Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                

Scipy Reference

Download as pdf or txt
Download as pdf or txt
You are on page 1of 907

SciPy Reference Guide

Release 0.10.0rc1

Written by the SciPy community

November 03, 2011

CONTENTS

SciPy Tutorial 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . 1.2 Basic functions in Numpy (and top-level scipy) . . . . . . 1.3 Special functions (scipy.special) . . . . . . . . . . 1.4 Integration (scipy.integrate) . . . . . . . . . . . . 1.5 Optimization (scipy.optimize) . . . . . . . . . . . . 1.6 Interpolation (scipy.interpolate) . . . . . . . . . 1.7 Fourier Transforms (scipy.fftpack) . . . . . . . . . 1.8 Signal Processing (scipy.signal) . . . . . . . . . . . 1.9 Linear Algebra (scipy.linalg) . . . . . . . . . . . . 1.10 Sparse Eigenvalue Problems with ARPACK . . . . . . . . 1.11 Statistics (scipy.stats) . . . . . . . . . . . . . . . . 1.12 Multi-dimensional image processing (scipy.ndimage) 1.13 File IO (scipy.io) . . . . . . . . . . . . . . . . . . . . 1.14 Weave (scipy.weave) . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

3 . 3 . 6 . 10 . 11 . 15 . 29 . 40 . 42 . 49 . 60 . 63 . 72 . 94 . 100

API - importing from Scipy 135 2.1 Guidelines for importing functions from Scipy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135 2.2 API denition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136 Release Notes 3.1 SciPy 0.10.0 Release Notes 3.2 SciPy 0.9.0 Release Notes . 3.3 SciPy 0.8.0 Release Notes . 3.4 SciPy 0.7.2 Release Notes . 3.5 SciPy 0.7.1 Release Notes . 3.6 SciPy 0.7.0 Release Notes . 139 139 143 146 151 151 153 159 159 159 164 181 197 211 228 258 265 302

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

. . . . . .

Reference 4.1 Clustering package (scipy.cluster) . . . . . . . . . . . . . . . 4.2 K-means clustering and vector quantization (scipy.cluster.vq) 4.3 Hierarchical clustering (scipy.cluster.hierarchy) . . . . . 4.4 Constants (scipy.constants) . . . . . . . . . . . . . . . . . . . 4.5 Discrete Fourier transforms (scipy.fftpack) . . . . . . . . . . . 4.6 Integration and ODEs (scipy.integrate) . . . . . . . . . . . . 4.7 Interpolation (scipy.interpolate) . . . . . . . . . . . . . . . 4.8 Input and output (scipy.io) . . . . . . . . . . . . . . . . . . . . . 4.9 Linear algebra (scipy.linalg) . . . . . . . . . . . . . . . . . . 4.10 Maximum entropy models (scipy.maxentropy) . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

4.11 4.12 4.13 4.14 4.15 4.16 4.17 4.18 4.19 4.20 4.21 4.22 4.23 4.24

Miscellaneous routines (scipy.misc) . . . . . . . . . . . . . . Multi-dimensional image processing (scipy.ndimage) . . . . . Orthogonal distance regression (scipy.odr) . . . . . . . . . . . Optimization and root nding (scipy.optimize) . . . . . . . . Nonlinear solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . Signal processing (scipy.signal) . . . . . . . . . . . . . . . . Sparse matrices (scipy.sparse) . . . . . . . . . . . . . . . . . Sparse linear algebra (scipy.sparse.linalg) . . . . . . . . Spatial algorithms and data structures (scipy.spatial) . . . . Distance computations (scipy.spatial.distance) . . . . . Special functions (scipy.special) . . . . . . . . . . . . . . . Statistical functions (scipy.stats) . . . . . . . . . . . . . . . Statistical functions for masked arrays (scipy.stats.mstats) C/C++ integration (scipy.weave) . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

308 316 377 386 432 434 465 489 513 532 548 573 848 878 883 891 893

Bibliography Python Module Index Index

ii

SciPy Reference Guide, Release 0.10.0rc1

Release 0.10 Date November 03, 2011 SciPy (pronounced Sigh Pie) is open-source software for mathematics, science, and engineering.

CONTENTS

SciPy Reference Guide, Release 0.10.0rc1

CONTENTS

CHAPTER

ONE

SCIPY TUTORIAL
1.1 Introduction
Contents Introduction SciPy Organization Finding Documentation SciPy is a collection of mathematical algorithms and convenience functions built on the Numpy extension for Python. It adds signicant power to the interactive Python session by exposing the user to high-level commands and classes for the manipulation and visualization of data. With SciPy, an interactive Python session becomes a data-processing and system-prototyping environment rivaling sytems such as MATLAB, IDL, Octave, R-Lab, and SciLab. The additional power of using SciPy within Python, however, is that a powerful programming language is also available for use in developing sophisticated programs and specialized applications. Scientic applications written in SciPy benet from the development of additional modules in numerous niches of the software landscape by developers across the world. Everything from parallel programming to web and data-base subroutines and classes have been made available to the Python programmer. All of this power is available in addition to the mathematical libraries in SciPy. This document provides a tutorial for the rst-time user of SciPy to help get started with some of the features available in this powerful package. It is assumed that the user has already installed the package. Some general Python facility is also assumed such as could be acquired by working through the Tutorial in the Python distribution. For further introductory help the user is directed to the Numpy documentation. For brevity and convenience, we will often assume that the main packages (numpy, scipy, and matplotlib) have been imported as:
>>> >>> >>> >>> import import import import numpy as np scipy as sp matplotlib as mpl matplotlib.pyplot as plt

These are the import conventions that our community has adopted after discussion on public mailing lists. You will see these conventions used throughout NumPy and SciPy source code and documentation. While we obviously dont require you to follow these conventions in your own code, it is highly recommended.

SciPy Reference Guide, Release 0.10.0rc1

1.1.1 SciPy Organization


SciPy is organized into subpackages covering different scientic computing domains. These are summarized in the following table: Subpackage cluster constants fftpack integrate interpolate io linalg maxentropy ndimage odr optimize signal sparse spatial special stats weave Description Clustering algorithms Physical and mathematical constants Fast Fourier Transform routines Integration and ordinary differential equation solvers Interpolation and smoothing splines Input and Output Linear algebra Maximum entropy methods N-dimensional image processing Orthogonal distance regression Optimization and root-nding routines Signal processing Sparse matrices and associated routines Spatial data structures and algorithms Special functions Statistical distributions and functions C/C++ integration

Scipy sub-packages need to be imported separately, for example:


>>> from scipy import linalg, optimize

Because of their ubiquitousness, some of the functions in these subpackages are also made available in the scipy namespace to ease their use in interactive sessions and programs. In addition, many basic array functions from numpy are also available at the top-level of the scipy package. Before looking at the sub-packages individually, we will rst look at some of these common functions.

1.1.2 Finding Documentation


Scipy and Numpy have HTML and PDF versions of their documentation available at http://docs.scipy.org/, which currently details nearly all available functionality. However, this documentation is still work-in-progress, and some parts may be incomplete or sparse. As we are a volunteer organization and depend on the community for growth, your participation - everything from providing feedback to improving the documentation and code - is welcome and actively encouraged. Python also provides the facility of documentation strings. The functions and classes available in SciPy use this method for on-line documentation. There are two methods for reading these messages and getting help. Python provides the command help in the pydoc module. Entering this command with no arguments (i.e. >>> help ) launches an interactive help session that allows searching through the keywords and modules available to all of Python. Running the command help with an object as the argument displays the calling signature, and the documentation string of the object. The pydoc method of help is sophisticated but uses a pager to display the text. Sometimes this can interfere with the terminal you are running the interactive session within. A scipy-specic help system is also available under the command sp.info. The signature and documentation string for the object passed to the help command are printed to standard output (or to a writeable object passed as the third argument). The second keyword argument of sp.info denes the maximum width of the line for printing. If a module is passed as the argument to help than a list of the functions and classes dened in that module is printed. For example:

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> sp.info(optimize.fmin) fmin(func, x0, args=(), xtol=0.0001, ftol=0.0001, maxiter=None, maxfun=None, full_output=0, disp=1, retall=0, callback=None) Minimize a function using the downhill simplex algorithm. Parameters ---------func : callable func(x,*args) The objective function to be minimized. x0 : ndarray Initial guess. args : tuple Extra arguments passed to func, i.e. f(x,*args). callback : callable Called after each iteration, as callback(xk), where xk is the current parameter vector. Returns ------xopt : ndarray Parameter that minimizes function. fopt : float Value of function at minimum: fopt = func(xopt). iter : int Number of iterations performed. funcalls : int Number of function calls made. warnflag : int 1 : Maximum number of function evaluations made. 2 : Maximum number of iterations reached. allvecs : list Solution at each iteration. Other parameters ---------------xtol : float Relative error ftol : number Relative error maxiter : int Maximum number maxfun : number Maximum number full_output : bool Set to True if disp : bool Set to True to retall : bool Set to True to

in xopt acceptable for convergence. in func(xopt) acceptable for convergence. of iterations to perform. of function evaluations to make. fopt and warnflag outputs are desired. print convergence messages. return list of solutions at each iteration.

Notes ----Uses a Nelder-Mead simplex algorithm to find the minimum of function of one or more variables.

Another useful command is source. When given a function written in Python as an argument, it prints out a listing of the source code for that function. This can be helpful in learning about an algorithm or understanding exactly what

1.1. Introduction

SciPy Reference Guide, Release 0.10.0rc1

a function is doing with its arguments. Also dont forget about the Python command dir which can be used to look at the namespace of a module or package.

1.2 Basic functions in Numpy (and top-level scipy)


Contents Basic functions in Numpy (and top-level scipy) Interaction with Numpy Top-level scipy routines * Type handling * Index Tricks * Shape manipulation * Polynomials * Vectorizing functions (vectorize) * Other useful functions Common functions

1.2.1 Interaction with Numpy


To begin with, all of the Numpy functions have been subsumed into the scipy namespace so that all of those functions are available without additionally importing Numpy. In addition, the universal functions (addition, subtraction, division) have been altered to not raise exceptions if oating-point errors are encountered; instead, NaNs and Infs are returned in the arrays. To assist in detection of these events, several functions (sp.isnan, sp.isfinite, sp.isinf) are available. Finally, some of the basic functions like log, sqrt, and inverse trig functions have been modied to return complex numbers instead of NaNs where appropriate (i.e. sp.sqrt(-1) returns 1j).

1.2.2 Top-level scipy routines


The purpose of the top level of scipy is to collect general-purpose routines that the other sub-packages can use and to provide a simple replacement for Numpy. Anytime you might think to import Numpy, you can import scipy instead and remove yourself from direct dependence on Numpy. These routines are divided into several les for organizational purposes, but they are all available under the numpy namespace (and the scipy namespace). There are routines for type handling and type checking, shape and matrix manipulation, polynomial processing, and other useful functions. Rather than giving a detailed description of each of these functions (which is available in the Numpy Reference Guide or by using the help, info and source commands), this tutorial will discuss some of the more useful commands which require a little introduction to use to their full potential. Type handling Note the difference between sp.iscomplex/sp.isreal and sp.iscomplexobj/sp.isrealobj. The former command is array based and returns byte arrays of ones and zeros providing the result of the element-wise test. The latter command is object based and returns a scalar describing the result of the test on the entire object. Often it is required to get just the real and/or imaginary part of a complex number. While complex numbers and arrays have attributes that return those values, if one is not sure whether or not the object will be complex-valued, it is better to use the functional forms sp.real and sp.imag . These functions succeed for anything that can be turned into

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

a Numpy array. Consider also the function sp.real_if_close which transforms a complex-valued number with tiny imaginary part into a real number. Occasionally the need to check whether or not a number is a scalar (Python (long)int, Python oat, Python complex, or rank-0 array) occurs in coding. This functionality is provided in the convenient function sp.isscalar which returns a 1 or a 0. Finally, ensuring that objects are a certain Numpy type occurs often enough that it has been given a convenient interface in SciPy through the use of the sp.cast dictionary. The dictionary is keyed by the type it is desired to cast to and the dictionary stores functions to perform the casting. Thus, sp.cast[f](d) returns an array of sp.float32 from d. This function is also useful as an easy way to get a scalar of a certain type:
>>> sp.cast[f](sp.pi) array(3.1415927410125732, dtype=float32)

Index Tricks There are some class instances that make special use of the slicing functionality to provide efcient means for array construction. This part will discuss the operation of sp.mgrid , sp.ogrid , sp.r_ , and sp.c_ for quickly constructing arrays. One familiar with MATLAB (R) may complain that it is difcult to construct arrays from the interactive session with Python. Suppose, for example that one wants to construct an array that begins with 3 followed by 5 zeros and then contains 10 numbers spanning the range -1 to 1 (inclusive on both ends). Before SciPy, you would need to enter something like the following
>>> concatenate(([3],[0]*5,arange(-1,1.002,2/9.0)))

With the r_ command one can enter this as


>>> r_[3,[0]*5,-1:1:10j]

which can ease typing and make for more readable code. Notice how objects are concatenated, and the slicing syntax is (ab)used to construct ranges. The other term that deserves a little explanation is the use of the complex number 10j as the step size in the slicing syntax. This non-standard use allows the number to be interpreted as the number of points to produce in the range rather than as a step size (note we would have used the long integer notation, 10L, but this notation may go away in Python as the integers become unied). This non-standard usage may be unsightly to some, but it gives the user the ability to quickly construct complicated vectors in a very readable fashion. When the number of points is specied in this way, the end- point is inclusive. The r stands for row concatenation because if the objects between commas are 2 dimensional arrays, they are stacked by rows (and thus must have commensurate columns). There is an equivalent command c_ that stacks 2d arrays by columns but works identically to r_ for 1d arrays. Another very useful class instance which makes use of extended slicing notation is the function mgrid. In the simplest case, this function can be used to construct 1d ranges as a convenient substitute for arange. It also allows the use of complex-numbers in the step-size to indicate the number of points to place between the (inclusive) end-points. The real purpose of this function however is to produce N, N-d arrays which provide coordinate arrays for an N-dimensional volume. The easiest way to understand this is with an example of its usage:
>>> mgrid[0:5,0:5] array([[[0, 0, 0, 0, [1, 1, 1, 1, [2, 2, 2, 2, [3, 3, 3, 3, [4, 4, 4, 4, [[0, 1, 2, 3, [0, 1, 2, 3, 0], 1], 2], 3], 4]], 4], 4],

1.2. Basic functions in Numpy (and top-level scipy)

SciPy Reference Guide, Release 0.10.0rc1

[0, 1, 2, 3, 4], [0, 1, 2, 3, 4], [0, 1, 2, 3, 4]]]) >>> mgrid[0:5:4j,0:5:4j] array([[[ 0. , 0. , [ 1.6667, 1.6667, [ 3.3333, 3.3333, [ 5. , 5. , [[ 0. , 1.6667, [ 0. , 1.6667, [ 0. , 1.6667, [ 0. , 1.6667,

0. , 1.6667, 3.3333, 5. , 3.3333, 3.3333, 3.3333, 3.3333,

0. ], 1.6667], 3.3333], 5. ]], 5. ], 5. ], 5. ], 5. ]]])

Having meshed arrays like this is sometimes very useful. However, it is not always needed just to evaluate some N-dimensional function over a grid due to the array-broadcasting rules of Numpy and SciPy. If this is the only purpose for generating a meshgrid, you should instead use the function ogrid which generates an open grid using NewAxis judiciously to create N, N-d arrays where only one dimension in each array has length greater than 1. This will save memory and create the same result if the only purpose for the meshgrid is to generate sample points for evaluation of an N-d function. Shape manipulation In this category of functions are routines for squeezing out length- one dimensions from N-dimensional arrays, ensuring that an array is at least 1-, 2-, or 3-dimensional, and stacking (concatenating) arrays by rows, columns, and pages (in the third dimension). Routines for splitting arrays (roughly the opposite of stacking arrays) are also available. Polynomials There are two (interchangeable) ways to deal with 1-d polynomials in SciPy. The rst is to use the poly1d class from Numpy. This class accepts coefcients or polynomial roots to initialize a polynomial. The polynomial object can then be manipulated in algebraic expressions, integrated, differentiated, and evaluated. It even prints like a polynomial:
>>> p = poly1d([3,4,5]) >>> print p 2 3 x + 4 x + 5 >>> print p*p 4 3 2 9 x + 24 x + 46 x + 40 x + 25 >>> print p.integ(k=6) 3 2 x + 2 x + 5 x + 6 >>> print p.deriv() 6 x + 4 >>> p([4,5]) array([ 69, 100])

The other way to handle polynomials is as an array of coefcients with the rst element of the array giving the coefcient of the highest power. There are explicit functions to add, subtract, multiply, divide, integrate, differentiate, and evaluate polynomials represented as sequences of coefcients. Vectorizing functions (vectorize) One of the features that NumPy provides is a class vectorize to convert an ordinary Python function which accepts scalars and returns scalars into a vectorized-function with the same broadcasting rules as other Numpy functions 8 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

(i.e. the Universal functions, or ufuncs). For example, suppose you have a Python function named addsubtract dened as:
>>> def addsubtract(a,b): ... if a > b: ... return a - b ... else: ... return a + b

which denes a function of two scalar variables and returns a scalar result. The class vectorize can be used to vectorize this function so that
>>> vec_addsubtract = vectorize(addsubtract)

returns a function which takes array arguments and returns an array result:
>>> vec_addsubtract([0,3,6,9],[1,3,5,7]) array([1, 6, 1, 2])

This particular function could have been written in vector form without the use of vectorize . But, what if the function you have written is the result of some optimization or integration routine. Such functions can likely only be vectorized using vectorize. Other useful functions There are several other functions in the scipy_base package including most of the other functions that are also in the Numpy package. The reason for duplicating these functions is to allow SciPy to potentially alter their original interface and make it easier for users to know how to get access to functions
>>> from scipy import *

Functions which should be mentioned are mod(x,y) which can replace x % y when it is desired that the result take the sign of y instead of x . Also included is fix which always rounds to the nearest integer towards zero. For doing phase processing, the functions angle, and unwrap are also useful. Also, the linspace and logspace functions return equally spaced samples in a linear or log scale. Finally, its useful to be aware of the indexing capabilities of Numpy. Mention should be made of the new function select which extends the functionality of where to include multiple conditions and multiple choices. The calling convention is select(condlist,choicelist,default=0). select is a vectorized form of the multiple if-statement. It allows rapid construction of a function which returns an array of results based on a list of conditions. Each element of the return array is taken from the array in a choicelist corresponding to the rst condition in condlist that is true. For example
>>> x = r_[-2:3] >>> x array([-2, -1, 0, 1, 2]) >>> select([x > 3, x >= 0],[0,x+2]) array([0, 0, 2, 3, 4])

1.2.3 Common functions


Some functions depend on sub-packages of SciPy but should be available from the top-level of SciPy due to their common use. These are functions that might have been placed in scipy_base except for their dependence on other sub-packages of SciPy. For example the factorial and comb functions compute n! and n!/k!(n k)! using either exact integer arithmetic (thanks to Pythons Long integer object), or by using oating-point precision and the gamma function. The functions rand and randn are used so often that they warranted a place at the top level. There are

1.2. Basic functions in Numpy (and top-level scipy)

SciPy Reference Guide, Release 0.10.0rc1

convenience functions for the interactive use: disp (similar to print), and who (returns a list of dened variables and memory consumptionupper bounded). Another function returns a common image used in image processing: lena. Finally, two functions are provided that are useful for approximating derivatives of functions using discrete-differences. The function central_diff_weights returns weighting coefcients for an equally-spaced N -point approximation to the derivative of order o. These weights must be multiplied by the function corresponding to these points and the results added to obtain the derivative approximation. This function is intended for use when only samples of the function are avaiable. When the function is an object that can be handed to a routine and evaluated, the function derivative can be used to automatically evaluate the object at the correct points to obtain an N-point approximation to the o-th derivative at a given point.

1.3 Special functions (scipy.special)


The main feature of the scipy.special package is the denition of numerous special functions of mathematical physics. Available functions include airy, elliptic, bessel, gamma, beta, hypergeometric, parabolic cylinder, mathieu, spheroidal wave, struve, and kelvin. There are also some low-level stats functions that are not intended for general use as an easier interface to these functions is provided by the stats module. Most of these functions can take array arguments and return array results following the same broadcasting rules as other math functions in Numerical Python. Many of these functions also accept complex numbers as input. For a complete list of the available functions with a one-line description type >>> help(special). Each function also has its own documentation accessible using help. If you dont see a function you need, consider writing it and contributing it to the library. You can write the function in either C, Fortran, or Python. Look in the source code of the library for examples of each of these kinds of functions.

1.3.1 Bessel functions of real order(jn, jn_zeros)


Bessel functions are a family of solutions to Bessels differential equation with real or complex order alpha: x2 dy d2 y +x + (x2 2 )y = 0 2 dx dx

Among other uses, these functions arise in wave propagation problems such as the vibrational modes of a thin drum head. Here is an example of a circular drum head anchored at the edge:
>>> >>> >>> ... ... >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> from scipy import * from scipy.special import jn, jn_zeros def drumhead_height(n, k, distance, angle, t): nth_zero = jn_zeros(n, k) return cos(t)*cos(n*angle)*jn(n, distance*nth_zero) theta = r_[0:2*pi:50j] radius = r_[0:1:50j] x = array([r*cos(theta) for r in radius]) y = array([r*sin(theta) for r in radius]) z = array([drumhead_height(1, 1, r, theta, 0.5) for r in radius]) import pylab from mpl_toolkits.mplot3d import Axes3D from matplotlib import cm fig = pylab.figure() ax = Axes3D(fig) ax.plot_surface(x, y, z, rstride=1, cstride=1, cmap=cm.jet) ax.set_xlabel(X) ax.set_ylabel(Y)

10

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> ax.set_zlabel(Z) >>> pylab.show()

0.4 0.2 0.0 Z 0.2 0.4 0.0Y 0.5

0.5

0.0 X

0.5

0.5 1.0

1.4 Integration (scipy.integrate)


The scipy.integrate sub-package provides several integration techniques including an ordinary differential equation integrator. An overview of the module is provided by the help command:
>>> help(integrate) Methods for Integrating Functions given function object. quad dblquad tplquad fixed_quad quadrature romberg ------General purpose integration. General purpose double integration. General purpose triple integration. Integrate func(x) using Gaussian quadrature of order n. Integrate with given tolerance using Gaussian quadrature. Integrate func using Romberg integration.

Methods for Integrating Functions given fixed samples. trapz cumtrapz simps romb ----Use trapezoidal rule to compute integral from samples. Use trapezoidal rule to cumulatively compute integral. Use Simpsons rule to compute integral from samples. Use Romberg Integration to compute integral from (2**k + 1) evenly-spaced samples.

See the special modules orthogonal polynomials (special) for Gaussian quadrature roots and weights for other weighting factors and regions. Interface to numerical integrators of ODE systems. odeint ode -- General integration of ordinary differential equations. -- Integrate ODE using VODE and ZVODE routines.

1.4. Integration (scipy.integrate)

11

SciPy Reference Guide, Release 0.10.0rc1

1.4.1 General integration (quad)


The function quad is provided to integrate a function of one variable between two points. The points can be ( inf) to indicate innite limits. For example, suppose you wish to integrate a bessel function jv(2.5,x) along the interval [0, 4.5].
4.5

I=
0

J2.5 (x) dx.

This could be computed using quad:


>>> result = integrate.quad(lambda x: special.jv(2.5,x), 0, 4.5) >>> print result (1.1178179380783249, 7.8663172481899801e-09) >>> I = sqrt(2/pi)*(18.0/27*sqrt(2)*cos(4.5)-4.0/27*sqrt(2)*sin(4.5)+ sqrt(2*pi)*special.fresnel(3/sqrt(pi))[0]) >>> print I 1.117817938088701 >>> print abs(result[0]-I) 1.03761443881e-11

The rst argument to quad is a callable Python object (i.e a function, method, or class instance). Notice the use of a lambda- function in this case as the argument. The next two arguments are the limits of integration. The return value is a tuple, with the rst element holding the estimated value of the integral and the second element holding an upper bound on the error. Notice, that in this case, the true value of this integral is I= where Si (x) =
0

4 18 2 cos (4.5) 2 sin (4.5) + 2Si 27 27


x

sin

2 t dt. 2

is the Fresnel sine integral. Note that the numerically-computed integral is within 1.04 1011 of the exact result well below the reported error bound. Innite inputs are also allowed in quad by using inf as one of the arguments. For example, suppose that a numerical value for the exponential integral:

En (x) =
1

ext dt. tn

is desired (and the fact that this integral can be computed as special.expn(n,x) is forgotten). The functionality of the function special.expn can be replicated by dening a new function vec_expint based on the routine quad:
>>> from scipy.integrate import quad >>> def integrand(t,n,x): ... return exp(-x*t) / t**n >>> def expint(n,x): ... return quad(integrand, 1, Inf, args=(n, x))[0] >>> vec_expint = vectorize(expint) >>> vec_expint(3,arange(1.0,4.0,0.5)) array([ 0.1097, 0.0567, 0.0301, 0.0163, >>> special.expn(3,arange(1.0,4.0,0.5)) array([ 0.1097, 0.0567, 0.0301, 0.0163,

0.0089, 0.0089,

0.0049]) 0.0049])

12

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The function which is integrated can even use the quad argument (though the error bound may underestimate the error due to possible numerical error in the integrand from the use of quad ). The integral in this case is
1

In =
0

1 ext dt dx = . n t n

>>> result = quad(lambda x: expint(3, x), 0, inf) >>> print result (0.33333333324560266, 2.8548934485373678e-09) >>> I3 = 1.0/3.0 >>> print I3 0.333333333333 >>> print I3 - result[0] 8.77306560731e-11

This last example shows that multiple integration can be handled using repeated calls to quad. The mechanics of this for double and triple integration have been wrapped up into the functions dblquad and tplquad. The function, dblquad performs double integration. Use the help function to be sure that the arguments are dened in the correct order. In addition, the limits on all inner integrals are actually functions which can be constant functions. An example of using double integration to compute several values of In is shown below:
>>> from scipy.integrate import quad, dblquad >>> def I(n): ... return dblquad(lambda t, x: exp(-x*t)/t**n, 0, Inf, lambda x: 1, lambda x: Inf) >>> print I(4) (0.25000000000435768, 1.0518245707751597e-09) >>> print I(3) (0.33333333325010883, 2.8604069919261191e-09) >>> print I(2) (0.49999999999857514, 1.8855523253868967e-09)

1.4.2 Gaussian quadrature (integrate.gauss_quadtol)


A few functions are also provided in order to perform simple Gaussian quadrature over a xed interval. The rst is fixed_quad which performs xed-order Gaussian quadrature. The second function is quadrature which performs Gaussian quadrature of multiple orders until the difference in the integral estimate is beneath some tolerance supplied by the user. These functions both use the module special.orthogonal which can calculate the roots and quadrature weights of a large variety of orthogonal polynomials (the polynomials themselves are available as special functions returning instances of the polynomial class e.g. special.legendre).

1.4.3 Integrating using samples


There are three functions for computing integrals given only samples: trapz , simps, and romb . The rst two functions use Newton-Coates formulas of order 1 and 2 respectively to perform integration. These two functions can handle, non-equally-spaced samples. The trapezoidal rule approximates the function as a straight line between adjacent points, while Simpsons rule approximates the function between three adjacent points as a parabola. If the samples are equally-spaced and the number of samples available is 2k + 1 for some integer k, then Romberg integration can be used to obtain high-precision estimates of the integral using the available samples. Romberg integration uses the trapezoid rule at step-sizes related by a power of two and then performs Richardson extrapolation on these estimates to approximate the integral with a higher-degree of accuracy. (A different interface to Romberg integration useful when the function can be provided is also available as romberg). 1.4. Integration (scipy.integrate) 13

SciPy Reference Guide, Release 0.10.0rc1

1.4.4 Ordinary differential equations (odeint)


Integrating a set of ordinary differential equations (ODEs) given initial conditions is another useful example. The function odeint is available in SciPy for integrating a rst-order vector differential equation: dy = f (y, t) , dt given initial conditions y (0) = y0 , where y is a length N vector and f is a mapping from RN to RN . A higher-order ordinary differential equation can always be reduced to a differential equation of this type by introducing intermediate derivatives into the y vector. For example suppose it is desired to nd the solution to the following second-order differential equation: d2 w zw(z) = 0 dz 2
1 = 3 1 . It is known that the solution to this differential 3 (3) equation with these boundary conditions is the Airy function

with initial conditions w (0) =

1 2 3 2 3 ( 3 )

and

dw dz z=0

w = Ai (z) , which gives a means to check the integrator using special.airy. First, convert this ODE into standard form by setting y = dy = dt In other words, f (y, t) = A (t) y. As an interesting reminder, if A (t) commutes with 0 A ( ) d under matrix multiplication, then this linear differential equation has an exact solution using the matrix exponential:
t t dw dz , w

and t = z. Thus, the differential equation becomes = 0 1 t 0 y.

ty1 y0

0 1

t 0

y0 y1

y (t) = exp
0

A ( ) d

y (0) ,

However, in this case, A (t) and its integral do not commute. There are many optional inputs and outputs available when using odeint which can help tune the solver. These additional inputs and outputs are not needed much of the time, however, and the three required input arguments and the output solution sufce. The required inputs are the function dening the derivative, fprime, the initial conditions vector, y0, and the time points to obtain a solution, t, (with the initial value point as the rst element of this sequence). The output to odeint is a matrix where each row contains the solution vector at each requested time point (thus, the initial conditions are given in the rst output row). The following example illustrates the use of odeint including the usage of the Dfun option which allows the user to specify a gradient (with respect to y ) of the function, f (y, t).
>>> >>> >>> >>> >>> >>> ... from scipy.integrate import odeint from scipy.special import gamma, airy y1_0 = 1.0/3**(2.0/3.0)/gamma(2.0/3.0) y0_0 = -1.0/3**(1.0/3.0)/gamma(1.0/3.0) y0 = [y0_0, y1_0] def func(y, t): return [t*y[1],y[0]]

14

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> def gradient(y,t): ... return [[0,t],[1,0]] >>> >>> >>> >>> >>> x = arange(0,4.0, 0.01) t = x ychk = airy(x)[0] y = odeint(func, y0, t) y2 = odeint(func, y0, t, Dfun=gradient)

>>> print ychk[:36:6] [ 0.355028 0.339511 0.324068 >>> print y[:36:6,1] [ 0.355028 0.339511

0.308763

0.293658

0.278806]

0.324067

0.308763

0.293658

0.278806]

>>> print y2[:36:6,1] [ 0.355028 0.339511 0.324067

0.308763

0.293658

0.278806]

1.5 Optimization (scipy.optimize)


The scipy.optimize package provides several commonly used optimization algorithms. An detailed listing is available: scipy.optimize (can also be found by help(scipy.optimize)). The module contains: 1. Unconstrained and constrained minimization and least-squares algorithms (e.g., fmin: Nelder-Mead simplex, fmin_bfgs: BFGS, fmin_ncg: Newton Conjugate Gradient, leastsq: Levenberg-Marquardt, fmin_cobyla: COBYLA). 2. Global (brute-force) optimization routines (e.g., anneal) 3. Curve tting (curve_fit) 4. Scalar function minimizers and root nders (e.g., Brents method fminbound, and newton) 5. Multivariate equation system solvers (fsolve) 6. Large-scale multivariate equation system solvers (e.g. newton_krylov) Below, several examples demonstrate their basic usage.

1.5.1 Nelder-Mead Simplex algorithm (fmin)


The simplex algorithm is probably the simplest way to minimize a fairly well-behaved function. The simplex algorithm requires only function evaluations and is a good choice for simple minimization problems. However, because it does not use any gradient evaluations, it may take longer to nd the minimum. To demonstrate the minimization function consider the problem of minimizing the Rosenbrock function of N variables:
N 1

f (x) =
i=1

100 xi x2 i1

+ (1 xi1 ) .

The minimum value of this function is 0 which is achieved when xi = 1. This minimum can be found using the fmin routine as shown in the example below:

1.5. Optimization (scipy.optimize)

15

SciPy Reference Guide, Release 0.10.0rc1

>>> from scipy.optimize import fmin >>> def rosen(x): ... """The Rosenbrock function""" ... return sum(100.0*(x[1:]-x[:-1]**2.0)**2.0 + (1-x[:-1])**2.0) >>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2] >>> xopt = fmin(rosen, x0, xtol=1e-8) Optimization terminated successfully. Current function value: 0.000000 Iterations: 339 Function evaluations: 571 >>> print xopt [ 1. 1. 1. 1.

1.]

Another optimization algorithm that needs only function calls to nd the minimum is Powells method available as fmin_powell.

1.5.2 Broyden-Fletcher-Goldfarb-Shanno algorithm (fmin_bfgs)


In order to converge more quickly to the solution, this routine uses the gradient of the objective function. If the gradient is not given by the user, then it is estimated using rst-differences. The Broyden-Fletcher-Goldfarb-Shanno (BFGS) method typically requires fewer function calls than the simplex algorithm even when the gradient must be estimated. To demonstrate this algorithm, the Rosenbrock function is again used. The gradient of the Rosenbrock function is the vector: f xj
N

=
i=1

200 xi x2 i1 (i,j 2xi1 i1,j ) 2 (1 xi1 ) i1,j .


2 200 xj x2 j1 400xj xj+1 xj 2 (1 xj ) .

This expression is valid for the interior derivatives. Special cases are f x0 f xN 1 = = 400x0 x1 x2 2 (1 x0 ) , 0 200 xN 1 x2 2 . N

A Python function which computes this gradient is constructed by the code-segment:


>>> def rosen_der(x): ... xm = x[1:-1] ... xm_m1 = x[:-2] ... xm_p1 = x[2:] ... der = zeros_like(x) ... der[1:-1] = 200*(xm-xm_m1**2) - 400*(xm_p1 - xm**2)*xm - 2*(1-xm) ... der[0] = -400*x[0]*(x[1]-x[0]**2) - 2*(1-x[0]) ... der[-1] = 200*(x[-1]-x[-2]**2) ... return der

The calling signature for the BFGS minimization algorithm is similar to fmin with the addition of the fprime argument. An example usage of fmin_bfgs is shown in the following example which minimizes the Rosenbrock function.
>>> from scipy.optimize import fmin_bfgs

16

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2] >>> xopt = fmin_bfgs(rosen, x0, fprime=rosen_der) Optimization terminated successfully. Current function value: 0.000000 Iterations: 53 Function evaluations: 65 Gradient evaluations: 65 >>> print xopt [ 1. 1. 1. 1. 1.]

1.5.3 Newton-Conjugate-Gradient (fmin_ncg)


The method which requires the fewest function calls and is therefore often the fastest method to minimize functions of many variables is fmin_ncg. This method is a modied Newtons method and uses a conjugate gradient algorithm to (approximately) invert the local Hessian. Newtons method is based on tting the function locally to a quadratic form: 1 T f (x) f (x0 ) + f (x0 ) (x x0 ) + (x x0 ) H (x0 ) (x x0 ) . 2 where H (x0 ) is a matrix of second-derivatives (the Hessian). If the Hessian is positive denite then the local minimum of this function can be found by setting the gradient of the quadratic form to zero, resulting in xopt = x0 H1 f. The inverse of the Hessian is evaluted using the conjugate-gradient method. An example of employing this method to minimizing the Rosenbrock function is given below. To take full advantage of the NewtonCG method, a function which computes the Hessian must be provided. The Hessian matrix itself does not need to be constructed, only a vector which is the product of the Hessian with an arbitrary vector needs to be available to the minimization routine. As a result, the user can provide either a function to compute the Hessian matrix, or a function to compute the product of the Hessian with an arbitrary vector. Full Hessian example: The Hessian of the Rosenbrock function is 2f Hij = = 200 (i,j 2xi1 i1,j ) 400xi (i+1,j 2xi i,j ) 400i,j xi+1 x2 + 2i,j , i xi xj = 202 + 1200x2 400xi+1 i,j 400xi i+1,j 400xi1 i1,j , i 2f x2 0 2 2 f f = x0 x1 x1 x0 2f 2f = xN 1 xN 2 xN 2 xN 1 2f x2 1 N For example, the Hessian when N = 5 is 1200x2 400x1 + 2 400x0 0 400x0 202 + 1200x2 400x2 1 0 400x1 H= 0 0 0 1.5. Optimization (scipy.optimize) if i, j [1, N 2] with i, j [0, N 1] dening the N N matrix. Other non-zero entries of the matrix are = 1200x2 400x1 + 2, 0

= 400x0 , = 400xN 2 , = 200.

0 400x1 202 + 1200x2 400x3 2 400x2 0

0 0 400x2 202 + 1200x2 400x4 3 400x3

0 0 0 400x3 200 17

SciPy Reference Guide, Release 0.10.0rc1

The code which computes this Hessian along with the code to minimize the function using fmin_ncg is shown in the following example:
>>> from scipy.optimize import fmin_ncg >>> def rosen_hess(x): ... x = asarray(x) ... H = diag(-400*x[:-1],1) - diag(400*x[:-1],-1) ... diagonal = zeros_like(x) ... diagonal[0] = 1200*x[0]-400*x[1]+2 ... diagonal[-1] = 200 ... diagonal[1:-1] = 202 + 1200*x[1:-1]**2 - 400*x[2:] ... H = H + diag(diagonal) ... return H >>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2] >>> xopt = fmin_ncg(rosen, x0, rosen_der, fhess=rosen_hess, avextol=1e-8) Optimization terminated successfully. Current function value: 0.000000 Iterations: 23 Function evaluations: 26 Gradient evaluations: 23 Hessian evaluations: 23 >>> print xopt [ 1. 1. 1. 1. 1.]

Hessian product example: For larger minimization problems, storing the entire Hessian matrix can consume considerable time and memory. The Newton-CG algorithm only needs the product of the Hessian times an arbitrary vector. As a result, the user can supply code to compute this product rather than the full Hessian by setting the fhess_p keyword to the desired function. The fhess_p function should take the minimization vector as the rst argument and the arbitrary vector as the second argument. Any extra arguments passed to the function to be minimized will also be passed to this function. If possible, using Newton-CG with the hessian product option is probably the fastest way to minimize the function. In this case, the product of the Rosenbrock Hessian with an arbitrary vector is not difcult to arbitrary vector, then H (x) p has elements: 1200x2 400x1 + 2 p0 400x0 p1 0 . . . 400xi1 pi1 + 202 + 1200x2 400xi+1 pi 400xi pi+1 H (x) p = i . . . 400xN 2 pN 2 + 200pN 1 Code which makes use of the fhess_p keyword to minimize the Rosenbrock function using fmin_ncg follows:
>>> from scipy.optimize import fmin_ncg >>> def rosen_hess_p(x,p): ... x = asarray(x) ... Hp = zeros_like(x) ... Hp[0] = (1200*x[0]**2 - 400*x[1] + 2)*p[0] - 400*x[0]*p[1] ... Hp[1:-1] = -400*x[:-2]*p[:-2]+(202+1200*x[1:-1]**2-400*x[2:])*p[1:-1] \ ... -400*x[1:-1]*p[2:] ... Hp[-1] = -400*x[-2]*p[-2] + 200*p[-1] ... return Hp

compute. If p is the .

18

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> x0 = [1.3, 0.7, 0.8, 1.9, 1.2] >>> xopt = fmin_ncg(rosen, x0, rosen_der, fhess_p=rosen_hess_p, avextol=1e-8) Optimization terminated successfully. Current function value: 0.000000 Iterations: 22 Function evaluations: 25 Gradient evaluations: 22 Hessian evaluations: 54 >>> print xopt [ 1. 1. 1. 1. 1.]

1.5.4 Least-square tting (leastsq)


All of the previously-explained minimization procedures can be used to solve a least-squares problem provided the appropriate objective function is constructed. For example, suppose it is desired to t a set of data {xi , yi } to a known model, y = f (x, p) where p is a vector of parameters for the model that need to be found. A common method for determining which parameter vector gives the best t to the data is to minimize the sum of squares of the residuals. The residual is usually dened for each observed data-point as ei (p, yi , xi ) = yi f (xi , p) . An objective function to pass to any of the previous minization algorithms to obtain a least-squares t is.
N 1

J (p) =
i=0

e2 (p) . i

The leastsq algorithm performs this squaring and summing of the residuals automatically. It takes as an input argument the vector function e (p) and returns the value of p which minimizes J (p) = eT e directly. The user is also encouraged to provide the Jacobian matrix of the function (with derivatives down the columns or across the rows). If the Jacobian is not provided, it is estimated. An example should clarify the usage. Suppose it is believed some measured data follow a sinusoidal pattern yi = A sin (2kxi + ) where the parameters A, k , and are unknown. The residual vector is ei = |yi A sin (2kxi + )| . By dening a function to compute the residuals and (selecting an appropriate starting position), the least-squares t routine can be used to nd the best-t parameters A, k, . This is shown in the following example:
>>> >>> >>> >>> >>> from numpy import * x = arange(0,6e-2,6e-2/30) A,k,theta = 10, 1.0/3e-2, pi/6 y_true = A*sin(2*pi*k*x+theta) y_meas = y_true + 2*random.randn(len(x))

>>> def residuals(p, y, x): ... A,k,theta = p ... err = y-A*sin(2*pi*k*x+theta) ... return err >>> def peval(x, p): ... return p[0]*sin(2*pi*p[1]*x+p[2])

1.5. Optimization (scipy.optimize)

19

SciPy Reference Guide, Release 0.10.0rc1

>>> p0 = [8, 1/2.3e-2, pi/3] >>> print array(p0) [ 8. 43.4783 1.0472] >>> from scipy.optimize import leastsq >>> plsq = leastsq(residuals, p0, args=(y_meas, x)) >>> print plsq[0] [ 10.9437 33.3605 0.5834] >>> print array([A, k, theta]) [ 10. 33.3333 0.5236] >>> >>> >>> >>> >>> import matplotlib.pyplot as plt plt.plot(x,peval(x,plsq[0]),x,y_meas,o,x,y_true) plt.title(Least-squares fit to noisy data) plt.legend([Fit, Noisy, True]) plt.show()

15 10 5 0 5 10 15 0.00 0.01

Least-squares fit to noisy data Fit Noisy True

0.02

0.03

0.04

0.05

0.06

1.5.5 Sequential Least-square tting with constraints (fmin_slsqp)


This module implements the Sequential Least SQuares Programming optimization algorithm (SLSQP). min F (x) subject to Cj (X) = 0, Cj (x) 0, XL x XU, j = 1, ..., MEQ j = MEQ + 1, ..., M I = 1, ..., N.

The following script shows examples for how constraints can be specied.
""" This script tests fmin_slsqp using Example 14.4 from Numerical Methods for Engineers by Steven Chapra and Raymond Canale. This example maximizes the function f(x) = 2*x0*x1 + 2*x0 - x0**2 - 2*x1**2, which has a maximum at x0=2, x1=1. """

20

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

from scipy.optimize import fmin_slsqp from numpy import array def testfunc(x, *args): """ Parameters ---------d : list A list of two elements, where d[0] represents x and d[1] represents y in the following equation. args : tuple First element of args is a multiplier for f. Since the objective function should be maximized, and the scipy optimizers can only minimize functions, it is nessessary to multiply the objective function by -1 to achieve the desired solution. Returns ------res : float The result, equal to 2*x*y + 2*x - x**2 - 2*y**2. """ try: sign = args[0] except: sign = 1.0 return sign*(2*x[0]*x[1] + 2*x[0] - x[0]**2 - 2*x[1]**2) def testfunc_deriv(x,*args): """ This is the derivative of testfunc, returning a numpy array representing df/dx and df/dy """ try: sign = args[0] except: sign = 1.0 dfdx0 = sign*(-2*x[0] + 2*x[1] + 2) dfdx1 = sign*(2*x[0] - 4*x[1]) return array([ dfdx0, dfdx1 ]) def test_eqcons(x,*args): """ Lefthandside of the equality constraint """ return array([ x[0]**3-x[1] ]) def test_ieqcons(x,*args): """ Lefthandside of inequality constraint """ return array([ x[1]-1 ]) def test_fprime_eqcons(x,*args): """ First derivative of equality constraint """ return array([ 3.0*(x[0]**2.0), -1.0 ]) def test_fprime_ieqcons(x,*args): """ First derivative of inequality constraint """ return array([ 0.0, 1.0 ]) from time import time print "Unbounded optimization."

1.5. Optimization (scipy.optimize)

21

SciPy Reference Guide, Release 0.10.0rc1

print "Derivatives of objective function approximated." t0 = time() result = fmin_slsqp(testfunc, [-1.0,1.0], args=(-1.0,), iprint=2, full_output=1) print "Elapsed time:", 1000*(time()-t0), "ms" print "Results", result, "\n\n" print "Unbounded optimization." print "Derivatives of objective function provided." t0 = time() result = fmin_slsqp(testfunc, [-1.0,1.0], fprime=testfunc_deriv, args=(-1.0,), iprint=2, full_output=1) print "Elapsed time:", 1000*(time()-t0), "ms" print "Results", result, "\n\n" print "Bound optimization (equality constraints)." print "Constraints implemented via lambda function." print "Derivatives of objective function approximated." print "Derivatives of constraints approximated." t0 = time() result = fmin_slsqp(testfunc, [-1.0,1.0], args=(-1.0,), eqcons=[lambda x, args: x[0]-x[1] ], iprint=2, full_output=1) print "Elapsed time:", 1000*(time()-t0), "ms" print "Results", result, "\n\n" print "Bound optimization (equality constraints)." print "Constraints implemented via lambda." print "Derivatives of objective function provided." print "Derivatives of constraints approximated." t0 = time() result = fmin_slsqp(testfunc, [-1.0,1.0], fprime=testfunc_deriv, args=(-1.0,), eqcons=[lambda x, args: x[0]-x[1] ], iprint=2, full_output=1) print "Elapsed time:", 1000*(time()-t0), "ms" print "Results", result, "\n\n" print "Bound optimization (equality and inequality constraints)." print "Constraints implemented via lambda." print "Derivatives of objective function provided." print "Derivatives of constraints approximated." t0 = time() result = fmin_slsqp(testfunc,[-1.0,1.0], fprime=testfunc_deriv, args=(-1.0,), eqcons=[lambda x, args: x[0]-x[1] ], ieqcons=[lambda x, args: x[0]-.5], iprint=2, full_output=1) print "Elapsed time:", 1000*(time()-t0), "ms" print "Results", result, "\n\n" print "Bound optimization (equality and inequality constraints)." print "Constraints implemented via function." print "Derivatives of objective function provided." print "Derivatives of constraints approximated." t0 = time() result = fmin_slsqp(testfunc, [-1.0,1.0], fprime=testfunc_deriv, args=(-1.0,), f_eqcons=test_eqcons, f_ieqcons=test_ieqcons, iprint=2, full_output=1) print "Elapsed time:", 1000*(time()-t0), "ms" print "Results", result, "\n\n" print "Bound optimization (equality and inequality constraints)." print "Constraints implemented via function."

22

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

print "All derivatives provided." t0 = time() result = fmin_slsqp(testfunc,[-1.0,1.0], fprime=testfunc_deriv, args=(-1.0,), f_eqcons=test_eqcons, fprime_eqcons=test_fprime_eqcons, f_ieqcons=test_ieqcons, fprime_ieqcons=test_fprime_ieqcons, iprint=2, full_output=1) print "Elapsed time:", 1000*(time()-t0), "ms" print "Results", result, "\n\n"

1.5.6 Scalar function minimizers


Often only the minimum of a scalar function is needed (a scalar function is one that takes a scalar as input and returns a scalar output). In these circumstances, other optimization techniques have been developed that can work faster. Unconstrained minimization (brent) There are actually two methods that can be used to minimize a scalar function (brent and golden), but golden is included only for academic purposes and should rarely be used. The brent method uses Brents algorithm for locating a minimum. Optimally a bracket should be given which contains the minimum desired. A bracket is a triple (a, b, c) such that f (a) > f (b) < f (c) and a < b < c . If this is not given, then alternatively two starting points can be chosen and a bracket will be found from these points using a simple marching algorithm. If these two starting points are not provided 0 and 1 will be used (this may not be the right choice for your function and result in an unexpected minimum being returned). Bounded minimization (fminbound) Thus far all of the minimization routines described have been unconstrained minimization routines. Very often, however, there are constraints that can be placed on the solution space before minimization occurs. The fminbound function is an example of a constrained minimization procedure that provides a rudimentary interval constraint for scalar functions. The interval constraint allows the minimization to occur only between two xed endpoints. For example, to nd the minimum of J1 (x) near x = 5 , fminbound can be called using the interval [4, 7] as a constraint. The result is xmin = 5.3314 :
>>> from scipy.special import j1 >>> from scipy.optimize import fminbound >>> xmin = fminbound(j1, 4, 7) >>> print xmin 5.33144184241

1.5.7 Root nding


Sets of equations To nd the roots of a polynomial, the command roots is useful. To nd a root of a set of non-linear equations, the command fsolve is needed. For example, the following example nds the roots of the single-variable transcendental equation x + 2 cos (x) = 0, and the set of non-linear equations x0 cos (x1 ) x0 x1 x1 1.5. Optimization (scipy.optimize) = = 4, 5. 23

SciPy Reference Guide, Release 0.10.0rc1

The results are x = 1.0299 and x0 = 6.5041, x1 = 0.9084 .


>>> def func(x): ... return x + 2*cos(x) >>> def func2(x): ... out = [x[0]*cos(x[1]) - 4] ... out.append(x[1]*x[0] - x[1] - 5) ... return out >>> from scipy.optimize import fsolve >>> x0 = fsolve(func, 0.3) >>> print x0 -1.02986652932 >>> x02 = fsolve(func2, [1, 1]) >>> print x02 [ 6.50409711 0.90841421]

Scalar function root nding If one has a single-variable equation, there are four different root nder algorithms that can be tried. Each of these root nding algorithms requires the endpoints of an interval where a root is suspected (because the function changes signs). In general brentq is the best choice, but the other methods may be useful in certain circumstances or for academic purposes. Fixed-point solving A problem closely related to nding the zeros of a function is the problem of nding a xed-point of a function. A xed point of a function is the point at which evaluation of the function returns the point: g (x) = x. Clearly the xed point of g is the root of f (x) = g (x) x. Equivalently, the root of f is the xed_point of g (x) = f (x) + x. The routine fixed_point provides a simple iterative method using Aitkens sequence acceleration to estimate the xed point of g given a starting point.

1.5.8 Root nding: Large problems


The fsolve function cannot deal with a very large number of variables (N), as it needs to calculate and invert a dense N x N Jacobian matrix on every Newton step. This becomes rather inefcent when N grows. Consider for instance the following problem: we need to solve the following integrodifferential equation on the square [0, 1] [0, 1]:
1 2 (x 1 2

2 y )P

+5
0 0

cosh(P ) dx dy

=0

with the boundary condition P (x, 1) = 1 on the upper edge and P = 0 elsewhere on the boundary of the square. This can be done by approximating the continuous function P by its values on a grid, Pn,m P (nh, mh), with a small 2 grid spacing h. The derivatives and integrals can then be approximated; for instance x P (x, y) (P (x + h, y) 2 2P (x, y) + P (x h, y))/h . The problem is then equivalent to nding the root of some function residual(P), where P is a vector of length Nx Ny . Now, because Nx Ny can be large, fsolve will take a long time to solve this problem. The solution can however be found using one of the large-scale solvers in scipy.optimize, for example newton_krylov, broyden2, or anderson. These use what is known as the inexact Newton method, which instead of computing the Jacobian matrix exactly, forms an approximation for it. 24 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The problem we have can now be solved as follows:


import numpy as np from scipy.optimize import newton_krylov from numpy import cosh, zeros_like, mgrid, zeros # parameters nx, ny = 75, 75 hx, hy = 1./(nx-1), 1./(ny-1) P_left, P_right = 0, 0 P_top, P_bottom = 1, 0 def residual(P): d2x = zeros_like(P) d2y = zeros_like(P) d2x[1:-1] = (P[2:] - 2*P[1:-1] + P[:-2]) / hx/hx d2x[0] = (P[1] - 2*P[0] + P_left)/hx/hx d2x[-1] = (P_right - 2*P[-1] + P[-2])/hx/hx d2y[:,1:-1] = (P[:,2:] - 2*P[:,1:-1] + P[:,:-2])/hy/hy d2y[:,0] = (P[:,1] - 2*P[:,0] + P_bottom)/hy/hy d2y[:,-1] = (P_top - 2*P[:,-1] + P[:,-2])/hy/hy return d2x + d2y + 5*cosh(P).mean()**2 # solve guess = zeros((nx, ny), float) sol = newton_krylov(residual, guess, verbose=1) #sol = broyden2(residual, guess, max_rank=50, verbose=1) #sol = anderson(residual, guess, M=10, verbose=1) print Residual, abs(residual(sol)).max() # visualize import matplotlib.pyplot as plt x, y = mgrid[0:1:(nx*1j), 0:1:(ny*1j)] plt.pcolor(x, y, sol) plt.colorbar() plt.show()

1.5. Optimization (scipy.optimize)

25

SciPy Reference Guide, Release 0.10.0rc1

1.0 0.8 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8 1.0 0.90 0.75 0.60 0.45 0.30 0.15

Still too slow? Preconditioning. When looking for the zero of the functions fi (x) = 0, i = 1, 2, ..., N, the newton_krylov solver spends most of its time inverting the Jacobian matrix, Jij = fi . xj

If you have an approximation for the inverse matrix M J 1 , you can use it for preconditioning the linear inversion problem. The idea is that instead of solving Js = y one solves M Js = M y: since matrix M J is closer to the identity matrix than J is, the equation should be easier for the Krylov method to deal with. The matrix M can be passed to newton_krylov as the inner_M parameter. It can be a (sparse) matrix or a scipy.sparse.linalg.LinearOperator instance. For the problem in the previous section, we note that the function to solve consists of two parts: the rst one is 2 2 application of the Laplace operator, [x + y ]P , and the second is the integral. We can actually easily compute the Jacobian corresponding to the Laplace operator part: we know that in one dimension 2 1 0 0 1 1 2 1 0 2 = h2 L x 2 x 1 2 1 hx 0 ... so that the whole 2-D operator is represented by
2 2 J1 = x + y

h2 L I + h2 I L x y

The matrix J2 of the Jacobian corresponding to the integral is more difcult to calculate, and since all of it entries are nonzero, it will be difcult to invert. J1 on the other hand is a relatively simple matrix, and can be inverted by scipy.sparse.linalg.splu (or the inverse can be approximated by scipy.sparse.linalg.spilu). 1 So we are content to take M J1 and hope for the best.
1 In the example below, we use the preconditioner M = J1 .

26

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

import numpy as np from scipy.optimize import newton_krylov from scipy.sparse import spdiags, spkron from scipy.sparse.linalg import spilu, LinearOperator from numpy import cosh, zeros_like, mgrid, zeros, eye # parameters nx, ny = 75, 75 hx, hy = 1./(nx-1), 1./(ny-1) P_left, P_right = 0, 0 P_top, P_bottom = 1, 0 def get_preconditioner(): """Compute the preconditioner M""" diags_x = zeros((3, nx)) diags_x[0,:] = 1/hx/hx diags_x[1,:] = -2/hx/hx diags_x[2,:] = 1/hx/hx Lx = spdiags(diags_x, [-1,0,1], nx, nx) diags_y = zeros((3, ny)) diags_y[0,:] = 1/hy/hy diags_y[1,:] = -2/hy/hy diags_y[2,:] = 1/hy/hy Ly = spdiags(diags_y, [-1,0,1], ny, ny) J1 = spkron(Lx, eye(ny)) + spkron(eye(nx), Ly) # Now we have the matrix J_1. We need to find its inverse M -# however, since an approximate inverse is enough, we can use # the *incomplete LU* decomposition J1_ilu = spilu(J1) # This returns an object with a method .solve() that evaluates # the corresponding matrix-vector product. We need to wrap it into # a LinearOperator before it can be passed to the Krylov methods: M = LinearOperator(shape=(nx*ny, nx*ny), matvec=J1_ilu.solve) return M def solve(preconditioning=True): """Compute the solution""" count = [0] def residual(P): count[0] += 1 d2x = zeros_like(P) d2y = zeros_like(P) d2x[1:-1] = (P[2:] - 2*P[1:-1] + P[:-2])/hx/hx d2x[0] = (P[1] - 2*P[0] + P_left)/hx/hx d2x[-1] = (P_right - 2*P[-1] + P[-2])/hx/hx d2y[:,1:-1] = (P[:,2:] - 2*P[:,1:-1] + P[:,:-2])/hy/hy d2y[:,0] = (P[:,1] - 2*P[:,0] + P_bottom)/hy/hy

1.5. Optimization (scipy.optimize)

27

SciPy Reference Guide, Release 0.10.0rc1

d2y[:,-1]

= (P_top

- 2*P[:,-1]

+ P[:,-2])/hy/hy

return d2x + d2y + 5*cosh(P).mean()**2 # preconditioner if preconditioning: M = get_preconditioner() else: M = None # solve guess = zeros((nx, ny), float) sol = newton_krylov(residual, guess, verbose=1, inner_M=M) print Residual, abs(residual(sol)).max() print Evaluations, count[0] return sol def main(): sol = solve(preconditioning=True) # visualize import matplotlib.pyplot as plt x, y = mgrid[0:1:(nx*1j), 0:1:(ny*1j)] plt.clf() plt.pcolor(x, y, sol) plt.clim(0, 1) plt.colorbar() plt.show() if __name__ == "__main__": main()

Resulting run, rst without preconditioning:


0: |F(x)| = 803.614; step 1; tol 0.000257947 1: |F(x)| = 345.912; step 1; tol 0.166755 2: |F(x)| = 139.159; step 1; tol 0.145657 3: |F(x)| = 27.3682; step 1; tol 0.0348109 4: |F(x)| = 1.03303; step 1; tol 0.00128227 5: |F(x)| = 0.0406634; step 1; tol 0.00139451 6: |F(x)| = 0.00344341; step 1; tol 0.00645373 7: |F(x)| = 0.000153671; step 1; tol 0.00179246 8: |F(x)| = 6.7424e-06; step 1; tol 0.00173256 Residual 3.57078908664e-07 Evaluations 317

and then with preconditioning:


0: |F(x)| = 136.993; step 1; tol 7.49599e-06 1: |F(x)| = 4.80983; step 1; tol 0.00110945 2: |F(x)| = 0.195942; step 1; tol 0.00149362 3: |F(x)| = 0.000563597; step 1; tol 7.44604e-06 4: |F(x)| = 1.00698e-09; step 1; tol 2.87308e-12 Residual 9.29603061195e-11 Evaluations 77

Using a preconditioner reduced the number of evaluations of the residual function by a factor of 4. For problems

28

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

where the residual is expensive to compute, good preconditioning can be crucial it can even decide whether the problem is solvable in practice or not. Preconditioning is an art, science, and industry. Here, we were lucky in making a simple choice that worked reasonably well, but there is a lot more depth to this topic than is shown here. References Some further reading and related software:

1.6 Interpolation (scipy.interpolate)


Contents Interpolation (scipy.interpolate) 1-D interpolation (interp1d) Multivariate data interpolation (griddata) Spline interpolation * Spline interpolation in 1-d: Procedural (interpolate.splXXX) * Spline interpolation in 1-d: Object-oriented (UnivariateSpline) * Two-dimensional spline representation: Procedural (bisplrep) * Two-dimensional spline representation: Object-oriented (BivariateSpline) Using radial basis functions for smoothing/interpolation * 1-d Example * 2-d Example There are several general interpolation facilities available in SciPy, for data in 1, 2, and higher dimensions: A class representing an interpolant (interp1d) in 1-D, offering several interpolation methods. Convenience function griddata offering a simple interface to interpolation in N dimensions (N = 1, 2, 3, 4, ...). Object-oriented interface for the underlying routines is also available. Functions for 1- and 2-dimensional (smoothed) cubic-spline interpolation, based on the FORTRAN library FITPACK. There are both procedural and object-oriented interfaces for the FITPACK library. Interpolation using Radial Basis Functions.

1.6.1 1-D interpolation (interp1d)


The interp1d class in scipy.interpolate is a convenient method to create a function based on xed data points which can be evaluated anywhere within the domain dened by the given data using linear interpolation. An instance of this class is created by passing the 1-d vectors comprising the data. The instance of this class denes a __call__ method and can therefore by treated like a function which interpolates between known data values to obtain unknown values (it also has a docstring for help). Behavior at the boundary can be specied at instantiation time. The following example demonstrates its use, for linear and cubic spline interpolation:
>>> from scipy.interpolate import interp1d >>> >>> >>> >>> x = np.linspace(0, 10, 10) y = np.exp(-x/3.0) f = interp1d(x, y) f2 = interp1d(x, y, kind=cubic)

1.6. Interpolation (scipy.interpolate)

29

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>> >>>

xnew = np.linspace(0, 10, 40) import matplotlib.pyplot as plt plt.plot(x,y,o,xnew,f(xnew),-, xnew, f2(xnew),--) plt.legend([data, linear, cubic], loc=best) plt.show()

1.0 0.8 0.6 0.4 0.2 0.0 0 2 4 6 8

data linear cubic

10

1.6.2 Multivariate data interpolation (griddata)


Suppose you have multidimensional data, for instance for an underlying function f(x, y) you only know the values at points (x[i], y[i]) that do not form a regular grid. Suppose we want to interpolate the 2-D function
>>> def func(x, y): >>> return x*(1-x)*np.cos(4*np.pi*x) * np.sin(4*np.pi*y**2)**2

on a grid in [0, 1]x[0, 1]


>>> grid_x, grid_y = np.mgrid[0:1:100j, 0:1:200j]

but we only know its values at 1000 data points:


>>> points = np.random.rand(1000, 2) >>> values = func(points[:,0], points[:,1])

This can be done with griddata below we try out all of the interpolation methods:
>>> >>> >>> >>> from scipy.interpolate import griddata grid_z0 = griddata(points, values, (grid_x, grid_y), method=nearest) grid_z1 = griddata(points, values, (grid_x, grid_y), method=linear) grid_z2 = griddata(points, values, (grid_x, grid_y), method=cubic)

One can see that the exact result is reproduced by all of the methods to some degree, but for this smooth function the piecewise cubic interpolant gives the best results:
>>> import matplotlib.pyplot as plt >>> plt.subplot(221) >>> plt.imshow(func(grid_x, grid_y).T, extent=(0,1,0,1), origin=lower)

30

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>>

plt.plot(points[:,0], points[:,1], k., ms=1) plt.title(Original) plt.subplot(222) plt.imshow(grid_z0.T, extent=(0,1,0,1), origin=lower) plt.title(Nearest) plt.subplot(223) plt.imshow(grid_z1.T, extent=(0,1,0,1), origin=lower) plt.title(Linear) plt.subplot(224) plt.imshow(grid_z2.T, extent=(0,1,0,1), origin=lower) plt.title(Cubic) plt.gcf().set_size_inches(6, 6) plt.show()

1.0 0.8 0.6 0.4 0.2

Original

1.0 0.8 0.6 0.4 0.2

Nearest

0.0 0.0 0.2 0.4 0.6 0.8 1.0 Linear 1.0 0.8 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8 1.0

0.0 0.0 0.2 0.4 0.6 0.8 1.0 Cubic 1.0 0.8 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8 1.0

1.6. Interpolation (scipy.interpolate)

31

SciPy Reference Guide, Release 0.10.0rc1

1.6.3 Spline interpolation


Spline interpolation in 1-d: Procedural (interpolate.splXXX) Spline interpolation requires two essential steps: (1) a spline representation of the curve is computed, and (2) the spline is evaluated at the desired points. In order to nd the spline representation, there are two different ways to represent a curve and obtain (smoothing) spline coefcients: directly and parametrically. The direct method nds the spline representation of a curve in a two- dimensional plane using the function splrep. The rst two arguments are the only ones required, and these provide the x and y components of the curve. The normal output is a 3-tuple, (t, c, k) , containing the knot-points, t , the coefcients c and the order k of the spline. The default spline order is cubic, but this can be changed with the input keyword, k. For curves in N -dimensional space the function splprep allows dening the curve parametrically. For this function only 1 input argument is required. This input is a list of N -arrays representing the curve in N -dimensional space. The length of each array is the number of curve points, and each array provides one component of the N -dimensional data point. The parameter variable is given with the keword argument, u, which defaults to an equally-spaced monotonic sequence between 0 and 1 . The default output consists of two objects: a 3-tuple, (t, c, k) , containing the spline representation and the parameter variable u. The keyword argument, s , is used to specify the amount of smoothing to perform during the spline t. The default value of s is s = m 2m where m is the number of data-points being t. Therefore, if no smoothing is desired a value of s = 0 should be passed to the routines. Once the spline representation of the data has been determined, functions are available for evaluating the spline (splev) and its derivatives (splev, spalde) at any point and the integral of the spline between any two points ( splint). In addition, for cubic splines ( k = 3 ) with 8 or more knots, the roots of the spline can be estimated ( sproot). These functions are demonstrated in the example that follows.
>>> import numpy as np >>> import matplotlib.pyplot as plt >>> from scipy import interpolate

Cubic-spline
>>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> x = np.arange(0,2*np.pi+np.pi/4,2*np.pi/8) y = np.sin(x) tck = interpolate.splrep(x,y,s=0) xnew = np.arange(0,2*np.pi,np.pi/50) ynew = interpolate.splev(xnew,tck,der=0) plt.figure() plt.plot(x,y,x,xnew,ynew,xnew,np.sin(xnew),x,y,b) plt.legend([Linear,Cubic Spline, True]) plt.axis([-0.05,6.33,-1.05,1.05]) plt.title(Cubic-spline interpolation) plt.show()

32

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

1.0 0.5 0.0 0.5 1.0 0 1

Cubic-spline interpolation Linear Cubic Spline True

Derivative of spline
>>> >>> >>> >>> >>> >>> >>> yder = interpolate.splev(xnew,tck,der=1) plt.figure() plt.plot(xnew,yder,xnew,np.cos(xnew),--) plt.legend([Cubic Spline, True]) plt.axis([-0.05,6.33,-1.05,1.05]) plt.title(Derivative estimation from spline) plt.show()

1.0 0.5 0.0 0.5 1.0 0 1

Derivative estimation from spline Cubic Spline True

Integral of spline
>>> def integ(x,tck,constant=-1): >>> x = np.atleast_1d(x) >>> out = np.zeros(x.shape, dtype=x.dtype) >>> for n in xrange(len(out)): >>> out[n] = interpolate.splint(0,x[n],tck) >>> out += constant

1.6. Interpolation (scipy.interpolate)

33

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>> >>> >>> >>> >>> >>>

return out yint = integ(xnew,tck) plt.figure() plt.plot(xnew,yint,xnew,-np.cos(xnew),--) plt.legend([Cubic Spline, True]) plt.axis([-0.05,6.33,-1.05,1.05]) plt.title(Integral estimation from spline) plt.show()

1.0 0.5 0.0 0.5 1.0 0 1

Integral estimation from spline Cubic Spline True

Roots of spline
>>> print interpolate.sproot(tck) [ 0. 3.1416]

Parametric spline
>>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> t = np.arange(0,1.1,.1) x = np.sin(2*np.pi*t) y = np.cos(2*np.pi*t) tck,u = interpolate.splprep([x,y],s=0) unew = np.arange(0,1.01,0.01) out = interpolate.splev(unew,tck) plt.figure() plt.plot(x,y,x,out[0],out[1],np.sin(2*np.pi*unew),np.cos(2*np.pi*unew),x,y,b) plt.legend([Linear,Cubic Spline, True]) plt.axis([-1.05,1.05,-1.05,1.05]) plt.title(Spline of parametrically-defined curve) plt.show()

34

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

1.0 0.5 0.0 0.5 1.0 1.0

Spline of parametrically-defined curve Linear Cubic Spline True

0.5

0.0

0.5

1.0

Spline interpolation in 1-d: Object-oriented (UnivariateSpline) The spline-tting capabilities described above are also available via an objected-oriented interface. The one dimensional splines are objects of the UnivariateSpline class, and are created with the x and y components of the curve provided as arguments to the constructor. The class denes __call__, allowing the object to be called with the x-axis values at which the spline should be evaluated, returning the interpolated y-values. This is shown in the example below for the subclass InterpolatedUnivariateSpline. The methods integral, derivatives, and roots methods are also available on UnivariateSpline objects, allowing denite integrals, derivatives, and roots to be computed for the spline. The UnivariateSpline class can also be used to smooth data by providing a non-zero value of the smoothing parameter s, with the same meaning as the s keyword of the splrep function described above. This results in a spline that has fewer knots than the number of data points, and hence is no longer strictly an interpolating spline, but rather a smoothing spline. If this is not desired, the InterpolatedUnivariateSpline class is available. It is a subclass of UnivariateSpline that always passes through all points (equivalent to forcing the smoothing parameter to 0). This class is demonstrated in the example below. The LSQUnivarateSpline is the other subclass of UnivarateSpline. It allows the user to specify the number and location of internal knots as explicitly with the parameter t. This allows creation of customized splines with non-linear spacing, to interpolate in some domains and smooth in others, or change the character of the spline.
>>> import numpy as np >>> import matplotlib.pyplot as plt >>> from scipy import interpolate

InterpolatedUnivariateSpline
>>> >>> >>> >>> >>> >>> >>> >>> >>> x = np.arange(0,2*np.pi+np.pi/4,2*np.pi/8) y = np.sin(x) s = interpolate.InterpolatedUnivariateSpline(x,y) xnew = np.arange(0,2*np.pi,np.pi/50) ynew = s(xnew) plt.figure() plt.plot(x,y,x,xnew,ynew,xnew,np.sin(xnew),x,y,b) plt.legend([Linear,InterpolatedUnivariateSpline, True]) plt.axis([-0.05,6.33,-1.05,1.05])

1.6. Interpolation (scipy.interpolate)

35

SciPy Reference Guide, Release 0.10.0rc1

>>> plt.title(InterpolatedUnivariateSpline) >>> plt.show()

1.0 0.5 0.0 0.5 1.0 0 1

InterpolatedUnivariateSpline Linear InterpolatedUnivariateSpline True

LSQUnivarateSpline with non-uniform knots


>>> t = [np.pi/2-.1,np.pi/2+.1,3*np.pi/2-.1,3*np.pi/2+.1] >>> s = interpolate.LSQUnivariateSpline(x,y,t,k=2) >>> ynew = s(xnew) >>> >>> >>> >>> >>> >>> plt.figure() plt.plot(x,y,x,xnew,ynew,xnew,np.sin(xnew),x,y,b) plt.legend([Linear,LSQUnivariateSpline, True]) plt.axis([-0.05,6.33,-1.05,1.05]) plt.title(Spline with Specified Interior Knots) plt.show()

1.0 0.5 0.0 0.5 1.0 0 1

Spline with Specified Interior Knots Linear LSQUnivariateSpline True

36

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Two-dimensional spline representation: Procedural (bisplrep) For (smooth) spline-tting to a two dimensional surface, the function bisplrep is available. This function takes as required inputs the 1-D arrays x, y, and z which represent points on the surface z = f (x, y) . The default output is a list [tx, ty, c, kx, ky] whose entries represent respectively, the components of the knot positions, the coefcients of the spline, and the order of the spline in each coordinate. It is convenient to hold this list in a single object, tck, so that it can be passed easily to the function bisplev. The keyword, s , can be used to change the amount of smoothing performed on the data while determining the appropriate spline. The default value is s = m 2m where m is the number of data points in the x, y, and z vectors. As a result, if no smoothing is desired, then s = 0 should be passed to bisplrep . To evaluate the two-dimensional spline and its partial derivatives (up to the order of the spline), the function bisplev is required. This function takes as the rst two arguments two 1-D arrays whose cross-product species the domain over which to evaluate the spline. The third argument is the tck list returned from bisplrep. If desired, the fourth and fth arguments provide the orders of the partial derivative in the x and y direction respectively. It is important to note that two dimensional interpolation should not be used to nd the spline representation of images. The algorithm used is not amenable to large numbers of input points. The signal processing toolbox contains more appropriate algorithms for nding the spline representation of an image. The two dimensional interpolation commands are intended for use when interpolating a two dimensional function as shown in the example that follows. This example uses the mgrid command in SciPy which is useful for dening a mesh-grid in many dimensions. (See also the ogrid command if the full-mesh is not needed). The number of output arguments and the number of dimensions of each argument is determined by the number of indexing objects passed in mgrid.
>>> import numpy as np >>> from scipy import interpolate >>> import matplotlib.pyplot as plt

Dene function over sparse 20x20 grid


>>> x,y = np.mgrid[-1:1:20j,-1:1:20j] >>> z = (x+y)*np.exp(-6.0*(x*x+y*y)) >>> >>> >>> >>> >>> plt.figure() plt.pcolor(x,y,z) plt.colorbar() plt.title("Sparsely sampled function.") plt.show()

1.0 0.5 0.0 0.5 1.0 1.0

Sparsely sampled function. 0.20 0.15 0.10 0.05 0.00 0.05 0.10 0.15 0.20 0.5 0.0 0.5 1.0

1.6. Interpolation (scipy.interpolate)

37

SciPy Reference Guide, Release 0.10.0rc1

Interpolate function over new 70x70 grid


>>> xnew,ynew = np.mgrid[-1:1:70j,-1:1:70j] >>> tck = interpolate.bisplrep(x,y,z,s=0) >>> znew = interpolate.bisplev(xnew[:,0],ynew[0,:],tck) >>> >>> >>> >>> >>> plt.figure() plt.pcolor(xnew,ynew,znew) plt.colorbar() plt.title("Interpolated function.") plt.show()

1.0 0.5 0.0 0.5 1.0 1.0

Interpolated function. 0.20 0.15 0.10 0.05 0.00 0.05 0.10 0.15 0.20 0.5 0.0 0.5 1.0

Two-dimensional spline representation: Object-oriented (BivariateSpline) The BivariateSpline class is the 2-dimensional analog of the UnivariateSpline class. It and its subclasses implement the FITPACK functions described above in an object oriented fashion, allowing objects to be instantiated that can be called to compute the spline value by passing in the two coordinates as the two arguments.

1.6.4 Using radial basis functions for smoothing/interpolation


Radial basis functions can be used for smoothing/interpolating scattered data in n-dimensions, but should be used with caution for extrapolation outside of the observed data range. 1-d Example This example compares the usage of the Rbf and UnivariateSpline classes from the scipy.interpolate module.
>>> import numpy as np >>> from scipy.interpolate import Rbf, InterpolatedUnivariateSpline >>> import matplotlib.pyplot as plt >>> >>> >>> >>> # setup data x = np.linspace(0, 10, 9) y = np.sin(x) xi = np.linspace(0, 10, 101)

38

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> # use fitpack2 method >>> ius = InterpolatedUnivariateSpline(x, y) >>> yi = ius(xi) >>> >>> >>> >>> >>> plt.subplot(2, 1, 1) plt.plot(x, y, bo) plt.plot(xi, yi, g) plt.plot(xi, np.sin(xi), r) plt.title(Interpolation using univariate spline)

>>> # use RBF method >>> rbf = Rbf(x, y) >>> fi = rbf(xi) >>> >>> >>> >>> >>> >>> plt.subplot(2, 1, 2) plt.plot(x, y, bo) plt.plot(xi, fi, g) plt.plot(xi, np.sin(xi), r) plt.title(Interpolation using RBF - multiquadrics) plt.show()

1.0 0.5 0.0 0.5 1.0 1.0 0 0.5 0.0 0.5 1.0 0

Interpolation using univariate spline

Interpolation4 using RBF - 6 multiquadrics 2 8

10

10

2-d Example This example shows how to interpolate scattered 2d data.


>>> >>> >>> >>> >>> >>> >>> >>> >>> >>> import numpy as np from scipy.interpolate import Rbf import matplotlib.pyplot as plt from matplotlib import cm # 2-d tests - setup scattered data x = np.random.rand(100)*4.0-2.0 y = np.random.rand(100)*4.0-2.0 z = x*np.exp(-x**2-y**2) ti = np.linspace(-2.0, 2.0, 100) XI, YI = np.meshgrid(ti, ti)

1.6. Interpolation (scipy.interpolate)

39

SciPy Reference Guide, Release 0.10.0rc1

>>> # use RBF >>> rbf = Rbf(x, y, z, epsilon=2) >>> ZI = rbf(XI, YI) >>> >>> >>> >>> >>> >>> >>> >>> >>> # plot the result n = plt.normalize(-2., 2.) plt.subplot(1, 1, 1) plt.pcolor(XI, YI, ZI, cmap=cm.jet) plt.scatter(x, y, 100, z, cmap=cm.jet) plt.title(RBF interpolation - multiquadrics) plt.xlim(-2, 2) plt.ylim(-2, 2) plt.colorbar()

2.0 1.5 1.0 0.5 0.0 0.5 1.0 1.5 2.0

RBF interpolation - multiquadrics

2.0 1.5 1.0 0.5 0.0 0.5 1.0 1.5 2.0

0.4 0.3 0.2 0.1 0.0 0.1 0.2 0.3 0.4

1.7 Fourier Transforms (scipy.fftpack)


Warning: This is currently a stub page

Contents Fourier Transforms (scipy.fftpack) Fast Fourier transforms One dimensional discrete Fourier transforms Two and n dimensional discrete Fourier transforms Discrete Cosine Transforms * type I * type II * type III * References FFT convolution

40

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Fourier analysis is fundamentally a method for expressing a function as a sum of periodic components, and for recovering the signal from those components. When both the function and its Fourier transform are replaced with discretized counterparts, it is called the discrete Fourier transform (DFT). The DFT has become a mainstay of numerical computing in part because of a very fast algorithm for computing it, called the Fast Fourier Transform (FFT), which was known to Gauss (1805) and was brought to light in its current form by Cooley and Tukey [CT]. Press et al. [NR] provide an accessible introduction to Fourier analysis and its applications.

1.7.1 Fast Fourier transforms 1.7.2 One dimensional discrete Fourier transforms
fft, ifft, rfft, irfft

1.7.3 Two and n dimensional discrete Fourier transforms


fft in more than one dimension

1.7.4 Discrete Cosine Transforms


Return the Discrete Cosine Transform [Mak] of arbitrary type sequence x. For a single dimension array x, dct(x, norm=ortho) is equal to MATLAB dct(x). There are theoretically 8 types of the DCT [WP], only the rst 3 types are implemented in scipy. The DCT generally refers to DCT type 2, and the Inverse DCT generally refers to DCT type 3. type I There are several denitions of the DCT-I; we use the following (for norm=None):
N 2

yk = x0 + (1)k xN 1 + 2
n=1

xn cos

nk N 1

0 k < N.

Only None is supported as normalization mode for DCT-I. Note also that the DCT-I is only supported for input size > 1 type II There are several denitions of the DCT-II; we use the following (for norm=None):
N 1

yk = 2
n=0

xn cos

(2n + 1)k 2N

0 k < N.

If norm=ortho, yk is multiplied by a scaling factor f : f= 1/(4N ), if k = 0 1/(2N ), otherwise

Which makes the corresponding matrix of coefcients orthonormal (OO = Id).

1.7. Fourier Transforms (scipy.fftpack)

41

SciPy Reference Guide, Release 0.10.0rc1

type III There are several denitions, we use the following (for norm=None):
N 1

yk = x0 + 2
n=1

xn cos

n(2k + 1) 2N

0 k < N,

or, for norm=ortho: x0 1 yk = + N N


N 1

xn cos
n=1

n(2k + 1) 2N

0 k < N.

The (unnormalized) DCT-III is the inverse of the (unnormalized) DCT-II, up to a factor 2N. The orthonormalized DCT-III is exactly the inverse of the orthonormalized DCT-II. References

1.7.5 FFT convolution


scipy.fftpack.convolve performs a convolution of two one-dimensional arrays in frequency domain.

1.8 Signal Processing (scipy.signal)


The signal processing toolbox currently contains some ltering functions, a limited set of lter design tools, and a few B-spline interpolation algorithms for one- and two-dimensional data. While the B-spline algorithms could technically be placed under the interpolation category, they are included here because they only work with equally-spaced data and make heavy use of lter-theory and transfer-function formalism to provide a fast B-spline transform. To understand this section you will need to understand that a signal in SciPy is an array of real or complex numbers.

1.8.1 B-splines
A B-spline is an approximation of a continuous function over a nite- domain in terms of B-spline coefcients and knot points. If the knot- points are equally spaced with spacing x , then the B-spline approximation to a 1-dimensional function is the nite-basis expansion. x y (x) j . cj o x j In two dimensions with knot-spacing x and y , the function representation is z (x, y)
j k

cjk o

x j o x

y k . y

In these expressions, o () is the space-limited B-spline basis function of order, o . The requirement of equallyspaced knot-points and equally-spaced data points, allows the development of fast (inverse-ltering) algorithms for determining the coefcients, cj , from sample-values, yn . Unlike the general spline interpolation algorithms, these algorithms can quickly nd the spline coefcients for large images. The advantage of representing a set of samples via B-spline basis functions is that continuous-domain operators (derivatives, re- sampling, integral, etc.) which assume that the data samples are drawn from an underlying continuous function can be computed with relative ease from the spline coefcients. For example, the second-derivative of a spline is 1 x cj o j . y (x) = x2 j x 42 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Using the property of B-splines that d2 o (w) = o2 (w + 1) 2 o2 (w) + o2 (w 1) dw2 it can be seen that y (x) = 1 x2 cj o2
j

x x x j + 1 2 o2 j + o2 j1 x x x

If o = 3 , then at the sample points, x2 y (x)|x=nx =


j

cj nj+1 2cj nj + cj nj1 , cn+1 2cn + cn1 .

Thus, the second-derivative signal can be easily calculated from the spline t. if desired, smoothing splines can be found to make the second-derivative less sensitive to random-errors. The savvy reader will have already noticed that the data samples are related to the knot coefcients via a convolution operator, so that simple convolution with the sampled B-spline function recovers the original data from the spline coefcients. The output of convolutions can change depending on how boundaries are handled (this becomes increasingly more important as the number of dimensions in the data- set increases). The algorithms relating to B-splines in the signal- processing sub package assume mirror-symmetric boundary conditions. Thus, spline coefcients are computed based on that assumption, and data-samples can be recovered exactly from the spline coefcients by assuming them to be mirror-symmetric also. Currently the package provides functions for determining second- and third-order cubic spline coefcients from equally spaced samples in one- and two-dimensions (signal.qspline1d, signal.qspline2d, signal.cspline1d, signal.cspline2d). The package also supplies a function ( signal.bspline ) for evaluating the bspline basis function, o (x) for arbitrary order and x. For large o , the B-spline basis function can be approximated well by a zero-mean Gaussian function with standard-deviation equal to o = (o + 1) /12 : o (x) 1 x2 exp 2 2o 2o .

A function to compute this Gaussian for arbitrary x and o is also available ( signal.gauss_spline ). The following code and Figure uses spline-ltering to compute an edge-image (the second-derivative of a smoothed spline) of Lenas face which is an array returned by the command lena. The command signal.sepfir2d was used to apply a separable two-dimensional FIR lter with mirror- symmetric boundary conditions to the spline coefcients. This function is ideally suited for reconstructing samples from spline coefcients and is faster than signal.convolve2d which convolves arbitrary two-dimensional lters and allows for choosing mirror-symmetric boundary conditions.
>>> from numpy import * >>> from scipy import signal, misc >>> import matplotlib.pyplot as plt >>> >>> >>> >>> >>> image = misc.lena().astype(float32) derfilt = array([1.0,-2,1.0],float32) ck = signal.cspline2d(image,8.0) deriv = signal.sepfir2d(ck, derfilt, [1]) + \ signal.sepfir2d(ck, [1], derfilt)

Alternatively we could have done:


laplacian = array([[0,1,0],[1,-4,1],[0,1,0]],float32) deriv2 = signal.convolve2d(ck,laplacian,mode=same,boundary=symm)

1.8. Signal Processing (scipy.signal)

43

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>> >>>

plt.figure() plt.imshow(image) plt.gray() plt.title(Original image) plt.show()

0 100 200 300 400 500 0

Original image

100 200 300 400 500

>>> >>> >>> >>> >>>

plt.figure() plt.imshow(deriv) plt.gray() plt.title(Output of spline edge filter) plt.show()

0 100 200 300 400 500 0

Output of spline edge filter

100 200 300 400 500

1.8.2 Filtering
Filtering is a generic name for any system that modies an input signal in some way. In SciPy a signal can be thought of as a Numpy array. There are different kinds of lters for different kinds of operations. There are two broad kinds 44 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

of ltering operations: linear and non-linear. Linear lters can always be reduced to multiplication of the attened Numpy array by an appropriate matrix resulting in another attened Numpy array. Of course, this is not usually the best way to compute the lter as the matrices and vectors involved may be huge. For example ltering a 512 512 image with this method would require multiplication of a 5122 5122 matrix with a 5122 vector. Just trying to store the 5122 5122 matrix using a standard Numpy array would require 68, 719, 476, 736 elements. At 4 bytes per element this would require 256GB of memory. In most applications most of the elements of this matrix are zero and a different method for computing the output of the lter is employed. Convolution/Correlation Many linear lters also have the property of shift-invariance. This means that the ltering operation is the same at different locations in the signal and it implies that the ltering matrix can be constructed from knowledge of one row (or column) of the matrix alone. In this case, the matrix multiplication can be accomplished using Fourier transforms. Let x [n] dene a one-dimensional signal indexed by the integer n. Full convolution of two one-dimensional signals can be expressed as

y [n] =
k=

x [k] h [n k] .

This equation can only be implemented directly if we limit the sequences to nite support sequences that can be stored in a computer, choose n = 0 to be the starting point of both sequences, let K + 1 be that value for which y [n] = 0 for all n > K + 1 and M + 1 be that value for which x [n] = 0 for all n > M + 1 , then the discrete convolution expression is
min(n,K)

y [n] =
k=max(nM,0)

x [k] h [n k] .

For convenience assume K M. Then, more explicitly the output of this operation is y [0] y [1] y [2] . . . y [M ] = x [0] h [0] = x [0] h [1] + x [1] h [0] = . . . = x [0] h [2] + x [1] h [1] + x [2] h [0] . . . x [0] h [M ] + x [1] h [M 1] + + x [M ] h [0] x [1] h [M ] + x [2] h [M 1] + + x [M + 1] h [0] . . . x [K M ] h [M ] + + x [K] h [0] x [K + 1 M ] h [M ] + + x [K] h [1] . . . x [K] h [M ] .

y [M + 1] = . . . . . . y [K] = y [K + 1] = . . . . . . y [K + M 1] y [K + M ] =

= x [K 1] h [M ] + x [K] h [M 1]

Thus, the full discrete convolution of two nite sequences of lengths K + 1 and M + 1 respectively results in a nite sequence of length K + M + 1 = (K + 1) + (M + 1) 1. One dimensional convolution is implemented in SciPy with the function signal.convolve . This function takes as inputs the signals x, h , and an optional ag and returns the signal y. The optional ag allows for specication of which part of the output signal to return. The default value of full returns the entire signal. If the ag has a value of 1 same then only the middle K values are returned starting at y M2 so that the output has the same length as the largest input. If the ag has a value of valid then only the middle K M + 1 = (K + 1) (M + 1) + 1 output values are returned where z depends on all of the values of the smallest input from h [0] to h [M ] . In other words only the values y [M ] to y [K] inclusive are returned. 1.8. Signal Processing (scipy.signal) 45

SciPy Reference Guide, Release 0.10.0rc1

This same function signal.convolve can actually take N -dimensional arrays as inputs and will return the N -dimensional convolution of the two arrays. The same input ags are available for that case as well. Correlation is very similar to convolution except for the minus sign becomes a plus sign. Thus

w [n] =
k=

y [k] x [n + k]

is the (cross) correlation of the signals y and x. For nite-length signals with y [n] = 0 outside of the range [0, K] and x [n] = 0 outside of the range [0, M ] , the summation can simplify to
min(K,M n)

w [n] =
k=max(0,n)

y [k] x [n + k] .

Assuming again that K M this is w [K] = y [K] x [0] y [K 1] x [0] + y [K] x [1] . . . y [K M ] x [0] + y [K M + 1] x [1] + + y [K] x [M ] y [K M 1] x [0] + + y [K 1] x [M ] . . .

w [K + 1] = . . . . . . w [M K] = w [M K + 1] = . . . . . . w [1] w [0] w [1] w [2] . . . w [M 1] w [M ]

= y [1] x [0] + y [2] x [1] + + y [M + 1] x [M ] = y [0] x [0] + y [1] x [1] + + y [M ] x [M ] = y [0] x [1] + y [1] x [2] + + y [M 1] x [M ] = . . . = y [0] x [2] + y [1] x [3] + + y [M 2] x [M ] . . . y [0] x [M ] .

= y [0] x [M 1] + y [1] x [M ]

The SciPy function signal.correlate implements this operation. Equivalent ags are available for this operation to return the full K +M +1 length sequence (full) or a sequence with the same size as the largest sequence starting at 1 w K + M2 (same) or a sequence where the values depend on all the values of the smallest sequence (valid). This nal option returns the K M + 1 values w [M K] to w [0] inclusive. The function signal.correlate can also take arbitrary N -dimensional arrays as input and return the N dimensional convolution of the two arrays on output. When N = 2, signal.correlate and/or signal.convolve can be used to construct arbitrary image lters to perform actions such as blurring, enhancing, and edge-detection for an image. Convolution is mainly used for ltering when one of the signals is much smaller than the other ( K linear ltering is more easily accomplished in the frequency domain (see Fourier Transforms). Difference-equation ltering A general class of linear one-dimensional lters (that includes convolution lters) are lters described by the difference equation
N M

M ), otherwise

ak y [n k] =
k=0 k=0

bk x [n k]

46

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

where x [n] is the input sequence and y [n] is the output sequence. If we assume initial rest so that y [n] = 0 for n < 0 , then this kind of lter can be implemented using convolution. However, the convolution lter sequence h [n] could be innite if ak = 0 for k 1. In addition, this general class of linear lter allows initial conditions to be placed on y [n] for n < 0 resulting in a lter that cannot be expressed using convolution. The difference equation lter can be thought of as nding y [n] recursively in terms of its previous values a0 y [n] = a1 y [n 1] aN y [n N ] + + b0 x [n] + + bM x [n M ] . Often a0 = 1 is chosen for normalization. The implementation in SciPy of this general difference equation lter is a little more complicated then would be implied by the previous equation. It is implemented so that only one signal needs to be delayed. The actual implementation equations are (assuming a0 = 1 ). y [n] z0 [n] = = b0 x [n] + z0 [n 1] b1 x [n] + z1 [n 1] a1 y [n] b2 x [n] + z2 [n 1] a2 y [n] . . . bK1 x [n] + zK1 [n 1] aK1 y [n] bK x [n] aK y [n] ,

z1 [n] = . . . . . . zK2 [n] zK1 [n] = =

where K = max (N, M ) . Note that bK = 0 if K > M and aK = 0 if K > N. In this way, the output at time n depends only on the input at time n and the value of z0 at the previous time. This can always be calculated as long as the K values z0 [n 1] . . . zK1 [n 1] are computed and stored at each time step. The difference-equation lter is called using the command signal.lfilter in SciPy. This command takes as inputs the vector b, the vector, a, a signal x and returns the vector y (the same length as x ) computed using the equation given above. If x is N -dimensional, then the lter is computed along the axis provided. If, desired, initial conditions providing the values of z0 [1] to zK1 [1] can be provided or else it will be assumed that they are all zero. If initial conditions are provided, then the nal conditions on the intermediate variables are also returned. These could be used, for example, to restart the calculation in the same state. Sometimes it is more convenient to express the initial conditions in terms of the signals x [n] and y [n] . In other words, perhaps you have the values of x [M ] to x [1] and the values of y [N ] to y [1] and would like to determine what values of zm [1] should be delivered as initial conditions to the difference-equation lter. It is not difcult to show that for 0 m < K,
Km1

zm [n] =
p=0

(bm+p+1 x [n p] am+p+1 y [n p]) .

Using this formula we can nd the intial condition vector z0 [1] to zK1 [1] given initial conditions on y (and x ). The command signal.lfiltic performs this function. Other lters The signal processing package provides many more lters as well. Median Filter A median lter is commonly applied when noise is markedly non-Gaussian or when it is desired to preserve edges. The median lter works by sorting all of the array pixel values in a rectangular region surrounding the point of interest. The sample median of this list of neighborhood pixel values is used as the value for the output array. The sample median is the middle array value in a sorted list of neighborhood values. If there are an even number of elements in the neighborhood, then the average of the middle two values is used as the median. A general purpose median lter that works on N-dimensional arrays is signal.medfilt . A specialized version that works only for two-dimensional arrays is available as signal.medfilt2d .

1.8. Signal Processing (scipy.signal)

47

SciPy Reference Guide, Release 0.10.0rc1

Order Filter A median lter is a specic example of a more general class of lters called order lters. To compute the output at a particular pixel, all order lters use the array values in a region surrounding that pixel. These array values are sorted and then one of them is selected as the output value. For the median lter, the sample median of the list of array values is used as the output. A general order lter allows the user to select which of the sorted values will be used as the output. So, for example one could choose to pick the maximum in the list or the minimum. The order lter takes an additional argument besides the input array and the region mask that species which of the elements in the sorted list of neighbor array values should be used as the output. The command to perform an order lter is signal.order_filter . Wiener lter The Wiener lter is a simple deblurring lter for denoising images. This is not the Wiener lter commonly described in image reconstruction problems but instead it is a simple, local-mean lter. Let x be the input signal, then the output is 2 2 2 2 2 2 x mx + 1 x x x , y= 2 mx x < 2 ,
2 where mx is the local estimate of the mean and x is the local estimate of the variance. The window for these estimates is an optional input parameter (default is 3 3 ). The parameter 2 is a threshold noise parameter. If is not given then it is estimated as the average of the local variances.

Hilbert lter The Hilbert transform constructs the complex-valued analytic signal from a real signal. For example if x = cos n then y = hilbert (x) would return (except near the edges) y = exp (jn) . In the frequency domain, the hilbert transform performs Y =X H where H is 2 for positive frequencies, 0 for negative frequencies and 1 for zero-frequencies.

1.8.3 Least-Squares Spectral Analysis (spectral)


Least-squares spectral analysis (LSSA) is a method of estimating a frequency spectrum, based on a least squares t of sinusoids to data samples, similar to Fourier analysis. Fourier analysis, the most used spectral method in science, generally boosts long-periodic noise in long gapped records; LSSA mitigates such problems. Lomb-Scargle Periodograms (spectral.lombscargle) The Lomb-Scargle method performs spectral analysis on unevenly sampled data and is known to be a powerful way to nd, and test the signicance of, weak periodic signals. For a time series comprising Nt measurements Xj X(tj ) sampled at times tj where (j = 1, . . . , Nt ), assumed to have been scaled and shifted such that its mean is zero and its variance is unity, the normalized Lomb-Scargle periodogram at frequency f is 2 2 Nt Nt Xj cos (tj ) Xj sin (tj ) j j 1 Pn (f ) + . Nt Nt 2 2 2 j cos (tj ) j sin (tj ) Here, 2f is the angular frequency. The frequency dependent time offset is given by tan 2 =
Nt j Nt j

sin 2tj cos 2tj

48

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The lombscargle function calculates the periodogram using a slightly modied algorithm due to Townsend 1 which allows the periodogram to be calculated using only a single pass through the input arrays for each frequency. The equation is refactored as: Pn (f ) = and tan 2 = Here, c = cos , while the sums are
Nt

1 (c XC + s XS)2 (c XS s XC)2 + 2 2 CC + 2c s CS + s2 SS 2 c c SS 2c s CS + s2 CC

2CS . CC SS

s = sin

XC =
j Nt

Xj cos tj

XS =
j Nt

Xj sin tj cos2 tj
j Nt

CC =

SS =
j Nt

sin2 tj

CS =
j

cos tj sin tj .

This requires Nf (2Nt + 3) trigonometric function evaluations giving a factor of 2 speed increase over the straightforward implementation. References Some further reading and related software:

1.9 Linear Algebra (scipy.linalg)


When SciPy is built using the optimized ATLAS LAPACK and BLAS libraries, it has very fast linear algebra capabilities. If you dig deep enough, all of the raw lapack and blas libraries are available for your use for even more speed. In this section, some easier-to-use interfaces to these routines are described. All of these linear algebra routines expect an object that can be converted into a 2-dimensional array. The output of these routines is also a two-dimensional array. There is a matrix class dened in Numpy, which you can initialize with an appropriate Numpy array in order to get objects for which multiplication is matrix-multiplication instead of the default, element-by-element multiplication.
1 R.H.D. Townsend, Fast calculation of the Lomb-Scargle periodogram using graphics processing units., The Astrophysical Journal Supplement Series, vol 191, pp. 247-253, 2010

1.9. Linear Algebra (scipy.linalg)

49

SciPy Reference Guide, Release 0.10.0rc1

1.9.1 Matrix Class


The matrix class is initialized with the SciPy command mat which is just convenient short-hand for matrix. If you are going to be doing a lot of matrix-math, it is convenient to convert arrays into matrices using this command. One advantage of using the mat command is that you can enter two-dimensional matrices using MATLAB-like syntax with commas or spaces separating columns and semicolons separting rows as long as the matrix is placed in a string passed to mat .

1.9.2 Basic routines


Finding Inverse The inverse of a matrix A is the matrix B such that AB = I where I is the identity matrix consisting of ones down the main diagonal. Usually B is denoted B = A1 . In SciPy, the matrix inverse of the Numpy array, A, is obtained using linalg.inv (A) , or using A.I if A is a Matrix. For example, let 1 3 5 A = 2 5 1 2 3 8 then A1 37 9 1 14 2 = 25 4 3 1.48 0.36 0.88 22 0.08 0.36 . 9 = 0.56 0.16 0.12 0.04 1

The following example demonstrates this computation in SciPy


>>> A = mat([1 3 5; 2 5 1; 2 3 8]) >>> A matrix([[1, 3, 5], [2, 5, 1], [2, 3, 8]]) >>> A.I matrix([[-1.48, 0.36, 0.88], [ 0.56, 0.08, -0.36], [ 0.16, -0.12, 0.04]]) >>> from scipy import linalg >>> linalg.inv(A) array([[-1.48, 0.36, 0.88], [ 0.56, 0.08, -0.36], [ 0.16, -0.12, 0.04]])

Solving linear system Solving linear systems of equations is straightforward using the scipy command linalg.solve. This command expects an input matrix and a right-hand-side vector. The solution vector is then computed. An option for entering a symmetrix matrix is offered which can speed up the processing when applicable. As an example, suppose it is desired to solve the following simultaneous equations: x + 3y + 5z 2x + 5y + z 2x + 3y + 8z = = = 10 8 3

50

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

We could nd the solution vector using a matrix inverse: x 1 y = 2 z 2 3 5 3 1 232 9.28 5 10 1 129 = 5.16 . 1 8 = 25 19 0.76 8 3

However, it is better to use the linalg.solve command which can be faster and more numerically stable. In this case it however gives the same answer as shown in the following example:
>>> A = mat([1 3 5; 2 5 1; 2 3 8]) >>> b = mat([10;8;3]) >>> A.I*b matrix([[-9.28], [ 5.16], [ 0.76]]) >>> linalg.solve(A,b) array([[-9.28], [ 5.16], [ 0.76]])

Finding Determinant The determinant of a square matrix A is often denoted |A| and is a quantity often used in linear algebra. Suppose aij are the elements of the matrix A and let Mij = |Aij | be the determinant of the matrix left by removing the ith row and j th column from A . Then for any row i, |A| =
j

(1)

i+j

aij Mij .

This is a recursive way to dene the determinant where the base case is dened by accepting that the determinant of a 1 1 matrix is the only matrix element. In SciPy the determinant can be calculated with linalg.det . For example, the determinant of 1 3 5 A = 2 5 1 2 3 8 is |A| = = 1 5 3 1 8 3 2 2 1 8 +5 2 2 5 3

1 (5 8 3 1) 3 (2 8 2 1) + 5 (2 3 2 5) = 25.

In SciPy this is computed as shown in this example:


>>> A = mat([1 3 5; 2 5 1; 2 3 8]) >>> linalg.det(A) -25.000000000000004

Computing norms Matrix and vector norms can also be computed with SciPy. A wide range of norm denitions are available using different parameters to the order argument of linalg.norm . This function takes a rank-1 (vectors) or a rank-2 (matrices) array and an optional order argument (default is 2). Based on these inputs a vector or matrix norm of the requested order is computed.

1.9. Linear Algebra (scipy.linalg)

51

SciPy Reference Guide, Release 0.10.0rc1

For vector x , the order parameter can be any real number including inf or -inf. The computed norm is max |xi | ord = inf min |xi | ord = inf x = 1/ord ord |ord| < . i |xi | For matrix A the only valid values for norm are 2, 1, inf, and fro (or f) Thus, ord = inf maxi j |aij | min |aij | ord = inf i j maxj ord = 1 i |aij | A = minj i |aij | ord = 1 max i ord = 2 min i ord = 2 trace (AH A) ord = fro where i are the singular values of A . Solving linear least-squares problems and pseudo-inverses Linear least-squares problems occur in many branches of applied mathematics. In this problem a set of linear scaling coefcients is sought that allow a model to t data. In particular it is assumed that data yi is related to data xi through a set of coefcients cj and model functions fj (xi ) via the model yi =
j

cj fj (xi ) +

where

represents uncertainty in the data. The strategy of least squares is to pick the coefcients cj to minimize
2

J (c) =
i

yi
j

cj fj (xi ) .

Theoretically, a global minimum will occur when J =0= c n or cj


j i fj (xi ) fn (xi )

cj fj (xi ) (fn (xi )) j

yi
i

=
i

yi fn (xi )

A Ac where

= AH y

{A}ij = fj (xi ) . When AH A is invertible, then c = AH A


1

AH y = A y

where A is called the pseudo-inverse of A. Notice that using this denition of A the model can be written y = Ac + . The command linalg.lstsq will solve the linear least squares problem for c given A and y . In addition linalg.pinv or linalg.pinv2 (uses a different method based on singular value decomposition) will nd A given A. 52 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The following example and gure demonstrate the use of linalg.lstsq and linalg.pinv for solving a datatting problem. The data shown below were generated using the model: yi = c1 exi + c2 xi where xi = 0.1i for i = 1 . . . 10 , c1 = 5 , and c2 = 4. Noise is added to yi and the coefcients c1 and c2 are estimated using linear least squares.
>>> from numpy import * >>> from scipy import linalg >>> import matplotlib.pyplot as plt >>> >>> >>> >>> >>> c1,c2= 5.0,2.0 i = r_[1:11] xi = 0.1*i yi = c1*exp(-xi)+c2*xi zi = yi + 0.05*max(yi)*random.randn(len(yi))

>>> A = c_[exp(-xi)[:,newaxis],xi[:,newaxis]] >>> c,resid,rank,sigma = linalg.lstsq(A,zi) >>> xi2 = r_[0.1:1.0:100j] >>> yi2 = c[0]*exp(-xi2) + c[1]*xi2 >>> >>> >>> >>> >>> plt.plot(xi,zi,x,xi2,yi2) plt.axis([0,1.1,3.0,5.5]) plt.xlabel($x_i$) plt.title(Data fitting with linalg.lstsq) plt.show()

5.5 5.0 4.5 4.0 3.5 3.0 0.0 0.2

Data fitting with linalg.lstsq

0.4

xi

0.6

0.8

1.0

Generalized inverse The generalized inverse is calculated using the command linalg.pinv or linalg.pinv2. These two commands differ in how they compute the generalized inverse. The rst uses the linalg.lstsq algorithm while the second uses singular value decomposition. Let A be an M N matrix, then if M > N the generalized inverse is A = AH A 1.9. Linear Algebra (scipy.linalg)
1

AH 53

SciPy Reference Guide, Release 0.10.0rc1

while if M < N matrix the generalized inverse is A# = AH AAH In both cases for M = N , then A = A# = A1 as long as A is invertible.
1

1.9.3 Decompositions
In many applications it is useful to decompose a matrix using other representations. There are several decompositions supported by SciPy. Eigenvalues and eigenvectors The eigenvalue-eigenvector problem is one of the most commonly employed linear algebra operations. In one popular form, the eigenvalue-eigenvector problem is to nd for some square matrix A scalars and corresponding vectors v such that Av = v. For an N N matrix, there are N (not necessarily distinct) eigenvalues roots of the (characteristic) polynomial |A I| = 0. The eigenvectors, v , are also sometimes called right eigenvectors to distinguish them from another set of left eigenvectors that satisfy H H vL A = vL or AH v L = v L . With its default optional arguments, the command linalg.eig returns and v. However, it can also return vL and just by itself ( linalg.eigvals returns just as well). In addtion, linalg.eig can also solve the more general eigenvalue problem Av A vL
H

= Bv = BH vL

for square matrices A and B. The standard eigenvalue problem is an example of the general eigenvalue problem for B = I. When a generalized eigenvalue problem can be solved, then it provides a decomposition of A as A = BVV1 where V is the collection of eigenvectors into columns and is a diagonal matrix of eigenvalues. By denition, eigenvectors are only dened up to a constant scale factor. In SciPy, the scaling factor for the eigenvec2 2 tors is chosen so that v = i vi = 1. As an example, consider nding the eigenvalues and eigenvectors of the matrix 1 5 2 A = 2 4 1 . 3 6 2

54

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The characteristic polynomial is |A I| = (1 ) [(4 ) (2 ) 6] 5 [2 (2 ) 3] + 2 [12 3 (4 )] = 3 + 72 + 8 3. The roots of this polynomial are the eigenvalues of A : 1 2 3 = = 7.9579 0.2997.

= 1.2577

The eigenvectors corresponding to each eigenvalue can be found using the original equation. The eigenvectors associated with these eigenvalues can then be found.
>>> from scipy import linalg >>> A = mat([1 5 2; 2 4 1; 3 6 2]) >>> la,v = linalg.eig(A) >>> l1,l2,l3 = la >>> print l1, l2, l3 (7.95791620491+0j) (-1.25766470568+0j) (0.299748500767+0j) >>> print v[:,0] [-0.5297175 -0.44941741 -0.71932146] >>> print v[:,1] [-0.90730751 0.28662547 0.30763439] >>> print v[:,2] [ 0.28380519 -0.39012063 0.87593408] >>> print sum(abs(v**2),axis=0) [ 1. 1. 1.] >>> v1 = mat(v[:,0]).T >>> print max(ravel(abs(A*v1-l1*v1))) 8.881784197e-16

Singular value decomposition Singular Value Decompostion (SVD) can be thought of as an extension of the eigenvalue problem to matrices that are not square. Let A be an M N matrix with M and N arbitrary. The matrices AH A and AAH are square hermitian matrices 2 of size N N and M M respectively. It is known that the eigenvalues of square hermitian matrices are real and non-negative. In addtion, there are at most min (M, N ) identical non-zero eigenvalues of AH A and AAH . 2 Dene these positive eigenvalues as i . The square-root of these are called singular values of A. The eigenvectors of H A A are collected by columns into an N N unitary 3 matrix V while the eigenvectors of AAH are collected by columns in the unitary matrix U , the singular values are collected in an M N zero matrix with main diagonal entries set to the singular values. Then A = UVH is the singular-value decomposition of A. Every matrix has a singular value decomposition. Sometimes, the singular values are called the spectrum of A. The command linalg.svd will return U , VH , and i as an array of the singular values. To obtain the matrix use linalg.diagsvd. The following example illustrates the use of linalg.svd .
2 3

A hermitian matrix D satises DH = D. A unitary matrix D satises DH D = I = DDH so that D1 = DH .

1.9. Linear Algebra (scipy.linalg)

55

SciPy Reference Guide, Release 0.10.0rc1

>>> A = mat([1 3 2; 1 2 3]) >>> M,N = A.shape >>> U,s,Vh = linalg.svd(A) >>> Sig = mat(linalg.diagsvd(s,M,N)) >>> U, Vh = mat(U), mat(Vh) >>> print U [[-0.70710678 -0.70710678] [-0.70710678 0.70710678]] >>> print Sig [[ 5.19615242 0. 0. ] [ 0. 1. 0. ]] >>> print Vh [[ -2.72165527e-01 -6.80413817e-01 -6.80413817e-01] [ -6.18652536e-16 -7.07106781e-01 7.07106781e-01] [ -9.62250449e-01 1.92450090e-01 1.92450090e-01]] >>> print A [[1 3 2] [1 2 3]] >>> print U*Sig*Vh [[ 1. 3. 2.] [ 1. 2. 3.]]

LU decomposition The LU decompostion nds a representation for the M N matrix A as A = PLU where P is an M M permutation matrix (a permutation of the rows of the identity matrix), L is in M K lower triangular or trapezoidal matrix ( K = min (M, N ) ) with unit-diagonal, and U is an upper triangular or trapezoidal matrix. The SciPy command for this decomposition is linalg.lu . Such a decomposition is often useful for solving many simultaneous equations where the left-hand-side does not change but the right hand side does. For example, suppose we are going to solve Axi = bi for many different bi . The LU decomposition allows this to be written as PLUxi = bi . Because L is lower-triangular, the equation can be solved for Uxi and nally xi very rapidly using forward- and back-substitution. An initial time spent factoring A allows for very rapid solution of similar systems of equations in the future. If the intent for performing LU decomposition is for solving linear systems then the command linalg.lu_factor should be used followed by repeated applications of the command linalg.lu_solve to solve the system for each new right-hand-side. Cholesky decomposition Cholesky decomposition is a special case of LU decomposition applicable to Hermitian positive denite matrices. When A = AH and xH Ax 0 for all x , then decompositions of A can be found so that A = A = UH U LLH

56

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

where L is lower-triangular and U is upper triangular. Notice that L = UH . The command linagl.cholesky computes the cholesky factorization. For using cholesky factorization to solve systems of equations there are also linalg.cho_factor and linalg.cho_solve routines that work similarly to their LU decomposition counterparts. QR decomposition The QR decomposition (sometimes called a polar decomposition) works for any M N array and nds an M M unitary matrix Q and an M N upper-trapezoidal matrix R such that A = QR. Notice that if the SVD of A is known then the QR decomposition can be found A = UVH = QR implies that Q = U and R = VH . Note, however, that in SciPy independent algorithms are used to nd QR and SVD decompositions. The command for QR decomposition is linalg.qr . Schur decomposition For a square N N matrix, A , the Schur decomposition nds (not-necessarily unique) matrices T and Z such that A = ZTZH where Z is a unitary matrix and T is either upper-triangular or quasi-upper triangular depending on whether or not a real schur form or complex schur form is requested. For a real schur form both T and Z are real-valued when A is real-valued. When A is a real-valued matrix the real schur form is only quasi-upper triangular because 2 2 blocks extrude from the main diagonal corresponding to any complex- valued eigenvalues. The command linalg.schur nds the Schur decomposition while the command linalg.rsf2csf converts T and Z from a real Schur form to a complex Schur form. The Schur form is especially useful in calculating functions of matrices. The following example illustrates the schur decomposition:
>>> from scipy import linalg >>> A = mat([1 3 2; 1 4 5; 2 3 6]) >>> T,Z = linalg.schur(A) >>> T1,Z1 = linalg.schur(A,complex) >>> T2,Z2 = linalg.rsf2csf(T,Z) >>> print T [[ 9.90012467 1.78947961 -0.65498528] [ 0. 0.54993766 -1.57754789] [ 0. 0.51260928 0.54993766]] >>> print T2 [[ 9.90012467 +0.00000000e+00j -0.32436598 +1.55463542e+00j -0.88619748 +5.69027615e-01j] [ 0.00000000 +0.00000000e+00j 0.54993766 +8.99258408e-01j 1.06493862 +1.37016050e-17j] [ 0.00000000 +0.00000000e+00j 0.00000000 +0.00000000e+00j 0.54993766 -8.99258408e-01j]] >>> print abs(T1-T2) # different [[ 1.24357637e-14 2.09205364e+00 6.56028192e-01] [ 0.00000000e+00 4.00296604e-16 1.83223097e+00] [ 0.00000000e+00 0.00000000e+00 4.57756680e-16]] >>> print abs(Z1-Z2) # different [[ 0.06833781 1.10591375 0.23662249]

1.9. Linear Algebra (scipy.linalg)

57

SciPy Reference Guide, Release 0.10.0rc1

[ 0.11857169 0.5585604 0.29617525] [ 0.12624999 0.75656818 0.22975038]] >>> T,Z,T1,Z1,T2,Z2 = map(mat,(T,Z,T1,Z1,T2,Z2)) >>> print abs(A-Z*T*Z.H) # same [[ 1.11022302e-16 4.44089210e-16 4.44089210e-16] [ 4.44089210e-16 1.33226763e-15 8.88178420e-16] [ 8.88178420e-16 4.44089210e-16 2.66453526e-15]] >>> print abs(A-Z1*T1*Z1.H) # same [[ 1.00043248e-15 2.22301403e-15 5.55749485e-15] [ 2.88899660e-15 8.44927041e-15 9.77322008e-15] [ 3.11291538e-15 1.15463228e-14 1.15464861e-14]] >>> print abs(A-Z2*T2*Z2.H) # same [[ 3.34058710e-16 8.88611201e-16 4.18773089e-18] [ 1.48694940e-16 8.95109973e-16 8.92966151e-16] [ 1.33228956e-15 1.33582317e-15 3.55373104e-15]]

1.9.4 Matrix Functions


Consider the function f (x) with Taylor series expansion

f (x) =
k=0

f (k) (0) k x . k!

