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"""
=================================================
Orthogonal distance regression (:mod:`scipy.odr`)
=================================================
.. currentmodule:: scipy.odr
Package Content
===============
.. autosummary::
:toctree: generated/
Data -- The data to fit.
RealData -- Data with weights as actual std. dev.s and/or covariances.
Model -- Stores information about the function to be fit.
ODR -- Gathers all info & manages the main fitting routine.
Output -- Result from the fit.
odr -- Low-level function for ODR.
OdrWarning -- Warning about potential problems when running ODR.
OdrError -- Error exception.
OdrStop -- Stop exception.
polynomial -- Factory function for a general polynomial model.
exponential -- Exponential model
multilinear -- Arbitrary-dimensional linear model
unilinear -- Univariate linear model
quadratic -- Quadratic model
Usage information
=================
Introduction
------------
Why Orthogonal Distance Regression (ODR)? Sometimes one has
measurement errors in the explanatory (a.k.a., "independent")
variable(s), not just the response (a.k.a., "dependent") variable(s).
Ordinary Least Squares (OLS) fitting procedures treat the data for
explanatory variables as fixed, i.e., not subject to error of any kind.
Furthermore, OLS procedures require that the response variables be an
explicit function of the explanatory variables; sometimes making the
equation explicit is impractical and/or introduces errors. ODR can
handle both of these cases with ease, and can even reduce to the OLS
case if that is sufficient for the problem.
ODRPACK is a FORTRAN-77 library for performing ODR with possibly
non-linear fitting functions. It uses a modified trust-region
Levenberg-Marquardt-type algorithm [1]_ to estimate the function
parameters. The fitting functions are provided by Python functions
operating on NumPy arrays. The required derivatives may be provided
by Python functions as well, or may be estimated numerically. ODRPACK
can do explicit or implicit ODR fits, or it can do OLS. Input and
output variables may be multidimensional. Weights can be provided to
account for different variances of the observations, and even
covariances between dimensions of the variables.
The `scipy.odr` package offers an object-oriented interface to
ODRPACK, in addition to the low-level `odr` function.
Additional background information about ODRPACK can be found in the
`ODRPACK User's Guide
<https://docs.scipy.org/doc/external/odrpack_guide.pdf>`_, reading
which is recommended.
Basic usage
-----------
1. Define the function you want to fit against.::
def f(B, x):
'''Linear function y = m*x + b'''
# B is a vector of the parameters.
# x is an array of the current x values.
# x is in the same format as the x passed to Data or RealData.
#
# Return an array in the same format as y passed to Data or RealData.
return B[0]*x + B[1]
2. Create a Model.::
linear = Model(f)
3. Create a Data or RealData instance.::
mydata = Data(x, y, wd=1./power(sx,2), we=1./power(sy,2))
or, when the actual covariances are known::
mydata = RealData(x, y, sx=sx, sy=sy)
4. Instantiate ODR with your data, model and initial parameter estimate.::
myodr = ODR(mydata, linear, beta0=[1., 2.])
5. Run the fit.::
myoutput = myodr.run()
6. Examine output.::
myoutput.pprint()
References
----------
.. [1] P. T. Boggs and J. E. Rogers, "Orthogonal Distance Regression,"
in "Statistical analysis of measurement error models and
applications: proceedings of the AMS-IMS-SIAM joint summer research
conference held June 10-16, 1989," Contemporary Mathematics,
vol. 112, pg. 186, 1990.
"""
# version: 0.7
# author: Robert Kern <robert.kern@gmail.com>
# date: 2006-09-21
from ._odrpack import *
from ._models import *
from . import _add_newdocs
# Deprecated namespaces, to be removed in v2.0.0
from . import models, odrpack
__all__ = [s for s in dir()
if not (s.startswith('_') or s in ('odr_stop', 'odr_error'))]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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from numpy.lib import add_newdoc
add_newdoc('scipy.odr', 'odr',
"""
odr(fcn, beta0, y, x, we=None, wd=None, fjacb=None, fjacd=None, extra_args=None,
ifixx=None, ifixb=None, job=0, iprint=0, errfile=None, rptfile=None, ndigit=0,
taufac=0.0, sstol=-1.0, partol=-1.0, maxit=-1, stpb=None, stpd=None, sclb=None,
scld=None, work=None, iwork=None, full_output=0)
Low-level function for ODR.
See Also
--------
ODR : The ODR class gathers all information and coordinates the running of the
main fitting routine.
Model : The Model class stores information about the function you wish to fit.
Data : The data to fit.
RealData : Data with weights as actual std. dev.s and/or covariances.
Notes
-----
This is a function performing the same operation as the `ODR`,
`Model`, and `Data` classes together. The parameters of this
function are explained in the class documentation.
