AIM-PIbd-32-Kurbanova-A-A/aimenv/Lib/site-packages/statsmodels/nonparametric/kdetools.py
2024-10-02 22:15:59 +04:00

56 lines
1.3 KiB
Python

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