Strange behaviour with Gaussian random distribution - python

I'm running a bit of code whose purpose is to take a list/array of floats and an associated list/array of the same length acting as an "error" and shuffle the first list around according to a Gaussian distribution.
This is a MWE of the code:
import random
import numpy as np
def random_data(N, a, b):
# Generate some random data.
return np.random.uniform(a, b, N).tolist()
# Obtain values for x.
x = random_data(100, 0., 1.)
# Obtain error/sigma values for x.
x_sigma = random_data(100, 0., 0.2)
# Generate new x values shuffling each float around a
# Gaussian distribution with a given sigma.
x_gauss = random.gauss(np.array(x), np.array(x_sigma))
print x-x_gauss
What I find is that the result of doing x-x_gauss is a list of floats that is always either positive or negative. This means the random.gauss call is always assigning either a larger new value for each float in x or a smaller one for all values in x.
I would expect the random.gauss call to shuffle the floats in x around its values both to the right and to the left, since this is a random process.
Why is this not happening? Am I understanding something wrong about the process?

This is the definition of random.gauss:
def gauss(self, mu, sigma):
random = self.random
z = self.gauss_next
self.gauss_next = None
if z is None:
x2pi = random() * TWOPI
g2rad = _sqrt(-2.0 * _log(1.0 - random()))
z = _cos(x2pi) * g2rad
self.gauss_next = _sin(x2pi) * g2rad
return mu + z*sigma
Notice that is is generating one value for z, and returning mu + z*sigma.
Since mu and sigma are numpy arrays, this calculation is being done element-wise. Since sigma is positive, the shift z*sigma is either always positive or negative, depending on the sign of z
If you are using NumPy, unless there is a specific reason to do otherwise, I would use the np.random module to generate these values. It would be quicker than using a Python loop with calls to random.gauss:
import numpy as np
N = 100
x = np.random.uniform(0., 1., size=N)
x_sigma = np.random.uniform(0., 0.2, size=N)
z = np.random.normal(0, 1, size=N)
x_gauss = x + z*x_sigma
print x-x_gauss

Related

Finite difference approximations in python

I am trying to calculate the derivative of a function at x = 0, but I keep getting odd answers with all functions I have tried. For example with f(x)=x**2 I get the derivative to be 2 at all points. My finite difference coefficients are correct, it is second order accurate for the second derivative with respect to x.
from numpy import *
from matplotlib.pyplot import *
def f1(x):
return x**2
n = 100 # grid points
x = zeros(n+1,dtype=float) # array to store values of x
step = 0.02/float(n) # step size
f = zeros(n+1,dtype=float) # array to store values of f
df = zeros(n+1,dtype=float) # array to store values of calulated derivative
for i in range(0,n+1): # adds values to arrays for x and f(x)
x[i] = -0.01 + float(i)*step
f[i] = f1(x[i])
# have to calculate end points seperately using one sided form
df[0] = (f[2]-2*f[1]+f[0])/step**2
df[1] = (f[3]-2*f[2]+f[1])/step**2
df[n-1] = (f[n-1]-2*f[n-2]+f[n-3])/step**2
df[n] = (f[n]-2*f[n-1]+f[n-2])/step**2
for i in range(2,n-1): # add values to array for derivative
df[i] = (f[i+1]-2*f[i]+f[i-1])/step**2
print df # returns an array full of 2...
The second derivative of x^2 is the constant 2, and you use the central difference quotient for the second derivative, as you can also see by the square in the denominator. Your result is absolutely correct, your code does exactly what you told it to do.
To get the first derivative with a symmetric difference quotient, use
df[i] = ( f[i+1] - f[i-1] ) / ( 2*step )
first order derivative at point x of function f1 (for the case f1(x)=x^2) can be obtained:
def f1(x):
return (x**2)
def derivative (f, x, step=0.0000000000001):
return ((f(x+step)-f(x))/step)
hope that helps

Solving an ordinary differential equation on a fixed grid (preferably in python)

