cmomy 0.23.3

Central (co)moment calculation/manipulation

cmomy

A Python package to calculate and manipulate Central (co)moments. The main features of cmomy are as follows:

• Numba accelerated computation of central moments and co-moments
• Routines to combine, and resample central moments.
• Supports numpy array and xarray DataArray or Dataset based data.
• Routines to convert between central and raw moments.

Overview

cmomy is an open source package to calculate central moments and co-moments in a numerical stable and direct way. Behind the scenes, cmomy makes use of Numba to rapidly calculate moments. A good introduction to the type of formulas used can be found here.

Features

• Fast calculation of central moments and central co-moments with weights
• Support for scalar or vector inputs
• numpy and xarray api's
• bootstrap resampling

Status

This package is actively used by the author. Please feel free to create a pull request for wanted features and suggestions!

Quick start

Use one of the following

pip install cmomy

or

conda install -c conda-forge cmomy

Example usage

>>> import numpy as np
>>> import cmomy
>>> rng = cmomy.default_rng(seed=0)
>>> x = rng.random(100)
>>> m = x.mean()
>>> mom = np.array([((x - m) ** i).mean() for i in range(4)])
>>> c = cmomy.wrap_reduce_vals(x, mom=3, axis=0)

>>> np.testing.assert_allclose(c.cmom(), mom, atol=1e-8)
>>> c.cmom()
array([ 1.    ,  0.    ,  0.0919, -0.0061])

# break up into chunks
>>> c = cmomy.wrap_reduce_vals(x.reshape(-1, 2), mom=3, axis=0)

>>> c
<CentralMomentsArray(mom_ndim=1)>
array([[ 5.0000e+01,  5.3019e-01,  8.0115e-02, -4.3748e-03],
       [ 5.0000e+01,  5.6639e-01,  1.0297e-01, -8.9911e-03]])

# Reduce along an axis
>>> c.reduce(axis=0).cmom()
array([ 1.    ,  0.    ,  0.0919, -0.0061])

# unequal chunks
>>> x0, x1, x2 = x[:20], x[20:60], x[60:]

>>> cs = [cmomy.wrap_reduce_vals(_, mom=3, axis=0) for _ in (x0, x1, x2)]

>>> c = cs[0] + cs[1] + cs[2]

>>> np.testing.assert_allclose(c.cmom(), mom, atol=1e-8)
>>> c.cmom()
array([ 1.    ,  0.    ,  0.0919, -0.0061])

Note on caching

This code makes extensive use of the numba python package. This uses a jit compiler to speed up vital code sections. This means that the first time a function called, it has to compile the underlying code. However, caching has been implemented. Therefore, the very first time you run a function, it may be slow. But all subsequent uses (including other sessions) will be already compiled.

Documentation

See the documentation for a look at cmomy in action.

License

This is free software. See LICENSE.

Related work

This package is used extensively in the newest version of thermoextrap. See here.

Contact

The author can be reached at [e-mail].

Credits

This package was created using Cookiecutter with the usnistgov/cookiecutter-nist-python template.

Changelog

Changelog for cmomy

Unreleased

See the fragment files in changelog.d

v0.23.0 — 2024-10-30

Changed

• Routines now accept mom_axes parameter. This allows for moment axes to be in arbitrary location

• Routines now accept mom_params parameter. This object contains all the logic for working with moment arrays. This Also simplifies calling routines from other classes/routines.

• Update requirements, typing, and linting

• Routines now correctly respect the order parameter. Passing in None will lead to arrays that are c ordered when "normalized" (i.e., which have axis and mom_axes at the end), which is the default behavior of numb.guvectorize. Passing order c will lead to outputs that are c ordered regardless of mom_axes location.

• Negative axis/axes are now treated relative to the end of the array (just like python lists and numpy ndarrays). To get the old behavior of counting relative to the mom_ndim, pass in imaginary axis. For example, passing axis=-1j with mom_ndim=1 is equivalent to passing axis=-2.

