gaussianprocessderivatives 0.1.68

Uses Gaussian processes to smooth data and estimate first- and second-order derivatives

A Python package for smoothing data and estimating first- and second-order derivatives and their errors.

Covariance functions can either be linear, squared exponential, neural network-like, or squared exponential with a linear trend.

An example workflow to smooth data (x, y), where the columns of y are replicates, is

>>> import gaussian process as gp
>>> g= gp.maternGP({0: (-4, 4), 1: (-4, 4), 2: (-4, -2)}, x, y)

The dictionary sets bounds on the hyperparameters, so that 0: (-4, 4) means that the bounds on the first hyperparameter are 1e-4 and 1e4.

>>> g.info()

explains what each hyperparameter does.

Once g is instantiated,

>>> g.findhyperparameters()
>>> g.results()
>>> g.predict(x, derivs= 2)

optimises the hyperparameters and determines a smoothed version of the data and estimates the derivatives.

The results can be visualised by

>>> import matplotlib.pylab as plt
>>> plt.figure()
>>> plt.subplot(2,1,1)
>>> g.sketch('.')
>>> plt.subplot(2,1,2)
>>> g.sketch('.', derivs= 1)
>>> plt.show()

and are available as g.f and g.fvar (smoothed data and error), g.df and g.dfvar (estimate of dy/dx), and g.ddf and g.ddfvar (estimate of d2y/dx2).