Python scipy.polyfit函数代码示例

def log_regress(f,xs, tol=0.1):
    """find root f(x) = 0 using logistic regression, starting with xs"""
    last_log_xp = None
    log_xp = None
    print "initial seeding for log_regress"
    ys = map(f,xs)
    log_xs = map(log,xs)
    plotting = False
    while last_log_xp is None or abs(exp(log_xp) - exp(last_log_xp)) > tol:
        print "correlation:",pearsonr(log_xs,ys)
        #lin = poly1d(polyfit(log_xs,ys,1))
        m, b = (polyfit(log_xs,ys,1))
        if plotting:
            lin = poly1d([m,b])
            plt.scatter(log_xs,ys)
            plt.plot(*pl(lin,log_xs))
            plt.show()
        last_log_xp = log_xp or None
        log_xp = -b/m#secant_interval(lin,min(log_xs),max(log_xs))
        log_xs.append(log_xp)
        yxp = f(exp(log_xp))
        ys.append(yxp)
        print "x:",log_xp and exp(log_xp),"y:",ys[-1],\
               "x last:",last_log_xp and exp(last_log_xp),\
               "y last:",ys[-2] if len(ys) >= 2 else None
    #lin = poly1d(polyfit(log_xs,ys,1))
    m, b = (polyfit(log_xs,ys,1))
    log_xp = -b/m#secant_interval(lin,min(log_xs),max(log_xs))
    return exp(log_xp)

def log_regress_spec(f,xs, tol=0.01):
    """find root f(x) = 0 using logistic regression, starting with xs"""
    #print "initial seeding for log_regress (unweighted)"
    ys = map(f,xs)
    log_xs = map(log,xs)
    plotting = False
    honest_guesses = []
    while len(honest_guesses) < 2 or abs(honest_guesses[-1] -
                                     honest_guesses[-2]) > tol:
        #print "correlation:",pearsonr(log_xs,ys)
        #lin = poly1d(polyfit(log_xs,ys,1))
        m, b = (polyfit(log_xs,ys,1))
        # if plotting:
        #     lin = poly1d([m,b])
        #     plt.scatter(log_xs,ys)
        #     plt.plot(*pl(lin,log_xs))
        #     plt.show()
        honest_guess = -b/m
        dx = -(honest_guesses[-1] - honest_guess) if honest_guesses else 0
        log_xp = honest_guess + 2*dx
        log_xs.append(log_xp)
        yxp = f(exp(log_xp))
        ys.append(yxp)
        honest_guesses.append(honest_guess)
        diff = (abs(exp(honest_guesses[-1]) - exp(honest_guesses[-2]))
                if len(honest_guesses) > 1 else None)
        # print "honest_guess:",(honest_guess),"xp:",(log_xp),\
        #     "y:",yxp, "diff:",diff
    #lin = poly1d(polyfit(log_xs,ys,1))
    m, b = (polyfit(log_xs,ys,1))
    log_xp = -b/m#secant_interval(lin,min(log_xs),max(log_xs))
    print "final guess: log_xp:",log_xp

    return exp(log_xp)

def main(dbname, dbtable, dbuser, dbpass):
    """Main script execution"""
    # Query database
    result = query_database(dbname, dbtable, dbuser, dbpass, 1, 900)
    
    # Break result up into separate columns
    frame_counts, image_scales, widths, heights, proc_times = zip(*result)
    
    # Movie area in square pixels and arcseconds
    area_px = np.array(widths) * np.array(heights)
    area_as = area_px * np.array(image_scales) ** 2
    
    # Limit outlier influence from server downtime, etc
    times = np.array(proc_times)   
    
    # Determine linear fit for number of frames and area
    (m1, b1) = polyfit(frame_counts, times, 1)
    (m2, b2) = polyfit(np.sqrt(area_px), times, 1)
    
    print "Linear fit for num frames: y = %fx + %f" % (m1, b1)
    print "Linear fit for movie size: y = %fx + %f" % (m2, b2)
    
