scipy 1.16.2__cp312-cp312-win_arm64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- scipy/__config__.py +161 -0
- scipy/__init__.py +150 -0
- scipy/_cyutility.cp312-win_arm64.lib +0 -0
- scipy/_cyutility.cp312-win_arm64.pyd +0 -0
- scipy/_distributor_init.py +18 -0
- scipy/_lib/__init__.py +14 -0
- scipy/_lib/_array_api.py +931 -0
- scipy/_lib/_array_api_compat_vendor.py +9 -0
- scipy/_lib/_array_api_no_0d.py +103 -0
- scipy/_lib/_bunch.py +229 -0
- scipy/_lib/_ccallback.py +251 -0
- scipy/_lib/_ccallback_c.cp312-win_arm64.lib +0 -0
- scipy/_lib/_ccallback_c.cp312-win_arm64.pyd +0 -0
- scipy/_lib/_disjoint_set.py +254 -0
- scipy/_lib/_docscrape.py +761 -0
- scipy/_lib/_elementwise_iterative_method.py +346 -0
- scipy/_lib/_fpumode.cp312-win_arm64.lib +0 -0
- scipy/_lib/_fpumode.cp312-win_arm64.pyd +0 -0
- scipy/_lib/_gcutils.py +105 -0
- scipy/_lib/_pep440.py +487 -0
- scipy/_lib/_sparse.py +41 -0
- scipy/_lib/_test_ccallback.cp312-win_arm64.lib +0 -0
- scipy/_lib/_test_ccallback.cp312-win_arm64.pyd +0 -0
- scipy/_lib/_test_deprecation_call.cp312-win_arm64.lib +0 -0
- scipy/_lib/_test_deprecation_call.cp312-win_arm64.pyd +0 -0
- scipy/_lib/_test_deprecation_def.cp312-win_arm64.lib +0 -0
- scipy/_lib/_test_deprecation_def.cp312-win_arm64.pyd +0 -0
- scipy/_lib/_testutils.py +373 -0
- scipy/_lib/_threadsafety.py +58 -0
- scipy/_lib/_tmpdirs.py +86 -0
- scipy/_lib/_uarray/LICENSE +29 -0
- scipy/_lib/_uarray/__init__.py +116 -0
- scipy/_lib/_uarray/_backend.py +707 -0
- scipy/_lib/_uarray/_uarray.cp312-win_arm64.lib +0 -0
- scipy/_lib/_uarray/_uarray.cp312-win_arm64.pyd +0 -0
- scipy/_lib/_util.py +1283 -0
- scipy/_lib/array_api_compat/__init__.py +22 -0
- scipy/_lib/array_api_compat/_internal.py +59 -0
- scipy/_lib/array_api_compat/common/__init__.py +1 -0
- scipy/_lib/array_api_compat/common/_aliases.py +727 -0
- scipy/_lib/array_api_compat/common/_fft.py +213 -0
- scipy/_lib/array_api_compat/common/_helpers.py +1058 -0
- scipy/_lib/array_api_compat/common/_linalg.py +232 -0
- scipy/_lib/array_api_compat/common/_typing.py +192 -0
- scipy/_lib/array_api_compat/cupy/__init__.py +13 -0
- scipy/_lib/array_api_compat/cupy/_aliases.py +156 -0
- scipy/_lib/array_api_compat/cupy/_info.py +336 -0
- scipy/_lib/array_api_compat/cupy/_typing.py +31 -0
- scipy/_lib/array_api_compat/cupy/fft.py +36 -0
- scipy/_lib/array_api_compat/cupy/linalg.py +49 -0
- scipy/_lib/array_api_compat/dask/__init__.py +0 -0
- scipy/_lib/array_api_compat/dask/array/__init__.py +12 -0
- scipy/_lib/array_api_compat/dask/array/_aliases.py +376 -0
- scipy/_lib/array_api_compat/dask/array/_info.py +416 -0
- scipy/_lib/array_api_compat/dask/array/fft.py +21 -0
- scipy/_lib/array_api_compat/dask/array/linalg.py +72 -0
- scipy/_lib/array_api_compat/numpy/__init__.py +28 -0
- scipy/_lib/array_api_compat/numpy/_aliases.py +190 -0
- scipy/_lib/array_api_compat/numpy/_info.py +366 -0
- scipy/_lib/array_api_compat/numpy/_typing.py +30 -0
- scipy/_lib/array_api_compat/numpy/fft.py +35 -0
- scipy/_lib/array_api_compat/numpy/linalg.py +143 -0
- scipy/_lib/array_api_compat/torch/__init__.py +22 -0
- scipy/_lib/array_api_compat/torch/_aliases.py +855 -0
- scipy/_lib/array_api_compat/torch/_info.py +369 -0
- scipy/_lib/array_api_compat/torch/_typing.py +3 -0