""")
add_newdoc('scipy.odr.__odrpack', '_set_exceptions',
"""
_set_exceptions(odr_error, odr_stop)
Internal function: set exception classes.
""")

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""" Collection of Model instances for use with the odrpack fitting package.
"""
import numpy as np
from scipy.odr._odrpack import Model
__all__ = ['Model', 'exponential', 'multilinear', 'unilinear', 'quadratic',
'polynomial']
def _lin_fcn(B, x):
a, b = B[0], B[1:]
b.shape = (b.shape[0], 1)
return a + (x*b).sum(axis=0)
def _lin_fjb(B, x):
a = np.ones(x.shape[-1], float)
res = np.concatenate((a, x.ravel()))
res.shape = (B.shape[-1], x.shape[-1])
return res
def _lin_fjd(B, x):
b = B[1:]
b = np.repeat(b, (x.shape[-1],)*b.shape[-1], axis=0)
b.shape = x.shape
return b
def _lin_est(data):
# Eh. The answer is analytical, so just return all ones.
# Don't return zeros since that will interfere with
# ODRPACK's auto-scaling procedures.
if len(data.x.shape) == 2:
m = data.x.shape[0]
else:
m = 1
return np.ones((m + 1,), float)
def _poly_fcn(B, x, powers):
a, b = B[0], B[1:]
b.shape = (b.shape[0], 1)
return a + np.sum(b * np.power(x, powers), axis=0)
def _poly_fjacb(B, x, powers):
res = np.concatenate((np.ones(x.shape[-1], float),
np.power(x, powers).flat))
res.shape = (B.shape[-1], x.shape[-1])
return res
def _poly_fjacd(B, x, powers):
b = B[1:]
b.shape = (b.shape[0], 1)
b = b * powers
return np.sum(b * np.power(x, powers-1), axis=0)
def _exp_fcn(B, x):
return B[0] + np.exp(B[1] * x)
def _exp_fjd(B, x):
return B[1] * np.exp(B[1] * x)
def _exp_fjb(B, x):
res = np.concatenate((np.ones(x.shape[-1], float), x * np.exp(B[1] * x)))
res.shape = (2, x.shape[-1])
return res
def _exp_est(data):
# Eh.
return np.array([1., 1.])
class _MultilinearModel(Model):
r"""
Arbitrary-dimensional linear model
This model is defined by :math:`y=\beta_0 + \sum_{i=1}^m \beta_i x_i`
Examples
--------
We can calculate orthogonal distance regression with an arbitrary
dimensional linear model:
>>> from scipy import odr
>>> import numpy as np
>>> x = np.linspace(0.0, 5.0)
>>> y = 10.0 + 5.0 * x
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.multilinear)
>>> output = odr_obj.run()
>>> print(output.beta)
[10. 5.]
"""
def __init__(self):
super().__init__(
_lin_fcn, fjacb=_lin_fjb, fjacd=_lin_fjd, estimate=_lin_est,
meta={'name': 'Arbitrary-dimensional Linear',
'equ': 'y = B_0 + Sum[i=1..m, B_i * x_i]',
'TeXequ': r'$y=\beta_0 + \sum_{i=1}^m \beta_i x_i$'})
multilinear = _MultilinearModel()
def polynomial(order):
"""
Factory function for a general polynomial model.
Parameters
----------
order : int or sequence
If an integer, it becomes the order of the polynomial to fit. If
a sequence of numbers, then these are the explicit powers in the
polynomial.
A constant term (power 0) is always included, so don't include 0.
Thus, polynomial(n) is equivalent to polynomial(range(1, n+1)).
Returns
-------
polynomial : Model instance
Model instance.
Examples
--------
We can fit an input data using orthogonal distance regression (ODR) with
a polynomial model:
>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> from scipy import odr
>>> x = np.linspace(0.0, 5.0)
>>> y = np.sin(x)
>>> poly_model = odr.polynomial(3) # using third order polynomial model
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, poly_model)
>>> output = odr_obj.run() # running ODR fitting
>>> poly = np.poly1d(output.beta[::-1])
>>> poly_y = poly(x)
>>> plt.plot(x, y, label="input data")
>>> plt.plot(x, poly_y, label="polynomial ODR")
>>> plt.legend()
>>> plt.show()
"""
powers = np.asarray(order)
if powers.shape == ():
# Scalar.
powers = np.arange(1, powers + 1)
powers.shape = (len(powers), 1)
len_beta = len(powers) + 1
def _poly_est(data, len_beta=len_beta):
