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Python

3 years ago
""" Collection of Model instances for use with the odrpack fitting package.
"""
import numpy as np
from scipy.odr.odrpack import Model
__all__ = ['Model', 'exponential', 'multilinear', 'unilinear', 'quadratic',
'polynomial']
def _lin_fcn(B, x):
a, b = B[0], B[1:]
b.shape = (b.shape[0], 1)
return a + (x*b).sum(axis=0)
def _lin_fjb(B, x):
a = np.ones(x.shape[-1], float)
res = np.concatenate((a, x.ravel()))
res.shape = (B.shape[-1], x.shape[-1])
return res
def _lin_fjd(B, x):
b = B[1:]
b = np.repeat(b, (x.shape[-1],)*b.shape[-1], axis=0)
b.shape = x.shape
return b
def _lin_est(data):
# Eh. The answer is analytical, so just return all ones.
# Don't return zeros since that will interfere with
# ODRPACK's auto-scaling procedures.
if len(data.x.shape) == 2:
m = data.x.shape[0]
else:
m = 1
return np.ones((m + 1,), float)
def _poly_fcn(B, x, powers):
a, b = B[0], B[1:]
b.shape = (b.shape[0], 1)
return a + np.sum(b * np.power(x, powers), axis=0)
def _poly_fjacb(B, x, powers):
res = np.concatenate((np.ones(x.shape[-1], float),
np.power(x, powers).flat))
res.shape = (B.shape[-1], x.shape[-1])
return res
def _poly_fjacd(B, x, powers):
b = B[1:]
b.shape = (b.shape[0], 1)
b = b * powers
return np.sum(b * np.power(x, powers-1), axis=0)
def _exp_fcn(B, x):
return B[0] + np.exp(B[1] * x)
def _exp_fjd(B, x):
return B[1] * np.exp(B[1] * x)
def _exp_fjb(B, x):
res = np.concatenate((np.ones(x.shape[-1], float), x * np.exp(B[1] * x)))
res.shape = (2, x.shape[-1])
return res
def _exp_est(data):
# Eh.
return np.array([1., 1.])
class _MultilinearModel(Model):
r"""
Arbitrary-dimensional linear model
This model is defined by :math:`y=\beta_0 + \sum_{i=1}^m \beta_i x_i`
Examples
--------
We can calculate orthogonal distance regression with an arbitrary
dimensional linear model:
>>> from scipy import odr
>>> x = np.linspace(0.0, 5.0)
>>> y = 10.0 + 5.0 * x
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.multilinear)
>>> output = odr_obj.run()
>>> print(output.beta)
[10. 5.]
"""
def __init__(self):
super().__init__(
_lin_fcn, fjacb=_lin_fjb, fjacd=_lin_fjd, estimate=_lin_est,
meta={'name': 'Arbitrary-dimensional Linear',
'equ': 'y = B_0 + Sum[i=1..m, B_i * x_i]',
'TeXequ': r'$y=\beta_0 + \sum_{i=1}^m \beta_i x_i$'})
multilinear = _MultilinearModel()
def polynomial(order):
"""
Factory function for a general polynomial model.
Parameters
----------
order : int or sequence
If an integer, it becomes the order of the polynomial to fit. If
a sequence of numbers, then these are the explicit powers in the
polynomial.
A constant term (power 0) is always included, so don't include 0.
Thus, polynomial(n) is equivalent to polynomial(range(1, n+1)).
Returns
-------
polynomial : Model instance
Model instance.
Examples
--------
We can fit an input data using orthogonal distance regression (ODR) with
a polynomial model:
>>> import matplotlib.pyplot as plt
>>> from scipy import odr
>>> x = np.linspace(0.0, 5.0)
>>> y = np.sin(x)
>>> poly_model = odr.polynomial(3) # using third order polynomial model
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, poly_model)
>>> output = odr_obj.run() # running ODR fitting
>>> poly = np.poly1d(output.beta[::-1])
>>> poly_y = poly(x)
>>> plt.plot(x, y, label="input data")
>>> plt.plot(x, poly_y, label="polynomial ODR")
>>> plt.legend()
>>> plt.show()
"""
powers = np.asarray(order)
if powers.shape == ():
