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-

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Coding quality.html b/docs/pages/html/Coding quality.html index 8c58e6e..a6f26f9 100644 --- a/docs/pages/html/Coding quality.html +++ b/docs/pages/html/Coding quality.html @@ -3,9 +3,9 @@ - + - + Coding quality — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -168,6 +170,8 @@ + +
-

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Examples.html b/docs/pages/html/Examples.html index 952a187..ee3a874 100644 --- a/docs/pages/html/Examples.html +++ b/docs/pages/html/Examples.html @@ -3,9 +3,9 @@ - + - + Fit distribution — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -162,6 +164,8 @@ + +
-

out is a dictionary containing y_proba, y_pred and df. -The output values has the same order as input value y

+

out is a dictionary containing y, y_proba, y_pred and P. +The output values has the same order as input value y +Note that dataframe df is included when using the todf=True paramter.

# Print probabilities
 print(out['y_proba'])
 # > [0.02702734, 0.04908335, 0.08492715, 0.13745288, 0.49567466, 0.41288701, 0.3248188 , 0.02260135, 0.00636084]
@@ -379,7 +384,8 @@ 

Make predictions

In the previous example, we showed that the output can be captured results and out but the results are also stored in the object itself. In our examples it is the dist object. -The same variable names are used; y_proba, y_pred and df.

+The same variable names are used; y, y_proba, y_pred and P. +Note that dataframe df is included when using the todf=True paramter.

@@ -478,37 +484,29 @@

Extract results - - - - - - + + -

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Installation.html b/docs/pages/html/Installation.html index 072e3e1..70f4493 100644 --- a/docs/pages/html/Installation.html +++ b/docs/pages/html/Installation.html @@ -3,9 +3,9 @@ - + - + Quickstart — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -162,6 +164,8 @@ + + -

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Parametric.html b/docs/pages/html/Parametric.html index cc14b62..4ba7871 100644 --- a/docs/pages/html/Parametric.html +++ b/docs/pages/html/Parametric.html @@ -3,9 +3,9 @@ - + - + Parametric — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -170,6 +172,8 @@ + +

---+++ @@ -288,7 +292,7 @@

Distributions

@@ -336,7 +340,7 @@

Distributions

- + @@ -366,7 +370,8 @@

Distributions
# Initialize model and select all distributions
 dist = distfit(distr='full')
 
@@ -391,9 +396,9 @@

Probabilities and multiple test correction
dist.predict
    -
  • dist.y_proba

  • -
  • dist.y_pred

  • -
  • dist.df

  • +
  • dist.results[‘y_proba’]

  • +
  • dist.results[‘y_pred’]

  • +
  • dist.results[‘df’]

  • dist.summary

@@ -565,37 +570,29 @@

Output variables - - - - - - + + -

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Percentile.html b/docs/pages/html/Percentile.html index 5e20d0b..e16ba58 100644 --- a/docs/pages/html/Percentile.html +++ b/docs/pages/html/Percentile.html @@ -3,9 +3,9 @@ - + - + Percentiles — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -162,6 +164,8 @@ + + -

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Performance.html b/docs/pages/html/Performance.html index 4f02cc9..7093fba 100644 --- a/docs/pages/html/Performance.html +++ b/docs/pages/html/Performance.html @@ -3,9 +3,9 @@ - + - + Parameter fitting — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -162,6 +164,8 @@ + + -

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Quantile.html b/docs/pages/html/Quantile.html index f138e72..1955d24 100644 --- a/docs/pages/html/Quantile.html +++ b/docs/pages/html/Quantile.html @@ -3,9 +3,9 @@ - + - + Quantiles — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -162,6 +164,8 @@ + + -

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/Save and Load.html b/docs/pages/html/Save and Load.html index 7ae9706..25cb4d5 100644 --- a/docs/pages/html/Save and Load.html +++ b/docs/pages/html/Save and Load.html @@ -3,9 +3,9 @@ - + - + Saving — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -51,7 +53,7 @@ - distfit + distfit @@ -162,6 +164,8 @@ + + -