- scipy/_lib/array_api_compat/torch/fft.py +85 -0
- scipy/_lib/array_api_compat/torch/linalg.py +121 -0
- scipy/_lib/array_api_extra/__init__.py +38 -0
- scipy/_lib/array_api_extra/_delegation.py +171 -0
- scipy/_lib/array_api_extra/_lib/__init__.py +1 -0
- scipy/_lib/array_api_extra/_lib/_at.py +463 -0
- scipy/_lib/array_api_extra/_lib/_backends.py +46 -0
- scipy/_lib/array_api_extra/_lib/_funcs.py +937 -0
- scipy/_lib/array_api_extra/_lib/_lazy.py +357 -0
- scipy/_lib/array_api_extra/_lib/_testing.py +278 -0
- scipy/_lib/array_api_extra/_lib/_utils/__init__.py +1 -0
- scipy/_lib/array_api_extra/_lib/_utils/_compat.py +74 -0
- scipy/_lib/array_api_extra/_lib/_utils/_compat.pyi +45 -0
- scipy/_lib/array_api_extra/_lib/_utils/_helpers.py +559 -0
- scipy/_lib/array_api_extra/_lib/_utils/_typing.py +10 -0
- scipy/_lib/array_api_extra/_lib/_utils/_typing.pyi +105 -0
- scipy/_lib/array_api_extra/testing.py +359 -0
- scipy/_lib/cobyqa/__init__.py +20 -0
- scipy/_lib/cobyqa/framework.py +1240 -0
- scipy/_lib/cobyqa/main.py +1506 -0
- scipy/_lib/cobyqa/models.py +1529 -0
- scipy/_lib/cobyqa/problem.py +1296 -0
- scipy/_lib/cobyqa/settings.py +132 -0
- scipy/_lib/cobyqa/subsolvers/__init__.py +14 -0
- scipy/_lib/cobyqa/subsolvers/geometry.py +387 -0
- scipy/_lib/cobyqa/subsolvers/optim.py +1203 -0
- scipy/_lib/cobyqa/utils/__init__.py +18 -0
- scipy/_lib/cobyqa/utils/exceptions.py +22 -0
- scipy/_lib/cobyqa/utils/math.py +77 -0
- scipy/_lib/cobyqa/utils/versions.py +67 -0
- scipy/_lib/decorator.py +399 -0
- scipy/_lib/deprecation.py +274 -0
- scipy/_lib/doccer.py +366 -0
- scipy/_lib/messagestream.cp312-win_arm64.lib +0 -0
- scipy/_lib/messagestream.cp312-win_arm64.pyd +0 -0
- scipy/_lib/pyprima/__init__.py +212 -0
- scipy/_lib/pyprima/cobyla/__init__.py +0 -0
- scipy/_lib/pyprima/cobyla/cobyla.py +559 -0
- scipy/_lib/pyprima/cobyla/cobylb.py +714 -0
- scipy/_lib/pyprima/cobyla/geometry.py +226 -0
- scipy/_lib/pyprima/cobyla/initialize.py +215 -0
- scipy/_lib/pyprima/cobyla/trustregion.py +492 -0
- scipy/_lib/pyprima/cobyla/update.py +289 -0
- scipy/_lib/pyprima/common/__init__.py +0 -0
- scipy/_lib/pyprima/common/_bounds.py +34 -0
- scipy/_lib/pyprima/common/_linear_constraints.py +46 -0
- scipy/_lib/pyprima/common/_nonlinear_constraints.py +54 -0
- scipy/_lib/pyprima/common/_project.py +173 -0
- scipy/_lib/pyprima/common/checkbreak.py +93 -0
- scipy/_lib/pyprima/common/consts.py +47 -0
- scipy/_lib/pyprima/common/evaluate.py +99 -0
- scipy/_lib/pyprima/common/history.py +38 -0
- scipy/_lib/pyprima/common/infos.py +30 -0
- scipy/_lib/pyprima/common/linalg.py +435 -0
- scipy/_lib/pyprima/common/message.py +290 -0
- scipy/_lib/pyprima/common/powalg.py +131 -0
- scipy/_lib/pyprima/common/preproc.py +277 -0
- scipy/_lib/pyprima/common/present.py +5 -0
- scipy/_lib/pyprima/common/ratio.py +54 -0
- scipy/_lib/pyprima/common/redrho.py +47 -0
- scipy/_lib/pyprima/common/selectx.py +296 -0
- scipy/_lib/tests/__init__.py +0 -0
- scipy/_lib/tests/test__gcutils.py +110 -0
- scipy/_lib/tests/test__pep440.py +67 -0
- scipy/_lib/tests/test__testutils.py +32 -0
- scipy/_lib/tests/test__threadsafety.py +51 -0
- scipy/_lib/tests/test__util.py +641 -0
- scipy/_lib/tests/test_array_api.py +322 -0
- scipy/_lib/tests/test_bunch.py +169 -0
