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Python pylab.mean函数代码示例

原作者: [db:作者] 来自: [db:来源] 收藏 邀请

本文整理汇总了Python中pylab.mean函数的典型用法代码示例。如果您正苦于以下问题:Python mean函数的具体用法?Python mean怎么用?Python mean使用的例子?那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。



在下文中一共展示了mean函数的20个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的Python代码示例。

示例1: data_to_ch

def data_to_ch(data):
    ch = {}
    for ch_ind in range(1, 97):
        ch[ch_ind] = {}
        ch[ch_ind]["bl"] = data[ch_ind]["blanks"]
        ch[ch_ind]["bl_mu"] = pl.mean(ch[ch_ind]["bl"])
        ch[ch_ind]["bl_sem"] = pl.std(ch[ch_ind]["bl"]) / pl.sqrt(len(ch[ch_ind]["bl"]))
        for ind in sorted(data[ch_ind].keys()):
            if ind != "blanks":
                k = ind[0]
                if k not in ch[ch_ind]:
                    ch[ch_ind][k] = {}
                    ch[ch_ind][k]["fr"] = []
                    ch[ch_ind][k]["fr_mu"] = []
                    ch[ch_ind][k]["fr_sem"] = []
                    ch[ch_ind][k]["pos_y"] = []
                    ch[ch_ind][k]["dprime"] = []
                ch[ch_ind][k]["fr"].append(data[ch_ind][ind]["on"])
                ch[ch_ind][k]["fr_mu"].append(pl.mean(data[ch_ind][ind]["on"]))
                ch[ch_ind][k]["fr_sem"].append(pl.std(data[ch_ind][ind]["on"]) / pl.sqrt(len(data[1][ind]["on"])))
                ch[ch_ind][k]["pos_y"].append(ind[2])
                # print ch[ch_ind][k]['pos_y']
                # print pl.std(data[ch_ind][ind]['on'])
                ch[ch_ind][k]["dprime"].append(
                    (pl.mean(data[ch_ind][ind]["on"]) - ch[ch_ind]["bl_mu"])
                    / ((pl.std(ch[ch_ind]["bl"]) + pl.std(data[ch_ind][ind]["on"])) / 2)
                )
                # print ch[ch_ind]['OSImage_5']['pos_y']
    return ch
开发者ID:hahong,项目名称:array_proj,代码行数:29,代码来源:plot_RSVP_POS.py


示例2: broadgauss

def broadgauss(x, y, sigma):
    '''Gaussian function for broadening
    '''

    bla = True
    plot = False
    c = 299792458.

    if bla:
        print " sigma = ", round(sigma, 4), " km/s"

    sigma = sigma * 1.0e3/c * pl.mean(x)   # sigma in Å

    if bla:
        print " sigma = ", round(sigma, 3), "  Å "

    xk = x - pl.mean(x)

    g = make_gauss(1, 0, sigma)
    yk = [g(i) for i in xk]

    if bla:
        print " Integral of the gaussian function: ", pl.trapz(yk, xk).__format__('5.3')

    if plot:
        pl.figure(2)
        pl.plot(xk, yk, '+-')
        pl.show()
    #if bla: print" size y:", y.size
    y = pl.convolve(y, yk, mode='same')
    #if bla: print" size y:", y.size

    return y/max(y)
开发者ID:thibaultmerle,项目名称:pspec,代码行数:33,代码来源:pspec.py


示例3: scatter_stats

def scatter_stats(db, s1, s2, f1=None, f2=None, **kwargs):
    if f1 == None:
        f1 = lambda x: x  # constant function

    if f2 == None:
        f2 = f1

    x = []
    xerr = []

    y = []
    yerr = []

    for k in db:
        x_k = [f1(x_ki) for x_ki in db[k].__getattribute__(s1).gettrace()]
        y_k = [f2(y_ki) for y_ki in db[k].__getattribute__(s2).gettrace()]

        x.append(pl.mean(x_k))
        xerr.append(pl.std(x_k))

        y.append(pl.mean(y_k))
        yerr.append(pl.std(y_k))

        pl.text(x[-1], y[-1], " %s" % k, fontsize=8, alpha=0.4, zorder=-1)

    default_args = {"fmt": "o", "ms": 10}
    default_args.update(kwargs)
    pl.errorbar(x, y, xerr=xerr, yerr=yerr, **default_args)
    pl.xlabel(s1)
    pl.ylabel(s2)
开发者ID:aflaxman,项目名称:bednet_stock_and_flow,代码行数:30,代码来源:explore.py