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/_sources/Examples.rst.txt b/docs/pages/html/_sources/Examples.rst.txt index f963a2e..4585da8 100644 --- a/docs/pages/html/_sources/Examples.rst.txt +++ b/docs/pages/html/_sources/Examples.rst.txt @@ -93,7 +93,7 @@ outside the confidence interval but not marked as significant. See section Algor from distfit import distfit # Initialize - dist = distfit() + dist = distfit(todf=True) # Search for best theoretical fit on your empirical data dist.fit_transform(X) @@ -104,8 +104,9 @@ outside the confidence interval but not marked as significant. See section Algor # The plot function will now also include the predictions of y dist.plot() -``out`` is a dictionary containing ``y_proba``, ``y_pred`` and ``df``. -The output values has the same order as input value ``y`` +``out`` is a dictionary containing ``y``, ``y_proba``, ``y_pred`` and ``P``. +The output values has the same order as input value ``y`` +Note that dataframe ``df`` is included when using the todf=True paramter. .. code:: python @@ -159,7 +160,8 @@ Extract results In the previous example, we showed that the output can be captured ``results`` and ``out`` but the results are also stored in the object itself. In our examples it is the ``dist`` object. -The same variable names are used; ``y_proba``, ``y_pred`` and ``df``. +The same variable names are used; ``y``, ``y_proba``, ``y_pred`` and ``P``. +Note that dataframe ``df`` is included when using the todf=True paramter. .. code:: python @@ -171,15 +173,15 @@ The same variable names are used; ``y_proba``, ``y_pred`` and ``df``. dist.model # Show the predictions for y - print(dist.y_pred) + print(dist.results['y_pred']) # ['down' 'down' 'none' 'none' 'none' 'none' 'up' 'up' 'up'] # Show the probabilities for y that belong with the predictions - print(dist.y_proba) + print(dist.results['y_proba']) # [2.75338375e-05 2.74664877e-03 4.74739680e-01 3.28636879e-01 1.99195071e-01 1.06316132e-01 5.05914722e-02 2.18922761e-02 8.89349927e-03] - # All predicted information is also stored in a structured dataframe - print(dist.df) + # All predicted information is also stored in a structured dataframe (only when setting the todf=True) + print(dist.results['df']) +----+-----+------------+----------+------------+ | | y | y_proba | y_pred | P | diff --git a/docs/pages/html/_sources/Parametric.rst.txt b/docs/pages/html/_sources/Parametric.rst.txt index 97e0644..2b2bbd3 100644 --- a/docs/pages/html/_sources/Parametric.rst.txt +++ b/docs/pages/html/_sources/Parametric.rst.txt @@ -51,43 +51,44 @@ The ``popular`` set of PDFs contains the following set of distributions and can The ``full`` set contains the following set of distributions: - +------------+---------------+------------+---------------+------------+ - | alpha | betaprime | chi2 | expon | fatiguelife| - +------------+---------------+------------+---------------+------------+ - | anglit | bradford | cosine | exponnorm | fisk | - +------------+---------------+------------+---------------+------------+ - | arcsine | burr | dgamma | exponweib | foldcauchy | - +------------+---------------+------------+---------------+------------+ - | arcsine | cauchy | dweibull | exponpow | foldnorm | - +------------+---------------+------------+---------------+------------+ - | beta | chi | erlang | f | frechet_r | - +------------+---------------+------------+---------------+------------+ - |gilbrat | gompertz | gumbel_r | gumbel_l | halfcauchy | - +------------+---------------+------------+---------------+------------+ - | halfgennorm| hypsecant | invgamma | invgauss | invweibull | - +------------+---------------+------------+---------------+------------+ - | laplace | levy | levy_l [X] | levy_stable[X]| logistic | - +------------+---------------+------------+---------------+------------+ - + lognorm | lomax | maxwell | mielke | nakagami | - +------------+---------------+------------+---------------+------------+ - | pearson3 | powerlaw |powerlognorm| powernorm | rdist | - +------------+---------------+------------+---------------+------------+ - | rice | recipinvgauss |semicircular| t | triang | - +------------+---------------+------------+---------------+------------+ - |tukeylambda | uniform | vonmises | vonmises_line | wald | - +------------+---------------+------------+---------------+------------+ - | wrapcauchy | gengamma |genlogistic | frechet_l | halfnorm | - +------------+---------------+------------+---------------+------------+ - | genexpon | genextreme | gennorm | gausshyper | genpareto | - +------------+---------------+------------+---------------+------------+ - | gamma |genhalflogistic|halflogistic| johnsonsb | johnsonsu | - +------------+---------------+------------+---------------+------------+ - | loggamma | loglaplace | norm | pareto | rayleigh | - +------------+---------------+------------+---------------+------------+ - | reciprocal | truncexpon | truncnorm | weibull_min | weibull_max| - +------------+---------------+------------+---------------+------------+ + +------------+---------------+------------+---------------+--------------+ + | alpha | betaprime | chi2 | expon | fatiguelife | + +------------+---------------+------------+---------------+--------------+ + | anglit | bradford | cosine | exponnorm | fisk | + +------------+---------------+------------+---------------+--------------+ + | arcsine | burr | dgamma | exponweib | foldcauchy | + +------------+---------------+------------+---------------+--------------+ + | arcsine | cauchy | dweibull | exponpow | foldnorm | + +------------+---------------+------------+---------------+--------------+ + | beta | chi | erlang | f | frechet_r[x] | + +------------+---------------+------------+---------------+--------------+ + |gilbrat | gompertz | gumbel_r | gumbel_l | halfcauchy | + +------------+---------------+------------+---------------+--------------+ + | halfgennorm| hypsecant | invgamma | invgauss | invweibull | + +------------+---------------+------------+---------------+--------------+ + | laplace | levy | levy_l [X] | levy_stable[X]| logistic | + +------------+---------------+------------+---------------+--------------+ + + lognorm | lomax | maxwell | mielke | nakagami | + +------------+---------------+------------+---------------+--------------+ + | pearson3 | powerlaw |powerlognorm| powernorm | rdist | + +------------+---------------+------------+---------------+--------------+ + | rice | recipinvgauss |semicircular| t | triang | + +------------+---------------+------------+---------------+--------------+ + |tukeylambda | uniform | vonmises | vonmises_line | wald | + +------------+---------------+------------+---------------+--------------+ + | wrapcauchy | gengamma |genlogistic | frechet_l[x] | halfnorm | + +------------+---------------+------------+---------------+--------------+ + | genexpon | genextreme | gennorm | gausshyper | genpareto | + +------------+---------------+------------+---------------+--------------+ + | gamma |genhalflogistic|halflogistic| johnsonsb | johnsonsu | + +------------+---------------+------------+---------------+--------------+ + | loggamma | loglaplace | norm | pareto | rayleigh | + +------------+---------------+------------+---------------+--------------+ + | reciprocal | truncexpon | truncnorm | weibull_min | weibull_max | + +------------+---------------+------------+---------------+--------------+ Note that levy_l and levy_stable are removed from the full list because it is too slow. +The distributions frechet_r and frechet_l are also not supported anymore. .. code:: python @@ -120,9 +121,9 @@ Note that, due to multiple testing approaches, it can occur that samples can be The following output variables are available. More information can be found under **return** in the docstring. dist.predict - * dist.y_proba - * dist.y_pred - * dist.df + * dist.results['y_proba'] + * dist.results['y_pred'] + * dist.results['df'] * dist.summary The output variable ``y_proba`` is by default corrected for multiple testing using the false discovery rate (fdr). diff --git a/docs/pages/html/_sources/Performance.rst.txt b/docs/pages/html/_sources/Performance.rst.txt index d5b0ce0..82663e7 100644 --- a/docs/pages/html/_sources/Performance.rst.txt +++ b/docs/pages/html/_sources/Performance.rst.txt @@ -199,16 +199,16 @@ For demonstration purposes, lets generate random integer values from a uniform d # Iterate over smooting window for smooth in tqdm(smooth_window): - # Fit only for the uniform distribution + # Fit only for the uniform distribution dist = distfit(distr='uniform', smooth=smooth) # Estimate paramters for the number of samples out = [] # Iterate over sample sizes for s in samples: - X = np.random.randint(0, 100, s) - dist.fit_transform(X, verbose=0) - out.append([dist.model['RSS'], dist.model['name'], s]) + X = np.random.randint(0, 100, s) + dist.fit_transform(X, verbose=0) + out.append([dist.model['RSS'], dist.model['name'], s]) df = pd.DataFrame(out, columns=['RSS','name','samples']) ax=df['RSS'].plot(grid=True, label='smooth: '+str(smooth) + ' - RSS: ' + str(df['RSS'].mean())) diff --git a/docs/pages/html/_static/basic.css b/docs/pages/html/_static/basic.css index 24bc73e..be19270 100644 --- a/docs/pages/html/_static/basic.css +++ b/docs/pages/html/_static/basic.css @@ -4,7 +4,7 @@ * * Sphinx stylesheet -- basic theme. * - * :copyright: Copyright 2007-2020 by the Sphinx team, see AUTHORS. + * :copyright: Copyright 2007-2021 by the Sphinx team, see AUTHORS. * :license: BSD, see LICENSE for details. * */ @@ -764,6 +764,7 @@ div.code-block-caption code { } table.highlighttable td.linenos, +span.linenos, div.doctest > div.highlight span.gp { /* gp: Generic.Prompt */ user-select: none; } diff --git a/docs/pages/html/_static/doctools.js b/docs/pages/html/_static/doctools.js index daccd20..144884e 100644 --- a/docs/pages/html/_static/doctools.js +++ b/docs/pages/html/_static/doctools.js @@ -4,7 +4,7 @@ * * Sphinx JavaScript utilities for all documentation. * - * :copyright: Copyright 2007-2020 by the Sphinx team, see AUTHORS. + * :copyright: Copyright 2007-2021 by the Sphinx team, see AUTHORS. * :license: BSD, see LICENSE for details. * */ @@ -285,9 +285,10 @@ var Documentation = { initOnKeyListeners: function() { $(document).keydown(function(event) { var activeElementType = document.activeElement.tagName; - // don't navigate when in search box or textarea + // don't navigate when in search box, textarea, dropdown or button if (activeElementType !== 'TEXTAREA' && activeElementType !== 'INPUT' && activeElementType !== 'SELECT' - && !event.altKey && !event.ctrlKey && !event.metaKey && !event.shiftKey) { + && activeElementType !== 'BUTTON' && !event.altKey && !event.ctrlKey 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    @@ -172,7 +176,7 @@
  • - + View page source @@ -191,33 +195,10 @@

