [rowkey, name0, name1, ... namen-1].
or if postfixes [PF0, PF1, ..., PFN-1] are supplied,
[rowkey, namePF0, namePF1, ... namePFN-1].
Example::
r = recs_join("date", "close", recs=[r0, r1], missing=0.)
"""
results = []
aligned_iters = cbook.align_iterators(operator.attrgetter(key), *[iter(r) for r in recs])
def extract(r):
if r is None: return missing
else: return r[name]
if jointype == "outer":
for rowkey, row in aligned_iters:
results.append([rowkey] + map(extract, row))
elif jointype == "inner":
for rowkey, row in aligned_iters:
if None not in row: # throw out any Nones
results.append([rowkey] + map(extract, row))
if postfixes is None:
postfixes = ['%d'%i for i in range(len(recs))]
names = ",".join([key] + ["%s%s" % (name, postfix) for postfix in postfixes])
return np.rec.fromrecords(results, names=names)
def csv2rec(fname, comments='#', skiprows=0, checkrows=0, delimiter=',',
converterd=None, names=None, missing='', missingd=None,
use_mrecords=False, dayfirst=False, yearfirst=False):
"""
Load data from comma/space/tab delimited file in *fname* into a
numpy record array and return the record array.
If *names* is *None*, a header row is required to automatically
assign the recarray names. The headers will be lower cased,
spaces will be converted to underscores, and illegal attribute
name characters removed. If *names* is not *None*, it is a
sequence of names to use for the column names. In this case, it
is assumed there is no header row.
- *fname*: can be a filename or a file handle. Support for gzipped
files is automatic, if the filename ends in '.gz'
- *comments*: the character used to indicate the start of a comment
in the file, or *None* to switch off the removal of comments
- *skiprows*: is the number of rows from the top to skip
- *checkrows*: is the number of rows to check to validate the column
data type. When set to zero all rows are validated.
- *converterd*: if not *None*, is a dictionary mapping column number or
munged column name to a converter function.
- *names*: if not None, is a list of header names. In this case, no
header will be read from the file
- *missingd* is a dictionary mapping munged column names to field values
which signify that the field does not contain actual data and should
be masked, e.g., '0000-00-00' or 'unused'
- *missing*: a string whose value signals a missing field regardless of
the column it appears in
- *use_mrecords*: if True, return an mrecords.fromrecords record array if any of the data are missing
- *dayfirst*: default is False so that MM-DD-YY has precedence over
DD-MM-YY. See http://labix.org/python-dateutil#head-b95ce2094d189a89f80f5ae52a05b4ab7b41af47
for further information.
- *yearfirst*: default is False so that MM-DD-YY has precedence over
YY-MM-DD. See http://labix.org/python-dateutil#head-b95ce2094d189a89f80f5ae52a05b4ab7b41af47
for further information.
If no rows are found, *None* is returned -- see :file:`examples/loadrec.py`
"""
if converterd is None:
converterd = dict()
if missingd is None:
missingd = {}
import dateutil.parser
import datetime
fh = cbook.to_filehandle(fname)
class FH:
"""
For space-delimited files, we want different behavior than
comma or tab. Generally, we want multiple spaces to be
treated as a single separator, whereas with comma and tab we
want multiple commas to return multiple (empty) fields. The
join/strip trick below effects this.
"""
def __init__(self, fh):
self.fh = fh
def close(self):
self.fh.close()
def seek(self, arg):
self.fh.seek(arg)
def fix(self, s):
return ' '.join(s.split())
def __next__(self):
return self.fix(next(self.fh))
def __iter__(self):
for line in self.fh:
yield self.fix(line)
if delimiter==' ':
fh = FH(fh)
reader = csv.reader(fh, delimiter=delimiter)
def process_skiprows(reader):
if skiprows:
for i, row in enumerate(reader):
if i>=(skiprows-1): break
return fh, reader
process_skiprows(reader)
def ismissing(name, val):
"Should the value val in column name be masked?"
