mutis.signal.Signal.PSD_check_gen() - Code Metrics - Inspection of "Add a method to check signal generation common to..." - IAA-CSIC/MUTIS - Measure and Improve Code Quality continuously with Scrutinizer

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Pull Request — main (#26)

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created 2021-10-24 19:21 UTC

mutis.signal.Signal.PSD_check_gen() B

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Complexity

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Total Lines	23
Code Lines	17

Duplication

Lines	0
Ratio	0 %

Importance

Changes

Metric	Value
eloc	17
dl	0
loc	23
rs	8
c	0
b	0
f	0
cc	7
nop	3

# Licensed under a 3-clause BSD style license - see LICENSE
"""Synthetic generation of light curves."""

import logging

import matplotlib.pyplot as plt

import numpy as np

import scipy.optimize as scipy_optimize

import scipy.signal as scipy_signal

import scipy.special as scipy_special

import scipy.stats as scipy_stats

from matplotlib.offsetbox import AnchoredText


from mutis.lib.signal import *


__all__ = ["Signal"]

log = logging.getLogger(__name__)


class Signal:

    """Analysis and generation of a signal.

    Description goes here.

    Parameters
    ----------
    times : :class:`numpy.ndarray` or :class:`pandas.Series`
        Values of the time axis.
    values : :class:`numpy.ndarray` or :class:`pandas.Series`
        Values of the signal axis.
    fgen : :class:`str`
        Method used to generate the synthetic signal.
    """

    def __init__(self, times, values, dvalues=None, fgen=None):
        self.times = np.array(times)
        self.values = np.array(values)
        self.fgen = fgen

        self.dvalues = np.array(dvalues) if dvalues is not None else None
        self.synth = None

        # TODO make attributes below specific of OU method / not the entire class

        self.OU_theta = None

        self.OU_mu = None

        self.OU_sigma = None


    def plot(self, ax=None):

        if ax is None:
            ax = plt.gca()
        return ax.plot(self.times, self.values, ".-", lw=1, alpha=0.7)

    def gen_synth(self, samples):
        """Description goes here."""

        self.synth = np.empty((samples, self.times.size))
        for n in range(samples):

            self.synth[n] = fgen_wrapper(fgen=self.fgen, t=self.times, y=self.values,
                         fgen_params={'theta':self.OU_theta, 'mu':self.OU_mu, 'sigma':self.OU_sigma})



    def OU_fit(self, bins=None, rang=None, a=1e-5, b=100):

        """Fit the signal to an OU stochastic process, using several statistical approaches.

        This function tries to fit the signal to an OU stochastic
        process using both basic curve fitting and the Maximum
        Likelihood Estimation method, and returns some plots of
        the signals and its properties, and the estimated parameters.
        """

        # TODO: make a generic fit method

        res = dict()

        y = self.values

        t = self.times


        dy = np.diff(y)

        dt = np.diff(t)


        # estimate sigma
        try:
            sigma_est = (np.nanmean(dy ** 2 / y[:-1] ** 2 / dt)) ** 0.5
            res["sigma_est"] = sigma_est
        except Exception as e:

            log.error(f"Could not estimate sigma: {e}")


        # plot histogram
        if bins is None:
            bins = np.int(y.size ** 0.5 / 1.5)  # bins='auto'
        if rang is None:
            rang = (np.percentile(y, 0), np.percentile(y, 99))

        p, x = np.histogram(y, density=True, bins=bins, range=rang)  # bins='sqrt')

        x = (x + np.roll(x, -1))[:-1] / 2.0


        plt.subplots()

        plt.hist(y, density=True, alpha=0.75, bins=bins, range=rang)
        plt.plot(x, p, "r-", alpha=0.5)

        anchored_text = AnchoredText(
            f"mean    {np.mean(y):.2g} \n "
            f"median  {np.median(y):.2g} \n "
            f"mode    {scipy_stats.mode(y)[0][0]:.2g} \n "
            f"std     {np.std(y):.2g} \n "
            f"var     {np.var(y):.2g}",
            loc="upper right",
        )
        plt.gca().add_artist(anchored_text)