# Eh. Ignore data and return all ones.
return np.ones((len_beta,), float)
return Model(_poly_fcn, fjacd=_poly_fjacd, fjacb=_poly_fjacb,
estimate=_poly_est, extra_args=(powers,),
meta={'name': 'Sorta-general Polynomial',
'equ': 'y = B_0 + Sum[i=1..%s, B_i * (x**i)]' % (len_beta-1),
'TeXequ': r'$y=\beta_0 + \sum_{i=1}^{%s} \beta_i x^i$' %
(len_beta-1)})
class _ExponentialModel(Model):
r"""
Exponential model
This model is defined by :math:`y=\beta_0 + e^{\beta_1 x}`
Examples
--------
We can calculate orthogonal distance regression with an exponential model:
>>> from scipy import odr
>>> import numpy as np
>>> x = np.linspace(0.0, 5.0)
>>> y = -10.0 + np.exp(0.5*x)
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.exponential)
>>> output = odr_obj.run()
>>> print(output.beta)
[-10. 0.5]
"""
def __init__(self):
super().__init__(_exp_fcn, fjacd=_exp_fjd, fjacb=_exp_fjb,
estimate=_exp_est,
meta={'name': 'Exponential',
'equ': 'y= B_0 + exp(B_1 * x)',
'TeXequ': r'$y=\beta_0 + e^{\beta_1 x}$'})
exponential = _ExponentialModel()
def _unilin(B, x):
return x*B[0] + B[1]
def _unilin_fjd(B, x):
return np.ones(x.shape, float) * B[0]
def _unilin_fjb(B, x):
_ret = np.concatenate((x, np.ones(x.shape, float)))
_ret.shape = (2,) + x.shape
return _ret
def _unilin_est(data):
return (1., 1.)
def _quadratic(B, x):
return x*(x*B[0] + B[1]) + B[2]
def _quad_fjd(B, x):
return 2*x*B[0] + B[1]
def _quad_fjb(B, x):
_ret = np.concatenate((x*x, x, np.ones(x.shape, float)))
_ret.shape = (3,) + x.shape
return _ret
def _quad_est(data):
return (1.,1.,1.)
class _UnilinearModel(Model):
r"""
Univariate linear model
This model is defined by :math:`y = \beta_0 x + \beta_1`
Examples
--------
We can calculate orthogonal distance regression with an unilinear model:
>>> from scipy import odr
>>> import numpy as np
>>> x = np.linspace(0.0, 5.0)
>>> y = 1.0 * x + 2.0
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.unilinear)
>>> output = odr_obj.run()
>>> print(output.beta)
[1. 2.]
"""
def __init__(self):
super().__init__(_unilin, fjacd=_unilin_fjd, fjacb=_unilin_fjb,
estimate=_unilin_est,
meta={'name': 'Univariate Linear',
'equ': 'y = B_0 * x + B_1',
'TeXequ': '$y = \\beta_0 x + \\beta_1$'})
unilinear = _UnilinearModel()
class _QuadraticModel(Model):
r"""
Quadratic model
This model is defined by :math:`y = \beta_0 x^2 + \beta_1 x + \beta_2`
Examples
--------
We can calculate orthogonal distance regression with a quadratic model:
>>> from scipy import odr
>>> import numpy as np
>>> x = np.linspace(0.0, 5.0)
>>> y = 1.0 * x ** 2 + 2.0 * x + 3.0
>>> data = odr.Data(x, y)
>>> odr_obj = odr.ODR(data, odr.quadratic)
>>> output = odr_obj.run()
>>> print(output.beta)
[1. 2. 3.]