A matrix function can be dened using this Taylor series for the square matrix A as

f (A) =
k=0

f (k) (0) k A . k!

While, this serves as a useful representation of a matrix function, it is rarely the best way to calculate a matrix function. Exponential and logarithm functions The matrix exponential is one of the more common matrix functions. It can be dened for square matrices as

eA =
k=0

1 k A . k!

The command linalg.expm3 uses this Taylor series denition to compute the matrix exponential. Due to poor convergence properties it is not often used. Another method to compute the matrix exponential is to nd an eigenvalue decomposition of A : A = VV1 and note that eA = Ve V1 where the matrix exponential of the diagonal matrix is just the exponential of its elements. This method is implemented in linalg.expm2 . The preferred method for implementing the matrix exponential is to use scaling and a Pad approximation for ex . This algorithm is implemented as linalg.expm . The inverse of the matrix exponential is the matrix logarithm dened as the inverse of the matrix exponential. A exp (log (A)) . The matrix logarithm can be obtained with linalg.logm . 58 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Trigonometric functions The trigonometric functions sin , cos , and tan are implemented for matrices in linalg.sinm, linalg.cosm, and linalg.tanm respectively. The matrix sin and cosine can be dened using Eulers identity as sin (A) cos (A) The tangent is tan (x) = and so the matrix tangent is dened as sin (x) 1 = [cos (x)] sin (x) cos (x)
1

= =

ejA ejA 2j jA e + ejA . 2

[cos (A)] Hyperbolic trigonometric functions

sin (A) .

The hyperbolic trigonemetric functions sinh , cosh , and tanh can also be dened for matrices using the familiar denitions: sinh (A) cosh (A) tanh (A) = = = eA eA 2 eA + eA 2 1 [cosh (A)] sinh (A) .

These matrix functions can be found using linalg.sinhm, linalg.coshm , and linalg.tanhm. Arbitrary function Finally, any arbitrary function that takes one complex number and returns a complex number can be called as a matrix function using the command linalg.funm. This command takes the matrix and an arbitrary Python function. It then implements an algorithm from Golub and Van Loans book Matrix Computations to compute function applied to the matrix using a Schur decomposition. Note that the function needs to accept complex numbers as input in order to work with this algorithm. For example the following code computes the zeroth-order Bessel function applied to a matrix.
>>> from scipy import special, random, linalg >>> A = random.rand(3,3) >>> B = linalg.funm(A,lambda x: special.jv(0,x)) >>> print A [[ 0.72578091 0.34105276 0.79570345] [ 0.65767207 0.73855618 0.541453 ] [ 0.78397086 0.68043507 0.4837898 ]] >>> print B [[ 0.72599893 -0.20545711 -0.22721101] [-0.27426769 0.77255139 -0.23422637] [-0.27612103 -0.21754832 0.7556849 ]] >>> print linalg.eigvals(A) [ 1.91262611+0.j 0.21846476+0.j -0.18296399+0.j] >>> print special.jv(0, linalg.eigvals(A)) [ 0.27448286+0.j 0.98810383+0.j 0.99164854+0.j] >>> print linalg.eigvals(B) [ 0.27448286+0.j 0.98810383+0.j 0.99164854+0.j]

1.9. Linear Algebra (scipy.linalg)

59

SciPy Reference Guide, Release 0.10.0rc1

Note how, by virtue of how matrix analytic functions are dened, the Bessel function has acted on the matrix eigenvalues.

1.9.5 Special matrices


SciPy and NumPy provide several functions for creating special matrices that are frequently used in engineering and science. Type block diagonal circulant companion Hadamard Hankel Hilbert Inverse Hilbert Leslie Toeplitz Van der Monde Function scipy.linalg.block_diag scipy.linalg.circulant scipy.linalg.companion scipy.linalg.hadamard scipy.linalg.hankel scipy.linalg.hilbert scipy.linalg.invhilbert scipy.linalg.leslie scipy.linalg.toeplitz numpy.vander Description Create a block diagonal matrix from the provided arrays. Construct a circulant matrix. Create a companion matrix. Construct a Hadamard matrix. Construct a Hankel matrix. Construct a Hilbert matrix. Construct the inverse of a Hilbert matrix. Create a Leslie matrix. Construct a Toeplitz matrix. Generate a Van der Monde matrix.

For examples of the use of these functions, see their respective docstrings.

1.10 Sparse Eigenvalue Problems with ARPACK


1.10.1 Introduction
ARPACK is a Fortran package which provides routines for quickly nding a few eigenvalues/eigenvectors of large sparse matrices. In order to nd these solutions, it requires only left-multiplication by the matrix in question. This operation is performed through a reverse-communication interface. The result of this structure is that ARPACK is able to nd eigenvalues and eigenvectors of any linear function mapping a vector to a vector. All of the functionality provided in ARPACK is contained within the two high-level interfaces scipy.sparse.linalg.eigs and scipy.sparse.linalg.eigsh. eigs provides interfaces to nd the eigenvalues/vectors of real or complex nonsymmetric square matrices, while eigsh provides interfaces for real-symmetric or complex-hermitian matrices.

1.10.2 Basic Functionality


ARPACK can solve either standard eigenvalue problems of the form Ax = x

or general eigenvalue problems of the form Ax = M x

The power of ARPACK is that it can compute only a specied subset of eigenvalue/eigenvector pairs. This is accomplished through the keyword which. The following values of which are available: which = LM : Eigenvectors with largest magnitude (eigs, eigsh) which = SM : Eigenvectors with smallest magnitude (eigs, eigsh) 60 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

which = LR : Eigenvectors with largest real part (eigs) which = SR : Eigenvectors with smallest real part (eigs) which = LI : Eigenvectors with largest imaginary part (eigs) which = SI : Eigenvectors with smallest imaginary part (eigs) which = LA : Eigenvectors with largest amplitude (eigsh) which = SA : Eigenvectors with smallest amplitude (eigsh) which = BE : Eigenvectors from both ends of the spectrum (eigsh) Note that ARPACK is generally better at nding extremal eigenvalues: that is, eigenvalues with large magnitudes. In particular, using which = SM may lead to slow execution time and/or anomalous results. A better approach is to use shift-invert mode.

1.10.3 Shift-Invert Mode


Shift invert mode relies on the following observation. For the generalized eigenvalue problem Ax = M x

it can be shown that (A M )1 M x = x

where = 1

1.10.4 Examples
Imagine youd like to nd the smallest and largest eigenvalues and the corresponding eigenvectors for a large matrix. ARPACK can handle many forms of input: dense matrices such as numpy.ndarray instances, sparse matrices such as scipy.sparse.csr_matrix, or a general linear operator derived from scipy.sparse.linalg.LinearOperator. For this example, for simplicity, well construct a symmetric, positive-denite matrix.
>>> >>> >>> >>> >>> >>> >>> >>> import numpy as np from scipy.linalg import eigh from scipy.sparse.linalg import eigsh np.set_printoptions(suppress=True) np.random.seed(0) X = np.random.random((100,100)) - 0.5 X = np.dot(X, X.T) #create a symmetric matrix

We now have a symmetric matrix X with which to test the routines. First compute a standard eigenvalue decomposition using eigh:

1.10. Sparse Eigenvalue Problems with ARPACK

61

SciPy Reference Guide, Release 0.10.0rc1

>>> evals_all, evecs_all = eigh(X)

As the dimension of X grows, this routine becomes very slow. Especially if only a few eigenvectors and eigenvalues are needed, ARPACK can be a better option. First lets compute the largest eigenvalues (which = LM) of X and compare them to the known results:
>>> evals_large, evecs_large = eigsh(X, 3, which=LM) >>> print evals_all[-3:] [ 29.1446102 30.05821805 31.19467646] >>> print evals_large [ 29.1446102 30.05821805 31.19467646] >>> print np.dot(evecs_large.T, evecs_all[:,-3:]) [[-1. 0. 0.] [ 0. 1. 0.] [-0. 0. -1.]]

The results are as expected. ARPACK recovers the desired eigenvalues, and they match the previously known results. Furthermore, the eigenvectors are orthogonal, as wed expect. Now lets attempt to solve for the eigenvalues with smallest magnitude:
>>> evals_small, evecs_small = eigsh(X, 3, which=SM) scipy.sparse.linalg.eigen.arpack.arpack.ArpackNoConvergence: ARPACK error -1: No convergence (1001 iterations, 0/3 eigenvectors converged)

Oops. We see that as mentioned above, ARPACK is not quite as adept at nding small eigenvalues. There are a few ways this problem can be addressed. We could increase the tolerance (tol) to lead to faster convergence:
>>> evals_small, evecs_small = eigsh(X, 3, which=SM, tol=1E-2) >>> print evals_all[:3] [ 0.0003783 0.00122714 0.00715878] >>> print evals_small [ 0.00037831 0.00122714 0.00715881] >>> print np.dot(evecs_small.T, evecs_all[:,:3]) [[ 0.99999999 0.00000024 -0.00000049] [-0.00000023 0.99999999 0.00000056] [ 0.00000031 -0.00000037 0.99999852]]

This works, but we lose the precision in the results. Another option is to increase the maximum number of iterations (maxiter) from 1000 to 5000:
>>> evals_small, evecs_small = eigsh(X, 3, which=SM, maxiter=5000) >>> print evals_all[:3] [ 0.0003783 0.00122714 0.00715878] >>> print evals_small [ 0.0003783 0.00122714 0.00715878] >>> print np.dot(evecs_small.T, evecs_all[:,:3]) [[ 1. 0. 0.] [-0. 1. 0.] [ 0. 0. -1.]]

We get the results wed hoped for, but the computation time is much longer. Fortunately, ARPACK contains a mode that allows quick determination of non-external eigenvalues: shift-invert mode. As mentioned above, this mode involves transforming the eigenvalue problem to an equivalent problem with different eigenvalues. In this case, we hope to nd eigenvalues near zero, so well choose sigma = 0. The transformed eigenvalues will then satisfy = 1/( ) = 1/, so our small eigenvalues become large eigenvalues .
>>> evals_small, evecs_small = eigsh(X, 3, sigma=0, which=LM) >>> print evals_all[:3] [ 0.0003783 0.00122714 0.00715878]

62

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> print evals_small [ 0.0003783 0.00122714 0.00715878] >>> print np.dot(evecs_small.T, evecs_all[:,:3]) [[ 1. 0. 0.] [ 0. -1. -0.] [-0. -0. 1.]]

We get the results we were hoping for, with much less computational time. Note that the transformation from takes place entirely in the background. The user need not worry about the details. The shift-invert mode provides more than just a fast way to obtain a few small eigenvalues. Say you desire to nd internal eigenvalues and eigenvectors, e.g. those nearest to = 1. Simply set sigma = 1 and ARPACK takes care of the rest:
>>> evals_mid, evecs_mid = eigsh(X, 3, sigma=1, which=LM) >>> i_sort = np.argsort(abs(1. / (1 - evals_all)))[-3:] >>> print evals_all[i_sort] [ 1.16577199 0.85081388 1.06642272] >>> print evals_mid [ 0.85081388 1.06642272 1.16577199] >>> print np.dot(evecs_mid.T, evecs_all[:,i_sort]) [[-0. 1. 0.] [-0. -0. 1.] [ 1. 0. 0.]]

The eigenvalues come out in a different order, but theyre all there. Note that the shift-invert mode requires the internal solution of a matrix inverse. This is taken care of automatically by eigsh and eigs, but the operation can also be specied by the user. See the docstring of scipy.sparse.linalg.eigsh and scipy.sparse.linalg.eigs for details.

1.10.5 References

1.11 Statistics (scipy.stats)


1.11.1 Introduction
SciPy has a tremendous number of basic statistics routines with more easily added by the end user (if you create one please contribute it). All of the statistics functions are located in the sub-package scipy.stats and a fairly complete listing of these functions can be had using info(stats). Random Variables There are two general distribution classes that have been implemented for encapsulating continuous random variables and discrete random variables . Over 80 continuous random variables and 10 discrete random variables have been implemented using these classes. The list of the random variables available is in the docstring for the stats subpackage. Note: The following is work in progress

1.11.2 Distributions
First some imports

1.11. Statistics (scipy.stats)

63

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>>

import numpy as np from scipy import stats import warnings warnings.simplefilter(ignore, DeprecationWarning)

We can obtain the list of available distribution through introspection:


>>> dist_continu = [d for d in dir(stats) if ... isinstance(getattr(stats,d), stats.rv_continuous)] >>> dist_discrete = [d for d in dir(stats) if ... isinstance(getattr(stats,d), stats.rv_discrete)] >>> print number of continuous distributions:, len(dist_continu) number of continuous distributions: 84 >>> print number of discrete distributions: , len(dist_discrete) number of discrete distributions: 12

Distributions can be used in one of two ways, either by passing all distribution parameters to each method call or by freezing the parameters for the instance of the distribution. As an example, we can get the median of the distribution by using the percent point function, ppf, which is the inverse of the cdf:
>>> print stats.nct.ppf(0.5, 10, 2.5) 2.56880722561 >>> my_nct = stats.nct(10, 2.5) >>> print my_nct.ppf(0.5) 2.56880722561

help(stats.nct) prints the complete docstring of the distribution. Instead we can print just some basic information:
>>> print stats.nct.extradoc #contains the distribution specific docs Non-central Student T distribution df**(df/2) * gamma(df+1) nct.pdf(x,df,nc) = -------------------------------------------------2**df*exp(nc**2/2)*(df+x**2)**(df/2) * gamma(df/2) for df > 0, nc > 0.

>>> print ... number of >>> print ... bounds of

number of arguments: %d, shape parameters: %s% (stats.nct.numargs, stats.nct.shapes) arguments: 2, shape parameters: df,nc bounds of distribution lower: %s, upper: %s % (stats.nct.a, stats.nct.b) distribution lower: -1.#INF, upper: 1.#INF

We can list all methods and properties of the distribution with dir(stats.nct). Some of the methods are private methods, that are not named as such, i.e. no leading underscore, for example veccdf or xa and xb are for internal calculation. The main methods we can see when we list the methods of the frozen distribution:
>>> print dir(my_nct) #reformatted [__class__, __delattr__, __dict__, __doc__, __getattribute__, __hash__, __init__, __module__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __str__, __weakref__, args, cdf, dist, entropy, isf, kwds, moment, pdf, pmf, ppf, rvs, sf, stats]

The main public methods are: rvs: Random Variates pdf: Probability Density Function 64 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

cdf: Cumulative Distribution Function sf: Survival Function (1-CDF) ppf: Percent Point Function (Inverse of CDF) isf: Inverse Survival Function (Inverse of SF) stats: Return mean, variance, (Fishers) skew, or (Fishers) kurtosis moment: non-central moments of the distribution The main additional methods of the not frozen distribution are related to the estimation of distrition parameters: t: maximum likelihood estimation of distribution parameters, including location and scale t_loc_scale: estimation of location and scale when shape parameters are given nnlf: negative log likelihood function expect: Calculate the expectation of a function against the pdf or pmf All continuous distributions take loc and scale as keyword parameters to adjust the location and scale of the distribution, e.g. for the standard normal distribution location is the mean and scale is the standard deviation. The standardized distribution for a random variable x is obtained through (x - loc) / scale. Discrete distribution have most of the same basic methods, however pdf is replaced the probability mass function pmf, no estimation methods, such as t, are available, and scale is not a valid keyword parameter. The location parameter, keyword loc can be used to shift the distribution. The basic methods, pdf, cdf, sf, ppf, and isf are vectorized with np.vectorize, and the usual numpy broadcasting is applied. For example, we can calculate the critical values for the upper tail of the t distribution for different probabilites and degrees of freedom.
>>> stats.t.isf([0.1, 0.05, 0.01], [[10], [11]]) array([[ 1.37218364, 1.81246112, 2.76376946], [ 1.36343032, 1.79588482, 2.71807918]])

Here, the rst row are the critical values for 10 degrees of freedom and the second row is for 11 d.o.f., i.e. this is the same as
>>> stats.t.isf([0.1, 0.05, 0.01], 10) array([ 1.37218364, 1.81246112, 2.76376946]) >>> stats.t.isf([0.1, 0.05, 0.01], 11) array([ 1.36343032, 1.79588482, 2.71807918])

If both, probabilities and degrees of freedom have the same array shape, then element wise matching is used. As an example, we can obtain the 10% tail for 10 d.o.f., the 5% tail for 11 d.o.f. and the 1% tail for 12 d.o.f. by
>>> stats.t.isf([0.1, 0.05, 0.01], [10, 11, 12]) array([ 1.37218364, 1.79588482, 2.68099799])

Performance and Remaining Issues The performance of the individual methods, in terms of speed, varies widely by distribution and method. The results of a method are obtained in one of two ways, either by explicit calculation or by a generic algorithm that is independent of the specic distribution. Explicit calculation, requires that the method is directly specied for the given distribution, either through analytic formulas or through special functions in scipy.special or numpy.random for rvs. These are usually relatively fast calculations. The generic methods are used if the distribution does not specify any explicit calculation. To dene a distribution, only one of pdf or cdf is necessary, all other methods can be derived using numeric integration and root nding. These indirect methods can be very slow. As an example, rgh 1.11. Statistics (scipy.stats) 65

SciPy Reference Guide, Release 0.10.0rc1

= stats.gausshyper.rvs(0.5, 2, 2, 2, size=100) creates random variables in a very indirect way and takes about 19 seconds for 100 random variables on my computer, while one million random variables from the standard normal or from the t distribution take just above one second. The distributions in scipy.stats have recently been corrected and improved and gained a considerable test suite, however a few issues remain: skew and kurtosis, 3rd and 4th moments and entropy are not thoroughly tested and some coarse testing indicates that there are still some incorrect results left. the distributions have been tested over some range of parameters, however in some corner ranges, a few incorrect results may remain. the maximum likelihood estimation in t does not work with default starting parameters for all distributions and the user needs to supply good starting parameters. Also, for some distribution using a maximum likelihood estimator might inherently not be the best choice. The next example shows how to build our own discrete distribution, and more examples for the usage of the distributions are shown below together with the statistical tests. Example: discrete distribution rv_discrete In the following we use stats.rv_discrete to generate a discrete distribution that has the probabilites of the truncated normal for the intervalls centered around the integers.
>>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> ... npoints = 20 # number of integer support points of the distribution minus 1 npointsh = npoints / 2 npointsf = float(npoints) nbound = 4 # bounds for the truncated normal normbound = (1+1/npointsf) * nbound # actual bounds of truncated normal grid = np.arange(-npointsh, npointsh+2, 1) # integer grid gridlimitsnorm = (grid-0.5) / npointsh * nbound # bin limits for the truncnorm gridlimits = grid - 0.5 grid = grid[:-1] probs = np.diff(stats.truncnorm.cdf(gridlimitsnorm, -normbound, normbound)) gridint = grid normdiscrete = stats.rv_discrete(values = (gridint, np.round(probs, decimals=7)), name=normdiscrete)

From the docstring of rv_discrete: You can construct an aribtrary discrete rv where P{X=xk} = pk by passing to the rv_discrete initialization method (through the values= keyword) a tuple of sequences (xk, pk) which describes only those values of X (xk) that occur with nonzero probability (pk). There are some requirements for this distribution to work. The keyword name is required. The support points of the distribution xk have to be integers. Also, I needed to limit the number of decimals. If the last two requirements are not satised an exception may be raised or the resulting numbers may be incorrect. After dening the distribution, we obtain access to all methods of discrete distributions.
>>> print mean = %6.4f, variance = %6.4f, skew = %6.4f, kurtosis = %6.4f% \ ... normdiscrete.stats(moments = mvsk) mean = -0.0000, variance = 6.3302, skew = 0.0000, kurtosis = -0.0076 >>> nd_std = np.sqrt(normdiscrete.stats(moments = v))

Generate a random sample and compare observed frequencies with probabilities

66

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> n_sample = 500 >>> np.random.seed(87655678) # fix the seed for replicability >>> rvs = normdiscrete.rvs(size=n_sample) >>> rvsnd = rvs >>> f, l = np.histogram(rvs, bins=gridlimits) >>> sfreq = np.vstack([gridint, f, probs*n_sample]).T >>> print sfreq [[ -1.00000000e+01 0.00000000e+00 2.95019349e-02] [ -9.00000000e+00 0.00000000e+00 1.32294142e-01] [ -8.00000000e+00 0.00000000e+00 5.06497902e-01] [ -7.00000000e+00 2.00000000e+00 1.65568919e+00] [ -6.00000000e+00 1.00000000e+00 4.62125309e+00] [ -5.00000000e+00 9.00000000e+00 1.10137298e+01] [ -4.00000000e+00 2.60000000e+01 2.24137683e+01] [ -3.00000000e+00 3.70000000e+01 3.89503370e+01] [ -2.00000000e+00 5.10000000e+01 5.78004747e+01] [ -1.00000000e+00 7.10000000e+01 7.32455414e+01] [ 0.00000000e+00 7.40000000e+01 7.92618251e+01] [ 1.00000000e+00 8.90000000e+01 7.32455414e+01] [ 2.00000000e+00 5.50000000e+01 5.78004747e+01] [ 3.00000000e+00 5.00000000e+01 3.89503370e+01] [ 4.00000000e+00 1.70000000e+01 2.24137683e+01] [ 5.00000000e+00 1.10000000e+01 1.10137298e+01] [ 6.00000000e+00 4.00000000e+00 4.62125309e+00] [ 7.00000000e+00 3.00000000e+00 1.65568919e+00] [ 8.00000000e+00 0.00000000e+00 5.06497902e-01] [ 9.00000000e+00 0.00000000e+00 1.32294142e-01] [ 1.00000000e+01 0.00000000e+00 2.95019349e-02]]

0.18 0.16 0.14 0.12 0.10 0.08 0.06 0.04 0.02 0.00

Frequency and Probability of normdiscrete true sample

Frequency

-10-9 -8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10

1.11. Statistics (scipy.stats)

67

SciPy Reference Guide, Release 0.10.0rc1

1.0 0.8 0.6 cdf 0.4 0.2 0.0

Cumulative Frequency and CDF of normdiscrete true sample

-10-9 -8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10

Next, we can test, whether our sample was generated by our normdiscrete distribution. This also veries, whether the random numbers are generated correctly The chisquare test requires that there are a minimum number of observations in each bin. We combine the tail bins into larger bins so that they contain enough observations.
>>> f2 = np.hstack([f[:5].sum(), f[5:-5], f[-5:].sum()]) >>> p2 = np.hstack([probs[:5].sum(), probs[5:-5], probs[-5:].sum()]) >>> ch2, pval = stats.chisquare(f2, p2*n_sample) >>> print chisquare for normdiscrete: chi2 = %6.3f pvalue = %6.4f % (ch2, pval) chisquare for normdiscrete: chi2 = 12.466 pvalue = 0.4090

The pvalue in this case is high, so we can be quite condent that our random sample was actually generated by the distribution.

1.11.3 Analysing One Sample


First, we create some random variables. We set a seed so that in each run we get identical results to look at. As an example we take a sample from the Student t distribution:
>>> np.random.seed(282629734) >>> x = stats.t.rvs(10, size=1000)

Here, we set the required shape parameter of the t distribution, which in statistics corresponds to the degrees of freedom, to 10. Using size=100 means that our sample consists of 1000 independently drawn (pseudo) random numbers. Since we did not specify the keyword arguments loc and scale, those are set to their default values zero and one. Descriptive Statistics x is a numpy array, and we have direct access to all array methods, e.g.
>>> print x.max(), x.min() # equivalent to np.max(x), np.min(x) 5.26327732981 -3.78975572422 >>> print x.mean(), x.var() # equivalent to np.mean(x), np.var(x) 0.0140610663985 1.28899386208

68

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

How do the some sample properties compare to their theoretical counterparts?


>>> m, v, s, k = stats.t.stats(10, moments=mvsk) >>> n, (smin, smax), sm, sv, ss, sk = stats.describe(x) >>> print distribution:, distribution: >>> sstr = mean = %6.4f, variance = %6.4f, skew = %6.4f, kurtosis = %6.4f >>> print sstr %(m, v, s ,k) mean = 0.0000, variance = 1.2500, skew = 0.0000, kurtosis = 1.0000 >>> print sample: , sample: >>> print sstr %(sm, sv, ss, sk) mean = 0.0141, variance = 1.2903, skew = 0.2165, kurtosis = 1.0556

Note: stats.describe uses the unbiased estimator for the variance, while np.var is the biased estimator. For our sample the sample statistics differ a by a small amount from their theoretical counterparts. T-test and KS-test We can use the t-test to test whether the mean of our sample differs in a statistcally signicant way from the theoretical expectation.
>>> print t-statistic = %6.3f pvalue = %6.4f % t-statistic = 0.391 pvalue = 0.6955 stats.ttest_1samp(x, m)

The pvalue is 0.7, this means that with an alpha error of, for example, 10%, we cannot reject the hypothesis that the sample mean is equal to zero, the expectation of the standard t-distribution. As an exercise, we can calculate our ttest also directly without using the provided function, which should give us the same answer, and so it does:
>>> tt = (sm-m)/np.sqrt(sv/float(n)) # t-statistic for mean >>> pval = stats.t.sf(np.abs(tt), n-1)*2 # two-sided pvalue = Prob(abs(t)>tt) >>> print t-statistic = %6.3f pvalue = %6.4f % (tt, pval) t-statistic = 0.391 pvalue = 0.6955

The Kolmogorov-Smirnov test can be used to test the hypothesis that the sample comes from the standard t-distribution
>>> print KS-statistic D = %6.3f pvalue = %6.4f % stats.kstest(x, t, (10,)) KS-statistic D = 0.016 pvalue = 0.9606

Again the p-value is high enough that we cannot reject the hypothesis that the random sample really is distributed according to the t-distribution. In real applications, we dont know what the underlying distribution is. If we perform the Kolmogorov-Smirnov test of our sample against the standard normal distribution, then we also cannot reject the hypothesis that our sample was generated by the normal distribution given that in this example the p-value is almost 40%.
>>> print KS-statistic D = %6.3f pvalue = %6.4f % stats.kstest(x,norm) KS-statistic D = 0.028 pvalue = 0.3949

However, the standard normal distribution has a variance of 1, while our sample has a variance of 1.29. If we standardize our sample and test it against the normal distribution, then the p-value is again large enough that we cannot reject the hypothesis that the sample came form the normal distribution.
>>> d, pval = stats.kstest((x-x.mean())/x.std(), norm) >>> print KS-statistic D = %6.3f pvalue = %6.4f % (d, pval) KS-statistic D = 0.032 pvalue = 0.2402

1.11. Statistics (scipy.stats)

69

SciPy Reference Guide, Release 0.10.0rc1

Note: The Kolmogorov-Smirnov test assumes that we test against a distribution with given parameters, since in the last case we estimated mean and variance, this assumption is violated, and the distribution of the test statistic on which the p-value is based, is not correct. Tails of the distribution Finally, we can check the upper tail of the distribution. We can use the percent point function ppf, which is the inverse of the cdf function, to obtain the critical values, or, more directly, we can use the inverse of the survival function

>>> crit01, crit05, crit10 = stats.t.ppf([1-0.01, 1-0.05, 1-0.10], 10) >>> print critical values from ppf at 1%%, 5%% and 10%% %8.4f %8.4f %8.4f% (crit01, crit05, crit10) critical values from ppf at 1%, 5% and 10% 2.7638 1.8125 1.3722 >>> print critical values from isf at 1%%, 5%% and 10%% %8.4f %8.4f %8.4f% tuple(stats.t.isf([0.01, critical values from isf at 1%, 5% and 10% 2.7638 1.8125 1.3722 >>> freq01 = np.sum(x>crit01) / float(n) * >>> freq05 = np.sum(x>crit05) / float(n) * >>> freq10 = np.sum(x>crit10) / float(n) * >>> print sample %%-frequency at 1%%, 5%% sample %-frequency at 1%, 5% and 10% tail

100 100 100 and 10%% tail %8.4f %8.4f %8.4f% (freq01, freq05, freq10) 1.4000 5.8000 10.5000

In all three cases, our sample has more weight in the top tail than the underlying distribution. We can briey check a larger sample to see if we get a closer match. In this case the empirical frequency is quite close to the theoretical probability, but if we repeat this several times the uctuations are still pretty large.
>>> freq05l = np.sum(stats.t.rvs(10, size=10000) > crit05) / 10000.0 * 100 >>> print larger sample %%-frequency at 5%% tail %8.4f% freq05l larger sample %-frequency at 5% tail 4.8000

We can also compare it with the tail of the normal distribution, which has less weight in the tails:
>>> print tail prob. of normal at 1%%, 5%% and 10%% %8.4f %8.4f %8.4f% \ ... tuple(stats.norm.sf([crit01, crit05, crit10])*100) tail prob. of normal at 1%, 5% and 10% 0.2857 3.4957 8.5003

The chisquare test can be used to test, whether for a nite number of bins, the observed frequencies differ signicantly from the probabilites of the hypothesized distribution.
>>> quantiles = [0.0, 0.01, 0.05, 0.1, 1-0.10, 1-0.05, 1-0.01, 1.0] >>> crit = stats.t.ppf(quantiles, 10) >>> print crit [ -Inf -2.76376946 -1.81246112 -1.37218364 1.37218364 1.81246112 2.76376946 Inf] >>> n_sample = x.size >>> freqcount = np.histogram(x, bins=crit)[0] >>> tprob = np.diff(quantiles) >>> nprob = np.diff(stats.norm.cdf(crit)) >>> tch, tpval = stats.chisquare(freqcount, tprob*n_sample) >>> nch, npval = stats.chisquare(freqcount, nprob*n_sample) >>> print chisquare for t: chi2 = %6.3f pvalue = %6.4f % (tch, tpval) chisquare for t: chi2 = 2.300 pvalue = 0.8901 >>> print chisquare for normal: chi2 = %6.3f pvalue = %6.4f % (nch, npval) chisquare for normal: chi2 = 64.605 pvalue = 0.0000

We see that the standard normal distribution is clearly rejected while the standard t-distribution cannot be rejected. Since the variance of our sample differs from both standard distribution, we can again redo the test taking the estimate for scale and location into account.

70

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The t method of the distributions can be used to estimate the parameters of the distribution, and the test is repeated using probabilites of the estimated distribution.
>>> tdof, tloc, tscale = stats.t.fit(x) >>> nloc, nscale = stats.norm.fit(x) >>> tprob = np.diff(stats.t.cdf(crit, tdof, loc=tloc, scale=tscale)) >>> nprob = np.diff(stats.norm.cdf(crit, loc=nloc, scale=nscale)) >>> tch, tpval = stats.chisquare(freqcount, tprob*n_sample) >>> nch, npval = stats.chisquare(freqcount, nprob*n_sample) >>> print chisquare for t: chi2 = %6.3f pvalue = %6.4f % (tch, tpval) chisquare for t: chi2 = 1.577 pvalue = 0.9542 >>> print chisquare for normal: chi2 = %6.3f pvalue = %6.4f % (nch, npval) chisquare for normal: chi2 = 11.084 pvalue = 0.0858

Taking account of the estimated parameters, we can still reject the hypothesis that our sample came from a normal distribution (at the 5% level), but again, with a p-value of 0.95, we cannot reject the t distribution. Special tests for normal distributions Since the normal distribution is the most common distribution in statistics, there are several additional functions available to test whether a sample could have been drawn from a normal distribution First we can test if skew and kurtosis of our sample differ signicantly from those of a normal distribution:
>>> print normal skewtest teststat = %6.3f pvalue = %6.4f % stats.skewtest(x) normal skewtest teststat = 2.785 pvalue = 0.0054 >>> print normal kurtosistest teststat = %6.3f pvalue = %6.4f % stats.kurtosistest(x) normal kurtosistest teststat = 4.757 pvalue = 0.0000

These two tests are combined in the normality test


>>> print normaltest teststat = %6.3f pvalue = %6.4f % stats.normaltest(x) normaltest teststat = 30.379 pvalue = 0.0000

In all three tests the p-values are very low and we can reject the hypothesis that the our sample has skew and kurtosis of the normal distribution. Since skew and kurtosis of our sample are based on central moments, we get exactly the same results if we test the standardized sample:
>>> print normaltest teststat = %6.3f pvalue = %6.4f % \ ... stats.normaltest((x-x.mean())/x.std()) normaltest teststat = 30.379 pvalue = 0.0000

Because normality is rejected so strongly, we can check whether the normaltest gives reasonable results for other cases:
>>> print normaltest teststat = %6.3f pvalue = %6.4f % stats.normaltest(stats.t.rvs(10, size=100)) normaltest teststat = 4.698 pvalue = 0.0955 >>> print normaltest teststat = %6.3f pvalue = %6.4f % stats.normaltest(stats.norm.rvs(size=1000)) normaltest teststat = 0.613 pvalue = 0.7361

When testing for normality of a small sample of t-distributed observations and a large sample of normal distributed observation, then in neither case can we reject the null hypothesis that the sample comes from a normal distribution. In the rst case this is because the test is not powerful enough to distinguish a t and a normally distributed random variable in a small sample.

1.11. Statistics (scipy.stats)

71

SciPy Reference Guide, Release 0.10.0rc1

1.11.4 Comparing two samples


In the following, we are given two samples, which can come either from the same or from different distribution, and we want to test whether these samples have the same statistical properties. Comparing means Test with sample with identical means:
>>> rvs1 = stats.norm.rvs(loc=5, scale=10, size=500) >>> rvs2 = stats.norm.rvs(loc=5, scale=10, size=500) >>> stats.ttest_ind(rvs1, rvs2) (-0.54890361750888583, 0.5831943748663857)

Test with sample with different means:


>>> rvs3 = stats.norm.rvs(loc=8, scale=10, size=500) >>> stats.ttest_ind(rvs1, rvs3) (-4.5334142901750321, 6.507128186505895e-006)

Kolmogorov-Smirnov test for two samples ks_2samp For the example where both samples are drawn from the same distribution, we cannot reject the null hypothesis since the pvalue is high
>>> stats.ks_2samp(rvs1, rvs2) (0.025999999999999995, 0.99541195173064878)

In the second example, with different location, i.e. means, we can reject the null hypothesis since the pvalue is below 1%
>>> stats.ks_2samp(rvs1, rvs3) (0.11399999999999999, 0.0027132103661283141)

1.12 Multi-dimensional image processing (scipy.ndimage)


1.12.1 Introduction
Image processing and analysis are generally seen as operations on two-dimensional arrays of values. There are however a number of elds where images of higher dimensionality must be analyzed. Good examples of these are medical imaging and biological imaging. numpy is suited very well for this type of applications due its inherent multidimensional nature. The scipy.ndimage packages provides a number of general image processing and analysis functions that are designed to operate with arrays of arbitrary dimensionality. The packages currently includes functions for linear and non-linear ltering, binary morphology, B-spline interpolation, and object measurements.

1.12.2 Properties shared by all functions


All functions share some common properties. Notably, all functions allow the specication of an output array with the output argument. With this argument you can specify an array that will be changed in-place with the result with the operation. In this case the result is not returned. Usually, using the output argument is more efcient, since an existing array is used to store the result.

72

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The type of arrays returned is dependent on the type of operation, but it is in most cases equal to the type of the input. If, however, the output argument is used, the type of the result is equal to the type of the specied output argument. If no output argument is given, it is still possible to specify what the result of the output should be. This is done by simply assigning the desired numpy type object to the output argument. For example:
>>> correlate(np.arange(10), [1, 2.5]) array([ 0, 2, 6, 9, 13, 16, 20, 23, 27, 30]) >>> correlate(np.arange(10), [1, 2.5], output=np.float64) array([ 0. , 2.5, 6. , 9.5, 13. , 16.5, 20. , 23.5,

27. ,

30.5])

1.12.3 Filter functions


The functions described in this section all perform some type of spatial ltering of the the input array: the elements in the output are some function of the values in the neighborhood of the corresponding input element. We refer to this neighborhood of elements as the lter kernel, which is often rectangular in shape but may also have an arbitrary footprint. Many of the functions described below allow you to dene the footprint of the kernel, by passing a mask through the footprint parameter. For example a cross shaped kernel can be dened as follows:
>>> footprint >>> footprint array([[0, 1, [1, 1, [0, 1, = array([[0,1,0],[1,1,1],[0,1,0]]) 0], 1], 0]])

Usually the origin of the kernel is at the center calculated by dividing the dimensions of the kernel shape by two. For instance, the origin of a one-dimensional kernel of length three is at the second element. Take for example the correlation of a one-dimensional array with a lter of length 3 consisting of ones:
>>> a = [0, 0, 0, 1, 0, 0, 0] >>> correlate1d(a, [1, 1, 1]) array([0, 0, 1, 1, 1, 0, 0])

Sometimes it is convenient to choose a different origin for the kernel. For this reason most functions support the origin parameter which gives the origin of the lter relative to its center. For example:
>>> a = [0, 0, 0, 1, 0, 0, 0] >>> correlate1d(a, [1, 1, 1], origin = -1) array([0 1 1 1 0 0 0])

The effect is a shift of the result towards the left. This feature will not be needed very often, but it may be useful especially for lters that have an even size. A good example is the calculation of backward and forward differences:
>>> a = [0, 0, 1, 1, 1, 0, 0] >>> correlate1d(a, [-1, 1]) array([ 0 0 1 0 0 -1 0]) >>> correlate1d(a, [-1, 1], origin = -1) array([ 0 1 0 0 -1 0 0]) # backward difference # forward difference

We could also have calculated the forward difference as follows:


>>> correlate1d(a, [0, -1, 1]) array([ 0 1 0 0 -1 0 0])

However, using the origin parameter instead of a larger kernel is more efcient. For multi-dimensional kernels origin can be a number, in which case the origin is assumed to be equal along all axes, or a sequence giving the origin along each axis.

1.12. Multi-dimensional image processing (scipy.ndimage)

73

SciPy Reference Guide, Release 0.10.0rc1

Since the output elements are a function of elements in the neighborhood of the input elements, the borders of the array need to be dealt with appropriately by providing the values outside the borders. This is done by assuming that the arrays are extended beyond their boundaries according certain boundary conditions. In the functions described below, the boundary conditions can be selected using the mode parameter which must be a string with the name of the boundary condition. Following boundary conditions are currently supported: nearest wrap reect constant Use the value at the boundary Periodically replicate the array Reect the array at the boundary Use a constant value, default is 0.0 [1 2 3]->[1 1 2 3 3] [1 2 3]->[3 1 2 3 1] [1 2 3]->[1 1 2 3 3] [1 2 3]->[0 1 2 3 0]

The constant mode is special since it needs an additional parameter to specify the constant value that should be used. Note: The easiest way to implement such boundary conditions would be to copy the data to a larger array and extend the data at the borders according to the boundary conditions. For large arrays and large lter kernels, this would be very memory consuming, and the functions described below therefore use a different approach that does not require allocating large temporary buffers. Correlation and convolution The correlate1d function calculates a one-dimensional correlation along the given axis. The lines of the array along the given axis are correlated with the given weights. The weights parameter must be a one-dimensional sequences of numbers. The function correlate implements multi-dimensional correlation of the input array with a given kernel. The convolve1d function calculates a one-dimensional convolution along the given axis. The lines of the array along the given axis are convoluted with the given weights. The weights parameter must be a one-dimensional sequences of numbers. Note: A convolution is essentially a correlation after mirroring the kernel. As a result, the origin parameter behaves differently than in the case of a correlation: the result is shifted in the opposite directions. The function convolve implements multi-dimensional convolution of the input array with a given kernel. Note: A convolution is essentially a correlation after mirroring the kernel. As a result, the origin parameter behaves differently than in the case of a correlation: the results is shifted in the opposite direction. Smoothing lters The gaussian_filter1d function implements a one-dimensional Gaussian lter. The standarddeviation of the Gaussian lter is passed through the parameter sigma. Setting order = 0 corresponds to convolution with a Gaussian kernel. An order of 1, 2, or 3 corresponds to convolution with the rst, second or third derivatives of a Gaussian. Higher order derivatives are not implemented. The gaussian_filter function implements a multi-dimensional Gaussian lter. The standarddeviations of the Gaussian lter along each axis are passed through the parameter sigma as a sequence or numbers. If sigma is not a sequence but a single number, the standard deviation of the lter is equal along all directions. The order of the lter can be specied separately for each axis. An order of 0 corresponds to convolution with a Gaussian kernel. An order of 1, 2, or 3 corresponds to convolution with the rst, second or third derivatives of a Gaussian. Higher order derivatives are not implemented. The order parameter must be a number, to specify the same order for all axes, or a sequence of numbers to specify a different order for each axis. Note: The multi-dimensional lter is implemented as a sequence of one-dimensional Gaussian lters. The intermediate arrays are stored in the same data type as the output. Therefore, for output types with a 74 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

lower precision, the results may be imprecise because intermediate results may be stored with insufcient precision. This can be prevented by specifying a more precise output type. The uniform_filter1d function calculates a one-dimensional uniform lter of the given size along the given axis. The uniform_filter implements a multi-dimensional uniform lter. The sizes of the uniform lter are given for each axis as a sequence of integers by the size parameter. If size is not a sequence, but a single number, the sizes along all axis are assumed to be equal. Note: The multi-dimensional lter is implemented as a sequence of one-dimensional uniform lters. The intermediate arrays are stored in the same data type as the output. Therefore, for output types with a lower precision, the results may be imprecise because intermediate results may be stored with insufcient precision. This can be prevented by specifying a more precise output type. Filters based on order statistics The minimum_filter1d function calculates a one-dimensional minimum lter of given size along the given axis. The maximum_filter1d function calculates a one-dimensional maximum lter of given size along the given axis. The minimum_filter function calculates a multi-dimensional minimum lter. Either the sizes of a rectangular kernel or the footprint of the kernel must be provided. The size parameter, if provided, must be a sequence of sizes or a single number in which case the size of the lter is assumed to be equal along each axis. The footprint, if provided, must be an array that denes the shape of the kernel by its non-zero elements. The maximum_filter function calculates a multi-dimensional maximum lter. Either the sizes of a rectangular kernel or the footprint of the kernel must be provided. The size parameter, if provided, must be a sequence of sizes or a single number in which case the size of the lter is assumed to be equal along each axis. The footprint, if provided, must be an array that denes the shape of the kernel by its non-zero elements. The rank_filter function calculates a multi-dimensional rank lter. The rank may be less then zero, i.e., rank = -1 indicates the largest element. Either the sizes of a rectangular kernel or the footprint of the kernel must be provided. The size parameter, if provided, must be a sequence of sizes or a single number in which case the size of the lter is assumed to be equal along each axis. The footprint, if provided, must be an array that denes the shape of the kernel by its non-zero elements. The percentile_filter function calculates a multi-dimensional percentile lter. The percentile may be less then zero, i.e., percentile = -20 equals percentile = 80. Either the sizes of a rectangular kernel or the footprint of the kernel must be provided. The size parameter, if provided, must be a sequence of sizes or a single number in which case the size of the lter is assumed to be equal along each axis. The footprint, if provided, must be an array that denes the shape of the kernel by its non-zero elements. The median_filter function calculates a multi-dimensional median lter. Either the sizes of a rectangular kernel or the footprint of the kernel must be provided. The size parameter, if provided, must be a sequence of sizes or a single number in which case the size of the lter is assumed to be equal along each axis. The footprint if provided, must be an array that denes the shape of the kernel by its non-zero elements. Derivatives Derivative lters can be constructed in several ways. The function gaussian_filter1d described in Smoothing lters can be used to calculate derivatives along a given axis using the order parameter. Other derivative lters are the

1.12. Multi-dimensional image processing (scipy.ndimage)

75

SciPy Reference Guide, Release 0.10.0rc1

Prewitt and Sobel lters: The prewitt function calculates a derivative along the given axis. The sobel function calculates a derivative along the given axis. The Laplace lter is calculated by the sum of the second derivatives along all axes. Thus, different Laplace lters can be constructed using different second derivative functions. Therefore we provide a general function that takes a function argument to calculate the second derivative along a given direction and to construct the Laplace lter: The function generic_laplace calculates a laplace lter using the function passed through derivative2 to calculate second derivatives. The function derivative2 should have the following signature:
derivative2(input, axis, output, mode, cval, *extra_arguments, **extra_keywords)

It should calculate the second derivative along the dimension axis. If output is not None it should use that for the output and return None, otherwise it should return the result. mode, cval have the usual meaning. The extra_arguments and extra_keywords arguments can be used to pass a tuple of extra arguments and a dictionary of named arguments that are passed to derivative2 at each call. For example:
>>> def d2(input, axis, output, mode, cval): ... return correlate1d(input, [1, -2, 1], axis, output, mode, cval, 0) ... >>> a = zeros((5, 5)) >>> a[2, 2] = 1 >>> generic_laplace(a, d2) array([[ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 1., -4., 1., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.]])

To demonstrate the use of the extra_arguments argument we could do:


>>> def d2(input, axis, output, mode, cval, weights): ... return correlate1d(input, weights, axis, output, mode, cval, 0,) ... >>> a = zeros((5, 5)) >>> a[2, 2] = 1 >>> generic_laplace(a, d2, extra_arguments = ([1, -2, 1],)) array([[ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 1., -4., 1., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.]])

or:
>>> generic_laplace(a, d2, extra_keywords = {weights: [1, -2, 1]}) array([[ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 1., -4., 1., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.]])

The following two functions are implemented using generic_laplace by providing appropriate functions for the second derivative function:

76

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The function laplace calculates the Laplace using discrete differentiation for the second derivative (i.e. convolution with [1, -2, 1]). The function gaussian_laplace calculates the Laplace using gaussian_filter to calculate the second derivatives. The standard-deviations of the Gaussian lter along each axis are passed through the parameter sigma as a sequence or numbers. If sigma is not a sequence but a single number, the standard deviation of the lter is equal along all directions. The gradient magnitude is dened as the square root of the sum of the squares of the gradients in all directions. Similar to the generic Laplace function there is a generic_gradient_magnitude function that calculated the gradient magnitude of an array: The function generic_gradient_magnitude calculates a gradient magnitude using the function passed through derivative to calculate rst derivatives. The function derivative should have the following signature:
derivative(input, axis, output, mode, cval, *extra_arguments, **extra_keywords)

It should calculate the derivative along the dimension axis. If output is not None it should use that for the output and return None, otherwise it should return the result. mode, cval have the usual meaning. The extra_arguments and extra_keywords arguments can be used to pass a tuple of extra arguments and a dictionary of named arguments that are passed to derivative at each call. For example, the sobel function ts the required signature:
>>> a = zeros((5, 5)) >>> a[2, 2] = 1 >>> generic_gradient_magnitude(a, sobel) array([[ 0. , 0. , 0. [ 0. , 1.41421356, 2. [ 0. , 2. , 0. [ 0. , 1.41421356, 2. [ 0. , 0. , 0.

, , , , ,

0. , 1.41421356, 2. , 1.41421356, 0. ,

0. 0. 0. 0. 0.

], ], ], ], ]])

See the documentation of generic_laplace for examples of using the extra_arguments and extra_keywords arguments. The sobel and prewitt functions t the required signature and can therefore directly be used with generic_gradient_magnitude. The following function implements the gradient magnitude using Gaussian derivatives: The function gaussian_gradient_magnitude calculates the gradient magnitude using gaussian_filter to calculate the rst derivatives. The standard-deviations of the Gaussian lter along each axis are passed through the parameter sigma as a sequence or numbers. If sigma is not a sequence but a single number, the standard deviation of the lter is equal along all directions. Generic lter functions To implement lter functions, generic functions can be used that accept a callable object that implements the ltering operation. The iteration over the input and output arrays is handled by these generic functions, along with such details as the implementation of the boundary conditions. Only a callable object implementing a callback function that does the actual ltering work must be provided. The callback function can also be written in C and passed using a PyCObject (see Extending ndimage in C for more information). The generic_filter1d function implements a generic one-dimensional lter function, where the actual ltering operation must be supplied as a python function (or other callable object). The generic_filter1d function iterates over the lines of an array and calls function at each line. The arguments that are passed to function are one-dimensional arrays of the tFloat64 type. The

1.12. Multi-dimensional image processing (scipy.ndimage)

77

SciPy Reference Guide, Release 0.10.0rc1

rst contains the values of the current line. It is extended at the beginning end the end, according to the lter_size and origin arguments. The second array should be modied in-place to provide the output values of the line. For example consider a correlation along one dimension:
>>> a = arange(12).reshape(3,4) >>> correlate1d(a, [1, 2, 3]) array([[ 3, 8, 14, 17], [27, 32, 38, 41], [51, 56, 62, 65]])

The same operation can be implemented using generic_filter1d as follows:


>>> def fnc(iline, oline): ... oline[...] = iline[:-2] + 2 * iline[1:-1] + 3 * iline[2:] ... >>> generic_filter1d(a, fnc, 3) array([[ 3, 8, 14, 17], [27, 32, 38, 41], [51, 56, 62, 65]])

Here the origin of the kernel was (by default) assumed to be in the middle of the lter of length 3. Therefore, each input line was extended by one value at the beginning and at the end, before the function was called. Optionally extra arguments can be dened and passed to the lter function. The extra_arguments and extra_keywords arguments can be used to pass a tuple of extra arguments and/or a dictionary of named arguments that are passed to derivative at each call. For example, we can pass the parameters of our lter as an argument:
>>> def fnc(iline, oline, a, b): ... oline[...] = iline[:-2] + a * iline[1:-1] + b * iline[2:] ... >>> generic_filter1d(a, fnc, 3, extra_arguments = (2, 3)) array([[ 3, 8, 14, 17], [27, 32, 38, 41], [51, 56, 62, 65]])

or:
>>> generic_filter1d(a, fnc, 3, extra_keywords = {a:2, b:3}) array([[ 3, 8, 14, 17], [27, 32, 38, 41], [51, 56, 62, 65]])

The generic_filter function implements a generic lter function, where the actual ltering operation must be supplied as a python function (or other callable object). The generic_filter function iterates over the array and calls function at each element. The argument of function is a onedimensional array of the tFloat64 type, that contains the values around the current element that are within the footprint of the lter. The function should return a single value that can be converted to a double precision number. For example consider a correlation:
>>> a = arange(12).reshape(3,4) >>> correlate(a, [[1, 0], [0, 3]]) array([[ 0, 3, 7, 11], [12, 15, 19, 23], [28, 31, 35, 39]])

The same operation can be implemented using generic_lter as follows:

78

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> def fnc(buffer): ... return (buffer * array([1, 3])).sum() ... >>> generic_filter(a, fnc, footprint = [[1, 0], [0, 1]]) array([[ 0 3 7 11], [12 15 19 23], [28 31 35 39]])

Here a kernel footprint was specied that contains only two elements. Therefore the lter function receives a buffer of length equal to two, which was multiplied with the proper weights and the result summed. When calling generic_filter, either the sizes of a rectangular kernel or the footprint of the kernel must be provided. The size parameter, if provided, must be a sequence of sizes or a single number in which case the size of the lter is assumed to be equal along each axis. The footprint, if provided, must be an array that denes the shape of the kernel by its non-zero elements. Optionally extra arguments can be dened and passed to the lter function. The extra_arguments and extra_keywords arguments can be used to pass a tuple of extra arguments and/or a dictionary of named arguments that are passed to derivative at each call. For example, we can pass the parameters of our lter as an argument:
>>> def fnc(buffer, weights): ... weights = asarray(weights) ... return (buffer * weights).sum() ... >>> generic_filter(a, fnc, footprint = [[1, 0], [0, 1]], extra_arguments = ([1, 3],)) array([[ 0, 3, 7, 11], [12, 15, 19, 23], [28, 31, 35, 39]])

or:

>>> generic_filter(a, fnc, footprint = [[1, 0], [0, 1]], extra_keywords= {weights: [1, 3]} array([[ 0, 3, 7, 11], [12, 15, 19, 23], [28, 31, 35, 39]])

These functions iterate over the lines or elements starting at the last axis, i.e. the last index changes the fastest. This order of iteration is guaranteed for the case that it is important to adapt the lter depending on spatial location. Here is an example of using a class that implements the lter and keeps track of the current coordinates while iterating. It performs the same lter operation as described above for generic_filter, but additionally prints the current coordinates:
>>> a = arange(12).reshape(3,4) >>> >>> class fnc_class: ... def __init__(self, shape): ... # store the shape: ... self.shape = shape ... # initialize the coordinates: ... self.coordinates = [0] * len(shape) ... ... def filter(self, buffer): ... result = (buffer * array([1, 3])).sum() ... print self.coordinates ... # calculate the next coordinates: ... axes = range(len(self.shape)) ... axes.reverse() ... for jj in axes:

1.12. Multi-dimensional image processing (scipy.ndimage)

79

SciPy Reference Guide, Release 0.10.0rc1

... if self.coordinates[jj] < self.shape[jj] - 1: ... self.coordinates[jj] += 1 ... break ... else: ... self.coordinates[jj] = 0 ... return result ... >>> fnc = fnc_class(shape = (3,4)) >>> generic_filter(a, fnc.filter, footprint = [[1, 0], [0, 1]]) [0, 0] [0, 1] [0, 2] [0, 3] [1, 0] [1, 1] [1, 2] [1, 3] [2, 0] [2, 1] [2, 2] [2, 3] array([[ 0, 3, 7, 11], [12, 15, 19, 23], [28, 31, 35, 39]])

For the generic_filter1d function the same approach works, except that this function does not iterate over the axis that is being ltered. The example for generic_filter1d then becomes this:
>>> >>> >>> ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... >>> >>> [0, [1, a = arange(12).reshape(3,4) class fnc1d_class: def __init__(self, shape, axis = -1): # store the filter axis: self.axis = axis # store the shape: self.shape = shape # initialize the coordinates: self.coordinates = [0] * len(shape) def filter(self, iline, oline): oline[...] = iline[:-2] + 2 * iline[1:-1] + 3 * iline[2:] print self.coordinates # calculate the next coordinates: axes = range(len(self.shape)) # skip the filter axis: del axes[self.axis] axes.reverse() for jj in axes: if self.coordinates[jj] < self.shape[jj] - 1: self.coordinates[jj] += 1 break else: self.coordinates[jj] = 0 fnc = fnc1d_class(shape = (3,4)) generic_filter1d(a, fnc.filter, 3) 0] 0]

80

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

[2, 0] array([[ 3, 8, 14, 17], [27, 32, 38, 41], [51, 56, 62, 65]])

Fourier domain lters The functions described in this section perform ltering operations in the Fourier domain. Thus, the input array of such a function should be compatible with an inverse Fourier transform function, such as the functions from the numpy.fft module. We therefore have to deal with arrays that may be the result of a real or a complex Fourier transform. In the case of a real Fourier transform only half of the of the symmetric complex transform is stored. Additionally, it needs to be known what the length of the axis was that was transformed by the real fft. The functions described here provide a parameter n that in the case of a real transform must be equal to the length of the real transform axis before transformation. If this parameter is less than zero, it is assumed that the input array was the result of a complex Fourier transform. The parameter axis can be used to indicate along which axis the real transform was executed. The fourier_shift function multiplies the input array with the multi-dimensional Fourier transform of a shift operation for the given shift. The shift parameter is a sequences of shifts for each dimension, or a single value for all dimensions. The fourier_gaussian function multiplies the input array with the multi-dimensional Fourier transform of a Gaussian lter with given standard-deviations sigma. The sigma parameter is a sequences of values for each dimension, or a single value for all dimensions. The fourier_uniform function multiplies the input array with the multi-dimensional Fourier transform of a uniform lter with given sizes size. The size parameter is a sequences of values for each dimension, or a single value for all dimensions. The fourier_ellipsoid function multiplies the input array with the multi-dimensional Fourier transform of a elliptically shaped lter with given sizes size. The size parameter is a sequences of values for each dimension, or a single value for all dimensions. This function is only implemented for dimensions 1, 2, and 3.

1.12.4 Interpolation functions


This section describes various interpolation functions that are based on B-spline theory. A good introduction to Bsplines can be found in: M. Unser, Splines: A Perfect Fit for Signal and Image Processing, IEEE Signal Processing Magazine, vol. 16, no. 6, pp. 22-38, November 1999. Spline pre-lters Interpolation using splines of an order larger than 1 requires a pre- ltering step. The interpolation functions described in section Interpolation functions apply pre-ltering by calling spline_filter, but they can be instructed not to do this by setting the prelter keyword equal to False. This is useful if more than one interpolation operation is done on the same array. In this case it is more efcient to do the pre-ltering only once and use a preltered array as the input of the interpolation functions. The following two functions implement the pre-ltering: The spline_filter1d function calculates a one-dimensional spline lter along the given axis. An output array can optionally be provided. The order of the spline must be larger then 1 and less than 6. The spline_filter function calculates a multi-dimensional spline lter. Note: The multi-dimensional lter is implemented as a sequence of one-dimensional spline lters. The intermediate arrays are stored in the same data type as the output. Therefore, if an output with a limited 1.12. Multi-dimensional image processing (scipy.ndimage) 81

SciPy Reference Guide, Release 0.10.0rc1

precision is requested, the results may be imprecise because intermediate results may be stored with insufcient precision. This can be prevented by specifying a output type of high precision. Interpolation functions Following functions all employ spline interpolation to effect some type of geometric transformation of the input array. This requires a mapping of the output coordinates to the input coordinates, and therefore the possibility arises that input values outside the boundaries are needed. This problem is solved in the same way as described in Filter functions for the multi-dimensional lter functions. Therefore these functions all support a mode parameter that determines how the boundaries are handled, and a cval parameter that gives a constant value in case that the constant mode is used. The geometric_transform function applies an arbitrary geometric transform to the input. The given mapping function is called at each point in the output to nd the corresponding coordinates in the input. mapping must be a callable object that accepts a tuple of length equal to the output array rank and returns the corresponding input coordinates as a tuple of length equal to the input array rank. The output shape and output type can optionally be provided. If not given they are equal to the input shape and type. For example:
>>> a = arange(12).reshape(4,3).astype(np.float64) >>> def shift_func(output_coordinates): ... return (output_coordinates[0] - 0.5, output_coordinates[1] - 0.5) ... >>> geometric_transform(a, shift_func) array([[ 0. , 0. , 0. ], [ 0. , 1.3625, 2.7375], [ 0. , 4.8125, 6.1875], [ 0. , 8.2625, 9.6375]])

Optionally extra arguments can be dened and passed to the lter function. The extra_arguments and extra_keywords arguments can be used to pass a tuple of extra arguments and/or a dictionary of named arguments that are passed to derivative at each call. For example, we can pass the shifts in our example as arguments:
>>> def shift_func(output_coordinates, s0, s1): ... return (output_coordinates[0] - s0, output_coordinates[1] - s1) ... >>> geometric_transform(a, shift_func, extra_arguments = (0.5, 0.5)) array([[ 0. , 0. , 0. ], [ 0. , 1.3625, 2.7375], [ 0. , 4.8125, 6.1875], [ 0. , 8.2625, 9.6375]])

or:
>>> geometric_transform(a, array([[ 0. , 0. , [ 0. , 1.3625, [ 0. , 4.8125, [ 0. , 8.2625, shift_func, extra_keywords = {s0: 0.5, s1: 0.5}) 0. ], 2.7375], 6.1875], 9.6375]])

Note: The mapping function can also be written in C and passed using a PyCObject. See Extending ndimage in C for more information. The function map_coordinates applies an arbitrary coordinate transformation using the given array of coordinates. The shape of the output is derived from that of the coordinate array by dropping the rst axis. The parameter coordinates is used to nd for each point in the output the corresponding coordinates in the input. The values of coordinates along the rst axis are the coordinates in the input array at which

82

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

the output value is found. (See also the numarray coordinates function.) Since the coordinates may be non- integer coordinates, the value of the input at these coordinates is determined by spline interpolation of the requested order. Here is an example that interpolates a 2D array at (0.5, 0.5) and (1, 2):
>>> a = arange(12).reshape(4,3).astype(np.float64) >>> a array([[ 0., 1., 2.], [ 3., 4., 5.], [ 6., 7., 8.], [ 9., 10., 11.]]) >>> map_coordinates(a, [[0.5, 2], [0.5, 1]]) array([ 1.3625 7. ])

The affine_transform function applies an afne transformation to the input array. The given transformation matrix and offset are used to nd for each point in the output the corresponding coordinates in the input. The value of the input at the calculated coordinates is determined by spline interpolation of the requested order. The transformation matrix must be two-dimensional or can also be given as a one-dimensional sequence or array. In the latter case, it is assumed that the matrix is diagonal. A more efcient interpolation algorithm is then applied that exploits the separability of the problem. The output shape and output type can optionally be provided. If not given they are equal to the input shape and type. The shift function returns a shifted version of the input, using spline interpolation of the requested order. The zoom function returns a rescaled version of the input, using spline interpolation of the requested order. The rotate function returns the input array rotated in the plane dened by the two axes given by the parameter axes, using spline interpolation of the requested order. The angle must be given in degrees. If reshape is true, then the size of the output array is adapted to contain the rotated input.

1.12.5 Morphology
Binary morphology Binary morphology (need something to put here). The generate_binary_structure functions generates a binary structuring element for use in binary morphology operations. The rank of the structure must be provided. The size of the structure that is returned is equal to three in each direction. The value of each element is equal to one if the square of the Euclidean distance from the element to the center is less or equal to connectivity. For instance, two dimensional 4-connected and 8-connected structures are generated as follows:
>>> generate_binary_structure(2, 1) array([[False, True, False], [ True, True, True], [False, True, False]], dtype=bool) >>> generate_binary_structure(2, 2) array([[ True, True, True], [ True, True, True], [ True, True, True]], dtype=bool)

Most binary morphology functions can be expressed in terms of the basic operations erosion and dilation: The binary_erosion function implements binary erosion of arrays of arbitrary rank with the given structuring element. The origin parameter controls the placement of the structuring element as described in Filter functions. If no structuring element is provided, an element with connectivity equal to one is generated using generate_binary_structure. The border_value parameter gives the value of 1.12. Multi-dimensional image processing (scipy.ndimage) 83

SciPy Reference Guide, Release 0.10.0rc1

the array outside boundaries. The erosion is repeated iterations times. If iterations is less than one, the erosion is repeated until the result does not change anymore. If a mask array is given, only those elements with a true value at the corresponding mask element are modied at each iteration. The binary_dilation function implements binary dilation of arrays of arbitrary rank with the given structuring element. The origin parameter controls the placement of the structuring element as described in Filter functions. If no structuring element is provided, an element with connectivity equal to one is generated using generate_binary_structure. The border_value parameter gives the value of the array outside boundaries. The dilation is repeated iterations times. If iterations is less than one, the dilation is repeated until the result does not change anymore. If a mask array is given, only those elements with a true value at the corresponding mask element are modied at each iteration. Here is an example of using binary_dilation to nd all elements that touch the border, by repeatedly dilating an empty array from the border using the data array as the mask:
>>> struct = array([[0, 1, 0], [1, 1, 1], [0, 1, 0]]) >>> a = array([[1,0,0,0,0], [1,1,0,1,0], [0,0,1,1,0], [0,0,0,0,0]]) >>> a array([[1, 0, 0, 0, 0], [1, 1, 0, 1, 0], [0, 0, 1, 1, 0], [0, 0, 0, 0, 0]]) >>> binary_dilation(zeros(a.shape), struct, -1, a, border_value=1) array([[ True, False, False, False, False], [ True, True, False, False, False], [False, False, False, False, False], [False, False, False, False, False]], dtype=bool)

The binary_erosion and binary_dilation functions both have an iterations parameter which allows the erosion or dilation to be repeated a number of times. Repeating an erosion or a dilation with a given structure n times is equivalent to an erosion or a dilation with a structure that is n-1 times dilated with itself. A function is provided that allows the calculation of a structure that is dilated a number of times with itself: The iterate_structure function returns a structure by dilation of the input structure iteration - 1 times with itself. For instance:
>>> struct = generate_binary_structure(2, 1) >>> struct array([[False, True, False], [ True, True, True], [False, True, False]], dtype=bool) >>> iterate_structure(struct, 2) array([[False, False, True, False, False], [False, True, True, True, False], [ True, True, True, True, True], [False, True, True, True, False], [False, False, True, False, False]], dtype=bool)

If the origin of the original structure is equal to 0, then it is also equal to 0 for the iterated structure. If not, the origin must also be adapted if the equivalent of the iterations erosions or dilations must be achieved with the iterated structure. The adapted origin is simply obtained by multiplying with the number of iterations. For convenience the iterate_structure also returns the adapted origin if the origin parameter is not None:
>>> iterate_structure(struct, (array([[False, False, True, [False, True, True, [ True, True, True, [False, True, True, 2, -1) False, False], True, False], True, True], True, False],

84

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

[False, False,

True, False, False]], dtype=bool), [-2, -2])

Other morphology operations can be dened in terms of erosion and d dilation. Following functions provide a few of these operations for convenience: The binary_opening function implements binary opening of arrays of arbitrary rank with the given structuring element. Binary opening is equivalent to a binary erosion followed by a binary dilation with the same structuring element. The origin parameter controls the placement of the structuring element as described in Filter functions. If no structuring element is provided, an element with connectivity equal to one is generated using generate_binary_structure. The iterations parameter gives the number of erosions that is performed followed by the same number of dilations. The binary_closing function implements binary closing of arrays of arbitrary rank with the given structuring element. Binary closing is equivalent to a binary dilation followed by a binary erosion with the same structuring element. The origin parameter controls the placement of the structuring element as described in Filter functions. If no structuring element is provided, an element with connectivity equal to one is generated using generate_binary_structure. The iterations parameter gives the number of dilations that is performed followed by the same number of erosions. The binary_fill_holes function is used to close holes in objects in a binary image, where the structure denes the connectivity of the holes. The origin parameter controls the placement of the structuring element as described in Filter functions. If no structuring element is provided, an element with connectivity equal to one is generated using generate_binary_structure. The binary_hit_or_miss function implements a binary hit-or-miss transform of arrays of arbitrary rank with the given structuring elements. The hit-or-miss transform is calculated by erosion of the input with the rst structure, erosion of the logical not of the input with the second structure, followed by the logical and of these two erosions. The origin parameters control the placement of the structuring elements as described in Filter functions. If origin2 equals None it is set equal to the origin1 parameter. If the rst structuring element is not provided, a structuring element with connectivity equal to one is generated using generate_binary_structure, if structure2 is not provided, it is set equal to the logical not of structure1. Grey-scale morphology Grey-scale morphology operations are the equivalents of binary morphology operations that operate on arrays with arbitrary values. Below we describe the grey-scale equivalents of erosion, dilation, opening and closing. These operations are implemented in a similar fashion as the lters described in Filter functions, and we refer to this section for the description of lter kernels and footprints, and the handling of array borders. The grey-scale morphology operations optionally take a structure parameter that gives the values of the structuring element. If this parameter is not given the structuring element is assumed to be at with a value equal to zero. The shape of the structure can optionally be dened by the footprint parameter. If this parameter is not given, the structure is assumed to be rectangular, with sizes equal to the dimensions of the structure array, or by the size parameter if structure is not given. The size parameter is only used if both structure and footprint are not given, in which case the structuring element is assumed to be rectangular and at with the dimensions given by size. The size parameter, if provided, must be a sequence of sizes or a single number in which case the size of the lter is assumed to be equal along each axis. The footprint parameter, if provided, must be an array that denes the shape of the kernel by its non-zero elements. Similar to binary erosion and dilation there are operations for grey-scale erosion and dilation: The grey_erosion function calculates a multi-dimensional grey- scale erosion. The grey_dilation function calculates a multi-dimensional grey- scale dilation. Grey-scale opening and closing operations can be dened similar to their binary counterparts: The grey_opening function implements grey-scale opening of arrays of arbitrary rank. Grey-scale opening is equivalent to a grey-scale erosion followed by a grey-scale dilation. 1.12. Multi-dimensional image processing (scipy.ndimage) 85

SciPy Reference Guide, Release 0.10.0rc1

The grey_closing function implements grey-scale closing of arrays of arbitrary rank. Grey-scale opening is equivalent to a grey-scale dilation followed by a grey-scale erosion. The morphological_gradient function implements a grey-scale morphological gradient of arrays of arbitrary rank. The grey-scale morphological gradient is equal to the difference of a grey-scale dilation and a grey-scale erosion. The morphological_laplace function implements a grey-scale morphological laplace of arrays of arbitrary rank. The grey-scale morphological laplace is equal to the sum of a grey-scale dilation and a grey-scale erosion minus twice the input. The white_tophat function implements a white top-hat lter of arrays of arbitrary rank. The white top-hat is equal to the difference of the input and a grey-scale opening. The black_tophat function implements a black top-hat lter of arrays of arbitrary rank. The black top-hat is equal to the difference of the a grey-scale closing and the input.

1.12.6 Distance transforms


Distance transforms are used to calculate the minimum distance from each element of an object to the background. The following functions implement distance transforms for three different distance metrics: Euclidean, City Block, and Chessboard distances. The function distance_transform_cdt uses a chamfer type algorithm to calculate the distance transform of the input, by replacing each object element (dened by values larger than zero) with the shortest distance to the background (all non-object elements). The structure determines the type of chamfering that is done. If the structure is equal to cityblock a structure is generated using generate_binary_structure with a squared distance equal to 1. If the structure is equal to chessboard, a structure is generated using generate_binary_structure with a squared distance equal to the rank of the array. These choices correspond to the common interpretations of the cityblock and the chessboard distancemetrics in two dimensions. In addition to the distance transform, the feature transform can be calculated. In this case the index of the closest background element is returned along the rst axis of the result. The return_distances, and return_indices ags can be used to indicate if the distance transform, the feature transform, or both must be returned. The distances and indices arguments can be used to give optional output arrays that must be of the correct size and type (both Int32). The basics of the algorithm used to implement this function is described in: G. Borgefors, Distance transformations in arbitrary dimensions., Computer Vision, Graphics, and Image Processing, 27:321345, 1984. The function distance_transform_edt calculates the exact euclidean distance transform of the input, by replacing each object element (dened by values larger than zero) with the shortest euclidean distance to the background (all non-object elements). In addition to the distance transform, the feature transform can be calculated. In this case the index of the closest background element is returned along the rst axis of the result. The return_distances, and return_indices ags can be used to indicate if the distance transform, the feature transform, or both must be returned. Optionally the sampling along each axis can be given by the sampling parameter which should be a sequence of length equal to the input rank, or a single number in which the sampling is assumed to be equal along all axes. The distances and indices arguments can be used to give optional output arrays that must be of the correct size and type (Float64 and Int32).

86

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

The algorithm used to implement this function is described in: C. R. Maurer, Jr., R. Qi, and V. Raghavan, A linear time algorithm for computing exact euclidean distance transforms of binary images in arbitrary dimensions. IEEE Trans. PAMI 25, 265-270, 2003. The function distance_transform_bf uses a brute-force algorithm to calculate the distance transform of the input, by replacing each object element (dened by values larger than zero) with the shortest distance to the background (all non-object elements). The metric must be one of euclidean, cityblock, or chessboard. In addition to the distance transform, the feature transform can be calculated. In this case the index of the closest background element is returned along the rst axis of the result. The return_distances, and return_indices ags can be used to indicate if the distance transform, the feature transform, or both must be returned. Optionally the sampling along each axis can be given by the sampling parameter which should be a sequence of length equal to the input rank, or a single number in which the sampling is assumed to be equal along all axes. This parameter is only used in the case of the euclidean distance transform. The distances and indices arguments can be used to give optional output arrays that must be of the correct size and type (Float64 and Int32). Note: This function uses a slow brute-force algorithm, the function distance_transform_cdt can be used to more efciently calculate cityblock and chessboard distance transforms. The function distance_transform_edt can be used to more efciently calculate the exact euclidean distance transform.

1.12.7 Segmentation and labeling


Segmentation is the process of separating objects of interest from the background. The most simple approach is probably intensity thresholding, which is easily done with numpy functions:
>>> a = array([[1,2,2,1,1,0], ... [0,2,3,1,2,0], ... [1,1,1,3,3,2], ... [1,1,1,1,2,1]]) >>> where(a > 1, 1, 0) array([[0, 1, 1, 0, 0, 0], [0, 1, 1, 0, 1, 0], [0, 0, 0, 1, 1, 1], [0, 0, 0, 0, 1, 0]])

The result is a binary image, in which the individual objects still need to be identied and labeled. The function label generates an array where each object is assigned a unique number: The label function generates an array where the objects in the input are labeled with an integer index. It returns a tuple consisting of the array of object labels and the number of objects found, unless the output parameter is given, in which case only the number of objects is returned. The connectivity of the objects is dened by a structuring element. For instance, in two dimensions using a four-connected structuring element gives:
>>> a = array([[0,1,1,0,0,0],[0,1,1,0,1,0],[0,0,0,1,1,1],[0,0,0,0,1,0]]) >>> s = [[0, 1, 0], [1,1,1], [0,1,0]] >>> label(a, s) (array([[0, 1, 1, 0, 0, 0], [0, 1, 1, 0, 2, 0], [0, 0, 0, 2, 2, 2], [0, 0, 0, 0, 2, 0]]), 2)

1.12. Multi-dimensional image processing (scipy.ndimage)

87

SciPy Reference Guide, Release 0.10.0rc1

These two objects are not connected because there is no way in which we can place the structuring element such that it overlaps with both objects. However, an 8-connected structuring element results in only a single object:
>>> a = array([[0,1,1,0,0,0],[0,1,1,0,1,0],[0,0,0,1,1,1],[0,0,0,0,1,0]]) >>> s = [[1,1,1], [1,1,1], [1,1,1]] >>> label(a, s)[0] array([[0, 1, 1, 0, 0, 0], [0, 1, 1, 0, 1, 0], [0, 0, 0, 1, 1, 1], [0, 0, 0, 0, 1, 0]])

If no structuring element is provided, one is generated by calling generate_binary_structure (see Binary morphology) using a connectivity of one (which in 2D is the 4-connected structure of the rst example). The input can be of any type, any value not equal to zero is taken to be part of an object. This is useful if you need to re-label an array of object indices, for instance after removing unwanted objects. Just apply the label function again to the index array. For instance:
>>> l, n = label([1, 0, 1, 0, 1]) >>> l array([1 0 2 0 3]) >>> l = where(l != 2, l, 0) >>> l array([1 0 0 0 3]) >>> label(l)[0] array([1 0 0 0 2])

Note: The structuring element used by label is assumed to be symmetric. There is a large number of other approaches for segmentation, for instance from an estimation of the borders of the objects that can be obtained for instance by derivative lters. One such an approach is watershed segmentation. The function watershed_ift generates an array where each object is assigned a unique label, from an array that localizes the object borders, generated for instance by a gradient magnitude lter. It uses an array containing initial markers for the objects: The watershed_ift function applies a watershed from markers algorithm, using an Iterative Forest Transform, as described in: P. Felkel, R. Wegenkittl, and M. Bruckschwaiger, Implementation and Complexity of the Watershed-from-Markers Algorithm Computed as a Minimal Cost Forest., Eurographics 2001, pp. C:26-35. The inputs of this function are the array to which the transform is applied, and an array of markers that designate the objects by a unique label, where any non-zero value is a marker. For instance:
>>> input = array([[0, 0, 0, 0, 0, 0, 0], ... [0, 1, 1, 1, 1, 1, 0], ... [0, 1, 0, 0, 0, 1, 0], ... [0, 1, 0, 0, 0, 1, 0], ... [0, 1, 0, 0, 0, 1, 0], ... [0, 1, 1, 1, 1, 1, 0], ... [0, 0, 0, 0, 0, 0, 0]], np.uint8) >>> markers = array([[1, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 2, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0]], np.int8) >>> watershed_ift(input, markers) array([[1, 1, 1, 1, 1, 1, 1],

88

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

[1, [1, [1, [1, [1, [1,

1, 2, 2, 2, 1, 1,

2, 2, 2, 2, 2, 1,

2, 2, 2, 2, 2, 1,

2, 2, 2, 2, 2, 1,

1, 2, 2, 2, 1, 1,

1], 1], 1], 1], 1], 1]], dtype=int8)

Here two markers were used to designate an object (marker = 2) and the background (marker = 1). The order in which these are processed is arbitrary: moving the marker for the background to the lower right corner of the array yields a different result:
>>> markers = array([[0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 2, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 1]], np.int8) >>> watershed_ift(input, markers) array([[1, 1, 1, 1, 1, 1, 1], [1, 1, 1, 1, 1, 1, 1], [1, 1, 2, 2, 2, 1, 1], [1, 1, 2, 2, 2, 1, 1], [1, 1, 2, 2, 2, 1, 1], [1, 1, 1, 1, 1, 1, 1], [1, 1, 1, 1, 1, 1, 1]], dtype=int8)

The result is that the object (marker = 2) is smaller because the second marker was processed earlier. This may not be the desired effect if the rst marker was supposed to designate a background object. Therefore watershed_ift treats markers with a negative value explicitly as background markers and processes them after the normal markers. For instance, replacing the rst marker by a negative marker gives a result similar to the rst example:
>>> markers = array([[0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 2, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, 0], ... [0, 0, 0, 0, 0, 0, -1]], np.int8) >>> watershed_ift(input, markers) array([[-1, -1, -1, -1, -1, -1, -1], [-1, -1, 2, 2, 2, -1, -1], [-1, 2, 2, 2, 2, 2, -1], [-1, 2, 2, 2, 2, 2, -1], [-1, 2, 2, 2, 2, 2, -1], [-1, -1, 2, 2, 2, -1, -1], [-1, -1, -1, -1, -1, -1, -1]], dtype=int8)

The connectivity of the objects is dened by a structuring element. If no structuring element is provided, one is generated by calling generate_binary_structure (see Binary morphology) using a connectivity of one (which in 2D is a 4-connected structure.) For example, using an 8-connected structure with the last example yields a different object:
>>> watershed_ift(input, markers, ... structure = [[1,1,1], [1,1,1], [1,1,1]]) array([[-1, -1, -1, -1, -1, -1, -1], [-1, 2, 2, 2, 2, 2, -1],

1.12. Multi-dimensional image processing (scipy.ndimage)

89

SciPy Reference Guide, Release 0.10.0rc1

[-1, 2, 2, 2, 2, 2, [-1, 2, 2, 2, 2, 2, [-1, 2, 2, 2, 2, 2, [-1, 2, 2, 2, 2, 2, [-1, -1, -1, -1, -1, -1,

-1], -1], -1], -1], -1]], dtype=int8)

Note: The implementation of watershed_ift limits the data types of the input to UInt8 and UInt16.

1.12.8 Object measurements


Given an array of labeled objects, the properties of the individual objects can be measured. The find_objects function can be used to generate a list of slices that for each object, give the smallest sub-array that fully contains the object: The find_objects function nds all objects in a labeled array and returns a list of slices that correspond to the smallest regions in the array that contains the object. For instance:
>>> a = array([[0,1,1,0,0,0],[0,1,1,0,1,0],[0,0,0,1,1,1],[0,0,0,0,1,0]]) >>> l, n = label(a) >>> f = find_objects(l) >>> a[f[0]] array([[1 1], [1 1]]) >>> a[f[1]] array([[0, 1, 0], [1, 1, 1], [0, 1, 0]])

find_objects returns slices for all objects, unless the max_label parameter is larger then zero, in which case only the rst max_label objects are returned. If an index is missing in the label array, None is return instead of a slice. For example:
>>> find_objects([1, 0, 3, 4], max_label = 3) [(slice(0, 1, None),), None, (slice(2, 3, None),)]

The list of slices generated by find_objects is useful to nd the position and dimensions of the objects in the array, but can also be used to perform measurements on the individual objects. Say we want to nd the sum of the intensities of an object in image:
>>> >>> >>> >>> image = arange(4 * 6).reshape(4, 6) mask = array([[0,1,1,0,0,0],[0,1,1,0,1,0],[0,0,0,1,1,1],[0,0,0,0,1,0]]) labels = label(mask)[0] slices = find_objects(labels)

Then we can calculate the sum of the elements in the second object:
>>> where(labels[slices[1]] == 2, image[slices[1]], 0).sum() 80

That is however not particularly efcient, and may also be more complicated for other types of measurements. Therefore a few measurements functions are dened that accept the array of object labels and the index of the object to be measured. For instance calculating the sum of the intensities can be done by:
>>> sum(image, labels, 2) 80

For large arrays and small objects it is more efcient to call the measurement functions after slicing the array:

90

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> sum(image[slices[1]], labels[slices[1]], 2) 80

Alternatively, we can do the measurements for a number of labels with a single function call, returning a list of results. For instance, to measure the sum of the values of the background and the second object in our example we give a list of labels:
>>> sum(image, labels, [0, 2]) array([178.0, 80.0])

The measurement functions described below all support the index parameter to indicate which object(s) should be measured. The default value of index is None. This indicates that all elements where the label is larger than zero should be treated as a single object and measured. Thus, in this case the labels array is treated as a mask dened by the elements that are larger than zero. If index is a number or a sequence of numbers it gives the labels of the objects that are measured. If index is a sequence, a list of the results is returned. Functions that return more than one result, return their result as a tuple if index is a single number, or as a tuple of lists, if index is a sequence. The sum function calculates the sum of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The mean function calculates the mean of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The variance function calculates the variance of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The standard_deviation function calculates the standard deviation of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The minimum function calculates the minimum of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The maximum function calculates the maximum of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The minimum_position function calculates the position of the minimum of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The maximum_position function calculates the position of the maximum of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The extrema function calculates the minimum, the maximum, and their positions, of the elements of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The result is a tuple giving the minimum, the maximum, the position of the minimum and the postition of the maximum. The result is the same as a tuple formed by the results of the functions minimum, maximum, minimum_position, and maximum_position that are described above.

1.12. Multi-dimensional image processing (scipy.ndimage)

91

SciPy Reference Guide, Release 0.10.0rc1

The center_of_mass function calculates the center of mass of the of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. The histogram function calculates a histogram of the of the object with label(s) given by index, using the labels array for the object labels. If index is None, all elements with a non-zero label value are treated as a single object. If label is None, all elements of input are used in the calculation. Histograms are dened by their minimum (min), maximum (max) and the number of bins (bins). They are returned as one-dimensional arrays of type Int32.

1.12.9 Extending ndimage in C


A few functions in the scipy.ndimage take a call-back argument. This can be a python function, but also a PyCObject containing a pointer to a C function. To use this feature, you must write your own C extension that denes the function, and dene a Python function that returns a PyCObject containing a pointer to this function. An example of a function that supports this is geometric_transform (see Interpolation functions). You can pass it a python callable object that denes a mapping from all output coordinates to corresponding coordinates in the input array. This mapping function can also be a C function, which generally will be much more efcient, since the overhead of calling a python function at each element is avoided. For example to implement a simple shift function we dene the following function:
static int _shift_function(int *output_coordinates, double* input_coordinates, int output_rank, int input_rank, void *callback_data) { int ii; /* get the shift from the callback data pointer: */ double shift = *(double*)callback_data; /* calculate the coordinates: */ for(ii = 0; ii < irank; ii++) icoor[ii] = ocoor[ii] - shift; /* return OK status: */ return 1; }

This function is called at every element of the output array, passing the current coordinates in the output_coordinates array. On return, the input_coordinates array must contain the coordinates at which the input is interpolated. The ranks of the input and output array are passed through output_rank and input_rank. The value of the shift is passed through the callback_data argument, which is a pointer to void. The function returns an error status, in this case always 1, since no error can occur. A pointer to this function and a pointer to the shift value must be passed to geometric_transform. Both are passed by a single PyCObject which is created by the following python extension function:
static PyObject * py_shift_function(PyObject *obj, PyObject *args) { double shift = 0.0; if (!PyArg_ParseTuple(args, "d", &shift)) { PyErr_SetString(PyExc_RuntimeError, "invalid parameters"); return NULL; } else { /* assign the shift to a dynamically allocated location: */ double *cdata = (double*)malloc(sizeof(double)); *cdata = shift; /* wrap function and callback_data in a CObject: */

92

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

return PyCObject_FromVoidPtrAndDesc(_shift_function, cdata, _destructor); } }

The value of the shift is obtained and then assigned to a dynamically allocated memory location. Both this data pointer and the function pointer are then wrapped in a PyCObject, which is returned. Additionally, a pointer to a destructor function is given, that will free the memory we allocated for the shift value when the PyCObject is destroyed. This destructor is very simple:
static void _destructor(void* cobject, void *cdata) { if (cdata) free(cdata); }

To use these functions, an extension module is built:


static PyMethodDef methods[] = { {"shift_function", (PyCFunction)py_shift_function, METH_VARARGS, ""}, {NULL, NULL, 0, NULL} }; void initexample(void) { Py_InitModule("example", methods); }

This extension can then be used in Python, for example:


>>> import example >>> array = arange(12).reshape=(4, 3).astype(np.float64) >>> fnc = example.shift_function(0.5) >>> geometric_transform(array, fnc) array([[ 0. 0. 0. ], [ 0. 1.3625 2.7375], [ 0. 4.8125 6.1875], [ 0. 8.2625 9.6375]])

C callback functions for use with ndimage functions must all be written according to this scheme. The next section lists the ndimage functions that acccept a C callback function and gives the prototype of the callback function.

1.12.10 Functions that support C callback functions


The ndimage functions that support C callback functions are described here. Obviously, the prototype of the function that is provided to these functions must match exactly that what they expect. Therefore we give here the prototypes of the callback functions. All these callback functions accept a void callback_data pointer that must be wrapped in a PyCObject using the Python PyCObject_FromVoidPtrAndDesc function, which can also accept a pointer to a destructor function to free any memory allocated for callback_data. If callback_data is not needed, PyCObject_FromVoidPtr may be used instead. The callback functions must return an integer error status that is equal to zero if something went wrong, or 1 otherwise. If an error occurs, you should normally set the python error status with an informative message before returning, otherwise, a default error message is set by the calling function. The function generic_filter (see Generic lter functions) accepts a callback function with the following prototype:

1.12. Multi-dimensional image processing (scipy.ndimage)

93

SciPy Reference Guide, Release 0.10.0rc1

The calling function iterates over the elements of the input and output arrays, calling the callback function at each element. The elements within the footprint of the lter at the current element are passed through the buffer parameter, and the number of elements within the footprint through lter_size. The calculated valued should be returned in the return_value argument. The function generic_filter1d (see Generic lter functions) accepts a callback function with the following prototype: The calling function iterates over the lines of the input and output arrays, calling the callback function at each line. The current line is extended according to the border conditions set by the calling function, and the result is copied into the array that is passed through the input_line array. The length of the input line (after extension) is passed through input_length. The callback function should apply the 1D lter and store the result in the array passed through output_line. The length of the output line is passed through output_length. The function geometric_transform (see Interpolation functions) expects a function with the following prototype: The calling function iterates over the elements of the output array, calling the callback function at each element. The coordinates of the current output element are passed through output_coordinates. The callback function must return the coordinates at which the input must be interpolated in input_coordinates. The rank of the input and output arrays are given by input_rank and output_rank respectively.

1.13 File IO (scipy.io)


See Also: numpy-reference.routines.io (in numpy)

1.13.1 MATLAB les


loadmat(le_name, **kwargs[, mdict, appendmat]) savemat(le_name, mdict[, appendmat, ...]) Getting started:
>>> import scipy.io as sio

Load MATLAB le Save a dictionary of names and arrays into a MATLAB-style .mat le.

If you are using IPython, try tab completing on sio. Youll nd:
sio.loadmat sio.savemat

These are the high-level functions you will most likely use. Youll also nd:
sio.matlab

This is the package from which loadmat and savemat are imported. Within sio.matlab, you will nd the mio module - containing the machinery that loadmat and savemat use. From time to time you may nd yourself re-using this machinery.

94

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

How do I start? You may have a .mat le that you want to read into Scipy. Or, you want to pass some variables from Scipy / Numpy into MATLAB. To save us using a MATLAB license, lets start in Octave. Octave has MATLAB-compatible save / load functions. Start Octave (octave at the command line for me):
octave:1> a = 1:12 a = 1 2 3 4 5 6 7 8 9 10 11 12

octave:2> a = reshape(a, [1 3 4]) a = ans(:,:,1) = 1 2 3

ans(:,:,2) = 4 5 6

ans(:,:,3) = 7 8 9

ans(:,:,4) = 10 11 12

octave:3> save -6 octave_a.mat a % MATLAB 6 compatible octave:4> ls octave_a.mat octave_a.mat

Now, to Python:
>>> mat_contents = sio.loadmat(octave_a.mat) >>> print mat_contents {a: array([[[ 1., 4., 7., 10.], [ 2., 5., 8., 11.], [ 3., 6., 9., 12.]]]), __version__: 1.0, __header__: MATLAB 5.0 MAT-file, written by Octave 3.2.3, 2010-05-30 02:13:40 UTC, __globals__: []} >>> oct_a = mat_contents[a] >>> print oct_a [[[ 1. 4. 7. 10.] [ 2. 5. 8. 11.] [ 3. 6. 9. 12.]]] >>> print oct_a.shape (1, 3, 4)

Now lets try the other way round:

1.13. File IO (scipy.io)

95

SciPy Reference Guide, Release 0.10.0rc1

>>> import numpy as np >>> vect = np.arange(10) >>> print vect.shape (10,) >>> sio.savemat(np_vector.mat, {vect:vect}) /Users/mb312/usr/local/lib/python2.6/site-packages/scipy/io/matlab/mio.py:196: FutureWarning

oned_as=oned_as) Then back to Octave:


octave:5> load np_vector.mat octave:6> vect vect = 0 1 2 3 4 5 6 7 8 9 octave:7> size(vect) ans = 10 1

Note the deprecation warning. The oned_as keyword determines the way in which one-dimensional vectors are stored. In the future, this will default to row instead of column:
>>> sio.savemat(np_vector.mat, {vect:vect}, oned_as=row)

We can load this in Octave or MATLAB:


octave:8> load np_vector.mat octave:9> vect vect = 0 1 2 3 4 5 6 7 8 9

octave:10> size(vect) ans = 1 10

MATLAB structs MATLAB structs are a little bit like Python dicts, except the eld names must be strings. Any MATLAB object can be a value of a eld. As for all objects in MATLAB, structs are in fact arrays of structs, where a single struct is an array of shape (1, 1).
octave:11> my_struct = struct(field1, 1, field2, 2) my_struct = {

96

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

field1 = field2 = }

1 2

octave:12> save -6 octave_struct.mat my_struct

We can load this in Python:


>>> mat_contents = sio.loadmat(octave_struct.mat) >>> print mat_contents {my_struct: array([[([[1.0]], [[2.0]])]], dtype=[(field1, |O8), (field2, |O8)]), __version__: 1.0, __header__: MATLAB 5.0 >>> oct_struct = mat_contents[my_struct] >>> print oct_struct.shape (1, 1) >>> val = oct_struct[0,0] >>> print val ([[1.0]], [[2.0]]) >>> print val[field1] [[ 1.]] >>> print val[field2] [[ 2.]] >>> print val.dtype [(field1, |O8), (field2, |O8)]

In this version of Scipy (0.8.0), MATLAB structs come back as numpy structured arrays, with elds named for the struct elds. You can see the eld names in the dtype output above. Note also:
>>> val = oct_struct[0,0]

and:
octave:13> size(my_struct) ans = 1 1

So, in MATLAB, the struct array must be at least 2D, and we replicate that when we read into Scipy. If you want all length 1 dimensions squeezed out, try this:
>>> mat_contents = sio.loadmat(octave_struct.mat, squeeze_me=True) >>> oct_struct = mat_contents[my_struct] >>> oct_struct.shape ()

Sometimes, its more convenient to load the MATLAB structs as python objects rather than numpy structured arrarys - it can make the access syntax in python a bit more similar to that in MATLAB. In order to do this, use the struct_as_record=False parameter to loadmat.
>>> mat_contents = sio.loadmat(octave_struct.mat, struct_as_record=False) >>> oct_struct = mat_contents[my_struct] >>> oct_struct[0,0].field1 array([[ 1.]])

struct_as_record=False works nicely with squeeze_me:


>>> mat_contents = sio.loadmat(octave_struct.mat, struct_as_record=False, squeeze_me=True) >>> oct_struct = mat_contents[my_struct] >>> oct_struct.shape # but no - its a scalar Traceback (most recent call last):

1.13. File IO (scipy.io)

97

SciPy Reference Guide, Release 0.10.0rc1

File "<stdin>", line 1, in <module> AttributeError: mat_struct object has no attribute shape >>> print type(oct_struct) <class scipy.io.matlab.mio5_params.mat_struct> >>> print oct_struct.field1 1.0

Saving struct arrays can be done in various ways. One simple method is to use dicts:
>>> a_dict = {field1: 0.5, field2: a string} >>> sio.savemat(saved_struct.mat, {a_dict: a_dict})

loaded as:
octave:21> load saved_struct octave:22> a_dict a_dict = { field2 = a string field1 = 0.50000 }

You can also save structs back again to MATLAB (or Octave in our case) like this:
>>> dt = [(f1, f8), (f2, S10)] >>> arr = np.zeros((2,), dtype=dt) >>> print arr [(0.0, ) (0.0, )] >>> arr[0][f1] = 0.5 >>> arr[0][f2] = python >>> arr[1][f1] = 99 >>> arr[1][f2] = not perl >>> sio.savemat(np_struct_arr.mat, {arr: arr})

MATLAB cell arrays Cell arrays in MATLAB are rather like python lists, in the sense that the elements in the arrays can contain any type of MATLAB object. In fact they are most similar to numpy object arrays, and that is how we load them into numpy.
octave:14> my_cells = {1, [2, 3]} my_cells = { [1,1] = [1,2] = 2 } octave:15> save -6 octave_cells.mat my_cells 3 1

Back to Python:
>>> mat_contents = sio.loadmat(octave_cells.mat) >>> oct_cells = mat_contents[my_cells] >>> print oct_cells.dtype object

98

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

>>> val = oct_cells[0,0] >>> print val [[ 1.]] >>> print val.dtype float64

Saving to a MATLAB cell array just involves making a numpy object array:
>>> obj_arr = np.zeros((2,), dtype=np.object) >>> obj_arr[0] = 1 >>> obj_arr[1] = a string >>> print obj_arr [1 a string] >>> sio.savemat(np_cells.mat, {obj_arr:obj_arr}) octave:16> load np_cells.mat octave:17> obj_arr obj_arr = { [1,1] = 1 [2,1] = a string }

1.13.2 IDL les


readsav(le_name[, idict, python_dict, ...]) Read an IDL .sav le

1.13.3 Matrix Market les


mminfo(source) mmread(source) mmwrite(target, a[, comment, eld, precision]) Queries the contents of the Matrix Market le lename to Reads the contents of a Matrix Market le lename into a matrix. Writes the sparse or dense matrix A to a Matrix Market formatted le.

1.13.4 Other
save_as_module([le_name, data]) Save the dictionary data into a module and shelf named save.

1.13.5 Wav sound les (scipy.io.wavfile)


read(le) write(lename, rate, data) Return the sample rate (in samples/sec) and data from a WAV le Write a numpy array as a WAV le

1.13.6 Arff les (scipy.io.arff)


Module to read ARFF les, which are the standard data format for WEKA. ARFF is a text le format which support numerical, string and data values. The format can also represent missing data and sparse data. 1.13. File IO (scipy.io) 99

SciPy Reference Guide, Release 0.10.0rc1

See the WEKA website for more details about arff format and available datasets. Examples
>>> from scipy.io import arff >>> from cStringIO import StringIO >>> content = """ ... @relation foo ... @attribute width numeric ... @attribute height numeric ... @attribute color {red,green,blue,yellow,black} ... @data ... 5.0,3.25,blue ... 4.5,3.75,green ... 3.0,4.00,red ... """ >>> f = StringIO(content) >>> data, meta = arff.loadarff(f) >>> data array([(5.0, 3.25, blue), (4.5, 3.75, green), (3.0, 4.0, red)], dtype=[(width, <f8), (height, <f8), (color, |S6)]) >>> meta Dataset: foo widths type is numeric heights type is numeric colors type is nominal, range is (red, green, blue, yellow, black)

loadarff(f)

Read an arff le.

1.13.7 Netcdf (scipy.io.netcdf)


netcdf_file(lename[, mode, mmap, version]) A le object for NetCDF data.

Allows reading of NetCDF les (version of pupynere package)

1.14 Weave (scipy.weave)


1.14.1 Outline

100

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Contents Weave (scipy.weave) Outline Introduction Requirements Installation Testing * Testing Notes: Benchmarks Inline * More with printf * More examples Binary search Dictionary Sort NumPy cast/copy/transpose wxPython * Keyword Option * Inline Arguments * Distutils keywords Keyword Option Examples Returning Values The issue with locals() A quick look at the code * Technical Details * Passing Variables in/out of the C/C++ code * Type Conversions NumPy Argument Conversion String, List, Tuple, and Dictionary Conversion File Conversion Callable, Instance, and Module Conversion Customizing Conversions * The Catalog Function Storage Catalog search paths and the PYTHONCOMPILED variable Blitz * Requirements * Limitations * NumPy efciency issues: What compilation buys you * The Tools Parser Blitz and NumPy * Type denitions and coersion * Cataloging Compiled Functions * Checking Array Sizes * Creating the Extension Module Extension Modules * A Simple Example * Fibonacci Example Customizing Type Conversions Type Factories Things I wish weave did

1.14. Weave (scipy.weave)

101

SciPy Reference Guide, Release 0.10.0rc1

1.14.2 Introduction
The scipy.weave (below just weave) package provides tools for including C/C++ code within in Python code. This offers both another level of optimization to those who need it, and an easy way to modify and extend any supported extension libraries such as wxPython and hopefully VTK soon. Inlining C/C++ code within Python generally results in speed ups of 1.5x to 30x speed-up over algorithms written in pure Python (However, it is also possible to slow things down...). Generally algorithms that require a large number of calls to the Python API dont benet as much from the conversion to C/C++ as algorithms that have inner loops completely convertable to C. There are three basic ways to use weave. The weave.inline() function executes C code directly within Python, and weave.blitz() translates Python NumPy expressions to C++ for fast execution. blitz() was the original reason weave was built. For those interested in building extension libraries, the ext_tools module provides classes for building extension modules within Python. Most of weaves functionality should work on Windows and Unix, although some of its functionality requires gcc or a similarly modern C++ compiler that handles templates well. Up to now, most testing has been done on Windows 2000 with Microsofts C++ compiler (MSVC) and with gcc (mingw32 2.95.2 and 2.95.3-6). All tests also pass on Linux (RH 7.1 with gcc 2.96), and Ive had reports that it works on Debian also (thanks Pearu). The inline and blitz provide new functionality to Python (although Ive recently learned about the PyInline project which may offer similar functionality to inline). On the other hand, tools for building Python extension modules already exists (SWIG, SIP, pycpp, CXX, and others). As of yet, Im not sure where weave ts in this spectrum. It is closest in avor to CXX in that it makes creating new C/C++ extension modules pretty easy. However, if youre wrapping a gaggle of legacy functions or classes, SWIG and friends are denitely the better choice. weave is set up so that you can customize how Python types are converted to C types in weave. This is great for inline(), but, for wrapping legacy code, it is more exible to specify things the other way around that is how C types map to Python types. This weave does not do. I guess it would be possible to build such a tool on top of weave, but with good tools like SWIG around, Im not sure the effort produces any new capabilities. Things like function overloading are probably easily implemented in weave and it might be easier to mix Python/C code in function calls, but nothing beyond this comes to mind. So, if youre developing new extension modules or optimizing Python functions in C, weave.ext_tools() might be the tool for you. If youre wrapping legacy code, stick with SWIG. The next several sections give the basics of how to use weave. Well discuss whats happening under the covers in more detail later on. Serious users will need to at least look at the type conversion section to understand how Python variables map to C/C++ types and how to customize this behavior. One other note. If you dont know C or C++ then these docs are probably of very little help to you. Further, itd be helpful if you know something about writing Python extensions. weave does quite a bit for you, but for anything complex, youll need to do some conversions, reference counting, etc. Note: weave is actually part of the SciPy package. However, it also works ne as a standalone package (you can install from scipy/weave with python setup.py install). The examples here are given as if it is used as a stand alone package. If you are using from within scipy, you can use from scipy import weave and the examples will work identically.

1.14.3 Requirements
Python I use 2.1.1. Probably 2.0 or higher should work. C++ compiler weave uses distutils to actually build extension modules, so it uses whatever compiler was originally used to build Python. weave itself requires a C++ compiler. If you used a C++ compiler to build Python, your probably ne. On Unix gcc is the preferred choice because Ive done a little testing with it. All testing has been done with gcc, but I expect the majority of compilers should work for inline and ext_tools. The one issue Im not sure 102 Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

about is that Ive hard coded things so that compilations are linked with the stdc++ library. Is this standard across Unix compilers, or is this a gcc-ism? For blitz(), youll need a reasonably recent version of gcc. 2.95.2 works on windows and 2.96 looks ne on Linux. Other versions are likely to work. Its likely that KAIs C++ compiler and maybe some others will work, but I havent tried. My advice is to use gcc for now unless your willing to tinker with the code some. On Windows, either MSVC or gcc (mingw32) should work. Again, youll need gcc for blitz() as the MSVC compiler doesnt handle templates well. I have not tried Cygwin, so please report success if it works for you. NumPy The python NumPy module is required for blitz() to work and for numpy.distutils which is used by weave.

1.14.4 Installation
There are currently two ways to get weave. First, weave is part of SciPy and installed automatically (as a subpackage) whenever SciPy is installed. Second, since weave is useful outside of the scientic community, it has been setup so that it can be used as a stand-alone module. The stand-alone version can be downloaded from here. Instructions for installing should be found there as well. setup.py le to simplify installation.

1.14.5 Testing
Once weave is installed, re up python and run its unit tests.
>>> import weave >>> weave.test() runs long time... spews tons of output and a few warnings . . . .............................................................. ................................................................ .................................................. ---------------------------------------------------------------------Ran 184 tests in 158.418s OK >>>

This takes a while, usually several minutes. On Unix with remote le systems, Ive had it take 15 or so minutes. In the end, it should run about 180 tests and spew some speed results along the way. If you get errors, theyll be reported at the end of the output. Please report errors that you nd. Some tests are known to fail at this point. If you only want to test a single module of the package, you can do this by running test() for that specic module.
>>> import weave.scalar_spec >>> weave.scalar_spec.test() ....... ---------------------------------------------------------------------Ran 7 tests in 23.284s

1.14. Weave (scipy.weave)

103

SciPy Reference Guide, Release 0.10.0rc1

Testing Notes: Windows 1 Ive had some test fail on windows machines where I have msvc, gcc-2.95.2 (in c:gcc-2.95.2), and gcc-2.95.3-6 (in c:gcc) all installed. My environment has c:gcc in the path and does not have c:gcc-2.95.2 in the path. The test process runs very smoothly until the end where several test using gcc fail with cpp0 not found by g++. If I check os.system(gcc -v) before running tests, I get gcc-2.95.3-6. If I check after running tests (and after failure), I get gcc-2.95.2. ??huh??. The os.environ[PATH] still has c:gcc rst in it and is not corrupted (msvc/distutils messes with the environment variables, so we have to undo its work in some places). If anyone else sees this, let me know - - it may just be an quirk on my machine (unlikely). Testing with the gcc- 2.95.2 installation always works. Windows 2 If you run the tests from PythonWin or some other GUI tool, youll get a ton of DOS windows popping up periodically as weave spawns the compiler multiple times. Very annoying. Anyone know how to x this? wxPython wxPython tests are not enabled by default because importing wxPython on a Unix machine without access to a X-term will cause the program to exit. Anyone know of a safe way to detect whether wxPython can be imported and whether a display exists on a machine?

1.14.6 Benchmarks
This section has not been updated from old scipy weave and Numeric.... This section has a few benchmarks thats all people want to see anyway right? These are mostly taken from running les in the weave/example directory and also from the test scripts. Without more information about what the test actually do, their value is limited. Still, their here for the curious. Look at the example scripts for more specics about what problem was actually solved by each run. These examples are run under windows 2000 using Microsoft Visual C++ and python2.1 on a 850 MHz PIII laptop with 320 MB of RAM. Speed up is the improvement (degredation) factor of weave compared to conventional Python functions. The blitz() comparisons are shown compared to NumPy. Table 1.1: inline and ext_tools Algorithm binary search bonacci (recursive) bonacci (loop) return None map dictionary sort vector quantization Speed up 1.50 82.10 9.17 0.14 1.20 2.54 37.40

Table 1.2: blitz double precision Algorithm a = b + c 512x512 a = b + c + d 512x512 5 pt avg. lter, 2D Image 512x512 Electromagnetics (FDTD) 100x100x100 Speed up 3.05 4.59 9.01 8.61

The benchmarks shown blitz in the best possible light. NumPy (at least on my machine) is signicantly worse for double precision than it is for single precision calculations. If your interested in single precision results, you can pretty much divide the double precision speed up by 3 and youll be close.

104

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

1.14.7 Inline
inline() compiles and executes C/C++ code on the y. Variables in the local and global Python scope are also available in the C/C++ code. Values are passed to the C/C++ code by assignment much like variables are passed into a standard Python function. Values are returned from the C/C++ code through a special argument called return_val. Also, the contents of mutable objects can be changed within the C/C++ code and the changes remain after the C code exits and returns to Python. (more on this later) Heres a trivial printf example using inline():
>>> import weave >>> a = 1 >>> weave.inline(printf("%d\\n",a);,[a]) 1

In this, its most basic form, inline(c_code, var_list) requires two arguments. c_code is a string of valid C/C++ code. var_list is a list of variable names that are passed from Python into C/C++. Here we have a simple printf statement that writes the Python variable a to the screen. The rst time you run this, there will be a pause while the code is written to a .cpp le, compiled into an extension module, loaded into Python, cataloged for future use, and executed. On windows (850 MHz PIII), this takes about 1.5 seconds when using Microsofts C++ compiler (MSVC) and 6-12 seconds using gcc (mingw32 2.95.2). All subsequent executions of the code will happen very quickly because the code only needs to be compiled once. If you kill and restart the interpreter and then execute the same code fragment again, there will be a much shorter delay in the fractions of seconds range. This is because weave stores a catalog of all previously compiled functions in an on disk cache. When it sees a string that has been compiled, it loads the already compiled module and executes the appropriate function. Note: If you try the printf example in a GUI shell such as IDLE, PythonWin, PyShell, etc., youre unlikely to see the output. This is because the C code is writing to stdout, instead of to the GUI window. This doesnt mean that inline doesnt work in these environments it only means that standard out in C is not the same as the standard out for Python in these cases. Non input/output functions will work as expected. Although effort has been made to reduce the overhead associated with calling inline, it is still less efcient for simple code snippets than using equivalent Python code. The simple printf example is actually slower by 30% or so than using Python print statement. And, it is not difcult to create code fragments that are 8-10 times slower using inline than equivalent Python. However, for more complicated algorithms, the speed up can be worth while anywhwere from 1.5- 30 times faster. Algorithms that have to manipulate Python objects (sorting a list) usually only see a factor of 2 or so improvement. Algorithms that are highly computational or manipulate NumPy arrays can see much larger improvements. The examples/vq.py le shows a factor of 30 or more improvement on the vector quantization algorithm that is used heavily in information theory and classication problems. More with printf MSVC users will actually see a bit of compiler output that distutils does not supress the rst time the code executes:

>>> weave.inline(rprintf("%d\n",a);,[a]) sc_e013937dbc8c647ac62438874e5795131.cpp Creating library C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp \Release\sc_e013937dbc8c647ac62438874e5795131.lib and object C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\sc_e013937dbc8c647ac62438874e 1

Nothing bad is happening, its just a bit annoying. * Anyone know how to turn this off?* This example also demonstrates using raw strings. The r preceeding the code string in the last example denotes that this is a raw string. In raw strings, the backslash character is not interpreted as an escape character, and so it isnt necessary to use a double backslash to indicate that the n is meant to be interpreted in the C printf statement

1.14. Weave (scipy.weave)

105

SciPy Reference Guide, Release 0.10.0rc1

instead of by Python. If your C code contains a lot of strings and control characters, raw strings might make things easier. Most of the time, however, standard strings work just as well. The printf statement in these examples is formatted to print out integers. What happens if a is a string? inline will happily, compile a new version of the code to accept strings as input, and execute the code. The result?
>>> a = string >>> weave.inline(rprintf("%d\n",a);,[a]) 32956972

In this case, the result is non-sensical, but also non-fatal. In other situations, it might produce a compile time error because a is required to be an integer at some point in the code, or it could produce a segmentation fault. Its possible to protect against passing inline arguments of the wrong data type by using asserts in Python.
>>> a = string >>> def protected_printf(a): ... assert(type(a) == type(1)) ... weave.inline(rprintf("%d\n",a);,[a]) >>> protected_printf(1) 1 >>> protected_printf(string) AssertError...

For printing strings, the format statement needs to be changed. Also, weave doesnt convert strings to char*. Instead it uses CXX Py::String type, so you have to do a little more work. Here we convert it to a C++ std::string and then ask cor the char* version.
>>> a = string >>> weave.inline(rprintf("%s\n",std::string(a).c_str());,[a]) string

XXX This is a little convoluted. Perhaps strings should convert to std::string objects instead of CXX objects. Or maybe to char*. As in this case, C/C++ code fragments often have to change to accept different types. For the given printing task, however, C++ streams provide a way of a single statement that works for integers and strings. By default, the stream objects live in the std (standard) namespace and thus require the use of std::.
>>> weave.inline(std::cout << a << std::endl;,[a]) 1 >>> a = string >>> weave.inline(std::cout << a << std::endl;,[a]) string

Examples using printf and cout are included in examples/print_example.py. More examples This section shows several more advanced uses of inline. It includes a few algorithms from the Python Cookbook that have been re-written in inline C to improve speed as well as a couple examples using NumPy and wxPython. Binary search Lets look at the example of searching a sorted list of integers for a value. For inspiration, well use Kalle Svenssons binary_search() algorithm from the Python Cookbook. His recipe follows:

106

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

def binary_search(seq, t): min = 0; max = len(seq) - 1 while 1: if max < min: return -1 m = (min + max) / 2 if seq[m] < t: min = m + 1 elif seq[m] > t: max = m - 1 else: return m

This Python version works for arbitrary Python data types. The C version below is specialized to handle integer values. There is a little type checking done in Python to assure that were working with the correct data types before heading into C. The variables seq and t dont need to be declared beacuse weave handles converting and declaring them in the C code. All other temporary variables such as min, max, etc. must be declared it is C after all. Heres the new mixed Python/C function:
def c_int_binary_search(seq,t): # do a little type checking in Python assert(type(t) == type(1)) assert(type(seq) == type([])) # now the C code code = """ #line 29 "binary_search.py" int val, m, min = 0; int max = seq.length() - 1; PyObject *py_val; for(;;) { if (max < min ) { return_val = Py::new_reference_to(Py::Int(-1)); break; } m = (min + max) /2; val = py_to_int(PyList_GetItem(seq.ptr(),m),"val"); if (val < t) min = m + 1; else if (val > t) max = m - 1; else { return_val = Py::new_reference_to(Py::Int(m)); break; } } """ return inline(code,[seq,t])

We have two variables seq and t passed in. t is guaranteed (by the assert) to be an integer. Python integers are converted to C int types in the transition from Python to C. seq is a Python list. By default, it is translated to a CXX list object. Full documentation for the CXX library can be found at its website. The basics are that the CXX provides C++ class equivalents for Python objects that simplify, or at least object orientify, working with Python objects in C/C++. For example, seq.length() returns the length of the list. A little more about CXX and its class methods, etc. is in the ** type conversions ** section.

