peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/odr
/_odrpack.py
""" | |
Python wrappers for Orthogonal Distance Regression (ODRPACK). | |
Notes | |
===== | |
* Array formats -- FORTRAN stores its arrays in memory column first, i.e., an | |
array element A(i, j, k) will be next to A(i+1, j, k). In C and, consequently, | |
NumPy, arrays are stored row first: A[i, j, k] is next to A[i, j, k+1]. For | |
efficiency and convenience, the input and output arrays of the fitting | |
function (and its Jacobians) are passed to FORTRAN without transposition. | |
Therefore, where the ODRPACK documentation says that the X array is of shape | |
(N, M), it will be passed to the Python function as an array of shape (M, N). | |
If M==1, the 1-D case, then nothing matters; if M>1, then your | |
Python functions will be dealing with arrays that are indexed in reverse of | |
the ODRPACK documentation. No real issue, but watch out for your indexing of | |
the Jacobians: the i,jth elements (@f_i/@x_j) evaluated at the nth | |
observation will be returned as jacd[j, i, n]. Except for the Jacobians, it | |
really is easier to deal with x[0] and x[1] than x[:,0] and x[:,1]. Of course, | |
you can always use the transpose() function from SciPy explicitly. | |
* Examples -- See the accompanying file test/test.py for examples of how to set | |
up fits of your own. Some are taken from the User's Guide; some are from | |
other sources. | |
* Models -- Some common models are instantiated in the accompanying module | |
models.py . Contributions are welcome. | |
Credits | |
======= | |
* Thanks to Arnold Moene and Gerard Vermeulen for fixing some killer bugs. | |
Robert Kern | |
[email protected] | |
""" | |
import os | |
import numpy | |
from warnings import warn | |
from scipy.odr import __odrpack | |
__all__ = ['odr', 'OdrWarning', 'OdrError', 'OdrStop', | |
'Data', 'RealData', 'Model', 'Output', 'ODR', | |
'odr_error', 'odr_stop'] | |
odr = __odrpack.odr | |
class OdrWarning(UserWarning): | |
""" | |
Warning indicating that the data passed into | |
ODR will cause problems when passed into 'odr' | |
that the user should be aware of. | |
""" | |
pass | |
class OdrError(Exception): | |
""" | |
Exception indicating an error in fitting. | |
This is raised by `~scipy.odr.odr` if an error occurs during fitting. | |
""" | |
pass | |
class OdrStop(Exception): | |
""" | |
Exception stopping fitting. | |
You can raise this exception in your objective function to tell | |
`~scipy.odr.odr` to stop fitting. | |
""" | |
pass | |
# Backwards compatibility | |
odr_error = OdrError | |
odr_stop = OdrStop | |
__odrpack._set_exceptions(OdrError, OdrStop) | |
def _conv(obj, dtype=None): | |
""" Convert an object to the preferred form for input to the odr routine. | |
""" | |
if obj is None: | |
return obj | |
else: | |
if dtype is None: | |
obj = numpy.asarray(obj) | |
else: | |
obj = numpy.asarray(obj, dtype) | |
if obj.shape == (): | |
# Scalar. | |
return obj.dtype.type(obj) | |
else: | |
return obj | |
def _report_error(info): | |
""" Interprets the return code of the odr routine. | |
Parameters | |
---------- | |
info : int | |
The return code of the odr routine. | |
Returns | |
------- | |
problems : list(str) | |
A list of messages about why the odr() routine stopped. | |
""" | |
stopreason = ('Blank', | |
'Sum of squares convergence', | |
'Parameter convergence', | |
'Both sum of squares and parameter convergence', | |
'Iteration limit reached')[info % 5] | |
if info >= 5: | |
# questionable results or fatal error | |
I = (info//10000 % 10, | |
info//1000 % 10, | |
info//100 % 10, | |
info//10 % 10, | |
info % 10) | |
problems = [] | |
if I[0] == 0: | |
if I[1] != 0: | |
problems.append('Derivatives possibly not correct') | |
if I[2] != 0: | |
problems.append('Error occurred in callback') | |
if I[3] != 0: | |
problems.append('Problem is not full rank at solution') | |
problems.append(stopreason) | |
elif I[0] == 1: | |
if I[1] != 0: | |
problems.append('N < 1') | |
if I[2] != 0: | |
problems.append('M < 1') | |
if I[3] != 0: | |
problems.append('NP < 1 or NP > N') | |
if I[4] != 0: | |
problems.append('NQ < 1') | |
elif I[0] == 2: | |
if I[1] != 0: | |
problems.append('LDY and/or LDX incorrect') | |
if I[2] != 0: | |
problems.append('LDWE, LD2WE, LDWD, and/or LD2WD incorrect') | |
if I[3] != 0: | |
problems.append('LDIFX, LDSTPD, and/or LDSCLD incorrect') | |
if I[4] != 0: | |
problems.append('LWORK and/or LIWORK too small') | |
elif I[0] == 3: | |
if I[1] != 0: | |
problems.append('STPB and/or STPD incorrect') | |
if I[2] != 0: | |
problems.append('SCLB and/or SCLD incorrect') | |
if I[3] != 0: | |
problems.append('WE incorrect') | |
if I[4] != 0: | |
problems.append('WD incorrect') | |
elif I[0] == 4: | |