if val == missing or val == missingd.get(name) or val == '':
return True
else:
return False
def with_default_value(func, default):
def newfunc(name, val):
if ismissing(name, val):
return default
else:
return func(val)
return newfunc
def mybool(x):
if x=='True': return True
elif x=='False': return False
else: raise ValueError('invalid bool')
dateparser = dateutil.parser.parse
mydateparser = with_default_value(dateparser, datetime.date(1,1,1))
myfloat = with_default_value(float, np.nan)
myint = with_default_value(int, -1)
mystr = with_default_value(str, '')
mybool = with_default_value(mybool, None)
def mydate(x):
# try and return a date object
d = dateparser(x, dayfirst=dayfirst, yearfirst=yearfirst)
if d.hour>0 or d.minute>0 or d.second>0:
raise ValueError('not a date')
return d.date()
mydate = with_default_value(mydate, datetime.date(1,1,1))
def get_func(name, item, func):
# promote functions in this order
funcmap = {mybool:myint,myint:myfloat, myfloat:mydate, mydate:mydateparser, mydateparser:mystr}
try: func(name, item)
except:
if func==mystr:
raise ValueError('Could not find a working conversion function')
else: return get_func(name, item, funcmap[func]) # recurse
else: return func
# map column names that clash with builtins -- TODO - extend this list
itemd = {
'return' : 'return_',
'file' : 'file_',
'print' : 'print_',
}
def get_converters(reader):
converters = None
for i, row in enumerate(reader):
if i==0:
converters = [mybool]*len(row)
if checkrows and i>checkrows:
break
#print i, len(names), len(row)
#print 'converters', zip(converters, row)
for j, (name, item) in enumerate(izip(names, row)):
func = converterd.get(j)
if func is None:
func = converterd.get(name)
if func is None:
#if not item.strip(): continue
func = converters[j]
if len(item.strip()):
func = get_func(name, item, func)
else:
# how should we handle custom converters and defaults?
func = with_default_value(func, None)
converters[j] = func
return converters
# Get header and remove invalid characters
needheader = names is None
if needheader:
for row in reader:
#print 'csv2rec', row
if len(row) and comments is not None and row[0].startswith(comments):
continue
headers = row
break
# remove these chars
delete = set("""~!@#$%^&*()-=+~\|]}[{';: /?.>,<""")
delete.add('"')
names = []
seen = dict()
for i, item in enumerate(headers):
item = item.strip().lower().replace(' ', '_')
item = ''.join([c for c in item if c not in delete])
if not len(item):
item = 'column%d'%i
item = itemd.get(item, item)
cnt = seen.get(item, 0)
if cnt>0:
names.append(item + '_%d'%cnt)
else:
names.append(item)
seen[item] = cnt+1
else:
if cbook.is_string_like(names):
names = [n.strip() for n in names.split(',')]
# get the converter functions by inspecting checkrows
converters = get_converters(reader)
if converters is None:
raise ValueError('Could not find any valid data in CSV file')
# reset the reader and start over
fh.seek(0)
reader = csv.reader(fh, delimiter=delimiter)
process_skiprows(reader)
if needheader:
while 1:
# skip past any comments and consume one line of column header
row = next(reader)
if len(row) and comments is not None and row[0].startswith(comments):
continue
break
# iterate over the remaining rows and convert the data to date
# objects, ints, or floats as approriate
rows = []
rowmasks = []
for i, row in enumerate(reader):
if not len(row):
continue
if comments is not None and row[0].startswith(comments):
continue
# Ensure that the row returned always has the same nr of elements
row.extend([''] * (len(converters) - len(row)))
rows.append([func(name, val) for func, name, val in zip(converters, names, row)])
rowmasks.append([ismissing(name, val) for name, val in zip(names, row)])
fh.close()
if not len(rows):
return None
if use_mrecords and np.any(rowmasks):
try: from numpy.ma import mrecords
except ImportError:
raise RuntimeError('numpy 1.05 or later is required for masked array support')
else:
r = mrecords.fromrecords(rows, names=names, mask=rowmasks)
else:
r = np.rec.fromrecords(rows, names=names)
return r
# a series of classes for describing the format intentions of various rec views
class FormatObj:
def tostr(self, x):
return self.toval(x)
def toval(self, x):
return str(x)
def fromstr(self, s):
return s
def __hash__(self):
"""
override the hash function of any of the formatters, so that we don't create duplicate excel format styles
"""
return hash(self.__class__)
class FormatString(FormatObj):
def tostr(self, x):
val = repr(x)
return val[1:-1]
#class FormatString(FormatObj):
# def tostr(self, x):
# return '"%r"'%self.toval(x)
class FormatFormatStr(FormatObj):
def __init__(self, fmt):
self.fmt = fmt
def tostr(self, x):
if x is None: return 'None'
return self.fmt%self.toval(x)
class FormatFloat(FormatFormatStr):
def __init__(self, precision=4, scale=1.):
FormatFormatStr.__init__(self, '%%1.%df'%precision)
self.precision = precision
self.scale = scale
def __hash__(self):
return hash((self.__class__, self.precision, self.scale))
def toval(self, x):
if x is not None:
x = x * self.scale
return x
def fromstr(self, s):
return float(s)/self.scale
class FormatInt(FormatObj):
def tostr(self, x):
return '%d'%int(x)
def toval(self, x):
return int(x)
def fromstr(self, s):
return int(s)
class FormatBool(FormatObj):
def toval(self, x):
return str(x)
def fromstr(self, s):
return bool(s)
class FormatPercent(FormatFloat):
def __init__(self, precision=4):
FormatFloat.__init__(self, precision, scale=100.)
