scipy 1.16.2__cp311-cp311-win_arm64.whl

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Files changed (1530) hide show
  1. scipy/__config__.py +161 -0
  2. scipy/__init__.py +150 -0
  3. scipy/_cyutility.cp311-win_arm64.lib +0 -0
  4. scipy/_cyutility.cp311-win_arm64.pyd +0 -0
  5. scipy/_distributor_init.py +18 -0
  6. scipy/_lib/__init__.py +14 -0
  7. scipy/_lib/_array_api.py +931 -0
  8. scipy/_lib/_array_api_compat_vendor.py +9 -0
  9. scipy/_lib/_array_api_no_0d.py +103 -0
  10. scipy/_lib/_bunch.py +229 -0
  11. scipy/_lib/_ccallback.py +251 -0
  12. scipy/_lib/_ccallback_c.cp311-win_arm64.lib +0 -0
  13. scipy/_lib/_ccallback_c.cp311-win_arm64.pyd +0 -0
  14. scipy/_lib/_disjoint_set.py +254 -0
  15. scipy/_lib/_docscrape.py +761 -0
  16. scipy/_lib/_elementwise_iterative_method.py +346 -0
  17. scipy/_lib/_fpumode.cp311-win_arm64.lib +0 -0
  18. scipy/_lib/_fpumode.cp311-win_arm64.pyd +0 -0
  19. scipy/_lib/_gcutils.py +105 -0
  20. scipy/_lib/_pep440.py +487 -0
  21. scipy/_lib/_sparse.py +41 -0
  22. scipy/_lib/_test_ccallback.cp311-win_arm64.lib +0 -0
  23. scipy/_lib/_test_ccallback.cp311-win_arm64.pyd +0 -0
  24. scipy/_lib/_test_deprecation_call.cp311-win_arm64.lib +0 -0
  25. scipy/_lib/_test_deprecation_call.cp311-win_arm64.pyd +0 -0
  26. scipy/_lib/_test_deprecation_def.cp311-win_arm64.lib +0 -0
  27. scipy/_lib/_test_deprecation_def.cp311-win_arm64.pyd +0 -0
  28. scipy/_lib/_testutils.py +373 -0
  29. scipy/_lib/_threadsafety.py +58 -0
  30. scipy/_lib/_tmpdirs.py +86 -0
  31. scipy/_lib/_uarray/LICENSE +29 -0
  32. scipy/_lib/_uarray/__init__.py +116 -0
  33. scipy/_lib/_uarray/_backend.py +707 -0
  34. scipy/_lib/_uarray/_uarray.cp311-win_arm64.lib +0 -0
  35. scipy/_lib/_uarray/_uarray.cp311-win_arm64.pyd +0 -0
  36. scipy/_lib/_util.py +1283 -0
  37. scipy/_lib/array_api_compat/__init__.py +22 -0
  38. scipy/_lib/array_api_compat/_internal.py +59 -0
  39. scipy/_lib/array_api_compat/common/__init__.py +1 -0
  40. scipy/_lib/array_api_compat/common/_aliases.py +727 -0
  41. scipy/_lib/array_api_compat/common/_fft.py +213 -0
  42. scipy/_lib/array_api_compat/common/_helpers.py +1058 -0
  43. scipy/_lib/array_api_compat/common/_linalg.py +232 -0
  44. scipy/_lib/array_api_compat/common/_typing.py +192 -0
  45. scipy/_lib/array_api_compat/cupy/__init__.py +13 -0
  46. scipy/_lib/array_api_compat/cupy/_aliases.py +156 -0
  47. scipy/_lib/array_api_compat/cupy/_info.py +336 -0
  48. scipy/_lib/array_api_compat/cupy/_typing.py +31 -0
  49. scipy/_lib/array_api_compat/cupy/fft.py +36 -0
  50. scipy/_lib/array_api_compat/cupy/linalg.py +49 -0
  51. scipy/_lib/array_api_compat/dask/__init__.py +0 -0
  52. scipy/_lib/array_api_compat/dask/array/__init__.py +12 -0
  53. scipy/_lib/array_api_compat/dask/array/_aliases.py +376 -0
  54. scipy/_lib/array_api_compat/dask/array/_info.py +416 -0
  55. scipy/_lib/array_api_compat/dask/array/fft.py +21 -0
  56. scipy/_lib/array_api_compat/dask/array/linalg.py +72 -0
  57. scipy/_lib/array_api_compat/numpy/__init__.py +28 -0
  58. scipy/_lib/array_api_compat/numpy/_aliases.py +190 -0
  59. scipy/_lib/array_api_compat/numpy/_info.py +366 -0
  60. scipy/_lib/array_api_compat/numpy/_typing.py +30 -0
  61. scipy/_lib/array_api_compat/numpy/fft.py +35 -0
  62. scipy/_lib/array_api_compat/numpy/linalg.py +143 -0
  63. scipy/_lib/array_api_compat/torch/__init__.py +22 -0
  64. scipy/_lib/array_api_compat/torch/_aliases.py +855 -0
  65. scipy/_lib/array_api_compat/torch/_info.py +369 -0
  66. scipy/_lib/array_api_compat/torch/_typing.py +3 -0
  67. scipy/_lib/array_api_compat/torch/fft.py +85 -0
  68. scipy/_lib/array_api_compat/torch/linalg.py +121 -0
  69. scipy/_lib/array_api_extra/__init__.py +38 -0
  70. scipy/_lib/array_api_extra/_delegation.py +171 -0
  71. scipy/_lib/array_api_extra/_lib/__init__.py +1 -0
  72. scipy/_lib/array_api_extra/_lib/_at.py +463 -0
  73. scipy/_lib/array_api_extra/_lib/_backends.py +46 -0
  74. scipy/_lib/array_api_extra/_lib/_funcs.py +937 -0
  75. scipy/_lib/array_api_extra/_lib/_lazy.py +357 -0
  76. scipy/_lib/array_api_extra/_lib/_testing.py +278 -0
  77. scipy/_lib/array_api_extra/_lib/_utils/__init__.py +1 -0
  78. scipy/_lib/array_api_extra/_lib/_utils/_compat.py +74 -0
  79. scipy/_lib/array_api_extra/_lib/_utils/_compat.pyi +45 -0
  80. scipy/_lib/array_api_extra/_lib/_utils/_helpers.py +559 -0
  81. scipy/_lib/array_api_extra/_lib/_utils/_typing.py +10 -0
  82. scipy/_lib/array_api_extra/_lib/_utils/_typing.pyi +105 -0
  83. scipy/_lib/array_api_extra/testing.py +359 -0
  84. scipy/_lib/cobyqa/__init__.py +20 -0
  85. scipy/_lib/cobyqa/framework.py +1240 -0
  86. scipy/_lib/cobyqa/main.py +1506 -0
  87. scipy/_lib/cobyqa/models.py +1529 -0
  88. scipy/_lib/cobyqa/problem.py +1296 -0
  89. scipy/_lib/cobyqa/settings.py +132 -0
  90. scipy/_lib/cobyqa/subsolvers/__init__.py +14 -0
  91. scipy/_lib/cobyqa/subsolvers/geometry.py +387 -0
  92. scipy/_lib/cobyqa/subsolvers/optim.py +1203 -0
  93. scipy/_lib/cobyqa/utils/__init__.py +18 -0
  94. scipy/_lib/cobyqa/utils/exceptions.py +22 -0
  95. scipy/_lib/cobyqa/utils/math.py +77 -0
  96. scipy/_lib/cobyqa/utils/versions.py +67 -0
  97. scipy/_lib/decorator.py +399 -0
  98. scipy/_lib/deprecation.py +274 -0
  99. scipy/_lib/doccer.py +366 -0
  100. scipy/_lib/messagestream.cp311-win_arm64.lib +0 -0
  101. scipy/_lib/messagestream.cp311-win_arm64.pyd +0 -0
  102. scipy/_lib/pyprima/__init__.py +212 -0
  103. scipy/_lib/pyprima/cobyla/__init__.py +0 -0
  104. scipy/_lib/pyprima/cobyla/cobyla.py +559 -0
  105. scipy/_lib/pyprima/cobyla/cobylb.py +714 -0
  106. scipy/_lib/pyprima/cobyla/geometry.py +226 -0
  107. scipy/_lib/pyprima/cobyla/initialize.py +215 -0
  108. scipy/_lib/pyprima/cobyla/trustregion.py +492 -0
  109. scipy/_lib/pyprima/cobyla/update.py +289 -0
  110. scipy/_lib/pyprima/common/__init__.py +0 -0
  111. scipy/_lib/pyprima/common/_bounds.py +34 -0
  112. scipy/_lib/pyprima/common/_linear_constraints.py +46 -0
  113. scipy/_lib/pyprima/common/_nonlinear_constraints.py +54 -0
  114. scipy/_lib/pyprima/common/_project.py +173 -0
  115. scipy/_lib/pyprima/common/checkbreak.py +93 -0
  116. scipy/_lib/pyprima/common/consts.py +47 -0
  117. scipy/_lib/pyprima/common/evaluate.py +99 -0
  118. scipy/_lib/pyprima/common/history.py +38 -0
  119. scipy/_lib/pyprima/common/infos.py +30 -0
  120. scipy/_lib/pyprima/common/linalg.py +435 -0
  121. scipy/_lib/pyprima/common/message.py +290 -0
