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Documentation updated
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fjosw
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3 changed files with 180 additions and 49 deletions
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@ -225,6 +225,11 @@
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<span class="sd"> corrected by effects caused by correlated input data.</span>
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<span class="sd"> This can take a while as the full correlation matrix</span>
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<span class="sd"> has to be calculated (default False).</span>
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<span class="sd"> correlated_fit : bool</span>
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<span class="sd"> If true, use the full correlation matrix in the definition of the chisquare</span>
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<span class="sd"> (only works for prior==None and when no method is given, at the moment).</span>
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<span class="sd"> const_par : list, optional</span>
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<span class="sd"> List of N Obs that are used to constrain the last N fit parameters of func.</span>
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<span class="sd"> '''</span>
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<span class="k">if</span> <span class="n">priors</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
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<span class="k">return</span> <span class="n">_prior_fit</span><span class="p">(</span><span class="n">x</span><span class="p">,</span> <span class="n">y</span><span class="p">,</span> <span class="n">func</span><span class="p">,</span> <span class="n">priors</span><span class="p">,</span> <span class="n">silent</span><span class="o">=</span><span class="n">silent</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
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@ -270,6 +275,8 @@
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<span class="sd"> corrected by effects caused by correlated input data.</span>
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<span class="sd"> This can take a while as the full correlation matrix</span>
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<span class="sd"> has to be calculated (default False).</span>
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<span class="sd"> const_par : list, optional</span>
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<span class="sd"> List of N Obs that are used to constrain the last N fit parameters of func.</span>
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<span class="sd"> Based on the orthogonal distance regression module of scipy</span>
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<span class="sd"> '''</span>
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@ -285,6 +292,17 @@
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<span class="k">if</span> <span class="ow">not</span> <span class="n">callable</span><span class="p">(</span><span class="n">func</span><span class="p">):</span>
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<span class="k">raise</span> <span class="ne">TypeError</span><span class="p">(</span><span class="s1">'func has to be a function.'</span><span class="p">)</span>
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<span class="n">func_aug</span> <span class="o">=</span> <span class="n">func</span>
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<span class="k">if</span> <span class="s1">'const_par'</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
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<span class="n">const_par</span> <span class="o">=</span> <span class="n">kwargs</span><span class="p">[</span><span class="s1">'const_par'</span><span class="p">]</span>
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<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">const_par</span><span class="p">,</span> <span class="n">Obs</span><span class="p">):</span>
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<span class="n">const_par</span> <span class="o">=</span> <span class="p">[</span><span class="n">const_par</span><span class="p">]</span>
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<span class="k">def</span> <span class="nf">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">):</span>
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<span class="k">return</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">p</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">])),</span> <span class="n">x</span><span class="p">)</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">const_par</span> <span class="o">=</span> <span class="p">[]</span>
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<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">25</span><span class="p">):</span>
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<span class="k">try</span><span class="p">:</span>
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<span class="n">func</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="n">i</span><span class="p">),</span> <span class="n">x</span><span class="o">.</span><span class="n">T</span><span class="p">[</span><span class="mi">0</span><span class="p">])</span>
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@ -296,6 +314,8 @@
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<span class="n">n_parms</span> <span class="o">=</span> <span class="n">i</span>
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<span class="k">if</span> <span class="ow">not</span> <span class="n">silent</span><span class="p">:</span>
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<span class="nb">print</span><span class="p">(</span><span class="s1">'Fit with'</span><span class="p">,</span> <span class="n">n_parms</span><span class="p">,</span> <span class="s1">'parameters'</span><span class="p">)</span>
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<span class="k">if</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span><span class="p">):</span>
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<span class="nb">print</span><span class="p">(</span><span class="s1">'</span><span class="se">\t</span><span class="s1"> and </span><span class="si">%d</span><span class="s1"> constrained parameter</span><span class="si">%s</span><span class="s1">'</span> <span class="o">%</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">),</span> <span class="s1">'s'</span> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span> <span class="o">></span> <span class="mi">1</span> <span class="k">else</span> <span class="s1">''</span><span class="p">),</span> <span class="n">const_par</span><span class="p">)</span>
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<span class="n">x_f</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">vectorize</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">value</span><span class="p">)(</span><span class="n">x</span><span class="p">)</span>
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<span class="n">dx_f</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">vectorize</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">dvalue</span><span class="p">)(</span><span class="n">x</span><span class="p">)</span>
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@ -311,7 +331,7 @@