class FormatThousands(FormatFloat):
def __init__(self, precision=4):
FormatFloat.__init__(self, precision, scale=1e-3)
class FormatMillions(FormatFloat):
def __init__(self, precision=4):
FormatFloat.__init__(self, precision, scale=1e-6)
class FormatDate(FormatObj):
def __init__(self, fmt):
self.fmt = fmt
def __hash__(self):
return hash((self.__class__, self.fmt))
def toval(self, x):
if x is None: return 'None'
return x.strftime(self.fmt)
def fromstr(self, x):
import dateutil.parser
return dateutil.parser.parse(x).date()
class FormatDatetime(FormatDate):
def __init__(self, fmt='%Y-%m-%d %H:%M:%S'):
FormatDate.__init__(self, fmt)
def fromstr(self, x):
import dateutil.parser
return dateutil.parser.parse(x)
defaultformatd = {
np.bool_ : FormatBool(),
np.int16 : FormatInt(),
np.int32 : FormatInt(),
np.int64 : FormatInt(),
np.float32 : FormatFloat(),
np.float64 : FormatFloat(),
np.object_ : FormatObj(),
np.string_ : FormatString(),
}
def get_formatd(r, formatd=None):
'build a formatd guaranteed to have a key for every dtype name'
if formatd is None:
formatd = dict()
for i, name in enumerate(r.dtype.names):
dt = r.dtype[name]
format = formatd.get(name)
if format is None:
format = defaultformatd.get(dt.type, FormatObj())
formatd[name] = format
return formatd
def csvformat_factory(format):
format = copy.deepcopy(format)
if isinstance(format, FormatFloat):
format.scale = 1. # override scaling for storage
format.fmt = '%r'
return format
def rec2txt(r, header=None, padding=3, precision=3, fields=None):
"""
Returns a textual representation of a record array.
*r*: numpy recarray
*header*: list of column headers
*padding*: space between each column
*precision*: number of decimal places to use for floats.
Set to an integer to apply to all floats. Set to a
list of integers to apply precision individually.
Precision for non-floats is simply ignored.
*fields* : if not None, a list of field names to print. fields
can be a list of strings like ['field1', 'field2'] or a single
comma separated string like 'field1,field2'
Example::
precision=[0,2,3]
Output::
ID Price Return
ABC 12.54 0.234
XYZ 6.32 -0.076
"""
if fields is not None:
r = rec_keep_fields(r, fields)
if cbook.is_numlike(precision):
precision = [precision]*len(r.dtype)
def get_type(item,atype=int):
tdict = {None:int, int:float, float:str}
try: atype(str(item))
except: return get_type(item,tdict[atype])
return atype
def get_justify(colname, column, precision):
ntype = type(column[0])
if ntype==np.str or ntype==np.str_ or ntype==np.string0 or ntype==np.string_:
length = max(len(colname),column.itemsize)
return 0, length+padding, "%s" # left justify
if ntype==np.int or ntype==np.int16 or ntype==np.int32 or ntype==np.int64 or ntype==np.int8 or ntype==np.int_:
length = max(len(colname),np.max(map(len,map(str,column))))
return 1, length+padding, "%d" # right justify
# JDH: my powerbook does not have np.float96 using np 1.3.0
"""
In [2]: np.__version__
Out[2]: '1.3.0.dev5948'
In [3]: !uname -a
Darwin Macintosh-5.local 9.4.0 Darwin Kernel Version 9.4.0: Mon Jun 9 19:30:53 PDT 2008; root:xnu-1228.5.20~1/RELEASE_I386 i386 i386
In [4]: np.float96
---------------------------------------------------------------------------
AttributeError Traceback (most recent call la
"""
if ntype==np.float or ntype==np.float32 or ntype==np.float64 or (hasattr(np, 'float96') and (ntype==np.float96)) or ntype==np.float_:
fmt = "%." + str(precision) + "f"
length = max(len(colname),np.max(map(len,map(lambda x:fmt%x,column))))