示例4: compare_models

def compare_models(db, stoch="itn coverage", stat_func=None, plot_type="", **kwargs):
    if stat_func == None:
        stat_func = lambda x: x

    X = {}
    for k in sorted(db.keys()):
        c = k.split("_")[2]
        X[c] = []

    for k in sorted(db.keys()):
        c = k.split("_")[2]
        X[c].append([stat_func(x_ki) for x_ki in db[k].__getattribute__(stoch).gettrace()])

    x = pl.array([pl.mean(xc[0]) for xc in X.values()])
    xerr = pl.array([pl.std(xc[0]) for xc in X.values()])
    y = pl.array([pl.mean(xc[1]) for xc in X.values()])
    yerr = pl.array([pl.std(xc[1]) for xc in X.values()])

    if plot_type == "scatter":
        default_args = {"fmt": "o", "ms": 10}
        default_args.update(kwargs)
        for c in X.keys():
            pl.text(pl.mean(X[c][0]), pl.mean(X[c][1]), " %s" % c, fontsize=8, alpha=0.4, zorder=-1)
        pl.errorbar(x, y, xerr=xerr, yerr=yerr, **default_args)
        pl.xlabel("First Model")
        pl.ylabel("Second Model")
        pl.plot([0, 1], [0, 1], alpha=0.5, linestyle="--", color="k", linewidth=2)

    elif plot_type == "rel_diff":
        d1 = sorted(100 * (x - y) / x)
        d2 = sorted(100 * (xerr - yerr) / xerr)
        pl.subplot(2, 1, 1)
        pl.title("Percent Model 2 deviates from Model 1")

        pl.plot(d1, "o")
        pl.xlabel("Countries sorted by deviation in mean")
        pl.ylabel("deviation in mean (%)")

        pl.subplot(2, 1, 2)
        pl.plot(d2, "o")
        pl.xlabel("Countries sorted by deviation in std err")
        pl.ylabel("deviation in std err (%)")
    elif plot_type == "abs_diff":
        d1 = sorted(x - y)
        d2 = sorted(xerr - yerr)
        pl.subplot(2, 1, 1)
        pl.title("Percent Model 2 deviates from Model 1")

        pl.plot(d1, "o")
        pl.xlabel("Countries sorted by deviation in mean")
        pl.ylabel("deviation in mean")

        pl.subplot(2, 1, 2)
        pl.plot(d2, "o")
        pl.xlabel("Countries sorted by deviation in std err")
        pl.ylabel("deviation in std err")
    else:
        assert 0, "plot_type must be abs_diff, rel_diff, or scatter"

    return pl.array([x, y, xerr, yerr])
开发者ID:aflaxman,项目名称:bednet_stock_and_flow,代码行数:60,代码来源:explore.py


示例5: calZsocre

 def calZsocre(self,core,surface,sampleSize):
     coreMean=mean(core)
     s=[]
     for i in range(sampleSize):
         s.append(mean(sample(surface,len(core))))
     sig= sqrt(var(s))
     return (coreMean-mean(s))/sig
开发者ID:kumar-physics,项目名称:eppic-pred,代码行数:7,代码来源:analyzeSurface.py


示例6: flow_rate_hist

def flow_rate_hist(sheets):
    ant_rates = []
    weights = []
    for sheet in sheets:
        ants, seconds, weight = flow_rate(sheet)
        ant_rate = seconds / ants
        #ant_rate = ants / seconds
        ant_rates.append(ant_rate)
        weights.append(float(weight))
        #weights.append(seconds)

    weights = pylab.array(weights)
    weights /= sum(weights)

    #print "ants per second"
    print "seconds per ant"
    mu = pylab.mean(ant_rates)
    print "mean", pylab.mean(ant_rates)
    wmean = pylab.average(ant_rates, weights=weights)
    print "weighted mean", wmean
    print "median", pylab.median(ant_rates)
    print "std", pylab.std(ant_rates, ddof=1)
    ant_rates = pylab.array(ant_rates)
    werror = (ant_rates - mu) * weights
    print "weighted std", ((sum(werror ** 2))) ** 0.5
    print "weighted std 2", (pylab.average((ant_rates - mu)**2, weights=weights)) ** 0.5
    pylab.figure()
    pylab.hist(ant_rates)
    pylab.savefig('ant_flow_rates.pdf', format='pdf')
    pylab.close()
开发者ID:arjunc12,项目名称:Ants,代码行数:30,代码来源:flow_rate.py