1.14. Weave (scipy.weave)

107

SciPy Reference Guide, Release 0.10.0rc1

Note: CXX uses templates and therefore may be a little less portable than another alternative by Gordan McMillan called SCXX which was inspired by CXX. It doesnt use templates so it should compile faster and be more portable. SCXX has a few less features, but it appears to me that it would mesh with the needs of weave quite well. Hopefully xxx_spec les will be written for SCXX in the future, and well be able to compare on a more empirical basis. Both sets of spec les will probably stick around, it just a question of which becomes the default. Most of the algorithm above looks similar in C to the original Python code. There are two main differences. The rst is the setting of return_val instead of directly returning from the C code with a return statement. return_val is an automatically dened variable of type PyObject* that is returned from the C code back to Python. Youll have to handle reference counting issues when setting this variable. In this example, CXX classes and functions handle the dirty work. All CXX functions and classes live in the namespace Py::. The following code converts the integer m to a CXX Int() object and then to a PyObject* with an incremented reference count using Py::new_reference_to().
return_val = Py::new_reference_to(Py::Int(m));

The second big differences shows up in the retrieval of integer values from the Python list. The simple Python seq[i] call balloons into a C Python API call to grab the value out of the list and then a separate call to py_to_int() that converts the PyObject* to an integer. py_to_int() includes both a NULL cheack and a PyInt_Check() call as well as the conversion call. If either of the checks fail, an exception is raised. The entire C++ code block is executed with in a try/catch block that handles exceptions much like Python does. This removes the need for most error checking code. It is worth note that CXX lists do have indexing operators that result in code that looks much like Python. However, the overhead in using them appears to be relatively high, so the standard Python API was used on the seq.ptr() which is the underlying PyObject* of the List object. The #line directive that is the rst line of the C code block isnt necessary, but its nice for debugging. If the compilation fails because of the syntax error in the code, the error will be reported as an error in the Python le binary_search.py with an offset from the given line number (29 here). So what was all our effort worth in terms of efciency? Well not a lot in this case. The examples/binary_search.py le runs both Python and C versions of the functions As well as using the standard bisect module. If we run it on a 1 million element list and run the search 3000 times (for 0- 2999), here are the results we get:
C:\home\ej\wrk\scipy\weave\examples> python binary_search.py Binary search for 3000 items in 1000000 length list of integers: speed in python: 0.159999966621 speed of bisect: 0.121000051498 speed up: 1.32 speed in c: 0.110000014305 speed up: 1.45 speed in c(no asserts): 0.0900000333786 speed up: 1.78

So, we get roughly a 50-75% improvement depending on whether we use the Python asserts in our C version. If we move down to searching a 10000 element list, the advantage evaporates. Even smaller lists might result in the Python version being faster. Id like to say that moving to NumPy lists (and getting rid of the GetItem() call) offers a substantial speed up, but my preliminary efforts didnt produce one. I think the log(N) algorithm is to blame. Because the algorithm is nice, there just isnt much time spent computing things, so moving to C isnt that big of a win. If there are ways to reduce conversion overhead of values, this may improve the C/Python speed up. Anyone have other explanations or faster code, please let me know. Dictionary Sort The demo in examples/dict_sort.py is another example from the Python CookBook. This submission, by Alex Martelli, demonstrates how to return the values from a dictionary sorted by their keys:

108

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

def sortedDictValues3(adict): keys = adict.keys() keys.sort() return map(adict.get, keys)

Alex provides 3 algorithms and this is the 3rd and fastest of the set. The C version of this same algorithm follows:
def c_sort(adict): assert(type(adict) == type({})) code = """ #line 21 "dict_sort.py" Py::List keys = adict.keys(); Py::List items(keys.length()); keys.sort(); PyObject* item = NULL; for(int i = 0; i < keys.length();i++) { item = PyList_GET_ITEM(keys.ptr(),i); item = PyDict_GetItem(adict.ptr(),item); Py_XINCREF(item); PyList_SetItem(items.ptr(),i,item); } return_val = Py::new_reference_to(items); """ return inline_tools.inline(code,[adict],verbose=1)

Like the original Python function, the C++ version can handle any Python dictionary regardless of the key/value pair types. It uses CXX objects for the most part to declare python types in C++, but uses Python API calls to manipulate their contents. Again, this choice is made for speed. The C++ version, while more complicated, is about a factor of 2 faster than Python.
C:\home\ej\wrk\scipy\weave\examples> python dict_sort.py Dict sort of 1000 items for 300 iterations: speed in python: 0.319999933243 [0, 1, 2, 3, 4] speed in c: 0.151000022888 speed up: 2.12 [0, 1, 2, 3, 4]

NumPy cast/copy/transpose CastCopyTranspose is a function called quite heavily by Linear Algebra routines in the NumPy library. Its needed in part because of the row-major memory layout of multi-demensional Python (and C) arrays vs. the col-major order of the underlying Fortran algorithms. For small matrices (say 100x100 or less), a signicant portion of the common routines such as LU decompisition or singular value decompostion are spent in this setup routine. This shouldnt happen. Here is the Python version of the function using standard NumPy operations.
def _castCopyAndTranspose(type, array): if a.typecode() == type: cast_array = copy.copy(NumPy.transpose(a)) else: cast_array = copy.copy(NumPy.transpose(a).astype(type)) return cast_array

And the following is a inline C version of the same function:


from weave.blitz_tools import blitz_type_factories from weave import scalar_spec from weave import inline def _cast_copy_transpose(type,a_2d):

1.14. Weave (scipy.weave)

109

SciPy Reference Guide, Release 0.10.0rc1

assert(len(shape(a_2d)) == 2) new_array = zeros(shape(a_2d),type) NumPy_type = scalar_spec.NumPy_to_blitz_type_mapping[type] code = \ """ for(int i = 0;i < _Na_2d[0]; i++) for(int j = 0; j < _Na_2d[1]; j++) new_array(i,j) = (%s) a_2d(j,i); """ % NumPy_type inline(code,[new_array,a_2d], type_factories = blitz_type_factories,compiler=gcc) return new_array

This example uses blitz++ arrays instead of the standard representation of NumPy arrays so that indexing is simplier to write. This is accomplished by passing in the blitz++ type factories to override the standard Python to C++ type conversions. Blitz++ arrays allow you to write clean, fast code, but they also are sloooow to compile (20 seconds or more for this snippet). This is why they arent the default type used for Numeric arrays (and also because most compilers cant compile blitz arrays...). inline() is also forced to use gcc as the compiler because the default compiler on Windows (MSVC) will not compile blitz code. (gcc I think will use the standard compiler on Unix machine instead of explicitly forcing gcc (check this)) Comparisons of the Python vs inline C++ code show a factor of 3 speed up. Also shown are the results of an inplace transpose routine that can be used if the output of the linear algebra routine can overwrite the original matrix (this is often appropriate). This provides another factor of 2 improvement.
#C:\home\ej\wrk\scipy\weave\examples> python cast_copy_transpose.py # Cast/Copy/Transposing (150,150)array 1 times # speed in python: 0.870999932289 # speed in c: 0.25 # speed up: 3.48 # inplace transpose c: 0.129999995232 # speed up: 6.70

wxPython inline knows how to handle wxPython objects. Thats nice in and of itself, but it also demonstrates that the type conversion mechanism is reasonably exible. Chances are, it wont take a ton of effort to support special types you might have. The examples/wx_example.py borrows the scrolled window example from the wxPython demo, accept that it mixes inline C code in the middle of the drawing function.
def DoDrawing(self, dc): red = wxNamedColour("RED"); blue = wxNamedColour("BLUE"); grey_brush = wxLIGHT_GREY_BRUSH; code = \ """ #line 108 "wx_example.py" dc->BeginDrawing(); dc->SetPen(wxPen(*red,4,wxSOLID)); dc->DrawRectangle(5,5,50,50); dc->SetBrush(*grey_brush); dc->SetPen(wxPen(*blue,4,wxSOLID)); dc->DrawRectangle(15, 15, 50, 50); """ inline(code,[dc,red,blue,grey_brush]) dc.SetFont(wxFont(14, wxSWISS, wxNORMAL, wxNORMAL)) dc.SetTextForeground(wxColour(0xFF, 0x20, 0xFF))

110

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

te = dc.GetTextExtent("Hello World") dc.DrawText("Hello World", 60, 65) dc.SetPen(wxPen(wxNamedColour(VIOLET), 4)) dc.DrawLine(5, 65+te[1], 60+te[0], 65+te[1]) ...

Here, some of the Python calls to wx objects were just converted to C++ calls. There isnt any benet, it just demonstrates the capabilities. You might want to use this if you have a computationally intensive loop in your drawing code that you want to speed up. On windows, youll have to use the MSVC compiler if you use the standard wxPython DLLs distributed by Robin Dunn. Thats because MSVC and gcc, while binary compatible in C, are not binary compatible for C++. In fact, its probably best, no matter what platform youre on, to specify that inline use the same compiler that was used to build wxPython to be on the safe side. There isnt currently a way to learn this info from the library you just have to know. Also, at least on the windows platform, youll need to install the wxWindows libraries and link to them. I think there is a way around this, but I havent found it yet I get some linking errors dealing with wxString. One nal note. Youll probably have to tweak weave/wx_spec.py or weave/wx_info.py for your machines conguration to point at the correct directories etc. There. That should sufciently scare people into not even looking at this... :) Keyword Option The basic denition of the inline() function has a slew of optional variables. It also takes keyword arguments that are passed to distutils as compiler options. The following is a formatted cut/paste of the argument section of inlines doc-string. It explains all of the variables. Some examples using various options will follow.
def inline(code,arg_names,local_dict = None, global_dict = None, force = 0, compiler=, verbose = 0, support_code = None, customize=None, type_factories = None, auto_downcast=1, **kw):

inline has quite a few options as listed below. Also, the keyword arguments for distutils extension modules are accepted to specify extra information needed for compiling. Inline Arguments code string. A string of valid C++ code. It should not specify a return statement. Instead it should assign results that need to be returned to Python in the return_val. arg_names list of strings. A list of Python variable names that should be transferred from Python into the C/C++ code. local_dict optional. dictionary. If specied, it is a dictionary of values that should be used as the local scope for the C/C++ code. If local_dict is not specied the local dictionary of the calling function is used. global_dict optional. dictionary. If specied, it is a dictionary of values that should be used as the global scope for the C/C++ code. If global_dict is not specied the global dictionary of the calling function is used. force optional. 0 or 1. default 0. If 1, the C++ code is compiled every time inline is called. This is really only useful for debugging, and probably only useful if youre editing support_code a lot. compiler optional. string. The name of compiler to use when compiling. On windows, it understands msvc and gcc as well as all the compiler names understood by distutils. On Unix, itll only understand the values understoof by distutils. (I should add gcc though to this). On windows, the compiler defaults to the Microsoft C++ compiler. If this isnt available, it looks for mingw32 (the gcc compiler).

1.14. Weave (scipy.weave)

111

SciPy Reference Guide, Release 0.10.0rc1

On Unix, itll probably use the same compiler that was used when compiling Python. Cygwins behavior should be similar. verbose optional. 0,1, or 2. defualt 0. Species how much much information is printed during the compile phase of inlining code. 0 is silent (except on windows with msvc where it still prints some garbage). 1 informs you when compiling starts, nishes, and how long it took. 2 prints out the command lines for the compilation process and can be useful if youre having problems getting code to work. Its handy for nding the name of the .cpp le if you need to examine it. verbose has no affect if the compilation isnt necessary. support_code optional. string. A string of valid C++ code declaring extra code that might be needed by your compiled function. This could be declarations of functions, classes, or structures. customize optional. base_info.custom_info object. An alternative way to speciy support_code, headers, etc. needed by the function see the weave.base_info module for more details. (not sure thisll be used much). type_factories optional. list of type specication factories. These guys are what convert Python data types to C/C++ data types. If youd like to use a different set of type conversions than the default, specify them here. Look in the type conversions section of the main documentation for examples. auto_downcast optional. 0 or 1. default 1. This only affects functions that have Numeric arrays as input variables. Setting this to 1 will cause all oating point values to be cast as oat instead of double if all the NumPy arrays are of type oat. If even one of the arrays has type double or double complex, all variables maintain there standard types. Distutils keywords inline() also accepts a number of distutils keywords for controlling how the code is compiled. The following descriptions have been copied from Greg Wards distutils.extension.Extension class doc- strings for convenience: sources [string] list of source lenames, relative to the distribution root (where the setup script lives), in Unix form (slash- separated) for portability. Source les may be C, C++, SWIG (.i), platform- specic resource les, or whatever else is recognized by the build_ext command as source for a Python extension. Note: The module_path le is always appended to the front of this list include_dirs [string] list of directories to search for C/C++ header les (in Unix form for portability) dene_macros [(name : string, value : string|None)] list of macros to dene; each macro is dened using a 2-tuple, where value is either the string to dene it to or None to dene it without a particular value (equivalent of #dene FOO in source or -DFOO on Unix C compiler command line) undef_macros [string] list of macros to undene explicitly library_dirs [string] list of directories to search for C/C++ libraries at link time libraries [string] list of library names (not lenames or paths) to link against runtime_library_dirs [string] list of directories to search for C/C++ libraries at run time (for shared extensions, this is when the extension is loaded) extra_objects [string] list of extra les to link with (eg. object les not implied by sources, static library that must be explicitly specied, binary resource les, etc.) extra_compile_args [string] any extra platform- and compiler-specic information to use when compiling the source les in sources. For platforms and compilers where command line makes sense, this is typically a list of command-line arguments, but for other platforms it could be anything. extra_link_args [string] any extra platform- and compiler-specic information to use when linking object les together to create the extension (or to create a new static Python interpreter). Similar interpretation as for extra_compile_args. export_symbols [string] list of symbols to be exported from a shared extension. Not used on all platforms, and not generally necessary for Python extensions, which typically export exactly one symbol: init + extension_name. Keyword Option Examples Well walk through several examples here to demonstrate the behavior of inline and also how the various arguments are used. In the simplest (most) cases, code and arg_names are the only arguments that need to be specied. Heres a simple example run on Windows machine that has Microsoft VC++ installed.
>>> from weave import inline >>> a = string >>> code = """ ... int l = a.length(); ... return_val = Py::new_reference_to(Py::Int(l)); ... """ >>> inline(code,[a]) sc_86e98826b65b047ffd2cd5f479c627f12.cpp

112

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Creating library C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\sc_86e98826b65b047ffd2cd5f47 and object C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\sc_86e98826b65b047ff d2cd5f479c627f12.exp 6 >>> inline(code,[a]) 6

When inline is rst run, youll notice that pause and some trash printed to the screen. The trash is acutually part of the compilers output that distutils does not supress. The name of the extension le, sc_bighonkingnumber.cpp, is generated from the md5 check sum of the C/C++ code fragment. On Unix or windows machines with only gcc installed, the trash will not appear. On the second call, the code fragment is not compiled since it already exists, and only the answer is returned. Now kill the interpreter and restart, and run the same code with a different string.
>>> >>> >>> ... ... ... >>> 15 from weave import inline a = a longer string code = """ int l = a.length(); return_val = Py::new_reference_to(Py::Int(l)); """ inline(code,[a])

Notice this time, inline() did not recompile the code because it found the compiled function in the persistent catalog of functions. There is a short pause as it looks up and loads the function, but it is much shorter than compiling would require. You can specify the local and global dictionaries if youd like (much like exec or eval() in Python), but if they arent specied, the expected ones are used i.e. the ones from the function that called inline(). This is accomplished through a little call frame trickery. Here is an example where the local_dict is specied using the same code example from above:
>>> >>> >>> >>> 15 >>> 21 a = a longer string b = an even longer string my_dict = {a:b} inline(code,[a]) inline(code,[a],my_dict)

Everytime, the code is changed, inline does a recompile. However, changing any of the other options in inline does not force a recompile. The force option was added so that one could force a recompile when tinkering with other variables. In practice, it is just as easy to change the code by a single character (like adding a space some place) to force the recompile. Note: It also might be nice to add some methods for purging the cache and on disk catalogs. I use verbose sometimes for debugging. When set to 2, itll output all the information (including the name of the .cpp le) that youd expect from running a make le. This is nice if you need to examine the generated code to see where things are going haywire. Note that error messages from failed compiles are printed to the screen even if verbose is set to 0. The following example demonstrates using gcc instead of the standard msvc compiler on windows using same code fragment as above. Because the example has already been compiled, the force=1 ag is needed to make inline() ignore the previously compiled version and recompile using gcc. The verbose ag is added to show what is printed out:
>>>inline(code,[a],compiler=gcc,verbose=2,force=1) running build_ext

1.14. Weave (scipy.weave)

113

SciPy Reference Guide, Release 0.10.0rc1

building sc_86e98826b65b047ffd2cd5f479c627f13 extension c:\gcc-2.95.2\bin\g++.exe -mno-cygwin -mdll -O2 -w -Wstrict-prototypes -IC: \home\ej\wrk\scipy\weave -IC:\Python21\Include -c C:\DOCUME~1\eric\LOCAL S~1\Temp\python21_compiled\sc_86e98826b65b047ffd2cd5f479c627f13.cpp -o C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\sc_86e98826b65b04ffd2cd5f479c627f13. skipping C:\home\ej\wrk\scipy\weave\CXX\cxxextensions.c (C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\cxxextensions.o up-to-date) skipping C:\home\ej\wrk\scipy\weave\CXX\cxxsupport.cxx (C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\cxxsupport.o up-to-date) skipping C:\home\ej\wrk\scipy\weave\CXX\IndirectPythonInterface.cxx (C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\indirectpythoninterface.o up-to-date) skipping C:\home\ej\wrk\scipy\weave\CXX\cxx_extensions.cxx (C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\cxx_extensions.o up-to-date) writing C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\sc_86e98826b65b047ffd2cd5f479c6 c:\gcc-2.95.2\bin\dllwrap.exe --driver-name g++ -mno-cygwin -mdll -static --output-lib C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\libsc_86e98826b65b047ffd2cd5f479c627f13 C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\sc_86e98826b65b047ffd2cd5f479c627f13.de -sC:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\sc_86e98826b65b047ffd2cd5f479c627f13. C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\cxxextensions.o C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\cxxsupport.o C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\indirectpythoninterface.o C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\temp\Release\cxx_extensions.o -LC:\Python21\libs -lpython21 -o C:\DOCUME~1\eric\LOCALS~1\Temp\python21_compiled\sc_86e98826b65b047ffd2cd5f479c627f13.pyd 15

Thats quite a bit of output. verbose=1 just prints the compile time.
>>>inline(code,[a],compiler=gcc,verbose=1,force=1) Compiling code... finished compiling (sec): 6.00800001621 15

Note: Ive only used the compiler option for switching between msvc and gcc on windows. It may have use on Unix also, but I dont know yet. The support_code argument is likely to be used a lot. It allows you to specify extra code fragments such as function, structure or class denitions that you want to use in the code string. Note that changes to support_code do not force a recompile. The catalog only relies on code (for performance reasons) to determine whether recompiling is necessary. So, if you make a change to support_code, youll need to alter code in some way or use the force argument to get the code to recompile. I usually just add some inocuous whitespace to the end of one of the lines in code somewhere. Heres an example of dening a separate method for calculating the string length:
>>> >>> >>> ... ... ... ... ... ... >>> ... 15 from weave import inline a = a longer string support_code = """ PyObject* length(Py::String a) { int l = a.length(); return Py::new_reference_to(Py::Int(l)); } """ inline("return_val = length(a);",[a], support_code = support_code)

customize is a left over from a previous way of specifying compiler options. It is a custom_info object that can

114

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

specify quite a bit of information about how a le is compiled. These info objects are the standard way of dening compile information for type conversion classes. However, I dont think they are as handy here, especially since weve exposed all the keyword arguments that distutils can handle. Between these keywords, and the support_code option, I think customize may be obsolete. Well see if anyone cares to use it. If not, itll get axed in the next version. The type_factories variable is important to people who want to customize the way arguments are converted from Python to C. Well talk about this in the next chapter xx of this document when we discuss type conversions. auto_downcast handles one of the big type conversion issues that is common when using NumPy arrays in conjunction with Python scalar values. If you have an array of single precision values and multiply that array by a Python scalar, the result is upcast to a double precision array because the scalar value is double precision. This is not usually the desired behavior because it can double your memory usage. auto_downcast goes some distance towards changing the casting precedence of arrays and scalars. If your only using single precision arrays, it will automatically downcast all scalar values from double to single precision when they are passed into the C++ code. This is the default behavior. If you want all values to keep there default type, set auto_downcast to 0. Returning Values Python variables in the local and global scope transfer seemlessly from Python into the C++ snippets. And, if inline were to completely live up to its name, any modications to variables in the C++ code would be reected in the Python variables when control was passed back to Python. For example, the desired behavior would be something like:
# THIS DOES NOT WORK >>> a = 1 >>> weave.inline("a++;",[a]) >>> a 2

Instead you get:


>>> a = 1 >>> weave.inline("a++;",[a]) >>> a 1

Variables are passed into C++ as if you are calling a Python function. Pythons calling convention is sometimes called pass by assignment. This means its as if a c_a = a assignment is made right before inline call is made and the c_a variable is used within the C++ code. Thus, any changes made to c_a are not reected in Pythons a variable. Things do get a little more confusing, however, when looking at variables with mutable types. Changes made in C++ to the contents of mutable types are reected in the Python variables.
>>> >>> >>> [3, a= [1,2] weave.inline("PyList_SetItem(a.ptr(),0,PyInt_FromLong(3));",[a]) print a 2]

So modications to the contents of mutable types in C++ are seen when control is returned to Python. Modications to immutable types such as tuples, strings, and numbers do not alter the Python variables. If you need to make changes to an immutable variable, youll need to assign the new value to the magic variable return_val in C++. This value is returned by the inline() function:
>>> a = 1 >>> a = weave.inline("return_val = Py::new_reference_to(Py::Int(a+1));",[a]) >>> a 2

The return_val variable can also be used to return newly created values. This is possible by returning a tuple. The following trivial example illustrates how this can be done:

1.14. Weave (scipy.weave)

115

SciPy Reference Guide, Release 0.10.0rc1

# python version def multi_return(): return 1, 2nd # C version. def c_multi_return(): code = """ py::tuple results(2); results[0] = 1; results[1] = "2nd"; return_val = results; """ return inline_tools.inline(code)

The example is available in examples/tuple_return.py. It also has the dubious honor of demonstrating how much inline() can slow things down. The C version here is about 7-10 times slower than the Python version. Of course, something so trivial has no reason to be written in C anyway. The issue with locals() inline passes the locals() and globals() dictionaries from Python into the C++ function from the calling function. It extracts the variables that are used in the C++ code from these dictionaries, converts then to C++ variables, and then calculates using them. It seems like it would be trivial, then, after the calculations were nished to then insert the new values back into the locals() and globals() dictionaries so that the modied values were reected in Python. Unfortunately, as pointed out by the Python manual, the locals() dictionary is not writable. I suspect locals() is not writable because there are some optimizations done to speed lookups of the local namespace. Im guessing local lookups dont always look at a dictionary to nd values. Can someone in the know conrm or correct this? Another thing Id like to know is whether there is a way to write to the local namespace of another stack frame from C/C++. If so, it would be possible to have some clean up code in compiled functions that wrote nal values of variables in C++ back to the correct Python stack frame. I think this goes a long way toward making inline truely live up to its name. I dont think well get to the point of creating variables in Python for variables created in C although I suppose with a C/C++ parser you could do that also. A quick look at the code weave generates a C++ le holding an extension function for each inline code snippet. These le names are generated using from the md5 signature of the code snippet and saved to a location specied by the PYTHONCOMPILED environment variable (discussed later). The cpp les are generally about 200-400 lines long and include quite a few functions to support type conversions, etc. However, the actual compiled function is pretty simple. Below is the familiar printf example:
>>> import weave >>> a = 1 >>> weave.inline(printf("%d\\n",a);,[a]) 1

And here is the extension function generated by inline:


static PyObject* compiled_func(PyObject*self, PyObject* args) { py::object return_val; int exception_occured = 0; PyObject *py__locals = NULL; PyObject *py__globals = NULL; PyObject *py_a; py_a = NULL;

116

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

if(!PyArg_ParseTuple(args,"OO:compiled_func",&py__locals,&py__globals)) return NULL; try { PyObject* raw_locals = py_to_raw_dict(py__locals,"_locals"); PyObject* raw_globals = py_to_raw_dict(py__globals,"_globals"); /* argument conversion code */ py_a = get_variable("a",raw_locals,raw_globals); int a = convert_to_int(py_a,"a"); /* inline code */ /* NDARRAY API VERSION 90907 */ printf("%d\n",a); /*I would like to fill in changed locals and globals here...*/ } catch(...) { return_val = py::object(); exception_occured = 1; } /* cleanup code */ if(!(PyObject*)return_val && !exception_occured) { return_val = Py_None; } return return_val.disown(); }

Every inline function takes exactly two arguments the local and global dictionaries for the current scope. All variable values are looked up out of these dictionaries. The lookups, along with all inline code execution, are done within a C++ try block. If the variables arent found, or there is an error converting a Python variable to the appropriate type in C++, an exception is raised. The C++ exception is automatically converted to a Python exception by SCXX and returned to Python. The py_to_int() function illustrates how the conversions and exception handling works. py_to_int rst checks that the given PyObject* pointer is not NULL and is a Python integer. If all is well, it calls the Python API to convert the value to an int. Otherwise, it calls handle_bad_type() which gathers information about what went wrong and then raises a SCXX TypeError which returns to Python as a TypeError.
int py_to_int(PyObject* py_obj,char* name) { if (!py_obj || !PyInt_Check(py_obj)) handle_bad_type(py_obj,"int", name); return (int) PyInt_AsLong(py_obj); } void handle_bad_type(PyObject* py_obj, char* good_type, char* var_name) { char msg[500]; sprintf(msg,"received %s type instead of %s for variable %s", find_type(py_obj),good_type,var_name); throw Py::TypeError(msg); } char* find_type(PyObject* py_obj) { if(py_obj == NULL) return "C NULL value"; if(PyCallable_Check(py_obj)) return "callable"; if(PyString_Check(py_obj)) return "string"; if(PyInt_Check(py_obj)) return "int"; if(PyFloat_Check(py_obj)) return "float"; if(PyDict_Check(py_obj)) return "dict";

1.14. Weave (scipy.weave)

117

SciPy Reference Guide, Release 0.10.0rc1

if(PyList_Check(py_obj)) return "list"; if(PyTuple_Check(py_obj)) return "tuple"; if(PyFile_Check(py_obj)) return "file"; if(PyModule_Check(py_obj)) return "module"; //should probably do more interagation (and thinking) on these. if(PyCallable_Check(py_obj) && PyInstance_Check(py_obj)) return "callable"; if(PyInstance_Check(py_obj)) return "instance"; if(PyCallable_Check(py_obj)) return "callable"; return "unkown type"; }

Since the inline is also executed within the try/catch block, you can use CXX exceptions within your code. It is usually a bad idea to directly return from your code, even if an error occurs. This skips the clean up section of the extension function. In this simple example, there isnt any clean up code, but in more complicated examples, there may be some reference counting that needs to be taken care of here on converted variables. To avoid this, either uses exceptions or set return_val to NULL and use if/thens to skip code after errors. Technical Details There are several main steps to using C/C++ code withing Python: 1. Type conversion 2. Generating C/C++ code 3. Compile the code to an extension module 4. Catalog (and cache) the function for future use Items 1 and 2 above are related, but most easily discussed separately. Type conversions are customizable by the user if needed. Understanding them is pretty important for anything beyond trivial uses of inline. Generating the C/C++ code is handled by ext_function and ext_module classes and . For the most part, compiling the code is handled by distutils. Some customizations were needed, but they were relatively minor and do not require changes to distutils itself. Cataloging is pretty simple in concept, but surprisingly required the most code to implement (and still likely needs some work). So, this section covers items 1 and 4 from the list. Item 2 is covered later in the chapter covering the ext_tools module, and distutils is covered by a completely separate document xxx. Passing Variables in/out of the C/C++ code Note: Passing variables into the C code is pretty straight forward, but there are subtlties to how variable modications in C are returned to Python. see Returning Values for a more thorough discussion of this issue. Type Conversions Note: Maybe xxx_converter instead of xxx_specification is a more descriptive name. Might change in future version? By default, inline() makes the following type conversions between Python and C++ types.

118

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Table 1.3: Default Data Type Conversions Python int oat complex string list dict tuple le callable instance numpy.ndarray wxXXX C++ int double std::complex py::string py::list py::dict py::tuple FILE* py::object py::object PyArrayObject* wxXXX*

The Py:: namespace is dened by the SCXX library which has C++ class equivalents for many Python types. std:: is the namespace of the standard library in C++. Note: I havent gured out how to handle long int yet (I think they are currenlty converted to int - - check this). Hopefully VTK will be added to the list soon Python to C++ conversions ll in code in several locations in the generated inline extension function. Below is the basic template for the function. This is actually the exact code that is generated by calling weave.inline(""). The /* inline code */ section is lled with the code passed to the inline() function call. The /*argument convserion code*/ and /* cleanup code */ sections are lled with code that handles conversion from Python to C++ types and code that deallocates memory or manipulates reference counts before the function returns. The following sections demostrate how these two areas are lled in by the default conversion methods. * Note: Im not sure I have reference counting correct on a few of these. The only thing I increase/decrease the ref count on is NumPy arrays. If you see an issue, please let me know. NumPy Argument Conversion Integer, oating point, and complex arguments are handled in a very similar fashion. Consider the following inline function that has a single integer variable passed in:
>>> a = 1 >>> inline("",[a])

The argument conversion code inserted for a is:


/* argument conversion code */ int a = py_to_int (get_variable("a",raw_locals,raw_globals),"a");

get_variable() reads the variable a from the local and global namespaces. py_to_int() has the following form:
static int py_to_int(PyObject* py_obj,char* name) { if (!py_obj || !PyInt_Check(py_obj)) handle_bad_type(py_obj,"int", name); return (int) PyInt_AsLong(py_obj); }

Similarly, the oat and complex conversion routines look like:

1.14. Weave (scipy.weave)

119

SciPy Reference Guide, Release 0.10.0rc1

static double py_to_float(PyObject* py_obj,char* name) { if (!py_obj || !PyFloat_Check(py_obj)) handle_bad_type(py_obj,"float", name); return PyFloat_AsDouble(py_obj); } static std::complex py_to_complex(PyObject* py_obj,char* name) { if (!py_obj || !PyComplex_Check(py_obj)) handle_bad_type(py_obj,"complex", name); return std::complex(PyComplex_RealAsDouble(py_obj), PyComplex_ImagAsDouble(py_obj)); }

NumPy conversions do not require any clean up code. String, List, Tuple, and Dictionary Conversion Strings, Lists, Tuples and Dictionary conversions are all converted to SCXX types by default. For the following code,
>>> a = [1] >>> inline("",[a])

The argument conversion code inserted for a is:


/* argument conversion code */ Py::List a = py_to_list(get_variable("a",raw_locals,raw_globals),"a");

get_variable() reads the variable a from the local and global namespaces. py_to_list() and its friends has the following form:
static Py::List py_to_list(PyObject* py_obj,char* name) { if (!py_obj || !PyList_Check(py_obj)) handle_bad_type(py_obj,"list", name); return Py::List(py_obj); } static Py::String py_to_string(PyObject* py_obj,char* name) { if (!PyString_Check(py_obj)) handle_bad_type(py_obj,"string", name); return Py::String(py_obj); } static Py::Dict py_to_dict(PyObject* py_obj,char* name) { if (!py_obj || !PyDict_Check(py_obj)) handle_bad_type(py_obj,"dict", name); return Py::Dict(py_obj); } static Py::Tuple py_to_tuple(PyObject* py_obj,char* name) { if (!py_obj || !PyTuple_Check(py_obj)) handle_bad_type(py_obj,"tuple", name); return Py::Tuple(py_obj); }

120

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

SCXX handles reference counts on for strings, lists, tuples, and dictionaries, so clean up code isnt necessary. File Conversion For the following code,
>>> a = open("bob",w) >>> inline("",[a])

The argument conversion code is:


/* argument conversion code */ PyObject* py_a = get_variable("a",raw_locals,raw_globals); FILE* a = py_to_file(py_a,"a");

get_variable() reads the variable a from the local and global namespaces. py_to_file() converts PyObject* to a FILE* and increments the reference count of the PyObject*:
FILE* py_to_file(PyObject* py_obj, char* name) { if (!py_obj || !PyFile_Check(py_obj)) handle_bad_type(py_obj,"file", name); Py_INCREF(py_obj); return PyFile_AsFile(py_obj); }

Because the PyObject* was incremented, the clean up code needs to decrement the counter
/* cleanup code */ Py_XDECREF(py_a);

Its important to understand that le conversion only works on actual les i.e. ones created using the open() command in Python. It does not support converting arbitrary objects that support the le interface into C FILE* pointers. This can affect many things. For example, in initial printf() examples, one might be tempted to solve the problem of C and Python IDEs (PythonWin, PyCrust, etc.) writing to different stdout and stderr by using fprintf() and passing in sys.stdout and sys.stderr. For example, instead of
>>> weave.inline(printf("hello\\n");)

You might try:


>>> buf = sys.stdout >>> weave.inline(fprintf(buf,"hello\\n");,[buf])

This will work as expected from a standard python interpreter, but in PythonWin, the following occurs:
>>> buf = sys.stdout >>> weave.inline(fprintf(buf,"hello\\n");,[buf])

The traceback tells us that inline() was unable to convert buf to a C++ type (If instance conversion was implemented, the error would have occurred at runtime instead). Why is this? Lets look at what the buf object really is:
>>> buf pywin.framework.interact.InteractiveView instance at 00EAD014

PythonWin has reassigned sys.stdout to a special object that implements the Python le interface. This works great in Python, but since the special object doesnt have a FILE* pointer underlying it, fprintf doesnt know what to do with it (well this will be the problem when instance conversion is implemented...).

1.14. Weave (scipy.weave)

121

SciPy Reference Guide, Release 0.10.0rc1

Callable, Instance, and Module Conversion Note: Need to look into how ref counts should be handled. Also, Instance and Module conversion are not currently implemented.
>>> def a(): pass >>> inline("",[a])

Callable and instance variables are converted to PyObject*. Nothing is done to there reference counts.
/* argument conversion code */ PyObject* a = py_to_callable(get_variable("a",raw_locals,raw_globals),"a");

get_variable() reads the variable a from the local and global namespaces. The py_to_callable() and py_to_instance() dont currently increment the ref count.
PyObject* py_to_callable(PyObject* py_obj, char* name) { if (!py_obj || !PyCallable_Check(py_obj)) handle_bad_type(py_obj,"callable", name); return py_obj; } PyObject* py_to_instance(PyObject* py_obj, char* name) { if (!py_obj || !PyFile_Check(py_obj)) handle_bad_type(py_obj,"instance", name); return py_obj; }

There is no cleanup code for callables, modules, or instances. Customizing Conversions Converting from Python to C++ types is handled by xxx_specication classes. A type specication class actually serve in two related but different roles. The rst is in determining whether a Python variable that needs to be converted should be represented by the given class. The second is as a code generator that generate C++ code needed to convert from Python to C++ types for a specic variable. When
>>> a = 1 >>> weave.inline(printf("%d",a);,[a])

is called for the rst time, the code snippet has to be compiled. In this process, the variable a is tested against a list of type specications (the default list is stored in weave/ext_tools.py). The rst specication in the list is used to represent the variable. Examples of xxx_specification are scattered throughout numerous xxx_spec.py les in the weave package. Closely related to the xxx_specification classes are yyy_info classes. These classes contain compiler, header, and support code information necessary for including a certain set of capabilities (such as blitz++ or CXX support) in a compiled module. xxx_specification classes have one or more yyy_info classes associated with them. If youd like to dene your own set of type specications, the current best route is to examine some of the existing spec and info les. Maybe looking over sequence_spec.py and cxx_info.py are a good place to start. After dening specication classes, youll need to pass them into inline using the type_factories argument. A lot of times you may just want to change how a specic variable type is represented. Say youd rather have Python strings converted to std::string or maybe char* instead of using the CXX string object, but would like all other type conversions to have default behavior. This requires that a new specication class that handles strings is written

122

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

and then prepended to a list of the default type specications. Since it is closer to the front of the list, it effectively overrides the default string specication. The following code demonstrates how this is done: ... The Catalog catalog.py has a class called catalog that helps keep track of previously compiled functions. This prevents inline() and related functions from having to compile functions everytime they are called. Instead, catalog will check an in memory cache to see if the function has already been loaded into python. If it hasnt, then it starts searching through persisent catalogs on disk to see if it nds an entry for the given function. By saving information about compiled functions to disk, it isnt necessary to re-compile functions everytime you stop and restart the interpreter. Functions are compiled once and stored for future use. When inline(cpp_code) is called the following things happen: 1. A fast local cache of functions is checked for the last function called for cpp_code. If an entry for cpp_code doesnt exist in the cache or the cached function call fails (perhaps because the function doesnt have compatible types) then the next step is to check the catalog. 2. The catalog class also keeps an in-memory cache with a list of all the functions compiled for cpp_code. If cpp_code has ever been called, then this cache will be present (loaded from disk). If the cache isnt present, then it is loaded from disk. If the cache is present, each function in the cache is called until one is found that was compiled for the correct argument types. If none of the functions work, a new function is compiled with the given argument types. This function is written to the on-disk catalog as well as into the in-memory cache. 3. When a lookup for cpp_code fails, the catalog looks through the on-disk function catalogs for the entries. The PYTHONCOMPILED variable determines where to search for these catalogs and in what order. If PYTHONCOMPILED is not present several platform dependent locations are searched. All functions found for cpp_code in the path are loaded into the in-memory cache with functions found earlier in the search path closer to the front of the call list. If the function isnt found in the on-disk catalog, then the function is compiled, written to the rst writable directory in the PYTHONCOMPILED path, and also loaded into the in-memory cache. Function Storage Function caches are stored as dictionaries where the key is the entire C++ code string and the value is either a single function (as in the level 1 cache) or a list of functions (as in the main catalog cache). On disk catalogs are stored in the same manor using standard Python shelves. Early on, there was a question as to whether md5 check sums of the C++ code strings should be used instead of the actual code strings. I think this is the route inline Perl took. Some (admittedly quick) tests of the md5 vs. the entire string showed that using the entire string was at least a factor of 3 or 4 faster for Python. I think this is because it is more time consuming to compute the md5 value than it is to do look-ups of long strings in the dictionary. Look at the examples/md5_speed.py le for the test run. Catalog search paths and the PYTHONCOMPILED variable The default location for catalog les on Unix is is ~/.pythonXX_compiled where XX is version of Python being used. If this directory doesnt exist, it is created the rst time a catalog is used. The directory must be writable. If, for any reason it isnt, then the catalog attempts to create a directory based on your user id in the /tmp directory. The directory permissions are set so that only you have access to the directory. If this fails, I think youre out of luck. I dont think either of these should ever fail though. On Windows, a directory called pythonXX_compiled is created in the users temporary directory. The actual catalog le that lives in this directory is a Python shelve with a platform specic name such as nt21compiled_catalog so that multiple OSes can share the same le systems without trampling on each other. Along

1.14. Weave (scipy.weave)

123

SciPy Reference Guide, Release 0.10.0rc1

with the catalog le, the .cpp and .so or .pyd les created by inline will live in this directory. The catalog le simply contains keys which are the C++ code strings with values that are lists of functions. The function lists point at functions within these compiled modules. Each function in the lists executes the same C++ code string, but compiled for different input variables. You can use the PYTHONCOMPILED environment variable to specify alternative locations for compiled functions. On Unix this is a colon (:) separated list of directories. On windows, it is a (;) separated list of directories. These directories will be searched prior to the default directory for a compiled function catalog. Also, the rst writable directory in the list is where all new compiled function catalogs, .cpp and .so or .pyd les are written. Relative directory paths (. and ..) should work ne in the PYTHONCOMPILED variable as should environement variables. There is a special path variable called MODULE that can be placed in the PYTHONCOMPILED variable. It species that the compiled catalog should reside in the same directory as the module that called it. This is useful if an admin wants to build a lot of compiled functions during the build of a package and then install them in site-packages along with the package. Users who specify MODULE in their PYTHONCOMPILED variable will have access to these compiled functions. Note, however, that if they call the function with a set of argument types that it hasnt previously been built for, the new function will be stored in their default directory (or some other writable directory in the PYTHONCOMPILED path) because the user will not have write access to the site-packages directory. An example of using the PYTHONCOMPILED path on bash follows:
PYTHONCOMPILED=MODULE:/some/path;export PYTHONCOMPILED;

If you are using python21 on linux, and the module bob.py in site-packages has a compiled function in it, then the catalog search order when calling that function for the rst time in a python session would be:
/usr/lib/python21/site-packages/linuxpython_compiled /some/path/linuxpython_compiled ~/.python21_compiled/linuxpython_compiled

The default location is always included in the search path. Note: hmmm. see a possible problem here. I should probably make a sub- directory such as /usr/lib/python21/sitepackages/python21_compiled/linuxpython_compiled so that library les compiled with python21 are tried to link with python22 les in some strange scenarios. Need to check this. The in-module cache (in weave.inline_tools reduces the overhead of calling inline functions by about a factor of 2. It can be reduced a little more for type loop calls where the same function is called over and over again if the cache was a single value instead of a dictionary, but the benet is very small (less than 5%) and the utility is quite a bit less. So, well stick with a dictionary as the cache.

1.14.8 Blitz
Note: most of this section is lifted from old documentation. It should be pretty accurate, but there may be a few discrepancies. weave.blitz() compiles NumPy Python expressions for fast execution. For most applications, compiled expressions should provide a factor of 2-10 speed-up over NumPy arrays. Using compiled expressions is meant to be as unobtrusive as possible and works much like pythons exec statement. As an example, the following code fragment takes a 5 point average of the 512x512 2d image, b, and stores it in array, a:
from scipy import * # or from NumPy import * a = ones((512,512), Float64) b = ones((512,512), Float64) # ...do some stuff to fill in b... # now average a[1:-1,1:-1] = (b[1:-1,1:-1] + b[2:,1:-1] + b[:-2,1:-1] \ + b[1:-1,2:] + b[1:-1,:-2]) / 5.

124

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

To compile the expression, convert the expression to a string by putting quotes around it and then use weave.blitz:
import weave expr = "a[1:-1,1:-1] = (b[1:-1,1:-1] + b[2:,1:-1] + b[:-2,1:-1]" \ "+ b[1:-1,2:] + b[1:-1,:-2]) / 5." weave.blitz(expr)

The rst time weave.blitz is run for a given expression and set of arguements, C++ code that accomplishes the exact same task as the Python expression is generated and compiled to an extension module. This can take up to a couple of minutes depending on the complexity of the function. Subsequent calls to the function are very fast. Futher, the generated module is saved between program executions so that the compilation is only done once for a given expression and associated set of array types. If the given expression is executed with a new set of array types, the code most be compiled again. This does not overwrite the previously compiled function both of them are saved and available for exectution. The following table compares the run times for standard NumPy code and compiled code for the 5 point averaging. Method Run Time (seconds) Standard NumPy 0.46349 blitz (1st time compiling) 78.95526 blitz (subsequent calls) 0.05843 (factor of 8 speedup) These numbers are for a 512x512 double precision image run on a 400 MHz Celeron processor under RedHat Linux 6.2. Because of the slow compile times, its probably most effective to develop algorithms as you usually do using the capabilities of scipy or the NumPy module. Once the algorithm is perfected, put quotes around it and execute it using weave.blitz. This provides the standard rapid prototyping strengths of Python and results in algorithms that run close to that of hand coded C or Fortran. Requirements Currently, the weave.blitz has only been tested under Linux with gcc-2.95-3 and on Windows with Mingw32 (2.95.2). Its compiler requirements are pretty heavy duty (see the blitz++ home page), so it wont work with just any compiler. Particularly MSVC++ isnt up to snuff. A number of other compilers such as KAI++ will also work, but my suspicions are that gcc will get the most use. Limitations 1. Currently, weave.blitz handles all standard mathematic operators except for the ** power operator. The built-in trigonmetric, log, oor/ceil, and fabs functions might work (but havent been tested). It also handles all types of array indexing supported by the NumPy module. numarrays NumPy compatible array indexing modes are likewise supported, but numarrays enhanced (array based) indexing modes are not supported. weave.blitz does not currently support operations that use array broadcasting, nor have any of the special purpose functions in NumPy such as take, compress, etc. been implemented. Note that there are no obvious reasons why most of this functionality cannot be added to scipy.weave, so it will likely trickle into future versions. Using slice() objects directly instead of start:stop:step is also not supported. 2. Currently Python only works on expressions that include assignment such as
>>> result = b + c + d

This means that the result array must exist before calling weave.blitz. Future versions will allow the following:
>>> result = weave.blitz_eval("b + c + d")

3. weave.blitz works best when algorithms can be expressed in a vectorized form. Algorithms that have a large number of if/thens and other conditions are better hand written in C or Fortran. Further, the restrictions 1.14. Weave (scipy.weave) 125

SciPy Reference Guide, Release 0.10.0rc1

imposed by requiring vectorized expressions sometimes preclude the use of more efcient data structures or algorithms. For maximum speed in these cases, hand-coded C or Fortran code is the only way to go. 4. weave.blitz can produce different results than NumPy in certain situations. It can happen when the array receiving the results of a calculation is also used during the calculation. The NumPy behavior is to carry out the entire calculation on the right hand side of an equation and store it in a temporary array. This temprorary array is assigned to the array on the left hand side of the equation. blitz, on the other hand, does a running calculation of the array elements assigning values from the right hand side to the elements on the left hand side immediately after they are calculated. Here is an example, provided by Prabhu Ramachandran, where this happens:
# 4 point average. >>> expr = "u[1:-1, 1:-1] = (u[0:-2, 1:-1] + u[2:, 1:-1] + \ ... "u[1:-1,0:-2] + u[1:-1, 2:])*0.25" >>> u = zeros((5, 5), d); u[0,:] = 100 >>> exec (expr) >>> u array([[ 100., 100., 100., 100., 100.], [ 0., 25., 25., 25., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.]]) >>> u = zeros((5, 5), d); u[0,:] = 100 >>> weave.blitz (expr) >>> u array([[ 100. , 100. , 100. [ 0. , 25. , 31.25 [ 0. , 6.25 , 9.375 [ 0. , 1.5625 , 2.734375 [ 0. , 0. , 0.

, , , , ,

100. , 32.8125 , 10.546875 , 3.3203125, 0. ,

100. ], 0. ], 0. ], 0. ], 0. ]])

You can prevent this behavior by using a temporary array.


>>> u = zeros((5, 5), d); u[0,:] = 100 >>> temp = zeros((4, 4), d); >>> expr = "temp = (u[0:-2, 1:-1] + u[2:, 1:-1] + "\ ... "u[1:-1,0:-2] + u[1:-1, 2:])*0.25;"\ ... "u[1:-1,1:-1] = temp" >>> weave.blitz (expr) >>> u array([[ 100., 100., 100., 100., 100.], [ 0., 25., 25., 25., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.]])

5. One other point deserves mention lest people be confused. weave.blitz is not a general purpose Python->C compiler. It only works for expressions that contain NumPy arrays and/or Python scalar values. This focused scope concentrates effort on the compuationally intensive regions of the program and sidesteps the difcult issues associated with a general purpose Python->C compiler. NumPy efciency issues: What compilation buys you Some might wonder why compiling NumPy expressions to C++ is benecial since operations on NumPy array operations are already executed within C loops. The problem is that anything other than the simplest expression are executed in less than optimal fashion. Consider the following NumPy expression:

126

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

a = 1.2 * b + c * d

When NumPy calculates the value for the 2d array, a, it does the following steps:
temp1 = 1.2 * b temp2 = c * d a = temp1 + temp2

Two things to note. Since c is an (perhaps large) array, a large temporary array must be created to store the results of 1.2 * b. The same is true for temp2. Allocation is slow. The second thing is that we have 3 loops executing, one to calculate temp1, one for temp2 and one for adding them up. A C loop for the same problem might look like:
for(int i = 0; i < M; i++) for(int j = 0; j < N; j++) a[i,j] = 1.2 * b[i,j] + c[i,j] * d[i,j]

Here, the 3 loops have been fused into a single loop and there is no longer a need for a temporary array. This provides a signicant speed improvement over the above example (write me and tell me what you get). So, converting NumPy expressions into C/C++ loops that fuse the loops and eliminate temporary arrays can provide big gains. The goal then,is to convert NumPy expression to C/C++ loops, compile them in an extension module, and then call the compiled extension function. The good news is that there is an obvious correspondence between the NumPy expression above and the C loop. The bad news is that NumPy is generally much more powerful than this simple example illustrates and handling all possible indexing possibilities results in loops that are less than straight forward to write. (take a peak in NumPy for conrmation). Luckily, there are several available tools that simplify the process. The Tools weave.blitz relies heavily on several remarkable tools. On the Python side, the main facilitators are Jermey Hyltons parser module and Travis Oliphants NumPy module. On the compiled language side, Todd Veldhuizens blitz++ array library, written in C++ (shhhh. dont tell David Beazley), does the heavy lifting. Dont assume that, because its C++, its much slower than C or Fortran. Blitz++ uses a jaw dropping array of template techniques (metaprogramming, template expression, etc) to convert innocent looking and readable C++ expressions into to code that usually executes within a few percentage points of Fortran code for the same problem. This is good. Unfortunately all the template raz-ma-taz is very expensive to compile, so the 200 line extension modules often take 2 or more minutes to compile. This isnt so good. weave.blitz works to minimize this issue by remembering where compiled modules live and reusing them instead of re-compiling every time a program is re-run. Parser Tearing NumPy expressions apart, examining the pieces, and then rebuilding them as C++ (blitz) expressions requires a parser of some sort. I can imagine someone attacking this problem with regular expressions, but itd likely be ugly and fragile. Amazingly, Python solves this problem for us. It actually exposes its parsing engine to the world through the parser module. The following fragment creates an Abstract Syntax Tree (AST) object for the expression and then converts to a (rather unpleasant looking) deeply nested list representation of the tree.
>>> import parser >>> import scipy.weave.misc >>> ast = parser.suite("a = b * c + d") >>> ast_list = ast.tolist() >>> sym_list = scipy.weave.misc.translate_symbols(ast_list) >>> pprint.pprint(sym_list) [file_input, [stmt, [simple_stmt, [small_stmt,

1.14. Weave (scipy.weave)

127

SciPy Reference Guide, Release 0.10.0rc1

[expr_stmt, [testlist, [test, [and_test, [not_test, [comparison, [expr, [xor_expr, [and_expr, [shift_expr, [arith_expr, [term, [factor, [power, [EQUAL, =], [testlist, [test, [and_test, [not_test, [comparison, [expr, [xor_expr, [and_expr, [shift_expr, [arith_expr, [term, [factor, [power, [STAR, *], [factor, [power, [PLUS, +], [term, [factor, [power, [NEWLINE, ]]], [ENDMARKER, ]]

[atom, [NAME, a]]]]]]]]]]]]]]],

[atom, [NAME, b]]]], [atom, [NAME, c]]]]],

[atom, [NAME, d]]]]]]]]]]]]]]]]],

Despite its looks, with some tools developed by Jermey H., its possible to search these trees for specic patterns (subtrees), extract the sub-tree, manipulate them converting python specic code fragments to blitz code fragments, and then re-insert it in the parse tree. The parser module documentation has some details on how to do this. Traversing the new blitzied tree, writing out the terminal symbols as you go, creates our new blitz++ expression string. Blitz and NumPy The other nice discovery in the project is that the data structure used for NumPy arrays and blitz arrays is nearly identical. NumPy stores strides as byte offsets and blitz stores them as element offsets, but other than that, they are the same. Further, most of the concept and capabilities of the two libraries are remarkably similar. It is satisfying that two completely different implementations solved the problem with similar basic architectures. It is also fortuitous. The work involved in converting NumPy expressions to blitz expressions was greatly diminished. As an example, consider the code for slicing an array in Python with a stride:
>>> a = b[0:4:2] + c >>> a [0,2,4]

In Blitz it is as follows:
Array<2,int> b(10); Array<2,int> c(3); // ... Array<2,int> a = b(Range(0,3,2)) + c;

128

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

Here the range object works exactly like Python slice objects with the exception that the top index (3) is inclusive where as Pythons (4) is exclusive. Other differences include the type declaraions in C++ and parentheses instead of brackets for indexing arrays. Currently, weave.blitz handles the inclusive/exclusive issue by subtracting one from upper indices during the translation. An alternative that is likely more robust/maintainable in the long run, is to write a PyRange class that behaves like Pythons range. This is likely very easy. The stock blitz also doesnt handle negative indices in ranges. The current implementation of the blitz() has a partial solution to this problem. It calculates and index that starts with a - sign by subtracting it from the maximum index in the array so that:
upper index limit /-----\ b[:-1] -> b(Range(0,Nb[0]-1-1))

This approach fails, however, when the top index is calculated from other values. In the following scenario, if i+j evaluates to a negative value, the compiled code will produce incorrect results and could even core- dump. Right now, all calculated indices are assumed to be positive.
b[:i-j] -> b(Range(0,i+j))

A solution is to calculate all indices up front using if/then to handle the +/- cases. This is a little work and results in more code, so it hasnt been done. Im holding out to see if blitz++ can be modied to handle negative indexing, but havent looked into how much effort is involved yet. While it needs xin, I dont think there is a ton of code where this is an issue. The actual translation of the Python expressions to blitz expressions is currently a two part process. First, all x:y:z slicing expression are removed from the AST, converted to slice(x,y,z) and re-inserted into the tree. Any math needed on these expressions (subtracting from the maximum index, etc.) are also preformed here. _beg and _end are used as special variables that are dened as blitz::fromBegin and blitz::toEnd.
a[i+j:i+j+1,:] = b[2:3,:]

becomes a more verbose:


a[slice(i+j,i+j+1),slice(_beg,_end)] = b[slice(2,3),slice(_beg,_end)]

The second part does a simple string search/replace to convert to a blitz expression with the following translations:
slice(_beg,_end) slice [ ] _stp -> -> -> -> -> _all # not strictly needed, but cuts down on code. blitz::Range ( ) 1

_all is dened in the compiled function as blitz::Range.all(). These translations could of course happen directly in the syntax tree. But the string replacement is slightly easier. Note that name spaces are maintained in the C++ code to lessen the likelyhood of name clashes. Currently no effort is made to detect name clashes. A good rule of thumb is dont use values that start with _ or py_ in compiled expressions and youll be ne. Type denitions and coersion So far weve glossed over the dynamic vs. static typing issue between Python and C++. In Python, the type of value that a variable holds can change through the course of program execution. C/C++, on the other hand, forces you to declare the type of value a variables will hold prior at compile time. weave.blitz handles this issue by examining the types of the variables in the expression being executed, and compiling a function for those explicit types. For example:

1.14. Weave (scipy.weave)

129

SciPy Reference Guide, Release 0.10.0rc1

a = ones((5,5),Float32) b = ones((5,5),Float32) weave.blitz("a = a + b")

When compiling this expression to C++, weave.blitz sees that the values for a and b in the local scope have type Float32, or oat on a 32 bit architecture. As a result, it compiles the function using the oat type (no attempt has been made to deal with 64 bit issues). What happens if you call a compiled function with array types that are different than the ones for which it was originally compiled? No biggie, youll just have to wait on it to compile a new version for your new types. This doesnt overwrite the old functions, as they are still accessible. See the catalog section in the inline() documentation to see how this is handled. Sufce to say, the mechanism is transparent to the user and behaves like dynamic typing with the occasional wait for compiling newly typed functions. When working with combined scalar/array operations, the type of the array is always used. This is similar to the savespace ag that was recently added to NumPy. This prevents issues with the following expression perhaps unexpectedly being calculated at a higher (more expensive) precision that can occur in Python:
>>> a = array((1,2,3),typecode = Float32) >>> b = a * 2.1 # results in b being a Float64 array.

In this example,
>>> a = ones((5,5),Float32) >>> b = ones((5,5),Float32) >>> weave.blitz("b = a * 2.1")

the 2.1 is cast down to a float before carrying out the operation. If you really want to force the calculation to be a double, dene a and b as double arrays. One other point of note. Currently, you must include both the right hand side and left hand side (assignment side) of your equation in the compiled expression. Also, the array being assigned to must be created prior to calling weave.blitz. Im pretty sure this is easily changed so that a compiled_eval expression can be dened, but no effort has been made to allocate new arrays (and decern their type) on the y. Cataloging Compiled Functions See The Catalog section in the weave.inline() documentation. Checking Array Sizes Surprisingly, one of the big initial problems with compiled code was making sure all the arrays in an operation were of compatible type. The following case is trivially easy:
a = b + c

It only requires that arrays a, b, and c have the same shape. However, expressions like:
a[i+j:i+j+1,:] = b[2:3,:] + c

are not so trivial. Since slicing is involved, the size of the slices, not the input arrays must be checked. Broadcasting complicates things further because arrays and slices with different dimensions and shapes may be compatible for math operations (broadcasting isnt yet supported by weave.blitz). Reductions have a similar effect as their results are different shapes than their input operand. The binary operators in NumPy compare the shapes of their two operands just before they operate on them. This is possible because NumPy treats each operation independently. The intermediate (temporary) arrays created during sub-operations in an expression are tested for the correct shape before they are

130

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

combined by another operation. Because weave.blitz fuses all operations into a single loop, this isnt possible. The shape comparisons must be done and guaranteed compatible before evaluating the expression. The solution chosen converts input arrays to dummy arrays that only represent the dimensions of the arrays, not the data. Binary operations on dummy arrays check that input array sizes are comptible and return a dummy array with the size correct size. Evaluating an expression of dummy arrays traces the changing array sizes through all operations and fails if incompatible array sizes are ever found. The machinery for this is housed in weave.size_check. It basically involves writing a new class (dummy array) and overloading it math operators to calculate the new sizes correctly. All the code is in Python and there is a fair amount of logic (mainly to handle indexing and slicing) so the operation does impose some overhead. For large arrays (ie. 50x50x50), the overhead is negligible compared to evaluating the actual expression. For small arrays (ie. 16x16), the overhead imposed for checking the shapes with this method can cause the weave.blitz to be slower than evaluating the expression in Python. What can be done to reduce the overhead? (1) The size checking code could be moved into C. This would likely remove most of the overhead penalty compared to NumPy (although there is also some calling overhead), but no effort has been made to do this. (2) You can also call weave.blitz with check_size=0 and the size checking isnt done. However, if the sizes arent compatible, it can cause a core-dump. So, foregoing size_checking isnt advisable until your code is well debugged. Creating the Extension Module weave.blitz uses the same machinery as weave.inline to build the extension module. The only difference is the code included in the function is automatically generated from the NumPy array expression instead of supplied by the user.

1.14.9 Extension Modules


weave.inline and weave.blitz are high level tools that generate extension modules automatically. Under the covers, they use several classes from weave.ext_tools to help generate the extension module. The main two classes are ext_module and ext_function (Id like to add ext_class and ext_method also). These classes simplify the process of generating extension modules by handling most of the boiler plate code automatically. Note: inline actually sub-classes weave.ext_tools.ext_function to generate slightly different code than the standard ext_function. The main difference is that the standard class converts function arguments to C types, while inline always has two arguments, the local and global dicts, and the grabs the variables that need to be convereted to C from these. A Simple Example The following simple example demonstrates how to build an extension module within a Python function:
# examples/increment_example.py from weave import ext_tools def build_increment_ext(): """ Build a simple extension with functions that increment numbers. The extension will be built in the local directory. """ mod = ext_tools.ext_module(increment_ext) a = 1 # effectively a type declaration for a in the # following functions.

1.14. Weave (scipy.weave)

131

SciPy Reference Guide, Release 0.10.0rc1

ext_code = "return_val = Py::new_reference_to(Py::Int(a+1));" func = ext_tools.ext_function(increment,ext_code,[a]) mod.add_function(func) ext_code = "return_val = Py::new_reference_to(Py::Int(a+2));" func = ext_tools.ext_function(increment_by_2,ext_code,[a]) mod.add_function(func) mod.compile()

The function build_increment_ext() creates an extension module named increment_ext and compiles it to a shared library (.so or .pyd) that can be loaded into Python.. increment_ext contains two functions, increment and increment_by_2. The rst line of build_increment_ext(), mod = ext_tools.ext_module(increment_ext) creates an ext_module instance that is ready to have ext_function instances added to it. ext_function instances are created much with a calling convention similar to weave.inline(). The most common call includes a C/C++ code snippet and a list of the arguments for the function. The following ext_code = return_val = Py::new_reference_to(Py::Int(a+1)); ext_tools.ext_function(increment,ext_code,[a]) creates a C/C++ extension function that is equivalent to the following Python function:
def increment(a): return a + 1

func

A second method is also added to the module and then,


mod.compile()

is called to build the extension module. By default, the module is created in the current working directory. This example is available in the examples/increment_example.py le found in the weave directory. At the bottom of the le in the modules main program, an attempt to import increment_ext without building it is made. If this fails (the module doesnt exist in the PYTHONPATH), the module is built by calling build_increment_ext(). This approach only takes the time consuming ( a few seconds for this example) process of building the module if it hasnt been built before.
if __name__ == "__main__": try: import increment_ext except ImportError: build_increment_ext() import increment_ext a = 1 print a, a+1:, a, increment_ext.increment(a) print a, a+2:, a, increment_ext.increment_by_2(a)

Note: If we were willing to always pay the penalty of building the C++ code for a module, we could store the md5 checksum of the C++ code along with some information about the compiler, platform, etc. Then, ext_module.compile() could try importing the module before it actually compiles it, check the md5 checksum and other meta-data in the imported module with the meta-data of the code it just produced and only compile the code if the module didnt exist or the meta-data didnt match. This would reduce the above code to:
if __name__ == "__main__": build_increment_ext() a = 1

132

Chapter 1. SciPy Tutorial

SciPy Reference Guide, Release 0.10.0rc1

print a, a+1:, a, increment_ext.increment(a) print a, a+2:, a, increment_ext.increment_by_2(a)

Note: There would always be the overhead of building the C++ code, but it would only actually compile the code once. You pay a little in overhead and get cleaner import code. Needs some thought. If you run increment_example.py from the command line, you get the following:
[eric@n0]$ python increment_example.py a, a+1: 1 2 a, a+2: 1 3

If the module didnt exist before it was run, the module is created. If it did exist, it is just imported and used. Fibonacci Example examples/fibonacci.py provides a little more complex example of how to use ext_tools. Fibonacci numbers are a series of numbers where each number in the series is the sum of the previous two: 1, 1, 2, 3, 5, 8, etc. Here, the rst two numbers in the series are taken to be 1. One approach to calculating Fibonacci numbers uses recursive function calls. In Python, it might be written as:
def fib(a): if a <= 2: return 1 else: return fib(a-2) + fib(a-1)

In C, the same function would look something like this:


int fib(int a) { if(a <= 2) return 1; else return fib(a-2) + fib(a-1); }

Recursion is much faster in C than in Python, so it would be benecial to use the C version for bonacci number calculations instead of the Python version. We need an extension function that calls this C function to do this. This is possible by including the above code snippet as support code and then calling it from the extension function. Support code snippets (usually structure denitions, helper functions and the like) are inserted into the extension module C/C++ le before the extension function code. Here is how to build the C version of the bonacci number generator:
def build_fibonacci(): """ Builds an extension module with fibonacci calculators. """ mod = ext_tools.ext_module(fibonacci_ext) a = 1 # this is effectively a type declaration # recursive fibonacci in C fib_code = """ int fib1(int a) { if(a <= 2) return 1; else return fib1(a-2) + fib1(a-1);

1.14. Weave (scipy.weave)

133

SciPy Reference Guide, Release 0.10.0rc1

} """ ext_code = """ int val = fib1(a); return_val = Py::new_reference_to(Py::Int(val)); """ fib = ext_tools.ext_function(fib,ext_code,[a]) fib.customize.add_support_code(fib_code) mod.add_function(fib) mod.compile()

XXX More about custom_info, and what xxx_info instances are good for. Note: recursion is not the fastest way to calculate bonacci numbers, but this approach serves nicely for this example.

1.14.10 Customizing Type Conversions Type Factories


not written

1.14.11 Things I wish weave did


It is possible to get name clashes if you uses a variable name that is already dened in a header automatically included (such as stdio.h) For instance, if you try to pass in a variable named stdout, youll get a cryptic error report due to the fact that stdio.h also denes the name. weave should probably try and handle this in some way. Other things...

134

Chapter 1. SciPy Tutorial

CHAPTER

TWO

API - IMPORTING FROM SCIPY


In Python the distinction between what is the public API of a library and what are private implementation details is not always clear. Unlike in other languages like Java, it is possible in Python to access private function or objects. Occasionally this may be convenient, but be aware that if you do so your code may break without warning in future releases. Some widely understood rules for what is and isnt public in Python are: Methods / functions / classes and module attributes whose names begin with a leading underscore are private. If a class name begins with a leading underscore none of its members are public, whether or not they begin with a leading underscore. If a module name in a package begins with a leading underscore none of its members are public, whether or not they begin with a leading underscore. If a module or package denes __all__ that authoritatively denes the public interface. If a module or package doesnt dene __all__ then all names that dont start with a leading underscore are public. Note: Reading the above guidelines one could draw the conclusion that every private module or object starts with an underscore. This is not the case; the presence of underscores do mark something as private, but the absence of underscores do not mark something as public. In Scipy there are modules whose names dont start with an underscore, but that should be considered private. To clarify which modules these are we dene below what the public API is for Scipy, and give some recommendations for how to import modules/functions/objects from Scipy.

2.1 Guidelines for importing functions from Scipy


The scipy namespace itself only contains functions imported from numpy. These functions still exist for backwards compatibility, but should be imported from numpy directly. Everything in the namespaces of scipy submodules is public. In general, it is recommended to import functions from submodule namespaces. For example, the function curve_fit (dened in scipy/optimize/minpack.py) should be imported like this:
from scipy import optimize result = optimize.curve_fit(...)

This form of importing submodules is preferred for all submodules except scipy.io (because io is also the name of a module in the Python stdlib):

135

SciPy Reference Guide, Release 0.10.0rc1

from scipy import interpolate from scipy import integrate import scipy.io as spio

In some cases, the public API is one level deeper. For example the scipy.sparse.linalg module is public, and the functions it contains are not available in the scipy.sparse namespace. Sometimes it may result in more easily understandable code if functions are imported from one level deeper. For example, in the following it is immediately clear that lomax is a distribution if the second form is chosen:
# first form from scipy import stats stats.lomax(...) # second form from scipy.stats import distributions distributions.lomax(...)

In that case the second form can be chosen, if it is documented in the next section that the submodule in question is public.

2.2 API denition


Every submodule listed below is public. That means that these submodules are unlikely to be renamed or changed in an incompatible way, and if that is necessary a deprecation warning will be raised for one Scipy release before the change is made. scipy.cluster vq hierarchy scipy.constants scipy.fftpack scipy.integrate scipy.interpolate scipy.io arff harwell_boeing idl matlab netcdf wavle scipy.linalg scipy.maxentropy scipy.misc scipy.ndimage scipy.odr 136 Chapter 2. API - importing from Scipy

SciPy Reference Guide, Release 0.10.0rc1

scipy.optimize scipy.signal scipy.sparse linalg scipy.spatial distance scipy.special scipy.stats distributions mstats scipy.weave

2.2. API denition

137

SciPy Reference Guide, Release 0.10.0rc1

138

Chapter 2. API - importing from Scipy

CHAPTER

THREE

RELEASE NOTES
3.1 SciPy 0.10.0 Release Notes
Note: Scipy 0.10.0 is not released yet! Contents SciPy 0.10.0 Release Notes New features * Bento: new optional build system * Generalized and shift-invert eigenvalue problems in scipy.sparse.linalg * Discrete-Time Linear Systems (scipy.signal) * Enhancements to scipy.signal * Additional decomposition options (scipy.linalg) * Additional special matrices (scipy.linalg) * Enhancements to scipy.stats * Basic support for Harwell-Boeing le format for sparse matrices Deprecated features * scipy.maxentropy * scipy.lib.blas * Numscons build system Backwards-incompatible changes Other changes Authors SciPy 0.10.0 is the culmination of 8 months of hard work. It contains many new features, numerous bug-xes, improved test coverage and better documentation. There have been a limited number of deprecations and backwardsincompatible changes in this release, which are documented below. All users are encouraged to upgrade to this release, as there are a large number of bug-xes and optimizations. Moreover, our development attention will now shift to bugx releases on the 0.10.x branch, and on adding new features on the development master branch. Release highlights: Support for Bento as optional build system. Support for generalized eigenvalue problems, and all shift-invert modes available in ARPACK. This release requires Python 2.4-2.7 or 3.1- and NumPy 1.5 or greater.

139

SciPy Reference Guide, Release 0.10.0rc1

3.1.1 New features


Bento: new optional build system Scipy can now be built with Bento. Bento has some nice features like parallel builds and partial rebuilds, that are not possible with the default build system (distutils). For usage instructions see BENTO_BUILD.txt in the scipy top-level directory. Currently Scipy has three build systems, distutils, numscons and bento. Numscons is deprecated and is planned and will likely be removed in the next release. Generalized and shift-invert eigenvalue problems in scipy.sparse.linalg The sparse eigenvalue problem solver functions scipy.sparse.eigs/eigh now support generalized eigenvalue problems, and all shift-invert modes available in ARPACK. Discrete-Time Linear Systems (scipy.signal) Support for simulating discrete-time linear systems, including scipy.signal.dlsim, scipy.signal.dimpulse, and scipy.signal.dstep, has been added to SciPy. Conversion of linear systems from continuous-time to discrete-time representations is also present via the scipy.signal.cont2discrete function. Enhancements to scipy.signal A Lomb-Scargle periodogram can now be computed with the new function scipy.signal.lombscargle. The forward-backward lter function scipy.signal.filtfilt can now lter the data in a given axis of an ndimensional numpy array. (Previously it only handled a 1-dimensional array.) Options have been added to allow more control over how the data is extended before ltering. FIR lter design with scipy.signal.firwin2 now has options to create lters of type III (zero at zero and Nyquist frequencies) and IV (zero at zero frequency). Additional decomposition options (scipy.linalg) A sort keyword has been added to the Schur decomposition routine (scipy.linalg.schur) to allow the sorting of eigenvalues in the resultant Schur form. Additional special matrices (scipy.linalg) The functions hilbert and invhilbert were added to scipy.linalg. Enhancements to scipy.stats The one-sided form of Fishers exact test is now also implemented in stats.fisher_exact. The function stats.chi2_contingency for computing the chi-square test of independence of factors in a contingency table has been added, along with the related utility functions stats.contingency.margins and stats.contingency.expected_freq.

140

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

Basic support for Harwell-Boeing le format for sparse matrices Both read and write are support through a simple function-based API, as well as a more complete API to control number format. The functions may be found in scipy.sparse.io. The following features are supported: Read and write sparse matrices in the CSC format Only real, symmetric, assembled matrix are supported (RUA format)

3.1.2 Deprecated features


scipy.maxentropy The maxentropy module is unmaintained, rarely used and has not been functioning well for several releases. Therefore it has been deprecated for this release, and will be removed for scipy 0.11. Logistic regression in scikits.learn is a good alternative for this functionality. The scipy.maxentropy.logsumexp function has been moved to scipy.misc. scipy.lib.blas There are similar BLAS wrappers in scipy.linalg and scipy.lib. These have now been consolidated as scipy.linalg.blas, and scipy.lib.blas is deprecated. Numscons build system The numscons build system is being replaced by Bento, and will be removed in one of the next scipy releases.

3.1.3 Backwards-incompatible changes


The deprecated name invnorm was removed from scipy.stats.distributions, this distribution is available as invgauss. The following deprecated nonlinear solvers from scipy.optimize have been removed:
broyden_modified (bad performance) broyden1_modified (bad performance) broyden_generalized (equivalent to anderson) anderson2 (equivalent to anderson) broyden3 (obsoleted by new limited-memory broyden methods) vackar (renamed to diagbroyden)

3.1.4 Other changes


scipy.constants has been updated with the CODATA 2010 constants. __all__ dicts have been added to all modules, which has cleaned up the namespaces (particularly useful for interactive work). An API section has been added to the documentation, giving recommended import guidelines and specifying which submodules are public and which arent.

3.1. SciPy 0.10.0 Release Notes

141

SciPy Reference Guide, Release 0.10.0rc1

3.1.5 Authors
This release contains work by the following people (contributed at least one patch to this release, names in alphabetical order): Jeff Armstrong + Matthew Brett Lars Buitinck + David Cournapeau FI$H 2000 + Michael McNeil Forbes + Matty G + Christoph Gohlke Ralf Gommers Yaroslav Halchenko Charles Harris Thouis (Ray) Jones + Chris Jordan-Squire + Robert Kern Chris Lasher + Wes McKinney + Travis Oliphant Fabian Pedregosa Josef Perktold Thomas Robitaille + Pim Schellart + Anthony Scopatz + Skipper Seabold + Fazlul Shahriar + David Simcha + Scott Sinclair + Andrey Smirnov + Collin RM Stocks + Martin Teichmann + Jake Vanderplas + Gal Varoquaux + Pauli Virtanen Stefan van der Walt

142

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

Warren Weckesser Mark Wiebe + A total of 35 people contributed to this release. People with a + by their names contributed a patch for the rst time.

3.2 SciPy 0.9.0 Release Notes


Contents SciPy 0.9.0 Release Notes Python 3 Scipy source code location to be changed New features * Delaunay tesselations (scipy.spatial) * N-dimensional interpolation (scipy.interpolate) * Nonlinear equation solvers (scipy.optimize) * New linear algebra routines (scipy.linalg) * Improved FIR lter design functions (scipy.signal) * Improved statistical tests (scipy.stats) Deprecated features * Obsolete nonlinear solvers (in scipy.optimize) Removed features * Old correlate/convolve behavior (in scipy.signal) * scipy.stats * scipy.sparse * scipy.sparse.linalg.arpack.speigs Other changes * ARPACK interface changes SciPy 0.9.0 is the culmination of 6 months of hard work. It contains many new features, numerous bug-xes, improved test coverage and better documentation. There have been a number of deprecations and API changes in this release, which are documented below. All users are encouraged to upgrade to this release, as there are a large number of bugxes and optimizations. Moreover, our development attention will now shift to bug-x releases on the 0.9.x branch, and on adding new features on the development trunk. This release requires Python 2.4 - 2.7 or 3.1 - and NumPy 1.5 or greater. Please note that SciPy is still considered to have Beta status, as we work toward a SciPy 1.0.0 release. The 1.0.0 release will mark a major milestone in the development of SciPy, after which changing the package structure or API will be much more difcult. Whilst these pre-1.0 releases are considered to have Beta status, we are committed to making them as bug-free as possible. However, until the 1.0 release, we are aggressively reviewing and rening the functionality, organization, and interface. This is being done in an effort to make the package as coherent, intuitive, and useful as possible. To achieve this, we need help from the community of users. Specically, we need feedback regarding all aspects of the project - everything - from which algorithms we implement, to details about our functions call signatures.

3.2.1 Python 3
Scipy 0.9.0 is the rst SciPy release to support Python 3. The only module that is not yet ported is scipy.weave.

3.2. SciPy 0.9.0 Release Notes

143

SciPy Reference Guide, Release 0.10.0rc1

3.2.2 Scipy source code location to be changed


Soon after this release, Scipy will stop using SVN as the version control system, and move to Git. The development source code for Scipy can from then on be found at http://github.com/scipy/scipy

3.2.3 New features


Delaunay tesselations (scipy.spatial) Scipy now includes routines for computing Delaunay tesselations in N dimensions, powered by the Qhull computational geometry library. Such calculations can now make use of the new scipy.spatial.Delaunay interface. N-dimensional interpolation (scipy.interpolate) Support for scattered data interpolation is now signicantly improved. This version includes a scipy.interpolate.griddata function that can perform linear and nearest-neighbour interpolation for N-dimensional scattered data, in addition to cubic spline (C1-smooth) interpolation in 2D and 1D. An object-oriented interface to each interpolator type is also available. Nonlinear equation solvers (scipy.optimize) Scipy includes new routines for large-scale nonlinear equation solving in scipy.optimize. The following methods are implemented: Newton-Krylov (scipy.optimize.newton_krylov) (Generalized) secant methods: Limited-memory Broyden scipy.optimize.broyden2) methods (scipy.optimize.broyden1,

Anderson method (scipy.optimize.anderson) Simple iterations (scipy.optimize.diagbroyden, scipy.optimize.linearmixing) scipy.optimize.excitingmixing,

The scipy.optimize.nonlin module was completely rewritten, and some of the functions were deprecated (see above). New linear algebra routines (scipy.linalg) Scipy now contains routines for (scipy.linalg.solve_triangular). effectively solving triangular equation systems

Improved FIR lter design functions (scipy.signal) The function scipy.signal.firwin was enhanced to allow the design of highpass, bandpass, bandstop and multi-band FIR lters. The function scipy.signal.firwin2 was added. This function uses the window method to create a linear phase FIR lter with an arbitrary frequency response. The functions scipy.signal.kaiser_atten and scipy.signal.kaiser_beta were added. 144 Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

Improved statistical tests (scipy.stats) A new function scipy.stats.fisher_exact was added, that provides Fishers exact test for 2x2 contingency tables. The function scipy.stats.kendalltau was rewritten to make it much faster (O(n log(n)) vs O(n^2)).

3.2.4 Deprecated features


Obsolete nonlinear solvers (in scipy.optimize) The following nonlinear solvers from scipy.optimize are deprecated: broyden_modified (bad performance) broyden1_modified (bad performance) broyden_generalized (equivalent to anderson) anderson2 (equivalent to anderson) broyden3 (obsoleted by new limited-memory broyden methods) vackar (renamed to diagbroyden)

3.2.5 Removed features


The deprecated modules helpmod, pexec and ppimport were removed from scipy.misc. The output_type keyword in many scipy.ndimage interpolation functions has been removed. The econ keyword in scipy.linalg.qr has been removed. The same functionality is still available by specifying mode=economic. Old correlate/convolve behavior (in scipy.signal) The old behavior for scipy.signal.convolve, scipy.signal.convolve2d, scipy.signal.correlate and scipy.signal.correlate2d was deprecated in 0.8.0 and has now been removed. Convolve and correlate used to swap their arguments if the second argument has dimensions larger than the rst one, and the mode was relative to the input with the largest dimension. The current behavior is to never swap the inputs, which is what most people expect, and is how correlation is usually dened. scipy.stats Many functions in scipy.stats that are either available from numpy or have been superseded, and have been deprecated since version 0.7, have been removed: std, var, mean, median, cov, corrcoef, z, zs, stderr, samplestd, samplevar, pdfapprox, pdf_moments and erfc. These changes are mirrored in scipy.stats.mstats. scipy.sparse Several methods of the sparse matrix classes in scipy.sparse which had been deprecated since version 0.7 were removed: save, rowcol, getdata, listprint, ensure_sorted_indices, matvec, matmat and rmatvec.

3.2. SciPy 0.9.0 Release Notes

145

SciPy Reference Guide, Release 0.10.0rc1

The functions spkron, speye, spidentity, lil_eye and lil_diags were removed from scipy.sparse. The rst three functions are still available as scipy.sparse.kron, scipy.sparse.eye and scipy.sparse.identity. The dims and nzmax keywords were removed from the sparse matrix constructor. The colind and rowind attributes were removed from CSR and CSC matrices respectively. scipy.sparse.linalg.arpack.speigs A duplicated interface to the ARPACK library was removed.

3.2.6 Other changes


ARPACK interface changes The interface to the ARPACK eigenvalue routines in scipy.sparse.linalg was changed for more robustness. The eigenvalue and SVD routines now raise ArpackNoConvergence if the eigenvalue iteration fails to converge. If partially converged results are desired, they can be accessed as follows:
import numpy as np from scipy.sparse.linalg import eigs, ArpackNoConvergence m = np.random.randn(30, 30) try: w, v = eigs(m, 6) except ArpackNoConvergence, err: partially_converged_w = err.eigenvalues partially_converged_v = err.eigenvectors

Several bugs were also xed. The routines were moreover renamed as follows: eigen > eigs eigen_symmetric > eigsh svd > svds

3.3 SciPy 0.8.0 Release Notes

146

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

Contents SciPy 0.8.0 Release Notes Python 3 Major documentation improvements Deprecated features * Swapping inputs for correlation functions (scipy.signal) * Obsolete code deprecated (scipy.misc) * Additional deprecations New features * DCT support (scipy.fftpack) * Single precision support for fft functions (scipy.fftpack) * Correlation functions now implement the usual denition (scipy.signal) * Additions and modication to LTI functions (scipy.signal) * Improved waveform generators (scipy.signal) * New functions and other changes in scipy.linalg * New function and changes in scipy.optimize * New sparse least squares solver * ARPACK-based sparse SVD * Alternative behavior available for scipy.constants.find * Incomplete sparse LU decompositions * Faster matlab le reader and default behavior change * Faster evaluation of orthogonal polynomials * Lambert W function * Improved hypergeometric 2F1 function * More exible interface for Radial basis function interpolation Removed features * scipy.io SciPy 0.8.0 is the culmination of 17 months of hard work. It contains many new features, numerous bug-xes, improved test coverage and better documentation. There have been a number of deprecations and API changes in this release, which are documented below. All users are encouraged to upgrade to this release, as there are a large number of bug-xes and optimizations. Moreover, our development attention will now shift to bug-x releases on the 0.8.x branch, and on adding new features on the development trunk. This release requires Python 2.4 - 2.6 and NumPy 1.4.1 or greater. Please note that SciPy is still considered to have Beta status, as we work toward a SciPy 1.0.0 release. The 1.0.0 release will mark a major milestone in the development of SciPy, after which changing the package structure or API will be much more difcult. Whilst these pre-1.0 releases are considered to have Beta status, we are committed to making them as bug-free as possible. However, until the 1.0 release, we are aggressively reviewing and rening the functionality, organization, and interface. This is being done in an effort to make the package as coherent, intuitive, and useful as possible. To achieve this, we need help from the community of users. Specically, we need feedback regarding all aspects of the project - everything - from which algorithms we implement, to details about our functions call signatures.

3.3.1 Python 3
Python 3 compatibility is planned and is currently technically feasible, since Numpy has been ported. However, since the Python 3 compatible Numpy 1.5 has not been released yet, support for Python 3 in Scipy is not yet included in Scipy 0.8. SciPy 0.9, planned for fall 2010, will very likely include experimental support for Python 3.

3.3. SciPy 0.8.0 Release Notes

147

SciPy Reference Guide, Release 0.10.0rc1

3.3.2 Major documentation improvements


SciPy documentation is greatly improved.

3.3.3 Deprecated features


Swapping inputs for correlation functions (scipy.signal) Concern correlate, correlate2d, convolve and convolve2d. If the second input is larger than the rst input, the inputs are swapped before calling the underlying computation routine. This behavior is deprecated, and will be removed in scipy 0.9.0. Obsolete code deprecated (scipy.misc) The modules helpmod, ppimport and pexec from scipy.misc are deprecated. They will be removed from SciPy in version 0.9. Additional deprecations linalg: The function solveh_banded currently returns a tuple containing the Cholesky factorization and the solution to the linear system. In SciPy 0.9, the return value will be just the solution. The function constants.codata.nd will generate a DeprecationWarning. In Scipy version 0.8.0, the keyword argument disp was added to the function, with the default value True. In 0.9.0, the default will be False. The qshape keyword argument of signal.chirp is deprecated. Use the argument vertex_zero instead. Passing the coefcients of a polynomial as the argument f0 to signal.chirp is deprecated. Use the function signal.sweep_poly instead. The io.recaster module has been deprecated and will be removed in 0.9.0.

3.3.4 New features


DCT support (scipy.fftpack) New realtransforms have been added, namely dct and idct for Discrete Cosine Transform; type I, II and III are available. Single precision support for fft functions (scipy.fftpack) fft functions can now handle single precision inputs as well: fft(x) will return a single precision array if x is single precision. At the moment, for FFT sizes that are not composites of 2, 3, and 5, the transform is computed internally in double precision to avoid rounding error in FFTPACK. Correlation functions now implement the usual denition (scipy.signal) The outputs should now correspond to their matlab and R counterparts, and do what most people expect if the old_behavior=False argument is passed: correlate, convolve and their 2d counterparts do not swap their inputs depending on their relative shape anymore;

148

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

correlation functions now conjugate their second argument while computing the slided sum-products, which correspond to the usual denition of correlation. Additions and modication to LTI functions (scipy.signal) The functions impulse2 and step2 were added to scipy.signal. They use the function scipy.signal.lsim2 to compute the impulse and step response of a system, respectively. The function scipy.signal.lsim2 was changed to pass any additional keyword arguments to the ODE solver. Improved waveform generators (scipy.signal) Several improvements to the chirp function in scipy.signal were made: The waveform generated when method=logarithmic was corrected; it now generates a waveform that is also known as an exponential or geometric chirp. (See http://en.wikipedia.org/wiki/Chirp.) A new chirp method, hyperbolic, was added. Instead of the keyword qshape, chirp now uses the keyword vertex_zero, a boolean. chirp no longer handles an arbitrary polynomial. This functionality has been moved to a new function, sweep_poly. A new function, sweep_poly, was added. New functions and other changes in scipy.linalg The functions cho_solve_banded, circulant, companion, hadamard and leslie were added to scipy.linalg. The function block_diag was enhanced to accept scalar and 1D arguments, along with the usual 2D arguments. New function and changes in scipy.optimize The curve_t function has been added; it takes a function and uses non-linear least squares to t that to the provided data. The leastsq and fsolve functions now return an array of size one instead of a scalar when solving for a single parameter. New sparse least squares solver The lsqr function was added to scipy.sparse. This routine nds a least-squares solution to a large, sparse, linear system of equations. ARPACK-based sparse SVD A naive implementation of SVD for sparse matrices is available in scipy.sparse.linalg.eigen.arpack. It is based on using an symmetric solver on <A, A>, and as such may not be very precise.

3.3. SciPy 0.8.0 Release Notes

149

SciPy Reference Guide, Release 0.10.0rc1

Alternative behavior available for scipy.constants.find The keyword argument disp was added to the function scipy.constants.find, with the default value True. When disp is True, the behavior is the same as in Scipy version 0.7. When False, the function returns the list of keys instead of printing them. (In SciPy version 0.9, the default will be reversed.) Incomplete sparse LU decompositions Scipy now wraps SuperLU version 4.0, which supports incomplete sparse LU decompositions. These can be accessed via scipy.sparse.linalg.spilu. Upgrade to SuperLU 4.0 also xes some known bugs. Faster matlab le reader and default behavior change Weve rewritten the matlab le reader in Cython and it should now read matlab les at around the same speed that Matlab does. The reader reads matlab named and anonymous functions, but it cant write them. Until scipy 0.8.0 we have returned arrays of matlab structs as numpy object arrays, where the objects have attributes named for the struct elds. As of 0.8.0, we return matlab structs as numpy structured arrays. You can get the older behavior by using the optional struct_as_record=False keyword argument to scipy.io.loadmat and friends. There is an inconsistency in the matlab le writer, in that it writes numpy 1D arrays as column vectors in matlab 5 les, and row vectors in matlab 4 les. We will change this in the next version, so both write row vectors. There is a FutureWarning when calling the writer to warn of this change; for now we suggest using the oned_as=row keyword argument to scipy.io.savemat and friends. Faster evaluation of orthogonal polynomials Values of orthogonal polynomials can be evaluated with new vectorized functions in scipy.special: eval_legendre, eval_chebyt, eval_chebyu, eval_chebyc, eval_chebys, eval_jacobi, eval_laguerre, eval_genlaguerre, eval_hermite, eval_hermitenorm, eval_gegenbauer, eval_sh_legendre, eval_sh_chebyt, eval_sh_chebyu, eval_sh_jacobi. This is faster than constructing the full coefcient representation of the polynomials, which was previously the only available way. Note that the previous orthogonal polynomial routines will now also invoke this feature, when possible. Lambert W function scipy.special.lambertw can now be used for evaluating the Lambert W function. Improved hypergeometric 2F1 function Implementation of scipy.special.hyp2f1 for real parameters was revised. The new version should produce accurate values for all real parameters. More exible interface for Radial basis function interpolation The scipy.interpolate.Rbf class now accepts a callable as input for the function argument, in addition to the built-in radial basis functions which can be selected with a string argument.

150

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

3.3.5 Removed features


scipy.stsci: the package was removed The module scipy.misc.limits was removed. The IO code in both NumPy and SciPy is being extensively reworked. NumPy will be where basic code for reading and writing NumPy arrays is located, while SciPy will house le readers and writers for various data formats (data, audio, video, images, matlab, etc.). Several functions in scipy.io are removed in the 0.8.0 release including: nple, save, load, create_module, create_shelf, objload, objsave, fopen, read_array, write_array, fread, fwrite, bswap, packbits, unpackbits, and convert_objectarray. Some of these functions have been replaced by NumPys raw reading and writing capabilities, memory-mapping capabilities, or array methods. Others have been moved from SciPy to NumPy, since basic array reading and writing capability is now handled by NumPy.

3.4 SciPy 0.7.2 Release Notes


Contents SciPy 0.7.2 Release Notes SciPy 0.7.2 is a bug-x release with no new features compared to 0.7.1. The only change is that all C sources from Cython code have been regenerated with Cython 0.12.1. This xes the incompatibility between binaries of SciPy 0.7.1 and NumPy 1.4.

3.5 SciPy 0.7.1 Release Notes


Contents SciPy 0.7.1 Release Notes scipy.io scipy.odr scipy.signal scipy.sparse scipy.special scipy.stats Windows binaries for python 2.6 Universal build for scipy SciPy 0.7.1 is a bug-x release with no new features compared to 0.7.0. Bugs xed: Several xes in Matlab le IO Bugs xed: Work around a failure with Python 2.6 Memory leak in llter have been xed, as well as support for array object Bugs xed:

3.4. SciPy 0.7.2 Release Notes

151

SciPy Reference Guide, Release 0.10.0rc1

#880, #925: llter xes #871: bicgstab fails on Win32 Bugs xed: #883: scipy.io.mmread with scipy.sparse.lil_matrix broken lil_matrix and csc_matrix reject now unexpected sequences, cf. http://thread.gmane.org/gmane.comp.python.scientic.user/19996 Several bugs of varying severity were xed in the special functions: #503, #640: iv: problems at large arguments xed by new implementation #623: jv: x errors at large arguments #679: struve: x wrong output for v < 0 #803: pbdv produces invalid output #804: lqmn: x crashes on some input #823: betainc: x documentation #834: exp1 strange behavior near negative integer values #852: jn_zeros: more accurate results for large s, also in jnp/yn/ynp_zeros #853: jv, yv, iv: invalid results for non-integer v < 0, complex x #854: jv, yv, iv, kv: return nan more consistently when out-of-domain #927: ellipj: x segfault on Windows #946: ellpj: x segfault on Mac OS X/python 2.6 combination. ive, jve, yve, kv, kve: with real-valued input, return nan for out-of-domain instead of returning only the real part of the result. Also, when scipy.special.errprint(1) has been enabled, warning messages are now issued as Python warnings instead of printing them to stderr. linregress, mannwhitneyu, describe: errors xed kstwobign, norm, expon, exponweib, exponpow, frechet, genexpon, rdist, truncexpon, planck: improvements to numerical accuracy in distributions

3.5.1 Windows binaries for python 2.6


python 2.6 binaries for windows are now included. The binary for python 2.5 requires numpy 1.2.0 or above, and and the one for python 2.6 requires numpy 1.3.0 or above.

3.5.2 Universal build for scipy


Mac OS X binary installer is now a proper universal build, and does not depend on gfortran anymore (libgfortran is statically linked). The python 2.5 version of scipy requires numpy 1.2.0 or above, the python 2.6 version requires numpy 1.3.0 or above.

152

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

3.6 SciPy 0.7.0 Release Notes


Contents SciPy 0.7.0 Release Notes Python 2.6 and 3.0 Major documentation improvements Running Tests Building SciPy Sandbox Removed Sparse Matrices Statistics package Reworking of IO package New Hierarchical Clustering module New Spatial package Reworked fftpack package New Constants package New Radial Basis Function module New complex ODE integrator New generalized symmetric and hermitian eigenvalue problem solver Bug xes in the interpolation package Weave clean up Known problems SciPy 0.7.0 is the culmination of 16 months of hard work. It contains many new features, numerous bug-xes, improved test coverage and better documentation. There have been a number of deprecations and API changes in this release, which are documented below. All users are encouraged to upgrade to this release, as there are a large number of bug-xes and optimizations. Moreover, our development attention will now shift to bug-x releases on the 0.7.x branch, and on adding new features on the development trunk. This release requires Python 2.4 or 2.5 and NumPy 1.2 or greater. Please note that SciPy is still considered to have Beta status, as we work toward a SciPy 1.0.0 release. The 1.0.0 release will mark a major milestone in the development of SciPy, after which changing the package structure or API will be much more difcult. Whilst these pre-1.0 releases are considered to have Beta status, we are committed to making them as bug-free as possible. For example, in addition to xing numerous bugs in this release, we have also doubled the number of unit tests since the last release. However, until the 1.0 release, we are aggressively reviewing and rening the functionality, organization, and interface. This is being done in an effort to make the package as coherent, intuitive, and useful as possible. To achieve this, we need help from the community of users. Specically, we need feedback regarding all aspects of the project - everything - from which algorithms we implement, to details about our functions call signatures. Over the last year, we have seen a rapid increase in community involvement, and numerous infrastructure improvements to lower the barrier to contributions (e.g., more explicit coding standards, improved testing infrastructure, better documentation tools). Over the next year, we hope to see this trend continue and invite everyone to become more involved.

3.6.1 Python 2.6 and 3.0


A signicant amount of work has gone into making SciPy compatible with Python 2.6; however, there are still some issues in this regard. The main issue with 2.6 support is NumPy. On UNIX (including Mac OS X), NumPy 1.2.1 mostly works, with a few caveats. On Windows, there are problems related to the compilation process. The upcoming

3.6. SciPy 0.7.0 Release Notes

153

SciPy Reference Guide, Release 0.10.0rc1

NumPy 1.3 release will x these problems. Any remaining issues with 2.6 support for SciPy 0.7 will be addressed in a bug-x release. Python 3.0 is not supported at all; it requires NumPy to be ported to Python 3.0. This requires immense effort, since a lot of C code has to be ported. The transition to 3.0 is still under consideration; currently, we dont have any timeline or roadmap for this transition.

3.6.2 Major documentation improvements


SciPy documentation is greatly improved; you can view a HTML reference manual online or download it as a PDF le. The new reference guide was built using the popular Sphinx tool. This release also includes an updated tutorial, which hadnt been available since SciPy was ported to NumPy in 2005. Though not comprehensive, the tutorial shows how to use several essential parts of Scipy. It also includes the ndimage documentation from the numarray manual. Nevertheless, more effort is needed on the documentation front. Luckily, contributing to Scipy documentation is now easier than before: if you nd that a part of it requires improvements, and want to help us out, please register a user name in our web-based documentation editor at http://docs.scipy.org/ and correct the issues.

3.6.3 Running Tests


NumPy 1.2 introduced a new testing framework based on nose. Starting with this release, SciPy now uses the new NumPy test framework as well. Taking advantage of the new testing framework requires nose version 0.10, or later. One major advantage of the new framework is that it greatly simplies writing unit tests - which has all ready paid off, given the rapid increase in tests. To run the full test suite:
>>> import scipy >>> scipy.test(full)

For more information, please see The NumPy/SciPy Testing Guide. We have also greatly improved our test coverage. There were just over 2,000 unit tests in the 0.6.0 release; this release nearly doubles that number, with just over 4,000 unit tests.

3.6.4 Building SciPy


Support for NumScons has been added. NumScons is a tentative new build system for NumPy/SciPy, using SCons at its core. SCons is a next-generation build system, intended to replace the venerable Make with the integrated functionality of autoconf/automake and ccache. Scons is written in Python and its conguration les are Python scripts. NumScons is meant to replace NumPys custom version of distutils providing more advanced functionality, such as autoconf, improved fortran support, more tools, and support for numpy.distutils/scons cooperation.

3.6.5 Sandbox Removed


While porting SciPy to NumPy in 2005, several packages and modules were moved into scipy.sandbox. The sandbox was a staging ground for packages that were undergoing rapid development and whose APIs were in ux. It was also a place where broken code could live. The sandbox has served its purpose well, but was starting to create confusion. Thus scipy.sandbox was removed. Most of the code was moved into scipy, some code was made into a scikit, and the remaining code was just deleted, as the functionality had been replaced by other code.

154

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

3.6.6 Sparse Matrices


Sparse matrices have seen extensive improvements. There is now support for integer dtypes such int8, uint32, etc. Two new sparse formats were added: new class dia_matrix : the sparse DIAgonal format new class bsr_matrix : the Block CSR format Several new sparse matrix construction functions were added: sparse.kron : sparse Kronecker product sparse.bmat : sparse version of numpy.bmat sparse.vstack : sparse version of numpy.vstack sparse.hstack : sparse version of numpy.hstack Extraction of submatrices and nonzero values have been added: sparse.tril : extract lower triangle sparse.triu : extract upper triangle sparse.find : nonzero values and their indices csr_matrix and csc_matrix now support slicing and fancy indexing (e.g., A[1:3, 4:7] and A[[3,2,6,8],:]). Conversions among all sparse formats are now possible: using member functions such as .tocsr() and .tolil() using the .asformat() member function, e.g. A.asformat(csr) using constructors A = lil_matrix([[1,2]]); B = csr_matrix(A) All sparse constructors now accept dense matrices and lists of lists. For example: A = csr_matrix( rand(3,3) ) and B = lil_matrix( [[1,2],[3,4]] ) The handling of diagonals in the spdiags function has been changed. It now agrees with the MATLAB(TM) function of the same name. Numerous efciency improvements to format conversions and sparse matrix arithmetic have been made. Finally, this release contains numerous bugxes.

3.6.7 Statistics package


Statistical functions for masked arrays have been added, and are accessible through scipy.stats.mstats. The functions are similar to their counterparts in scipy.stats but they have not yet been veried for identical interfaces and algorithms. Several bugs were xed for statistical functions, of those, kstest and percentileofscore gained new keyword arguments. Added deprecation warning for mean, median, var, std, cov, and corrcoef. These functions should be replaced by their numpy counterparts. Note, however, that some of the default options differ between the scipy.stats and numpy versions of these functions. Numerous bug xes to stats.distributions: all generic methods now work correctly, several methods in individual distributions were corrected. However, a few issues remain with higher moments (skew, kurtosis) and entropy. The maximum likelihood estimator, fit, does not work out-of-the-box for some distributions - in some cases, starting values have to be carefully chosen, in other cases, the generic implementation of the maximum likelihood method might not be the numerically appropriate estimation method.

3.6. SciPy 0.7.0 Release Notes

155

SciPy Reference Guide, Release 0.10.0rc1

We expect more bugxes, increases in numerical precision and enhancements in the next release of scipy.

3.6.8 Reworking of IO package


The IO code in both NumPy and SciPy is being extensively reworked. NumPy will be where basic code for reading and writing NumPy arrays is located, while SciPy will house le readers and writers for various data formats (data, audio, video, images, matlab, etc.). Several functions in scipy.io have been deprecated and will be removed in the 0.8.0 release including npfile, save, load, create_module, create_shelf, objload, objsave, fopen, read_array, write_array, fread, fwrite, bswap, packbits, unpackbits, and convert_objectarray. Some of these functions have been replaced by NumPys raw reading and writing capabilities, memory-mapping capabilities, or array methods. Others have been moved from SciPy to NumPy, since basic array reading and writing capability is now handled by NumPy. The Matlab (TM) le readers/writers have a number of improvements: default version 5 v5 writers for structures, cell arrays, and objects v5 readers/writers for function handles and 64-bit integers new struct_as_record keyword argument to loadmat, which loads struct arrays in matlab as record arrays in numpy string arrays have dtype=U... instead of dtype=object loadmat no longer squeezes singleton dimensions, i.e. squeeze_me=False by default

3.6.9 New Hierarchical Clustering module


This module adds new hierarchical clustering functionality to the scipy.cluster package. The function interfaces are similar to the functions provided MATLAB(TM)s Statistics Toolbox to help facilitate easier migration to the NumPy/SciPy framework. Linkage methods implemented include single, complete, average, weighted, centroid, median, and ward. In addition, several functions are provided for computing inconsistency statistics, cophenetic distance, and maximum distance between descendants. The fcluster and fclusterdata functions transform a hierarchical clustering into a set of at clusters. Since these at clusters are generated by cutting the tree into a forest of trees, the leaders function takes a linkage and a at clustering, and nds the root of each tree in the forest. The ClusterNode class represents a hierarchical clusterings as a eld-navigable tree object. to_tree converts a matrix-encoded hierarchical clustering to a ClusterNode object. Routines for converting between MATLAB and SciPy linkage encodings are provided. Finally, a dendrogram function plots hierarchical clusterings as a dendrogram, using matplotlib.

3.6.10 New Spatial package


The new spatial package contains a collection of spatial algorithms and data structures, useful for spatial statistics and clustering applications. It includes rapidly compiled code for computing exact and approximate nearest neighbors, as well as a pure-python kd-tree with the same interface, but that supports annotation and a variety of other algorithms. The API for both modules may change somewhat, as user requirements become clearer. It also includes a distance module, containing a collection of distance and dissimilarity functions for computing distances between vectors, which is useful for spatial statistics, clustering, and kd-trees. Distance and dissimilarity functions provided include Bray-Curtis, Canberra, Chebyshev, City Block, Cosine, Dice, Euclidean, Hamming,

156

Chapter 3. Release Notes

SciPy Reference Guide, Release 0.10.0rc1

Jaccard, Kulsinski, Mahalanobis, Matching, Minkowski, Rogers-Tanimoto, Russell-Rao, Squared Euclidean, Standardized Euclidean, Sokal-Michener, Sokal-Sneath, and Yule. The pdist function computes pairwise distance between all unordered pairs of vectors in a set of vectors. The cdist computes the distance on all pairs of vectors in the Cartesian product of two sets of vectors. Pairwise distance matrices are stored in condensed form; only the upper triangular is stored. squareform converts distance matrices between square and condensed forms.

3.6.11 Reworked fftpack package


FFTW2, FFTW3, MKL and DJBFFT wrappers have been removed. Only (NETLIB) fftpack remains. By focusing on one backend, we hope to add new features - like oat32 support - more easily.

3.6.12 New Constants package


scipy.constants provides a collection of physical constants and conversion factors. These constants are taken from CODATA Recommended Values of the Fundamental Physical Constants: 2002. They may be found at physics.nist.gov/constants. The values are stored in the dictionary physical_constants as a tuple containing the value, the units, and the relative precision - in that order. All constants are in SI units, unless otherwise stated. Several helper functions are provided.

3.6.13 New Radial Basis Function module


scipy.interpolate now contains a Radial Basis Function module. Radial basis functions can be used for smoothing/interpolating scattered data in n-dimensions, but should be used with caution for extrapolation outside of the observed data range.

3.6.14 New complex ODE integrator


scipy.integrate.ode now contains a wrapper for the ZVODE complex-valued ordinary differential equation solver (by Peter N. Brown, Alan C. Hindmarsh, and George D. Byrne).

3.6.15 New generalized symmetric and hermitian eigenvalue problem solver


scipy.linalg.eigh now contains wrappers for more LAPACK symmetric and hermitian eigenvalue problem solvers. Users can now solve generalized problems, select a range of eigenvalues only, and choose to use a faster algorithm at the expense of increased memory usage. The signature of the scipy.linalg.eigh changed accordingly.

3.6.16 Bug xes in the interpolation package


The shape of return values from scipy.interpolate.interp1d used to be incorrect, if interpolated data had more than 2 dimensions and the axis keyword was set to a non-default value. This has been xed. Moreover, interp1d returns now a scalar (0D-array) if the input is a scalar. Users of scipy.interpolate.interp1d may need to revise their code if it relies on the previous behavior.

3.6.17 Weave clean up


There were numerous improvements to scipy.weave. blitz++ was relicensed by the author to be compatible with the SciPy license. wx_spec.py was removed. 3.6. SciPy 0.7.0 Release Notes 157

SciPy Reference Guide, Release 0.10.0rc1

3.6.18 Known problems


Here are known problems with scipy 0.7.0: weave test failures on windows: those are known, and are being revised. weave test failure with gcc 4.3 (std::labs): this is a gcc 4.3 bug. A workaround is to add #include <cstdlib> in scipy/weave/blitz/blitz/funcs.h (line 27). You can make the change in the installed scipy (in site-packages).

158

Chapter 3. Release Notes

CHAPTER

FOUR

REFERENCE
4.1 Clustering package (scipy.cluster)
scipy.cluster.vq Clustering algorithms are useful in information theory, target detection, communications, compression, and other areas. The vq module only supports vector quantization and the k-means algorithms. scipy.cluster.hierarchy The hierarchy module provides functions for hierarchical and agglomerative clustering. Its features include generating hierarchical clusters from distance matrices, computing distance matrices from observation vectors, calculating statistics on clusters, cutting linkages to generate at clusters, and visualizing clusters with dendrograms.

4.2 K-means clustering (scipy.cluster.vq)

and

vector

quantization

Provides routines for k-means clustering, generating code books from k-means models, and quantizing vectors by comparing them with centroids in a code book. whiten(obs) vq(obs, code_book) kmeans(obs, k_or_guess[, iter, thresh]) kmeans2(data, k[, iter, thresh, minit, missing]) Normalize a group of observations on a per feature basis. Assign codes from a code book to observations. Performs k-means on a set of observation vectors forming k clusters. Classify a set of observations into k clusters using the k-means algorithm.

scipy.cluster.vq.whiten(obs) Normalize a group of observations on a per feature basis. Before running k-means, it is benecial to rescale each feature dimension of the observation set with whitening. Each feature is divided by its standard deviation across all observations to give it unit variance. Parameters obs : ndarray Each row of the array is an observation. The columns are the features seen during each observation.
>>> # >>> obs = [[ ... [ f0 1., 2., f1 1., 2., f2 1.], 2.],

#o0 #o1

159

SciPy Reference Guide, Release 0.10.0rc1

... ...

[ [

3., 4.,

3., 4.,

3.], #o2 4.]]) #o3

Returns result : ndarray Contains the values in obs scaled by the standard devation of each column. Examples
>>> from numpy import array >>> from scipy.cluster.vq import whiten >>> features = array([[ 1.9,2.3,1.7], ... [ 1.5,2.5,2.2], ... [ 0.8,0.6,1.7,]]) >>> whiten(features) array([[ 3.41250074, 2.20300046, 5.88897275], [ 2.69407953, 2.39456571, 7.62102355], [ 1.43684242, 0.57469577, 5.88897275]])

scipy.cluster.vq.vq(obs, code_book) Assign codes from a code book to observations. Assigns a code from a code book to each observation. Each observation vector in the M by N obs array is compared with the centroids in the code book and assigned the code of the closest centroid. The features in obs should have unit variance, which can be acheived by passing them through the whiten function. The code book can be created with the k-means algorithm or a different encoding algorithm. Parameters obs : ndarray Each row of the N x M array is an observation. The columns are the features seen during each observation. The features must be whitened rst using the whiten function or something equivalent. code_book : ndarray The code book is usually generated using the k-means algorithm. Each row of the array holds a different code, and the columns are the features of the code.
>>> # >>> code_book = [ ... [ ... [ ... [ f0 1., 1., 1., f1 2., 2., 2., f2 3., 3., 3., f3 4.], #c0 4.], #c1 4.]]) #c2

Returns code : ndarray A length N array holding the code book index for each observation. dist : ndarray The distortion (distance) between the observation and its nearest code. Notes This currently forces 32-bit math precision for speed. Anyone know of a situation where this undermines the accuracy of the algorithm?

160

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> from numpy import array >>> from scipy.cluster.vq import vq >>> code_book = array([[1.,1.,1.], ... [2.,2.,2.]]) >>> features = array([[ 1.9,2.3,1.7], ... [ 1.5,2.5,2.2], ... [ 0.8,0.6,1.7]]) >>> vq(features,code_book) (array([1, 1, 0],i), array([ 0.43588989,

0.73484692,

0.83066239]))

scipy.cluster.vq.kmeans(obs, k_or_guess, iter=20, thresh=1.0000000000000001e-05) Performs k-means on a set of observation vectors forming k clusters. The k-means algorithm adjusts the centroids until sufcient progress cannot be made, i.e. the change in distortion since the last iteration is less than some threshold. This yields a code book mapping centroids to codes and vice versa. Distortion is dened as the sum of the squared differences between the observations and the corresponding centroid. Parameters obs : ndarray Each row of the M by N array is an observation vector. The columns are the features seen during each observation. The features must be whitened rst with the whiten function. k_or_guess : int or ndarray The number of centroids to generate. A code is assigned to each centroid, which is also the row index of the centroid in the code_book matrix generated. The initial k centroids are chosen by randomly selecting observations from the observation matrix. Alternatively, passing a k by N array species the initial k centroids. iter : int, optional The number of times to run k-means, returning the codebook with the lowest distortion. This argument is ignored if initial centroids are specied with an array for the k_or_guess parameter. This parameter does not represent the number of iterations of the k-means algorithm. thresh : oat, optional Terminates the k-means algorithm if the change in distortion since the last k-means iteration is less than or equal to thresh. Returns codebook : ndarray A k by N array of k centroids. The ith centroid codebook[i] is represented with the code i. The centroids and codes generated represent the lowest distortion seen, not necessarily the globally minimal distortion. distortion : oat The distortion between the observations passed and the centroids generated. See Also:

4.2. K-means clustering and vector quantization (scipy.cluster.vq)

161

SciPy Reference Guide, Release 0.10.0rc1

kmeans2 a different implementation of k-means clustering with more methods for generating initial centroids but without using a distortion change threshold as a stopping criterion. whiten must be called prior to passing an observation matrix to kmeans. Examples
>>> from numpy import array >>> from scipy.cluster.vq import vq, kmeans, whiten >>> features = array([[ 1.9,2.3], ... [ 1.5,2.5], ... [ 0.8,0.6], ... [ 0.4,1.8], ... [ 0.1,0.1], ... [ 0.2,1.8], ... [ 2.0,0.5], ... [ 0.3,1.5], ... [ 1.0,1.0]]) >>> whitened = whiten(features) >>> book = array((whitened[0],whitened[2])) >>> kmeans(whitened,book) (array([[ 2.3110306 , 2.86287398], [ 0.93218041, 1.24398691]]), 0.85684700941625547) >>> from numpy import random >>> random.seed((1000,2000)) >>> codes = 3 >>> kmeans(whitened,codes) (array([[ 2.3110306 , 2.86287398], [ 1.32544402, 0.65607529], [ 0.40782893, 2.02786907]]), 0.5196582527686241)

scipy.cluster.vq.kmeans2(data, k, iter=10, thresh=1.0000000000000001e-05, minit=random, missing=warn) Classify a set of observations into k clusters using the k-means algorithm. The algorithm attempts to minimize the Euclidian distance between observations and centroids. Several initialization methods are included. Parameters data : ndarray A M by N array of M observations in N dimensions or a length M array of M one-dimensional observations. k : int or ndarray The number of clusters to form as well as the number of centroids to generate. If minit initialization string is matrix, or if a ndarray is given instead, it is interpreted as initial cluster to use instead. iter : int Number of iterations of the k-means algrithm to run. Note that this differs in meaning from the iters parameter to the kmeans function. thresh : oat (not used yet)

162

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

minit : string Method for initialization. Available methods are random, points, uniform, and matrix: random: generate k centroids from a Gaussian with mean and variance estimated from the data. points: choose k observations (rows) at random from data for the initial centroids. uniform: generate k observations from the data from a uniform distribution dened by the data set (unsupported). matrix: interpret the k parameter as a k by M (or length k array for one-dimensional data) array of initial centroids. Returns centroid : ndarray A k by N array of centroids found at the last iteration of k-means. label : ndarray label[i] is the code or index of the centroid the ith observation is closest to.

4.2.1 Background information


The k-means algorithm takes as input the number of clusters to generate, k, and a set of observation vectors to cluster. It returns a set of centroids, one for each of the k clusters. An observation vector is classied with the cluster number or centroid index of the centroid closest to it. A vector v belongs to cluster i if it is closer to centroid i than any other centroids. If v belongs to i, we say centroid i is the dominating centroid of v. The k-means algorithm tries to minimize distortion, which is dened as the sum of the squared distances between each observation vector and its dominating centroid. Each step of the k-means algorithm renes the choices of centroids to reduce distortion. The change in distortion is used as a stopping criterion: when the change is lower than a threshold, the k-means algorithm is not making sufcient progress and terminates. One can also dene a maximum number of iterations. Since vector quantization is a natural application for k-means, information theory terminology is often used. The centroid index or cluster index is also referred to as a code and the table mapping codes to centroids and vice versa is often referred as a code book. The result of k-means, a set of centroids, can be used to quantize vectors. Quantization aims to nd an encoding of vectors that reduces the expected distortion. All routines expect obs to be a M by N array where the rows are the observation vectors. The codebook is a k by N array where the ith row is the centroid of code word i. The observation vectors and centroids have the same feature dimension. As an example, suppose we wish to compress a 24-bit color image (each pixel is represented by one byte for red, one for blue, and one for green) before sending it over the web. By using a smaller 8-bit encoding, we can reduce the amount of data by two thirds. Ideally, the colors for each of the 256 possible 8-bit encoding values should be chosen to minimize distortion of the color. Running k-means with k=256 generates a code book of 256 codes, which lls up all possible 8-bit sequences. Instead of sending a 3-byte value for each pixel, the 8-bit centroid index (or code word) of the dominating centroid is transmitted. The code book is also sent over the wire so each 8-bit code can be translated back to a 24-bit pixel value representation. If the image of interest was of an ocean, we would expect many 24-bit blues to be represented by 8-bit codes. If it was an image of a human face, more esh tone colors would be represented in the code book.