return 1, length+padding, fmt # right justify
return 0, max(len(colname),np.max(map(len,map(str,column))))+padding, "%s"
if header is None:
header = r.dtype.names
justify_pad_prec = [get_justify(header[i],r.__getitem__(colname),precision[i]) for i, colname in enumerate(r.dtype.names)]
justify_pad_prec_spacer = []
for i in range(len(justify_pad_prec)):
just,pad,prec = justify_pad_prec[i]
if i == 0:
justify_pad_prec_spacer.append((just,pad,prec,0))
else:
pjust,ppad,pprec = justify_pad_prec[i-1]
if pjust == 0 and just == 1:
justify_pad_prec_spacer.append((just,pad-padding,prec,0))
elif pjust == 1 and just == 0:
justify_pad_prec_spacer.append((just,pad,prec,padding))
else:
justify_pad_prec_spacer.append((just,pad,prec,0))
def format(item, just_pad_prec_spacer):
just, pad, prec, spacer = just_pad_prec_spacer
if just == 0:
return spacer*' ' + str(item).ljust(pad)
else:
if get_type(item) == float:
item = (prec%float(item))
elif get_type(item) == int:
item = (prec%int(item))
return item.rjust(pad)
textl = []
textl.append(''.join([format(colitem,justify_pad_prec_spacer[j]) for j, colitem in enumerate(header)]))
for i, row in enumerate(r):
textl.append(''.join([format(colitem,justify_pad_prec_spacer[j]) for j, colitem in enumerate(row)]))
if i==0:
textl[0] = textl[0].rstrip()
text = os.linesep.join(textl)
return text
def rec2csv(r, fname, delimiter=',', formatd=None, missing='',
missingd=None, withheader=True):
"""
Save the data from numpy recarray *r* into a
comma-/space-/tab-delimited file. The record array dtype names
will be used for column headers.
*fname*: can be a filename or a file handle. Support for gzipped
files is automatic, if the filename ends in '.gz'
*withheader*: if withheader is False, do not write the attribute
names in the first row
for formatd type FormatFloat, we override the precision to store
full precision floats in the CSV file
.. seealso::
:func:`csv2rec`
For information about *missing* and *missingd*, which can
be used to fill in masked values into your CSV file.
"""
if missingd is None:
missingd = dict()
def with_mask(func):
def newfunc(val, mask, mval):
if mask:
return mval
else:
return func(val)
return newfunc
if r.ndim != 1:
raise ValueError('rec2csv only operates on 1 dimensional recarrays')
formatd = get_formatd(r, formatd)
funcs = []
for i, name in enumerate(r.dtype.names):
funcs.append(with_mask(csvformat_factory(formatd[name]).tostr))
fh, opened = cbook.to_filehandle(fname, 'wb', return_opened=True)
writer = csv.writer(fh, delimiter=delimiter)
header = r.dtype.names
if withheader:
writer.writerow(header)
# Our list of specials for missing values
mvals = []
for name in header:
mvals.append(missingd.get(name, missing))
ismasked = False
if len(r):
row = r[0]
ismasked = hasattr(row, '_fieldmask')
for row in r:
if ismasked:
row, rowmask = row.item(), row._fieldmask.item()
else:
rowmask = [False] * len(row)
writer.writerow([func(val, mask, mval) for func, val, mask, mval
in zip(funcs, row, rowmask, mvals)])
if opened:
fh.close()
def griddata(x,y,z,xi,yi,interp='nn'):
"""
``zi = griddata(x,y,z,xi,yi)`` fits a surface of the form *z* =
*f*(*x*, *y*) to the data in the (usually) nonuniformly spaced
vectors (*x*, *y*, *z*). :func:`griddata` interpolates this
surface at the points specified by (*xi*, *yi*) to produce
*zi*. *xi* and *yi* must describe a regular grid, can be either 1D
or 2D, but must be monotonically increasing.
A masked array is returned if any grid points are outside convex
hull defined by input data (no extrapolation is done).
