linregmc 0.0.1__py3-none-any.whl

linregmc/.bashlog

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+  557  cd example_package_per/
+  558  echo -n >__init__.py
+  559  vi example.py
+  539  cd linregmc/
+  540  ls
+  541  ls -lt
+  542  rm example.py 
+  543  vi __init__.py 
+  544  ls
+  545  rm linregmc.py 
+  546  cp ../../../linregmc.py .
+  547  ls
+  584  cd linregmc/
+  585  ls
+  586  vi __init__.py

linregmc/__init__.py

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+from .linregmc import *

linregmc/linregmc.py

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+import numpy as np
+from numpy.matlib import repmat,randn
+
+def addnoise(yinp,ysiginp,nmc=10000,distrib='normal'):
+
+	#      function ymc = createmcdata(y,ysig,nmc,distrib)
+	#
+	# Creates a matrix ymc of nmc vectors with the mean values of y but with
+	# added random noise of standard deviation ysig. 
+	#
+	#     y       data vector
+	#     ysig    standard deviation vector (same length as y)
+	#     nmc     number of Monte Carlo copies
+	#     distrib 'norm'/'normal' gives normal distribution
+	#             'lognorm'/'lognormal' give lognormal distribution (useful for example 
+	#             if negative results are unphysical)
+	#
+	#
+	#  You might want to initialize the random number generator in forehand.
+	#
+
+	yinp = np.asarray(yinp)
+	ysiginp = np.asarray(ysiginp)
+	if np.ndim(yinp)>1 or np.ndim(ysiginp)>1:
+		raise Exception('y and ysig must not have higher dimension than 1.')
+	if np.size(ysiginp) == 1:
+		ysiginp = ysiginp*np.ones(np.size(yinp))  #If ysiginp is a scalar, turn it into a vector with identical elements
+	if np.size(yinp) != np.size(ysiginp):
+		raise Exception('y and ysig must have the same length.')
+
+	n=np.size(yinp)
+	y=yinp.reshape((1,n))
+	ysig=ysiginp.reshape((1,n))
+	if distrib.lower() in ('norm' ,'normal'):
+		
+		return np.array(repmat(y,nmc,1)) + np.array(repmat(ysig,nmc,1))*np.array(randn(nmc,n))
+	elif  distrib.lower() in ('lognorm','lognormal'):
+			mu = np.log(y**2/np.sqrt(ysig**2+y**2))  # mu of lognormal dist
+			sigma = np.sqrt(np.log(ysig**2/y**2+1))  # sigma of lognormal dist
+			return np.exp(np.array(randn(nmc,n))*np.array(repmat(sigma,nmc,1)) + np.array(repmat(mu,nmc,1)))
+	else:
+		raise Exception('Distribution named "' + distrib + '" is not recognized.')
+
+
+def linreg(xinp, yinp, plot = False):
+	#This is the new (2024) weighted-fit version (similar to MATLAB linregmc) that only handles linear fits
+	#and does NOT do confidence intervals, as these can be done by mcerrconf
+	
+    #Performs linear fitting ax+b=y with error analysis 
+    #using a Monte Carlo approach.
+    
+    #Input arguments:
+    #  x : a NX x N matrix: the NX data sets of x values (N data points)
+    #  y : a NY x N matrix: the NY data sets of y values (N data points)
+    #      NX and NY need not be the same. In particular one may use a
+    #      single data set (without added noise) for one of them.
+    #      The number of fits equals max(NX,NY) and if there are less data
+    #      sets for one of x or y, they are just cyclically reused.
+    #Return values:
+    #  pp    (2 elements): single-fit value of each parameter (can be used as the result)
+    #  psig  (2 elements): standard deviation of each parameter
+    #  pchi  : probability of chi>chi0
+    #  pmc   : a NX x (n+1) maxtrix, the fitted parameters for all data sets
+	
+
+    if np.ndim(xinp) == 1:
+        x=xinp.reshape((1,np.size(xinp)))
+    else:
+        x= xinp
+    if np.ndim(yinp) == 1:
+        y=yinp.reshape((1,np.size(yinp)))
+    else:
+        y=yinp
+    if np.size(x,1) != np.size(y,1):
+        raise Exception('Number of columns in x and y must be equal')
+    N=np.size(x,1)
+    n=1 #always linear fit
+
+	#Perform single fit to get the base chi2 value
+    xs=np.median(x, axis=0)
+    ys=np.median(y, axis=0)   #Reproduces original data points independent of distribution
+    sig=np.std(x, axis=0)+np.std(y, axis=0)  #This only makes sense if either x or y is a single set
+
+    Xt=np.stack((xs, np.ones(N)), axis=1)
+    X=np.stack((xs/sig, np.ones(N)/sig), axis=1)
+    Y=ys/sig
+    pp=np.linalg.lstsq(X,Y, rcond=None)[0]    
+    chi2 = sum((Y - np.matmul(X,pp))**2)
+    subtract=ys - np.matmul(Xt,pp)
+
+
+    xn=np.size(x,0)
+    yn=np.size(y,0)
+    nmc = max(xn,yn)
+    pmc = np.zeros((nmc,n+1)) 
+    chi2mc = np.zeros(nmc)
+    for i in range(nmc):
+        X=np.stack((x[i%xn,:]/sig,np.ones(N)/sig),axis=1)
+        Y=(y[i%yn,:]-subtract)/sig
+        p=np.linalg.lstsq(X,Y, rcond=None)[0] 
+        pmc[i,:]=p
+        chi2mc[i] = sum((Y - np.matmul(X,p))**2)
+
+    pmean = np.mean(pmc,0)    #This is not used, as the single fit (pp) is returned for compatibility with the MATLAB script
+    psig = np.std(pmc,0)
+    
+    #Compute pchi2
+    pchi2=sum(chi2mc>chi2)/nmc
+
+    if plot:
+        import matplotlib.pyplot as plt
+        fig, ax = plt.subplots(1, 1, figsize=(4, 2))
+        counts,*_=ax.hist(chi2mc,bins=50)
+        ycent=0.5*max(counts)
+        ax.plot([chi2,chi2],[0,ycent],'r-')
+        ax.set_yticks([])
+        ax.set_xlabel(r"$\chi^2$")
+        plt.show()
+        
+    return (pp,psig,pchi2,pmc)
+
+
+
+def confidence(X, level=0.683, plot=False):
+    #
+    # Statistical analysis of the data in matrix X.
+    # It is assumed that the number of data points are large; all properties
+    # are calculated from the data itself. 
+    #
+    #     X       data matrix. Data in columns. For example, if X contains data
+    #             from two measurements, data for measurement 1 is in column 1