示例7: latent_simplex

def latent_simplex(X):
    """ TODO: describe this function"""
    N, T, J = X.shape

    alpha = []
    for t in range(T):
        alpha_t = []
        for j in range(J):
            mu_alpha_tj = pl.mean(X[:,t,j]) / pl.mean(X[:,t,:], 0).sum()
            alpha_t.append(mc.Normal('alpha_%d_%d'%(t,j), mu=0., tau=1., value=pl.log(mu_alpha_tj)))
        alpha.append(alpha_t)

    @mc.deterministic
    def pi(alpha=alpha):
        pi = pl.zeros((T, J))
        for t in range(T):
            pi[t] = pl.reshape(pl.exp(alpha[t]), J) / pl.sum(pl.exp(alpha[t]))
        return pi

    @mc.observed
    def X_obs(pi=pi, value=X.mean(0), sigma=X.std(0), pow=2):
        """ TODO: experiment with different values of pow, although
        pow=2 seems like a fine choice based on our limited
        experience."""
        return -((pl.absolute(pi - value) / sigma)**pow).sum()
    
    return vars()
开发者ID:ldwyerlindgren,项目名称:pymc-cod-correct,代码行数:27,代码来源:models.py


示例8: plot2

def plot2():
    import pylab as pl
    hs, ds = [], []
    for event, time in load():
        if event == main_start:
            start_time = time
        elif event == main_end:
            d0, h0 = days_hours(start_time)
            d1, h1 = days_hours(time)
            hs.append((h0, h1))
            ds.append((d0, d1))
            pl.plot([d0, d1], [h0, h1], 'b')
    ihs, fhs = zip(*hs)
    ids, fds = zip(*ds)
    pl.plot(ids, ihs, 'g')
    pl.plot([ids[0], ids[-1]], [pl.mean(ihs)] * 2, 'g--')
    pl.plot(fds, fhs, 'r')
    pl.plot([fds[0], fds[-1]], [pl.mean(fhs)] * 2, 'r--')
    f, i = pl.mean(fhs), pl.mean(ihs)
    pl.plot([fds[0], fds[-1]], [(f + i) / 2] * 2, 'b--')
    print i, f, f - i, (f + i) / 2
    std_i, std_f = pl.std(ihs), pl.std(fhs)
    print std_i, std_f
    pl.xlim(ids[0], fds[-1])
    pl.ylim(4, 28)
    pl.grid(True)
    pl.xlabel('Time [day]')
    pl.ylabel('Day interval [hours]')
    pl.show()
开发者ID:maurob,项目名称:timestamp,代码行数:29,代码来源:timestamp.py


示例9: build_moving5

def build_moving5(days, avg):
    moving5 = array(zeros(len(days)-4), dtype = float)
    cday = 1
    moving5[0] = pylab.mean(avg[0:4])
    for a in avg[5:]:
	moving5[cday] = pylab.mean(avg[cday:cday+4])
	cday += 1
    return moving5
开发者ID:PeterGottesman,项目名称:eve-central.com,代码行数:8,代码来源:market_stat.py


示例10: perlin_covariance_corr

def perlin_covariance_corr(delta,N=1000000,bound=1):
    ts = bound*pl.rand(N)
    tds = ts+delta
    ps = [p(t) for t in ts]
    pds = [p(td) for td in tds]
    #cov = pl.mean([pp*pd for pp,pd in zip(ps,pds)])
    cov = pl.mean([(pp-pd)**2 for pp,pd in zip(ps,pds)])
    corr = pl.mean([pp*pd for pp,pd in zip(ps,pds)])
    return cov, corr
开发者ID:DiNAi,项目名称:hueperlin,代码行数:9,代码来源:perlin_experiments.py


示例11: int_f

def int_f(a, fs=1.):
    """
    A fourier-based integrator.