  122. scipy/_lib/pyprima/common/powalg.py +131 -0
  123. scipy/_lib/pyprima/common/preproc.py +277 -0
  124. scipy/_lib/pyprima/common/present.py +5 -0
  125. scipy/_lib/pyprima/common/ratio.py +54 -0
  126. scipy/_lib/pyprima/common/redrho.py +47 -0
  127. scipy/_lib/pyprima/common/selectx.py +296 -0
  128. scipy/_lib/tests/__init__.py +0 -0
  129. scipy/_lib/tests/test__gcutils.py +110 -0
  130. scipy/_lib/tests/test__pep440.py +67 -0
  131. scipy/_lib/tests/test__testutils.py +32 -0
  132. scipy/_lib/tests/test__threadsafety.py +51 -0
  133. scipy/_lib/tests/test__util.py +641 -0
  134. scipy/_lib/tests/test_array_api.py +322 -0
  135. scipy/_lib/tests/test_bunch.py +169 -0
  136. scipy/_lib/tests/test_ccallback.py +196 -0
  137. scipy/_lib/tests/test_config.py +45 -0
  138. scipy/_lib/tests/test_deprecation.py +10 -0
  139. scipy/_lib/tests/test_doccer.py +143 -0
  140. scipy/_lib/tests/test_import_cycles.py +18 -0
  141. scipy/_lib/tests/test_public_api.py +482 -0
  142. scipy/_lib/tests/test_scipy_version.py +28 -0
  143. scipy/_lib/tests/test_tmpdirs.py +48 -0
  144. scipy/_lib/tests/test_warnings.py +137 -0
  145. scipy/_lib/uarray.py +31 -0
  146. scipy/cluster/__init__.py +31 -0
  147. scipy/cluster/_hierarchy.cp311-win_arm64.lib +0 -0
  148. scipy/cluster/_hierarchy.cp311-win_arm64.pyd +0 -0
  149. scipy/cluster/_optimal_leaf_ordering.cp311-win_arm64.lib +0 -0
  150. scipy/cluster/_optimal_leaf_ordering.cp311-win_arm64.pyd +0 -0
  151. scipy/cluster/_vq.cp311-win_arm64.lib +0 -0
  152. scipy/cluster/_vq.cp311-win_arm64.pyd +0 -0
  153. scipy/cluster/hierarchy.py +4348 -0
  154. scipy/cluster/tests/__init__.py +0 -0
  155. scipy/cluster/tests/hierarchy_test_data.py +145 -0
  156. scipy/cluster/tests/test_disjoint_set.py +202 -0
  157. scipy/cluster/tests/test_hierarchy.py +1238 -0
  158. scipy/cluster/tests/test_vq.py +434 -0
  159. scipy/cluster/vq.py +832 -0
  160. scipy/conftest.py +683 -0
  161. scipy/constants/__init__.py +358 -0
  162. scipy/constants/_codata.py +2266 -0
  163. scipy/constants/_constants.py +369 -0
  164. scipy/constants/codata.py +21 -0
  165. scipy/constants/constants.py +53 -0
  166. scipy/constants/tests/__init__.py +0 -0
  167. scipy/constants/tests/test_codata.py +78 -0
  168. scipy/constants/tests/test_constants.py +83 -0
  169. scipy/datasets/__init__.py +90 -0
  170. scipy/datasets/_download_all.py +71 -0
  171. scipy/datasets/_fetchers.py +225 -0
  172. scipy/datasets/_registry.py +26 -0
  173. scipy/datasets/_utils.py +81 -0
  174. scipy/datasets/tests/__init__.py +0 -0
  175. scipy/datasets/tests/test_data.py +128 -0
  176. scipy/differentiate/__init__.py +27 -0
  177. scipy/differentiate/_differentiate.py +1129 -0
  178. scipy/differentiate/tests/__init__.py +0 -0
  179. scipy/differentiate/tests/test_differentiate.py +694 -0
  180. scipy/fft/__init__.py +114 -0
  181. scipy/fft/_backend.py +196 -0
  182. scipy/fft/_basic.py +1650 -0
  183. scipy/fft/_basic_backend.py +197 -0
  184. scipy/fft/_debug_backends.py +22 -0
  185. scipy/fft/_fftlog.py +223 -0
  186. scipy/fft/_fftlog_backend.py +200 -0
  187. scipy/fft/_helper.py +348 -0
  188. scipy/fft/_pocketfft/LICENSE.md +25 -0
  189. scipy/fft/_pocketfft/__init__.py +9 -0
  190. scipy/fft/_pocketfft/basic.py +251 -0
  191. scipy/fft/_pocketfft/helper.py +249 -0
  192. scipy/fft/_pocketfft/pypocketfft.cp311-win_arm64.lib +0 -0
  193. scipy/fft/_pocketfft/pypocketfft.cp311-win_arm64.pyd +0 -0
  194. scipy/fft/_pocketfft/realtransforms.py +109 -0
  195. scipy/fft/_pocketfft/tests/__init__.py +0 -0
  196. scipy/fft/_pocketfft/tests/test_basic.py +1011 -0
  197. scipy/fft/_pocketfft/tests/test_real_transforms.py +505 -0
  198. scipy/fft/_realtransforms.py +706 -0
  199. scipy/fft/_realtransforms_backend.py +63 -0
  200. scipy/fft/tests/__init__.py +0 -0
  201. scipy/fft/tests/mock_backend.py +96 -0
  202. scipy/fft/tests/test_backend.py +98 -0
  203. scipy/fft/tests/test_basic.py +504 -0
  204. scipy/fft/tests/test_fftlog.py +215 -0
  205. scipy/fft/tests/test_helper.py +558 -0
  206. scipy/fft/tests/test_multithreading.py +84 -0
  207. scipy/fft/tests/test_real_transforms.py +247 -0
  208. scipy/fftpack/__init__.py +103 -0
  209. scipy/fftpack/_basic.py +428 -0
  210. scipy/fftpack/_helper.py +115 -0
  211. scipy/fftpack/_pseudo_diffs.py +554 -0
  212. scipy/fftpack/_realtransforms.py +598 -0
  213. scipy/fftpack/basic.py +20 -0
  214. scipy/fftpack/convolve.cp311-win_arm64.lib +0 -0
  215. scipy/fftpack/convolve.cp311-win_arm64.pyd +0 -0
  216. scipy/fftpack/helper.py +19 -0
  217. scipy/fftpack/pseudo_diffs.py +22 -0
  218. scipy/fftpack/realtransforms.py +19 -0
  219. scipy/fftpack/tests/__init__.py +0 -0
  220. scipy/fftpack/tests/fftw_double_ref.npz +0 -0
  221. scipy/fftpack/tests/fftw_longdouble_ref.npz +0 -0
  222. scipy/fftpack/tests/fftw_single_ref.npz +0 -0
  223. scipy/fftpack/tests/test.npz +0 -0
  224. scipy/fftpack/tests/test_basic.py +877 -0
  225. scipy/fftpack/tests/test_helper.py +54 -0
  226. scipy/fftpack/tests/test_import.py +33 -0
  227. scipy/fftpack/tests/test_pseudo_diffs.py +388 -0
  228. scipy/fftpack/tests/test_real_transforms.py +836 -0
  229. scipy/integrate/__init__.py +122 -0
  230. scipy/integrate/_bvp.py +1160 -0
  231. scipy/integrate/_cubature.py +729 -0
  232. scipy/integrate/_dop.cp311-win_arm64.lib +0 -0
  233. scipy/integrate/_dop.cp311-win_arm64.pyd +0 -0
  234. scipy/integrate/_ivp/__init__.py +8 -0
  235. scipy/integrate/_ivp/base.py +290 -0
  236. scipy/integrate/_ivp/bdf.py +478 -0
  237. scipy/integrate/_ivp/common.py +451 -0
  238. scipy/integrate/_ivp/dop853_coefficients.py +193 -0
  239. scipy/integrate/_ivp/ivp.py +755 -0
  240. scipy/integrate/_ivp/lsoda.py +224 -0
  241. scipy/integrate/_ivp/radau.py +572 -0
  242. scipy/integrate/_ivp/rk.py +601 -0
  243. scipy/integrate/_ivp/tests/__init__.py +0 -0
  244. scipy/integrate/_ivp/tests/test_ivp.py +1287 -0
  245. scipy/integrate/_ivp/tests/test_rk.py +37 -0
  246. scipy/integrate/_lebedev.py +5450 -0
  247. scipy/integrate/_lsoda.cp311-win_arm64.lib +0 -0
  248. scipy/integrate/_lsoda.cp311-win_arm64.pyd +0 -0
  249. scipy/integrate/_ode.py +1395 -0
  250. scipy/integrate/_odepack.cp311-win_arm64.lib +0 -0
  251. scipy/integrate/_odepack.cp311-win_arm64.pyd +0 -0
  252. scipy/integrate/_odepack_py.py +273 -0
  253. scipy/integrate/_quad_vec.py +674 -0
  254. scipy/integrate/_quadpack.cp311-win_arm64.lib +0 -0
  255. scipy/integrate/_quadpack.cp311-win_arm64.pyd +0 -0