    # Basic time estimation
    w1 = 0.8
    w2 = 1 - w1
    basic_est = lambda x, y: w1 * (m1 * x + b1) + w2 * (m2 * y + b2)
    evaluate_estimation_fn(basic_est, frame_counts, np.sqrt(area_px), times)

def main():
    data = sp.genfromtxt('./data/web_traffic.tsv', delimiter='\t')
    x = data[:, 0]
    y = data[:, 1]
    x = x[~sp.isnan(y)]
    y = y[~sp.isnan(y)]
    fp1 = sp.polyfit(x, y, 1)
    print('Model parameters for fp1 %s' % fp1)
    f1 = sp.poly1d(fp1)
    print('This is the error rate for fp1 %f' % error(f1, x, y))

    fp2 = sp.polyfit(x, y, 2)
    print('Model parameters for fp2 %s' % fp2)
    f2 = sp.poly1d(fp2)
    print('This is the error rate for fp2 %f' % error(f2, x, y))

    plt.scatter(x, y,color= 'pink')
    plt.title('My first impression')
    plt.xlabel('Time')
    plt.ylabel('#Hits')
    plt.xticks([w * 7 * 24 for w in range(10)], ['week %i' % w for w in range(10)])
    fx = sp.linspace(0, x[-1], 1000)
    plt.plot(fx, f1(fx), linewidth=3,color='cyan')


    plt.plot(fx, f2(fx), linewidth=3, linestyle='--',color= 'red')
    plt.legend(['d = %i' %f1.order, 'd = %i' %f2.order], loc='upper left')
    plt.autoscale(tight=True)
    plt.grid()
    plt.show()

def time_fitting(x_fit,y_fit):
    """Fit a linear relation to the x_fit and y_fit parameters

    Returns the actual fit and the parameters of the fit,
    """
    import numpy as np
    x_fit = np.array( x_fit )
    y_fit = np.array( y_fit )

    ###First fit iteration and remove outliers
    POLY_FIT_ORDER = 1

    slope,intercept = scipy.polyfit(x_fit,y_fit,POLY_FIT_ORDER)
    fit = scipy.polyval((slope,intercept),x_fit)
    fit_sigma = fit.std()
    include_index = np.where(np.abs(fit-y_fit) < 1.5*fit_sigma)[0]

    if len(include_index) < 4:
        return None,None,False

    ###Final Fit
    x_fit_clipped = x_fit[include_index]
    y_fit_clipped = y_fit[include_index]

    parameters = scipy.polyfit(x_fit_clipped,y_fit_clipped,POLY_FIT_ORDER)
    fit = scipy.polyval(parameters,x_fit)

    return fit,parameters,True

    def fitKvsPower(self, filename="PowerVGain.dat", zeroed="_0"):

        if not hasattr(self, "k_avg"):
            raise RuntimeError, "Must load all data and run calculate() before fitting"

        gain, self.power = loadtxt(filename, skiprows=1, unpack=True)

        if zeroed != None:
            gain_0, power_0 = loadtxt(filename.replace(".", zeroed + ".", 1), skiprows=1, unpack=True)
            self.power = self.power - power_0
            savetxt(filename.replace(".", "_subtract."), self.power, fmt="%.5f")

        if self.gain.tolist() != gain.tolist():
            raise ValueError, "Laser power was not measured over the same gains as calibration measurements:\n\
		Laser gain: " + str(
                gain
            ) + "\nMeasurement gains: " + str(
                self.gain
            )

        self.kfitX = polyfit(self.power, self.k_avg[:, 0], 1)
        self.kfitY = polyfit(self.power, self.k_avg[:, 1], 1)
        print "Fit parameters for X axis:"
        print poly1d(self.kfitX, variable="power")
        print "\nFit parameters for Y axis:"
        print poly1d(self.kfitY, variable="power")

    def trainingAndTesting(self):
        global train
        global x, y, xa, xb, ya, yb
        # separating training from testing data
        frac = 0.3
        split_idx = int(frac * len(xb))
        rangeX = range(len(xb))
        listX = list(rangeX)
        logging.info("delta : %i", len(set(rangeX).difference(listX)))

        shuffled = sp.random.permutation(list(range(len(xb))))
        test = sorted(shuffled[:split_idx])