    ===========
    Parameters:
    ===========
    a : *array* (1D)
        The array which should be integrated
    fs : *float*
        sampling time of the data

    ========
    Returns:
    ========
    y : *array* (1D)
        The integrated array

    """

    if False:
    # version with "mirrored" code
        xp = hstack([a, a[::-1]])
        int_fluc = int_f0(xp, float(fs))[:len(a)]
        baseline = mean(a) * arange(len(a)) / float(fs)
        return int_fluc + baseline - int_fluc[0]
    
    # old version
    baseline = mean(a) * arange(len(a)) / float(fs)
    int_fluc = int_f0(a, float(fs))
    return int_fluc + baseline - int_fluc[0]

    # old code - remove eventually (comment on 02/2014)
    # periodify
    if False:
        baseline = linspace(a[0], a[-1], len(a))
        a0 = a - baseline
        m = a0[-1] - a0[-2]
        b2 = linspace(0, -.5 * m, len(a))
        baseline -= b2
        a0 += b2
        a2 = hstack([a0, -1. * a0[1:][::-1]]) # "smooth" periodic signal  

        dbase = baseline[1] - baseline[0]
        t_vec = arange(len(a)) / float(fs)
        baseint = baseline[0] * t_vec + .5 * dbase * t_vec ** 2
        
        # define frequencies
        T = len(a2) / float(fs)
        freqs = 1. / T * arange(len(a2))
        freqs[len(freqs) // 2 + 1 :] -= float(fs)

        spec = fft.fft(a2)
        spec_i = zeros_like(spec, dtype=complex)
        spec_i[1:] = spec[1:] / (2j * pi* freqs[1:])
        res_int = fft.ifft(spec_i).real[:len(a0)] + baseint
        return res_int - res_int[0]
开发者ID:MMaus,项目名称:mutils,代码行数:57,代码来源:fourier.py


示例12: xyamb

def xyamb(xytab,qu,xyout=''):

    mytb=taskinit.tbtool()

    if not isinstance(qu,tuple):
        raise Exception,'qu must be a tuple: (Q,U)'

    if xyout=='':
        xyout=xytab
    if xyout!=xytab:
        os.system('cp -r '+xytab+' '+xyout)

    QUexp=complex(qu[0],qu[1])
    print 'Expected QU = ',qu   # , '  (',pl.angle(QUexp)*180/pi,')'

    mytb.open(xyout,nomodify=False)

    QU=mytb.getkeyword('QU')['QU']
    P=pl.sqrt(QU[0,:]**2+QU[1,:]**2)

    nspw=P.shape[0]
    for ispw in range(nspw):
        st=mytb.query('SPECTRAL_WINDOW_ID=='+str(ispw))
        if (st.nrows()>0):
            q=QU[0,ispw]
            u=QU[1,ispw]
            qufound=complex(q,u)
            c=st.getcol('CPARAM')
            fl=st.getcol('FLAG')
            xyph0=pl.angle(pl.mean(c[0,:,:][pl.logical_not(fl[0,:,:])]),True)
            print 'Spw = '+str(ispw)+': Found QU = '+str(QU[:,ispw])  # +'   ('+str(pl.angle(qufound)*180/pi)+')'
            #if ( (abs(q)>0.0 and abs(qu[0])>0.0 and (q/qu[0])<0.0) or
            #     (abs(u)>0.0 and abs(qu[1])>0.0 and (u/qu[1])<0.0) ):
            if ( pl.absolute(pl.angle(qufound/QUexp)*180/pi)>90.0 ):
                c[0,:,:]*=-1.0
                xyph1=pl.angle(pl.mean(c[0,:,:][pl.logical_not(fl[0,:,:])]),True)
                st.putcol('CPARAM',c)
                QU[:,ispw]*=-1
                print '   ...CONVERTING X-Y phase from '+str(xyph0)+' to '+str(xyph1)+' deg'
            else:
                print '      ...KEEPING X-Y phase '+str(xyph0)+' deg'
            st.close()
    QUr={}
    QUr['QU']=QU
    mytb.putkeyword('QU',QUr)
    mytb.close()
    QUm=pl.mean(QU[:,P>0],1)
    QUe=pl.std(QU[:,P>0],1)
    Pm=pl.sqrt(QUm[0]**2+QUm[1]**2)
    Xm=0.5*atan2(QUm[1],QUm[0])*180/pi

    print 'Ambiguity resolved (spw mean): Q=',QUm[0],'U=',QUm[1],'(rms=',QUe[0],QUe[1],')','P=',Pm,'X=',Xm