+    #             and measurement 2 in columns 2.
+    #             If only one column, a 1d-array is also acceptable
+    #     level   confidence limit of error in err. If not specified, level =
+    #             0.683 is default.
+	#     plot    an optional boolean specifying whether to plot histograms for each column
+	#             where a general statistic is shown as a red errorbar (median +/- stdev)
+    #             and the confidence intervals are shown with black lines.
+	#             The red markers at the bottom show the simpler (median +/- err) 
+	#             interval which should normally coincide with the confidence interval
+	#             unless the distribution is skew (in which case the confidence interval is more reliable).
+	#             If X has exactly two columns, a scatter plot showing possible correlation between
+	#             the two columns is also produced.
+    #
+    # Returns a tuple (err, confint) where
+    #     err            Error in the columns based on selected confidence limit.
+    #     confint        A list of tuples (low, high), the confidence interval for each input column
+	#                    (pconf*100% of values are found within this interval around median) 
+	#                    If the input X was a 1d-array, a single tuple is returned instead of a list
+
+    onedim = (np.ndim(X) == 1)
+    
+    if onedim:  #convert to matrix, then convert back to onedim at the end
+        X=X.reshape((np.size(X),1))
+
+    if level <= 0 or level >= 1:
+        raise Exception("levvel must be 0 < level < 1.")
+
+    if np.size(X,1) > np.size(X,0):
+        print("Warning. It appears that your data is not placed column-wise.")
+
+    N = np.size(X,0) #number of data points
+    n = np.size(X,1)  #number of dimensions (columns)
+    
+    # GUM recommendation. ncut is the complement to pconf, ie the 1-pconf
+    # fraction of points.
+    #ncut = floor((N - floor(level*N+0.5) + 1)/2);   
+    
+    median = np.median(X,0)
+    sig = np.std(X,0)
+    absdiff = abs(X-np.mean(X,0)) #Absolute difference to mean value
+    plow = np.zeros(n)
+    phigh = np.zeros(n)
+    err = np.zeros(n)
+    for j in range(n):
+        tmp=np.sort(X[:,j])
+        plow[j]=tmp[round(max(1,0.5*(1-level)*N))-1]
+        phigh[j]=tmp[round(min(N,1-0.5*(1-level)*N))-1]
+        tmp=np.sort(absdiff[:,j])
+        err[j]=tmp[round(min(N,level*N))-1]
+
+    if plot:
+        import matplotlib.pyplot as plt
+        import matplotlib.gridspec as gridspec
+        nvar=np.size(X,1)
+        if nvar==2: #Exactly two parameters so produce a scatter plot and histograms
+            fig = plt.figure(figsize=(8, 4.8))
+            gs = gridspec.GridSpec(2, 2, width_ratios=[1.5, 1], height_ratios=[1, 1])
+            # Left square spans both rows
+            ax_left = fig.add_subplot(gs[:, 0])
+            axes = [fig.add_subplot(gs[0, 1]), fig.add_subplot(gs[1, 1])]
+            ax_left.set_aspect('equal')
+            ax_left.scatter(X[:,0],X[:,1],s=0.1)
+            ax_left.set_xlabel('a')
+            ax_left.set_ylabel('b')
+            ax_left.plot([plow[0],plow[0]],[np.min(X[:,1]),np.max(X[:,1])],'k--')
+            ax_left.plot([phigh[0],phigh[0]],[np.min(X[:,1]),np.max(X[:,1])],'k--')
+            ax_left.plot([np.min(X[:,0]),np.max(X[:,0])],[plow[1],plow[1]], 'k--')
+            ax_left.plot([np.min(X[:,0]),np.max(X[:,0])],[phigh[1],phigh[1]], 'k--')
+            
+            ax_left.set_aspect(1.0/ax_left.get_data_ratio(), adjustable='box')
+        else:  #only produce histograms
+            fig, axes = plt.subplots(nrows=nvar, ncols=1, figsize=(4, 2*nvar))
+            if nvar==1: axes=[axes] # fix stupid inconsistency in plt.subplots so that axes is always a list
+        
+        for i,ax in enumerate(axes):
+            counts,*_=ax.hist(X[:,i], bins=50)
+            ycent=0.5*max(counts)
+            ax.errorbar(median[i],ycent,xerr=sig[i],fmt='ro',capsize=5)
+            ax.plot([plow[i],plow[i]]  ,[0,0.8*ycent],'k--')
+            ax.plot([phigh[i],phigh[i]],[0,0.8*ycent],'k--')
+            ax.plot([median[i]-err[i], median[i]-err[i]], [0,0.1*ycent],'r-')
+            ax.plot([median[i]+err[i], median[i]+err[i]], [0,0.1*ycent],'r-')
+            ax.set_xlabel(chr(ord('a')+i))  #Name the variables a,b,c...
+            ax.set_yticks([])
+
+        plt.tight_layout()
+        plt.show()
+    
+    if onedim:
+        return (err[0], (plow[0], phigh[0])) #simply return scalars
+    else:
+        return (err, list(zip(plow, phigh)))
+
+
+def linconf(xinp, yinp, ysig, nmc=10000, distrib='normal', level=0.683, ytransform=None, restransform=None):
+	#
+	#Performs the full Monte Carlo linear regression with confidence calculation.
+	#by applying the following 5 steps in succession:
+	#   addnoise to y values
+	#   transform y values (skipped if ytransform==None)
+	#   linreg (x,y)
+	#   calculates a tuple of results from a,b   (skipped if restransform==None)
+	#   confidence for each result
+
+	#   For detailed description of parameters, see previous functions
+	#   Returns (reslist, pchi2) where reslist is a list of (result, error, confidenceinterval) for each calculated result
+	
+	ymc=addnoise(yinp, ysig, nmc, distrib)
+	if ytransform!=None:
+		ymc = ytransform(ymc)
+	pp,psig,pchi2,pmc=linreg(xinp,ymc)
+	if restransform!=None:
+		results=restransform(pp[0],pp[1])
+		results_mc=restransform(pmc[:,0],pmc[:,1])
+	else:
+		results=(pp[0],pp[1])
+		results_mc=(pmc[:,0],pmc[:,1])
+	rlist=[]
+	for r,rmc in zip(results,results_mc):
+		perr,confint=confidence(rmc, level)
+		rlist.append((r,perr,confint))
+	return (rlist,pchi2)