        train = sorted(shuffled[split_idx:])
        fbt1 = sp.poly1d(sp.polyfit(xb[train], yb[train], 1))
        fbt2 = sp.poly1d(sp.polyfit(xb[train], yb[train], 2))
        print("fbt2(x)= \n%s" % fbt2)
        print("fbt2(x)-100,000= \n%s" % (fbt2 - 100000))
        print("fbt2(x)= \n%s" % (fbt2))
        fbt3 = sp.poly1d(sp.polyfit(xb[train], yb[train], 3))
        fbt10 = sp.poly1d(sp.polyfit(xb[train], yb[train], 10))
        fbt100 = sp.poly1d(sp.polyfit(xb[train], yb[train], 100))

        print("Test errors for only the time after inflection point")
        for f in [fbt1, fbt2, fbt3, fbt10, fbt100]:
            print("Error d=%i: %f" % (f.order, self.error(f, xb[test], yb[test])))

def dsi_adc(q_axis, data, mid_pos):
    """ TODO

    Returns
    -------
    ADC4, ADC8 : (I,J,K) volumes
        Returns TODO

    """

    # Fit with a polynomial the signals S and derive the ADC and the kurtosis
    # initialization of the output maps
    I, J, K, N = data.shape

    ADC4 = np.zeros((I,J,K))
    #Ku4 = np.zeros((b0.shape[0],b0.shape[1],b0.shape[2]))
    #P04 = np.zeros((b0.shape[0],b0.shape[1],b0.shape[2]))

    ADC8 = np.zeros(((I,J,K)))
    #Ku8 = np.zeros((b0.shape[0],b0.shape[1],b0.shape[2]))
    #P08 = np.zeros((b0.shape[0],b0.shape[1],b0.shape[2]))

    pc = -1
    count = 0
    n = I * J * K
    print "Polynomial fitting for each voxel signal over q-axis..."
    # loop throughout all the voxels of the volume
    for i in range(b0.shape[0]):

        for j in range(b0.shape[1]):

            for k in range(b0.shape[2]):

                # Percent counter
                count = count + 1
                pcN = int(round( float(100*count)/n ))
                if pcN > pc and pcN%1 == 0:
                   pc = pcN
                   print str(pc) + " %"

                # for the current voxel, extract the signal to be fitted
                S = data[i,j,k,:]
                # normalization respect to the b0
                S = S / S[mid_pos]

                coeff = sp.polyfit(q_axis,S,8)
                ADC8[i,j,k] = (-coeff[-3] / (2 * math.pi * math.pi))
    #            Ku8[i,j,k] = (6 * coeff[-5] / (coeff[-3] * coeff[-3])) - 3
    #            temp = np.polyval(coeff, q_axis)
    #            P08[i,j,k] = np.sum(temp)

                coeff = sp.polyfit(q_axis,S,4)
                ADC4[i,j,k] = (-coeff[-3] / (2 * math.pi * math.pi))
    #            Ku4[i,j,k] = (6 * coeff[-5] / (coeff[-3] * coeff[-3])) - 3
    #            temp = np.polyval(coeff, q_axis)
    #            P04[i,j,k] = np.sum(temp)

    print "[ OK ]"
    return ADC4, ADC8

def generate_report():
	"""See title"""

	word_file = open("word_file.txt", 'ab+')
	bigram_file = open("bigram_file.txt", 'ab+')


	sorted_words = sorted(words.items(), key = lambda x: x[1])
	sorted_bigrams = sorted(bigrams.items(), key = lambda x: x[1])

	print(sorted_words, file=word_file)
	print(sorted_bigrams, file=bigram_file)

	word_names, word_values = zip(*reversed(sorted_words))
	bigram_names, bigram_values = zip(*reversed(sorted_bigrams))


	#Create word plot
	xdata, ydata = range(1,len(word_values)+1), word_values
	xd, yd = log10(xdata), log10(ydata)
	polycoef = polyfit(xd,yd,1)
	yfit = 10** (polycoef[0]*xd+polycoef[1])

	plt.figure()
	plt.loglog(xdata, ydata, 'ro' , xdata, yfit, 'g--')
	plt.title("Word frequency distribution")
	plt.ylabel("Word Frequency")
	plt.xlabel("Words")
	plt.grid()
	plt.savefig('Question1_wordplot.png')

	total_words = sum(word_values)
	word_percent = [(float(wv)/total_words) for wv in word_values] #word_percent
	c_values = [(lambda x: x[0]*x[1])(x) for x in zip(xdata, word_percent)]
	c = sum(c_values)/len(c_values)
	print("Word c: ", c)

