from __future__ import division, print_function, absolute_import import warnings import numpy as np from scipy._lib.six import callable, xrange from collections import namedtuple __all__ = ['binned_statistic', 'binned_statistic_2d', 'binned_statistic_dd'] BinnedStatisticResult = namedtuple('BinnedStatisticResult', ('statistic', 'bin_edges', 'binnumber')) def binned_statistic(x, values, statistic='mean', bins=10, range=None): """ Compute a binned statistic for one or more sets of data. This is a generalization of a histogram function. A histogram divides the space into bins, and returns the count of the number of points in each bin. This function allows the computation of the sum, mean, median, or other statistic of the values (or set of values) within each bin. Parameters ---------- x : (N,) array_like A sequence of values to be binned. values : (N,) array_like or list of (N,) array_like The data on which the statistic will be computed. This must be the same shape as `x`, or a set of sequences - each the same shape as `x`. If `values` is a set of sequences, the statistic will be computed on each independently. statistic : string or callable, optional The statistic to compute (default is 'mean'). The following statistics are available: * 'mean' : compute the mean of values for points within each bin. Empty bins will be represented by NaN. * 'median' : compute the median of values for points within each bin. Empty bins will be represented by NaN. * 'count' : compute the count of points within each bin. This is identical to an unweighted histogram. `values` array is not referenced. * 'sum' : compute the sum of values for points within each bin. This is identical to a weighted histogram. * function : a user-defined function which takes a 1D array of values, and outputs a single numerical statistic. This function will be called on the values in each bin. Empty bins will be represented by function([]), or NaN if this returns an error. bins : int or sequence of scalars, optional If `bins` is an int, it defines the number of equal-width bins in the given range (10 by default). If `bins` is a sequence, it defines the bin edges, including the rightmost edge, allowing for non-uniform bin widths. Values in `x` that are smaller than lowest bin edge are assigned to bin number 0, values beyond the highest bin are assigned to ``bins[-1]``. If the bin edges are specified, the number of bins will be, (nx = len(bins)-1). range : (float, float) or [(float, float)], optional The lower and upper range of the bins. If not provided, range is simply ``(x.min(), x.max())``. Values outside the range are ignored. Returns ------- statistic : array The values of the selected statistic in each bin. bin_edges : array of dtype float Return the bin edges ``(length(statistic)+1)``. binnumber: 1-D ndarray of ints Indices of the bins (corresponding to `bin_edges`) in which each value of `x` belongs. Same length as `values`. A binnumber of `i` means the corresponding value is between (bin_edges[i-1], bin_edges[i]). See Also -------- numpy.digitize, numpy.histogram, binned_statistic_2d, binned_statistic_dd Notes ----- All but the last (righthand-most) bin is half-open. In other words, if `bins` is ``[1, 2, 3, 4]``, then the first bin is ``[1, 2)`` (including 1, but excluding 2) and the second ``[2, 3)``. The last bin, however, is ``[3, 4]``, which *includes* 4. .. versionadded:: 0.11.0 Examples -------- >>> from scipy import stats >>> import matplotlib.pyplot as plt First some basic examples: Create two evenly spaced bins in the range of the given sample, and sum the corresponding values in each of those bins: >>> values = [1.0, 1.0, 2.0, 1.5, 3.0] >>> stats.binned_statistic([1, 1, 2, 5, 7], values, 'sum', bins=2) (array([ 4. , 4.5]), array([ 1., 4., 7.]), array([1, 1, 1, 2, 2])) Multiple arrays of values can also be passed. The statistic is calculated on each set independently: >>> values = [[1.0, 1.0, 2.0, 1.5, 3.0], [2.0, 2.0, 4.0, 3.0, 6.0]] >>> stats.binned_statistic([1, 1, 2, 5, 7], values, 'sum', bins=2) (array([[ 4. , 4.5], [ 8. , 9. ]]), array([ 1., 4., 7.]), array([1, 1, 1, 2, 2])) >>> stats.binned_statistic([1, 2, 1, 2, 4], np.arange(5), statistic='mean', ... bins=3) (array([ 1., 2., 4.]), array([ 1., 2., 3., 4.]), array([1, 2, 1, 2, 3])) As a second