4.2. K-means clustering and vector quantization (scipy.cluster.vq)

163

SciPy Reference Guide, Release 0.10.0rc1

4.3 Hierarchical clustering (scipy.cluster.hierarchy)


These functions cut hierarchical clusterings into at clusterings or nd the roots of the forest formed by a cut by providing the at cluster ids of each observation. fcluster(Z, t[, criterion, depth, R, monocrit]) fclusterdata(X, t[, criterion, metric, ...]) leaders(Z, T) Forms at clusters from the hierarchical clustering dened by Cluster observation data using a given metric. (L, M) = leaders(Z, T):

scipy.cluster.hierarchy.fcluster(Z, t, criterion=inconsistent, depth=2, R=None, monocrit=None) Forms at clusters from the hierarchical clustering dened by the linkage matrix Z. Parameters Z : ndarray The hierarchical clustering encoded with the matrix returned by the linkage function. t : oat The threshold to apply when forming at clusters. criterion : str, optional The criterion to use in forming at clusters. This can be any of the following values: inconsistent: If a cluster node and all its descendants have an inconsistent value less than or equal to t then all its leaf descendants belong to the same at cluster. When no non-singleton cluster meets this criterion, every node is assigned to its own cluster. (Default) distance: Forms at clusters so that the original observations in each at cluster have no greater a cophenetic distance than t. maxclust: Finds a minimum threshold r so that the cophenetic distance between any two original observations in the same at cluster is no more than r and no more than t at clusters are formed. monocrit: Forms a at cluster from a cluster node c with index i when monocrit[j] <= t. For example, to threshold on the maximum mean distance as computed in the inconsistency matrix R with a threshold of 0.8 do: MR = maxRstat(Z, R, 3) cluster(Z, t=0.8, criterion=monocrit, monocrit=MR) maxclust_monocrit: Forms a at cluster from a non-singleton cluster node c when monocrit[i] <= r for all cluster indices i below and including c. r is minimized such that no more than t at clusters are formed. monocrit must be monotonic. For example, to minimize the threshold t on maximum inconsistency values so that no more than 3 at clusters are formed, do: MI = maxinconsts(Z, R)

164

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

cluster(Z, t=3, criterion=maxclust_monocrit, monocrit=MI) depth : int, optional The maximum depth to perform the inconsistency calculation. It has no meaning for the other criteria. Default is 2. R : ndarray, optional The inconsistency matrix to use for the inconsistent criterion. This matrix is computed if not provided. monocrit : ndarray, optional An array of length n-1. monocrit[i] is the statistics upon which non-singleton i is thresholded. The monocrit vector must be monotonic, i.e. given a node c with index i, for all node indices j corresponding to nodes below c, monocrit[i] >= monocrit[j]. Returns fcluster : ndarray An array of length n. T[i] is the at cluster number to which original observation i belongs. scipy.cluster.hierarchy.fclusterdata(X, t, criterion=inconsistent, metric=euclidean, depth=2, method=single, R=None) Cluster observation data using a given metric. Clusters the original observations in the n-by-m data matrix X (n observations in m dimensions), using the euclidean distance metric to calculate distances between original observations, performs hierarchical clustering using the single linkage algorithm, and forms at clusters using the inconsistency method with t as the cut-off threshold. A one-dimensional array T of length n is returned. T[i] is the index of the at cluster to which the original observation i belongs. Parameters X : ndarray n by m data matrix with n observations in m dimensions. t : oat The threshold to apply when forming at clusters. criterion : str, optional Species the criterion for forming at clusters. Valid values are inconsistent (default), distance, or maxclust cluster formation algorithms. See fcluster for descriptions. method : str, optional The linkage method to use (single, complete, average, weighted, median centroid, ward). See linkage for more information. Default is single. metric : str, optional The distance metric for calculating pairwise distances. See distance.pdist for descriptions and linkage to verify compatibility with the linkage method. t : double, optional

4.3. Hierarchical clustering (scipy.cluster.hierarchy)

165

SciPy Reference Guide, Release 0.10.0rc1

The cut-off threshold for the cluster function or the maximum number of clusters (criterion=maxclust). depth : int, optional The maximum depth for the inconsistency calculation. See inconsistent for more information. R : ndarray, optional The inconsistency matrix. It will be computed if necessary if it is not passed. Returns T : ndarray A vector of length n. T[i] is the at cluster number to which original observation i belongs. Notes This function is similar to the MATLAB function clusterdata. scipy.cluster.hierarchy.leaders(Z, T) (L, M) = leaders(Z, T): Returns the root nodes in a hierarchical clustering corresponding to a cut dened by a at cluster assignment vector T. See the fcluster function for more information on the format of T. For each at cluster j of the k at clusters represented in the n-sized at cluster assignment vector T, this function nds the lowest cluster node i in the linkage tree Z such that: leaf descendents belong only to at cluster j (i.e. T[p]==j for all p in S(i) where S(i) is the set of leaf ids of leaf nodes descendent with cluster node i) there does not exist a leaf that is not descendent with i that also belongs to cluster j (i.e. T[q]!=j for all q not in S(i)). If this condition is violated, T is not a valid cluster assignment vector, and an exception will be thrown. Parameters Z : ndarray The hierarchical clustering encoded as a matrix. See linkage for more information. T : ndarray The at cluster assignment vector. Returns A tuple (L, M) with : L : ndarray The leader linkage node ids stored as a k-element 1D array where k is the number of at clusters found in T. L[j]=i is the linkage cluster node id that is the leader of at cluster with id M[j]. If i < n, i corresponds to an original observation, otherwise it corresponds to a non-singleton cluster. For example: if L[3]=2 and M[3]=8, the at cluster with id 8s leader is linkage node 2. M : ndarray

166

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The leader linkage node ids stored as a k-element 1D array where k is the number of at clusters found in T. This allows the set of at cluster ids to be any arbitrary set of k integers. These are routines for agglomerative clustering. linkage(y[, method, metric]) single(y) complete(y) average(y) weighted(y) centroid(y) median(y) ward(y) Performs hierarchical/agglomerative clustering on the condensed distance matrix y. Performs single/min/nearest linkage on the condensed distance matrix y. Performs complete complete/max/farthest point linkage on the condensed distance matrix y. Performs average/UPGMA linkage on the condensed distance matrix Performs weighted/WPGMA linkage on the condensed distance matrix Performs centroid/UPGMC linkage. See linkage for more Performs median/WPGMC linkage. See linkage for more Performs Wards linkage on a condensed or redundant distance

scipy.cluster.hierarchy.linkage(y, method=single, metric=euclidean) Performs hierarchical/agglomerative clustering on the condensed distance matrix y. y must be a n sized vector where n is the number of original observations paired in the distance matrix. The 2 behavior of this function is very similar to the MATLAB linkage function. A 4 by (n 1) matrix Z is returned. At the i-th iteration, clusters with indices Z[i, 0] and Z[i, 1] are combined to form cluster n + i. A cluster with an index less than n corresponds to one of the n original observations. The distance between clusters Z[i, 0] and Z[i, 1] is given by Z[i, 2]. The fourth value Z[i, 3] represents the number of original observations in the newly formed cluster. The following linkage methods are used to compute the distance d(s, t) between two clusters s and t. The algorithm begins with a forest of clusters that have yet to be used in the hierarchy being formed. When two clusters s and t from this forest are combined into a single cluster u, s and t are removed from the forest, and u is added to the forest. When only one cluster remains in the forest, the algorithm stops, and this cluster becomes the root. A distance matrix is maintained at each iteration. The d[i,j] entry corresponds to the distance between cluster i and j in the original forest. At each iteration, the algorithm must update the distance matrix to reect the distance of the newly formed cluster u with the remaining clusters in the forest. Suppose there are |u| original observations u[0], . . . , u[|u| 1] in cluster u and |v| original objects v[0], . . . , v[|v| 1] in cluster v. Recall s and t are combined to form cluster u. Let v be any remaining cluster in the forest that is not u. The following are methods for calculating the distance between the newly formed cluster u and each v. method=single assigns d(u, v) = min(dist(u[i], v[j]))

for all points i in cluster u and j in cluster v. This is also known as the Nearest Point Algorithm. method=complete assigns d(u, v) = max(dist(u[i], v[j]))

for all points i in cluster u and j in cluster v. This is also known by the Farthest Point Algorithm or Voor Hees Algorithm. 4.3. Hierarchical clustering (scipy.cluster.hierarchy) 167

SciPy Reference Guide, Release 0.10.0rc1

method=average assigns d(u, v) =


ij

d(u[i], v[j]) (|u| |v|)

for all points i and j where |u| and |v| are the cardinalities of clusters u and v, respectively. This is also called the UPGMA algorithm. This is called UPGMA. method=weighted assigns d(u, v) = (dist(s, v) + dist(t, v))/2

where cluster u was formed with cluster s and t and v is a remaining cluster in the forest. (also called WPGMA) method=centroid assigns dist(s, t) = ||cs ct ||2

where cs and ct are the centroids of clusters s and t, respectively. When two clusters s and t are combined into a new cluster u, the new centroid is computed over all the original objects in clusters s and t. The distance then becomes the Euclidean distance between the centroid of u and the centroid of a remaining cluster v in the forest. This is also known as the UPGMC algorithm. method=median assigns math:d(s,t) like the centroid method. When two clusters s and t are combined into a new cluster u, the average of centroids s and t give the new centroid u. This is also known as the WPGMC algorithm. method=ward uses the Ward variance minimization algorithm. The new entry d(u, v) is computed as follows, d(u, v) = |v| + |t| |v| |v| + |s| d(v, s)2 + d(v, t)2 + d(s, t)2 T T T

where u is the newly joined cluster consisting of clusters s and t, v is an unused cluster in the forest, T = |v| + |s| + |t|, and | | is the cardinality of its argument. This is also known as the incremental algorithm. Warning: When the minimum distance pair in the forest is chosen, there may be two or more pairs with the same minimum distance. This implementation may chose a different minimum than the MATLAB version. Parameters y : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a at array containing the upper triangular of the distance matrix. This is the form that pdist returns. Alternatively, a collection of m observation vectors in n dimensions may be passed as an m by n array. method : str, optional The linkage algorithm to use. See the Linkage Methods section below for full descriptions. metric : str, optional The distance metric to use. See the distance.pdist function for a list of valid distance metrics. 168 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns Z : ndarray The hierarchical clustering encoded as a linkage matrix. scipy.cluster.hierarchy.single(y) Performs single/min/nearest linkage on the condensed distance matrix y. See linkage for more information on the return structure and algorithm. Parameters y : ndarray The upper triangular of the distance matrix. The result of pdist is returned in this form. Returns Z : ndarray The linkage matrix. See Also: linkage for advanced creation of hierarchical clusterings. scipy.cluster.hierarchy.complete(y) Performs complete complete/max/farthest point linkage on the condensed distance matrix y. See linkage for more information on the return structure and algorithm. Parameters y : ndarray The upper triangular of the distance matrix. The result of pdist is returned in this form. Returns Z : ndarray A linkage matrix containing the hierarchical clustering. See the linkage function documentation for more information on its structure. scipy.cluster.hierarchy.average(y) Performs average/UPGMA linkage on the condensed distance matrix y. See linkage for more information on the return structure and algorithm. Parameters y : ndarray The upper triangular of the distance matrix. The result of pdist is returned in this form. Returns Z : ndarray A linkage matrix containing the hierarchical clustering. See the linkage function documentation for more information on its structure. See Also: linkage for advanced creation of hierarchical clusterings.

4.3. Hierarchical clustering (scipy.cluster.hierarchy)

169

SciPy Reference Guide, Release 0.10.0rc1

scipy.cluster.hierarchy.weighted(y) Performs weighted/WPGMA linkage on the condensed distance matrix y. See linkage for more information on the return structure and algorithm. Parameters y : ndarray The upper triangular of the distance matrix. The result of pdist is returned in this form. Returns Z : ndarray A linkage matrix containing the hierarchical clustering. See the linkage function documentation for more information on its structure. See Also: linkage for advanced creation of hierarchical clusterings. scipy.cluster.hierarchy.centroid(y) Performs centroid/UPGMC linkage. See linkage for more information on the return structure and algorithm. The following are common calling conventions: 1.Z = centroid(y) Performs centroid/UPGMC linkage on the condensed distance matrix y. See linkage for more information on the return structure and algorithm. 2.Z = centroid(X) Performs centroid/UPGMC linkage on the observation matrix X using Euclidean distance as the distance metric. See linkage for more information on the return structure and algorithm. Parameters Q : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a at array containing the upper triangular of the distance matrix. This is the form that pdist returns. Alternatively, a collection of m observation vectors in n dimensions may be passed as a m by n array. Returns Z : ndarray A linkage matrix containing the hierarchical clustering. See the linkage function documentation for more information on its structure. See Also: linkage for advanced creation of hierarchical clusterings. scipy.cluster.hierarchy.median(y) Performs median/WPGMC linkage. See linkage for more information on the return structure and algorithm.

170

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The following are common calling conventions: 1.Z = median(y) Performs median/WPGMC linkage on the condensed distance matrix y. See linkage for more information on the return structure and algorithm. 2.Z = median(X) Performs median/WPGMC linkage on the observation matrix X using Euclidean distance as the distance metric. See linkage for more information on the return structure and algorithm. Parameters Q : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a at array containing the upper triangular of the distance matrix. This is the form that pdist returns. Alternatively, a collection of m observation vectors in n dimensions may be passed as a m by n array. Returns Z : ndarray The hierarchical clustering encoded as a linkage matrix. See Also: linkage for advanced creation of hierarchical clusterings. scipy.cluster.hierarchy.ward(y) Performs Wards linkage on a condensed or redundant distance matrix. See linkage for more information on the return structure and algorithm. The following are common calling conventions: 1.Z = ward(y) Performs Wards linkage on the condensed distance matrix Z. See linkage for more information on the return structure and algorithm. 2.Z = ward(X) Performs Wards linkage on the observation matrix X using Euclidean distance as the distance metric. See linkage for more information on the return structure and algorithm. Parameters Q : ndarray A condensed or redundant distance matrix. A condensed distance matrix is a at array containing the upper triangular of the distance matrix. This is the form that pdist returns. Alternatively, a collection of m observation vectors in n dimensions may be passed as a m by n array. Returns Z : ndarray The hierarchical clustering encoded as a linkage matrix. See Also: linkage for advanced creation of hierarchical clusterings.

4.3. Hierarchical clustering (scipy.cluster.hierarchy)

171

SciPy Reference Guide, Release 0.10.0rc1

These routines compute statistics on hierarchies. cophenet(Z[, Y]) Calculates the cophenetic distances between each observation in from_mlab_linkage(Z) Converts a linkage matrix generated by MATLAB(TM) to a new inconsistent(Z[, Calculates inconsistency statistics on a linkage. d]) maxinconsts(Z, R) Returns the maximum inconsistency coefcient for each non-singleton cluster and its descendents. maxdists(Z) Returns the maximum distance between any cluster for each non-singleton cluster. maxRstat(Z, R, i) Returns the maximum statistic for each non-singleton cluster and its descendents. to_mlab_linkage(Z) Converts a linkage matrix Z generated by the linkage function scipy.cluster.hierarchy.cophenet(Z, Y=None) Calculates the cophenetic distances between each observation in the hierarchical clustering dened by the linkage Z. Suppose p and q are original observations in disjoint clusters s and t, respectively and s and t are joined by a direct parent cluster u. The cophenetic distance between observations i and j is simply the distance between clusters s and t. Parameters Z : ndarray The hierarchical clustering encoded as an array (see linkage function). Y : ndarray (optional) Calculates the cophenetic correlation coefcient c of a hierarchical clustering dened by the linkage matrix Z of a set of n observations in m dimensions. Y is the condensed distance matrix from which Z was generated. Returns res : tuple A tuple (c, {d}): c [ndarray] The cophentic correlation distance (if y is passed). d [ndarray] The cophenetic distance matrix in condensed form. The ij th entry is the cophenetic distance between original observations i and j. scipy.cluster.hierarchy.from_mlab_linkage(Z) Converts a linkage matrix generated by MATLAB(TM) to a new linkage matrix compatible with this module. The conversion does two things: the indices are converted from 1..N to 0..(N-1) form, and a fourth column Z[:,3] is added where Z[i,3] is represents the number of original observations (leaves) in the non-singleton cluster i. This function is useful when loading in linkages from legacy data les generated by MATLAB. Parameters Z : ndarray A linkage matrix generated by MATLAB(TM). Returns ZS : ndarray

172

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

A linkage matrix compatible with this library. scipy.cluster.hierarchy.inconsistent(Z, d=2) Calculates inconsistency statistics on a linkage. Note: This function behaves similarly to the MATLAB(TM) inconsistent function. Parameters d : int The number of links up to d levels below each non-singleton cluster. Z : ndarray The (n 1) by 4 matrix encoding the linkage (hierarchical clustering). linkage documentation for more information on its form. Returns R : ndarray A (n 1) by 5 matrix where the ith row contains the link statistics for the nonsingleton cluster i. The link statistics are computed over the link heights for links d levels below the cluster i. R[i,0] and R[i,1] are the mean and standard deviation of the link heights, respectively; R[i,2] is the number of links included in the calculation; and R[i,3] is the inconsistency coefcient, racZ[i, 2] R[i, 0]R[i, 1]. scipy.cluster.hierarchy.maxinconsts(Z, R) Returns the maximum inconsistency coefcient for each non-singleton cluster and its descendents. Parameters Z : ndarray The hierarchical clustering encoded as a matrix. See linkage for more information. R : ndarray The inconsistency matrix. Returns MI : ndarray A monotonic (n-1)-sized numpy array of doubles. scipy.cluster.hierarchy.maxdists(Z) Returns the maximum distance between any cluster for each non-singleton cluster. Parameters Z : ndarray The hierarchical clustering encoded as a matrix. See linkage for more information. Returns MD : ndarray A (n-1) sized numpy array of doubles; MD[i] represents the maximum distance between any cluster (including singletons) below and including the node with index i. More specically, MD[i] = Z[Q(i)-n, 2].max() where Q(i) is the set of all node indices below and including node i. See

4.3. Hierarchical clustering (scipy.cluster.hierarchy)

173

SciPy Reference Guide, Release 0.10.0rc1

scipy.cluster.hierarchy.maxRstat(Z, R, i) Returns the maximum statistic for each non-singleton cluster and its descendents. Parameters Z : ndarray The hierarchical clustering encoded as a matrix. See linkage for more information. R : ndarray The inconsistency matrix. i : int The column of R to use as the statistic. Returns MR : ndarray Calculates the maximum statistic for the ith column of the inconsistency matrix R for each non-singleton cluster node. MR[j] is the maximum over R[Q(j)-n, i] where Q(j) the set of all node ids corresponding to nodes below and including j. scipy.cluster.hierarchy.to_mlab_linkage(Z) Converts a linkage matrix Z generated by the linkage function of this module to a MATLAB(TM) compatible one. The return linkage matrix has the last column removed and the cluster indices are converted to 1..N indexing. Parameters Z : ndarray A linkage matrix generated by this library. Returns ZM : ndarray A linkage matrix compatible with MATLAB(TM)s hierarchical clustering functions. Routines for visualizing at clusters. dendrogram(Z[, p, truncate_mode, ...]) Plots the hierarchical clustering as a dendrogram.

scipy.cluster.hierarchy.dendrogram(Z, p=30, truncate_mode=None, color_threshold=None, get_leaves=True, orientation=top, labels=None, count_sort=False, distance_sort=False, show_leaf_counts=True, no_plot=False, no_labels=False, color_list=None, leaf_font_size=None, leaf_rotation=None, leaf_label_func=None, no_leaves=False, show_contracted=False, link_color_func=None) Plots the hierarchical clustering as a dendrogram. The dendrogram illustrates how each cluster is composed by drawing a U-shaped link between a non-singleton cluster and its children. The height of the top of the U-link is the distance between its children clusters. It is also the cophenetic distance between original observations in the two children clusters. It is expected that the distances in Z[:,2] be monotonic, otherwise crossings appear in the dendrogram. Parameters Z : ndarray The linkage matrix encoding the hierarchical clustering to render as a dendrogram. See the linkage function for more information on the format of Z. 174 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

p : int, optional The p parameter for truncate_mode. truncate_mode : str, optional The dendrogram can be hard to read when the original observation matrix from which the linkage is derived is large. Truncation is used to condense the dendrogram. There are several modes: None/none: no truncation is performed (Default) lastp: the last p non-singleton formed in the linkage are the only non-leaf nodes in the linkage; they correspond to to rows Z[n-p-2:end] in Z. All other non-singleton clusters are contracted into leaf nodes. mlab: This corresponds to MATLAB(TM) behavior. (not implemented yet) level/mtica: no more than p levels of the dendrogram tree are displayed. This corresponds to Mathematica(TM) behavior. color_threshold : double, optional For brevity, let t be the color_threshold. Colors all the descendent links below a cluster node k the same color if k is the rst node below the cut threshold t. All links connecting nodes with distances greater than or equal to the threshold are colored blue. If t is less than or equal to zero, all nodes are colored blue. If color_threshold is None or default, corresponding with MATLAB(TM) behavior, the threshold is set to 0.7*max(Z[:,2]). get_leaves : bool, optional Includes a list R[leaves]=H in the result dictionary. For each i, H[i] == j, cluster node j appears in the i th position in the left-to-right traversal of the leaves, where j < 2n 1 and i < n. orientation : str, optional The direction to plot the dendrogram, which can be any of the following strings: top plots the root at the top, and plot descendent links going downwards. (default). bottom- plots the root at the bottom, and plot descendent links going upwards. left- plots the root at the left, and plot descendent links going right. right- plots the root at the right, and plot descendent links going left. labels : ndarray, optional By default labels is None so the index of the original observation is used to label the leaf nodes. Otherwise, this is an n -sized list (or tuple). The labels[i] value is the text to put under the i th leaf node only if it corresponds to an original observation and not a non-singleton cluster. count_sort : str or bool, optional For each node n, the order (visually, from left-to-right) ns two descendent links are plotted is determined by this parameter, which can be any of the following values: False: nothing is done. ascending/True: the child with the minimum number of original objects in its cluster is plotted rst.

4.3. Hierarchical clustering (scipy.cluster.hierarchy)

175

SciPy Reference Guide, Release 0.10.0rc1

descendent: the child with the maximum number of original objects in its cluster is plotted rst. Note distance_sort and count_sort cannot both be True. distance_sort : str or bool, optional For each node n, the order (visually, from left-to-right) ns two descendent links are plotted is determined by this parameter, which can be any of the following values: False: nothing is done. ascending/True: the child with the minimum distance between its direct descendents is plotted rst. descending: the child with the maximum distance between its direct descendents is plotted rst. Note distance_sort and count_sort cannot both be True. show_leaf_counts : bool, optional When True, leaf nodes representing k > 1 original observation are labeled with the number of observations they contain in parentheses. no_plot : bool, optional When True, the nal rendering is not performed. This is useful if only the data structures computed for the rendering are needed or if matplotlib is not available. no_labels : bool, optional When True, no labels appear next to the leaf nodes in the rendering of the dendrogram. leaf_label_rotation : double, optional Species the angle (in degrees) to rotate the leaf labels. When unspecied, the rotation based on the number of nodes in the dendrogram. (Default=0) leaf_font_size : int, optional Species the font size (in points) of the leaf labels. When unspecied, the size based on the number of nodes in the dendrogram. leaf_label_func : lambda or function, optional When leaf_label_func is a callable function, for each leaf with cluster index k < 2n 1. The function is expected to return a string with the label for the leaf. Indices k < n correspond to original observations while indices k n correspond to non-singleton clusters. For example, to label singletons with their node id and non-singletons with their id, count, and inconsistency coefcient, simply do:
# First define the leaf label function. def llf(id): if id < n: return str(id) else: return [%d %d %1.2f] % (id, count, R[n-id,3]) # The text for the leaf nodes is going to be big so force

176

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

# a rotation of 90 degrees. dendrogram(Z, leaf_label_func=llf, leaf_rotation=90)

show_contracted : bool When True the heights of non-singleton nodes contracted into a leaf node are plotted as crosses along the link connecting that leaf node. This really is only useful when truncation is used (see truncate_mode parameter). link_color_func : lambda/function When a callable function, link_color_function is called with each non-singleton id corresponding to each U-shaped link it will paint. The function is expected to return the color to paint the link, encoded as a matplotlib color string code. For example:
>>> dendrogram(Z, link_color_func=lambda k: colors[k])

colors the direct links below each untruncated non-singleton node k using colors[k]. Returns R : dict A dictionary of data structures computed to render the dendrogram. Its has the following keys: icoords: a list of lists [I1, I2, ..., Ip] where Ik is a list of 4 independent variable coordinates corresponding to the line that represents the kth link painted. dcoords: a list of lists [I2, I2, ..., Ip] where Ik is a list of 4 independent variable coordinates corresponding to the line that represents the kth link painted. ivl: a list of labels corresponding to the leaf nodes. leaves: for each i, H[i] == j, cluster node j appears in the i th position in the left-to-right traversal of the leaves, where j < 2n 1 and i < n. If j is less than n, the i th leaf node corresponds to an original observation. Otherwise, it corresponds to a non-singleton cluster. These are data structures and routines for representing hierarchies as tree objects. ClusterNode(id[, left, right, dist, count]) leaves_list(Z) to_tree(Z[, rd]) A tree node class for representing a cluster. Returns a list of leaf node ids (corresponding to observation vector index) as they appear in the tree from left to right. Converts a hierarchical clustering encoded in the matrix Z (by

class scipy.cluster.hierarchy.ClusterNode(id, left=None, right=None, dist=0, count=1) A tree node class for representing a cluster. Leaf nodes correspond to original observations, while non-leaf nodes correspond to non-singleton clusters. The to_tree function converts a matrix returned by the linkage function into an easy-to-use tree representation. See Also:

4.3. Hierarchical clustering (scipy.cluster.hierarchy)

177

SciPy Reference Guide, Release 0.10.0rc1

to_tree for converting a linkage matrix Z into a tree object. Methods get_count get_id get_left get_right is_leaf pre_order scipy.cluster.hierarchy.leaves_list(Z) Returns a list of leaf node ids (corresponding to observation vector index) as they appear in the tree from left to right. Z is a linkage matrix. Parameters Z : ndarray The hierarchical clustering encoded as a matrix. See linkage for more information. Returns L : ndarray The list of leaf node ids. scipy.cluster.hierarchy.to_tree(Z, rd=False) Converts a hierarchical clustering encoded in the matrix Z (by linkage) into an easy-to-use tree object. The reference r to the root ClusterNode object is returned. Each ClusterNode object has a left, right, dist, id, and count attribute. The left and right attributes point to ClusterNode objects that were combined to generate the cluster. If both are None then the ClusterNode object is a leaf node, its count must be 1, and its distance is meaningless but set to 0. Note: This function is provided for the convenience of the library user. ClusterNodes are not used as input to any of the functions in this library. Parameters Z : ndarray The linkage matrix in proper form (see the linkage function documentation). rd : bool, optional When False, a reference to the root ClusterNode object is returned. Otherwise, a tuple (r,d) is returned. r is a reference to the root node while d is a dictionary mapping cluster ids to ClusterNode references. If a cluster id is less than n, then it corresponds to a singleton cluster (leaf node). See linkage for more information on the assignment of cluster ids to clusters. Returns L : list The pre-order traversal. These are predicates for checking the validity of linkage and inconsistency matrices as well as for checking isomorphism of two at cluster assignments.

178

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

is_valid_im(R[, warning, throw, name]) is_valid_linkage(Z[, warning, throw, name]) is_isomorphic(T1, T2) is_monotonic(Z) correspond(Z, Y) num_obs_linkage(Z)

Returns True if the inconsistency matrix passed is valid. Checks the validity of a linkage matrix. Determines if two different cluster assignments T1 and Returns True if the linkage passed is monotonic. The linkage Checks if a linkage matrix Z and condensed distance matrix Returns the number of original observations of the linkage matrix passed.

scipy.cluster.hierarchy.is_valid_im(R, warning=False, throw=False, name=None) Returns True if the inconsistency matrix passed is valid. It must be a n by 4 numpy array of doubles. The standard deviations R[:,1] must be nonnegative. The link counts R[:,2] must be positive and no greater than n 1. Parameters R : ndarray The inconsistency matrix to check for validity. warning : bool, optional When True, issues a Python warning if the linkage matrix passed is invalid. throw : bool, optional When True, throws a Python exception if the linkage matrix passed is invalid. name : str, optional This string refers to the variable name of the invalid linkage matrix. Returns b : bool True if the inconsistency matrix is valid. scipy.cluster.hierarchy.is_valid_linkage(Z, warning=False, throw=False, name=None) Checks the validity of a linkage matrix. A linkage matrix is valid if it is a two dimensional nd-array (type double) with n rows and 4 columns. The rst two columns must contain indices between 0 and 2n 1. For a given row i, 0 Z[i, 0] i + n 1 and 0 Z[i, 1] i + n 1 (i.e. a cluster cannot join another cluster unless the cluster being joined has been generated.) Parameters Z : array_like Linkage matrix. warning : bool, optional When True, issues a Python warning if the linkage matrix passed is invalid. throw : bool, optional When True, throws a Python exception if the linkage matrix passed is invalid. name : str, optional This string refers to the variable name of the invalid linkage matrix. Returns b : bool True iff the inconsistency matrix is valid.

4.3. Hierarchical clustering (scipy.cluster.hierarchy)

179

SciPy Reference Guide, Release 0.10.0rc1

scipy.cluster.hierarchy.is_isomorphic(T1, T2) Determines if two different cluster assignments T1 and T2 are equivalent. Parameters T1 : ndarray An assignment of singleton cluster ids to at cluster ids. T2 : ndarray An assignment of singleton cluster ids to at cluster ids. Returns b : bool Whether the at cluster assignments T1 and T2 are equivalent. scipy.cluster.hierarchy.is_monotonic(Z) Returns True if the linkage passed is monotonic. The linkage is monotonic if for every cluster s and t joined, the distance between them is no less than the distance between any previously joined clusters. Parameters Z : ndarray The linkage matrix to check for monotonicity. Returns b : bool A boolean indicating whether the linkage is monotonic. scipy.cluster.hierarchy.correspond(Z, Y) Checks if a linkage matrix Z and condensed distance matrix Y could possibly correspond to one another. They must have the same number of original observations for the check to succeed. This function is useful as a sanity check in algorithms that make extensive use of linkage and distance matrices that must correspond to the same set of original observations. Parameters Z : ndarray The linkage matrix to check for correspondance. Y : ndarray The condensed distance matrix to check for correspondance. Returns b : bool A boolean indicating whether the linkage matrix and distance matrix could possibly correspond to one another. scipy.cluster.hierarchy.num_obs_linkage(Z) Returns the number of original observations of the linkage matrix passed. Parameters Z : ndarray The linkage matrix on which to perform the operation.

180

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns n : int The number of original observations in the linkage. Utility routines for plotting: set_link_color_palette(palette) the list of matplotlib color codes to use when coloring links with the Changes dendrogram color_threshold feature. scipy.cluster.hierarchy.set_link_color_palette(palette) Changes the list of matplotlib color codes to use when coloring links with the dendrogram color_threshold feature. Parameters palette : A list of matplotlib color codes. The order of the color codes is the order in which the colors are cycled through when color thresholding in the dendrogram.

4.3.1 References
MATLAB and MathWorks are registered trademarks of The MathWorks, Inc. Mathematica is a registered trademark of The Wolfram Research, Inc.

4.3.2 Copyright Notice


Copyright (C) Damian Eads, 2007-2008. New BSD License.

4.4 Constants (scipy.constants)


Physical and mathematical constants and units.

4.4.1 Mathematical constants


pi golden Pi Golden ratio

4.4. Constants (scipy.constants)

181

SciPy Reference Guide, Release 0.10.0rc1

4.4.2 Physical constants


c mu_0 epsilon_0 h hbar G g e R alpha N_A k sigma Wien Rydberg m_e m_p m_n speed of light in vacuum the magnetic constant 0 the electric constant (vacuum permittivity), the Planck constant h = h/(2) h Newtonian constant of gravitation standard acceleration of gravity elementary charge molar gas constant ne-structure constant Avogadro constant Boltzmann constant Stefan-Boltzmann constant Wien displacement law constant Rydberg constant electron mass proton mass neutron mass

Constants database In addition to the above variables, scipy.constants also contains the 2010 CODATA recommended values [CODATA2010] database containing more physical constants. value(key) unit(key) precision(key) find([sub, disp]) ConstantWarning Value in physical_constants indexed by key Unit in physical_constants indexed by key Relative precision in physical_constants indexed by key Return list of codata.physical_constant keys containing a given string. Accessing a constant no longer in current CODATA data set

scipy.constants.value(key) Value in physical_constants indexed by key Parameters key : Python string or unicode Key in dictionary physical_constants Returns value : oat Value in physical_constants corresponding to key See Also: codata Contains the description of physical_constants, which, as a dictionary literal object, does not itself possess a docstring. Examples
>>> from scipy.constants import codata >>> codata.value(elementary charge) 1.602176487e-019

182

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.constants.unit(key) Unit in physical_constants indexed by key Parameters key : Python string or unicode Key in dictionary physical_constants Returns unit : Python string Unit in physical_constants corresponding to key See Also: codata Contains the description of physical_constants, which, as a dictionary literal object, does not itself possess a docstring. Examples
>>> from scipy.constants import codata >>> codata.unit(uproton mass) kg

scipy.constants.precision(key) Relative precision in physical_constants indexed by key Parameters key : Python string or unicode Key in dictionary physical_constants Returns prec : oat Relative precision in physical_constants corresponding to key See Also: codata Contains the description of physical_constants, which, as a dictionary literal object, does not itself possess a docstring. Examples
>>> from scipy.constants import codata >>> codata.precision(uproton mass) 4.96226989798e-08

scipy.constants.find(sub=None, disp=False) Return list of codata.physical_constant keys containing a given string. Parameters sub : str, unicode Sub-string to search keys for. By default, return all keys. disp : bool If True, print the keys that are found, and return None. Otherwise, return the list of keys without printing anything.

4.4. Constants (scipy.constants)

183

SciPy Reference Guide, Release 0.10.0rc1

Returns keys : list or None If disp is False, the list of keys is returned. Otherwise, None is returned. See Also: codata Contains the description of physical_constants, which, as a dictionary literal object, does not itself possess a docstring. exception scipy.constants.ConstantWarning Accessing a constant no longer in current CODATA data set scipy.constants.physical_constants Dictionary of physical constants, of the format physical_constants[name] = (value, unit, uncertainty). Available constants: alpha particle mass alpha particle mass energy equivalent alpha particle mass energy equivalent in MeV alpha particle mass in u alpha particle molar mass alpha particle-electron mass ratio alpha particle-proton mass ratio Angstrom star atomic mass constant atomic mass constant energy equivalent atomic mass constant energy equivalent in MeV atomic mass unit-electron volt relationship atomic mass unit-hartree relationship atomic mass unit-hertz relationship atomic mass unit-inverse meter relationship atomic mass unit-joule relationship atomic mass unit-kelvin relationship atomic mass unit-kilogram relationship atomic unit of 1st hyperpolarizability atomic unit of 2nd hyperpolarizability atomic unit of action atomic unit of charge atomic unit of charge density atomic unit of current atomic unit of electric dipole mom. atomic unit of electric field atomic unit of electric field gradient atomic unit of electric polarizability atomic unit of electric potential atomic unit of electric quadrupole mom. atomic unit of energy atomic unit of force atomic unit of length atomic unit of mag. dipole mom. atomic unit of mag. flux density 6.64465675e-27 kg 5.97191967e-10 J 3727.37924 MeV 4.00150617913 u 0.00400150617912 kg mol^-1 7294.2995361 3.97259968933 1.00001495e-10 m 1.660538921e-27 kg 1.492417954e-10 J 931.494061 MeV 931494061.0 eV 34231776.845 E_h 2.2523427168e+23 Hz 7.5130066042e+14 m^-1 1.492417954e-10 J 1.08095408e+13 K 1.660538921e-27 kg 3.206361449e-53 C^3 m^3 J^-2 6.23538054e-65 C^4 m^4 J^-3 1.054571726e-34 J s 1.602176565e-19 C 1.081202338e+12 C m^-3 0.00662361795 A 8.47835326e-30 C m 514220652000.0 V m^-1 9.717362e+21 V m^-2 1.6487772754e-41 C^2 m^2 J^-1 27.21138505 V 4.486551331e-40 C m^2 4.35974434e-18 J 8.23872278e-08 N 5.2917721092e-11 m 1.854801936e-23 J T^-1 235051.7464 T Continued on next page

184

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Table 4.1 continued from previous page atomic unit of magnetizability atomic unit of mass atomic unit of mom.um atomic unit of permittivity atomic unit of time atomic unit of velocity Avogadro constant Bohr magneton Bohr magneton in eV/T Bohr magneton in Hz/T Bohr magneton in inverse meters per tesla Bohr magneton in K/T Bohr radius Boltzmann constant Boltzmann constant in eV/K Boltzmann constant in Hz/K Boltzmann constant in inverse meters per kelvin characteristic impedance of vacuum classical electron radius Compton wavelength Compton wavelength over 2 pi conductance quantum conventional value of Josephson constant conventional value of von Klitzing constant Cu x unit deuteron g factor deuteron mag. mom. deuteron mag. mom. to Bohr magneton ratio deuteron mag. mom. to nuclear magneton ratio deuteron mass deuteron mass energy equivalent deuteron mass energy equivalent in MeV deuteron mass in u deuteron molar mass deuteron rms charge radius deuteron-electron mag. mom. ratio deuteron-electron mass ratio deuteron-neutron mag. mom. ratio deuteron-proton mag. mom. ratio deuteron-proton mass ratio electric constant electron charge to mass quotient electron g factor electron gyromag. ratio electron gyromag. ratio over 2 pi electron mag. mom. electron mag. mom. anomaly electron mag. mom. to Bohr magneton ratio electron mag. mom. to nuclear magneton ratio electron mass electron mass energy equivalent electron mass energy equivalent in MeV

7.891036607e-29 J T^-2 9.10938291e-31 kg 1.99285174e-24 kg m s^-1 1.11265005605e-10 F m^-1 2.4188843265e-17 s 2187691.26379 m s^-1 6.02214129e+23 mol^-1 9.27400968e-24 J T^-1 5.7883818066e-05 eV T^-1 13996245550.0 Hz T^-1 46.6864498 m^-1 T^-1 0.67171388 K T^-1 5.2917721092e-11 m 1.3806488e-23 J K^-1 8.6173324e-05 eV K^-1 20836618000.0 Hz K^-1 69.503476 m^-1 K^-1 376.730313462 ohm 2.8179403267e-15 m 2.4263102389e-12 m 3.86159268e-13 m 7.7480917346e-05 S 4.835979e+14 Hz V^-1 25812.807 ohm 1.00207697e-13 m 0.8574382308 4.33073489e-27 J T^-1 0.0004669754556 0.8574382308 3.34358348e-27 kg 3.00506297e-10 J 1875.612859 MeV 2.01355321271 u 0.00201355321271 kg mol^-1 2.1424e-15 m -0.0004664345537 3670.4829652 -0.44820652 0.307012207 1.99900750097 8.85418781762e-12 F m^-1 -175882008800.0 C kg^-1 -2.00231930436 176085970800.0 s^-1 T^-1 28024.95266 MHz T^-1 -9.2847643e-24 J T^-1 0.00115965218076 -1.00115965218 -1838.2819709 9.10938291e-31 kg 8.18710506e-14 J 0.510998928 MeV Continued on next page

4.4. Constants (scipy.constants)

185

SciPy Reference Guide, Release 0.10.0rc1

Table 4.1 continued from previous page electron mass in u electron molar mass electron to alpha particle mass ratio electron to shielded helion mag. mom. ratio electron to shielded proton mag. mom. ratio electron volt electron volt-atomic mass unit relationship electron volt-hartree relationship electron volt-hertz relationship electron volt-inverse meter relationship electron volt-joule relationship electron volt-kelvin relationship electron volt-kilogram relationship electron-deuteron mag. mom. ratio electron-deuteron mass ratio electron-helion mass ratio electron-muon mag. mom. ratio electron-muon mass ratio electron-neutron mag. mom. ratio electron-neutron mass ratio electron-proton mag. mom. ratio electron-proton mass ratio electron-tau mass ratio electron-triton mass ratio elementary charge elementary charge over h Faraday constant Faraday constant for conventional electric current Fermi coupling constant fine-structure constant first radiation constant first radiation constant for spectral radiance Hartree energy Hartree energy in eV hartree-atomic mass unit relationship hartree-electron volt relationship hartree-hertz relationship hartree-inverse meter relationship hartree-joule relationship hartree-kelvin relationship hartree-kilogram relationship helion g factor helion mag. mom. helion mag. mom. to Bohr magneton ratio helion mag. mom. to nuclear magneton ratio helion mass helion mass energy equivalent helion mass energy equivalent in MeV helion mass in u helion molar mass helion-electron mass ratio helion-proton mass ratio

0.00054857990946 u 5.4857990946e-07 kg mol^-1 0.000137093355578 864.058257 -658.2275971 1.602176565e-19 J 1.07354415e-09 u 0.03674932379 E_h 2.417989348e+14 Hz 806554.429 m^-1 1.602176565e-19 J 11604.519 K 1.782661845e-36 kg -2143.923498 0.00027244371095 0.00018195430761 206.7669896 0.00483633166 960.9205 0.00054386734461 -658.2106848 0.00054461702178 0.000287592 0.00018192000653 1.602176565e-19 C 2.417989348e+14 A J^-1 96485.3365 C mol^-1 96485.3321 C_90 mol^-1 1.166364e-05 GeV^-2 0.0072973525698 3.74177153e-16 W m^2 1.191042869e-16 W m^2 sr^-1 4.35974434e-18 J 27.21138505 eV 2.9212623246e-08 u 27.21138505 eV 6.57968392073e+15 Hz 21947463.1371 m^-1 4.35974434e-18 J 315775.04 K 4.85086979e-35 kg -4.255250613 -1.074617486e-26 J T^-1 -0.001158740958 -2.127625306 5.00641234e-27 kg 4.49953902e-10 J 2808.391482 MeV 3.0149322468 u 0.0030149322468 kg mol^-1 5495.8852754 2.9931526707 Continued on next page

186

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Table 4.1 continued from previous page hertz-atomic mass unit relationship hertz-electron volt relationship hertz-hartree relationship hertz-inverse meter relationship hertz-joule relationship hertz-kelvin relationship hertz-kilogram relationship inverse fine-structure constant inverse meter-atomic mass unit relationship inverse meter-electron volt relationship inverse meter-hartree relationship inverse meter-hertz relationship inverse meter-joule relationship inverse meter-kelvin relationship inverse meter-kilogram relationship inverse of conductance quantum Josephson constant joule-atomic mass unit relationship joule-electron volt relationship joule-hartree relationship joule-hertz relationship joule-inverse meter relationship joule-kelvin relationship joule-kilogram relationship kelvin-atomic mass unit relationship kelvin-electron volt relationship kelvin-hartree relationship kelvin-hertz relationship kelvin-inverse meter relationship kelvin-joule relationship kelvin-kilogram relationship kilogram-atomic mass unit relationship kilogram-electron volt relationship kilogram-hartree relationship kilogram-hertz relationship kilogram-inverse meter relationship kilogram-joule relationship kilogram-kelvin relationship lattice parameter of silicon Loschmidt constant (273.15 K, 100 kPa) Loschmidt constant (273.15 K, 101.325 kPa) mag. constant mag. flux quantum Mo x unit molar gas constant molar mass constant molar mass of carbon-12 molar Planck constant molar Planck constant times c molar volume of ideal gas (273.15 K, 100 kPa) molar volume of ideal gas (273.15 K, 101.325 kPa) molar volume of silicon

4.4398216689e-24 u 4.135667516e-15 eV 1.519829846e-16 E_h 3.33564095198e-09 m^-1 6.62606957e-34 J 4.7992434e-11 K 7.37249668e-51 kg 137.035999074 1.3310250512e-15 u 1.23984193e-06 eV 4.55633525276e-08 E_h 299792458.0 Hz 1.986445684e-25 J 0.01438777 K 2.210218902e-42 kg 12906.4037217 ohm 4.8359787e+14 Hz V^-1 6700535850.0 u 6.24150934e+18 eV 2.29371248e+17 E_h 1.509190311e+33 Hz 5.03411701e+24 m^-1 7.2429716e+22 K 1.11265005605e-17 kg 9.2510868e-14 u 8.6173324e-05 eV 3.1668114e-06 E_h 20836618000.0 Hz 69.503476 m^-1 1.3806488e-23 J 1.536179e-40 kg 6.02214129e+26 u 5.60958885e+35 eV 2.061485968e+34 E_h 1.356392608e+50 Hz 4.52443873e+41 m^-1 8.98755178737e+16 J 6.5096582e+39 K 5.431020504e-10 m 2.6516462e+25 m^-3 2.6867805e+25 m^-3 1.25663706144e-06 N A^-2 2.067833758e-15 Wb 1.00209952e-13 m 8.3144621 J mol^-1 K^-1 0.001 kg mol^-1 0.012 kg mol^-1 3.9903127176e-10 J s mol^-1 0.119626565779 J m mol^-1 0.022710953 m^3 mol^-1 0.022413968 m^3 mol^-1 1.205883301e-05 m^3 mol^-1 Continued on next page

4.4. Constants (scipy.constants)

187

SciPy Reference Guide, Release 0.10.0rc1

Table 4.1 continued from previous page muon Compton wavelength muon Compton wavelength over 2 pi muon g factor muon mag. mom. muon mag. mom. anomaly muon mag. mom. to Bohr magneton ratio muon mag. mom. to nuclear magneton ratio muon mass muon mass energy equivalent muon mass energy equivalent in MeV muon mass in u muon molar mass muon-electron mass ratio muon-neutron mass ratio muon-proton mag. mom. ratio muon-proton mass ratio muon-tau mass ratio natural unit of action natural unit of action in eV s natural unit of energy natural unit of energy in MeV natural unit of length natural unit of mass natural unit of mom.um natural unit of mom.um in MeV/c natural unit of time natural unit of velocity neutron Compton wavelength neutron Compton wavelength over 2 pi neutron g factor neutron gyromag. ratio neutron gyromag. ratio over 2 pi neutron mag. mom. neutron mag. mom. to Bohr magneton ratio neutron mag. mom. to nuclear magneton ratio neutron mass neutron mass energy equivalent neutron mass energy equivalent in MeV neutron mass in u neutron molar mass neutron to shielded proton mag. mom. ratio neutron-electron mag. mom. ratio neutron-electron mass ratio neutron-muon mass ratio neutron-proton mag. mom. ratio neutron-proton mass difference neutron-proton mass difference energy equivalent neutron-proton mass difference energy equivalent in MeV neutron-proton mass difference in u neutron-proton mass ratio neutron-tau mass ratio Newtonian constant of gravitation

1.173444103e-14 m 1.867594294e-15 m -2.0023318418 -4.49044807e-26 J T^-1 0.00116592091 -0.00484197044 -8.89059697 1.883531475e-28 kg 1.692833667e-11 J 105.6583715 MeV 0.1134289267 u 0.0001134289267 kg mol^-1 206.7682843 0.1124545177 -3.183345107 0.1126095272 0.0594649 1.054571726e-34 J s 6.58211928e-16 eV s 8.18710506e-14 J 0.510998928 MeV 3.86159268e-13 m 9.10938291e-31 kg 2.73092429e-22 kg m s^-1 0.510998928 MeV/c 1.28808866833e-21 s 299792458.0 m s^-1 1.3195909068e-15 m 2.1001941568e-16 m -3.82608545 183247179.0 s^-1 T^-1 29.1646943 MHz T^-1 -9.6623647e-27 J T^-1 -0.00104187563 -1.91304272 1.674927351e-27 kg 1.505349631e-10 J 939.565379 MeV 1.008664916 u 0.001008664916 kg mol^-1 -0.68499694 0.00104066882 1838.6836605 8.892484 -0.68497934 2.30557392e-30 2.0721465e-13 1.29333217 0.00138844919 1.00137841917 0.52879 6.67384e-11 m^3 kg^-1 s^-2 Continued on next page

188

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Table 4.1 continued from previous page Newtonian constant of gravitation over h-bar c nuclear magneton nuclear magneton in eV/T nuclear magneton in inverse meters per tesla nuclear magneton in K/T nuclear magneton in MHz/T Planck constant Planck constant in eV s Planck constant over 2 pi Planck constant over 2 pi in eV s Planck constant over 2 pi times c in MeV fm Planck length Planck mass Planck mass energy equivalent in GeV Planck temperature Planck time proton charge to mass quotient proton Compton wavelength proton Compton wavelength over 2 pi proton g factor proton gyromag. ratio proton gyromag. ratio over 2 pi proton mag. mom. proton mag. mom. to Bohr magneton ratio proton mag. mom. to nuclear magneton ratio proton mag. shielding correction proton mass proton mass energy equivalent proton mass energy equivalent in MeV proton mass in u proton molar mass proton rms charge radius proton-electron mass ratio proton-muon mass ratio proton-neutron mag. mom. ratio proton-neutron mass ratio proton-tau mass ratio quantum of circulation quantum of circulation times 2 Rydberg constant Rydberg constant times c in Hz Rydberg constant times hc in eV Rydberg constant times hc in J Sackur-Tetrode constant (1 K, 100 kPa) Sackur-Tetrode constant (1 K, 101.325 kPa) second radiation constant shielded helion gyromag. ratio shielded helion gyromag. ratio over 2 pi shielded helion mag. mom. shielded helion mag. mom. to Bohr magneton ratio shielded helion mag. mom. to nuclear magneton ratio shielded helion to proton mag. mom. ratio

6.70837e-39 (GeV/c^2)^-2 5.05078353e-27 J T^-1 3.1524512605e-08 eV T^-1 0.02542623527 m^-1 T^-1 0.00036582682 K T^-1 7.62259357 MHz T^-1 6.62606957e-34 J s 4.135667516e-15 eV s 1.054571726e-34 J s 6.58211928e-16 eV s 197.3269718 MeV fm 1.616199e-35 m 2.17651e-08 kg 1.220932e+19 GeV 1.416833e+32 K 5.39106e-44 s 95788335.8 C kg^-1 1.32140985623e-15 m 2.1030891047e-16 m 5.585694713 267522200.5 s^-1 T^-1 42.5774806 MHz T^-1 1.410606743e-26 J T^-1 0.00152103221 2.792847356 2.5694e-05 1.672621777e-27 kg 1.503277484e-10 J 938.272046 MeV 1.00727646681 u 0.00100727646681 kg mol^-1 8.775e-16 m 1836.15267245 8.88024331 -1.45989806 0.99862347826 0.528063 0.0003636947552 m^2 s^-1 0.0007273895104 m^2 s^-1 10973731.5685 m^-1 3.28984196036e+15 Hz 13.60569253 eV 2.179872171e-18 J -1.1517078 -1.1648708 0.01438777 m K 203789465.9 s^-1 T^-1 32.43410084 MHz T^-1 -1.074553044e-26 J T^-1 -0.001158671471 -2.127497718 -0.761766558 Continued on next page

4.4. Constants (scipy.constants)

189

SciPy Reference Guide, Release 0.10.0rc1

Table 4.1 continued from previous page shielded helion to shielded proton mag. mom. ratio shielded proton gyromag. ratio shielded proton gyromag. ratio over 2 pi shielded proton mag. mom. shielded proton mag. mom. to Bohr magneton ratio shielded proton mag. mom. to nuclear magneton ratio speed of light in vacuum standard acceleration of gravity standard atmosphere standard-state pressure Stefan-Boltzmann constant tau Compton wavelength tau Compton wavelength over 2 pi tau mass tau mass energy equivalent tau mass energy equivalent in MeV tau mass in u tau molar mass tau-electron mass ratio tau-muon mass ratio tau-neutron mass ratio tau-proton mass ratio Thomson cross section triton g factor triton mag. mom. triton mag. mom. to Bohr magneton ratio triton mag. mom. to nuclear magneton ratio triton mass triton mass energy equivalent triton mass energy equivalent in MeV triton mass in u triton molar mass triton-electron mass ratio triton-proton mass ratio unified atomic mass unit von Klitzing constant weak mixing angle Wien frequency displacement law constant Wien wavelength displacement law constant {220} lattice spacing of silicon

-0.7617861313 267515326.8 s^-1 T^-1 42.5763866 MHz T^-1 1.410570499e-26 J T^-1 0.001520993128 2.792775598 299792458.0 m s^-1 9.80665 m s^-2 101325.0 Pa 100000.0 Pa 5.670373e-08 W m^-2 K^-4 6.97787e-16 m 1.11056e-16 m 3.16747e-27 kg 2.84678e-10 J 1776.82 MeV 1.90749 u 0.00190749 kg mol^-1 3477.15 16.8167 1.89111 1.89372 6.652458734e-29 m^2 5.957924896 1.504609447e-26 J T^-1 0.001622393657 2.978962448 5.0073563e-27 kg 4.50038741e-10 J 2808.921005 MeV 3.0155007134 u 0.0030155007134 kg mol^-1 5496.9215267 2.9937170308 1.660538921e-27 kg 25812.8074434 ohm 0.2223 58789254000.0 Hz K^-1 0.0028977721 m K 1.920155714e-10 m

190

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

4.4.3 Units
SI prexes yotta zetta exa peta tera giga mega kilo hecto deka deci centi milli micro nano pico femto atto zepto 1024 1021 1018 1015 1012 109 106 103 102 101 101 102 103 106 109 1012 1015 1018 1021

Binary prexes kibi mebi gibi tebi pebi exbi zebi yobi Weight gram metric_ton grain lb oz stone grain long_ton short_ton troy_ounce troy_pound carat m_u 103 kg 103 kg one grain in kg one pound (avoirdupous) in kg one ounce in kg one stone in kg one grain in kg one long ton in kg one short ton in kg one Troy ounce in kg one Troy pound in kg one carat in kg atomic mass constant (in kg) 210 220 230 240 250 260 270 280

4.4. Constants (scipy.constants)

191

SciPy Reference Guide, Release 0.10.0rc1

Angle degree arcmin arcsec Time minute hour day week year Julian_year Length inch foot yard mile mil pt survey_foot survey_mile nautical_mile fermi angstrom micron au light_year parsec Pressure atm bar torr psi Area hectare acre one hectare in square meters one acre in square meters standard atmosphere in pascals one bar in pascals one torr (mmHg) in pascals one psi in pascals one inch in meters one foot in meters one yard in meters one mile in meters one mil in meters one point in meters one survey foot in meters one survey mile in meters one nautical mile in meters one Fermi in meters one Angstrom in meters one micron in meters one astronomical unit in meters one light year in meters one parsec in meters one minute in seconds one hour in seconds one day in seconds one week in seconds one year (365 days) in seconds one Julian year (365.25 days) in seconds degree in radians arc minute in radians arc second in radians

192

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Volume liter gallon gallon_imp fluid_ounce fluid_ounce_imp bbl Speed kmh mph mach knot kilometers per hour in meters per second miles per hour in meters per second one Mach (approx., at 15 C, 1 atm) in meters per second one knot in meters per second one liter in cubic meters one gallon (US) in cubic meters one gallon (UK) in cubic meters one uid ounce (US) in cubic meters one uid ounce (UK) in cubic meters one barrel in cubic meters

Temperature zero_Celsius degree_Fahrenheit C2K(C) K2C(K) F2C(F) C2F(C) F2K(F) K2F(K) zero of Celsius scale in Kelvin one Fahrenheit (only differences) in Kelvins

Convert Celsius to Kelvin Convert Kelvin to Celsius Convert Fahrenheit to Celsius Convert Celsius to Fahrenheit Convert Fahrenheit to Kelvin Convert Kelvin to Fahrenheit

scipy.constants.C2K(C) Convert Celsius to Kelvin Parameters C : array_like Celsius temperature(s) to be converted. Returns K : oat or array of oats Equivalent Kelvin temperature(s). Notes Computes K = C + zero_Celsius where zero_Celsius = 273.15, i.e., (the absolute value of) temperature absolute zero as measured in Celsius. Examples
>>> from scipy.constants.constants import C2K >>> C2K(_np.array([-40, 40.0])) array([ 233.15, 313.15])

scipy.constants.K2C(K) Convert Kelvin to Celsius Parameters K : array_like 4.4. Constants (scipy.constants) 193

SciPy Reference Guide, Release 0.10.0rc1

Kelvin temperature(s) to be converted. Returns C : oat or array of oats Equivalent Celsius temperature(s). Notes Computes C = K - zero_Celsius where zero_Celsius = 273.15, i.e., (the absolute value of) temperature absolute zero as measured in Celsius. Examples
>>> from scipy.constants.constants import K2C >>> K2C(_np.array([233.15, 313.15])) array([-40., 40.])

scipy.constants.F2C(F) Convert Fahrenheit to Celsius Parameters F : array_like Fahrenheit temperature(s) to be converted. Returns C : oat or array of oats Equivalent Celsius temperature(s). Notes Computes C = (F - 32) / 1.8. Examples
>>> from scipy.constants.constants import F2C >>> F2C(_np.array([-40, 40.0])) array([-40. , 4.44444444])

scipy.constants.C2F(C) Convert Celsius to Fahrenheit Parameters C : array_like Celsius temperature(s) to be converted. Returns F : oat or array of oats Equivalent Fahrenheit temperature(s). Notes Computes F = 1.8 * C + 32. Examples
>>> from scipy.constants.constants import C2F >>> C2F(_np.array([-40, 40.0])) array([ -40., 104.])

194

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.constants.F2K(F) Convert Fahrenheit to Kelvin Parameters F : array_like Fahrenheit temperature(s) to be converted. Returns K : oat or array of oats Equivalent Kelvin temperature(s). Notes Computes K = (F - 32)/1.8 + zero_Celsius where zero_Celsius = 273.15, i.e., (the absolute value of) temperature absolute zero as measured in Celsius. Examples
>>> from scipy.constants.constants import F2K >>> F2K(_np.array([-40, 104])) array([ 233.15, 313.15])

scipy.constants.K2F(K) Convert Kelvin to Fahrenheit Parameters K : array_like Kelvin temperature(s) to be converted. Returns F : oat or array of oats Equivalent Fahrenheit temperature(s). Notes Computes F = 1.8 * (K - zero_Celsius) + 32 where zero_Celsius = 273.15, i.e., (the absolute value of) temperature absolute zero as measured in Celsius. Examples
>>> from scipy.constants.constants import K2F >>> K2F(_np.array([233.15, 313.15])) array([ -40., 104.])

Energy eV calorie calorie_IT erg Btu Btu_th ton_TNT one electron volt in Joules one calorie (thermochemical) in Joules one calorie (International Steam Table calorie, 1956) in Joules one erg in Joules one British thermal unit (International Steam Table) in Joules one British thermal unit (thermochemical) in Joules one ton of TNT in Joules

4.4. Constants (scipy.constants)

195

SciPy Reference Guide, Release 0.10.0rc1

Power hp Force dyn lbf kgf Optics lambda2nu(lambda_) nu2lambda(nu) Convert wavelength to optical frequency Convert optical frequency to wavelength. one dyne in newtons one pound force in newtons one kilogram force in newtons one horsepower in watts

scipy.constants.lambda2nu(lambda_) Convert wavelength to optical frequency Parameters lambda : array_like Wavelength(s) to be converted. Returns nu : oat or array of oats Equivalent optical frequency. Notes Computes nu = c / lambda where c = 299792458.0, i.e., the (vacuum) speed of light in meters/second. Examples
>>> from scipy.constants.constants import lambda2nu >>> lambda2nu(_np.array((1, speed_of_light))) array([ 2.99792458e+08, 1.00000000e+00])

scipy.constants.nu2lambda(nu) Convert optical frequency to wavelength. Parameters nu : array_like Optical frequency to be converted. Returns lambda : oat or array of oats Equivalent wavelength(s). Notes Computes lambda = c / nu where c = 299792458.0, i.e., the (vacuum) speed of light in meters/second. Examples

196

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> from scipy.constants.constants import nu2lambda >>> nu2lambda(_np.array((1, speed_of_light))) array([ 2.99792458e+08, 1.00000000e+00])

4.4.4 References

4.5 Discrete Fourier transforms (scipy.fftpack)


4.5.1 Fast Fourier Transforms (FFTs)
fft(x[, n, axis, overwrite_x]) ifft(x[, n, axis, overwrite_x]) fft2(x[, shape, axes, overwrite_x]) ifft2(x[, shape, axes, overwrite_x]) fftn(x[, shape, axes, overwrite_x]) ifftn(x[, shape, axes, overwrite_x]) rfft(x[, n, axis, overwrite_x]) irfft(x[, n, axis, overwrite_x]) dct(x[, type, n, axis, norm, overwrite_x]) idct(x[, type, n, axis, norm, overwrite_x]) Return discrete Fourier transform of real or complex sequence. Return discrete inverse Fourier transform of real or complex sequence. 2-D discrete Fourier transform. 2-D discrete inverse Fourier transform of real or complex sequence. Return multi-dimensional discrete Fourier transform of x. Return inverse multi-dimensional discrete Fourier transform of Discrete Fourier transform of a real sequence. irfft(x, n=None, axis=-1, overwrite_x=0) -> y Return the Discrete Cosine Transform of arbitrary type sequence x. Return the Inverse Discrete Cosine Transform of an arbitrary type sequence.

scipy.fftpack.fft(x, n=None, axis=-1, overwrite_x=0) Return discrete Fourier transform of real or complex sequence. The returned complex array contains y(0), y(1),..., y(n-1) where y(j) = (x * exp(-2*pi*sqrt(-1)*j*np.arange(n)/n)).sum(). Parameters x : array_like Array to Fourier transform. n : int, optional Length of the Fourier transform. If n < x.shape[axis], x is truncated. If n > x.shape[axis], x is zero-padded. The default results in n = x.shape[axis]. axis : int, optional Axis along which the ffts are computed; the default is over the last axis (i.e., axis=-1). overwrite_x : bool, optional If True the contents of x can be destroyed; the default is False. Returns z : complex ndarray with the elements: [y(0),y(1),..,y(n/2),y(1-n/2),...,y(-1)] if n is even [y(0),y(1),..,y((n-1)/2),y(-(n1)/2),...,y(-1)] if n is odd

4.5. Discrete Fourier transforms (scipy.fftpack)

197

SciPy Reference Guide, Release 0.10.0rc1

where y(j) = sum[k=0..n-1] x[k] * exp(-sqrt(-1)*j*k* 2*pi/n), j = 0..n-1 Note that y(-j) = y(n-j).conjugate(). See Also: ifft Inverse FFT rfft FFT of a real sequence Notes The packing of the result is standard: If A = fft(a, n), then A[0] contains the zero-frequency term, A[1:n/2+1] contains the positive-frequency terms, and A[n/2+1:] contains the negative-frequency terms, in order of decreasingly negative frequency. So for an 8-point transform, the frequencies of the result are [ 0, 1, 2, 3, 4, -3, -2, -1]. For n even, A[n/2] contains the sum of the positive and negative-frequency terms. For n even and x real, A[n/2] will always be real. This is most efcient for n a power of two. Examples
>>> from scipy.fftpack import fft, ifft >>> x = np.arange(5) >>> np.allclose(fft(ifft(x)), x, atol=1e-15) #within numerical accuracy. True

scipy.fftpack.ifft(x, n=None, axis=-1, overwrite_x=0) Return discrete inverse Fourier transform of real or complex sequence. The returned complex array contains y(0), y(1),..., y(n-1) where y(j) = (x * exp(2*pi*sqrt(-1)*j*np.arange(n)/n)).mean(). Parameters x : array_like Transformed data to invert. n : int, optional Length of the inverse Fourier transform. If n < x.shape[axis], x is truncated. If n > x.shape[axis], x is zero-padded. The default results in n = x.shape[axis]. axis : int, optional Axis along which the iffts are computed; the default is over the last axis (i.e., axis=-1). overwrite_x : bool, optional If True the contents of x can be destroyed; the default is False. scipy.fftpack.fft2(x, shape=None, axes=(-2, -1), overwrite_x=0) 2-D discrete Fourier transform. Return the two-dimensional discrete Fourier transform of the 2-D argument x.

198

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

See Also: fftn for detailed information. scipy.fftpack.ifft2(x, shape=None, axes=(-2, -1), overwrite_x=0) 2-D discrete inverse Fourier transform of real or complex sequence. Return inverse two-dimensional discrete Fourier transform of arbitrary type sequence x. See ifft for more information. See Also: fft2, ifft scipy.fftpack.fftn(x, shape=None, axes=None, overwrite_x=0) Return multi-dimensional discrete Fourier transform of x. The returned array contains:
y[j_1,..,j_d] = sum[k_1=0..n_1-1, ..., k_d=0..n_d-1] x[k_1,..,k_d] * prod[i=1..d] exp(-sqrt(-1)*2*pi/n_i * j_i * k_i)

where d = len(x.shape) and n = x.shape. Note that y[..., -j_i, ...] ...].conjugate(). Parameters x : array_like The (n-dimensional) array to transform. shape : tuple of ints, optional

= y[..., n_i-j_i,

The shape of the result. If both shape and axes (see below) are None, shape is x.shape; if shape is None but axes is not None, then shape is scipy.take(x.shape, axes, axis=0). If shape[i] > x.shape[i], the i-th dimension is padded with zeros. If shape[i] < x.shape[i], the i-th dimension is truncated to length shape[i]. axes : array_like of ints, optional The axes of x (y if shape is not None) along which the transform is applied. overwrite_x : bool, optional If True, the contents of x can be destroyed. Default is False. Returns y : complex-valued n-dimensional numpy array The (n-dimensional) DFT of the input array. See Also: ifftn Examples
>>> y = (-np.arange(16), 8 - np.arange(16), np.arange(16)) >>> np.allclose(y, fftn(ifftn(y))) True

4.5. Discrete Fourier transforms (scipy.fftpack)

199

SciPy Reference Guide, Release 0.10.0rc1

scipy.fftpack.ifftn(x, shape=None, axes=None, overwrite_x=0) Return inverse multi-dimensional discrete Fourier transform of arbitrary type sequence x. The returned array contains:
y[j_1,..,j_d] = 1/p * sum[k_1=0..n_1-1, ..., k_d=0..n_d-1] x[k_1,..,k_d] * prod[i=1..d] exp(sqrt(-1)*2*pi/n_i * j_i * k_i)

where d = len(x.shape), n = x.shape, and p = prod[i=1..d] n_i. For description of parameters see fftn. See Also: fftn for detailed information. scipy.fftpack.rfft(x, n=None, axis=-1, overwrite_x=0) Discrete Fourier transform of a real sequence. The returned real arrays contains:
[y(0),Re(y(1)),Im(y(1)),...,Re(y(n/2))] [y(0),Re(y(1)),Im(y(1)),...,Re(y(n/2)),Im(y(n/2))] if n is even if n is odd

where
y(j) = sum[k=0..n-1] x[k] * exp(-sqrt(-1)*j*k*2*pi/n) j = 0..n-1

Note that y(-j) == y(n-j).conjugate(). Parameters x : array_like, real-valued The data to tranform. n : int, optional Denes the length of the Fourier transform. If n is not specied (the default) then n = x.shape[axis]. If n < x.shape[axis], x is truncated, if n > x.shape[axis], x is zero-padded. axis : int, optional The axis along which the transform is applied. The default is the last axis. overwrite_x : bool, optional If set to true, the contents of x can be overwritten. Default is False. See Also: fft, irfft, scipy.fftpack.basic Notes Within numerical accuracy, y == rfft(irfft(y)). scipy.fftpack.irfft(x, n=None, axis=-1, overwrite_x=0) irfft(x, n=None, axis=-1, overwrite_x=0) -> y Return inverse discrete Fourier transform of real sequence x. The contents of x is interpreted as the output of rfft(..) function.

200

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The returned real array contains [y(0),y(1),...,y(n-1)] where for n is even y(j) = 1/n (sum[k=1..n/2-1] (x[2*k-1]+sqrt(-1)*x[2*k]) exp(sqrt(-1)*j*k* 2*pi/n) c.c. + x[0] + (-1)**(j) x[n-1]) and for n is odd y(j) = 1/n (sum[k=1..(n-1)/2] (x[2*k-1]+sqrt(-1)*x[2*k]) exp(sqrt(-1)*j*k* 2*pi/n) c.c. + x[0]) c.c. denotes complex conjugate of preceeding expression. Optional input: see rfft.__doc__ scipy.fftpack.dct(x, type=2, n=None, axis=-1, norm=None, overwrite_x=0) Return the Discrete Cosine Transform of arbitrary type sequence x. Parameters x : array_like The input array. type : {1, 2, 3}, optional Type of the DCT (see Notes). Default type is 2. n : int, optional Length of the transform. axis : int, optional Axis over which to compute the transform. norm : {None, ortho}, optional Normalization mode (see Notes). Default is None. overwrite_x : bool, optional If True the contents of x can be destroyed. (default=False) Returns y : ndarray of real The transformed input array. See Also: idct

4.5. Discrete Fourier transforms (scipy.fftpack)

201

SciPy Reference Guide, Release 0.10.0rc1

Notes For a single dimension array x, dct(x, norm=ortho) is equal to MATLAB dct(x). There are theoretically 8 types of the DCT, only the rst 3 types are implemented in scipy. The DCT generally refers to DCT type 2, and the Inverse DCT generally refers to DCT type 3. There are several denitions of the DCT-I; we use the following (for norm=None):
N-2 y[k] = x[0] + (-1)**k x[N-1] + 2 * sum x[n]*cos(pi*k*n/(N-1)) n=1

Only None is supported as normalization mode for DCT-I. Note also that the DCT-I is only supported for input size > 1 There are several denitions of the DCT-II; we use the following (for norm=None):
N-1 y[k] = 2* sum x[n]*cos(pi*k*(2n+1)/(2*N)), 0 <= k < N. n=0

If norm=ortho, y[k] is multiplied by a scaling factor f :


f = sqrt(1/(4*N)) if k = 0, f = sqrt(1/(2*N)) otherwise.

Which makes the corresponding matrix of coefcients orthonormal (OO = Id). There are several denitions, we use the following (for norm=None):
N-1 y[k] = x[0] + 2 * sum x[n]*cos(pi*(k+0.5)*n/N), 0 <= k < N. n=1

or, for norm=ortho and 0 <= k < N:


N-1 y[k] = x[0] / sqrt(N) + sqrt(1/N) * sum x[n]*cos(pi*(k+0.5)*n/N) n=1

The (unnormalized) DCT-III is the inverse of the (unnormalized) DCT-II, up to a factor 2N. The orthonormalized DCT-III is exactly the inverse of the orthonormalized DCT-II. References http://en.wikipedia.org/wiki/Discrete_cosine_transform A Fast Cosine Transform in One and Two Dimensions, by J. Makhoul, IEEE Transactions on acoustics, speech and signal processing vol. 28(1), pp. 27-34, http://dx.doi.org/10.1109/TASSP.1980.1163351 (1980). scipy.fftpack.idct(x, type=2, n=None, axis=-1, norm=None, overwrite_x=0) Return the Inverse Discrete Cosine Transform of an arbitrary type sequence. Parameters x : array_like The input array. type : {1, 2, 3}, optional Type of the DCT (see Notes). Default type is 2. n : int, optional

202

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Length of the transform. axis : int, optional Axis over which to compute the transform. norm : {None, ortho}, optional Normalization mode (see Notes). Default is None. overwrite_x : bool, optional If True the contents of x can be destroyed. (default=False) Returns y : ndarray of real The transformed input array. See Also: dct Notes For a single dimension array x, idct(x, norm=ortho) is equal to MATLAB idct(x). The IDCT is the IDCT of type 2, which is the same as DCT of type 3. IDCT of type 1 is the DCT of type 1, IDCT of type 2 is the DCT of type 3, and IDCT of type 3 is the DCT of type 2. For the denition of these types, see dct.

4.5.2 Differential and pseudo-differential operators


diff(x[, order, period, _cache]) tilbert(x, h[, period, _cache]) itilbert(x, h[, period, _cache]) hilbert(x[, _cache]) ihilbert(x) cs_diff(x, a, b[, period, _cache]) sc_diff(x, a, b[, period, _cache]) ss_diff(x, a, b[, period, _cache]) cc_diff(x, a, b[, period, _cache]) shift(x, a[, period, _cache]) diff(x, order=1, period=2*pi) -> y tilbert(x, h, period=2*pi) -> y itilbert(x, h, period=2*pi) -> y hilbert(x) -> y ihilbert(x) -> y cs_diff(x, a, b, period=2*pi) -> y Return (a,b)-sinh/cosh pseudo-derivative of a periodic sequence x. ss_diff(x, a, b, period=2*pi) -> y cc_diff(x, a, b, period=2*pi) -> y shift(x, a, period=2*pi) -> y

scipy.fftpack.diff(x, order=1, period=None, _cache={}) diff(x, order=1, period=2*pi) -> y Return k-th derivative (or integral) of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = pow(sqrt(-1)*j*2*pi/period, order) * x_j y_0 = 0 if order is not 0. Optional input: order The order of differentiation. Default order is 1. If order is negative, then integration is carried out under the assumption that x_0==0. period The assumed period of the sequence. Default is 2*pi. 4.5. Discrete Fourier transforms (scipy.fftpack) 203

SciPy Reference Guide, Release 0.10.0rc1

Notes: If sum(x,axis=0)=0 then diff(diff(x,k),-k)==x (within numerical accuracy) For odd order and even len(x), the Nyquist mode is taken zero. scipy.fftpack.tilbert(x, h, period=None, _cache={}) tilbert(x, h, period=2*pi) -> y Return h-Tilbert transform of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = sqrt(-1)*coth(j*h*2*pi/period) * x_j y_0 = 0 Input: h Denes the parameter of the Tilbert transform. period The assumed period of the sequence. Default period is 2*pi. Notes: If sum(x,axis=0)==0 and n=len(x) is odd then tilbert(itilbert(x)) == x If 2*pi*h/period is approximately 10 or larger then numerically tilbert == hilbert (theoretically oo-Tilbert == Hilbert). For even len(x), the Nyquist mode of x is taken zero. scipy.fftpack.itilbert(x, h, period=None, _cache={}) itilbert(x, h, period=2*pi) -> y Return inverse h-Tilbert transform of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = -sqrt(-1)*tanh(j*h*2*pi/period) * x_j y_0 = 0 Optional input: see tilbert.__doc__ scipy.fftpack.hilbert(x, _cache={}) hilbert(x) -> y Return Hilbert transform of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = sqrt(-1)*sign(j) * x_j y_0 = 0 Parameters x : array_like The input array, should be periodic. _cache : dict, optional Dictionary that contains the kernel used to do a convolution with.

204

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns y : ndarray The transformed input. Notes If sum(x, axis=0) == 0 then hilbert(ihilbert(x)) == x. For even len(x), the Nyquist mode of x is taken zero. The sign of the returned transform does not have a factor -1 that is more often than not found in the denition of the Hilbert transform. Note also that scipy.signal.hilbert does have an extra -1 factor compared to this function. scipy.fftpack.ihilbert(x) ihilbert(x) -> y Return inverse Hilbert transform of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = -sqrt(-1)*sign(j) * x_j y_0 = 0 scipy.fftpack.cs_diff(x, a, b, period=None, _cache={}) cs_diff(x, a, b, period=2*pi) -> y Return (a,b)-cosh/sinh pseudo-derivative of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = -sqrt(-1)*cosh(j*a*2*pi/period)/sinh(j*b*2*pi/period) * x_j y_0 = 0 Input: a,b Denes the parameters of the cosh/sinh pseudo-differential operator. period The period of the sequence. Default period is 2*pi. Notes: For even len(x), the Nyquist mode of x is taken zero. scipy.fftpack.sc_diff(x, a, b, period=None, _cache={}) Return (a,b)-sinh/cosh pseudo-derivative of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then:
y_j = sqrt(-1)*sinh(j*a*2*pi/period)/cosh(j*b*2*pi/period) * x_j y_0 = 0

Parameters x : array_like Input array. a,b : oat Denes the parameters of the sinh/cosh pseudo-differential operator. period : oat, optional The period of the sequence x. Default is 2*pi. 4.5. Discrete Fourier transforms (scipy.fftpack) 205

SciPy Reference Guide, Release 0.10.0rc1

Notes sc_diff(cs_diff(x,a,b),b,a) == x For even len(x), the Nyquist mode of x is taken as zero. scipy.fftpack.ss_diff(x, a, b, period=None, _cache={}) ss_diff(x, a, b, period=2*pi) -> y Return (a,b)-sinh/sinh pseudo-derivative of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = sinh(j*a*2*pi/period)/sinh(j*b*2*pi/period) * x_j y_0 = a/b * x_0 Input: a,b Denes the parameters of the sinh/sinh pseudo-differential operator. period The period of the sequence x. Default is 2*pi. Notes: ss_diff(ss_diff(x,a,b),b,a) == x scipy.fftpack.cc_diff(x, a, b, period=None, _cache={}) cc_diff(x, a, b, period=2*pi) -> y Return (a,b)-cosh/cosh pseudo-derivative of a periodic sequence x. If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = cosh(j*a*2*pi/period)/cosh(j*b*2*pi/period) * x_j Input: a,b Denes the parameters of the sinh/sinh pseudo-differential operator. Optional input: period The period of the sequence x. Default is 2*pi. Notes: cc_diff(cc_diff(x,a,b),b,a) == x scipy.fftpack.shift(x, a, period=None, _cache={}) shift(x, a, period=2*pi) -> y Shift periodic sequence x by a: y(u) = x(u+a). If x_j and y_j are Fourier coefcients of periodic functions x and y, respectively, then y_j = exp(j*a*2*pi/period*sqrt(-1)) * x_f Optional input: period The period of the sequences x and y. Default period is 2*pi.

206

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

4.5.3 Helper functions


fftshift(x[, axes]) ifftshift(x[, axes]) fftfreq(n[, d]) rfftfreq(n[, d]) Shift the zero-frequency component to the center of the spectrum. The inverse of fftshift. Return the Discrete Fourier Transform sample frequencies. DFT sample frequencies (for usage with rfft, irfft).

scipy.fftpack.fftshift(x, axes=None) Shift the zero-frequency component to the center of the spectrum. This function swaps half-spaces for all axes listed (defaults to all). Note that y[0] is the Nyquist component only if len(x) is even. Parameters x : array_like Input array. axes : int or shape tuple, optional Axes over which to shift. Default is None, which shifts all axes. Returns y : ndarray The shifted array. See Also: ifftshift The inverse of fftshift. Examples
>>> freqs = np.fft.fftfreq(10, 0.1) >>> freqs array([ 0., 1., 2., 3., 4., -5., -4., -3., -2., -1.]) >>> np.fft.fftshift(freqs) array([-5., -4., -3., -2., -1., 0., 1., 2., 3., 4.])

Shift the zero-frequency component only along the second axis:


>>> freqs = np.fft.fftfreq(9, d=1./9).reshape(3, 3) >>> freqs array([[ 0., 1., 2.], [ 3., 4., -4.], [-3., -2., -1.]]) >>> np.fft.fftshift(freqs, axes=(1,)) array([[ 2., 0., 1.], [-4., 3., 4.], [-1., -3., -2.]])

scipy.fftpack.ifftshift(x, axes=None) The inverse of fftshift. Parameters x : array_like Input array. axes : int or shape tuple, optional

4.5. Discrete Fourier transforms (scipy.fftpack)

207

SciPy Reference Guide, Release 0.10.0rc1

Axes over which to calculate. Defaults to None, which shifts all axes. Returns y : ndarray The shifted array. See Also: fftshift Shift zero-frequency component to the center of the spectrum. Examples
>>> freqs = np.fft.fftfreq(9, d=1./9).reshape(3, 3) >>> freqs array([[ 0., 1., 2.], [ 3., 4., -4.], [-3., -2., -1.]]) >>> np.fft.ifftshift(np.fft.fftshift(freqs)) array([[ 0., 1., 2.], [ 3., 4., -4.], [-3., -2., -1.]])

scipy.fftpack.fftfreq(n, d=1.0) Return the Discrete Fourier Transform sample frequencies. The returned oat array contains the frequency bins in cycles/unit (with zero at the start) given a window length n and a sample spacing d:
f = [0, 1, ..., n/2-1, -n/2, ..., -1] / (d*n) f = [0, 1, ..., (n-1)/2, -(n-1)/2, ..., -1] / (d*n) if n is even if n is odd

Parameters n : int Window length. d : scalar Sample spacing. Returns out : ndarray The array of length n, containing the sample frequencies. Examples
>>> signal = np.array([-2, 8, 6, 4, 1, 0, 3, 5], dtype=float) >>> fourier = np.fft.fft(signal) >>> n = signal.size >>> timestep = 0.1 >>> freq = np.fft.fftfreq(n, d=timestep) >>> freq array([ 0. , 1.25, 2.5 , 3.75, -5. , -3.75, -2.5 , -1.25])

scipy.fftpack.rfftfreq(n, d=1.0) DFT sample frequencies (for usage with rfft, irfft). The returned oat array contains the frequency bins in cycles/unit (with zero at the start) given a window length n and a sample spacing d: 208 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

f = [0,1,1,2,2,...,n/2-1,n/2-1,n/2]/(d*n) if n is even f = [0,1,1,2,2,...,n/2-1,n/2-1,n/2,n/2]/(d*n) if n is odd

4.5.4 Convolutions (scipy.fftpack.convolve)


convolve convolve_z init_convolution_kernel destroy_convolve_cache convolve - Function signature: convolve_z - Function signature: init_convolution_kernel - Function signature: destroy_convolve_cache - Function signature:

scipy.fftpack.convolve.convolve convolve - Function signature: y = convolve(x,omega,[swap_real_imag,overwrite_x]) Required arguments: x : input rank-1 array(d) with bounds (n) omega : input rank-1 array(d) with bounds (n) Optional arguments: overwrite_x := 0 input int swap_real_imag := 0 input int Return objects: y : rank-1 array(d) with bounds (n) and x storage scipy.fftpack.convolve.convolve_z convolve_z - Function signature: y = convolve_z(x,omega_real,omega_imag,[overwrite_x]) Required arguments: x : input rank-1 array(d) with bounds (n) omega_real : input rank-1 array(d) with bounds (n) omega_imag : input rank-1 array(d) with bounds (n) Optional arguments: overwrite_x := 0 input int Return objects: y : rank-1 array(d) with bounds (n) and x storage scipy.fftpack.convolve.init_convolution_kernel init_convolution_kernel - Function signature: omega = init_convolution_kernel(n,kernel_func,[d,zero_nyquist,kernel_func_extra_args]) Required arguments: n : input int kernel_func : call-back function Optional arguments: d := 0 input int kernel_func_extra_args := () input tuple zero_nyquist := d%2 input int Return objects: omega : rank-1 array(d) with bounds (n) Call-back functions: def kernel_func(k): return kernel_func Required arguments: k : input int

4.5. Discrete Fourier transforms (scipy.fftpack)

209

SciPy Reference Guide, Release 0.10.0rc1

Return objects: kernel_func : oat scipy.fftpack.convolve.destroy_convolve_cache destroy_convolve_cache - Function signature: destroy_convolve_cache()

4.5.5 Other (scipy.fftpack._fftpack)


drfft zfft zrfft zfftnd destroy_drfft_cache destroy_zfft_cache destroy_zfftnd_cache drfft - Function signature: zfft - Function signature: zrfft - Function signature: zfftnd - Function signature: destroy_drfft_cache - Function signature: destroy_zfft_cache - Function signature: destroy_zfftnd_cache - Function signature:

scipy.fftpack._fftpack.drfft drfft - Function signature: y = drfft(x,[n,direction,normalize,overwrite_x]) Required arguments: x : input rank-1 array(d) with bounds (*) Optional arguments: overwrite_x := 0 input int n := size(x) input int direction := 1 input int normalize := (direction<0) input int Return objects: y : rank-1 array(d) with bounds (*) and x storage scipy.fftpack._fftpack.zfft zfft - Function signature: y = zfft(x,[n,direction,normalize,overwrite_x]) Required arguments: x : input rank-1 array(D) with bounds (*) Optional arguments: overwrite_x := 0 input int n := size(x) input int direction := 1 input int normalize := (direction<0) input int Return objects: y : rank-1 array(D) with bounds (*) and x storage scipy.fftpack._fftpack.zrfft zrfft - Function signature: y = zrfft(x,[n,direction,normalize,overwrite_x]) Required arguments: x : input rank-1 array(D) with bounds (*) Optional arguments: overwrite_x := 1 input int n := size(x) input int direction := 1 input int normalize := (direction<0) input int Return objects: y : rank-1 array(D) with bounds (*) and x storage

210

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.fftpack._fftpack.zfftnd zfftnd - Function signature: y = zfftnd(x,[s,direction,normalize,overwrite_x]) Required arguments: x : input rank-1 array(D) with bounds (*) Optional arguments: overwrite_x := 0 input int s := old_shape(x,j++) input rank-1 array(i) with bounds (r) direction := 1 input int normalize := (direction<0) input int Return objects: y : rank-1 array(D) with bounds (*) and x storage scipy.fftpack._fftpack.destroy_drfft_cache destroy_drfft_cache - Function signature: destroy_drfft_cache() scipy.fftpack._fftpack.destroy_zfft_cache destroy_zfft_cache - Function signature: destroy_zfft_cache() scipy.fftpack._fftpack.destroy_zfftnd_cache destroy_zfftnd_cache - Function signature: destroy_zfftnd_cache()

4.6 Integration and ODEs (scipy.integrate)


4.6.1 Integrating functions, given function object
quad(func, a, b[, args, full_output, ...]) dblquad(func, a, b, gfun, hfun[, args, ...]) tplquad(func, a, b, gfun, hfun, qfun, rfun) fixed_quad(func, a, b[, args, n]) quadrature(func, a, b[, args, tol, rtol, ...]) romberg(function, a, b[, args, tol, rtol, ...]) Compute a denite integral. Compute a double integral. Compute a triple (denite) integral. Compute a denite integral using xed-order Gaussian quadrature. Compute a denite integral using xed-tolerance Gaussian quadrature. Romberg integration of a callable function or method.

scipy.integrate.quad(func, a, b, args=(), full_output=0, epsabs=1.4899999999999999e-08, epsrel=1.4899999999999999e-08, limit=50, points=None, weight=None, wvar=None, wopts=None, maxp1=50, limlst=50) Compute a denite integral. Integrate func from a to b (possibly innite interval) using a technique from the Fortran library QUADPACK. If func takes many arguments, it is integrated along the axis corresponding to the rst argument. Use the keyword argument args to pass the other arguments. Run scipy.integrate.quad_explain() for more information on the more esoteric inputs and outputs. Parameters func : function A Python function or method to integrate. a : oat Lower limit of integration (use -scipy.integrate.Inf for -innity). b : oat Upper limit of integration (use scipy.integrate.Inf for +innity).

4.6. Integration and ODEs (scipy.integrate)

211

SciPy Reference Guide, Release 0.10.0rc1

args : tuple, optional extra arguments to pass to func full_output : int Non-zero to return a dictionary of integration information. If non-zero, warning messages are also suppressed and the message is appended to the output tuple. Returns y : oat The integral of func from a to b. abserr : oat an estimate of the absolute error in the result. infodict : dict a dictionary containing additional information. Run scipy.integrate.quad_explain() for more information. message : : a convergence message. explain : : appended only with cos or sin weighting and innite integration limits, it contains an explanation of the codes in infodict[ierlst] Other Parameters epsabs : : absolute error tolerance. epsrel : : relative error tolerance. limit : : an upper bound on the number of subintervals used in the adaptive algorithm. points : : a sequence of break points in the bounded integration interval where local difculties of the integrand may occur (e.g., singularities, discontinuities). The sequence does not have to be sorted. weight : : string indicating weighting function. wvar : : variables for use with weighting functions. limlst : : Upper bound on the number of cylces (>=3) for use with a sinusoidal weighting and an innite end-point. wopts : : Optional input for reusing Chebyshev moments. maxp1 : :

212

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

An upper bound on the number of Chebyshev moments. See Also: dblquad, tplquad fixed_quad xed-order Gaussian quadrature quadrature adaptive Gaussian quadrature odeint, ode, simps, trapz, romb scipy.special for coefcients and roots of orthogonal polynomials Examples Calculate
4 0

x2 dx and compare with an analytic result

>>> from scipy import integrate >>> x2 = lambda x: x**2 >>> integrate.quad(x2,0.,4.) (21.333333333333332, 2.3684757858670003e-13) >> print 4.**3/3 21.3333333333

Calculate

x e dx 0

>>> invexp = lambda x: exp(-x) >>> integrate.quad(invexp,0,inf) (0.99999999999999989, 5.8426061711142159e-11) >>> >>> >>> 0.5 >>> >>> 1.5 f = lambda x,a : a*x y, err = integrate.quad(f, 0, 1, args=(1,)) y y, err = integrate.quad(f, 0, 1, args=(3,)) y

scipy.integrate.dblquad(func, a, b, gfun, hfun, args=(), epsabs=1.4899999999999999e-08, epsrel=1.4899999999999999e-08) Compute a double integral. Return the double (denite) integral of func(y,x) from x=a..b and y=gfun(x)..hfun(x). Parameters func : callable A Python function or method of at least two variables: y must be the rst argument and x the second argument. (a,b) : tuple The limits of integration in x: a < b gfun : callable The lower boundary curve in y which is a function taking a single oating point argument (x) and returning a oating point result: a lambda function can be useful here.

4.6. Integration and ODEs (scipy.integrate)

213

SciPy Reference Guide, Release 0.10.0rc1

hfun : callable The upper boundary curve in y (same requirements as gfun). args : sequence, optional Extra arguments to pass to func2d. epsabs : oat, optional Absolute tolerance passed directly to the inner 1-D quadrature integration. Default is 1.49e-8. epsrel : oat Relative tolerance of the inner 1-D integrals. Default is 1.49e-8. Returns y : oat The resultant integral. abserr : oat An estimate of the error. See Also: quad single integral tplquad triple integral fixed_quad xed-order Gaussian quadrature quadrature adaptive Gaussian quadrature odeint, ode, simps, trapz, romb scipy.special for coefcients and roots of orthogonal polynomials scipy.integrate.tplquad(func, a, b, gfun, hfun, qfun, rfun, args=(), epsabs=1.4899999999999999e08, epsrel=1.4899999999999999e-08) Compute a triple (denite) integral. Return the triple integral of func(z, y, x) from x=a..b, y=gfun(x)..hfun(x), and z=qfun(x,y)..rfun(x,y) Parameters func : function A Python function or method of at least three variables in the order (z, y, x). (a,b) : tuple The limits of integration in x: a < b gfun : function The lower boundary curve in y which is a function taking a single oating point argument (x) and returning a oating point result: a lambda function can be useful here. hfun : function 214 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The upper boundary curve in y (same requirements as gfun). qfun : function The lower boundary surface in z. It must be a function that takes two oats in the order (x, y) and returns a oat. rfun : function The upper boundary surface in z. (Same requirements as qfun.) args : Arguments Extra arguments to pass to func3d. epsabs : oat, optional Absolute tolerance passed directly to the innermost 1-D quadrature integration. Default is 1.49e-8. epsrel : oat, optional Relative tolerance of the innermost 1-D integrals. Default is 1.49e-8. Returns y : oat The resultant integral. abserr : oat An estimate of the error. See Also: quad Adaptive quadrature using QUADPACK quadrature Adaptive Gaussian quadrature fixed_quad Fixed-order Gaussian quadrature dblquad Double integrals romb Integrators for sampled data trapz Integrators for sampled data simps Integrators for sampled data ode ODE integrators odeint ODE integrators scipy.special For coefcients and roots of orthogonal polynomials

4.6. Integration and ODEs (scipy.integrate)

215

SciPy Reference Guide, Release 0.10.0rc1

scipy.integrate.fixed_quad(func, a, b, args=(), n=5) Compute a denite integral using xed-order Gaussian quadrature. Integrate func from a to b using Gaussian quadrature of order n. Parameters func : callable A Python function or method to integrate (must accept vector inputs). a : oat Lower limit of integration. b : oat Upper limit of integration. args : tuple, optional Extra arguments to pass to function, if any. n : int, optional Order of quadrature integration. Default is 5. Returns val : oat Gaussian quadrature approximation to the integral See Also: quad adaptive quadrature using QUADPACK dblquad, tplquad romberg adaptive Romberg quadrature quadrature adaptive Gaussian quadrature romb, simps, trapz cumtrapz cumulative integration for sampled data ode, odeint scipy.integrate.quadrature(func, a, b, args=(), tol=1.4899999999999999e-08, rtol=1.4899999999999999e-08, maxiter=50, vec_func=True) Compute a denite integral using xed-tolerance Gaussian quadrature. Integrate func from a to b using Gaussian quadrature with absolute tolerance tol. Parameters func : function A Python function or method to integrate. a : oat Lower limit of integration. b : oat

216

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Upper limit of integration. args : tuple, optional Extra arguments to pass to function. tol, rol : oat, optional Iteration stops when error between last two iterates is less than tol OR the relative change is less than rtol. maxiter : int, optional Maximum number of iterations. vec_func : bool, optional True or False if func handles arrays as arguments (is a vector function). Default is True. Returns val : oat Gaussian quadrature approximation (within tolerance) to integral. err : oat Difference between last two estimates of the integral. See Also: romberg adaptive Romberg quadrature fixed_quad xed-order Gaussian quadrature quad adaptive quadrature using QUADPACK dblquad double integrals tplquad triple integrals romb integrator for sampled data simps integrator for sampled data trapz integrator for sampled data cumtrapz cumulative integration for sampled data ode ODE integrator odeint ODE integrator

4.6. Integration and ODEs (scipy.integrate)

217

SciPy Reference Guide, Release 0.10.0rc1

scipy.integrate.romberg(function, a, b, args=(), tol=1.48e-08, rtol=1.48e-08, show=False, divmax=10, vec_func=False) Romberg integration of a callable function or method. Returns the integral of function (a function of one variable) over the interval (a, b). If show is 1, the triangular array of the intermediate results will be printed. If vec_func is True (default is False), then function is assumed to support vector arguments. Parameters function : callable Function to be integrated. a : oat Lower limit of integration. b : oat Upper limit of integration. Returns results : oat Result of the integration. Other Parameters args : tuple, optional Extra arguments to pass to function. Each element of args will be passed as a single argument to func. Default is to pass no extra arguments. tol, rtol : oat, optional The desired absolute and relative tolerances. Defaults are 1.48e-8. show : bool, optional Whether to print the results. Default is False. divmax : int, optional Maximum order of extrapolation. Default is 10. vec_func : bool, optional Whether func handles arrays as arguments (i.e whether it is a vector function). Default is False. See Also: fixed_quad Fixed-order Gaussian quadrature. quad Adaptive quadrature using QUADPACK. dblquad, tplquad, romb, simps, trapz cumtrapz Cumulative integration for sampled data. ode, odeint

218

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

References [R1] Examples Integrate a gaussian from 0 to 1 and compare to the error function.
>>> from scipy.special import erf >>> gaussian = lambda x: 1/np.sqrt(np.pi) * np.exp(-x**2) >>> result = romberg(gaussian, 0, 1, show=True) Romberg integration of <function vfunc at 0x101eceaa0> from [0, 1] Steps 1 2 4 8 16 32 StepSize 1.000000 0.500000 0.250000 0.125000 0.062500 0.031250 Results 0.385872 0.412631 0.419184 0.420810 0.421215 0.421317

0.421551 0.421368 0.421352 0.421350 0.421350

0.421356 0.421350 0.421350 0.421350

0.421350 0.421350 0.421350

0.421350 0.421350

0.421350

The nal result is 0.421350396475 after 33 function evaluations.


>>> print 2*result,erf(1) 0.84270079295 0.84270079295

4.6.2 Integrating functions, given xed samples


trapz(y[, x, dx, axis]) cumtrapz(y[, x, dx, axis]) simps(y[, x, dx, axis, even]) romb(y[, dx, axis, show]) Integrate along the given axis using the composite trapezoidal rule. Cumulatively integrate y(x) using samples along the given axis and the composite trapezoidal rule. Integrate y(x) using samples along the given axis and the composite Romberg integration using samples of a function.

scipy.integrate.trapz(y, x=None, dx=1.0, axis=-1) Integrate along the given axis using the composite trapezoidal rule. Integrate y (x) along given axis. Parameters y : array_like Input array to integrate. x : array_like, optional If x is None, then spacing between all y elements is dx. dx : scalar, optional If x is None, spacing given by dx is assumed. Default is 1. axis : int, optional Specify the axis. Returns out : oat Denite integral as approximated by trapezoidal rule. 4.6. Integration and ODEs (scipy.integrate) 219

SciPy Reference Guide, Release 0.10.0rc1

See Also: sum, cumsum Notes Image [R3] illustrates trapezoidal rule y-axis locations of points will be taken from y array, by default x-axis distances between points will be 1.0, alternatively they can be provided with x array or with dx scalar. Return value will be equal to combined area under the red lines. References [R2], [R3] Examples
>>> np.trapz([1,2,3]) 4.0 >>> np.trapz([1,2,3], x=[4,6,8]) 8.0 >>> np.trapz([1,2,3], dx=2) 8.0 >>> a = np.arange(6).reshape(2, 3) >>> a array([[0, 1, 2], [3, 4, 5]]) >>> np.trapz(a, axis=0) array([ 1.5, 2.5, 3.5]) >>> np.trapz(a, axis=1) array([ 2., 8.])

scipy.integrate.cumtrapz(y, x=None, dx=1.0, axis=-1) Cumulatively integrate y(x) using samples along the given axis and the composite trapezoidal rule. If x is None, spacing given by dx is assumed. Parameters y : array x : array, optional dx : int, optional axis : int, optional Species the axis to cumulate: -1 > X axis 0 > Z axis 1 > Y axis See Also: quad adaptive quadrature using QUADPACK romberg adaptive Romberg quadrature quadrature adaptive Gaussian quadrature

220

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

fixed_quad xed-order Gaussian quadrature dblquad double integrals tplquad triple integrals romb integrators for sampled data trapz integrators for sampled data cumtrapz cumulative integration for sampled data ode ODE integrators odeint ODE integrators scipy.integrate.simps(y, x=None, dx=1, axis=-1, even=avg) Integrate y(x) using samples along the given axis and the composite Simpsons rule. If x is None, spacing of dx is assumed. If there are an even number of samples, N, then there are an odd number of intervals (N-1), but Simpsons rule requires an even number of intervals. The parameter even controls how this is handled. Parameters y : array_like Array to be integrated. x : array_like, optional If given, the points at which y is sampled. dx : int, optional Spacing of integration points along axis of y. Only used when x is None. Default is 1. axis : int, optional Axis along which to integrate. Default is the last axis. even : {avg, rst, str}, optional avg [Average two results:1) use the rst N-2 intervals with] a trapezoidal rule on the last interval and 2) use the last N-2 intervals with a trapezoidal rule on the rst interval. rst [Use Simpsons rule for the rst N-2 intervals with] a trapezoidal rule on the last interval. last [Use Simpsons rule for the last N-2 intervals with a] trapezoidal rule on the rst interval.

4.6. Integration and ODEs (scipy.integrate)

221

SciPy Reference Guide, Release 0.10.0rc1

See Also: quad adaptive quadrature using QUADPACK romberg adaptive Romberg quadrature quadrature adaptive Gaussian quadrature fixed_quad xed-order Gaussian quadrature dblquad double integrals tplquad triple integrals romb integrators for sampled data trapz integrators for sampled data cumtrapz cumulative integration for sampled data ode ODE integrators odeint ODE integrators Notes For an odd number of samples that are equally spaced the result is exact if the function is a polynomial of order 3 or less. If the samples are not equally spaced, then the result is exact only if the function is a polynomial of order 2 or less. scipy.integrate.romb(y, dx=1.0, axis=-1, show=False) Romberg integration using samples of a function. Parameters y : array_like A vector of 2**k + 1 equally-spaced samples of a function. dx : array_like, optional The sample spacing. Default is 1. axis : array_like?, optional The axis along which to integrate. Default is -1 (last axis). show : bool, optional When y is a single 1-D array, then if this argument is True print the table showing Richardson extrapolation from the samples. Default is False. Returns ret : array_like?

222

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The integrated result for each axis. See Also: quad, romberg, quadrature, fixed_quad, dblquad, tplquad, simps, trapz, cumtrapz, ode, odeint See Also: scipy.special for orthogonal polynomials (special) for Gaussian quadrature roots and weights for other weighting factors and regions.

4.6.3 Integrators of ODE systems


odeint(func, y0, t[, args, Dfun, col_deriv, ...]) ode(f[, jac]) complex_ode(f[, jac]) Integrate a system of ordinary differential equations. A generic interface class to numeric integrators. A wrapper of ode for complex systems.

scipy.integrate.odeint(func, y0, t, args=(), Dfun=None, col_deriv=0, full_output=0, ml=None, mu=None, rtol=None, atol=None, tcrit=None, h0=0.0, hmax=0.0, hmin=0.0, ixpr=0, mxstep=0, mxhnil=0, mxordn=12, mxords=5, printmessg=0) Integrate a system of ordinary differential equations. Solve a system of ordinary differential equations using lsoda from the FORTRAN library odepack. Solves the initial value problem for stiff or non-stiff systems of rst order ode-s:
dy/dt = func(y,t0,...)

where y can be a vector. Parameters func : callable(y, t0, ...) Computes the derivative of y at t0. y0 : array Initial condition on y (can be a vector). t : array A sequence of time points for which to solve for y. The initial value point should be the rst element of this sequence. args : tuple Extra arguments to pass to function. Dfun : callable(y, t0, ...) Gradient (Jacobian) of func. col_deriv : boolean True if Dfun denes derivatives down columns (faster), otherwise Dfun should dene derivatives across rows. full_output : boolean True if to return a dictionary of optional outputs as the second output printmessg : boolean

4.6. Integration and ODEs (scipy.integrate)

223

SciPy Reference Guide, Release 0.10.0rc1

Whether to print the convergence message Returns y : array, shape (len(t), len(y0)) Array containing the value of y for each desired time in t, with the initial value y0 in the rst row. infodict : dict, only returned if full_output == True Dictionary containing additional output information key hu tcur meaning vector of step sizes successfully used for each time step. vector with the value of t reached for each time step. (will always be at least as large as the input times). tolsf vector of tolerance scale factors, greater than 1.0, computed when a request for too much accuracy was detected. tsw value of t at the time of the last method switch (given for each time step) nst cumulative number of time steps nfe cumulative number of function evaluations for each time step nje cumulative number of jacobian evaluations for each time step nqu a vector of method orders for each successful step. imxer index of the component of largest magnitude in the weighted local error vector (e / ewt) on an error return, -1 otherwise. lenrw the length of the double work array required. leniw the length of integer work array required. museda vector of method indicators for each successful time step: 1: adams (nonstiff), 2: bdf (stiff) Other Parameters ml, mu : integer If either of these are not-None or non-negative, then the Jacobian is assumed to be banded. These give the number of lower and upper non-zero diagonals in this banded matrix. For the banded case, Dfun should return a matrix whose columns contain the non-zero bands (starting with the lowest diagonal). Thus, the return matrix from Dfun should have shape len(y0) * (ml + mu + 1) when ml >=0 or mu >=0 rtol, atol : oat The input parameters rtol and atol determine the error control performed by the solver. The solver will control the vector, e, of estimated local errors in y, according to an inequality of the form max-norm of (e / ewt) <= 1, where ewt is a vector of positive error weights computed as: ewt = rtol * abs(y) + atol rtol and atol can be either vectors the same length as y or scalars. Defaults to 1.49012e-8. tcrit : array Vector of critical points (e.g. singularities) where integration care should be taken. h0 : oat, (0: solver-determined) The step size to be attempted on the rst step. hmax : oat, (0: solver-determined) The maximum absolute step size allowed. hmin : oat, (0: solver-determined) 224 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The minimum absolute step size allowed. ixpr : boolean Whether to generate extra printing at method switches. mxstep : integer, (0: solver-determined) Maximum number of (internally dened) steps allowed for each integration point in t. mxhnil : integer, (0: solver-determined) Maximum number of messages printed. mxordn : integer, (0: solver-determined) Maximum order to be allowed for the nonstiff (Adams) method. mxords : integer, (0: solver-determined) Maximum order to be allowed for the stiff (BDF) method. See Also: ode a more object-oriented integrator based on VODE quad for nding the area under a curve class scipy.integrate.ode(f, jac=None) A generic interface class to numeric integrators. Solve an equation system y (t) = f (t, y) with (optional) jac = df/dy. Parameters f : callable f(t, y, *f_args) Rhs of the equation. set_f_params(*args) t is a scalar, y.shape == (n,). f_args is set by calling

jac : callable jac(t, y, *jac_args) Jacobian of the rhs, jac[i,j] = d f[i] / d y[j] jac_args is set by calling set_f_params(*args) See Also: odeint an integrator with a simpler interface based on lsoda from ODEPACK quad for nding the area under a curve Notes Available integrators are listed below. They can be selected using the set_integrator method. vode Real-valued Variable-coefcient Ordinary Differential Equation solver, with xed-leadingcoefcient implementation. It provides implicit Adams method (for non-stiff problems) and a method based on backward differentiation formulas (BDF) (for stiff problems).

4.6. Integration and ODEs (scipy.integrate)

225

SciPy Reference Guide, Release 0.10.0rc1

Source: http://www.netlib.org/ode/vode.f Warning: This integrator is not re-entrant. You cannot have two ode instances using the vode integrator at the same time. This integrator accepts the following parameters in set_integrator method of the ode class: atol : oat or sequence absolute tolerance for solution rtol : oat or sequence relative tolerance for solution lband : None or int rband : None or int Jacobian band width, jac[i,j] != 0 for i-lband <= j <= i+rband. Setting these requires your jac routine to return the jacobian in packed format, jac_packed[i-j+lband, j] = jac[i,j]. method: adams or bdf Which solver to use, Adams (non-stiff) or BDF (stiff) with_jacobian : bool Whether to use the jacobian nsteps : int Maximum number of (internally dened) steps allowed during one call to the solver. rst_step : oat min_step : oat max_step : oat Limits for the step sizes used by the integrator. order : int Maximum order used by the integrator, order <= 12 for Adams, <= 5 for BDF. zvode Complex-valued Variable-coefcient Ordinary Differential Equation solver, with xed-leadingcoefcient implementation. It provides implicit Adams method (for non-stiff problems) and a method based on backward differentiation formulas (BDF) (for stiff problems). Source: http://www.netlib.org/ode/zvode.f Warning: This integrator is not re-entrant. You cannot have two ode instances using the zvode integrator at the same time. This integrator accepts the same parameters in set_integrator as the vode solver. Note: When using ZVODE for a stiff system, it should only be used for the case in which the function f is analytic, that is, when each f(i) is an analytic function of each y(j). Analyticity means that the partial derivative df(i)/dy(j) is a unique complex number, and this fact is critical in the way ZVODE solves the dense or banded linear systems that arise in the stiff case. For a complex stiff ODE system in which f is not analytic, ZVODE is likely to have convergence failures, and for this problem one should instead use DVODE on the equivalent real system (in the real and imaginary parts of y). dopri5 This is an explicit runge-kutta method of order (4)5 due to Dormand & Prince (with stepsize control and dense output). Authors:

226

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

E. Hairer and G. Wanner Universite de Geneve, Dept. de Mathematiques CH-1211 Geneve 24, Switzerland e-mail: ernst.hairer@math.unige.ch, gerhard.wanner@math.unige.ch This code is described in [HNW93]. This integrator accepts the following parameters in set_integrator() method of the ode class: atol : oat or sequence absolute tolerance for solution rtol : oat or sequence relative tolerance for solution nsteps : int Maximum number of (internally dened) steps allowed during one call to the solver. rst_step : oat max_step : oat safety : oat Safety factor on new step selection (default 0.9) ifactor : oat dfactor : oat Maximum factor to increase/decrease step size by in one step beta : oat Beta parameter for stabilised step size control. dop853 This is an explicit runge-kutta method of order 8(5,3) due to Dormand & Prince (with stepsize control and dense output). Options and references the same as dopri5. References [HNW93] Examples A problem to integrate and the corresponding jacobian:
>>> >>> >>> >>> >>> >>> >>> >>> from scipy.integrate import ode y0, t0 = [1.0j, 2.0], 0 def f(t, y, arg1): return [1j*arg1*y[0] + y[1], -arg1*y[1]**2] def jac(t, y, arg1): return [[1j*arg1, 1], [0, -arg1*2*y[1]]]

The integration:
>>> >>> >>> >>> >>> >>> >>> r = ode(f, jac).set_integrator(zvode, method=bdf, with_jacobian=True) r.set_initial_value(y0, t0).set_f_params(2.0).set_jac_params(2.0) t1 = 10 dt = 1 while r.successful() and r.t < t1: r.integrate(r.t+dt) print r.t, r.y

Attributes t y oat ndarray Current time Current variable values 227

4.6. Integration and ODEs (scipy.integrate)

SciPy Reference Guide, Release 0.10.0rc1

Methods integrate set_f_params set_initial_value set_integrator set_jac_params successful class scipy.integrate.complex_ode(f, jac=None) A wrapper of ode for complex systems. This functions similarly as ode, but re-maps a complex-valued equation system to a real-valued one before using the integrators. Parameters f : callable f(t, y, *f_args) Rhs of the equation. set_f_params(*args) jac : jac(t, y, *jac_args) Jacobian of the rhs, jac[i,j] = d f[i] / d y[j] jac_args is set by calling set_f_params(*args) Examples For usage examples, see ode. Attributes t y oat ndarray Current time Current variable values t is a scalar, y.shape == (n,). f_args is set by calling

Methods integrate set_f_params set_initial_value set_integrator set_jac_params successful

4.7 Interpolation (scipy.interpolate)


Sub-package for objects used in interpolation. As listed below, this sub-package contains spline functions and classes, one-dimensional and multi-dimensional (univariate and multivariate) interpolation classes, Lagrange and Taylor polynomial interpolators, and wrappers for FITPACK and DFITPACK functions.