problems.append('Error in derivatives') | |
elif I[0] == 5: | |
problems.append('Error occurred in callback') | |
elif I[0] == 6: | |
problems.append('Numerical error detected') | |
return problems | |
else: | |
return [stopreason] | |
class Data: | |
""" | |
The data to fit. | |
Parameters | |
---------- | |
x : array_like | |
Observed data for the independent variable of the regression | |
y : array_like, optional | |
If array-like, observed data for the dependent variable of the | |
regression. A scalar input implies that the model to be used on | |
the data is implicit. | |
we : array_like, optional | |
If `we` is a scalar, then that value is used for all data points (and | |
all dimensions of the response variable). | |
If `we` is a rank-1 array of length q (the dimensionality of the | |
response variable), then this vector is the diagonal of the covariant | |
weighting matrix for all data points. | |
If `we` is a rank-1 array of length n (the number of data points), then | |
the i'th element is the weight for the i'th response variable | |
observation (single-dimensional only). | |
If `we` is a rank-2 array of shape (q, q), then this is the full | |
covariant weighting matrix broadcast to each observation. | |
If `we` is a rank-2 array of shape (q, n), then `we[:,i]` is the | |
diagonal of the covariant weighting matrix for the i'th observation. | |
If `we` is a rank-3 array of shape (q, q, n), then `we[:,:,i]` is the | |
full specification of the covariant weighting matrix for each | |
observation. | |
If the fit is implicit, then only a positive scalar value is used. | |
wd : array_like, optional | |
If `wd` is a scalar, then that value is used for all data points | |
(and all dimensions of the input variable). If `wd` = 0, then the | |
covariant weighting matrix for each observation is set to the identity | |
matrix (so each dimension of each observation has the same weight). | |
If `wd` is a rank-1 array of length m (the dimensionality of the input | |
variable), then this vector is the diagonal of the covariant weighting | |
matrix for all data points. | |
If `wd` is a rank-1 array of length n (the number of data points), then | |
the i'th element is the weight for the ith input variable observation | |
(single-dimensional only). | |
If `wd` is a rank-2 array of shape (m, m), then this is the full | |
covariant weighting matrix broadcast to each observation. | |
If `wd` is a rank-2 array of shape (m, n), then `wd[:,i]` is the | |
diagonal of the covariant weighting matrix for the ith observation. | |
If `wd` is a rank-3 array of shape (m, m, n), then `wd[:,:,i]` is the | |
full specification of the covariant weighting matrix for each | |
observation. | |
fix : array_like of ints, optional | |
The `fix` argument is the same as ifixx in the class ODR. It is an | |
array of integers with the same shape as data.x that determines which | |
input observations are treated as fixed. One can use a sequence of | |
length m (the dimensionality of the input observations) to fix some | |
dimensions for all observations. A value of 0 fixes the observation, | |
a value > 0 makes it free. | |
meta : dict, optional | |
Free-form dictionary for metadata. | |
Notes | |
----- | |
Each argument is attached to the member of the instance of the same name. | |
The structures of `x` and `y` are described in the Model class docstring. | |
If `y` is an integer, then the Data instance can only be used to fit with | |
implicit models where the dimensionality of the response is equal to the | |
specified value of `y`. | |
The `we` argument weights the effect a deviation in the response variable | |
has on the fit. The `wd` argument weights the effect a deviation in the | |
input variable has on the fit. To handle multidimensional inputs and | |
responses easily, the structure of these arguments has the n'th | |
dimensional axis first. These arguments heavily use the structured | |
arguments feature of ODRPACK to conveniently and flexibly support all | |
options. See the ODRPACK User's Guide for a full explanation of how these | |
weights are used in the algorithm. Basically, a higher value of the weight | |
for a particular data point makes a deviation at that point more | |
detrimental to the fit. | |
""" | |
def __init__(self, x, y=None, we=None, wd=None, fix=None, meta=None): | |
self.x = _conv(x) | |
if not isinstance(self.x, numpy.ndarray): | |
raise ValueError("Expected an 'ndarray' of data for 'x', " | |
f"but instead got data of type '{type(self.x).__name__}'") | |
self.y = _conv(y) | |
self.we = _conv(we) | |
self.wd = _conv(wd) | |
self.fix = _conv(fix) | |
self.meta = {} if meta is None else meta | |
def set_meta(self, **kwds): | |
""" Update the metadata dictionary with the keywords and data provided | |