I have a differential equation of the form
dy(x)/dx = f(y,x)
that I would like to solve for y.
I have an array xs containing all of the values of x for which I need ys.
For only those values of x, I can evaluate f(y,x) for any y.
How can I solve for ys, preferably in python?
MWE
import numpy as np
# these are the only x values that are legal
xs = np.array([0.15, 0.383, 0.99, 1.0001])
# some made up function --- I don't actually have an analytic form like this
def f(y, x):
if not np.any(np.isclose(x, xs)):
return np.nan
return np.sin(y + x**2)
# now I want to know which array of ys satisfies dy(x)/dx = f(y,x)
Assuming you can use something simple like Forward Euler...
Numerical solutions will rely on approximate solutions at previous times. So if you want a solution at t = 1 it is likely you will need the approximate solution at t<1.
My advice is to figure out what step size will allow you to hit the times you need, and then find the approximate solution on an interval containing those times.
import numpy as np
#from your example, smallest step size required to hit all would be 0.0001.
a = 0 #start point
b = 1.5 #possible end point
h = 0.0001
N = float(b-a)/h
y = np.zeros(n)
t = np.linspace(a,b,n)
y[0] = 0.1 #initial condition here
for i in range(1,n):
y[i] = y[i-1] + h*f(t[i-1],y[i-1])
Alternatively, you could use an adaptive step method (which I am not prepared to explain right now) to take larger steps between the times you need.
Or, you could find an approximate solution over an interval using a coarser mesh and interpolate the solution.
Any of these should work.
I think you should first solve ODE on a regular grid, and then interpolate solution on your fixed grid. The approximate code for your problem
import numpy as np
from scipy.integrate import odeint
from scipy import interpolate
xs = np.array([0.15, 0.383, 0.99, 1.0001])
# dy/dx = f(x,y)
def dy_dx(y, x):
return np.sin(y + x ** 2)
y0 = 0.0 # init condition
x = np.linspace(0, 10, 200)# here you can control an accuracy
sol = odeint(dy_dx, y0, x)
f = interpolate.interp1d(x, np.ravel(sol))
ys = f(xs)
But dy_dx(y, x) should always return something reasonable (not np.none).
Here is the drawing for this case

