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rdkit/Python/ML/Data/Stats.py
Greg Landrum 75a79b6327 initial import
2006-05-06 22:20:08 +00:00

228 lines
7.0 KiB
Python
Executable File

#
# Copyright (C) 2001-2004 greg Landrum and Rational Discovery LLC
# All Rights Reserved
#
""" various statistical operations on data
"""
from Numeric import *
from LinearAlgebra import *
def StandardizeMatrix(mat):
"""
This is the standard *subtract off the average and divide by the deviation*
standardization function.
**Arguments**
- mat: a Numeric array
**Notes**
- in addition to being returned, _mat_ is modified in place, so **beware**
"""
nObjs = len(mat)
avgs = sum(mat,0)/float(nObjs)
mat -= avgs
devs =sqrt(sum(mat*mat,0)/(float(nObjs-1)))
try:
newMat = mat/devs
except OverflowError:
newMat = zeros(mat.shape,Float)
for i in range(mat.shape[1]):
if devs[i] != 0.0:
newMat[:,i] = mat[:,i]/devs[i]
return newMat
def FormCovarianceMatrix(mat):
""" form and return the covariance matrix
"""
sumVect = sum(mat,1)
sumVect = sumVect / float(shape(mat)[1])
for i in xrange(len(sumVect)):
mat[i,:] = mat[i,:] - sumVect[i]
return matrixmultiply(transpose(mat),mat)
def FormCorrelationMatrix(mat):
""" form and return the covariance matrix
"""
#return matrixmultiply(transpose(mat),mat)
nVars = len(mat[0])
N = len(mat)
res = zeros((nVars,nVars),Float)
for i in xrange(nVars):
x = mat[:,i]
sumX = sum(x)
sumX2 = sum(x*x)
for j in xrange(i,nVars):
y = mat[:,j]
sumY = sum(y)
sumY2 = sum(y*y)
numerator = N*sum(x*y) - sumX*sumY
denom = sqrt((N*sumX2-sumX**2)*(N*sumY2-sumY**2))
if denom != 0.0:
res[i,j] = numerator/denom
res[j,i] = numerator/denom
else:
res[i,j] = 0
res[j,i] = 0
return res
def PrincipalComponents(mat,reverseOrder=1):
""" do a principal components analysis
"""
covMat = FormCorrelationMatrix(mat)
eigenVals,eigenVects = eigenvectors(covMat)
try:
eigenVals = eigenVals.real
except:
pass
try:
eigenVects = eigenVects.real
except:
pass
# and now sort:
ptOrder = argsort(eigenVals).tolist()
if reverseOrder:
ptOrder.reverse()
eigenVals = take(eigenVals,ptOrder)
eigenVects = take(eigenVects,ptOrder)
return eigenVals,eigenVects
def TransformPoints(tFormMat,pts):
""" transforms a set of points using tFormMat
**Arguments**
- tFormMat: a Numeric array
- pts: a list of Numeric arrays (or a 2D array)
**Returns**
a list of Numeric arrays
"""
pts = array(pts)
nPts = len(pts)
avgP = sum(pts)/nPts
pts = pts - avgP
res = [None]*nPts
for i in xrange(nPts):
res[i] = matrixmultiply(tFormMat,pts[i])
return res
def MeanAndDev(vect,sampleSD=1):
""" returns the mean and standard deviation of a vector """
vect = array(vect,Float)
n = vect.shape[0]
if n <= 0:
return 0.,0.
mean = sum(vect)/n
v = vect-mean
if n > 1:
if sampleSD:
dev = sqrt(sum(v*v)/(n-1))
else:
dev = sqrt(sum(v*v)/(n))
else:
dev = 0
return mean,dev
def R2(orig,residSum):
""" returns the R2 value for a set of predictions """
# FIX: this just is not right
#
# A correct formulation of this (from Excel) for 2 variables is:
# r2 = [n*(Sxy) - (Sx)(Sy)]^2 / ([n*(Sx2) - (Sx)^2]*[n*(Sy2) - (Sy)^2])
#
#
vect = array(orig)
n = vect.shape[0]
if n <= 0:
return 0.,0.
