medcouple: pymedcouple annotate

annotate pymedcouple @ 24:cd3094a08e03

Remove unused numpy import

author	Jordi Gutiérrez Hermoso <jordigh@octave.org>
date	Sat, 17 Jan 2015 20:05:24 -0500
parents	29a178b23219
children	1a2bb52722c2

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
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	3 import random
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	4
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	5 from itertools import tee, izip
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	6
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	7
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	8 def partsort(L, n):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	9 """This is a partial sort of the weighted list L = [(a,w) for a in A,
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	10 w in W], so that the element at position n is in the correct spot.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	11 Also known as quickselect. The elements of W are ignored for the
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	12 purposes of this partial sort.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	13 """
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	14
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	15 beg = 0
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	16 end = len(L)
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	17
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	18 while True:
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	19 pivot = random.randint(beg, end - 1)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	20 pivotval = L[pivot][0]
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	21 L[pivot], L[end - 1] = L[end - 1], L[pivot]
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	22
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	23 idx = beg
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	24 for i in xrange(beg, end):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	25 if L[i][0] < pivotval:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	26 L[idx], L[i] = L[i], L[idx]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	27 idx += 1
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	28
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	29 L[idx], L[end-1] = L[end-1], L[idx]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	30
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	31 if idx == n:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	32 return L[idx]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	33 elif idx < n:
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	34 beg = idx + 1
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	35 else:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	36 end = idx
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	37
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	38
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	39 def wmedian(A, W):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	40 """This computes the weighted median of array A with corresponding
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	41 weights W.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	42 """
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	43
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	44 AW = zip(A, W)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	45 n = len(AW)
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 wtot = sum(W)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	48
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	49 beg = 0
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	50 end = n - 1
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	51
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	52 while True:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	53 mid = (beg + end)//2
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	54
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	55 partsort(AW, mid)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	56 trial = AW[mid][0]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	57
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	58 wleft = wright = 0
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	59 for (a, w) in AW:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	60 if a < trial:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	61 wleft += w
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	62 else:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	63 # This also includes a == trial, i.e. the "middle"
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	64 # weight.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	65 wright += w
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 if 2*wleft > wtot:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	68 end = mid
21 d63e763f8ac1 wmedian: don't infinite loop if wleft == wright Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 20 diff changeset	69 elif 2*wright < wtot:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	70 beg = mid
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	71 else:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	72 return trial
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	73
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	74
10 3d145bcc8694 Remove more debug code Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 9 diff changeset	75 def medcouple_1d(X, eps1 = 2-52, eps2 = 2-1022):
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	76 """Calculates the medcouple robust measure of skewness.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	77
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	78 Parameters
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 y : array-like, 1-d
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	81
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	82 Returns
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 mc : float
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	85 The medcouple statistic
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 .. [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	88 Skewness." Journal of Computational and Graphical Statistics, Vol.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	89 13, No. 4 (Dec., 2004), pp. 996- 1017
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	90
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	91 .. [2] D. B. Johnson and T. Mizoguchi "Selecting the Kth Element
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	92 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	93 Computing, Vol. 7, No. 2 (May 1978), pp. 147-53.
4 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 """
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	96 # FIXME: Figure out what to do about NaNs.
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	97
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	98 n = len(X)
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	99 n2 = (n - 1)//2
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	100
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	101 if n < 3:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	102 return 0
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	103
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	104 Z = sorted(X, reverse=True)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	105
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	106 if n % 2 == 1:
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	107 Zmed = Z[n2]
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	108 else:
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	109 Zmed = (Z[n2] + Z[n2 + 1])/2
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	110
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	111 #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	112 if abs(Z[0] - Zmed) < eps1*(eps1 + abs(Zmed)):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	113 return -1.0
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	114 if abs(Z[-1] - Zmed) < eps1*(eps1 + abs(Zmed)):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	115 return 1.0
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	116
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	117 # Centre Z wrt median, so that median(Z) = 0.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	118 Z = [z - Zmed for z in 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 # Scale inside [-0.5, 0.5], for greater numerical stability.
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	121 Zden = 2*max(Z[0], -Z[-1])
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	122 Z = [z/Zden for z in Z]
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	123 Zmed /= Zden
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	124
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	125 Zeps = eps1*(eps1 + abs(Zmed))