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<span class="k">if</span> <span class="s1">'initial_guess'</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
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<span class="n">x0</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'initial_guess'</span><span class="p">)</span>
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<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">x0</span><span class="p">)</span> <span class="o">!=</span> <span class="n">n_parms</span><span class="p">:</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Initial guess does not have the correct length.'</span><span class="p">)</span>
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Initial guess does not have the correct length: </span><span class="si">%d</span><span class="s1"> vs. </span><span class="si">%d</span><span class="s1">'</span> <span class="o">%</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">x0</span><span class="p">),</span> <span class="n">n_parms</span><span class="p">))</span>
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<span class="k">else</span><span class="p">:</span>
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<span class="n">x0</span> <span class="o">=</span> <span class="p">[</span><span class="mi">1</span><span class="p">]</span> <span class="o">*</span> <span class="n">n_parms</span>
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@ -338,12 +358,18 @@
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<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'The minimization procedure did not converge.'</span><span class="p">)</span>
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<span class="n">m</span> <span class="o">=</span> <span class="n">x_f</span><span class="o">.</span><span class="n">size</span>
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<span class="n">n_parms_aug</span> <span class="o">=</span> <span class="n">n_parms</span> <span class="o">+</span> <span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span>
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<span class="k">def</span> <span class="nf">odr_chisquare</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
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<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">],</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
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<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
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<span class="k">return</span> <span class="n">chisq</span>
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<span class="k">def</span> <span class="nf">odr_chisquare_aug</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
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<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">p</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">])),</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
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<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
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<span class="k">return</span> <span class="n">chisq</span>
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<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'expected_chisquare'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
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<span class="n">W</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="mi">1</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">dy_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">dx_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">()))))</span>
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@ -370,31 +396,32 @@
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<span class="nb">print</span><span class="p">(</span><span class="s1">'chisquare/expected_chisquare:'</span><span class="p">,</span>
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<span class="n">output</span><span class="o">.</span><span class="n">chisquare_by_expected_chisquare</span><span class="p">)</span>
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<span class="n">hess_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">pinv</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">()))))</span>
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<span class="n">fitp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">]))</span>
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<span class="n">hess_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">pinv</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_aug</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fitp</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">()))))</span>
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<span class="k">def</span> <span class="nf">odr_chisquare_compact_x</span><span class="p">(</span><span class="n">d</span><span class="p">):</span>
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<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
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<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">)</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
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<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
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<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">)</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
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<span class="k">return</span> <span class="n">chisq</span>
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<span class="n">jac_jac_x</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_x</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">x_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">())))</span>
|
||||
<span class="n">jac_jac_x</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_x</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fitp</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">x_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">())))</span>
|
||||
|
||||
<span class="n">deriv_x</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_x</span><span class="p">[:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
<span class="n">deriv_x</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_x</span><span class="p">[:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">odr_chisquare_compact_y</span><span class="p">(</span><span class="n">d</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="n">jac_jac_y</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_y</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">y_f</span><span class="p">)))</span>
|
||||
<span class="n">jac_jac_y</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_y</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fitp</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">y_f</span><span class="p">)))</span>
|
||||
|
||||
<span class="n">deriv_y</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_y</span><span class="p">[:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
<span class="n">deriv_y</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_y</span><span class="p">[:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
|
||||
<span class="n">result</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">n_parms</span><span class="p">):</span>
|
||||