  256. scipy/integrate/_quadpack_py.py +1283 -0
  257. scipy/integrate/_quadrature.py +1336 -0
  258. scipy/integrate/_rules/__init__.py +12 -0
  259. scipy/integrate/_rules/_base.py +518 -0
  260. scipy/integrate/_rules/_gauss_kronrod.py +202 -0
  261. scipy/integrate/_rules/_gauss_legendre.py +62 -0
  262. scipy/integrate/_rules/_genz_malik.py +210 -0
  263. scipy/integrate/_tanhsinh.py +1385 -0
  264. scipy/integrate/_test_multivariate.cp311-win_arm64.lib +0 -0
  265. scipy/integrate/_test_multivariate.cp311-win_arm64.pyd +0 -0
  266. scipy/integrate/_test_odeint_banded.cp311-win_arm64.lib +0 -0
  267. scipy/integrate/_test_odeint_banded.cp311-win_arm64.pyd +0 -0
  268. scipy/integrate/_vode.cp311-win_arm64.lib +0 -0
  269. scipy/integrate/_vode.cp311-win_arm64.pyd +0 -0
  270. scipy/integrate/dop.py +15 -0
  271. scipy/integrate/lsoda.py +15 -0
  272. scipy/integrate/odepack.py +17 -0
  273. scipy/integrate/quadpack.py +23 -0
  274. scipy/integrate/tests/__init__.py +0 -0
  275. scipy/integrate/tests/test__quad_vec.py +211 -0
  276. scipy/integrate/tests/test_banded_ode_solvers.py +305 -0
  277. scipy/integrate/tests/test_bvp.py +714 -0
  278. scipy/integrate/tests/test_cubature.py +1375 -0
  279. scipy/integrate/tests/test_integrate.py +840 -0
  280. scipy/integrate/tests/test_odeint_jac.py +74 -0
  281. scipy/integrate/tests/test_quadpack.py +680 -0
  282. scipy/integrate/tests/test_quadrature.py +730 -0
  283. scipy/integrate/tests/test_tanhsinh.py +1171 -0
  284. scipy/integrate/vode.py +15 -0
  285. scipy/interpolate/__init__.py +228 -0
  286. scipy/interpolate/_bary_rational.py +715 -0
  287. scipy/interpolate/_bsplines.py +2469 -0
  288. scipy/interpolate/_cubic.py +973 -0
  289. scipy/interpolate/_dfitpack.cp311-win_arm64.lib +0 -0
  290. scipy/interpolate/_dfitpack.cp311-win_arm64.pyd +0 -0
  291. scipy/interpolate/_dierckx.cp311-win_arm64.lib +0 -0
  292. scipy/interpolate/_dierckx.cp311-win_arm64.pyd +0 -0
  293. scipy/interpolate/_fitpack.cp311-win_arm64.lib +0 -0
  294. scipy/interpolate/_fitpack.cp311-win_arm64.pyd +0 -0
  295. scipy/interpolate/_fitpack2.py +2397 -0
  296. scipy/interpolate/_fitpack_impl.py +811 -0
  297. scipy/interpolate/_fitpack_py.py +898 -0
  298. scipy/interpolate/_fitpack_repro.py +996 -0
  299. scipy/interpolate/_interpnd.cp311-win_arm64.lib +0 -0
  300. scipy/interpolate/_interpnd.cp311-win_arm64.pyd +0 -0
  301. scipy/interpolate/_interpolate.py +2266 -0
  302. scipy/interpolate/_ndbspline.py +415 -0
  303. scipy/interpolate/_ndgriddata.py +329 -0
  304. scipy/interpolate/_pade.py +67 -0
  305. scipy/interpolate/_polyint.py +1025 -0
  306. scipy/interpolate/_ppoly.cp311-win_arm64.lib +0 -0
  307. scipy/interpolate/_ppoly.cp311-win_arm64.pyd +0 -0
  308. scipy/interpolate/_rbf.py +290 -0
  309. scipy/interpolate/_rbfinterp.py +550 -0
  310. scipy/interpolate/_rbfinterp_pythran.cp311-win_arm64.lib +0 -0
  311. scipy/interpolate/_rbfinterp_pythran.cp311-win_arm64.pyd +0 -0
  312. scipy/interpolate/_rgi.py +764 -0
  313. scipy/interpolate/_rgi_cython.cp311-win_arm64.lib +0 -0
  314. scipy/interpolate/_rgi_cython.cp311-win_arm64.pyd +0 -0
  315. scipy/interpolate/dfitpack.py +24 -0
  316. scipy/interpolate/fitpack.py +31 -0
  317. scipy/interpolate/fitpack2.py +29 -0
  318. scipy/interpolate/interpnd.py +24 -0
  319. scipy/interpolate/interpolate.py +30 -0
  320. scipy/interpolate/ndgriddata.py +23 -0
  321. scipy/interpolate/polyint.py +24 -0
  322. scipy/interpolate/rbf.py +18 -0
  323. scipy/interpolate/tests/__init__.py +0 -0
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  1520. scipy/stats/tests/test_survival.py +466 -0
  1521. scipy/stats/tests/test_tukeylambda_stats.py +85 -0
  1522. scipy/stats/tests/test_variation.py +216 -0
  1523. scipy/version.py +12 -0
  1524. scipy-1.16.2.dist-info/DELVEWHEEL +2 -0
  1525. scipy-1.16.2.dist-info/LICENSE.txt +912 -0
  1526. scipy-1.16.2.dist-info/METADATA +1061 -0
  1527. scipy-1.16.2.dist-info/RECORD +1530 -0
  1528. scipy-1.16.2.dist-info/WHEEL +4 -0
  1529. scipy.libs/msvcp140-5f1c5dd31916990d94181e07bc3afb32.dll +0 -0
  1530. scipy.libs/scipy_openblas-f3ac85b1f412f7e86514c923dc4058d1.dll +0 -0
scipy/odr/_odrpack.py ADDED
@@ -0,0 +1,1154 @@
1
+ """
2
+ Python wrappers for Orthogonal Distance Regression (ODRPACK).
3
+
4
+ Notes
5
+ =====
6
+
7
+ * Array formats -- FORTRAN stores its arrays in memory column first, i.e., an
8
+ array element A(i, j, k) will be next to A(i+1, j, k). In C and, consequently,
9
+ NumPy, arrays are stored row first: A[i, j, k] is next to A[i, j, k+1]. For
10
+ efficiency and convenience, the input and output arrays of the fitting
11
+ function (and its Jacobians) are passed to FORTRAN without transposition.
12
+ Therefore, where the ODRPACK documentation says that the X array is of shape
13
+ (N, M), it will be passed to the Python function as an array of shape (M, N).
14
+ If M==1, the 1-D case, then nothing matters; if M>1, then your
15
+ Python functions will be dealing with arrays that are indexed in reverse of
16
+ the ODRPACK documentation. No real issue, but watch out for your indexing of
17
+ the Jacobians: the i,jth elements (@f_i/@x_j) evaluated at the nth
18
+ observation will be returned as jacd[j, i, n]. Except for the Jacobians, it
19
+ really is easier to deal with x[0] and x[1] than x[:,0] and x[:,1]. Of course,
20
+ you can always use the transpose() function from SciPy explicitly.
21
+
22
+ * Examples -- See the accompanying file test/test.py for examples of how to set
23
+ up fits of your own. Some are taken from the User's Guide; some are from
24
+ other sources.
25
+
26
+ * Models -- Some common models are instantiated in the accompanying module
27
+ models.py . Contributions are welcome.
28
+
29
+ Credits
30
+ =======
31
+
32
+ * Thanks to Arnold Moene and Gerard Vermeulen for fixing some killer bugs.
33
+
34
+ Robert Kern
35
+ robert.kern@gmail.com
36
+
37
+ """
38
+ import os
39
+ from threading import Lock
40
+
41
+ import numpy as np
42
+ from warnings import warn
43
+ from scipy.odr import __odrpack
44
+
45
+ __all__ = ['odr', 'OdrWarning', 'OdrError', 'OdrStop',
46
+ 'Data', 'RealData', 'Model', 'Output', 'ODR',
47
+ 'odr_error', 'odr_stop']
48
+
49
+ odr = __odrpack.odr
50
+ ODR_LOCK = Lock()
51
+
52
+
53
+ class OdrWarning(UserWarning):
54
+ """
55
+ Warning indicating that the data passed into
56
+ ODR will cause problems when passed into 'odr'
57
+ that the user should be aware of.
