computing partial area under a curve at specified intervals - python

I need to integrate the area under a curve, but rather than integrating the entire area under the curve at once, I would like to integrate partial areas at a specified interval of 5m. I.e, I would like to know the area under the curve from 0-5m, 5 - 10m, 10 - 15m, etc.
However, the spacing between my x values is irregular (i.e., it does not go [1, 2, 3, 4...] but rather could go, [1, 1.2, 2, 2.3, 3.1, 4...]. So I can't go by index number but rather need to go by values, and I want to create intervals of every 5 meters.
# Here is a sample of the data set (which I do NOT use in the function below, just an example of how irregular the spacing between x values is)
x = [0, 1.0, 2.0, 3.0, 4.3, 5.0, 6.0, 7.0, 8.0, 9.0, 10, 12, 12.5, 12.7, 13, 14.5, 15, 15.5, 16, 16.5]
y = [0, -0.44, -0.83, -0.91, -1.10, -1.16, -1.00, -1.02, -1.05, -1.0, -0.94, - 0.89, -1, -1.39, -1.44, -1.88, -1.9, -1.94, -2.03, -1.9]
I've created a function to get the partial area based on one specific interval (5<x<10), but I need to figure out how to do this for the entire dataframe.
from scipy.integrate import simps
def partial_area (y, x):
x =df.query('5 <= X <= 10')['X']
y =df.query('5 <= X <= 10')['Z']
area = simps(y,x)
return (area)
area = partial_area(y,x)
I'm stuck on the best way to go about this, as I'm not sure how to create intervals by data values rather than index.

Related

Modifying array elements based on an absolute difference value

I have two arrays of the same length as shown below.
import numpy as np
y1 = [12.1, 6.2, 1.4, 0.8, 5.6, 6.8, 8.5]
y2 = [8.2, 5.6, 2.8, 1.4, 2.5, 4.2, 6.4]
y1_a = np.array(y1)
y2_a = np.array(y2)
print(y1_a)
print(y2_a)
for i in range(len(y2_a)):
y3_a[i] = abs(y2_a[i] - y2_a[i])
I am computing the absolute difference at each index/location between the two arrays. I have to replace 'y1_a' with 'y2_a' whenever the absolute difference exceeds 2.0 at a given index/location and write it to a new array variable 'y3_a'. The starter code is added.
First of all, let numpy do the lifting for you. You can calculate your absolute differences without a manual for loop:
abs_diff = np.abs(y2_a - y1_a) # I assume your original code has a typo
Now you can get all the values where the absolute difference is more than 2.0:
y3_a = y1_a
y3_a[abs_diff > 2.0] = y2_a[abs_diff > 2.0]

Given points on a 3d function, f(x,y,z), and sampling points x,y find z where the function exists

I have the function values at a set of 3d points i.e. I know f(x,y,z). Now I want to sample this function at a different set of points (x',y'). But I don't know the third coordinate z'. I need to first find the values of z' where the function exists (not nan) for every point (x',y') and then find the value of the function at this point i.e. f(x',y',z'). My code is in python. I tried using scipy.interpolate.griddata() but I need to give a grid of z' values as well. And hence I'm stuck. Is it possible to do this? If yes, how? Any other suggestions are also appreciated
import numpy
import scipy.interpolate
image = numpy.array([[246, 50, 101], [116, 1, 113], [187, 110, 64]])
depth = numpy.array([[5, 3, 5], [20, 25, 3], [45, 23, 11]])
height, width = image.shape
iy = numpy.array([[1.5, 0.2, 2.3], [1.6, 0.1, 2.8], [2.4, 2.6, 2.5]])
ix = numpy.array([[0.1, 2.1, 1.7], [1.2, 2.3, 0.7], [0.1, 1.9, 2.7]])
indices = numpy.stack([ix, iy, depth], axis=2)
y1 = numpy.array(range(height))
x1 = numpy.array(range(width))
# Find z1 such that image(y1,x1,z1) exists.
Relation between variables in code and in problem description
f(x,y,z) is the image variable
(x,y,z) is indices
Thus f(indices[1,0,0],indices[1,0,1],indices[1,0,2]) = image[1,0]
(x',y',z') is (x1,y1,z1). I want to find z1 such that image[y1,x1] = f(indices[y1,x1,0],indices[y1,x1,1],indices[y1,x1,2]) exists.

python (reverse) Interpolate assign a tenor-point value to two closest tenor point