If interp keyword is set to '`nn`' (default),
uses natural neighbor interpolation based on Delaunay
triangulation. By default, this algorithm is provided by the
:mod:`matplotlib.delaunay` package, written by Robert Kern. The
triangulation algorithm in this package is known to fail on some
nearly pathological cases. For this reason, a separate toolkit
(:mod:`mpl_tookits.natgrid`) has been created that provides a more
robust algorithm fof triangulation and interpolation. This
toolkit is based on the NCAR natgrid library, which contains code
that is not redistributable under a BSD-compatible license. When
installed, this function will use the :mod:`mpl_toolkits.natgrid`
algorithm, otherwise it will use the built-in
:mod:`matplotlib.delaunay` package.
If the interp keyword is set to '`linear`', then linear interpolation
is used instead of natural neighbor. In this case, the output grid
is assumed to be regular with a constant grid spacing in both the x and
y directions. For regular grids with nonconstant grid spacing, you
must use natural neighbor interpolation. Linear interpolation is only valid if
:mod:`matplotlib.delaunay` package is used - :mod:`mpl_tookits.natgrid`
only provides natural neighbor interpolation.
The natgrid matplotlib toolkit can be downloaded from
http://sourceforge.net/project/showfiles.php?group_id=80706&package_id=142792
"""
try:
from mpl_toolkits.natgrid import _natgrid, __version__
_use_natgrid = True
except ImportError:
import matplotlib.delaunay as delaunay
from matplotlib.delaunay import __version__
_use_natgrid = False
if not griddata._reported:
if _use_natgrid:
verbose.report('using natgrid version %s' % __version__)
else:
verbose.report('using delaunay version %s' % __version__)
griddata._reported = True
if xi.ndim != yi.ndim:
raise TypeError("inputs xi and yi must have same number of dimensions (1 or 2)")
if xi.ndim != 1 and xi.ndim != 2:
raise TypeError("inputs xi and yi must be 1D or 2D.")
if not len(x)==len(y)==len(z):
raise TypeError("inputs x,y,z must all be 1D arrays of the same length")
# remove masked points.
if hasattr(z,'mask'):
# make sure mask is not a scalar boolean array.
if z.mask.ndim:
x = x.compress(z.mask == False)
y = y.compress(z.mask == False)
z = z.compressed()
if _use_natgrid: # use natgrid toolkit if available.
if interp != 'nn':
raise ValueError("only natural neighor interpolation"
" allowed when using natgrid toolkit in griddata.")
if xi.ndim == 2:
xi = xi[0,:]
yi = yi[:,0]
# override default natgrid internal parameters.
_natgrid.seti('ext',0)
_natgrid.setr('nul',np.nan)
# cast input arrays to doubles (this makes a copy)
x = x.astype(np.float)
y = y.astype(np.float)
z = z.astype(np.float)
xo = xi.astype(np.float)
yo = yi.astype(np.float)
if min(xo[1:]-xo[0:-1]) < 0 or min(yo[1:]-yo[0:-1]) < 0:
raise ValueError('output grid defined by xi,yi must be monotone increasing')
# allocate array for output (buffer will be overwritten by nagridd)
zo = np.empty((yo.shape[0],xo.shape[0]), np.float)
_natgrid.natgridd(x,y,z,xo,yo,zo)
else: # use Robert Kern's delaunay package from scikits (default)
if xi.ndim != yi.ndim:
raise TypeError("inputs xi and yi must have same number of dimensions (1 or 2)")
if xi.ndim != 1 and xi.ndim != 2:
raise TypeError("inputs xi and yi must be 1D or 2D.")
if xi.ndim == 1:
xi,yi = np.meshgrid(xi,yi)
# triangulate data
tri = delaunay.Triangulation(x,y)
# interpolate data
if interp == 'nn':
interp = tri.nn_interpolator(z)
zo = interp(xi,yi)
elif interp == 'linear':
# make sure grid has constant dx, dy
dx = xi[0,1:]-xi[0,0:-1]
dy = yi[1:,0]-yi[0:-1,0]
epsx = np.finfo(xi.dtype).resolution
epsy = np.finfo(yi.dtype).resolution
if dx.max()-dx.min() > epsx or dy.max()-dy.min() > epsy:
raise ValueError("output grid must have constant spacing"
" when using interp='linear'")
interp = tri.linear_interpolator(z)
zo = interp[yi.min():yi.max():complex(0,yi.shape[0]),
xi.min():xi.max():complex(0,xi.shape[1])]
else:
raise ValueError("interp keyword must be one of"
" 'linear' (for linear interpolation) or 'nn'"
" (for natural neighbor interpolation). Default is 'nn'.")