• renamed parameter move_axes_to_end to axes_to_end. This will lead to axes being in the form (..., *mom_axes) if axes are reduced or (..., *axes, *mom_axes) if axes are kept.

• Applying routines to dataset objects now keeps correct order if axes_to_end is False.

v0.22.0 — 2024-09-28

Changed

• For xarray (DataArray and Dataset) central moments data, routines will infer mom_ndim from mom_dims. For example, can calling cmomy.reduce_data(data, mom_dims=("mom_0", "mom_1"), dim="a") will infer mom_ndim=1.

v0.21.0 — 2024-09-25

Removed

• cmomy.randsamp_freq has been replaced with cmomy.factory_sampler

Added

• cmomy.factory_sampler to create a sampler for resample routines.
• cmomy.IndexSampler to wrap resample "indices" and "freq" table.

Changed

• Added IndexSampler class to handle resampling. This wraps either resampling indices or a "frequency" table freq, and can produce whichever is not provided.
• replace randsamp_freq with factory_sampler which creates IndexSampler from parameters or a mapping.
• Removed arguments freq, nrep, rng, paired from resampling routines (resample_data, etc). This was replaced by an arguments sampler which can be either an IndexSampler or a mapping which is passed to factory_sampler. This means that to call the resampling routines, you'll have to pass a sampler or a dict of parameters. While this is a little annoying, it greatly cleans up a bunch of parameters that may not be used. For example, the call cmomy.resample_data(data, axis=0, nrep=10, rng=0) is now cmomy.resampler_data(data, axis=0, sampler={"nrep": 10, "rng": 0}). Plus, you can now pass indices with cmomy.resample_data(data, axis=0, sampler={"indices": indices})
• Removed parameter on_missing_core_dim from routines that call xarray.apply_ufunc behind the scenese. You can still pass this parameter using apply_ufunc_kwargs. For example, cmomy.reduce_data(data, axis=0, apply_ufunc_kwargs={"on_missing_core_dim": "drop"}).

v0.20.0 — 2024-09-21

Fixed

• Made cmomy.resample.freq_to_indices and cmomy.resample.indices_to_freq gufunc's. Much faster than old code (freq_to_indices was a bottleneck).

v0.19.0 — 2024-09-20

Added

• Added cmomy.convert.comoments_to_moments routine, which is the inverse of cmomy.convert.moments_to_comoments.

v0.18.0 — 2024-09-18

Added

• cmomy.assign_moment and cmomy.select_moment now accept options xmom_0, xmom_1, ymom_0, and ymom_1. These allow selecting/assigning to slices. Useful when convertering values to central moments array.

v0.17.0 — 2024-09-16

Added

• Now fully support wrapping xarray.Dataset objects
• Complete rewrite of wrapper classes
• Added wrapper factory methods cmomy.wrap, cmomy.wrap_reduce_vals, etc. These automatically select from CentralMomentsArray and CentralMomentsData.
• Renamed CentralMoments to CentralMomentsArray and xCentralMoments to CentralMomentsData. The former is parametrized across numpy arrays. The later is parametrized to work with either xarray.DataArray or xarray.Dataset objects.
• Full support dask backed xarray objects. This will be lazily evaluated.
• Removed CentralMomentsArray/Data.block method. Instead, there is a block keyword in reduce method.
• to_dataarray, to_dataset, etc, method of CentralMomentsArray/Data now return a wrapped object instead of an xarray object. To access the underlying xarray object, use the obj attribute.
• Removed values and data attributes from CentralMomentsArray/Data wrapper classes. Now wrap either an array or xarray object directly (instead of only really wrapping numpy arrays in the old code). To access the wrapped object, now use obj attribute.
• Now include testing of typing (mypy and pyright) support.

v0.16.0 — 2024-08-06

Added

• Added rolling module for rolling mean and exponential rolling mean.
• Added bootstrap_confidence_interval method to calculate confidence intervals
• Added moveaxis function to cleanly handle axes movement of central moments array
• Added select_moment method to select specific moments (weight, average, etc) from a central moments array
• Added assign_moment method to assign values to specific moments.
• Added vals_to_data to simplify using _data methods for raw values.
• Added jackknife_ an routines to perform jackknife analysis.
• Update _vals routines to properly place the axis parameter in result.
• Added axes_to_end option to most routines.
• Added keepdims option from reduce_data and reduce_vals

v0.15.0 — 2024-06-21

Added

• Added cmomy.concat method to concatenate moments objects.