example, we now generate some random data of sailing boat speed as a function of wind speed, and then determine how fast our boat is for certain wind speeds: >>> windspeed = 8 * np.random.rand(500) >>> boatspeed = .3 * windspeed**.5 + .2 * np.random.rand(500) >>> bin_means, bin_edges, binnumber = stats.binned_statistic(windspeed, ... boatspeed, statistic='median', bins=[1,2,3,4,5,6,7]) >>> plt.figure() >>> plt.plot(windspeed, boatspeed, 'b.', label='raw data') >>> plt.hlines(bin_means, bin_edges[:-1], bin_edges[1:], colors='g', lw=5, ... label='binned statistic of data') >>> plt.legend() Now we can use ``binnumber`` to select all datapoints with a windspeed below 1: >>> low_boatspeed = boatspeed[binnumber == 0] As a final example, we will use ``bin_edges`` and ``binnumber`` to make a plot of a distribution that shows the mean and distribution around that mean per bin, on top of a regular histogram and the probability distribution function: >>> x = np.linspace(0, 5, num=500) >>> x_pdf = stats.maxwell.pdf(x) >>> samples = stats.maxwell.rvs(size=10000) >>> bin_means, bin_edges, binnumber = stats.binned_statistic(x, x_pdf, ... statistic='mean', bins=25) >>> bin_width = (bin_edges[1] - bin_edges[0]) >>> bin_centers = bin_edges[1:] - bin_width/2 >>> plt.figure() >>> plt.hist(samples, bins=50, normed=True, histtype='stepfilled', ... alpha=0.2, label='histogram of data') >>> plt.plot(x, x_pdf, 'r-', label='analytical pdf') >>> plt.hlines(bin_means, bin_edges[:-1], bin_edges[1:], colors='g', lw=2, ... label='binned statistic of data') >>> plt.plot((binnumber - 0.5) * bin_width, x_pdf, 'g.', alpha=0.5) >>> plt.legend(fontsize=10) >>> plt.show() """ try: N = len(bins) except TypeError: N = 1 if N != 1: bins = [np.asarray(bins, float)] if range is not None: if len(range) == 2: range = [range] medians, edges, binnumbers = binned_statistic_dd( [x], values, statistic, bins, range) return BinnedStatisticResult(medians, edges[0], binnumbers) BinnedStatistic2dResult = namedtuple('BinnedStatistic2dResult', ('statistic', 'x_edge', 'y_edge', 'binnumber')) def binned_statistic_2d(x, y, values, statistic='mean', bins=10, range=None, expand_binnumbers=False): """ Compute a bidimensional binned statistic for one or more sets of data. This is a generalization of a histogram2d function. A histogram divides the space into bins, and returns the count of the number of points in each bin. This function allows the computation of the sum, mean, median, or other statistic of the values (or set of values) within each bin. Parameters ---------- x : (N,) array_like A sequence of values to be binned along the first dimension. y : (N,) array_like A sequence of values to be binned along the second dimension. values : (N,) array_like or list of (N,) array_like The data on which the statistic will be computed. This must be the same shape as `x`, or a list of sequences - each with the same shape as `x`. If `values` is such a list, the statistic will be computed on each independently. statistic : string or callable, optional The statistic to compute (default is 'mean'). The following statistics are available: * 'mean' : compute the mean of values for points within each bin. Empty bins will be represented by NaN. * 'median' : compute the median of values for points within each bin. Empty bins will be represented by NaN. * 'count' : compute the count of points within each bin. This is identical to an unweighted histogram. `values` array is not referenced. * 'sum' : compute the sum of values for points within each bin. This is identical to a weighted histogram. * function : a user-defined function which takes a 1D array of values, and outputs a single numerical statistic. This function will be called on the values in each bin. Empty bins will be represented by function([]), or NaN if this returns an error. bins : int or [int, int] or array_like or [array, array], optional The bin specification: * the number of bins for the two dimensions (nx = ny = bins), * the number of bins in each dimension (nx, ny = bins), * the bin edges for the two dimensions (x_edge = y_edge = bins), * the bin edges in each dimension (x_edge, y_edge = bins). If the bin edges are specified, the number of bins will be, (nx = len(x_edge)-1, ny = len(y_edge)-1). range : (2,2) array_like, optional The leftmost and rightmost edges of the bins along each dimension (if not specified explicitly in the `bins` parameters): [[xmin, xmax], [ymin, ymax]]. All values outside of this range will be considered outliers and not tallied in the histogram. expand_binnumbers : bool, optional 'False' (default): the returned `binnumber` is a shape (N,) array of linearized bin indices. 