# mask points on grid outside convex hull of input data.
if np.any(np.isnan(zo)):
zo = np.ma.masked_where(np.isnan(zo),zo)
return zo
griddata._reported = False
##################################################
# Linear interpolation algorithms
##################################################
def less_simple_linear_interpolation( x, y, xi, extrap=False ):
"""
This function provides simple (but somewhat less so than
:func:`cbook.simple_linear_interpolation`) linear interpolation.
:func:`simple_linear_interpolation` will give a list of point
between a start and an end, while this does true linear
interpolation at an arbitrary set of points.
This is very inefficient linear interpolation meant to be used
only for a small number of points in relatively non-intensive use
cases. For real linear interpolation, use scipy.
"""
if cbook.is_scalar(xi): xi = [xi]
x = np.asarray(x)
y = np.asarray(y)
xi = np.asarray(xi)
s = list(y.shape)
s[0] = len(xi)
yi = np.tile( np.nan, s )
for ii,xx in enumerate(xi):
bb = x == xx
if np.any(bb):
jj, = np.nonzero(bb)
yi[ii] = y[jj[0]]
elif xx<x[0]:
if extrap:
yi[ii] = y[0]
elif xx>x[-1]:
if extrap:
yi[ii] = y[-1]
else:
jj, = np.nonzero(x<xx)
jj = max(jj)
yi[ii] = y[jj] + (xx-x[jj])/(x[jj+1]-x[jj]) * (y[jj+1]-y[jj])
return yi
def slopes(x,y):
"""
:func:`slopes` calculates the slope *y*'(*x*)
The slope is estimated using the slope obtained from that of a
parabola through any three consecutive points.
This method should be superior to that described in the appendix
of A CONSISTENTLY WELL BEHAVED METHOD OF INTERPOLATION by Russel
W. Stineman (Creative Computing July 1980) in at least one aspect:
Circles for interpolation demand a known aspect ratio between
*x*- and *y*-values. For many functions, however, the abscissa
are given in different dimensions, so an aspect ratio is
completely arbitrary.
The parabola method gives very similar results to the circle
method for most regular cases but behaves much better in special
cases.
Norbert Nemec, Institute of Theoretical Physics, University or
Regensburg, April 2006 Norbert.Nemec at physik.uni-regensburg.de
(inspired by a original implementation by Halldor Bjornsson,
Icelandic Meteorological Office, March 2006 halldor at vedur.is)
"""
# Cast key variables as float.
x=np.asarray(x, np.float_)
y=np.asarray(y, np.float_)
yp=np.zeros(y.shape, np.float_)
dx=x[1:] - x[:-1]
dy=y[1:] - y[:-1]
dydx = dy/dx
yp[1:-1] = (dydx[:-1] * dx[1:] + dydx[1:] * dx[:-1])/(dx[1:] + dx[:-1])
yp[0] = 2.0 * dy[0]/dx[0] - yp[1]
yp[-1] = 2.0 * dy[-1]/dx[-1] - yp[-2]
return yp
def stineman_interp(xi,x,y,yp=None):
"""
Given data vectors *x* and *y*, the slope vector *yp* and a new
abscissa vector *xi*, the function :func:`stineman_interp` uses
Stineman interpolation to calculate a vector *yi* corresponding to
*xi*.
Here's an example that generates a coarse sine curve, then
interpolates over a finer abscissa::
x = linspace(0,2*pi,20); y = sin(x); yp = cos(x)
xi = linspace(0,2*pi,40);
yi = stineman_interp(xi,x,y,yp);
plot(x,y,'o',xi,yi)
The interpolation method is described in the article A
CONSISTENTLY WELL BEHAVED METHOD OF INTERPOLATION by Russell
W. Stineman. The article appeared in the July 1980 issue of
Creative Computing with a note from the editor stating that while
they were:
not an academic journal but once in a while something serious
and original comes in adding that this was
"apparently a real solution" to a well known problem.
For *yp* = *None*, the routine automatically determines the slopes
using the :func:`slopes` routine.
*x* is assumed to be sorted in increasing order.
For values ``xi[j] < x[0]`` or ``xi[j] > x[-1]``, the routine
tries an extrapolation. The relevance of the data obtained from
this, of course, is questionable...