228

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

4.7.1 Univariate interpolation


interp1d(x, y[, kind, axis, copy, ...]) BarycentricInterpolator(xi[, yi]) KroghInterpolator(xi, yi) PiecewisePolynomial(xi, yi[, orders, direction]) barycentric_interpolate(xi, yi, x) krogh_interpolate(xi, yi, x[, der]) piecewise_polynomial_interpolate(xi, yi, x) Interpolate a 1-D function. The interpolating polynomial for a set of points The interpolating polynomial for a set of points Piecewise polynomial curve specied by points and derivatives Convenience function for polynomial interpolation Convenience function for polynomial interpolation. Convenience function for piecewise polynomial interpolation

class scipy.interpolate.interp1d(x, y, kind=linear, axis=-1, copy=True, bounds_error=True, ll_value=np.nan) Interpolate a 1-D function. x and y are arrays of values used to approximate some function f: y = f(x). This class returns a function whose call method uses interpolation to nd the value of new points. Parameters x : array_like A 1-D array of monotonically increasing real values. y : array_like A N-D array of real values. The length of y along the interpolation axis must be equal to the length of x. kind : str or int, optional Species the kind of interpolation as a string (linear,nearest, zero, slinear, quadratic, cubic) or as an integer specifying the order of the spline interpolator to use. Default is linear. axis : int, optional Species the axis of y along which to interpolate. Interpolation defaults to the last axis of y. copy : bool, optional If True, the class makes internal copies of x and y. If False, references to x and y are used. The default is to copy. bounds_error : bool, optional If True, an error is thrown any time interpolation is attempted on a value outside of the range of x (where extrapolation is necessary). If False, out of bounds values are assigned ll_value. By default, an error is raised. ll_value : oat, optional If provided, then this value will be used to ll in for requested points outside of the data range. If not provided, then the default is NaN. See Also: UnivariateSpline A more recent wrapper of the FITPACK routines. splrep, splev, interp2d

4.7. Interpolation (scipy.interpolate)

229

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> >>> >>> >>> import scipy.interpolate x = np.arange(0, 10) y = np.exp(-x/3.0) f = sp.interpolate.interp1d(x, y)

>>> xnew = np.arange(0,9, 0.1) >>> ynew = f(xnew) # use interpolation function returned by interp1d >>> plt.plot(x, y, o, xnew, ynew, -)

Methods __call__ class scipy.interpolate.BarycentricInterpolator(xi, yi=None) The interpolating polynomial for a set of points Constructs a polynomial that passes through a given set of points. Allows evaluation of the polynomial, efcient changing of the y values to be interpolated, and updating by adding more x values. For reasons of numerical stability, this function does not compute the coefcients of the polynomial. This class uses a barycentric interpolation method that treats the problem as a special case of rational function interpolation. This algorithm is quite stable, numerically, but even in a world of exact computation, unless the x coordinates are chosen very carefully - Chebyshev zeros (e.g. cos(i*pi/n)) are a good choice - polynomial interpolation itself is a very ill-conditioned process due to the Runge phenomenon. Based on Berrut and Trefethen 2004, Barycentric Lagrange Interpolation. Methods __call__ add_xi set_yi class scipy.interpolate.KroghInterpolator(xi, yi) The interpolating polynomial for a set of points Constructs a polynomial that passes through a given set of points, optionally with specied derivatives at those points. Allows evaluation of the polynomial and all its derivatives. For reasons of numerical stability, this function does not compute the coefcients of the polynomial, although they can be obtained by evaluating all the derivatives. Be aware that the algorithms implemented here are not necessarily the most numerically stable known. Moreover, even in a world of exact computation, unless the x coordinates are chosen very carefully - Chebyshev zeros (e.g. cos(i*pi/n)) are a good choice - polynomial interpolation itself is a very ill-conditioned process due to the Runge phenomenon. In general, even with well-chosen x values, degrees higher than about thirty cause problems with numerical instability in this code. Based on [R4]. Parameters xi : array-like, length N Known x-coordinates yi : array-like, N by R Known y-coordinates, interpreted as vectors of length R, or scalars if R=1. When an xi occurs two or more times in a row, the corresponding yis represent derivative values.

230

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

References [R4] Methods __call__ derivative derivatives class scipy.interpolate.PiecewisePolynomial(xi, yi, orders=None, direction=None) Piecewise polynomial curve specied by points and derivatives This class represents a curve that is a piecewise polynomial. It passes through a list of points and has specied derivatives at each point. The degree of the polynomial may very from segment to segment, as may the number of derivatives available. The degree should not exceed about thirty. Appending points to the end of the curve is efcient. Methods __call__ append derivative derivatives extend scipy.interpolate.barycentric_interpolate(xi, yi, x) Convenience function for polynomial interpolation Constructs a polynomial that passes through a given set of points, then evaluates the polynomial. For reasons of numerical stability, this function does not compute the coefcients of the polynomial. This function uses a barycentric interpolation method that treats the problem as a special case of rational function interpolation. This algorithm is quite stable, numerically, but even in a world of exact computation, unless the x coordinates are chosen very carefully - Chebyshev zeros (e.g. cos(i*pi/n)) are a good choice polynomial interpolation itself is a very ill-conditioned process due to the Runge phenomenon. Based on Berrut and Trefethen 2004, Barycentric Lagrange Interpolation. Parameters xi : array_like of length N The x coordinates of the points the polynomial should pass through yi : array_like N by R The y coordinates of the points the polynomial should pass through; if R>1 the polynomial is vector-valued. x : scalar or array_like of length M Returns y : scalar or array_like of length R or length M or M by R The shape of y depends on the shape of x and whether the interpolator is vectorvalued or scalar-valued. Notes Construction of the interpolation weights is a relatively slow process. If you want to call this many times with the same xi (but possibly varying yi or x) you should use the class BarycentricInterpolator. This is what this function uses internally.

4.7. Interpolation (scipy.interpolate)

231

SciPy Reference Guide, Release 0.10.0rc1

scipy.interpolate.krogh_interpolate(xi, yi, x, der=0) Convenience function for polynomial interpolation. Constructs a polynomial that passes through a given set of points, optionally with specied derivatives at those points. Evaluates the polynomial or some of its derivatives. For reasons of numerical stability, this function does not compute the coefcients of the polynomial, although they can be obtained by evaluating all the derivatives. Be aware that the algorithms implemented here are not necessarily the most numerically stable known. Moreover, even in a world of exact computation, unless the x coordinates are chosen very carefully - Chebyshev zeros (e.g. cos(i*pi/n)) are a good choice - polynomial interpolation itself is a very ill-conditioned process due to the Runge phenomenon. In general, even with well-chosen x values, degrees higher than about thirty cause problems with numerical instability in this code. Based on Krogh 1970, Efcient Algorithms for Polynomial Interpolation and Numerical Differentiation The polynomial passes through all the pairs (xi,yi). One may additionally specify a number of derivatives at each point xi; this is done by repeating the value xi and specifying the derivatives as successive yi values. Parameters xi : array_like, length N known x-coordinates yi : array_like, N by R known y-coordinates, interpreted as vectors of length R, or scalars if R=1 x : scalar or array_like of length N Point or points at which to evaluate the derivatives der : integer or list How many derivatives to extract; None for all potentially nonzero derivatives (that is a number equal to the number of points), or a list of derivatives to extract. This number includes the function value as 0th derivative. Returns d : ndarray If the interpolators values are R-dimensional then the returned array will be the number of derivatives by N by R. If x is a scalar, the middle dimension will be dropped; if the yi are scalars then the last dimension will be dropped. Notes Construction of the interpolating polynomial is a relatively expensive process. If you want to evaluate it repeatedly consider using the class KroghInterpolator (which is what this function uses). scipy.interpolate.piecewise_polynomial_interpolate(xi, yi, x, orders=None, der=0) Convenience function for piecewise polynomial interpolation Parameters xi : array_like A sorted list of x-coordinates, of length N. yi : list of lists yi[i] is the list of derivatives known at xi[i]. Of length N. x : scalar or array_like Of length M.

232

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

orders : int or list of ints a list of polynomial orders, or a single universal order der : int Which single derivative to extract. Returns y : scalar or array_like The result, of length R or length M or M by R, Notes If orders is None, or orders[i] is None, then the degree of the polynomial segment is exactly the degree required to match all i available derivatives at both endpoints. If orders[i] is not None, then some derivatives will be ignored. The code will try to use an equal number of derivatives from each end; if the total number of derivatives needed is odd, it will prefer the rightmost endpoint. If not enough derivatives are available, an exception is raised. Construction of these piecewise polynomials can be an expensive process; if you repeatedly evaluate the same polynomial, consider using the class PiecewisePolynomial (which is what this function does).

4.7.2 Multivariate interpolation


Unstructured data: griddata(points, values, xi[, method, Interpolate unstructured N-dimensional data. ...]) LinearNDInterpolator(points, Piecewise linear interpolant in N dimensions. values) NearestNDInterpolator(points, Nearest-neighbour interpolation in N dimensions. values) CloughTocher2DInterpolator(points, Piecewise cubic, C1 smooth, curvature-minimizing interpolant in values[, tol]) 2D. Rbf(*args) A class for radial basis function approximation/interpolation of n-dimensional scattered data. interp2d(x, y, z[, kind, copy, ...]) Interpolate over a 2-D grid. scipy.interpolate.griddata(points, values, xi, method=linear, ll_value=nan) Interpolate unstructured N-dimensional data. New in version 0.9. Parameters points : ndarray of oats, shape (npoints, ndims) Data point coordinates. Can either be a ndarray of size (npoints, ndim), or a tuple of ndim arrays. values : ndarray of oat or complex, shape (npoints, ...) Data values. xi : ndarray of oat, shape (..., ndim) Points where to interpolate data at. method : {linear, nearest, cubic}, optional Method of interpolation. One of nearest: return the value at the data point closest to the point of interpolation. See NearestNDInterpolator for more details.

4.7. Interpolation (scipy.interpolate)

233

SciPy Reference Guide, Release 0.10.0rc1

linear: tesselate the input point set to n-dimensional simplices, and interpolate linearly on each simplex. See LinearNDInterpolator for more details. cubic (1-D): return the value detemined from a cubic spline. cubic (2-D): return the value determined from a piecewise cubic, continuously differentiable (C1), and approximately curvature-minimizing polynomial surface. See CloughTocher2DInterpolator for more details. ll_value : oat, optional Value used to ll in for requested points outside of the convex hull of the input points. If not provided, then the default is nan. This option has no effect for the nearest method. Examples Suppose we want to interpolate the 2-D function
>>> def func(x, y): >>> return x*(1-x)*np.cos(4*np.pi*x) * np.sin(4*np.pi*y**2)**2

on a grid in [0, 1]x[0, 1]


>>> grid_x, grid_y = np.mgrid[0:1:100j, 0:1:200j]

but we only know its values at 1000 data points:


>>> points = np.random.rand(1000, 2) >>> values = func(points[:,0], points[:,1])

This can be done with griddata below we try out all of the interpolation methods:
>>> >>> >>> >>> from scipy.interpolate import griddata grid_z0 = griddata(points, values, (grid_x, grid_y), method=nearest) grid_z1 = griddata(points, values, (grid_x, grid_y), method=linear) grid_z2 = griddata(points, values, (grid_x, grid_y), method=cubic)

One can see that the exact result is reproduced by all of the methods to some degree, but for this smooth function the piecewise cubic interpolant gives the best results:
>>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> import matplotlib.pyplot as plt plt.subplot(221) plt.imshow(func(grid_x, grid_y).T, extent=(0,1,0,1), origin=lower) plt.plot(points[:,0], points[:,1], k., ms=1) plt.title(Original) plt.subplot(222) plt.imshow(grid_z0.T, extent=(0,1,0,1), origin=lower) plt.title(Nearest) plt.subplot(223) plt.imshow(grid_z1.T, extent=(0,1,0,1), origin=lower) plt.title(Linear) plt.subplot(224) plt.imshow(grid_z2.T, extent=(0,1,0,1), origin=lower) plt.title(Cubic) plt.gcf().set_size_inches(6, 6) plt.show()

234

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

1.0 0.8 0.6 0.4 0.2

Original

1.0 0.8 0.6 0.4 0.2

Nearest

0.0 0.0 0.2 0.4 0.6 0.8 1.0 Linear 1.0 0.8 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8 1.0

0.0 0.0 0.2 0.4 0.6 0.8 1.0 Cubic 1.0 0.8 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8 1.0

class scipy.interpolate.LinearNDInterpolator(points, values) Piecewise linear interpolant in N dimensions. New in version 0.9. Parameters points : ndarray of oats, shape (npoints, ndims) Data point coordinates. values : ndarray of oat or complex, shape (npoints, ...) Data values. ll_value : oat, optional Value used to ll in for requested points outside of the convex hull of the input points. If not provided, then the default is nan. Notes The interpolant is constructed by triangulating the input data with Qhull [Qhull], and on each triangle performing linear barycentric interpolation. 4.7. Interpolation (scipy.interpolate) 235

SciPy Reference Guide, Release 0.10.0rc1

References [Qhull] Methods __call__ class scipy.interpolate.NearestNDInterpolator(points, values) Nearest-neighbour interpolation in N dimensions. New in version 0.9. Parameters points : ndarray of oats, shape (npoints, ndims) Data point coordinates. values : ndarray of oat or complex, shape (npoints, ...) Data values. Notes Uses scipy.spatial.cKDTree Methods __call__ class scipy.interpolate.CloughTocher2DInterpolator(points, values, tol=1e-6) Piecewise cubic, C1 smooth, curvature-minimizing interpolant in 2D. New in version 0.9. Parameters points : ndarray of oats, shape (npoints, ndims) Data point coordinates. values : ndarray of oat or complex, shape (npoints, ...) Data values. ll_value : oat, optional Value used to ll in for requested points outside of the convex hull of the input points. If not provided, then the default is nan. tol : oat, optional Absolute/relative tolerance for gradient estimation. maxiter : int, optional Maximum number of iterations in gradient estimation. Notes The interpolant is constructed by triangulating the input data with Qhull [Qhull], and constructing a piecewise cubic interpolating Bezier polynomial on each triangle, using a Clough-Tocher scheme [CT]. The interpolant is guaranteed to be continuously differentiable. The gradients of the interpolant are chosen so that the curvature of the interpolating surface is approximatively minimized. The gradients necessary for this are estimated using the global algorithm described in [Nielson83,Renka84]_. References [Qhull], [CT], [Nielson83], [Renka84] 236 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods __call__ class scipy.interpolate.Rbf(*args) A class for radial basis function approximation/interpolation of n-dimensional scattered data. Parameters *args : arrays x, y, z, ..., d, where x, y, z, ... are the coordinates of the nodes and d is the array of values at the nodes function : str or callable, optional The radial basis function, based on the radius, r, given by the norm (defult is Euclidean distance); the default is multiquadric:
multiquadric: sqrt((r/self.epsilon)**2 + 1) inverse: 1.0/sqrt((r/self.epsilon)**2 + 1) gaussian: exp(-(r/self.epsilon)**2) linear: r cubic: r**3 quintic: r**5 thin_plate: r**2 * log(r)

If callable, then it must take 2 arguments (self, r). The epsilon parameter will be available as self.epsilon. Other keyword arguments passed in will be available as well. epsilon : oat, optional Adjustable constant for gaussian or multiquadrics functions - defaults to approximate average distance between nodes (which is a good start). smooth : oat, optional Values greater than zero increase the smoothness of the approximation. 0 is for interpolation (default), the function will always go through the nodal points in this case. norm : callable, optional A function that returns the distance between two points, with inputs as arrays of positions (x, y, z, ...), and an output as an array of distance. E.g, the default:
def euclidean_norm(x1, x2): return sqrt( ((x1 - x2)**2).sum(axis=0) )

which is called with x1=x1[ndims,newaxis,:] and x2=x2[ndims,:,newaxis] such that the result is a matrix of the distances from each point in x1 to each point in x2. Examples
>>> rbfi = Rbf(x, y, z, d) >>> di = rbfi(xi, yi, zi) # radial basis function interpolator instance # interpolated values

Methods __call__

4.7. Interpolation (scipy.interpolate)

237

SciPy Reference Guide, Release 0.10.0rc1

class scipy.interpolate.interp2d(x, y, z, kind=linear, ll_value=nan) Interpolate over a 2-D grid.

copy=True,

bounds_error=False,

x, y and z are arrays of values used to approximate some function f: z = f(x, y). This class returns a function whose call method uses spline interpolation to nd the value of new points. Parameters x, y : 1-D ndarrays Arrays dening the data point coordinates. If the points lie on a regular grid, x can specify the column coordinates and y the row coordinates, for example:
>>> x = [0,1,2]; y = [0,3]; z = [[1,2,3], [4,5,6]]

Otherwise, x and y must specify the full coordinates for each point, for example:
>>> x = [0,1,2,0,1,2]; y = [0,0,0,3,3,3]; z = [1,2,3,4,5,6]

If x and y are multi-dimensional, they are attened before use. z : 1-D ndarray The values of the function to interpolate at the data points. If z is a multi-dimensional array, it is attened before use. kind : {linear, cubic, quintic}, optional The kind of spline interpolation to use. Default is linear. copy : bool, optional If True, then data is copied, otherwise only a reference is held. bounds_error : bool, optional If True, when interpolated values are requested outside of the domain of the input data, an error is raised. If False, then ll_value is used. ll_value : number, optional If provided, the value to use for points outside of the interpolation domain. Defaults to NaN. See Also: bisplrep, bisplev BivariateSpline a more recent wrapper of the FITPACK routines interp1d Notes The minimum number of data points required along the interpolation axis is (k+1)**2, with k=1 for linear, k=3 for cubic and k=5 for quintic interpolation. The interpolator is constructed by bisplrep, with a smoothing factor of 0. If more control over smoothing is needed, bisplrep should be used directly.

238

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples Construct a 2-D grid and interpolate on it:


>>> >>> >>> >>> >>> x = y = xx, z = f = np.arange(-5.01, 5.01, 0.25) np.arange(-5.01, 5.01, 0.25) yy = np.meshgrid(x, y) np.sin(xx**2+yy**2) sp.interpolate.interp2d(x, y, z, kind=cubic)

Now use the obtained interpolation function and plot the result:
>>> >>> >>> >>> xnew = np.arange(-5.01, 5.01, 1e-2) ynew = np.arange(-5.01, 5.01, 1e-2) znew = f(xnew, ynew) plt.plot(x, z[:, 0], ro-, xnew, znew[:, 0], b-)

Methods __call__ For data on a grid: RectBivariateSpline(x, y, z, None, None[, ...]) See Also: scipy.ndimage.map_coordinates Bivariate spline approximation over a rectangular mesh.

4.7.3 1-D Splines


UnivariateSpline(x, y[, w, bbox, k, s]) InterpolatedUnivariateSpline(x, y[, w, bbox, k]) LSQUnivariateSpline(x, y, t[, w, bbox, k]) One-dimensional smoothing spline t to a given set of data points. One-dimensional interpolating spline for a given set of data points. One-dimensional spline with explicit internal knots.

class scipy.interpolate.UnivariateSpline(x, y, w=None, bbox=[None, None], k=3, s=None) One-dimensional smoothing spline t to a given set of data points. Fits a spline y=s(x) of degree k to the provided x, y data. s species the number of knots by specifying a smoothing condition. Parameters x : array_like 1-D array of independent input data. Must be increasing. y : array_like 1-D array of dependent input data, of the same length as x. w : array_like, optional Weights for spline tting. Must be positive. If None (default), weights are all equal. bbox : array_like, optional 2-sequence specifying the boundary of the approximation interval. If None (default), bbox=[x[0], x[-1]]. k : int, optional

4.7. Interpolation (scipy.interpolate)

239

SciPy Reference Guide, Release 0.10.0rc1

Degree of the smoothing spline. Must be <= 5. s : oat or None, optional Positive smoothing factor used to choose the number of knots. Number of knots will be increased until the smoothing condition is satised: sum((w[i]*(y[i]-s(x[i])))**2,axis=0) <= s If None (default), s=len(w) which should be a good value if 1/w[i] is an estimate of the standard deviation of y[i]. If 0, spline will interpolate through all data points. See Also: InterpolatedUnivariateSpline Subclass with smoothing forced to 0 LSQUnivariateSpline Subclass in which knots are user-selected instead of being set by smoothing condition splrep An older, non object-oriented wrapping of FITPACK splev, sproot, splint, spalde BivariateSpline A similar class for two-dimensional spline interpolation Notes The number of data points must be larger than the spline degree k. Examples
>>> >>> >>> >>> >>> >>> >>> >>> from numpy import linspace,exp from numpy.random import randn from scipy.interpolate import UnivariateSpline x = linspace(-3, 3, 100) y = exp(-x**2) + randn(100)/10 s = UnivariateSpline(x, y, s=1) xs = linspace(-3, 3, 1000) ys = s(xs)

xs,ys is now a smoothed, super-sampled version of the noisy gaussian x,y. Methods __call__ derivatives get_coeffs get_knots get_residual integral roots set_smoothing_factor class scipy.interpolate.InterpolatedUnivariateSpline(x, y, w=None, bbox=[None, None], k=3) One-dimensional interpolating spline for a given set of data points. Fits a spline y=s(x) of degree k to the provided x, y data. Spline function passes through all provided points. Equivalent to UnivariateSpline with s=0. 240 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters x : array_like input dimension of data points must be increasing y : array_like input dimension of data points w : array_like, optional Weights for spline tting. Must be positive. If None (default), weights are all equal. bbox : array_like, optional 2-sequence specifying the boundary of the approximation interval. If None (default), bbox=[x[0],x[-1]]. k : int, optional Degree of the smoothing spline. Must be <= 5. See Also: UnivariateSpline Superclass allows knots to be selected by a smoothing condition LSQUnivariateSpline spline for which knots are user-selected splrep An older, non object-oriented wrapping of FITPACK splev, sproot, splint, spalde BivariateSpline A similar class for two-dimensional spline interpolation Notes The number of data points must be larger than the spline degree k. Examples
>>> >>> >>> >>> >>> >>> >>> >>> from numpy import linspace,exp from numpy.random import randn from scipy.interpolate import UnivariateSpline x = linspace(-3, 3, 100) y = exp(-x**2) + randn(100)/10 s = UnivariateSpline(x, y, s=1) xs = linspace(-3, 3, 1000) ys = s(xs)

xs,ys is now a smoothed, super-sampled version of the noisy gaussian x,y

4.7. Interpolation (scipy.interpolate)

241

SciPy Reference Guide, Release 0.10.0rc1

Methods __call__ derivatives get_coeffs get_knots get_residual integral roots set_smoothing_factor class scipy.interpolate.LSQUnivariateSpline(x, y, t, w=None, bbox=[None, None], k=3) One-dimensional spline with explicit internal knots. Fits a spline y=s(x) of degree k to the provided x, y data. t species the internal knots of the spline Parameters x : array_like input dimension of data points must be increasing y : array_like input dimension of data points t: array_like : interior knots of the spline. Must be in ascending order and bbox[0]<t[0]<...<t[1]<bbox[-1] w : array_like, optional weights for spline tting. Must be positive. If None (default), weights are all equal. bbox : array_like, optional 2-sequence specifying the boundary of the approximation interval. If None (default), bbox=[x[0],x[-1]]. k : int, optional Degree of the smoothing spline. Must be <= 5. Raises ValueError : If the interior knots do not satisfy the Schoenberg-Whitney conditions See Also: UnivariateSpline Superclass knots are specied by setting a smoothing condition InterpolatedUnivariateSpline spline passing through all points splrep An older, non object-oriented wrapping of FITPACK splev, sproot, splint, spalde BivariateSpline A similar class for two-dimensional spline interpolation

242

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes The number of data points must be larger than the spline degree k. Examples
>>> >>> >>> >>> >>> >>> >>> >>> >>> from numpy import linspace,exp from numpy.random import randn from scipy.interpolate import LSQUnivariateSpline x = linspace(-3,3,100) y = exp(-x**2) + randn(100)/10 t = [-1,0,1] s = LSQUnivariateSpline(x,y,t) xs = linspace(-3,3,1000) ys = s(xs)

xs,ys is now a smoothed, super-sampled version of the noisy gaussian x,y with knots [-3,-1,0,1,3] Methods __call__ derivatives get_coeffs get_knots get_residual integral roots set_smoothing_factor The above univariate spline classes have the following methods: UnivariateSpline.__call__(x[, nu]) UnivariateSpline.derivatives(x) UnivariateSpline.integral(a, b) UnivariateSpline.roots() UnivariateSpline.get_coeffs() UnivariateSpline.get_knots() UnivariateSpline.get_residual() UnivariateSpline.set_smoothing_factor(s) Low-level interface to FITPACK functions: splrep(x, y[, w, xb, xe, k, task, s, t, ...]) splprep(x[, w, u, ub, ue, k, task, s, t, ...]) splev(x, tck[, der, ext]) splint(a, b, tck[, full_output]) sproot(tck[, mest]) spalde(x, tck) bisplrep(x, y, z[, w, xb, xe, yb, ye, kx, ...]) bisplev(x, y, tck[, dx, dy]) Find the B-spline representation of 1-D curve. Find the B-spline representation of an N-dimensional curve. Evaluate a B-spline or its derivatives. Evaluate the denite integral of a B-spline. Find the roots of a cubic B-spline. Evaluate all derivatives of a B-spline. Find a bivariate B-spline representation of a surface. Evaluate a bivariate B-spline and its derivatives. Evaluate spline (or its nu-th derivative) at positions x. Return all derivatives of the spline at the point x. Return denite integral of the spline between two Return the zeros of the spline. Return spline coefcients. Return the positions of (boundary and interior) Return weighted sum of squared residuals of the spline Continue spline computation with the given smoothing

scipy.interpolate.splrep(x, y, w=None, xb=None, xe=None, k=3, task=0, s=None, t=None, full_output=0, per=0, quiet=1) Find the B-spline representation of 1-D curve. Given the set of data points (x[i], y[i]) determine a smooth spline approximation of degree k on the interval xb <= x <= xe. The coefcients, c, and the knot points, t, are returned. Uses the FORTRAN routine curt from FITPACK.

4.7. Interpolation (scipy.interpolate)

243

SciPy Reference Guide, Release 0.10.0rc1

Parameters x, y : array_like The data points dening a curve y = f(x). w : array_like Strictly positive rank-1 array of weights the same length as x and y. The weights are used in computing the weighted least-squares spline t. If the errors in the y values have standard-deviation given by the vector d, then w should be 1/d. Default is ones(len(x)). xb, xe : oat The interval to t. If None, these default to x[0] and x[-1] respectively. k : int The order of the spline t. It is recommended to use cubic splines. Even order splines should be avoided especially with small s values. 1 <= k <= 5 task : {1, 0, -1} If task==0 nd t and c for a given smoothing factor, s. If task==1 nd t and c for another value of the smoothing factor, s. There must have been a previous call with task=0 or task=1 for the same set of data (t will be stored an used internally) If task=-1 nd the weighted least square spline for a given set of knots, t. These should be interior knots as knots on the ends will be added automatically. s : oat A smoothing condition. The amount of smoothness is determined by satisfying the conditions: sum((w * (y - g))**2,axis=0) <= s where g(x) is the smoothed interpolation of (x,y). The user can use s to control the tradeoff between closeness and smoothness of t. Larger s means more smoothing while smaller values of s indicate less smoothing. Recommended values of s depend on the weights, w. If the weights represent the inverse of the standard-deviation of y, then a good s value should be found in the range (m-sqrt(2*m),m+sqrt(2*m)) where m is the number of datapoints in x, y, and w. default : s=m-sqrt(2*m) if weights are supplied. s = 0.0 (interpolating) if no weights are supplied. t : int The knots needed for task=-1. If given then task is automatically set to -1. full_output : bool If non-zero, then return optional outputs. per : bool If non-zero, data points are considered periodic with period x[m-1] - x[0] and a smooth periodic spline approximation is returned. Values of y[m-1] and w[m-1] are not used. quiet : bool Non-zero to suppress messages. Returns tck : tuple

244

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

(t,c,k) a tuple containing the vector of knots, the B-spline coefcients, and the degree of the spline. fp : array, optional The weighted sum of squared residuals of the spline approximation. ier : int, optional An integer ag about splrep success. Success is indicated if ier<=0. If ier in [1,2,3] an error occurred but was not raised. Otherwise an error is raised. msg : str, optional A message corresponding to the integer ag, ier. See Also: UnivariateSpline, bisplrep, bisplev Notes See splev for evaluation of the spline and its derivatives. References Based on algorithms described in [1], [2], [3], and [4]: [R22], [R23], [R24], [R25] Examples
>>> >>> >>> >>> >>> >>> x = linspace(0, 10, 10) y = sin(x) tck = splrep(x, y) x2 = linspace(0, 10, 200) y2 = splev(x2, tck) plot(x, y, o, x2, y2)

BivariateSpline,

splprep,

splev,

sproot,

spalde,

splint,

scipy.interpolate.splprep(x, w=None, u=None, ub=None, ue=None, k=3, task=0, s=None, t=None, full_output=0, nest=None, per=0, quiet=1) Find the B-spline representation of an N-dimensional curve. Given a list of N rank-1 arrays, x, which represent a curve in N-dimensional space parametrized by u, nd a smooth approximating spline curve g(u). Uses the FORTRAN routine parcur from FITPACK. Parameters x : array_like A list of sample vector arrays representing the curve. u : array_like, optional An array of parameter values. If not given, these values are calculated automatically as M = len(x[0]): v[0] = 0 v[i] = v[i-1] + distance(x[i],x[i-1]) u[i] = v[i] / v[M-1] ub, ue : int, optional The end-points of the parameters interval. Defaults to u[0] and u[-1]. k : int, optional

4.7. Interpolation (scipy.interpolate)

245

SciPy Reference Guide, Release 0.10.0rc1

Degree of the spline. Cubic splines are recommended. Even values of k should be avoided especially with a small s-value. 1 <= k <= 5, default is 3. task : int, optional If task==0 (default), nd t and c for a given smoothing factor, s. If task==1, nd t and c for another value of the smoothing factor, s. There must have been a previous call with task=0 or task=1 for the same set of data. If task=-1 nd the weighted least square spline for a given set of knots, t. s : oat, optional A smoothing condition. The amount of smoothness is determined by satisfying the conditions: sum((w * (y - g))**2,axis=0) <= s, where g(x) is the smoothed interpolation of (x,y). The user can use s to control the trade-off between closeness and smoothness of t. Larger s means more smoothing while smaller values of s indicate less smoothing. Recommended values of s depend on the weights, w. If the weights represent the inverse of the standard-deviation of y, then a good s value should be found in the range (m-sqrt(2*m),m+sqrt(2*m)), where m is the number of data points in x, y, and w. t : int, optional The knots needed for task=-1. full_output : int, optional If non-zero, then return optional outputs. nest : int, optional An over-estimate of the total number of knots of the spline to help in determining the storage space. By default nest=m/2. Always large enough is nest=m+k+1. per : int, optional If non-zero, data points are considered periodic with period x[m-1] - x[0] and a smooth periodic spline approximation is returned. Values of y[m-1] and w[m-1] are not used. quiet : int, optional Non-zero to suppress messages. Returns tck : tuple A tuple (t,c,k) containing the vector of knots, the B-spline coefcients, and the degree of the spline. u : array An array of the values of the parameter. fp : oat The weighted sum of squared residuals of the spline approximation. ier : int An integer ag about splrep success. Success is indicated if ier<=0. If ier in [1,2,3] an error occurred but was not raised. Otherwise an error is raised. msg : str A message corresponding to the integer ag, ier.

246

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

See Also: splrep, splev, sproot, spalde, splint, bisplrep, bisplev, UnivariateSpline, BivariateSpline Notes See splev for evaluation of the spline and its derivatives. References [R19], [R20], [R21] scipy.interpolate.splev(x, tck, der=0, ext=0) Evaluate a B-spline or its derivatives. Given the knots and coefcients of a B-spline representation, evaluate the value of the smoothing polynomial and its derivatives. This is a wrapper around the FORTRAN routines splev and splder of FITPACK. Parameters x : array_like A 1-D array of points at which to return the value of the smoothed spline or its derivatives. If tck was returned from splprep, then the parameter values, u should be given. tck : tuple A sequence of length 3 returned by splrep or splprep containing the knots, coefcients, and degree of the spline. der : int The order of derivative of the spline to compute (must be less than or equal to k). ext : int Controls the value returned for elements of x not in the interval dened by the knot sequence. if ext=0, return the extrapolated value. if ext=1, return 0 if ext=2, raise a ValueError The default value is 0. Returns y : ndarray or list of ndarrays An array of values representing the spline function evaluated at the points in x. If tck was returned from splrep, then this is a list of arrays representing the curve in N-dimensional space. See Also: splprep, splrep, sproot, spalde, splint, bisplrep, bisplev References [R14], [R15], [R16] scipy.interpolate.splint(a, b, tck, full_output=0) Evaluate the denite integral of a B-spline.

4.7. Interpolation (scipy.interpolate)

247

SciPy Reference Guide, Release 0.10.0rc1

Given the knots and coefcients of a B-spline, evaluate the denite integral of the smoothing polynomial between two given points. Parameters a, b : oat The end-points of the integration interval. tck : tuple A tuple (t,c,k) containing the vector of knots, the B-spline coefcients, and the degree of the spline (see splev). full_output : int, optional Non-zero to return optional output. Returns integral : oat The resulting integral. wrk : ndarray An array containing the integrals of the normalized B-splines dened on the set of knots. See Also: splprep, splrep, sproot, spalde, splev, bisplrep, bisplev, UnivariateSpline, BivariateSpline References [R17], [R18] scipy.interpolate.sproot(tck, mest=10) Find the roots of a cubic B-spline. Given the knots (>=8) and coefcients of a cubic B-spline return the roots of the spline. Parameters tck : tuple A tuple (t,c,k) containing the vector of knots, the B-spline coefcients, and the degree of the spline. The number of knots must be >= 8. The knots must be a montonically increasing sequence. mest : int An estimate of the number of zeros (Default is 10). Returns zeros : ndarray An array giving the roots of the spline. See Also: splprep, splrep, splint, spalde, splev, bisplrep, bisplev, UnivariateSpline, BivariateSpline

248

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

References [R26], [R27], [R28] scipy.interpolate.spalde(x, tck) Evaluate all derivatives of a B-spline. Given the knots and coefcients of a cubic B-spline compute all derivatives up to order k at a point (or set of points). Parameters tck : tuple A tuple (t,c,k) containing the vector of knots, the B-spline coefcients, and the degree of the spline. x : array_like A point or a set of points at which to evaluate the derivatives. Note that t(k) <= x <= t(n-k+1) must hold for each x. Returns results : array_like An array (or a list of arrays) containing all derivatives up to order k inclusive for each point x. See Also: splprep, splrep, splint, sproot, splev, bisplrep, bisplev, UnivariateSpline, BivariateSpline References [R11], [R12], [R13] scipy.interpolate.bisplrep(x, y, z, w=None, xb=None, xe=None, yb=None, ye=None, kx=3, ky=3, task=0, s=None, eps=9.9999999999999998e-17, tx=None, ty=None, full_output=0, nxest=None, nyest=None, quiet=1) Find a bivariate B-spline representation of a surface. Given a set of data points (x[i], y[i], z[i]) representing a surface z=f(x,y), compute a B-spline representation of the surface. Based on the routine SURFIT from FITPACK. Parameters x, y, z : ndarray Rank-1 arrays of data points. w : ndarray, optional Rank-1 array of weights. By default w=np.ones(len(x)). xb, xe : oat, optional End points of approximation interval in x. xe=x.max(). yb, ye : oat, optional End points of approximation interval in y. By default yb=y.min(), ye = y.max(). kx, ky : int, optional By default xb = x.min(),

4.7. Interpolation (scipy.interpolate)

249

SciPy Reference Guide, Release 0.10.0rc1

The degrees of the spline (1 <= kx, ky <= 5). Third order (kx=ky=3) is recommended. task : int, optional If task=0, nd knots in x and y and coefcients for a given smoothing factor, s. If task=1, nd knots and coefcients for another value of the smoothing factor, s. bisplrep must have been previously called with task=0 or task=1. If task=-1, nd coefcients for a given set of knots tx, ty. s : oat, optional A non-negative smoothing factor. If weights correspond to the inverse of the standard-deviation of the errors in z, then a good s-value should be found in the range (m-sqrt(2*m),m+sqrt(2*m)) where m=len(x). eps : oat, optional A threshold for determining the effective rank of an over-determined linear system of equations (0 < eps < 1). eps is not likely to need changing. tx, ty : ndarray, optional Rank-1 arrays of the knots of the spline for task=-1 full_output : int, optional Non-zero to return optional outputs. nxest, nyest : int, optional Over-estimates of the total number of knots. then nxest = max(kx+sqrt(m/2),2*kx+3), max(ky+sqrt(m/2),2*ky+3). quiet : int, optional Non-zero to suppress printing of messages. Returns tck : array_like A list [tx, ty, c, kx, ky] containing the knots (tx, ty) and coefcients (c) of the bivariate B-spline representation of the surface along with the degree of the spline. fp : ndarray The weighted sum of squared residuals of the spline approximation. ier : int An integer ag about splrep success. Success is indicated if ier<=0. If ier in [1,2,3] an error occurred but was not raised. Otherwise an error is raised. msg : str A message corresponding to the integer ag, ier. See Also: splprep, splrep, splint, sproot, splev, UnivariateSpline, BivariateSpline Notes See bisplev to evaluate the value of the B-spline given its tck representation. If None nyest =

250

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

References [R8], [R9], [R10] scipy.interpolate.bisplev(x, y, tck, dx=0, dy=0) Evaluate a bivariate B-spline and its derivatives. Return a rank-2 array of spline function values (or spline derivative values) at points given by the cross-product of the rank-1 arrays x and y. In special cases, return an array or just a oat if either x or y or both are oats. Based on BISPEV from FITPACK. Parameters x, y : ndarray Rank-1 arrays specifying the domain over which to evaluate the spline or its derivative. tck : tuple A sequence of length 5 returned by bisplrep containing the knot locations, the coefcients, and the degree of the spline: [tx, ty, c, kx, ky]. dx, dy : int, optional The orders of the partial derivatives in x and y respectively. Returns vals : ndarray The B-spline or its derivative evaluated over the set formed by the cross-product of x and y. See Also: splprep, splrep, splint, sproot, splev, UnivariateSpline, BivariateSpline Notes See bisplrep to generate the tck representation. References [R5], [R6], [R7]

4.7.4 2-D Splines


For data on a grid: RectBivariateSpline(x, y, z, None, None[, ...]) Bivariate spline approximation over a rectangular mesh.

class scipy.interpolate.RectBivariateSpline(x, y, z, bbox=[None, None, None, None], kx=3, ky=3, s=0) Bivariate spline approximation over a rectangular mesh. Can be used for both smoothing and interpolating data. Parameters x,y : array_like 1-D arrays of coordinates in strictly ascending order. z : array_like 2-D array of data with shape (x.size,y.size).

4.7. Interpolation (scipy.interpolate)

251

SciPy Reference Guide, Release 0.10.0rc1

bbox : array_like, optional Sequence of length 4 specifying the boundary of the rectangular approximation domain. By default, bbox=[min(x,tx),max(x,tx), min(y,ty),max(y,ty)]. kx, ky : ints, optional Degrees of the bivariate spline. Default is 3. s : oat, optional Positive smoothing factor dened for estimation sum((w[i]*(z[i]-s(x[i],y[i])))**2,axis=0) <= s s=0, which is for interpolation. See Also: SmoothBivariateSpline a smoothing bivariate spline for scattered data bisplrep, bisplev UnivariateSpline a similar class for univariate spline interpolation Methods __call__ ev get_coeffs get_knots get_residual integral For unstructured data: BivariateSpline SmoothBivariateSpline(x, y, z, None, None[, ...]) LSQBivariateSpline(x, y, z, tx, ty, None, None) Bivariate spline s(x,y) of degrees kx and ky on the rectangle [xb,xe] x [yb, ye] calculated from a given set of data points (x,y,z). Smooth bivariate spline approximation. Weighted least-squares bivariate spline approximation. condition: Default is

class scipy.interpolate.BivariateSpline Bivariate spline s(x,y) of degrees kx and ky on the rectangle [xb,xe] x [yb, ye] calculated from a given set of data points (x,y,z). See Also: bisplrep, bisplev UnivariateSpline a similar class for univariate spline interpolation SmoothUnivariateSpline to create a BivariateSpline through the given points LSQUnivariateSpline to create a BivariateSpline using weighted least-squares tting

252

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods __call__ ev get_coeffs get_knots get_residual integral class scipy.interpolate.SmoothBivariateSpline(x, y, z, w=None, bbox=[None, None, None, None], kx=3, ky=3, s=None, eps=None) Smooth bivariate spline approximation. Parameters x, y, z : array_like 1-D sequences of data points (order is not important). w : array_lie, optional Positive 1-D sequence of weights. bbox : array_like, optional Sequence of length 4 specifying the boundary of the rectangular approximation domain. By default, bbox=[min(x,tx),max(x,tx), min(y,ty),max(y,ty)]. kx, ky : ints, optional Degrees of the bivariate spline. Default is 3. s : oat, optional Positive smoothing factor dened for estimation condition: sum((w[i]*(z[i]-s(x[i],y[i])))**2,axis=0) <= s Default s=len(w) which should be a good value if 1/w[i] is an estimate of the standard deviation of z[i]. eps : oat, optional A threshold for determining the effective rank of an over-determined linear system of equations. eps should have a value between 0 and 1, the default is 1e-16. See Also: bisplrep, bisplev UnivariateSpline a similar class for univariate spline interpolation LSQUnivariateSpline to create a BivariateSpline using weighted Notes The length of x, y and z should be at least (kx+1) * (ky+1).

4.7. Interpolation (scipy.interpolate)

253

SciPy Reference Guide, Release 0.10.0rc1

Methods __call__ ev get_coeffs get_knots get_residual integral class scipy.interpolate.LSQBivariateSpline(x, y, z, tx, ty, w=None, bbox=[None, None, None, None], kx=3, ky=3, eps=None) Weighted least-squares bivariate spline approximation. Parameters x, y, z : array_like 1-D sequences of data points (order is not important). tx, ty : array_like Strictly ordered 1-D sequences of knots coordinates. w : array_lie, optional Positive 1-D sequence of weights. bbox : array_like, optional Sequence of length 4 specifying the boundary of the rectangular approximation domain. By default, bbox=[min(x,tx),max(x,tx), min(y,ty),max(y,ty)]. kx, ky : ints, optional Degrees of the bivariate spline. Default is 3. s : oat, optional Positive smoothing factor dened for estimation condition: sum((w[i]*(z[i]-s(x[i],y[i])))**2,axis=0) <= s Default s=len(w) which should be a good value if 1/w[i] is an estimate of the standard deviation of z[i]. eps : oat, optional A threshold for determining the effective rank of an over-determined linear system of equations. eps should have a value between 0 and 1, the default is 1e-16. See Also: bisplrep, bisplev UnivariateSpline a similar class for univariate spline interpolation SmoothUnivariateSpline To create a BivariateSpline through the given points Notes The length of x, y and z should be at least (kx+1) * (ky+1).

254

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods __call__ ev get_coeffs get_knots get_residual integral Low-level interface to FITPACK functions: bisplrep(x, y, z[, w, xb, xe, yb, ye, kx, ...]) bisplev(x, y, tck[, dx, dy]) Find a bivariate B-spline representation of a surface. Evaluate a bivariate B-spline and its derivatives.

scipy.interpolate.bisplrep(x, y, z, w=None, xb=None, xe=None, yb=None, ye=None, kx=3, ky=3, task=0, s=None, eps=9.9999999999999998e-17, tx=None, ty=None, full_output=0, nxest=None, nyest=None, quiet=1) Find a bivariate B-spline representation of a surface. Given a set of data points (x[i], y[i], z[i]) representing a surface z=f(x,y), compute a B-spline representation of the surface. Based on the routine SURFIT from FITPACK. Parameters x, y, z : ndarray Rank-1 arrays of data points. w : ndarray, optional Rank-1 array of weights. By default w=np.ones(len(x)). xb, xe : oat, optional End points of approximation interval in x. xe=x.max(). yb, ye : oat, optional End points of approximation interval in y. By default yb=y.min(), ye = y.max(). kx, ky : int, optional The degrees of the spline (1 <= kx, ky <= 5). Third order (kx=ky=3) is recommended. task : int, optional If task=0, nd knots in x and y and coefcients for a given smoothing factor, s. If task=1, nd knots and coefcients for another value of the smoothing factor, s. bisplrep must have been previously called with task=0 or task=1. If task=-1, nd coefcients for a given set of knots tx, ty. s : oat, optional A non-negative smoothing factor. If weights correspond to the inverse of the standard-deviation of the errors in z, then a good s-value should be found in the range (m-sqrt(2*m),m+sqrt(2*m)) where m=len(x). eps : oat, optional A threshold for determining the effective rank of an over-determined linear system of equations (0 < eps < 1). eps is not likely to need changing. tx, ty : ndarray, optional By default xb = x.min(),

4.7. Interpolation (scipy.interpolate)

255

SciPy Reference Guide, Release 0.10.0rc1

Rank-1 arrays of the knots of the spline for task=-1 full_output : int, optional Non-zero to return optional outputs. nxest, nyest : int, optional Over-estimates of the total number of knots. then nxest = max(kx+sqrt(m/2),2*kx+3), max(ky+sqrt(m/2),2*ky+3). quiet : int, optional Non-zero to suppress printing of messages. Returns tck : array_like A list [tx, ty, c, kx, ky] containing the knots (tx, ty) and coefcients (c) of the bivariate B-spline representation of the surface along with the degree of the spline. fp : ndarray The weighted sum of squared residuals of the spline approximation. ier : int An integer ag about splrep success. Success is indicated if ier<=0. If ier in [1,2,3] an error occurred but was not raised. Otherwise an error is raised. msg : str A message corresponding to the integer ag, ier. See Also: splprep, splrep, splint, sproot, splev, UnivariateSpline, BivariateSpline Notes See bisplev to evaluate the value of the B-spline given its tck representation. References [R8], [R9], [R10] scipy.interpolate.bisplev(x, y, tck, dx=0, dy=0) Evaluate a bivariate B-spline and its derivatives. Return a rank-2 array of spline function values (or spline derivative values) at points given by the cross-product of the rank-1 arrays x and y. In special cases, return an array or just a oat if either x or y or both are oats. Based on BISPEV from FITPACK. Parameters x, y : ndarray Rank-1 arrays specifying the domain over which to evaluate the spline or its derivative. tck : tuple A sequence of length 5 returned by bisplrep containing the knot locations, the coefcients, and the degree of the spline: [tx, ty, c, kx, ky]. dx, dy : int, optional If None nyest =

256

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The orders of the partial derivatives in x and y respectively. Returns vals : ndarray The B-spline or its derivative evaluated over the set formed by the cross-product of x and y. See Also: splprep, splrep, splint, sproot, splev, UnivariateSpline, BivariateSpline Notes See bisplrep to generate the tck representation. References [R5], [R6], [R7]

4.7.5 Additional tools


lagrange(x, w) approximate_taylor_polynomial(f, x, degree, ...) scipy.interpolate.lagrange(x, w) Return a Lagrange interpolating polynomial. Given two 1-D arrays x and w, returns the Lagrange interpolating polynomial through the points (x, w). Warning: This implementation is numerically unstable. Do not expect to be able to use more than about 20 points even if they are chosen optimally. Parameters x : array_like x represents the x-coordinates of a set of datapoints. w : array_like w represents the y-coordinates of a set of datapoints, i.e. f(x). scipy.interpolate.approximate_taylor_polynomial(f, x, degree, scale, order=None) Estimate the Taylor polynomial of f at x by polynomial tting. Parameters f : callable The function whose Taylor polynomial is sought. Should accept a vector of x values. x : scalar The point at which the polynomial is to be evaluated. degree : int The degree of the Taylor polynomial scale : scalar The width of the interval to use to evaluate the Taylor polynomial. Function values spread over a range this wide are used to t the polynomial. Must be chosen carefully. Return a Lagrange interpolating polynomial. Estimate the Taylor polynomial of f at x by polynomial tting.

4.7. Interpolation (scipy.interpolate)

257

SciPy Reference Guide, Release 0.10.0rc1

order : int or None The order of the polynomial to be used in the tting; f will be evaluated order+1 times. If None, use degree. Returns p : poly1d instance The Taylor polynomial (translated to the origin, so that for example p(0)=f(x)). Notes The appropriate choice of scale is a trade-off; too large and the function differs from its Taylor polynomial too much to get a good answer, too small and round-off errors overwhelm the higher-order terms. The algorithm used becomes numerically unstable around order 30 even under ideal circumstances. Choosing order somewhat larger than degree may improve the higher-order terms. See Also: scipy.ndimage.map_coordinates, scipy.ndimage.spline_filter, scipy.signal.resample, scipy.signal.bspline, scipy.signal.gauss_spline, scipy.signal.qspline1d, scipy.signal.cspline1d, scipy.signal.qspline1d_eval, scipy.signal.cspline1d_eval, scipy.signal.qspline2d, scipy.signal.cspline2d.

4.8 Input and output (scipy.io)


SciPy has many modules, classes, and functions available to read data from and write data to a variety of le formats. See Also: numpy-reference.routines.io (in Numpy)

4.8.1 MATLAB les


loadmat(le_name, **kwargs[, mdict, appendmat]) savemat(le_name, mdict[, appendmat, ...]) Load MATLAB le Save a dictionary of names and arrays into a MATLAB-style .mat le.

scipy.io.loadmat(le_name, mdict=None, appendmat=True, **kwargs) Load MATLAB le Parameters le_name : str Name of the mat le (do not need .mat extension if appendmat==True) Can also pass open le-like object. m_dict : dict, optional Dictionary in which to insert matle variables. appendmat : bool, optional True to append the .mat extension to the end of the given lename, if not already present. byte_order : str or None, optional

258

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

None by default, implying byte order guessed from mat le. Otherwise can be one of (native, =, little, <, BIG, >). mat_dtype : bool, optional If True, return arrays in same dtype as would be loaded into MATLAB (instead of the dtype with which they are saved). squeeze_me : bool, optional Whether to squeeze unit matrix dimensions or not. chars_as_strings : bool, optional Whether to convert char arrays to string arrays. matlab_compatible : bool, optional Returns matrices as would be loaded by MATLAB (implies squeeze_me=False, chars_as_strings=False, mat_dtype=True, struct_as_record=True). struct_as_record : bool, optional Whether to load MATLAB structs as numpy record arrays, or as old-style numpy arrays with dtype=object. Setting this ag to False replicates the behavior of scipy version 0.7.x (returning numpy object arrays). The default setting is True, because it allows easier round-trip load and save of MATLAB les. variable_names : None or sequence If None (the default) - read all variables in le. Otherwise variable_names should be a sequence of strings, giving names of the matlab variables to read from the le. The reader will skip any variable with a name not in this sequence, possibly saving some read processing. Returns mat_dict : dict dictionary with variable names as keys, and loaded matrices as values Notes v4 (Level 1.0), v6 and v7 to 7.2 matles are supported. You will need an HDF5 python library to read matlab 7.3 format mat les. Because scipy does not supply one, we do not implement the HDF5 / 7.3 interface here. scipy.io.savemat(le_name, mdict, appendmat=True, format=5, do_compression=False, oned_as=None) Save a dictionary of names and arrays into a MATLAB-style .mat le. long_eld_names=False,

This saves the array objects in the given dictionary to a MATLAB- style .mat le. Parameters le_name : str or le-like object Name of the .mat le (.mat extension not needed if appendmat == True). Can also pass open le_like object. mdict : dict Dictionary from which to save matle variables. appendmat : bool, optional

4.8. Input and output (scipy.io)

259

SciPy Reference Guide, Release 0.10.0rc1

True (the default) to append the .mat extension to the end of the given lename, if not already present. format : {5, 4}, string, optional 5 (the default) for MATLAB 5 and up (to 7.2), 4 for MATLAB 4 .mat les long_eld_names : bool, optional False (the default) - maximum eld name length in a structure is 31 characters which is the documented maximum length. True - maximum eld name length in a structure is 63 characters which works for MATLAB 7.6+ do_compression : bool, optional Whether or not to compress matrices on write. Default is False. oned_as : {column, row, None}, optional If column, write 1-D numpy arrays as column vectors. If row, write 1-D numpy arrays as row vectors. If None (the default), the behavior depends on the value of format (see Notes below). See Also: mio4.MatFile4Writer, mio5.MatFile5Writer Notes If format == 4, mio4.MatFile4Writer is called, which sets oned_as to row if it had been None. If format == 5, mio5.MatFile5Writer is called, which sets oned_as to column if it had been None, but rst it executes: warnings.warn("Using oned_as default value (column)" + " This will change to row in future versions", stacklevel=2) without being more specic as to precisely when the change will take place. FutureWarning,

4.8.2 IDL les


readsav(le_name[, idict, python_dict, ...]) Read an IDL .sav le

scipy.io.readsav(le_name, idict=None, python_dict=False, uncompressed_le_name=None, verbose=False) Read an IDL .sav le Parameters le_name : str Name of the IDL save le. idict : dict, optional Dictionary in which to insert .sav le variables python_dict: bool, optional : By default, the object return is not a Python dictionary, but a case-insensitive dictionary with item, attribute, and call access to variables. To get a standard Python dictionary, set this option to True. uncompressed_le_name : str, optional

260

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

This option only has an effect for .sav les written with the /compress option. If a le name is specied, compressed .sav les are uncompressed to this le. Otherwise, readsav will use the tempfile module to determine a temporary lename automatically, and will remove the temporary le upon successfully reading it in. verbose : bool, optional Whether to print out information about the save le, including the records read, and available variables. Returns idl_dict : AttrDict or dict If python_dict is set to False (default), this function returns a case-insensitive dictionary with item, attribute, and call access to variables. If python_dict is set to True, this function returns a Python dictionary with all variable names in lowercase. If idict was specied, then variables are written to the dictionary specied, and the updated dictionary is returned.

4.8.3 Matrix Market les


mminfo(source) mmread(source) mmwrite(target, a[, comment, eld, precision]) Queries the contents of the Matrix Market le lename to Reads the contents of a Matrix Market le lename into a matrix. Writes the sparse or dense matrix A to a Matrix Market formatted le.

scipy.io.mminfo(source) Queries the contents of the Matrix Market le lename to extract size and storage information. Parameters source : le Matrix Market lename (extension .mtx) or open le object Returns rows,cols : int Number of matrix rows and columns entries : int Number of non-zero entries of a sparse matrix or rows*cols for a dense matrix format : {coordinate, array} eld : {real, complex, pattern, integer} symm : {general, symmetric, skew-symmetric, hermitian} scipy.io.mmread(source) Reads the contents of a Matrix Market le lename into a matrix. Parameters source : le Matrix Market lename (extensions .mtx, .mtz.gz) or open le object. Returns a: : Sparse or full matrix

4.8. Input and output (scipy.io)

261

SciPy Reference Guide, Release 0.10.0rc1

scipy.io.mmwrite(target, a, comment=, eld=None, precision=None) Writes the sparse or dense matrix A to a Matrix Market formatted le. Parameters target : le Matrix Market lename (extension .mtx) or open le object a : array like Sparse or full matrix comment : str comments to be prepended to the Matrix Market le eld : {real, complex, pattern, integer}, optional precision : : Number of digits to display for real or complex values.

4.8.4 Other
save_as_module([le_name, data]) Save the dictionary data into a module and shelf named save.

scipy.io.save_as_module(le_name=None, data=None) Save the dictionary data into a module and shelf named save. Parameters le_name : str, optional File name of the module to save. data : dict, optional The dictionary to store in the module.

4.8.5 Wav sound les (scipy.io.wavfile)


read(le) write(lename, rate, data) Return the sample rate (in samples/sec) and data from a WAV le Write a numpy array as a WAV le

scipy.io.wavfile.read(le) Return the sample rate (in samples/sec) and data from a WAV le Parameters le : le Input wav le. Returns rate : int Sample rate of wav le data : numpy array Data read from wav le

262

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes The le can be an open le or a lename. The returned sample rate is a Python integer The data is returned as a numpy array with a data-type determined from the le. scipy.io.wavfile.write(lename, rate, data) Write a numpy array as a WAV le Parameters lename : le The name of the le to write (will be over-written). rate : int The sample rate (in samples/sec). data : ndarray A 1-D or 2-D numpy array of integer data-type. Notes Writes a simple uncompressed WAV le. The bits-per-sample will be determined by the data-type. To write multiple-channels, use a 2-D array of shape (Nsamples, Nchannels).

4.8.6 Arff les (scipy.io.arff)


loadarff(f) Read an arff le.

scipy.io.arff.loadarff(f ) Read an arff le. The data is returned as a record array, which can be accessed much like a dictionary of numpy arrays. For example, if one of the attributes is called pressure, then its rst 10 data points can be accessed from the data record array like so: data[pressure][0:10] Parameters f : le-like or str File-like object to read from, or lename to open. Returns data : record array The data of the arff le, accessible by attribute names. meta : MetaData Contains information about the arff le such as name and type of attributes, the relation (name of the dataset), etc... Raises ParseArffError : This is raised if the given le is not ARFF-formatted. NotImplementedError :

4.8. Input and output (scipy.io)

263

SciPy Reference Guide, Release 0.10.0rc1

The ARFF le has an attribute which is not supported yet. Notes This function should be able to read most arff les. Not implemented functionality include: date type attributes string type attributes It can read les with numeric and nominal attributes. It cannot read les with sparse data ({} in the le). However, this function can read les with missing data (? in the le), representing the data points as NaNs.

4.8.7 Netcdf (scipy.io.netcdf)


netcdf_file(lename[, mode, mmap, version]) netcdf_variable(data, typecode, size, shape, ...) A le object for NetCDF data. A data object for the netcdf module.

class scipy.io.netcdf.netcdf_file(lename, mode=r, mmap=None, version=1) A le object for NetCDF data. A netcdf_le object has two standard attributes: dimensions and variables. The values of both are dictionaries, mapping dimension names to their associated lengths and variable names to variables, respectively. Application programs should never modify these dictionaries. All other attributes correspond to global attributes dened in the NetCDF le. Global le attributes are created by assigning to an attribute of the netcdf_le object. Parameters lename : string or le-like string -> lename mode : {r, w}, optional read-write mode, default is r mmap : None or bool, optional Whether to mmap lename when reading. Default is True when lename is a le name, False when lename is a le-like object version : {1, 2}, optional version of netcdf to read / write, where 1 means Classic format and 2 means 64-bit offset format. Default is 1. See here for more info. Methods close createDimension createVariable flush sync class scipy.io.netcdf.netcdf_variable(data, typecode, tributes=None) A data object for the netcdf module. size, shape, dimensions, at-

netcdf_variable objects are constructed by calling the method netcdf_le.createVariable on the netcdf_le object. netcdf_variable objects behave much like array objects dened in numpy, except that their data resides in a le. Data is read by indexing and written by assigning to an indexed subset; the entire array can be accessed

264

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

by the index [:] or (for scalars) by using the methods getValue and assignValue. netcdf_variable objects also have attribute shape with the same meaning as for arrays, but the shape cannot be modied. There is another read-only attribute dimensions, whose value is the tuple of dimension names. All other attributes correspond to variable attributes dened in the NetCDF le. Variable attributes are created by assigning to an attribute of the netcdf_variable object. Parameters data : array_like The data array that holds the values for the variable. Typically, this is initialized as empty, but with the proper shape. typecode : dtype character code Desired data-type for the data array. size : int Desired element size for the data array. shape : sequence of ints The shape of the array. This should match the lengths of the variables dimensions. dimensions : sequence of strings The names of the dimensions used by the variable. Must be in the same order of the dimension lengths given by shape. attributes : dict, optional Attribute values (any type) keyed by string names. These attributes become attributes for the netcdf_variable object. See Also: isrec, shape Attributes dimensions isrec, shape Methods assignValue getValue itemsize typecode list of str List of names of dimensions used by the variable object. Properties

4.9 Linear algebra (scipy.linalg)


Linear algebra functions. See Also: numpy.linalg for more linear algebra functions. Note that although scipy.linalg imports most of them, identically named functions from scipy.linalg may offer more or slightly differing functionality.

4.9. Linear algebra (scipy.linalg)

265

SciPy Reference Guide, Release 0.10.0rc1

4.9.1 Basics
inv(a[, overwrite_a]) solve(a, b[, sym_pos, lower, overwrite_a, ...]) solve_banded(l, ab, b[, overwrite_ab, ...]) solveh_banded(ab, b[, overwrite_ab, ...]) solve_triangular(a, b[, trans, lower, ...]) det(a[, overwrite_a]) norm(a[, ord]) lstsq(a, b[, cond, overwrite_a, overwrite_b]) pinv(a[, cond, rcond]) pinv2(a[, cond, rcond]) kron(a, b) tril(m[, k]) triu(m[, k]) Compute the inverse of a matrix. Solve the equation a x = b for x Solve the equation a x = b for x, assuming a is banded matrix. Solve equation a x = b. Solve the equation a x = b for x, assuming a is a triangular matrix. Compute the determinant of a matrix Matrix or vector norm. Compute least-squares solution to equation Ax = b. Compute the (Moore-Penrose) pseudo-inverse of a matrix. Compute the (Moore-Penrose) pseudo-inverse of a matrix. Kronecker product of a and b. Construct a copy of a matrix with elements above the k-th diagonal zeroed. Construct a copy of a matrix with elements below the k-th diagonal zeroed.

scipy.linalg.inv(a, overwrite_a=False) Compute the inverse of a matrix. Parameters a : array_like Square matrix to be inverted. overwrite_a : bool, optional Discard data in a (may improve performance). Default is False. Returns ainv : ndarray Inverse of the matrix a. Raises LinAlgError : : If a is singular. ValueError : : If a is not square, or not 2-dimensional. Examples
>>> a = np.array([[1., 2.], [3., 4.]]) >>> sp.linalg.inv(a) array([[-2. , 1. ], [ 1.5, -0.5]]) >>> np.dot(a, sp.linalg.inv(a)) array([[ 1., 0.], [ 0., 1.]])

266

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.linalg.solve(a, b, sym_pos=False, lower=False, overwrite_a=False, overwrite_b=False, debug=False) Solve the equation a x = b for x Parameters a : array, shape (M, M) b : array, shape (M,) or (M, N) sym_pos : boolean Assume a is symmetric and positive denite lower : boolean Use only data contained in the lower triangle of a, if sym_pos is true. Default is to use upper triangle. overwrite_a : boolean Allow overwriting data in a (may enhance performance) overwrite_b : boolean Allow overwriting data in b (may enhance performance) Returns x : array, shape (M,) or (M, N) depending on b Solution to the system a x = b Raises LinAlgError if a is singular : scipy.linalg.solve_banded((l, u), ab, b, overwrite_ab=False, overwrite_b=False, debug=False) Solve the equation a x = b for x, assuming a is banded matrix. The matrix a is stored in ab using the matrix diagonal ordered form:
ab[u + i - j, j] == a[i,j]

Example of ab (shape of a is (6,6), u=1, l=2):


* a00 a10 a20 a01 a11 a21 a31 a12 a22 a32 a42 a23 a33 a43 a53 a34 a44 a54 * a45 a55 * *

Parameters (l, u) : (integer, integer) Number of non-zero lower and upper diagonals ab : array, shape (l+u+1, M) Banded matrix b : array, shape (M,) or (M, K) Right-hand side overwrite_ab : boolean Discard data in ab (may enhance performance) overwrite_b : boolean Discard data in b (may enhance performance)

4.9. Linear algebra (scipy.linalg)

267

SciPy Reference Guide, Release 0.10.0rc1

Returns x : array, shape (M,) or (M, K) The solution to the system a x = b scipy.linalg.solveh_banded(ab, b, overwrite_ab=False, overwrite_b=False, lower=False) Solve equation a x = b. a is Hermitian positive-denite banded matrix. The matrix a is stored in ab either in lower diagonal or upper diagonal ordered form: ab[u + i - j, j] == a[i,j] (if upper form; i <= j) ab[ i - j, j] == a[i,j] (if lower form; i >= j) Example of ab (shape of a is (6,6), u=2):
upper form: a02 a13 a24 a35 * * a01 a12 a23 a34 a45 * a00 a11 a22 a33 a44 a55 lower form: a00 a11 a22 a33 a44 a55 a10 a21 a32 a43 a54 * a20 a31 a42 a53 * *

Cells marked with * are not used. Parameters ab : array, shape (u + 1, M) Banded matrix b : array, shape (M,) or (M, K) Right-hand side overwrite_ab : boolean Discard data in ab (may enhance performance) overwrite_b : boolean Discard data in b (may enhance performance) lower : boolean Is the matrix in the lower form. (Default is upper form) Returns x : array, shape (M,) or (M, K) The solution to the system a x = b scipy.linalg.solve_triangular(a, b, trans=0, lower=False, write_b=False, debug=False) Solve the equation a x = b for x, assuming a is a triangular matrix. Parameters a : array, shape (M, M) b : array, shape (M,) or (M, N) lower : boolean Use only data contained in the lower triangle of a. Default is to use upper triangle. trans : {0, 1, 2, N, T, C} unit_diagonal=False, over-

268

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Type of system to solve: trans 0 or N 1 or T 2 or C system ax=b a^T x = b a^H x = b

unit_diagonal : boolean If True, diagonal elements of A are assumed to be 1 and will not be referenced. overwrite_b : boolean Allow overwriting data in b (may enhance performance) Returns x : array, shape (M,) or (M, N) depending on b Solution to the system a x = b Raises LinAlgError : If a is singular Notes New in version 0.9.0. scipy.linalg.det(a, overwrite_a=False) Compute the determinant of a matrix Parameters a : array, shape (M, M) Returns det : oat or complex Determinant of a Notes The determinant is computed via LU factorization, LAPACK routine z/dgetrf. scipy.linalg.norm(a, ord=None) Matrix or vector norm. This function is able to return one of seven different matrix norms, or one of an innite number of vector norms (described below), depending on the value of the ord parameter. Parameters x : array_like, shape (M,) or (M, N) Input array. ord : {non-zero int, inf, -inf, fro}, optional Order of the norm (see table under Notes). inf means numpys inf object. Returns n : oat Norm of the matrix or vector.

4.9. Linear algebra (scipy.linalg)

269

SciPy Reference Guide, Release 0.10.0rc1

Notes For values of ord <= 0, the result is, strictly speaking, not a mathematical norm, but it may still be useful for various numerical purposes. The following norms can be calculated: ord None fro inf -inf 0 1 -1 2 -2 other norm for matrices Frobenius norm Frobenius norm max(sum(abs(x), axis=1)) min(sum(abs(x), axis=1)) max(sum(abs(x), axis=0)) min(sum(abs(x), axis=0)) 2-norm (largest sing. value) smallest singular value norm for vectors 2-norm max(abs(x)) min(abs(x)) sum(x != 0) as below as below as below as below sum(abs(x)**ord)**(1./ord)

The Frobenius norm is given by [R32]: ||A||F = [ References [R32] Examples


>>> from numpy import linalg as LA >>> a = np.arange(9) - 4 >>> a array([-4, -3, -2, -1, 0, 1, 2, >>> b = a.reshape((3, 3)) >>> b array([[-4, -3, -2], [-1, 0, 1], [ 2, 3, 4]]) >>> LA.norm(a) 7.745966692414834 >>> LA.norm(b) 7.745966692414834 >>> LA.norm(b, fro) 7.745966692414834 >>> LA.norm(a, np.inf) 4 >>> LA.norm(b, np.inf) 9 >>> LA.norm(a, -np.inf) 0 >>> LA.norm(b, -np.inf) 2 >>> LA.norm(a, 1) 20 >>> LA.norm(b, 1) 7 >>> LA.norm(a, -1) -4.6566128774142013e-010
i,j

abs(ai,j )2 ]1/2

3,

4])

270

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> LA.norm(b, -1) 6 >>> LA.norm(a, 2) 7.745966692414834 >>> LA.norm(b, 2) 7.3484692283495345 >>> LA.norm(a, -2) nan >>> LA.norm(b, -2) 1.8570331885190563e-016 >>> LA.norm(a, 3) 5.8480354764257312 >>> LA.norm(a, -3) nan

scipy.linalg.lstsq(a, b, cond=None, overwrite_a=False, overwrite_b=False) Compute least-squares solution to equation Ax = b. Compute a vector x such that the 2-norm |b - A x| is minimized. Parameters a : array, shape (M, N) Left hand side matrix (2-D array). b : array, shape (M,) or (M, K) Right hand side matrix or vector (1-D or 2-D array). cond : oat, optional Cutoff for small singular values; used to determine effective rank of a. Singular values smaller than rcond * largest_singular_value are considered zero. overwrite_a : bool, optional Discard data in a (may enhance performance). Default is False. overwrite_b : bool, optional Discard data in b (may enhance performance). Default is False. Returns x : array, shape (N,) or (N, K) depending on shape of b Least-squares solution. residues : ndarray, shape () or (1,) or (K,) Sums of residues, squared 2-norm for each column in b - a x. If rank of matrix a is < N or > M this is an empty array. If b was 1-D, this is an (1,) shape array, otherwise the shape is (K,). rank : int Effective rank of matrix a. s : array, shape (min(M,N),) Singular values of a. The condition number of a is abs(s[0]/s[-1]). Raises LinAlgError : :

4.9. Linear algebra (scipy.linalg)

271

SciPy Reference Guide, Release 0.10.0rc1

If computation does not converge. See Also: optimize.nnls linear least squares with non-negativity constraint scipy.linalg.pinv(a, cond=None, rcond=None) Compute the (Moore-Penrose) pseudo-inverse of a matrix. Calculate a generalized inverse of a matrix using a least-squares solver. Parameters a : array, shape (M, N) Matrix to be pseudo-inverted cond, rcond : oat Cutoff for small singular values in the least-squares solver. Singular values smaller than rcond*largest_singular_value are considered zero. Returns B : array, shape (N, M) Raises LinAlgError if computation does not converge : Examples
>>> from numpy import * >>> a = random.randn(9, 6) >>> B = linalg.pinv(a) >>> allclose(a, dot(a, dot(B, a))) True >>> allclose(B, dot(B, dot(a, B))) True

scipy.linalg.pinv2(a, cond=None, rcond=None) Compute the (Moore-Penrose) pseudo-inverse of a matrix. Calculate a generalized inverse of a matrix using its singular-value decomposition and including all large singular values. Parameters a : array, shape (M, N) Matrix to be pseudo-inverted cond, rcond : oat or None Cutoff for small singular values. Singular rcond*largest_singular_value are considered zero. If None or -1, suitable machine precision is used. Returns B : array, shape (N, M) Raises LinAlgError if SVD computation does not converge : values smaller than

272

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> from numpy import * >>> a = random.randn(9, 6) >>> B = linalg.pinv2(a) >>> allclose(a, dot(a, dot(B, a))) True >>> allclose(B, dot(B, dot(a, B))) True

scipy.linalg.kron(a, b) Kronecker product of a and b. The result is the block matrix:


a[0,0]*b a[1,0]*b ... a[-1,0]*b a[0,1]*b a[1,1]*b ... a[0,-1]*b ... a[1,-1]*b

a[-1,1]*b ... a[-1,-1]*b

Parameters a : array, shape (M, N) b : array, shape (P, Q) Returns A : array, shape (M*P, N*Q) Kronecker product of a and b Examples
>>> from scipy import kron, array >>> kron(array([[1,2],[3,4]]), array([[1,1,1]])) array([[1, 1, 1, 2, 2, 2], [3, 3, 3, 4, 4, 4]])

scipy.linalg.tril(m, k=0) Construct a copy of a matrix with elements above the k-th diagonal zeroed. Parameters m : array Matrix whose elements to return k : integer Diagonal above which to zero elements. k == 0 is the main diagonal, k < 0 subdiagonal and k > 0 superdiagonal. Returns A : array, shape m.shape, dtype m.dtype Examples
>>> from scipy.linalg import tril >>> tril([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1) array([[ 0, 0, 0], [ 4, 0, 0], [ 7, 8, 0], [10, 11, 12]])

4.9. Linear algebra (scipy.linalg)

273

SciPy Reference Guide, Release 0.10.0rc1

scipy.linalg.triu(m, k=0) Construct a copy of a matrix with elements below the k-th diagonal zeroed. Parameters m : array Matrix whose elements to return k : integer Diagonal below which to zero elements. k == 0 is the main diagonal, k < 0 subdiagonal and k > 0 superdiagonal. Returns A : array, shape m.shape, dtype m.dtype Examples
>>> from scipy.linalg import tril >>> triu([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1) array([[ 1, 2, 3], [ 4, 5, 6], [ 0, 8, 9], [ 0, 0, 12]])

4.9.2 Eigenvalue Problems


eig(a[, b, left, right, overwrite_a, ...]) eigvals(a[, b, overwrite_a]) eigh(a[, b, lower, eigvals_only, ...]) eigvalsh(a[, b, lower, overwrite_a, ...]) eig_banded(a_band[, lower, eigvals_only, ...]) eigvals_banded(a_band[, lower, ...]) Solve an ordinary or generalized eigenvalue problem of a square matrix. Compute eigenvalues from an ordinary or generalized eigenvalue problem. Solve an ordinary or generalized eigenvalue problem for a complex Solve an ordinary or generalized eigenvalue problem for a complex Solve real symmetric or complex hermitian band matrix eigenvalue problem. Solve real symmetric or complex hermitian band matrix eigenvalue problem.

scipy.linalg.eig(a, b=None, left=False, right=True, overwrite_a=False, overwrite_b=False) Solve an ordinary or generalized eigenvalue problem of a square matrix. Find eigenvalues w and right or left eigenvectors of a general matrix:
a vr[:,i] = w[i] b vr[:,i] a.H vl[:,i] = w[i].conj() b.H vl[:,i]

where .H is the Hermitean conjugation. Parameters a : array, shape (M, M) A complex or real matrix whose eigenvalues and eigenvectors will be computed. b : array, shape (M, M) Right-hand side matrix in a generalized eigenvalue problem. If omitted, identity matrix is assumed. left : boolean Whether to calculate and return left eigenvectors 274 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

right : boolean Whether to calculate and return right eigenvectors overwrite_a : boolean Whether to overwrite data in a (may improve performance) overwrite_b : boolean Whether to overwrite data in b (may improve performance) Returns w : double or complex array, shape (M,) The eigenvalues, each repeated according to its multiplicity. (if left == True) : vl : double or complex array, shape (M, M) The normalized left eigenvector corresponding to the eigenvalue w[i] is the column v[:,i]. (if right == True) : vr : double or complex array, shape (M, M) The normalized right eigenvector corresponding to the eigenvalue w[i] is the column vr[:,i]. Raises LinAlgError if eigenvalue computation does not converge : See Also: eigh eigenvalues and right eigenvectors for symmetric/Hermitian arrays scipy.linalg.eigvals(a, b=None, overwrite_a=False) Compute eigenvalues from an ordinary or generalized eigenvalue problem. Find eigenvalues of a general matrix:
a vr[:,i] = w[i] b vr[:,i]

Parameters a : array, shape (M, M) A complex or real matrix whose eigenvalues and eigenvectors will be computed. b : array, shape (M, M) Right-hand side matrix in a generalized eigenvalue problem. If omitted, identity matrix is assumed. overwrite_a : boolean Whether to overwrite data in a (may improve performance) Returns w : double or complex array, shape (M,) The eigenvalues, each repeated according to its multiplicity, but not in any specic order. Raises LinAlgError if eigenvalue computation does not converge :

4.9. Linear algebra (scipy.linalg)

275

SciPy Reference Guide, Release 0.10.0rc1

See Also: eigvalsh eigenvalues of symmetric or Hemitiean arrays eig eigenvalues and right eigenvectors of general arrays eigh eigenvalues and eigenvectors of symmetric/Hermitean arrays. scipy.linalg.eigh(a, b=None, lower=True, eigvals_only=False, overwrite_a=False, overwrite_b=False, turbo=True, eigvals=None, type=1) Solve an ordinary or generalized eigenvalue problem for a complex Hermitian or real symmetric matrix. Find eigenvalues w and optionally eigenvectors v of matrix a, where b is positive denite:
a v[:,i] = w[i] b v[:,i] v[i,:].conj() a v[:,i] = w[i] v[i,:].conj() b v[:,i] = 1

Parameters a : array, shape (M, M) A complex Hermitian or real symmetric matrix whose eigenvalues and eigenvectors will be computed. b : array, shape (M, M) A complex Hermitian or real symmetric denite positive matrix in. If omitted, identity matrix is assumed. lower : boolean Whether the pertinent array data is taken from the lower or upper triangle of a. (Default: lower) eigvals_only : boolean Whether to calculate only eigenvalues and no eigenvectors. (Default: both are calculated) turbo : boolean Use divide and conquer algorithm (faster but expensive in memory, only for generalized eigenvalue problem and if eigvals=None) eigvals : tuple (lo, hi) Indexes of the smallest and largest (in ascending order) eigenvalues and corresponding eigenvectors to be returned: 0 <= lo < hi <= M-1. If omitted, all eigenvalues and eigenvectors are returned. type: integer : Species the problem type to be solved: type = 1: a v[:,i] = w[i] b v[:,i] type = 2: a b v[:,i] = w[i] v[:,i] type = 3: b a v[:,i] = w[i] v[:,i] overwrite_a : boolean Whether to overwrite data in a (may improve performance) overwrite_b : boolean 276 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Whether to overwrite data in b (may improve performance) Returns w : real array, shape (N,) The N (1<=N<=M) selected eigenvalues, in ascending order, each repeated according to its multiplicity. (if eigvals_only == False) : v : complex array, shape (M, N) The normalized selected eigenvector corresponding to the eigenvalue w[i] is the column v[:,i]. Normalization: type 1 and 3: v.conj() a v = w type 2: inv(v).conj() a inv(v) = w type = 1 or 2: v.conj() b v = I type = 3 : v.conj() inv(b) v = I Raises LinAlgError if eigenvalue computation does not converge, : an error occurred, or b matrix is not denite positive. Note that : if input matrices are not symmetric or hermitian, no error is reported : but results will be wrong. : See Also: eig eigenvalues and right eigenvectors for non-symmetric arrays scipy.linalg.eigvalsh(a, b=None, lower=True, overwrite_a=False, overwrite_b=False, turbo=True, eigvals=None, type=1) Solve an ordinary or generalized eigenvalue problem for a complex Hermitian or real symmetric matrix. Find eigenvalues w of matrix a, where b is positive denite:
a v[:,i] = w[i] b v[:,i] v[i,:].conj() a v[:,i] = w[i] v[i,:].conj() b v[:,i] = 1

Parameters a : array, shape (M, M) A complex Hermitian or real symmetric matrix whose eigenvalues and eigenvectors will be computed. b : array, shape (M, M) A complex Hermitian or real symmetric denite positive matrix in. If omitted, identity matrix is assumed. lower : boolean Whether the pertinent array data is taken from the lower or upper triangle of a. (Default: lower) turbo : boolean Use divide and conquer algorithm (faster but expensive in memory, only for generalized eigenvalue problem and if eigvals=None) eigvals : tuple (lo, hi)

4.9. Linear algebra (scipy.linalg)

277

SciPy Reference Guide, Release 0.10.0rc1

Indexes of the smallest and largest (in ascending order) eigenvalues and corresponding eigenvectors to be returned: 0 <= lo < hi <= M-1. If omitted, all eigenvalues and eigenvectors are returned. type: integer : Species the problem type to be solved: type = 1: a v[:,i] = w[i] b v[:,i] type = 2: a b v[:,i] = w[i] v[:,i] type = 3: b a v[:,i] = w[i] v[:,i] overwrite_a : boolean Whether to overwrite data in a (may improve performance) overwrite_b : boolean Whether to overwrite data in b (may improve performance) Returns w : real array, shape (N,) The N (1<=N<=M) selected eigenvalues, in ascending order, each repeated according to its multiplicity. Raises LinAlgError if eigenvalue computation does not converge, : an error occurred, or b matrix is not denite positive. Note that : if input matrices are not symmetric or hermitian, no error is reported : but results will be wrong. : See Also: eigvals eigenvalues of general arrays eigh eigenvalues and right eigenvectors for symmetric/Hermitian arrays eig eigenvalues and right eigenvectors for non-symmetric arrays scipy.linalg.eig_banded(a_band, lower=False, eigvals_only=False, overwrite_a_band=False, select=a, select_range=None, max_ev=0) Solve real symmetric or complex hermitian band matrix eigenvalue problem. Find eigenvalues w and optionally right eigenvectors v of a:
a v[:,i] = w[i] v[:,i] v.H v = identity

The matrix a is stored in ab either in lower diagonal or upper diagonal ordered form: ab[u + i - j, j] == a[i,j] (if upper form; i <= j) ab[ i - j, j] == a[i,j] (if lower form; i >= j) Example of ab (shape of a is (6,6), u=2):
upper form: a02 a13 a24 a35 * * a01 a12 a23 a34 a45 * a00 a11 a22 a33 a44 a55 lower form:

278

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

a00 a11 a22 a33 a44 a55 a10 a21 a32 a43 a54 * a20 a31 a42 a53 * *

Cells marked with * are not used. Parameters a_band : array, shape (M, u+1) Banded matrix whose eigenvalues to calculate lower : boolean Is the matrix in the lower form. (Default is upper form) eigvals_only : boolean Compute only the eigenvalues and no eigenvectors. (Default: calculate also eigenvectors) overwrite_a_band: : Discard data in a_band (may enhance performance) select: {a, v, i} : Which eigenvalues to calculate select a v i calculated All eigenvalues Eigenvalues in the interval (min, max] Eigenvalues with indices min <= i <= max

select_range : (min, max) Range of selected eigenvalues max_ev : integer For select==v, maximum number of eigenvalues expected. For other values of select, has no meaning. In doubt, leave this parameter untouched. Returns w : array, shape (M,) The eigenvalues, in ascending order, each repeated according to its multiplicity. v : double or complex double array, shape (M, M) The normalized eigenvector corresponding to the eigenvalue w[i] is the column v[:,i]. Raises LinAlgError if eigenvalue computation does not converge : scipy.linalg.eigvals_banded(a_band, lower=False, overwrite_a_band=False, select=a, select_range=None) Solve real symmetric or complex hermitian band matrix eigenvalue problem. Find eigenvalues w of a:
a v[:,i] = w[i] v[:,i] v.H v = identity

The matrix a is stored in ab either in lower diagonal or upper diagonal ordered form: ab[u + i - j, j] == a[i,j] (if upper form; i <= j) ab[ i - j, j] == a[i,j] (if lower form; i >= j) 4.9. Linear algebra (scipy.linalg) 279

SciPy Reference Guide, Release 0.10.0rc1

Example of ab (shape of a is (6,6), u=2):


upper form: a02 a13 a24 a35 * * a01 a12 a23 a34 a45 * a00 a11 a22 a33 a44 a55 lower form: a00 a11 a22 a33 a44 a55 a10 a21 a32 a43 a54 * a20 a31 a42 a53 * *

Cells marked with * are not used. Parameters a_band : array, shape (M, u+1) Banded matrix whose eigenvalues to calculate lower : boolean Is the matrix in the lower form. (Default is upper form) overwrite_a_band: : Discard data in a_band (may enhance performance) select: {a, v, i} : Which eigenvalues to calculate select a v i calculated All eigenvalues Eigenvalues in the interval (min, max] Eigenvalues with indices min <= i <= max

select_range : (min, max) Range of selected eigenvalues Returns w : array, shape (M,) The eigenvalues, in ascending order, each repeated according to its multiplicity. Raises LinAlgError if eigenvalue computation does not converge : See Also: eig_banded eigenvalues and right eigenvectors for symmetric/Hermitian band matrices eigvals eigenvalues of general arrays eigh eigenvalues and right eigenvectors for symmetric/Hermitian arrays eig eigenvalues and right eigenvectors for non-symmetric arrays

280

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

4.9.3 Decompositions
lu(a[, permute_l, overwrite_a]) lu_factor(a[, overwrite_a]) lu_solve(lu, b[, trans, overwrite_b]) svd(a[, full_matrices, compute_uv, overwrite_a]) svdvals(a[, overwrite_a]) diagsvd(s, M, N) orth(A) cholesky(a[, lower, overwrite_a]) cholesky_banded(ab[, overwrite_ab, lower]) cho_factor(a[, lower, overwrite_a]) cho_solve(c, b[, overwrite_b]) cho_solve_banded(cb, b[, overwrite_b]) qr(a[, overwrite_a, lwork, mode, pivoting]) schur(a[, output, lwork, overwrite_a, sort]) rsf2csf(T, Z) hessenberg(a[, calc_q, overwrite_a]) Compute pivoted LU decompostion of a matrix. Compute pivoted LU decomposition of a matrix. Solve an equation system, a x = b, given the LU factorization of a Singular Value Decomposition. Compute singular values of a matrix. Construct the sigma matrix in SVD from singular values and size M,N. Construct an orthonormal basis for the range of A using SVD Compute the Cholesky decomposition of a matrix. Cholesky decompose a banded Hermitian positive-denite matrix Compute the Cholesky decomposition of a matrix, to use in cho_solve Solve the linear equations A x = b, given the Cholesky factorization of A. Solve the linear equations A x = b, given the Cholesky factorization of A. Compute QR decomposition of a matrix. Compute Schur decomposition of a matrix. Convert real Schur form to complex Schur form. Compute Hessenberg form of a matrix.

scipy.linalg.lu(a, permute_l=False, overwrite_a=False) Compute pivoted LU decompostion of a matrix. The decomposition is:
A = P L U

where P is a permutation matrix, L lower triangular with unit diagonal elements, and U upper triangular. Parameters a : array, shape (M, N) Array to decompose permute_l : boolean Perform the multiplication P*L (Default: do not permute) overwrite_a : boolean Whether to overwrite data in a (may improve performance) Returns (If permute_l == False) : p : array, shape (M, M) Permutation matrix l : array, shape (M, K) Lower triangular or trapezoidal matrix with unit diagonal. K = min(M, N) u : array, shape (K, N) Upper triangular or trapezoidal matrix

4.9. Linear algebra (scipy.linalg)

281

SciPy Reference Guide, Release 0.10.0rc1

(If permute_l == True) : pl : array, shape (M, K) Permuted L matrix. K = min(M, N) u : array, shape (K, N) Upper triangular or trapezoidal matrix Notes This is a LU factorization routine written for Scipy. scipy.linalg.lu_factor(a, overwrite_a=False) Compute pivoted LU decomposition of a matrix. The decomposition is:
A = P L U

where P is a permutation matrix, L lower triangular with unit diagonal elements, and U upper triangular. Parameters a : array, shape (M, M) Matrix to decompose overwrite_a : boolean Whether to overwrite data in A (may increase performance) Returns lu : array, shape (N, N) Matrix containing U in its upper triangle, and L in its lower triangle. The unit diagonal elements of L are not stored. piv : array, shape (N,) Pivot indices representing the permutation matrix P: row i of matrix was interchanged with row piv[i]. See Also: lu_solve solve an equation system using the LU factorization of a matrix Notes This is a wrapper to the *GETRF routines from LAPACK. scipy.linalg.lu_solve((lu, piv), b, trans=0, overwrite_b=False) Solve an equation system, a x = b, given the LU factorization of a Parameters (lu, piv) : Factorization of the coefcient matrix a, as given by lu_factor b : array Right-hand side trans : {0, 1, 2}

282

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Type of system to solve: trans 0 1 2 Returns x : array Solution to the system See Also: lu_factor LU factorize a matrix scipy.linalg.svd(a, full_matrices=True, compute_uv=True, overwrite_a=False) Singular Value Decomposition. Factorizes the matrix a into two unitary matrices U and Vh and an 1d-array s of singular values (real, nonnegative) such that a == U S Vh if S is an suitably shaped matrix of zeros whose main diagonal is s. Parameters a : array, shape (M, N) Matrix to decompose full_matrices : boolean If true, U, Vh are shaped (M,M), (N,N) If false, the shapes are (M,K), (K,N) where K = min(M,N) compute_uv : boolean Whether to compute also U, Vh in addition to s (Default: true) overwrite_a : boolean Whether data in a is overwritten (may improve performance) Returns U: array, shape (M,M) or (M,K) depending on full_matrices : s: array, shape (K,) : The singular values, sorted so that s[i] >= s[i+1]. K = min(M, N) Vh: array, shape (N,N) or (K,N) depending on full_matrices : For compute_uv = False, only s is returned. : Raises LinAlgError if SVD computation does not converge : See Also: svdvals return singular values of a matrix diagsvd return the Sigma matrix, given the vector s system ax=b a^T x = b a^H x = b

4.9. Linear algebra (scipy.linalg)

283

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> from scipy import random, linalg, allclose, dot >>> a = random.randn(9, 6) + 1j*random.randn(9, 6) >>> U, s, Vh = linalg.svd(a) >>> U.shape, Vh.shape, s.shape ((9, 9), (6, 6), (6,)) >>> U, s, Vh = linalg.svd(a, full_matrices=False) >>> U.shape, Vh.shape, s.shape ((9, 6), (6, 6), (6,)) >>> S = linalg.diagsvd(s, 6, 6) >>> allclose(a, dot(U, dot(S, Vh))) True >>> s2 = linalg.svd(a, compute_uv=False) >>> allclose(s, s2) True

scipy.linalg.svdvals(a, overwrite_a=False) Compute singular values of a matrix. Parameters a : array, shape (M, N) Matrix to decompose overwrite_a : boolean Whether data in a is overwritten (may improve performance) Returns s: array, shape (K,) : The singular values, sorted so that s[i] >= s[i+1]. K = min(M, N) Raises LinAlgError if SVD computation does not converge : See Also: svd return the full singular value decomposition of a matrix diagsvd return the Sigma matrix, given the vector s scipy.linalg.diagsvd(s, M, N) Construct the sigma matrix in SVD from singular values and size M,N. Parameters s : array, shape (M,) or (N,) Singular values M : integer N : integer Size of the matrix whose singular values are s Returns S : array, shape (M, N) The S-matrix in the singular value decomposition 284 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.linalg.orth(A) Construct an orthonormal basis for the range of A using SVD Parameters A : array, shape (M, N) Returns Q : array, shape (M, K) Orthonormal basis for the range of A. K = effective rank of A, as determined by automatic cutoff See Also: svd Singular value decomposition of a matrix scipy.linalg.cholesky(a, lower=False, overwrite_a=False) Compute the Cholesky decomposition of a matrix. Returns the Cholesky decomposition, :lm:A = L L^* or :lm:A = U^* U of a Hermitian positive-denite matrix :lm:A. Parameters a : array, shape (M, M) Matrix to be decomposed lower : boolean Whether to compute the upper or lower triangular Cholesky factorization (Default: upper-triangular) overwrite_a : boolean Whether to overwrite data in a (may improve performance) Returns c : array, shape (M, M) Upper- or lower-triangular Cholesky factor of A Raises LinAlgError if decomposition fails : Examples
>>> from scipy import array, linalg, dot >>> a = array([[1,-2j],[2j,5]]) >>> L = linalg.cholesky(a, lower=True) >>> L array([[ 1.+0.j, 0.+0.j], [ 0.+2.j, 1.+0.j]]) >>> dot(L, L.T.conj()) array([[ 1.+0.j, 0.-2.j], [ 0.+2.j, 5.+0.j]])

scipy.linalg.cholesky_banded(ab, overwrite_ab=False, lower=False) Cholesky decompose a banded Hermitian positive-denite matrix The matrix a is stored in ab either in lower diagonal or upper diagonal ordered form: ab[u + i - j, j] == a[i,j] (if upper form; i <= j) ab[ i - j, j] == a[i,j] (if lower form; i >= j)

4.9. Linear algebra (scipy.linalg)

285

SciPy Reference Guide, Release 0.10.0rc1

Example of ab (shape of a is (6,6), u=2):


upper form: a02 a13 a24 a35 * * a01 a12 a23 a34 a45 * a00 a11 a22 a33 a44 a55 lower form: a00 a11 a22 a33 a44 a55 a10 a21 a32 a43 a54 * a20 a31 a42 a53 * *

Parameters ab : array, shape (u + 1, M) Banded matrix overwrite_ab : boolean Discard data in ab (may enhance performance) lower : boolean Is the matrix in the lower form. (Default is upper form) Returns c : array, shape (u+1, M) Cholesky factorization of a, in the same banded format as ab scipy.linalg.cho_factor(a, lower=False, overwrite_a=False) Compute the Cholesky decomposition of a matrix, to use in cho_solve Returns a matrix containing the Cholesky decomposition, A = L L* or A = U* U of a Hermitian positivedenite matrix a. The return value can be directly used as the rst parameter to cho_solve. Warning: The returned matrix also contains random data in the entries not used by the Cholesky decomposition. If you need to zero these entries, use the function cholesky instead. Parameters a : array, shape (M, M) Matrix to be decomposed lower : boolean Whether to compute the upper or lower triangular Cholesky factorization (Default: upper-triangular) overwrite_a : boolean Whether to overwrite data in a (may improve performance) Returns c : array, shape (M, M) Matrix whose upper or lower triangle contains the Cholesky factor of a. Other parts of the matrix contain random data. lower : boolean Flag indicating whether the factor is in the lower or upper triangle

286

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Raises LinAlgError : Raised if decomposition fails. See Also: cho_solve Solve a linear set equations using the Cholesky factorization of a matrix. scipy.linalg.cho_solve((c, lower), b, overwrite_b=False) Solve the linear equations A x = b, given the Cholesky factorization of A. Parameters (c, lower) : tuple, (array, bool) Cholesky factorization of a, as given by cho_factor b : array Right-hand side Returns x : array The solution to the system A x = b See Also: cho_factor Cholesky factorization of a matrix scipy.linalg.cho_solve_banded((cb, lower), b, overwrite_b=False) Solve the linear equations A x = b, given the Cholesky factorization of A. Parameters (cb, lower) : tuple, (array, bool) cb is the Cholesky factorization of A, as given by cholesky_banded. lower must be the same value that was given to cholesky_banded. b : array Right-hand side overwrite_b : bool If True, the function will overwrite the values in b. Returns x : array The solution to the system A x = b See Also: cholesky_banded Cholesky factorization of a banded matrix

4.9. Linear algebra (scipy.linalg)

287

SciPy Reference Guide, Release 0.10.0rc1

Notes New in version 0.8.0. scipy.linalg.qr(a, overwrite_a=False, lwork=None, mode=full, pivoting=False) Compute QR decomposition of a matrix. Calculate the decomposition :lm:A = Q R where Q is unitary/orthogonal and R upper triangular. Parameters a : array, shape (M, N) Matrix to be decomposed overwrite_a : bool, optional Whether data in a is overwritten (may improve performance) lwork : int, optional Work array size, lwork >= a.shape[1]. If None or -1, an optimal size is computed. mode : {full, r, economic} Determines what information is to be returned: either both Q and R (full, default), only R (r) or both Q and R but computed in economy-size (economic, see Notes). pivoting : bool, optional Whether or not factorization should include pivoting for rank-revealing qr decomposition. If pivoting, compute the decomposition :lm:A P = Q R as above, but where P is chosen such that the diagonal of R is non-increasing. Returns Q : double or complex ndarray Of shape (M, M), or (M, K) for mode=economic. Not returned if mode=r. R : double or complex ndarray Of shape (M, N), or (K, N) for mode=economic. K = min(M, N). P : integer ndarray Of shape (N,) for pivoting=True. Not returned if pivoting=False. Raises LinAlgError : Raised if decomposition fails Notes This is an interface to the LAPACK routines dgeqrf, zgeqrf, dorgqr, zungqr, dgeqp3, and zgeqp3. If mode=economic, the shapes of Q and R are (M, K) and (K, N) instead of (M,M) and (M,N), with K=min(M,N). Examples
>>> from scipy import random, linalg, dot, diag, all, allclose >>> a = random.randn(9, 6) >>> q, r = linalg.qr(a) >>> allclose(a, dot(q, r)) True

288

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> q.shape, r.shape ((9, 9), (9, 6)) >>> r2 = linalg.qr(a, mode=r) >>> allclose(r, r2) True >>> q3, r3 = linalg.qr(a, mode=economic) >>> q3.shape, r3.shape ((9, 6), (6, 6)) >>> q4, r4, p4 = linalg.qr(a, pivoting=True) >>> d = abs(diag(r4)) >>> all(d[1:] <= d[:-1]) True >>> allclose(a[:, p4], dot(q4, r4)) True >>> q4.shape, r4.shape, p4.shape ((9, 9), (9, 6), (6,)) >>> q5, r5, p5 = linalg.qr(a, mode=economic, pivoting=True) >>> q5.shape, r5.shape, p5.shape ((9, 6), (6, 6), (6,))

scipy.linalg.schur(a, output=real, lwork=None, overwrite_a=False, sort=None) Compute Schur decomposition of a matrix. The Schur decomposition is A = Z T Z^H where Z is unitary and T is either upper-triangular, or for real Schur decomposition (output=real), quasi-upper triangular. In the quasi-triangular form, 2x2 blocks describing complex-valued eigenvalue pairs may extrude from the diagonal. Parameters a : array, shape (M, M) Matrix to decompose output : {real, complex} Construct the real or complex Schur decomposition (for real matrices). lwork : integer Work array size. If None or -1, it is automatically computed. overwrite_a : boolean Whether to overwrite data in a (may improve performance) sort : {None, callable, lhp, rhp, iuc, ouc} Species whether the upper eigenvalues should be sorted. A callable may be passed that, given a eigenvalue, returns a boolean denoting whether the eigenvalue should be sorted to the top-left (True). Alternatively, string parameters may be used: lhp Left-hand plane (x.real < 0.0) rhp Right-hand plane (x.real > 0.0) iuc Inside the unit circle (x*x.conjugate() <= 1.0) ouc Outside the unit circle (x*x.conjugate() > 1.0) Defaults to None (no sorting).

4.9. Linear algebra (scipy.linalg)

289

SciPy Reference Guide, Release 0.10.0rc1

Returns T : array, shape (M, M) Schur form of A. It is real-valued for the real Schur decomposition. Z : array, shape (M, M) An unitary Schur transformation matrix for A. It is real-valued for the real Schur decomposition. sdim : integer If and only if sorting was requested, a third return value will contain the number of eigenvalues satisfying the sort condition. Raises LinAlgError : Error raised under three conditions: 1. The algorithm failed due to a failure of the QR algorithm to compute all eigenvalues 2. If eigenvalue sorting was requested, the eigenvalues could not be reordered due to a failure to separate eigenvalues, usually because of poor conditioning 3. If eigenvalue sorting was requested, roundoff errors caused the leading eigenvalues to no longer satisfy the sorting condition See Also: rsf2csf Convert real Schur form to complex Schur form scipy.linalg.rsf2csf(T, Z) Convert real Schur form to complex Schur form. Convert a quasi-diagonal real-valued Schur form to the upper triangular complex-valued Schur form. Parameters T : array, shape (M, M) Real Schur form of the original matrix Z : array, shape (M, M) Schur transformation matrix Returns T : array, shape (M, M) Complex Schur form of the original matrix Z : array, shape (M, M) Schur transformation matrix corresponding to the complex form See Also: schur Schur decompose a matrix

290

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.linalg.hessenberg(a, calc_q=False, overwrite_a=False) Compute Hessenberg form of a matrix. The Hessenberg decomposition is A = Q H Q^H where Q is unitary/orthogonal and H has only zero elements below the rst subdiagonal. Parameters a : array, shape (M,M) Matrix to bring into Hessenberg form calc_q : boolean Whether to compute the transformation matrix overwrite_a : boolean Whether to ovewrite data in a (may improve performance) Returns H : array, shape (M,M) Hessenberg form of A (If calc_q == True) : Q : array, shape (M,M) Unitary/orthogonal similarity transformation matrix s.t. A = Q H Q^H

4.9.4 Matrix Functions


expm(A[, q]) expm2(A) expm3(A[, q]) logm(A[, disp]) cosm(A) sinm(A) tanm(A) coshm(A) sinhm(A) tanhm(A) signm(a[, disp]) sqrtm(A[, disp]) funm(A, func[, disp]) Compute the matrix exponential using Pade approximation. Compute the matrix exponential using eigenvalue decomposition. Compute the matrix exponential using Taylor series. Compute matrix logarithm. Compute the matrix cosine. Compute the matrix sine. Compute the matrix tangent. Compute the hyperbolic matrix cosine. Compute the hyperbolic matrix sine. Compute the hyperbolic matrix tangent. Matrix sign function. Matrix square root. Evaluate a matrix function specied by a callable.

scipy.linalg.expm(A, q=7) Compute the matrix exponential using Pade approximation. Parameters A : array, shape(M,M) Matrix to be exponentiated q : integer Order of the Pade approximation Returns expA : array, shape(M,M) 4.9. Linear algebra (scipy.linalg) 291

SciPy Reference Guide, Release 0.10.0rc1

Matrix exponential of A scipy.linalg.expm2(A) Compute the matrix exponential using eigenvalue decomposition. Parameters A : array, shape(M,M) Matrix to be exponentiated Returns expA : array, shape(M,M) Matrix exponential of A scipy.linalg.expm3(A, q=20) Compute the matrix exponential using Taylor series. Parameters A : array, shape(M,M) Matrix to be exponentiated q : integer Order of the Taylor series Returns expA : array, shape(M,M) Matrix exponential of A scipy.linalg.logm(A, disp=True) Compute matrix logarithm. The matrix logarithm is the inverse of expm: expm(logm(A)) == A Parameters A : array, shape(M,M) Matrix whose logarithm to evaluate disp : boolean Print warning if error in the result is estimated large instead of returning estimated error. (Default: True) Returns logA : array, shape(M,M) Matrix logarithm of A (if disp == False) : errest : oat 1-norm of the estimated error, ||err||_1 / ||A||_1 scipy.linalg.cosm(A) Compute the matrix cosine. This routine uses expm to compute the matrix exponentials. Parameters A : array, shape(M,M)

292

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns cosA : array, shape(M,M) Matrix cosine of A scipy.linalg.sinm(A) Compute the matrix sine. This routine uses expm to compute the matrix exponentials. Parameters A : array, shape(M,M) Returns sinA : array, shape(M,M) Matrix cosine of A scipy.linalg.tanm(A) Compute the matrix tangent. This routine uses expm to compute the matrix exponentials. Parameters A : array, shape(M,M) Returns tanA : array, shape(M,M) Matrix tangent of A scipy.linalg.coshm(A) Compute the hyperbolic matrix cosine. This routine uses expm to compute the matrix exponentials. Parameters A : array, shape(M,M) Returns coshA : array, shape(M,M) Hyperbolic matrix cosine of A scipy.linalg.sinhm(A) Compute the hyperbolic matrix sine. This routine uses expm to compute the matrix exponentials. Parameters A : array, shape(M,M) Returns sinhA : array, shape(M,M) Hyperbolic matrix sine of A scipy.linalg.tanhm(A) Compute the hyperbolic matrix tangent. This routine uses expm to compute the matrix exponentials. Parameters A : array, shape(M,M)

4.9. Linear algebra (scipy.linalg)

293

SciPy Reference Guide, Release 0.10.0rc1

Returns tanhA : array, shape(M,M) Hyperbolic matrix tangent of A scipy.linalg.signm(a, disp=True) Matrix sign function. Extension of the scalar sign(x) to matrices. Parameters A : array, shape(M,M) Matrix at which to evaluate the sign function disp : boolean Print warning if error in the result is estimated large instead of returning estimated error. (Default: True) Returns sgnA : array, shape(M,M) Value of the sign function at A (if disp == False) : errest : oat 1-norm of the estimated error, ||err||_1 / ||A||_1 Examples
>>> from scipy.linalg import signm, eigvals >>> a = [[1,2,3], [1,2,1], [1,1,1]] >>> eigvals(a) array([ 4.12488542+0.j, -0.76155718+0.j, 0.63667176+0.j]) >>> eigvals(signm(a)) array([-1.+0.j, 1.+0.j, 1.+0.j])

scipy.linalg.sqrtm(A, disp=True) Matrix square root. Parameters A : array, shape(M,M) Matrix whose square root to evaluate disp : boolean Print warning if error in the result is estimated large instead of returning estimated error. (Default: True) Returns sgnA : array, shape(M,M) Value of the sign function at A (if disp == False) : errest : oat Frobenius norm of the estimated error, ||err||_F / ||A||_F

294

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes Uses algorithm by Nicholas J. Higham scipy.linalg.funm(A, func, disp=True) Evaluate a matrix function specied by a callable. Returns the value of matrix-valued function f at A. The function f is an extension of the scalar-valued function func to matrices. Parameters A : array, shape(M,M) Matrix at which to evaluate the function func : callable Callable object that evaluates a scalar function f. Must be vectorized (eg. using vectorize). disp : boolean Print warning if error in the result is estimated large instead of returning estimated error. (Default: True) Returns fA : array, shape(M,M) Value of the matrix function specied by func evaluated at A (if disp == False) : errest : oat 1-norm of the estimated error, ||err||_1 / ||A||_1

4.9.5 Special Matrices


block_diag(*arrs) circulant(c) companion(a) hadamard(n[, dtype]) hankel(c[, r]) hilbert(n) invhilbert(n[, exact]) leslie(f, s) toeplitz(c[, r]) tri(N[, M, k, dtype]) Create a block diagonal matrix from provided arrays. Construct a circulant matrix. Create a companion matrix. Construct a Hadamard matrix. Construct a Hankel matrix. Create a Hilbert matrix of order n. Compute the inverse of the Hilbert matrix of order n. Create a Leslie matrix. Construct a Toeplitz matrix. Construct (N, M) matrix lled with ones at and below the k-th diagonal.

scipy.linalg.block_diag(*arrs) Create a block diagonal matrix from provided arrays. Given the inputs A, B and C, the output will have these arrays arranged on the diagonal:
[[A, 0, 0], [0, B, 0], [0, 0, C]]

Parameters A, B, C, ... : array_like, up to 2-D

4.9. Linear algebra (scipy.linalg)

295

SciPy Reference Guide, Release 0.10.0rc1

Input arrays. A 1-D array or array_like sequence of length nis treated as a 2-D array with shape (1,n). Returns D : ndarray Array with A, B, C, ... on the diagonal. D has the same dtype as A. Notes If all the input arrays are square, the output is known as a block diagonal matrix. Examples
>>> A = [[1, 0], ... [0, 1]] >>> B = [[3, 4, 5], ... [6, 7, 8]] >>> C = [[7]] >>> block_diag(A, B, C) [[1 0 0 0 0 0] [0 1 0 0 0 0] [0 0 3 4 5 0] [0 0 6 7 8 0] [0 0 0 0 0 7]] >>> block_diag(1.0, [2, array([[ 1., 0., 0., [ 0., 2., 3., [ 0., 0., 0., [ 0., 0., 0.,

3], [[4, 5], [6, 7]]) 0., 0.], 0., 0.], 4., 5.], 6., 7.]])

scipy.linalg.circulant(c) Construct a circulant matrix. Parameters c : array_like 1-D array, the rst column of the matrix. Returns A : array, shape (len(c), len(c)) A circulant matrix whose rst column is c. See Also: toeplitz Toeplitz matrix hankel Hankel matrix Notes New in version 0.8.0. Examples
>>> from scipy.linalg import circulant >>> circulant([1, 2, 3]) array([[1, 3, 2],

296

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

[2, 1, 3], [3, 2, 1]])

scipy.linalg.companion(a) Create a companion matrix. Create the companion matrix [R29] associated with the polynomial whose coefcients are given in a. Parameters a : array_like 1-D array of polynomial coefcients. The length of a must be at least two, and a[0] must not be zero. Returns c : ndarray A square array of shape (n-1, n-1), where n is the length of a. The rst row of c is -a[1:]/a[0], and the rst sub-diagonal is all ones. The data-type of the array is the same as the data-type of 1.0*a[0]. Raises ValueError : If any of the following are true: a) a.ndim != 1; b) a.size < 2; c) a[0] == 0. Notes New in version 0.8.0. References [R29] Examples
>>> from scipy.linalg import companion >>> companion([1, -10, 31, -30]) array([[ 10., -31., 30.], [ 1., 0., 0.], [ 0., 1., 0.]])

scipy.linalg.hadamard(n, dtype=<type int>) Construct a Hadamard matrix. hadamard(n) constructs an n-by-n Hadamard matrix, using Sylvesters construction. n must be a power of 2. Parameters n : int The order of the matrix. n must be a power of 2. dtype : numpy dtype The data type of the array to be constructed. Returns H : ndarray with shape (n, n) The Hadamard matrix.

4.9. Linear algebra (scipy.linalg)

297

SciPy Reference Guide, Release 0.10.0rc1

Notes New in version 0.8.0. Examples


>>> hadamard(2, dtype=complex) array([[ 1.+0.j, 1.+0.j], [ 1.+0.j, -1.-0.j]]) >>> hadamard(4) array([[ 1, 1, 1, 1], [ 1, -1, 1, -1], [ 1, 1, -1, -1], [ 1, -1, -1, 1]])

scipy.linalg.hankel(c, r=None) Construct a Hankel matrix. The Hankel matrix has constant anti-diagonals, with c as its rst column and r as its last row. If r is not given, then r = zeros_like(c) is assumed. Parameters c : array_like First column of the matrix. Whatever the actual shape of c, it will be converted to a 1-D array. r : array_like, 1D Last row of the matrix. If None, r = zeros_like(c) is assumed. r[0] is ignored; the last row of the returned matrix is [c[-1], r[1:]]. Whatever the actual shape of r, it will be converted to a 1-D array. Returns A : array, shape (len(c), len(r)) The Hankel matrix. Dtype is the same as (c[0] + r[0]).dtype. See Also: toeplitz Toeplitz matrix circulant circulant matrix Examples
>>> from scipy.linalg import hankel >>> hankel([1, 17, 99]) array([[ 1, 17, 99], [17, 99, 0], [99, 0, 0]]) >>> hankel([1,2,3,4], [4,7,7,8,9]) array([[1, 2, 3, 4, 7], [2, 3, 4, 7, 7], [3, 4, 7, 7, 8], [4, 7, 7, 8, 9]])

scipy.linalg.hilbert(n) Create a Hilbert matrix of order n.

298

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns the n by n array with entries h[i,j] = 1 / (i + j + 1). Parameters n : int The size of the array to create. Returns h : ndarray with shape (n, n) The Hilber matrix. Notes New in version 0.10.0. Examples
>>> hilbert(3) array([[ 1. , [ 0.5 , [ 0.33333333, 0.5 , 0.33333333, 0.25 , 0.33333333], 0.25 ], 0.2 ]])

scipy.linalg.invhilbert(n, exact=False) Compute the inverse of the Hilbert matrix of order n. Parameters n : int The order of the Hilbert matrix. exact : bool If False, the data type of the array that is returned in np.oat64, and the array is an approximation of the inverse. If True, the array is exact integer array. To represent the exact inverse when n > 14, the returned array is an object array of long integers. For n <= 14, the exact inverse is returned as an array with data type np.int64. Returns invh : ndarray with shape (n, n) The data type of the array is np.oat64 is exact is False. If exact is True, the data type is either np.int64 (for n <= 14) or object (for n > 14). In the latter case, the objects in the array will be long integers. Notes New in version 0.10.0. Examples
>>> invhilbert(4) array([[ 16., -120., 240., -140.], [ -120., 1200., -2700., 1680.], [ 240., -2700., 6480., -4200.], [ -140., 1680., -4200., 2800.]]) >>> invhilbert(4, exact=True) array([[ 16, -120, 240, -140], [ -120, 1200, -2700, 1680], [ 240, -2700, 6480, -4200], [ -140, 1680, -4200, 2800]], dtype=int64) >>> invhilbert(16)[7,7]

4.9. Linear algebra (scipy.linalg)

299

SciPy Reference Guide, Release 0.10.0rc1

4.2475099528537506e+19 >>> invhilbert(16, exact=True)[7,7] 42475099528537378560L

scipy.linalg.leslie(f, s) Create a Leslie matrix. Given the length n array of fecundity coefcients f and the length n-1 array of survival coefcents s, return the associated Leslie matrix. Parameters f : array_like The fecundity coefcients, has to be 1-D. s : array_like The survival coefcients, has to be 1-D. The length of s must be one less than the length of f, and it must be at least 1. Returns L : ndarray Returns a 2-D ndarray of shape (n, n), where n is the length of f. The array is zero except for the rst row, which is f, and the rst sub-diagonal, which is s. The data-type of the array will be the data-type of f[0]+s[0]. Notes New in version 0.8.0. The Leslie matrix is used to model discrete-time, age-structured population growth [R30] [R31]. In a population with n age classes, two sets of parameters dene a Leslie matrix: the n fecundity coefcients, which give the number of offspring per-capita produced by each age class, and the n - 1 survival coefcients, which give the per-capita survival rate of each age class. References [R30], [R31] Examples
>>> leslie([0.1, 2.0, 1.0, array([[ 0.1, 2. , 1. , [ 0.2, 0. , 0. , [ 0. , 0.8, 0. , [ 0. , 0. , 0.7, 0.1], [0.2, 0.8, 0.7]) 0.1], 0. ], 0. ], 0. ]])

scipy.linalg.toeplitz(c, r=None) Construct a Toeplitz matrix. The Toeplitz matrix has constant diagonals, with c as its rst column and r as its rst row. If r is not given, r == conjugate(c) is assumed. Parameters c : array_like First column of the matrix. Whatever the actual shape of c, it will be converted to a 1-D array. r : array_like First row of the matrix. If None, r = conjugate(c) is assumed; in this case, if c[0] is real, the result is a Hermitian matrix. r[0] is ignored; the rst row of the

300

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

returned matrix is [c[0], r[1:]]. Whatever the actual shape of r, it will be converted to a 1-D array. Returns A : array, shape (len(c), len(r)) The Toeplitz matrix. Dtype is the same as (c[0] + r[0]).dtype. See Also: circulant circulant matrix hankel Hankel matrix Notes The behavior when c or r is a scalar, or when c is complex and r is None, was changed in version 0.8.0. The behavior in previous versions was undocumented and is no longer supported. Examples
>>> from scipy.linalg import toeplitz >>> toeplitz([1,2,3], [1,4,5,6]) array([[1, 4, 5, 6], [2, 1, 4, 5], [3, 2, 1, 4]]) >>> toeplitz([1.0, 2+3j, 4-1j]) array([[ 1.+0.j, 2.-3.j, 4.+1.j], [ 2.+3.j, 1.+0.j, 2.-3.j], [ 4.-1.j, 2.+3.j, 1.+0.j]])

scipy.linalg.tri(N, M=None, k=0, dtype=None) Construct (N, M) matrix lled with ones at and below the k-th diagonal. The matrix has A[i,j] == 1 for i <= j + k Parameters N : integer The size of the rst dimension of the matrix. M : integer or None The size of the second dimension of the matrix. If M is None, M = N is assumed. k : integer Number of subdiagonal below which matrix is lled with ones. k = 0 is the main diagonal, k < 0 subdiagonal and k > 0 superdiagonal. dtype : dtype Data type of the matrix. Returns A : array, shape (N, M) Examples

4.9. Linear algebra (scipy.linalg)

301

SciPy Reference Guide, Release 0.10.0rc1

>>> from scipy.linalg import tri >>> tri(3, 5, 2, dtype=int) array([[1, 1, 1, 0, 0], [1, 1, 1, 1, 0], [1, 1, 1, 1, 1]]) >>> tri(3, 5, -1, dtype=int) array([[0, 0, 0, 0, 0], [1, 0, 0, 0, 0], [1, 1, 0, 0, 0]])

4.10 Maximum entropy models (scipy.maxentropy)


Warning: This module is deprecated in scipy 0.10, and will be removed in 0.11. Do not use this module in your new code. For questions about this deprecation, please ask on the scipy-dev mailing list.

