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author | Joseph Fox-Rabinovitz <joseph.r.fox-rabinovitz@nasa.gov> | 2016-03-14 13:24:00 -0400 |
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committer | Joseph Fox-Rabinovitz <jfoxrabinovitz@gmail.com> | 2016-03-16 05:49:36 -0400 |
commit | 127eb9e7a4fb79668e62d1a50cf428fb7e7bf18e (patch) | |
tree | 31c609989b1623cee5415829d8821266adc7f68b /numpy/lib/function_base.py | |
parent | 1429c606643d1ad305e710c4a31cb6f398d04c53 (diff) | |
download | numpy-127eb9e7a4fb79668e62d1a50cf428fb7e7bf18e.tar.gz |
BUG: Incorrect handling of range in `histogram` with automatic bins.
Fixes #7411. Tests and documentation updated.
Fixes other small issues with range and bin count computations.
Diffstat (limited to 'numpy/lib/function_base.py')
-rw-r--r-- | numpy/lib/function_base.py | 135 |
1 files changed, 70 insertions, 65 deletions
diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py index 648eb5019..4a3aeba7e 100644 --- a/numpy/lib/function_base.py +++ b/numpy/lib/function_base.py @@ -157,13 +157,14 @@ def _hist_bin_sqrt(x): Parameters ---------- x : array_like - Input data that is to be histogrammed. + Input data that is to be histogrammed, trimmed to range. May not + be empty. Returns ------- - n : An estimate of the optimal bin count for the given data. + w : An estimate of the optimal bin width for the given data. """ - return int(np.ceil(np.sqrt(x.size))) + return x.ptp() / np.sqrt(x.size) def _hist_bin_sturges(x): @@ -178,13 +179,14 @@ def _hist_bin_sturges(x): Parameters ---------- x : array_like - Input data that is to be histogrammed. + Input data that is to be histogrammed, trimmed to range. May not + be empty. Returns ------- - n : An estimate of the optimal bin count for the given data. + w : An estimate of the optimal bin width for the given data. """ - return int(np.ceil(np.log2(x.size))) + 1 + return x.ptp() / np.ceil(np.log2(x.size) + 1.0) def _hist_bin_rice(x): @@ -200,13 +202,14 @@ def _hist_bin_rice(x): Parameters ---------- x : array_like - Input data that is to be histogrammed. + Input data that is to be histogrammed, trimmed to range. May not + be empty. Returns ------- - n : An estimate of the optimal bin count for the given data. + w : An estimate of the optimal bin width for the given data. """ - return int(np.ceil(2 * x.size ** (1.0 / 3))) + return x.ptp() / (2.0 * x.size ** (1.0 / 3)) def _hist_bin_scott(x): @@ -220,16 +223,14 @@ def _hist_bin_scott(x): Parameters ---------- x : array_like - Input data that is to be histogrammed. + Input data that is to be histogrammed, trimmed to range. May not + be empty. Returns ------- - n : An estimate of the optimal bin count for the given data. + w : An estimate of the optimal bin width for the given data. """ - h = (24 * np.pi**0.5 / x.size)**(1.0 / 3) * np.std(x) - if h > 0: - return int(np.ceil(x.ptp() / h)) - return 1 + return (24.0 * np.pi**0.5 / x.size)**(1.0 / 3.0) * np.std(x) def _hist_bin_doane(x): @@ -243,16 +244,17 @@ def _hist_bin_doane(x): Parameters ---------- x : array_like - Input data that is to be histogrammed. + Input data that is to be histogrammed, trimmed to range. May not + be empty. Returns ------- - n : An estimate of the optimal bin count for the given data. + w : An estimate of the optimal bin width for the given data. """ if x.size > 2: sg1 = np.sqrt(6.0 * (x.size - 2) / ((x.size + 1.0) * (x.size + 3))) sigma = np.std(x) - if sigma > 0: + if sigma > 0.0: # These three operations add up to # g1 = np.mean(((x - np.mean(x)) / sigma)**3) # but use only one temp array instead of three @@ -260,21 +262,21 @@ def _hist_bin_doane(x): np.true_divide(temp, sigma, temp) np.power(temp, 3, temp) g1 = np.mean(temp) - return int(np.ceil(1.0 + np.log2(x.size) + - np.log2(1.0 + np.absolute(g1) / sg1))) - return 1 + return x.ptp() / (1.0 + np.log2(x.size) + + np.log2(1.0 + np.absolute(g1) / sg1)) + return 0.0 def _hist_bin_fd(x): """ The Freedman-Diaconis histogram bin estimator. - The Freedman-Diaconis rule uses interquartile range (IQR) - binwidth. It is considered a variation of the Scott rule with more - robustness as the IQR is less affected by outliers than the standard - deviation. However, the IQR depends on fewer points than the - standard deviation, so it is less accurate, especially for long - tailed distributions. + The Freedman-Diaconis rule uses interquartile range (IQR) to + estimate binwidth. It is considered a variation of the Scott rule + with more robustness as the IQR is less affected by outliers than + the standard deviation. However, the IQR depends on fewer points + than the standard deviation, so it is less accurate, especially for + long tailed distributions. If the IQR is 0, this function returns 1 for the number of bins. Binwidth is inversely proportional to the cube root of data size @@ -283,46 +285,42 @@ def _hist_bin_fd(x): Parameters ---------- x : array_like - Input data that is to be histogrammed. + Input data that is to be histogrammed, trimmed to range. May not + be empty. Returns ------- - n : An estimate of the optimal bin count for the given data. + w : An estimate of the optimal bin width for the given data. """ iqr = np.subtract(*np.percentile(x, [75, 25])) - - if iqr > 0: - h = (2 * iqr * x.size ** (-1.0 / 3)) - return int(np.ceil(x.ptp() / h)) - - # If iqr is 0, default number of bins is 1 - return 1 + return 2.0 * iqr * x.size ** (-1.0 / 3.0) def _hist_bin_auto(x): """ - Histogram bin estimator that uses the maximum of the + Histogram bin estimator that uses the minimum width of the Freedman-Diaconis and Sturges estimators. - The FD estimator is usually the most robust method, but it tends to - be too small for small `x`. The Sturges estimator is quite good for - small (<1000) datasets and is the default in the R language. This - method gives good off the shelf behaviour. + The FD estimator is usually the most robust method, but its width + estimate tends to be too large for small `x`. The Sturges estimator + is quite good for small (<1000) datasets and is the default in the R + language. This method gives good off the shelf behaviour. Parameters ---------- x : array_like - Input data that is to be histogrammed. + Input data that is to be histogrammed, trimmed to range. May not + be empty. Returns ------- - n : An estimate of the optimal bin count for the given data. + w : An estimate of the optimal bin width for the given data. See Also -------- _hist_bin_fd, _hist_bin_sturges """ - return max(_hist_bin_fd(x), _hist_bin_sturges(x)) + return min(_hist_bin_fd(x), _hist_bin_sturges(x)) # Private dict initialized at module load time @@ -548,20 +546,30 @@ def histogram(a, bins=10, range=None, normed=False, weights=None, weights = weights.ravel() a = a.ravel() - if (range is not None): - mn, mx = range - if (mn > mx): - raise ValueError( - 'max must be larger than min in range parameter.') - if not np.all(np.isfinite([mn, mx])): - raise ValueError( - 'range parameter must be finite.') + # Do not modify the original value of range so we can check for `None` + if range is None: + if a.size == 0: + # handle empty arrays. Can't determine range, so use 0-1. + mn, mx = 0.0, 1.0 + else: + mn, mx = a.min() + 0.0, a.max() + 0.0 + else: + mn, mx = [mi + 0.0 for mi in range] + if mn > mx: + raise ValueError( + 'max must be larger than min in range parameter.') + if not np.all(np.isfinite([mn, mx])): + raise ValueError( + 'range parameter must be finite.') + if mn == mx: + mn -= 0.5 + mx += 0.5 if isinstance(bins, basestring): # if `bins` is a string for an automatic method, # this will replace it with the number of bins calculated if bins not in _hist_bin_selectors: - raise ValueError("{0} not a valid estimator for `bins`".format(bins)) + raise ValueError("{} not a valid estimator for bins".format(bins)) if weights is not None: raise TypeError("Automated estimation of the number of " "bins is not supported for weighted data") @@ -569,15 +577,22 @@ def histogram(a, bins=10, range=None, normed=False, weights=None, b = a # Update the reference if the range needs truncation if range is not None: - mn, mx = range keep = (a >= mn) keep &= (a <= mx) if not np.logical_and.reduce(keep): b = a[keep] + if b.size == 0: bins = 1 else: - bins = _hist_bin_selectors[bins](b) + # Do not call selectors on empty arrays + width = _hist_bin_selectors[bins](b) + if width: + bins = int(np.ceil((mx - mn) / width)) + else: + # Width can be zero for some estimators, e.g. FD when + # the IQR of the data is zero. + bins = 1 # Histogram is an integer or a float array depending on the weights. if weights is None: @@ -593,16 +608,6 @@ def histogram(a, bins=10, range=None, normed=False, weights=None, if np.isscalar(bins) and bins < 1: raise ValueError( '`bins` should be a positive integer.') - if range is None: - if a.size == 0: - # handle empty arrays. Can't determine range, so use 0-1. - range = (0, 1) - else: - range = (a.min(), a.max()) - mn, mx = [mi + 0.0 for mi in range] - if mn == mx: - mn -= 0.5 - mx += 0.5 # At this point, if the weights are not integer, floating point, or # complex, we have to use the slow algorithm. if weights is not None and not (np.can_cast(weights.dtype, np.double) or |