PyCDFt 0.1.0__py3-none-any.whl

pycdft-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: PyCDFt
+Version: 0.1.0
+Summary: CDF-t statistical downscaling / bias correction, vectorized over grid cells (pure numpy)
+Author: PyCDFt contributors
+License-Expression: Apache-2.0
+Project-URL: Homepage, https://github.com/relmonta/pycdft
+Project-URL: Repository, https://github.com/relmonta/pycdft
+Project-URL: Issues, https://github.com/relmonta/pycdft/issues
+Project-URL: Documentation, https://github.com/relmonta/pycdft/blob/main/docs/guide.html
+Project-URL: Changelog, https://github.com/relmonta/pycdft/blob/main/CHANGELOG.md
+Keywords: climate,downscaling,bias-correction,CDF-t,statistical-downscaling,geoscience
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Scientific/Engineering :: Atmospheric Science
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.20
+Provides-Extra: gpu
+Requires-Dist: torch>=2.0; extra == "gpu"
+Provides-Extra: examples
+Requires-Dist: matplotlib>=3.4; extra == "examples"
+Provides-Extra: cross
+Requires-Dist: ibicus>=1.1; extra == "cross"
+Provides-Extra: test
+Requires-Dist: pytest>=7.0; extra == "test"
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0; extra == "dev"
+Requires-Dist: pyflakes>=3.0; extra == "dev"
+Dynamic: license-file
+
+# PyCDFt
+
+**CDF-t statistical downscaling / bias correction, vectorized over grid cells
+(pure numpy).**
+
+**PyCDFt** is a generic, dependency-light implementation of the **CDF-t**
+(Cumulative Distribution Function transform) method of
+[Michelangeli, Vrac & Loukos (2009)](#references), with the delta-shift and
+tail conventions of the R `CDFt` package and of
+[ibicus](https://github.com/ecmwf-projects/ibicus). It operates on plain
+numpy arrays — 1-D time series or `(T, N)` fields (any trailing dimensions
+are treated as independent cells) — in one vectorized call, and is derived
+from a production grid-scale implementation that has been run at
+1056 × 1056 cells × 29-year calibration × 86-year target.
+
+```python
+import numpy as np
+from pycdft import CDFt
+
+rng = np.random.default_rng(7)
+obs       = rng.normal(0.0, 1.0, 1000)   # observations (calibration period)
+cm_hist   = rng.normal(3.0, 1.0, 1000)   # model, calibration period
+cm_future = rng.normal(4.0, 1.0, 1000)   # model, target period
+
+model = CDFt(n_quantiles=1001, tail="linear", delta_shift="additive")
+ds = model.fit_transform(obs, cm_hist, cm_future)   # (1000,) downscaled series
+```
+
+## Installation
+
+```bash
+pip install .            # from this repository (numpy only)
+# or editable for development
+pip install -e .[test]
+```
+
+Requires Python ≥ 3.9 and `numpy>=1.20`. The core has **no other
+dependencies** (scipy, xarray, pandas and matplotlib are never required;
+matplotlib is only used by the optional `examples/`, ibicus only by the
+optional cross-validation tests).
+
+**Optional GPU backend.** `pip install .[gpu]` adds an optional torch-based
+backend (`pycdft.gpu`) that mirrors this API and runs the same math on CUDA
+/ AMD ROCm / Apple MPS / CPU devices (numpy in, numpy out by default; the
+results match the numpy backend to ~1e-15). See [docs/gpu.md](docs/gpu.md)
+for the supported devices, the installation per hardware (CUDA / ROCm / CPU
+torch builds), and the verified equivalence.
+
+## Documentation
+
+- [docs/design.md](docs/design.md) — the math, conventions, design choices
+  and the measured comparison with the reference implementations;
+- [docs/gpu.md](docs/gpu.md) — the optional torch GPU backend (`pycdft.gpu`);
+- [docs/guide.html](docs/guide.html) — a plain-language companion guide
+  (no statistics background needed).
+
+## What is CDF-t?
+
+CDF-t (Michelangeli et al. 2009) corrects both the distribution **and** its
+change between the calibration and target periods, by defining the target
+observation CDF as
+
+```
+F_o^tar = F_o^cal ∘ (F_m^cal)^{-1} ∘ F_m^tar
+```
+
+(here `m` = model, `o` = observations, `cal` = calibration period,
+`tar` = target period, `F` = CDF and `q` = its inverse, the quantile
+function), so that each model value `x` of the target period is mapped to
+
+```
+y(x) = q_m^tar( F_m^cal( q_o^cal( F_m^tar(x) ) ) )
+```
+
+where `F_m`, `F_o` are the model and observation CDFs, `q` the quantile
+(inverse CDF) functions, `cal`/`tar` the calibration and target periods.