    Compute best fit to your empirical distribution for 89 different theoretical distributions using the Residual Sum of Squares (RSS) estimates.

    -class distfit.distfit.distfit(method='parametric', alpha=0.05, multtest='fdr_bh', bins=50, bound='both', distr='popular', smooth=None, n_perm=10000)
    +class distfit.distfit.distfit(method='parametric', alpha=0.05, multtest='fdr_bh', bins=50, bound='both', distr='popular', smooth=None, n_perm=10000, todf=False)

    Probability density function fitting across 89 univariate distributions to non-censored data by residual sum of squares (RSS), making plots, and hypothesis testing.

    Probability density fitting across 89 univariate distributions to non-censored data by Residual Sum of Squares (RSS), and hypothesis testing.

    -

    Example

    -
    >>> from distfit import distfit
    ->>>
    ->>> # Create dataset
    ->>> X = np.random.normal(0, 2, 1000)
    ->>> y = [-8,-6,0,1,2,3,4,5,6]
    ->>>
    ->>> # Set parameters
    ->>> # Default method is set to parameteric models
    ->>> dist = distfit()
    ->>> # In case of quantile
    ->>> dist = distfit(method='quantile')
    ->>> # In case of quantile
    ->>> dist = distfit(method='percentile')
    ->>> # Fit using method
    ->>> model_results = dist.fit_transform(X)
    ->>> dist.plot()
    ->>>
    ->>> # Make prediction
    ->>> results = dist.predict(y)
    ->>> dist.plot()
    -
    -
    Parameters
      @@ -244,10 +225,35 @@
    • bound (str) – Specified testing directionality of the distribution.

    • distr (str) – Specified distribution or a set of distributions.

    • multtest (str) – Specified multiple test correction method.

    • +
    • todf (Bool (default: False)) – Output results in pandas dataframe (when True, note that this will slow down the code significantly)

    +

    Example

    +
    >>> from distfit import distfit
    +>>> import numpy as np
    +>>>
    +>>> # Create dataset
    +>>> X = np.random.normal(0, 2, 1000)
    +>>> y = [-8,-6,0,1,2,3,4,5,6]
    +>>>
    +>>> # Set parameters
    +>>> # Default method is set to parameteric models
    +>>> dist = distfit()
    +>>> # In case of quantile
    +>>> dist = distfit(method='quantile')
    +>>> # In case of quantile
    +>>> dist = distfit(method='percentile')
    +>>> # Fit using method
    +>>> model_results = dist.fit_transform(X)
    +>>> dist.plot()
    +>>>
    +>>> # Make prediction
    +>>> results = dist.predict(y)
    +>>> dist.plot()
    +
    +
    fit(verbose=3)
    @@ -319,7 +325,7 @@
    -plot(title='', figsize=10, 8, xlim=None, ylim=None, verbose=3)
    +plot(title='', figsize=(10, 8), xlim=None, ylim=None, verbose=3)

    Make plot.

    Parameters
    @@ -342,7 +348,7 @@
    -plot_summary(n_top=None, figsize=15, 8, ylim=None, verbose=3)
    +plot_summary(n_top=None, figsize=(15, 8), ylim=None, verbose=3)

    Plot summary results.

    Parameters
    @@ -382,7 +388,7 @@
  • Object.

  • y_pred (list of str) – prediction of bounds [upper, lower] for input y, using the fitted distribution X.

  • y_proba (list of float) – probability for response variable y.

  • -
  • df (pd.DataFrame) – Dataframe containing the predictions in a structed manner.

  • +
  • df (pd.DataFrame (only when set: todf=True)) – Dataframe containing the predictions in a structed manner.

@@ -391,7 +397,7 @@
-save(filepath, verbose=3)
+save(filepath, overwrite=True, verbose=3)

Save learned model in pickle file.

Parameters
@@ -452,6 +458,33 @@
+
+
+distfit.distfit.smoothline(xs, ys=None, interpol=3, window=1, verbose=3)
+

Smoothing 1D vector.

+

Smoothing a 1d vector can be challanging if the number of data is low sampled. +This smoothing function therefore contains two steps. First interpolation of the +input line followed by a convolution.

+
+
Parameters
+
    +
  • xs (array-like) – Data points for the x-axis.

  • +
  • ys (array-like) – Data points for the y-axis.

  • +
  • interpol (int, (default : 3)) – The interpolation factor. The data is interpolation by a factor n before the smoothing step.

  • +
  • window (int, (default : 1)) – Smoothing window that is used to create the convolution and gradually smoothen the line.

  • +
  • verbose (int [1-5], default: 3) – Print information to screen. A higher number will print more.

  • +
+
+
Returns
+

    +
  • xnew (array-like) – Data points for the x-axis.

  • +
  • ynew (array-like) – Data points for the y-axis.

