The following are code examples for showing how to use . They are extracted from open source Python projects. You can vote up the examples you like or vote down the exmaples you don’t like. You can also save this page to your account.
Example 1
def rhoA(self):
# rhoA
rhoA = pd.DataFrame(0, index=np.arange(1), columns=self.latent)
for i in range(self.lenlatent):
weights = pd.DataFrame(self.outer_weights[self.latent[i]])
weights = weights[(weights.T != 0).any()]
result = pd.DataFrame.dot(weights.T, weights)
result_ = pd.DataFrame.dot(weights, weights.T)
S = self.data_[self.Variables['measurement'][
self.Variables['latent'] == self.latent[i]]]
S = pd.DataFrame.dot(S.T, S) / S.shape[0]
numerador = (
np.dot(np.dot(weights.T, (S - np.diag(np.diag(S)))), weights))
denominador = (
(np.dot(np.dot(weights.T, (result_ - np.diag(np.diag(result_)))), weights)))
rhoA_ = ((result)**2) * (numerador / denominador)
if(np.isnan(rhoA_.values)):
rhoA[self.latent[i]] = 1
else:
rhoA[self.latent[i]] = rhoA_.values
return rhoA.T
Example 2
def SMA(Series, N, M=1):
ret = []
i = 1
length = len(Series)
# ??X????? nan ?
while i < length:
if np.isnan(Series[i]):
i += 1
else:
break
preY = Series[i] # Y'
ret.append(preY)
while i < length:
Y = (M * Series[i] + (N - M) * preY) / float(N)
ret.append(Y)
preY = Y
i += 1
return pd.Series(ret)
Example 3
def replace_missing(X):
# This is ugly, but
try:
if X.getformat()=='csr':
return X
except:
X[np.isnan(X)]=-999.0 #djajetic 05.09.2015
return X #djajetic 05.09.2015
p=len(X)
nn=len(X[0])*2
XX = np.zeros([p,nn])
for i in range(len(X)):
line = X[i]
line1 = [0 if np.isnan(x) else x for x in line]
line2 = [1 if np.isnan(x) else 0 for x in line] # indicator of missingness
XX[i] = line1 + line2
return XX
Example 4
def get(self, X):
X = np.array(X)
X_nan = np.isnan(X)
imputed = self.meanImput(X.copy())
if len(self.estimators_) > 1:
for i, estimator_ in enumerate(self.estimators_):
X_s = np.delete(imputed, i, 1)
y_nan = X_nan[:, i]
X_unk = X_s[y_nan]
result_ = []
if len(X_unk) > 0:
for unk in X_unk:
result_.append(estimator_.predict(unk))
X[y_nan, i] = result_
return X
Example 5
def treegauss_remove_row(
data_row,
tree_grid,
latent_row,
vert_ss,
edge_ss,
feat_ss, ):
# Update sufficient statistics.
for v in range(latent_row.shape[0]):
z = latent_row[v, :]
vert_ss[v, :, :] -= np.outer(z, z)
for e in range(tree_grid.shape[1]):
z1 = latent_row[tree_grid[1, e], :]
z2 = latent_row[tree_grid[2, e], :]
edge_ss[e, :, :] -= np.outer(z1, z2)
for v, x in enumerate(data_row):
if np.isnan(x):
continue
z = latent_row[v, :]
feat_ss[v] -= 1
feat_ss[v, 1] -= x
feat_ss[v, 2:] -= x * z # TODO Use central covariance.
Example 6
def test_train(self):
model, fetches_ = self._test_pipeline(tf.contrib.learn.ModeKeys.TRAIN)
predictions_, loss_, _ = fetches_
target_len = self.sequence_length + 10 + 2
max_decode_length = model.params["target.max_seq_len"]
expected_decode_len = np.minimum(target_len, max_decode_length)
np.testing.assert_array_equal(predictions_["logits"].shape, [
self.batch_size, expected_decode_len - 1,
model.target_vocab_info.total_size
])
np.testing.assert_array_equal(predictions_["losses"].shape,
[self.batch_size, expected_decode_len - 1])
np.testing.assert_array_equal(predictions_["predicted_ids"].shape,
[self.batch_size, expected_decode_len - 1])
self.assertFalse(np.isnan(loss_))
Example 7
def information_ratio(algorithm_returns, benchmark_returns):
"""
http://en.wikipedia.org/wiki/Information_ratio
Args:
algorithm_returns (np.array-like):
All returns during algorithm lifetime.
benchmark_returns (np.array-like):
All benchmark returns during algo lifetime.