'True': the returned `binnumber` is 'unraveled' into a shape (2,N) ndarray, where each row gives the bin numbers in the corresponding dimension. See the `binnumber` returned value, and the `Examples` section. .. versionadded:: 0.17.0 Returns ------- statistic : (nx, ny) ndarray The values of the selected statistic in each two-dimensional bin. x_edge : (nx + 1) ndarray The bin edges along the first dimension. y_edge : (ny + 1) ndarray The bin edges along the second dimension. binnumber : (N,) array of ints or (2,N) ndarray of ints This assigns to each element of `sample` an integer that represents the bin in which this observation falls. The representation depends on the `expand_binnumbers` argument. See `Notes` for details. See Also -------- numpy.digitize, numpy.histogram2d, binned_statistic, binned_statistic_dd Notes ----- Binedges: All but the last (righthand-most) bin is half-open. In other words, if `bins` is ``[1, 2, 3, 4]``, then the first bin is ``[1, 2)`` (including 1, but excluding 2) and the second ``[2, 3)``. The last bin, however, is ``[3, 4]``, which *includes* 4. `binnumber`: This returned argument assigns to each element of `sample` an integer that represents the bin in which it belongs. The representation depends on the `expand_binnumbers` argument. If 'False' (default): The returned `binnumber` is a shape (N,) array of linearized indices mapping each element of `sample` to its corresponding bin (using row-major ordering). If 'True': The returned `binnumber` is a shape (2,N) ndarray where each row indicates bin placements for each dimension respectively. In each dimension, a binnumber of `i` means the corresponding value is between (D_edge[i-1], D_edge[i]), where 'D' is either 'x' or 'y'. .. versionadded:: 0.11.0 Examples -------- >>> from scipy import stats Calculate the counts with explicit bin-edges: >>> x = [0.1, 0.1, 0.1, 0.6] >>> y = [2.1, 2.6, 2.1, 2.1] >>> binx = [0.0, 0.5, 1.0] >>> biny = [2.0, 2.5, 3.0] >>> ret = stats.binned_statistic_2d(x, y, None, 'count', bins=[binx,biny]) >>> ret.statistic array([[ 2., 1.], [ 1., 0.]]) The bin in which each sample is placed is given by the `binnumber` returned parameter. By default, these are the linearized bin indices: >>> ret.binnumber array([5, 6, 5, 9]) The bin indices can also be expanded into separate entries for each dimension using the `expand_binnumbers` parameter: >>> ret = stats.binned_statistic_2d(x, y, None, 'count', bins=[binx,biny], ... expand_binnumbers=True) >>> ret.binnumber array([[1, 1, 1, 2], [1, 2, 1, 1]]) Which shows that the first three elements belong in the xbin 1, and the fourth into xbin 2; and so on for y. """ # This code is based on np.histogram2d try: N = len(bins) except TypeError: N = 1 if N != 1 and N != 2: xedges = yedges = np.asarray(bins, float) bins = [xedges, yedges] medians, edges, binnumbers = binned_statistic_dd( [x, y], values, statistic, bins, range, expand_binnumbers=expand_binnumbers) return BinnedStatistic2dResult(medians, edges[0], edges[1], binnumbers) BinnedStatisticddResult = namedtuple('BinnedStatisticddResult', ('statistic', 'bin_edges', 'binnumber')) def binned_statistic_dd(sample, values, statistic='mean', bins=10, range=None, expand_binnumbers=False): """ Compute a multidimensional binned statistic for a set of data. This is a generalization of a histogramdd function. A histogram divides the space into bins, and returns the count of the number of points in each bin. This function allows the computation of the sum, mean, median, or other statistic of the values within each bin. Parameters ---------- sample : array_like Data to histogram passed as a sequence of D arrays of length N, or as an (N,D) array. values : (N,) array_like or list of (N,) array_like The data on which the statistic will be computed. This must be the same shape as `x`, or a list of sequences - each with the same shape as `x`. If `values` is such a list, the statistic