- scipy/_lib/tests/test_ccallback.py +196 -0
- scipy/_lib/tests/test_config.py +45 -0
- scipy/_lib/tests/test_deprecation.py +10 -0
- scipy/_lib/tests/test_doccer.py +143 -0
- scipy/_lib/tests/test_import_cycles.py +18 -0
- scipy/_lib/tests/test_public_api.py +482 -0
- scipy/_lib/tests/test_scipy_version.py +28 -0
- scipy/_lib/tests/test_tmpdirs.py +48 -0
- scipy/_lib/tests/test_warnings.py +137 -0
- scipy/_lib/uarray.py +31 -0
- scipy/cluster/__init__.py +31 -0
- scipy/cluster/_hierarchy.cp312-win_arm64.lib +0 -0
- scipy/cluster/_hierarchy.cp312-win_arm64.pyd +0 -0
- scipy/cluster/_optimal_leaf_ordering.cp312-win_arm64.lib +0 -0
- scipy/cluster/_optimal_leaf_ordering.cp312-win_arm64.pyd +0 -0
- scipy/cluster/_vq.cp312-win_arm64.lib +0 -0
- scipy/cluster/_vq.cp312-win_arm64.pyd +0 -0
- scipy/cluster/hierarchy.py +4348 -0
- scipy/cluster/tests/__init__.py +0 -0
- scipy/cluster/tests/hierarchy_test_data.py +145 -0
- scipy/cluster/tests/test_disjoint_set.py +202 -0
- scipy/cluster/tests/test_hierarchy.py +1238 -0
- scipy/cluster/tests/test_vq.py +434 -0
- scipy/cluster/vq.py +832 -0
- scipy/conftest.py +683 -0
- scipy/constants/__init__.py +358 -0
- scipy/constants/_codata.py +2266 -0
- scipy/constants/_constants.py +369 -0
- scipy/constants/codata.py +21 -0
- scipy/constants/constants.py +53 -0
- scipy/constants/tests/__init__.py +0 -0
- scipy/constants/tests/test_codata.py +78 -0
- scipy/constants/tests/test_constants.py +83 -0
- scipy/datasets/__init__.py +90 -0
- scipy/datasets/_download_all.py +71 -0
- scipy/datasets/_fetchers.py +225 -0
- scipy/datasets/_registry.py +26 -0
- scipy/datasets/_utils.py +81 -0
- scipy/datasets/tests/__init__.py +0 -0
- scipy/datasets/tests/test_data.py +128 -0
- scipy/differentiate/__init__.py +27 -0
- scipy/differentiate/_differentiate.py +1129 -0
- scipy/differentiate/tests/__init__.py +0 -0
- scipy/differentiate/tests/test_differentiate.py +694 -0
- scipy/fft/__init__.py +114 -0
- scipy/fft/_backend.py +196 -0
- scipy/fft/_basic.py +1650 -0
- scipy/fft/_basic_backend.py +197 -0
- scipy/fft/_debug_backends.py +22 -0
- scipy/fft/_fftlog.py +223 -0
- scipy/fft/_fftlog_backend.py +200 -0
- scipy/fft/_helper.py +348 -0
- scipy/fft/_pocketfft/LICENSE.md +25 -0
- scipy/fft/_pocketfft/__init__.py +9 -0
- scipy/fft/_pocketfft/basic.py +251 -0
- scipy/fft/_pocketfft/helper.py +249 -0
- scipy/fft/_pocketfft/pypocketfft.cp312-win_arm64.lib +0 -0
- scipy/fft/_pocketfft/pypocketfft.cp312-win_arm64.pyd +0 -0
- scipy/fft/_pocketfft/realtransforms.py +109 -0
- scipy/fft/_pocketfft/tests/__init__.py +0 -0
- scipy/fft/_pocketfft/tests/test_basic.py +1011 -0
- scipy/fft/_pocketfft/tests/test_real_transforms.py +505 -0
- scipy/fft/_realtransforms.py +706 -0
- scipy/fft/_realtransforms_backend.py +63 -0
- scipy/fft/tests/__init__.py +0 -0
- scipy/fft/tests/mock_backend.py +96 -0
- scipy/fft/tests/test_backend.py +98 -0
- scipy/fft/tests/test_basic.py +504 -0
- scipy/fft/tests/test_fftlog.py +215 -0
- scipy/fft/tests/test_helper.py +558 -0
- scipy/fft/tests/test_multithreading.py +84 -0
- scipy/fft/tests/test_real_transforms.py +247 -0
- scipy/fftpack/__init__.py +103 -0
- scipy/fftpack/_basic.py +428 -0
- scipy/fftpack/_helper.py +115 -0
- scipy/fftpack/_pseudo_diffs.py +554 -0
- scipy/fftpack/_realtransforms.py +598 -0
