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# ----------------------------------------------------------------------------
# Copyright (c) 2013--, scikit-bio development team.
#
# Distributed under the terms of the Modified BSD License.
#
# The full license is in the file COPYING.txt, distributed with this software.
# ----------------------------------------------------------------------------
import numpy as np
from skbio.util._decorator import experimental
@experimental(as_of="0.4.0")
def mean_and_std(a, axis=None, weights=None, with_mean=True, with_std=True,
ddof=0):
"""Compute the weighted average and standard deviation along the
specified axis.
Parameters
----------
a : array_like
Calculate average and standard deviation of these values.
axis : int, optional
Axis along which the statistics are computed. The default is
to compute them on the flattened array.
weights : array_like, optional
An array of weights associated with the values in `a`. Each
value in `a` contributes to the average according to its
associated weight. The weights array can either be 1-D (in
which case its length must be the size of `a` along the given
axis) or of the same shape as `a`. If `weights=None`, then all
data in `a` are assumed to have a weight equal to one.
with_mean : bool, optional, defaults to True
Compute average if True.
with_std : bool, optional, defaults to True
Compute standard deviation if True.
ddof : int, optional, defaults to 0
It means delta degrees of freedom. Variance is calculated by
dividing by `n - ddof` (where `n` is the number of
elements). By default it computes the maximum likelyhood
estimator.
Returns
-------
average, std
Return the average and standard deviation along the specified
axis. If any of them was not required, returns `None` instead
"""
if not (with_mean or with_std):
raise ValueError("Either the mean or standard deviation need to be"
" computed.")
a = np.asarray(a)
if weights is None:
avg = a.mean(axis=axis) if with_mean else None
std = a.std(axis=axis, ddof=ddof) if with_std else None
else:
avg = np.average(a, axis=axis, weights=weights)
if with_std:
if axis is None:
variance = np.average((a - avg)**2, weights=weights)
else:
# Make sure that the subtraction to compute variance works for
# multidimensional arrays
a_rolled = np.rollaxis(a, axis)
# Numpy doesn't have a weighted std implementation, but this is
# stable and fast
variance = np.average((a_rolled - avg)**2, axis=0,
weights=weights)
if ddof != 0: # Don't waste time if variance doesn't need scaling
if axis is None:
variance *= a.size / (a.size - ddof)
else:
variance *= a.shape[axis] / (a.shape[axis] - ddof)
std = np.sqrt(variance)
else:
std = None
avg = avg if with_mean else None
return avg, std
@experimental(as_of="0.4.0")
def scale(a, weights=None, with_mean=True, with_std=True, ddof=0, copy=True):
"""Scale array by columns to have weighted average 0 and standard
deviation 1.
Parameters
----------
a : array_like
2D array whose columns are standardized according to the
weights.
weights : array_like, optional
Array of weights associated with the columns of `a`. By
default, the scaling is unweighted.
with_mean : bool, optional, defaults to True
Center columns to have 0 weighted mean.
with_std : bool, optional, defaults to True
Scale columns to have unit weighted std.
ddof : int, optional, defaults to 0
If with_std is True, variance is calculated by dividing by `n
- ddof` (where `n` is the number of elements). By default it
computes the maximum likelyhood stimator.
copy : bool, optional, defaults to True
Whether to perform the standardization in place, or return a
new copy of `a`.
Returns
-------
2D ndarray
Scaled array.
Notes
-----
Wherever std equals 0, it is replaced by 1 in order to avoid
division by zero.
"""
if copy:
a = a.copy()
a = np.asarray(a, dtype=np.float64)
avg, std = mean_and_std(a, axis=0, weights=weights, with_mean=with_mean,
with_std=with_std, ddof=ddof)
if with_mean:
a -= avg
if with_std:
std[std == 0] = 1.0
a /= std
return a
@experimental(as_of="0.4.0")
def svd_rank(M_shape, S, tol=None):
"""Matrix rank of `M` given its singular values `S`.
See `np.linalg.matrix_rank` for a rationale on the tolerance
(we're not using that function because it doesn't let us reuse a
precomputed SVD)."""
if tol is None:
tol = S.max() * max(M_shape) * np.finfo(S.dtype).eps
return np.sum(S > tol)
@experimental(as_of="0.4.0")
def corr(x, y=None):
"""Computes correlation between columns of `x`, or `x` and `y`.