	#Create bigram plot
	xdata, ydata = range(1,len(bigram_values)+1), bigram_values
	xd, yd = log10(xdata), log10(ydata)
	polycoef = polyfit(xd,yd,1)
	yfit = 10** (polycoef[0]*xd+polycoef[1])

	plt.figure()
	plt.loglog(xdata, ydata, 'ro' , xdata, yfit, 'g--')
	plt.title("Bigram frequency distribution")
	plt.ylabel("Bigram Frequency")
	plt.xlabel("Bigrams")
	plt.grid()
	plt.savefig('Question1_bigramplot.png')

	total_bigrams = sum(bigram_values)
	bigram_percent = [(float(bv)/total_bigrams) for bv in bigram_values] #word_percent
	c_values = [(lambda x: x[0]*x[1])(x) for x in zip(xdata, bigram_percent)]
	c = sum(c_values)/len(c_values)
	print("Bigram c: ", c)

	return

def go(
    mags=(15, 30.1, 0.5), redshifts=(0.01, 12, 0.01), coeff_file="prior_K_zmax7_coeff.dat", outfile="prior_K_extend.dat"
):

    fp = open(coeff_file)
    lines = fp.readlines()
    fp.close()

    mag_list = np.cast[float](lines[0].split()[2:])
    z0 = np.cast[float](lines[1].split()[1:])
    gamma = np.cast[float](lines[2].split()[1:])

    z_grid = np.arange(redshifts[0], redshifts[1], redshifts[2])
    NZ = z_grid.shape[0]

    mag_grid = np.arange(mags[0], mags[1], mags[2])
    NM = mag_grid.shape[0]

    #### Polynomial extrapolation not reliable
    # p_z0 = scipy.polyfit(mag_list, z0, order)
    # z0_grid = np.maximum(scipy.polyval(p_z0, mag_grid), 0.05)
    # p_gamma = scipy.polyfit(mag_list, gamma, order)
    # gamma_grid = np.maximum(scipy.polyval(p_gamma, mag_grid), 0.05)

    #### Interpolations on the defined grid
    z0_grid = np.interp(mag_grid, mag_list, z0)
    gamma_grid = np.interp(mag_grid, mag_list, gamma)

    #### Linear extrapolations of fit coefficients
    p_z0 = scipy.polyfit(mag_list[:3], z0[:3], 1)
    z0_grid[mag_grid < mag_list[0]] = np.maximum(scipy.polyval(p_z0, mag_grid[mag_grid < mag_list[0]]), 0.05)
    p_z0 = scipy.polyfit(mag_list[-3:], z0[-3:], 1)
    z0_grid[mag_grid > mag_list[-1]] = np.maximum(scipy.polyval(p_z0, mag_grid[mag_grid > mag_list[-1]]), 0.05)

    p_gamma = scipy.polyfit(mag_list[:3], gamma[:3], 1)
    gamma_grid[mag_grid < mag_list[0]] = np.maximum(scipy.polyval(p_gamma, mag_grid[mag_grid < mag_list[0]]), 0.05)
    p_gamma = scipy.polyfit(mag_list[-3:], gamma[-3:], 1)
    gamma_grid[mag_grid > mag_list[-1]] = np.maximum(scipy.polyval(p_gamma, mag_grid[mag_grid > mag_list[-1]]), 0.05)

    out_matrix = np.zeros((NZ, NM + 1))
    out_matrix[:, 0] = z_grid

    for i in range(NM):
        pz = z_grid * np.exp(-(z_grid / z0_grid[i]) ** gamma_grid[i])
        pz /= np.trapz(pz, z_grid)
        plt.plot(z_grid, pz, label=mag_grid[i])
        out_matrix[:, i + 1] = pz

    plt.legend(ncol=3, loc="upper right")