<span class="n">result</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">derived_observable</span><span class="p">(</span><span class="k">lambda</span> <span class="n">x</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">:</span> <span class="n">x</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span> <span class="p">[</span><span class="n">pseudo_Obs</span><span class="p">(</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">[</span><span class="n">i</span><span class="p">],</span> <span class="mf">0.0</span><span class="p">,</span> <span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span> <span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">]])]</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">x</span><span class="o">.</span><span class="n">ravel</span><span class="p">())</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">y</span><span class="p">),</span> <span class="n">man_grad</span><span class="o">=</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">deriv_x</span><span class="p">[</span><span class="n">i</span><span class="p">])</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">deriv_y</span><span class="p">[</span><span class="n">i</span><span class="p">])))</span>
|
||||
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">fit_parameters</span> <span class="o">=</span> <span class="n">result</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">fit_parameters</span> <span class="o">=</span> <span class="n">result</span> <span class="o">+</span> <span class="n">const_par</span>
|
||||
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">odr_chisquare</span> <span class="o">=</span> <span class="n">odr_chisquare</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">())))</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">dof</span> <span class="o">=</span> <span class="n">x</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span> <span class="o">-</span> <span class="n">n_parms</span>
|
||||
|
|
@ -548,6 +575,17 @@
|
|||
<span class="k">if</span> <span class="ow">not</span> <span class="n">callable</span><span class="p">(</span><span class="n">func</span><span class="p">):</span>
|
||||
<span class="k">raise</span> <span class="ne">TypeError</span><span class="p">(</span><span class="s1">'func has to be a function.'</span><span class="p">)</span>
|
||||
|
||||
<span class="n">func_aug</span> <span class="o">=</span> <span class="n">func</span>
|
||||
<span class="k">if</span> <span class="s1">'const_par'</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
|
||||
<span class="n">const_par</span> <span class="o">=</span> <span class="n">kwargs</span><span class="p">[</span><span class="s1">'const_par'</span><span class="p">]</span>
|
||||
<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">const_par</span><span class="p">,</span> <span class="n">Obs</span><span class="p">):</span>
|
||||
<span class="n">const_par</span> <span class="o">=</span> <span class="p">[</span><span class="n">const_par</span><span class="p">]</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">):</span>
|
||||
<span class="k">return</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">p</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">])),</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">const_par</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
|
||||
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">25</span><span class="p">):</span>
|
||||
<span class="k">try</span><span class="p">:</span>
|
||||
<span class="n">func</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="n">i</span><span class="p">),</span> <span class="n">x</span><span class="o">.</span><span class="n">T</span><span class="p">[</span><span class="mi">0</span><span class="p">])</span>
|
||||
|
|
@ -560,6 +598,8 @@
|
|||
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">silent</span><span class="p">:</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="s1">'Fit with'</span><span class="p">,</span> <span class="n">n_parms</span><span class="p">,</span> <span class="s1">'parameters'</span><span class="p">)</span>
|
||||
<span class="k">if</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span><span class="p">):</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="s1">'</span><span class="se">\t</span><span class="s1"> and </span><span class="si">%d</span><span class="s1"> constrained parameter</span><span class="si">%s</span><span class="s1">'</span> <span class="o">%</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">),</span> <span class="s1">'s'</span> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span> <span class="o">></span> <span class="mi">1</span> <span class="k">else</span> <span class="s1">''</span><span class="p">),</span> <span class="n">const_par</span><span class="p">)</span>
|
||||
|
||||
<span class="n">y_f</span> <span class="o">=</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">y</span><span class="p">]</span>
|
||||
<span class="n">dy_f</span> <span class="o">=</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">dvalue</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">y</span><span class="p">]</span>
|
||||
|
|
@ -570,14 +610,44 @@
|
|||
<span class="k">if</span> <span class="s1">'initial_guess'</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
|
||||
<span class="n">x0</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'initial_guess'</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">x0</span><span class="p">)</span> <span class="o">!=</span> <span class="n">n_parms</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Initial guess does not have the correct length.'</span><span class="p">)</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Initial guess does not have the correct length: </span><span class="si">%d</span><span class="s1"> vs. </span><span class="si">%d</span><span class="s1">'</span> <span class="o">%</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">x0</span><span class="p">),</span> <span class="n">n_parms</span><span class="p">))</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">x0</span> <span class="o">=</span> <span class="p">[</span><span class="mf">0.1</span><span class="p">]</span> <span class="o">*</span> <span class="n">n_parms</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">chisqfunc</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'correlated_fit'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="n">cov</span> <span class="o">=</span> <span class="n">covariance_matrix</span><span class="p">(</span><span class="n">y</span><span class="p">)</span>
|
||||
<span class="n">covdiag</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="mf">1.</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">sqrt</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="n">cov</span><span class="p">)))</span>
|
||||
<span class="n">corr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">copy</span><span class="p">(</span><span class="n">cov</span><span class="p">)</span>
|
||||
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">y</span><span class="p">)):</span>
|
||||
<span class="k">for</span> <span class="n">j</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">y</span><span class="p">)):</span>
|
||||
<span class="n">corr</span><span class="p">[</span><span class="n">i</span><span class="p">][</span><span class="n">j</span><span class="p">]</span> <span class="o">=</span> <span class="n">cov</span><span class="p">[</span><span class="n">i</span><span class="p">][</span><span class="n">j</span><span class="p">]</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">sqrt</span><span class="p">(</span><span class="n">cov</span><span class="p">[</span><span class="n">i</span><span class="p">][</span><span class="n">i</span><span class="p">]</span> <span class="o">*</span> <span class="n">cov</span><span class="p">[</span><span class="n">j</span><span class="p">][</span><span class="n">j</span><span class="p">])</span>