by keywords. | |
Examples | |
-------- | |
:: | |
data.set_meta(lab="Ph 7; Lab 26", title="Ag110 + Ag108 Decay") | |
""" | |
self.meta.update(kwds) | |
def __getattr__(self, attr): | |
""" Dispatch attribute access to the metadata dictionary. | |
""" | |
if attr in self.meta: | |
return self.meta[attr] | |
else: | |
raise AttributeError("'%s' not in metadata" % attr) | |
class RealData(Data): | |
""" | |
The data, with weightings as actual standard deviations and/or | |
covariances. | |
Parameters | |
---------- | |
x : array_like | |
Observed data for the independent variable of the regression | |
y : array_like, optional | |
If array-like, observed data for the dependent variable of the | |
regression. A scalar input implies that the model to be used on | |
the data is implicit. | |
sx : array_like, optional | |
Standard deviations of `x`. | |
`sx` are standard deviations of `x` and are converted to weights by | |
dividing 1.0 by their squares. | |
sy : array_like, optional | |
Standard deviations of `y`. | |
`sy` are standard deviations of `y` and are converted to weights by | |
dividing 1.0 by their squares. | |
covx : array_like, optional | |
Covariance of `x` | |
`covx` is an array of covariance matrices of `x` and are converted to | |
weights by performing a matrix inversion on each observation's | |
covariance matrix. | |
covy : array_like, optional | |
Covariance of `y` | |
`covy` is an array of covariance matrices and are converted to | |
weights by performing a matrix inversion on each observation's | |
covariance matrix. | |
fix : array_like, optional | |
The argument and member fix is the same as Data.fix and ODR.ifixx: | |
It is an array of integers with the same shape as `x` that | |
determines which input observations are treated as fixed. One can | |
use a sequence of length m (the dimensionality of the input | |
observations) to fix some dimensions for all observations. A value | |
of 0 fixes the observation, a value > 0 makes it free. | |
meta : dict, optional | |
Free-form dictionary for metadata. | |
Notes | |
----- | |
The weights `wd` and `we` are computed from provided values as follows: | |
`sx` and `sy` are converted to weights by dividing 1.0 by their squares. | |
For example, ``wd = 1./numpy.power(`sx`, 2)``. | |
`covx` and `covy` are arrays of covariance matrices and are converted to | |
weights by performing a matrix inversion on each observation's covariance | |
matrix. For example, ``we[i] = numpy.linalg.inv(covy[i])``. | |
These arguments follow the same structured argument conventions as wd and | |
we only restricted by their natures: `sx` and `sy` can't be rank-3, but | |
`covx` and `covy` can be. | |
Only set *either* `sx` or `covx` (not both). Setting both will raise an | |
exception. Same with `sy` and `covy`. | |
""" | |
def __init__(self, x, y=None, sx=None, sy=None, covx=None, covy=None, | |
fix=None, meta=None): | |
if (sx is not None) and (covx is not None): | |
raise ValueError("cannot set both sx and covx") | |
if (sy is not None) and (covy is not None): | |
raise ValueError("cannot set both sy and covy") | |
# Set flags for __getattr__ | |
self._ga_flags = {} | |
if sx is not None: | |
self._ga_flags['wd'] = 'sx' | |
else: | |
self._ga_flags['wd'] = 'covx' | |
if sy is not None: | |
self._ga_flags['we'] = 'sy' | |
else: | |
self._ga_flags['we'] = 'covy' | |
self.x = _conv(x) | |
if not isinstance(self.x, numpy.ndarray): | |
raise ValueError("Expected an 'ndarray' of data for 'x', " | |
f"but instead got data of type '{type(self.x).__name__}'") | |
self.y = _conv(y) | |
self.sx = _conv(sx) | |
self.sy = _conv(sy) | |
self.covx = _conv(covx) | |
self.covy = _conv(covy) | |
self.fix = _conv(fix) | |
self.meta = {} if meta is None else meta | |
def _sd2wt(self, sd): | |
""" Convert standard deviation to weights. | |
""" | |
return 1./numpy.power(sd, 2) | |
def _cov2wt(self, cov): | |
""" Convert covariance matrix(-ices) to weights. | |
""" | |
from scipy.linalg import inv | |
if len(cov.shape) == 2: | |
return inv(cov) | |
else: | |
weights = numpy.zeros(cov.shape, float) | |
for i in range(cov.shape[-1]): # n | |
weights[:,:,i] = inv(cov[:,:,i]) | |
return weights | |
def __getattr__(self, attr): | |
lookup_tbl = {('wd', 'sx'): (self._sd2wt, self.sx), | |
('wd', 'covx'): (self._cov2wt, self.covx), | |
('we', 'sy'): (self._sd2wt, self.sy), | |
('we', 'covy'): (self._cov2wt, self.covy)} | |
if attr not in ('wd', 'we'): | |
if attr in self.meta: | |
return self.meta[attr] | |
else: | |
raise AttributeError("'%s' not in metadata" % attr) | |
else: | |
func, arg = lookup_tbl[(attr, self._ga_flags[attr])] | |
if arg is not None: | |
return func(*(arg,)) | |
else: | |
return None | |
class Model: | |
""" | |