• Added __getitem__ to (x)CentralMoments objects. This method does not* allow changing the moments shape. If you want to do that, you'll need to work directly with (x)CentralMoments.to_values()

v0.14.0 — 2024-06-20

Added

• added cmomy.resample.select_ndat to select data size along reduction dimension
• Added cmomy.randsamp_freq to top level api

Changed

• Updated cmomy.resample.randsamp_freq to select ndat from array

v0.13.0 — 2024-06-18

Added

• Added cmomy.convert.moments_to_comoments (and (x)CentralMoments.moments_to_comoments)to convert from single variable moments to comoments. This is useful in thermoextrap.

• Added cmomy.convert.assign_weight (and (x)CentralMoments.assign_weights) to update weights (useful in thermoextrap).

• Added support for numpy>=2.0.0. Because we still support older versions, we still use the old convention for the copy parameter to numpy.array. Will change this when minimum numpy is 2.0.

Changed

• Renamed cmomy.convert function to cmomy.convert.moments_typeA bullet item for the Changed category.

v0.12.0 — 2024-06-13

Added

• Now supports python3.12

v0.11.0 — 2024-06-12

Changed

• Switch to underlying numba functions using guvectorize. This significantly simplifies the code. Previously, we had separate functions for "vector" vs "scalar" moments. To handle arbitrary vector dimensions, the arrays were reshaped behind the scenes (to a single "meta" dimension). Now, this is all handled by the gufunc based library code.
• Typing support improved.
• Added (x)CentralMoments.astype
• Added (x)CentralMoments.
• Added alias CentralMoments.to_x which is the same as CentralMoments.to_xcentralmoments.
• Added alias xCentralMoments.to_c which is the same as xCentralMoments.to_centralmoments.
• Most constructors now accept order and dtype arguments.
• Most routines that process central moments accept a parallel parameter.
• Instead of complicated internal validation routines in (x)CentralMoments, most of this is now handled by cmomy.reduction or similar routines.
• Now using xr.apply_ufunc for most of the xarray.DataArray based calculations.

Deprecated

• Removed classmethods (x)CentralMoments.from_raws. Instead, use (x)CentralMoments.from_raw(...).reduce(...).
• Removed classmethods (x)CentralMoments.from_datas. Instead, use (x)CentralMoments.from_data(...).reduce(...).
• Removed classmethod (x)CentralMoments.from_data. Instead, use (x)CentralMoments(....).
• Removed ability to create xCentralMoments objects directly from numpy.ndarray objects. (e.g., passing in array-like to xCentralmoments.from_vals doesn't work anymore). Instead use CentralMoments.from_vals(....).to_xcentralmoments(...), etc.
• Removed methods push_stat, push_stats, from_stat, from_stats. Instead use, for example, numpy.concatenate, to combine weights, average, and variance into a data array. A helper function may be added if called for.
• (x)CentralMoments.resample_and_reduce and (x)CentralMoments.from_resample_vals no longer accept nrep=... or indices=.... They only accept freq=....

v0.9.0 — 2024-04-10

Changed

• Can now resample with an arbitrary number of samples. Previously, it was assumed that resampling should be done with a shape (nrep, ndat), where nrep is the number of replicates and ndat is the shape of the data along the resampled axis. Now you can pass sample with shape (nrep, nsamp) where nsamp is the specified number of samples in a replicate (defaulting to ndat). This allows users to do things like jacknife resampling, etc, with resample_and_reduce methods.
• Preliminary support for using type hints in generated documentation. The standard sphinx autodoc support doesn't quite work for cmomy, as it requires type hints to be accessible at run time, and not in TYPE_CHECKING blocks. Instead, we use sphinx_autodoc_type. This has the downside of expanding type aliases, but handles (most things) being in TYPE_CHECKING blocks. Over time, we'll replace some of the explicit parameter type documentation with those from type hints.
• Fixed creation of templates in reduction routines of xCentralMoments. Previously, we build the template for the result using something like da.isel(dim=0). This kept scalar coordinates of da with dim. Now we use da.isel(dim=0, drop=True) to drop these.
• Updated dependencies.

