medcouple: medcouple.py annotate

annotate medcouple.py @ 37:4fb3b87b8610

Add GPL'ed header

author	Jordi Gutiérrez Hermoso <jordigh@octave.org>
date	Mon, 06 Apr 2015 08:43:43 -0400
parents	9a531463663e
children	2493b21d7d8b

rev	line source
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	1 #!/usr/bin/python
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	2
37 4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	3 # medcouple.py ---
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	4
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	5 # Copyright © 2015 Jordi Gutiérrez Hermoso <jordigh@octave.org>
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	6
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	7 # Author: Jordi Gutiérrez Hermoso
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	8
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	9 # This program is free software; you can redistribute it and/or
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	10 # modify it under the terms of the GNU General Public License
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	11 # as published by the Free Software Foundation; either version 3
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	12 # of the License, or (at your option) any later version.
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	13
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	14 # This program is distributed in the hope that it will be useful,
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	15 # but WITHOUT ANY WARRANTY; without even the implied warranty of
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	16 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	17 # GNU General Public License for more details.
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	18
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	19 # You should have received a copy of the GNU General Public License
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	20 # along with this program. If not, see <http://www.gnu.org/licenses/>.
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	21
4fb3b87b8610 Add GPL'ed header Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 33 diff changeset	22
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	23 import random
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	24
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	25 from itertools import tee, izip
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	26
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	27 def wmedian(A, W):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	28 """This computes the weighted median of array A with corresponding
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	29 weights W.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	30 """
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	31
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	32 AW = zip(A, W)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	33 n = len(AW)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	34
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	35 wtot = sum(W)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	36
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	37 beg = 0
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	38 end = n - 1
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	39
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	40 while True:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	41 mid = (beg + end)//2
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	42
31 1a2bb52722c2 pymedcouple: replace slow Python partsort with faster built-in full sort Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 24 diff changeset	43 AW = sorted(AW, key = lambda x: x[0]) # A partial sort would suffice here
1a2bb52722c2 pymedcouple: replace slow Python partsort with faster built-in full sort Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 24 diff changeset	44
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	45 trial = AW[mid][0]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	46
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	47 wleft = wright = 0
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	48 for (a, w) in AW:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	49 if a < trial:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	50 wleft += w
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	51 else:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	52 # This also includes a == trial, i.e. the "middle"
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	53 # weight.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	54 wright += w
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	55
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	56 if 2*wleft > wtot:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	57 end = mid
21 d63e763f8ac1 wmedian: don't infinite loop if wleft == wright Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 20 diff changeset	58 elif 2*wright < wtot:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	59 beg = mid
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	60 else:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	61 return trial
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	62
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	63
10 3d145bcc8694 Remove more debug code Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 9 diff changeset	64 def medcouple_1d(X, eps1 = 2-52, eps2 = 2-1022):
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	65 """Calculates the medcouple robust measure of skewness.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	66
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	67 Parameters
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	68 ----------
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	69 y : array-like, 1-d
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	70
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	71 Returns
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	72 -------
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	73 mc : float
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	74 The medcouple statistic
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	75
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	76 .. [1] G. Brys, M. Hubert, and A. Struyf "A Robust Measure of
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	77 Skewness." Journal of Computational and Graphical Statistics, Vol.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	78 13, No. 4 (Dec., 2004), pp. 996- 1017
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	79
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	80 .. [2] D. B. Johnson and T. Mizoguchi "Selecting the Kth Element
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	81 in $X + Y$ and $X_1 + X_2 + \cdots X_m$". SIAM Journal of
9 e6bcaf38edaa Fix citation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 8 diff changeset	82 Computing, Vol. 7, No. 2 (May 1978), pp. 147-53.
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	83
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	84 """
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	85 # FIXME: Figure out what to do about NaNs.
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	86
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	87 n = len(X)
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	88 n2 = (n - 1)//2
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	89
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	90 if n < 3:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	91 return 0
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	92
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	93 Z = sorted(X, reverse=True)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	94
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	95 if n % 2 == 1:
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	96 Zmed = Z[n2]
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	97 else:
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	98 Zmed = (Z[n2] + Z[n2 + 1])/2
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	99
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	100 #Check if the median is at the edges up to relative epsilon
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	101 if abs(Z[0] - Zmed) < eps1*(eps1 + abs(Zmed)):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	102 return -1.0
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	103 if abs(Z[-1] - Zmed) < eps1*(eps1 + abs(Zmed)):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	104 return 1.0
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	105
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	106 # Centre Z wrt median, so that median(Z) = 0.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	107 Z = [z - Zmed for z in Z]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	108
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	109 # Scale inside [-0.5, 0.5], for greater numerical stability.
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	110 Zden = 2*max(Z[0], -Z[-1])
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	111 Z = [z/Zden for z in Z]
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	112 Zmed /= Zden
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	113
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	114 Zeps = eps1*(eps1 + abs(Zmed))
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	115
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	116 # These overlap on the entries that are tied with the median