|
||||
<span class="n">condn</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">cond</span><span class="p">(</span><span class="n">corr</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="n">condn</span> <span class="o">></span> <span class="mf">1e4</span><span class="p">:</span>
|
||||
<span class="n">warnings</span><span class="o">.</span><span class="n">warn</span><span class="p">(</span><span class="s2">"Correlation matrix may be ill-conditioned! condition number: </span><span class="si">%1.2e</span><span class="s2">"</span> <span class="o">%</span> <span class="p">(</span><span class="n">condn</span><span class="p">),</span> <span class="ne">RuntimeWarning</span><span class="p">)</span>
|
||||
<span class="n">chol</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">cholesky</span><span class="p">(</span><span class="n">corr</span><span class="p">)</span>
|
||||
<span class="n">chol_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">inv</span><span class="p">(</span><span class="n">chol</span><span class="p">)</span>
|
||||
<span class="n">chol_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">chol_inv</span><span class="p">,</span> <span class="n">covdiag</span><span class="p">)</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">chisqfunc</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(</span><span class="n">anp</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">chol_inv</span><span class="p">,</span> <span class="p">(</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">))</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_aug</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">p</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">])),</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(</span><span class="n">anp</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">chol_inv</span><span class="p">,</span> <span class="p">(</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">))</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">def</span> <span class="nf">chisqfunc</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_aug</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">p</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">])),</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="k">if</span> <span class="s1">'method'</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">method</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'method'</span><span class="p">)</span>
|
||||
|
|
@ -598,10 +668,17 @@
|
|||
<span class="k">if</span> <span class="ow">not</span> <span class="n">silent</span><span class="p">:</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="s1">'Method: Levenberg-Marquardt'</span><span class="p">)</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_residuals</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="p">((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'correlated_fit'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_residuals</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">chol_inv</span><span class="p">,</span> <span class="p">(</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">))</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_residuals</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="p">((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="n">fit_result</span> <span class="o">=</span> <span class="n">scipy</span><span class="o">.</span><span class="n">optimize</span><span class="o">.</span><span class="n">least_squares</span><span class="p">(</span><span class="n">chisqfunc_residuals</span><span class="p">,</span> <span class="n">x0</span><span class="p">,</span> <span class="n">method</span><span class="o">=</span><span class="s1">'lm'</span><span class="p">,</span> <span class="n">ftol</span><span class="o">=</span><span class="mf">1e-15</span><span class="p">,</span> <span class="n">gtol</span><span class="o">=</span><span class="mf">1e-15</span><span class="p">,</span> <span class="n">xtol</span><span class="o">=</span><span class="mf">1e-15</span><span class="p">)</span>
|
||||
|
||||
|
|
@ -623,32 +700,42 @@
|
|||
<span class="nb">print</span><span class="p">(</span><span class="s1">'chisquare/d.o.f.:'</span><span class="p">,</span> <span class="n">output</span><span class="o">.</span><span class="n">chisquare_by_dof</span><span class="p">)</span>
|
||||
|
||||
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'expected_chisquare'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="n">W</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="mi">1</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">dy_f</span><span class="p">))</span>
|
||||
<span class="n">cov</span> <span class="o">=</span> <span class="n">covariance_matrix</span><span class="p">(</span><span class="n">y</span><span class="p">)</span>
|
||||
<span class="n">A</span> <span class="o">=</span> <span class="n">W</span> <span class="o">@</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">func</span><span class="p">)(</span><span class="n">fit_result</span><span class="o">.</span><span class="n">x</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">P_phi</span> <span class="o">=</span> <span class="n">A</span> <span class="o">@</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">inv</span><span class="p">(</span><span class="n">A</span><span class="o">.</span><span class="n">T</span> <span class="o">@</span> <span class="n">A</span><span class="p">)</span> <span class="o">@</span> <span class="n">A</span><span class="o">.</span><span class="n">T</span>
|
||||
<span class="n">expected_chisquare</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">trace</span><span class="p">((</span><span class="n">np</span><span class="o">.</span><span class="n">identity</span><span class="p">(</span><span class="n">x</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">])</span> <span class="o">-</span> <span class="n">P_phi</span><span class="p">)</span> <span class="o">@</span> <span class="n">W</span> <span class="o">@</span> <span class="n">cov</span> <span class="o">@</span> <span class="n">W</span><span class="p">)</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">chisquare_by_expected_chisquare</span> <span class="o">=</span> <span class="n">chisquare</span> <span class="o">/</span> <span class="n">expected_chisquare</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">silent</span><span class="p">:</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="s1">'chisquare/expected_chisquare:'</span><span class="p">,</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">chisquare_by_expected_chisquare</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'correlated_fit'</span><span class="p">)</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="n">W</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="mi">1</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">dy_f</span><span class="p">))</span>
|
||||
<span class="n">cov</span> <span class="o">=</span> <span class="n">covariance_matrix</span><span class="p">(</span><span class="n">y</span><span class="p">)</span>
|
||||