Original implementation by Halldor Bjornsson, Icelandic
Meteorolocial Office, March 2006 halldor at vedur.is
Completely reworked and optimized for Python by Norbert Nemec,
Institute of Theoretical Physics, University or Regensburg, April
2006 Norbert.Nemec at physik.uni-regensburg.de
"""
# Cast key variables as float.
x=np.asarray(x, np.float_)
y=np.asarray(y, np.float_)
assert x.shape == y.shape
if yp is None:
yp = slopes(x,y)
else:
yp=np.asarray(yp, np.float_)
xi=np.asarray(xi, np.float_)
yi=np.zeros(xi.shape, np.float_)
# calculate linear slopes
dx = x[1:] - x[:-1]
dy = y[1:] - y[:-1]
s = dy/dx #note length of s is N-1 so last element is #N-2
# find the segment each xi is in
# this line actually is the key to the efficiency of this implementation
idx = np.searchsorted(x[1:-1], xi)
# now we have generally: x[idx[j]] <= xi[j] <= x[idx[j]+1]
# except at the boundaries, where it may be that xi[j] < x[0] or xi[j] > x[-1]
# the y-values that would come out from a linear interpolation:
sidx = s.take(idx)
xidx = x.take(idx)
yidx = y.take(idx)
xidxp1 = x.take(idx+1)
yo = yidx + sidx * (xi - xidx)
# the difference that comes when using the slopes given in yp
dy1 = (yp.take(idx)- sidx) * (xi - xidx) # using the yp slope of the left point
dy2 = (yp.take(idx+1)-sidx) * (xi - xidxp1) # using the yp slope of the right point
dy1dy2 = dy1*dy2
# The following is optimized for Python. The solution actually
# does more calculations than necessary but exploiting the power
# of numpy, this is far more efficient than coding a loop by hand
# in Python
yi = yo + dy1dy2 * np.choose(np.array(np.sign(dy1dy2), np.int32)+1,
((2*xi-xidx-xidxp1)/((dy1-dy2)*(xidxp1-xidx)),
0.0,
1/(dy1+dy2),))
return yi
##################################################
# Code related to things in and around polygons
##################################################
def inside_poly(points, verts):
"""
*points* is a sequence of *x*, *y* points.
*verts* is a sequence of *x*, *y* vertices of a polygon.
Return value is a sequence of indices into points for the points
that are inside the polygon.
"""
# Make a closed polygon path
poly = Path( verts )
# Check to see which points are contained withing the Path
return [ idx for idx, p in enumerate(points) if poly.contains_point(p) ]
def poly_below(xmin, xs, ys):
"""
Given a sequence of *xs* and *ys*, return the vertices of a
polygon that has a horizontal base at *xmin* and an upper bound at
the *ys*. *xmin* is a scalar.
Intended for use with :meth:`matplotlib.axes.Axes.fill`, eg::
xv, yv = poly_below(0, x, y)
ax.fill(xv, yv)
"""
if ma.isMaskedArray(xs) or ma.isMaskedArray(ys):
numpy = ma
else:
numpy = np
xs = numpy.asarray(xs)
ys = numpy.asarray(ys)
Nx = len(xs)
Ny = len(ys)
assert(Nx==Ny)
x = xmin*numpy.ones(2*Nx)
y = numpy.ones(2*Nx)
x[:Nx] = xs
y[:Nx] = ys
y[Nx:] = ys[::-1]
return x, y
def poly_between(x, ylower, yupper):
"""
Given a sequence of *x*, *ylower* and *yupper*, return the polygon
that fills the regions between them. *ylower* or *yupper* can be
scalar or iterable. If they are iterable, they must be equal in
length to *x*.
Return value is *x*, *y* arrays for use with
:meth:`matplotlib.axes.Axes.fill`.
"""
if ma.isMaskedArray(ylower) or ma.isMaskedArray(yupper) or ma.isMaskedArray(x):
numpy = ma
else:
numpy = np
Nx = len(x)
if not cbook.iterable(ylower):
ylower = ylower*numpy.ones(Nx)
if not cbook.iterable(yupper):
yupper = yupper*numpy.ones(Nx)
x = numpy.concatenate( (x, x[::-1]) )
y = numpy.concatenate( (yupper, ylower[::-1]) )
return x,y
def is_closed_polygon(X):
"""
Tests whether first and last object in a sequence are the same. These are
presumably coordinates on a polygonal curve, in which case this function
tests if that curve is closed.