    header = "# z "
    for m in mag_grid:
        header += "%6.1f" % (m)

    fp = open(outfile, "w")
    fp.write(header + "\n")
    np.savetxt(fp, out_matrix, fmt="%6.3e")
    fp.close()

def concat_extrap_ends(x, npts, polyorder=1, lowside=True, highside=True):
    i=numpy.arange(npts, dtype='float64')
    if lowside:
        ans=scipy.polyfit(-1*(i+1.), x[:npts], polyorder)
        x=numpy.concatenate([scipy.polyval(list(ans), i[::-1]), x])
    if highside:
        ans=scipy.polyfit(-1*(i[::-1]-1.), x[-1*npts:], polyorder)
        x=numpy.concatenate([x, scipy.polyval(list(ans), i)])
    return x    

def estimateBeta(priceY,priceX,algo = 'standard'):
    '''
    estimate stock Y vs stock X beta using iterative linear
    regression. Outliers outside 3 sigma boundary are filtered out

    Parameters
    --------
    priceX : price series of x (usually market)
    priceY : price series of y (estimate beta of this price)

    Returns
    --------
    beta : stockY beta relative to stock X
    '''

    X = pd.DataFrame({'x':priceX,'y':priceY})

    if algo=='returns':
        ret = (X/X.shift(1)-1).dropna().values
      
        x = ret[:,0]
        y = ret[:,1]
        
        # filter high values
        low = np.percentile(x,20)
        high = np.percentile(x,80)
        iValid = (x>low) & (x<high)
        
        x = x[iValid]
        y = y[iValid]
        
        iteration = 1
        nrOutliers = 1
        while iteration < 10 and nrOutliers > 0 :
            (a,b) = polyfit(x,y,1)
            yf = polyval([a,b],x)
            #plot(x,y,'x',x,yf,'r-')
            err = yf-y
            idxOutlier = abs(err) > 3*np.std(err)
            nrOutliers =sum(idxOutlier)
            beta = a
            #print 'Iteration: %i beta: %.2f outliers: %i' % (iteration,beta, nrOutliers)
            x = x[~idxOutlier]
            y = y[~idxOutlier]
            iteration += 1
    elif algo=='log':
        x = np.log(X['x'])
        y = np.log(X['y'])
        (a,b) = polyfit(x,y,1)
        beta = a
    elif algo=='standard':
        ret =np.log(X).diff().dropna()
        beta = ret['x'].cov(ret['y'])/ret['x'].var()
    else:
        raise TypeError("unknown Beta algorithm type, use 'standard', 'log' or 'returns'")

    return beta

def plotFullModel(dm, sacc):
	
	"""
	"""


	fig = plt.figure(figsize = (15, 5))
	plt.suptitle("Sacc = %s" % sacc)
	ax1 = plt.subplot(141)
	lCols = ["blue", "red", "orange", "yellow", "green", "pink"]
	
	xVar = "sacc%s_ex" % sacc
	yVar = "sacc%s_ey" % sacc
	
	dm = dm.select("%s != ''" % xVar)
	dm = dm.select("%s != ''" % yVar)

	dm = dm.select("%s != -1000" % xVar)
	dm = dm.select("%s != -1000" % yVar)

	for a in dm.unique("realAngle"):
		_dm = dm.select("realAngle == %s" % a)
		col = lCols.pop()
		plt.scatter(_dm[xVar], _dm[yVar], color = col, marker = ".", label = a)
	plt.axvline(constants.xCen, color = gray[3], linestyle = '--')
	plt.axhline(constants.yCen, color = gray[3], linestyle = '--')

	ax2 = plt.subplot(142)
	pm = PivotMatrix(dm, ["stim_type", "realAngle"], ["file"], "xNorm1", colsWithin =True)
	pm.linePlot(fig = fig)
	pm.save("PM.csv")
	pm._print()
	plt.axhline(0, color = gray[3], linestyle = "--")

	ax3 = plt.subplot(143)
	plt.title("object")
	dmObj= dm.select("stim_type == 'object'")
	#slope, intercept, r_value, p_value, std_err  = scipy.stats.linregress(stimObj["ecc"], stimObj["xNorm1"])
	x = dmObj["ecc"]
	y = dmObj["xNorm%s" % sacc]
	fit = scipy.polyfit(x,y,1)
	fit_fn = scipy.poly1d(fit)
	plt.plot(x,y, 'yo', x, fit_fn(x), '--k')