        # curve_fit
        try:
            popt, pcov = scipy_optimize.curve_fit(f=self.pdf, xdata=x, ydata=p)
            # print('curve_fit: (l, mu)')
            # print('popt: ')
            # print(popt)
            # print('pcov: ')
            # print(np.sqrt(np.diag(pcov)))
            x_c = np.linspace(1e-5, 1.1 * np.max(x), 1000)
            plt.plot(x_c, self.pdf(x_c, *popt), "k-", label="curve_fit", alpha=0.8)
            res["curve_fit"] = (popt, np.sqrt(np.diag(pcov)))
        except Exception as e:

            log.error(f"Some error fitting with curve_fit {e}")


        # fit pdf with MLE
        # TODO: place outside as a helper class

        #       mu here is different than self.mu
        class OU(scipy_stats.rv_continuous):

            def _pdf(self, x, l, mu):
class Foo:
    def some_method(self, x, y):
        return x + y;
                return (
                    (l * mu) ** (1 + l)
                    / scipy_special.gamma(1 + l)
                    * np.exp(-l * mu / x)
                    / x ** (l + 2)
                )

        try:
            fit = OU(a=a, b=np.percentile(y, b)).fit(y, 1, 1, floc=0, fscale=1)
            # print('MLE fit: (l, mu)')
            # print(fit)
            x_c = np.linspace(0, 1.1 * np.max(x), 1000)
            plt.plot(x_c, self.pdf(x_c, fit[0], fit[1]), "k-.", label="MLE", alpha=0.8)
            res["MLE_fit"] = fit[:-2]
        except Exception as e:

            log.error(f"Some error fitting with MLE {e}")


        plt.legend(loc="lower right")
        # plt.show()

        # estimate theta (from curve_fit)
        try:
            res["th_est1"] = fit[0] * sigma_est ** 2 / 2
        except NameError as e:

            res["th_est1"] = None

        # estimate theta (from MLE)
        try:
            res["th_est2"] = popt[0] * sigma_est ** 2 / 2
        except NameError as e:

            res["th_est2"] = None

        return res
        

        

    def check_gen(self, fgen=None, fgen_params=None, fpsd="lombscargle", **axes):

        """Check the generation of synthetic signals.

        This function checks the generation of a synthetic light curve.
        

        Parameters:
        -----------
        fgen: :str:
            A valid fgen method name.
        fgen_params: :dict:
            Parameters for fgen (e.g. for fgen='lc_gen_ou', a dict containing
            values for theta, mu and sigma).

        Returns:
        --------
        axes: :tuple:
            Tuple of three axes, on which:
            - The first plot show both the original signal and the synthetic one.
            - The second plot shows the histogram of the values taken by both signals.
            - The third plot shows their PSD.
        """
        

        t, y = self.times, self.values


        y2 = fgen_wrapper(fgen=fgen, t=t, y=y, fgen_params=fgen_params)

        

        

        if ("ax1" not in axes) or ("ax2" not in axes) or ("ax3" not in axes):
            fig, (axes["ax1"], axes["ax2"], axes["ax3"]) = plt.subplots(

                nrows=1, ncols=3, figsize=(20, 4)
            )

        # plot the two signals
        axes["ax1"].plot(t, y, "b-", label="orig", lw=0.5, alpha=0.8)

        # ax1p = ax1.twinx()
        axes["ax1"].plot(t, y2, "r-", label="gen", lw=0.5, alpha=0.8)
        axes["ax1"].set_title("light curves")

        # plot their histogram
        bins = "auto"  # bins = np.int(y.size**0.5/1.5) #
        rang = (np.percentile(y, 0), np.percentile(y, 99))
        axes["ax2"].hist(y, density=True, color="b", alpha=0.4, bins=bins, range=rang)

        # ax2p = ax2.twinx()
        bins = "auto"  # bins = np.int(y.size**0.5/1.5) #
        rang = (np.percentile(y2, 0), np.percentile(y2, 99))
        axes["ax2"].hist(y2, density=True, color="r", alpha=0.4, bins=bins, range=rang)

        axes["ax2"].set_title("pdf")