  • +
+

+
+
+
+
@@ -459,35 +492,28 @@ - diff --git a/docs/pages/html/genindex.html b/docs/pages/html/genindex.html index 3522255..5bdc9c9 100644 --- a/docs/pages/html/genindex.html +++ b/docs/pages/html/genindex.html @@ -3,9 +3,9 @@ - + - + Index — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -49,7 +51,7 @@ - distfit + distfit @@ -160,6 +162,8 @@ + +
    @@ -171,7 +175,7 @@
  • - +
  • @@ -264,6 +268,10 @@

    S

alpha

gilbrat

gompertz

wrapcauchy

gengamma

genlogistic

frechet_l

frechet_l[x]

halfnorm

genexpon

+
@@ -282,28 +290,25 @@

T

-
diff --git a/docs/pages/html/index.html b/docs/pages/html/index.html index d67a26c..72777f1 100644 --- a/docs/pages/html/index.html +++ b/docs/pages/html/index.html @@ -3,9 +3,9 @@ - + - + distfit’s documentation! — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -50,7 +52,7 @@ - distfit + distfit @@ -161,6 +163,8 @@ + +
-

- - © Copyright 2020, Erdogan Taskesen + © Copyright 2020, Erdogan Taskesen.

- Built with Sphinx using a + Built with Sphinx using a - theme + theme provided by Read the Docs. - diff --git a/docs/pages/html/objects.inv b/docs/pages/html/objects.inv index 438e90b..9151de6 100644 Binary files a/docs/pages/html/objects.inv and b/docs/pages/html/objects.inv differ diff --git a/docs/pages/html/py-modindex.html b/docs/pages/html/py-modindex.html index fa83410..e029ee8 100644 --- a/docs/pages/html/py-modindex.html +++ b/docs/pages/html/py-modindex.html @@ -3,9 +3,9 @@ - + - + Python Module Index — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -29,7 +32,6 @@ - @@ -52,7 +54,7 @@ - distfit + distfit @@ -163,6 +165,8 @@ + +
- diff --git a/docs/pages/html/search.html b/docs/pages/html/search.html index 97b23d6..24a49ef 100644 --- a/docs/pages/html/search.html +++ b/docs/pages/html/search.html @@ -3,9 +3,9 @@ - + - + Search — distfit distfit documentation @@ -16,7 +16,10 @@ + + + @@ -30,12 +33,12 @@ - + @@ -51,7 +54,7 @@ - distfit + distfit @@ -162,6 +165,8 @@ + +
@@ -202,28 +205,25 @@
- diff --git a/docs/pages/html/searchindex.js b/docs/pages/html/searchindex.js index 5b63341..71ec55d 100644 --- a/docs/pages/html/searchindex.js +++ b/docs/pages/html/searchindex.js @@ -1 +1 @@ -Search.setIndex({docnames:["Abstract","Coding quality","Examples","Installation","Parametric","Percentile","Performance","Quantile","Save and Load","distfit.distfit","index"],envversion:{"sphinx.domains.c":2,"sphinx.domains.changeset":1,"sphinx.domains.citation":1,"sphinx.domains.cpp":3,"sphinx.domains.index":1,"sphinx.domains.javascript":2,"sphinx.domains.math":2,"sphinx.domains.python":2,"sphinx.domains.rst":2,"sphinx.domains.std":1,"sphinx.ext.intersphinx":1,sphinx:56},filenames:["Abstract.rst","Coding quality.rst","Examples.rst","Installation.rst","Parametric.rst","Percentile.rst","Performance.rst","Quantile.rst","Save and 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marked as significant. See section Algor from distfit import distfit # Initialize - dist = distfit() + dist = distfit(todf=True) # Search for best theoretical fit on your empirical data dist.fit_transform(X) @@ -104,8 +104,9 @@ outside the confidence interval but not marked as significant. See section Algor # The plot function will now also include the predictions of y dist.plot() -``out`` is a dictionary containing ``y_proba``, ``y_pred`` and ``df``. -The output values has the same order as input value ``y`` +``out`` is a dictionary containing ``y``, ``y_proba``, ``y_pred`` and ``P``. +The output values has the same order as input value ``y`` +Note that dataframe ``df`` is included when using the todf=True paramter. .. code:: python @@ -159,7 +160,8 @@ Extract results In the previous example, we showed that the output can be captured ``results`` and ``out`` but the results are also stored in the object itself. In our examples it is the ``dist`` object. -The same