# vim:ts=4:sw=4:sts=4:et # -*- coding: utf-8 -*- """ Statistics related stuff in igraph """ __license__ = u"""\ Copyright (C) 2006-2012 Tamas Nepusz Pázmány Péter sétány 1/a, 1117 Budapest, Hungary This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA """ import math __all__ = ["FittedPowerLaw", "Histogram", "RunningMean", "mean", "median", \ "percentile", "quantile", "power_law_fit"] class FittedPowerLaw(object): """Result of fitting a power-law to a vector of samples Example: >>> result = power_law_fit([1, 2, 3, 4, 5, 6]) >>> result # doctest:+ELLIPSIS FittedPowerLaw(continuous=False, alpha=2.425828..., xmin=3.0, L=-7.54633..., D=0.2138..., p=0.99311...) >>> print result # doctest:+ELLIPSIS Fitted power-law distribution on discrete data Exponent (alpha) = 2.425828 Cutoff (xmin) = 3.000000 Log-likelihood = -7.546337 H0: data was drawn from the fitted distribution KS test statistic = 0.213817 p-value = 0.993111 H0 could not be rejected at significance level 0.05 >>> result.alpha # doctest:+ELLIPSIS 2.425828... >>> result.xmin 3.0 >>> result.continuous False """ def __init__(self, continuous, alpha, xmin, L, D, p): self.continuous = continuous self.xmin = xmin self.alpha = alpha self.L = L self.D = D self.p = p def __repr__(self): return "%s(continuous=%r, alpha=%r, xmin=%r, L=%r, D=%r, p=%r)" % \ (self.__class__.__name__, self.continuous, self.alpha, \ self.xmin, self.L, self.D, self.p) def __str__(self): return self.summary(significance=0.05) def summary(self, significance=0.05): """Returns the summary of the power law fit. @param significance: the significance level of the Kolmogorov-Smirnov test used to decide whether the input data could have come from the fitted distribution @return: the summary as a string """ result = ["Fitted power-law distribution on %s data" % \ ("discrete", "continuous")[bool(self.continuous)]] result.append("") result.append("Exponent (alpha) = %f" % self.alpha) result.append("Cutoff (xmin) = %f" % self.xmin) result.append("") result.append("Log-likelihood = %f" % self.L) result.append("") result.append("H0: data was drawn from the fitted distribution") result.append("") result.append("KS test statistic = %f" % self.D) result.append("p-value = %f" % self.p) result.append("") if self.p < significance: result.append("H0 rejected at significance level %g" \ % significance) else: result.append("H0 could not be rejected at significance "\ "level %g" % significance) return "\n".join(result) class Histogram(object): """Generic histogram class for real numbers Example: >>> h = Histogram(5) # Initializing, bin width = 5 >>> h << [2,3,2,7,8,5,5,0,7,9] # Adding more items >>> print h N = 10, mean +- sd: 4.8000 +- 2.9740 [ 0, 5): **** (4) [ 5, 10): ****** (6) """ def __init__(self, bin_width = 1, data = None): """Initializes the histogram with the given data set. @param bin_width: the bin width of the histogram. @param data: the data set to be used. Must contain real numbers. """ self._bin_width = float(bin_width) self._bins = None self._min, self._max = None, None self._running_mean = RunningMean() self.clear() if data: self.add_many(data) def _get_bin(self, num, create = False): """Returns the bin index corresponding to the given number. @param num: the number for which the bin is being sought @param create: whether to create a new bin if no bin exists yet. @return: the index of the bin or C{None} if no bin exists yet and {create} is C{False}.""" if len(self._bins) == 0: if not create: result = None else: self._min = int(num/self._bin_width)*self._bin_width self._max = self._min+self._bin_width self._bins = [0] result = 0 return result if num >= self._min: binidx = int((num-self._min)/self._bin_width) if binidx < len(self._bins): return binidx if not create: return None extra_bins = binidx-len(self._bins)+1 self._bins.extend([0]*extra_bins) self._max = self._min + len(self._bins)*self._bin_width return binidx if not create: return None extra_bins = int(math.ceil((self._min-num)/self._bin_width)) self._bins[0:0] = [0]*extra_bins self._min -= extra_bins*self._bin_width self._max = self._min + len(self._bins)*self._bin_width return 0 @property def n(self): """Returns the number of elements in the histogram""" return len(self._running_mean) @property def mean(self): """Returns the mean of the elements in the histogram""" return self._running_mean.mean # pylint: disable-msg=C0103 @property def sd(self): """Returns the standard deviation of the elements in the histogram""" return self._running_mean.sd @property def