+In practice the composition is evaluated on a uniform probability grid
+`p = linspace(0, 1, Q)` (default `Q = 1001`, endpoints included): the
+calibration mapping `R = F_m^cal(q_o^cal(p))` is computed once, and the
+transfer curve `(x_grid, T) = (q_m^tar(p), q_m^tar(R))` is interpolated per
+cell at the target values. See [docs/design.md](docs/design.md) for the
+full math, conventions and a detailed comparison with the reference
+implementations.
+
+### Conventions (matching the reference implementations)
+
+| aspect | convention |
+|---|---|
+| ECDF | right-continuous step `F(x) = #{finite values ≤ x} / n` (NaNs excluded) — identical to the R `CDFt` package and to ibicus `ecdf_method="step_function"` |
+| quantiles | type-7 linear (numpy default `method="linear"` = R `quantile(type=7)`), re-implemented bit-for-bit on pre-sorted arrays |
+| delta shift | per-cell additive `x + (mean(obs) − mean(cm_hist))` (default) or multiplicative `x * (mean(obs) / mean(cm_hist))`, applied to the model series (calibration and target) *before* the transfer; `"none"` disables it (ibicus `"no_shift"`) |
+| output frame | the shifted frame (the mean bias is removed, the model change calibration → target is preserved) |
+| grid | `linspace(0, 1, Q)` with `Q = 1001`; the transfer is interpolated in x-space on the target's own value grid |
+| tails | `"clip"` = constant at the transfer endpoints; `"linear"` = 30-rank windowed least-squares slope at the first/last unsaturated rank, capped at `2 ×` the median interior slope (default) |
+| NaN | excluded from ECDF counts and quantile interpolation; NaN inputs pass through; cells with an empty (all-NaN) calibration map entirely to NaN |
+
+## Quick start
+
+```python
+import numpy as np
+from pycdft import CDFt
+
+rng = np.random.default_rng(0)
+obs, cm_hist, cm_future = (rng.normal(m, 1.0, 2000) for m in (0.0, 3.0, 4.0))
+
+# 1-D series ---------------------------------------------------------------
+ds = CDFt().fit_transform(obs, cm_hist, cm_future)
+
+# (T, N) field: every cell (column) is corrected independently -------------
+per_cell = np.linspace(-2.0, 2.0, 64)             # per-cell spatial offset
+obs2d, ch2d, cf2d = (rng.normal(0.0, 1.0, (1000, 64)) + per_cell * j
+                     for j in (0, 3, 4))          # dataset bias grows with j
+ds2d = CDFt().fit_transform(obs2d, ch2d, cf2d)    # (1000, 64)
+
+# options ------------------------------------------------------------------
+ds_clip = CDFt(tail="clip").fit_transform(obs, cm_hist, cm_future)
+ds_none = CDFt(delta_shift="none").fit_transform(obs, cm_hist, cm_future)
+ds_hist = CDFt(use_histograms=True, n_bins=2000).fit_transform(obs, cm_hist,
+                                                                cm_future)
+
+# fit / transform separately (reuse the calibration) -----------------------
+model = CDFt().fit(obs, cm_hist)
+ds_a = model.transform(cm_future)          # identical to fit_transform
+cm_future2 = rng.normal(4.5, 1.0, 1000)    # another scenario / member
+ds_b = model.transform(cm_future2)         # same calibration, new target
+
+# one-shot functional API --------------------------------------------------
+from pycdft import cdft_transform
+ds = cdft_transform(obs, cm_hist, cm_future, n_quantiles=1001)
+```
+
+### Low-level API
+
+The building blocks are exposed in `pycdft.math` (kernels) and `pycdft.core`
+(pipeline). Every kernel accepts `(T, N)` arrays and is vectorized per column
+(cell); `workers > 1` threads the per-cell kernels (results are identical,
+numpy releases the GIL):
+
+```python
+from pycdft import calibrate, apply_cdft
+from pycdft.math import quantile_grid
+
+p = quantile_grid(1001)
+calib = calibrate(cm_hist, obs, p=p, delta_shift="additive")
+#   -> Calibration(R=(Q, N), delta=(N,), mode="additive", n_quantiles=1001)
+pred = apply_cdft(cm_future, calib, p=p, tail="linear")   # (T, N)
+```
+
+`calibrate` takes the model first, the observations second (the reverse of
+`CDFt.fit`). The histogram variants (`calibrate_hist`, `apply_cdft_hist`,
+`use_histograms=True`) and the individual kernels are documented in
+`pycdft.math` / `pycdft.core`.