The Model class stores information about the function you wish to fit. | |
It stores the function itself, at the least, and optionally stores | |
functions which compute the Jacobians used during fitting. Also, one | |
can provide a function that will provide reasonable starting values | |
for the fit parameters possibly given the set of data. | |
Parameters | |
---------- | |
fcn : function | |
fcn(beta, x) --> y | |
fjacb : function | |
Jacobian of fcn wrt the fit parameters beta. | |
fjacb(beta, x) --> @f_i(x,B)/@B_j | |
fjacd : function | |
Jacobian of fcn wrt the (possibly multidimensional) input | |
variable. | |
fjacd(beta, x) --> @f_i(x,B)/@x_j | |
extra_args : tuple, optional | |
If specified, `extra_args` should be a tuple of extra | |
arguments to pass to `fcn`, `fjacb`, and `fjacd`. Each will be called | |
by `apply(fcn, (beta, x) + extra_args)` | |
estimate : array_like of rank-1 | |
Provides estimates of the fit parameters from the data | |
estimate(data) --> estbeta | |
implicit : boolean | |
If TRUE, specifies that the model | |
is implicit; i.e `fcn(beta, x)` ~= 0 and there is no y data to fit | |
against | |
meta : dict, optional | |
freeform dictionary of metadata for the model | |
Notes | |
----- | |
Note that the `fcn`, `fjacb`, and `fjacd` operate on NumPy arrays and | |
return a NumPy array. The `estimate` object takes an instance of the | |
Data class. | |
Here are the rules for the shapes of the argument and return | |
arrays of the callback functions: | |
`x` | |
if the input data is single-dimensional, then `x` is rank-1 | |
array; i.e., ``x = array([1, 2, 3, ...]); x.shape = (n,)`` | |
If the input data is multi-dimensional, then `x` is a rank-2 array; | |
i.e., ``x = array([[1, 2, ...], [2, 4, ...]]); x.shape = (m, n)``. | |
In all cases, it has the same shape as the input data array passed to | |
`~scipy.odr.odr`. `m` is the dimensionality of the input data, | |
`n` is the number of observations. | |
`y` | |
if the response variable is single-dimensional, then `y` is a | |
rank-1 array, i.e., ``y = array([2, 4, ...]); y.shape = (n,)``. | |
If the response variable is multi-dimensional, then `y` is a rank-2 | |
array, i.e., ``y = array([[2, 4, ...], [3, 6, ...]]); y.shape = | |
(q, n)`` where `q` is the dimensionality of the response variable. | |
`beta` | |
rank-1 array of length `p` where `p` is the number of parameters; | |
i.e. ``beta = array([B_1, B_2, ..., B_p])`` | |
`fjacb` | |
if the response variable is multi-dimensional, then the | |
return array's shape is `(q, p, n)` such that ``fjacb(x,beta)[l,k,i] = | |
d f_l(X,B)/d B_k`` evaluated at the ith data point. If `q == 1`, then | |
the return array is only rank-2 and with shape `(p, n)`. | |
`fjacd` | |
as with fjacb, only the return array's shape is `(q, m, n)` | |
such that ``fjacd(x,beta)[l,j,i] = d f_l(X,B)/d X_j`` at the ith data | |
point. If `q == 1`, then the return array's shape is `(m, n)`. If | |
`m == 1`, the shape is (q, n). If `m == q == 1`, the shape is `(n,)`. | |
""" | |
def __init__(self, fcn, fjacb=None, fjacd=None, | |
extra_args=None, estimate=None, implicit=0, meta=None): | |
self.fcn = fcn | |
self.fjacb = fjacb | |
self.fjacd = fjacd | |
if extra_args is not None: | |
extra_args = tuple(extra_args) | |
self.extra_args = extra_args | |
self.estimate = estimate | |
self.implicit = implicit | |
self.meta = meta if meta is not None else {} | |
def set_meta(self, **kwds): | |
""" Update the metadata dictionary with the keywords and data provided | |
here. | |
Examples | |
-------- | |
set_meta(name="Exponential", equation="y = a exp(b x) + c") | |
""" | |
self.meta.update(kwds) | |
def __getattr__(self, attr): | |
""" Dispatch attribute access to the metadata. | |
""" | |
if attr in self.meta: | |
return self.meta[attr] | |
else: | |
raise AttributeError("'%s' not in metadata" % attr) | |
class Output: | |
""" | |
The Output class stores the output of an ODR run. | |
Attributes | |
---------- | |
beta : ndarray | |
Estimated parameter values, of shape (q,). | |
sd_beta : ndarray | |
Standard deviations of the estimated parameters, of shape (p,). | |
cov_beta : ndarray | |
Covariance matrix of the estimated parameters, of shape (p,p). | |
Note that this `cov_beta` is not scaled by the residual variance | |
`res_var`, whereas `sd_beta` is. This means | |
``np.sqrt(np.diag(output.cov_beta * output.res_var))`` is the same | |
result as `output.sd_beta`. | |
delta : ndarray, optional | |
Array of estimated errors in input variables, of same shape as `x`. | |
eps : ndarray, optional | |
Array of estimated errors in response variables, of same shape as `y`. | |
xplus : ndarray, optional | |
Array of ``x + delta``. | |
y : ndarray, optional | |
Array ``y = fcn(x + delta)``. | |
res_var : float, optional | |