var(self): """Returns the variance of the elements in the histogram""" return self._running_mean.var def add(self, num, repeat=1): """Adds a single number to the histogram. @param num: the number to be added @param repeat: number of repeated additions """ num = float(num) binidx = self._get_bin(num, True) self._bins[binidx] += repeat self._running_mean.add(num, repeat) def add_many(self, data): """Adds a single number or the elements of an iterable to the histogram. @param data: the data to be added""" try: iterator = iter(data) except TypeError: iterator = iter([data]) for x in iterator: self.add(x) __lshift__ = add_many def clear(self): """Clears the collected data""" self._bins = [] self._min, self._max = None, None self._running_mean = RunningMean() def bins(self): """Generator returning the bins of the histogram in increasing order @return: a tuple with the following elements: left bound, right bound, number of elements in the bin""" x = self._min for elem in self._bins: yield (x, x+self._bin_width, elem) x += self._bin_width def __plot__(self, context, bbox, _, **kwds): """Plotting support""" from igraph.drawing.coord import DescartesCoordinateSystem coord_system = DescartesCoordinateSystem(context, bbox, \ (kwds.get("min", self._min), 0, \ kwds.get("max", self._max), kwds.get("max_value", max(self._bins)) )) # Draw the boxes context.set_line_width(1) context.set_source_rgb(1., 0., 0.) x = self._min for value in self._bins: top_left_x, top_left_y = coord_system.local_to_context(x, value) x += self._bin_width bottom_right_x, bottom_right_y = coord_system.local_to_context(x, 0) context.rectangle(top_left_x, top_left_y, \ bottom_right_x - top_left_x, \ bottom_right_y - top_left_y) context.fill() # Draw the axes coord_system.draw() def to_string(self, max_width=78, show_bars=True, show_counts=True): """Returns the string representation of the histogram. @param max_width: the maximal width of each line of the string This value may not be obeyed if it is too small. @param show_bars: specify whether the histogram bars should be shown @param show_counts: specify whether the histogram counts should be shown. If both I{show_bars} and I{show_counts} are C{False}, only a general descriptive statistics (number of elements, mean and standard deviation) is shown. """ if self._min is None or self._max is None: return "N = 0" # Determine how many decimal digits should we use if int(self._min) == self._min and int(self._bin_width) == self._bin_width: number_format = "%d" else: number_format = "%.3f" num_length = max(len(number_format % self._min), \ len(number_format % self._max)) number_format = "%" + str(num_length) + number_format[1:] format_string = "[%s, %s): %%s" % (number_format, number_format) # Calculate the scale of the bars on the histogram if show_bars: maxval = max(self._bins) if show_counts: maxval_length = len(str(maxval)) scale = maxval // (max_width-2*num_length-maxval_length-9) else: scale = maxval // (max_width-2*num_length-6) scale = max(scale, 1) result = ["N = %d, mean +- sd: %.4f +- %.4f" % \ (self.n, self.mean, self.sd)] if show_bars: # Print the bars if scale > 1: result.append("Each * represents %d items" % scale) if show_counts: format_string += " (%d)" for left, right, cnt in self.bins(): result.append(format_string % (left, right, '*'*(cnt//scale), cnt)) else: for left, right, cnt in self.bins(): result.append(format_string % (left, right, '*'*(cnt//scale))) elif show_counts: # Print the counts only for left, right, cnt in self.bins(): result.append(format_string % (left, right, cnt)) return "\n".join(result) def __str__(self): return self.to_string() class RunningMean(object): """Running mean calculator. This class can be used to calculate the mean of elements from a list, tuple, iterable or any other data source. The mean is calculated on the fly without explicitly summing the values, so it can be used for data sets with arbitrary item count. Also capable of returning the standard deviation (also calculated on the fly) """ # pylint: disable-msg=C0103 def __init__(self, items=None, n=0.0, mean=0.0, sd=0.0): """RunningMean(items=None, n=0.0, mean=0.0, sd=0.0) Initializes the running mean calculator. There are two possible ways to initialize the calculator. First, one can provide an iterable of items; alternatively, one can specify the number of items, the mean and the standard deviation if we want to continue an interrupted calculation. @param items: the items that are used to initialize the running mean calcuator. If C{items} is