    stokes=[1.0,QUm[0],QUm[1],0.0]
    print 'Returning the following Stokes vector: '+str(stokes)
    
    return stokes
开发者ID:schiebel,项目名称:casa,代码行数:57,代码来源:almapolhelpers.py


示例13: correctBias

def correctBias(AllData):
  # correct for difficulty and plot each subject %correct vs confidence
  corrmatrix, confmatrix = returnConfMatrix(AllData)
  Qs, subjects = py.shape(corrmatrix)
  copts = [1,2,3,4,5]
  datamat = np.array(py.zeros([len(copts), subjects]))
  print(datamat)
  fig = py.figure()
  ax15 = fig.add_subplot(111) 
  i = 0
 
  while i < subjects:
    c1, c2, c3, c4, c5 = [],[],[],[],[]
    # get confidences for each subject
    j = 0
    while j < Qs:
      # get confidences and correct for each question
      if confmatrix[j][i] == 1:
        c1.append(corrmatrix[j][i])
      elif confmatrix[j][i] == 2:
        c2.append(corrmatrix[j][i])
      elif confmatrix[j][i] == 3:
        c3.append(corrmatrix[j][i])
      elif confmatrix[j][i] == 4:
        c4.append(corrmatrix[j][i])
      elif confmatrix[j][i] == 5:
        c5.append(corrmatrix[j][i])
      else:
        print('bad num encountered')
        
      j += 1
    print('i is %d' %i)
    minconf = ([py.mean(c1), py.mean(c2), py.mean(c3), 
                   py.mean(c4), py.mean(c5)])
    pmin = 10
    for p in minconf:
      if p < pmin and p != 0 and math.isnan(p) is not True:
        pmin = p
    
    print(pmin)
    datamat[0][i] = py.mean(c1)/pmin
    datamat[1][i] = py.mean(c2)/pmin
    datamat[2][i] = py.mean(c3)/pmin
    datamat[3][i] = py.mean(c4)/pmin
    datamat[4][i] = py.mean(c5)/pmin
    # print(datamat)
    print( py.shape(datamat))
    print(len(datamat[:,i]))
    ax15.plot(range(1,6), datamat[:,i], alpha=0.4, linewidth=4)
    i += 1
  
  ax15.set_ylabel('Modified Correct')
  ax15.set_xlabel('Confidence')
  ax15.set_title('All responses')
  ax15.set_xticks(np.arange(1,6))
  ax15.set_xticklabels( [1, 2, 3, 4, 5] )
  ax15.set_xlim(0,6)
开发者ID:acsutt0n,项目名称:WisdomOfCrowd,代码行数:57,代码来源:showData.py


示例14: nrms

def nrms(data_fit, data_true):
    """
    Normalized root mean square error.
    """
    # root mean square error
    rms = pl.mean(pl.norm(data_fit - data_true, axis=0))

    # normalization factor is the max - min magnitude, or 2 times max dist from mean
    norm_factor = 2*pl.norm(data_true - pl.mean(data_true, axis=1), axis=0).max()
    return (norm_factor - rms)/norm_factor
开发者ID:syantek,项目名称:sysid,代码行数:10,代码来源:subspace.py


示例15: ttest

 def ttest(X,Y):
     """
     Takes two lists of values, returns t value
     
     >>> ttest([2, 3, 7, 6, 10], [11,2,3,1,2])
     0.77459666924148329
     """
     if len(X) <= 1 or len(Y) <= 1: return 0.0
     return ((pylab.mean(X) - pylab.mean(Y))
             / stderr(X,Y))
开发者ID:ronaldahmed,项目名称:robot-navigation,代码行数:10,代码来源:__init__.py


示例16: DFA

def DFA(data, npoints=None, degree=1, use_median=False):
    """
    computes the detrended fluctuation analysis
    returns the fluctuation F and the corresponding window length L

    :args:
        data (n-by-1 array): the data from which to compute the DFA
        npoints (int): the number of points to evaluate; if omitted the log(n)
            will be used
        degree (int): degree of the polynomial to use for detrending
        use_median (bool): use median instead of mean fluctuation

    :returns:
        F, L: the fluctuation F as function of the window length L

    """
    # max window length: n/4

    #0th: compute integral
    integral = cumsum(data - mean(data))