I am looking to do a reverse type of (numpy) interpolation.
Consider the case where I have a 'risk' value of 2.2, and that is mapped to this tenor-point value of 1.50.
Consider a have a tenor-list of list (or array) = [0.5, 1.0, 2.0, 3.0, 5.0].
Now, I would like to attribute this risk-value of 2.2 to what it would be, as mapped to the closest two tenor-points (in this case 1.0 and 2.0), in the form of a linear interpolation.
In this example, the function will generate the risk-value of 2.0, (which is mapped to expiry value of 1.50) to
for the 1.0 tenor point : of 2.2 * (1.5 - 1.0)/(2.0 - 1.0)
for the 2.0 tenor point : of 2.2 * (2.0 - 1.5)/(2.0 - 1.0)
Is there a numpy/scipy/panda or python code that would do this?
Thanks!
Well, I have attempted a bit of a different approach but maybe this helps you. I try to interpolate the points for the new grid points using interpolate.interp1d (with the option to extrapolate points fill_value="extrapolate") to extend the range beyond the interval given. In your first example the new points were always internal, in the comment example also external, so I used the more general case. This still might be polished, but should give an idea:
import numpy as np
from scipy import interpolate
def dist_val(vpt, arr):
dist = np.abs(arr-np.full_like(arr, vpt))
i0 = np.argmin(dist)
dist[i0] = np.max(dist) + 1
i1 = np.argmin(dist)
return (i0, i1)
def dstr_lin(ra, tnl, tnh):
'''returns a risk-array like ra for tnh based on tnl'''
if len(tnh) < len(tnl) or len(ra) != len(tnl):
return -1
rah = []
for vh in tnh:
try:
rah.append((vh, ra[tnl.index(vh)]))
except ValueError:
rah.append((vh, float(interpolate.interp1d(tnl, ra, fill_value="extrapolate")(vh))))
return rah
ra = [0.422, 1.053, 100.423, -99.53]
tn_low = [1.0, 2.0, 5.0, 10.0]
tn_high = [1.0, 2.0, 3.0, 5.0, 7.0, 10.0, 12.0, 15.0]
print(dstr_lin(ra, tn_low, tn_high))
this results in
[(1.0, 0.422), (2.0, 1.053), (3.0, 34.17633333333333), (5.0, 100.423), (7.0, 20.4418), (10.0, -99.53), (12.0, -179.51120000000003), (15.0, -299.483)]
Careful though, I am not sure how "well behaved" your data is, interpolation or extrapolation might swing out of range so use with care.

How to reduce points in a list around a specific point?

I have no idea how to explain this concept, as if I did I probably would have found the answer on Google already.
What I'm trying to do is take a list of y points and reduce all values above and below a specific chosen point. Could be in the middle of the graph, could be at the beginning, etc.
This is easier with a picture. Here's a visualization of what I want to do.
You can see the point I chose to "reduce" the points around it.
I wrote this overly complicated function to do exactly that:
import numpy as np
x = [0.0, 4.8, 9.0, 11.3, 13.6, 17.1, 23.1, 29.5, 35.1, 39.8, 42.2]
y = [1.35, 1.36, 1.39, 1.43, 1.46, 1.48, 1.49, 1.53, 1.59, 1.68, 1.8]
squash_around = 1.43
squash_min = min([i-squash_around for i in y])
squash_max = max([i-squash_around for i in y])
y = [np.interp(i-squash_around, [squash_min, 0, squash_max], [.9, 1.0, 1.1])*i for i in y]
However, it fails to work correctly with some data, for example I set squash_around to .2, so it should modify all points except the top left, but it doesn't:
If anyone can point me to the probable duplicate question for this, that'd be great.
It seems like what you're trying to "reduce" is the difference in y-value between the point of interest (i.e. the circled one), and each other point's y-value.
If we let (x, y) be the point that you want to "reduce" around, then we can "reduce" another point (x1, y1) relative to (x, y) by a factor of a with the following transformation
(x1, y1) => (x1, y + (y1 - y) * a)
If 0 < a < 1 then (x, y) stays exactly where it is, points below y move up towards it, and points above y move down towards it. Putting this into numpy code
import numpy as np
x = np.array([0.0, 4.8, 9.0, 11.3, 13.6, 17.1, 23.1, 29.5, 35.1, 39.8, 42.2])
y = np.array([1.35, 1.36, 1.39, 1.43, 1.46, 1.48, 1.49, 1.53, 1.59, 1.68, 1.8])
i = 5 # the index of the point to "reduce" around
a = 0.5 # reduction factor
reduced = y[i] + (y - y[i]) * a
# plt.plot(x, y)
# plt.plot(x, reduced)
Is that the kind of reduction that you are looking for?