Residual variance. | |
sum_square : float, optional | |
Sum of squares error. | |
sum_square_delta : float, optional | |
Sum of squares of delta error. | |
sum_square_eps : float, optional | |
Sum of squares of eps error. | |
inv_condnum : float, optional | |
Inverse condition number (cf. ODRPACK UG p. 77). | |
rel_error : float, optional | |
Relative error in function values computed within fcn. | |
work : ndarray, optional | |
Final work array. | |
work_ind : dict, optional | |
Indices into work for drawing out values (cf. ODRPACK UG p. 83). | |
info : int, optional | |
Reason for returning, as output by ODRPACK (cf. ODRPACK UG p. 38). | |
stopreason : list of str, optional | |
`info` interpreted into English. | |
Notes | |
----- | |
Takes one argument for initialization, the return value from the | |
function `~scipy.odr.odr`. The attributes listed as "optional" above are | |
only present if `~scipy.odr.odr` was run with ``full_output=1``. | |
""" | |
def __init__(self, output): | |
self.beta = output[0] | |
self.sd_beta = output[1] | |
self.cov_beta = output[2] | |
if len(output) == 4: | |
# full output | |
self.__dict__.update(output[3]) | |
self.stopreason = _report_error(self.info) | |
def pprint(self): | |
""" Pretty-print important results. | |
""" | |
print('Beta:', self.beta) | |
print('Beta Std Error:', self.sd_beta) | |
print('Beta Covariance:', self.cov_beta) | |
if hasattr(self, 'info'): | |
print('Residual Variance:',self.res_var) | |
print('Inverse Condition #:', self.inv_condnum) | |
print('Reason(s) for Halting:') | |
for r in self.stopreason: | |
print(' %s' % r) | |
class ODR: | |
""" | |
The ODR class gathers all information and coordinates the running of the | |
main fitting routine. | |
Members of instances of the ODR class have the same names as the arguments | |
to the initialization routine. | |
Parameters | |
---------- | |
data : Data class instance | |
instance of the Data class | |
model : Model class instance | |
instance of the Model class | |
Other Parameters | |
---------------- | |
beta0 : array_like of rank-1 | |
a rank-1 sequence of initial parameter values. Optional if | |
model provides an "estimate" function to estimate these values. | |
delta0 : array_like of floats of rank-1, optional | |
a (double-precision) float array to hold the initial values of | |
the errors in the input variables. Must be same shape as data.x | |
ifixb : array_like of ints of rank-1, optional | |
sequence of integers with the same length as beta0 that determines | |
which parameters are held fixed. A value of 0 fixes the parameter, | |
a value > 0 makes the parameter free. | |
ifixx : array_like of ints with same shape as data.x, optional | |
an array of integers with the same shape as data.x that determines | |
which input observations are treated as fixed. One can use a sequence | |
of length m (the dimensionality of the input observations) to fix some | |
dimensions for all observations. A value of 0 fixes the observation, | |
a value > 0 makes it free. | |
job : int, optional | |
an integer telling ODRPACK what tasks to perform. See p. 31 of the | |
ODRPACK User's Guide if you absolutely must set the value here. Use the | |
method set_job post-initialization for a more readable interface. | |
iprint : int, optional | |
an integer telling ODRPACK what to print. See pp. 33-34 of the | |
ODRPACK User's Guide if you absolutely must set the value here. Use the | |
method set_iprint post-initialization for a more readable interface. | |
errfile : str, optional | |
string with the filename to print ODRPACK errors to. If the file already | |
exists, an error will be thrown. The `overwrite` argument can be used to | |
prevent this. *Do Not Open This File Yourself!* | |
rptfile : str, optional | |
string with the filename to print ODRPACK summaries to. If the file | |
already exists, an error will be thrown. The `overwrite` argument can be | |
used to prevent this. *Do Not Open This File Yourself!* | |
ndigit : int, optional | |
integer specifying the number of reliable digits in the computation | |
of the function. | |
taufac : float, optional | |
float specifying the initial trust region. The default value is 1. | |
The initial trust region is equal to taufac times the length of the | |
first computed Gauss-Newton step. taufac must be less than 1. | |
sstol : float, optional | |
float specifying the tolerance for convergence based on the relative | |
change in the sum-of-squares. The default value is eps**(1/2) where eps | |
is the smallest value such that 1 + eps > 1 for double precision | |
computation on the machine. sstol must be less than 1. | |
partol : float, optional | |
float specifying the tolerance for convergence based on the relative | |
