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https://github.com/Richard-Sti/csiborgtools.git
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Add correlation module to field (#102)
* Remove file * Add boostrap corr as a module
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3 changed files with 179 additions and 141 deletions
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@ -18,3 +18,4 @@ from .density import (DensityField, PotentialField, TidalTensorField,
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from .interp import (evaluate_cartesian, evaluate_sky, field2rsp, # noqa
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from .interp import (evaluate_cartesian, evaluate_sky, field2rsp, # noqa
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fill_outside, make_sky, observer_peculiar_velocity, # noqa
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fill_outside, make_sky, observer_peculiar_velocity, # noqa
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nside2radec, smoothen_field) # noqa
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nside2radec, smoothen_field) # noqa
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from .corr import bayesian_bootstrap_correlation # noqa
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178
csiborgtools/field/corr.py
Normal file
178
csiborgtools/field/corr.py
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@ -0,0 +1,178 @@
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# Copyright (C) 2023 Richard Stiskalek
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# This program is free software; you can redistribute it and/or modify it
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# under the terms of the GNU General Public License as published by the
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# Free Software Foundation; either version 3 of the License, or (at your
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# option) any later version.
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#
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# This program is distributed in the hope that it will be useful, but
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# WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General
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# Public License for more details.
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#
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# You should have received a copy of the GNU General Public License along
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# with this program; if not, write to the Free Software Foundation, Inc.,
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# 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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"""
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Functions to calculate the correlation between a field (such as the local
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density field inferred from BORG) and a galaxy property (such as the stellar
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mass).
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"""
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import numpy
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from numba import jit
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###############################################################################
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# Bayesian bootstrap correlation #
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###############################################################################
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def dot_product(x, y):
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"""
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Calculate the dot product between two arrays without allocating a new
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array for their product.
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"""
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tot = 0.0
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for i in range(len(x)):
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tot += x[i] * y[i]
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return tot
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def cov(x, y, mean_x, mean_y, weights):
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"""
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Calculate the covariance between two arrays without allocating a new array.
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"""
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tot = 0.0
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for i in range(len(x)):
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tot += (x[i] - mean_x) * (y[i] - mean_y) * weights[i]
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return tot
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def var(x, mean_x, weights):
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"""
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Calculate the variance of an array without allocating a new array.
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"""
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tot = 0.0
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for i in range(len(x)):
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tot += (x[i] - mean_x)**2 * weights[i]
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return tot
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def weighted_correlation(x, y, weights):
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"""
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Calculate the weighted correlation between two arrays.
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"""
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mean_x = dot_product(x, weights)
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mean_y = dot_product(y, weights)
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cov_xy = cov(x, y, mean_x, mean_y, weights)
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var_x = var(x, mean_x, weights)
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var_y = var(y, mean_y, weights)
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return cov_xy / numpy.sqrt(var_x * var_y)
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def _bayesian_bootstrap_correlation(x, y, weights):
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"""
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Calculate the Bayesian bootstrapped correlation between two arrays.
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"""
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nweights = len(weights)
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bootstrapped_correlations = numpy.full(nweights, numpy.nan, dtype=x.dtype)
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for i in range(nweights):
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bootstrapped_correlations[i] = weighted_correlation(x, y, weights[i])
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return bootstrapped_correlations
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def rank(x):
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"""
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Calculate the rank of each element in an array.
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Parameters
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----------
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x : 1-dimensional array
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Returns
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-------
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rank : 1-dimensional array of shape `(len(x),)`
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"""
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order = numpy.argsort(x)
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ranks = order.argsort()
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return ranks
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def bayesian_bootstrap_correlation(x, y, kind="spearman", n_bootstrap=10000):
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"""
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Calculate the Bayesian bootstrapped correlation between two arrays.
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Parameters
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----------
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x, y : 1-dimensional arrays
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The two arrays to calculate the correlation between.
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kind : str, optional
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The type of correlation to calculate. Either `spearman` or `pearson`.
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n_bootstrap : int, optional
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The number of bootstrap samples to use.
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Returns
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-------
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corr : 1-dimensional array of shape `(n_bootstrap,)`
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"""
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if len(x) != len(y):
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raise ValueError("Input arrays must have the same length")
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if kind not in ["spearman", "pearson"]:
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raise ValueError("kind must be either `spearman` or `pearson`")
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if kind == "spearman":
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dtype = x.dtype
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x = rank(x).astype(dtype)
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y = rank(y).astype(dtype)
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alphas = numpy.ones(len(x), dtype=x.dtype)
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weights = numpy.random.dirichlet(alphas, size=n_bootstrap)
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return _bayesian_bootstrap_correlation(x, y, weights)
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# #############################################################################
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# # Distribution disagreement #
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# #############################################################################
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#
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#
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# def distribution_disagreement(x, y):
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# """
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# Think about this more when stacking non-Gaussian distributions.
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# """
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# delta = x - y
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# return numpy.abs(delta.mean()) / delta.std()
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#
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#
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# """
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#
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# field will be of value (nsims, ngal, nsmooth)
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#
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# Calculate the correlation for each sim and smoothing scale (nsims, nsmooth)
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#
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# For each of the above stack the distributions?