oMean = sum(vect)/n
v = vect-oMean
oVar = sum(v*v)
return 1. - residSum/oVar
# One Tail 0.10 0.05 0.025 0.01 0.005 0.001 0.0005
tConfs = {80:1,90:2,95:3,98:4,99:5,99.8:6,99.9:7}
tTable=[
[ 1, 3.078, 6.314, 12.71, 31.82, 63.66, 318.30, 637],
[ 2, 1.886, 2.920, 4.303, 6.965, 9.925, 22.330, 31.6],
[ 3, 1.638, 2.353, 3.182, 4.541, 5.841, 10.210, 12.92],
[ 4, 1.533, 2.132, 2.776, 3.747, 4.604, 7.173, 8.610],
[ 5, 1.476, 2.015, 2.571, 3.365, 4.032, 5.893, 6.869],
[ 6, 1.440, 1.943, 2.447, 3.143, 3.707, 5.208, 5.959],
[ 7, 1.415, 1.895, 2.365, 2.998, 3.499, 4.785, 5.408],
[ 8, 1.397, 1.860, 2.306, 2.896, 3.355, 4.501, 5.041],
[ 9, 1.383, 1.833, 2.262, 2.821, 3.250, 4.297, 4.781],
[ 10, 1.372, 1.812, 2.228, 2.764, 3.169, 4.144, 4.587],
[ 11, 1.363, 1.796, 2.201, 2.718, 3.106, 4.025, 4.437],
[ 12, 1.356, 1.782, 2.179, 2.681, 3.055, 3.930, 4.318],
[ 13, 1.350, 1.771, 2.160, 2.650, 3.012, 3.852, 4.221],
[ 14, 1.345, 1.761, 2.145, 2.624, 2.977, 3.787, 4.140],
[ 15, 1.341, 1.753, 2.131, 2.602, 2.947, 3.733, 4.073],
[ 16, 1.337, 1.746, 2.120, 2.583, 2.921, 3.686, 4.015],
[ 17, 1.333, 1.740, 2.110, 2.567, 2.898, 3.646, 3.965],
[ 18, 1.330, 1.734, 2.101, 2.552, 2.878, 3.610, 3.922],
[ 19, 1.328, 1.729, 2.093, 2.539, 2.861, 3.579, 3.883],
[ 20, 1.325, 1.725, 2.086, 2.528, 2.845, 3.552, 3.850],
[ 21, 1.323, 1.721, 2.080, 2.518, 2.831, 3.527, 3.819],
[ 22, 1.321, 1.717, 2.074, 2.508, 2.819, 3.505, 3.792],
[ 23, 1.319, 1.714, 2.069, 2.500, 2.807, 3.485, 3.768],
[ 24, 1.318, 1.711, 2.064, 2.492, 2.797, 3.467, 3.745],
[ 25, 1.316, 1.708, 2.060, 2.485, 2.787, 3.450, 3.725],
[ 26, 1.315, 1.706, 2.056, 2.479, 2.779, 3.435, 3.707],
[ 27, 1.314, 1.703, 2.052, 2.473, 2.771, 3.421, 3.690],
[ 28, 1.313, 1.701, 2.048, 2.467, 2.763, 3.408, 3.674],
[ 29, 1.311, 1.699, 2.045, 2.462, 2.756, 3.396, 3.659],
[ 30, 1.310, 1.697, 2.042, 2.457, 2.750, 3.385, 3.646],
[ 32, 1.309, 1.694, 2.037, 2.449, 2.738, 3.365, 3.622],
[ 34, 1.307, 1.691, 2.032, 2.441, 2.728, 3.348, 3.601],
[ 36, 1.306, 1.688, 2.028, 2.434, 2.719, 3.333, 3.582],
[ 38, 1.304, 1.686, 2.024, 2.429, 2.712, 3.319, 3.566],
[ 40, 1.303, 1.684, 2.021, 2.423, 2.704, 3.307, 3.551],
[ 42, 1.302, 1.682, 2.018, 2.418, 2.698, 3.296, 3.538],
[ 44, 1.301, 1.680, 2.015, 2.414, 2.692, 3.286, 3.526],
[ 46, 1.300, 1.679, 2.013, 2.410, 2.687, 3.277, 3.515],
[ 48, 1.299, 1.677, 2.011, 2.407, 2.682, 3.269, 3.505],
[ 50, 1.299, 1.676, 2.009, 2.403, 2.678, 3.261, 3.496],
[ 55, 1.297, 1.673, 2.004, 2.396, 2.668, 3.245, 3.476],
[ 60, 1.296, 1.671, 2.000, 2.390, 2.660, 3.232, 3.460],
[ 65, 1.295, 1.669, 1.997, 2.385, 2.654, 3.220, 3.447],
[ 70, 1.294, 1.667, 1.994, 2.381, 2.648, 3.211, 3.435],
[ 80, 1.292, 1.664, 1.990, 2.374, 2.639, 3.195, 3.416],
[100, 1.290, 1.660, 1.984, 2.364, 2.626, 3.174, 3.390],
[150, 1.287, 1.655, 1.976, 2.351, 2.609, 3.145, 3.357],
[200, 1.286, 1.653, 1.972, 2.345, 2.601, 3.131, 3.340]
]
def GetConfidenceInterval(sd,n,level=95):
col = tConfs[level]
dofs = n-1
sem = sd/sqrt(n)
idx = 0
while idx<len(tTable) and tTable[idx][0]<dofs:
idx+=1
if idx<len(tTable):
t = tTable[idx][col]
else:
t = tTable[-1][col]
return t*sem