v0.8.0 — 2024-02-20

Added

• Added to_values method to access underlying array data. This should be preferred to .values attribute.

• Added to_numpy method to access underlying numpy.ndarray.

• Added to_dataarray method to access underlying xarray.DataArray in xCentralMoment s

• Added submodule cmomy.random to handle random numbers generation. This uses numpy.random.Generator behind the scenes.

• Updated ruff lintering rules

• Now using hatchling for package building

• Update repo template

Changed

• Now CentralMoments and xCentralMoments ensure that data/data_flat share memory. This may result in passed data not being the same as the internal data, if reshaping data creates a copy.
• Made little used arguments keyword only

v0.7.0 — 2023-08-11

Added

• Now use lazy_loader to speed up initial load time.

• Now using module_utilities >=0.6.

• Changed from custom-inherit to docstring-inheritance

• Now fully supports typing (passing mypy --stict and pyright)

• Relocated numba functions to submodule cmomy._lib.

Changed

• Moved tests to top level of repo (src/cmomy/tests to tests)

v0.5.0 — 2023-06-14

Added

• Package now available on conda-forge

• Bumped maximum python version to 3.11

v0.4.1...v0.5.0

Changed

• Testing now handled with nox.

v0.4.0 — 2023-05-02

Added

• Moved module _docstrings_ to docstrings. This can be used by other modules.

Changed

• Update package layout

• New linters via pre-commit

• Development env now handled by tox

• Now use module-utilities to handle caching and docfiller.

v0.3.0...v0.4.0

v0.3.0 - 2023-04-24

Full set of changes: v0.2.2...v0.3.0

v0.2.2 - 2023-04-05

Full set of changes: v0.2.1...v0.2.2

v0.2.1 - 2023-04-05

Full set of changes: v0.2.0...v0.2.1

v0.2.0 - 2023-03-22

Full set of changes: v0.1.9...v0.2.0

v0.1.9 - 2023-02-15

Full set of changes: v0.1.8...v0.1.9

v0.1.8 - 2022-12-02

Full set of changes: v0.1.7...v0.1.8

v0.1.7 - 2022-09-28

Full set of changes: v0.1.6...v0.1.7

v0.1.6 - 2022-09-27

Full set of changes: v0.1.5...v0.1.6

v0.1.5 - 2022-09-26

Full set of changes: v0.1.4...v0.1.5

v0.1.4 - 2022-09-15

Full set of changes: v0.1.3...v0.1.4

v0.1.3 - 2022-09-15

Full set of changes: v0.1.2...v0.1.3

v0.1.2 - 2022-09-13

Full set of changes: v0.1.1...v0.1.2

v0.1.1 - 2022-09-13

Full set of changes: v0.1.0...v0.1.1

v0.1.0 - 2022-09-13

Full set of changes: v0.0.7...v0.1.0

v0.0.7 - 2021-05-18

Full set of changes: v0.0.6...v0.0.7

v0.0.6 - 2021-02-03

Full set of changes: v0.0.4...v0.0.6

v0.0.4 - 2020-12-21

Full set of changes: v0.0.3...v0.0.4 This software was developed by employees of the National Institute of Standards and Technology (NIST), an agency of the Federal Government. Pursuant to title 17 United States Code Section 105, works of NIST employees are not subject to copyright protection in the United States and are considered to be in the public domain. Permission to freely use, copy, modify, and distribute this software and its documentation without fee is hereby granted, provided that this notice and disclaimer of warranty appears in all copies.

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