"""
def __init__(self):
super().__init__(
_quadratic, fjacd=_quad_fjd, fjacb=_quad_fjb, estimate=_quad_est,
meta={'name': 'Quadratic',
'equ': 'y = B_0*x**2 + B_1*x + B_2',
'TeXequ': '$y = \\beta_0 x^2 + \\beta_1 x + \\beta_2'})
quadratic = _QuadraticModel()

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.odr` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'Model', 'exponential', 'multilinear', 'unilinear',
'quadratic', 'polynomial'
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="odr", module="models",
private_modules=["_models"], all=__all__,
attribute=name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.odr` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'odr', 'OdrWarning', 'OdrError', 'OdrStop',
'Data', 'RealData', 'Model', 'Output', 'ODR',
'odr_error', 'odr_stop'
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="odr", module="odrpack",
private_modules=["_odrpack"], all=__all__,
attribute=name)

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import pickle
import tempfile
import shutil
import os
import numpy as np
from numpy import pi
from numpy.testing import (assert_array_almost_equal,
assert_equal, assert_warns,
assert_allclose)
import pytest
from pytest import raises as assert_raises
from scipy.odr import (Data, Model, ODR, RealData, OdrStop, OdrWarning,
multilinear, exponential, unilinear, quadratic,
polynomial)
class TestODR:
# Bad Data for 'x'
def test_bad_data(self):
assert_raises(ValueError, Data, 2, 1)
assert_raises(ValueError, RealData, 2, 1)
# Empty Data for 'x'
def empty_data_func(self, B, x):
return B[0]*x + B[1]
@pytest.mark.thread_unsafe
def test_empty_data(self):
beta0 = [0.02, 0.0]
linear = Model(self.empty_data_func)
empty_dat = Data([], [])
assert_warns(OdrWarning, ODR,
empty_dat, linear, beta0=beta0)
empty_dat = RealData([], [])
assert_warns(OdrWarning, ODR,
empty_dat, linear, beta0=beta0)
# Explicit Example
def explicit_fcn(self, B, x):
ret = B[0] + B[1] * np.power(np.exp(B[2]*x) - 1.0, 2)
return ret
def explicit_fjd(self, B, x):
eBx = np.exp(B[2]*x)
ret = B[1] * 2.0 * (eBx-1.0) * B[2] * eBx
return ret
def explicit_fjb(self, B, x):
eBx = np.exp(B[2]*x)
res = np.vstack([np.ones(x.shape[-1]),
np.power(eBx-1.0, 2),
B[1]*2.0*(eBx-1.0)*eBx*x])
return res
def test_explicit(self):
explicit_mod = Model(
self.explicit_fcn,
fjacb=self.explicit_fjb,
fjacd=self.explicit_fjd,
meta=dict(name='Sample Explicit Model',
ref='ODRPACK UG, pg. 39'),
)
explicit_dat = Data([0.,0.,5.,7.,7.5,10.,16.,26.,30.,34.,34.5,100.],
[1265.,1263.6,1258.,1254.,1253.,1249.8,1237.,1218.,1220.6,
1213.8,1215.5,1212.])
explicit_odr = ODR(explicit_dat, explicit_mod, beta0=[1500.0, -50.0, -0.1],
ifixx=[0,0,1,1,1,1,1,1,1,1,1,0])
explicit_odr.set_job(deriv=2)
explicit_odr.set_iprint(init=0, iter=0, final=0)
out = explicit_odr.run()
assert_array_almost_equal(
out.beta,
np.array([1.2646548050648876e+03, -5.4018409956678255e+01,
-8.7849712165253724e-02]),
)
assert_array_almost_equal(
out.sd_beta,
np.array([1.0349270280543437, 1.583997785262061, 0.0063321988657267]),
)
assert_array_almost_equal(
out.cov_beta,
np.array([[4.4949592379003039e-01, -3.7421976890364739e-01,
-8.0978217468468912e-04],
[-3.7421976890364739e-01, 1.0529686462751804e+00,
-1.9453521827942002e-03],
[-8.0978217468468912e-04, -1.9453521827942002e-03,
1.6827336938454476e-05]]),
)
# Implicit Example
def implicit_fcn(self, B, x):
return (B[2]*np.power(x[0]-B[0], 2) +
2.0*B[3]*(x[0]-B[0])*(x[1]-B[1]) +
B[4]*np.power(x[1]-B[1], 2) - 1.0)
def test_implicit(self):
implicit_mod = Model(
self.implicit_fcn,
implicit=1,
meta=dict(name='Sample Implicit Model',
ref='ODRPACK UG, pg. 49'),
)
implicit_dat = Data([
[0.5,1.2,1.6,1.86,2.12,2.36,2.44,2.36,2.06,1.74,1.34,0.9,-0.28,
-0.78,-1.36,-1.9,-2.5,-2.88,-3.18,-3.44],
[-0.12,-0.6,-1.,-1.4,-2.54,-3.36,-4.,-4.75,-5.25,-5.64,-5.97,-6.32,
-6.44,-6.44,-6.41,-6.25,-5.88,-5.5,-5.24,-4.86]],
1,
)
implicit_odr = ODR(implicit_dat, implicit_mod,
beta0=[-1.0, -3.0, 0.09, 0.02, 0.08])
out = implicit_odr.run()
assert_array_almost_equal(
out.beta,
np.array([-0.9993809167281279, -2.9310484652026476, 0.0875730502693354,
0.0162299708984738, 0.0797537982976416]),
)
assert_array_almost_equal(
out.sd_beta,
np.array([0.1113840353364371, 0.1097673310686467, 0.0041060738314314,
0.0027500347539902, 0.0034962501532468]),
)
assert_allclose(
out.cov_beta,
np.array([[2.1089274602333052e+00, -1.9437686411979040e+00,
7.0263550868344446e-02, -4.7175267373474862e-02,
5.2515575927380355e-02],
[-1.9437686411979040e+00, 2.0481509222414456e+00,
-6.1600515853057307e-02, 4.6268827806232933e-02,
-5.8822307501391467e-02],
[7.0263550868344446e-02, -6.1600515853057307e-02,
2.8659542561579308e-03, -1.4628662260014491e-03,
1.4528860663055824e-03],
[-4.7175267373474862e-02, 4.6268827806232933e-02,
-1.4628662260014491e-03, 1.2855592885514335e-03,
-1.2692942951415293e-03],
[5.2515575927380355e-02, -5.8822307501391467e-02,
1.4528860663055824e-03, -1.2692942951415293e-03,
2.0778813389755596e-03]]),
rtol=1e-6, atol=2e-6,
)
# Multi-variable Example
def multi_fcn(self, B, x):
if (x < 0.0).any():
raise OdrStop
theta = pi*B[3]/2.