Specify the shift for numpy.correlate

I wonder if there is a possibility to specify the shift expressed by k variable for the cross-correlation of two 1D arrays. Because with the numpy.correlate function and its mode parameter set to 'full' I will get cross-correlate coefficients for each k shift for whole length of the taken array (assuming that both arrays are the same size). Let me show you what I mean exactly on below example:
import numpy as np
# Define signal 1.
signal_1 = np.array([1, 2 ,3])
# Define signal 2.
signal_2 = np.array([1, 2, 3])
# Other definitions.
Xi = signal_1
Yi = signal_2
N = np.size(Xi)
k = 3
Xs = np.average(Xi)
Ys = np.average(Yi)
# Cross-covariance coefficient function.
def crossCovariance(Xi, Yi, N, k, Xs, Ys, forCorrelation = False):
autoCov = 0
for i in np.arange(0, N-k):
autoCov += ((Xi[i+k])-Xs)*(Yi[i]-Ys)
if forCorrelation == True:
return autoCov/N
else:
return (1/(N-1))*autoCov
# Expected value function.
def E(X, P):
expectedValue = 0
for i in np.arange(0, np.size(X)):
expectedValue += X[i] * (P[i] / np.size(X))
return expectedValue
# Cross-correlation coefficient function.
def crossCorrelation(Xi, Yi, k):
# Calculate the covariance coefficient.
cov = crossCovariance(Xi, Yi, N, k, Xs, Ys, forCorrelation = True)
# Calculate standard deviations.
EX = E(Xi, np.ones(np.size(Xi)))
SDX = (E((Xi - EX) ** 2, np.ones(np.size(Xi)))) ** (1/2)
EY = E(Yi, np.ones(np.size(Yi)))
SDY = (E((Yi - EY) ** 2, np.ones(np.size(Yi)))) ** (1/2)
# Calculate correlation coefficient.
return cov / (SDX * SDY)
# Express cross-covariance or cross-correlation function in a form of a 1D vector.
def array(k, norm = True):
# If norm = True, return array of autocorrelation coefficients.
# If norm = False, return array of autocovariance coefficients.
vector = np.array([])
shifts = np.abs(np.arange(-k, k+1, 1))
for i in shifts:
if norm == True:
vector = np.append(crossCorrelation(Xi, Yi, i), vector)
else:
vector = np.append(crossCovariance(Xi, Yi, N, i, Xs, Ys), vector)
return vector
In my example, calling the method array(k, norm = True) for different values of k will give resuslt as I shown below:
k = 3, [ 0. -0.5 0. 1. 0. -0.5 0. ]
k = 2, [-0.5 0. 1. 0. -0.5]
k = 1, [ 0. 1. 0.]
k = 0, [ 1.]
My approach is good for the learning purposes but I need to move to the native numpy functions in order to speed up my analysis. How one could specify the k shift value while using the native numpy.correlate function? PS k parameter specify the "time" shift between two arrays. Thank you in advance.
Whilst I'm not aware of any built-in function for computing the cross-correlation for a particular range of signal lags, you can speed your version up a lot by vectorization, i.e. performing operations on arrays rather than single elements in an array.
This version uses only a single Python loop over the lags:
import numpy as np
def xcorr(x, y, k, normalize=True):
n = x.shape[0]
# initialize the output array
out = np.empty((2 * k) + 1, dtype=np.double)
lags = np.arange(-k, k + 1)
# pre-compute E(x), E(y)
mu_x = x.mean()
mu_y = y.mean()
# loop over lags
for ii, lag in enumerate(lags):
# use slice indexing to get 'shifted' views of the two input signals
if lag < 0:
xi = x[:lag]
yi = y[-lag:]
elif lag > 0:
xi = x[:-lag]
yi = y[lag:]
else:
xi = x
yi = y
# x - mu_x; y - mu_y
xdiff = xi - mu_x
ydiff = yi - mu_y
# E[(x - mu_x) * (y - mu_y)]
out[ii] = xdiff.dot(ydiff) / n
# NB: xdiff.dot(ydiff) == (xdiff * ydiff).sum()
if normalize:
# E[(x - mu_x) * (y - mu_y)] / (sigma_x * sigma_y)
out /= np.std(x) * np.std(y)
return lags, out
Some more general points of advice:
As I mentioned in the comments, you should try to give your functions names that are informative, and that aren't likely to conflict with other things in your namespace (e.g. array vs np.array).
It's much better to make your functions self-contained. In your version, N, k, Xs and Ys are defined outside the main function. In this situation you might accidentally modify or overwrite one of these variables, and it can get tricky to debug errors caused by this sort of thing.
Appending to numpy arrays (e.g. using np.append or np.concatenate) is slow, so avoid it whenever you can. If, as in this case, you know the size of the output ahead of time, it's much faster to pre-allocate the output array (e.g. using np.empty or np.zeros), then fill in the elements. If you absolutely have to do concatenation, it's often faster to append to a normal Python list, then convert it to a numpy array at the end.
It's available by specifying maxlags:
import matplotlib.pyplot as plt
xcorr = plt.xcorr(signal_1, signal_2, maxlags=1)
Documentation can be found here. This implementation is based on np.correlate.