4.10.1 Package content


Models: model([f, samplespace]) bigmodel() basemodel() conditionalmodel(F, counts, numcontexts) A maximum-entropy (exponential-form) model on a discrete sample space. A maximum-entropy (exponential-form) model on a large sample space. A base class providing generic functionality for both small and large maximum entropy models. A conditional maximum-entropy (exponential-form) model p(x|w) on a discrete sample space.

class scipy.maxentropy.model(f=None, samplespace=None) A maximum-entropy (exponential-form) model on a discrete sample space.

302

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods beginlogging clearcache crossentropy dual endlogging entropydual expectations fit grad log lognormconst logparams logpmf normconst pmf pmf_function probdist reset setcallback setfeaturesandsamplespace setparams setsmooth class scipy.maxentropy.bigmodel A maximum-entropy (exponential-form) model on a large sample space. The model expectations are not computed exactly (by summing or integrating over a sample space) but approximately (by Monte Carlo estimation). Approximation is necessary when the sample space is too large to sum or integrate over in practice, like a continuous sample space in more than about 4 dimensions or a large discrete space like all possible sentences in a natural language. Approximating the expectations by sampling requires an instrumental distribution that should be close to the model for fast convergence. The tails should be fatter than the model.

4.10. Maximum entropy models (scipy.maxentropy)

303

SciPy Reference Guide, Release 0.10.0rc1

Methods beginlogging clearcache crossentropy dual endlogging entropydual estimate expectations fit grad log lognormconst logparams logpdf normconst pdf pdf_function resample reset setcallback setparams setsampleFgen setsmooth settestsamples stochapprox test([label, verbose, extra_argv, doctests, ...])

Run tests for module using nose.

class scipy.maxentropy.basemodel A base class providing generic functionality for both small and large maximum entropy models. Cannot be instantiated. Methods beginlogging clearcache crossentropy dual endlogging entropydual fit grad log logparams normconst reset setcallback setparams setsmooth class scipy.maxentropy.conditionalmodel(F, counts, numcontexts) A conditional maximum-entropy (exponential-form) model p(x|w) on a discrete sample space. This is useful for classication problems: given the context w, what is the probability of each class x? The form of such a model is: 304 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

p(x | w) = exp(theta . f(w, x)) / Z(w; theta)

where Z(w; theta) is a normalization term equal to:


Z(w; theta) = sum_x exp(theta . f(w, x)).

The sum is over all classes x in the set Y, which must be supplied to the constructor as the parameter samplespace. Such a model form arises from maximizing the entropy of a conditional model p(x | w) subject to the constraints:
K_i = E f_i(W, X)

where the expectation is with respect to the distribution:


q(w) p(x | w)

where q(w) is the empirical probability mass function derived from observations of the context w in a training set. Normally the vector K = {K_i} of expectations is set equal to the expectation of f_i(w, x) with respect to the empirical distribution. This method minimizes the Lagrangian dual L of the entropy, which is dened for conditional models as:
L(theta) = sum_w q(w) log Z(w; theta) - sum_{w,x} q(w,x) [theta . f(w,x)]

Note that both sums are only over the training set {w,x}, not the entire sample space, since q(w,x) = 0 for all w,x not in the training set. The partial derivatives of L are:
dL / dtheta_i = K_i - E f_i(X, Y)

where the expectation is as dened above. Methods beginlogging clearcache crossentropy dual endlogging entropydual expectations fit grad log lognormconst logparams logpmf normconst pmf pmf_function probdist reset setcallback setfeaturesandsamplespace setparams setsmooth 4.10. Maximum entropy models (scipy.maxentropy) 305

SciPy Reference Guide, Release 0.10.0rc1

Utilities: arrayexp(x) Returns the elementwise antilog of the real array x. arrayexpcomplex columnmeans(A) This is a wrapper for general dense or sparse dot products. columnvariances(A) This is a wrapper for general dense or sparse dot products. densefeaturematrix densefeatures dotprod flatten(a) Flattens the sparse matrix or dense array/matrix a into a innerprod(A, v) This is a wrapper around general dense or sparse dot products. innerprodtranspose(A, is a wrapper around general dense or sparse dot products. This v) logsumexp(a) Compute the log of the sum of exponentials of input elements. logsumexp_naive robustlog rowmeans sample_wr sparsefeaturematrix(f, Returns an (m x n) sparse matrix of non-zero evaluations of the scalar or vector sample[, format]) functions f_1,...,f_m in the list f at the points x_1,...,x_n in the sequence sample. sparsefeatures scipy.maxentropy.arrayexp(x) Returns the elementwise antilog of the real array x. We try to exponentiate with numpy.exp() and, if that fails, with pythons math.exp(). numpy.exp() is about 10 times faster but throws an OverowError exception for numerical underow (e.g. exp(-800), whereas pythons math.exp() just returns zero, which is much more helpful. scipy.maxentropy.columnmeans(A) This is a wrapper for general dense or sparse dot products. It is only necessary as a common interface for supporting ndarray, scipy spmatrix, and PySparse arrays. Returns a dense (1 x n) vector with the column averages of A, which can be an (m x n) sparse or dense matrix.
>>> a = numpy.array([[1,2],[3,4]],d) >>> columnmeans(a) array([ 2., 3.])

scipy.maxentropy.columnvariances(A) This is a wrapper for general dense or sparse dot products. It is not necessary except as a common interface for supporting ndarray, scipy spmatrix, and PySparse arrays. Returns a dense (1 x n) vector with unbiased estimators for the column variances for each column of the (m x n) sparse or dense matrix A. (The normalization is by (m - 1).)
>>> a = numpy.array([[1,2], [3,4]], d) >>> columnvariances(a) array([ 2., 2.])

scipy.maxentropy.flatten(a) Flattens the sparse matrix or dense array/matrix a into a 1-dimensional array scipy.maxentropy.innerprod(A, v) This is a wrapper around general dense or sparse dot products. It is not necessary except as a common interface for supporting ndarray, scipy spmatrix, and PySparse arrays.

306

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns the inner product of the (m x n) dense or sparse matrix A with the n-element dense array v. This is a wrapper for A.dot(v) for dense arrays and spmatrix objects, and for A.matvec(v, result) for PySparse matrices. scipy.maxentropy.innerprodtranspose(A, v) This is a wrapper around general dense or sparse dot products. It is not necessary except as a common interface for supporting ndarray, scipy spmatrix, and PySparse arrays. Computes A^T V, where A is a dense or sparse matrix and V is a numpy array. If A is sparse, V must be a rank-1 array, not a matrix. This function is efcient for large matrices A. This is a wrapper for u.T.dot(v) for dense arrays and spmatrix objects, and for u.matvec_transp(v, result) for pysparse matrices. scipy.maxentropy.logsumexp(a) Compute the log of the sum of exponentials of input elements. Parameters a : array_like Input array. Returns res : ndarray The result, np.log(np.sum(np.exp(a))) calculated in a numerically more stable way. See Also: numpy.logaddexp, numpy.logaddexp2 Notes Numpy has a logaddexp function which is very similar to logsumexp. scipy.maxentropy.sparsefeaturematrix(f, sample, format=csc_matrix) Returns an (m x n) sparse matrix of non-zero evaluations of the scalar or vector functions f_1,...,f_m in the list f at the points x_1,...,x_n in the sequence sample. If format=ll_mat, the PySparse module (or a symlink to it) must be available in the Python site-packages/ directory. A trimmed-down version, patched for NumPy compatibility, is available in the SciPy sandbox/pysparse directory.

4.10.2 Usage information


Contains two classes for tting maximum entropy models (also known as exponential family models) subject to linear constraints on the expectations of arbitrary feature statistics. One class, model, is for small discrete sample spaces, using explicit summation. The other, bigmodel, is for sample spaces that are either continuous (and perhaps high-dimensional) or discrete but too large to sum over, and uses importance sampling. conditional Monte Carlo methods. The maximum entropy model has exponential form p (x) = exp T f (x) Z ()

with a real parameter vector theta of the same length as the feature statistic f(x), For more background, see, for example, Cover and Thomas (1991), Elements of Information Theory. See the le bergerexample.py for a walk-through of how to use these routines when the sample space is small enough to be enumerated. 4.10. Maximum entropy models (scipy.maxentropy) 307

SciPy Reference Guide, Release 0.10.0rc1

See bergerexamplesimulated.py for a a similar walk-through using simulation.

4.11 Miscellaneous routines (scipy.misc)


Various utilities that dont have another home. Note that the Python Imaging Library (PIL) is not a dependency of SciPy and therefore the pilutil module is not available on systems that dont have PIL installed. bytescale(data[, cmin, cmax, high, low]) central_diff_weights(Np[, ndiv]) comb(N, k[, exact]) derivative(func, x0[, dx, n, args, order]) factorial(n[, exact]) factorial2(n[, exact]) factorialk(n, k[, exact]) fromimage(im[, atten]) imfilter(arr, ftype) imread(name[, atten]) imresize(arr, size[, interp, mode]) imrotate(arr, angle[, interp]) imsave(name, arr) imshow(arr) info([object, maxwidth, output, toplevel]) lena() pade(an, m) radon(arr[, theta]) toimage(arr[, high, low, cmin, cmax, pal, ...]) Byte scales an array (image). Return weights for an Np-point central derivative of order ndiv The number of combinations of N things taken k at a time. Find the n-th derivative of a function at point x0. The factorial function, n! = special.gamma(n+1). Double factorial. n(!!...!) = multifactorial of order k Return a copy of a PIL image as a numpy array. Simple ltering of an image. Read an image le from a lename. Resize an image. Rotate an image counter-clockwise by angle degrees. Save an array as an image. Simple showing of an image through an external viewer. Get help information for a function, class, or module. Get classic image processing example image, Lena, at 8-bit grayscale Given Taylor series coefcients in an, return a Pade approximation to Takes a numpy array and returns a PIL image. The mode of the

scipy.misc.bytescale(data, cmin=None, cmax=None, high=255, low=0) Byte scales an array (image). Parameters data : ndarray PIL image data array. cmin : Scalar Bias scaling of small values, Default is data.min(). cmax : scalar Bias scaling of large values, Default is data.max(). high : scalar Scale max value to high. low : scalar Scale min value to low. Returns img_array : ndarray Bytescaled array.

308

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> img = array([[ 91.06794177, 3.39058326, [ 73.88003259, 80.91433048, [ 51.53875334, 34.45808177, >>> bytescale(img) array([[255, 0, 236], [205, 225, 4], [140, 90, 70]], dtype=uint8) >>> bytescale(img, high=200, low=100) array([[200, 100, 192], [180, 188, 102], [155, 135, 128]], dtype=uint8) >>> bytescale(img, cmin=0, cmax=255) array([[91, 3, 84], [74, 81, 5], [52, 34, 28]], dtype=uint8) 84.4221549 ], 4.88878881], 27.5873488 ]])

scipy.misc.central_diff_weights(Np, ndiv=1) Return weights for an Np-point central derivative of order ndiv assuming equally-spaced function points. If weights are in the vector w, then derivative is w[0] * f(x-ho*dx) + ... + w[-1] * f(x+h0*dx) Notes Can be inaccurate for large number of points. scipy.misc.comb(N, k, exact=0) The number of combinations of N things taken k at a time. This is often expressed as N choose k. Parameters N : int, array Number of things. k : int, array Number of elements taken. exact : int, optional If exact is 0, then oating point precision is used, otherwise exact long integer is computed. Returns val : int, array The total number of combinations. Notes Array arguments accepted only for exact=0 case. If k > N, N < 0, or k < 0, then a 0 is returned. Examples
>>> k = np.array([3, 4]) >>> n = np.array([10, 10]) >>> sc.comb(n, k, exact=False) array([ 120., 210.]) >>> sc.comb(10, 3, exact=True) 120L

4.11. Miscellaneous routines (scipy.misc)

309

SciPy Reference Guide, Release 0.10.0rc1

scipy.misc.derivative(func, x0, dx=1.0, n=1, args=(), order=3) Find the n-th derivative of a function at point x0. Given a function, use a central difference formula with spacing dx to compute the n-th derivative at x0. Parameters func : function Input function. x0 : oat The point at which nth derivative is found. dx : int, optional Spacing. n : int, optional Order of the derivative. Default is 1. args : tuple, optional Arguments order : int, optional Number of points to use, must be odd. Notes Decreasing the step size too small can result in round-off error. Examples
>>> def x2(x): ... return x*x ... >>> derivative(x2, 2) 4.0

scipy.misc.factorial(n, exact=0) The factorial function, n! = special.gamma(n+1). If exact is 0, then oating point precision is used, otherwise exact long integer is computed. Array argument accepted only for exact=0 case. If n<0, the return value is 0. Parameters n : int or array_like of ints Calculate n!. Arrays are only supported with exact set to False. If n < 0, the return value is 0. exact : bool, optional The result can be approximated rapidly using the gamma-formula above. If exact is set to True, calculate the answer exactly using integer arithmetic. Default is False. Returns nf : oat or int Factorial of n, as an integer or a oat depending on exact.

310

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> arr = np.array([3,4,5]) >>> sc.factorial(arr, exact=False) array([ 6., 24., 120.]) >>> sc.factorial(5, exact=True) 120L

scipy.misc.factorial2(n, exact=False) Double factorial. This is the factorial with every second value skipped, i.e., 7!! numerically as: = 7 * 5 * 3 * 1. It can be approximated
n odd n even

n!! = special.gamma(n/2+1)*2**((m+1)/2)/sqrt(pi) = 2**(n/2) * (n/2)!

Parameters n : int or array_like Calculate n!!. Arrays are only supported with exact set to False. If n < 0, the return value is 0. exact : bool, optional The result can be approximated rapidly using the gamma-formula above (default). If exact is set to True, calculate the answer exactly using integer arithmetic. Returns nff : oat or int Double factorial of n, as an int or a oat depending on exact. Examples
>>> factorial2(7, exact=False) array(105.00000000000001) >>> factorial2(7, exact=True) 105L

scipy.misc.factorialk(n, k, exact=1) n(!!...!) = multifactorial of order k k times Parameters n : int, array_like Calculate multifactorial. Arrays are only supported with exact set to False. If n < 0, the return value is 0. exact : bool, optional If exact is set to True, calculate the answer exactly using integer arithmetic. Returns val : int Multi factorial of n. Raises NotImplementedError : Raises when exact is False

4.11. Miscellaneous routines (scipy.misc)

311

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> sc.factorialk(5, 1, exact=True) 120L >>> sc.factorialk(5, 3, exact=True) 10L

scipy.misc.fromimage(im, atten=0) Return a copy of a PIL image as a numpy array. Parameters im : PIL image Input image. atten : bool If true, convert the output to grey-scale. Returns fromimage : ndarray The different colour bands/channels are stored in the third dimension, such that a grey-image is MxN, an RGB-image MxNx3 and an RGBA-image MxNx4. scipy.misc.imfilter(arr, ftype) Simple ltering of an image. Parameters arr : ndarray The array of Image in which the lter is to be applied. ftype : str The lter that has to be applied. Legal values are: blur, contour, detail, edge_enhance, edge_enhance_more, emboss, nd_edges, smooth, smooth_more, sharpen. Returns imlter : ndarray The array with lter applied. Raises ValueError : Unknown lter type. . If the lter you are trying to apply is unsupported. scipy.misc.imread(name, atten=0) Read an image le from a lename. Parameters name : str The le name to be read. atten : bool, optional If True, attens the color layers into a single gray-scale layer. Returns imread : ndarray The array obtained by reading image from le name.

312

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes The image is attened by calling convert(F) on the resulting image object. scipy.misc.imresize(arr, size, interp=bilinear, mode=None) Resize an image. Parameters arr : nd_array The array of image to be resized. size : int, oat or tuple int - Percentage of current size. oat - Fraction of current size. tuple - Size of the output image. interp : str Interpolation to use for re-sizing (nearest, bilinear, bicubic or cubic). mode : str The PIL image mode (P, L, etc.). Returns imresize : ndarray The resized array of image. scipy.misc.imrotate(arr, angle, interp=bilinear) Rotate an image counter-clockwise by angle degrees. Parameters arr : nd_array Input array of image to be rotated. angle : oat The angle of rotation. interp : str, optional Interpolation Returns imrotate : nd_array The rotated array of image. Notes Interpolation methods can be: nearest : for nearest neighbor bilinear : for bilinear cubic : cubic bicubic : for bicubic

4.11. Miscellaneous routines (scipy.misc)

313

SciPy Reference Guide, Release 0.10.0rc1

scipy.misc.imsave(name, arr) Save an array as an image. Parameters lename : str Output lename. image : ndarray, MxN or MxNx3 or MxNx4 Array containing image values. If the shape is MxN, the array represents a grey-level image. Shape MxNx3 stores the red, green and blue bands along the last dimension. An alpha layer may be included, specied as the last colour band of an MxNx4 array. Examples Construct an array of gradient intensity values and save to le:
>>> >>> >>> >>> x = np.zeros((255, 255)) x = np.zeros((255, 255), dtype=np.uint8) x[:] = np.arange(255) imsave(/tmp/gradient.png, x)

Construct an array with three colour bands (R, G, B) and store to le:
>>> >>> >>> >>> >>> rgb = np.zeros((255, 255, 3), dtype=np.uint8) rgb[..., 0] = np.arange(255) rgb[..., 1] = 55 rgb[..., 2] = 1 - np.arange(255) imsave(/tmp/rgb_gradient.png, rgb)

scipy.misc.imshow(arr) Simple showing of an image through an external viewer. Uses the image viewer specied by the environment variable SCIPY_PIL_IMAGE_VIEWER, or if that is not dened then see, to view a temporary le generated from array data. Parameters arr : ndarray Array of image data to show. Returns None : Examples
>>> a = np.tile(np.arange(255), (255,1)) >>> from scipy import misc >>> misc.pilutil.imshow(a)

scipy.misc.info(object=None, maxwidth=76, output=<open le <stdout>, mode w at 0x323070>, toplevel=scipy) Get help information for a function, class, or module. Parameters object : object or str, optional Input object or name to get information about. If object is a numpy object, its docstring is given. If it is a string, available modules are searched for matching objects. If None, information about info itself is returned. maxwidth : int, optional 314 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Printing width. output : le like object, optional File like object that the output is written to, default is stdout. The object has to be opened in w or a mode. toplevel : str, optional Start search at this level. See Also: source, lookfor Notes When used interactively with an object, np.info(obj) is equivalent to help(obj) on the Python prompt or obj? on the IPython prompt. Examples
>>> np.info(np.polyval) polyval(p, x) Evaluate the polynomial p at x. ...

When using a string for object it is possible to get multiple results.


>>> np.info(fft) *** Found in numpy *** Core FFT routines ... *** Found in numpy.fft *** fft(a, n=None, axis=-1) ... *** Repeat reference found in numpy.fft.fftpack *** *** Total of 3 references found. ***

scipy.misc.lena() Get classic image processing example image, Lena, at 8-bit grayscale bit-depth, 512 x 512 size. Parameters None : Returns lena : ndarray Lena image Examples
>>> import scipy.misc >>> lena = scipy.misc.lena() >>> lena.shape (512, 512) >>> lena.max() 245 >>> lena.dtype dtype(int32)

4.11. Miscellaneous routines (scipy.misc)

315

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>>

import matplotlib.pyplot as plt plt.gray() plt.imshow(lena) plt.show()

0 100 200 300 400 500 0 100 200 300 400 500

scipy.misc.pade(an, m) Given Taylor series coefcients in an, return a Pade approximation to the function as the ratio of two polynomials p / q where the order of q is m. scipy.misc.radon(arr, theta=None) scipy.misc.toimage(arr, high=255, low=0, cmin=None, cmax=None, pal=None, mode=None, channel_axis=None) Takes a numpy array and returns a PIL image. The mode of the PIL image depends on the array shape, the pal keyword, and the mode keyword. For 2-D arrays, if pal is a valid (N,3) byte-array giving the RGB values (from 0 to 255) then mode=P, otherwise mode=L, unless mode is given as F or I in which case a oat and/or integer array is made For 3-D arrays, the channel_axis argument tells which dimension of the array holds the channel data. For 3-D arrays if one of the dimensions is 3, the mode is RGB by default or YCbCr if selected. if the The numpy array must be either 2 dimensional or 3 dimensional.

4.12 Multi-dimensional image processing (scipy.ndimage)


This package contains various functions for multi-dimensional image processing.

316

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

4.12.1 Filters scipy.ndimage.filters


convolve(input, weights[, output, Multi-dimensional convolution. mode, ...]) convolve1d(input, weights[, axis, Calculate a one-dimensional convolution along the given axis. output, ...]) correlate(input, weights[, output, Multi-dimensional correlation. mode, ...]) correlate1d(input, weights[, axis, Calculate a one-dimensional correlation along the given axis. output, ...]) gaussian_filter(input, sigma[, Multi-dimensional Gaussian lter. order, ...]) gaussian_filter1d(input, One-dimensional Gaussian lter. sigma[, axis, ...]) gaussian_gradient_magnitude(input, Calculate a multidimensional gradient magnitude using gaussian sigma[, ...]) derivatives. gaussian_laplace(input, sigma[, Calculate a multidimensional laplace lter using gaussian second output, ...]) derivatives. generic_filter(input, function[, Calculates a multi-dimensional lter using the given function. size, ...]) generic_filter1d(input, Calculate a one-dimensional lter along the given axis. function, lter_size) generic_gradient_magnitude(input, Calculate a gradient magnitude using the provided function for the derivative) gradient. generic_laplace(input, Calculate a multidimensional laplace lter using the provided second derivative2[, ...]) derivative function. laplace(input[, output, mode, cval]) Calculate a multidimensional laplace lter using an estimation for the second derivative based on differences. maximum_filter(input[, size, Calculates a multi-dimensional maximum lter. footprint, ...]) maximum_filter1d(input, size[, Calculate a one-dimensional maximum lter along the given axis. axis, ...]) median_filter(input[, size, Calculates a multi-dimensional median lter. footprint, ...]) minimum_filter(input[, size, Calculates a multi-dimensional minimum lter. footprint, ...]) minimum_filter1d(input, size[, Calculate a one-dimensional minimum lter along the given axis. axis, ...]) percentile_filter(input, Calculates a multi-dimensional percentile lter. percentile[, size, ...]) prewitt(input[, axis, output, mode, Calculate a Prewitt lter. cval]) rank_filter(input, rank[, size, Calculates a multi-dimensional rank lter. footprint, ...]) sobel(input[, axis, output, mode, Calculate a Sobel lter. cval]) uniform_filter(input[, size, Multi-dimensional uniform lter. output, mode, ...]) uniform_filter1d(input, size[, Calculate a one-dimensional uniform lter along the given axis. axis, ...]) scipy.ndimage.filters.convolve(input, weights, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional convolution.

4.12. Multi-dimensional image processing (scipy.ndimage)

317

SciPy Reference Guide, Release 0.10.0rc1

The array is convolved with the given kernel. Parameters input : array_like Input array to lter. weights : array_like Array of weights, same number of dimensions as input output : ndarray, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional the mode parameter determines how the array borders are handled. For constant mode, values beyond borders are set to be cval. Default is reect. cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default is 0. Returns result : ndarray The result of convolution of input with weights. See Also: correlate Correlate an image with a kernel. Notes Each value in result is Ci = j Ii+jk Wj , where W is the weights kernel, j is the n-D spatial index over W , I is the input and k is the coordinate of the center of W, specied by origin in the input parameters. Examples Perhaps the simplest case to understand is mode=constant, cval=0.0, because in this case borders (i.e. where the weights kernel, centered on any one value, extends beyond an edge of input.
>>> a = np.array([[1, 2, 0, 0], .... [5, 3, 0, 4], .... [0, 0, 0, 7], .... [9, 3, 0, 0]]) >>> k = np.array([[1,1,1],[1,1,0],[1,0,0]]) >>> from scipy import ndimage >>> ndimage.convolve(a, k, mode=constant, cval=0.0) array([[11, 10, 7, 4], [10, 3, 11, 11], [15, 12, 14, 7], [12, 3, 7, 0]])

Setting cval=1.0 is equivalent to padding the outer edge of input with 1.0s (and then extracting only the original region of the result).

318

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> ndimage.convolve(a, k, mode=constant, cval=1.0) array([[13, 11, 8, 7], [11, 3, 11, 14], [16, 12, 14, 10], [15, 6, 10, 5]])

With mode=reflect (the default), outer values are reected at the edge of input to ll in missing values.
>>> b = np.array([[2, 0, 0], [1, 0, 0], [0, 0, 0]]) >>> k = np.array([[0,1,0],[0,1,0],[0,1,0]]) >>> ndimage.convolve(b, k, mode=reflect) array([[5, 0, 0], [3, 0, 0], [1, 0, 0]])

This includes diagonally at the corners.


>>> k = np.array([[1,0,0],[0,1,0],[0,0,1]]) >>> ndimage.convolve(b, k) array([[4, 2, 0], [3, 2, 0], [1, 1, 0]])

With mode=nearest, the single nearest value in to an edge in input is repeated as many times as needed to match the overlapping weights.
>>> c = np.array([[2, 0, 1], [1, 0, 0], [0, 0, 0]]) >>> k = np.array([[0, 1, 0], [0, 1, 0], [0, 1, 0], [0, 1, 0], [0, 1, 0]]) >>> ndimage.convolve(c, k, mode=nearest) array([[7, 0, 3], [5, 0, 2], [3, 0, 1]])

scipy.ndimage.filters.convolve1d(input, weights, axis=-1, output=None, mode=reect, cval=0.0, origin=0) Calculate a one-dimensional convolution along the given axis. The lines of the array along the given axis are convolved with the given weights. Parameters input : array-like input array to lter weights : ndarray one-dimensional sequence of numbers axis : integer, optional axis of input along which to calculate. Default is -1 output : array, optional The output parameter passes an array in which to store the lter output. 4.12. Multi-dimensional image processing (scipy.ndimage) 319

SciPy Reference Guide, Release 0.10.0rc1

mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.correlate(input, weights, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional correlation. The array is correlated with the given kernel. Parameters input : array-like input array to lter weights : ndarray array of weights, same number of dimensions as input output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 See Also: convolve Convolve an image with a kernel. scipy.ndimage.filters.correlate1d(input, weights, axis=-1, output=None, mode=reect, cval=0.0, origin=0) Calculate a one-dimensional correlation along the given axis. The lines of the array along the given axis are correlated with the given weights. Parameters input : array-like input array to lter weights : array one-dimensional sequence of numbers axis : integer, optional axis of input along which to calculate. Default is -1 320 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.gaussian_filter(input, sigma, order=0, output=None, mode=reect, cval=0.0) Multi-dimensional Gaussian lter. Parameters input : array-like input array to lter sigma : scalar or sequence of scalars standard deviation for Gaussian kernel. The standard deviations of the Gaussian lter are given for each axis as a sequence, or as a single number, in which case it is equal for all axes. order : {0, 1, 2, 3} or sequence from same set, optional The order of the lter along each axis is given as a sequence of integers, or as a single number. An order of 0 corresponds to convolution with a Gaussian kernel. An order of 1, 2, or 3 corresponds to convolution with the rst, second or third derivatives of a Gaussian. Higher order derivatives are not implemented output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 Notes The multi-dimensional lter is implemented as a sequence of one-dimensional convolution lters. The intermediate arrays are stored in the same data type as the output. Therefore, for output types with a limited precision, the results may be imprecise because intermediate results may be stored with insufcient precision. scipy.ndimage.filters.gaussian_filter1d(input, sigma, axis=-1, order=0, output=None, mode=reect, cval=0.0) One-dimensional Gaussian lter. Parameters input : array-like input array to lter

4.12. Multi-dimensional image processing (scipy.ndimage)

321

SciPy Reference Guide, Release 0.10.0rc1

sigma : scalar standard deviation for Gaussian kernel axis : integer, optional axis of input along which to calculate. Default is -1 order : {0, 1, 2, 3}, optional An order of 0 corresponds to convolution with a Gaussian kernel. An order of 1, 2, or 3 corresponds to convolution with the rst, second or third derivatives of a Gaussian. Higher order derivatives are not implemented output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 scipy.ndimage.filters.gaussian_gradient_magnitude(input, sigma, output=None, mode=reect, cval=0.0) Calculate a multidimensional gradient magnitude using gaussian derivatives. Parameters input : array-like input array to lter sigma : scalar or sequence of scalars The standard deviations of the Gaussian lter are given for each axis as a sequence, or as a single number, in which case it is equal for all axes.. output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 scipy.ndimage.filters.gaussian_laplace(input, sigma, output=None, cval=0.0) Calculate a multidimensional laplace lter using gaussian second derivatives. Parameters input : array-like input array to lter sigma : scalar or sequence of scalars The standard deviations of the Gaussian lter are given for each axis as a sequence, or as a single number, in which case it is equal for all axes.. mode=reect,

322

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 scipy.ndimage.filters.generic_filter(input, function, size=None, footprint=None, output=None, mode=reect, cval=0.0, origin=0, extra_arguments=(), extra_keywords=None) Calculates a multi-dimensional lter using the given function. At each element the provided function is called. The input values within the lter footprint at that element are passed to the function as a 1D array of double values. Parameters input : array-like input array to lter function : callable function to apply at each element size : scalar or tuple, optional See footprint, below footprint : array, optional Either size or footprint must be dened. size gives the shape that is taken from the input array, at every element position, to dene the input to the lter function. footprint is a boolean array that species (implicitly) a shape, but also which of the elements within this shape will get passed to the lter function. Thus size=(n,m) is equivalent to footprint=np.ones((n,m)). We adjust size to the number of dimensions of the input array, so that, if the input array is shape (10,10,10), and size is 2, then the actual size used is (2,2,2). output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : extra_arguments : sequence, optional Sequence of extra positional arguments to pass to passed function extra_keywords : dict, optional dict of extra keyword arguments to pass to passed function 4.12. Multi-dimensional image processing (scipy.ndimage) 323

SciPy Reference Guide, Release 0.10.0rc1

scipy.ndimage.filters.generic_filter1d(input, function, lter_size, axis=-1, output=None, mode=reect, cval=0.0, origin=0, extra_arguments=(), extra_keywords=None) Calculate a one-dimensional lter along the given axis. generic_lter1d iterates over the lines of the array, calling the given function at each line. The arguments of the line are the input line, and the output line. The input and output lines are 1D double arrays. The input line is extended appropriately according to the lter size and origin. The output line must be modied in-place with the result. Parameters input : array-like input array to lter function : callable function to apply along given axis lter_size : scalar length of the lter axis : integer, optional axis of input along which to calculate. Default is -1 output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : extra_arguments : sequence, optional Sequence of extra positional arguments to pass to passed function extra_keywords : dict, optional dict of extra keyword arguments to pass to passed function scipy.ndimage.filters.generic_gradient_magnitude(input, derivative, output=None, mode=reect, cval=0.0, extra_arguments=(), extra_keywords=None) Calculate a gradient magnitude using the provided function for the gradient. Parameters input : array-like input array to lter derivative : callable Callable with the following signature::

324

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

derivative(input, axis, output, mode, cval, *extra_arguments, **extra_keywords) See extra_arguments, extra_keywords below derivative can assume that input and output are ndarrays. Note that the output from derivative is modied inplace; be careful to copy important inputs before returning them. output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 extra_keywords : dict, optional dict of extra keyword arguments to pass to passed function extra_arguments : sequence, optional Sequence of extra positional arguments to pass to passed function scipy.ndimage.filters.generic_laplace(input, derivative2, output=None, mode=reect, cval=0.0, extra_arguments=(), extra_keywords=None) Calculate a multidimensional laplace lter using the provided second derivative function. Parameters input : array-like input array to lter derivative2 : callable Callable with the following signature:: derivative2(input, axis, output, mode, cval, *extra_arguments, **extra_keywords) See extra_arguments, extra_keywords below output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 extra_keywords : dict, optional dict of extra keyword arguments to pass to passed function extra_arguments : sequence, optional Sequence of extra positional arguments to pass to passed function

4.12. Multi-dimensional image processing (scipy.ndimage)

325

SciPy Reference Guide, Release 0.10.0rc1

scipy.ndimage.filters.laplace(input, output=None, mode=reect, cval=0.0) Calculate a multidimensional laplace lter using an estimation for the second derivative based on differences. Parameters input : array-like input array to lter output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 scipy.ndimage.filters.maximum_filter(input, size=None, footprint=None, mode=reect, cval=0.0, origin=0) Calculates a multi-dimensional maximum lter. Parameters input : array-like input array to lter size : scalar or tuple, optional See footprint, below footprint : array, optional Either size or footprint must be dened. size gives the shape that is taken from the input array, at every element position, to dene the input to the lter function. footprint is a boolean array that species (implicitly) a shape, but also which of the elements within this shape will get passed to the lter function. Thus size=(n,m) is equivalent to footprint=np.ones((n,m)). We adjust size to the number of dimensions of the input array, so that, if the input array is shape (10,10,10), and size is 2, then the actual size used is (2,2,2). output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.maximum_filter1d(input, size, axis=-1, output=None, mode=reect, cval=0.0, origin=0) Calculate a one-dimensional maximum lter along the given axis. The lines of the array along the given axis are ltered with a maximum lter of given size. output=None,

326

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters input : array-like input array to lter size : int length along which to calculate 1D maximum axis : integer, optional axis of input along which to calculate. Default is -1 output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.median_filter(input, size=None, footprint=None, mode=reect, cval=0.0, origin=0) Calculates a multi-dimensional median lter. Parameters input : array-like input array to lter size : scalar or tuple, optional See footprint, below footprint : array, optional Either size or footprint must be dened. size gives the shape that is taken from the input array, at every element position, to dene the input to the lter function. footprint is a boolean array that species (implicitly) a shape, but also which of the elements within this shape will get passed to the lter function. Thus size=(n,m) is equivalent to footprint=np.ones((n,m)). We adjust size to the number of dimensions of the input array, so that, if the input array is shape (10,10,10), and size is 2, then the actual size used is (2,2,2). output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional output=None,

4.12. Multi-dimensional image processing (scipy.ndimage)

327

SciPy Reference Guide, Release 0.10.0rc1

The origin parameter controls the placement of the lter. Default 0 scipy.ndimage.filters.minimum_filter(input, size=None, footprint=None, mode=reect, cval=0.0, origin=0) Calculates a multi-dimensional minimum lter. Parameters input : array-like input array to lter size : scalar or tuple, optional See footprint, below footprint : array, optional Either size or footprint must be dened. size gives the shape that is taken from the input array, at every element position, to dene the input to the lter function. footprint is a boolean array that species (implicitly) a shape, but also which of the elements within this shape will get passed to the lter function. Thus size=(n,m) is equivalent to footprint=np.ones((n,m)). We adjust size to the number of dimensions of the input array, so that, if the input array is shape (10,10,10), and size is 2, then the actual size used is (2,2,2). output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.minimum_filter1d(input, size, axis=-1, output=None, mode=reect, cval=0.0, origin=0) Calculate a one-dimensional minimum lter along the given axis. The lines of the array along the given axis are ltered with a minimum lter of given size. Parameters input : array-like input array to lter size : int length along which to calculate 1D minimum axis : integer, optional axis of input along which to calculate. Default is -1 output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional output=None,

328

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.percentile_filter(input, percentile, size=None, footprint=None, output=None, mode=reect, cval=0.0, origin=0) Calculates a multi-dimensional percentile lter. Parameters input : array-like input array to lter percentile : scalar The percentile parameter may be less then zero, i.e., percentile = -20 equals percentile = 80 size : scalar or tuple, optional See footprint, below footprint : array, optional Either size or footprint must be dened. size gives the shape that is taken from the input array, at every element position, to dene the input to the lter function. footprint is a boolean array that species (implicitly) a shape, but also which of the elements within this shape will get passed to the lter function. Thus size=(n,m) is equivalent to footprint=np.ones((n,m)). We adjust size to the number of dimensions of the input array, so that, if the input array is shape (10,10,10), and size is 2, then the actual size used is (2,2,2). output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.prewitt(input, axis=-1, output=None, mode=reect, cval=0.0) Calculate a Prewitt lter. Parameters input : array-like input array to lter axis : integer, optional axis of input along which to calculate. Default is -1

4.12. Multi-dimensional image processing (scipy.ndimage)

329

SciPy Reference Guide, Release 0.10.0rc1

output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 scipy.ndimage.filters.rank_filter(input, rank, size=None, footprint=None, output=None, mode=reect, cval=0.0, origin=0) Calculates a multi-dimensional rank lter. Parameters input : array-like input array to lter rank : integer The rank parameter may be less then zero, i.e., rank = -1 indicates the largest element. size : scalar or tuple, optional See footprint, below footprint : array, optional Either size or footprint must be dened. size gives the shape that is taken from the input array, at every element position, to dene the input to the lter function. footprint is a boolean array that species (implicitly) a shape, but also which of the elements within this shape will get passed to the lter function. Thus size=(n,m) is equivalent to footprint=np.ones((n,m)). We adjust size to the number of dimensions of the input array, so that, if the input array is shape (10,10,10), and size is 2, then the actual size used is (2,2,2). output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : scipy.ndimage.filters.sobel(input, axis=-1, output=None, mode=reect, cval=0.0) Calculate a Sobel lter. Parameters input : array-like input array to lter axis : integer, optional

330

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

axis of input along which to calculate. Default is -1 output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 scipy.ndimage.filters.uniform_filter(input, size=3, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional uniform lter. Parameters input : array-like input array to lter size : int or sequence of ints The sizes of the uniform lter are given for each axis as a sequence, or as a single number, in which case the size is equal for all axes. output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 : Notes The multi-dimensional lter is implemented as a sequence of one-dimensional uniform lters. The intermediate arrays are stored in the same data type as the output. Therefore, for output types with a limited precision, the results may be imprecise because intermediate results may be stored with insufcient precision. scipy.ndimage.filters.uniform_filter1d(input, size, axis=-1, output=None, mode=reect, cval=0.0, origin=0) Calculate a one-dimensional uniform lter along the given axis. The lines of the array along the given axis are ltered with a uniform lter of given size. Parameters input : array-like input array to lter size : integer length of uniform lter axis : integer, optional 4.12. Multi-dimensional image processing (scipy.ndimage) 331

SciPy Reference Guide, Release 0.10.0rc1

axis of input along which to calculate. Default is -1 output : array, optional The output parameter passes an array in which to store the lter output. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0 origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 :

4.12.2 Fourier lters scipy.ndimage.fourier


fourier_ellipsoid(input, size[, n, axis, output]) fourier_gaussian(input, sigma[, n, axis, output]) fourier_shift(input, shift[, n, axis, output]) fourier_uniform(input, size[, n, axis, output]) Multi-dimensional ellipsoid fourier lter. Multi-dimensional Gaussian fourier lter. Multi-dimensional fourier shift lter. Multi-dimensional uniform fourier lter.

scipy.ndimage.fourier.fourier_ellipsoid(input, size, n=-1, axis=-1, output=None) Multi-dimensional ellipsoid fourier lter. The array is multiplied with the fourier transform of a ellipsoid of given sizes. Parameters input : array_like The input array. size : oat or sequence The size of the box used for ltering. If a oat, size is the same for all axes. If a sequence, size has to contain one value for each axis. n : int, optional If n is negative (default), then the input is assumed to be the result of a complex fft. If n is larger than or equal to zero, the input is assumed to be the result of a real fft, and n gives the length of the array before transformation along the real transform direction. axis : int, optional The axis of the real transform. output : ndarray, optional If given, the result of ltering the input is placed in this array. None is returned in this case. Returns return_value : ndarray or None The ltered input. If output is given as a parameter, None is returned.

332

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes This function is implemented for arrays of rank 1, 2, or 3. scipy.ndimage.fourier.fourier_gaussian(input, sigma, n=-1, axis=-1, output=None) Multi-dimensional Gaussian fourier lter. The array is multiplied with the fourier transform of a Gaussian kernel. Parameters input : array_like The input array. sigma : oat or sequence The sigma of the Gaussian kernel. If a oat, sigma is the same for all axes. If a sequence, sigma has to contain one value for each axis. n : int, optional If n is negative (default), then the input is assumed to be the result of a complex fft. If n is larger than or equal to zero, the input is assumed to be the result of a real fft, and n gives the length of the array before transformation along the real transform direction. axis : int, optional The axis of the real transform. output : ndarray, optional If given, the result of ltering the input is placed in this array. None is returned in this case. Returns return_value : ndarray or None The ltered input. If output is given as a parameter, None is returned. scipy.ndimage.fourier.fourier_shift(input, shift, n=-1, axis=-1, output=None) Multi-dimensional fourier shift lter. The array is multiplied with the fourier transform of a shift operation. Parameters input : array_like The input array. shift : oat or sequence The size of the box used for ltering. If a oat, shift is the same for all axes. If a sequence, shift has to contain one value for each axis. n : int, optional If n is negative (default), then the input is assumed to be the result of a complex fft. If n is larger than or equal to zero, the input is assumed to be the result of a real fft, and n gives the length of the array before transformation along the real transform direction. axis : int, optional The axis of the real transform. output : ndarray, optional

4.12. Multi-dimensional image processing (scipy.ndimage)

333

SciPy Reference Guide, Release 0.10.0rc1

If given, the result of shifting the input is placed in this array. None is returned in this case. Returns return_value : ndarray or None The shifted input. If output is given as a parameter, None is returned. scipy.ndimage.fourier.fourier_uniform(input, size, n=-1, axis=-1, output=None) Multi-dimensional uniform fourier lter. The array is multiplied with the fourier transform of a box of given size. Parameters input : array_like The input array. size : oat or sequence The size of the box used for ltering. If a oat, size is the same for all axes. If a sequence, size has to contain one value for each axis. n : int, optional If n is negative (default), then the input is assumed to be the result of a complex fft. If n is larger than or equal to zero, the input is assumed to be the result of a real fft, and n gives the length of the array before transformation along the real transform direction. axis : int, optional The axis of the real transform. output : ndarray, optional If given, the result of ltering the input is placed in this array. None is returned in this case. Returns return_value : ndarray or None The ltered input. If output is given as a parameter, None is returned.

4.12.3 Interpolation scipy.ndimage.interpolation


affine_transform(input, matrix[, offset, ...]) geometric_transform(input, mapping[, ...]) map_coordinates(input, coordinates[, ...]) rotate(input, angle[, axes, reshape, ...]) shift(input, shift[, output, order, mode, ...]) spline_filter(input[, order, output]) spline_filter1d(input[, order, axis, output]) zoom(input, zoom[, output, order, mode, ...]) Apply an afne transformation. Apply an arbritrary geometric transform. Map the input array to new coordinates by interpolation. Rotate an array. Shift an array. Multi-dimensional spline lter. Calculates a one-dimensional spline lter along the given axis. Zoom an array.

scipy.ndimage.interpolation.affine_transform(input, matrix, offset=0.0, output_shape=None, output=None, order=3, mode=constant, cval=0.0, prelter=True) Apply an afne transformation.

334

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The given matrix and offset are used to nd for each point in the output the corresponding coordinates in the input by an afne transformation. The value of the input at those coordinates is determined by spline interpolation of the requested order. Points outside the boundaries of the input are lled according to the given mode. Parameters input : ndarray The input array. matrix : ndarray The matrix must be two-dimensional or can also be given as a one-dimensional sequence or array. In the latter case, it is assumed that the matrix is diagonal. A more efcient algorithms is then applied that exploits the separability of the problem. offset : oat or sequence, optional The offset into the array where the transform is applied. If a oat, offset is the same for each axis. If a sequence, offset should contain one value for each axis. output_shape : tuple of ints, optional Shape tuple. output : ndarray or dtype, optional The array in which to place the output, or the dtype of the returned array. order : int, optional The order of the spline interpolation, default is 3. The order has to be in the range 0-5. mode : str, optional Points outside the boundaries of the input are lled according to the given mode (constant, nearest, reect or wrap). Default is constant. cval : scalar, optional Value used for points outside the boundaries of the input if mode=constant. Default is 0.0 prelter : bool, optional The parameter prelter determines if the input is pre-ltered with spline_lter before interpolation (necessary for spline interpolation of order > 1). If False, it is assumed that the input is already ltered. Default is True. Returns return_value : ndarray or None The transformed input. If output is given as a parameter, None is returned. scipy.ndimage.interpolation.geometric_transform(input, mapping, output_shape=None, output=None, order=3, mode=constant, cval=0.0, prelter=True, extra_arguments=(), extra_keywords={}) Apply an arbritrary geometric transform. The given mapping function is used to nd, for each point in the output, the corresponding coordinates in the input. The value of the input at those coordinates is determined by spline interpolation of the requested order. Parameters input : array_like 4.12. Multi-dimensional image processing (scipy.ndimage) 335

SciPy Reference Guide, Release 0.10.0rc1

The input array. mapping : callable A callable object that accepts a tuple of length equal to the output array rank, and returns the corresponding input coordinates as a tuple of length equal to the input array rank. output_shape : tuple of ints Shape tuple. output : ndarray or dtype, optional The array in which to place the output, or the dtype of the returned array. order : int, optional The order of the spline interpolation, default is 3. The order has to be in the range 0-5. mode : str, optional Points outside the boundaries of the input are lled according to the given mode (constant, nearest, reect or wrap). Default is constant. cval : scalar, optional Value used for points outside the boundaries of the input if mode=constant. Default is 0.0 prelter : bool, optional The parameter prelter determines if the input is pre-ltered with spline_lter before interpolation (necessary for spline interpolation of order > 1). If False, it is assumed that the input is already ltered. Default is True. extra_arguments : tuple, optional Extra arguments passed to mapping. extra_keywords : dict, optional Extra keywords passed to mapping. Returns return_value : ndarray or None The ltered input. If output is given as a parameter, None is returned. See Also: map_coordinates, affine_transform, spline_filter1d Examples
>>> a = np.arange(12.).reshape((4, 3)) >>> def shift_func(output_coords): ... return (output_coords[0] - 0.5, output_coords[1] - 0.5) ... >>> sp.ndimage.geometric_transform(a, shift_func) array([[ 0. , 0. , 0. ], [ 0. , 1.362, 2.738], [ 0. , 4.812, 6.187], [ 0. , 8.263, 9.637]])

336

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.ndimage.interpolation.map_coordinates(input, coordinates, output=None, order=3, mode=constant, cval=0.0, prelter=True) Map the input array to new coordinates by interpolation. The array of coordinates is used to nd, for each point in the output, the corresponding coordinates in the input. The value of the input at those coordinates is determined by spline interpolation of the requested order. The shape of the output is derived from that of the coordinate array by dropping the rst axis. The values of the array along the rst axis are the coordinates in the input array at which the output value is found. Parameters input : ndarray The input array. coordinates : array_like The coordinates at which input is evaluated. output : ndarray or dtype, optional The array in which to place the output, or the dtype of the returned array. order : int, optional The order of the spline interpolation, default is 3. The order has to be in the range 0-5. mode : str, optional Points outside the boundaries of the input are lled according to the given mode (constant, nearest, reect or wrap). Default is constant. cval : scalar, optional Value used for points outside the boundaries of the input if mode=constant. Default is 0.0 prelter : bool, optional The parameter prelter determines if the input is pre-ltered with spline_lter before interpolation (necessary for spline interpolation of order > 1). If False, it is assumed that the input is already ltered. Default is True. Returns return_value : ndarray The result of transforming the input. The shape of the output is derived from that of coordinates by dropping the rst axis. See Also: spline_filter, geometric_transform, scipy.interpolate Examples
>>> from scipy import ndimage >>> a = np.arange(12.).reshape((4, 3)) >>> a array([[ 0., 1., 2.], [ 3., 4., 5.], [ 6., 7., 8.], [ 9., 10., 11.]]) >>> ndimage.map_coordinates(a, [[0.5, 2], [0.5, 1]], order=1) [ 2. 7.]

4.12. Multi-dimensional image processing (scipy.ndimage)

337

SciPy Reference Guide, Release 0.10.0rc1

Above, the interpolated value of a[0.5, 0.5] gives output[0], while a[2, 1] is output[1].
>>> inds = np.array([[0.5, 2], [0.5, >>> ndimage.map_coordinates(a, inds, array([ 2. , -33.3]) >>> ndimage.map_coordinates(a, inds, array([ 2., 8.]) >>> ndimage.map_coordinates(a, inds, array([ True, False], dtype=bool 4]]) order=1, cval=-33.3) order=1, mode=nearest) order=1, cval=0, output=bool)

scipy.ndimage.interpolation.rotate(input, angle, axes=(1, 0), reshape=True, output=None, order=3, mode=constant, cval=0.0, prelter=True) Rotate an array. The array is rotated in the plane dened by the two axes given by the axes parameter using spline interpolation of the requested order. Parameters input : ndarray The input array. angle : oat The rotation angle in degrees. axes : tuple of 2 ints, optional The two axes that dene the plane of rotation. Default is the rst two axes. reshape : bool, optional If reshape is true, the output shape is adapted so that the input array is contained completely in the output. Default is True. output : ndarray or dtype, optional The array in which to place the output, or the dtype of the returned array. order : int, optional The order of the spline interpolation, default is 3. The order has to be in the range 0-5. mode : str, optional Points outside the boundaries of the input are lled according to the given mode (constant, nearest, reect or wrap). Default is constant. cval : scalar, optional Value used for points outside the boundaries of the input if mode=constant. Default is 0.0 prelter : bool, optional The parameter prelter determines if the input is pre-ltered with spline_lter before interpolation (necessary for spline interpolation of order > 1). If False, it is assumed that the input is already ltered. Default is True. Returns return_value : ndarray or None The rotated input. If output is given as a parameter, None is returned.

338

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.ndimage.interpolation.shift(input, shift, output=None, order=3, mode=constant, cval=0.0, prelter=True) Shift an array. The array is shifted using spline interpolation of the requested order. Points outside the boundaries of the input are lled according to the given mode. Parameters input : ndarray The input array. shift : oat or sequence, optional The shift along the axes. If a oat, shift is the same for each axis. If a sequence, shift should contain one value for each axis. output : ndarray or dtype, optional The array in which to place the output, or the dtype of the returned array. order : int, optional The order of the spline interpolation, default is 3. The order has to be in the range 0-5. mode : str, optional Points outside the boundaries of the input are lled according to the given mode (constant, nearest, reect or wrap). Default is constant. cval : scalar, optional Value used for points outside the boundaries of the input if mode=constant. Default is 0.0 prelter : bool, optional The parameter prelter determines if the input is pre-ltered with spline_lter before interpolation (necessary for spline interpolation of order > 1). If False, it is assumed that the input is already ltered. Default is True. Returns return_value : ndarray or None The shifted input. If output is given as a parameter, None is returned. scipy.ndimage.interpolation.spline_filter(input, order=3, numpy.oat64>) Multi-dimensional spline lter. For more details, see spline_lter1d. See Also: spline_filter1d Notes The multi-dimensional lter is implemented as a sequence of one-dimensional spline lters. The intermediate arrays are stored in the same data type as the output. Therefore, for output types with a limited precision, the results may be imprecise because intermediate results may be stored with insufcient precision. scipy.ndimage.interpolation.spline_filter1d(input, order=3, axis=-1, numpy.oat64>) Calculates a one-dimensional spline lter along the given axis. output=<type output=<type

4.12. Multi-dimensional image processing (scipy.ndimage)

339

SciPy Reference Guide, Release 0.10.0rc1

The lines of the array along the given axis are ltered by a spline lter. The order of the spline must be >= 2 and <= 5. Parameters input : array_like The input array. order : int, optional The order of the spline, default is 3. axis : int, optional The axis along which the spline lter is applied. Default is the last axis. output : ndarray or dtype, optional The array in which to place the output, or the dtype of the returned array. Default is numpy.float64. Returns return_value : ndarray or None The ltered input. If output is given as a parameter, None is returned. scipy.ndimage.interpolation.zoom(input, zoom, output=None, order=3, mode=constant, cval=0.0, prelter=True) Zoom an array. The array is zoomed using spline interpolation of the requested order. Parameters input : ndarray The input array. zoom : oat or sequence, optional The zoom factor along the axes. If a oat, zoom is the same for each axis. If a sequence, zoom should contain one value for each axis. output : ndarray or dtype, optional The array in which to place the output, or the dtype of the returned array. order : int, optional The order of the spline interpolation, default is 3. The order has to be in the range 0-5. mode : str, optional Points outside the boundaries of the input are lled according to the given mode (constant, nearest, reect or wrap). Default is constant. cval : scalar, optional Value used for points outside the boundaries of the input if mode=constant. Default is 0.0 prelter : bool, optional The parameter prelter determines if the input is pre-ltered with spline_lter before interpolation (necessary for spline interpolation of order > 1). If False, it is assumed that the input is already ltered. Default is True.

340

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns return_value : ndarray or None The zoomed input. If output is given as a parameter, None is returned.

4.12.4 Measurements scipy.ndimage.measurements


center_of_mass(input[, labels, index]) extrema(input[, labels, index]) find_objects(input[, max_label]) histogram(input, min, max, bins[, labels, index]) label(input[, structure, output]) maximum(input[, labels, index]) maximum_position(input[, labels, index]) mean(input[, labels, index]) minimum(input[, labels, index]) minimum_position(input[, labels, index]) standard_deviation(input[, labels, index]) sum(input[, labels, index]) variance(input[, labels, index]) watershed_ift(input, markers[, structure, ...]) Calculate the center of mass of the values of an array at labels. Calculate the minimums and maximums of the values of an array at labels, along with their positions. Find objects in a labeled array. Calculate the histogram of the values of an array, optionally at labels. Label features in an array. Calculate the maximum of the values of an array over labeled regions. Find the positions of the maximums of the values of an array at labels. Calculate the mean of the values of an array at labels. Calculate the minimum of the values of an array over labeled regions. Find the positions of the minimums of the values of an array at labels. Calculate the standard deviation of the values of an n-D image array, Calculate the sum of the values of the array. Calculate the variance of the values of an n-D image array, optionally at Apply watershed from markers using a iterative forest transform algorithm.

scipy.ndimage.measurements.center_of_mass(input, labels=None, index=None) Calculate the center of mass of the values of an array at labels. Parameters input : ndarray Data from which to calculate center-of-mass. labels : ndarray, optional Labels for objects in input, as generated by ndimage.labels. Dimensions must be the same as input. index : int or sequence of ints, optional Labels for which to calculate centers-of-mass. If not specied, all labels greater than zero are used. Returns centerofmass : tuple, or list of tuples Co-ordinates of centers-of-masses. Examples
>>> a = np.array(([0,0,0,0], [0,1,1,0], [0,1,1,0],

4.12. Multi-dimensional image processing (scipy.ndimage)

341

SciPy Reference Guide, Release 0.10.0rc1

[0,1,1,0])) >>> from scipy import ndimage >>> ndimage.measurements.center_of_mass(a) (2.0, 1.5)

Calculation of multiple objects in an image


>>> b = np.array(([0,1,1,0], [0,1,0,0], [0,0,0,0], [0,0,1,1], [0,0,1,1])) >>> lbl = ndimage.label(b)[0] >>> ndimage.measurements.center_of_mass(b, lbl, [1,2]) [(0.33333333333333331, 1.3333333333333333), (3.5, 2.5)]

scipy.ndimage.measurements.extrema(input, labels=None, index=None) Calculate the minimums and maximums of the values of an array at labels, along with their positions. Parameters input : ndarray Nd-image data to process. labels : ndarray, optional Labels of features in input. If not None, must be same shape as input. index : int or sequence of ints, optional Labels to include in output. If None (default), all values where non-zero labels are used. Returns minimums, maximums : int or ndarray Values of minimums and maximums in each feature. min_positions, max_positions : tuple or list of tuples Each tuple gives the n-D coordinates of the corresponding minimum or maximum. See Also: maximum, minimum, maximum_position, minimum_position, center_of_mass Examples
>>> a = np.array([[1, 2, 0, 0], [5, 3, 0, 4], [0, 0, 0, 7], [9, 3, 0, 0]]) >>> from scipy import ndimage >>> ndimage.extrema(a) (0, 9, (0, 2), (3, 0))

Features to process can be specied using labels and index:


>>> lbl, nlbl = ndimage.label(a) >>> ndimage.extrema(a, lbl, index=np.arange(1, nlbl+1)) (array([1, 4, 3]), array([5, 7, 9]),

342

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

[(0.0, 0.0), (1.0, 3.0), (3.0, 1.0)], [(1.0, 0.0), (2.0, 3.0), (3.0, 0.0)])

If no index is given, non-zero labels are processed:


>>> ndimage.extrema(a, lbl) (1, 9, (0, 0), (3, 0))

scipy.ndimage.measurements.find_objects(input, max_label=0) Find objects in a labeled array. Parameters input : ndarray of ints Array containing objects dened by different labels. max_label : int, optional Maximum label to be searched for in input. If max_label is not given, the positions of all objects are returned. Returns object_slices : list of slices A list of slices, one for the extent of each labeled object. Slices correspond to the minimal parallelepiped that contains the object. If a number is missing, None is returned instead of a slice. See Also: label, center_of_mass Notes This function is very useful for isolating a volume of interest inside a 3-D array, that cannot be seen through. Examples
>>> a = np.zeros((6,6), dtype=np.int) >>> a[2:4, 2:4] = 1 >>> a[4, 4] = 1 >>> a[:2, :3] = 2 >>> a[0, 5] = 3 >>> a array([[2, 2, 2, 0, 0, 3], [2, 2, 2, 0, 0, 0], [0, 0, 1, 1, 0, 0], [0, 0, 1, 1, 0, 0], [0, 0, 0, 0, 1, 0], [0, 0, 0, 0, 0, 0]]) >>> ndimage.find_objects(a) [(slice(2, 5, None), slice(2, 5, None)), (slice(0, 2, None), slice(0, 3, None)), (slice(0, 1, >>> ndimage.find_objects(a, max_label=2) [(slice(2, 5, None), slice(2, 5, None)), (slice(0, 2, None), slice(0, 3, None))] >>> ndimage.find_objects(a == 1, max_label=2) [(slice(2, 5, None), slice(2, 5, None)), None]

scipy.ndimage.measurements.histogram(input, min, max, bins, labels=None, index=None) Calculate the histogram of the values of an array, optionally at labels. Histogram calculates the frequency of values in an array within bins determined by min, max, and bins. Labels and index can limit the scope of the histogram to specied sub-regions within the array. 4.12. Multi-dimensional image processing (scipy.ndimage) 343

SciPy Reference Guide, Release 0.10.0rc1

Parameters input : array_like Data for which to calculate histogram. min, max : int Minimum and maximum values of range of histogram bins. bins : int Number of bins. labels : array_like, optional Labels for objects in input. If not None, must be same shape as input. index : int or sequence of ints, optional Label or labels for which to calculate histogram. If None, all values where label is greater than zero are used Returns hist : ndarray Histogram counts. Examples
>>> a = np.array([[ 0. , 0.2146, 0.5962, 0. ], [ 0. , 0.7778, 0. , 0. ], [ 0. , 0. , 0. , 0. ], [ 0. , 0. , 0.7181, 0.2787], [ 0. , 0. , 0.6573, 0.3094]]) >>> from scipy import ndimage >>> ndimage.measurements.histogram(a, 0, 1, 10) array([13, 0, 2, 1, 0, 1, 1, 2, 0, 0])

With labels and no indices, non-zero elements are counted:


>>> lbl, nlbl = ndimage.label(a) >>> ndimage.measurements.histogram(a, 0, 1, 10, lbl) array([0, 0, 2, 1, 0, 1, 1, 2, 0, 0])

Indices can be used to count only certain objects:


>>> ndimage.measurements.histogram(a, 0, 1, 10, lbl, 2) array([0, 0, 1, 1, 0, 0, 1, 1, 0, 0])

scipy.ndimage.measurements.label(input, structure=None, output=None) Label features in an array. Parameters input : array_like An array-like object to be labeled. Any non-zero values in input are counted as features and zero values are considered the background. structure : array_like, optional A structuring element that denes feature connections. structure must be symmetric. If no structuring element is provided, one is automatically generated with a squared connectivity equal to one. That is, for a 2-D input array, the default structuring element is:

344

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

[[0,1,0], [1,1,1], [0,1,0]]

output : (None, data-type, array_like), optional If output is a data type, it species the type of the resulting labeled feature array If output is an array-like object, then output will be updated with the labeled features from this function Returns labeled_array : array_like An array-like object where each unique feature has a unique value num_features : int How many objects were found If output is None or a data type, this function returns a tuple, : (labeled_array, num_features). : If output is an array, then it will be updated with values in : labeled_array and only num_features will be returned by this function. : See Also: find_objects generate a list of slices for the labeled features (or objects); useful for nding features position or dimensions Examples Create an image with some features, then label it using the default (cross-shaped) structuring element:
>>> a = array([[0,0,1,1,0,0], ... [0,0,0,1,0,0], ... [1,1,0,0,1,0], ... [0,0,0,1,0,0]]) >>> labeled_array, num_features = label(a)

Each of the 4 features are labeled with a different integer:


>>> print num_features 4 >>> print labeled_array array([[0, 0, 1, 1, 0, 0], [0, 0, 0, 1, 0, 0], [2, 2, 0, 0, 3, 0], [0, 0, 0, 4, 0, 0]])

Generate a structuring element that will consider features connected even if they touch diagonally:
>>> s = generate_binary_structure(2,2)

or,
>>> s = [[1,1,1], [1,1,1], [1,1,1]]

4.12. Multi-dimensional image processing (scipy.ndimage)

345

SciPy Reference Guide, Release 0.10.0rc1

Label the image using the new structuring element:


>>> labeled_array, num_features = label(a, structure=s)

Show the 2 labeled features (note that features 1, 3, and 4 from above are now considered a single feature):
>>> print num_features 2 >>> print labeled_array array([[0, 0, 1, 1, 0, 0], [0, 0, 0, 1, 0, 0], [2, 2, 0, 0, 1, 0], [0, 0, 0, 1, 0, 0]])

scipy.ndimage.measurements.maximum(input, labels=None, index=None) Calculate the maximum of the values of an array over labeled regions. Parameters input : array_like Array_like of values. For each region specied by labels, the maximal values of input over the region is computed. labels : array_like, optional An array of integers marking different regions over which the maximum value of input is to be computed. labels must have the same shape as input. If labels is not specied, the maximum over the whole array is returned. index : array_like, optional A list of region labels that are taken into account for computing the maxima. If index is None, the maximum over all elements where labels is non-zero is returned. Returns output : oat or list of oats List of maxima of input over the regions determined by labels and whose index is in index. If index or labels are not specied, a oat is returned: the maximal value of input if labels is None, and the maximal value of elements where labels is greater than zero if index is None. See Also: label, minimum, median, standard_deviation Notes The function returns a Python list and not a Numpy array, use np.array to convert the list to an array. Examples
>>> a = np.arange(16).reshape((4,4)) >>> a array([[ 0, 1, 2, 3], [ 4, 5, 6, 7], [ 8, 9, 10, 11], [12, 13, 14, 15]]) >>> labels = np.zeros_like(a) >>> labels[:2,:2] = 1 >>> labels[2:, 1:3] = 2

maximum_position,

extrema,

sum,

mean,

variance,

346

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> labels array([[1, 1, 0, 0], [1, 1, 0, 0], [0, 2, 2, 0], [0, 2, 2, 0]]) >>> from scipy import ndimage >>> ndimage.maximum(a) 15.0 >>> ndimage.maximum(a, labels=labels, index=[1,2]) [5.0, 14.0] >>> ndimage.maximum(a, labels=labels) 14.0 >>> b = np.array([[1, 2, 0, 0], [5, 3, 0, 4], [0, 0, 0, 7], [9, 3, 0, 0]]) >>> labels, labels_nb = ndimage.label(b) >>> labels array([[1, 1, 0, 0], [1, 1, 0, 2], [0, 0, 0, 2], [3, 3, 0, 0]]) >>> ndimage.maximum(b, labels=labels, index=np.arange(1, labels_nb + 1)) [5.0, 7.0, 9.0]

scipy.ndimage.measurements.maximum_position(input, labels=None, index=None) Find the positions of the maximums of the values of an array at labels. Labels must be None or an array of the same dimensions as the input. Index must be None, a single label or sequence of labels. If none, all values where label is greater than zero are used. scipy.ndimage.measurements.mean(input, labels=None, index=None) Calculate the mean of the values of an array at labels. Parameters input : array_like Array on which to compute the mean of elements over distinct regions. labels : array_like, optional Array of labels of same shape, or broadcastable to the same shape as input. All elements sharing the same label form one region over which the mean of the elements is computed. index : int or sequence of ints, optional Labels of the objects over which the mean is to be computed. Default is None, in which case the mean for all values where label is greater than 0 is calculated. Returns out : list Sequence of same length as index, with the mean of the different regions labeled by the labels in index. See Also:

4.12. Multi-dimensional image processing (scipy.ndimage)

347

SciPy Reference Guide, Release 0.10.0rc1

ndimage.variance, ndimage.standard_deviation, ndimage.maximum, ndimage.sum, ndimage.label Examples


>>> a = np.arange(25).reshape((5,5)) >>> labels = np.zeros_like(a) >>> labels[3:5,3:5] = 1 >>> index = np.unique(labels) >>> labels array([[0, 0, 0, 0, 0], [0, 0, 0, 0, 0], [0, 0, 0, 0, 0], [0, 0, 0, 1, 1], [0, 0, 0, 1, 1]]) >>> index array([0, 1]) >>> ndimage.mean(a, labels=labels, index=index) [10.285714285714286, 21.0]

ndimage.minimum,

scipy.ndimage.measurements.minimum(input, labels=None, index=None) Calculate the minimum of the values of an array over labeled regions. Parameters input: array_like : Array_like of values. For each region specied by labels, the minimal values of input over the region is computed. labels: array_like, optional : An array_like of integers marking different regions over which the minimum value of input is to be computed. labels must have the same shape as input. If labels is not specied, the minimum over the whole array is returned. index: array_like, optional : A list of region labels that are taken into account for computing the minima. If index is None, the minimum over all elements where labels is non-zero is returned. Returns output : oat or list of oats List of minima of input over the regions determined by labels and whose index is in index. If index or labels are not specied, a oat is returned: the minimal value of input if labels is None, and the minimal value of elements where labels is greater than zero if index is None. See Also: label, maximum, median, standard_deviation Notes The function returns a Python list and not a Numpy array, use np.array to convert the list to an array. Examples
>>> a = np.array([[1, 2, 0, 0], ... [5, 3, 0, 4], ... [0, 0, 0, 7],

minimum_position,

extrema,

sum,

mean,

variance,

348

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

... [9, 3, 0, 0]]) >>> labels, labels_nb = ndimage.label(a) >>> labels array([[1, 1, 0, 0], [1, 1, 0, 2], [0, 0, 0, 2], [3, 3, 0, 0]]) >>> ndimage.minimum(a, labels=labels, index=np.arange(1, labels_nb + 1)) [1.0, 4.0, 3.0] >>> ndimage.minimum(a) 0.0 >>> ndimage.minimum(a, labels=labels) 1.0

scipy.ndimage.measurements.minimum_position(input, labels=None, index=None) Find the positions of the minimums of the values of an array at labels. Labels must be None or an array of the same dimensions as the input. Index must be None, a single label or sequence of labels. If none, all values where label is greater than zero are used. scipy.ndimage.measurements.standard_deviation(input, labels=None, index=None) Calculate the standard deviation of the values of an n-D image array, optionally at specied sub-regions. Parameters input : array_like Nd-image data to process. labels : array_like, optional Labels to identify sub-regions in input. If not None, must be same shape as input. index : int or sequence of ints, optional labels to include in output. If None (default), all values where labels is non-zero are used. Returns std : oat or ndarray Values of standard deviation, for each sub-region if labels and index are specied. See Also: label, variance, maximum, minimum, extrema Examples
>>> a = np.array([[1, 2, 0, 0], [5, 3, 0, 4], [0, 0, 0, 7], [9, 3, 0, 0]]) >>> from scipy import ndimage >>> ndimage.standard_deviation(a) 2.7585095613392387

Features to process can be specied using labels and index:


>>> lbl, nlbl = ndimage.label(a) >>> ndimage.standard_deviation(a, lbl, index=np.arange(1, nlbl+1)) array([ 1.479, 1.5 , 3. ])

4.12. Multi-dimensional image processing (scipy.ndimage)

349

SciPy Reference Guide, Release 0.10.0rc1

If no index is given, non-zero labels are processed:


>>> ndimage.standard_deviation(a, lbl) 2.4874685927665499

scipy.ndimage.measurements.sum(input, labels=None, index=None) Calculate the sum of the values of the array. Parameters input : array_like Values of input inside the regions dened by labels are summed together. labels : array_like of ints, optional Assign labels to the values of the array. Has to have the same shape as input. index : scalar or array_like, optional A single label number or a sequence of label numbers of the objects to be measured. Returns output : list A list of the sums of the values of input inside the regions dened by labels. See Also: mean, median Examples
>>> input = [0,1,2,3] >>> labels = [1,1,2,2] >>> sum(input, labels, index=[1,2]) [1.0, 5.0]

scipy.ndimage.measurements.variance(input, labels=None, index=None) Calculate the variance of the values of an n-D image array, optionally at specied sub-regions. Parameters input : array_like Nd-image data to process. labels : array_like, optional Labels dening sub-regions in input. If not None, must be same shape as input. index : int or sequence of ints, optional labels to include in output. If None (default), all values where labels is non-zero are used. Returns vars : oat or ndarray Values of variance, for each sub-region if labels and index are specied. See Also: label, standard_deviation, maximum, minimum, extrema

350

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> a = np.array([[1, 2, 0, 0], [5, 3, 0, 4], [0, 0, 0, 7], [9, 3, 0, 0]]) >>> from scipy import ndimage >>> ndimage.variance(a) 7.609375

Features to process can be specied using labels and index:


>>> lbl, nlbl = ndimage.label(a) >>> ndimage.variance(a, lbl, index=np.arange(1, nlbl+1)) array([ 2.1875, 2.25 , 9. ])

If no index is given, all non-zero labels are processed:


>>> ndimage.variance(a, lbl) 6.1875

scipy.ndimage.measurements.watershed_ift(input, markers, structure=None, output=None) Apply watershed from markers using a iterative forest transform algorithm. Negative markers are considered background markers which are processed after the other markers. A structuring element dening the connectivity of the object can be provided. If none is provided, an element is generated with a squared connectivity equal to one. An output array can optionally be provided.

4.12. Multi-dimensional image processing (scipy.ndimage)

351

SciPy Reference Guide, Release 0.10.0rc1

4.12.5 Morphology scipy.ndimage.morphology


binary_closing(input[, Multi-dimensional binary closing with the given structuring element. structure, ...]) binary_dilation(input[, Multi-dimensional binary dilation with the given structuring element. structure, ...]) binary_erosion(input[, Multi-dimensional binary erosion with a given structuring element. structure, ...]) binary_fill_holes(input[, Fill the holes in binary objects. structure, ...]) binary_hit_or_miss(input[, Multi-dimensional binary hit-or-miss transform. structure1, ...]) binary_opening(input[, Multi-dimensional binary opening with the given structuring element. structure, ...]) binary_propagation(input[, Multi-dimensional binary propagation with the given structuring element. structure, mask, ...]) black_tophat(input[, size, Multi-dimensional black tophat lter. footprint, ...]) distance_transform_bf(input[,Distance transform function by a brute force algorithm. metric, ...]) distance_transform_cdt(input[, Distance transform for chamfer type of transforms. metric, ...]) distance_transform_edt(input[, Exact euclidean distance transform. sampling, ...]) generate_binary_structure(rank, Generate a binary structure for binary morphological operations. connectivity) grey_closing(input[, size, Multi-dimensional greyscale closing. footprint, ...]) grey_dilation(input[, size, Calculate a greyscale dilation, using either a structuring element, or a footprint, ...]) footprint corresponding to a at structuring element. grey_erosion(input[, size, Calculate a greyscale erosion, using either a structuring element, or a footprint, ...]) footprint corresponding to a at structuring element. grey_opening(input[, size, Multi-dimensional greyscale opening. footprint, ...]) iterate_structure(structure, Iterate a structure by dilating it with itself. iterations[, ...]) morphological_gradient(input[, Multi-dimensional morphological gradient. size, ...]) morphological_laplace(input[,Multi-dimensional morphological laplace. size, ...]) white_tophat(input[, size, Multi-dimensional white tophat lter. footprint, ...]) scipy.ndimage.morphology.binary_closing(input, structure=None, iterations=1, output=None, origin=0) Multi-dimensional binary closing with the given structuring element. The closing of an input image by a structuring element is the erosion of the dilation of the image by the structuring element. Parameters input : array_like Binary array_like to be closed. Non-zero (True) elements form the subset to be closed.

352

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

structure : array_like, optional Structuring element used for the closing. Non-zero elements are considered True. If no structuring element is provided an element is generated with a square connectivity equal to one (i.e., only nearest neighbors are connected to the center, diagonallyconnected elements are not considered neighbors). iterations : {int, oat}, optional The dilation step of the closing, then the erosion step are each repeated iterations times (one, by default). If iterations is less than 1, each operations is repeated until the result does not change anymore. output : ndarray, optional Array of the same shape as input, into which the output is placed. By default, a new array is created. origin : int or tuple of ints, optional Placement of the lter, by default 0. Returns out : ndarray of bools Closing of the input by the structuring element. See Also: grey_closing, binary_opening, generate_binary_structure Notes Closing [R33] is a mathematical morphology operation [R34] that consists in the succession of a dilation and an erosion of the input with the same structuring element. Closing therefore lls holes smaller than the structuring element. Together with opening (binary_opening), closing can be used for noise removal. References [R33], [R34] Examples
>>> a = np.zeros((5,5), dtype=np.int) >>> a[1:-1, 1:-1] = 1; a[2,2] = 0 >>> a array([[0, 0, 0, 0, 0], [0, 1, 1, 1, 0], [0, 1, 0, 1, 0], [0, 1, 1, 1, 0], [0, 0, 0, 0, 0]]) >>> # Closing removes small holes >>> ndimage.binary_closing(a).astype(np.int) array([[0, 0, 0, 0, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 0, 0, 0, 0]]) >>> # Closing is the erosion of the dilation of the input >>> ndimage.binary_dilation(a).astype(np.int)

binary_dilation,

binary_erosion,

4.12. Multi-dimensional image processing (scipy.ndimage)

353

SciPy Reference Guide, Release 0.10.0rc1

array([[0, 1, 1, 1, 0], [1, 1, 1, 1, 1], [1, 1, 1, 1, 1], [1, 1, 1, 1, 1], [0, 1, 1, 1, 0]]) >>> ndimage.binary_erosion(ndimage.binary_dilation(a)).astype(np.int) array([[0, 0, 0, 0, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 0, 0, 0, 0]]) >>> a = np.zeros((7,7), dtype=np.int) >>> a[1:6, 2:5] = 1; a[1:3,3] = 0 >>> a array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 0, 1, 0, 0], [0, 0, 1, 0, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> # In addition to removing holes, closing can also >>> # coarsen boundaries with fine hollows. >>> ndimage.binary_closing(a).astype(np.int) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 0, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.binary_closing(a, structure=np.ones((2,2))).astype(np.int) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 0, 0, 0, 0, 0]])

scipy.ndimage.morphology.binary_dilation(input, structure=None, iterations=1, mask=None, output=None, border_value=0, origin=0, brute_force=False) Multi-dimensional binary dilation with the given structuring element. Parameters input : array_like Binary array_like to be dilated. Non-zero (True) elements form the subset to be dilated. structure : array_like, optional Structuring element used for the dilation. Non-zero elements are considered True. If no structuring element is provided an element is generated with a square connectivity equal to one. iterations : {int, oat}, optional

354

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The dilation is repeated iterations times (one, by default). If iterations is less than 1, the dilation is repeated until the result does not change anymore. mask : array_like, optional If a mask is given, only those elements with a True value at the corresponding mask element are modied at each iteration. output : ndarray, optional Array of the same shape as input, into which the output is placed. By default, a new array is created. origin : int or tuple of ints, optional Placement of the lter, by default 0. border_value : int (cast to 0 or 1) Value at the border in the output array. Returns out : ndarray of bools Dilation of the input by the structuring element. See Also: grey_dilation, binary_erosion, generate_binary_structure Notes Dilation [R35] is a mathematical morphology operation [R36] that uses a structuring element for expanding the shapes in an image. The binary dilation of an image by a structuring element is the locus of the points covered by the structuring element, when its center lies within the non-zero points of the image. References [R35], [R36] Examples
>>> a = np.zeros((5, 5)) >>> a[2, 2] = 1 >>> a array([[ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.]]) >>> ndimage.binary_dilation(a) array([[False, False, False, False, False], [False, False, True, False, False], [False, True, True, True, False], [False, False, True, False, False], [False, False, False, False, False]], dtype=bool) >>> ndimage.binary_dilation(a).astype(a.dtype) array([[ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 1., 1., 1., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.]])

binary_closing,

binary_opening,

4.12. Multi-dimensional image processing (scipy.ndimage)

355

SciPy Reference Guide, Release 0.10.0rc1

>>> # 3x3 structuring element with connectivity 1, used by default >>> struct1 = ndimage.generate_binary_structure(2, 1) >>> struct1 array([[False, True, False], [ True, True, True], [False, True, False]], dtype=bool) >>> # 3x3 structuring element with connectivity 2 >>> struct2 = ndimage.generate_binary_structure(2, 2) >>> struct2 array([[ True, True, True], [ True, True, True], [ True, True, True]], dtype=bool) >>> ndimage.binary_dilation(a, structure=struct1).astype(a.dtype) array([[ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 1., 1., 1., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.]]) >>> ndimage.binary_dilation(a, structure=struct2).astype(a.dtype) array([[ 0., 0., 0., 0., 0.], [ 0., 1., 1., 1., 0.], [ 0., 1., 1., 1., 0.], [ 0., 1., 1., 1., 0.], [ 0., 0., 0., 0., 0.]]) >>> ndimage.binary_dilation(a, structure=struct1,\ ... iterations=2).astype(a.dtype) array([[ 0., 0., 1., 0., 0.], [ 0., 1., 1., 1., 0.], [ 1., 1., 1., 1., 1.], [ 0., 1., 1., 1., 0.], [ 0., 0., 1., 0., 0.]])

scipy.ndimage.morphology.binary_erosion(input, structure=None, iterations=1, mask=None, output=None, border_value=0, origin=0, brute_force=False) Multi-dimensional binary erosion with a given structuring element. Binary erosion is a mathematical morphology operation used for image processing. Parameters input : array_like Binary image to be eroded. Non-zero (True) elements form the subset to be eroded. structure : array_like, optional Structuring element used for the erosion. Non-zero elements are considered True. If no structuring element is provided, an element is generated with a square connectivity equal to one. iterations : {int, oat}, optional The erosion is repeated iterations times (one, by default). If iterations is less than 1, the erosion is repeated until the result does not change anymore. mask : array_like, optional If a mask is given, only those elements with a True value at the corresponding mask element are modied at each iteration. output : ndarray, optional

356

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Array of the same shape as input, into which the output is placed. By default, a new array is created. origin: int or tuple of ints, optional : Placement of the lter, by default 0. border_value: int (cast to 0 or 1) : Value at the border in the output array. Returns out: ndarray of bools : Erosion of the input by the structuring element. See Also: grey_erosion, binary_dilation, generate_binary_structure Notes Erosion [R37] is a mathematical morphology operation [R38] that uses a structuring element for shrinking the shapes in an image. The binary erosion of an image by a structuring element is the locus of the points where a superimposition of the structuring element centered on the point is entirely contained in the set of non-zero elements of the image. References [R37], [R38] Examples
>>> a = np.zeros((7,7), dtype=np.int) >>> a[1:6, 2:5] = 1 >>> a array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.binary_erosion(a).astype(a.dtype) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 1, 0, 0, 0], [0, 0, 0, 1, 0, 0, 0], [0, 0, 0, 1, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> #Erosion removes objects smaller than the structure >>> ndimage.binary_erosion(a, structure=np.ones((5,5))).astype(a.dtype) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0]])

binary_closing,

binary_opening,

4.12. Multi-dimensional image processing (scipy.ndimage)

357

SciPy Reference Guide, Release 0.10.0rc1

scipy.ndimage.morphology.binary_fill_holes(input, structure=None, output=None, origin=0) Fill the holes in binary objects. Parameters input: array_like : n-dimensional binary array with holes to be lled structure: array_like, optional : Structuring element used in the computation; large-size elements make computations faster but may miss holes separated from the background by thin regions. The default element (with a square connectivity equal to one) yields the intuitive result where all holes in the input have been lled. output: ndarray, optional : Array of the same shape as input, into which the output is placed. By default, a new array is created. origin: int, tuple of ints, optional : Position of the structuring element. Returns out: ndarray : Transformation of the initial image input where holes have been lled. See Also: binary_dilation, binary_propagation, label Notes The algorithm used in this function consists in invading the complementary of the shapes in input from the outer boundary of the image, using binary dilations. Holes are not connected to the boundary and are therefore not invaded. The result is the complementary subset of the invaded region. References [R39] Examples
>>> a = np.zeros((5, 5), dtype=int) >>> a[1:4, 1:4] = 1 >>> a[2,2] = 0 >>> a array([[0, 0, 0, 0, 0], [0, 1, 1, 1, 0], [0, 1, 0, 1, 0], [0, 1, 1, 1, 0], [0, 0, 0, 0, 0]]) >>> ndimage.binary_fill_holes(a).astype(int) array([[0, 0, 0, 0, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 0, 0, 0, 0]]) >>> # Too big structuring element >>> ndimage.binary_fill_holes(a, structure=np.ones((5,5))).astype(int)

358

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

array([[0, [0, [0, [0, [0,

0, 1, 1, 1, 0,

0, 1, 0, 1, 0,

0, 1, 1, 1, 0,

0], 0], 0], 0], 0]])

scipy.ndimage.morphology.binary_hit_or_miss(input, structure1=None, structure2=None, output=None, origin1=0, origin2=None) Multi-dimensional binary hit-or-miss transform. The hit-or-miss transform nds the locations of a given pattern inside the input image. Parameters input : array_like (cast to booleans) Binary image where a pattern is to be detected. structure1 : array_like (cast to booleans), optional Part of the structuring element to be tted to the foreground (non-zero elements) of input. If no value is provided, a structure of square connectivity 1 is chosen. structure2 : array_like (cast to booleans), optional Second part of the structuring element that has to miss completely the foreground. If no value is provided, the complementary of structure1 is taken. output : ndarray, optional Array of the same shape as input, into which the output is placed. By default, a new array is created. origin1 : int or tuple of ints, optional Placement of the rst part of the structuring element structure1, by default 0 for a centered structure. origin2 : int or tuple of ints, optional Placement of the second part of the structuring element structure2, by default 0 for a centered structure. If a value is provided for origin1 and not for origin2, then origin2 is set to origin1. Returns output : ndarray Hit-or-miss transform of input with the given structuring element (structure1, structure2). See Also: ndimage.morphology, binary_erosion References [R40] Examples
>>> a = np.zeros((7,7), dtype=np.int) >>> a[1, 1] = 1; a[2:4, 2:4] = 1; a[4:6, 4:6] = 1 >>> a array([[0, 0, 0, 0, 0, 0, 0], [0, 1, 0, 0, 0, 0, 0],

4.12. Multi-dimensional image processing (scipy.ndimage)

359

SciPy Reference Guide, Release 0.10.0rc1

[0, 0, 1, 1, 0, 0, 0], [0, 0, 1, 1, 0, 0, 0], [0, 0, 0, 0, 1, 1, 0], [0, 0, 0, 0, 1, 1, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> structure1 = np.array([[1, 0, 0], [0, 1, 1], [0, 1, 1]]) >>> structure1 array([[1, 0, 0], [0, 1, 1], [0, 1, 1]]) >>> # Find the matches of structure1 in the array a >>> ndimage.binary_hit_or_miss(a, structure1=structure1).astype(np.int) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 1, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> # Change the origin of the filter >>> # origin1=1 is equivalent to origin1=(1,1) here >>> ndimage.binary_hit_or_miss(a, structure1=structure1,\ ... origin1=1).astype(np.int) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 1, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 1, 0], [0, 0, 0, 0, 0, 0, 0]])

scipy.ndimage.morphology.binary_opening(input, structure=None, iterations=1, output=None, origin=0) Multi-dimensional binary opening with the given structuring element. The opening of an input image by a structuring element is the dilation of the erosion of the image by the structuring element. Parameters input : array_like Binary array_like to be opened. Non-zero (True) elements form the subset to be opened. structure : array_like, optional Structuring element used for the opening. Non-zero elements are considered True. If no structuring element is provided an element is generated with a square connectivity equal to one (i.e., only nearest neighbors are connected to the center, diagonallyconnected elements are not considered neighbors). iterations : {int, oat}, optional The erosion step of the opening, then the dilation step are each repeated iterations times (one, by default). If iterations is less than 1, each operation is repeated until the result does not change anymore. output : ndarray, optional Array of the same shape as input, into which the output is placed. By default, a new array is created. 360 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

origin : int or tuple of ints, optional Placement of the lter, by default 0. Returns out : ndarray of bools Opening of the input by the structuring element. See Also: grey_opening, binary_closing, generate_binary_structure Notes Opening [R41] is a mathematical morphology operation [R42] that consists in the succession of an erosion and a dilation of the input with the same structuring element. Opening therefore removes objects smaller than the structuring element. Together with closing (binary_closing), opening can be used for noise removal. References [R41], [R42] Examples
>>> a = np.zeros((5,5), dtype=np.int) >>> a[1:4, 1:4] = 1; a[4, 4] = 1 >>> a array([[0, 0, 0, 0, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 0, 0, 0, 1]]) >>> # Opening removes small objects >>> ndimage.binary_opening(a, structure=np.ones((3,3))).astype(np.int) array([[0, 0, 0, 0, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 1, 1, 1, 0], [0, 0, 0, 0, 0]]) >>> # Opening can also smooth corners >>> ndimage.binary_opening(a).astype(np.int) array([[0, 0, 0, 0, 0], [0, 0, 1, 0, 0], [0, 1, 1, 1, 0], [0, 0, 1, 0, 0], [0, 0, 0, 0, 0]]) >>> # Opening is the dilation of the erosion of the input >>> ndimage.binary_erosion(a).astype(np.int) array([[0, 0, 0, 0, 0], [0, 0, 0, 0, 0], [0, 0, 1, 0, 0], [0, 0, 0, 0, 0], [0, 0, 0, 0, 0]]) >>> ndimage.binary_dilation(ndimage.binary_erosion(a)).astype(np.int) array([[0, 0, 0, 0, 0], [0, 0, 1, 0, 0], [0, 1, 1, 1, 0],

binary_erosion,

binary_dilation,

4.12. Multi-dimensional image processing (scipy.ndimage)

361

SciPy Reference Guide, Release 0.10.0rc1

[0, 0, 1, 0, 0], [0, 0, 0, 0, 0]])

scipy.ndimage.morphology.binary_propagation(input, structure=None, mask=None, output=None, border_value=0, origin=0) Multi-dimensional binary propagation with the given structuring element. Parameters input : array_like Binary image to be propagated inside mask. structure : array_like Structuring element used in the successive dilations. The output may depend on the structuring element, especially if mask has several connex components. If no structuring element is provided, an element is generated with a squared connectivity equal to one. mask : array_like Binary mask dening the region into which input is allowed to propagate. output : ndarray, optional Array of the same shape as input, into which the output is placed. By default, a new array is created. origin : int or tuple of ints, optional Placement of the lter, by default 0. Returns ouput : ndarray Binary propagation of input inside mask. Notes This function is functionally equivalent to calling binary_dilation with the number of iterations less then one: iterative dilation until the result does not change anymore. The succession of an erosion and propagation inside the original image can be used instead of an opening for deleting small objects while keeping the contours of larger objects untouched. References [R43], [R44] Examples
>>> input = np.zeros((8, 8), dtype=np.int) >>> input[2, 2] = 1 >>> mask = np.zeros((8, 8), dtype=np.int) >>> mask[1:4, 1:4] = mask[4, 4] = mask[6:8, 6:8] = 1 >>> input array([[0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0],

362

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

[0, 0, 0, 0, 0, 0, 0, 0]]) >>> mask array([[0, 0, 0, 0, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 0, 0, 0, 1, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 1, 1], [0, 0, 0, 0, 0, 0, 1, 1]]) >>> ndimage.binary_propagation(input, mask=mask).astype(np.int) array([[0, 0, 0, 0, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.binary_propagation(input, mask=mask,\ ... structure=np.ones((3,3))).astype(np.int) array([[0, 0, 0, 0, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 1, 1, 1, 0, 0, 0, 0], [0, 0, 0, 0, 1, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0, 0]]) >>> # Comparison between opening and erosion+propagation >>> a = np.zeros((6,6), dtype=np.int) >>> a[2:5, 2:5] = 1; a[0, 0] = 1; a[5, 5] = 1 >>> a array([[1, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0], [0, 0, 1, 1, 1, 0], [0, 0, 1, 1, 1, 0], [0, 0, 1, 1, 1, 0], [0, 0, 0, 0, 0, 1]]) >>> ndimage.binary_opening(a).astype(np.int) array([[0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0], [0, 0, 0, 1, 0, 0], [0, 0, 1, 1, 1, 0], [0, 0, 0, 1, 0, 0], [0, 0, 0, 0, 0, 0]]) >>> b = ndimage.binary_erosion(a) >>> b.astype(int) array([[0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0], [0, 0, 0, 1, 0, 0], [0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0]]) >>> ndimage.binary_propagation(b, mask=a).astype(np.int) array([[0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0],

4.12. Multi-dimensional image processing (scipy.ndimage)

363

SciPy Reference Guide, Release 0.10.0rc1

[0, [0, [0, [0,

0, 0, 0, 0,

1, 1, 1, 0,

1, 1, 1, 0,

1, 1, 1, 0,

0], 0], 0], 0]])

scipy.ndimage.morphology.black_tophat(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional black tophat lter. Either a size or a footprint, or the structure must be provided. An output array can optionally be provided. The origin parameter controls the placement of the lter. The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. See Also: grey_opening, grey_closing References [R45], [R46] scipy.ndimage.morphology.distance_transform_bf(input, metric=euclidean, sampling=None, return_distances=True, return_indices=False, distances=None, indices=None) Distance transform function by a brute force algorithm. This function calculates the distance transform of the input, by replacing each background element (zero values), with its shortest distance to the foreground (any element non-zero). Three types of distance metric are supported: euclidean, taxicab and chessboard. In addition to the distance transform, the feature transform can be calculated. In this case the index of the closest background element is returned along the rst axis of the result. The return_distances, and return_indices ags can be used to indicate if the distance transform, the feature transform, or both must be returned. Optionally the sampling along each axis can be given by the sampling parameter which should be a sequence of length equal to the input rank, or a single number in which the sampling is assumed to be equal along all axes. This parameter is only used in the case of the euclidean distance transform. This function employs a slow brute force algorithm, see also the function distance_transform_cdt for more efcient taxicab and chessboard algorithms. the distances and indices arguments can be used to give optional output arrays that must be of the correct size and type (oat64 and int32). scipy.ndimage.morphology.distance_transform_cdt(input, metric=chessboard, return_distances=True, return_indices=False, distances=None, indices=None) Distance transform for chamfer type of transforms. The metric determines the type of chamfering that is done. If the metric is equal to taxicab a structure is generated using generate_binary_structure with a squared distance equal to 1. If the metric is equal to chessboard, a metric is generated using generate_binary_structure with a squared distance equal to the rank of the array. These choices correspond to the common interpretations of the taxicab and the chessboard distance metrics in two dimensions. In addition to the distance transform, the feature transform can be calculated. In this case the index of the closest background element is returned along the rst axis of the result.

364

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The return_distances, and return_indices ags can be used to indicate if the distance transform, the feature transform, or both must be returned. The distances and indices arguments can be used to give optional output arrays that must be of the correct size and type (both int32). scipy.ndimage.morphology.distance_transform_edt(input, sampling=None, return_distances=True, return_indices=False, distances=None, indices=None) Exact euclidean distance transform. In addition to the distance transform, the feature transform can be calculated. In this case the index of the closest background element is returned along the rst axis of the result. Parameters input : array_like Input data to transform. Can be any type but will be converted into binary: 1 wherever input equates to True, 0 elsewhere. sampling : oat or int, or sequence of same, optional Spacing of elements along each dimension. If a sequence, must be of length equal to the input rank; if a single number, this is used for all axes. If not specied, a grid spacing of unity is implied. return_distances : bool, optional Whether to return distance matrix. At least one of return_distances/return_indices must be True. Default is True. return_indices : bool, optional Whether to return indices matrix. Default is False. distance : ndarray, optional Used for output of distance array, must be of type oat64. indices : ndarray, optional Used for output of indices, must be of type int32. Returns result : ndarray or list of ndarray Either distance matrix, index matrix, or a list of the two, depending on return_x ags and distance and indices input parameters. Notes The euclidean distance transform gives values of the euclidean distance:
n y_i = sqrt(sum (x[i]-b[i])**2) i

where b[i] is the background point (value 0) with the smallest Euclidean distance to input points x[i], and n is the number of dimensions.

4.12. Multi-dimensional image processing (scipy.ndimage)

365

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> a = np.array(([0,1,1,1,1], [0,0,1,1,1], [0,1,1,1,1], [0,1,1,1,0], [0,1,1,0,0])) >>> from scipy import ndimage >>> ndimage.distance_transform_edt(a) array([[ 0. , 1. , 1.4142, 2.2361, [ 0. , 0. , 1. , 2. , [ 0. , 1. , 1.4142, 1.4142, [ 0. , 1. , 1.4142, 1. , [ 0. , 1. , 1. , 0. ,

3. 2. 1. 0. 0.

], ], ], ], ]])

With a sampling of 2 units along x, 1 along y:


>>> ndimage.distance_transform_edt(a, sampling=[2,1]) array([[ 0. , 1. , 2. , 2.8284, 3.6056], [ 0. , 0. , 1. , 2. , 3. ], [ 0. , 1. , 2. , 2.2361, 2. ], [ 0. , 1. , 2. , 1. , 0. ], [ 0. , 1. , 1. , 0. , 0. ]])

Asking for indices as well:


>>> edt, inds = ndimage.distance_transform_edt(a, return_indices=True) >>> inds array([[[0, 0, 1, 1, 3], [1, 1, 1, 1, 3], [2, 2, 1, 3, 3], [3, 3, 4, 4, 3], [4, 4, 4, 4, 4]], [[0, 0, 1, 1, 4], [0, 1, 1, 1, 4], [0, 0, 1, 4, 4], [0, 0, 3, 3, 4], [0, 0, 3, 3, 4]]])

With arrays provided for inplace outputs:


>>> indices = np.zeros(((np.rank(a),) + a.shape), dtype=np.int32) >>> ndimage.distance_transform_edt(a, return_indices=True, indices=indices) array([[ 0. , 1. , 1.4142, 2.2361, 3. ], [ 0. , 0. , 1. , 2. , 2. ], [ 0. , 1. , 1.4142, 1.4142, 1. ], [ 0. , 1. , 1.4142, 1. , 0. ], [ 0. , 1. , 1. , 0. , 0. ]]) >>> indices array([[[0, 0, 1, 1, 3], [1, 1, 1, 1, 3], [2, 2, 1, 3, 3], [3, 3, 4, 4, 3], [4, 4, 4, 4, 4]], [[0, 0, 1, 1, 4], [0, 1, 1, 1, 4], [0, 0, 1, 4, 4], [0, 0, 3, 3, 4], [0, 0, 3, 3, 4]]])

366

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.ndimage.morphology.generate_binary_structure(rank, connectivity) Generate a binary structure for binary morphological operations. Parameters rank : int Number of dimensions of the array to which the structuring element will be applied, as returned by np.ndim. connectivity : int connectivity determines which elements of the output array belong to the structure, i.e. are considered as neighbors of the central element. Elements up to a squared distance of connectivity from the center are considered neighbors. connectivity may range from 1 (no diagonal elements are neighbors) to rank (all elements are neighbors). Returns output : ndarray of bools Structuring element which may be used for binary morphological operations, with rank dimensions and all dimensions equal to 3. See Also: iterate_structure, binary_dilation, binary_erosion Notes generate_binary_structure can only create structuring elements with dimensions equal to 3, i.e. minimal dimensions. For larger structuring elements, that are useful e.g. for eroding large objects, one may either use iterate_structure, or create directly custom arrays with numpy functions such as numpy.ones. Examples
>>> struct = ndimage.generate_binary_structure(2, 1) >>> struct array([[False, True, False], [ True, True, True], [False, True, False]], dtype=bool) >>> a = np.zeros((5,5)) >>> a[2, 2] = 1 >>> a array([[ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.], [ 0., 0., 0., 0., 0.]]) >>> b = ndimage.binary_dilation(a, structure=struct).astype(a.dtype) >>> b array([[ 0., 0., 0., 0., 0.], [ 0., 0., 1., 0., 0.], [ 0., 1., 1., 1., 0.], [ 0., 0., 1., 0., 0.], [ 0., 0., 0., 0., 0.]]) >>> ndimage.binary_dilation(b, structure=struct).astype(a.dtype) array([[ 0., 0., 1., 0., 0.], [ 0., 1., 1., 1., 0.], [ 1., 1., 1., 1., 1.], [ 0., 1., 1., 1., 0.], [ 0., 0., 1., 0., 0.]])

4.12. Multi-dimensional image processing (scipy.ndimage)

367

SciPy Reference Guide, Release 0.10.0rc1

>>> struct = ndimage.generate_binary_structure(2, 2) >>> struct array([[ True, True, True], [ True, True, True], [ True, True, True]], dtype=bool) >>> struct = ndimage.generate_binary_structure(3, 1) >>> struct # no diagonal elements array([[[False, False, False], [False, True, False], [False, False, False]], [[False, True, False], [ True, True, True], [False, True, False]], [[False, False, False], [False, True, False], [False, False, False]]], dtype=bool)

scipy.ndimage.morphology.grey_closing(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional greyscale closing. A greyscale closing consists in the succession of a greyscale dilation, and a greyscale erosion. Parameters input : array_like Array over which the grayscale closing is to be computed. size : tuple of ints Shape of a at and full structuring element used for the grayscale closing. Optional if footprint is provided. footprint : array of ints, optional Positions of non-innite elements of a at structuring element used for the grayscale closing. structure : array of ints, optional Structuring element used for the grayscale closing. structure may be a non-at structuring element. output : array, optional An array used for storing the ouput of the closing may be provided. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0. origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 Returns output : ndarray Result of the grayscale closing of input with structure.

368

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

See Also: binary_closing, grey_dilation, generate_binary_structure Notes The action of a grayscale closing with a at structuring element amounts to smoothen deep local minima, whereas binary closing lls small holes. References [R47] Examples
>>> a = np.arange(36).reshape((6,6)) >>> a[3,3] = 0 >>> a array([[ 0, 1, 2, 3, 4, 5], [ 6, 7, 8, 9, 10, 11], [12, 13, 14, 15, 16, 17], [18, 19, 20, 0, 22, 23], [24, 25, 26, 27, 28, 29], [30, 31, 32, 33, 34, 35]]) >>> ndimage.grey_closing(a, size=(3,3)) array([[ 7, 7, 8, 9, 10, 11], [ 7, 7, 8, 9, 10, 11], [13, 13, 14, 15, 16, 17], [19, 19, 20, 20, 22, 23], [25, 25, 26, 27, 28, 29], [31, 31, 32, 33, 34, 35]]) >>> # Note that the local minimum a[3,3] has disappeared

grey_erosion,

grey_opening,

scipy.ndimage.morphology.grey_dilation(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) Calculate a greyscale dilation, using either a structuring element, or a footprint corresponding to a at structuring element. Grayscale dilation is a mathematical morphology operation. For the simple case of a full and at structuring element, it can be viewed as a maximum lter over a sliding window. Parameters input : array_like Array over which the grayscale dilation is to be computed. size : tuple of ints Shape of a at and full structuring element used for the grayscale dilation. Optional if footprint is provided. footprint : array of ints, optional Positions of non-innite elements of a at structuring element used for the grayscale dilation. Non-zero values give the set of neighbors of the center over which the maximum is chosen. structure : array of ints, optional Structuring element used for the grayscale dilation. structure may be a non-at structuring element.

4.12. Multi-dimensional image processing (scipy.ndimage)

369

SciPy Reference Guide, Release 0.10.0rc1

output : array, optional An array used for storing the ouput of the dilation may be provided. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0. origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 Returns output : ndarray Grayscale dilation of input. See Also: binary_dilation, grey_erosion, grey_closing, generate_binary_structure, ndimage.maximum_filter Notes The grayscale dilation of an image input by a structuring element s dened over a domain E is given by: (input+s)(x) = max {input(y) + s(x-y), for y in E} In particular, for structuring elements dened as s(y) = 0 for y in E, the grayscale dilation computes the maximum of the input image inside a sliding window dened by E. Grayscale dilation [R48] is a mathematical morphology operation [R49]. References [R48], [R49] Examples
>>> a = np.zeros((7,7), dtype=np.int) >>> a[2:5, 2:5] = 1 >>> a[4,4] = 2; a[2,3] = 3 >>> a array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 3, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 2, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.grey_dilation(a, size=(3,3)) array([[0, 0, 0, 0, 0, 0, 0], [0, 1, 3, 3, 3, 1, 0], [0, 1, 3, 3, 3, 1, 0], [0, 1, 3, 3, 3, 2, 0], [0, 1, 1, 2, 2, 2, 0], [0, 1, 1, 2, 2, 2, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.grey_dilation(a, footprint=np.ones((3,3)))

grey_opening,

370

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

array([[0, 0, 0, 0, 0, 0, 0], [0, 1, 3, 3, 3, 1, 0], [0, 1, 3, 3, 3, 1, 0], [0, 1, 3, 3, 3, 2, 0], [0, 1, 1, 2, 2, 2, 0], [0, 1, 1, 2, 2, 2, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> s = ndimage.generate_binary_structure(2,1) >>> s array([[False, True, False], [ True, True, True], [False, True, False]], dtype=bool) >>> ndimage.grey_dilation(a, footprint=s) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 3, 1, 0, 0], [0, 1, 3, 3, 3, 1, 0], [0, 1, 1, 3, 2, 1, 0], [0, 1, 1, 2, 2, 2, 0], [0, 0, 1, 1, 2, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.grey_dilation(a, size=(3,3), structure=np.ones((3,3))) array([[1, 1, 1, 1, 1, 1, 1], [1, 2, 4, 4, 4, 2, 1], [1, 2, 4, 4, 4, 2, 1], [1, 2, 4, 4, 4, 3, 1], [1, 2, 2, 3, 3, 3, 1], [1, 2, 2, 3, 3, 3, 1], [1, 1, 1, 1, 1, 1, 1]])

scipy.ndimage.morphology.grey_erosion(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) Calculate a greyscale erosion, using either a structuring element, or a footprint corresponding to a at structuring element. Grayscale erosion is a mathematical morphology operation. For the simple case of a full and at structuring element, it can be viewed as a minimum lter over a sliding window. Parameters input : array_like Array over which the grayscale erosion is to be computed. size : tuple of ints Shape of a at and full structuring element used for the grayscale erosion. Optional if footprint is provided. footprint : array of ints, optional Positions of non-innite elements of a at structuring element used for the grayscale erosion. Non-zero values give the set of neighbors of the center over which the minimum is chosen. structure : array of ints, optional Structuring element used for the grayscale erosion. structure may be a non-at structuring element. output : array, optional An array used for storing the ouput of the erosion may be provided.

4.12. Multi-dimensional image processing (scipy.ndimage)

371

SciPy Reference Guide, Release 0.10.0rc1

mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0. origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 Returns output : ndarray Grayscale erosion of input. See Also: binary_erosion, grey_dilation, grey_opening, generate_binary_structure, ndimage.minimum_filter Notes The grayscale erosion of an image input by a structuring element s dened over a domain E is given by: (input+s)(x) = min {input(y) - s(x-y), for y in E} In particular, for structuring elements dened as s(y) = 0 for y in E, the grayscale erosion computes the minimum of the input image inside a sliding window dened by E. Grayscale erosion [R50] is a mathematical morphology operation [R51]. References [R50], [R51] Examples
>>> a = np.zeros((7,7), dtype=np.int) >>> a[1:6, 1:6] = 3 >>> a[4,4] = 2; a[2,3] = 1 >>> a array([[0, 0, 0, 0, 0, 0, 0], [0, 3, 3, 3, 3, 3, 0], [0, 3, 3, 1, 3, 3, 0], [0, 3, 3, 3, 3, 3, 0], [0, 3, 3, 3, 2, 3, 0], [0, 3, 3, 3, 3, 3, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.grey_erosion(a, size=(3,3)) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 3, 2, 2, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> footprint = ndimage.generate_binary_structure(2, 1) >>> footprint array([[False, True, False], [ True, True, True],

grey_closing,

372

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

[False, True, False]], dtype=bool) >>> # Diagonally-connected elements are not considered neighbors >>> ndimage.grey_erosion(a, size=(3,3), footprint=footprint) array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 3, 1, 2, 0, 0], [0, 0, 3, 2, 2, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0]])

scipy.ndimage.morphology.grey_opening(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional greyscale opening. A greyscale opening consists in the succession of a greyscale erosion, and a greyscale dilation. Parameters input : array_like Array over which the grayscale opening is to be computed. size : tuple of ints Shape of a at and full structuring element used for the grayscale opening. Optional if footprint is provided. footprint : array of ints, optional Positions of non-innite elements of a at structuring element used for the grayscale opening. structure : array of ints, optional Structuring element used for the grayscale opening. structure may be a non-at structuring element. output : array, optional An array used for storing the ouput of the opening may be provided. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0. origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 Returns output : ndarray Result of the grayscale opening of input with structure. See Also: binary_opening, grey_dilation, generate_binary_structure grey_erosion, grey_closing,

4.12. Multi-dimensional image processing (scipy.ndimage)

373

SciPy Reference Guide, Release 0.10.0rc1

Notes The action of a grayscale opening with a at structuring element amounts to smoothen high local maxima, whereas binary opening erases small objects. References [R52] Examples
>>> a = np.arange(36).reshape((6,6)) >>> a[3, 3] = 50 >>> a array([[ 0, 1, 2, 3, 4, 5], [ 6, 7, 8, 9, 10, 11], [12, 13, 14, 15, 16, 17], [18, 19, 20, 50, 22, 23], [24, 25, 26, 27, 28, 29], [30, 31, 32, 33, 34, 35]]) >>> ndimage.grey_opening(a, size=(3,3)) array([[ 0, 1, 2, 3, 4, 4], [ 6, 7, 8, 9, 10, 10], [12, 13, 14, 15, 16, 16], [18, 19, 20, 22, 22, 22], [24, 25, 26, 27, 28, 28], [24, 25, 26, 27, 28, 28]]) >>> # Note that the local maximum a[3,3] has disappeared

scipy.ndimage.morphology.iterate_structure(structure, iterations, origin=None) Iterate a structure by dilating it with itself. Parameters structure : array_like Structuring element (an array of bools, for example), to be dilated with itself. iterations : int number of dilations performed on the structure with itself origin : optional If origin is None, only the iterated structure is returned. If not, a tuple of the iterated structure and the modied origin is returned. Returns output: ndarray of bools : A new structuring element obtained by dilating structure (iterations - 1) times with itself. See Also: generate_binary_structure Examples
>>> struct = ndimage.generate_binary_structure(2, 1) >>> struct.astype(int) array([[0, 1, 0], [1, 1, 1], [0, 1, 0]])

374

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> ndimage.iterate_structure(struct, 2).astype(int) array([[0, 0, 1, 0, 0], [0, 1, 1, 1, 0], [1, 1, 1, 1, 1], [0, 1, 1, 1, 0], [0, 0, 1, 0, 0]]) >>> ndimage.iterate_structure(struct, 3).astype(int) array([[0, 0, 0, 1, 0, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 1, 1, 1, 1, 1, 0], [1, 1, 1, 1, 1, 1, 1], [0, 1, 1, 1, 1, 1, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 0, 1, 0, 0, 0]])

scipy.ndimage.morphology.morphological_gradient(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional morphological gradient. The morphological gradient is calculated as the difference between a dilation and an erosion of the input with a given structuring element. Parameters input : array_like Array over which to compute the morphlogical gradient. size : tuple of ints Shape of a at and full structuring element used for the mathematical morphology operations. Optional if footprint is provided. A larger size yields a more blurred gradient. footprint : array of ints, optional Positions of non-innite elements of a at structuring element used for the morphology operations. Larger footprints give a more blurred morphological gradient. structure : array of ints, optional Structuring element used for the morphology operations. structure may be a non-at structuring element. output : array, optional An array used for storing the ouput of the morphological gradient may be provided. mode : {reect,constant,nearest,mirror, wrap}, optional The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. Default is reect cval : scalar, optional Value to ll past edges of input if mode is constant. Default is 0.0. origin : scalar, optional The origin parameter controls the placement of the lter. Default 0 Returns output : ndarray Morphological gradient of input. 4.12. Multi-dimensional image processing (scipy.ndimage) 375

SciPy Reference Guide, Release 0.10.0rc1

See Also: grey_dilation, grey_erosion, ndimage.gaussian_gradient_magnitude Notes For a at structuring element, the morphological gradient computed at a given point corresponds to the maximal difference between elements of the input among the elements covered by the structuring element centered on the point. References [R53] Examples
>>> a = np.zeros((7,7), dtype=np.int) >>> a[2:5, 2:5] = 1 >>> ndimage.morphological_gradient(a, size=(3,3)) array([[0, 0, 0, 0, 0, 0, 0], [0, 1, 1, 1, 1, 1, 0], [0, 1, 1, 1, 1, 1, 0], [0, 1, 1, 0, 1, 1, 0], [0, 1, 1, 1, 1, 1, 0], [0, 1, 1, 1, 1, 1, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> # The morphological gradient is computed as the difference >>> # between a dilation and an erosion >>> ndimage.grey_dilation(a, size=(3,3)) -\ ... ndimage.grey_erosion(a, size=(3,3)) array([[0, 0, 0, 0, 0, 0, 0], [0, 1, 1, 1, 1, 1, 0], [0, 1, 1, 1, 1, 1, 0], [0, 1, 1, 0, 1, 1, 0], [0, 1, 1, 1, 1, 1, 0], [0, 1, 1, 1, 1, 1, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> a = np.zeros((7,7), dtype=np.int) >>> a[2:5, 2:5] = 1 >>> a[4,4] = 2; a[2,3] = 3 >>> a array([[0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 1, 3, 1, 0, 0], [0, 0, 1, 1, 1, 0, 0], [0, 0, 1, 1, 2, 0, 0], [0, 0, 0, 0, 0, 0, 0], [0, 0, 0, 0, 0, 0, 0]]) >>> ndimage.morphological_gradient(a, size=(3,3)) array([[0, 0, 0, 0, 0, 0, 0], [0, 1, 3, 3, 3, 1, 0], [0, 1, 3, 3, 3, 1, 0], [0, 1, 3, 2, 3, 2, 0], [0, 1, 1, 2, 2, 2, 0], [0, 1, 1, 2, 2, 2, 0], [0, 0, 0, 0, 0, 0, 0]])

scipy.ndimage.morphology.morphological_laplace(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) 376 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Multi-dimensional morphological laplace. Either a size or a footprint, or the structure must be provided. An output array can optionally be provided. The origin parameter controls the placement of the lter. The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant. scipy.ndimage.morphology.white_tophat(input, size=None, footprint=None, structure=None, output=None, mode=reect, cval=0.0, origin=0) Multi-dimensional white tophat lter. Either a size or a footprint, or the structure must be provided. An output array can optionally be provided. The origin parameter controls the placement of the lter. The mode parameter determines how the array borders are handled, where cval is the value when mode is equal to constant.