58
+ """
59
+ pass
60
+
61
+
62
+ class OdrError(Exception):
63
+ """
64
+ Exception indicating an error in fitting.
65
+
66
+ This is raised by `~scipy.odr.odr` if an error occurs during fitting.
67
+ """
68
+ pass
69
+
70
+
71
+ class OdrStop(Exception):
72
+ """
73
+ Exception stopping fitting.
74
+
75
+ You can raise this exception in your objective function to tell
76
+ `~scipy.odr.odr` to stop fitting.
77
+ """
78
+ pass
79
+
80
+
81
+ # Backwards compatibility
82
+ odr_error = OdrError
83
+ odr_stop = OdrStop
84
+
85
+ __odrpack._set_exceptions(OdrError, OdrStop)
86
+
87
+
88
+ def _conv(obj, dtype=None):
89
+ """ Convert an object to the preferred form for input to the odr routine.
90
+ """
91
+
92
+ if obj is None:
93
+ return obj
94
+ else:
95
+ if dtype is None:
96
+ obj = np.asarray(obj)
97
+ else:
98
+ obj = np.asarray(obj, dtype)
99
+ if obj.shape == ():
100
+ # Scalar.
101
+ return obj.dtype.type(obj)
102
+ else:
103
+ return obj
104
+
105
+
106
+ def _report_error(info):
107
+ """ Interprets the return code of the odr routine.
108
+
109
+ Parameters
110
+ ----------
111
+ info : int
112
+ The return code of the odr routine.
113
+
114
+ Returns
115
+ -------
116
+ problems : list(str)
117
+ A list of messages about why the odr() routine stopped.
118
+ """
119
+
120
+ stopreason = ('Blank',
121
+ 'Sum of squares convergence',
122
+ 'Parameter convergence',
123
+ 'Both sum of squares and parameter convergence',
124
+ 'Iteration limit reached')[info % 5]
125
+
126
+ if info >= 5:
127
+ # questionable results or fatal error
128
+
129
+ I = (info//10000 % 10,
130
+ info//1000 % 10,
131
+ info//100 % 10,
132
+ info//10 % 10,
133
+ info % 10)
134
+ problems = []
135
+
136
+ if I[0] == 0:
137
+ if I[1] != 0:
138
+ problems.append('Derivatives possibly not correct')
139
+ if I[2] != 0:
140
+ problems.append('Error occurred in callback')
141
+ if I[3] != 0:
142
+ problems.append('Problem is not full rank at solution')
143
+ problems.append(stopreason)
144
+ elif I[0] == 1:
145
+ if I[1] != 0:
146
+ problems.append('N < 1')
147
+ if I[2] != 0:
148
+ problems.append('M < 1')
149
+ if I[3] != 0:
150
+ problems.append('NP < 1 or NP > N')
151
+ if I[4] != 0:
152
+ problems.append('NQ < 1')
153
+ elif I[0] == 2:
154
+ if I[1] != 0:
155
+ problems.append('LDY and/or LDX incorrect')
156
+ if I[2] != 0:
157
+ problems.append('LDWE, LD2WE, LDWD, and/or LD2WD incorrect')
158
+ if I[3] != 0:
159
+ problems.append('LDIFX, LDSTPD, and/or LDSCLD incorrect')
160
+ if I[4] != 0:
161
+ problems.append('LWORK and/or LIWORK too small')
162
+ elif I[0] == 3:
163
+ if I[1] != 0:
164
+ problems.append('STPB and/or STPD incorrect')
165
+ if I[2] != 0:
166
+ problems.append('SCLB and/or SCLD incorrect')
167
+ if I[3] != 0:
168
+ problems.append('WE incorrect')
169
+ if I[4] != 0:
170
+ problems.append('WD incorrect')
171
+ elif I[0] == 4:
172
+ problems.append('Error in derivatives')
173
+ elif I[0] == 5:
174
+ problems.append('Error occurred in callback')
175
+ elif I[0] == 6:
176
+ problems.append('Numerical error detected')
177
+
178
+ return problems
179
+
180
+ else:
181
+ return [stopreason]
182
+
183
+
184
+ class Data:
185
+ """
186
+ The data to fit.
187
+
188
+ Parameters
189
+ ----------
190
+ x : array_like
191
+ Observed data for the independent variable of the regression
192
+ y : array_like, optional
193
+ If array-like, observed data for the dependent variable of the
194
+ regression. A scalar input implies that the model to be used on
195
+ the data is implicit.
196
+ we : array_like, optional
197
+ If `we` is a scalar, then that value is used for all data points (and
198
+ all dimensions of the response variable).
199
+ If `we` is a rank-1 array of length q (the dimensionality of the
200
+ response variable), then this vector is the diagonal of the covariant
201
+ weighting matrix for all data points.
202
+ If `we` is a rank-1 array of length n (the number of data points), then
203
+ the i'th element is the weight for the i'th response variable
204
+ observation (single-dimensional only).
205
+ If `we` is a rank-2 array of shape (q, q), then this is the full
206
+ covariant weighting matrix broadcast to each observation.
207
+ If `we` is a rank-2 array of shape (q, n), then `we[:,i]` is the
208
+ diagonal of the covariant weighting matrix for the i'th observation.
209
+ If `we` is a rank-3 array of shape (q, q, n), then `we[:,:,i]` is the
210
+ full specification of the covariant weighting matrix for each
211
+ observation.
212
+ If the fit is implicit, then only a positive scalar value is used.
213
+ wd : array_like, optional
214
+ If `wd` is a scalar, then that value is used for all data points
215
+ (and all dimensions of the input variable). If `wd` = 0, then the
216
+ covariant weighting matrix for each observation is set to the identity
217
+ matrix (so each dimension of each observation has the same weight).
218
+ If `wd` is a rank-1 array of length m (the dimensionality of the input
219
+ variable), then this vector is the diagonal of the covariant weighting
220
+ matrix for all data points.
221
+ If `wd` is a rank-1 array of length n (the number of data points), then
222
+ the i'th element is the weight for the ith input variable observation
223
+ (single-dimensional only).
224
+ If `wd` is a rank-2 array of shape (m, m), then this is the full
225
+ covariant weighting matrix broadcast to each observation.
226
+ If `wd` is a rank-2 array of shape (m, n), then `wd[:,i]` is the
227
+ diagonal of the covariant weighting matrix for the ith observation.
228
+ If `wd` is a rank-3 array of shape (m, m, n), then `wd[:,:,i]` is the
229
+ full specification of the covariant weighting matrix for each
230
+ observation.
231
+ fix : array_like of ints, optional
232
+ The `fix` argument is the same as ifixx in the class ODR. It is an
233
+ array of integers with the same shape as data.x that determines which
234
+ input observations are treated as fixed. One can use a sequence of
235
+ length m (the dimensionality of the input observations) to fix some
236
+ dimensions for all observations. A value of 0 fixes the observation,
237
+ a value > 0 makes it free.
238
+ meta : dict, optional
239
+ Free-form dictionary for metadata.
240
+
241
+ Notes
242
+ -----
243
+ Each argument is attached to the member of the instance of the same name.
244
+ The structures of `x` and `y` are described in the Model class docstring.
245
+ If `y` is an integer, then the Data instance can only be used to fit with
246
+ implicit models where the dimensionality of the response is equal to the
247
+ specified value of `y`.
248
+
249
+ The `we` argument weights the effect a deviation in the response variable
250
+ has on the fit. The `wd` argument weights the effect a deviation in the
251
+ input variable has on the fit. To handle multidimensional inputs and
252
+ responses easily, the structure of these arguments has the n'th
253
+ dimensional axis first. These arguments heavily use the structured
254
+ arguments feature of ODRPACK to conveniently and flexibly support all
255
+ options. See the ODRPACK User's Guide for a full explanation of how these
256
+ weights are used in the algorithm. Basically, a higher value of the weight
257
+ for a particular data point makes a deviation at that point more
258
+ detrimental to the fit.
259
+
260
+ """
261
+
262
+ def __init__(self, x, y=None, we=None, wd=None, fix=None, meta=None):
263
+ self.x = _conv(x)
264
+
265
+ if not isinstance(self.x, np.ndarray):
266
+ raise ValueError("Expected an 'ndarray' of data for 'x', "
267
+ f"but instead got data of type '{type(self.x).__name__}'")
268
+
269
+ self.y = _conv(y)
270
+ self.we = _conv(we)
271
+ self.wd = _conv(wd)
272
+ self.fix = _conv(fix)
273
+ self.meta = {} if meta is None else meta
274
+
275
+ def set_meta(self, **kwds):
276
+ """ Update the metadata dictionary with the keywords and data provided
277
+ by keywords.
278
+
279
+ Examples
280
+ --------
281
+ ::
282
+
283
+ data.set_meta(lab="Ph 7; Lab 26", title="Ag110 + Ag108 Decay")
284
+ """
285
+
286
+ self.meta.update(kwds)
287
+
288
+ def __getattr__(self, attr):
289
+ """ Dispatch attribute access to the metadata dictionary.