given, C{n}, C{mean} and C{sd} must be zeros. @param n: the initial number of elements already processed. If this is given, C{items} must be C{None}. @param mean: the initial mean. If this is given, C{items} must be C{None}. @param sd: the initial standard deviation. If this is given, C{items} must be C{None}.""" if items is not None: if n != 0 or mean != 0 or sd != 0: raise ValueError("n, mean and sd must be zeros if items is not None") self.clear() self.add_many(items) else: self._nitems = float(n) self._mean = float(mean) if n > 1: self._sqdiff = float(sd) ** 2 * float(n-1) self._sd = float(sd) else: self._sqdiff = 0.0 self._sd = 0.0 def add(self, value, repeat=1): """RunningMean.add(value, repeat=1) Adds the given value to the elements from which we calculate the mean and the standard deviation. @param value: the element to be added @param repeat: number of repeated additions """ repeat = int(repeat) self._nitems += repeat delta = value - self._mean self._mean += (repeat*delta / self._nitems) self._sqdiff += (repeat*delta) * (value - self._mean) if self._nitems > 1: self._sd = (self._sqdiff / (self._nitems-1)) ** 0.5 def add_many(self, values): """RunningMean.add(values) Adds the values in the given iterable to the elements from which we calculate the mean. Can also accept a single number. The left shift (C{<<}) operator is aliased to this function, so you can use it to add elements as well: >>> rm=RunningMean() >>> rm << [1,2,3,4] >>> rm.result # doctest:+ELLIPSIS (2.5, 1.290994...) @param values: the element(s) to be added @type values: iterable""" try: iterator = iter(values) except TypeError: iterator = iter([values]) for value in iterator: self.add(value) def clear(self): """Resets the running mean calculator.""" self._nitems, self._mean = 0.0, 0.0 self._sqdiff, self._sd = 0.0, 0.0 @property def result(self): """Returns the current mean and standard deviation as a tuple""" return self._mean, self._sd @property def mean(self): """Returns the current mean""" return self._mean @property def sd(self): """Returns the current standard deviation""" return self._sd @property def var(self): """Returns the current variation""" return self._sd ** 2 def __repr__(self): return "%s(n=%r, mean=%r, sd=%r)" % \ (self.__class__.__name__, int(self._nitems), self._mean, self._sd) def __str__(self): return "Running mean (N=%d, %f +- %f)" % \ (self._nitems, self._mean, self._sd) __lshift__ = add_many def __float__(self): return float(self._mean) def __int__(self): return int(self._mean) def __long__(self): return long(self._mean) def __complex__(self): return complex(self._mean) def __len__(self): return int(self._nitems) def mean(xs): """Returns the mean of an iterable. Example: >>> mean([1, 4, 7, 11]) 5.75 @param xs: an iterable yielding numbers. @return: the mean of the numbers provided by the iterable. @see: RunningMean() if you also need the variance or the standard deviation """ return RunningMean(xs).mean def median(xs, sort=True): """Returns the median of an unsorted or sorted numeric vector. @param xs: the vector itself. @param sort: whether to sort the vector. If you know that the vector is sorted already, pass C{False} here. @return: the median, which will always be a float, even if the vector contained integers originally. """ if sort: xs = sorted(xs) mid = int(len(xs) / 2) if 2 * mid == len(xs): return float(xs[mid-1] + xs[mid]) / 2 else: return float(xs[mid]) def percentile(xs, p=(25, 50, 75), sort=True): """Returns the pth percentile of an unsorted or sorted numeric vector. This is equivalent to calling quantile(xs, p/100.0); see L{quantile} for more details on the calculation. Example: >>> round(percentile([15, 20, 40, 35, 50], 40), 2) 26.0 >>> for perc in percentile([15, 20, 40, 35, 50], (0, 25, 50, 75, 100)): ... print "%.2f" % perc ... 15.00 17.50 35.00 45.00 50.00 @param xs: the vector itself. @param p: the percentile we are looking for. It may also be a list if you want to calculate multiple quantiles with a single call. The default value calculates the 25th, 50th and 75th percentile. @param sort: whether to sort the vector. If you know that the vector is sorted already, pass C{False} here. @return: the pth percentile, which will always be a float, even if the vector contained integers originally. If p is a list, the result will also be a list containing the percentiles for each item in the list. """ if hasattr(p, "__iter__"): return quantile(xs, (x/100.0 for x in p), sort) return quantile(xs, p/100.0, sort) def