<span class="n">A</span> <span class="o">=</span> <span class="n">W</span> <span class="o">@</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">func</span><span class="p">)(</span><span class="n">fit_result</span><span class="o">.</span><span class="n">x</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">P_phi</span> <span class="o">=</span> <span class="n">A</span> <span class="o">@</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">inv</span><span class="p">(</span><span class="n">A</span><span class="o">.</span><span class="n">T</span> <span class="o">@</span> <span class="n">A</span><span class="p">)</span> <span class="o">@</span> <span class="n">A</span><span class="o">.</span><span class="n">T</span>
|
||||
<span class="n">expected_chisquare</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">trace</span><span class="p">((</span><span class="n">np</span><span class="o">.</span><span class="n">identity</span><span class="p">(</span><span class="n">x</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">])</span> <span class="o">-</span> <span class="n">P_phi</span><span class="p">)</span> <span class="o">@</span> <span class="n">W</span> <span class="o">@</span> <span class="n">cov</span> <span class="o">@</span> <span class="n">W</span><span class="p">)</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">chisquare_by_expected_chisquare</span> <span class="o">=</span> <span class="n">chisquare</span> <span class="o">/</span> <span class="n">expected_chisquare</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">silent</span><span class="p">:</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="s1">'chisquare/expected_chisquare:'</span><span class="p">,</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">chisquare_by_expected_chisquare</span><span class="p">)</span>
|
||||
|
||||
<span class="n">hess_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">pinv</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">chisqfunc</span><span class="p">))(</span><span class="n">fit_result</span><span class="o">.</span><span class="n">x</span><span class="p">))</span>
|
||||
<span class="n">fitp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fit_result</span><span class="o">.</span><span class="n">x</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">]))</span>
|
||||
<span class="n">hess_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">pinv</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">chisqfunc_aug</span><span class="p">))(</span><span class="n">fitp</span><span class="p">))</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_compact</span><span class="p">(</span><span class="n">d</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">],</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:]</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
<span class="n">n_parms_aug</span> <span class="o">=</span> <span class="n">n_parms</span> <span class="o">+</span> <span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'correlated_fit'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_compact</span><span class="p">(</span><span class="n">d</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(</span><span class="n">anp</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">chol_inv</span><span class="p">,</span> <span class="p">(</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:]</span> <span class="o">-</span> <span class="n">model</span><span class="p">))</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="n">jac_jac</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">chisqfunc_compact</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fit_result</span><span class="o">.</span><span class="n">x</span><span class="p">,</span> <span class="n">y_f</span><span class="p">)))</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="k">def</span> <span class="nf">chisqfunc_compact</span><span class="p">(</span><span class="n">d</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:]</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="n">deriv</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">,</span> <span class="n">n_parms</span><span class="p">:]</span>
|
||||
<span class="n">jac_jac</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">chisqfunc_compact</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fitp</span><span class="p">,</span> <span class="n">y_f</span><span class="p">)))</span>
|
||||
|
||||
<span class="n">deriv</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">,</span> <span class="n">n_parms_aug</span><span class="p">:]</span>
|
||||
|
||||
<span class="n">result</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">n_parms</span><span class="p">):</span>
|
||||
<span class="n">result</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">derived_observable</span><span class="p">(</span><span class="k">lambda</span> <span class="n">x</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">:</span> <span class="n">x</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span> <span class="p">[</span><span class="n">pseudo_Obs</span><span class="p">(</span><span class="n">fit_result</span><span class="o">.</span><span class="n">x</span><span class="p">[</span><span class="n">i</span><span class="p">],</span> <span class="mf">0.0</span><span class="p">,</span> <span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span> <span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">]])]</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">y</span><span class="p">),</span> <span class="n">man_grad</span><span class="o">=</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">deriv</span><span class="p">[</span><span class="n">i</span><span class="p">])))</span>
|
||||
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">fit_parameters</span> <span class="o">=</span> <span class="n">result</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">fit_parameters</span> <span class="o">=</span> <span class="n">result</span> <span class="o">+</span> <span class="n">const_par</span>
|
||||
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">chisquare</span> <span class="o">=</span> <span class="n">chisqfunc</span><span class="p">(</span><span class="n">fit_result</span><span class="o">.</span><span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">dof</span> <span class="o">=</span> <span class="n">x</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span> <span class="o">-</span> <span class="n">n_parms</span>
|
||||
|
|
@ -1106,6 +1193,11 @@ also accessible via indices.</li>
|
|||
<span class="sd"> corrected by effects caused by correlated input data.</span>
|
||||
<span class="sd"> This can take a while as the full correlation matrix</span>
|
||||
<span class="sd"> has to be calculated (default False).</span>
|
||||
<span class="sd"> correlated_fit : bool</span>
|
||||
<span class="sd"> If true, use the full correlation matrix in the definition of the chisquare</span>
|
||||
<span class="sd"> (only works for prior==None and when no method is given, at the moment).</span>
|
||||
<span class="sd"> const_par : list, optional</span>
|
||||
<span class="sd"> List of N Obs that are used to constrain the last N fit parameters of func.</span>
|
||||
<span class="sd"> '''</span>
|
||||
<span class="k">if</span> <span class="n">priors</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<span class="k">return</span> <span class="n">_prior_fit</span><span class="p">(</span><span class="n">x</span><span class="p">,</span> <span class="n">y</span><span class="p">,</span> <span class="n">func</span><span class="p">,</span> <span class="n">priors</span><span class="p">,</span> <span class="n">silent</span><span class="o">=</span><span class="n">silent</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
|
||||
|
|
@ -1166,6 +1258,11 @@ If true prints the expected chisquare which is
|
|||
corrected by effects caused by correlated input data.
