Python patsy.dmatrix方法代碼示例

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def _transform(self, var, by):

        if not isinstance(var, SimpleVariable):
            self._densify_variables()

        # Set up all the splitting variables as a DF. Note that variables in
        # 'by' can be either regular variables, or entities in the index--so
        # we need to check both places.
        all_variables = self._variables
        by_variables = [all_variables[v].values if v in all_variables
                        else var.index[v].reset_index(drop=True)
                        for v in listify(by)]
        group_data = pd.concat(by_variables, axis=1, sort=True)
        group_data.columns = listify(by)

        # Use patsy to create splitting design matrix
        group_data = group_data.astype(str)
        formula = '0+' + ':'.join(listify(by))
        dm = dmatrix(formula, data=group_data, return_type='dataframe')
        dm.columns = [col.replace(':', '.') for col in dm.columns]

        return var.split(dm) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def __predict__(df, model, variable, formula):
        """UNUSED FUNCTION

        New hidden predict method to shorten Monte Carlo estimation code. This is slower than statsmodels predict,
        but likely can be optimized. I would need to find a faster alternative to np.dot()...

        For this to work, I need to do the following:
            -need to have each ..._model() store a self.formula
            -switch all functions to sm.GLM or sm.GEE
        """
        import patsy
        from zepid.calc import odds_to_probability

        xdata = patsy.dmatrix(formula, df)  # , return_type='dataframe')
        # pred = xdata.mul(np.array(model.params), axis='columns').sum(axis=1)
        pred = xdata.dot(model.params)  # TODO optimize this...

        if variable == 'binary':
            pred = np.random.binomial(1, odds_to_probability(np.exp(pred)), size=xdata.shape[0])
        elif variable == 'continuous':
            pred = np.random.normal(loc=pred, scale=np.std(model.resid), size=len(pp))
        # TODO add optimization for multinomial (if applicable)
        else:
            raise ValueError('That option is not supported')
        return pred 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def design_mat(mod, numerical_covariates, batch_levels):
    # require levels to make sure they are in the same order as we use in the
    # rest of the script.
    design = patsy.dmatrix("~ 0 + C(batch, levels=%s)" % str(batch_levels),
                                                  mod, return_type="dataframe")

    mod = mod.drop(["batch"], axis=1)
    numerical_covariates = list(numerical_covariates)
    sys.stderr.write("found %i batches\n" % design.shape[1])
    other_cols = [c for i, c in enumerate(mod.columns)
                  if not i in numerical_covariates]
    factor_matrix = mod[other_cols]
    design = pd.concat((design, factor_matrix), axis=1)
    if numerical_covariates is not None:
        sys.stderr.write("found %i numerical covariates...\n"
                            % len(numerical_covariates))
        for i, nC in enumerate(numerical_covariates):
            cname = mod.columns[nC]
            sys.stderr.write("\t{0}\n".format(cname))
            design[cname] = mod[mod.columns[nC]]
    sys.stderr.write("found %i categorical variables:" % len(other_cols))
    sys.stderr.write("\t" + ", ".join(other_cols) + '\n')
    return design 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def transform_with_patsy(formula, data, *args, **kwargs):
    try:
        # needs patsy v0.5.1 to support formula in Python 3.7
        # https://github.com/pydata/patsy/pull/131
        import patsy
    except ImportError:
        raise ImportError("'patsy' is required to transform with string formula")

    if '~' in formula:
        y, X = patsy.dmatrices(formula, data=data, return_type='dataframe',
                               *args, **kwargs)
        if len(y.shape) > 1 and y.shape[1] != 1:
            raise ValueError('target must be 1 dimensional')
        y = y.iloc[:, 0]
        return data._constructor(X, target=y)
    else:
        X = patsy.dmatrix(formula, data=data, return_type='dataframe',
                          *args, **kwargs)
        return data._constructor(X) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def transform(self, data):
        """Transform with estimator using formula.

        Transform the data using formula, then transform it
        using the estimator.

