mutis.signal.Signal.OU_fit()

Complexity

Conditions

6

Size

Total Lines	76
Code Lines	42

Duplication

Lines	0
Ratio	0 %

Importance

Changes

0

# Licensed under a 3-clause BSD style license - see LICENSE
    def OU_fit(self, bins=None, rang=None, a=1e-5, b=100):

This function exceeds the maximum number of variables (16/15).

Method name "OU_fit" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

Argument name "a" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

Argument name "b" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

        """Description goes here."""

        # TODO: make a generic fit method

TODO and FIXME comments should generally be avoided.

        res = dict()

        # estimate sigma
        try:
            # dy = np.diff(self.values)
            # dt = np.diff(self.times)
            sigma_est = (np.nanmean(np.diff(self.values) ** 2 / self.values[:-1] ** 2 / np.diff(self.times))) ** 0.5

This line is too long as per the coding-style (116/100).

            res["sigma_est"] = sigma_est
        except Exception as e:

Variable name "e" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

            raise Exception(f"Could not estimate sigma: {e}")

        # plot histogram
        if bins is None:
            bins = np.int(self.values.size ** 0.5 / 1.5)  # bins='auto'
        if rang is None:
            rang = (np.percentile(self.values, 0), np.percentile(self.values, 99))
        p, x = np.histogram(self.values, density=True, bins=bins, range=rang)  # bins='sqrt')

Variable name "x" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

Variable name "p" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

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

Variable name "x" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

        plt.subplots()
        plt.hist(self.values, density=True, alpha=0.75, bins=bins, range=rang)
        plt.plot(x, p, "r-", alpha=0.5)
        anchored_text = AnchoredText(
            f"mean    {np.mean(self.values):.2g} \n "
            "median  {np.median(self.values):.2g} \n "
            "mode    {scipy_stats.mode(self.values)[0][0]:.2g} \n "
            "std     {np.std(self.values):.2g} \n "
            "var     {np.var(self.values):.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:

Variable name "e" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

            raise Exception(f"Some error fitting with curve_fit {e}")

        # TODO: place outside as a helper class

TODO and FIXME comments should generally be avoided.

        #       and understand how it is used
        #       is it mu really needed ?
        #       mu here is different than self.mu
        # fit pdf with MLE
        class OU(scipy_stats.rv_continuous):

Missing class docstring

            def _pdf(self, x, l, mu):

Argument name "x" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

Argument name "l" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

This method could be written as a function/class method.

Argument name "mu" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

                return (l * mu) ** (1 + l) / scipy_special.gamma(1 + l) * np.exp(-l * mu / x) / x ** (l + 2)

This line is too long as per the coding-style (108/100).

        try:
            fit = OU(a=a, b=np.percentile(self.values, b)).fit(self.values, 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:

Variable name "e" doesn't conform to snake_case naming style ('([^\\W\\dA-Z][^\\WA-Z]2,|_[^\\WA-Z]*|__[^\\WA-Z\\d_][^\\WA-Z]+__)$' pattern)

            raise Exception(f"Some error fitting with MLE {e}")
        plt.legend(loc="lower right")
        plt.show()

        # estimate theta
        res["th_est1"] = fit[0] * sigma_est ** 2 / 2
        res["th_est2"] = popt[0] * sigma_est ** 2 / 2

        return res