"""
return np.all(X[0] == X[-1])
def contiguous_regions(mask):
"""
return a list of (ind0, ind1) such that mask[ind0:ind1].all() is
True and we cover all such regions
TODO: this is a pure python implementation which probably has a much faster numpy impl
"""
in_region = None
boundaries = []
for i, val in enumerate(mask):
if in_region is None and val:
in_region = i
elif in_region is not None and not val:
boundaries.append((in_region, i))
in_region = None
if in_region is not None:
boundaries.append((in_region, i+1))
return boundaries
def cross_from_below(x, threshold):
"""
return the indices into *x* where *x* crosses some threshold from
below, eg the i's where::
x[i-1]<threshold and x[i]>=threshold
Example code::
import matplotlib.pyplot as plt
t = np.arange(0.0, 2.0, 0.1)
s = np.sin(2*np.pi*t)
fig = plt.figure()
ax = fig.add_subplot(111)
ax.plot(t, s, '-o')
ax.axhline(0.5)
ax.axhline(-0.5)
ind = cross_from_below(s, 0.5)
ax.vlines(t[ind], -1, 1)
ind = cross_from_above(s, -0.5)
ax.vlines(t[ind], -1, 1)
plt.show()
.. seealso::
:func:`cross_from_above` and :func:`contiguous_regions`
"""
x = np.asarray(x)
threshold = threshold
ind = np.nonzero( (x[:-1]<threshold) & (x[1:]>=threshold))[0]
if len(ind): return ind+1
else: return ind
def cross_from_above(x, threshold):
"""
return the indices into *x* where *x* crosses some threshold from
below, eg the i's where::
x[i-1]>threshold and x[i]<=threshold
.. seealso::
:func:`cross_from_below` and :func:`contiguous_regions`
"""
x = np.asarray(x)
ind = np.nonzero( (x[:-1]>=threshold) & (x[1:]<threshold))[0]
if len(ind): return ind+1
else: return ind
##################################################
# Vector and path length geometry calculations
##################################################
def vector_lengths( X, P=2., axis=None ):
"""
Finds the length of a set of vectors in *n* dimensions. This is
like the :func:`numpy.norm` function for vectors, but has the ability to
work over a particular axis of the supplied array or matrix.
Computes ``(sum((x_i)^P))^(1/P)`` for each ``{x_i}`` being the
elements of *X* along the given axis. If *axis* is *None*,
compute over all elements of *X*.
"""
X = np.asarray(X)
return (np.sum(X**(P),axis=axis))**(1./P)
def distances_along_curve( X ):
"""
Computes the distance between a set of successive points in *N* dimensions.
Where *X* is an *M* x *N* array or matrix. The distances between
successive rows is computed. Distance is the standard Euclidean
distance.
"""
X = np.diff( X, axis=0 )
return vector_lengths(X,axis=1)
def path_length(X):
"""
Computes the distance travelled along a polygonal curve in *N* dimensions.
Where *X* is an *M* x *N* array or matrix. Returns an array of
length *M* consisting of the distance along the curve at each point
(i.e., the rows of *X*).
"""
X = distances_along_curve(X)
return np.concatenate( (np.zeros(1), np.cumsum(X)) )
def quad2cubic(q0x, q0y, q1x, q1y, q2x, q2y):
"""
Converts a quadratic Bezier curve to a cubic approximation.
The inputs are the *x* and *y* coordinates of the three control
points of a quadratic curve, and the output is a tuple of *x* and
*y* coordinates of the four control points of the cubic curve.
"""
# c0x, c0y = q0x, q0y
c1x, c1y = q0x + 2./3. * (q1x - q0x), q0y + 2./3. * (q1y - q0y)
c2x, c2y = c1x + 1./3. * (q2x - q0x), c1y + 1./3. * (q2y - q0y)
# c3x, c3y = q2x, q2y
return q0x, q0y, c1x, c1y, c2x, c2y, q2x, q2y
def offset_line(y, yerr):
"""
Offsets an array *y* by +/- an error and returns a tuple (y - err, y + err).
The error term can be:
* A scalar. In this case, the returned tuple is obvious.
* A vector of the same length as *y*. The quantities y +/- err are computed
component-wise.
* A tuple of length 2. In this case, yerr[0] is the error below *y* and
yerr[1] is error above *y*. For example::
from pylab import *
x = linspace(0, 2*pi, num=100, endpoint=True)
y = sin(x)
y_minus, y_plus = mlab.offset_line(y, 0.1)
plot(x, y)
fill_between(x, ym, y2=yp)
show()
"""
if cbook.is_numlike(yerr) or (cbook.iterable(yerr) and len(yerr) == len(y)):
ymin = y - yerr
ymax = y + yerr
elif len(yerr) == 2:
ymin, ymax = y - yerr[0], y + yerr[1]
else:
raise ValueError("yerr must be scalar, 1xN or 2xN")
return ymin, ymax