ctheta = np.cos(theta)
stheta = np.sin(theta)
omega = np.power(2.*pi*x*np.exp(-B[2]), B[3])
phi = np.arctan2((omega*stheta), (1.0 + omega*ctheta))
r = (B[0] - B[1]) * np.power(np.sqrt(np.power(1.0 + omega*ctheta, 2) +
np.power(omega*stheta, 2)), -B[4])
ret = np.vstack([B[1] + r*np.cos(B[4]*phi),
r*np.sin(B[4]*phi)])
return ret
def test_multi(self):
multi_mod = Model(
self.multi_fcn,
meta=dict(name='Sample Multi-Response Model',
ref='ODRPACK UG, pg. 56'),
)
multi_x = np.array([30.0, 50.0, 70.0, 100.0, 150.0, 200.0, 300.0, 500.0,
700.0, 1000.0, 1500.0, 2000.0, 3000.0, 5000.0, 7000.0, 10000.0,
15000.0, 20000.0, 30000.0, 50000.0, 70000.0, 100000.0, 150000.0])
multi_y = np.array([
[4.22, 4.167, 4.132, 4.038, 4.019, 3.956, 3.884, 3.784, 3.713,
3.633, 3.54, 3.433, 3.358, 3.258, 3.193, 3.128, 3.059, 2.984,
2.934, 2.876, 2.838, 2.798, 2.759],
[0.136, 0.167, 0.188, 0.212, 0.236, 0.257, 0.276, 0.297, 0.309,
0.311, 0.314, 0.311, 0.305, 0.289, 0.277, 0.255, 0.24, 0.218,
0.202, 0.182, 0.168, 0.153, 0.139],
])
n = len(multi_x)
multi_we = np.zeros((2, 2, n), dtype=float)
multi_ifixx = np.ones(n, dtype=int)
multi_delta = np.zeros(n, dtype=float)
multi_we[0,0,:] = 559.6
multi_we[1,0,:] = multi_we[0,1,:] = -1634.0
multi_we[1,1,:] = 8397.0
for i in range(n):
if multi_x[i] < 100.0:
multi_ifixx[i] = 0
elif multi_x[i] <= 150.0:
pass # defaults are fine
elif multi_x[i] <= 1000.0:
multi_delta[i] = 25.0
elif multi_x[i] <= 10000.0:
multi_delta[i] = 560.0
elif multi_x[i] <= 100000.0:
multi_delta[i] = 9500.0
else:
multi_delta[i] = 144000.0
if multi_x[i] == 100.0 or multi_x[i] == 150.0:
multi_we[:,:,i] = 0.0
multi_dat = Data(multi_x, multi_y, wd=1e-4/np.power(multi_x, 2),
we=multi_we)
multi_odr = ODR(multi_dat, multi_mod, beta0=[4.,2.,7.,.4,.5],
delta0=multi_delta, ifixx=multi_ifixx)
multi_odr.set_job(deriv=1, del_init=1)
out = multi_odr.run()
assert_array_almost_equal(
out.beta,
np.array([4.3799880305938963, 2.4333057577497703, 8.0028845899503978,
0.5101147161764654, 0.5173902330489161]),
)
assert_array_almost_equal(
out.sd_beta,
np.array([0.0130625231081944, 0.0130499785273277, 0.1167085962217757,
0.0132642749596149, 0.0288529201353984]),
)
assert_array_almost_equal(
out.cov_beta,
np.array([[0.0064918418231375, 0.0036159705923791, 0.0438637051470406,
-0.0058700836512467, 0.011281212888768],
[0.0036159705923791, 0.0064793789429006, 0.0517610978353126,
-0.0051181304940204, 0.0130726943624117],
[0.0438637051470406, 0.0517610978353126, 0.5182263323095322,
-0.0563083340093696, 0.1269490939468611],
[-0.0058700836512467, -0.0051181304940204, -0.0563083340093696,
0.0066939246261263, -0.0140184391377962],
[0.011281212888768, 0.0130726943624117, 0.1269490939468611,
-0.0140184391377962, 0.0316733013820852]]),
)
# Pearson's Data
# K. Pearson, Philosophical Magazine, 2, 559 (1901)
def pearson_fcn(self, B, x):
return B[0] + B[1]*x
def test_pearson(self):
p_x = np.array([0.,.9,1.8,2.6,3.3,4.4,5.2,6.1,6.5,7.4])
p_y = np.array([5.9,5.4,4.4,4.6,3.5,3.7,2.8,2.8,2.4,1.5])
p_sx = np.array([.03,.03,.04,.035,.07,.11,.13,.22,.74,1.])