	ax4 = plt.subplot(144)
	plt.title("non-object")
	dmNo= dm.select("stim_type == 'non-object'")
	#slope, intercept, r_value, p_value, std_err  = scipy.stats.linregress(stimObj["ecc"], stimObj["xNorm1"])
	x = dmNo["ecc"]
	y = dmNo["xNorm%s" % sacc]
	fit = scipy.polyfit(x,y,1)
	fit_fn = scipy.poly1d(fit)
	plt.plot(x,y, 'yo', x, fit_fn(x), '--k')

	plt.savefig("./plots/Full_model_004C_sacc%s.png" % sacc)
	plt.show()

def logaod_polyfit(wvl,aod,polynum=False):
    """
    Purpose:  
        Take in an array of aod spectra and calculate the polynomials associated with each log of the spectrum
        takes in the wvl

    Input:
         aod: numpy array of time,wvl
         wvl: numpy array of wavelengths in nm
        
    Output:
        array of polynomial coefficients for each time point in the log(aod)

    Keywords:
        polynum: (optional, defaults to N-2 where N is the number of points in the spectrum) 
                 number of polynomials coefficients to return (order of the polynomial), if set to False, uses default N-2
        
    Dependencies:
        - numpy
        - scipy

    Needed Files:
      - None

    Modification History:

        Written: Samuel LeBlanc, NASA Ames Research Center, 2017-11-28
        Modified: 
    """
    import numpy as np
    from scipy import polyfit
    # sanitize inputs
    shape = aod.shape
    wvl = np.array(wvl)
    if not len(wvl.shape)==1:
        raise ValueError('wvl is not a array with one dimension')
    if not len(wvl) in shape:
        raise ValueError('No size of aod is the same as wvl')
        
    if not polynum:
        polynum = len(wvl)-2
        
    if len(shape)>1:
        ni,n = [(i,j) for (i,j) in enumerate(shape) if not j==len(wvl)][0]
        cc = np.zeros((polynum,n))
        for i in range(n):
            if ni==0: 
                cc[:,i] = polyfit(np.log(wvl),np.log(aod[i,:]),polynum)
            else:
                cc[:,i] = polyfit(np.log(wvl),np.log(aod[:,i]),polynum)
    else:
        cc = polyfit(np.log(wvl),np.log(aod),polynum)
        
    return cc

def estimateBeta(priceY, priceX, algo="standard"):
    """
    estimate stock Y vs stock X beta using iterative linear
    regression. Outliers outside 3 sigma boundary are filtered out
    
    Parameters
    --------
    priceX : price series of x (usually market)
    priceY : price series of y (estimate beta of this price)
    
    Returns
    --------
    beta : stockY beta relative to stock X
    """

    X = DataFrame({"x": priceX, "y": priceY})

    if algo == "returns":
        ret = (X / X.shift(1) - 1).dropna().values

        # print len(ret)

        x = ret[:, 0]
        y = ret[:, 1]

        iteration = 1
        nrOutliers = 1
        while iteration < 10 and nrOutliers > 0:
            (a, b) = polyfit(x, y, 1)
            yf = polyval([a, b], x)
            # plot(x,y,'x',x,yf,'r-')
            err = yf - y
            idxOutlier = abs(err) > 3 * np.std(err)
            nrOutliers = sum(idxOutlier)
            beta = a
            # print 'Iteration: %i beta: %.2f outliers: %i' % (iteration,beta, nrOutliers)
            x = x[~idxOutlier]
            y = y[~idxOutlier]
            iteration += 1

    elif algo == "log":
        x = np.log(X["x"])
        y = np.log(X["y"])
        (a, b) = polyfit(x, y, 1)
        beta = a

    elif algo == "standard":
        ret = np.log(X).diff().dropna()
        beta = ret["x"].cov(ret["y"]) / ret["x"].var()

    else:
        raise TypeError("unknown algorithm type, use 'standard', 'log' or 'returns'")

    return beta