Python: Repetition of 2-d random walk simulation

I'm simulating a 2-dimensional random walk, with direction 0 < θ < 2π and T=1000 steps. I already have:
a=np.zeros((1000,2), dtype=np.float)
def randwalk(x,y):
theta=2*math.pi*rd.rand() # Theta is a random angle between 0 and 2pi
x+=math.cos(theta); # Since spatial unit = 1
y+=math.sin(theta); # Since spatial unit = 1
return (x,y)
x, y = 0., 0.
for i in range(1000):
x, y = randwalk(x,y)
a[i,:] = x, y
This generates a single walk, and stores all intermediate coordinates in the numpy array a. How can I edit my code to repeat the walk 12 times (using a new random seed every time) and then save each run in a separate text file? Do I need a while loop within my randwalk function?
Guess:
rwalkrepeat = []
for _ in range(12):
a=np.zeros((1000,2), dtype=np.float)
x, y = 0., 0.
for i in range(1000):
x, y = randwalk(x,y)
a[i,:] = x, y
rwalkrepeat.append(a)
print rwalkrepeat
You don't need any explicit loops. The entire solution can be vectorized (untested):
nsteps = 1000
nwalks = 12
theta = 2 * np.pi * np.random.rand(nwalks, nsteps - 1)
xy = np.dstack((np.cos(theta), np.sin(theta)))
a = np.hstack((np.zeros((nwalks, 1, 2)), np.cumsum(xy, axis=1)))
An approach to this which sticks with the general form of your code is:
import numpy as np
import matplotlib.pyplot as plt
import random as rd
import math
a=np.zeros((1000,2), dtype=np.float)
def randwalk(x,y):
theta=2*math.pi*rd.random()
x+=math.cos(theta);
y+=math.sin(theta);
return (x,y)
fn_base = "my_random_walk_%i.txt"
for j in range(12):
rd.seed(j)
x, y = 0., 0.
for i in range(1000):
x, y = randwalk(x,y)
a[i,:] = x, y
fn = fn_base % j
np.savetxt(fn, a)
For the basic calculation, panda-34's and NPE's answers are also good, and take advantage of numpy's vectorization.
Here I used seed(j) to explicitly set the seed the random numbers. The advantage of this is that each result will be repeatable as long as the seed is the same, even if, say, they are not run in sequence, or you change the array length, etc. This isn't necessary though if one didn't want repeatable runs -- then random would just seed from the time and all random number throughout all runs would be different.
Explanation for file names: since OP requested saving each of multiple runs to different files, I thought it would be good to have numbered files, eg, here my_random_walk_0.txt, my_random_walk_1.txt, etc. In my example I used the name fn_base as a variable to hold the general format of the filename, so that, say, the code fn = fn_base % 17 would set fn equal to my_random_walk_17.txt (this is a bit old school for python, read about "string formatting" in python for more).
If you use numpy, why aren't you using numpy?
I'd do it this way:
n_moves = 1000
a = np.zeros((n_moves, 2))
for i in range(12):
thetas = (2*np.pi) * np.random.rand(n_moves-1)
a[1:,0] = np.cos(thetas)
a[1:,1] = np.sin(thetas)
a = np.add.accumulate(a, 0)