p_sy = np.array([1.,.74,.5,.35,.22,.22,.12,.12,.1,.04])
p_dat = RealData(p_x, p_y, sx=p_sx, sy=p_sy)
# Reverse the data to test invariance of results
pr_dat = RealData(p_y, p_x, sx=p_sy, sy=p_sx)
p_mod = Model(self.pearson_fcn, meta=dict(name='Uni-linear Fit'))
p_odr = ODR(p_dat, p_mod, beta0=[1.,1.])
pr_odr = ODR(pr_dat, p_mod, beta0=[1.,1.])
out = p_odr.run()
assert_array_almost_equal(
out.beta,
np.array([5.4767400299231674, -0.4796082367610305]),
)
assert_array_almost_equal(
out.sd_beta,
np.array([0.3590121690702467, 0.0706291186037444]),
)
assert_array_almost_equal(
out.cov_beta,
np.array([[0.0854275622946333, -0.0161807025443155],
[-0.0161807025443155, 0.003306337993922]]),
)
rout = pr_odr.run()
assert_array_almost_equal(
rout.beta,
np.array([11.4192022410781231, -2.0850374506165474]),
)
assert_array_almost_equal(
rout.sd_beta,
np.array([0.9820231665657161, 0.3070515616198911]),
)
assert_array_almost_equal(
rout.cov_beta,
np.array([[0.6391799462548782, -0.1955657291119177],
[-0.1955657291119177, 0.0624888159223392]]),
)
# Lorentz Peak
# The data is taken from one of the undergraduate physics labs I performed.
def lorentz(self, beta, x):
return (beta[0]*beta[1]*beta[2] / np.sqrt(np.power(x*x -
beta[2]*beta[2], 2.0) + np.power(beta[1]*x, 2.0)))
def test_lorentz(self):
l_sy = np.array([.29]*18)
l_sx = np.array([.000972971,.000948268,.000707632,.000706679,
.000706074, .000703918,.000698955,.000456856,
.000455207,.000662717,.000654619,.000652694,
.000000859202,.00106589,.00106378,.00125483, .00140818,.00241839])
l_dat = RealData(
[3.9094, 3.85945, 3.84976, 3.84716, 3.84551, 3.83964, 3.82608,
3.78847, 3.78163, 3.72558, 3.70274, 3.6973, 3.67373, 3.65982,
3.6562, 3.62498, 3.55525, 3.41886],
[652, 910.5, 984, 1000, 1007.5, 1053, 1160.5, 1409.5, 1430, 1122,
957.5, 920, 777.5, 709.5, 698, 578.5, 418.5, 275.5],
sx=l_sx,
sy=l_sy,
)
l_mod = Model(self.lorentz, meta=dict(name='Lorentz Peak'))
l_odr = ODR(l_dat, l_mod, beta0=(1000., .1, 3.8))
out = l_odr.run()
assert_array_almost_equal(
out.beta,
np.array([1.4306780846149925e+03, 1.3390509034538309e-01,
3.7798193600109009e+00]),
)
assert_array_almost_equal(
out.sd_beta,
np.array([7.3621186811330963e-01, 3.5068899941471650e-04,
2.4451209281408992e-04]),
)
assert_array_almost_equal(
out.cov_beta,
np.array([[2.4714409064597873e-01, -6.9067261911110836e-05,
-3.1236953270424990e-05],
[-6.9067261911110836e-05, 5.6077531517333009e-08,
3.6133261832722601e-08],
[-3.1236953270424990e-05, 3.6133261832722601e-08,
2.7261220025171730e-08]]),
)
def test_ticket_1253(self):
def linear(c, x):
return c[0]*x+c[1]
c = [2.0, 3.0]
x = np.linspace(0, 10)
y = linear(c, x)
model = Model(linear)
data = Data(x, y, wd=1.0, we=1.0)
job = ODR(data, model, beta0=[1.0, 1.0])
result = job.run()
assert_equal(result.info, 2)
# Verify fix for gh-9140
def test_ifixx(self):
x1 = [-2.01, -0.99, -0.001, 1.02, 1.98]
x2 = [3.98, 1.01, 0.001, 0.998, 4.01]
fix = np.vstack((np.zeros_like(x1, dtype=int), np.ones_like(x2, dtype=int)))
data = Data(np.vstack((x1, x2)), y=1, fix=fix)
model = Model(lambda beta, x: x[1, :] - beta[0] * x[0, :]**2., implicit=True)
odr1 = ODR(data, model, beta0=np.array([1.]))
