# Copyright (C) 2020 Alexander Nitz
# This program is free software; you can redistribute it and/or modify it
# under the terms of the GNU General Public License as published by the
# Free Software Foundation; either version 3 of the License, or (at your
# option) any later version.
#
# This program is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General
# Public License for more details.
#
# You should have received a copy of the GNU General Public License along
# with this program; if not, write to the Free Software Foundation, Inc.,
# 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
"""
This modules provides classes for evaluating Gaussian distributions.
"""
import importlib
import numpy.random
from pycbc import VARARGS_DELIM
[docs]class External(object):
""" Distribution defined by external cdfinv and logpdf functions
To add to an inference configuration file:
.. code-block:: ini
[prior-param1+param2]
module = custom_mod
logpdf = custom_function_name
cdfinv = custom_function_name2
Parameters
----------
params : list
list of parameter names
logpdf : function
function which returns the logpdf
cdfinv : function
function which applies the invcdf
Examples
--------
To instantate by hand and example of function format. You must provide
the logpdf function, and you may either provide the rvs or cdfinv function.
If the cdfinv is provided, but not the rvs, the random values will
be calculated using the cdfinv function.
>>> import numpy
>>> params = ['x', 'y']
>>> def logpdf(x=None, y=None):
... p = numpy.ones(len(x))
... return p
>>>
>>> def cdfinv(**kwds):
... return kwds
>>> e = External(['x', 'y'], logpdf, cdfinv=cdfinv)
>>> e.rvs(size=10)
"""
name = "external"
def __init__(self, params, logpdf, rvs=None, cdfinv=None):
self.params = params
self.logpdf = logpdf
self.cdfinv = cdfinv
self._rvs = rvs
if not (rvs or cdfinv):
raise ValueError("Must provide either rvs or cdfinv")
[docs] def rvs(self, size=1, **kwds):
"Draw random value"
if self._rvs:
return self._rvs(size=size)
draw = {}
for param in self.params:
draw[param] = numpy.random.uniform(0, 1, size=size)
return self.cdfinv(**draw)
[docs] def apply_boundary_conditions(self, **params):
return params
def __call__(self, **kwds):
return self.logpdf(**kwds)
[docs] @classmethod
def from_config(cls, cp, section, variable_args):
tag = variable_args
params = variable_args.split(VARARGS_DELIM)
modulestr = cp.get_opt_tag(section, 'module', tag)
mod = importlib.import_module(modulestr)
logpdfstr = cp.get_opt_tag(section, 'logpdf', tag)
logpdf = getattr(mod, logpdfstr)
cdfinv = rvs = None
if cp.has_option_tag(section, 'cdfinv', tag):
cdfinvstr = cp.get_opt_tag(section, 'cdfinv', tag)
cdfinv = getattr(mod, cdfinvstr)
if cp.has_option_tag(section, 'rvs', tag):
rvsstr = cp.get_opt_tag(section, 'rvs', tag)
rvs = getattr(mod, rvsstr)
return cls(params, logpdf, rvs=rvs, cdfinv=cdfinv)
__all__ = ['External']