will be computed on each independently. statistic : string or callable, optional The statistic to compute (default is 'mean'). The following statistics are available: * 'mean' : compute the mean of values for points within each bin. Empty bins will be represented by NaN. * 'median' : compute the median of values for points within each bin. Empty bins will be represented by NaN. * 'count' : compute the count of points within each bin. This is identical to an unweighted histogram. `values` array is not referenced. * 'sum' : compute the sum of values for points within each bin. This is identical to a weighted histogram. * function : a user-defined function which takes a 1D array of values, and outputs a single numerical statistic. This function will be called on the values in each bin. Empty bins will be represented by function([]), or NaN if this returns an error. bins : sequence or int, optional The bin specification must be in one of the following forms: * A sequence of arrays describing the bin edges along each dimension. * The number of bins for each dimension (nx, ny, ... = bins). * The number of bins for all dimensions (nx = ny = ... = bins). range : sequence, optional A sequence of lower and upper bin edges to be used if the edges are not given explicitely in `bins`. Defaults to the minimum and maximum values along each dimension. expand_binnumbers : bool, optional 'False' (default): the returned `binnumber` is a shape (N,) array of linearized bin indices. 'True': the returned `binnumber` is 'unraveled' into a shape (D,N) ndarray, where each row gives the bin numbers in the corresponding dimension. See the `binnumber` returned value, and the `Examples` section of `binned_statistic_2d`. .. versionadded:: 0.17.0 Returns ------- statistic : ndarray, shape(nx1, nx2, nx3,...) The values of the selected statistic in each two-dimensional bin. bin_edges : list of ndarrays A list of D arrays describing the (nxi + 1) bin edges for each dimension. binnumber : (N,) array of ints or (D,N) ndarray of ints This assigns to each element of `sample` an integer that represents the bin in which this observation falls. The representation depends on the `expand_binnumbers` argument. See `Notes` for details. See Also -------- numpy.digitize, numpy.histogramdd, binned_statistic, binned_statistic_2d Notes ----- Binedges: All but the last (righthand-most) bin is half-open in each dimension. In other words, if `bins` is ``[1, 2, 3, 4]``, then the first bin is ``[1, 2)`` (including 1, but excluding 2) and the second ``[2, 3)``. The last bin, however, is ``[3, 4]``, which *includes* 4. `binnumber`: This returned argument assigns to each element of `sample` an integer that represents the bin in which it belongs. The representation depends on the `expand_binnumbers` argument. If 'False' (default): The returned `binnumber` is a shape (N,) array of linearized indices mapping each element of `sample` to its corresponding bin (using row-major ordering). If 'True': The returned `binnumber` is a shape (D,N) ndarray where each row indicates bin placements for each dimension respectively. In each dimension, a binnumber of `i` means the corresponding value is between (bin_edges[D][i-1], bin_edges[D][i]), for each dimension 'D'. .. versionadded:: 0.11.0 """ known_stats = ['mean', 'median', 'count', 'sum', 'std'] if not callable(statistic) and statistic not in known_stats: raise ValueError('invalid statistic %r' % (statistic,)) # `Ndim` is the number of dimensions (e.g. `2` for `binned_statistic_2d`) # `Dlen` is the length of elements along each dimension. # This code is based on np.histogramdd try: # `sample` is an ND-array. Dlen, Ndim = sample.shape except (AttributeError, ValueError): # `sample` is a sequence of 1D arrays. sample = np.atleast_2d(sample).T Dlen, Ndim = sample.shape # Store initial shape of `values` to preserve it in the output values = np.asarray(values) input_shape = list(values.shape) # Make sure that `values` is 2D to iterate over rows values = np.atleast_2d(values) Vdim, Vlen = values.shape # Make sure `values` match `sample` if(statistic != 'count' and Vlen != Dlen): raise AttributeError('The number of `values` elements must match the ' 'length of each `sample` dimension.') nbin = np.empty(Ndim, int) # Number of bins in each dimension