sol1 = odr1.run()
odr2 = ODR(data, model, beta0=np.array([1.]), ifixx=fix)
sol2 = odr2.run()
assert_equal(sol1.beta, sol2.beta)
# verify bugfix for #11800 in #11802
def test_ticket_11800(self):
# parameters
beta_true = np.array([1.0, 2.3, 1.1, -1.0, 1.3, 0.5])
nr_measurements = 10
std_dev_x = 0.01
x_error = np.array([[0.00063445, 0.00515731, 0.00162719, 0.01022866,
-0.01624845, 0.00482652, 0.00275988, -0.00714734, -0.00929201, -0.00687301],
[-0.00831623, -0.00821211, -0.00203459, 0.00938266, -0.00701829,
0.0032169, 0.00259194, -0.00581017, -0.0030283, 0.01014164]])
std_dev_y = 0.05
y_error = np.array([[0.05275304, 0.04519563, -0.07524086, 0.03575642,
0.04745194, 0.03806645, 0.07061601, -0.00753604, -0.02592543, -0.02394929],
[0.03632366, 0.06642266, 0.08373122, 0.03988822, -0.0092536,
-0.03750469, -0.03198903, 0.01642066, 0.01293648, -0.05627085]])
beta_solution = np.array([
2.62920235756665876536e+00, -1.26608484996299608838e+02,
1.29703572775403074502e+02, -1.88560985401185465804e+00,
7.83834160771274923718e+01, -7.64124076838087091801e+01])
# model's function and Jacobians
def func(beta, x):
y0 = beta[0] + beta[1] * x[0, :] + beta[2] * x[1, :]
y1 = beta[3] + beta[4] * x[0, :] + beta[5] * x[1, :]
return np.vstack((y0, y1))
def df_dbeta_odr(beta, x):
nr_meas = np.shape(x)[1]
zeros = np.zeros(nr_meas)
ones = np.ones(nr_meas)
dy0 = np.array([ones, x[0, :], x[1, :], zeros, zeros, zeros])
dy1 = np.array([zeros, zeros, zeros, ones, x[0, :], x[1, :]])
return np.stack((dy0, dy1))
def df_dx_odr(beta, x):
nr_meas = np.shape(x)[1]
ones = np.ones(nr_meas)
dy0 = np.array([beta[1] * ones, beta[2] * ones])
dy1 = np.array([beta[4] * ones, beta[5] * ones])
return np.stack((dy0, dy1))
# do measurements with errors in independent and dependent variables
x0_true = np.linspace(1, 10, nr_measurements)
x1_true = np.linspace(1, 10, nr_measurements)
x_true = np.array([x0_true, x1_true])
y_true = func(beta_true, x_true)
x_meas = x_true + x_error
y_meas = y_true + y_error
# estimate model's parameters
model_f = Model(func, fjacb=df_dbeta_odr, fjacd=df_dx_odr)
data = RealData(x_meas, y_meas, sx=std_dev_x, sy=std_dev_y)
odr_obj = ODR(data, model_f, beta0=0.9 * beta_true, maxit=100)
#odr_obj.set_iprint(init=2, iter=0, iter_step=1, final=1)
odr_obj.set_job(deriv=3)
odr_out = odr_obj.run()
# check results
assert_equal(odr_out.info, 1)
assert_array_almost_equal(odr_out.beta, beta_solution)
def test_multilinear_model(self):
x = np.linspace(0.0, 5.0)
y = 10.0 + 5.0 * x
data = Data(x, y)
odr_obj = ODR(data, multilinear)
output = odr_obj.run()
assert_array_almost_equal(output.beta, [10.0, 5.0])
def test_exponential_model(self):
x = np.linspace(0.0, 5.0)
y = -10.0 + np.exp(0.5*x)
data = Data(x, y)
odr_obj = ODR(data, exponential)
output = odr_obj.run()
assert_array_almost_equal(output.beta, [-10.0, 0.5])
def test_polynomial_model(self):
x = np.linspace(0.0, 5.0)
y = 1.0 + 2.0 * x + 3.0 * x ** 2 + 4.0 * x ** 3
poly_model = polynomial(3)
data = Data(x, y)
odr_obj = ODR(data, poly_model)
output = odr_obj.run()
assert_array_almost_equal(output.beta, [1.0, 2.0, 3.0, 4.0])
def test_unilinear_model(self):
x = np.linspace(0.0, 5.0)
y = 1.0 * x + 2.0
data = Data(x, y)
odr_obj = ODR(data, unilinear)
output = odr_obj.run()
assert_array_almost_equal(output.beta, [1.0, 2.0])
def test_quadratic_model(self):