290
+ """
291
+ if attr != "meta" and attr in self.meta:
292
+ return self.meta[attr]
293
+ else:
294
+ raise AttributeError(f"'{attr}' not in metadata")
295
+
296
+
297
+ class RealData(Data):
298
+ """
299
+ The data, with weightings as actual standard deviations and/or
300
+ covariances.
301
+
302
+ Parameters
303
+ ----------
304
+ x : array_like
305
+ Observed data for the independent variable of the regression
306
+ y : array_like, optional
307
+ If array-like, observed data for the dependent variable of the
308
+ regression. A scalar input implies that the model to be used on
309
+ the data is implicit.
310
+ sx : array_like, optional
311
+ Standard deviations of `x`.
312
+ `sx` are standard deviations of `x` and are converted to weights by
313
+ dividing 1.0 by their squares.
314
+ sy : array_like, optional
315
+ Standard deviations of `y`.
316
+ `sy` are standard deviations of `y` and are converted to weights by
317
+ dividing 1.0 by their squares.
318
+ covx : array_like, optional
319
+ Covariance of `x`
320
+ `covx` is an array of covariance matrices of `x` and are converted to
321
+ weights by performing a matrix inversion on each observation's
322
+ covariance matrix.
323
+ covy : array_like, optional
324
+ Covariance of `y`
325
+ `covy` is an array of covariance matrices and are converted to
326
+ weights by performing a matrix inversion on each observation's
327
+ covariance matrix.
328
+ fix : array_like, optional
329
+ The argument and member fix is the same as Data.fix and ODR.ifixx:
330
+ It is an array of integers with the same shape as `x` that
331
+ determines which input observations are treated as fixed. One can
332
+ use a sequence of length m (the dimensionality of the input
333
+ observations) to fix some dimensions for all observations. A value
334
+ of 0 fixes the observation, a value > 0 makes it free.
335
+ meta : dict, optional
336
+ Free-form dictionary for metadata.
337
+
338
+ Notes
339
+ -----
340
+ The weights `wd` and `we` are computed from provided values as follows:
341
+
342
+ `sx` and `sy` are converted to weights by dividing 1.0 by their squares.
343
+ For example, ``wd = 1./np.power(`sx`, 2)``.
344
+
345
+ `covx` and `covy` are arrays of covariance matrices and are converted to
346
+ weights by performing a matrix inversion on each observation's covariance
347
+ matrix. For example, ``we[i] = np.linalg.inv(covy[i])``.
348
+
349
+ These arguments follow the same structured argument conventions as wd and
350
+ we only restricted by their natures: `sx` and `sy` can't be rank-3, but
351
+ `covx` and `covy` can be.
352
+
353
+ Only set *either* `sx` or `covx` (not both). Setting both will raise an
354
+ exception. Same with `sy` and `covy`.
355
+
356
+ """
357
+
358
+ def __init__(self, x, y=None, sx=None, sy=None, covx=None, covy=None,
359
+ fix=None, meta=None):
360
+ if (sx is not None) and (covx is not None):
361
+ raise ValueError("cannot set both sx and covx")
362
+ if (sy is not None) and (covy is not None):
363
+ raise ValueError("cannot set both sy and covy")
364
+
365
+ # Set flags for __getattr__
366
+ self._ga_flags = {}
367
+ if sx is not None:
368
+ self._ga_flags['wd'] = 'sx'
369
+ else:
370
+ self._ga_flags['wd'] = 'covx'
371
+ if sy is not None:
372
+ self._ga_flags['we'] = 'sy'
373
+ else:
374
+ self._ga_flags['we'] = 'covy'
375
+
376
+ self.x = _conv(x)
377
+
378
+ if not isinstance(self.x, np.ndarray):
379
+ raise ValueError("Expected an 'ndarray' of data for 'x', "
380
+ f"but instead got data of type '{type(self.x).__name__}'")
381
+
382
+ self.y = _conv(y)
383
+ self.sx = _conv(sx)
384
+ self.sy = _conv(sy)
385
+ self.covx = _conv(covx)
386
+ self.covy = _conv(covy)
387
+ self.fix = _conv(fix)
388
+ self.meta = {} if meta is None else meta
389
+
390
+ def _sd2wt(self, sd):
391
+ """ Convert standard deviation to weights.
392
+ """
393
+
394
+ return 1./np.power(sd, 2)
395
+
396
+ def _cov2wt(self, cov):
397
+ """ Convert covariance matrix(-ices) to weights.
398
+ """
399
+
400
+ from scipy.linalg import inv
401
+
402
+ if len(cov.shape) == 2:
403
+ return inv(cov)
404
+ else:
405
+ weights = np.zeros(cov.shape, float)
406
+
407
+ for i in range(cov.shape[-1]): # n
408
+ weights[:,:,i] = inv(cov[:,:,i])
409
+
410
+ return weights
411
+
412
+ def __getattr__(self, attr):
413
+
414
+ if attr not in ('wd', 'we'):
415
+ if attr != "meta" and attr in self.meta:
416
+ return self.meta[attr]
417
+ else:
418
+ raise AttributeError(f"'{attr}' not in metadata")
419
+ else:
420
+ lookup_tbl = {('wd', 'sx'): (self._sd2wt, self.sx),
421
+ ('wd', 'covx'): (self._cov2wt, self.covx),
422
+ ('we', 'sy'): (self._sd2wt, self.sy),
423
+ ('we', 'covy'): (self._cov2wt, self.covy)}
424
+
425
+ func, arg = lookup_tbl[(attr, self._ga_flags[attr])]
426
+
427
+ if arg is not None:
428
+ return func(*(arg,))
429
+ else:
430
+ return None
431
+
432
+
433
+ class Model:
434
+ """
435
+ The Model class stores information about the function you wish to fit.
436
+
437
+ It stores the function itself, at the least, and optionally stores
438
+ functions which compute the Jacobians used during fitting. Also, one
439
+ can provide a function that will provide reasonable starting values
440
+ for the fit parameters possibly given the set of data.
441
+
442
+ Parameters
443
+ ----------
444
+ fcn : function
445
+ fcn(beta, x) --> y
446
+ fjacb : function
447
+ Jacobian of fcn wrt the fit parameters beta.
448
+
449
+ fjacb(beta, x) --> @f_i(x,B)/@B_j
450
+ fjacd : function
451
+ Jacobian of fcn wrt the (possibly multidimensional) input
452
+ variable.
453
+
454
+ fjacd(beta, x) --> @f_i(x,B)/@x_j
455
+ extra_args : tuple, optional
456
+ If specified, `extra_args` should be a tuple of extra
457
+ arguments to pass to `fcn`, `fjacb`, and `fjacd`. Each will be called
458
+ by `apply(fcn, (beta, x) + extra_args)`
459
+ estimate : array_like of rank-1
460
+ Provides estimates of the fit parameters from the data
461
+
462
+ estimate(data) --> estbeta
463
+ implicit : boolean
464
+ If TRUE, specifies that the model
465
+ is implicit; i.e `fcn(beta, x)` ~= 0 and there is no y data to fit
466
+ against
467
+ meta : dict, optional
468
+ freeform dictionary of metadata for the model
469
+
470
+ Notes
471
+ -----
472
+ Note that the `fcn`, `fjacb`, and `fjacd` operate on NumPy arrays and
473
+ return a NumPy array. The `estimate` object takes an instance of the
474
+ Data class.
475
+
476
+ Here are the rules for the shapes of the argument and return
477
+ arrays of the callback functions:
478
+
479
+ `x`
480
+ if the input data is single-dimensional, then `x` is rank-1
481
+ array; i.e., ``x = array([1, 2, 3, ...]); x.shape = (n,)``
482
+ If the input data is multi-dimensional, then `x` is a rank-2 array;
483
+ i.e., ``x = array([[1, 2, ...], [2, 4, ...]]); x.shape = (m, n)``.
484
+ In all cases, it has the same shape as the input data array passed to
485
+ `~scipy.odr.odr`. `m` is the dimensionality of the input data,
486
+ `n` is the number of observations.
487
+ `y`
488
+ if the response variable is single-dimensional, then `y` is a
489
+ rank-1 array, i.e., ``y = array([2, 4, ...]); y.shape = (n,)``.
490
+ If the response variable is multi-dimensional, then `y` is a rank-2
491
+ array, i.e., ``y = array([[2, 4, ...], [3, 6, ...]]); y.shape =
492
+ (q, n)`` where `q` is the dimensionality of the response variable.
493
+ `beta`
494
+ rank-1 array of length `p` where `p` is the number of parameters;
495
+ i.e. ``beta = array([B_1, B_2, ..., B_p])``
496
+ `fjacb`
497
+ if the response variable is multi-dimensional, then the
498
+ return array's shape is ``(q, p, n)`` such that ``fjacb(x,beta)[l,k,i] =
499
+ d f_l(X,B)/d B_k`` evaluated at the ith data point. If ``q == 1``, then
500
+ the return array is only rank-2 and with shape ``(p, n)``.