variable names are used; ``y_proba``, ``y_pred`` and ``df``. +The same variable names are used; ``y``, ``y_proba``, ``y_pred`` and ``P``. +Note that dataframe ``df`` is included when using the todf=True paramter. .. code:: python @@ -171,15 +173,15 @@ The same variable names are used; ``y_proba``, ``y_pred`` and ``df``. dist.model # Show the predictions for y - print(dist.y_pred) + print(dist.results['y_pred']) # ['down' 'down' 'none' 'none' 'none' 'none' 'up' 'up' 'up'] # Show the probabilities for y that belong with the predictions - print(dist.y_proba) + print(dist.results['y_proba']) # [2.75338375e-05 2.74664877e-03 4.74739680e-01 3.28636879e-01 1.99195071e-01 1.06316132e-01 5.05914722e-02 2.18922761e-02 8.89349927e-03] - # All predicted information is also stored in a structured dataframe - print(dist.df) + # All predicted information is also stored in a structured dataframe (only when setting the todf=True) + print(dist.results['df']) +----+-----+------------+----------+------------+ | | y | y_proba | y_pred | P | diff --git a/docs/source/Parametric.rst b/docs/source/Parametric.rst index 97e0644..2b2bbd3 100644 --- a/docs/source/Parametric.rst +++ b/docs/source/Parametric.rst @@ -51,43 +51,44 @@ The ``popular`` set of PDFs contains the following set of distributions and can The ``full`` set contains the following set of distributions: - +------------+---------------+------------+---------------+------------+ - | alpha | betaprime | chi2 | expon | fatiguelife| - +------------+---------------+------------+---------------+------------+ - | anglit | bradford | cosine | exponnorm | fisk | - +------------+---------------+------------+---------------+------------+ - | arcsine | burr | dgamma | exponweib | foldcauchy | - +------------+---------------+------------+---------------+------------+ - | arcsine | cauchy | dweibull | exponpow | foldnorm | - +------------+---------------+------------+---------------+------------+ - | beta | chi | erlang | f | frechet_r | - +------------+---------------+------------+---------------+------------+ - |gilbrat | gompertz | gumbel_r | gumbel_l | halfcauchy | - +------------+---------------+------------+---------------+------------+ - | halfgennorm| hypsecant | invgamma | invgauss | invweibull | - +------------+---------------+------------+---------------+------------+ - | laplace | levy | levy_l [X] | levy_stable[X]| logistic | - +------------+---------------+------------+---------------+------------+ - + lognorm | lomax | maxwell | mielke | nakagami | - +------------+---------------+------------+---------------+------------+ - | pearson3 | powerlaw |powerlognorm| powernorm | rdist | - +------------+---------------+------------+---------------+------------+ - | rice | recipinvgauss |semicircular| t | triang | - +------------+---------------+------------+---------------+------------+ - |tukeylambda | uniform | vonmises | vonmises_line | wald | - +------------+---------------+------------+---------------+------------+ - | wrapcauchy | gengamma |genlogistic | frechet_l | halfnorm | - +------------+---------------+------------+---------------+------------+ - | genexpon | genextreme | gennorm | gausshyper | genpareto | - +------------+---------------+------------+---------------+------------+ - | gamma |genhalflogistic|halflogistic| johnsonsb | johnsonsu | - +------------+---------------+------------+---------------+------------+ - | loggamma | loglaplace | norm | pareto | rayleigh | - +------------+---------------+------------+---------------+------------+ - | reciprocal | truncexpon | truncnorm | weibull_min | weibull_max| - +------------+---------------+------------+---------------+------------+ + +------------+---------------+------------+---------------+--------------+ + | alpha | betaprime | chi2 | expon | fatiguelife | + +------------+---------------+------------+---------------+--------------+ + | anglit | bradford | cosine | exponnorm | fisk | + +------------+---------------+------------+---------------+--------------+ + | arcsine | burr | dgamma | exponweib | foldcauchy | + +------------+---------------+------------+---------------+--------------+ + | arcsine | cauchy | dweibull | exponpow | foldnorm | + +------------+---------------+------------+---------------+--------------+ + | beta | chi | erlang | f | frechet_r[x] | + +------------+---------------+------------+---------------+--------------+ + |gilbrat | gompertz | gumbel_r | gumbel_l | halfcauchy | + +------------+---------------+------------+---------------+--------------+ + | halfgennorm| hypsecant | invgamma | invgauss | invweibull | + +------------+---------------+------------+---------------+--------------+ + | laplace | levy | levy_l [X] | levy_stable[X]| logistic | + +------------+---------------+------------+---------------+--------------+ + + lognorm | lomax | maxwell | mielke | nakagami | + +------------+---------------+------------+---------------+--------------+ + | pearson3 | powerlaw |powerlognorm| powernorm | rdist | + +------------+---------------+------------+---------------+--------------+ + | rice | recipinvgauss |semicircular| t | triang | + +------------+---------------+------------+---------------+--------------+ + |tukeylambda | uniform | vonmises | vonmises_line | wald | + +------------+---------------+------------+---------------+--------------+ + | wrapcauchy | gengamma |genlogistic | frechet_l[x] | halfnorm | + +------------+---------------+------------+---------------+--------------+ + | genexpon | genextreme | gennorm | gausshyper | genpareto | + +------------+---------------+------------+---------------+--------------+ + | gamma |genhalflogistic|halflogistic| johnsonsb | johnsonsu | + +------------+---------------+------------+---------------+--------------+ + | loggamma | loglaplace | norm | pareto | rayleigh | + +------------+---------------+------------+---------------+--------------+ + | reciprocal | truncexpon | truncnorm | weibull_min | weibull_max | + +------------+---------------+------------+---------------+--------------+ Note that levy_l and levy_stable are removed from the full list because it is too slow. +The distributions frechet_r and frechet_l are also not supported anymore. .. code:: python @@ -120,9 +121,9 @@ Note that, due to multiple testing approaches, it can occur that samples can be The following output variables are available. More information can be found under **return** in the docstring. dist.predict - * dist.y_proba - * dist.y_pred - * dist.df + * dist.results['y_proba'] + * dist.results['y_pred'] + * dist.results['df'] * dist.summary The output variable ``y_proba`` is by default corrected for multiple testing using the false discovery rate (fdr). diff --git a/docs/source/Performance.rst b/docs/source/Performance.rst index d5b0ce0..82663e7 100644 --- a/docs/source/Performance.rst +++ b/docs/source/Performance.rst @@ -199,16 +199,16 @@ For demonstration purposes, lets generate random integer values from a uniform d # Iterate over smooting window for smooth in tqdm(smooth_window): - # Fit only for the uniform distribution + # Fit only for the uniform distribution dist = distfit(distr='uniform', smooth=smooth) # Estimate paramters for the number of samples out = [] # Iterate over sample sizes for s in samples: - X = np.random.randint(0, 100, s) - dist.fit_transform(X, verbose=0) - out.append([dist.model['RSS'], dist.model['name'], s]) + X = np.random.randint(0, 100, s) + dist.fit_transform(X, verbose=0) + out.append([dist.model['RSS'], dist.model['name'], s]) df = pd.DataFrame(out, columns=['RSS','name','samples']) ax=df['RSS'].plot(grid=True, label='smooth: '+str(smooth) + ' - RSS: ' + str(df['RSS'].mean()))