    #1st: compute different window lengths
    n_samples = npoints if npoints is not None else int(log(len(data)))
    lengths = sort(array(list(set(
            logspace(2,log(len(data)/4.),n_samples,base=exp(1)).astype(int)
             ))))

    #print lengths
    all_flucs = []
    used_lengths = []
    for wlen in lengths:
        # compute the fluctuation of residuals from a linear fit
        # according to Kantz&Schreiber, ddof must be the degree of polynomial,
        # i.e. 1 (or 2, if mean also counts? -> see in book)
        curr_fluc = []
#        rrt = 0
        for startIdx in arange(0,len(integral),wlen):
            pt = integral[startIdx:startIdx+wlen]
            if len(pt) > 3*(degree+1):
                resids = pt - polyval(polyfit(arange(len(pt)),pt,degree),
                                  arange(len(pt)))
#                if abs(wlen - lengths[0]) < -1:
#                    print resids[:20]
#                elif rrt == 0:
#                    print "wlen", wlen, "l0", lengths[0]
#                    rrt += 1
                curr_fluc.append(std(resids, ddof=degree+1))
        if len(curr_fluc) > 0:
            if use_median:
                all_flucs.append(median(curr_fluc))
            else:
                all_flucs.append(mean(curr_fluc))
            used_lengths.append(wlen)
    return array(all_flucs), array(used_lengths)
开发者ID:MMaus,项目名称:mutils,代码行数:54,代码来源:statistics.py


示例17: zoom

def zoom(beg, end, x1_plot, y1_plot, z_plot, x2_plot, y2_plot, t_plot, KOP_plot, radical):

    #resize sample according zoom interval
    x1_plot = x1_plot[:,beg/0.05:end/0.05]
    x2_plot = x2_plot[:,beg/0.05:end/0.05]
    y1_plot = y1_plot[:,beg/0.05:end/0.05]
    y2_plot = y2_plot[:,beg/0.05:end/0.05]
    z_plot = z_plot[:,beg/0.05:end/0.05]
    t_plot = t_plot[beg/0.05:end/0.05]
    KOP_plot = KOP_plot[0, beg/0.05:end/0.05] #0 because k only needed, no psi
    
    nbn1=x1_plot.shape[0]
    nbn2=x2_plot.shape[0]
    x1bar_plot = pb.zeros(x1_plot.shape[1])
    x2bar_plot = pb.zeros(x2_plot.shape[1]) 
    zbar_plot = pb.zeros(z_plot.shape[1])
    
    for i in range(x1bar_plot.size):
        x1bar_plot[i]=pb.mean(x1_plot[:,i])
        x2bar_plot[i]=pb.mean(x2_plot[:,i])
        zbar_plot[i]=pb.mean(z_plot[:,i])
    
    
    #plotting    
    fig = pb.figure(figsize=(20,10))
    pb.hold(True)
    
    ax1=pb.subplot(5,1,1); ax1.hold(True); ax1.set_title("x1 (thick black=x1bar)")
    ax2=pb.subplot(5,1,2); ax2.hold(True); ax2.set_title("x2 (thick black=x2bar)")
    ax3=pb.subplot(5,1,3); ax3.hold(True); ax3.set_title("x1bar - x2bar")
    ax4=pb.subplot(5,1,4); ax4.hold(True); ax4.set_title("Z (thick black=zbar)")
    ax5=pb.subplot(5,1,5); ax5.hold(True); ax5.set_title("Amplitude of the Kuramoto Order parameter")
    
    for i in range(nbn1):
        #time series pop1
        ax1.plot(t_plot, x1_plot[i,:]) #i -> all neurons, 0 -> only neuron 0 ... 
        #time series z
        ax4.plot(t_plot, z_plot[i,:], label=None)
    for j in range(nbn2):
        #time series pop2
        ax2.plot(t_plot, x2_plot[j,:])
        
    #draw time series
    ax1.plot(t_plot, x1bar_plot, 'black', linewidth=1.5)
    ax2.plot(t_plot, x2bar_plot, 'black', linewidth=1.5)
    ax3.plot(t_plot, x2bar_plot - x1bar_plot, label='x2bar - x1bar')
    ax3.legend(prop={'size':10})
    ax4.plot(t_plot, zbar_plot, 'black', linewidth=2., label="zbar")
    ax4.legend(prop={'size':10})
    ax5.plot(t_plot, KOP_plot[:])
    #ax5.legend(prop={'size':10})
    
    fig.savefig("epilepton"+radical+"_zoom.png", dpi=200)
开发者ID:AlexBoro,项目名称:epilepton,代码行数:53,代码来源:figTool.py