4.12.6 Utility
imread(fname[, atten]) Load an image from le.

scipy.ndimage.imread(fname, atten=False) Load an image from le. Parameters fname : str Image le name, e.g. test.jpg. atten : bool, optional If true, convert the output to grey-scale. Default is False. Returns img_array : ndarray The different colour bands/channels are stored in the third dimension, such that a grey-image is MxN, an RGB-image MxNx3 and an RGBA-image MxNx4. Raises ImportError : If the Python Imaging Library (PIL) can not be imported.

4.13 Orthogonal distance regression (scipy.odr)


4.13.1 Package Content
odr(fcn, beta0, y, x[, we, wd, fjacb, ...]) ODR(data, model[, beta0, delta0, ixb, ...]) Data(x[, y, we, wd, x, meta]) Model(fcn[, fjacb, fjacd, extra_args, ...]) Output(output) RealData(x[, y, sx, sy, covx, covy, x, meta]) odr_error odr_stop The ODR class gathers all information and coordinates the running of the The Data class stores the data to t. The Model class stores information about the function you wish to t. The Output class stores the output of an ODR run. The RealData class stores the weightings as actual standard deviations

4.13. Orthogonal distance regression (scipy.odr)

377

SciPy Reference Guide, Release 0.10.0rc1

class scipy.odr.ODR(data, model, beta0=None, delta0=None, ixb=None, ixx=None, job=None, iprint=None, errle=None, rptle=None, ndigit=None, taufac=None, sstol=None, partol=None, maxit=None, stpb=None, stpd=None, sclb=None, scld=None, work=None, iwork=None) The ODR class gathers all information and coordinates the running of the main tting routine. Members of instances of the ODR class have the same names as the arguments to the initialization routine. Parameters data : Data class instance instance of the Data class model : Model class instance instance of the Model class beta0 : array_like of rank-1 a rank-1 sequence of initial parameter values. Optional if model provides an estimate function to estimate these values. delta0 : array_like of oats of rank-1, optional a (double-precision) oat array to hold the initial values of the errors in the input variables. Must be same shape as data.x ixb : array_like of ints of rank-1, optional sequence of integers with the same length as beta0 that determines which parameters are held xed. A value of 0 xes the parameter, a value > 0 makes the parameter free. ixx : array_like of ints with same shape as data.x, optional an array of integers with the same shape as data.x that determines which input observations are treated as xed. One can use a sequence of length m (the dimensionality of the input observations) to x some dimensions for all observations. A value of 0 xes the observation, a value > 0 makes it free. job : int, optional an integer telling ODRPACK what tasks to perform. See p. 31 of the ODRPACK Users Guide if you absolutely must set the value here. Use the method set_job post-initialization for a more readable interface. iprint : int, optional an integer telling ODRPACK what to print. See pp. 33-34 of the ODRPACK Users Guide if you absolutely must set the value here. Use the method set_iprint postinitialization for a more readable interface. errle : str, optional string with the lename to print ODRPACK errors to. Do Not Open This File Yourself! rptle : str, optional string with the lename to print ODRPACK summaries to. Do Not Open This File Yourself! ndigit : int, optional integer specifying the number of reliable digits in the computation of the function. taufac : oat, optional

378

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

oat specifying the initial trust region. The default value is 1. The initial trust region is equal to taufac times the length of the rst computed Gauss-Newton step. taufac must be less than 1. sstol : oat, optional oat specifying the tolerance for convergence based on the relative change in the sum-of-squares. The default value is eps**(1/2) where eps is the smallest value such that 1 + eps > 1 for double precision computation on the machine. sstol must be less than 1. partol : oat, optional oat specifying the tolerance for convergence based on the relative change in the estimated parameters. The default value is eps**(2/3) for explicit models and eps**(1/3) for implicit models. partol must be less than 1. maxit : int, optional integer specifying the maximum number of iterations to perform. For rst runs, maxit is the total number of iterations performed and defaults to 50. For restarts, maxit is the number of additional iterations to perform and defaults to 10. stpb : array_like, optional sequence (len(stpb) == len(beta0)) of relative step sizes to compute nite difference derivatives wrt the parameters. stpd : optional array (stpd.shape == data.x.shape or stpd.shape == (m,)) of relative step sizes to compute nite difference derivatives wrt the input variable errors. If stpd is a rank-1 array with length m (the dimensionality of the input variable), then the values are broadcast to all observations. sclb : array_like, optional sequence (len(stpb) == len(beta0)) of scaling factors for the parameters. The purpose of these scaling factors are to scale all of the parameters to around unity. Normally appropriate scaling factors are computed if this argument is not specied. Specify them yourself if the automatic procedure goes awry. scld : array_like, optional array (scld.shape == data.x.shape or scld.shape == (m,)) of scaling factors for the errors in the input variables. Again, these factors are automatically computed if you do not provide them. If scld.shape == (m,), then the scaling factors are broadcast to all observations. work : ndarray, optional array to hold the double-valued working data for ODRPACK. When restarting, takes the value of self.output.work. iwork : ndarray, optional array to hold the integer-valued working data for ODRPACK. When restarting, takes the value of self.output.iwork. output : Output class instance an instance if the Output class containing all of the returned data from an invocation of ODR.run() or ODR.restart()

4.13. Orthogonal distance regression (scipy.odr)

379

SciPy Reference Guide, Release 0.10.0rc1

Methods restart run set_iprint set_job class scipy.odr.ODR(data, model, beta0=None, delta0=None, ixb=None, ixx=None, job=None, iprint=None, errle=None, rptle=None, ndigit=None, taufac=None, sstol=None, partol=None, maxit=None, stpb=None, stpd=None, sclb=None, scld=None, work=None, iwork=None) The ODR class gathers all information and coordinates the running of the main tting routine. Members of instances of the ODR class have the same names as the arguments to the initialization routine. Parameters data : Data class instance instance of the Data class model : Model class instance instance of the Model class beta0 : array_like of rank-1 a rank-1 sequence of initial parameter values. Optional if model provides an estimate function to estimate these values. delta0 : array_like of oats of rank-1, optional a (double-precision) oat array to hold the initial values of the errors in the input variables. Must be same shape as data.x ixb : array_like of ints of rank-1, optional sequence of integers with the same length as beta0 that determines which parameters are held xed. A value of 0 xes the parameter, a value > 0 makes the parameter free. ixx : array_like of ints with same shape as data.x, optional an array of integers with the same shape as data.x that determines which input observations are treated as xed. One can use a sequence of length m (the dimensionality of the input observations) to x some dimensions for all observations. A value of 0 xes the observation, a value > 0 makes it free. job : int, optional an integer telling ODRPACK what tasks to perform. See p. 31 of the ODRPACK Users Guide if you absolutely must set the value here. Use the method set_job post-initialization for a more readable interface. iprint : int, optional an integer telling ODRPACK what to print. See pp. 33-34 of the ODRPACK Users Guide if you absolutely must set the value here. Use the method set_iprint postinitialization for a more readable interface. errle : str, optional string with the lename to print ODRPACK errors to. Do Not Open This File Yourself! rptle : str, optional

380

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

string with the lename to print ODRPACK summaries to. Do Not Open This File Yourself! ndigit : int, optional integer specifying the number of reliable digits in the computation of the function. taufac : oat, optional oat specifying the initial trust region. The default value is 1. The initial trust region is equal to taufac times the length of the rst computed Gauss-Newton step. taufac must be less than 1. sstol : oat, optional oat specifying the tolerance for convergence based on the relative change in the sum-of-squares. The default value is eps**(1/2) where eps is the smallest value such that 1 + eps > 1 for double precision computation on the machine. sstol must be less than 1. partol : oat, optional oat specifying the tolerance for convergence based on the relative change in the estimated parameters. The default value is eps**(2/3) for explicit models and eps**(1/3) for implicit models. partol must be less than 1. maxit : int, optional integer specifying the maximum number of iterations to perform. For rst runs, maxit is the total number of iterations performed and defaults to 50. For restarts, maxit is the number of additional iterations to perform and defaults to 10. stpb : array_like, optional sequence (len(stpb) == len(beta0)) of relative step sizes to compute nite difference derivatives wrt the parameters. stpd : optional array (stpd.shape == data.x.shape or stpd.shape == (m,)) of relative step sizes to compute nite difference derivatives wrt the input variable errors. If stpd is a rank-1 array with length m (the dimensionality of the input variable), then the values are broadcast to all observations. sclb : array_like, optional sequence (len(stpb) == len(beta0)) of scaling factors for the parameters. The purpose of these scaling factors are to scale all of the parameters to around unity. Normally appropriate scaling factors are computed if this argument is not specied. Specify them yourself if the automatic procedure goes awry. scld : array_like, optional array (scld.shape == data.x.shape or scld.shape == (m,)) of scaling factors for the errors in the input variables. Again, these factors are automatically computed if you do not provide them. If scld.shape == (m,), then the scaling factors are broadcast to all observations. work : ndarray, optional array to hold the double-valued working data for ODRPACK. When restarting, takes the value of self.output.work. iwork : ndarray, optional

4.13. Orthogonal distance regression (scipy.odr)

381

SciPy Reference Guide, Release 0.10.0rc1

array to hold the integer-valued working data for ODRPACK. When restarting, takes the value of self.output.iwork. output : Output class instance an instance if the Output class containing all of the returned data from an invocation of ODR.run() or ODR.restart() Methods restart run set_iprint set_job class scipy.odr.Data(x, y=None, we=None, wd=None, x=None, meta={}) The Data class stores the data to t. Parameters x : array_like Input data for regression. y : array_like, optional Input data for regression. we : array_like, optional If we is a scalar, then that value is used for all data points (and all dimensions of the response variable). If we is a rank-1 array of length q (the dimensionality of the response variable), then this vector is the diagonal of the covariant weighting matrix for all data points. If we is a rank-1 array of length n (the number of data points), then the ith element is the weight for the ith response variable observation (single-dimensional only). If we is a rank-2 array of shape (q, q), then this is the full covariant weighting matrix broadcast to each observation. If we is a rank-2 array of shape (q, n), then we[:,i] is the diagonal of the covariant weighting matrix for the ith observation. If we is a rank-3 array of shape (q, q, n), then we[:,:,i] is the full specication of the covariant weighting matrix for each observation. If the t is implicit, then only a positive scalar value is used. wd : array_like, optional If wd is a scalar, then that value is used for all data points (and all dimensions of the input variable). If wd = 0, then the covariant weighting matrix for each observation is set to the identity matrix (so each dimension of each observation has the same weight). If wd is a rank-1 array of length m (the dimensionality of the input variable), then this vector is the diagonal of the covariant weighting matrix for all data points. If wd is a rank-1 array of length n (the number of data points), then the ith element is the weight for the ith input variable observation (single-dimensional only). If wd is a rank-2 array of shape (m, m), then this is the full covariant weighting matrix broadcast to each observation. If wd is a rank-2 array of shape (m, n), then wd[:,i] is the diagonal of the covariant weighting matrix for the ith observation. If wd is a rank-3 array of shape (m, m, n), then wd[:,:,i] is the full specication of the covariant weighting matrix for each observation. x : array_like of ints, optional The x argument is the same as ixx in the class ODR. It is an array of integers with the same shape as data.x that determines which input observations are treated as

382

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

xed. One can use a sequence of length m (the dimensionality of the input observations) to x some dimensions for all observations. A value of 0 xes the observation, a value > 0 makes it free. meta : dict, optional Freeform dictionary for metadata. Notes Each argument is attached to the member of the instance of the same name. The structures of x and y are described in the Model class docstring. If y is an integer, then the Data instance can only be used to t with implicit models where the dimensionality of the response is equal to the specied value of y. The we argument weights the effect a deviation in the response variable has on the t. The wd argument weights the effect a deviation in the input variable has on the t. To handle multidimensional inputs and responses easily, the structure of these arguments has the nth dimensional axis rst. These arguments heavily use the structured arguments feature of ODRPACK to conveniently and exibly support all options. See the ODRPACK Users Guide for a full explanation of how these weights are used in the algorithm. Basically, a higher value of the weight for a particular data point makes a deviation at that point more detrimental to the t. Methods set_meta class scipy.odr.Model(fcn, fjacb=None, fjacd=None, extra_args=None, estimate=None, implicit=0, meta=None) The Model class stores information about the function you wish to t. It stores the function itself, at the least, and optionally stores functions which compute the Jacobians used during tting. Also, one can provide a function that will provide reasonable starting values for the t parameters possibly given the set of data. Parameters fcn : function fcn(beta, x) > y fjacb : function Jacobian of fcn wrt the t parameters beta. fjacb(beta, x) > @f_i(x,B)/@B_j fjacd : function Jacobian of fcn wrt the (possibly multidimensional) input variable. fjacd(beta, x) > @f_i(x,B)/@x_j extra_args : tuple, optional If specied, extra_args should be a tuple of extra arguments to pass to fcn, fjacb, and fjacd. Each will be called by apply(fcn, (beta, x) + extra_args) estimate : array_like of rank-1 Provides estimates of the t parameters from the data estimate(data) > estbeta implicit : boolean If TRUE, species that the model is implicit; i.e fcn(beta, x) ~= 0 and there is no y data to t against

4.13. Orthogonal distance regression (scipy.odr)

383

SciPy Reference Guide, Release 0.10.0rc1

meta : dict, optional freeform dictionary of metadata for the model Notes Note that the fcn, fjacb, and fjacd operate on NumPy arrays and return a NumPy array. The estimate object takes an instance of the Data class. Here are the rules for the shapes of the argument and return arrays : x if the input data is single-dimensional, then x is rank-1 array; i.e. x = array([1, 2, 3, ...]); x.shape = (n,) If the input data is multi-dimensional, then x is a rank-2 array; i.e., x = array([[1, 2, ...], [2, 4, ...]]); x.shape = (m, n) In all cases, it has the same shape as the input data array passed to odr(). m is the dimensionality of the input data, n is the number of observations. y if the response variable is single-dimensional, then y is a rank-1 array, i.e., y = array([2, 4, ...]); y.shape = (n,) If the response variable is multidimensional, then y is a rank-2 array, i.e., y = array([[2, 4, ...], [3, 6, ...]]); y.shape = (q, n) where q is the dimensionality of the response variable. beta rank-1 array of length p where p is the number of parameters; i.e. beta = array([B_1, B_2, ..., B_p]) fjacb if the response variable is multi-dimensional, then the return arrays shape is (q, p, n) such that fjacb(x,beta)[l,k,i] = @f_l(X,B)/@B_k evaluated at the ith data point. If q == 1, then the return array is only rank-2 and with shape (p, n). fjacd as with fjacb, only the return arrays shape is (q, m, n) such that fjacd(x,beta)[l,j,i] = @f_l(X,B)/@X_j at the ith data point. If q == 1, then the return arrays shape is (m, n). If m == 1, the shape is (q, n). If m == q == 1, the shape is (n,). Methods set_meta class scipy.odr.Output(output) The Output class stores the output of an ODR run. Takes one argument for initialization, the return value from the function odr. Notes The attributes listed as optional above are only present if odr was run with full_output=1.

384

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Attributes beta sd_beta cov_beta delta eps xplus y res_var sum_sqare sum_square_delta sum_square_eps inv_condnum rel_error work work_ind info stopreason Methods pprint Support to pretty-print lists, tuples, & dictionaries recursively. ndarray ndarray ndarray ndarray, optional ndarray, optional ndarray, optional ndarray, optional oat, optional oat, optional oat, optional oat, optional oat, optional oat, optional ndarray, optional dict, optional int, optional list of str, optional Estimated parameter values, of shape (q,). Standard errors of the estimated parameters, of shape (p,). Covariance matrix of the estimated parameters, of shape (p,p). Array of estimated errors in input variables, of same shape as x. Array of estimated errors in response variables, of same shape as y. Array of x + delta. Array y = fcn(x + delta). Residual variance. Sum of squares error. Sum of squares of delta error. Sum of squares of eps error. Inverse condition number (cf. ODRPACK UG p. 77). Relative error in function values computed within fcn. Final work array. Indices into work for drawing out values (cf. ODRPACK UG p. 83). Reason for returning, as output by ODRPACK (cf. ODRPACK UG p. 38). info interpreted into English.

class scipy.odr.RealData(x, y=None, sx=None, sy=None, covx=None, covy=None, x=None, meta={}) The RealData class stores the weightings as actual standard deviations and/or covariances. The weights needed for ODRPACK are generated on-the-y with __getattr__ trickery. sx and sy are standard deviations of x and y and are converted to weights by dividing 1.0 by their squares. E.g. wd = 1./numpy.power(sx, 2) covx and covy are arrays of covariance matrices and are converted to weights by performing a matrix inversion on each observations covariance matrix. E.g. we[i] = numpy.linalg.inv(covy[i]) # i in range(len(covy)) # if covy.shape == (n,q,q) These arguments follow the same structured argument conventions as wd and we only restricted by their natures: sx and sy cant be rank-3, but covx and covy can be. Only set either sx or covx (not both). Setting both will raise an exception. Same with sy and covy. The argument and member x is the same as Data.x and ODR.ixx: It is an array of integers with the same shape as data.x that determines which input observations are treated as xed. One can use a sequence of length m (the dimensionality of the input observations) to x some dimensions for all observations. A value of 0 xes the observation, a value > 0 makes it free. Methods set_meta exception scipy.odr.odr_error exception scipy.odr.odr_stop

4.13. Orthogonal distance regression (scipy.odr)

385

SciPy Reference Guide, Release 0.10.0rc1

4.13.2 Usage information


Introduction Why Orthogonal Distance Regression (ODR)? Sometimes one has measurement errors in the explanatory (a.k.a., independent) variable(s), not just the response (a.k.a., dependent) variable(s). Ordinary Least Squares (OLS) tting procedures treat the data for explanatory variables as xed, i.e., not subject to error of any kind. Furthermore, OLS procedures require that the response variables be an explicit function of the explanatory variables; sometimes making the equation explicit is impractical and/or introduces errors. ODR can handle both of these cases with ease, and can even reduce to the OLS case if that is sufcient for the problem. ODRPACK is a FORTRAN-77 library for performing ODR with possibly non-linear tting functions. It uses a modied trust-region Levenberg-Marquardt-type algorithm [R152] to estimate the function parameters. The tting functions are provided by Python functions operating on NumPy arrays. The required derivatives may be provided by Python functions as well, or may be estimated numerically. ODRPACK can do explicit or implicit ODR ts, or it can do OLS. Input and output variables may be multi-dimensional. Weights can be provided to account for different variances of the observations, and even covariances between dimensions of the variables. odr provides two interfaces: a single function, and a set of high-level classes that wrap that function; please refer to their docstrings for more information. While the docstring of the function odr does not have a full explanation of its arguments, the classes do, and arguments of the same name usually have the same requirements. Furthermore, the user is urged to at least skim the ODRPACK Users Guide - Know Thy Algorithm. Use See the docstrings of odr.odrpack and the functions and classes for usage instructions. The ODRPACK Users Guide (linked above) is also quite helpful. References

4.14 Optimization and root nding (scipy.optimize)


4.14.1 Optimization
General-purpose fmin(func, x0[, args, xtol, ftol, maxiter, ...]) fmin_powell(func, x0[, args, xtol, ftol, ...]) fmin_cg(f, x0[, fprime, args, gtol, norm, ...]) fmin_bfgs(f, x0[, fprime, args, gtol, norm, ...]) fmin_ncg(f, x0, fprime[, fhess_p, fhess, ...]) leastsq(func, x0[, args, Dfun, full_output, ...]) Minimize a function using the downhill simplex algorithm. Minimize a function using modied Powells method. This method Minimize a function using a nonlinear conjugate gradient algorithm. Minimize a function using the BFGS algorithm. Unconstrained minimization of a function using the Newton-CG method. Minimize the sum of squares of a set of equations.

scipy.optimize.fmin(func, x0, args=(), xtol=0.0001, ftol=0.0001, maxiter=None, maxfun=None, full_output=0, disp=1, retall=0, callback=None) Minimize a function using the downhill simplex algorithm. This algorithm only uses function values, not derivatives or second derivatives.

386

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters func : callable func(x,*args) The objective function to be minimized. x0 : ndarray Initial guess. args : tuple Extra arguments passed to func, i.e. f(x,*args). callback : callable Called after each iteration, as callback(xk), where xk is the current parameter vector. Returns xopt : ndarray Parameter that minimizes function. fopt : oat Value of function at minimum: fopt = func(xopt). iter : int Number of iterations performed. funcalls : int Number of function calls made. warnag : int 1 : Maximum number of function evaluations made. 2 : Maximum number of iterations reached. allvecs : list Solution at each iteration. Other Parameters xtol : oat Relative error in xopt acceptable for convergence. ftol : number Relative error in func(xopt) acceptable for convergence. maxiter : int Maximum number of iterations to perform. maxfun : number Maximum number of function evaluations to make. full_output : bool Set to True if fopt and warnag outputs are desired. disp : bool Set to True to print convergence messages. retall : bool

4.14. Optimization and root nding (scipy.optimize)

387

SciPy Reference Guide, Release 0.10.0rc1

Set to True to return list of solutions at each iteration. Notes Uses a Nelder-Mead simplex algorithm to nd the minimum of function of one or more variables. This algorithm has a long history of successful use in applications. But it will usually be slower than an algorithm that uses rst or second derivative information. In practice it can have poor performance in high-dimensional problems and is not robust to minimizing complicated functions. Additionally, there currently is no complete theory describing when the algorithm will successfully converge to the minimum, or how fast it will if it does. References Nelder, J.A. and Mead, R. (1965), A simplex method for function minimization, The Computer Journal, 7, pp. 308-313 Wright, M.H. (1996), Direct Search Methods: Once Scorned, Now Respectable, in Numerical Analysis 1995, Proceedings of the 1995 Dundee Biennial Conference in Numerical Analysis, D.F. Grifths and G.A. Watson (Eds.), Addison Wesley Longman, Harlow, UK, pp. 191-208. scipy.optimize.fmin_powell(func, x0, args=(), xtol=0.0001, ftol=0.0001, maxiter=None, maxfun=None, full_output=0, disp=1, retall=0, callback=None, direc=None) Minimize a function using modied Powells method. This method only uses function values, not derivatives. Parameters func : callable f(x,*args) Objective function to be minimized. x0 : ndarray Initial guess. args : tuple Extra arguments passed to func. callback : callable An optional user-supplied function, called after each iteration. callback(xk), where xk is the current parameter vector. direc : ndarray Initial direction set. Returns xopt : ndarray Parameter which minimizes func. fopt : number Value of function at minimum: fopt = func(xopt). direc : ndarray Current direction set. iter : int Number of iterations. funcalls : int Number of function calls made. warnag : int Called as

388

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Integer warning ag: 1 : Maximum number of function evaluations. 2 : Maximum number of iterations. allvecs : list List of solutions at each iteration. Other Parameters xtol : oat Line-search error tolerance. ftol : oat Relative error in func(xopt) acceptable for convergence. maxiter : int Maximum number of iterations to perform. maxfun : int Maximum number of function evaluations to make. full_output : bool If True, fopt, xi, direc, iter, funcalls, and warnag are returned. disp : bool If True, print convergence messages. retall : bool If True, return a list of the solution at each iteration. Notes Uses a modication of Powells method to nd the minimum of a function of N variables. Powells method is a conjugate direction method. The algorithm has two loops. The outer loop merely iterates over the inner loop. The inner loop minimizes over each current direction in the direction set. At the end of the inner loop, if certain conditions are met, the direction that gave the largest decrease is dropped and replaced with the difference between the current estiamted x and the estimated x from the beginning of the inner-loop. The technical conditions for replacing the direction of greatest increase amount to checking that 1.No further gain can be made along the direction of greatest increase from that iteration. 2.The direction of greatest increase accounted for a large sufcient fraction of the decrease in the function value from that iteration of the inner loop. References Powell M.J.D. (1964) An efcient method for nding the minimum of a function of several variables without calculating derivatives, Computer Journal, 7 (2):155-162. Press W., Teukolsky S.A., Vetterling W.T., and Flannery B.P.: Numerical Recipes (any edition), Cambridge University Press scipy.optimize.fmin_cg(f, x0, fprime=None, args=(), gtol=1.0000000000000001e-05, norm=inf, epsilon=1.4901161193847656e-08, maxiter=None, full_output=0, disp=1, retall=0, callback=None) Minimize a function using a nonlinear conjugate gradient algorithm.

4.14. Optimization and root nding (scipy.optimize)

389

SciPy Reference Guide, Release 0.10.0rc1

Parameters f : callable f(x,*args) Objective function to be minimized. x0 : ndarray Initial guess. fprime : callable f(x,*args) Function which computes the gradient of f. args : tuple Extra arguments passed to f and fprime. gtol : oat Stop when norm of gradient is less than gtol. norm : oat Order of vector norm to use. -Inf is min, Inf is max. epsilon : oat or ndarray If fprime is approximated, use this value for the step size (can be scalar or vector). callback : callable An optional user-supplied function, called after each iteration. Called as callback(xk), where xk is the current parameter vector. Returns xopt : ndarray Parameters which minimize f, i.e. f(xopt) == fopt. fopt : oat Minimum value found, f(xopt). func_calls : int The number of function_calls made. grad_calls : int The number of gradient calls made. warnag : int 1 : Maximum number of iterations exceeded. 2 : Gradient and/or function calls not changing. allvecs : ndarray If retall is True (see other parameters below), then this vector containing the result at each iteration is returned. Other Parameters maxiter : int Maximum number of iterations to perform. full_output : bool If True then return fopt, func_calls, grad_calls, and warnag in addition to xopt.

390

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

disp : bool Print convergence message if True. retall : bool Return a list of results at each iteration if True. Notes Optimize the function, f, whose gradient is given by fprime using the nonlinear conjugate gradient algorithm of Polak and Ribiere. See Wright & Nocedal, Numerical Optimization, 1999, pg. 120-122. scipy.optimize.fmin_bfgs(f, x0, fprime=None, args=(), gtol=1.0000000000000001e-05, norm=inf, epsilon=1.4901161193847656e-08, maxiter=None, full_output=0, disp=1, retall=0, callback=None) Minimize a function using the BFGS algorithm. Parameters f : callable f(x,*args) Objective function to be minimized. x0 : ndarray Initial guess. fprime : callable f(x,*args) Gradient of f. args : tuple Extra arguments passed to f and fprime. gtol : oat Gradient norm must be less than gtol before succesful termination. norm : oat Order of norm (Inf is max, -Inf is min) epsilon : int or ndarray If fprime is approximated, use this value for the step size. callback : callable An optional user-supplied function to call after each iteration. Called as callback(xk), where xk is the current parameter vector. Returns xopt : ndarray Parameters which minimize f, i.e. f(xopt) == fopt. fopt : oat Minimum value. gopt : ndarray Value of gradient at minimum, f(xopt), which should be near 0. Bopt : ndarray Value of 1/f(xopt), i.e. the inverse hessian matrix.

4.14. Optimization and root nding (scipy.optimize)

391

SciPy Reference Guide, Release 0.10.0rc1

func_calls : int Number of function_calls made. grad_calls : int Number of gradient calls made. warnag : integer 1 : Maximum number of iterations exceeded. 2 : Gradient and/or function calls not changing. allvecs : list Results at each iteration. Only returned if retall is True. Other Parameters maxiter : int Maximum number of iterations to perform. full_output : bool If True,return fopt, func_calls, grad_calls, and warnag in addition to xopt. disp : bool Print convergence message if True. retall : bool Return a list of results at each iteration if True. Notes Optimize the function, f, whose gradient is given by fprime using the quasi-Newton method of Broyden, Fletcher, Goldfarb, and Shanno (BFGS) References Wright, and Nocedal Numerical Optimization, 1999, pg. 198. scipy.optimize.fmin_ncg(f, x0, fprime, fhess_p=None, fhess=None, args=(), avextol=1.0000000000000001e-05, epsilon=1.4901161193847656e-08, maxiter=None, full_output=0, disp=1, retall=0, callback=None) Unconstrained minimization of a function using the Newton-CG method. Parameters f : callable f(x,*args) Objective function to be minimized. x0 : ndarray Initial guess. fprime : callable f(x,*args) Gradient of f. fhess_p : callable fhess_p(x,p,*args) Function which computes the Hessian of f times an arbitrary vector, p. fhess : callable fhess(x,*args) Function to compute the Hessian matrix of f.

392

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

args : tuple Extra arguments passed to f, fprime, fhess_p, and fhess (the same set of extra arguments is supplied to all of these functions). epsilon : oat or ndarray If fhess is approximated, use this value for the step size. callback : callable An optional user-supplied function which is called after each iteration. Called as callback(xk), where xk is the current parameter vector. Returns xopt : ndarray Parameters which minimizer f, i.e. f(xopt) == fopt. fopt : oat Value of the function at xopt, i.e. fopt = f(xopt). fcalls : int Number of function calls made. gcalls : int Number of gradient calls made. hcalls : int Number of hessian calls made. warnag : int Warnings generated by the algorithm. 1 : Maximum number of iterations exceeded. allvecs : list The result at each iteration, if retall is True (see below). Other Parameters avextol : oat Convergence is assumed when the average relative error in the minimizer falls below this amount. maxiter : int Maximum number of iterations to perform. full_output : bool If True, return the optional outputs. disp : bool If True, print convergence message. retall : bool If True, return a list of results at each iteration.

4.14. Optimization and root nding (scipy.optimize)

393

SciPy Reference Guide, Release 0.10.0rc1

Notes Only one of fhess_p or fhess need to be given. If fhess is provided, then fhess_p will be ignored. If neither fhess nor fhess_p is provided, then the hessian product will be approximated using nite differences on fprime. fhess_p must compute the hessian times an arbitrary vector. If it is not given, nite-differences on fprime are used to compute it. Newton-CG methods are also called truncated Newton methods. scipy.optimize.fmin_tnc because 1.scipy.optimize.fmin_ncg is written purely in python using numpy and scipy while scipy.optimize.fmin_tnc calls a C function. 2.scipy.optimize.fmin_ncg is only for unconstrained minimization while scipy.optimize.fmin_tnc is for unconstrained minimization or box constrained minimization. (Box constraints give lower and upper bounds for each variable seperately.) References Wright & Nocedal, Numerical Optimization, 1999, pg. 140. scipy.optimize.leastsq(func, x0, args=(), Dfun=None, full_output=0, col_deriv=0, ftol=1.49012e08, xtol=1.49012e-08, gtol=0.0, maxfev=0, epsfcn=0.0, factor=100, diag=None) Minimize the sum of squares of a set of equations.
x = arg min(sum(func(y)**2,axis=0)) y

This function differs from

Parameters func : callable should take at least one (possibly length N vector) argument and returns M oating point numbers. x0 : ndarray The starting estimate for the minimization. args : tuple Any extra arguments to func are placed in this tuple. Dfun : callable A function or method to compute the Jacobian of func with derivatives across the rows. If this is None, the Jacobian will be estimated. full_output : bool non-zero to return all optional outputs. col_deriv : bool non-zero to specify that the Jacobian function computes derivatives down the columns (faster, because there is no transpose operation). ftol : oat Relative error desired in the sum of squares. xtol : oat Relative error desired in the approximate solution.

394

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

gtol : oat Orthogonality desired between the function vector and the columns of the Jacobian. maxfev : int The maximum number of calls to the function. If zero, then 100*(N+1) is the maximum where N is the number of elements in x0. epsfcn : oat A suitable step length for the forward-difference approximation of the Jacobian (for Dfun=None). If epsfcn is less than the machine precision, it is assumed that the relative errors in the functions are of the order of the machine precision. factor : oat A parameter determining the initial step bound (factor * || diag * x||). Should be in interval (0.1, 100). diag : sequence N positive entries that serve as a scale factors for the variables. Returns x : ndarray The solution (or the result of the last iteration for an unsuccessful call). cov_x : ndarray Uses the fjac and ipvt optional outputs to construct an estimate of the jacobian around the solution. None if a singular matrix encountered (indicates very at curvature in some direction). This matrix must be multiplied by the residual standard deviation to get the covariance of the parameter estimates see curve_t. infodict : dict a dictionary of optional outputs with the key s:
- nfev : the number of function calls - fvec : the function evaluated at the output - fjac : A permutation of the R matrix of a QR factorization of the final approximate Jacobian matrix, stored column wise. Together with ipvt, the covariance of the estimate can be approximated. - ipvt : an integer array of length N which defines a permutation matrix, p, such that fjac*p = q*r, where r is upper triangular with diagonal elements of nonincreasing magnitude. Column j of p is column ipvt(j) of the identity matrix. - qtf : the vector (transpose(q) * fvec).

mesg : str A string message giving information about the cause of failure. ier : int An integer ag. If it is equal to 1, 2, 3 or 4, the solution was found. Otherwise, the solution was not found. In either case, the optional output variable mesg gives more information.

4.14. Optimization and root nding (scipy.optimize)

395

SciPy Reference Guide, Release 0.10.0rc1

Notes leastsq is a wrapper around MINPACKs lmdif and lmder algorithms. cov_x is a Jacobian approximation to the Hessian of the least squares objective function. This approximation assumes that the objective function is based on the difference between some observed target data (ydata) and a (non-linear) function of the parameters f(xdata, params)
func(params) = ydata - f(xdata, params)

so that the objective function is


min params sum((ydata - f(xdata, params))**2, axis=0)

Constrained (multivariate) fmin_l_bfgs_b(func, x0[, fprime, args, ...]) fmin_tnc(func, x0[, fprime, args, ...]) fmin_cobyla(func, x0, cons[, args, ...]) fmin_slsqp(func, x0[, eqcons, f_eqcons, ...]) nnls(A, b) Minimize a function func using the L-BFGS-B algorithm. Minimize a function with variables subject to bounds, using Minimize a function using the Constrained Optimization BY Linear Minimize a function using Sequential Least SQuares Programming Solve argmin_x || Ax - b ||_2 for x>=0. This is a wrapper

scipy.optimize.fmin_l_bfgs_b(func, x0, fprime=None, args=(), approx_grad=0, bounds=None, m=10, factr=10000000.0, pgtol=1.0000000000000001e-05, epsilon=1e-08, iprint=-1, maxfun=15000, disp=None) Minimize a function func using the L-BFGS-B algorithm. Parameters func : callable f(x,*args) Function to minimise. x0 : ndarray Initial guess. fprime : callable fprime(x,*args) The gradient of func. If None, then func returns the function value and the gradient (f, g = func(x, *args)), unless approx_grad is True in which case func returns only f. args : sequence Arguments to pass to func and fprime. approx_grad : bool Whether to approximate the gradient numerically (in which case func returns only the function value). bounds : list (min, max) pairs for each element in x, dening the bounds on that parameter. Use None for one of min or max when there is no bound in that direction. m : int

396

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The maximum number of variable metric corrections used to dene the limited memory matrix. (The limited memory BFGS method does not store the full hessian but uses this many terms in an approximation to it.) factr : oat The iteration stops when (f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= factr * eps, where eps is the machine precision, which is automatically generated by the code. Typical values for factr are: 1e12 for low accuracy; 1e7 for moderate accuracy; 10.0 for extremely high accuracy. pgtol : oat The iteration will stop when max{|proj g_i | i = 1, ..., n} <= pgtol where pg_i is the i-th component of the projected gradient. epsilon : oat Step size used when approx_grad is True, for numerically calculating the gradient iprint : int Controls the frequency of output. iprint < 0 means no output. disp : int, optional If zero, then no output. If positive number, then this over-rides iprint. maxfun : int Maximum number of function evaluations. Returns x : array_like Estimated position of the minimum. f : oat Value of func at the minimum. d : dict Information dictionary. d[warnag] is 0 if converged, 1 if too many function evaluations, 2 if stopped for another reason, given in d[task] d[grad] is the gradient at the minimum (should be 0 ish) d[funcalls] is the number of function calls made. Notes License of L-BFGS-B (Fortran code): The version included here (in fortran code) is 2.1 (released in 1997). It was written by Ciyou Zhu, Richard Byrd, and Jorge Nocedal <nocedal@ece.nwu.edu>. It carries the following condition for use: This software is freely available, but we expect that all publications describing work using this software , or all commercial products using it, quote at least one of the references given below.

4.14. Optimization and root nding (scipy.optimize)

397

SciPy Reference Guide, Release 0.10.0rc1

References R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientic and Statistical Computing , 16, 5, pp. 1190-1208. C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560. scipy.optimize.fmin_tnc(func, x0, fprime=None, args=(), approx_grad=0, bounds=None, epsilon=1e-08, scale=None, offset=None, messages=15, maxCGit=1, maxfun=None, eta=-1, stepmx=0, accuracy=0, fmin=0, ftol=-1, xtol=-1, pgtol=-1, rescale=-1, disp=None) Minimize a function with variables subject to bounds, using gradient information in a truncated Newton algorithm. This method wraps a C implementation of the algorithm. Parameters func : callable func(x, *args) Function to minimize. Must do one of 1. Return f and g, where f is the value of the function and g its gradient (a list of oats). 2. Return the function value but supply gradient function seperately as fprime 3. Return the function value and set approx_grad=True. If the function returns None, the minimization is aborted. x0 : list of oats Initial estimate of minimum. fprime : callable fprime(x, *args) Gradient of func. If None, then either func must return the function value and the gradient (f,g = func(x, *args)) or approx_grad must be True. args : tuple Arguments to pass to function. approx_grad : bool If true, approximate the gradient numerically. bounds : list (min, max) pairs for each element in x0, dening the bounds on that parameter. Use None or +/-inf for one of min or max when there is no bound in that direction. epsilon: oat : Used if approx_grad is True. The stepsize in a nite difference approximation for fprime. scale : list of oats Scaling factors to apply to each variable. If None, the factors are up-low for interval bounded variables and 1+|x] fo the others. Defaults to None offset : oat Value to substract from each variable. If None, the offsets are (up+low)/2 for interval bounded variables and x for the others. messages : : Bit mask used to select messages display during minimization values dened in the MSGS dict. Defaults to MGS_ALL.

398

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

disp : int Integer interface to messages. 0 = no message, 5 = all messages maxCGit : int Maximum number of hessian*vector evaluations per main iteration. If maxCGit == 0, the direction chosen is -gradient if maxCGit < 0, maxCGit is set to max(1,min(50,n/2)). Defaults to -1. maxfun : int Maximum number of function evaluation. if None, maxfun is set to max(100, 10*len(x0)). Defaults to None. eta : oat Severity of the line search. if < 0 or > 1, set to 0.25. Defaults to -1. stepmx : oat Maximum step for the line search. May be increased during call. If too small, it will be set to 10.0. Defaults to 0. accuracy : oat Relative precision for nite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0. fmin : oat Minimum function value estimate. Defaults to 0. ftol : oat Precision goal for the value of f in the stoping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1. xtol : oat Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1. pgtol : oat Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If pgtol < 0.0, pgtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1. rescale : oat Scaling factor (in log10) used to trigger f value rescaling. If 0, rescale at each iteration. If a large value, never rescale. If < 0, rescale is set to 1.3. Returns x : list of oats The solution. nfeval : int The number of function evaluations. rc : int Return code as dened in the RCSTRINGS dict.

4.14. Optimization and root nding (scipy.optimize)

399

SciPy Reference Guide, Release 0.10.0rc1

Notes The underlying algorithm is truncated Newton, also called Newton Conjugate-Gradient. This method differs from scipy.optimize.fmin_ncg in that 1.It wraps a C implementation of the algorithm 2.It allows each variable to be given an upper and lower bound. The algorithm incoporates the bound constraints by determining the descent direction as in an unconstrained truncated Newton, but never taking a step-size large enough to leave the space of feasible xs. The algorithm keeps track of a set of currently active constraints, and ignores them when computing the minimum allowable step size. (The xs associated with the active constraint are kept xed.) If the maximum allowable step size is zero then a new constraint is added. At the end of each iteration one of the constraints may be deemed no longer active and removed. A constraint is considered no longer active is if it is currently active but the gradient for that variable points inward from the constraint. The specic constraint removed is the one associated with the variable of largest index whose constraint is no longer active. References Wright S., Nocedal J. (2006), Numerical Optimization Nash S.G. (1984), Newton-Type Minimization Via the Lanczos Method, SIAM Journal of Numerical Analysis 21, pp. 770-778 scipy.optimize.fmin_cobyla(func, x0, cons, args=(), consargs=None, rhobeg=1.0, rhoend=0.0001, iprint=1, maxfun=1000, disp=None) Minimize a function using the Constrained Optimization BY Linear Approximation (COBYLA) method. This method wraps a FORTRAN implentation of the algorithm. Parameters func : callable Function to minimize. In the form func(x, *args). x0 : ndarray Initial guess. cons : sequence Constraint functions; must all be >=0 (a single function if only 1 constraint). Each function takes the parameters x as its rst argument. args : tuple Extra arguments to pass to function. consargs : tuple Extra arguments to pass to constraint functions (default of None means use same extra arguments as those passed to func). Use () for no extra arguments. rhobeg : : Reasonable initial changes to the variables. rhoend : : Final accuracy in the optimization (not precisely guaranteed). This is a lower bound on the size of the trust region. iprint : {0, 1, 2, 3} Controls the frequency of output; 0 implies no output. Deprecated.

400

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

disp : {0, 1, 2, 3} Over-rides the iprint interface. Preferred. maxfun : int Maximum number of function evaluations. Returns x : ndarray The argument that minimises f. Notes This algorithm is based on linear approximations to the objective function and each constraint. We briey describe the algorithm. Suppose the function is being minimized over k variables. At the jth iteration the algorithm has k+1 points v_1, ..., v_(k+1), an approximate solution x_j, and a radius RHO_j. (i.e. linear plus a constant) approximations to the objective function and constraint functions such that their function values agree with the linear approximation on the k+1 points v_1,.., v_(k+1). This gives a linear program to solve (where the linear approximations of the constraint functions are constrained to be non-negative). However the linear approximations are likely only good approximations near the current simplex, so the linear program is given the further requirement that the solution, which will become x_(j+1), must be within RHO_j from x_j. RHO_j only decreases, never increases. The initial RHO_j is rhobeg and the nal RHO_j is rhoend. In this way COBYLAs iterations behave like a trust region algorithm. Additionally, the linear program may be inconsistent, or the approximation may give poor improvement. For details about how these issues are resolved, as well as how the points v_i are updated, refer to the source code or the references below. References Powell M.J.D. (1994), A direct search optimization method that models the objective and constraint functions by linear interpolation., in Advances in Optimization and Numerical Analysis, eds. S. Gomez and J-P Hennart, Kluwer Academic (Dordrecht), pp. 51-67 Powell M.J.D. (1998), Direct search algorithms for optimization calculations, Acta Numerica 7, 287-336 Powell M.J.D. (2007), A view of algorithms for optimization without derivatives, Cambridge University Technical Report DAMTP 2007/NA03 Examples Minimize the objective function f(x,y) = x*y subject to the constraints x**2 + y**2 < 1 and y > 0:
>>> ... ... >>> ... ... >>> ... ... >>> def objective(x): return x[0]*x[1] def constr1(x): return 1 - (x[0]**2 + x[1]**2) def constr2(x): return x[1] fmin_cobyla(objective, [0.0, 0.1], [constr1, constr2], rhoend=1e-7)

Normal return from subroutine COBYLA NFVALS = 64 F =-5.000000E-01 MAXCV = 1.998401E-14

4.14. Optimization and root nding (scipy.optimize)

401

SciPy Reference Guide, Release 0.10.0rc1

X =-7.071069E-01 array([-0.70710685,

7.071067E-01 0.70710671])

The exact solution is (-sqrt(2)/2, sqrt(2)/2). scipy.optimize.fmin_slsqp(func, x0, eqcons=[], f_eqcons=None, ieqcons=[ ], f_ieqcons=None, bounds=[], fprime=None, fprime_eqcons=None, fprime_ieqcons=None, args=(), iter=100, acc=9.9999999999999995e-07, iprint=1, disp=None, full_output=0, epsilon=1.4901161193847656e-08) Minimize a function using Sequential Least SQuares Programming Python interface function for the SLSQP Optimization subroutine originally implemented by Dieter Kraft. Parameters func : callable f(x,*args) Objective function. x0 : 1-D ndarray of oat Initial guess for the independent variable(s). eqcons : list A list of functions of length n such that eqcons[j](x,*args) == 0.0 in a successfully optimized problem. f_eqcons : callable f(x,*args) Returns a 1-D array in which each element must equal 0.0 in a successfully optimized problem. If f_eqcons is specied, eqcons is ignored. ieqcons : list A list of functions of length n such that ieqcons[j](x,*args) >= 0.0 in a successfully optimized problem. f_ieqcons : callable f(x,*args) Returns a 1-D ndarray in which each element must be greater or equal to 0.0 in a successfully optimized problem. If f_ieqcons is specied, ieqcons is ignored. bounds : list A list of tuples specifying the lower and upper bound for each independent variable [(xl0, xu0),(xl1, xu1),...] fprime : callable f(x,*args) A function that evaluates the partial derivatives of func. fprime_eqcons : callable f(x,*args) A function of the form f(x, *args) that returns the m by n array of equality constraint normals. If not provided, the normals will be approximated. The array returned by fprime_eqcons should be sized as ( len(eqcons), len(x0) ). fprime_ieqcons : callable f(x,*args) A function of the form f(x, *args) that returns the m by n array of inequality constraint normals. If not provided, the normals will be approximated. The array returned by fprime_ieqcons should be sized as ( len(ieqcons), len(x0) ). args : sequence

402

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Additional arguments passed to func and fprime. iter : int The maximum number of iterations. acc : oat Requested accuracy. iprint : int The verbosity of fmin_slsqp : iprint <= 0 : Silent operation iprint == 1 : Print summary upon completion (default) iprint >= 2 : Print status of each iterate and summary disp : int Over-rides the iprint interface (preferred). full_output : bool If False, return only the minimizer of func (default). Otherwise, output nal objective function and summary information. epsilon : oat The step size for nite-difference derivative estimates. Returns out : ndarray of oat The nal minimizer of func. fx : ndarray of oat, if full_output is true The nal value of the objective function. its : int, if full_output is true The number of iterations. imode : int, if full_output is true The exit mode from the optimizer (see below). smode : string, if full_output is true Message describing the exit mode from the optimizer. Notes Exit modes are dened as follows
-1 0 1 2 3 4 5 6 7 : : : : : : : : : Gradient evaluation required (g & a) Optimization terminated successfully. Function evaluation required (f & c) More equality constraints than independent variables More than 3*n iterations in LSQ subproblem Inequality constraints incompatible Singular matrix E in LSQ subproblem Singular matrix C in LSQ subproblem Rank-deficient equality constraint subproblem HFTI

4.14. Optimization and root nding (scipy.optimize)

403

SciPy Reference Guide, Release 0.10.0rc1

8 : Positive directional derivative for linesearch 9 : Iteration limit exceeded

Examples Examples are given in the tutorial. scipy.optimize.nnls(A, b) Solve argmin_x || Ax - b ||_2 for x>=0. This is a wrapper for a FORTAN non-negative least squares solver. Parameters A : ndarray Matrix A as shown above. b : ndarray Right-hand side vector. Returns x : ndarray Solution vector. rnorm : oat The residual, || Ax-b ||_2. Notes The FORTRAN code was published in the book below. The algorithm is an active set method. It solves the KKT (Karush-Kuhn-Tucker) conditions for the non-negative least squares problem. References Lawson C., Hanson R.J., (1987) Solving Least Squares Problems, SIAM Global anneal(func, x0[, args, schedule, ...]) brute(func, ranges[, args, Ns, full_output, ...]) Minimize a function using simulated annealing. Minimize a function over a given range by brute force.

scipy.optimize.anneal(func, x0, args=(), schedule=fast, full_output=0, T0=None, Tf=9.9999999999999998e-13, maxeval=None, maxaccept=None, maxiter=400, boltzmann=1.0, learn_rate=0.5, feps=9.9999999999999995e-07, quench=1.0, m=1.0, n=1.0, lower=-100, upper=100, dwell=50) Minimize a function using simulated annealing. Schedule is a schedule class implementing the annealing schedule. Available ones are fast, cauchy, boltzmann Parameters func : callable f(x, *args) Function to be optimized. x0 : ndarray Initial guess. args : tuple

404

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Extra parameters to func. schedule : base_schedule Annealing schedule to use (a class). full_output : bool Whether to return optional outputs. T0 : oat Initial Temperature (estimated as 1.2 times the largest cost-function deviation over random points in the range). Tf : oat Final goal temperature. maxeval : int Maximum function evaluations. maxaccept : int Maximum changes to accept. maxiter : int Maximum cooling iterations. learn_rate : oat Scale constant for adjusting guesses. boltzmann : oat Boltzmann constant in acceptance test (increase for less stringent test at each temperature). feps : oat Stopping relative error tolerance for the function value in last four coolings. quench, m, n : oat Parameters to alter fast_sa schedule. lower, upper : oat or ndarray Lower and upper bounds on x. dwell : int The number of times to search the space at each temperature. Returns xmin : ndarray Point giving smallest value found. Jmin : oat Minimum value of function found. T : oat Final temperature. feval : int

4.14. Optimization and root nding (scipy.optimize)

405

SciPy Reference Guide, Release 0.10.0rc1

Number of function evaluations. iters : int Number of cooling iterations. accept : int Number of tests accepted. retval : int Flag indicating stopping condition:
0 1 2 3 4 5 : : : : : : Points no longer changing Cooled to final temperature Maximum function evaluations Maximum cooling iterations reached Maximum accepted query locations reached Final point not the minimum amongst encountered points

Notes Simulated annealing is a random algorithm which uses no derivative information from the function being optimized. In practice it has been more useful in discrete optimization than continuous optimization, as there are usually better algorithms for continuous optimization problems. Some experimentation by trying the difference temperature schedules and altering their parameters is likely required to obtain good performance. The randomness in the algorithm comes from random sampling in numpy. To obtain the same results you can call numpy.random.seed with the same seed immediately before calling scipy.optimize.anneal. We give a brief description of how the three temperature schedules generate new points and vary their temperature. Temperatures are only updated with iterations in the outer loop. The inner loop is over loop over xrange(dwell), and new points are generated for every iteration in the inner loop. (Though whether the proposed new points are accepted is probabilistic.) For readability, let d denote the dimension of the inputs to func. Also, let x_old denote the previous state, and k denote the iteration number of the outer loop. All other variables not dened below are input variables to scipy.optimize.anneal itself. In the fast schedule the updates are
u ~ Uniform(0, 1, size=d) y = sgn(u - 0.5) * T * ((1+ 1/T)**abs(2u-1) -1.0) xc = y * (upper - lower) x_new = x_old + xc c = n * exp(-n * quench) T_new = T0 * exp(-c * k**quench)

In the cauchy schedule the updates are


u ~ Uniform(-pi/2, pi/2, size=d) xc = learn_rate * T * tan(u) x_new = x_old + xc T_new = T0 / (1+k)

In the boltzmann schedule the updates are

406

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

std = minimum( sqrt(T) * ones(d), (upper-lower) / (3*learn_rate) ) y ~ Normal(0, std, size=d) x_new = x_old + learn_rate * y T_new = T0 / log(1+k)

scipy.optimize.brute(func, ranges, args=(), Ns=20, full_output=0, nish=<function fmin at 0x4cc26b0>) Minimize a function over a given range by brute force. Parameters func : callable f(x,*args) Objective function to be minimized. ranges : tuple Each element is a tuple of parameters or a slice object to be handed to numpy.mgrid. args : tuple Extra arguments passed to function. Ns : int Default number of samples, if those are not provided. full_output : bool If True, return the evaluation grid. nish : callable, optional An optimization function that is called with the result of brute force minimization as initial guess. nish should take the initial guess as positional argument, and take take args, full_output and disp as keyword arguments. See Notes for more details. Returns x0 : ndarray Value of arguments to func, giving minimum over the grid. fval : int Function value at minimum. grid : tuple Representation of the evaluation grid. It has the same length as x0. Jout : ndarray Function values over grid: Jout = func(*grid). Notes The range is respected by the brute force minimization, but if the nish keyword species another optimization function (including the default fmin), the returned value may still be (just) outside the range. In order to ensure the range is specied, use finish=None.

4.14. Optimization and root nding (scipy.optimize)

407

SciPy Reference Guide, Release 0.10.0rc1

Scalar function minimizers fminbound(func, x1, x2[, args, xtol, ...]) brent(func[, args, brack, tol, full_output, ...]) golden(func[, args, brack, tol, full_output]) bracket(func[, xa, xb, args, grow_limit, ...]) Bounded minimization for scalar functions. Given a function of one-variable and a possible bracketing interval, return the minimum of the function isolated to a fractional precision of tol. Given a function of one-variable and a possible bracketing interval, return the minimum of the function isolated to a fractional precision of tol. Given a function and distinct initial points, search in the downhill direction (as dened by the initital points) and return new points xa, xb, xc that bracket the minimum of the function f(xa) > f(xb) < f(xc).

scipy.optimize.fminbound(func, x1, x2, args=(), xtol=1.0000000000000001e-05, maxfun=500, full_output=0, disp=1) Bounded minimization for scalar functions. Parameters func : callable f(x,*args) Objective function to be minimized (must accept and return scalars). x1, x2 : oat or array scalar The optimization bounds. args : tuple Extra arguments passed to function. xtol : oat The convergence tolerance. maxfun : int Maximum number of function evaluations allowed. full_output : bool If True, return optional outputs. disp : int If non-zero, print messages. 0 : no message printing. 1 : non-convergence notication messages only. 2 : print a message on convergence too. 3 : print iteration results. Returns xopt : ndarray Parameters (over given interval) which minimize the objective function. fval : number The function value at the minimum point. ierr : int An error ag (0 if converged, 1 if maximum number of function calls reached). numfunc : int The number of function calls made.

408

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes Finds a local minimizer of the scalar function func in the interval x1 < xopt < x2 using Brents method. (See brent for auto-bracketing). scipy.optimize.brent(func, args=(), brack=None, tol=1.48e-08, full_output=0, maxiter=500) Given a function of one-variable and a possible bracketing interval, return the minimum of the function isolated to a fractional precision of tol. Parameters func : callable f(x,*args) Objective function. args : Additional arguments (if present). brack : tuple Triple (a,b,c) where (a<b<c) and func(b) < func(a),func(c). If bracket consists of two numbers (a,c) then they are assumed to be a starting interval for a downhill bracket search (see bracket); it doesnt always mean that the obtained solution will satisfy a<=x<=c. full_output : bool If True, return all output args (xmin, fval, iter, funcalls). Returns xmin : ndarray Optimum point. fval : oat Optimum value. iter : int Number of iterations. funcalls : int Number of objective function evaluations made. Notes Uses inverse parabolic interpolation when possible to speed up convergence of golden section method. scipy.optimize.golden(func, args=(), brack=None, tol=1.4901161193847656e-08, full_output=0) Given a function of one-variable and a possible bracketing interval, return the minimum of the function isolated to a fractional precision of tol. Parameters func : callable func(x,*args) Objective function to minimize. args : tuple Additional arguments (if present), passed to func. brack : tuple

4.14. Optimization and root nding (scipy.optimize)

409

SciPy Reference Guide, Release 0.10.0rc1

Triple (a,b,c), where (a<b<c) and func(b) < func(a),func(c). If bracket consists of two numbers (a, c), then they are assumed to be a starting interval for a downhill bracket search (see bracket); it doesnt always mean that obtained solution will satisfy a<=x<=c. tol : oat x tolerance stop criterion full_output : bool If True, return optional outputs. Notes Uses analog of bisection method to decrease the bracketed interval. scipy.optimize.bracket(func, xa=0.0, xb=1.0, args=(), grow_limit=110.0, maxiter=1000) Given a function and distinct initial points, search in the downhill direction (as dened by the initital points) and return new points xa, xb, xc that bracket the minimum of the function f(xa) > f(xb) < f(xc). It doesnt always mean that obtained solution will satisfy xa<=x<=xb Parameters func : callable f(x,*args) Objective function to minimize. xa, xb : oat Bracketing interval. args : tuple Additional arguments (if present), passed to func. grow_limit : oat Maximum grow limit. maxiter : int Maximum number of iterations to perform. Returns xa, xb, xc : oat Bracket. fa, fb, fc : oat Objective function values in bracket. funcalls : int Number of function evaluations made.

4.14.2 Fitting
curve_fit(f, xdata, ydata, **kw[, p0, sigma]) Use non-linear least squares to t a function, f, to data.

scipy.optimize.curve_fit(f, xdata, ydata, p0=None, sigma=None, **kw) Use non-linear least squares to t a function, f, to data. Assumes ydata = f(xdata, *params) + eps

410

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters f : callable The model function, f(x, ...). It must take the independent variable as the rst argument and the parameters to t as separate remaining arguments. xdata : An N-length sequence or an (k,N)-shaped array for functions with k predictors. The independent variable where the data is measured. ydata : N-length sequence The dependent data nominally f(xdata, ...) p0 : None, scalar, or M-length sequence Initial guess for the parameters. If None, then the initial values will all be 1 (if the number of parameters for the function can be determined using introspection, otherwise a ValueError is raised). sigma : None or N-length sequence If not None, it represents the standard-deviation of ydata. This vector, if given, will be used as weights in the least-squares problem. Returns popt : array Optimal values for the parameters so that the sum of the squared error of f(xdata, *popt) - ydata is minimized pcov : 2d array The estimated covariance of popt. The diagonals provide the variance of the parameter estimate. See Also: leastsq Notes The algorithm uses the Levenburg-Marquardt algorithm through leastsq. Additional keyword arguments are passed directly to that algorithm. Examples
>>> import numpy as np >>> from scipy.optimize import curve_fit >>> def func(x, a, b, c): ... return a*np.exp(-b*x) + c >>> x = np.linspace(0,4,50) >>> y = func(x, 2.5, 1.3, 0.5) >>> yn = y + 0.2*np.random.normal(size=len(x)) >>> popt, pcov = curve_fit(func, x, yn)

4.14. Optimization and root nding (scipy.optimize)

411

SciPy Reference Guide, Release 0.10.0rc1

4.14.3 Root nding


Scalar functions brentq(f, a, b[, args, xtol, rtol, maxiter, ...]) brenth(f, a, b[, args, xtol, rtol, maxiter, ...]) ridder(f, a, b[, args, xtol, rtol, maxiter, ...]) bisect(f, a, b[, args, xtol, rtol, maxiter, ...]) newton(func, x0[, fprime, args, tol, maxiter]) Find a root of a function in given interval. Find root of f in [a,b]. Find a root of a function in an interval. Find root of f in [a,b]. Find a zero using the Newton-Raphson or secant method.

scipy.optimize.brentq(f, a, b, args=(), xtol=9.9999999999999998e-13, rtol=4.4408920985006262e16, maxiter=100, full_output=False, disp=True) Find a root of a function in given interval. Return oat, a zero of f between a and b. f must be a continuous function, and [a,b] must be a sign changing interval. Description: Uses the classic Brent (1973) method to nd a zero of the function f on the sign changing interval [a , b]. Generally considered the best of the rootnding routines here. It is a safe version of the secant method that uses inverse quadratic extrapolation. Brents method combines root bracketing, interval bisection, and inverse quadratic interpolation. It is sometimes known as the van Wijngaarden-Deker-Brent method. Brent (1973) claims convergence is guaranteed for functions computable within [a,b]. [Brent1973] provides the classic description of the algorithm. Another description can be found in a recent edition of Numerical Recipes, including [PressEtal1992]. Another description is at http://mathworld.wolfram.com/BrentsMethod.html. It should be easy to understand the algorithm just by reading our code. Our code diverges a bit from standard presentations: we choose a different formula for the extrapolation step. Parameters f : function Python function returning a number. f must be continuous, and f(a) and f(b) must have opposite signs. a : number One end of the bracketing interval [a,b]. b : number The other end of the bracketing interval [a,b]. xtol : number, optional The routine converges when a root is known to lie within xtol of the value return. Should be >= 0. The routine modies this to take into account the relative precision of doubles. maxiter : number, optional if convergence is not achieved in maxiter iterations, and error is raised. Must be >= 0. args : tuple, optional containing extra arguments for the function f. (x)+args). full_output : bool, optional If full_output is False, the root is returned. If full_output is True, the return value is (x, r), where x is the root, and r is a RootResults object. 412 Chapter 4. Reference f is called by apply(f,

SciPy Reference Guide, Release 0.10.0rc1

disp : bool, optional If True, raise RuntimeError if the algorithm didnt converge. Returns x0 : oat Zero of f between a and b. r : RootResults (present if full_output = True) Object containing information about the convergence. In particular, r.converged is True if the routine converged. See Also: multivariate fmin, fmin_powell, fmin_cg, fmin_bfgs, fmin_ncg nonlinear leastsq constrained fmin_l_bfgs_b, fmin_tnc, fmin_cobyla global anneal, brute local fminbound, brent, golden, bracket n-dimensional fsolve one-dimensional brentq, brenth, ridder, bisect, newton scalar xed_point Notes f must be continuous. f(a) and f(b) must have opposite signs. References [Brent1973], [PressEtal1992] scipy.optimize.brenth(f, a, b, args=(), xtol=9.9999999999999998e-13, rtol=4.4408920985006262e16, maxiter=100, full_output=False, disp=True) Find root of f in [a,b]. A variation on the classic Brent routine to nd a zero of the function f between the arguments a and b that uses hyperbolic extrapolation instead of inverse quadratic extrapolation. There was a paper back in the 1980s ... f(a) and f(b) can not have the same signs. Generally on a par with the brent routine, but not as heavily tested. It is a safe version of the secant method that uses hyperbolic extrapolation. The version here is by Chuck Harris. Parameters f : function Python function returning a number. f must be continuous, and f(a) and f(b) must have opposite signs. a : number

4.14. Optimization and root nding (scipy.optimize)

413

SciPy Reference Guide, Release 0.10.0rc1

One end of the bracketing interval [a,b]. b : number The other end of the bracketing interval [a,b]. xtol : number, optional The routine converges when a root is known to lie within xtol of the value return. Should be >= 0. The routine modies this to take into account the relative precision of doubles. maxiter : number, optional if convergence is not achieved in maxiter iterations, and error is raised. Must be >= 0. args : tuple, optional containing extra arguments for the function f. (x)+args). full_output : bool, optional If full_output is False, the root is returned. If full_output is True, the return value is (x, r), where x is the root, and r is a RootResults object. disp : bool, optional If True, raise RuntimeError if the algorithm didnt converge. Returns x0 : oat Zero of f between a and b. r : RootResults (present if full_output = True) Object containing information about the convergence. In particular, r.converged is True if the routine converged. See Also: fmin, fmin_powell, fmin_cg leastsq nonlinear least squares minimizer fmin_l_bfgs_b, fmin_tnc, fmin_cobyla, anneal, brute, fminbound, brent, golden, bracket fsolve n-dimensional root-nding brentq, brenth, ridder, bisect, newton fixed_point scalar xed-point nder scipy.optimize.ridder(f, a, b, args=(), xtol=9.9999999999999998e-13, rtol=4.4408920985006262e16, maxiter=100, full_output=False, disp=True) Find a root of a function in an interval. Parameters f : function f is called by apply(f,

414

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Python function returning a number. f must be continuous, and f(a) and f(b) must have opposite signs. a : number One end of the bracketing interval [a,b]. b : number The other end of the bracketing interval [a,b]. xtol : number, optional The routine converges when a root is known to lie within xtol of the value return. Should be >= 0. The routine modies this to take into account the relative precision of doubles. maxiter : number, optional if convergence is not achieved in maxiter iterations, and error is raised. Must be >= 0. args : tuple, optional containing extra arguments for the function f. (x)+args). full_output : bool, optional If full_output is False, the root is returned. If full_output is True, the return value is (x, r), where x is the root, and r is a RootResults object. disp : bool, optional If True, raise RuntimeError if the algorithm didnt converge. Returns x0 : oat Zero of f between a and b. r : RootResults (present if full_output = True) Object containing information about the convergence. In particular, r.converged is True if the routine converged. See Also: brentq, brenth, bisect, newton fixed_point scalar xed-point nder Notes Uses [Ridders1979] method to nd a zero of the function f between the arguments a and b. Ridders method is faster than bisection, but not generally as fast as the Brent rountines. [Ridders1979] provides the classic description and source of the algorithm. A description can also be found in any recent edition of Numerical Recipes. The routine used here diverges slightly from standard presentations in order to be a bit more careful of tolerance. f is called by apply(f,

4.14. Optimization and root nding (scipy.optimize)

415

SciPy Reference Guide, Release 0.10.0rc1

References [Ridders1979] scipy.optimize.bisect(f, a, b, args=(), xtol=9.9999999999999998e-13, rtol=4.4408920985006262e16, maxiter=100, full_output=False, disp=True) Find root of f in [a,b]. Basic bisection routine to nd a zero of the function f between the arguments a and b. f(a) and f(b) can not have the same signs. Slow but sure. Parameters f : function Python function returning a number. f must be continuous, and f(a) and f(b) must have opposite signs. a : number One end of the bracketing interval [a,b]. b : number The other end of the bracketing interval [a,b]. xtol : number, optional The routine converges when a root is known to lie within xtol of the value return. Should be >= 0. The routine modies this to take into account the relative precision of doubles. maxiter : number, optional if convergence is not achieved in maxiter iterations, and error is raised. Must be >= 0. args : tuple, optional containing extra arguments for the function f. (x)+args). full_output : bool, optional If full_output is False, the root is returned. If full_output is True, the return value is (x, r), where x is the root, and r is a RootResults object. disp : bool, optional If True, raise RuntimeError if the algorithm didnt converge. Returns x0 : oat Zero of f between a and b. r : RootResults (present if full_output = True) Object containing information about the convergence. In particular, r.converged is True if the routine converged. See Also: brentq, brenth, bisect, newton fixed_point scalar xed-point nder f is called by apply(f,

416

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

fsolve n-dimensional root-nding scipy.optimize.newton(func, x0, fprime=None, args=(), tol=1.48e-08, maxiter=50) Find a zero using the Newton-Raphson or secant method. Find a zero of the function func given a nearby starting point x0. The Newton-Raphson method is used if the derivative fprime of func is provided, otherwise the secant method is used. Parameters func : function The function whose zero is wanted. It must be a function of a single variable of the form f(x,a,b,c...), where a,b,c... are extra arguments that can be passed in the args parameter. x0 : oat An initial estimate of the zero that should be somewhere near the actual zero. fprime : function, optional The derivative of the function when available and convenient. If it is None (default), then the secant method is used. args : tuple, optional Extra arguments to be used in the function call. tol : oat, optional The allowable error of the zero value. maxiter : int, optional Maximum number of iterations. Returns zero : oat Estimated location where function is zero. See Also: brentq, brenth, ridder, bisect fsolve nd zeroes in n dimensions. Notes The convergence rate of the Newton-Raphson method is quadratic while that of the secant method is somewhat less. This means that if the function is well behaved the actual error in the estimated zero is approximately the square of the requested tolerance up to roundoff error. However, the stopping criterion used here is the step size and there is no guarantee that a zero has been found. Consequently the result should be veried. Safer algorithms are brentq, brenth, ridder, and bisect, but they all require that the root rst be bracketed in an interval where the function changes sign. The brentq algorithm is recommended for general use in one dimensional problems when such an interval has been found. Fixed point nding: fixed_point(func, x0[, args, xtol, maxiter]) Find the point where func(x) == x

scipy.optimize.fixed_point(func, x0, args=(), xtol=1e-08, maxiter=500) Find the point where func(x) == x

4.14. Optimization and root nding (scipy.optimize)

417

SciPy Reference Guide, Release 0.10.0rc1

Given a function of one or more variables and a starting point, nd a xed-point of the function: i.e. where func(x)=x. Uses Steffensens Method using Aitkens Del^2 convergence acceleration. See Burden, Faires, Numerical Analysis, 5th edition, pg. 80 Examples
>>> from numpy import sqrt, array >>> from scipy.optimize import fixed_point >>> def func(x, c1, c2): return sqrt(c1/(x+c2)) >>> c1 = array([10,12.]) >>> c2 = array([3, 5.]) >>> fixed_point(func, [1.2, 1.3], args=(c1,c2)) array([ 1.4920333 , 1.37228132])

Multidimensional General nonlinear solvers: fsolve(func, x0[, args, fprime, ...]) broyden1(F, xin, **kw[, iter, alpha, ...]) broyden2(F, xin, **kw[, iter, alpha, ...]) Find the roots of a function. Find a root of a function, using Broydens rst Jacobian approximation. Find a root of a function, using Broydens second Jacobian approximation.

scipy.optimize.fsolve(func, x0, args=(), fprime=None, full_output=0, col_deriv=0, xtol=1.49012e08, maxfev=0, band=None, epsfcn=0.0, factor=100, diag=None) Find the roots of a function. Return the roots of the (non-linear) equations dened by func(x) = 0 given a starting estimate. Parameters func : callable f(x, *args) A function that takes at least one (possibly vector) argument. x0 : ndarray The starting estimate for the roots of func(x) = 0. args : tuple Any extra arguments to func. fprime : callable(x) A function to compute the Jacobian of func with derivatives across the rows. By default, the Jacobian will be estimated. full_output : bool If True, return optional outputs. col_deriv : bool Specify whether the Jacobian function computes derivatives down the columns (faster, because there is no transpose operation). Returns x : ndarray The solution (or the result of the last iteration for an unsuccessful call). infodict : dict 418 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

A dictionary of optional outputs with the keys:


number of function calls number of Jacobian calls function evaluated at the output the orthogonal matrix, q, produced by the QR factorization of the final approximate Jacobian matrix, stored column wise * r: upper triangular matrix produced by QR factorization of same matrix * qtf: the vector (transpose(q) * fvec) * * * * nfev: njev: fvec: fjac:

ier : int An integer ag. Set to 1 if a solution was found, otherwise refer to mesg for more information. mesg : str If no solution is found, mesg details the cause of failure. Other Parameters xtol : oat The calculation will terminate if the relative error between two consecutive iterates is at most xtol. maxfev : int The maximum number of calls to the function. If zero, then 100*(N+1) is the maximum where N is the number of elements in x0. band : tuple If set to a two-sequence containing the number of sub- and super-diagonals within the band of the Jacobi matrix, the Jacobi matrix is considered banded (only for fprime=None). epsfcn : oat A suitable step length for the forward-difference approximation of the Jacobian (for fprime=None). If epsfcn is less than the machine precision, it is assumed that the relative errors in the functions are of the order of the machine precision. factor : oat A parameter determining the initial step bound (factor * || diag * x||). Should be in the interval (0.1, 100). diag : sequence N positive entries that serve as a scale factors for the variables. Notes fsolve is a wrapper around MINPACKs hybrd and hybrj algorithms. scipy.optimize.broyden1(F, xin, iter=None, alpha=None, reduction_method=restart, max_rank=None, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search=armijo, callback=None, **kw) Find a root of a function, using Broydens rst Jacobian approximation. This method is also known as Broydens good method.

4.14. Optimization and root nding (scipy.optimize)

419

SciPy Reference Guide, Release 0.10.0rc1

Parameters F : function(x) -> f Function whose root to nd; should take and return an array-like object. x0 : array-like Initial guess for the solution alpha : oat, optional Initial guess for the Jacobian is (-1/alpha). reduction_method : str or tuple, optional Method used in ensuring that the rank of the Broyden matrix stays low. Can either be a string giving the name of the method, or a tuple of the form (method, param1, param2, ...) that gives the name of the method and values for additional parameters. Methods available: restart: drop all matrix columns. Has no extra parameters. simple: drop oldest matrix column. Has no extra parameters. svd: keep only the most signicant SVD components. Extra parameters: to_retain: number of SVD components to retain when rank reduction is done. Default is max_rank - 2. max_rank : int, optional Maximum rank for the Broyden matrix. Default is innity (ie., no rank reduction). iter : int, optional Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised. f_tol : oat, optional Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : oat, optional Relative tolerance for the residual. If omitted, not used. x_tol : oat, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used. x_rtol : oat, optional Relative minimum step size. If omitted, not used.

420

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, armijo (default), wolfe}, optional Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to armijo. callback : function, optional Optional callback function. It is called on every iteration as callback(x, f) where x is the current solution and f the corresponding residual. Returns sol : array-like An array (of similar array type as x0) containing the nal solution. Raises NoConvergence : When a solution was not found. Notes This algorithm implements the inverse Jacobian Quasi-Newton update H+ = H + (dx Hdf )dx H/(dx Hdf )

which corresponds to Broydens rst Jacobian update J+ = J + (df Jdx)dx /dx dx

References [vR] scipy.optimize.broyden2(F, xin, iter=None, alpha=None, reduction_method=restart, max_rank=None, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search=armijo, callback=None, **kw) Find a root of a function, using Broydens second Jacobian approximation. This method is also known as Broydens bad method. Parameters F : function(x) -> f Function whose root to nd; should take and return an array-like object. x0 : array-like Initial guess for the solution alpha : oat, optional Initial guess for the Jacobian is (-1/alpha). reduction_method : str or tuple, optional

4.14. Optimization and root nding (scipy.optimize)

421

SciPy Reference Guide, Release 0.10.0rc1

Method used in ensuring that the rank of the Broyden matrix stays low. Can either be a string giving the name of the method, or a tuple of the form (method, param1, param2, ...) that gives the name of the method and values for additional parameters. Methods available: restart: drop all matrix columns. Has no extra parameters. simple: drop oldest matrix column. Has no extra parameters. svd: keep only the most signicant SVD components. Extra parameters: to_retain: number of SVD components to retain when rank reduction is done. Default is max_rank - 2. max_rank : int, optional Maximum rank for the Broyden matrix. Default is innity (ie., no rank reduction). iter : int, optional Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised. f_tol : oat, optional Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : oat, optional Relative tolerance for the residual. If omitted, not used. x_tol : oat, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used. x_rtol : oat, optional Relative minimum step size. If omitted, not used. tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, armijo (default), wolfe}, optional Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to armijo. callback : function, optional Optional callback function. It is called on every iteration as callback(x, f) where x is the current solution and f the corresponding residual.

422

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns sol : array-like An array (of similar array type as x0) containing the nal solution. Raises NoConvergence : When a solution was not found. Notes This algorithm implements the inverse Jacobian Quasi-Newton update H+ = H + (dx Hdf )df /(df df )

corresponding to Broydens second method. References [vR] Large-scale nonlinear solvers: newton_krylov(F, xin, **kw[, iter, rdiff, ...]) anderson(F, xin, **kw[, iter, alpha, w0, M, ...]) Find a root of a function, using Krylov approximation for inverse Jacobian. Find a root of a function, using (extended) Anderson mixing.

scipy.optimize.newton_krylov(F, xin, iter=None, rdiff=None, method=lgmres, inner_maxiter=20, inner_M=None, outer_k=10, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search=armijo, callback=None, **kw) Find a root of a function, using Krylov approximation for inverse Jacobian. This method is suitable for solving large-scale problems. Parameters F : function(x) -> f Function whose root to nd; should take and return an array-like object. x0 : array-like Initial guess for the solution rdiff : oat, optional Relative step size to use in numerical differentiation. method : {lgmres, gmres, bicgstab, cgs, minres} or function Krylov method to use to approximate the Jacobian. Can be a string, or a function implementing the same interface as the iterative solvers in scipy.sparse.linalg. The default is scipy.sparse.linalg.lgmres. inner_M : LinearOperator or InverseJacobian Preconditioner for the inner Krylov iteration. Note that you can use also inverse Jacobians as (adaptive) preconditioners. For example,

4.14. Optimization and root nding (scipy.optimize)

423

SciPy Reference Guide, Release 0.10.0rc1

>>> jac = BroydenFirst() >>> kjac = KrylovJacobian(inner_M=jac.inverse).

If the preconditioner has a method named update, it will be called as update(x, f) after each nonlinear step, with x giving the current point, and f the current function value. inner_tol, inner_maxiter, ... : Parameters to pass on to the inner scipy.sparse.linalg.gmres for details. outer_k : int, optional Size of the subspace kept across LGMRES nonlinear iterations. scipy.sparse.linalg.lgmres for details. iter : int, optional Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised. f_tol : oat, optional Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : oat, optional Relative tolerance for the residual. If omitted, not used. x_tol : oat, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used. x_rtol : oat, optional Relative minimum step size. If omitted, not used. tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, armijo (default), wolfe}, optional Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to armijo. callback : function, optional Optional callback function. It is called on every iteration as callback(x, f) where x is the current solution and f the corresponding residual. Returns sol : array-like See Krylov solver. See

424

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

An array (of similar array type as x0) containing the nal solution. Raises NoConvergence : When a solution was not found. See Also: scipy.sparse.linalg.gmres, scipy.sparse.linalg.lgmres Notes This function implements a Newton-Krylov solver. The basic idea is to compute the inverse of the Jacobian with an iterative Krylov method. These methods require only evaluating the Jacobian-vector products, which are conveniently approximated by numerical differentiation: Jv (f (x + v/|v|) f (x))/

Due to the use of iterative matrix inverses, these methods can deal with large nonlinear problems. Scipys scipy.sparse.linalg module offers a selection of Krylov solvers to choose from. The default here is lgmres, which is a variant of restarted GMRES iteration that reuses some of the information obtained in the previous Newton steps to invert Jacobians in subsequent steps. For a review on Newton-Krylov methods, see for example [KK], and for the LGMRES sparse inverse method, see [BJM]. References [KK], [BJM] scipy.optimize.anderson(F, xin, iter=None, alpha=None, w0=0.01, M=5, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search=armijo, callback=None, **kw) Find a root of a function, using (extended) Anderson mixing. The Jacobian is formed by for a best solution in the space spanned by last M vectors. As a result, only a MxM matrix inversions and MxN multiplications are required. [Ey] Parameters F : function(x) -> f Function whose root to nd; should take and return an array-like object. x0 : array-like Initial guess for the solution alpha : oat, optional Initial guess for the Jacobian is (-1/alpha). M : oat, optional Number of previous vectors to retain. Defaults to 5. w0 : oat, optional Regularization parameter for numerical stability. Compared to unity, good values of the order of 0.01. iter : int, optional

4.14. Optimization and root nding (scipy.optimize)

425

SciPy Reference Guide, Release 0.10.0rc1

Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised. f_tol : oat, optional Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : oat, optional Relative tolerance for the residual. If omitted, not used. x_tol : oat, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used. x_rtol : oat, optional Relative minimum step size. If omitted, not used. tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, armijo (default), wolfe}, optional Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to armijo. callback : function, optional Optional callback function. It is called on every iteration as callback(x, f) where x is the current solution and f the corresponding residual. Returns sol : array-like An array (of similar array type as x0) containing the nal solution. Raises NoConvergence : When a solution was not found. References [Ey] Simple iterations: excitingmixing(F, xin, **kw[, iter, alpha, ...]) linearmixing(F, xin, **kw[, iter, alpha, ...]) diagbroyden(F, xin, **kw[, iter, alpha, ...]) Find a root of a function, using a tuned diagonal Jacobian approximation. Find a root of a function, using a scalar Jacobian approximation. Find a root of a function, using diagonal Broyden Jacobian approximation.

426

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.optimize.excitingmixing(F, xin, iter=None, alpha=None, alphamax=1.0, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search=armijo, callback=None, **kw) Find a root of a function, using a tuned diagonal Jacobian approximation. The Jacobian matrix is diagonal and is tuned on each iteration. Warning: This algorithm may be useful for specic problems, but whether it will work may depend strongly on the problem. Parameters F : function(x) -> f Function whose root to nd; should take and return an array-like object. x0 : array-like Initial guess for the solution alpha : oat, optional Initial Jacobian approximation is (-1/alpha). alphamax : oat, optional The entries of the diagonal Jacobian are kept in the range [alpha, alphamax]. iter : int, optional Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised. f_tol : oat, optional Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : oat, optional Relative tolerance for the residual. If omitted, not used. x_tol : oat, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used. x_rtol : oat, optional Relative minimum step size. If omitted, not used. tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, armijo (default), wolfe}, optional

4.14. Optimization and root nding (scipy.optimize)

427

SciPy Reference Guide, Release 0.10.0rc1

Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to armijo. callback : function, optional Optional callback function. It is called on every iteration as callback(x, f) where x is the current solution and f the corresponding residual. Returns sol : array-like An array (of similar array type as x0) containing the nal solution. Raises NoConvergence : When a solution was not found. scipy.optimize.linearmixing(F, xin, iter=None, alpha=None, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search=armijo, callback=None, **kw) Find a root of a function, using a scalar Jacobian approximation. Warning: This algorithm may be useful for specic problems, but whether it will work may depend strongly on the problem. Parameters F : function(x) -> f Function whose root to nd; should take and return an array-like object. x0 : array-like Initial guess for the solution alpha : oat, optional The Jacobian approximation is (-1/alpha). iter : int, optional Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised. f_tol : oat, optional Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : oat, optional Relative tolerance for the residual. If omitted, not used. x_tol : oat, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used.

428

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

x_rtol : oat, optional Relative minimum step size. If omitted, not used. tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, armijo (default), wolfe}, optional Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to armijo. callback : function, optional Optional callback function. It is called on every iteration as callback(x, f) where x is the current solution and f the corresponding residual. Returns sol : array-like An array (of similar array type as x0) containing the nal solution. Raises NoConvergence : When a solution was not found. scipy.optimize.diagbroyden(F, xin, iter=None, alpha=None, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search=armijo, callback=None, **kw) Find a root of a function, using diagonal Broyden Jacobian approximation. The Jacobian approximation is derived from previous iterations, by retaining only the diagonal of Broyden matrices. Warning: This algorithm may be useful for specic problems, but whether it will work may depend strongly on the problem. Parameters F : function(x) -> f Function whose root to nd; should take and return an array-like object. x0 : array-like Initial guess for the solution alpha : oat, optional Initial guess for the Jacobian is (-1/alpha). iter : int, optional Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised. f_tol : oat, optional 4.14. Optimization and root nding (scipy.optimize) 429

SciPy Reference Guide, Release 0.10.0rc1

Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : oat, optional Relative tolerance for the residual. If omitted, not used. x_tol : oat, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used. x_rtol : oat, optional Relative minimum step size. If omitted, not used. tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, armijo (default), wolfe}, optional Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to armijo. callback : function, optional Optional callback function. It is called on every iteration as callback(x, f) where x is the current solution and f the corresponding residual. Returns sol : array-like An array (of similar array type as x0) containing the nal solution. Raises NoConvergence : When a solution was not found. Additional information on the nonlinear solvers

4.14.4 Utility Functions


line_search(f, myfprime, xk, pk[, gfk, ...]) check_grad(func, grad, x0, *args) Find alpha that satises strong Wolfe conditions. Check the correctness of a gradient function by comparing it against a nite-difference approximation of the gradient.

scipy.optimize.line_search(f, myfprime, xk, pk, gfk=None, old_fval=None, old_old_fval=None, args=(), c1=0.0001, c2=0.90000000000000002, amax=50) Find alpha that satises strong Wolfe conditions. Parameters f : callable f(x,*args) Objective function. myfprime : callable f(x,*args) Objective function gradient (can be None). xk : ndarray Starting point.

430

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

pk : ndarray Search direction. gfk : ndarray, optional Gradient value for x=xk (xk being the current parameter estimate). Will be recomputed if omitted. old_fval : oat, optional Function value for x=xk. Will be recomputed if omitted. old_old_fval : oat, optional Function value for the point preceding x=xk args : tuple, optional Additional arguments passed to objective function. c1 : oat, optional Parameter for Armijo condition rule. c2 : oat, optional Parameter for curvature condition rule. Returns alpha0 : oat Alpha for which x_new = x0 + alpha * pk. fc : int Number of function evaluations made. gc : int Number of gradient evaluations made. Notes Uses the line search algorithm to enforce strong Wolfe conditions. See Wright and Nocedal, Numerical Optimization, 1999, pg. 59-60. For the zoom phase it uses an algorithm by [...]. scipy.optimize.check_grad(func, grad, x0, *args) Check the correctness of a gradient function by comparing it against a nite-difference approximation of the gradient. Parameters func: callable func(x0,*args) : Function whose derivative is to be checked grad: callable grad(x0, *args) : Gradient of func x0: ndarray : Points to check grad against nite difference approximation of grad using func. args: optional : Extra arguments passed to func and grad

4.14. Optimization and root nding (scipy.optimize)

431

SciPy Reference Guide, Release 0.10.0rc1

Returns err: oat : The square root of the sum of squares (i.e. the 2-norm) of the difference between grad(x0, *args) and the nite difference approximation of grad using func at the points x0.

4.15 Nonlinear solvers


This is a collection of general-purpose nonlinear multidimensional solvers. These solvers nd x for which F(x) = 0. Both x and F can be multidimensional.

4.15.1 Routines
Large-scale nonlinear solvers: newton_krylov(F, xin, **kw[, iter, rdiff, ...]) anderson(F, xin, **kw[, iter, alpha, w0, M, ...]) General nonlinear solvers: broyden1(F, xin, **kw[, iter, alpha, ...]) broyden2(F, xin, **kw[, iter, alpha, ...]) Simple iterations: excitingmixing(F, xin, **kw[, iter, alpha, ...]) linearmixing(F, xin, **kw[, iter, alpha, ...]) diagbroyden(F, xin, **kw[, iter, alpha, ...]) Find a root of a function, using a tuned diagonal Jacobian approximation. Find a root of a function, using a scalar Jacobian approximation. Find a root of a function, using diagonal Broyden Jacobian approximation. Find a root of a function, using Broydens rst Jacobian approximation. Find a root of a function, using Broydens second Jacobian approximation. Find a root of a function, using Krylov approximation for inverse Jacobian. Find a root of a function, using (extended) Anderson mixing.

4.15.2 Examples
Small problem
>>> def F(x): ... return np.cos(x) + x[::-1] - [1, 2, 3, 4] >>> import scipy.optimize >>> x = scipy.optimize.broyden1(F, [1,1,1,1], f_tol=1e-14) >>> x array([ 4.04674914, 3.91158389, 2.71791677, 1.61756251]) >>> np.cos(x) + x[::-1] array([ 1., 2., 3., 4.])

432

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Large problem Suppose that we needed to solve the following integrodifferential equation on the square [0, 1] [0, 1]:
1 2 1 2

P = 10
0 0

cosh(P ) dx dy

with P (x, 1) = 1 and P = 0 elsewhere on the boundary of the square. The solution can be found using the newton_krylov solver:
import numpy as np from scipy.optimize import newton_krylov from numpy import cosh, zeros_like, mgrid, zeros # parameters nx, ny = 75, 75 hx, hy = 1./(nx-1), 1./(ny-1) P_left, P_right = 0, 0 P_top, P_bottom = 1, 0 def residual(P): d2x = zeros_like(P) d2y = zeros_like(P) d2x[1:-1] = (P[2:] - 2*P[1:-1] + P[:-2]) / hx/hx d2x[0] = (P[1] - 2*P[0] + P_left)/hx/hx d2x[-1] = (P_right - 2*P[-1] + P[-2])/hx/hx d2y[:,1:-1] = (P[:,2:] - 2*P[:,1:-1] + P[:,:-2])/hy/hy d2y[:,0] = (P[:,1] - 2*P[:,0] + P_bottom)/hy/hy d2y[:,-1] = (P_top - 2*P[:,-1] + P[:,-2])/hy/hy return d2x + d2y - 10*cosh(P).mean()**2 # solve guess = zeros((nx, ny), float) sol = newton_krylov(residual, guess, method=lgmres, verbose=1) print Residual, abs(residual(sol)).max() # visualize import matplotlib.pyplot as plt x, y = mgrid[0:1:(nx*1j), 0:1:(ny*1j)] plt.pcolor(x, y, sol) plt.colorbar() plt.show()

4.15. Nonlinear solvers

433

SciPy Reference Guide, Release 0.10.0rc1

1.0 0.8 0.6 0.4 0.2 0.0 0.0 0.2 0.4 0.6 0.8 1.0

0.8 0.6 0.4 0.2 0.0 0.2 0.4 0.6

4.16 Signal processing (scipy.signal)


4.16.1 Convolution
convolve(in1, in2[, mode]) correlate(in1, in2[, mode]) fftconvolve(in1, in2[, mode]) convolve2d(in1, in2[, mode, boundary, llvalue]) correlate2d(in1, in2[, mode, boundary, ...]) sepfir2d scipy.signal.convolve(in1, in2, mode=full) Convolve two N-dimensional arrays. Convolve in1 and in2 with output size determined by mode. Parameters in1: array : rst input. in2: array : second input. Should have the same number of dimensions as in1. mode: str {valid, same, full} : a string indicating the size of the output: valid [the output consists only of those elements that do not] rely on the zero-padding. same [the output is the same size as in1 centered] with respect to the full output. full [the output is the full discrete linear cross-correlation] of the inputs. (Default) Convolve two N-dimensional arrays. Cross-correlate two N-dimensional arrays. Convolve two N-dimensional arrays using FFT. See convolve. Convolve two 2-dimensional arrays. Cross-correlate two 2-dimensional arrays. sepr2d(input, hrow, hcol) -> output

434

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns out: array : an N-dimensional array containing a subset of the discrete linear cross-correlation of in1 with in2. scipy.signal.correlate(in1, in2, mode=full) Cross-correlate two N-dimensional arrays. Cross-correlate in1 and in2 with the output size determined by the mode argument. Parameters in1: array : rst input. in2: array : second input. Should have the same number of dimensions as in1. mode: str {valid, same, full} : a string indicating the size of the output: valid: the output consists only of those elements that do not rely on the zero-padding. - same: the output is the same size as in1 centered with respect to the full output. full: the output is the full discrete linear cross-correlation of the inputs. (Default) Returns out: array : an N-dimensional array containing a subset of the discrete linear cross-correlation of in1 with in2. Notes The correlation z of two arrays x and y of rank d is dened as z[...,k,...] = sum[..., i_l, ...] x[..., i_l,...] * conj(y[..., i_l + k,...]) scipy.signal.fftconvolve(in1, in2, mode=full) Convolve two N-dimensional arrays using FFT. See convolve. scipy.signal.convolve2d(in1, in2, mode=full, boundary=ll, llvalue=0) Convolve two 2-dimensional arrays. Convolve in1 and in2 with output size determined by mode and boundary conditions determined by boundary and llvalue. Parameters in1, in2 : ndarray Two-dimensional input arrays to be convolved. mode: str, optional : A string indicating the size of the output:

4.16. Signal processing (scipy.signal)

435

SciPy Reference Guide, Release 0.10.0rc1

valid [the output consists only of those elements that do not] rely on the zero-padding. same [the output is the same size as in1 centered] with respect to the full output. full [the output is the full discrete linear cross-correlation] of the inputs. (Default) boundary : str, optional A ag indicating how to handle boundaries: ll : pad input arrays with llvalue. (default) wrap : circular boundary conditions. symm : symmetrical boundary conditions. llvalue : scalar, optional Value to ll pad input arrays with. Default is 0. Returns out : ndarray A 2-dimensional array containing a subset of the discrete linear convolution of in1 with in2. scipy.signal.correlate2d(in1, in2, mode=full, boundary=ll, llvalue=0) Cross-correlate two 2-dimensional arrays. Cross correlate in1 and in2 with output size determined by mode and boundary conditions determined by boundary and llvalue. Parameters in1, in2 : ndarray Two-dimensional input arrays to be convolved. mode: str, optional : A string indicating the size of the output: valid [the output consists only of those elements that do not] rely on the zero-padding. same [the output is the same size as in1 centered] with respect to the full output. full [the output is the full discrete linear cross-correlation] of the inputs. (Default) boundary : str, optional A ag indicating how to handle boundaries: ll : pad input arrays with llvalue. (default) wrap : circular boundary conditions. symm : symmetrical boundary conditions. llvalue : scalar, optional Value to ll pad input arrays with. Default is 0.

436

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns out : ndarray A 2-dimensional array containing a subset of the discrete linear cross-correlation of in1 with in2. scipy.signal.sepfir2d() sepr2d(input, hrow, hcol) -> output Description: Convolve the rank-2 input array with the separable lter dened by the rank-1 arrays hrow, and hcol. Mirror symmetric boundary conditions are assumed. This function can be used to nd an image given its B-spline representation.

4.16.2 B-splines
bspline(x, n) gauss_spline(x, n) cspline1d(signal[, lamb]) qspline1d(signal[, lamb]) cspline2d qspline2d spline_filter(Iin[, lmbda]) B-spline basis function of order n. Gaussian approximation to B-spline basis function of order n. Compute cubic spline coefcients for rank-1 array. Compute quadratic spline coefcients for rank-1 array. cspline2d(input {, lambda, precision}) -> ck qspline2d(input {, lambda, precision}) -> qk Smoothing spline (cubic) ltering of a rank-2 array.

scipy.signal.bspline(x, n) B-spline basis function of order n. Notes Uses numpy.piecewise and automatic function-generator. scipy.signal.gauss_spline(x, n) Gaussian approximation to B-spline basis function of order n. scipy.signal.cspline1d(signal, lamb=0.0) Compute cubic spline coefcients for rank-1 array. Find the cubic spline coefcients for a 1-D signal assuming mirror-symmetric boundary conditions. To obtain the signal back from the spline representation mirror-symmetric-convolve these coefcients with a length 3 FIR window [1.0, 4.0, 1.0]/ 6.0 . Parameters signal : ndarray A rank-1 array representing samples of a signal. lamb : oat, optional Smoothing coefcient, default is 0.0. Returns c : ndarray Cubic spline coefcients. scipy.signal.qspline1d(signal, lamb=0.0) Compute quadratic spline coefcients for rank-1 array. Find the quadratic spline coefcients for a 1-D signal assuming mirror-symmetric boundary conditions. To obtain the signal back from the spline representation mirror-symmetric-convolve these coefcients with a length 3 FIR window [1.0, 6.0, 1.0]/ 8.0 . 4.16. Signal processing (scipy.signal) 437

SciPy Reference Guide, Release 0.10.0rc1

Parameters signal : ndarray A rank-1 array representing samples of a signal. lamb : oat, optional Smoothing coefcient (must be zero for now). Returns c : ndarray Cubic spline coefcients. scipy.signal.cspline2d() cspline2d(input {, lambda, precision}) -> ck Description: Return the third-order B-spline coefcients over a regularly spacedi input grid for the twodimensional input image. The lambda argument species the amount of smoothing. The precision argument allows specifying the precision used when computing the innite sum needed to apply mirror- symmetric boundary conditions. scipy.signal.qspline2d() qspline2d(input {, lambda, precision}) -> qk Description: Return the second-order B-spline coefcients over a regularly spaced input grid for the twodimensional input image. The lambda argument species the amount of smoothing. The precision argument allows specifying the precision used when computing the innite sum needed to apply mirror- symmetric boundary conditions. scipy.signal.spline_filter(Iin, lmbda=5.0) Smoothing spline (cubic) ltering of a rank-2 array. Filter an input data set, Iin, using a (cubic) smoothing spline of fall-off lmbda.

438

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

4.16.3 Filtering
order_filter(a, domain, rank) medfilt(volume[, kernel_size]) medfilt2d(input[, kernel_size]) wiener(im[, mysize, noise]) symiirorder1 symiirorder2 lfilter(b, a, x[, axis, zi]) lfiltic(b, a, y[, x]) lfilter_zi(b, a) filtfilt(b, a, x[, axis, padtype, padlen]) deconvolve(signal, divisor) hilbert(x[, N, axis]) get_window(window, Nx[, fftbins]) decimate(x, q[, n, ftype, axis]) detrend(data[, axis, type, bp]) resample(x, num[, t, axis, window]) Perform an order lter on an N-dimensional array. Perform a median lter on an N-dimensional array. Median lter a 2-dimensional array. Perform a Wiener lter on an N-dimensional array. symiirorder1(input, c0, z1 {, precision}) -> output symiirorder2(input, r, omega {, precision}) -> output Filter data along one-dimension with an IIR or FIR lter. Construct initial conditions for llter Compute an initial state zi for the llter function that corresponds to the steady state of the step response. A forward-backward lter. Deconvolves divisor out of signal. Compute the analytic signal. Return a window of length Nx and type window. Downsample the signal x by an integer factor q, using an order n lter. Remove linear trend along axis from data. Resample x to num samples using Fourier method along the given axis.

scipy.signal.order_filter(a, domain, rank) Perform an order lter on an N-dimensional array. Perform an order lter on the array in. The domain argument acts as a mask centered over each pixel. The non-zero elements of domain are used to select elements surrounding each input pixel which are placed in a list. The list is sorted, and the output for that pixel is the element corresponding to rank in the sorted list. Parameters a : ndarray The N-dimensional input array. domain : array_like A mask array with the same number of dimensions as in. Each dimension should have an odd number of elements. rank : int A non-negative integer which selects the element from the sorted list (0 corresponds to the smallest element, 1 is the next smallest element, etc.). Returns out : ndarray The results of the order lter in an array with the same shape as in. Examples
>>> import scipy.signal >>> x = np.arange(25).reshape(5, 5) >>> domain = np.identity(3)

4.16. Signal processing (scipy.signal)

439

SciPy Reference Guide, Release 0.10.0rc1

>>> x array([[ 0, 1, 2, 3, 4], [ 5, 6, 7, 8, 9], [10, 11, 12, 13, 14], [15, 16, 17, 18, 19], [20, 21, 22, 23, 24]]) >>> sp.signal.order_filter(x, domain, 0) array([[ 0., 0., 0., 0., 0.], [ 0., 0., 1., 2., 0.], [ 0., 5., 6., 7., 0.], [ 0., 10., 11., 12., 0.], [ 0., 0., 0., 0., 0.]]) >>> sp.signal.order_filter(x, domain, 2) array([[ 6., 7., 8., 9., 4.], [ 11., 12., 13., 14., 9.], [ 16., 17., 18., 19., 14.], [ 21., 22., 23., 24., 19.], [ 20., 21., 22., 23., 24.]])

scipy.signal.medfilt(volume, kernel_size=None) Perform a median lter on an N-dimensional array. Apply a median lter to the input array using a local window-size given by kernel_size. Parameters volume : array_like An N-dimensional input array. kernel_size : array_like, optional A scalar or an N-length list giving the size of the median lter window in each dimension. Elements of kernel_size should be odd. If kernel_size is a scalar, then this scalar is used as the size in each dimension. Default size is 3 for each dimension. Returns out : ndarray An array the same size as input containing the median ltered result. scipy.signal.medfilt2d(input, kernel_size=3) Median lter a 2-dimensional array. Apply a median lter to the input array using a local window-size given by kernel_size (must be odd). Parameters input : array_like A 2-dimensional input array. kernel_size : array_like, optional A scalar or a list of length 2, giving the size of the median lter window in each dimension. Elements of kernel_size should be odd. If kernel_size is a scalar, then this scalar is used as the size in each dimension. Default is a kernel of size (3, 3). Returns out : ndarray An array the same size as input containing the median ltered result. scipy.signal.wiener(im, mysize=None, noise=None) Perform a Wiener lter on an N-dimensional array.

440

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Apply a Wiener lter to the N-dimensional array im. Parameters im : ndarray An N-dimensional array. mysize : int or arraylike, optional A scalar or an N-length list giving the size of the Wiener lter window in each dimension. Elements of mysize should be odd. If mysize is a scalar, then this scalar is used as the size in each dimension. noise : oat, optional The noise-power to use. If None, then noise is estimated as the average of the local variance of the input. Returns out : ndarray Wiener ltered result with the same shape as im. scipy.signal.symiirorder1() symiirorder1(input, c0, z1 {, precision}) -> output Description: Implement a smoothing IIR lter with mirror-symmetric boundary conditions using a cascade of rst-order sections. The second section uses a reversed sequence. This implements a system with the following transfer function and mirror-symmetric boundary conditions. c0 H(z) = (1-z1/z) (1 - z1 z) The resulting signal will have mirror symmetric boundary conditions as well. Inputs: input the input signal. c0, z1 parameters in the transfer function. precision species the precision for calculating initial conditions of the recursive lter based on mirror-symmetric input. Output: output ltered signal. scipy.signal.symiirorder2() symiirorder2(input, r, omega {, precision}) -> output Description: Implement a smoothing IIR lter with mirror-symmetric boundary conditions using a cascade of second-order sections. The second section uses a reversed sequence. This implements the following transfer function: cs^2 H(z) = (1 - a2/z - a3/z^2) (1 - a2 z - a3 z^2 )

4.16. Signal processing (scipy.signal)

441

SciPy Reference Guide, Release 0.10.0rc1

where a2 = (2 r cos omega) a3 = - r^2 cs = 1 - 2 r cos omega + r^2 Inputs: input the input signal. r, omega parameters in the transfer function. precision species the precision for calculating initial conditions of the recursive lter based on mirror-symmetric input. Output: output ltered signal. scipy.signal.lfilter(b, a, x, axis=-1, zi=None) Filter data along one-dimension with an IIR or FIR lter. Filter a data sequence, x, using a digital lter. This works for many fundamental data types (including Object type). The lter is a direct form II transposed implementation of the standard difference equation (see Notes). Parameters b : array_like The numerator coefcient vector in a 1-D sequence. a : array_like The denominator coefcient vector in a 1-D sequence. If a[0] is not 1, then both a and b are normalized by a[0]. x : array_like An N-dimensional input array. axis : int The axis of the input data array along which to apply the linear lter. The lter is applied to each subarray along this axis (Default = -1) zi : array_like (optional) Initial conditions for the lter delays. It is a vector (or array of vectors for an Ndimensional input) of length max(len(a),len(b))-1. If zi=None or is not given then initial rest is assumed. SEE signal.lltic for more information. Returns y : array The output of the digital lter. zf : array (optional) If zi is None, this is not returned, otherwise, zf holds the nal lter delay values. Notes The lter function is implemented as a direct II transposed structure. This means that the lter implements
a[0]*y[n] = b[0]*x[n] + b[1]*x[n-1] + ... + b[nb]*x[n-nb] - a[1]*y[n-1] - ... - a[na]*y[n-na]

using the following difference equations:

442

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

y[m] = b[0]*x[m] + z[0,m-1] z[0,m] = b[1]*x[m] + z[1,m-1] - a[1]*y[m] ... z[n-3,m] = b[n-2]*x[m] + z[n-2,m-1] - a[n-2]*y[m] z[n-2,m] = b[n-1]*x[m] - a[n-1]*y[m]

where m is the output sample number and n=max(len(a),len(b)) is the model order. The rational transfer function describing this lter in the z-transform domain is:
-1 -nb b[0] + b[1]z + ... + b[nb] z Y(z) = ---------------------------------- X(z) -1 -na a[0] + a[1]z + ... + a[na] z

scipy.signal.lfiltic(b, a, y, x=None) Construct initial conditions for llter Given a linear lter (b,a) and initial conditions on the output y and the input x, return the inital conditions on the state vector zi which is used by llter to generate the output given the input. If M=len(b)-1 and N=len(a)-1. Then, the initial conditions are given in the vectors x and y as:
x = {x[-1],x[-2],...,x[-M]} y = {y[-1],y[-2],...,y[-N]}

If x is not given, its inital conditions are assumed zero. If either vector is too short, then zeros are added to achieve the proper length. The output vector zi contains:
zi = {z_0[-1], z_1[-1], ..., z_K-1[-1]} where K=max(M,N).

scipy.signal.lfilter_zi(b, a) Compute an initial state zi for the llter function that corresponds to the steady state of the step response. A typical use of this function is to set the initial state so that the output of the lter starts at the same value as the rst element of the signal to be ltered. Parameters b, a : array_like (1-D) The IIR lter coefcients. See scipy.signal.lfilter for more information. Returns zi : 1-D ndarray The initial state for the lter. Notes A linear lter with order m has a state space representation (A, B, C, D), for which the output y of the lter can be expressed as:
z(n+1) = A*z(n) + B*x(n) y(n) = C*z(n) + D*x(n)

where z(n) is a vector of length m, A has shape (m, m), B has shape (m, 1), C has shape (1, m) and D has shape (1, 1) (assuming x(n) is a scalar). llter_zi solves:

4.16. Signal processing (scipy.signal)

443

SciPy Reference Guide, Release 0.10.0rc1

zi = A*zi + B

In other words, it nds the initial condition for which the response to an input of all ones is a constant. Given the lter coefcients a and b, the state space matrices for the transposed direct form II implementation of the linear lter, which is the implementation used by scipy.signal.llter, are:
A = scipy.linalg.companion(a).T B = b[1:] - a[1:]*b[0]

assuming a[0] is 1.0; if a[0] is not 1, a and b are rst divided by a[0]. Examples The following code creates a lowpass Butterworth lter. Then it applies that lter to an array whose values are all 1.0; the output is also all 1.0, as expected for a lowpass lter. If the zi argument of llter had not been given, the output would have shown the transient signal.
>>> from numpy import array, ones >>> from scipy.signal import lfilter, lfilter_zi, butter >>> b, a = butter(5, 0.25) >>> zi = lfilter_zi(b, a) >>> y, zo = lfilter(b, a, ones(10), zi=zi) >>> y array([1., 1., 1., 1., 1., 1., 1., 1., 1., 1.])

Another example:
>>> x = array([0.5, 0.5, 0.5, 0.0, 0.0, 0.0, 0.0]) >>> y, zf = lfilter(b, a, x, zi=zi*x[0]) >>> y array([ 0.5 , 0.5 , 0.5 , 0.49836039, 0.44399389, 0.35505241])

0.48610528,

Note that the zi argument to llter was computed using llter_zi and scaled by x[0]. Then the output y has no transient until the input drops from 0.5 to 0.0. scipy.signal.get_window(window, Nx, fftbins=True) Return a window of length Nx and type window. Parameters window : string, oat, or tuple The type of window to create. See below for more details. Nx : int The number of samples in the window. fftbins : bool, optional If True, create a periodic window ready to use with ifftshift and be multiplied by the result of an fft (SEE ALSO fftfreq). Notes Window types: boxcar, triang, blackman, hamming, hanning, bartlett, parzen, bohman, blackmanharris, nuttall, barthann, kaiser (needs beta), gaussian (needs std), general_gaussian (needs power, width), slepian (needs width), chebwin (needs attenuation)

444

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

If the window requires no parameters, then window can be a string. If the window requires parameters, then window must be a tuple with the rst argument the string name of the window, and the next arguments the needed parameters. If window is a oating point number, it is interpreted as the beta parameter of the kaiser window. Each of the window types listed above is also the name of a function that can be called directly to create a window of that type. Examples
>>> get_window(triang, 7) array([ 0.25, 0.5 , 0.75, 1. , 0.75, 0.5 >>> get_window((kaiser, 4.0), 9) array([ 0.08848053, 0.32578323, 0.63343178, 0.89640418, 0.63343178, 0.32578323, >>> get_window(4.0, 9) array([ 0.08848053, 0.32578323, 0.63343178, 0.89640418, 0.63343178, 0.32578323, , 0.25]) ,

0.89640418, 1. 0.08848053]) 0.89640418, 1. 0.08848053])

4.16.4 Filter design


bilinear(b, a[, fs]) firwin(numtaps, cutoff[, width, window, ...]) firwin2(numtaps, freq, gain[, nfreqs, ...]) freqs(b, a[, worN, plot]) freqz(b[, a, worN, whole, plot]) iirdesign(wp, ws, gpass, gstop[, analog, ...]) iirfilter(N, Wn[, rp, rs, btype, analog, ...]) kaiser_atten(numtaps, width) kaiser_beta(a) kaiserord(ripple, width) remez(numtaps, bands, desired[, weight, Hz, ...]) unique_roots(p[, tol, rtype]) residue(b, a[, tol, rtype]) residuez(b, a[, tol, rtype]) invres(r, p, k[, tol, rtype]) Return a digital lter from an analog one using a bilinear transform. FIR lter design using the window method. FIR lter design using the window method. Compute frequency response of analog lter. Compute the frequency response of a digital lter. Complete IIR digital and analog lter design. IIR digital and analog lter design given order and critical points. Compute the attenuation of a Kaiser FIR lter. Compute the Kaiser parameter beta, given the attenuation a. Design a Kaiser window to limit ripple and width of transition region. Calculate the minimax optimal lter using the Remez exchange algorithm. Determine unique roots and their multiplicities from a list of roots. Compute partial-fraction expansion of b(s) / a(s). Compute partial-fraction expansion of b(z) / a(z). Compute b(s) and a(s) from partial fraction expansion: r,p,k

scipy.signal.bilinear(b, a, fs=1.0) Return a digital lter from an analog one using a bilinear transform. The bilinear transform substitutes (z-1) / (z+1) for s.

4.16. Signal processing (scipy.signal)

445

SciPy Reference Guide, Release 0.10.0rc1

4.16.5 Matlab-style IIR lter design


butter(N, Wn[, btype, analog, output]) buttord(wp, ws, gpass, gstop[, analog]) cheby1(N, rp, Wn[, btype, analog, output]) cheb1ord(wp, ws, gpass, gstop[, analog]) cheby2(N, rs, Wn[, btype, analog, output]) cheb2ord(wp, ws, gpass, gstop[, analog]) ellip(N, rp, rs, Wn[, btype, analog, output]) ellipord(wp, ws, gpass, gstop[, analog]) bessel(N, Wn[, btype, analog, output]) Butterworth digital and analog lter design. Butterworth lter order selection. Chebyshev type I digital and analog lter design. Chebyshev type I lter order selection. Chebyshev type I digital and analog lter design. Chebyshev type II lter order selection. Elliptic (Cauer) digital and analog lter design. Elliptic (Cauer) lter order selection. Bessel digital and analog lter design.

scipy.signal.butter(N, Wn, btype=low, analog=0, output=ba) Butterworth digital and analog lter design. Design an Nth order lowpass digital or analog Butterworth lter and return the lter coefcients in (B,A) or (Z,P,K) form. See Also: buttord. scipy.signal.buttord(wp, ws, gpass, gstop, analog=0) Butterworth lter order selection. Return the order of the lowest order digital Butterworth lter that loses no more than gpass dB in the passband and has at least gstop dB attenuation in the stopband. Parameters wp, ws : oat Passband and stopband edge frequencies, normalized from 0 to 1 (1 corresponds to pi radians / sample). For example: Lowpass: wp = 0.2, ws = 0.3 Highpass: wp = 0.3, ws = 0.2 Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] gpass : oat The maximum loss in the passband (dB). gstop : oat The minimum attenuation in the stopband (dB). analog : int, optional Non-zero to design an analog lter (in this case wp and ws are in radians / second). Returns ord : int The lowest order for a Butterworth lter which meets specs. wn : ndarray or oat The Butterworth natural frequency (i.e. the 3dB frequency). Should be used with butter to give lter results.