        # plot their PSD
        if fpsd == "lombscargle":
            k = np.linspace(1e-3, self.values.size / 2, self.values.size // 2)
            freqs = k / 2 / np.pi

            pxx = scipy_signal.lombscargle(t, y, freqs, normalize=True)
            axes["ax3"].plot(freqs, pxx, "b-", lw=1, alpha=0.5)

            pxx2 = scipy_signal.lombscargle(t, y2, freqs, normalize=True)
            axes["ax3"].plot(freqs, pxx2, "r-", lw=1, alpha=0.5)

            axes["ax3"].set_xscale("log")
            # ax3.set_yscale('log')
        else:
            axes["ax3"].psd(y, color="b", lw=1, alpha=0.5)

            ax3p = axes["ax3"].twinx()
            ax3p.psd(y2, color="r", lw=1, alpha=0.5)

        axes["ax3"].set_title("PSD")

        return axes
    

    

        

    @staticmethod
    def pdf(xx, ll, mu):

        """Helper func to fit pdf as a curve."""
        return (
            (ll * mu) ** (1 + ll)
            / scipy_special.gamma(1 + ll)
            * np.exp(-ll * mu / xx)
            / xx ** (ll + 2)
        )


1			# Licensed under a 3-clause BSD style license - see LICENSE
2			"""Synthetic generation of light curves."""
3
4			import logging
5
6			import matplotlib.pyplot as plt
			0 ignored issues – show introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report Unable to import 'matplotlib.pyplot' Loading history...
7			import numpy as np
			0 ignored issues – show introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report Unable to import 'numpy' Loading history...
8			import scipy.optimize as scipy_optimize
			0 ignored issues – show introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report Unable to import 'scipy.optimize' Loading history...
9			import scipy.signal as scipy_signal
			0 ignored issues – show introduced 2021-05-27 02:25 UTC by Report Bug Copy Issue Report Unable to import 'scipy.signal' Loading history...
10			import scipy.special as scipy_special
			0 ignored issues – show introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report Unable to import 'scipy.special' Loading history...
11			import scipy.stats as scipy_stats
			0 ignored issues – show introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report Unable to import 'scipy.stats' Loading history...
12			from matplotlib.offsetbox import AnchoredText
			0 ignored issues – show introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report Unable to import 'matplotlib.offsetbox' Loading history...
13
14			from mutis.lib.signal import *
			0 ignored issues – show Coding Style introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report The usage of wildcard imports like `mutis.lib.signal` should generally be avoided. Loading history... Unused Code introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report `nfft` was imported with wildcard, but is not used. Loading history... Unused Code introduced 2021-10-24 18:17 UTC by Report Bug Copy Issue Report `lc_gen_psd_fft` was imported with wildcard, but is not used. Loading history... Unused Code introduced 2021-10-24 18:17 UTC by Report Bug Copy Issue Report `lc_gen_psd_nft` was imported with wildcard, but is not used. Loading history... Unused Code introduced 2021-05-18 22:21 UTC by Report Bug Copy Issue Report `lc_gen_psd_c` was imported with wildcard, but is not used. Loading history... Unused Code introduced 2021-10-24 18:17 UTC by Report Bug Copy Issue Report `lc_gen_ou` was imported with wildcard, but is not used. Loading history... Unused Code introduced 2021-10-24 18:17 UTC by Report Bug Copy Issue Report `lc_gen_samp` was imported with wildcard, but is not used. Loading history... Unused Code introduced 2021-10-24 18:17 UTC by Report Bug Copy Issue Report `lc_gen_psd_lombscargle` was imported with wildcard, but is not used. Loading history...
15
16			__all__ = ["Signal"]
17
18			log = logging.getLogger(__name__)
19
20
21			class Signal:
			0 ignored issues – show best-practice introduced 2021-06-15 16:57 UTC by Report Bug Copy Issue Report Too many instance attributes (8/7) Loading history...
22			"""Analysis and generation of a signal.
23
24			Description goes here.
25
26			Parameters
27			----------
28			times : :class:`numpy.ndarray` or :class:`pandas.Series`
29			Values of the time axis.
30			values : :class:`numpy.ndarray` or :class:`pandas.Series`
31			Values of the signal axis.

IAA-CSIC / MUTIS

Pull Request — main (#26)

mutis.signal.Signal.PSD_check_gen() B

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