501
+ `fjacd`
502
+ as with fjacb, only the return array's shape is ``(q, m, n)``
503
+ such that ``fjacd(x,beta)[l,j,i] = d f_l(X,B)/d X_j`` at the ith data
504
+ point. If ``q == 1``, then the return array's shape is ``(m, n)``. If
505
+ ``m == 1``, the shape is (q, n). If `m == q == 1`, the shape is ``(n,)``.
506
+
507
+ """
508
+
509
+ def __init__(self, fcn, fjacb=None, fjacd=None,
510
+ extra_args=None, estimate=None, implicit=0, meta=None):
511
+
512
+ self.fcn = fcn
513
+ self.fjacb = fjacb
514
+ self.fjacd = fjacd
515
+
516
+ if extra_args is not None:
517
+ extra_args = tuple(extra_args)
518
+
519
+ self.extra_args = extra_args
520
+ self.estimate = estimate
521
+ self.implicit = implicit
522
+ self.meta = meta if meta is not None else {}
523
+
524
+ def set_meta(self, **kwds):
525
+ """ Update the metadata dictionary with the keywords and data provided
526
+ here.
527
+
528
+ Examples
529
+ --------
530
+ set_meta(name="Exponential", equation="y = a exp(b x) + c")
531
+ """
532
+
533
+ self.meta.update(kwds)
534
+
535
+ def __getattr__(self, attr):
536
+ """ Dispatch attribute access to the metadata.
537
+ """
538
+
539
+ if attr != "meta" and attr in self.meta:
540
+ return self.meta[attr]
541
+ else:
542
+ raise AttributeError(f"'{attr}' not in metadata")
543
+
544
+
545
+ class Output:
546
+ """
547
+ The Output class stores the output of an ODR run.
548
+
549
+ Attributes
550
+ ----------
551
+ beta : ndarray
552
+ Estimated parameter values, of shape (q,).
553
+ sd_beta : ndarray
554
+ Standard deviations of the estimated parameters, of shape (p,).
555
+ cov_beta : ndarray
556
+ Covariance matrix of the estimated parameters, of shape (p,p).
557
+ Note that this `cov_beta` is not scaled by the residual variance
558
+ `res_var`, whereas `sd_beta` is. This means
559
+ ``np.sqrt(np.diag(output.cov_beta * output.res_var))`` is the same
560
+ result as `output.sd_beta`.
561
+ delta : ndarray, optional
562
+ Array of estimated errors in input variables, of same shape as `x`.
563
+ eps : ndarray, optional
564
+ Array of estimated errors in response variables, of same shape as `y`.
565
+ xplus : ndarray, optional
566
+ Array of ``x + delta``.
567
+ y : ndarray, optional
568
+ Array ``y = fcn(x + delta)``.
569
+ res_var : float, optional
570
+ Residual variance.
571
+ sum_square : float, optional
572
+ Sum of squares error.
573
+ sum_square_delta : float, optional
574
+ Sum of squares of delta error.
575
+ sum_square_eps : float, optional
576
+ Sum of squares of eps error.
577
+ inv_condnum : float, optional
578
+ Inverse condition number (cf. ODRPACK UG p. 77).
579
+ rel_error : float, optional
580
+ Relative error in function values computed within fcn.
581
+ work : ndarray, optional
582
+ Final work array.
583
+ work_ind : dict, optional
584
+ Indices into work for drawing out values (cf. ODRPACK UG p. 83).
585
+ info : int, optional
586
+ Reason for returning, as output by ODRPACK (cf. ODRPACK UG p. 38).
587
+ stopreason : list of str, optional
588
+ `info` interpreted into English.
589
+
590
+ Notes
591
+ -----
592
+ Takes one argument for initialization, the return value from the
593
+ function `~scipy.odr.odr`. The attributes listed as "optional" above are
594
+ only present if `~scipy.odr.odr` was run with ``full_output=1``.
595
+
596
+ """
597
+
598
+ def __init__(self, output):
599
+ self.beta = output[0]
600
+ self.sd_beta = output[1]
601
+ self.cov_beta = output[2]
602
+
603
+ if len(output) == 4:
604
+ # full output
605
+ self.__dict__.update(output[3])
606
+ self.stopreason = _report_error(self.info)
607
+
608
+ def pprint(self):
609
+ """ Pretty-print important results.
610
+ """
611
+
612
+ print('Beta:', self.beta)
613
+ print('Beta Std Error:', self.sd_beta)
614
+ print('Beta Covariance:', self.cov_beta)
615
+ if hasattr(self, 'info'):
616
+ print('Residual Variance:',self.res_var)
617
+ print('Inverse Condition #:', self.inv_condnum)
618
+ print('Reason(s) for Halting:')
619
+ for r in self.stopreason:
620
+ print(f' {r}')
621
+
622
+
623
+ class ODR:
624
+ """
625
+ The ODR class gathers all information and coordinates the running of the
626
+ main fitting routine.
627
+
628
+ Members of instances of the ODR class have the same names as the arguments
629
+ to the initialization routine.
630
+
631
+ Parameters
632
+ ----------
633
+ data : Data class instance
634
+ instance of the Data class
635
+ model : Model class instance
636
+ instance of the Model class
637
+
638
+ Other Parameters
639
+ ----------------
640
+ beta0 : array_like of rank-1
641
+ a rank-1 sequence of initial parameter values. Optional if
642
+ model provides an "estimate" function to estimate these values.
643
+ delta0 : array_like of floats of rank-1, optional
644
+ a (double-precision) float array to hold the initial values of
645
+ the errors in the input variables. Must be same shape as data.x
646
+ ifixb : array_like of ints of rank-1, optional
647
+ sequence of integers with the same length as beta0 that determines
648
+ which parameters are held fixed. A value of 0 fixes the parameter,
649
+ a value > 0 makes the parameter free.
650
+ ifixx : array_like of ints with same shape as data.x, optional
651
+ an array of integers with the same shape as data.x that determines
652
+ which input observations are treated as fixed. One can use a sequence
653
+ of length m (the dimensionality of the input observations) to fix some
654
+ dimensions for all observations. A value of 0 fixes the observation,
655
+ a value > 0 makes it free.
656
+ job : int, optional
657
+ an integer telling ODRPACK what tasks to perform. See p. 31 of the
658
+ ODRPACK User's Guide if you absolutely must set the value here. Use the
659
+ method set_job post-initialization for a more readable interface.
660
+ iprint : int, optional
661
+ an integer telling ODRPACK what to print. See pp. 33-34 of the
662
+ ODRPACK User's Guide if you absolutely must set the value here. Use the
663
+ method set_iprint post-initialization for a more readable interface.
664
+ errfile : str, optional
665
+ string with the filename to print ODRPACK errors to. If the file already
666
+ exists, an error will be thrown. The `overwrite` argument can be used to
667
+ prevent this. *Do Not Open This File Yourself!*
668
+ rptfile : str, optional
669
+ string with the filename to print ODRPACK summaries to. If the file
670
+ already exists, an error will be thrown. The `overwrite` argument can be
671
+ used to prevent this. *Do Not Open This File Yourself!*
672
+ ndigit : int, optional
673
+ integer specifying the number of reliable digits in the computation
674
+ of the function.
675
+ taufac : float, optional
676
+ float specifying the initial trust region. The default value is 1.
677
+ The initial trust region is equal to taufac times the length of the
678
+ first computed Gauss-Newton step. taufac must be less than 1.
679
+ sstol : float, optional
680
+ float specifying the tolerance for convergence based on the relative
681
+ change in the sum-of-squares. The default value is eps**(1/2) where eps
682
+ is the smallest value such that 1 + eps > 1 for double precision
683
+ computation on the machine. sstol must be less than 1.
684
+ partol : float, optional
685
+ float specifying the tolerance for convergence based on the relative
686
+ change in the estimated parameters. The default value is eps**(2/3) for
687
+ explicit models and ``eps**(1/3)`` for implicit models. partol must be less
688
+ than 1.
689
+ maxit : int, optional
690
+ integer specifying the maximum number of iterations to perform. For
691
+ first runs, maxit is the total number of iterations performed and
692
+ defaults to 50. For restarts, maxit is the number of additional
693
+ iterations to perform and defaults to 10.
694
+ stpb : array_like, optional
695
+ sequence (``len(stpb) == len(beta0)``) of relative step sizes to compute
696
+ finite difference derivatives wrt the parameters.
697
+ stpd : optional
698
+ array (``stpd.shape == data.x.shape`` or ``stpd.shape == (m,)``) of relative
699
+ step sizes to compute finite difference derivatives wrt the input
700
+ variable errors. If stpd is a rank-1 array with length m (the
701
+ dimensionality of the input variable), then the values are broadcast to
702
+ all observations.