Failure of non linear fit to sine curve

I've been trying to fit the amplitude, frequency and phase of a sine curve given some generated two dimensional toy data. (Code at the end)
To get estimates for the three parameters, I first perform an FFT. I use the values from the FFT as initial guesses for the actual frequency and phase and then fit for them (row by row). I wrote my code such that I input which bin of the FFT I want the frequency to be in, so I can check if the fitting is working well. But there's some pretty strange behaviour. If my input bin is say 3.1 (a non integral bin, so the FFT won't give me the right frequency) then the fit works wonderfully. But if the input bin is 3 (so the FFT outputs the exact frequency) then my fit fails, and I'm trying to understand why.
Here's the output when I give the input bins (in the X and Y direction) as 3.0 and 2.1 respectively:
(The plot on the right is data - fit)
Here's the output when I give the input bins as 3.0 and 2.0:
Question: Why does the non linear fit fail when I input the exact frequency of the curve?
Code:
#! /usr/bin/python
# For the purposes of this code, it's easier to think of the X-Y axes as transposed,
# so the X axis is vertical and the Y axis is horizontal
import numpy as np
import matplotlib.pyplot as plt
import scipy.optimize as optimize
import itertools
import sys
PI = np.pi
# Function which accepts paramters to define a sin curve
# Used for the non linear fit
def sineFit(t, a, f, p):
return a * np.sin(2.0 * PI * f*t + p)
xSize = 18
ySize = 60
npt = xSize * ySize
# Get frequency bin from user input
xFreq = float(sys.argv[1])
yFreq = float(sys.argv[2])
xPeriod = xSize/xFreq
yPeriod = ySize/yFreq
# arrays should be defined here
# Generate the 2D sine curve
for jj in range (0, xSize):
for ii in range(0, ySize):
sineGen[jj, ii] = np.cos(2.0*PI*(ii/xPeriod + jj/yPeriod))
# Compute 2dim FFT as well as freq bins along each axis
fftData = np.fft.fft2(sineGen)
fftMean = np.mean(fftData)
fftRMS = np.std(fftData)
xFreqArr = np.fft.fftfreq(fftData.shape[1]) # Frequency bins along x
yFreqArr = np.fft.fftfreq(fftData.shape[0]) # Frequency bins along y
# Find peak of FFT, and position of peak
maxVal = np.amax(np.abs(fftData))
maxPos = np.where(np.abs(fftData) == maxVal)
# Iterate through peaks in the FFT
# For this example, number of loops will always be only one
prevPhase = -1000
for col, row in itertools.izip(maxPos[0], maxPos[1]):
# Initial guesses for fit parameters from FFT
init_phase = np.angle(fftData[col,row])
init_amp = 2.0 * maxVal/npt
init_freqY = yFreqArr[col]
init_freqX = xFreqArr[row]
cntr = 0
if prevPhase == -1000:
prevPhase = init_phase
guess = [init_amp, init_freqX, prevPhase]
# Fit each row of the 2D sine curve independently
for rr in sineGen:
(amp, freq, phs), pcov = optimize.curve_fit(sineFit, xDat, rr, guess)
# xDat is an linspace array, containing a list of numbers from 0 to xSize-1
# Subtract fit from original data and plot
fitData = sineFit(xDat, amp, freq, phs)
sub1 = rr - fitData
# Plot
fig1 = plt.figure()
ax1 = fig1.add_subplot(121)
p1, = ax1.plot(rr, 'g')
p2, = ax1.plot(fitData, 'b')
plt.legend([p1,p2], ["data", "fit"])
ax2 = fig1.add_subplot(122)
p3, = ax2.plot(sub1)
plt.legend([p3], ['residual1'])
fig1.tight_layout()
plt.show()
cntr += 1
prevPhase = phs # Update guess for phase of sine curve
I've tried to distill the important parts of your question into this answer.
First of all, try fitting a single block of data, not an array. Once you are confident that your model is sufficient you can move on.
Your fit is only going to be as good as your model, if you move on to something not "sine"-like you'll need to adjust accordingly.
Fitting is an "art", in that the initial conditions can greatly change the convergence of the error function. In addition there may be more than one minima in your fits, so you often have to worry about the uniqueness of your proposed solution.
While you were on the right track with your FFT idea, I think your implementation wasn't quite correct. The code below should be a great toy system. It generates random data of the type f(x) = a0*sin(a1*x+a2). Sometimes a random initial guess will work, sometimes it will fail spectacularly. However, using the FFT guess for the frequency the convergence should always work for this system. An example output:
import numpy as np
import pylab as plt
import scipy.optimize as optimize
# This is your target function
def sineFit(t, (a, f, p)):
return a * np.sin(2.0*np.pi*f*t + p)
# This is our "error" function
def err_func(p0, X, Y, target_function):