x = np.linspace(0.0, 5.0)
y = 1.0 * x ** 2 + 2.0 * x + 3.0
data = Data(x, y)
odr_obj = ODR(data, quadratic)
output = odr_obj.run()
assert_array_almost_equal(output.beta, [1.0, 2.0, 3.0])
def test_work_ind(self):
def func(par, x):
b0, b1 = par
return b0 + b1 * x
# generate some data
n_data = 4
x = np.arange(n_data)
y = np.where(x % 2, x + 0.1, x - 0.1)
x_err = np.full(n_data, 0.1)
y_err = np.full(n_data, 0.1)
# do the fitting
linear_model = Model(func)
real_data = RealData(x, y, sx=x_err, sy=y_err)
odr_obj = ODR(real_data, linear_model, beta0=[0.4, 0.4])
odr_obj.set_job(fit_type=0)
out = odr_obj.run()
sd_ind = out.work_ind['sd']
assert_array_almost_equal(out.sd_beta,
out.work[sd_ind:sd_ind + len(out.sd_beta)])
@pytest.mark.skipif(True, reason="Fortran I/O prone to crashing so better "
"not to run this test, see gh-13127")
def test_output_file_overwrite(self):
"""
Verify fix for gh-1892
"""
def func(b, x):
return b[0] + b[1] * x
p = Model(func)
data = Data(np.arange(10), 12 * np.arange(10))
tmp_dir = tempfile.mkdtemp()
error_file_path = os.path.join(tmp_dir, "error.dat")
report_file_path = os.path.join(tmp_dir, "report.dat")
try:
ODR(data, p, beta0=[0.1, 13], errfile=error_file_path,
rptfile=report_file_path).run()
ODR(data, p, beta0=[0.1, 13], errfile=error_file_path,
rptfile=report_file_path, overwrite=True).run()
finally:
# remove output files for clean up
shutil.rmtree(tmp_dir)
def test_odr_model_default_meta(self):
def func(b, x):
return b[0] + b[1] * x
p = Model(func)
p.set_meta(name='Sample Model Meta', ref='ODRPACK')
assert_equal(p.meta, {'name': 'Sample Model Meta', 'ref': 'ODRPACK'})
def test_work_array_del_init(self):
"""
Verify fix for gh-18739 where del_init=1 fails.
"""
def func(b, x):
return b[0] + b[1] * x
# generate some data
n_data = 4
x = np.arange(n_data)
y = np.where(x % 2, x + 0.1, x - 0.1)
x_err = np.full(n_data, 0.1)
y_err = np.full(n_data, 0.1)
linear_model = Model(func)
# Try various shapes of the `we` array from various `sy` and `covy`
rd0 = RealData(x, y, sx=x_err, sy=y_err)
rd1 = RealData(x, y, sx=x_err, sy=0.1)
rd2 = RealData(x, y, sx=x_err, sy=[0.1])
rd3 = RealData(x, y, sx=x_err, sy=np.full((1, n_data), 0.1))
rd4 = RealData(x, y, sx=x_err, covy=[[0.01]])
rd5 = RealData(x, y, sx=x_err, covy=np.full((1, 1, n_data), 0.01))
for rd in [rd0, rd1, rd2, rd3, rd4, rd5]:
odr_obj = ODR(rd, linear_model, beta0=[0.4, 0.4],
delta0=np.full(n_data, -0.1))
odr_obj.set_job(fit_type=0, del_init=1)
# Just make sure that it runs without raising an exception.
odr_obj.run()
def test_pickling_data(self):
x = np.linspace(0.0, 5.0)
y = 1.0 * x + 2.0
data = Data(x, y)
obj_pickle = pickle.dumps(data)
del data
pickle.loads(obj_pickle)
def test_pickling_real_data(self):
x = np.linspace(0.0, 5.0)
y = 1.0 * x + 2.0
data = RealData(x, y)
obj_pickle = pickle.dumps(data)
del data
pickle.loads(obj_pickle)
def test_pickling_model(self):
obj_pickle = pickle.dumps(unilinear)
pickle.loads(obj_pickle)
def test_pickling_odr(self):
x = np.linspace(0.0, 5.0)
y = 1.0 * x + 2.0
odr_obj = ODR(Data(x, y), unilinear)
obj_pickle = pickle.dumps(odr_obj)
del odr_obj
pickle.loads(obj_pickle)
def test_pickling_output(self):
x = np.linspace(0.0, 5.0)
y = 1.0 * x + 2.0
output = ODR(Data(x, y), unilinear).run
obj_pickle = pickle.dumps(output)
del output
pickle.loads(obj_pickle)