power_law_fit(data, xmin=None, method="auto", return_alpha_only=False): """Fitting a power-law distribution to empirical data @param data: the data to fit, a list containing integer values @param xmin: the lower bound for fitting the power-law. If C{None}, the optimal xmin value will be estimated as well. Zero means that the smallest possible xmin value will be used. @param method: the fitting method to use. The following methods are implemented so far: - C{continuous}, C{hill}: exact maximum likelihood estimation when the input data comes from a continuous scale. This is known as the Hill estimator. The statistical error of this estimator is M{(alpha-1) / sqrt(n)}, where alpha is the estimated exponent and M{n} is the number of data points above M{xmin}. The estimator is known to exhibit a small finite sample-size bias of order M{O(n^-1)}, which is small when M{n > 100}. igraph will try to compensate for the finite sample size if n is small. - C{discrete}: exact maximum likelihood estimation when the input comes from a discrete scale (see Clauset et al among the references). - C{auto}: exact maximum likelihood estimation where the continuous method is used if the input vector contains at least one fractional value and the discrete method is used if the input vector contains integers only. @return: a L{FittedPowerLaw} object. The fitted C{xmin} value and the power-law exponent can be queried from the C{xmin} and C{alpha} properties of the returned object. @newfield ref: Reference @ref: MEJ Newman: Power laws, Pareto distributions and Zipf's law. Contemporary Physics 46, 323-351 (2005) @ref: A Clauset, CR Shalizi, MEJ Newman: Power-law distributions in empirical data. E-print (2007). arXiv:0706.1062""" from igraph._igraph import _power_law_fit if xmin is None or xmin < 0: xmin = -1 method = method.lower() if method not in ("continuous", "hill", "discrete", "auto"): raise ValueError("unknown method: %s" % method) force_continuous = method in ("continuous", "hill") fit = FittedPowerLaw(*_power_law_fit(data, xmin, force_continuous)) if return_alpha_only: from igraph import deprecated deprecated("The return_alpha_only keyword argument of power_law_fit is "\ "deprecated from igraph 0.7 and will be removed in igraph 0.8") return fit.alpha else: return fit def quantile(xs, q=(0.25, 0.5, 0.75), sort=True): """Returns the qth quantile of an unsorted or sorted numeric vector. There are a number of different ways to calculate the sample quantile. The method implemented by igraph is the one recommended by NIST. First we calculate a rank n as q(N+1), where N is the number of items in xs, then we split n into its integer component k and decimal component d. If k <= 1, we return the first element; if k >= N, we return the last element, otherwise we return the linear interpolation between xs[k-1] and xs[k] using a factor d. Example: >>> round(quantile([15, 20, 40, 35, 50], 0.4), 2) 26.0 @param xs: the vector itself. @param q: the quantile we are looking for. It may also be a list if you want to calculate multiple quantiles with a single call. The default value calculates the 25th, 50th and 75th percentile. @param sort: whether to sort the vector. If you know that the vector is sorted already, pass C{False} here. @return: the qth quantile, which will always be a float, even if the vector contained integers originally. If q is a list, the result will also be a list containing the quantiles for each item in the list. """ if not xs: raise ValueError("xs must not be empty") if sort: xs = sorted(xs) if hasattr(q, "__iter__"): qs = q return_single = False else: qs = [q] return_single = True result = [] for q in qs: if q < 0 or q > 1: raise ValueError("q must be between 0 and 1") n = float(q) * (len(xs)+1) k, d = int(n), n-int(n) if k >= len(xs): result.append(xs[-1]) elif k < 1: result.append(xs[0]) else: result.append((1-d) * xs[k-1] + d * xs[k]) if return_single: result = result[0] return result def sd(xs): """Returns the standard deviation of an iterable. Example: >>> sd([1, 4, 7, 11]) #doctest:+ELLIPSIS 4.2720... @param xs: an iterable yielding numbers. @return: the standard deviation of the numbers provided by the iterable. @see: RunningMean() if you also need the mean """ return RunningMean(xs).sd def var(xs): """Returns the variance of an iterable. Example: >>> var([1, 4, 8, 11]) #doctest:+ELLIPSIS 19.333333... @param xs: an iterable yielding numbers. @return: the variance of the numbers provided by the iterable. @see: RunningMean() if you also need the mean """ return RunningMean(xs).var