# Scalar.
powers = np.arange(1, powers + 1)
powers.shape = (len(powers), 1)
len_beta = len(powers) + 1
def _poly_est(data, len_beta=len_beta):
# Eh. Ignore data and return all ones.
return np.ones((len_beta,), float)
return Model(_poly_fcn, fjacd=_poly_fjacd, fjacb=_poly_fjacb,
estimate=_poly_est, extra_args=(powers,),
meta={'name': 'Sorta-general Polynomial',
'equ': 'y = B_0 + Sum[i=1..%s, B_i * (x**i)]' % (len_beta-1),
'TeXequ': r'$y=\beta_0 + \sum_{i=1}^{%s} \beta_i x^i$' %
(len_beta-1)})
class _ExponentialModel(Model):
r"""
Exponential model
This model is defined by :math:`y=\beta_0 + e^{\beta_1 x}`
Examples
--------
We can calculate orthogonal distance regression with an exponential model:
>>> from scipy import odr
>>> x = np.linspace(0.0, 5.0)
>>> y = -10.0 + np.exp(0.5*x)
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.exponential)
>>> output = odr_obj.run()
>>> print(output.beta)
[-10. 0.5]
"""
def __init__(self):
super().__init__(_exp_fcn, fjacd=_exp_fjd, fjacb=_exp_fjb,
estimate=_exp_est,
meta={'name': 'Exponential',
'equ': 'y= B_0 + exp(B_1 * x)',
'TeXequ': r'$y=\beta_0 + e^{\beta_1 x}$'})
exponential = _ExponentialModel()
def _unilin(B, x):
return x*B[0] + B[1]
def _unilin_fjd(B, x):
return np.ones(x.shape, float) * B[0]
def _unilin_fjb(B, x):
_ret = np.concatenate((x, np.ones(x.shape, float)))
_ret.shape = (2,) + x.shape
return _ret
def _unilin_est(data):
return (1., 1.)
def _quadratic(B, x):
return x*(x*B[0] + B[1]) + B[2]
def _quad_fjd(B, x):
return 2*x*B[0] + B[1]
def _quad_fjb(B, x):
_ret = np.concatenate((x*x, x, np.ones(x.shape, float)))
_ret.shape = (3,) + x.shape
return _ret
def _quad_est(data):
return (1.,1.,1.)
class _UnilinearModel(Model):
r"""
Univariate linear model
This model is defined by :math:`y = \beta_0 x + \beta_1`
Examples
--------
We can calculate orthogonal distance regression with an unilinear model:
>>> from scipy import odr
>>> x = np.linspace(0.0, 5.0)
>>> y = 1.0 * x + 2.0
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.unilinear)
>>> output = odr_obj.run()
>>> print(output.beta)
[1. 2.]
"""
def __init__(self):
super().__init__(_unilin, fjacd=_unilin_fjd, fjacb=_unilin_fjb,
estimate=_unilin_est,
meta={'name': 'Univariate Linear',
'equ': 'y = B_0 * x + B_1',
'TeXequ': '$y = \\beta_0 x + \\beta_1$'})
unilinear = _UnilinearModel()
class _QuadraticModel(Model):
r"""
Quadratic model
This model is defined by :math:`y = \beta_0 x^2 + \beta_1 x + \beta_2`
Examples
--------
We can calculate orthogonal distance regression with a quadratic model:
>>> from scipy import odr
>>> x = np.linspace(0.0, 5.0)
>>> y = 1.0 * x ** 2 + 2.0 * x + 3.0
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.quadratic)
>>> output = odr_obj.run()
>>> print(output.beta)
[1. 2. 3.]
"""
def __init__(self):
super().__init__(
_quadratic, fjacd=_quad_fjd, fjacb=_quad_fjb, estimate=_quad_est,
meta={'name': 'Quadratic',
'equ': 'y = B_0*x**2 + B_1*x + B_2',
'TeXequ': '$y = \\beta_0 x^2 + \\beta_1 x + \\beta_2'})
quadratic = _QuadraticModel()