"Unsorting" a Quicksort

(Quick note! While I know there are plenty of options for sorting in Python, this code is more of a generalized proof-of-concept and will later be ported to another language, so I won't be able to use any specific Python libraries or functions.
In addition, the solution you provide doesn't necessarily have to follow my approach below.)
Background
I have a quicksort algorithm and am trying to implement a method to allow later 'unsorting' of the new location of a sorted element. That is, if element A is at index x and is sorted to index y, then the 'pointer' (or, depending on your terminology, reference or mapping) array changes its value at index x from x to y.
In more detail:
You begin the program with an array, arr, with some given set of numbers. This array is later run through a quick sort algorithm, as sorting the array is important for future processing on it.
The ordering of this array is important. As such, you have another array, ref, which contains the indices of the original array such that when you map the reference array to the array, the original ordering of the array is reproduced.
Before the array is sorted, the array and mapping looks like this:
arr = [1.2, 1.5, 1.5, 1.0, 1.1, 1.8]
ref = [0, 1, 2, 3, 4, 5]
--------
map(arr,ref) -> [1.2, 1.5, 1.5, 1.0, 1.1, 1.8]
You can see that index 0 of ref points to index 0 of arr, giving you 1.2. Index 1 of ref points to index 1 of arr, giving you 1.5, and so on.
When the algorithm is sorted, ref should be rearranged such that when you map it according to the above procedure, it generates the pre-sorted arr:
arr = [1.0, 1.1, 1.2, 1.5, 1.5, 1.8]
ref = [2, 3, 4, 0, 1, 5]
--------
map(arr,ref) -> [1.2, 1.5, 1.5, 1.0, 1.1, 1.8]
Again, index 0 of ref is 2, so the first element of the mapped array is arr[2]=1.2. Index 1 of ref is 3, so the second element of the mapped array is arr[3]=1.5, and so on.
The Issue
The current implementation of my code works great for sorting, but horrible for the remapping of ref.
Given the same array arr, the output of my program looks like this:
arr = [1.0, 1.1, 1.2, 1.5, 1.5, 1.8]
ref = [3, 4, 0, 1, 2, 5]
--------
map(arr,ref) -> [1.5, 1.5, 1.0, 1.1, 1.2, 1.8]
This is a problem because this mapping is definitely not equal to the original:
[1.5, 1.5, 1.0, 1.1, 1.2, 1.8] != [1.2, 1.5, 1.5, 1.0, 1.1, 1.8]
My approach has been this:
When elements a and b, at indices x and y in arr are switched,
Then set ref[x] = y and ref[y] = x.
This is not working and I can't think of another solution that doesn't need O(n^2) time.
Thank you!
Minimally Reproducible Example
testing = [1.5, 1.2, 1.0, 1.0, 1.2, 1.2, 1.5, 1.3, 2.0, 0.7, 0.2, 1.4, 1.2, 1.8, 2.0, 2.1]
# This is the 'map(arr,ref) ->' function
def print_links(a,b):
tt = [a[b[i]-1] for i in range(0,len(a))]
print("map(arr,ref) -> {}".format(tt))
# This tests the re-mapping against an original copy of the array
f = 0
for i in range(0,len(testing)):
if testing[i] == tt[i]:
f += 1
print("{}/{}".format(f,len(a)))
def quick_sort(arr,ref,first=None,last=None):
if first == None:
first = 0
if last == None:
last = len(arr)-1
if first < last:
split = partition(arr,ref,first,last)
quick_sort(arr,ref,first,split-1)
quick_sort(arr,ref,split+1,last)
def partition(arr,ref,first,last):
pivot = arr[first]
left = first+1
right = last
done = False
while not done:
while left <= right and arr[left] <= pivot:
left += 1
while arr[right] >= pivot and right >= left:
right -= 1
if right < left:
done = True
else:
temp = arr[left]
arr[left] = arr[right]
arr[right] = temp
# This is my attempt at preserving indices part 1
temp = ref[left]
ref[left] = ref[right]
ref[right] = temp
temp = arr[first]
arr[first] = arr[right]
arr[right] = temp
# This is my attempt at preserving indices part 2
temp = ref[first]
ref[first] = ref[right]
ref[right] = temp
return right
# Main body of code
a = [1.5,1.2,1.0,1.0,1.2,1.2,1.5,1.3,2.0,0.7,0.2,1.4,1.2,1.8,2.0,2.1]
b = range(1,len(a)+1)
print("The following should match:")
print("a = {}".format(a))
a0 = a[:]
print("ref = {}".format(b))
print("----")
print_links(a,b)
print("\nQuicksort:")
quick_sort(a,b)
print(a)
print("\nThe following should match:")
print("arr = {}".format(a0))
print("ref = {}".format(b))
print("----")
print_links(a,b)