        Parameters
        ----------
        data : dict-like (pandas dataframe)
            Input data. Column names need to match variables in formula.
        """

        if self.return_type == 'dataframe':
            X = dmatrix(self.design_X_, data, return_type='dataframe')
        else:
            X = np.array(dmatrix(self.design_X_, data))

        return self.estimator_.transform(X) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def test_harmonic_transform():
    x = np.arange(735688, 735688 + 100, 1)
    design = patsy.dmatrix('0 + harm(x, 1)')

    truth = np.vstack((np.cos(2 * np.pi / 365.25 * x),
                       np.sin(2 * np.pi / 365.25 * x))).T

    np.testing.assert_equal(np.asarray(design), truth) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def setup(self, df, **config):
        """ Setup model for input dataset and (optionally) return design matrix

        Args:
            df (pandas.DataFrame): Pandas dataframe containing dataset
                attributes (e.g., dates, image ID, path/row, metadata, etc.)
            config (dict): YATSM configuration dictionary from user, including
                'dataset' and 'YATSM' sub-configurations

        Returns:
            numpy.ndarray or None: return design matrix if used by algorithm
        """
        X = patsy.dmatrix(config['YATSM']['design_matrix'], data=df)
        return X 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def test_predict_formula(self):

        n = 100
        np.random.seed(34234)
        time = 50 * np.random.uniform(size=n)
        status = np.random.randint(0, 2, n).astype(np.float64)
        exog = np.random.uniform(1, 2, size=(n, 2))

        df = pd.DataFrame({"time": time, "status": status,
                           "exog1": exog[:, 0], "exog2": exog[:, 1]})

        # Works with "0 +" on RHS but issues warning
        fml = "time ~ exog1 + np.log(exog2) + exog1*exog2"
        model1 = PHReg.from_formula(fml, df, status=status)
        result1 = model1.fit()

        from patsy import dmatrix
        dfp = dmatrix(model1.data.design_info.builder, df)

        pr1 = result1.predict()
        pr2 = result1.predict(exog=df)
        pr3 = model1.predict(result1.params, exog=dfp) # No standard errors
        pr4 = model1.predict(result1.params, cov_params=result1.cov_params(), exog=dfp)

        prl = (pr1, pr2, pr3, pr4)
        for i in range(4):
            for j in range(i):
                assert_allclose(prl[i].predicted_values, prl[j].predicted_values)

        prl = (pr1, pr2, pr4)
        for i in range(3):
            for j in range(i):
                assert_allclose(prl[i].standard_errors, prl[j].standard_errors) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def test_framing_example():

    cur_dir = os.path.dirname(os.path.abspath(__file__))
    data = pd.read_csv(os.path.join(cur_dir, 'results', "framing.csv"))

    outcome = np.asarray(data["cong_mesg"])
    outcome_exog = patsy.dmatrix("emo + treat + age + educ + gender + income", data,
                                  return_type='dataframe')
    probit = sm.families.links.probit
    outcome_model = sm.GLM(outcome, outcome_exog, family=sm.families.Binomial(link=probit()))

    mediator = np.asarray(data["emo"])
    mediator_exog = patsy.dmatrix("treat + age + educ + gender + income", data,
                                 return_type='dataframe')
    mediator_model = sm.OLS(mediator, mediator_exog)

    tx_pos = [outcome_exog.columns.tolist().index("treat"),
              mediator_exog.columns.tolist().index("treat")]
    med_pos = outcome_exog.columns.tolist().index("emo")

    med = Mediation(outcome_model, mediator_model, tx_pos, med_pos,
                    outcome_fit_kwargs={'atol':1e-11})

    np.random.seed(4231)
    para_rslt = med.fit(method='parametric', n_rep=100)
    diff = np.asarray(para_rslt.summary() - framing_para_4231)
    assert_allclose(diff, 0, atol=1e-6)

    np.random.seed(4231)
    boot_rslt = med.fit(method='boot', n_rep=100)
    diff = np.asarray(boot_rslt.summary() - framing_boot_4231)
    assert_allclose(diff, 0, atol=1e-6) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def test_framing_example_moderator():
    # moderation without formulas, generally not useful but test anyway

    cur_dir = os.path.dirname(os.path.abspath(__file__))
    data = pd.read_csv(os.path.join(cur_dir, 'results', "framing.csv"))