change in the estimated parameters. The default value is eps**(2/3) for | |
explicit models and ``eps**(1/3)`` for implicit models. partol must be less | |
than 1. | |
maxit : int, optional | |
integer specifying the maximum number of iterations to perform. For | |
first runs, maxit is the total number of iterations performed and | |
defaults to 50. For restarts, maxit is the number of additional | |
iterations to perform and defaults to 10. | |
stpb : array_like, optional | |
sequence (``len(stpb) == len(beta0)``) of relative step sizes to compute | |
finite difference derivatives wrt the parameters. | |
stpd : optional | |
array (``stpd.shape == data.x.shape`` or ``stpd.shape == (m,)``) of relative | |
step sizes to compute finite difference derivatives wrt the input | |
variable errors. If stpd is a rank-1 array with length m (the | |
dimensionality of the input variable), then the values are broadcast to | |
all observations. | |
sclb : array_like, optional | |
sequence (``len(stpb) == len(beta0)``) of scaling factors for the | |
parameters. The purpose of these scaling factors are to scale all of | |
the parameters to around unity. Normally appropriate scaling factors | |
are computed if this argument is not specified. Specify them yourself | |
if the automatic procedure goes awry. | |
scld : array_like, optional | |
array (scld.shape == data.x.shape or scld.shape == (m,)) of scaling | |
factors for the *errors* in the input variables. Again, these factors | |
are automatically computed if you do not provide them. If scld.shape == | |
(m,), then the scaling factors are broadcast to all observations. | |
work : ndarray, optional | |
array to hold the double-valued working data for ODRPACK. When | |
restarting, takes the value of self.output.work. | |
iwork : ndarray, optional | |
array to hold the integer-valued working data for ODRPACK. When | |
restarting, takes the value of self.output.iwork. | |
overwrite : bool, optional | |
If it is True, output files defined by `errfile` and `rptfile` are | |
overwritten. The default is False. | |
Attributes | |
---------- | |
data : Data | |
The data for this fit | |
model : Model | |
The model used in fit | |
output : Output | |
An instance if the Output class containing all of the returned | |
data from an invocation of ODR.run() or ODR.restart() | |
""" | |
def __init__(self, data, model, beta0=None, delta0=None, ifixb=None, | |
ifixx=None, job=None, iprint=None, errfile=None, rptfile=None, | |
ndigit=None, taufac=None, sstol=None, partol=None, maxit=None, | |
stpb=None, stpd=None, sclb=None, scld=None, work=None, iwork=None, | |
overwrite=False): | |
self.data = data | |
self.model = model | |
if beta0 is None: | |
if self.model.estimate is not None: | |
self.beta0 = _conv(self.model.estimate(self.data)) | |
else: | |
raise ValueError( | |
"must specify beta0 or provide an estimator with the model" | |
) | |
else: | |
self.beta0 = _conv(beta0) | |
if ifixx is None and data.fix is not None: | |
ifixx = data.fix | |
if overwrite: | |
# remove output files for overwriting. | |
if rptfile is not None and os.path.exists(rptfile): | |
os.remove(rptfile) | |
if errfile is not None and os.path.exists(errfile): | |
os.remove(errfile) | |
self.delta0 = _conv(delta0) | |
# These really are 32-bit integers in FORTRAN (gfortran), even on 64-bit | |
# platforms. | |
# XXX: some other FORTRAN compilers may not agree. | |
self.ifixx = _conv(ifixx, dtype=numpy.int32) | |
self.ifixb = _conv(ifixb, dtype=numpy.int32) | |
self.job = job | |
self.iprint = iprint | |
self.errfile = errfile | |
self.rptfile = rptfile | |
self.ndigit = ndigit | |
self.taufac = taufac | |
self.sstol = sstol | |
self.partol = partol | |
self.maxit = maxit | |
self.stpb = _conv(stpb) | |
self.stpd = _conv(stpd) | |
self.sclb = _conv(sclb) | |
self.scld = _conv(scld) | |
self.work = _conv(work) | |
self.iwork = _conv(iwork) | |
self.output = None | |
self._check() | |
def _check(self): | |
""" Check the inputs for consistency, but don't bother checking things | |
that the builtin function odr will check. | |
""" | |
x_s = list(self.data.x.shape) | |
if isinstance(self.data.y, numpy.ndarray): | |
y_s = list(self.data.y.shape) | |
if self.model.implicit: | |
raise OdrError("an implicit model cannot use response data") | |
else: | |
# implicit model with q == self.data.y | |
y_s = [self.data.y, x_s[-1]] | |
if not self.model.implicit: | |
raise OdrError("an explicit model needs response data") | |
self.set_job(fit_type=1) | |
if x_s[-1] != y_s[-1]: | |
raise OdrError("number of observations do not match") | |
n = x_s[-1] | |
if len(x_s) == 2: | |
m = x_s[0] | |
else: | |
m = 1 | |
if len(y_s) == 2: | |
q = y_s[0] | |
else: | |
q = 1 | |
p = len(self.beta0) | |