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	117 Zplus = [z for z in Z if z >= -Zeps]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	118 Zminus = [z for z in Z if Zeps >= z]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	119
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	120 n_plus = len(Zplus)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	121 n_minus = len(Zminus)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	122
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	123
10 3d145bcc8694 Remove more debug code Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 9 diff changeset	124 def h_kern(i, j):
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	125 """Kernel function h for the medcouple, closing over the values of
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	126 Zplus and Zminus just defined above.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	127
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	128 In case a and be are within epsilon of the median, the kernel
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	129 is the signum of their position.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	130
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	131 """
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	132 a = Zplus[i]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	133 b = Zminus[j]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	134
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	135 if abs(a - b) <= 2*eps2:
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	136 h = signum(n_plus - 1 - i - j)
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	137 else:
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	138 h = (a + b)/(a - b)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	139
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	140 return h
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	141
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	142 # Init left and right borders
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	143 L = [0]*n_plus
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	144 R = [n_minus - 1]*n_plus
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	145
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	146 Ltot = 0
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	147 Rtot = n_minus*n_plus
22 f5b4a2ab6204 medcouple_1d: modify the definition of medc_idx to match R's definition Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 21 diff changeset	148 medc_idx = Rtot//2
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	149
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	150 # kth pair algorithm (Johnson & Mizoguchi)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	151 while Rtot - Ltot > n_plus:
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	152
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	153 # First, compute the median inside the given bounds
6 e3b1dcc51e6a Fix tee usage Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 5 diff changeset	154 # (Be stingy, reuse same generator)
e3b1dcc51e6a Fix tee usage Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 5 diff changeset	155 [I1, I2] = tee(i for i in xrange(0, n_plus) if L[i] <= R[i])
e3b1dcc51e6a Fix tee usage Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 5 diff changeset	156
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	157 A = [h_kern(i, (L[i] + R[i])//2) for i in I1]
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	158 W = [R[i] - L[i] + 1 for i in I2]
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	159 Am = wmedian(A, W)
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	160
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	161 Am_eps = eps1*(eps1 + abs(Am))
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	162
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	163 # Compute new left and right boundaries, based on the weighted
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	164 # median
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	165 P = []
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	166 Q = []
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	167
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	168 j = 0
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	169 for i in xrange(n_plus - 1, -1, -1):
20 8e02346789b2 Fix off by one error in P computation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 13 diff changeset	170 while j < n_minus and h_kern(i, j) - Am > Am_eps:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	171 j += 1
12 c81f6d263897 Spaces around plus and minus Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 11 diff changeset	172 P.append(j - 1)
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	173
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	174 P.reverse()
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	175
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	176 j = n_minus - 1
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	177 for i in xrange(0, n_plus):
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	178 while j >= 0 and h_kern(i, j) - Am < -Am_eps:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	179 j -= 1
12 c81f6d263897 Spaces around plus and minus Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 11 diff changeset	180 Q.append(j + 1)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	181
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	182 # Check on which side of those bounds the desired median of
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	183 # the whole matrix may be.
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	184 sumP = sum(P) + len(P)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	185 sumQ = sum(Q)
11 4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	186
4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	187 if medc_idx <= sumP - 1:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	188 R = P
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	189 Rtot = sumP
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	190 else:
11 4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	191 if medc_idx > sumQ - 1:
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	192 L = Q
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	193 Ltot = sumQ
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	194 else:
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	195 return Am
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	196
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	197 # Didn't find the median, but now we have a very small search
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	198 # space to find it in, just between the left and right boundaries.
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	199 # This space is of size Rtot - Ltot which is <= n_plus
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	200 A = []
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	201 for (i, (l, r)) in enumerate(izip(L, R)):
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	202 for j in xrange(l, r + 1):
10 3d145bcc8694 Remove more debug code Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 9 diff changeset	203 A.append(h_kern(i, j))
31 1a2bb52722c2 pymedcouple: replace slow Python partsort with faster built-in full sort Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 24 diff changeset	204
1a2bb52722c2 pymedcouple: replace slow Python partsort with faster built-in full sort Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 24 diff changeset	205 A.sort() # A partial sort would suffice here
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	206 A.reverse()
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	207
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	208 Am = A[medc_idx - Ltot]
11 4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	209
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	210 return Am
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	211
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	212
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	213 def signum(x):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	214 if x > 0:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	215 return 1
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	216 if x < 0:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	217 return -1
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	218 else:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	219 return 0
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	220
8 b3e878bb793d Remove debug statements Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 7 diff changeset	221
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	222 def main():
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	223 import sys
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	224 fname = sys.argv[1]
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	225 with open(fname) as f:
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	226 data = [float(x) for x in f.readlines() if x.strip() != ""]
8 b3e878bb793d Remove debug statements Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 7 diff changeset	227
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	228 print "%.16g" % medcouple_1d(data)
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	229
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	230 if __name__ == "__main__":
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	231 main()

Mercurial > hg > medcouple

annotate medcouple.py @ 37:4fb3b87b8610