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# """
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# def correlate_at_fixed_smoothing(field_values, galaxy_property,
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# kind="spearman", n_bootstrap=1000):
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# galaxy_property = galaxy_property.astype(field_values.dtype)
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# nsims = len(field_values)
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#
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# distributions = numpy.empty((nsims, n_bootstrap),
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# dtype=field_values.dtype)
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#
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# from tqdm import trange
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#
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# for i in trange(nsims):
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# distributions[i] = bayesian_bootstrap_correlation(
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# field_values[i], galaxy_property, kind=kind,
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# n_bootstrap=n_bootstrap)
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#
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# return distributions
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@ -12,10 +12,8 @@
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# You should have received a copy of the GNU General Public License along
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# You should have received a copy of the GNU General Public License along
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# with this program; if not, write to the Free Software Foundation, Inc.,
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# with this program; if not, write to the Free Software Foundation, Inc.,
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# 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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# 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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import numpy
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import numpy
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from tqdm import tqdm
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from tqdm import tqdm
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from numba import jit
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###############################################################################
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###############################################################################
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@ -81,142 +79,3 @@ def read_interpolated_field(survey_name, kind, galaxy_index, paths, MAS, grid,
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ks[i] = j
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ks[i] = j
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return out[:, ks, :]
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return out[:, ks, :]
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###############################################################################
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# Calculate the Bayesian bootstrapped correlation #
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###############################################################################
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def dot_product(x, y):
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tot = 0.0
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for i in range(len(x)):
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tot += x[i] * y[i]
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return tot
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def cov(x, y, mean_x, mean_y, weights):
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tot = 0.0
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for i in range(len(x)):
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tot += (x[i] - mean_x) * (y[i] - mean_y) * weights[i]
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return tot
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def var(x, mean_x, weights):
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tot = 0.0
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for i in range(len(x)):
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tot += (x[i] - mean_x)**2 * weights[i]
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return tot
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def weighted_correlation(x, y, weights):
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mean_x = dot_product(x, weights)
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mean_y = dot_product(y, weights)
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cov_xy = cov(x, y, mean_x, mean_y, weights)
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var_x = var(x, mean_x, weights)
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var_y = var(y, mean_y, weights)
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return cov_xy / numpy.sqrt(var_x * var_y)
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def _bayesian_bootstrap_correlation(x, y, weights):
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nweights = len(weights)
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bootstrapped_correlations = numpy.full(nweights, numpy.nan, dtype=x.dtype)
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for i in range(nweights):
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bootstrapped_correlations[i] = weighted_correlation(x, y, weights[i])
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return bootstrapped_correlations
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def rank(x):
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order = numpy.argsort(x)
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ranks = order.argsort()
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return ranks
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@jit(nopython=True, fastmath=True, boundscheck=False)
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def bayesian_bootstrap_correlation(x, y, kind="spearman", n_bootstrap=10000):
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"""
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Calculate the Bayesian bootstrapped correlation between two arrays.
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Parameters
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----------
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x, y : 1-dimensional arrays
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The two arrays to calculate the correlation between.
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kind : str, optional
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The type of correlation to calculate. Either `spearman` or `pearson`.
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n_bootstrap : int, optional
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The number of bootstrap samples to use.
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Returns
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-------
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corr : 1-dimensional array of shape `(n_bootstrap,)`
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"""
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if len(x) != len(y):
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raise ValueError("Input arrays must have the same length")
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if kind not in ["spearman", "pearson"]:
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raise ValueError("kind must be either `spearman` or `pearson`")
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if kind == "spearman":
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dtype = x.dtype
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x = rank(x).astype(dtype)
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y = rank(y).astype(dtype)
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alphas = numpy.ones(len(x), dtype=x.dtype)
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weights = numpy.random.dirichlet(alphas, size=n_bootstrap)
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return _bayesian_bootstrap_correlation(x, y, weights)
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###############################################################################
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# Distribution disagreement #
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###############################################################################
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def distribution_disagreement(x, y):
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"""
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Think about this more when stacking non-Gaussian distributions.
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"""
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delta = x - y
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return numpy.abs(delta.mean()) / delta.std()
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"""
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field will be of value (nsims, ngal, nsmooth)
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Calculate the correlation for each sim and smoothing scale (nsims, nsmooth)
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For each of the above stack the distributions?
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"""
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def correlate_at_fixed_smoothing(field_values, galaxy_property,
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kind="spearman", n_bootstrap=1000):
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galaxy_property = galaxy_property.astype(field_values.dtype)
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nsims = len(field_values)
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distributions = numpy.empty((nsims, n_bootstrap), dtype=field_values.dtype)
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from tqdm import trange
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for i in trange(nsims):
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distributions[i] = bayesian_bootstrap_correlation(
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field_values[i], galaxy_property, kind=kind, n_bootstrap=n_bootstrap)
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return distributions
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def do_something(field_values, galaxy_property):
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pass
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Reference in a new issue