|
||||
This can take a while as the full correlation matrix
|
||||
has to be calculated (default False).</li>
|
||||
<li><strong>correlated_fit</strong> (bool):
|
||||
If true, use the full correlation matrix in the definition of the chisquare
|
||||
(only works for prior==None and when no method is given, at the moment).</li>
|
||||
<li><strong>const_par</strong> (list, optional):
|
||||
List of N Obs that are used to constrain the last N fit parameters of func.</li>
|
||||
</ul>
|
||||
</div>
|
||||
|
||||
|
|
@ -1219,6 +1316,8 @@ has to be calculated (default False).</li>
|
|||
<span class="sd"> corrected by effects caused by correlated input data.</span>
|
||||
<span class="sd"> This can take a while as the full correlation matrix</span>
|
||||
<span class="sd"> has to be calculated (default False).</span>
|
||||
<span class="sd"> const_par : list, optional</span>
|
||||
<span class="sd"> List of N Obs that are used to constrain the last N fit parameters of func.</span>
|
||||
|
||||
<span class="sd"> Based on the orthogonal distance regression module of scipy</span>
|
||||
<span class="sd"> '''</span>
|
||||
|
|
@ -1234,6 +1333,17 @@ has to be calculated (default False).</li>
|
|||
<span class="k">if</span> <span class="ow">not</span> <span class="n">callable</span><span class="p">(</span><span class="n">func</span><span class="p">):</span>
|
||||
<span class="k">raise</span> <span class="ne">TypeError</span><span class="p">(</span><span class="s1">'func has to be a function.'</span><span class="p">)</span>
|
||||
|
||||
<span class="n">func_aug</span> <span class="o">=</span> <span class="n">func</span>
|
||||
<span class="k">if</span> <span class="s1">'const_par'</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
|
||||
<span class="n">const_par</span> <span class="o">=</span> <span class="n">kwargs</span><span class="p">[</span><span class="s1">'const_par'</span><span class="p">]</span>
|
||||
<span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">const_par</span><span class="p">,</span> <span class="n">Obs</span><span class="p">):</span>
|
||||
<span class="n">const_par</span> <span class="o">=</span> <span class="p">[</span><span class="n">const_par</span><span class="p">]</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">func</span><span class="p">(</span><span class="n">p</span><span class="p">,</span> <span class="n">x</span><span class="p">):</span>
|
||||
<span class="k">return</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">p</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">])),</span> <span class="n">x</span><span class="p">)</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">const_par</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
|
||||
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="mi">25</span><span class="p">):</span>
|
||||
<span class="k">try</span><span class="p">:</span>
|
||||
<span class="n">func</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">arange</span><span class="p">(</span><span class="n">i</span><span class="p">),</span> <span class="n">x</span><span class="o">.</span><span class="n">T</span><span class="p">[</span><span class="mi">0</span><span class="p">])</span>
|
||||
|
|
@ -1245,6 +1355,8 @@ has to be calculated (default False).</li>
|
|||
<span class="n">n_parms</span> <span class="o">=</span> <span class="n">i</span>
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="n">silent</span><span class="p">:</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="s1">'Fit with'</span><span class="p">,</span> <span class="n">n_parms</span><span class="p">,</span> <span class="s1">'parameters'</span><span class="p">)</span>
|
||||
<span class="k">if</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span> <span class="o">></span> <span class="mi">0</span><span class="p">):</span>
|
||||
<span class="nb">print</span><span class="p">(</span><span class="s1">'</span><span class="se">\t</span><span class="s1"> and </span><span class="si">%d</span><span class="s1"> constrained parameter</span><span class="si">%s</span><span class="s1">'</span> <span class="o">%</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">),</span> <span class="s1">'s'</span> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span> <span class="o">></span> <span class="mi">1</span> <span class="k">else</span> <span class="s1">''</span><span class="p">),</span> <span class="n">const_par</span><span class="p">)</span>
|
||||
|
||||
<span class="n">x_f</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">vectorize</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">value</span><span class="p">)(</span><span class="n">x</span><span class="p">)</span>
|
||||
<span class="n">dx_f</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">vectorize</span><span class="p">(</span><span class="k">lambda</span> <span class="n">o</span><span class="p">:</span> <span class="n">o</span><span class="o">.</span><span class="n">dvalue</span><span class="p">)(</span><span class="n">x</span><span class="p">)</span>
|
||||
|
|
@ -1260,7 +1372,7 @@ has to be calculated (default False).</li>
|
|||
<span class="k">if</span> <span class="s1">'initial_guess'</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
|
||||
<span class="n">x0</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'initial_guess'</span><span class="p">)</span>
|
||||
<span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">x0</span><span class="p">)</span> <span class="o">!=</span> <span class="n">n_parms</span><span class="p">:</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Initial guess does not have the correct length.'</span><span class="p">)</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'Initial guess does not have the correct length: </span><span class="si">%d</span><span class="s1"> vs. </span><span class="si">%d</span><span class="s1">'</span> <span class="o">%</span> <span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="n">x0</span><span class="p">),</span> <span class="n">n_parms</span><span class="p">))</span>
|
||||
<span class="k">else</span><span class="p">:</span>
|
||||
<span class="n">x0</span> <span class="o">=</span> <span class="p">[</span><span class="mi">1</span><span class="p">]</span> <span class="o">*</span> <span class="n">n_parms</span>
|
||||
|
||||
|
|
@ -1287,12 +1399,18 @@ has to be calculated (default False).</li>
|
|||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'The minimization procedure did not converge.'</span><span class="p">)</span>
|
||||
|
||||
<span class="n">m</span> <span class="o">=</span> <span class="n">x_f</span><span class="o">.</span><span class="n">size</span>
|
||||
<span class="n">n_parms_aug</span> <span class="o">=</span> <span class="n">n_parms</span> <span class="o">+</span> <span class="nb">len</span><span class="p">(</span><span class="n">const_par</span><span class="p">)</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">odr_chisquare</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">p</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">],</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">odr_chisquare_aug</span><span class="p">(</span><span class="n">p</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">p</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">])),</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">p</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="k">if</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'expected_chisquare'</span><span class="p">)</span> <span class="ow">is</span> <span class="kc">True</span><span class="p">:</span>
|
||||
<span class="n">W</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">diag</span><span class="p">(</span><span class="mi">1</span> <span class="o">/</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">dy_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">dx_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">()))))</span>