# permissible output array shapes | |
fcn_perms = [(q, n)] | |
fjacd_perms = [(q, m, n)] | |
fjacb_perms = [(q, p, n)] | |
if q == 1: | |
fcn_perms.append((n,)) | |
fjacd_perms.append((m, n)) | |
fjacb_perms.append((p, n)) | |
if m == 1: | |
fjacd_perms.append((q, n)) | |
if p == 1: | |
fjacb_perms.append((q, n)) | |
if m == q == 1: | |
fjacd_perms.append((n,)) | |
if p == q == 1: | |
fjacb_perms.append((n,)) | |
# try evaluating the supplied functions to make sure they provide | |
# sensible outputs | |
arglist = (self.beta0, self.data.x) | |
if self.model.extra_args is not None: | |
arglist = arglist + self.model.extra_args | |
res = self.model.fcn(*arglist) | |
if res.shape not in fcn_perms: | |
print(res.shape) | |
print(fcn_perms) | |
raise OdrError("fcn does not output %s-shaped array" % y_s) | |
if self.model.fjacd is not None: | |
res = self.model.fjacd(*arglist) | |
if res.shape not in fjacd_perms: | |
raise OdrError( | |
"fjacd does not output %s-shaped array" % repr((q, m, n))) | |
if self.model.fjacb is not None: | |
res = self.model.fjacb(*arglist) | |
if res.shape not in fjacb_perms: | |
raise OdrError( | |
"fjacb does not output %s-shaped array" % repr((q, p, n))) | |
# check shape of delta0 | |
if self.delta0 is not None and self.delta0.shape != self.data.x.shape: | |
raise OdrError( | |
"delta0 is not a %s-shaped array" % repr(self.data.x.shape)) | |
if self.data.x.size == 0: | |
warn("Empty data detected for ODR instance. " | |
"Do not expect any fitting to occur", | |
OdrWarning, stacklevel=3) | |
def _gen_work(self): | |
""" Generate a suitable work array if one does not already exist. | |
""" | |
n = self.data.x.shape[-1] | |
p = self.beta0.shape[0] | |
if len(self.data.x.shape) == 2: | |
m = self.data.x.shape[0] | |
else: | |
m = 1 | |
if self.model.implicit: | |
q = self.data.y | |
elif len(self.data.y.shape) == 2: | |
q = self.data.y.shape[0] | |
else: | |
q = 1 | |
if self.data.we is None: | |
ldwe = ld2we = 1 | |
elif len(self.data.we.shape) == 3: | |
ld2we, ldwe = self.data.we.shape[1:] | |
else: | |
we = self.data.we | |
ldwe = 1 | |
ld2we = 1 | |
if we.ndim == 1 and q == 1: | |
ldwe = n | |
elif we.ndim == 2: | |
if we.shape == (q, q): | |
ld2we = q | |
elif we.shape == (q, n): | |
ldwe = n | |
if self.job % 10 < 2: | |
# ODR not OLS | |
lwork = (18 + 11*p + p*p + m + m*m + 4*n*q + 6*n*m + 2*n*q*p + | |
2*n*q*m + q*q + 5*q + q*(p+m) + ldwe*ld2we*q) | |
else: | |
# OLS not ODR | |
lwork = (18 + 11*p + p*p + m + m*m + 4*n*q + 2*n*m + 2*n*q*p + | |
5*q + q*(p+m) + ldwe*ld2we*q) | |
if isinstance(self.work, numpy.ndarray) and self.work.shape == (lwork,)\ | |
and self.work.dtype.str.endswith('f8'): | |
# the existing array is fine | |
return | |
else: | |
self.work = numpy.zeros((lwork,), float) | |
def set_job(self, fit_type=None, deriv=None, var_calc=None, | |
del_init=None, restart=None): | |
""" | |
Sets the "job" parameter is a hopefully comprehensible way. | |
If an argument is not specified, then the value is left as is. The | |
default value from class initialization is for all of these options set | |
to 0. | |
Parameters | |
---------- | |
fit_type : {0, 1, 2} int | |
0 -> explicit ODR | |
1 -> implicit ODR | |
2 -> ordinary least-squares | |
deriv : {0, 1, 2, 3} int | |
0 -> forward finite differences | |
1 -> central finite differences | |
2 -> user-supplied derivatives (Jacobians) with results | |
checked by ODRPACK | |
3 -> user-supplied derivatives, no checking | |
var_calc : {0, 1, 2} int | |
0 -> calculate asymptotic covariance matrix and fit | |
parameter uncertainties (V_B, s_B) using derivatives | |
recomputed at the final solution | |
1 -> calculate V_B and s_B using derivatives from last iteration | |
2 -> do not calculate V_B and s_B | |
del_init : {0, 1} int | |
0 -> initial input variable offsets set to 0 | |
1 -> initial offsets provided by user in variable "work" | |
restart : {0, 1} int | |
0 -> fit is not a restart | |
1 -> fit is a restart | |
Notes | |
----- | |
The permissible values are different from those given on pg. 31 of the | |
ODRPACK User's Guide only in that one cannot specify numbers greater than | |
the last value for each variable. | |
If one does not supply functions to compute the Jacobians, the fitting | |
procedure will change deriv to 0, finite differences, as a default. To | |
initialize the input variable offsets by yourself, set del_init to 1 and | |
put the offsets into the "work" variable correctly. | |
""" | |
if self.job is None: | |
job_l = [0, 0, 0, 0, 0] | |
else: | |
job_l = [self.job // 10000 % 10, | |
self.job // 1000 % 10, | |
self.job // 100 % 10, | |
self.job // 10 % 10, | |
self.job % 10] | |
if fit_type in (0, 1, 2): | |
job_l[4] = fit_type | |
if deriv in (0, 1, 2, 3): | |
job_l[3] = deriv | |
if var_calc in (0, 1, 2): | |
