我试图根据一些数据创建发行版,然后从该发行版随机抽取。下面是我有:在scipy中创建新的发行版
from scipy import stats
import numpy
def getDistribution(data):
kernel = stats.gaussian_kde(data)
class rv(stats.rv_continuous):
def _cdf(self, x):
return kernel.integrate_box_1d(-numpy.Inf, x)
return rv()
if __name__ == "__main__":
# pretend this is real data
data = numpy.concatenate((numpy.random.normal(2,5,100), numpy.random.normal(25,5,100)))
d = getDistribution(data)
print d.rvs(size=100) # this usually fails
我觉得这是做什么我也想,但我经常得到一个错误(见下文),当我尝试做d.rvs()
,并d.rvs(100)
永远不会奏效。难道我做错了什么?有没有更容易或更好的方法来做到这一点?如果这是一个scipy的bug,有什么方法可以解决它吗?
最后,是否有更多关于在某处创建自定义分发的文档?我发现的最好的是scipy.stats.rv_continuous文档,它非常简洁并且没有有用的例子。
回溯:
Traceback (most recent call last): File "testDistributions.py", line 19, in print d.rvs(size=100) File "/usr/local/lib/python2.6/dist-packages/scipy-0.10.0-py2.6-linux-x86_64.egg/scipy/stats/distributions.py", line 696, in rvs vals = self._rvs(*args) File "/usr/local/lib/python2.6/dist-packages/scipy-0.10.0-py2.6-linux-x86_64.egg/scipy/stats/distributions.py", line 1193, in _rvs Y = self._ppf(U,*args) File "/usr/local/lib/python2.6/dist-packages/scipy-0.10.0-py2.6-linux-x86_64.egg/scipy/stats/distributions.py", line 1212, in _ppf return self.vecfunc(q,*args) File "/usr/local/lib/python2.6/dist-packages/numpy-1.6.1-py2.6-linux-x86_64.egg/numpy/lib/function_base.py", line 1862, in call theout = self.thefunc(*newargs) File "/usr/local/lib/python2.6/dist-packages/scipy-0.10.0-py2.6-linux-x86_64.egg/scipy/stats/distributions.py", line 1158, in _ppf_single_call return optimize.brentq(self._ppf_to_solve, self.xa, self.xb, args=(q,)+args, xtol=self.xtol) File "/usr/local/lib/python2.6/dist-packages/scipy-0.10.0-py2.6-linux-x86_64.egg/scipy/optimize/zeros.py", line 366, in brentq r = _zeros._brentq(f,a,b,xtol,maxiter,args,full_output,disp) ValueError: f(a) and f(b) must have different signs
编辑
对于那些好奇的,依照下列答案的建议,这里的代码工作:
from scipy import stats
import numpy
def getDistribution(data):
kernel = stats.gaussian_kde(data)
class rv(stats.rv_continuous):
def _rvs(self, *x, **y):
# don't ask me why it's using self._size
# nor why I have to cast to int
return kernel.resample(int(self._size))
def _cdf(self, x):
return kernel.integrate_box_1d(-numpy.Inf, x)
def _pdf(self, x):
return kernel.evaluate(x)
return rv(name='kdedist', xa=-200, xb=200)
因此,当我们正在做上述调用'randoms = getDistribution(Mydata)'然后'randoms = randoms.rvs(size = 1000)'时,它会在类内执行三个'def'吗?即计算pdf,整合它等? – ThePredator
我确实让我的随机数据遵循数据分布,但我想平滑它,以便它不会严格遵循数据分布。我一直在手动调整'kernel'中的带宽来做到这一点。例如,我们如何指定PDF功能,然后使用PDF功能使用Metropolis Hastings创建随机数。 – ThePredator