|
||||
|
||||
|
|
@ -1319,31 +1437,32 @@ has to be calculated (default False).</li>
|
|||
<span class="nb">print</span><span class="p">(</span><span class="s1">'chisquare/expected_chisquare:'</span><span class="p">,</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">chisquare_by_expected_chisquare</span><span class="p">)</span>
|
||||
|
||||
<span class="n">hess_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">pinv</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">()))))</span>
|
||||
<span class="n">fitp</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="p">[</span><span class="n">o</span><span class="o">.</span><span class="n">value</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="n">const_par</span><span class="p">]))</span>
|
||||
<span class="n">hess_inv</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">linalg</span><span class="o">.</span><span class="n">pinv</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_aug</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fitp</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">()))))</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">odr_chisquare_compact_x</span><span class="p">(</span><span class="n">d</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">)</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">y_f</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">)</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="n">jac_jac_x</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_x</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">x_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">())))</span>
|
||||
<span class="n">jac_jac_x</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_x</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fitp</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">x_f</span><span class="o">.</span><span class="n">ravel</span><span class="p">())))</span>
|
||||
|
||||
<span class="n">deriv_x</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_x</span><span class="p">[:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
<span class="n">deriv_x</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_x</span><span class="p">[:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">odr_chisquare_compact_y</span><span class="p">(</span><span class="n">d</span><span class="p">):</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms</span><span class="p">:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="n">model</span> <span class="o">=</span> <span class="n">func_aug</span><span class="p">(</span><span class="n">d</span><span class="p">[:</span><span class="n">n_parms_aug</span><span class="p">],</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span>
|
||||
<span class="n">chisq</span> <span class="o">=</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span> <span class="o">-</span> <span class="n">model</span><span class="p">)</span> <span class="o">/</span> <span class="n">dy_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span> <span class="o">+</span> <span class="n">anp</span><span class="o">.</span><span class="n">sum</span><span class="p">(((</span><span class="n">x_f</span> <span class="o">-</span> <span class="n">d</span><span class="p">[</span><span class="n">n_parms_aug</span><span class="p">:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">]</span><span class="o">.</span><span class="n">reshape</span><span class="p">(</span><span class="n">x_shape</span><span class="p">))</span> <span class="o">/</span> <span class="n">dx_f</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
|
||||
<span class="k">return</span> <span class="n">chisq</span>
|
||||
|
||||
<span class="n">jac_jac_y</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_y</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">y_f</span><span class="p">)))</span>
|
||||
<span class="n">jac_jac_y</span> <span class="o">=</span> <span class="n">jacobian</span><span class="p">(</span><span class="n">jacobian</span><span class="p">(</span><span class="n">odr_chisquare_compact_y</span><span class="p">))(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">fitp</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">(),</span> <span class="n">y_f</span><span class="p">)))</span>
|
||||
|
||||
<span class="n">deriv_y</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_y</span><span class="p">[:</span><span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
<span class="n">deriv_y</span> <span class="o">=</span> <span class="o">-</span><span class="n">hess_inv</span> <span class="o">@</span> <span class="n">jac_jac_y</span><span class="p">[:</span><span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">,</span> <span class="n">n_parms_aug</span> <span class="o">+</span> <span class="n">m</span><span class="p">:]</span>
|
||||
|
||||
<span class="n">result</span> <span class="o">=</span> <span class="p">[]</span>
|
||||
<span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">n_parms</span><span class="p">):</span>
|
||||
<span class="n">result</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">derived_observable</span><span class="p">(</span><span class="k">lambda</span> <span class="n">x</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">:</span> <span class="n">x</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span> <span class="p">[</span><span class="n">pseudo_Obs</span><span class="p">(</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">[</span><span class="n">i</span><span class="p">],</span> <span class="mf">0.0</span><span class="p">,</span> <span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">],</span> <span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="n">y</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span><span class="o">.</span><span class="n">names</span><span class="p">[</span><span class="mi">0</span><span class="p">]])]</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">x</span><span class="o">.</span><span class="n">ravel</span><span class="p">())</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">y</span><span class="p">),</span> <span class="n">man_grad</span><span class="o">=</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">deriv_x</span><span class="p">[</span><span class="n">i</span><span class="p">])</span> <span class="o">+</span> <span class="nb">list</span><span class="p">(</span><span class="n">deriv_y</span><span class="p">[</span><span class="n">i</span><span class="p">])))</span>
|
||||
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">fit_parameters</span> <span class="o">=</span> <span class="n">result</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">fit_parameters</span> <span class="o">=</span> <span class="n">result</span> <span class="o">+</span> <span class="n">const_par</span>
|
||||
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">odr_chisquare</span> <span class="o">=</span> <span class="n">odr_chisquare</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">concatenate</span><span class="p">((</span><span class="n">out</span><span class="o">.</span><span class="n">beta</span><span class="p">,</span> <span class="n">out</span><span class="o">.</span><span class="n">xplus</span><span class="o">.</span><span class="n">ravel</span><span class="p">())))</span>
|
||||
<span class="n">output</span><span class="o">.</span><span class="n">dof</span> <span class="o">=</span> <span class="n">x</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span> <span class="o">-</span> <span class="n">n_parms</span>
|
||||
|
|
@ -1389,6 +1508,8 @@ If true prints the expected chisquare which is
|
|||
corrected by effects caused by correlated input data.