示例18: lsqReg

def lsqReg(X,Y):
	"""
	Returns the least square fit of Y = a*X + b. 
	"""	
	m_x = pylab.mean(X)
	m_y = pylab.mean(Y)
	m_x2 = pylab.mean(X*X)
	m_xy = pylab.mean(X*Y)

	a = (m_xy - m_x*m_y)/(m_x2 - m_x*m_x)
	b = m_y - a*m_x

	return a,b
开发者ID:ashivni,项目名称:FuseNetwork,代码行数:13,代码来源:statUtils.py


示例19: sample

    def sample(self, model, evidence):
        z = evidence['z']
        T = evidence['T']
        g = evidence['g']
        h = evidence['h']
        transition_var_g = evidence['transition_var_g']
        shot_id = evidence['shot_id']

        observation_var_g = model.known_params['observation_var_g']
        observation_var_h = model.known_params['observation_var_h']
        prior_mu_g = model.hyper_params['g']['mu']
        prior_cov_g = model.hyper_params['g']['cov']
        N = len(z)
        n = len(g)

        # Make g, h, and z vector valued to avoid ambiguity
        g = g.copy().reshape((n, 1))
        h = h.copy().reshape((n, 1))

        z_g = ma.asarray(nan + zeros((n, 1)))
        obs_cov = ma.asarray(inf + zeros((n, 1, 1)))
        for i in xrange(n):
            z_i = z[shot_id == i]
            T_i = T[shot_id == i]
            if 1 in T_i and 2 in T_i:
                # Sample mean and variance for multiple observations
                n_obs_g, n_obs_h = sum(T_i == 1), sum(T_i == 2)
                obs_cov_g, obs_cov_h = observation_var_g/n_obs_g, observation_var_h/n_obs_h
                z_g[i] = (mean(z_i[T_i == 1])/obs_cov_g + mean(z_i[T_i == 2] - h[i])/obs_cov_h)/(1/obs_cov_g + 1/obs_cov_h)
                obs_cov[i] = 1/(1/obs_cov_g + 1/obs_cov_h)
            elif 1 in T_i:
                n_obs_g = sum(T_i == 1)
                z_g[i] = mean(z_i[T_i == 1])
                obs_cov[i] = observation_var_g/n_obs_g
            elif 2 in T_i:
                n_obs_h = sum(T_i == 2)
                z_g[i] = mean(z_i[T_i == 2] - h[i])
                obs_cov[i] = observation_var_h/n_obs_h

        z_g[isnan(z_g)] = ma.masked
        obs_cov[isinf(obs_cov)] = ma.masked

        kalman = self._kalman
        kalman.initial_state_mean = array([prior_mu_g[0],])
        kalman.initial_state_covariance = array([prior_cov_g[0],])
        kalman.transition_matrices = eye(1)
        kalman.transition_covariance = array([transition_var_g,])
        kalman.observation_matrices = eye(1)
        kalman.observation_covariance = obs_cov
        sampled_g = forward_filter_backward_sample(kalman, z_g, prior_mu_g, prior_cov_g)
        return sampled_g.reshape((n,))
开发者ID:bwallin,项目名称:thesis-code,代码行数:51,代码来源:model_simulation_eta.py


示例20: est_dtlnorm

def est_dtlnorm(x, thres, opt_method):
    def cond_dtlnorm(par):
        return m_nl_dtlnorm(x=x, mu=par[0], sigma=par[1], thres=thres)
    if opt_method in ['L-BFGS-B', 'SLSQP', 'TNC']:
        est_par = minimize(x0=[mean(log(x)), std(log(x))],
                           fun=cond_dtlnorm,
                           method=opt_method,
                           bounds=[(log(thres[0]), log(thres[1])),
                                   (1e-16, Inf)]).x
    else:
        est_par = minimize(x0=[mean(log(x)), std(log(x))],
                           fun=cond_dtlnorm,
                           method=opt_method).x
    return est_par
开发者ID:GongYiLiao,项目名称:Python_Daily,代码行数:14,代码来源:test_python_optimize.py



注:本文中的pylab.mean函数示例由纯净天空整理自Github/MSDocs等源码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。


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