You can do what you ask, but when we have to do something like this in real life, we usually mess with the sort's comparison function instead of the swap function. Sorting routines provided with common languages usually have that capability built in so you don't have to write your own sort.
In this procedure, you sort the ref array (called order below), by the value of the arr value it points to. The generates the same ref array you already have, but without modifying arr.
Mapping with this ordering sorts the original array. You expected it to unsort the sorted array, which is why your code isn't working.
You can invert this ordering to get the ref array you were originally looking for, or you can just leave arr unsorted and map it through order when you need it ordered.
arr = [1.5, 1.2, 1.0, 1.0, 1.2, 1.2, 1.5, 1.3, 2.0, 0.7, 0.2, 1.4, 1.2, 1.8, 2.0, 2.1]
order = range(len(arr))
order.sort(key=lambda i:arr[i])
new_arr = [arr[order[i]] for i in range(len(arr))]
print("original array = {}".format(arr))
print("sorted ordering = {}".format(order))
print("sorted array = {}".format(new_arr))
ref = [0]*len(order)
for i in range(len(order)):
ref[order[i]]=i
unsorted = [new_arr[ref[i]] for i in range(len(ref))]
print("unsorted after sorting = {}".format(unsorted))
Output:
original array = [1.5, 1.2, 1.0, 1.0, 1.2, 1.2, 1.5, 1.3, 2.0, 0.7, 0.2, 1.4, 1.2, 1.8, 2.0, 2.1]
sorted ordering = [10, 9, 2, 3, 1, 4, 5, 12, 7, 11, 0, 6, 13, 8, 14, 15]
sorted array = [0.2, 0.7, 1.0, 1.0, 1.2, 1.2, 1.2, 1.2, 1.3, 1.4, 1.5, 1.5, 1.8, 2.0, 2.0, 2.1]
unsorted after sorting = [1.5, 1.2, 1.0, 1.0, 1.2, 1.2, 1.5, 1.3, 2.0, 0.7, 0.2, 1.4, 1.2, 1.8, 2.0, 2.1]
You don't need to maintain the map of indices and elements,just sort the indices as you sort your array.for example:
unsortedArray = [1.2, 1.5, 2.1]
unsortedIndexes = [0, 1, 2]
sortedAray = [1.2, 1.5, 2.1]
then you just swap 0 and 1as you sort unsortedArray.and get the sortedIndexes[1, 0, 2],you can get the origin array by sortedArray[1],sortedArray[0],sortedArray[2].
def inplace_quick_sort(s, indexes, start, end):
if start>= end:
return
pivot = getPivot(s, start, end)#it's should be a func
left = start
right = end - 1
while left <= right:
while left <= right and customCmp(pivot, s[left]):
# s[left] < pivot:
left += 1
while left <= right and customCmp(s[right], pivot):
# pivot < s[right]:
right -= 1
if left <= right:
s[left], s[right] = s[right], s[left]
indexes[left], indexes[right] = indexes[right], indexes[left]
left, right = left + 1, right -1
s[left], s[end] = s[end], s[left]
indexes[left], indexes[end] = indexes[end], indexes[left]
inplace_quick_sort(s, indexes, start, left-1)
inplace_quick_sort(s, indexes, left+1, end)
def customCmp(a, b):
return a > b
def getPivot(s, start, end):
return s[end]
if __name__ == '__main__':
arr = [1.5,1.2,1.0,1.0,1.2,1.2,1.5,1.3,2.0,0.7,0.2,1.4,1.2,1.8,2.0,2.1]
indexes = [i for i in range(len(arr))]
inplace_quick_sort(arr,indexes, 0, len(arr)-1)
print("sorted = {}".format(arr))
ref = [0]*len(indexes)
for i in range(len(indexes)):
#the core point of Matt Timmermans' answer about how to construct the ref
#the value of indexes[i] is index of the orignal array
#and i is the index of the sorted array,
#so we get the map by ref[indexes[i]] = i
ref[indexes[i]] = i
unsorted = [arr[ref[i]] for i in range(len(ref))]
print("unsorted after sorting = {}".format(unsorted))
It's not that horrible: you've merely reversed your reference usage. Your indices, ref, tell you how to build the sorted list from the original. However, you've used it in the opposite direction: you've applied it to the sorted list, trying to reconstruct the original. You need the inverse mapping.
Is that enough to get you to solve your problem?
I think you can just repair your ref array after the fact. From your code sample, just insert the following snippet after the call toquick_sort(a,b)
c = range(1, len(b)+1)
for i in range(0, len(b)):
c[ b[i]-1 ] = i+1
The c array should now contain the correct references.
Stealing/rewording what #Prune writes: what you have in b is the forward transformation, the sorting itself. Applying it to a0 provides the sorted list (print_links(a0,b))
You just have to revert it via looking up which element went to what position:
c=[b.index(i)+1 for i in range(1,len(a)+1)]
print_links(a,c)

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