edges = Ndim * [None] # Bin edges for each dim (will be 2D array) dedges = Ndim * [None] # Spacing between edges (will be 2D array) try: M = len(bins) if M != Ndim: raise AttributeError('The dimension of bins must be equal ' 'to the dimension of the sample x.') except TypeError: bins = Ndim * [bins] # Select range for each dimension # Used only if number of bins is given. if range is None: smin = np.atleast_1d(np.array(sample.min(axis=0), float)) smax = np.atleast_1d(np.array(sample.max(axis=0), float)) else: smin = np.zeros(Ndim) smax = np.zeros(Ndim) for i in xrange(Ndim): smin[i], smax[i] = range[i] # Make sure the bins have a finite width. for i in xrange(len(smin)): if smin[i] == smax[i]: smin[i] = smin[i] - .5 smax[i] = smax[i] + .5 # Create edge arrays for i in xrange(Ndim): if np.isscalar(bins[i]): nbin[i] = bins[i] + 2 # +2 for outlier bins edges[i] = np.linspace(smin[i], smax[i], nbin[i] - 1) else: edges[i] = np.asarray(bins[i], float) nbin[i] = len(edges[i]) + 1 # +1 for outlier bins dedges[i] = np.diff(edges[i]) nbin = np.asarray(nbin) # Compute the bin number each sample falls into, in each dimension sampBin = {} for i in xrange(Ndim): sampBin[i] = np.digitize(sample[:, i], edges[i]) # Using `digitize`, values that fall on an edge are put in the right bin. # For the rightmost bin, we want values equal to the right # edge to be counted in the last bin, and not as an outlier. for i in xrange(Ndim): # Find the rounding precision decimal = int(-np.log10(dedges[i].min())) + 6 # Find which points are on the rightmost edge. on_edge = np.where(np.around(sample[:, i], decimal) == np.around(edges[i][-1], decimal))[0] # Shift these points one bin to the left. sampBin[i][on_edge] -= 1 # Compute the sample indices in the flattened statistic matrix. ni = nbin.argsort() # `binnumbers` is which bin (in linearized `Ndim` space) each sample goes binnumbers = np.zeros(Dlen, int) for i in xrange(0, Ndim - 1): binnumbers += sampBin[ni[i]] * nbin[ni[i + 1:]].prod() binnumbers += sampBin[ni[-1]] result = np.empty([Vdim, nbin.prod()], float) if statistic == 'mean': result.fill(np.nan) flatcount = np.bincount(binnumbers, None) a = flatcount.nonzero() for vv in xrange(Vdim): flatsum = np.bincount(binnumbers, values[vv]) result[vv, a] = flatsum[a] / flatcount[a] elif statistic == 'std': result.fill(0) flatcount = np.bincount(binnumbers, None) a = flatcount.nonzero() for vv in xrange(Vdim): flatsum = np.bincount(binnumbers, values[vv]) flatsum2 = np.bincount(binnumbers, values[vv] ** 2) result[vv, a] = np.sqrt(flatsum2[a] / flatcount[a] - (flatsum[a] / flatcount[a]) ** 2) elif statistic == 'count': result.fill(0) flatcount = np.bincount(binnumbers, None) a = np.arange(len(flatcount)) result[:, a] = flatcount[np.newaxis, :] elif statistic == 'sum': result.fill(0) for vv in xrange(Vdim): flatsum = np.bincount(binnumbers, values[vv]) a = np.arange(len(flatsum)) result[vv, a] = flatsum elif statistic == 'median': result.fill(np.nan) for i in np.unique(binnumbers): for vv in xrange(Vdim): result[vv, i] = np.median(values[vv, binnumbers == i]) elif callable(statistic): with warnings.catch_warnings(): # Numpy generates a warnings for mean/std/... with empty list warnings.filterwarnings('ignore', category=RuntimeWarning) old = np.seterr(invalid='ignore') try: null = statistic([]) except: null = np.nan np.seterr(**old) result.fill(null) for i in np.unique(binnumbers): for vv in xrange(Vdim): result[vv, i] = statistic(values[vv, binnumbers == i]) # Shape into a proper matrix result = result.reshape(np.append(Vdim, np.sort(nbin))) for i in xrange(nbin.size): j = ni.argsort()[i] # Accomodate the extra `Vdim` dimension-zero with `+1` result = result.swapaxes(i+1, j+1) ni[i], ni[j] = ni[j], ni[i] # Remove outliers (indices 0 and -1 for each bin-dimension). core = [slice(None)] + Ndim * [slice(1, -1)] result = result[core] # Unravel binnumbers into an ndarray, each row the bins for each dimension if(expand_binnumbers and Ndim > 1): binnumbers = np.asarray(np.unravel_index(binnumbers, nbin)) if np.any(result.shape[1:] != nbin - 2): raise RuntimeError('Internal Shape Error') # Reshape to have output (`reulst`) match input (`values`) shape result = result.reshape(input_shape[:-1] + list(nbin-2)) return BinnedStatisticddResult(result, edges, binnumbers)