linregmc-0.0.1.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: linregmc
+Version: 0.0.1
+Summary: Linear regression with Monte Carlo error analysis
+Project-URL: Homepage, https://github.com/parsod/BFKdemos
+Author-email: Par Soderhjelm <par.soderhjelm@bpc.lu.se>
+License-Expression: MIT
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Requires-Python: >=3.7
+Description-Content-Type: text/markdown
+
+# linregmc package  (Linear regression with Monte Carlo error analysis)
+
+This package is a single module which contains three functions
+
+createmcdata - introduce noise in the data based on known experimental precision
+linreg       - perform multiple linear regressions and calculate goodness-of-fit
+errconf      - get confidence intervals, plot distributions etc.
+
+TODO: Add detailed documentation here

linregmc-0.0.1.dist-info/RECORD

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+linregmc/.bashlog,sha256=6LIuzUCAwO_ab7lx8FSkuUWWksFWkI_M6bclmDaa_Sc,297
+linregmc/__init__.py,sha256=QP5Y7zpbieaPw5lQbGZt4kCFwHCLNgr9O5NSt8n2mIg,24
+linregmc/linregmc.py,sha256=SfS64Kbk-VsqHKRrJSeavLYLQNFJHgU8pBK9wZNiTYM,10422
+linregmc-0.0.1.dist-info/METADATA,sha256=a49XWMX-LnX8MzM1_qplYEcVQWwI8AqEDSoM3Ars-ts,811
+linregmc-0.0.1.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+linregmc-0.0.1.dist-info/RECORD,,

linregmc-0.0.1.dist-info/WHEEL

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+Wheel-Version: 1.0
+Generator: hatchling 1.27.0
+Root-Is-Purelib: true
+Tag: py3-none-any