+
+## Comparison with the reference implementations
+
+PyCDFt follows the conventions of the R `CDFt` package and ibicus, so it
+agrees closely with both in the middle of the distribution; the differences
+are at the extremes (tail models) and in the exact grid:
+
+| aspect | PyCDFt | R `CDFt` | ibicus | SBCK |
+|---|---|---|---|---|
+| composition | same | same | same | same (histogram margins) |
+| ECDF / quantiles | step + type-7 | step + type-7 | configurable (step + linear in the tests) | rank-based + interp1d |
+| delta shift | per-cell, 3 modes | additive only | per-series, 3 modes | per-column normalization |
+| grid | p-grid Q=1001, x-space interp | value grid npas=1000, dev=2 | none (per value) | adaptive support, dsupp=1000 |
+| tails | capped LSQ linear / clip | obs-tail copy + 0/1 padding | clamp | support extension |
+| seasonality | none (a monthly mode exists in the production codebase this package is derived from) | none | 31-day + 17y/9y windows (default ON) | none |
+| precipitation SSR | no | no | yes (Vrac et al. 2016) | no |
+| NaN | robust | robust | not supported | n/a |
+| grid scale | vectorized, chunked, cacheable | single series | per-location loop, full arrays | full arrays |
+
+The measured agreement (interior RMSE ~0.005–0.012 vs ibicus; the residual
+is the probability-grid discretization of the transfer curve) and the full
+analysis of *where* the implementations differ are in
+[docs/design.md](docs/design.md) §4, which is reproduced by
+`pytest -m cross -s`.
+
+## Examples
+
+Run from the repository root (with `pip install -e .`, or set
+`PYTHONPATH=.`):
+
+```bash
+python examples/example_r_gaussian.py        # the R package's Gaussian example
+python examples/example_skewed.py            # non-Gaussian / skewed case
+python examples/example_grid.py              # small (T, N) grid with QQ plots
+python examples/example_ibicus_compare.py    # vs ibicus (needs `pip install ibicus`)
+python examples/gpu_example.py               # torch GPU backend (needs torch)
+```
+
+Each example prints the summary statistics and saves figures to
+`examples/figures/` when matplotlib is available.
+
+## Tests
+
+```bash
+pip install -e .[test]
+pytest                          # core suite (numpy only, no extras)
+pytest -m cross                 # cross-validation vs ibicus + the R port
+pytest -m "not cross"           # core suite only (CI)
+pytest -m gpu                   # torch GPU backend (skipped without torch)
+```
+
+The core suite is pure numpy and does not require ibicus: the *ibicus*
+cross tests skip automatically when ibicus is missing, while the R-port
+cross tests need only numpy (R is not required — the R algorithm is ported
+in `tests/r_cdft_reference.py`). The GPU tests are device-agnostic: they
+run on CUDA / ROCm / MPS if available and always pass on CPU.
+
+## Limitations
+
+- **Univariate**: each cell (series) is corrected independently; no
+  multivariate, spatial or temporal-consistency constraints are imposed.
+- **No seasonality**: the calibration does not distinguish months or
+  seasons (a monthly mode exists in the production codebase this package
+  is derived from, but it is not part of PyCDFt).
+- **No precipitation-specific handling**: the SSR (singularity stochastic
+  removal) zero-inflation of Vrac et al. (2016) is not implemented.
+- **Histogram mode is approximate**: `use_histograms=True` and the `_hist`
+  functions trade a small accuracy for bounded memory (exact in the limit
+  of many bins; see `docs/design.md` §3.1).
+- **No autocorrelation modelling**: each series is treated as a single
+  sample; temporal structure (daily/monthly persistence) is not modelled.
+
+## References
+
+- Michelangeli, P.-A., Vrac, M. & Loukos, H. (2009). *Probabilistic
+  downscaling approaches: Application to wind cumulative distribution
+  functions.* Geophys. Res. Lett., 36, L11708.
+  doi:[10.1029/2009GL038401](https://doi.org/10.1029/2009GL038401)
+- Vrac, M., Noël, T. & Vautard, R. (2016). *Bias correction of
+  precipitation through singularity stochastic removal: Method and
+  application to the CORDEX-Africa domain.* J. Geophys. Res. Atmos.
+- Vrac, M. & Michelangeli, P.-A. (2021). *CDFt: Downscaling and bias
+  correction via CDF transform.* R package version 1.2, CRAN.
+  https://cran.r-project.org/package=CDFt
+- Cucchi, M. et al. (2024). *ibicus: A Python package for statistical bias
+  correction and downscaling.* Geosci. Model Dev. (Apache-2.0)
+  https://github.com/ecmwf-projects/ibicus
+- Robin, Y. (2018+). *SBCK: Statistical Bias Correction Kit.*
+  https://github.com/yrobink/SBCK (GPL-3, needs Eigen)
+
+The R `CDFt` source is GPL (≥ 2); it is reproduced in the tests
+(`tests/r_cdft_reference.py`) solely as a validation reference for the
+Apache-2.0 PyCDFt package.
+
+## License
+
+Apache-2.0. See [LICENSE](LICENSE).

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+   Copyright 2026 pycdft contributors
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+   Licensed under the Apache License, Version 2.0 (the "License");
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pycdft-0.1.0.dist-info/top_level.txt

@@ -0,0 +1 @@
+pycdft