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Ongoing testing... Place where I can ramble on with updates #3

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36 changes: 27 additions & 9 deletions plnfit.py
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Original file line number Diff line number Diff line change
@@ -1,23 +1,41 @@
import numpy as np
import scipy.stats as ss
from scipy.stats import norm
from scipy.special import erf, erfc
import matplotlib.pyplot as plt
import scipy.optimize as opt
from astropy.io.fits import getdata
from pln_distrib import pln


def objfunc(x, p):
if p[2] <= 0:
return np.inf
vals = -np.sum(pln.logpdf(x, *p))
return vals

sampledata = np.exp(np.random.randn(1000) + 2)
params = opt.minimize(
lambda p: objfunc(sampledata, p), [0, 0, 1], method='Powell')
# img = getdata("../testingdata/chamaeleonI-250.fits")
# sampledata = img[np.isfinite(img)]
# sampledata = sampledata + np.abs(sampledata.min()) + 0.1 # [sampledata > 0]


# sampledata = np.exp(np.random.randn(1000) + 2)
sampledata = pln.rvs(2, 2, 0.1, size=1000) + 0.1 * np.random.randn(1000)

guess = [1.8, 2.1, 0.3]

params = opt.minimize(
lambda p: objfunc(sampledata, p), guess, method='Powell')
print("Finished minimization.")
p = params['x']
plt.hist(sampledata, normed=1, log=True)
plt.hist(sampledata, bins=100, normed=1, log=True)
trialx = np.linspace(sampledata.min(), sampledata.max(), 1000)
plt.plot(trialx, pln.pdf(trialx, *p))
plt.plot(trialx, pln.logpdf(trialx, *p), "b-", label="Minimize Powell")

params2 = opt.basinhopping(lambda p: objfunc(sampledata, p), guess,
minimizer_kwargs={"method": "Powell"}, niter=100)
print("Finished basinhopping.")
p2 = params2['x']
plt.plot(trialx, pln.logpdf(trialx, *p2), "r-", label="basinhopping")


p3 = pln.fit(sampledata, floc=0, fscale=1.0)
plt.plot(trialx, pln.logpdf(trialx, *p3), "g-", label="MaxLik - built-in.")
plt.legend()
plt.show()