703
+ sclb : array_like, optional
704
+ sequence (``len(stpb) == len(beta0)``) of scaling factors for the
705
+ parameters. The purpose of these scaling factors are to scale all of
706
+ the parameters to around unity. Normally appropriate scaling factors
707
+ are computed if this argument is not specified. Specify them yourself
708
+ if the automatic procedure goes awry.
709
+ scld : array_like, optional
710
+ array (scld.shape == data.x.shape or scld.shape == (m,)) of scaling
711
+ factors for the *errors* in the input variables. Again, these factors
712
+ are automatically computed if you do not provide them. If scld.shape ==
713
+ (m,), then the scaling factors are broadcast to all observations.
714
+ work : ndarray, optional
715
+ array to hold the double-valued working data for ODRPACK. When
716
+ restarting, takes the value of self.output.work.
717
+ iwork : ndarray, optional
718
+ array to hold the integer-valued working data for ODRPACK. When
719
+ restarting, takes the value of self.output.iwork.
720
+ overwrite : bool, optional
721
+ If it is True, output files defined by `errfile` and `rptfile` are
722
+ overwritten. The default is False.
723
+
724
+ Attributes
725
+ ----------
726
+ data : Data
727
+ The data for this fit
728
+ model : Model
729
+ The model used in fit
730
+ output : Output
731
+ An instance if the Output class containing all of the returned
732
+ data from an invocation of ODR.run() or ODR.restart()
733
+
734
+ """
735
+
736
+ def __init__(self, data, model, beta0=None, delta0=None, ifixb=None,
737
+ ifixx=None, job=None, iprint=None, errfile=None, rptfile=None,
738
+ ndigit=None, taufac=None, sstol=None, partol=None, maxit=None,
739
+ stpb=None, stpd=None, sclb=None, scld=None, work=None, iwork=None,
740
+ overwrite=False):
741
+
742
+ self.data = data
743
+ self.model = model
744
+
745
+ if beta0 is None:
746
+ if self.model.estimate is not None:
747
+ self.beta0 = _conv(self.model.estimate(self.data))
748
+ else:
749
+ raise ValueError(
750
+ "must specify beta0 or provide an estimator with the model"
751
+ )
752
+ else:
753
+ self.beta0 = _conv(beta0)
754
+
755
+ if ifixx is None and data.fix is not None:
756
+ ifixx = data.fix
757
+
758
+ if overwrite:
759
+ # remove output files for overwriting.
760
+ if rptfile is not None and os.path.exists(rptfile):
761
+ os.remove(rptfile)
762
+ if errfile is not None and os.path.exists(errfile):
763
+ os.remove(errfile)
764
+
765
+ self.delta0 = _conv(delta0)
766
+ # These really are 32-bit integers in FORTRAN (gfortran), even on 64-bit
767
+ # platforms.
768
+ # XXX: some other FORTRAN compilers may not agree.
769
+ self.ifixx = _conv(ifixx, dtype=np.int32)
770
+ self.ifixb = _conv(ifixb, dtype=np.int32)
771
+ self.job = job
772
+ self.iprint = iprint
773
+ self.errfile = errfile
774
+ self.rptfile = rptfile
775
+ self.ndigit = ndigit
776
+ self.taufac = taufac
777
+ self.sstol = sstol
778
+ self.partol = partol
779
+ self.maxit = maxit
780
+ self.stpb = _conv(stpb)
781
+ self.stpd = _conv(stpd)
782
+ self.sclb = _conv(sclb)
783
+ self.scld = _conv(scld)
784
+ self.work = _conv(work)
785
+ self.iwork = _conv(iwork)
786
+
787
+ self.output = None
788
+
789
+ self._check()
790
+
791
+ def _check(self):
792
+ """ Check the inputs for consistency, but don't bother checking things
793
+ that the builtin function odr will check.
794
+ """
795
+
796
+ x_s = list(self.data.x.shape)
797
+
798
+ if isinstance(self.data.y, np.ndarray):
799
+ y_s = list(self.data.y.shape)
800
+ if self.model.implicit:
801
+ raise OdrError("an implicit model cannot use response data")
802
+ else:
803
+ # implicit model with q == self.data.y
804
+ y_s = [self.data.y, x_s[-1]]
805
+ if not self.model.implicit:
806
+ raise OdrError("an explicit model needs response data")
807
+ self.set_job(fit_type=1)
808
+
809
+ if x_s[-1] != y_s[-1]:
810
+ raise OdrError("number of observations do not match")
811
+
812
+ n = x_s[-1]
813
+
814
+ if len(x_s) == 2:
815
+ m = x_s[0]
816
+ else:
817
+ m = 1
818
+ if len(y_s) == 2:
819
+ q = y_s[0]
820
+ else:
821
+ q = 1
822
+
823
+ p = len(self.beta0)
824
+
825
+ # permissible output array shapes
826
+
827
+ fcn_perms = [(q, n)]
828
+ fjacd_perms = [(q, m, n)]
829
+ fjacb_perms = [(q, p, n)]
830
+
831
+ if q == 1:
832
+ fcn_perms.append((n,))
833
+ fjacd_perms.append((m, n))
834
+ fjacb_perms.append((p, n))
835
+ if m == 1:
836
+ fjacd_perms.append((q, n))
837
+ if p == 1:
838
+ fjacb_perms.append((q, n))
839
+ if m == q == 1:
840
+ fjacd_perms.append((n,))
841
+ if p == q == 1:
842
+ fjacb_perms.append((n,))
843
+
844
+ # try evaluating the supplied functions to make sure they provide
845
+ # sensible outputs
846
+
847
+ arglist = (self.beta0, self.data.x)
848
+ if self.model.extra_args is not None:
849
+ arglist = arglist + self.model.extra_args
850
+ res = self.model.fcn(*arglist)
851
+
852
+ if res.shape not in fcn_perms:
853
+ print(res.shape)
854
+ print(fcn_perms)
855
+ raise OdrError(f"fcn does not output {y_s}-shaped array")
856
+
857
+ if self.model.fjacd is not None:
858
+ res = self.model.fjacd(*arglist)
859
+ if res.shape not in fjacd_perms:
860
+ raise OdrError(
861
+ f"fjacd does not output {repr((q, m, n))}-shaped array")
862
+ if self.model.fjacb is not None:
863
+ res = self.model.fjacb(*arglist)
864
+ if res.shape not in fjacb_perms:
865
+ raise OdrError(
866
+ f"fjacb does not output {repr((q, p, n))}-shaped array")
867
+
868
+ # check shape of delta0
869
+
870
+ if self.delta0 is not None and self.delta0.shape != self.data.x.shape:
871
+ raise OdrError(
872
+ f"delta0 is not a {repr(self.data.x.shape)}-shaped array")
873
+
874
+ if self.data.x.size == 0:
875
+ warn("Empty data detected for ODR instance. "
876
+ "Do not expect any fitting to occur",
877
+ OdrWarning, stacklevel=3)
878
+
879
+ def _gen_work(self):
880
+ """ Generate a suitable work array if one does not already exist.
881
+ """
882
+
883
+ n = self.data.x.shape[-1]
884
+ p = self.beta0.shape[0]
885
+
886
+ if len(self.data.x.shape) == 2:
887
+ m = self.data.x.shape[0]
888
+ else:
889
+ m = 1
890
+
891
+ if self.model.implicit:
892
+ q = self.data.y
893
+ elif len(self.data.y.shape) == 2:
894
+ q = self.data.y.shape[0]
895
+ else:
896
+ q = 1
897
+
898
+ if self.data.we is None:
899
+ ldwe = ld2we = 1
900
+ elif len(self.data.we.shape) == 3:
901
+ ld2we, ldwe = self.data.we.shape[1:]
902
+ else:
903
+ we = self.data.we
904
+ ldwe = 1
905
+ ld2we = 1
906
+ if we.ndim == 1 and q == 1:
907
+ ldwe = n
908
+ elif we.ndim == 2:
909
+ if we.shape == (q, q):
910
+ ld2we = q
911
+ elif we.shape == (q, n):
912
+ ldwe = n
913
+
914
+ if self.job % 10 < 2:
915
+ # ODR not OLS
916
+ lwork = (18 + 11*p + p*p + m + m*m + 4*n*q + 6*n*m + 2*n*q*p +
917
+ 2*n*q*m + q*q + 5*q + q*(p+m) + ldwe*ld2we*q)
918
+ else:
919
+ # OLS not ODR
920
+ lwork = (18 + 11*p + p*p + m + m*m + 4*n*q + 2*n*m + 2*n*q*p +
921
+ 5*q + q*(p+m) + ldwe*ld2we*q)
922
+
923
+ if isinstance(self.work, np.ndarray) and self.work.shape == (lwork,)\
924
+ and self.work.dtype.str.endswith('f8'):
925
+ # the existing array is fine
926
+ return
927
+ else:
928
+ self.work = np.zeros((lwork,), float)
929
+
930
+ def set_job(self, fit_type=None, deriv=None, var_calc=None,
931
+ del_init=None, restart=None):
932
+ """
933
+ Sets the "job" parameter is a hopefully comprehensible way.