Correlation is covariance of (columnwise) standardized matrices,
so each matrix is first centered and scaled to have variance one,
and then their covariance is computed.
Parameters
----------
x : 2D array_like
Matrix of shape (n, p). Correlation between its columns will
be computed.
y : 2D array_like, optional
Matrix of shape (n, q). If provided, the correlation is
computed between the columns of `x` and the columns of
`y`. Else, it's computed between the columns of `x`.
Returns
-------
correlation
Matrix of computed correlations. Has shape (p, p) if `y` is
not provided, else has shape (p, q).
"""
x = np.asarray(x)
if y is not None:
y = np.asarray(y)
if y.shape[0] != x.shape[0]:
raise ValueError("Both matrices must have the same number of rows")
x, y = scale(x), scale(y)
else:
x = scale(x)
y = x
# Notice that scaling was performed with ddof=0 (dividing by n,
# the default), so now we need to remove it by also using ddof=0
# (dividing by n)
return x.T.dot(y) / x.shape[0]
@experimental(as_of="0.4.0")
def e_matrix(distance_matrix):
"""Compute E matrix from a distance matrix.
Squares and divides by -2 the input elementwise. Eq. 9.20 in
Legendre & Legendre 1998."""
return distance_matrix * distance_matrix / -2
def f_matrix(E_matrix):
"""Compute F matrix from E matrix.
Centring step: for each element, the mean of the corresponding
row and column are substracted, and the mean of the whole
matrix is added. Eq. 9.21 in Legendre & Legendre 1998."""
row_means = E_matrix.mean(axis=1, keepdims=True)
col_means = E_matrix.mean(axis=0, keepdims=True)
matrix_mean = E_matrix.mean()
return E_matrix - row_means - col_means + matrix_mean
def center_distance_matrix(distance_matrix, inplace=False):
"""
Centers a distance matrix.
Note: If the used distance was euclidean, pairwise distances
needn't be computed from the data table Y because F_matrix =
Y.dot(Y.T) (if Y has been centered).
But since we're expecting distance_matrix to be non-euclidian,
we do the following computation as per
Numerical Ecology (Legendre & Legendre 1998).
Parameters
----------
distance_matrix : 2D array_like
Distance matrix.
inplace : bool, optional
Whether or not to center the given distance matrix in-place, which
is more efficient in terms of memory and computation.
"""
if inplace:
return _f_matrix_inplace(_e_matrix_inplace(distance_matrix))
else:
return f_matrix(e_matrix(distance_matrix))
def _e_matrix_inplace(distance_matrix):
"""
Compute E matrix from a distance matrix inplace.
Squares and divides by -2 the input element-wise. Eq. 9.20 in
Legendre & Legendre 1998.
Modified from :func:`skbio.stats.ordination.e_matrix` function,
performing row-wise operations to avoid excessive memory allocations.
Parameters
----------
distance_matrix : 2D array_like
Distance matrix.
"""
distance_matrix = distance_matrix.astype(np.float)
for i in np.arange(len(distance_matrix)):
distance_matrix[i] = (distance_matrix[i] * distance_matrix[i]) / -2
return distance_matrix
def _f_matrix_inplace(e_matrix):
"""
Compute F matrix from E matrix inplace.
Centering step: for each element, the mean of the corresponding
row and column are subtracted, and the mean of the whole
matrix is added. Eq. 9.21 in Legendre & Legendre 1998.
Modified from :func:`skbio.stats.ordination.f_matrix` function,
performing row-wise operations to avoid excessive memory allocations.
Parameters
----------
e_matrix : 2D array_like
A matrix representing the "E matrix" as described above.
"""
e_matrix = e_matrix.astype(np.float)
row_means = np.zeros(len(e_matrix), dtype=float)
col_means = np.zeros(len(e_matrix), dtype=float)
matrix_mean = 0.0
for i in np.arange(len(e_matrix)):
row_means[i] = e_matrix[i].mean()
matrix_mean += e_matrix[i].sum()
col_means += e_matrix[i]
matrix_mean /= len(e_matrix) ** 2
col_means /= len(e_matrix)
for i in np.arange(len(e_matrix)):
v = e_matrix[i]
v -= row_means[i]
v -= col_means
v += matrix_mean
e_matrix[i] = v
return e_matrix
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