|
||||
This can take a while as the full correlation matrix
|
||||
has to be calculated (default False).</li>
|
||||
<li><strong>const_par</strong> (list, optional):
|
||||
List of N Obs that are used to constrain the last N fit parameters of func.</li>
|
||||
<li><strong>Based on the orthogonal distance regression module of scipy</strong></li>
|
||||
</ul>
|
||||
</div>
|
||||
|
|
|
|||
|
|
@ -1576,6 +1576,8 @@
|
|||
<span class="sd"> if true the correlation instead of the covariance is</span>
|
||||
<span class="sd"> returned (default False)</span>
|
||||
<span class="sd"> """</span>
|
||||
<span class="k">if</span> <span class="nb">set</span><span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">names</span><span class="p">)</span><span class="o">.</span><span class="n">isdisjoint</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">obs2</span><span class="o">.</span><span class="n">names</span><span class="p">)):</span>
|
||||
<span class="k">return</span> <span class="mf">0.</span>
|
||||
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">names</span> <span class="o">+</span> <span class="n">obs2</span><span class="o">.</span><span class="n">names</span><span class="p">)):</span>
|
||||
<span class="k">if</span> <span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="o">!=</span> <span class="n">obs2</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">))</span> <span class="ow">and</span> <span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">and</span> <span class="p">(</span><span class="n">obs2</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">):</span>
|
||||
|
|
@ -1667,6 +1669,9 @@
|
|||
|
||||
<span class="k">return</span> <span class="n">gamma</span>
|
||||
|
||||
<span class="k">if</span> <span class="nb">set</span><span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">names</span><span class="p">)</span><span class="o">.</span><span class="n">isdisjoint</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">obs2</span><span class="o">.</span><span class="n">names</span><span class="p">)):</span>
|
||||
<span class="k">return</span> <span class="mf">0.</span>
|
||||
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">obs1</span><span class="p">,</span> <span class="s1">'e_names'</span><span class="p">)</span> <span class="ow">or</span> <span class="ow">not</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">obs2</span><span class="p">,</span> <span class="s1">'e_names'</span><span class="p">):</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'The gamma method has to be applied to both Obs first.'</span><span class="p">)</span>
|
||||
|
||||
|
|
@ -4684,6 +4689,8 @@ Second observable</li>
|
|||
<span class="sd"> if true the correlation instead of the covariance is</span>
|
||||
<span class="sd"> returned (default False)</span>
|
||||
<span class="sd"> """</span>
|
||||
<span class="k">if</span> <span class="nb">set</span><span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">names</span><span class="p">)</span><span class="o">.</span><span class="n">isdisjoint</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">obs2</span><span class="o">.</span><span class="n">names</span><span class="p">)):</span>
|
||||
<span class="k">return</span> <span class="mf">0.</span>
|
||||
|
||||
<span class="k">for</span> <span class="n">name</span> <span class="ow">in</span> <span class="nb">sorted</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">names</span> <span class="o">+</span> <span class="n">obs2</span><span class="o">.</span><span class="n">names</span><span class="p">)):</span>
|
||||
<span class="k">if</span> <span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="o">!=</span> <span class="n">obs2</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">))</span> <span class="ow">and</span> <span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">)</span> <span class="ow">and</span> <span class="p">(</span><span class="n">obs2</span><span class="o">.</span><span class="n">shape</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">name</span><span class="p">)</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">):</span>
|
||||
|
|
@ -4811,6 +4818,9 @@ returned (default False)</li>
|
|||
|
||||
<span class="k">return</span> <span class="n">gamma</span>
|
||||
|
||||
<span class="k">if</span> <span class="nb">set</span><span class="p">(</span><span class="n">obs1</span><span class="o">.</span><span class="n">names</span><span class="p">)</span><span class="o">.</span><span class="n">isdisjoint</span><span class="p">(</span><span class="nb">set</span><span class="p">(</span><span class="n">obs2</span><span class="o">.</span><span class="n">names</span><span class="p">)):</span>
|
||||
<span class="k">return</span> <span class="mf">0.</span>
|
||||
|
||||
<span class="k">if</span> <span class="ow">not</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">obs1</span><span class="p">,</span> <span class="s1">'e_names'</span><span class="p">)</span> <span class="ow">or</span> <span class="ow">not</span> <span class="nb">hasattr</span><span class="p">(</span><span class="n">obs2</span><span class="p">,</span> <span class="s1">'e_names'</span><span class="p">):</span>
|
||||
<span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">'The gamma method has to be applied to both Obs first.'</span><span class="p">)</span>
|
||||
|
||||
|
|
|
|||
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Add table
Reference in a new issue