err = ((Y - target_function(X, p0))**2).sum()
return err
# Try out different parameters, sometimes the random guess works
# sometimes it fails. The FFT solution should always work for this problem
inital_args = np.random.random(3)
X = np.linspace(0, 10, 1000)
Y = sineFit(X, inital_args)
# Use a random inital guess
inital_guess = np.random.random(3)
# Fit
sol = optimize.fmin(err_func, inital_guess, args=(X,Y,sineFit))
# Plot the fit
Y2 = sineFit(X, sol)
plt.figure(figsize=(15,10))
plt.subplot(211)
plt.title("Random Inital Guess: Final Parameters: %s"%sol)
plt.plot(X,Y)
plt.plot(X,Y2,'r',alpha=.5,lw=10)
# Use an improved "fft" guess for the frequency
# this will be the max in k-space
timestep = X[1]-X[0]
guess_k = np.argmax( np.fft.rfft(Y) )
guess_f = np.fft.fftfreq(X.size, timestep)[guess_k]
inital_guess[1] = guess_f
# Guess the amplitiude by taking the max of the absolute values
inital_guess[0] = np.abs(Y).max()
sol = optimize.fmin(err_func, inital_guess, args=(X,Y,sineFit))
Y2 = sineFit(X, sol)
plt.subplot(212)
plt.title("FFT Guess : Final Parameters: %s"%sol)
plt.plot(X,Y)
plt.plot(X,Y2,'r',alpha=.5,lw=10)
plt.show()
The problem is due to a bad initial guess of the phase, not the frequency. While cycling through the rows of genSine (inner loop) you use the fit result of the previous line as initial guess for the next row which does not work always. If you determine the phase from an fft of the current row and use that as initial guess the fit will succeed.
You could change the inner loop as follows:
for n,rr in enumerate(sineGen):
fftx = np.fft.fft(rr)
fftx = fftx[:len(fftx)/2]
idx = np.argmax(np.abs(fftx))
init_phase = np.angle(fftx[idx])
print fftx[idx], init_phase
...
Also you need to change
def sineFit(t, a, f, p):
return a * np.sin(2.0 * np.pi * f*t + p)
to
def sineFit(t, a, f, p):
return a * np.cos(2.0 * np.pi * f*t + p)
since phase=0 means that the imaginary part of the fft is zero and thus the function is cosine like.
Btw. your sample above is still lacking definitions of sineGen and xDat.
Without understanding much of your code, according to http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.curve_fit.html:
(amp2, freq2, phs2), pcov = optimize.curve_fit(sineFit, tDat,
sub1, guess2)
should become:
(amp2, freq2, phs2), pcov = optimize.curve_fit(sineFit, tDat,
sub1, p0=guess2)
Assuming that tDat and sub1 are x and y, that should do the trick. But, once again, it is quite difficult to understand such a complex code with so many interlinked variables and no comments at all. A code should always be build from bottom up, meaning that you don't do a loop of fits when a single one is not working, you don't add noise until the code works to fit the non-noisy examples... Good luck!
By "nothing fancy" I meant something like removing EVERYTHING that is not related with the fit, and doing a simplified mock example such as:
import numpy as np
import scipy.optimize as optimize
def sineFit(t, a, f, p):
return a * np.sin(2.0 * np.pi * f*t + p)
# Create array of x and y with given parameters
x = np.asarray(range(100))
y = sineFit(x, 1, 0.05, 0)
# Give a guess and fit, printing result of the fitted values
guess = [1., 0.05, 0.]
print optimize.curve_fit(sineFit, x, y, guess)[0]
The result of this is exactly the answer:
[1. 0.05 0.]
But if you change guess not too much, just enough:
# Give a guess and fit, printing result of the fitted values
guess = [1., 0.06, 0.]
print optimize.curve_fit(sineFit, x, y, guess)[0]
the result gives absurdly wrong numbers:
[ 0.00823701 0.06391323 -1.20382787]
Can you explain this behavior?
You can use curve_fit with a series of trigonometric functions, usually very robust and ajustable to the precision that you need just by increasing the number of terms... here is an example:
from scipy import sin, cos, linspace
def f(x, a0,s1,s2,s3,s4,s5,s6,s7,s8,s9,s10,s11,s12,
c1,c2,c3,c4,c5,c6,c7,c8,c9,c10,c11,c12):
return a0 + s1*sin(1*x) + c1*cos(1*x) \
+ s2*sin(2*x) + c2*cos(2*x) \
+ s3*sin(3*x) + c3*cos(3*x) \
+ s4*sin(4*x) + c4*cos(4*x) \
+ s5*sin(5*x) + c5*cos(5*x) \
+ s6*sin(6*x) + c6*cos(6*x) \
+ s7*sin(7*x) + c7*cos(7*x) \
+ s8*sin(8*x) + c8*cos(8*x) \
+ s9*sin(9*x) + c9*cos(9*x) \
+ s10*sin(9*x) + c10*cos(9*x) \
+ s11*sin(9*x) + c11*cos(9*x) \
+ s12*sin(9*x) + c12*cos(9*x)
from scipy.optimize import curve_fit
pi/2. / (x.max() - x.min())
x_norm *= norm_factor
popt, pcov = curve_fit(f, x_norm, y)
x_fit = linspace(x_norm.min(), x_norm.max(), 1000)
y_fit = f(x_fit, *popt)
plt.plot( x_fit/x_norm, y_fit )

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