Source code for openquake.hazardlib.stats

# -*- coding: utf-8 -*-
# vim: tabstop=4 shiftwidth=4 softtabstop=4
# Copyright (c) 2016-2019 GEM Foundation
# OpenQuake is free software: you can redistribute it and/or modify it
# under the terms of the GNU Affero General Public License as published
# by the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# OpenQuake is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# GNU Affero General Public License for more details.
# You should have received a copy of the GNU Affero General Public License
# along with OpenQuake.  If not, see <>.
Utilities to compute mean and quantile curves
import numpy

[docs]def mean_curve(values, weights=None): """ Compute the mean by using numpy.average on the first axis. """ if weights is None: weights = [1. / len(values)] * len(values) if not isinstance(values, numpy.ndarray): values = numpy.array(values) return numpy.average(values, axis=0, weights=weights)
[docs]def std_curve(values, weights=None): if weights is None: weights = [1. / len(values)] * len(values) m = mean_curve(values, weights) res = numpy.sqrt(numpy.einsum('i,i...', weights, (m - values) ** 2)) return res
[docs]def quantile_curve(quantile, curves, weights=None): """ Compute the weighted quantile aggregate of a set of curves. :param quantile: Quantile value to calculate. Should be in the range [0.0, 1.0]. :param curves: Array of R PoEs (possibly arrays) :param weights: Array-like of weights, 1 for each input curve, or None :returns: A numpy array representing the quantile aggregate """ if not isinstance(curves, numpy.ndarray): curves = numpy.array(curves) R = len(curves) if weights is None: weights = numpy.ones(R) / R else: weights = numpy.array(weights) assert len(weights) == R, (len(weights), R) result = numpy.zeros(curves.shape[1:]) for idx, _ in numpy.ndenumerate(result): data = numpy.array([a[idx] for a in curves]) sorted_idxs = numpy.argsort(data) sorted_weights = weights[sorted_idxs] sorted_data = data[sorted_idxs] cum_weights = numpy.cumsum(sorted_weights) # get the quantile from the interpolated CDF result[idx] = numpy.interp(quantile, cum_weights, sorted_data) return result
[docs]def max_curve(values, weights=None): """ Compute the maximum curve by taking the upper limits of the values; the weights are ignored and present only for API compatibility. The values can be arrays and then the maximum is taken pointwise: >>> max_curve([numpy.array([.3, .2]), numpy.array([.1, .4])]) array([0.3, 0.4]) """ return numpy.max(values, axis=0)
[docs]def compute_pmap_stats(pmaps, stats, weights, imtls): """ :param pmaps: a list of R probability maps :param stats: a sequence of S statistic functions :param weights: a list of ImtWeights :param imtls: a DictArray of intensity measure types :returns: a probability map with S internal values """ sids = set() p0 = next(iter(pmaps)) L = p0.shape_y for pmap in pmaps: sids.update(pmap) assert pmap.shape_y == L, (pmap.shape_y, L) if len(sids) == 0: raise ValueError('All empty probability maps!') sids = numpy.array(sorted(sids), numpy.uint32) nstats = len(stats) curves = numpy.zeros((len(pmaps), len(sids), L), numpy.float64) for i, pmap in enumerate(pmaps): for j, sid in enumerate(sids): if sid in pmap: curves[i, j] = pmap[sid].array[:, 0] out =, nstats, sids) for imt in imtls: slc = imtls(imt) w = [weight[imt] if hasattr(weight, 'dic') else weight for weight in weights] if sum(w) == 0: # expect no data for this IMT continue for i, array in enumerate(compute_stats(curves[:, :, slc], stats, w)): for j, sid in numpy.ndenumerate(sids): out[sid].array[slc, i] = array[j] return out
# NB: this is a function linear in the array argument
[docs]def compute_stats(array, stats, weights): """ :param array: an array of R elements (which can be arrays) :param stats: a sequence of S statistic functions :param weights: a list of R weights :returns: an array of S elements (which can be arrays) """ result = numpy.zeros((len(stats),) + array.shape[1:], array.dtype) for i, func in enumerate(stats): result[i] = apply_stat(func, array, weights) return result
# like compute_stats, but on a matrix of shape (N, R)
[docs]def compute_stats2(arrayNR, stats, weights): """ :param arrayNR: an array of (N, R) elements :param stats: a sequence of S statistic functions :param weights: a list of R weights :returns: an array of (N, S) elements """ newshape = list(arrayNR.shape) if newshape[1] != len(weights): raise ValueError('Got %d weights but %d values!' % (len(weights), newshape[1])) newshape[1] = len(stats) # number of statistical outputs newarray = numpy.zeros(newshape, arrayNR.dtype) data = [arrayNR[:, i] for i in range(len(weights))] for i, func in enumerate(stats): newarray[:, i] = apply_stat(func, data, weights) return newarray
[docs]def apply_stat(f, arraylist, *extra, **kw): """ :param f: a callable arraylist -> array (of the same shape and dtype) :param arraylist: a list of arrays of the same shape and dtype :param extra: additional positional arguments :param kw: keyword arguments :returns: an array of the same shape and dtype Broadcast statistical functions to composite arrays. Here is an example: >>> dt = numpy.dtype([('a', (float, 2)), ('b', float)]) >>> a1 = numpy.array([([1, 2], 3)], dt) >>> a2 = numpy.array([([4, 5], 6)], dt) >>> apply_stat(mean_curve, [a1, a2]) array([([2.5, 3.5], 4.5)], dtype=[('a', '<f8', (2,)), ('b', '<f8')]) """ dtype = arraylist[0].dtype shape = arraylist[0].shape if dtype.names: # composite array new = numpy.zeros(shape, dtype) for name in dtype.names: new[name] = f([arr[name] for arr in arraylist], *extra, **kw) return new else: # simple array return f(arraylist, *extra, **kw)
[docs]def set_rlzs_stats(dstore, prefix, arrayNR=None): """ :param dstore: a DataStore object :param prefix: dataset prefix :param arrayNR: an array of shape (N, R, ...) """ if arrayNR is None: # assume the -rlzs array is already stored arrayNR = dstore[prefix + '-rlzs'][()] else: # store passed the -rlzs array dstore[prefix + '-rlzs'] = arrayNR R = arrayNR.shape[1] if R > 1: stats = dstore['oqparam'].hazard_stats() if not stats: return statnames, statfuncs = zip(*stats.items()) weights = dstore['weights'][()] name = prefix + '-stats' if name in set(dstore): dstore[name][...] = compute_stats2(arrayNR, statfuncs, weights) else: dstore[name] = compute_stats2(arrayNR, statfuncs, weights) dstore.set_attrs(name, stats=statnames)