Returns:
float. Information ratio.
"""
relative_returns = algorithm_returns - benchmark_returns
relative_deviation = relative_returns.std(ddof=1)
if zp_math.tolerant_equals(relative_deviation, 0) or \
np.isnan(relative_deviation):
return 0.0
return np.mean(relative_returns) / relative_deviation
Example 8
def raw_data_gen(self):
for dt, series in self.data.iterrows():
for sid, price in series.iteritems():
# Skip SIDs that can not be forward filled
if np.isnan(price) and \
sid not in self.started_sids:
continue
self.started_sids.add(sid)
event = {
'dt': dt,
'sid': sid,
'price': price,
# Just chose something large
# if no volume available.
'volume': 1e9,
}
yield event
Example 9
def test_nan_filter_dataframe(self):
dates = pd.date_range('1/1/2000', periods=2, freq='B', tz='UTC')
df = pd.DataFrame(np.random.randn(2, 2),
index=dates,
columns=[4, 5])
# should be filtered
df.loc[dates[0], 4] = np.nan
# should not be filtered, should have been ffilled
df.loc[dates[1], 5] = np.nan
source = DataFrameSource(df)
event = next(source)
self.assertEqual(5, event.sid)
event = next(source)
self.assertEqual(4, event.sid)
event = next(source)
self.assertEqual(5, event.sid)
self.assertFalse(np.isnan(event.price))
Example 10
def df_type_to_str(i):
'''
Convert into simple datatypes from pandas/numpy types
'''
if isinstance(i, np.bool_):
return bool(i)
if isinstance(i, np.int_):
return int(i)
if isinstance(i, np.float):
if np.isnan(i):
return 'NaN'
elif np.isinf(i):
return str(i)
return float(i)
if isinstance(i, np.uint):
return int(i)
if type(i) == bytes:
return i.decode('UTF-8')
if isinstance(i, (tuple, list)):
return str(i)
if i is pd.NaT: # not identified as a float null
return 'NaN'
return str(i)
Example 11
def calc_reward(self, action=0, state=None, **kw ):
"""Calculate the reward for the specified transition."""
eps1, eps2 = self.eps_values_for_actions[action]
if state is None:
state = self.observe()
if self.logspace:
T1, T2, T1s, T2s, V, E = 10**state
else:
T1, T2, T1s, T2s, V, E = state
# the reward function penalizes treatment because of side-effects
reward = -0.1*V - 2e4*eps1**2 - 2e3*eps2**2 + 1e3*E
# Constrain reward to be within specified range
if np.isnan(reward):
reward = -self.reward_bound
elif reward > self.reward_bound:
reward = self.reward_bound
elif reward < -self.reward_bound:
reward = -self.reward_bound
return reward
Example 12
def to_rgb(img):
"""
Converts the given array into a RGB image. If the number of channels is not
3 the array is tiled such that it has 3 channels. Finally, the values are
rescaled to [0,255)
:param img: the array to convert [nx, ny, channels]
:returns img: the rgb image [nx, ny, 3]
"""
img = np.atleast_3d(img)
channels = img.shape[2]
if channels < 3:
img = np.tile(img, 3)
img[np.isnan(img)] = 0
img -= np.amin(img)
img /= np.amax(img)
img *= 255
return img
Example 13
def map(self, data):
data = data[self.fieldName]
colors = np.empty((len(data), 4))
default = np.array(fn.colorTuple(self['Default'])) / 255.
colors[:] = default
for v in self.param('Values'):
mask = data == v.maskValue
c = np.array(fn.colorTuple(v.value())) / 255.
colors[mask] = c
#scaled = np.clip((data-self['Min']) / (self['Max']-self['Min']), 0, 1)
#cmap = self.value()
#colors = cmap.map(scaled, mode='float')
#mask = np.isnan(data) | np.isinf(data)
#nanColor = self['NaN']
#nanColor = (nanColor.red()/255., nanColor.gree