- scipy/fftpack/basic.py +20 -0
- scipy/fftpack/convolve.cp312-win_arm64.lib +0 -0
- scipy/fftpack/convolve.cp312-win_arm64.pyd +0 -0
- scipy/fftpack/helper.py +19 -0
- scipy/fftpack/pseudo_diffs.py +22 -0
- scipy/fftpack/realtransforms.py +19 -0
- scipy/fftpack/tests/__init__.py +0 -0
- scipy/fftpack/tests/fftw_double_ref.npz +0 -0
- scipy/fftpack/tests/fftw_longdouble_ref.npz +0 -0
- scipy/fftpack/tests/fftw_single_ref.npz +0 -0
- scipy/fftpack/tests/test.npz +0 -0
- scipy/fftpack/tests/test_basic.py +877 -0
- scipy/fftpack/tests/test_helper.py +54 -0
- scipy/fftpack/tests/test_import.py +33 -0
- scipy/fftpack/tests/test_pseudo_diffs.py +388 -0
- scipy/fftpack/tests/test_real_transforms.py +836 -0
- scipy/integrate/__init__.py +122 -0
- scipy/integrate/_bvp.py +1160 -0
- scipy/integrate/_cubature.py +729 -0
- scipy/integrate/_dop.cp312-win_arm64.lib +0 -0
- scipy/integrate/_dop.cp312-win_arm64.pyd +0 -0
- scipy/integrate/_ivp/__init__.py +8 -0
- scipy/integrate/_ivp/base.py +290 -0
- scipy/integrate/_ivp/bdf.py +478 -0
- scipy/integrate/_ivp/common.py +451 -0
- scipy/integrate/_ivp/dop853_coefficients.py +193 -0
- scipy/integrate/_ivp/ivp.py +755 -0
- scipy/integrate/_ivp/lsoda.py +224 -0
- scipy/integrate/_ivp/radau.py +572 -0
- scipy/integrate/_ivp/rk.py +601 -0
- scipy/integrate/_ivp/tests/__init__.py +0 -0
- scipy/integrate/_ivp/tests/test_ivp.py +1287 -0
- scipy/integrate/_ivp/tests/test_rk.py +37 -0
- scipy/integrate/_lebedev.py +5450 -0
- scipy/integrate/_lsoda.cp312-win_arm64.lib +0 -0
- scipy/integrate/_lsoda.cp312-win_arm64.pyd +0 -0
- scipy/integrate/_ode.py +1395 -0
- scipy/integrate/_odepack.cp312-win_arm64.lib +0 -0
- scipy/integrate/_odepack.cp312-win_arm64.pyd +0 -0
- scipy/integrate/_odepack_py.py +273 -0
- scipy/integrate/_quad_vec.py +674 -0
- scipy/integrate/_quadpack.cp312-win_arm64.lib +0 -0
- scipy/integrate/_quadpack.cp312-win_arm64.pyd +0 -0
- scipy/integrate/_quadpack_py.py +1283 -0
- scipy/integrate/_quadrature.py +1336 -0
- scipy/integrate/_rules/__init__.py +12 -0
- scipy/integrate/_rules/_base.py +518 -0
- scipy/integrate/_rules/_gauss_kronrod.py +202 -0
- scipy/integrate/_rules/_gauss_legendre.py +62 -0
- scipy/integrate/_rules/_genz_malik.py +210 -0
- scipy/integrate/_tanhsinh.py +1385 -0
- scipy/integrate/_test_multivariate.cp312-win_arm64.lib +0 -0
- scipy/integrate/_test_multivariate.cp312-win_arm64.pyd +0 -0
- scipy/integrate/_test_odeint_banded.cp312-win_arm64.lib +0 -0
- scipy/integrate/_test_odeint_banded.cp312-win_arm64.pyd +0 -0
- scipy/integrate/_vode.cp312-win_arm64.lib +0 -0
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- scipy/integrate/lsoda.py +15 -0
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- scipy/integrate/quadpack.py +23 -0
- scipy/integrate/tests/__init__.py +0 -0
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- scipy/integrate/tests/test_banded_ode_solvers.py +305 -0
- scipy/integrate/tests/test_bvp.py +714 -0
- scipy/integrate/tests/test_cubature.py +1375 -0
- scipy/integrate/tests/test_integrate.py +840 -0
- scipy/integrate/tests/test_odeint_jac.py +74 -0
- scipy/integrate/tests/test_quadpack.py +680 -0
- scipy/integrate/tests/test_quadrature.py +730 -0
- scipy/integrate/tests/test_tanhsinh.py +1171 -0
- scipy/integrate/vode.py +15 -0