934
+
935
+ If an argument is not specified, then the value is left as is. The
936
+ default value from class initialization is for all of these options set
937
+ to 0.
938
+
939
+ Parameters
940
+ ----------
941
+ fit_type : {0, 1, 2} int
942
+ 0 -> explicit ODR
943
+
944
+ 1 -> implicit ODR
945
+
946
+ 2 -> ordinary least-squares
947
+ deriv : {0, 1, 2, 3} int
948
+ 0 -> forward finite differences
949
+
950
+ 1 -> central finite differences
951
+
952
+ 2 -> user-supplied derivatives (Jacobians) with results
953
+ checked by ODRPACK
954
+
955
+ 3 -> user-supplied derivatives, no checking
956
+ var_calc : {0, 1, 2} int
957
+ 0 -> calculate asymptotic covariance matrix and fit
958
+ parameter uncertainties (V_B, s_B) using derivatives
959
+ recomputed at the final solution
960
+
961
+ 1 -> calculate V_B and s_B using derivatives from last iteration
962
+
963
+ 2 -> do not calculate V_B and s_B
964
+ del_init : {0, 1} int
965
+ 0 -> initial input variable offsets set to 0
966
+
967
+ 1 -> initial offsets provided by user in variable "work"
968
+ restart : {0, 1} int
969
+ 0 -> fit is not a restart
970
+
971
+ 1 -> fit is a restart
972
+
973
+ Notes
974
+ -----
975
+ The permissible values are different from those given on pg. 31 of the
976
+ ODRPACK User's Guide only in that one cannot specify numbers greater than
977
+ the last value for each variable.
978
+
979
+ If one does not supply functions to compute the Jacobians, the fitting
980
+ procedure will change deriv to 0, finite differences, as a default. To
981
+ initialize the input variable offsets by yourself, set del_init to 1 and
982
+ put the offsets into the "work" variable correctly.
983
+
984
+ """
985
+
986
+ if self.job is None:
987
+ job_l = [0, 0, 0, 0, 0]
988
+ else:
989
+ job_l = [self.job // 10000 % 10,
990
+ self.job // 1000 % 10,
991
+ self.job // 100 % 10,
992
+ self.job // 10 % 10,
993
+ self.job % 10]
994
+
995
+ if fit_type in (0, 1, 2):
996
+ job_l[4] = fit_type
997
+ if deriv in (0, 1, 2, 3):
998
+ job_l[3] = deriv
999
+ if var_calc in (0, 1, 2):
1000
+ job_l[2] = var_calc
1001
+ if del_init in (0, 1):
1002
+ job_l[1] = del_init
1003
+ if restart in (0, 1):
1004
+ job_l[0] = restart
1005
+
1006
+ self.job = (job_l[0]*10000 + job_l[1]*1000 +
1007
+ job_l[2]*100 + job_l[3]*10 + job_l[4])
1008
+
1009
+ def set_iprint(self, init=None, so_init=None,
1010
+ iter=None, so_iter=None, iter_step=None, final=None, so_final=None):
1011
+ """ Set the iprint parameter for the printing of computation reports.
1012
+
1013
+ If any of the arguments are specified here, then they are set in the
1014
+ iprint member. If iprint is not set manually or with this method, then
1015
+ ODRPACK defaults to no printing. If no filename is specified with the
1016
+ member rptfile, then ODRPACK prints to stdout. One can tell ODRPACK to
1017
+ print to stdout in addition to the specified filename by setting the
1018
+ so_* arguments to this function, but one cannot specify to print to
1019
+ stdout but not a file since one can do that by not specifying a rptfile
1020
+ filename.
1021
+
1022
+ There are three reports: initialization, iteration, and final reports.
1023
+ They are represented by the arguments init, iter, and final
1024
+ respectively. The permissible values are 0, 1, and 2 representing "no
1025
+ report", "short report", and "long report" respectively.
1026
+
1027
+ The argument iter_step (0 <= iter_step <= 9) specifies how often to make
1028
+ the iteration report; the report will be made for every iter_step'th
1029
+ iteration starting with iteration one. If iter_step == 0, then no
1030
+ iteration report is made, regardless of the other arguments.
1031
+
1032
+ If the rptfile is None, then any so_* arguments supplied will raise an
1033
+ exception.
1034
+ """
1035
+ if self.iprint is None:
1036
+ self.iprint = 0
1037
+
1038
+ ip = [self.iprint // 1000 % 10,
1039
+ self.iprint // 100 % 10,
1040
+ self.iprint // 10 % 10,
1041
+ self.iprint % 10]
1042
+
1043
+ # make a list to convert iprint digits to/from argument inputs
1044
+ # rptfile, stdout
1045
+ ip2arg = [[0, 0], # none, none
1046
+ [1, 0], # short, none
1047
+ [2, 0], # long, none
1048
+ [1, 1], # short, short
1049
+ [2, 1], # long, short
1050
+ [1, 2], # short, long
1051
+ [2, 2]] # long, long
1052
+
1053
+ if (self.rptfile is None and
1054
+ (so_init is not None or
1055
+ so_iter is not None or
1056
+ so_final is not None)):
1057
+ raise OdrError(
1058
+ "no rptfile specified, cannot output to stdout twice")
1059
+
1060
+ iprint_l = ip2arg[ip[0]] + ip2arg[ip[1]] + ip2arg[ip[3]]
1061
+
1062
+ if init is not None:
1063
+ iprint_l[0] = init
1064
+ if so_init is not None:
1065
+ iprint_l[1] = so_init
1066
+ if iter is not None:
1067
+ iprint_l[2] = iter
1068
+ if so_iter is not None:
1069
+ iprint_l[3] = so_iter
1070
+ if final is not None:
1071
+ iprint_l[4] = final
1072
+ if so_final is not None:
1073
+ iprint_l[5] = so_final
1074
+
1075
+ if iter_step in range(10):
1076
+ # 0..9
1077
+ ip[2] = iter_step
1078
+
1079
+ ip[0] = ip2arg.index(iprint_l[0:2])
1080
+ ip[1] = ip2arg.index(iprint_l[2:4])
1081
+ ip[3] = ip2arg.index(iprint_l[4:6])
1082
+
1083
+ self.iprint = ip[0]*1000 + ip[1]*100 + ip[2]*10 + ip[3]
1084
+
1085
+ def run(self):
1086
+ """ Run the fitting routine with all of the information given and with ``full_output=1``.
1087
+
1088
+ Returns
1089
+ -------
1090
+ output : Output instance
1091
+ This object is also assigned to the attribute .output .
1092
+ """ # noqa: E501
1093
+
1094
+ args = (self.model.fcn, self.beta0, self.data.y, self.data.x)
1095
+ kwds = {'full_output': 1}
1096
+ kwd_l = ['ifixx', 'ifixb', 'job', 'iprint', 'errfile', 'rptfile',
1097
+ 'ndigit', 'taufac', 'sstol', 'partol', 'maxit', 'stpb',
1098
+ 'stpd', 'sclb', 'scld', 'work', 'iwork']
1099
+
1100
+ if self.delta0 is not None and (self.job // 10000) % 10 == 0:
1101
+ # delta0 provided and fit is not a restart
1102
+ self._gen_work()
1103
+
1104
+ d0 = np.ravel(self.delta0)
1105
+
1106
+ self.work[:len(d0)] = d0
1107
+
1108
+ # set the kwds from other objects explicitly
1109
+ if self.model.fjacb is not None:
1110
+ kwds['fjacb'] = self.model.fjacb
1111
+ if self.model.fjacd is not None:
1112
+ kwds['fjacd'] = self.model.fjacd
1113
+ if self.data.we is not None:
1114
+ kwds['we'] = self.data.we
1115
+ if self.data.wd is not None:
1116
+ kwds['wd'] = self.data.wd
1117
+ if self.model.extra_args is not None:
1118
+ kwds['extra_args'] = self.model.extra_args
1119
+
1120
+ # implicitly set kwds from self's members
1121
+ for attr in kwd_l:
1122
+ obj = getattr(self, attr)
1123
+ if obj is not None:
1124
+ kwds[attr] = obj
1125
+
1126
+ with ODR_LOCK:
1127
+ self.output = Output(odr(*args, **kwds))
1128
+
1129
+ return self.output
1130
+
1131
+ def restart(self, iter=None):
1132
+ """ Restarts the run with iter more iterations.
1133
+
1134
+ Parameters
1135
+ ----------
1136
+ iter : int, optional
1137
+ ODRPACK's default for the number of new iterations is 10.
1138
+
1139
+ Returns
1140
+ -------
1141
+ output : Output instance
1142
+ This object is also assigned to the attribute .output .
1143
+ """
1144
+
1145
+ if self.output is None:
1146
+ raise OdrError("cannot restart: run() has not been called before")
1147
+
1148
+ self.set_job(restart=1)
1149
+ self.work = self.output.work
1150
+ self.iwork = self.output.iwork
1151
+
1152
+ self.maxit = iter
1153
+
1154
+ return self.run()