Source code for datascience.util

"""Utility functions"""

__all__ = ['make_array', 'percentile', 'plot_cdf_area', 'plot_normal_cdf',
           'table_apply', 'proportions_from_distribution',
           'sample_proportions', 'minimize', 'is_non_string_iterable']

import numpy as np
import pandas as pd
import matplotlib
matplotlib.use('agg')
import matplotlib.pyplot as plt
from scipy import stats
from scipy import optimize
import functools
import math
import collections

# Change matplotlib formatting. TODO incorporate into a style?
plt.rcParams["patch.force_edgecolor"] = True

[docs]def make_array(*elements): """Returns an array containing all the arguments passed to this function. A simple way to make an array with a few elements. As with any array, all arguments should have the same type. >>> make_array(0) array([0]) >>> make_array(2, 3, 4) array([2, 3, 4]) >>> make_array("foo", "bar") array(['foo', 'bar'], dtype='<U3') >>> make_array() array([], dtype=float64) """ if elements and all(isinstance(item, (int, np.integer)) for item in elements): # Specifically added for Windows machines where the default # integer is int32 - see GH issue #339. return np.array(elements, dtype="int64") # Manually cast `elements` as an object due to this: https://github.com/data-8/datascience/issues/458 if any(is_non_string_iterable(el) for el in elements): return np.array(elements, dtype=object) return np.array(elements)
[docs]def percentile(p, arr=None): """Returns the pth percentile of the input array (the value that is at least as great as p% of the values in the array). If arr is not provided, percentile returns itself curried with p >>> percentile(74.9, [1, 3, 5, 9]) 5 >>> percentile(75, [1, 3, 5, 9]) 5 >>> percentile(75.1, [1, 3, 5, 9]) 9 >>> f = percentile(75) >>> f([1, 3, 5, 9]) 5 """ if arr is None: return lambda arr: percentile(p, arr) if hasattr(p, '__iter__'): return np.array([percentile(x, arr) for x in p]) if p == 0: return min(arr) assert 0 < p <= 100, 'Percentile requires a percent' i = (p/100) * len(arr) return sorted(arr)[math.ceil(i) - 1]
[docs]def plot_normal_cdf(rbound=None, lbound=None, mean=0, sd=1): """Plots a normal curve with specified parameters and area below curve shaded between ``lbound`` and ``rbound``. Args: ``rbound`` (numeric): right boundary of shaded region ``lbound`` (numeric): left boundary of shaded region; by default is negative infinity ``mean`` (numeric): mean/expectation of normal distribution ``sd`` (numeric): standard deviation of normal distribution """ shade = rbound is not None or lbound is not None shade_left = rbound is not None and lbound is not None inf = 3.5 * sd step = 0.1 rlabel = rbound llabel = lbound if rbound is None: rbound = inf + mean rlabel = r"$\infty$" if lbound is None: lbound = -inf + mean llabel = r"-$\infty$" pdf_range = np.arange(-inf + mean, inf + mean, step) plt.plot(pdf_range, stats.norm.pdf(pdf_range, loc=mean, scale=sd), color='k', lw=1) cdf_range = np.arange(lbound, rbound + step, step) if shade: plt.fill_between(cdf_range, stats.norm.pdf(cdf_range, loc=mean, scale=sd), color='gold') if shade_left: cdf_range = np.arange(-inf+mean, lbound + step, step) plt.fill_between(cdf_range, stats.norm.pdf(cdf_range, loc=mean, scale=sd), color='darkblue') plt.ylim(0, stats.norm.pdf(0, loc=0, scale=sd) * 1.25) plt.xlabel('z') plt.ylabel(r'$\phi$(z)', rotation=90) plt.title(r"Normal Curve ~ ($\mu$ = {0}, $\sigma$ = {1}) " "{2} < z < {3}".format(mean, sd, llabel, rlabel), fontsize=16) plt.show()
# Old name plot_cdf_area = plot_normal_cdf
[docs]def sample_proportions(sample_size, probabilities): """Return the proportion of random draws for each outcome in a distribution. This function is similar to np.random.multinomial, but returns proportions instead of counts. Args: ``sample_size``: The size of the sample to draw from the distribution. ``probabilities``: An array of probabilities that forms a distribution. Returns: An array with the same length as ``probability`` that sums to 1. """ return np.random.multinomial(sample_size, probabilities) / sample_size
[docs]def proportions_from_distribution(table, label, sample_size, column_name='Random Sample'): """ Adds a column named ``column_name`` containing the proportions of a random draw using the distribution in ``label``. This method uses ``np.random.multinomial`` to draw ``sample_size`` samples from the distribution in ``table.column(label)``, then divides by ``sample_size`` to create the resulting column of proportions. Args: ``table``: An instance of ``Table``. ``label``: Label of column in ``table``. This column must contain a distribution (the values must sum to 1). ``sample_size``: The size of the sample to draw from the distribution. ``column_name``: The name of the new column that contains the sampled proportions. Defaults to ``'Random Sample'``. Returns: A copy of ``table`` with a column ``column_name`` containing the sampled proportions. The proportions will sum to 1. Throws: ``ValueError``: If the ``label`` is not in the table, or if ``table.column(label)`` does not sum to 1. """ proportions = sample_proportions(sample_size, table.column(label)) return table.with_column('Random Sample', proportions)
[docs]def table_apply(table, func, subset=None): """Applies a function to each column and returns a Table. Args: ``table``: The table to apply your function to. ``func``: The function to apply to each column. ``subset``: A list of columns to apply the function to; if None, the function will be applied to all columns in table. Returns: A table with the given function applied. It will either be the shape == shape(table), or shape (1, table.shape[1]) """ from . import Table df = table.to_df() if subset is not None: # Iterate through columns subset = np.atleast_1d(subset) if any([i not in df.columns for i in subset]): err = np.where([i not in df.columns for i in subset])[0] err = "Column mismatch: {0}".format( [subset[i] for i in err]) raise ValueError(err) for col in subset: df[col] = df[col].apply(func) else: df = df.apply(func) if isinstance(df, pd.Series): # Reshape it so that we can easily convert back df = pd.DataFrame(df).T tab = Table.from_df(df) return tab
[docs]def minimize(f, start=None, smooth=False, log=None, array=False, **vargs): """Minimize a function f of one or more arguments. Args: f: A function that takes numbers and returns a number start: A starting value or list of starting values smooth: Whether to assume that f is smooth and use first-order info log: Logging function called on the result of optimization (e.g. print) vargs: Other named arguments passed to scipy.optimize.minimize Returns either: (a) the minimizing argument of a one-argument function (b) an array of minimizing arguments of a multi-argument function """ if start is None: assert not array, "Please pass starting values explicitly when array=True" arg_count = f.__code__.co_argcount assert arg_count > 0, "Please pass starting values explicitly for variadic functions" start = [0] * arg_count if not hasattr(start, '__len__'): start = [start] if array: objective = f else: @functools.wraps(f) def objective(args): return f(*args) if not smooth and 'method' not in vargs: vargs['method'] = 'Powell' result = optimize.minimize(objective, start, **vargs) if log is not None: log(result) if len(start) == 1: return result.x.item(0) else: return result.x
[docs]def is_non_string_iterable(value): """Whether a value is iterable.""" if isinstance(value, str): return False if hasattr(value, '__iter__'): return True if isinstance(value, collections.abc.Sequence): return True return False