job_l[2] = var_calc | |
if del_init in (0, 1): | |
job_l[1] = del_init | |
if restart in (0, 1): | |
job_l[0] = restart | |
self.job = (job_l[0]*10000 + job_l[1]*1000 + | |
job_l[2]*100 + job_l[3]*10 + job_l[4]) | |
def set_iprint(self, init=None, so_init=None, | |
iter=None, so_iter=None, iter_step=None, final=None, so_final=None): | |
""" Set the iprint parameter for the printing of computation reports. | |
If any of the arguments are specified here, then they are set in the | |
iprint member. If iprint is not set manually or with this method, then | |
ODRPACK defaults to no printing. If no filename is specified with the | |
member rptfile, then ODRPACK prints to stdout. One can tell ODRPACK to | |
print to stdout in addition to the specified filename by setting the | |
so_* arguments to this function, but one cannot specify to print to | |
stdout but not a file since one can do that by not specifying a rptfile | |
filename. | |
There are three reports: initialization, iteration, and final reports. | |
They are represented by the arguments init, iter, and final | |
respectively. The permissible values are 0, 1, and 2 representing "no | |
report", "short report", and "long report" respectively. | |
The argument iter_step (0 <= iter_step <= 9) specifies how often to make | |
the iteration report; the report will be made for every iter_step'th | |
iteration starting with iteration one. If iter_step == 0, then no | |
iteration report is made, regardless of the other arguments. | |
If the rptfile is None, then any so_* arguments supplied will raise an | |
exception. | |
""" | |
if self.iprint is None: | |
self.iprint = 0 | |
ip = [self.iprint // 1000 % 10, | |
self.iprint // 100 % 10, | |
self.iprint // 10 % 10, | |
self.iprint % 10] | |
# make a list to convert iprint digits to/from argument inputs | |
# rptfile, stdout | |
ip2arg = [[0, 0], # none, none | |
[1, 0], # short, none | |
[2, 0], # long, none | |
[1, 1], # short, short | |
[2, 1], # long, short | |
[1, 2], # short, long | |
[2, 2]] # long, long | |
if (self.rptfile is None and | |
(so_init is not None or | |
so_iter is not None or | |
so_final is not None)): | |
raise OdrError( | |
"no rptfile specified, cannot output to stdout twice") | |
iprint_l = ip2arg[ip[0]] + ip2arg[ip[1]] + ip2arg[ip[3]] | |
if init is not None: | |
iprint_l[0] = init | |
if so_init is not None: | |
iprint_l[1] = so_init | |
if iter is not None: | |
iprint_l[2] = iter | |
if so_iter is not None: | |
iprint_l[3] = so_iter | |
if final is not None: | |
iprint_l[4] = final | |
if so_final is not None: | |
iprint_l[5] = so_final | |
if iter_step in range(10): | |
# 0..9 | |
ip[2] = iter_step | |
ip[0] = ip2arg.index(iprint_l[0:2]) | |
ip[1] = ip2arg.index(iprint_l[2:4]) | |
ip[3] = ip2arg.index(iprint_l[4:6]) | |
self.iprint = ip[0]*1000 + ip[1]*100 + ip[2]*10 + ip[3] | |
def run(self): | |
""" Run the fitting routine with all of the information given and with ``full_output=1``. | |
Returns | |
------- | |
output : Output instance | |
This object is also assigned to the attribute .output . | |
""" # noqa: E501 | |
args = (self.model.fcn, self.beta0, self.data.y, self.data.x) | |
kwds = {'full_output': 1} | |
kwd_l = ['ifixx', 'ifixb', 'job', 'iprint', 'errfile', 'rptfile', | |
'ndigit', 'taufac', 'sstol', 'partol', 'maxit', 'stpb', | |
'stpd', 'sclb', 'scld', 'work', 'iwork'] | |
if self.delta0 is not None and (self.job // 10000) % 10 == 0: | |
# delta0 provided and fit is not a restart | |
self._gen_work() | |
d0 = numpy.ravel(self.delta0) | |
self.work[:len(d0)] = d0 | |
# set the kwds from other objects explicitly | |
if self.model.fjacb is not None: | |
kwds['fjacb'] = self.model.fjacb | |
if self.model.fjacd is not None: | |
kwds['fjacd'] = self.model.fjacd | |
if self.data.we is not None: | |
kwds['we'] = self.data.we | |
if self.data.wd is not None: | |
kwds['wd'] = self.data.wd | |
if self.model.extra_args is not None: | |
kwds['extra_args'] = self.model.extra_args | |
# implicitly set kwds from self's members | |
for attr in kwd_l: | |
obj = getattr(self, attr) | |
if obj is not None: | |
kwds[attr] = obj | |
self.output = Output(odr(*args, **kwds)) | |
return self.output | |
def restart(self, iter=None): | |
""" Restarts the run with iter more iterations. | |
Parameters | |
---------- | |
iter : int, optional | |
ODRPACK's default for the number of new iterations is 10. | |
Returns | |
------- | |
output : Output instance | |
This object is also assigned to the attribute .output . | |
""" | |
if self.output is None: | |
raise OdrError("cannot restart: run() has not been called before") | |
self.set_job(restart=1) | |
self.work = self.output.work | |
self.iwork = self.output.iwork | |
self.maxit = iter | |
return self.run() | |