- scipy/interpolate/__init__.py +228 -0
- scipy/interpolate/_bary_rational.py +715 -0
- scipy/interpolate/_bsplines.py +2469 -0
- scipy/interpolate/_cubic.py +973 -0
- scipy/interpolate/_dfitpack.cp312-win_arm64.lib +0 -0
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- scipy/io/_fast_matrix_market/__init__.py +600 -0
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scipy/odr/_odrpack.py
ADDED
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"""
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Python wrappers for Orthogonal Distance Regression (ODRPACK).
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Notes
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=====
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* Array formats -- FORTRAN stores its arrays in memory column first, i.e., an
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array element A(i, j, k) will be next to A(i+1, j, k). In C and, consequently,
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NumPy, arrays are stored row first: A[i, j, k] is next to A[i, j, k+1]. For
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efficiency and convenience, the input and output arrays of the fitting
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function (and its Jacobians) are passed to FORTRAN without transposition.
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Therefore, where the ODRPACK documentation says that the X array is of shape
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(N, M), it will be passed to the Python function as an array of shape (M, N).
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If M==1, the 1-D case, then nothing matters; if M>1, then your
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Python functions will be dealing with arrays that are indexed in reverse of
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the ODRPACK documentation. No real issue, but watch out for your indexing of
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the Jacobians: the i,jth elements (@f_i/@x_j) evaluated at the nth
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observation will be returned as jacd[j, i, n]. Except for the Jacobians, it
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really is easier to deal with x[0] and x[1] than x[:,0] and x[:,1]. Of course,
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you can always use the transpose() function from SciPy explicitly.
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* Examples -- See the accompanying file test/test.py for examples of how to set
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up fits of your own. Some are taken from the User's Guide; some are from
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other sources.
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* Models -- Some common models are instantiated in the accompanying module
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models.py . Contributions are welcome.
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Credits
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=======
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* Thanks to Arnold Moene and Gerard Vermeulen for fixing some killer bugs.