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	126
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	127 # These overlap on the entries that are tied with the median
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	128 Zplus = [z for z in Z if z >= -Zeps]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	129 Zminus = [z for z in Z if Zeps >= z]
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 n_plus = len(Zplus)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	132 n_minus = len(Zminus)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	133
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	134
10 3d145bcc8694 Remove more debug code Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 9 diff changeset	135 def h_kern(i, j):
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	136 """Kernel function h for the medcouple, closing over the values of
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	137 Zplus and Zminus just defined above.
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	138
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	139 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	140 is the signum of their position.
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 """
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	143 a = Zplus[i]
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	144 b = Zminus[j]
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 if abs(a - b) <= 2*eps2:
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	147 h = signum(n_plus - 1 - i - j)
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	148 else:
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	149 h = (a + b)/(a - b)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	150
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	151 return h
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	152
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	153 # Init left and right borders
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	154 L = [0]*n_plus
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	155 R = [n_minus - 1]*n_plus
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	156
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	157 Ltot = 0
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	158 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	159 medc_idx = Rtot//2
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	160
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	161 # kth pair algorithm (Johnson & Mizoguchi)
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	162 while Rtot - Ltot > n_plus:
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	163
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	164 # First, compute the median inside the given bounds
6 e3b1dcc51e6a Fix tee usage Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 5 diff changeset	165 # (Be stingy, reuse same generator)
e3b1dcc51e6a Fix tee usage Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 5 diff changeset	166 [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	167
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	168 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	169 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	170 Am = wmedian(A, W)
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	171
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	172 Am_eps = eps1*(eps1 + abs(Am))
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	173
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	174 # Compute new left and right boundaries, based on the weighted
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	175 # median
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	176 P = []
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	177 Q = []
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	178
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	179 j = 0
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	180 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	181 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	182 j += 1
12 c81f6d263897 Spaces around plus and minus Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 11 diff changeset	183 P.append(j - 1)
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	184
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	185 P.reverse()
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	186
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	187 j = n_minus - 1
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	188 for i in xrange(0, n_plus):
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	189 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	190 j -= 1
12 c81f6d263897 Spaces around plus and minus Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 11 diff changeset	191 Q.append(j + 1)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	192
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	193 # Check on which side of those bounds the desired median of
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	194 # the whole matrix may be.
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	195 sumP = sum(P) + len(P)
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	196 sumQ = sum(Q)
11 4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	197
4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	198 if medc_idx <= sumP - 1:
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	199 R = P
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	200 Rtot = sumP
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	201 else:
11 4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	202 if medc_idx > sumQ - 1:
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	203 L = Q
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	204 Ltot = sumQ
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	205 else:
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	206 return Am
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	207
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	208 # 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	209 # space to find it in, just between the left and right boundaries.
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	210 # This space is of size Rtot - Ltot which is <= n_plus
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	211 A = []
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	212 for (i, (l, r)) in enumerate(izip(L, R)):
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	213 for j in xrange(l, r + 1):
10 3d145bcc8694 Remove more debug code Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 9 diff changeset	214 A.append(h_kern(i, j))
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	215 A.sort()
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	216 A.reverse()
6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	217
23 29a178b23219 Whitespace style fixes Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 22 diff changeset	218 Am = A[medc_idx - Ltot]
11 4c7d7ff28a0e Rename mid_idx to medc_idx Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 10 diff changeset	219
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	220 return Am
13 077261db7a58 Whitespace cleanup Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 12 diff changeset	221
4 74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	222
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	223 def signum(x):
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	224 if x > 0:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	225 return 1
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	226 if x < 0:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	227 return -1
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	228 else:
74d0d08dbc95 Add Python implementation Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: diff changeset	229 return 0
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	230
8 b3e878bb793d Remove debug statements Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 7 diff changeset	231
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	232 def main():
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	233 import sys
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	234 fname = sys.argv[1]
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	235 with open(fname) as f:
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	236 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	237
7 6c7c7dc9d8ef hairball Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 6 diff changeset	238 print "%.16g" % medcouple_1d(data)
5 cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	239
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	240 if __name__ == "__main__":
cbe17f888c79 Make it executable Jordi Gutiérrez Hermoso <jordigh@octave.org> parents: 4 diff changeset	241 main()

Mercurial > hg > medcouple

annotate pymedcouple @ 24:cd3094a08e03