56 lines
1.3 KiB
Python
56 lines
1.3 KiB
Python
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#### Convenience Functions to be moved to kerneltools ####
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import numpy as np
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def forrt(X, m=None):
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"""
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RFFT with order like Munro (1976) FORTT routine.
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"""
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if m is None:
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m = len(X)
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y = np.fft.rfft(X, m) / m
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return np.r_[y.real, y[1:-1].imag]
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def revrt(X, m=None):
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"""
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Inverse of forrt. Equivalent to Munro (1976) REVRT routine.
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"""
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if m is None:
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m = len(X)
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i = int(m // 2 + 1)
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y = X[:i] + np.r_[0, X[i:], 0] * 1j
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return np.fft.irfft(y)*m
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def silverman_transform(bw, M, RANGE):
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"""
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FFT of Gaussian kernel following to Silverman AS 176.
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Notes
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-----
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Underflow is intentional as a dampener.
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"""
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J = np.arange(M/2+1)
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FAC1 = 2*(np.pi*bw/RANGE)**2
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JFAC = J**2*FAC1
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BC = 1 - 1. / 3 * (J * 1./M*np.pi)**2
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FAC = np.exp(-JFAC)/BC
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kern_est = np.r_[FAC, FAC[1:-1]]
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return kern_est
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def counts(x, v):
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"""
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Counts the number of elements of x that fall within the grid points v
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Notes
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-----
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Using np.digitize and np.bincount
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"""
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idx = np.digitize(x, v)
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try: # numpy 1.6
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return np.bincount(idx, minlength=len(v))
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except:
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bc = np.bincount(idx)
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return np.r_[bc, np.zeros(len(v) - len(bc))]
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def kdesum(x, axis=0):
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return np.asarray([np.sum(x[i] - x, axis) for i in range(len(x))])
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