    outcome = np.asarray(data["cong_mesg"])
    outcome_exog = patsy.dmatrix("emo + treat + age + educ + gender + income", data,
                                  return_type='dataframe')
    probit = sm.families.links.probit
    outcome_model = sm.GLM(outcome, outcome_exog, family=sm.families.Binomial(link=probit()))

    mediator = np.asarray(data["emo"])
    mediator_exog = patsy.dmatrix("treat + age + educ + gender + income", data,
                                 return_type='dataframe')
    mediator_model = sm.OLS(mediator, mediator_exog)

    tx_pos = [outcome_exog.columns.tolist().index("treat"),
              mediator_exog.columns.tolist().index("treat")]
    med_pos = outcome_exog.columns.tolist().index("emo")

    ix = (outcome_exog.columns.tolist().index("age"),
          mediator_exog.columns.tolist().index("age"))
    moderators = {ix : 20}
    med = Mediation(outcome_model, mediator_model, tx_pos, med_pos,
                    moderators=moderators)

    # Just a smoke test
    np.random.seed(4231)
    med_rslt = med.fit(method='parametric', n_rep=100) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def test_patsy_577():
    X = np.random.random((10, 2))
    df = pandas.DataFrame(X, columns=["var1", "var2"])
    from patsy import dmatrix
    endog = dmatrix("var1 - 1", df)
    np.testing.assert_(data._is_using_patsy(endog, None))
    exog = dmatrix("var2 - 1", df)
    np.testing.assert_(data._is_using_patsy(endog, exog)) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def _process_kwds(self, kwds, ix):
        kwds = kwds.copy()
        for k in kwds:
            v = kwds[k]
            if isinstance(v, PatsyFormula):
                mat = patsy.dmatrix(v.formula, self.data,
                                    return_type="dataframe")
                mat = np.asarray(mat)[ix, :]
                if mat.shape[1] == 1:
                    mat = mat[:, 0]
                kwds[k] = mat
        return kwds 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def fit(self, X, y=None):
        """Fits the estimator"""
        X_ = dmatrix(self.formula, X, NA_action="raise", return_type=self.return_type)

        # check the number of observations hasn't changed. This ought not to
        # be necessary given NA_action='raise' above but just to be safe
        assert np.array(X_).shape[0] == np.array(X).shape[0]
        self.design_info_ = X_.design_info
        return self 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def diff_test_helper(data,
                     fullModelFormulaStr="~cr(time, df=3)",
                     reducedModelFormulaStr="~1",
                     ):
    # Dividing data into train and validation datasets
    transformed_x = dmatrix(fullModelFormulaStr, data, return_type='dataframe')
    transformed_x_null = dmatrix(reducedModelFormulaStr, data, return_type='dataframe')

    expression = data['expression']
    poisson_training_results = sm.GLM(expression, transformed_x, family=sm.families.Poisson()).fit()
    poisson_df = pd.DataFrame({'mu': poisson_training_results.mu, 'expression': expression})
    poisson_df['AUX_OLS_DEP'] = poisson_df.apply(lambda x: ((x['expression'] - x['mu']) ** 2
                                                            - x['expression']) / x['mu'], axis=1)
    ols_expr = """AUX_OLS_DEP ~ mu - 1"""
    aux_olsr_results = smf.ols(ols_expr, poisson_df).fit()

    nb2_family = sm.families.NegativeBinomial(alpha=aux_olsr_results.params[0])

    try:
        nb2_full = sm.GLM(expression, transformed_x, family=nb2_family).fit()
        nb2_null = sm.GLM(expression, transformed_x_null, family=nb2_family).fit()
    except:
        return ('fail', 'NB2', 1)

    pval = lrt(nb2_full, nb2_null)
    return ('ok', 'NB2', pval) 

# 需要導入模塊: import patsy [as 別名]
# 或者: from patsy import dmatrix [as 別名]
def _make_rhs_matrix(self, X):
        formula_parts = self.formula.split('~')
        if len(formula_parts) == 2:
            rhs_formula = formula_parts[1].strip()
        elif len(formula_parts) == 1:
            rhs_formula = formula_parts.strip()
        else:
            raise ValueError(
                f"Cannot parse model formula {self.formula} to determine right hand side!")
        X = pt.dmatrix(rhs_formula, X)
        return X