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Robert Kern
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robert.kern@gmail.com
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"""
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import os
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from threading import Lock
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import numpy as np
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from warnings import warn
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from scipy.odr import __odrpack
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__all__ = ['odr', 'OdrWarning', 'OdrError', 'OdrStop',
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'Data', 'RealData', 'Model', 'Output', 'ODR',
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'odr_error', 'odr_stop']
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odr = __odrpack.odr
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ODR_LOCK = Lock()
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class OdrWarning(UserWarning):
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"""
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Warning indicating that the data passed into
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ODR will cause problems when passed into 'odr'
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that the user should be aware of.
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"""
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pass
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class OdrError(Exception):
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"""
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Exception indicating an error in fitting.
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This is raised by `~scipy.odr.odr` if an error occurs during fitting.
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"""
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pass
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class OdrStop(Exception):
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"""
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Exception stopping fitting.
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You can raise this exception in your objective function to tell
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`~scipy.odr.odr` to stop fitting.
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"""
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pass
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# Backwards compatibility
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odr_error = OdrError
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odr_stop = OdrStop
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__odrpack._set_exceptions(OdrError, OdrStop)
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def _conv(obj, dtype=None):
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""" Convert an object to the preferred form for input to the odr routine.
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"""
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if obj is None:
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return obj
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else:
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if dtype is None:
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obj = np.asarray(obj)
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else:
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obj = np.asarray(obj, dtype)
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if obj.shape == ():
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# Scalar.
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return obj.dtype.type(obj)
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else:
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return obj
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def _report_error(info):
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""" Interprets the return code of the odr routine.
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Parameters
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----------
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info : int
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The return code of the odr routine.
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Returns
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-------
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problems : list(str)
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A list of messages about why the odr() routine stopped.
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"""
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stopreason = ('Blank',
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'Sum of squares convergence',
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'Parameter convergence',
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'Both sum of squares and parameter convergence',
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'Iteration limit reached')[info % 5]
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if info >= 5:
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# questionable results or fatal error
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I = (info//10000 % 10,
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info//1000 % 10,
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info//100 % 10,
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info//10 % 10,
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info % 10)
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problems = []
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if I[0] == 0:
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if I[1] != 0:
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problems.append('Derivatives possibly not correct')
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if I[2] != 0:
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problems.append('Error occurred in callback')
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if I[3] != 0:
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problems.append('Problem is not full rank at solution')
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problems.append(stopreason)
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elif I[0] == 1:
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if I[1] != 0:
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problems.append('N < 1')
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if I[2] != 0:
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problems.append('M < 1')
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if I[3] != 0:
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problems.append('NP < 1 or NP > N')
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if I[4] != 0:
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problems.append('NQ < 1')
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elif I[0] == 2:
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if I[1] != 0:
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problems.append('LDY and/or LDX incorrect')
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if I[2] != 0:
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problems.append('LDWE, LD2WE, LDWD, and/or LD2WD incorrect')
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if I[3] != 0:
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problems.append('LDIFX, LDSTPD, and/or LDSCLD incorrect')
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if I[4] != 0:
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problems.append('LWORK and/or LIWORK too small')
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elif I[0] == 3:
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if I[1] != 0:
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problems.append('STPB and/or STPD incorrect')
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if I[2] != 0:
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+
problems.append('SCLB and/or SCLD incorrect')
|
167
|
+
if I[3] != 0:
|
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+
problems.append('WE incorrect')
|
169
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+
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
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+
|
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|
+
return problems
|
179
|
+
|
180
|
+
else:
|
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|
+
return [stopreason]
|
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+
|
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+
|
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+
class Data:
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+
"""
|
186
|
+
The data to fit.
|
187
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+
|
188
|
+
Parameters
|
189
|
+
----------
|
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|
+
x : array_like
|
191
|
+
Observed data for the independent variable of the regression
|
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|
+
y : array_like, optional
|
193
|
+
If array-like, observed data for the dependent variable of the
|
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|
+
regression. A scalar input implies that the model to be used on
|
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|
+
the data is implicit.
|
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|
+
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
|
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|
+
observation (single-dimensional only).
|
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|
+
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.
|
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|
+
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()
|