446

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.signal.cheby1(N, rp, Wn, btype=low, analog=0, output=ba) Chebyshev type I digital and analog lter design. Design an Nth order lowpass digital or analog Chebyshev type I lter and return the lter coefcients in (B,A) or (Z,P,K) form. See Also: cheb1ord. scipy.signal.cheb1ord(wp, ws, gpass, gstop, analog=0) Chebyshev type I lter order selection. Return the order of the lowest order digital Chebyshev Type I lter that loses no more than gpass dB in the passband and has at least gstop dB attenuation in the stopband. Parameters wp, ws : oat Passband and stopband edge frequencies, normalized from 0 to 1 (1 corresponds to pi radians / sample). For example: Lowpass: wp = 0.2, ws = 0.3 Highpass: wp = 0.3, ws = 0.2 Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] gpass : oat The maximum loss in the passband (dB). gstop : oat The minimum attenuation in the stopband (dB). analog : int, optional Non-zero to design an analog lter (in this case wp and ws are in radians / second). Returns ord : int The lowest order for a Chebyshev type I lter that meets specs. wn : ndarray or oat The Chebyshev natural frequency (the 3dB frequency) for use with cheby1 to give lter results. scipy.signal.cheby2(N, rs, Wn, btype=low, analog=0, output=ba) Chebyshev type I digital and analog lter design. Design an Nth order lowpass digital or analog Chebyshev type I lter and return the lter coefcients in (B,A) or (Z,P,K) form. See Also: cheb2ord. scipy.signal.cheb2ord(wp, ws, gpass, gstop, analog=0) Chebyshev type II lter order selection. Description:

4.16. Signal processing (scipy.signal)

447

SciPy Reference Guide, Release 0.10.0rc1

Return the order of the lowest order digital Chebyshev Type II lter that loses no more than gpass dB in the passband and has at least gstop dB attenuation in the stopband. Parameters wp, ws : oat Passband and stopband edge frequencies, normalized from 0 to 1 (1 corresponds to pi radians / sample). For example: Lowpass: wp = 0.2, ws = 0.3 Highpass: wp = 0.3, ws = 0.2 Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6] Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] gpass : oat The maximum loss in the passband (dB). gstop : oat The minimum attenuation in the stopband (dB). analog : int, optional Non-zero to design an analog lter (in this case wp and ws are in radians / second). Returns ord : int The lowest order for a Chebyshev type II lter that meets specs. wn : ndarray or oat The Chebyshev natural frequency (the 3dB frequency) for use with cheby2 to give lter results. scipy.signal.ellip(N, rp, rs, Wn, btype=low, analog=0, output=ba) Elliptic (Cauer) digital and analog lter design. Design an Nth order lowpass digital or analog elliptic lter and return the lter coefcients in (B,A) or (Z,P,K) form. See Also: ellipord. scipy.signal.ellipord(wp, ws, gpass, gstop, analog=0) Elliptic (Cauer) lter order selection. Return the order of the lowest order digital elliptic lter that loses no more than gpass dB in the passband and has at least gstop dB attenuation in the stopband. Parameters wp, ws : oat Passband and stopband edge frequencies, normalized from 0 to 1 (1 corresponds to pi radians / sample). For example: Lowpass: wp = 0.2, ws = 0.3 Highpass: wp = 0.3, ws = 0.2 Bandpass: wp = [0.2, 0.5], ws = [0.1, 0.6]

448

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Bandstop: wp = [0.1, 0.6], ws = [0.2, 0.5] gpass : oat The maximum loss in the passband (dB). gstop : oat The minimum attenuation in the stopband (dB). analog : int, optional Non-zero to design an analog lter (in this case wp and ws are in radians / second). Returns : : ord : int The lowest order for an Elliptic (Cauer) lter that meets specs. wn : ndarray or oat The Chebyshev natural frequency (the 3dB frequency) for use with ellip to give lter results.scipy.signal.bessel(N, Wn, btype=low, analog=0, output=ba) Bessel digital and analog lter design. Design an Nth order lowpass digital or analog Bessel lter and return the lter coefcients in (B,A) or (Z,P,K) form.

4.16.6 Continuous-Time Linear Systems


lti(*args, **kwords) lsim(system, U, T[, X0, interp]) lsim2(system, **kwargs[, U, T, X0]) impulse(system[, X0, T, N]) impulse2(system, **kwargs[, X0, T, N]) step(system[, X0, T, N]) step2(system, **kwargs[, X0, T, N]) Linear Time Invariant class which simplies representation. Simulate output of a continuous-time linear system. Simulate output of a continuous-time linear system, by using Impulse response of continuous-time system. Impulse response of a single-input, continuous-time linear system. Step response of continuous-time system. Step response of continuous-time system.

class scipy.signal.lti(*args, **kwords) Linear Time Invariant class which simplies representation. Methods impulse(system[, X0, T, N]) output step(system[, X0, T, N]) Impulse response of continuous-time system. Step response of continuous-time system.

scipy.signal.impulse(system, X0=None, T=None, N=None) Impulse response of continuous-time system. Parameters system : LTI class or tuple If specied as a tuple, the system is described as (num, den), (zero, pole, gain), or (A, B, C, D). X0 : array_like, optional

4.16. Signal processing (scipy.signal)

449

SciPy Reference Guide, Release 0.10.0rc1

Initial state-vector. Defaults to zero. T : array_like, optional Time points. Computed if not given. N : int, optional The number of time points to compute (if T is not given). Returns T : ndarray A 1-D array of time points. yout : ndarray A 1-D array containing the impulse response of the system (except for singularities at zero). scipy.signal.step(system, X0=None, T=None, N=None) Step response of continuous-time system. Parameters system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation. 2 (num, den) 3 (zeros, poles, gain) 4 (A, B, C, D) X0 : array_like, optional Initial state-vector (default is zero). T : array_like, optional Time points (computed if not given). N : int Number of time points to compute if T is not given. Returns T : 1D ndarray Output time points. yout : 1D ndarray Step response of system. See Also: scipy.signal.step2 scipy.signal.lsim(system, U, T, X0=None, interp=1) Simulate output of a continuous-time linear system. Parameters system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: 2: (num, den) 3: (zeros, poles, gain) 4: (A, B, C, D)

450

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

U : array_like An input array describing the input at each time T (interpolation is assumed between given times). If there are multiple inputs, then each column of the rank-2 array represents an input. T : array_like The time steps at which the input is dened and at which the output is desired. X0 : : The initial conditions on the state vector (zero by default). interp : {1, 0} Whether to use linear (1) or zero-order hold (0) interpolation. Returns T : 1D ndarray Time values for the output. yout : 1D ndarray System response. xout : ndarray Time-evolution of the state-vector. scipy.signal.lsim2(system, U=None, T=None, X0=None, **kwargs) Simulate output of a continuous-time linear system, by using the ODE solver scipy.integrate.odeint. Parameters system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: 2: (num, den) 3: (zeros, poles, gain) 4: (A, B, C, D) U : array_like (1D or 2D), optional An input array describing the input at each time T. Linear interpolation is used between given times. If there are multiple inputs, then each column of the rank-2 array represents an input. If U is not given, the input is assumed to be zero. T : array_like (1D or 2D), optional The time steps at which the input is dened and at which the output is desired. The default is 101 evenly spaced points on the interval [0,10.0]. X0 : array_like (1D), optional The initial condition of the state vector. If X0 is not given, the initial conditions are assumed to be 0. kwargs : dict Additional keyword arguments are passed on to the function odeint. See the notes below for more details. Returns T : 1D ndarray

4.16. Signal processing (scipy.signal)

451

SciPy Reference Guide, Release 0.10.0rc1

The time values for the output. yout : ndarray The response of the system. xout : ndarray The time-evolution of the state-vector. Notes This function uses scipy.integrate.odeint to solve the systems differential equations. Additional keyword arguments given to lsim2 are passed on to odeint. See the documentation for scipy.integrate.odeint for the full list of arguments. scipy.signal.impulse(system, X0=None, T=None, N=None) Impulse response of continuous-time system. Parameters system : LTI class or tuple If specied as a tuple, the system is described as (num, den), (zero, pole, gain), or (A, B, C, D). X0 : array_like, optional Initial state-vector. Defaults to zero. T : array_like, optional Time points. Computed if not given. N : int, optional The number of time points to compute (if T is not given). Returns T : ndarray A 1-D array of time points. yout : ndarray A 1-D array containing the impulse response of the system (except for singularities at zero). scipy.signal.impulse2(system, X0=None, T=None, N=None, **kwargs) Impulse response of a single-input, continuous-time linear system. Parameters system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: 2 (num, den) 3 (zeros, poles, gain) 4 (A, B, C, D) T : 1-D array_like, optional The time steps at which the input is dened and at which the output is desired. If T is not given, the function will generate a set of time samples automatically. X0 : 1-D array_like, optional The initial condition of the state vector. Default: 0 (the zero vector). N : int, optional

452

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Number of time points to compute. Default: 100. kwargs : various types Additional keyword arguments are passed on to the function scipy.signal.lsim2, which in turn passes them on to scipy.integrate.odeint; see the latters documentation for information about these arguments. Returns T : ndarray The time values for the output. yout : ndarray The output response of the system. See Also: impulse, lsim2, integrate.odeint Notes The solution is generated by calling scipy.signal.lsim2, which uses the differential equation solver scipy.integrate.odeint. New in version 0.8.0. Examples Second order system with a repeated root: x(t) + 2*x(t) + x(t) = u(t)
>>> >>> >>> >>> >>> import scipy.signal system = ([1.0], [1.0, 2.0, 1.0]) t, y = sp.signal.impulse2(system) import matplotlib.pyplot as plt plt.plot(t, y)

0.40 0.35 0.30 0.25 0.20 0.15 0.10 0.05 0.00

scipy.signal.step(system, X0=None, T=None, N=None) Step response of continuous-time system. Parameters system : an instance of the LTI class or a tuple describing the system.

4.16. Signal processing (scipy.signal)

453

SciPy Reference Guide, Release 0.10.0rc1

The following gives the number of elements in the tuple and the interpretation. 2 (num, den) 3 (zeros, poles, gain) 4 (A, B, C, D) X0 : array_like, optional Initial state-vector (default is zero). T : array_like, optional Time points (computed if not given). N : int Number of time points to compute if T is not given. Returns T : 1D ndarray Output time points. yout : 1D ndarray Step response of system. See Also: scipy.signal.step2 scipy.signal.step2(system, X0=None, T=None, N=None, **kwargs) Step response of continuous-time system. This function is functionally the same as scipy.signal.step, scipy.signal.lsim2 to compute the step response. Parameters system : an instance of the LTI class or a tuple describing the system. The following gives the number of elements in the tuple and the interpretation. 2 (num, den) 3 (zeros, poles, gain) 4 (A, B, C, D) X0 : array_like, optional Initial state-vector (default is zero). T : array_like, optional Time points (computed if not given). N : int Number of time points to compute if T is not given. **kwargs : : Additional keyword arguments are passed on the function scipy.signal.lsim2, which in turn passes them on to scipy.integrate.odeint. See the documentation for scipy.integrate.odeint for information about these arguments. Returns T : 1D ndarray Output time points. yout : 1D ndarray Step response of system. but it uses the function

454

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

See Also: scipy.signal.step Notes New in version 0.8.0.

4.16.7 Discrete-Time Linear Systems


dlsim simulation of output to a discrete-time linear system. dimpulse impulse response of a discretetime LTI system. dstep step response of a discrete-time LTI system.

4.16.8 LTI Representations


tf2zpk(b, a) zpk2tf(z, p, k) tf2ss(num, den) ss2tf(A, B, C, D[, input]) zpk2ss(z, p, k) ss2zpk(A, B, C, D[, input]) cont2discrete(sys, dt[, method, alpha]) Return zero, pole, gain (z,p,k) representation from a numerator, denominator representation of a linear lter. Return polynomial transfer function representation from zeros Transfer function to state-space representation. State-space to transfer function. Zero-pole-gain representation to state-space representation State-space representation to zero-pole-gain representation. Transform a continuous to a discrete state-space system.

scipy.signal.tf2zpk(b, a) Return zero, pole, gain (z,p,k) representation from a numerator, denominator representation of a linear lter. Parameters b : ndarray Numerator polynomial. a : ndarray Denominator polynomial. Returns z : ndarray Zeros of the transfer function. p : ndarray Poles of the transfer function. k : oat System gain. If some values of b are too close to 0, they are removed. In that case, a : BadCoefcients warning is emitted. : scipy.signal.zpk2tf(z, p, k) Return polynomial transfer function representation from zeros and poles Parameters z : ndarray Zeros of the transfer function.

4.16. Signal processing (scipy.signal)

455

SciPy Reference Guide, Release 0.10.0rc1

p : ndarray Poles of the transfer function. k : oat System gain. Returns b : ndarray Numerator polynomial. a : ndarray Denominator polynomial. scipy.signal.tf2ss(num, den) Transfer function to state-space representation. Parameters num, den : array_like Sequences representing the numerator and denominator polynomials. The denominator needs to be at least as long as the numerator. Returns A, B, C, D : ndarray State space representation of the system. scipy.signal.ss2tf(A, B, C, D, input=0) State-space to transfer function. Parameters A, B, C, D : ndarray State-space representation of linear system. input : int, optional For multiple-input systems, the input to use. Returns num, den : 1D ndarray Numerator and denominator polynomials (as sequences) respectively. scipy.signal.zpk2ss(z, p, k) Zero-pole-gain representation to state-space representation Parameters z, p : sequence Zeros and poles. k : oat System gain. Returns A, B, C, D : ndarray State-space matrices. scipy.signal.ss2zpk(A, B, C, D, input=0) State-space representation to zero-pole-gain representation.

456

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters A, B, C, D : ndarray State-space representation of linear system. input : int, optional For multiple-input systems, the input to use. Returns z, p : sequence Zeros and poles. k : oat System gain. scipy.signal.cont2discrete(sys, dt, method=zoh, alpha=None) Transform a continuous to a discrete state-space system. Parameters sys : a tuple describing the system. The following gives the number of elements in the tuple and the interpretation: * 2: (num, den) * 3: (zeros, poles, gain) * 4: (A, B, C, D) dt : oat The discretization time step. method : {gbt, bilinear, euler, backward_diff, zoh} Which method to use: gbt: generalized bilinear transformation bilinear: Tustins approximation (gbt with alpha=0.5) euler: Euler (or forward differencing) method (gbt with alpha=0) backward_diff: Backwards differencing (gbt with alpha=1.0) zoh: zero-order hold (default). alpha : oat within [0, 1] The generalized bilinear transformation weighting parameter, which should only be specied with method=gbt, and is ignored otherwise Returns sysd : tuple containing the discrete system Based on the input type, the output will be of the form (num, den, dt) for transfer function input (zeros, poles, gain, dt) for zeros-poles-gain input (A, B, C, D, dt) for state-space system input Notes By default, the routine uses a Zero-Order Hold (zoh) method to perform the transformation. Alternatively, a generalized bilinear transformation may be used, which includes the common Tustins bilinear approximation, an Eulers method technique, or a backwards differencing technique.

The Zero-Order Hold (zoh) method is based on: http://en.wikipedia.org/wiki/Discretization#Discretization_of_linear_state_space_

4.16. Signal processing (scipy.signal)

457

SciPy Reference Guide, Release 0.10.0rc1

Generalize bilinear approximation is based on: http://techteach.no/publications/discretetime_signals_systems/discrete.pdf and G. Zhang, X. Chen, and T. Chen, Digital redesign via the generalized bilinear transformation, Int. J. Control, vol. 82, no. 4, pp. 741-754, 2009. (http://www.ece.ualberta.ca/~gfzhang/research/ZCC07_preprint.pdf)

4.16.9 Waveforms
chirp(t, f0, t1, f1[, method, phi, vertex_zero]) gausspulse(t[, fc, bw, bwr, tpr, retquad, ...]) sawtooth(t[, width]) square(t[, duty]) sweep_poly(t, poly[, phi]) Frequency-swept cosine generator. Return a gaussian modulated sinusoid: exp(-a t^2) exp(1j*2*pi*fc*t). Return a periodic sawtooth waveform. Return a periodic square-wave waveform. Frequency-swept cosine generator, with a time-dependent frequency specied as a polynomial.

scipy.signal.chirp(t, f0, t1, f1, method=linear, phi=0, vertex_zero=True) Frequency-swept cosine generator. In the following, Hz should be interpreted as cycles per time unit; there is no assumption here that the time unit is one second. The important distinction is that the units of rotation are cycles, not radians. Parameters t : ndarray Times at which to evaluate the waveform. f0 : oat Frequency (in Hz) at time t=0. t1 : oat Time at which f1 is specied. f1 : oat Frequency (in Hz) of the waveform at time t1. method : {linear, quadratic, logarithmic, hyperbolic}, optional Kind of frequency sweep. If not given, linear is assumed. See Notes below for more details. phi : oat, optional Phase offset, in degrees. Default is 0. vertex_zero : bool, optional This parameter is only used when method is quadratic. It determines whether the vertex of the parabola that is the graph of the frequency is at t=0 or t=t1. Returns A numpy array containing the signal evaluated at t with the requested : time-varying frequency. More precisely, the function returns: : cos(phase + (pi/180)*phi)

458

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

where phase is the integral (from 0 to t) of 2*pi*f(t). : f(t) is dened below. : See Also: scipy.signal.waveforms.sweep_poly Notes There are four options for the method. The following formulas give the instantaneous frequency (in Hz) of the signal generated by chirp(). For convenience, the shorter names shown below may also be used. linear, lin, li: f(t) = f0 + (f1 - f0) * t / t1 quadratic, quad, q: The graph of the frequency f(t) is a parabola through (0, f0) and (t1, f1). By default, the vertex of the parabola is at (0, f0). If vertex_zero is False, then the vertex is at (t1, f1). The formula is: if vertex_zero is True: f(t) = f0 + (f1 - f0) * t**2 / t1**2 else: f(t) = f1 - (f1 - f0) * (t1 - t)**2 / t1**2 To use a more general quadratic function, or an arbitrary polynomial, use the function scipy.signal.waveforms.sweep_poly. logarithmic, log, lo: f(t) = f0 * (f1/f0)**(t/t1) f0 and f1 must be nonzero and have the same sign. This signal is also known as a geometric or exponential chirp. hyperbolic, hyp: f(t) = f0*f1*t1 / ((f0 - f1)*t + f1*t1) f1 must be positive, and f0 must be greater than f1. scipy.signal.gausspulse(t, fc=1000, bw=0.5, bwr=-6, tpr=-60, retquad=False, retenv=False) Return a gaussian modulated sinusoid: exp(-a t^2) exp(1j*2*pi*fc*t). If retquad is True, then return the real and imaginary parts (in-phase and quadrature). If retenv is True, then return the envelope (unmodulated signal). Otherwise, return the real part of the modulated sinusoid. Parameters t : ndarray, or the string cutoff Input array. fc : int, optional Center frequency (Hz). Default is 1000. bw : oat, optional Fractional bandwidth in frequency domain of pulse (Hz). Default is 0.5. bwr: oat, optional : Reference level at which fractional bandwidth is calculated (dB). Default is -6.

4.16. Signal processing (scipy.signal)

459

SciPy Reference Guide, Release 0.10.0rc1

tpr : oat, optional If t is cutoff, then the function returns the cutoff time for when the pulse amplitude falls below tpr (in dB). Default is -60. retquad : bool, optional If True, return the quadrature (imaginary) as well as the real part of the signal. Default is False. retenv : bool, optional If True, return the envelope of the signal. Default is False. scipy.signal.sawtooth(t, width=1) Return a periodic sawtooth waveform. The sawtooth waveform has a period 2*pi, rises from -1 to 1 on the interval 0 to width*2*pi and drops from 1 to -1 on the interval width*2*pi to 2*pi. width must be in the interval [0,1]. Parameters t : array_like Time. width : oat, optional Width of the waveform. Default is 1. Returns y : ndarray Output array containing the sawtooth waveform. Examples
>>> import matplotlib.pyplot as plt >>> x = np.linspace(0, 20*np.pi, 500) >>> plt.plot(x, sp.signal.sawtooth(x))

1.0 0.5 0.0 0.5 1.0 0 10 20 30 40 50 60 70

scipy.signal.square(t, duty=0.5) Return a periodic square-wave waveform.

460

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The square wave has a period 2*pi, has value +1 from 0 to 2*pi*duty and -1 from 2*pi*duty to 2*pi. duty must be in the interval [0,1]. Parameters t : array_like The input time array. duty : oat, optional Duty cycle. Returns y : array_like The output square wave. scipy.signal.sweep_poly(t, poly, phi=0) Frequency-swept cosine generator, with a time-dependent frequency specied as a polynomial. This function generates a sinusoidal function whose instantaneous frequency varies with time. The frequency at time t is given by the polynomial poly. Parameters t : ndarray Times at which to evaluate the waveform. poly : 1D ndarray (or array-like), or instance of numpy.poly1d The desired frequency expressed as a polynomial. If poly is a list or ndarray of length n, then the elements of poly are the coefcients of the polynomial, and the instantaneous frequency is f(t) = poly[0]*t**(n-1) + poly[1]*t**(n-2) + ... + poly[n-1] If poly is an instance of numpy.poly1d, then the instantaneous frequency is f(t) = poly(t) phi : oat, optional Phase offset, in degrees. Default is 0. Returns A numpy array containing the signal evaluated at t with the requested : time-varying frequency. More precisely, the function returns : cos(phase + (pi/180)*phi) where phase is the integral (from 0 to t) of 2 * pi * f(t); : f(t) is dened above. : See Also: scipy.signal.waveforms.chirp Notes New in version 0.8.0.

4.16. Signal processing (scipy.signal)

461

SciPy Reference Guide, Release 0.10.0rc1

4.16.10 Window functions


get_window(window, Nx[, fftbins]) barthann(M[, sym]) bartlett(M[, sym]) blackman(M[, sym]) blackmanharris(M[, sym]) bohman(M[, sym]) boxcar(M[, sym]) chebwin(M, at[, sym]) flattop(M[, sym]) gaussian(M, std[, sym]) general_gaussian(M, p, sig[, sym]) hamming(M[, sym]) hann(M[, sym]) kaiser(M, beta[, sym]) nuttall(M[, sym]) parzen(M[, sym]) slepian(M, width[, sym]) triang(M[, sym]) Return a window of length Nx and type window. Return the M-point modied Bartlett-Hann window. The M-point Bartlett window. The M-point Blackman window. The M-point minimum 4-term Blackman-Harris window. The M-point Bohman window. The M-point boxcar window. Dolph-Chebyshev window. The M-point Flat top window. Return a Gaussian window of length M with standard-deviation std. Return a window with a generalized Gaussian shape. The M-point Hamming window. The M-point Hanning window. Return a Kaiser window of length M with shape parameter beta. A minimum 4-term Blackman-Harris window according to Nuttall. The M-point Parzen window. Return the M-point slepian window. The M-point triangular window.

scipy.signal.get_window(window, Nx, fftbins=True) Return a window of length Nx and type window. Parameters window : string, oat, or tuple The type of window to create. See below for more details. Nx : int The number of samples in the window. fftbins : bool, optional If True, create a periodic window ready to use with ifftshift and be multiplied by the result of an fft (SEE ALSO fftfreq). Notes Window types: boxcar, triang, blackman, hamming, hanning, bartlett, parzen, bohman, blackmanharris, nuttall, barthann, kaiser (needs beta), gaussian (needs std), general_gaussian (needs power, width), slepian (needs width), chebwin (needs attenuation) If the window requires no parameters, then window can be a string. If the window requires parameters, then window must be a tuple with the rst argument the string name of the window, and the next arguments the needed parameters. If window is a oating point number, it is interpreted as the beta parameter of the kaiser window. Each of the window types listed above is also the name of a function that can be called directly to create a window of that type. Examples
>>> get_window(triang, 7) array([ 0.25, 0.5 , 0.75, 1. , >>> get_window((kaiser, 4.0), 9) 0.75, 0.5 , 0.25])

462

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

array([ 0.08848053, 0.32578323, 0.89640418, 0.63343178, >>> get_window(4.0, 9) array([ 0.08848053, 0.32578323, 0.89640418, 0.63343178,

0.63343178, 0.32578323, 0.63343178, 0.32578323,

0.89640418, 1. 0.08848053]) 0.89640418, 1. 0.08848053])

scipy.signal.barthann(M, sym=True) Return the M-point modied Bartlett-Hann window. scipy.signal.bartlett(M, sym=True) The M-point Bartlett window. scipy.signal.blackman(M, sym=True) The M-point Blackman window. scipy.signal.blackmanharris(M, sym=True) The M-point minimum 4-term Blackman-Harris window. scipy.signal.bohman(M, sym=True) The M-point Bohman window. scipy.signal.boxcar(M, sym=True) The M-point boxcar window. scipy.signal.chebwin(M, at, sym=True) Dolph-Chebyshev window. Parameters M : int Window size. at : oat Attenuation (in dB). sym : bool Generates symmetric window if True. scipy.signal.flattop(M, sym=True) The M-point Flat top window. scipy.signal.gaussian(M, std, sym=True) Return a Gaussian window of length M with standard-deviation std. scipy.signal.general_gaussian(M, p, sig, sym=True) Return a window with a generalized Gaussian shape. The Gaussian shape is dened as exp(-0.5*(x/sig)**(2*p)), the half-power point is at (2*log(2)))**(1/(2*p)) * sig. scipy.signal.hamming(M, sym=True) The M-point Hamming window. scipy.signal.hann(M, sym=True) The M-point Hanning window. scipy.signal.kaiser(M, beta, sym=True) Return a Kaiser window of length M with shape parameter beta. scipy.signal.nuttall(M, sym=True) A minimum 4-term Blackman-Harris window according to Nuttall.

4.16. Signal processing (scipy.signal)

463

SciPy Reference Guide, Release 0.10.0rc1

scipy.signal.parzen(M, sym=True) The M-point Parzen window. scipy.signal.slepian(M, width, sym=True) Return the M-point slepian window. scipy.signal.triang(M, sym=True) The M-point triangular window.

4.16.11 Wavelets
cascade(hk[, J]) daub(p) morlet(M[, w, s, complete]) qmf(hk) Return (x, phi, psi) at dyadic points K/2**J from lter coefcients. The coefcients for the FIR low-pass lter producing Daubechies wavelets. Complex Morlet wavelet. Return high-pass qmf lter from low-pass

scipy.signal.cascade(hk, J=7) Return (x, phi, psi) at dyadic points K/2**J from lter coefcients. Parameters hk : : Coefcients of low-pass lter. J : int. optional Values will be computed at grid points K/2**J. Returns x:: The dyadic points K/2**J for K=0...N * (2**J)-1 where len(hk) = len(gk) = N+1 phi : : The scaling function phi(x) at x: N phi(x) = sum hk * phi(2x-k) k=0 psi : : The wavelet function psi(x) at x: N phi(x) = sum gk * phi(2x-k) k=0 psi is only returned if gk is not None. Notes The algorithm uses the vector cascade algorithm described by Strang and Nguyen in Wavelets and Filter Banks. It builds a dictionary of values and slices for quick reuse. Then inserts vectors into nal vector at the end.

464

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.signal.daub(p) The coefcients for the FIR low-pass lter producing Daubechies wavelets. p>=1 gives the order of the zero at f=1/2. There are 2p lter coefcients. Parameters p : int Order of the zero at f=1/2, can have values from 1 to 34. scipy.signal.morlet(M, w=5.0, s=1.0, complete=True) Complex Morlet wavelet. Parameters M : int Length of the wavelet. w : oat Omega0 s : oat Scaling factor, windowed from -s*2*pi to +s*2*pi. complete : bool Whether to use the complete or the standard version. Notes The standard version: pi**-0.25 * exp(1j*w*x) * exp(-0.5*(x**2)) This commonly used wavelet is often referred to simply as the Morlet wavelet. Note that, this simplied version can cause admissibility problems at low values of w. The complete version: pi**-0.25 * (exp(1j*w*x) - exp(-0.5*(w**2))) * exp(-0.5*(x**2)) The complete version of the Morlet wavelet, with a correction term to improve admissibility. For w greater than 5, the correction term is negligible. Note that the energy of the return wavelet is not normalised according to s. The fundamental frequency of this wavelet in Hz is given by f = 2*s*w*r / M where r is the sampling rate. scipy.signal.qmf(hk) Return high-pass qmf lter from low-pass

4.17 Sparse matrices (scipy.sparse)


SciPy 2-D sparse matrix package.

4.17. Sparse matrices (scipy.sparse)

465

SciPy Reference Guide, Release 0.10.0rc1

4.17.1 Contents
Sparse matrix classes bsr_matrix(arg1[, shape, dtype, copy, blocksize]) coo_matrix(arg1[, shape, dtype, copy]) csc_matrix(arg1[, shape, dtype, copy]) csr_matrix(arg1[, shape, dtype, copy]) dia_matrix(arg1[, shape, dtype, copy]) dok_matrix(arg1[, shape, dtype, copy]) lil_matrix(arg1[, shape, dtype, copy]) Block Sparse Row matrix A sparse matrix in COOrdinate format. Compressed Sparse Column matrix Compressed Sparse Row matrix Sparse matrix with DIAgonal storage Dictionary Of Keys based sparse matrix. Row-based linked list sparse matrix

class scipy.sparse.bsr_matrix(arg1, shape=None, dtype=None, copy=False, blocksize=None) Block Sparse Row matrix This can be instantiated in several ways: bsr_matrix(D, [blocksize=(R,C)]) with a dense matrix or rank-2 ndarray D bsr_matrix(S, [blocksize=(R,C)]) with another sparse matrix S (equivalent to S.tobsr()) bsr_matrix((M, N), [blocksize=(R,C), dtype]) to construct an empty matrix with shape (M, N) dtype is optional, defaulting to dtype=d. bsr_matrix((data, ij), [blocksize=(R,C), shape=(M, N)]) where data and ij satisfy a[ij[0, k], ij[1, k]] = data[k] bsr_matrix((data, indices, indptr), [shape=(M, N)]) is the standard BSR representation where the block column indices for row i are stored in indices[indptr[i]:indices[i+1]] and their corresponding block values are stored in data[ indptr[i]: indptr[i+1] ]. If the shape parameter is not supplied, the matrix dimensions are inferred from the index arrays. Notes Sparse matrices can be used in arithmetic operations: they support addition, subtraction, multiplication, division, and matrix power. Summary of BSR format: The Block Compressed Row (BSR) format is very similar to the Compressed Sparse Row (CSR) format. BSR is appropriate for sparse matrices with dense sub matrices like the last example below. Block matrices often arise in vector-valued nite element discretizations. In such cases, BSR is considerably more efcient than CSR and CSC for many sparse arithmetic operations. Blocksize The blocksize (R,C) must evenly divide the shape of the matrix (M,N). That is, R and C must satisfy the relationship M % R = 0 and N % C = 0. If no blocksize is specied, a simple heuristic is applied to determine an appropriate blocksize. Examples

466

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> from scipy.sparse import * >>> from scipy import * >>> bsr_matrix( (3,4), dtype=int8 ).todense() matrix([[0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0]], dtype=int8) >>> row = array([0,0,1,2,2,2]) >>> col = array([0,2,2,0,1,2]) >>> data = array([1,2,3,4,5,6]) >>> bsr_matrix( (data,(row,col)), shape=(3,3) ).todense() matrix([[1, 0, 2], [0, 0, 3], [4, 5, 6]]) >>> indptr = array([0,2,3,6]) >>> indices = array([0,2,2,0,1,2]) >>> data = array([1,2,3,4,5,6]).repeat(4).reshape(6,2,2) >>> bsr_matrix( (data,indices,indptr), shape=(6,6) ).todense() matrix([[1, 1, 0, 0, 2, 2], [1, 1, 0, 0, 2, 2], [0, 0, 0, 0, 3, 3], [0, 0, 0, 0, 3, 3], [4, 4, 5, 5, 6, 6], [4, 4, 5, 5, 6, 6]])

Attributes dtype shape ndim nnz blocksize has_sorted_indices data indices indptr Methods asformat asfptype astype check_format conj conjugate copy diagonal dot eliminate_zeros getH get_shape getcol getdata Data array of the matrix BSR format index array BSR format index pointer array

Generic (shallow and deep) copying operations.

Continued on next page

4.17. Sparse matrices (scipy.sparse)

467

SciPy Reference Guide, Release 0.10.0rc1

Table 4.2 continued from previous page getformat getmaxprint getnnz getrow matmat matvec mean multiply nonzero prune reshape set_shape setdiag sort_indices sorted_indices sum sum_duplicates toarray tobsr tocoo tocsc tocsr todense todia todok tolil transpose

class scipy.sparse.coo_matrix(arg1, shape=None, dtype=None, copy=False) A sparse matrix in COOrdinate format. Also known as the ijv or triplet format. This can be instantiated in several ways: coo_matrix(D) with a dense matrix D coo_matrix(S) with another sparse matrix S (equivalent to S.tocoo()) coo_matrix((M, N), [dtype]) to construct an empty matrix with shape (M, N) dtype is optional, defaulting to dtype=d. coo_matrix((data, ij), [shape=(M, N)]) The arguments data and ij represent three arrays: 1. data[:] the entries of the matrix, in any order 2. ij[0][:] the row indices of the matrix entries 3. ij[1][:] the column indices of the matrix entries

468

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Where A[ij[0][k], ij[1][k] = data[k]. When shape is not specied, it is inferred from the index arrays Notes Sparse matrices can be used in arithmetic operations: they support addition, subtraction, multiplication, division, and matrix power. Advantages of the COO format facilitates fast conversion among sparse formats permits duplicate entries (see example) very fast conversion to and from CSR/CSC formats Disadvantages of the COO format does not directly support: arithmetic operations slicing Intended Usage COO is a fast format for constructing sparse matrices Once a matrix has been constructed, convert to CSR or CSC format for fast arithmetic and matrix vector operations By default when converting to CSR or CSC format, duplicate (i,j) entries will be summed together. This facilitates efcient construction of nite element matrices and the like. (see example) Examples
>>> from scipy.sparse import * >>> from scipy import * >>> coo_matrix( (3,4), dtype=int8 ).todense() matrix([[0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0]], dtype=int8) >>> row = array([0,3,1,0]) >>> col = array([0,3,1,2]) >>> data = array([4,5,7,9]) >>> coo_matrix( (data,(row,col)), shape=(4,4) ).todense() matrix([[4, 0, 9, 0], [0, 7, 0, 0], [0, 0, 0, 0], [0, 0, 0, 5]]) >>> # example with duplicates >>> row = array([0,0,1,3,1,0,0]) >>> col = array([0,2,1,3,1,0,0]) >>> data = array([1,1,1,1,1,1,1]) >>> coo_matrix( (data,(row,col)), shape=(4,4)).todense() matrix([[3, 0, 1, 0], [0, 2, 0, 0],

4.17. Sparse matrices (scipy.sparse)

469

SciPy Reference Guide, Release 0.10.0rc1

[0, 0, 0, 0], [0, 0, 0, 1]])

Attributes dtype shape ndim nnz data row col COO format data array of the matrix COO format row index array of the matrix COO format column index array of the matrix

Methods asformat asfptype astype conj conjugate copy diagonal dot getH get_shape getcol getformat getmaxprint getnnz getrow mean multiply nonzero reshape set_shape setdiag sum toarray tobsr tocoo tocsc tocsr todense todia todok tolil transpose

Generic (shallow and deep) copying operations.

class scipy.sparse.csc_matrix(arg1, shape=None, dtype=None, copy=False) Compressed Sparse Column matrix This can be instantiated in several ways:

470

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

csc_matrix(D) with a dense matrix or rank-2 ndarray D csc_matrix(S) with another sparse matrix S (equivalent to S.tocsc()) csc_matrix((M, N), [dtype]) to construct an empty matrix with shape (M, N) dtype is optional, defaulting to dtype=d. csc_matrix((data, ij), [shape=(M, N)]) where data and ij satisfy the relationship a[ij[0, k], ij[1, k]] = data[k] csc_matrix((data, indices, indptr), [shape=(M, N)]) is the standard CSC representation where the row indices for column i are stored in indices[indptr[i]:indices[i+1]] and their corresponding values are stored in data[indptr[i]:indptr[i+1]]. If the shape parameter is not supplied, the matrix dimensions are inferred from the index arrays. Notes Sparse matrices can be used in arithmetic operations: they support addition, subtraction, multiplication, division, and matrix power. Advantages of the CSC format efcient arithmetic operations CSC + CSC, CSC * CSC, etc. efcient column slicing fast matrix vector products (CSR, BSR may be faster) Disadvantages of the CSC format slow row slicing operations (consider CSR) changes to the sparsity structure are expensive (consider LIL or DOK) Examples
>>> from scipy.sparse import * >>> from scipy import * >>> csc_matrix( (3,4), dtype=int8 ).todense() matrix([[0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0]], dtype=int8) >>> row = array([0,2,2,0,1,2]) >>> col = array([0,0,1,2,2,2]) >>> data = array([1,2,3,4,5,6]) >>> csc_matrix( (data,(row,col)), shape=(3,3) ).todense() matrix([[1, 0, 4], [0, 0, 5], [2, 3, 6]]) >>> indptr = array([0,2,3,6]) >>> indices = array([0,2,2,0,1,2]) >>> data = array([1,2,3,4,5,6]) >>> csc_matrix( (data,indices,indptr), shape=(3,3) ).todense() matrix([[1, 0, 4],

4.17. Sparse matrices (scipy.sparse)

471

SciPy Reference Guide, Release 0.10.0rc1

[0, 0, 5], [2, 3, 6]])

Attributes dtype shape ndim nnz has_sorted_indices data indices indptr Methods asformat asfptype astype check_format conj conjugate copy diagonal dot eliminate_zeros getH get_shape getcol getformat getmaxprint getnnz getrow mean multiply nonzero prune reshape set_shape setdiag sort_indices sorted_indices sum sum_duplicates toarray tobsr tocoo tocsc tocsr todense todia todok Data array of the matrix CSC format index array CSC format index pointer array

Generic (shallow and deep) copying operations.

Continued on next page

472

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Table 4.4 continued from previous page tolil transpose

class scipy.sparse.csr_matrix(arg1, shape=None, dtype=None, copy=False) Compressed Sparse Row matrix This can be instantiated in several ways: csr_matrix(D) with a dense matrix or rank-2 ndarray D csr_matrix(S) with another sparse matrix S (equivalent to S.tocsr()) csr_matrix((M, N), [dtype]) to construct an empty matrix with shape (M, N) dtype is optional, defaulting to dtype=d. csr_matrix((data, ij), [shape=(M, N)]) where data and ij satisfy the relationship a[ij[0, k], ij[1, k]] = data[k] csr_matrix((data, indices, indptr), [shape=(M, N)]) is the standard CSR representation where the column indices for row i are stored in indices[indptr[i]:indices[i+1]] and their corresponding values are stored in data[indptr[i]:indptr[i+1]]. If the shape parameter is not supplied, the matrix dimensions are inferred from the index arrays. Notes Sparse matrices can be used in arithmetic operations: they support addition, subtraction, multiplication, division, and matrix power. Advantages of the CSR format efcient arithmetic operations CSR + CSR, CSR * CSR, etc. efcient row slicing fast matrix vector products Disadvantages of the CSR format slow column slicing operations (consider CSC) changes to the sparsity structure are expensive (consider LIL or DOK) Examples
>>> from scipy.sparse import * >>> from scipy import * >>> csr_matrix( (3,4), dtype=int8 ).todense() matrix([[0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0]], dtype=int8) >>> row = array([0,0,1,2,2,2]) >>> col = array([0,2,2,0,1,2]) >>> data = array([1,2,3,4,5,6])

4.17. Sparse matrices (scipy.sparse)

473

SciPy Reference Guide, Release 0.10.0rc1

>>> csr_matrix( (data,(row,col)), shape=(3,3) ).todense() matrix([[1, 0, 2], [0, 0, 3], [4, 5, 6]]) >>> indptr = array([0,2,3,6]) >>> indices = array([0,2,2,0,1,2]) >>> data = array([1,2,3,4,5,6]) >>> csr_matrix( (data,indices,indptr), shape=(3,3) ).todense() matrix([[1, 0, 2], [0, 0, 3], [4, 5, 6]])

Attributes dtype shape ndim nnz has_sorted_indices data indices indptr Methods asformat asfptype astype check_format conj conjugate copy diagonal dot eliminate_zeros getH get_shape getcol getformat getmaxprint getnnz getrow mean multiply nonzero prune reshape set_shape setdiag sort_indices sorted_indices sum CSR format data array of the matrix CSR format index array of the matrix CSR format index pointer array of the matrix

Generic (shallow and deep) copying operations.

Continued on next page

474

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Table 4.5 continued from previous page sum_duplicates toarray tobsr tocoo tocsc tocsr todense todia todok tolil transpose class scipy.sparse.dia_matrix(arg1, shape=None, dtype=None, copy=False) Sparse matrix with DIAgonal storage This can be instantiated in several ways: dia_matrix(D) with a dense matrix dia_matrix(S) with another sparse matrix S (equivalent to S.todia()) dia_matrix((M, N), [dtype]) to construct an empty matrix with shape (M, N), dtype is optional, defaulting to dtype=d. dia_matrix((data, offsets), shape=(M, N)) where the data[k,:] stores the diagonal entries for diagonal offsets[k] (See example below) Notes Sparse matrices can be used in arithmetic operations: they support addition, subtraction, multiplication, division, and matrix power. Examples
>>> from scipy.sparse import * >>> from scipy import * >>> dia_matrix( (3,4), dtype=int8).todense() matrix([[0, 0, 0, 0], [0, 0, 0, 0], [0, 0, 0, 0]], dtype=int8) >>> data = array([[1,2,3,4]]).repeat(3,axis=0) >>> offsets = array([0,-1,2]) >>> dia_matrix( (data,offsets), shape=(4,4)).todense() matrix([[1, 0, 3, 0], [1, 2, 0, 4], [0, 2, 3, 0], [0, 0, 3, 4]])

Attributes dtype shape ndim nnz 4.17. Sparse matrices (scipy.sparse) 475

SciPy Reference Guide, Release 0.10.0rc1

data offsets Methods

DIA format data array of the matrix DIA format offset array of the matrix

asformat asfptype astype conj conjugate copy diagonal dot getH get_shape getcol getformat getmaxprint getnnz getrow mean multiply nonzero reshape set_shape setdiag sum toarray tobsr tocoo tocsc tocsr todense todia todok tolil transpose

Generic (shallow and deep) copying operations.

class scipy.sparse.dok_matrix(arg1, shape=None, dtype=None, copy=False) Dictionary Of Keys based sparse matrix. This is an efcient structure for constructing sparse matrices incrementally. This can be instantiated in several ways: dok_matrix(D) with a dense matrix, D dok_matrix(S) with a sparse matrix, S dok_matrix((M,N), [dtype]) create the matrix with initial shape (M,N) dtype is optional, defaulting to dtype=d

476

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes Sparse matrices can be used in arithmetic operations: they support addition, subtraction, multiplication, division, and matrix power. Allows for efcient O(1) access of individual elements. Duplicates are not allowed. Can be efciently converted to a coo_matrix once constructed. Examples
>>> >>> >>> >>> >>> >>> from scipy.sparse import * from scipy import * S = dok_matrix((5,5), dtype=float32) for i in range(5): for j in range(5): S[i,j] = i+j # Update element

Attributes shape ndim nnz dtype Methods asformat asfptype astype clear conj conjtransp conjugate copy diagonal dot fromkeys get getH get_shape getcol getformat getmaxprint getnnz getrow has_key items iteritems iterkeys itervalues keys mean multiply nonzero dtype Data type of the matrix

Generic (shallow and deep) copying operations.

Continued on next page

4.17. Sparse matrices (scipy.sparse)

477

SciPy Reference Guide, Release 0.10.0rc1

Table 4.7 continued from previous page pop popitem reshape resize set_shape setdefault setdiag split sum take toarray tobsr tocoo tocsc tocsr todense todia todok tolil transpose update values

class scipy.sparse.lil_matrix(arg1, shape=None, dtype=None, copy=False) Row-based linked list sparse matrix This is an efcient structure for constructing sparse matrices incrementally. This can be instantiated in several ways: lil_matrix(D) with a dense matrix or rank-2 ndarray D lil_matrix(S) with another sparse matrix S (equivalent to S.tocsc()) lil_matrix((M, N), [dtype]) to construct an empty matrix with shape (M, N) dtype is optional, defaulting to dtype=d. Notes Sparse matrices can be used in arithmetic operations: they support addition, subtraction, multiplication, division, and matrix power. Advantages of the LIL format supports exible slicing changes to the matrix sparsity structure are efcient Disadvantages of the LIL format arithmetic operations LIL + LIL are slow (consider CSR or CSC) slow column slicing (consider CSC)

478

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

slow matrix vector products (consider CSR or CSC) Intended Usage LIL is a convenient format for constructing sparse matrices once a matrix has been constructed, convert to CSR or CSC format for fast arithmetic and matrix vector operations consider using the COO format when constructing large matrices Data Structure An array (self.rows) of rows, each of which is a sorted list of column indices of non-zero elements. The corresponding nonzero values are stored in similar fashion in self.data. Attributes shape ndim nnz dtype data rows Methods asformat asfptype astype conj conjugate copy diagonal dot getH get_shape getcol getformat getmaxprint getnnz getrow getrowview mean multiply nonzero reshape set_shape setdiag sum toarray tobsr dtype Data type of the matrix LIL format data array of the matrix LIL format row index array of the matrix

Generic (shallow and deep) copying operations.

Continued on next page

4.17. Sparse matrices (scipy.sparse)

479

SciPy Reference Guide, Release 0.10.0rc1

Table 4.8 continued from previous page tocoo tocsc tocsr todense todia todok tolil transpose

Functions Building sparse matrices: eye(m, n[, k, dtype, format]) identity(n[, dtype, format]) kron(A, B[, format]) kronsum(A, B[, format]) spdiags(data, diags, m, n[, format]) tril(A[, k, format]) triu(A[, k, format]) bmat(blocks[, format, dtype]) hstack(blocks[, format, dtype]) vstack(blocks[, format, dtype]) rand(m, n[, density, format, dtype]) eye(m, n) returns a sparse (m x n) matrix where the k-th diagonal Identity matrix in sparse format kronecker product of sparse matrices A and B kronecker sum of sparse matrices A and B Return a sparse matrix from diagonals. Return the lower triangular portion of a matrix in sparse format Return the upper triangular portion of a matrix in sparse format Build a sparse matrix from sparse sub-blocks Stack sparse matrices horizontally (column wise) Stack sparse matrices vertically (row wise) Generate a sparse matrix of the given shape and density with uniformely distributed values.

scipy.sparse.eye(m, n, k=0, dtype=d, format=None) eye(m, n) returns a sparse (m x n) matrix where the k-th diagonal is all ones and everything else is zeros. scipy.sparse.identity(n, dtype=d, format=None) Identity matrix in sparse format Returns an identity matrix with shape (n,n) using a given sparse format and dtype. Parameters n : integer Shape of the identity matrix. dtype : : Data type of the matrix format : string Sparse format of the result, e.g. format=csr, etc. Examples
>>> identity(3).todense() matrix([[ 1., 0., 0.], [ 0., 1., 0.], [ 0., 0., 1.]]) >>> identity(3, dtype=int8, format=dia)

480

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

<3x3 sparse matrix of type <type numpy.int8> with 3 stored elements (1 diagonals) in DIAgonal format>

scipy.sparse.kron(A, B, format=None) kronecker product of sparse matrices A and B Parameters A : sparse or dense matrix rst matrix of the product B : sparse or dense matrix second matrix of the product format : string format of the result (e.g. csr) Returns kronecker product in a sparse matrix format : Examples
>>> A = csr_matrix(array([[0,2],[5,0]])) >>> B = csr_matrix(array([[1,2],[3,4]])) >>> kron(A,B).todense() matrix([[ 0, 0, 2, 4], [ 0, 0, 6, 8], [ 5, 10, 0, 0], [15, 20, 0, 0]]) >>> kron(A,[[1,2],[3,4]]).todense() matrix([[ 0, 0, 2, 4], [ 0, 0, 6, 8], [ 5, 10, 0, 0], [15, 20, 0, 0]])

scipy.sparse.kronsum(A, B, format=None) kronecker sum of sparse matrices A and B Kronecker sum of two sparse matrices is a sum of two Kronecker products kron(I_n,A) + kron(B,I_m) where A has shape (m,m) and B has shape (n,n) and I_m and I_n are identity matrices of shape (m,m) and (n,n) respectively. Parameters A: square matrix B: square matrix format : string format of the result (e.g. csr) Returns kronecker sum in a sparse matrix format : scipy.sparse.spdiags(data, diags, m, n, format=None) Return a sparse matrix from diagonals.

4.17. Sparse matrices (scipy.sparse)

481

SciPy Reference Guide, Release 0.10.0rc1

Parameters data : array_like matrix diagonals stored row-wise diags : diagonals to set k = 0 the main diagonal k > 0 the k-th upper diagonal k < 0 the k-th lower diagonal m, n : int shape of the result format : format of the result (e.g. csr) By default (format=None) an appropriate sparse matrix format is returned. This choice is subject to change. See Also: dia_matrix the sparse DIAgonal format. Examples
>>> data = array([[1,2,3,4],[1,2,3,4],[1,2,3,4]]) >>> diags = array([0,-1,2]) >>> spdiags(data, diags, 4, 4).todense() matrix([[1, 0, 3, 0], [1, 2, 0, 4], [0, 2, 3, 0], [0, 0, 3, 4]])

scipy.sparse.tril(A, k=0, format=None) Return the lower triangular portion of a matrix in sparse format Returns the elements on or below the k-th diagonal of the matrix A. k = 0 corresponds to the main diagonal k > 0 is above the main diagonal k < 0 is below the main diagonal Parameters A : dense or sparse matrix Matrix whose lower trianglar portion is desired. k : integer The top-most diagonal of the lower triangle. format : string Sparse format of the result, e.g. format=csr, etc. Returns L : sparse matrix Lower triangular portion of A in sparse format. 482 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

See Also: triu upper triangle in sparse format Examples


>>> from scipy.sparse import csr_matrix >>> A = csr_matrix( [[1,2,0,0,3],[4,5,0,6,7],[0,0,8,9,0]], dtype=int32 ) >>> A.todense() matrix([[1, 2, 0, 0, 3], [4, 5, 0, 6, 7], [0, 0, 8, 9, 0]]) >>> tril(A).todense() matrix([[1, 0, 0, 0, 0], [4, 5, 0, 0, 0], [0, 0, 8, 0, 0]]) >>> tril(A).nnz 4 >>> tril(A, k=1).todense() matrix([[1, 2, 0, 0, 0], [4, 5, 0, 0, 0], [0, 0, 8, 9, 0]]) >>> tril(A, k=-1).todense() matrix([[0, 0, 0, 0, 0], [4, 0, 0, 0, 0], [0, 0, 0, 0, 0]]) >>> tril(A, format=csc) <3x5 sparse matrix of type <type numpy.int32> with 4 stored elements in Compressed Sparse Column format>

scipy.sparse.triu(A, k=0, format=None) Return the upper triangular portion of a matrix in sparse format Returns the elements on or above the k-th diagonal of the matrix A. k = 0 corresponds to the main diagonal k > 0 is above the main diagonal k < 0 is below the main diagonal Parameters A : dense or sparse matrix Matrix whose upper trianglar portion is desired. k : integer The bottom-most diagonal of the upper triangle. format : string Sparse format of the result, e.g. format=csr, etc. Returns L : sparse matrix Upper triangular portion of A in sparse format. See Also: 4.17. Sparse matrices (scipy.sparse) 483

SciPy Reference Guide, Release 0.10.0rc1

tril lower triangle in sparse format Examples


>>> from scipy.sparse import csr_matrix >>> A = csr_matrix( [[1,2,0,0,3],[4,5,0,6,7],[0,0,8,9,0]], dtype=int32 ) >>> A.todense() matrix([[1, 2, 0, 0, 3], [4, 5, 0, 6, 7], [0, 0, 8, 9, 0]]) >>> triu(A).todense() matrix([[1, 2, 0, 0, 3], [0, 5, 0, 6, 7], [0, 0, 8, 9, 0]]) >>> triu(A).nnz 8 >>> triu(A, k=1).todense() matrix([[0, 2, 0, 0, 3], [0, 0, 0, 6, 7], [0, 0, 0, 9, 0]]) >>> triu(A, k=-1).todense() matrix([[1, 2, 0, 0, 3], [4, 5, 0, 6, 7], [0, 0, 8, 9, 0]]) >>> triu(A, format=csc) <3x5 sparse matrix of type <type numpy.int32> with 8 stored elements in Compressed Sparse Column format>

scipy.sparse.bmat(blocks, format=None, dtype=None) Build a sparse matrix from sparse sub-blocks Parameters blocks : grid of sparse matrices with compatible shapes an entry of None implies an all-zero matrix format : sparse format of the result (e.g. csr) by default an appropriate sparse matrix format is returned. This choice is subject to change. Examples
>>> from scipy.sparse import coo_matrix, bmat >>> A = coo_matrix([[1,2],[3,4]]) >>> B = coo_matrix([[5],[6]]) >>> C = coo_matrix([[7]]) >>> bmat( [[A,B],[None,C]] ).todense() matrix([[1, 2, 5], [3, 4, 6], [0, 0, 7]]) >>> bmat( [[A,None],[None,C]] ).todense() matrix([[1, 2, 0], [3, 4, 0], [0, 0, 7]])

484

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.sparse.hstack(blocks, format=None, dtype=None) Stack sparse matrices horizontally (column wise) Parameters blocks : sequence of sparse matrices with compatible shapes format : string sparse format of the result (e.g. csr) by default an appropriate sparse matrix format is returned. This choice is subject to change. See Also: vstack stack sparse matrices vertically (row wise) Examples
>>> from scipy.sparse import coo_matrix, vstack >>> A = coo_matrix([[1,2],[3,4]]) >>> B = coo_matrix([[5],[6]]) >>> hstack( [A,B] ).todense() matrix([[1, 2, 5], [3, 4, 6]])

scipy.sparse.vstack(blocks, format=None, dtype=None) Stack sparse matrices vertically (row wise) Parameters blocks : sequence of sparse matrices with compatible shapes format : string sparse format of the result (e.g. csr) by default an appropriate sparse matrix format is returned. This choice is subject to change. See Also: hstack stack sparse matrices horizontally (column wise) Examples
>>> from scipy.sparse import coo_matrix, vstack >>> A = coo_matrix([[1,2],[3,4]]) >>> B = coo_matrix([[5,6]]) >>> vstack( [A,B] ).todense() matrix([[1, 2], [3, 4], [5, 6]])

scipy.sparse.rand(m, n, density=0.01, format=coo, dtype=None) Generate a sparse matrix of the given shape and density with uniformely distributed values. Parameters m, n: int : shape of the matrix

4.17. Sparse matrices (scipy.sparse)

485

SciPy Reference Guide, Release 0.10.0rc1

density: real : density of the generated matrix: density equal to one means a full matrix, density of 0 means a matrix with no non-zero items. format: str : sparse matrix format. dtype: dtype : type of the returned matrix values. Notes Only oat types are supported for now. Identifying sparse matrices: issparse(x) isspmatrix(x) isspmatrix_csc(x) isspmatrix_csr(x) isspmatrix_bsr(x) isspmatrix_lil(x) isspmatrix_dok(x) isspmatrix_coo(x) isspmatrix_dia(x) scipy.sparse.issparse(x) scipy.sparse.isspmatrix(x) scipy.sparse.isspmatrix_csc(x) scipy.sparse.isspmatrix_csr(x) scipy.sparse.isspmatrix_bsr(x) scipy.sparse.isspmatrix_lil(x) scipy.sparse.isspmatrix_dok(x) scipy.sparse.isspmatrix_coo(x) scipy.sparse.isspmatrix_dia(x) Graph algorithms: cs_graph_components(x) Determine connected components of a graph stored as a compressed sparse row or column matrix. scipy.sparse.cs_graph_components(x) Determine connected components of a graph stored as a compressed sparse row or column matrix.

486

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

For speed reasons, the symmetry of the matrix x is not checked. A nonzero at index (i, j) means that node i is connected to node j by an edge. The number of rows/columns of the matrix thus corresponds to the number of nodes in the graph. Parameters x: ndarray-like, 2 dimensions, or sparse matrix : The adjacency matrix of the graph. Only the upper triangular part is used. Returns n_comp: int : The number of connected components. label: ndarray (ints, 1 dimension): : The label array of each connected component (-2 is used to indicate empty rows in the matrix: 0 everywhere, including diagonal). This array has the length of the number of nodes, i.e. one label for each node of the graph. Nodes having the same label belong to the same connected component. Notes The matrix is assumed to be symmetric and the upper triangular part of the matrix is used. The matrix is converted to a CSR matrix unless it is already a CSR. Examples
>>> >>> >>> >>> >>> (3, >>> >>> (3, from scipy.sparse import cs_graph_components import numpy as np D = np.eye(4) D[0,1] = D[1,0] = 1 cs_graph_components(D) array([0, 0, 1, 2])) from scipy.sparse import dok_matrix cs_graph_components(dok_matrix(D)) array([0, 0, 1, 2]))

Exceptions SparseEfficiencyWarning SparseWarning exception scipy.sparse.SparseEfficiencyWarning exception scipy.sparse.SparseWarning

4.17.2 Usage information


There are seven available sparse matrix types: 1. csc_matrix: Compressed Sparse Column format 2. csr_matrix: Compressed Sparse Row format 3. bsr_matrix: Block Sparse Row format 4. lil_matrix: List of Lists format 4.17. Sparse matrices (scipy.sparse) 487

SciPy Reference Guide, Release 0.10.0rc1

5. dok_matrix: Dictionary of Keys format 6. coo_matrix: COOrdinate format (aka IJV, triplet format) 7. dia_matrix: DIAgonal format To construct a matrix efciently, use either lil_matrix (recommended) or dok_matrix. The lil_matrix class supports basic slicing and fancy indexing with a similar syntax to NumPy arrays. As illustrated below, the COO format may also be used to efciently construct matrices. To perform manipulations such as multiplication or inversion, rst convert the matrix to either CSC or CSR format. The lil_matrix format is row-based, so conversion to CSR is efcient, whereas conversion to CSC is less so. All conversions among the CSR, CSC, and COO formats are efcient, linear-time operations. Example 1 Construct a 1000x1000 lil_matrix and add some values to it:
>>> >>> >>> >>> from from from from scipy.sparse import scipy.sparse.linalg numpy.linalg import numpy.random import lil_matrix import spsolve solve, norm rand

>>> >>> >>> >>>

A = lil_matrix((1000, 1000)) A[0, :100] = rand(100) A[1, 100:200] = A[0, :100] A.setdiag(rand(1000))

Now convert it to CSR format and solve A x = b for x:


>>> A = A.tocsr() >>> b = rand(1000) >>> x = spsolve(A, b)

Convert it to a dense matrix and solve, and check that the result is the same:
>>> x_ = solve(A.todense(), b)

Now we can compute norm of the error with:


>>> err = norm(x-x_) >>> err < 1e-10 True

It should be small :) Example 2 Construct a matrix in COO format:

488

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>> >>> >>>

from scipy import sparse from numpy import array I = array([0,3,1,0]) J = array([0,3,1,2]) V = array([4,5,7,9]) A = sparse.coo_matrix((V,(I,J)),shape=(4,4))

Notice that the indices do not need to be sorted. Duplicate (i,j) entries are summed when converting to CSR or CSC.
>>> >>> >>> >>> I J V B = = = = array([0,0,1,3,1,0,0]) array([0,2,1,3,1,0,0]) array([1,1,1,1,1,1,1]) sparse.coo_matrix((V,(I,J)),shape=(4,4)).tocsr()

This is useful for constructing nite-element stiffness and mass matrices. Further Details CSR column indices are not necessarily sorted. Likewise for CSC row indices. Use the .sorted_indices() and .sort_indices() methods when sorted indices are required (e.g. when passing data to other libraries).

4.18 Sparse linear algebra (scipy.sparse.linalg)


4.18.1 Abstract linear operators
LinearOperator(shape, matvec[, rmatvec, ...]) aslinearoperator(A) Common interface for performing matrix vector products Return A as a LinearOperator. rmatvec=None, matmat=None,

class scipy.sparse.linalg.LinearOperator(shape, matvec, dtype=None) Common interface for performing matrix vector products

Many iterative methods (e.g. cg, gmres) do not need to know the individual entries of a matrix to solve a linear system A*x=b. Such solvers only require the computation of matrix vector products, A*v where v is a dense vector. This class serves as an abstract interface between iterative solvers and matrix-like objects. Parameters shape : tuple Matrix dimensions (M,N) matvec : callable f(v) Returns returns A * v. Other Parameters rmatvec : callable f(v) Returns A^H * v, where A^H is the conjugate transpose of A. matmat : callable f(V) Returns A * V, where V is a dense matrix with dimensions (N,K). dtype : dtype

4.18. Sparse linear algebra (scipy.sparse.linalg)

489

SciPy Reference Guide, Release 0.10.0rc1

Data type of the matrix. See Also: aslinearoperator Construct LinearOperators Notes The user-dened matvec() function must properly handle the case where v has shape (N,) as well as the (N,1) case. The shape of the return type is handled internally by LinearOperator. Examples
>>> from scipy.sparse.linalg import LinearOperator >>> from scipy import * >>> def mv(v): ... return array([ 2*v[0], 3*v[1]]) ... >>> A = LinearOperator( (2,2), matvec=mv ) >>> A <2x2 LinearOperator with unspecified dtype> >>> A.matvec( ones(2) ) array([ 2., 3.]) >>> A * ones(2) array([ 2., 3.])

Methods matmat matvec scipy.sparse.linalg.aslinearoperator(A) Return A as a LinearOperator. A may be any of the following types: ndarray matrix sparse matrix (e.g. csr_matrix, lil_matrix, etc.) LinearOperator An object with .shape and .matvec attributes See the LinearOperator documentation for additonal information. Examples
>>> from scipy import matrix >>> M = matrix( [[1,2,3],[4,5,6]], dtype=int32 ) >>> aslinearoperator( M ) <2x3 LinearOperator with dtype=int32>

4.18.2 Solving linear problems


Direct methods for linear equation systems:

490

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

spsolve(A, b[, permc_spec, use_umfpack]) factorized(A)

Solve the sparse linear system Ax=b Return a fuction for solving a sparse linear system, with A pre-factorized.

scipy.sparse.linalg.spsolve(A, b, permc_spec=None, use_umfpack=True) Solve the sparse linear system Ax=b scipy.sparse.linalg.factorized(A) Return a fuction for solving a sparse linear system, with A pre-factorized. Example: solve = factorized( A ) # Makes LU decomposition. x1 = solve( rhs1 ) # Uses the LU factors. x2 = solve( rhs2 ) # Uses again the LU factors. Iterative methods for linear equation systems: bicg(A, b[, x0, tol, maxiter, xtype, M, ...]) bicgstab(A, b[, x0, tol, maxiter, xtype, M, ...]) cg(A, b[, x0, tol, maxiter, xtype, M, callback]) cgs(A, b[, x0, tol, maxiter, xtype, M, callback]) gmres(A, b[, x0, tol, restart, maxiter, ...]) lgmres(A, b[, x0, tol, maxiter, M, ...]) minres(A, b[, x0, shift, tol, maxiter, ...]) qmr(A, b[, x0, tol, maxiter, xtype, M1, M2, ...]) Use BIConjugate Gradient iteration to solve A x = b Use BIConjugate Gradient STABilized iteration to solve A x = b Use Conjugate Gradient iteration to solve A x = b Use Conjugate Gradient Squared iteration to solve A x = b Use Generalized Minimal RESidual iteration to solve A x = b. Solve a matrix equation using the LGMRES algorithm. Use MINimum RESidual iteration to solve Ax=b Use Quasi-Minimal Residual iteration to solve A x = b maxiter=None,

scipy.sparse.linalg.bicg(A, b, x0=None, tol=1.0000000000000001e-05, xtype=None, M=None, callback=None) Use BIConjugate Gradient iteration to solve A x = b Parameters A : {sparse matrix, dense matrix, LinearOperator}

The real or complex N-by-N matrix of the linear system It is required that the linear operator can produce Ax and A^T x. b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). Returns x : {array, matrix} The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Other Parameters x0 : {array, matrix} Starting guess for the solution. tol : oat Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. maxiter : integer

4.18. Sparse linear algebra (scipy.sparse.linalg)

491

SciPy Reference Guide, Release 0.10.0rc1

Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M : {sparse matrix, dense matrix, LinearOperator} Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance. callback : function User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. xtype : {f,d,F,D} This parameter is deprecated avoid using it. The type of the result. If None, then it will be determined from A.dtype.char and b. If A does not have a typecode method then it will compute A.matvec(x0) to get a typecode. To save the extra computation when A does not have a typecode attribute use xtype=0 for the same type as b or use xtype=f,d,F,or D. This parameter has been superceeded by LinearOperator. scipy.sparse.linalg.bicgstab(A, b, x0=None, tol=1.0000000000000001e-05, maxiter=None, xtype=None, M=None, callback=None) Use BIConjugate Gradient STABilized iteration to solve A x = b Parameters A : {sparse matrix, dense matrix, LinearOperator} The real or complex N-by-N matrix of the linear system A must represent a hermitian, positive denite matrix b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). Returns x : {array, matrix} The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Other Parameters x0 : {array, matrix} Starting guess for the solution. tol : oat Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. maxiter : integer Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M : {sparse matrix, dense matrix, LinearOperator}

492

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance. callback : function User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. xtype : {f,d,F,D} This parameter is deprecated avoid using it. The type of the result. If None, then it will be determined from A.dtype.char and b. If A does not have a typecode method then it will compute A.matvec(x0) to get a typecode. To save the extra computation when A does not have a typecode attribute use xtype=0 for the same type as b or use xtype=f,d,F,or D. This parameter has been superceeded by LinearOperator. scipy.sparse.linalg.cg(A, b, x0=None, tol=1.0000000000000001e-05, maxiter=None, xtype=None, M=None, callback=None) Use Conjugate Gradient iteration to solve A x = b Parameters A : {sparse matrix, dense matrix, LinearOperator} The real or complex N-by-N matrix of the linear system A must represent a hermitian, positive denite matrix b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). Returns x : {array, matrix} The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Other Parameters x0 : {array, matrix} Starting guess for the solution. tol : oat Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. maxiter : integer Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M : {sparse matrix, dense matrix, LinearOperator} Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance. callback : function 4.18. Sparse linear algebra (scipy.sparse.linalg) 493

SciPy Reference Guide, Release 0.10.0rc1

User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. xtype : {f,d,F,D} This parameter is deprecated avoid using it. The type of the result. If None, then it will be determined from A.dtype.char and b. If A does not have a typecode method then it will compute A.matvec(x0) to get a typecode. To save the extra computation when A does not have a typecode attribute use xtype=0 for the same type as b or use xtype=f,d,F,or D. This parameter has been superceeded by LinearOperator. scipy.sparse.linalg.cgs(A, b, x0=None, tol=1.0000000000000001e-05, xtype=None, M=None, callback=None) Use Conjugate Gradient Squared iteration to solve A x = b Parameters A : {sparse matrix, dense matrix, LinearOperator} The real-valued N-by-N matrix of the linear system b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). Returns x : {array, matrix} The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Other Parameters x0 : {array, matrix} Starting guess for the solution. tol : oat Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. maxiter : integer Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M : {sparse matrix, dense matrix, LinearOperator} Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance. callback : function User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. xtype : {f,d,F,D} maxiter=None,

494

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

This parameter is deprecated avoid using it. The type of the result. If None, then it will be determined from A.dtype.char and b. If A does not have a typecode method then it will compute A.matvec(x0) to get a typecode. To save the extra computation when A does not have a typecode attribute use xtype=0 for the same type as b or use xtype=f,d,F,or D. This parameter has been superceeded by LinearOperator. scipy.sparse.linalg.gmres(A, b, x0=None, tol=1.0000000000000001e-05, restart=None, maxiter=None, xtype=None, M=None, callback=None, restrt=None) Use Generalized Minimal RESidual iteration to solve A x = b. Parameters A : {sparse matrix, dense matrix, LinearOperator} The real or complex N-by-N matrix of the linear system. b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). Returns x : {array, matrix} The converged solution. info : int Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Other Parameters x0 : {array, matrix} Starting guess for the solution (a vector of zeros by default). tol : oat Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. restart : int, optional Number of iterations between restarts. Larger values increase iteration cost, but may be necessary for convergence. Default is 20. maxiter : int, optional Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M : {sparse matrix, dense matrix, LinearOperator} Inverse of the preconditioner of A. M should approximate the inverse of A and be easy to solve for (see Notes). Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance. By default, no preconditioner is used. callback : function

4.18. Sparse linear algebra (scipy.sparse.linalg)

495

SciPy Reference Guide, Release 0.10.0rc1

User-supplied function to call after each iteration. It is called as callback(rk), where rk is the current residual vector. See Also: LinearOperator Notes A preconditioner, P, is chosen such that P is close to A but easy to solve for. The preconditioner parameter required by this routine is M = P^-1. The inverse should preferably not be calculated explicitly. Rather, use the following template to produce M:
# Construct a linear operator that computes P^-1 * x. import scipy.sparse.linalg as spla M_x = lambda x: spla.spsolve(P, x) M = spla.LinearOperator((n, n), M_x)

scipy.sparse.linalg.lgmres(A, b, x0=None, tol=1.0000000000000001e-05, maxiter=1000, M=None, callback=None, inner_m=30, outer_k=3, outer_v=None, store_outer_Av=True) Solve a matrix equation using the LGMRES algorithm. The LGMRES algorithm [BJM] [BPh] is designed to avoid some problems in the convergence in restarted GMRES, and often converges in fewer iterations. Parameters A : {sparse matrix, dense matrix, LinearOperator} The real or complex N-by-N matrix of the linear system. b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). x0 : {array, matrix} Starting guess for the solution. tol : oat Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. maxiter : integer Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M : {sparse matrix, dense matrix, LinearOperator} Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance. callback : function User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. Returns x : array or matrix The converged solution. info : integer 496 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Notes The LGMRES algorithm [BJM] [BPh] is designed to avoid the slowing of convergence in restarted GMRES, due to alternating residual vectors. Typically, it often outperforms GMRES(m) of comparable memory requirements by some measure, or at least is not much worse. Another advantage in this algorithm is that you can supply it with guess vectors in the outer_v argument that augment the Krylov subspace. If the solution lies close to the span of these vectors, the algorithm converges faster. This can be useful if several very similar matrices need to be inverted one after another, such as in Newton-Krylov iteration where the Jacobian matrix often changes little in the nonlinear steps. References [BJM], [BPh] scipy.sparse.linalg.minres(A, b, x0=None, shift=0.0, tol=1.0000000000000001e-05, maxiter=None, xtype=None, M=None, callback=None, show=False, check=False) Use MINimum RESidual iteration to solve Ax=b MINRES minimizes norm(A*x - b) for a real symmetric matrix A. Unlike the Conjugate Gradient method, A can be indenite or singular. If shift != 0 then the method solves (A - shift*I)x = b Parameters A : {sparse matrix, dense matrix, LinearOperator} The real symmetric N-by-N matrix of the linear system b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). Returns x : {array, matrix} The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Other Parameters x0 : {array, matrix} Starting guess for the solution. tol : oat Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. maxiter : integer Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M : {sparse matrix, dense matrix, LinearOperator}

4.18. Sparse linear algebra (scipy.sparse.linalg)

497

SciPy Reference Guide, Release 0.10.0rc1

Preconditioner for A. The preconditioner should approximate the inverse of A. Effective preconditioning dramatically improves the rate of convergence, which implies that fewer iterations are needed to reach a given error tolerance. callback : function User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. xtype : {f,d,F,D} This parameter is deprecated avoid using it. The type of the result. If None, then it will be determined from A.dtype.char and b. If A does not have a typecode method then it will compute A.matvec(x0) to get a typecode. To save the extra computation when A does not have a typecode attribute use xtype=0 for the same type as b or use xtype=f,d,F,or D. This parameter has been superceeded by LinearOperator. Notes THIS FUNCTION IS EXPERIMENTAL AND SUBJECT TO CHANGE! References Solution of sparse indenite systems of linear equations, C. C. Paige and M. A. Saunders (1975), SIAM J. Numer. http://www.stanford.edu/group/SOL/software/minres.html This le is a translation of the following MATLAB implementation: http://www.stanford.edu/group/SOL/software/minres/matlab/ scipy.sparse.linalg.qmr(A, b, x0=None, tol=1.0000000000000001e-05, xtype=None, M1=None, M2=None, callback=None) Use Quasi-Minimal Residual iteration to solve A x = b Parameters A : {sparse matrix, dense matrix, LinearOperator} The real-valued N-by-N matrix of the linear system. It is required that the linear operator can produce Ax and A^T x. b : {array, matrix} Right hand side of the linear system. Has shape (N,) or (N,1). Returns x : {array, matrix} The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : illegal input or breakdown Other Parameters x0 : {array, matrix} Starting guess for the solution. tol : oat maxiter=None, Anal. 12(4), pp. 617-629.

498

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Tolerance to achieve. The algorithm terminates when either the relative or the absolute residual is below tol. maxiter : integer Maximum number of iterations. Iteration will stop after maxiter steps even if the specied tolerance has not been achieved. M1 : {sparse matrix, dense matrix, LinearOperator} Left preconditioner for A. M2 : {sparse matrix, dense matrix, LinearOperator} Right preconditioner for A. Used together with the left preconditioner M1. The matrix M1*A*M2 should have better conditioned than A alone. callback : function User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. xtype : {f,d,F,D} This parameter is DEPRECATED avoid using it. The type of the result. If None, then it will be determined from A.dtype.char and b. If A does not have a typecode method then it will compute A.matvec(x0) to get a typecode. To save the extra computation when A does not have a typecode attribute use xtype=0 for the same type as b or use xtype=f,d,F,or D. This parameter has been superceeded by LinearOperator. See Also: LinearOperator Iterative methods for least-squares problems: lsqr(A, b[, damp, atol, btol, conlim, ...]) Find the least-squares solution to a large, sparse, linear system of equations. conlim=100000000.0,

scipy.sparse.linalg.lsqr(A, b, damp=0.0, atol=1e-08, btol=1e-08, iter_lim=None, show=False, calc_var=False) Find the least-squares solution to a large, sparse, linear system of equations.

The function solves Ax = b or min ||b - Ax||^2 or min ||Ax - b||^2 + d^2 ||x||^2. The matrix A may be square or rectangular (over-determined or under-determined), and may have any rank.
1. Unsymmetric equations -2. Linear least squares -solve A*x = b

solve A*x = b in the least-squares sense ( A )*x = ( b ) ( damp*I ) ( 0 ) in the least-squares sense solve

3. Damped least squares

--

Parameters A : {sparse matrix, ndarray, LinearOperatorLinear} Representation of an m-by-n matrix. It is required that the linear operator can produce Ax and A^T x. b : (m,) ndarray 4.18. Sparse linear algebra (scipy.sparse.linalg) 499

SciPy Reference Guide, Release 0.10.0rc1

Right-hand side vector b. damp : oat Damping coefcient. atol, btol : oat Stopping tolerances. If both are 1.0e-9 (say), the nal residual norm should be accurate to about 9 digits. (The nal x will usually have fewer correct digits, depending on cond(A) and the size of damp.) conlim : oat Another stopping tolerance. lsqr terminates if an estimate of cond(A) exceeds conlim. For compatible systems Ax = b, conlim could be as large as 1.0e+12 (say). For least-squares problems, conlim should be less than 1.0e+8. Maximum precision can be obtained by setting atol = btol = conlim = zero, but the number of iterations may then be excessive. iter_lim : int Explicit limitation on number of iterations (for safety). show : bool Display an iteration log. calc_var : bool Whether to estimate diagonals of (AA + damp^2*I)^{-1}. Returns x : ndarray of oat The nal solution. istop : int Gives the reason for termination. 1 means x is an approximate solution to Ax = b. 2 means x approximately solves the least-squares problem. itn : int Iteration number upon termination. r1norm : oat norm(r), where r = b - Ax. r2norm : oat sqrt( norm(r)^2 + damp^2 * norm(x)^2 ). Equal to r1norm if damp == 0. anorm : oat Estimate of Frobenius norm of Abar = [[A]; [damp*I]]. acond : oat Estimate of cond(Abar). arnorm : oat Estimate of norm(A*r - damp^2*x). xnorm : oat

500

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

norm(x) var : ndarray of oat If calc_var is True, estimates all diagonals of (AA)^{-1} (if damp == 0) or more generally (AA + damp^2*I)^{-1}. This is well dened if A has full column rank or damp > 0. (Not sure what var means if rank(A) < n and damp = 0.) Notes LSQR uses an iterative method to approximate the solution. The number of iterations required to reach a certain accuracy depends strongly on the scaling of the problem. Poor scaling of the rows or columns of A should therefore be avoided where possible. For example, in problem 1 the solution is unaltered by row-scaling. If a row of A is very small or large compared to the other rows of A, the corresponding row of ( A b ) should be scaled up or down. In problems 1 and 2, the solution x is easily recovered following column-scaling. Unless better information is known, the nonzero columns of A should be scaled so that they all have the same Euclidean norm (e.g., 1.0). In problem 3, there is no freedom to re-scale if damp is nonzero. However, the value of damp should be assigned only after attention has been paid to the scaling of A. The parameter damp is intended to help regularize ill-conditioned systems, by preventing the true solution from being very large. Another aid to regularization is provided by the parameter acond, which may be used to terminate iterations before the computed solution becomes very large. If some initial estimate x0 is known and if damp == 0, one could proceed as follows: 1.Compute a residual vector r0 = b - A*x0. 2.Use LSQR to solve the system A*dx = r0. 3.Add the correction dx to obtain a nal solution x = x0 + dx. This requires that x0 be available before and after the call to LSQR. To judge the benets, suppose LSQR takes k1 iterations to solve A*x = b and k2 iterations to solve A*dx = r0. If x0 is good, norm(r0) will be smaller than norm(b). If the same stopping tolerances atol and btol are used for each system, k1 and k2 will be similar, but the nal solution x0 + dx should be more accurate. The only way to reduce the total work is to use a larger stopping tolerance for the second system. If some value btol is suitable for A*x = b, the larger value btol*norm(b)/norm(r0) should be suitable for A*dx = r0. Preconditioning is another way to reduce the number of iterations. If it is possible to solve a related system M*x = b efciently, where M approximates A in some helpful way (e.g. M - A has low rank or its elements are small relative to those of A), LSQR may converge more rapidly on the system A*M(inverse)*z = b, after which x can be recovered by solving M*x = z. If A is symmetric, LSQR should not be used! Alternatives are the symmetric conjugate-gradient method (cg) and/or SYMMLQ. SYMMLQ is an implementation of symmetric cg that applies to any symmetric A and will converge more rapidly than LSQR. If A is positive denite, there are other implementations of symmetric cg that require slightly less work per iteration than SYMMLQ (but will take the same number of iterations). References [R58], [R59], [R60]

4.18. Sparse linear algebra (scipy.sparse.linalg)

501

SciPy Reference Guide, Release 0.10.0rc1

4.18.3 Matrix factorizations


Eigenvalue problems: eigs(A[, k, M, sigma, which, v0, ncv, ...]) eigsh(A[, k, M, sigma, which, v0, ncv, ...]) lobpcg(A, X[, B, M, Y, tol, maxiter, ...]) Find k eigenvalues and eigenvectors of the square matrix A. Find k eigenvalues and eigenvectors of the real symmetric square matrix Solve symmetric partial eigenproblems with optional preconditioning

scipy.sparse.linalg.eigs(A, k=6, M=None, sigma=None, which=LM, v0=None, ncv=None, maxiter=None, tol=0, return_eigenvectors=True, Minv=None, OPinv=None, OPpart=None) Find k eigenvalues and eigenvectors of the square matrix A. Solves A * x[i] = w[i] * x[i], the standard eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i]. If M is specied, solves A * x[i] = w[i] * M * x[i], the generalized eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i] Parameters A : An N x N matrix, array, sparse matrix, or LinearOperator representing the operation A * x, where A is a real or complex square matrix. k : integer The number of eigenvalues and eigenvectors desired. k must be smaller than N. It is not possible to compute all eigenvectors of a matrix. Returns w : array Array of k eigenvalues. v : array An array of k eigenvectors. v[:, i] is the eigenvector corresponding to the eigenvalue w[i]. Other Parameters M : An N x N matrix, array, sparse matrix, or LinearOperator representing the operation M*x for the generalized eigenvalue problem A * x = w * M * x M must represent a real symmetric matrix. For best results, M should be of the same type as A. Additionally: If sigma==None, M is positive denite If sigma is specied, M is positive semi-denite If sigma==None, eigs requires an operator to compute the solution of the linear equation M * x = b. This is done internally via a (sparse) LU decomposition for an explicit matrix M, or via an iterative solver for a general linear operator. Alternatively, the user can supply the matrix or operator Minv, which gives x = Minv * b = M^-1 * b sigma : real or complex Find eigenvalues near sigma using shift-invert mode. This requires an operator to compute the solution of the linear system [A - sigma * M] * x = b, where M is the identity matrix if unspecied. This is computed internally via a (sparse) LU decomposition for explicit matrices A & M, or via an iterative solver if either A

502

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

or M is a general linear operator. Alternatively, the user can supply the matrix or operator OPinv, which gives x = OPinv * b = [A - sigma * M]^-1 * b. For a real matrix A, shift-invert can either be done in imaginary mode or real mode, specied by the parameter OPpart (r or i). Note that when sigma is specied, the keyword which (below) refers to the shifted eigenvalues w[i] where: If A is real and OPpart == r (default), w[i] = 1/2 * [ 1/(w[i]-sigma) + 1/(w[i]-conj(sigma)) ] If A is real and OPpart == i, w[i] = 1/2i * [ 1/(w[i]-sigma) - 1/(w[i]-conj(sigma)) ] If A is complex, w[i] = 1/(w[i]-sigma) v0 : array Starting vector for iteration. ncv : integer The number of Lanczos vectors generated ncv must be greater than k; it is recommended that ncv > 2*k. which : string [LM | SM | LR | SR | LI | SI] Which k eigenvectors and eigenvalues to nd: LM : largest magnitude SM : smallest magnitude LR : largest real part SR : smallest real part LI : largest imaginary part SI : smallest imaginary part When sigma != None, which refers to the shifted eigenvalues w[i] (see discussion in sigma, above). ARPACK is generally better at nding large values than small values. If small eigenvalues are desired, consider using shift-invert mode for better performance. maxiter : integer Maximum number of Arnoldi update iterations allowed tol : oat Relative accuracy for eigenvalues (stopping criterion) The default value of 0 implies machine precision. return_eigenvectors : boolean Return eigenvectors (True) in addition to eigenvalues Minv : N x N matrix, array, sparse matrix, or linear operator See notes in M, above. OPinv : N x N matrix, array, sparse matrix, or linear operator See notes in sigma, above.

4.18. Sparse linear algebra (scipy.sparse.linalg)

503

SciPy Reference Guide, Release 0.10.0rc1

OPpart : r or i. See notes in sigma, above Raises ArpackNoConvergence : When the requested convergence is not obtained. The currently converged eigenvalues and eigenvectors can be found as eigenvalues and eigenvectors attributes of the exception object. See Also: eigsh eigenvalues and eigenvectors for symmetric matrix A svds singular value decomposition for a matrix A Notes This function is a wrapper to the ARPACK [R54] SNEUPD, DNEUPD, CNEUPD, ZNEUPD, functions which use the Implicitly Restarted Arnoldi Method to nd the eigenvalues and eigenvectors [R55]. References [R54], [R55] Examples Find 6 eigenvectors of the identity matrix:
>>> id = np.identity(13) >>> vals, vecs = sp.sparse.linalg.eigs(id, k=6) >>> vals array([ 1.+0.j, 1.+0.j, 1.+0.j, 1.+0.j, 1.+0.j, >>> vecs.shape (13, 6)

1.+0.j])

scipy.sparse.linalg.eigsh(A, k=6, M=None, sigma=None, which=LM, v0=None, ncv=None, maxiter=None, tol=0, return_eigenvectors=True, Minv=None, OPinv=None, mode=normal) Find k eigenvalues and eigenvectors of the real symmetric square matrix or complex hermitian matrix A. Solves A * x[i] = w[i] * x[i], the standard eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i]. If M is specied, solves A * x[i] = w[i] * M * x[i], the generalized eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i] Parameters A : An N x N matrix, array, sparse matrix, or LinearOperator representing the operation A * x, where A is a real symmetric matrix For buckling mode (see below) A must additionally be positive-denite k : integer The number of eigenvalues and eigenvectors desired. k must be smaller than N. It is not possible to compute all eigenvectors of a matrix.

504

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns w : array Array of k eigenvalues v : array An array of k eigenvectors The v[i] is the eigenvector corresponding to the eigenvector w[i] Other Parameters M : An N x N matrix, array, sparse matrix, or linear operator representing the operation M * x for the generalized eigenvalue problem A * x = w * M * x. M must represent a real, symmetric matrix. For best results, M should be of the same type as A. Additionally: If sigma == None, M is symmetric positive denite If sigma is specied, M is symmetric positive semi-denite In buckling mode, M is symmetric indenite. If sigma == None, eigsh requires an operator to compute the solution of the linear equation M * x = b. This is done internally via a (sparse) LU decomposition for an explicit matrix M, or via an iterative solver for a general linear operator. Alternatively, the user can supply the matrix or operator Minv, which gives x = Minv * b = M^-1 * b sigma : real Find eigenvalues near sigma using shift-invert mode. This requires an operator to compute the solution of the linear system [A - sigma * M] x = b, where M is the identity matrix if unspecied. This is computed internally via a (sparse) LU decomposition for explicit matrices A & M, or via an iterative solver if either A or M is a general linear operator. Alternatively, the user can supply the matrix or operator OPinv, which gives x = OPinv * b = [A - sigma * M]^-1 * b. Note that when sigma is specied, the keyword which refers to the shifted eigenvalues w[i] where: if mode == normal, w[i] = 1 / (w[i] - sigma) if mode == cayley, w[i] = (w[i] + sigma) / (w[i] - sigma) if mode == buckling, w[i] = w[i] / (w[i] - sigma) (see further discussion in mode below) v0 : array Starting vector for iteration. ncv : integer The number of Lanczos vectors generated ncv must be greater than k and smaller than n; it is recommended that ncv > 2*k which : string [LM | SM | LA | SA | BE] If A is a complex hermitian matrix, BE is invalid. Which k eigenvectors and eigenvalues to nd:

4.18. Sparse linear algebra (scipy.sparse.linalg)

505

SciPy Reference Guide, Release 0.10.0rc1

LM : Largest (in magnitude) eigenvalues SM : Smallest (in magnitude) eigenvalues LA : Largest (algebraic) eigenvalues SA : Smallest (algebraic) eigenvalues BE [Half (k/2) from each end of the spectrum] When k is odd, return one more (k/2+1) from the high end When sigma != None, which refers to the shifted eigenvalues w[i] (see discussion in sigma, above). ARPACK is generally better at nding large values than small values. If small eigenvalues are desired, consider using shift-invert mode for better performance. maxiter : integer Maximum number of Arnoldi update iterations allowed tol : oat Relative accuracy for eigenvalues (stopping criterion). The default value of 0 implies machine precision. Minv : N x N matrix, array, sparse matrix, or LinearOperator See notes in M, above OPinv : N x N matrix, array, sparse matrix, or LinearOperator See notes in sigma, above. return_eigenvectors : boolean Return eigenvectors (True) in addition to eigenvalues mode : string [normal | buckling | cayley] Specify strategy to use for shift-invert mode. This argument applies only for realvalued A and sigma != None. For shift-invert mode, ARPACK internally solves the eigenvalue problem OP * x[i] = w[i] * B * x[i] and transforms the resulting Ritz vectors x[i] and Ritz values w[i] into the desired eigenvectors and eigenvalues of the problem A * x[i] = w[i] * M * x[i]. The modes are as follows: normal [OP = [A - sigma * M]^-1 * M] B = M w[i] = 1 / (w[i] - sigma) buckling [OP = [A - sigma * M]^-1 * A] B = A w[i] = w[i] / (w[i] - sigma) cayley [OP = [A - sigma * M]^-1 * [A + sigma * M]] B = M w[i] = (w[i] + sigma) / (w[i] - sigma) The choice of mode will affect which eigenvalues are selected by the keyword which, and can also impact the stability of convergence (see [2] for a discussion) Raises ArpackNoConvergence : When the requested convergence is not obtained.

506

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The currently converged eigenvalues and eigenvectors can be found as eigenvalues and eigenvectors attributes of the exception object. See Also: eigs eigenvalues and eigenvectors for a general (nonsymmetric) matrix A svds singular value decomposition for a matrix A Notes This function is a wrapper to the ARPACK [R56] SSEUPD and DSEUPD functions which use the Implicitly Restarted Lanczos Method to nd the eigenvalues and eigenvectors [R57]. References [R56], [R57] Examples
>>> id = np.identity(13) >>> vals, vecs = sp.sparse.linalg.eigsh(id, k=6) >>> vals array([ 1.+0.j, 1.+0.j, 1.+0.j, 1.+0.j, 1.+0.j, >>> vecs.shape (13, 6)

1.+0.j])

scipy.sparse.linalg.lobpcg(A, X, B=None, M=None, Y=None, tol=None, maxiter=20, largest=True, verbosityLevel=0, retLambdaHistory=False, retResidualNormsHistory=False) Solve symmetric partial eigenproblems with optional preconditioning This function implements the Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG). Parameters A : {sparse matrix, dense matrix, LinearOperator} The symmetric linear operator of the problem, usually a sparse matrix. Often called the stiffness matrix. X : array_like Initial approximation to the k eigenvectors. If A has shape=(n,n) then X should have shape shape=(n,k). B : {dense matrix, sparse matrix, LinearOperator}, optional the right hand side operator in a generalized eigenproblem. by default, B = Identity often called the mass matrix M : {dense matrix, sparse matrix, LinearOperator}, optional preconditioner to A; by default M = Identity M should approximate the inverse of A Y : array_like, optional n-by-sizeY matrix of constraints, sizeY < n The iterations will be performed in the B-orthogonal complement of the column-space of Y. Y must be full rank. Returns w : array

4.18. Sparse linear algebra (scipy.sparse.linalg)

507

SciPy Reference Guide, Release 0.10.0rc1

Array of k eigenvalues v : array An array of k eigenvectors. V has the same shape as X. Other Parameters tol : scalar, optional Solver tolerance (stopping criterion) by default: tol=n*sqrt(eps) maxiter: integer, optional : maximum number of iterations by default: maxiter=min(n,20) largest : boolean, optional when True, solve for the largest eigenvalues, otherwise the smallest verbosityLevel : integer, optional controls solver output. default: verbosityLevel = 0. retLambdaHistory : boolean, optional whether to return eigenvalue history retResidualNormsHistory : boolean, optional whether to return history of residual norms Notes If both retLambdaHistory and retResidualNormsHistory are True, the return tuple has the following format (lambda, V, lambda history, residual norms history) Singular values problems: svds(A[, k, ncv, tol]) Compute k singular values/vectors for a sparse matrix using ARPACK.

scipy.sparse.linalg.svds(A, k=6, ncv=None, tol=0) Compute k singular values/vectors for a sparse matrix using ARPACK. Parameters A : sparse matrix Array to compute the SVD on k : int, optional Number of singular values and vectors to compute. ncv : integer The number of Lanczos vectors generated ncv must be greater than k+1 and smaller than n; it is recommended that ncv > 2*k tol : oat, optional Tolerance for singular values. Zero (default) means machine precision. Complete or incomplete LU factorizations splu(A[, permc_spec, diag_pivot_thresh, ...]) spilu(A[, drop_tol, ll_factor, drop_rule, ...]) Compute the LU decomposition of a sparse, square matrix. Compute an incomplete LU decomposition for a sparse, square matrix A.

508

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.sparse.linalg.splu(A, permc_spec=None, diag_pivot_thresh=None, drop_tol=None, relax=None, panel_size=None, options={}) Compute the LU decomposition of a sparse, square matrix. Parameters A: Sparse matrix to factorize. Should be in CSR or CSC format. permc_spec : str, optional How to permute the columns of the matrix for sparsity preservation. (default: COLAMD) NATURAL: natural ordering. MMD_ATA: minimum degree ordering on the structure of A^T A. MMD_AT_PLUS_A: minimum degree ordering on the structure of A^T+A. COLAMD: approximate minimum degree column ordering diag_pivot_thresh : oat, optional Threshold used for a diagonal entry to be an acceptable pivot. See SuperLU users guide for details [SLU] drop_tol : oat, optional (deprecated) No effect. relax : int, optional Expert option for customizing the degree of relaxing supernodes. See SuperLU users guide for details [SLU] panel_size : int, optional Expert option for customizing the panel size. See SuperLU users guide for details [SLU] options : dict, optional Dictionary containing additional expert options to SuperLU. See SuperLU user guide [SLU] (section 2.4 on the Options argument) for more details. For example, you can specify options=dict(Equil=False, IterRefine=SINGLE)) to turn equilibration off and perform a single iterative renement. Returns invA : scipy.sparse.linalg.dsolve._superlu.SciPyLUType Object, which has a solve method. See Also: spilu incomplete LU decomposition Notes This function uses the SuperLU library.

4.18. Sparse linear algebra (scipy.sparse.linalg)

509

SciPy Reference Guide, Release 0.10.0rc1

References [SLU] scipy.sparse.linalg.spilu(A, drop_tol=None, ll_factor=None, drop_rule=None, permc_spec=None, diag_pivot_thresh=None, relax=None, panel_size=None, options=None) Compute an incomplete LU decomposition for a sparse, square matrix A. The resulting object is an approximation to the inverse of A. Parameters A: Sparse matrix to factorize drop_tol : oat, optional Drop tolerance (0 <= tol <= 1) for an incomplete LU decomposition. (default: 1e-4) ll_factor : oat, optional Species the ll ratio upper bound (>= 1.0) for ILU. (default: 10) drop_rule : str, optional Comma-separated string of drop rules to use. Available rules: basic, prows, column, area, secondary, dynamic, interp. (Default: basic,area) See SuperLU documentation for details. milu : str, optional Which version of modied ILU to use. (Choices: silu, smilu_1, smilu_2 (default), smilu_3.) Remaining other options : Same as for splu Returns invA_approx : scipy.sparse.linalg.dsolve._superlu.SciPyLUType Object, which has a solve method. See Also: splu complete LU decomposition Notes To improve the better approximation to the inverse, you may need to increase fill_factor AND decrease drop_tol. This function uses the SuperLU library. References [SLU]

510

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

4.18.4 Exceptions
ArpackNoConvergence(msg, eigenvalues, ...) ArpackError(info[, infodict]) ARPACK iteration did not converge ARPACK error

exception scipy.sparse.linalg.ArpackNoConvergence(msg, eigenvalues, eigenvectors) ARPACK iteration did not converge Attributes eigenvalues eigenvectors ndarray ndarray Partial result. Converged eigenvalues. Partial result. Converged eigenvectors.

4.18. Sparse linear algebra (scipy.sparse.linalg)

511

SciPy Reference Guide, Release 0.10.0rc1

exception scipy.sparse.linalg.ArpackError(info, infodict={c: {0: Normal exit., 1: Maximum number of iterations taken. All possible eigenvalues of OP has been found. IPARAM(5) returns the number of wanted converged Ritz values., 2: No longer an informational error. Deprecated starting with release 2 of ARPACK., 3: No shifts could be applied during a cycle of the Implicitly restarted Arnoldi iteration. One possibility is to increase the size of NCV relative to NEV. , -9999: Could not build an Arnoldi factorization. IPARAM(5) returns the size of the current Arnoldi factorization. The user is advised to check that enough workspace and array storage has been allocated., -13: NEV and WHICH = BE are incompatable., -12: IPARAM(1) must be equal to 0 or 1., -1: N must be positive., -10: IPARAM(7) must be 1, 2, 3., -9: Starting vector is zero., -8: Error return from LAPACK eigenvalue calculation;, -7: Length of private work array WORKL is not sufcient., -6: BMAT must be one of I or G., -5: WHICH must be one of LM, SM, LR, SR, LI, SI, -4: The maximum number of Arnoldi update iterations allowed must be greater than zero., -3: NCV-NEV >= 2 and less than or equal to N., -2: NEV must be positive., -11: IPARAM(7) = 1 and BMAT = G are incompatable.}, s: {0: Normal exit., 1: Maximum number of iterations taken. All possible eigenvalues of OP has been found. IPARAM(5) returns the number of wanted converged Ritz values., 2: No longer an informational error. Deprecated starting with release 2 of ARPACK., 3: No shifts could be applied during a cycle of the Implicitly restarted Arnoldi iteration. One possibility is to increase the size of NCV relative to NEV. , -9999: Could not build an Arnoldi factorization. IPARAM(5) returns the size of the current Arnoldi factorization. The user is advised to check that enough workspace and array storage has been allocated., -13: NEV and WHICH = BE are incompatable., -12: IPARAM(1) must be equal to 0 or 1., -2: NEV must be positive., -10: IPARAM(7) must be 1, 2, 3, 4., -9: Starting vector is zero., -8: Error return from LAPACK eigenvalue calculation;, -7: Length of private work array WORKL is not sufcient., -6: BMAT must be one of I or G., -5: WHICH must be one of LM, SM, LR, SR, LI, SI, -4: The maximum number of Arnoldi update iterations allowed must be greater than zero., -3: NCV-NEV >= 2 and less than or equal to N., -1: N must be positive., -11: IPARAM(7) = 1 and BMAT = G are incompatable.}, z: {0: Normal exit., 1: Maximum number of iterations taken. All possible eigenvalues of OP has been found. IPARAM(5) returns the number of wanted converged Ritz values., 2: No longer an informational error. Deprecated starting with release 2 of ARPACK., 3: No shifts could be applied 512 Chapter 4. Reference during a cycle of the Implicitly restarted Arnoldi iteration. One possibility is to increase the size of NCV relative to NEV. , -9999: Could not build an Arnoldi factorization. IPARAM(5) returns the size

SciPy Reference Guide, Release 0.10.0rc1

ARPACK error

4.19 Spatial algorithms and data structures (scipy.spatial)


Nearest-neighbor queries: KDTree(data[, leafsize]) cKDTree distance kd-tree for quick nearest-neighbor lookup kd-tree for quick nearest-neighbor lookup

class scipy.spatial.KDTree(data, leafsize=10) kd-tree for quick nearest-neighbor lookup This class provides an index into a set of k-dimensional points which can be used to rapidly look up the nearest neighbors of any point. The algorithm used is described in Maneewongvatana and Mount 1999. The general idea is that the kd-tree is a binary tree, each of whose nodes represents an axis-aligned hyperrectangle. Each node species an axis and splits the set of points based on whether their coordinate along that axis is greater than or less than a particular value. During construction, the axis and splitting point are chosen by the sliding midpoint rule, which ensures that the cells do not all become long and thin. The tree can be queried for the r closest neighbors of any given point (optionally returning only those within some maximum distance of the point). It can also be queried, with a substantial gain in efciency, for the r approximate closest neighbors. For large dimensions (20 is already large) do not expect this to run signicantly faster than brute force. Highdimensional nearest-neighbor queries are a substantial open problem in computer science. The tree also supports all-neighbors queries, both with arrays of points and with other kd-trees. These do use a reasonably efcient algorithm, but the kd-tree is not necessarily the best data structure for this sort of calculation. Methods count_neighbors innernode leafnode node query query_ball_point query_ball_tree query_pairs sparse_distance_matrix class scipy.spatial.cKDTree kd-tree for quick nearest-neighbor lookup This class provides an index into a set of k-dimensional points which can be used to rapidly look up the nearest neighbors of any point. The algorithm used is described in Maneewongvatana and Mount 1999. The general idea is that the kd-tree is a binary trie, each of whose nodes represents an axis-aligned hyperrectangle. Each node species an axis and splits the set of points based on whether their coordinate along that axis is greater than or less than a particular value. During construction, the axis and splitting point are chosen by the sliding midpoint rule, which ensures that the cells do not all become long and thin. 4.19. Spatial algorithms and data structures (scipy.spatial) 513

SciPy Reference Guide, Release 0.10.0rc1

The tree can be queried for the r closest neighbors of any given point (optionally returning only those within some maximum distance of the point). It can also be queried, with a substantial gain in efciency, for the r approximate closest neighbors. For large dimensions (20 is already large) do not expect this to run signicantly faster than brute force. Highdimensional nearest-neighbor queries are a substantial open problem in computer science. Parameters data : array-like, shape (n,m) The n data points of dimension mto be indexed. This array is not copied unless this is necessary to produce a contiguous array of doubles, and so modifying this data will result in bogus results. leafsize : positive integer The number of points at which the algorithm switches over to brute-force. Methods query Distance computations (scipy.spatial.distance) Function Reference Distance matrix computation from a collection of raw observation vectors stored in a rectangular array. pdist(X[, metric, p, w, V, VI]) cdist(XA, XB[, metric, p, V, VI, w]) squareform(X[, force, checks]) Computes the pairwise distances between m original observations in n-dimensional space. Computes distance between each pair of observation vectors in the Converts a vector-form distance vector to a square-form distance matrix, and vice-versa.

scipy.spatial.distance.pdist(X, metric=euclidean, p=2, w=None, V=None, VI=None) Computes the pairwise distances between m original observations in n-dimensional space. Returns a condensed distance matrix Y. For each i and j (where i < j < n), the metric dist(u=X[i], v=X[j]) is computed and stored in the :math:ijth entry. See squareform for information on how to calculate the index of this entry or to convert the condensed distance matrix to a redundant square matrix. The following are common calling conventions. 1.Y = pdist(X, euclidean) Computes the distance between m points using Euclidean distance (2-norm) as the distance metric between the points. The points are arranged as m n-dimensional row vectors in the matrix X. 2.Y = pdist(X, minkowski, p) Computes the distances using the Minkowski distance ||u v||p (p-norm) where p 1. 3.Y = pdist(X, cityblock) Computes the city block or Manhattan distance between the points. 4.Y = pdist(X, seuclidean, V=None)

514

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Computes the standardized Euclidean distance. The standardized Euclidean distance between two nvectors u and v is (ui vi )2 /V [xi ]. V is the variance vector; V[i] is the variance computed over all the ith components of the points. If not passed, it is automatically computed. 5.Y = pdist(X, sqeuclidean) Computes the squared Euclidean distance ||u v||2 between the vectors. 2 6.Y = pdist(X, cosine) Computes the cosine distance between vectors u and v, 1 where |*|_2 is the 2 norm of its argument *. 7.Y = pdist(X, correlation) Computes the correlation distance between vectors u and v. This is 1 (u u)(v v )T |(u u)||(v v )|
T

uv T |u|2 |v|2

where v is the mean of the elements of vector v. 8.Y = pdist(X, hamming) Computes the normalized Hamming distance, or the proportion of those vector elements between two n-vectors u and v which disagree. To save memory, the matrix X can be of type boolean. 9.Y = pdist(X, jaccard) Computes the Jaccard distance between the points. Given two vectors, u and v, the Jaccard distance is the proportion of those elements u[i] and v[i] that disagree where at least one of them is non-zero. 10.Y = pdist(X, chebyshev) Computes the Chebyshev distance between the points. The Chebyshev distance between two nvectors u and v is the maximum norm-1 distance between their respective elements. More precisely, the distance is given by d(u, v) = max |ui vi |.
i

11.Y = pdist(X, canberra) Computes the Canberra distance between the points. The Canberra distance between two points u and v is d(u, v) =
u

|ui vi | (|ui | + |vi |)

12.Y = pdist(X, braycurtis) Computes the Bray-Curtis distance between the points. The Bray-Curtis distance between two points u and v is d(u, v) = u i vi i u i + vi
i

4.19. Spatial algorithms and data structures (scipy.spatial)

515

SciPy Reference Guide, Release 0.10.0rc1

13.Y = pdist(X, mahalanobis, VI=None) Computes the Mahalanobis distance between the points. The Mahalanobis distance between two points u and v is (u v)(1/V )(u v)T where (1/V ) (the VI variable) is the inverse covariance. If VI is not None, VI will be used as the inverse covariance matrix. 14.Y = pdist(X, yule) Computes the Yule distance between each pair of boolean vectors. (see yule function documentation) 15.Y = pdist(X, matching) Computes the matching distance between each pair of boolean vectors. (see matching function documentation) 16.Y = pdist(X, dice) Computes the Dice distance between each pair of boolean vectors. (see dice function documentation) 17.Y = pdist(X, kulsinski) Computes the Kulsinski distance between each pair of boolean vectors. (see kulsinski function documentation) 18.Y = pdist(X, rogerstanimoto) Computes the Rogers-Tanimoto distance between each pair of boolean vectors. (see rogerstanimoto function documentation) 19.Y = pdist(X, russellrao) Computes the Russell-Rao distance between each pair of boolean vectors. (see russellrao function documentation) 20.Y = pdist(X, sokalmichener) Computes the Sokal-Michener distance between each pair of boolean vectors. (see sokalmichener function documentation) 21.Y = pdist(X, sokalsneath) Computes the Sokal-Sneath distance between each pair of boolean vectors. (see sokalsneath function documentation) 22.Y = pdist(X, wminkowski) Computes the weighted Minkowski distance between each pair of vectors. (see wminkowski function documentation) 23.Y = pdist(X, f)

516

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Computes the distance between all pairs of vectors in X using the user supplied 2-arity function f. For example, Euclidean distance between the vectors could be computed as follows:
dm = pdist(X, (lambda u, v: np.sqrt(((u-v)*(u-v).T).sum())))

Note that you should avoid passing a reference to one of the distance functions dened in this library. For example,:
dm = pdist(X, sokalsneath)

would calculate the pair-wise distances between the vectors in X using the Python function sokalsneath. This would result in sokalsneath being called n times, which is inefcient. Instead, 2 the optimized C version is more efcient, and we call it using the following syntax.:
dm = pdist(X, sokalsneath)

Parameters X : ndarray An m by n array of m original observations in an n-dimensional space. metric : string or function The distance metric to use. The distance function can be braycurtis, canberra, chebyshev, cityblock, correlation, cosine, dice, euclidean, hamming, jaccard, kulsinski, mahalanobis, matching, minkowski, rogerstanimoto, russellrao, seuclidean, sokalmichener, sokalsneath, sqeuclidean, yule. w : ndarray The weight vector (for weighted Minkowski). p : double The p-norm to apply (for Minkowski, weighted and unweighted) V : ndarray The variance vector (for standardized Euclidean). VI : ndarray The inverse of the covariance matrix (for Mahalanobis). Returns Y : ndarray A condensed distance matrix. See Also: squareform converts between condensed distance matrices and square distance matrices. scipy.spatial.distance.cdist(XA, XB, metric=euclidean, p=2, V=None, VI=None, w=None) Computes distance between each pair of observation vectors in the Cartesian product of two collections of vectors. XA is a mA by n array while XB is a mB by n array. A mA by mB array is returned. An exception is thrown if XA and XB do not have the same number of columns. A rectangular distance matrix Y is returned. For each i and j, the metric dist(u=XA[i], v=XB[j]) is computed and stored in the ij th entry. The following are common calling conventions: 4.19. Spatial algorithms and data structures (scipy.spatial) 517

SciPy Reference Guide, Release 0.10.0rc1

1.Y = cdist(XA, XB, euclidean) Computes the distance between m points using Euclidean distance (2-norm) as the distance metric between the points. The points are arranged as m n-dimensional row vectors in the matrix X. 2.Y = cdist(XA, XB, minkowski, p) Computes the distances using the Minkowski distance ||u v||p (p-norm) where p 1. 3.Y = cdist(XA, XB, cityblock) Computes the city block or Manhattan distance between the points. 4.Y = cdist(XA, XB, seuclidean, V=None) Computes the standardized Euclidean distance. The standardized Euclidean distance between two nvectors u and v is (ui vi )2 /V [xi ]. V is the variance vector; V[i] is the variance computed over all the ith components of the points. If not passed, it is automatically computed. 5.Y = cdist(XA, XB, sqeuclidean) Computes the squared Euclidean distance ||u v||2 between the vectors. 2 6.Y = cdist(XA, XB, cosine) Computes the cosine distance between vectors u and v, 1 uv T |u|2 |v|2 where | |2 is the 2-norm of its argument *. 7.Y = cdist(XA, XB, correlation) Computes the correlation distance between vectors u and v. This is 1 (u n|u|1 )(v n|v|1 ) |(u n|u|1 )|2 |(v n|v|1 )|
T

where | |1 is the Manhattan (or 1-norm) of its argument, and n is the common dimensionality of the vectors. 8.Y = cdist(XA, XB, hamming) Computes the normalized Hamming distance, or the proportion of those vector elements between two n-vectors u and v which disagree. To save memory, the matrix X can be of type boolean. 9.Y = cdist(XA, XB, jaccard) Computes the Jaccard distance between the points. Given two vectors, u and v, the Jaccard distance is the proportion of those elements u[i] and v[i] that disagree where at least one of them is non-zero. 10.Y = cdist(XA, XB, chebyshev) Computes the Chebyshev distance between the points. The Chebyshev distance between two nvectors u and v is the maximum norm-1 distance between their respective elements. More precisely, the distance is given by d(u, v) = max |ui vi |.
i

518

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

11.Y = cdist(XA, XB, canberra) Computes the Canberra distance between the points. The Canberra distance between two points u and v is d(u, v) =
u

|ui vi | (|ui | + |vi |)

12.Y = cdist(XA, XB, braycurtis) Computes the Bray-Curtis distance between the points. The Bray-Curtis distance between two points u and v is d(u, v) = vi ) i (ui + vi )
i (ui

13.Y = cdist(XA, XB, mahalanobis, VI=None) Computes the Mahalanobis distance between the points. The Mahalanobis distance between two points u and v is (u v)(1/V )(u v)T where (1/V ) (the VI variable) is the inverse covariance. If VI is not None, VI will be used as the inverse covariance matrix. 14.Y = cdist(XA, XB, yule) Computes the Yule distance between the boolean vectors. (see yule function documentation) 15.Y = cdist(XA, XB, matching) Computes the matching distance between the boolean vectors. (see matching function documentation) 16.Y = cdist(XA, XB, dice) Computes the Dice distance between the boolean vectors. (see dice function documentation) 17.Y = cdist(XA, XB, kulsinski) Computes the Kulsinski distance between the boolean vectors. (see kulsinski function documentation) 18.Y = cdist(XA, XB, rogerstanimoto) Computes the Rogers-Tanimoto distance between the boolean vectors. (see rogerstanimoto function documentation) 19.Y = cdist(XA, XB, russellrao) Computes the Russell-Rao distance between the boolean vectors. (see russellrao function documentation) 20.Y = cdist(XA, XB, sokalmichener) Computes the Sokal-Michener distance between the boolean vectors. (see sokalmichener function documentation)

4.19. Spatial algorithms and data structures (scipy.spatial)

519

SciPy Reference Guide, Release 0.10.0rc1

21.Y = cdist(XA, XB, sokalsneath) Computes the Sokal-Sneath distance between the vectors. (see sokalsneath function documentation) 22.Y = cdist(XA, XB, wminkowski) Computes the weighted Minkowski distance between the vectors. (see sokalsneath function documentation) 23.Y = cdist(XA, XB, f) Computes the distance between all pairs of vectors in X using the user supplied 2-arity function f. For example, Euclidean distance between the vectors could be computed as follows:
dm = cdist(XA, XB, (lambda u, v: np.sqrt(((u-v)*(u-v).T).sum())))

Note that you should avoid passing a reference to one of the distance functions dened in this library. For example,:
dm = cdist(XA, XB, sokalsneath)

would calculate the pair-wise distances between the vectors in X using the Python function sokalsneath. This would result in sokalsneath being called n times, which is inefcient. Instead, 2 the optimized C version is more efcient, and we call it using the following syntax.:
dm = cdist(XA, XB, sokalsneath)

Parameters XA : ndarray An mA by n array of mA original observations in an n-dimensional space. XB : ndarray An mB by n array of mB original observations in an n-dimensional space. metric : string or function The distance metric to use. The distance function can be braycurtis, canberra, chebyshev, cityblock, correlation, cosine, dice, euclidean, hamming, jaccard, kulsinski, mahalanobis, matching, minkowski, rogerstanimoto, russellrao, seuclidean, sokalmichener, sokalsneath, sqeuclidean, wminkowski, yule. w : ndarray The weight vector (for weighted Minkowski). p : double The p-norm to apply (for Minkowski, weighted and unweighted) V : ndarray The variance vector (for standardized Euclidean). VI : ndarray The inverse of the covariance matrix (for Mahalanobis). Returns Y : ndarray

520

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

A mA by mB distance matrix. scipy.spatial.distance.squareform(X, force=no, checks=True) Converts a vector-form distance vector to a square-form distance matrix, and vice-versa. Parameters X : ndarray Either a condensed or redundant distance matrix. Returns Y : ndarray If a condensed distance matrix is passed, a redundant one is returned, or if a redundant one is passed, a condensed distance matrix is returned. force [string] As with MATLAB(TM), if force is equal to tovector or tomatrix, the input will be treated as a distance matrix or distance vector respectively. checks [bool] If checks is set to False, no checks will be made for matrix symmetry nor zero diagonals. This is useful if it is known that X - X.T1 is small and diag(X) is close to zero. These values are ignored any way so they do not disrupt the squareform transformation. Predicates for checking the validity of distance matrices, both condensed and redundant. Also contained in this module are functions for computing the number of observations in a distance matrix. is_valid_dm(D[, tol, throw, name, warning]) is_valid_y(y[, warning, throw, name]) num_obs_dm(d) num_obs_y(Y) Returns True if the variable D passed is a valid distance matrix. Returns True if the variable y passed is a valid condensed Returns the number of original observations that correspond to a Returns the number of original observations that correspond to a

scipy.spatial.distance.is_valid_dm(D, tol=0.0, throw=False, name=D, warning=False) Returns True if the variable D passed is a valid distance matrix. Distance matrices must be 2-dimensional numpy arrays containing doubles. They must have a zero-diagonal, and they must be symmetric. Parameters D : ndarray The candidate object to test for validity. tol : double The distance matrix should be symmetric. tol is the maximum difference between the :math:ijth entry and the :math:jith entry for the distance metric to be considered symmetric. throw : bool An exception is thrown if the distance matrix passed is not valid. name : string the name of the variable to checked. This is useful if throw is set to True so the offending variable can be identied in the exception message when an exception is thrown. warning : bool Instead of throwing an exception, a warning message is raised.

4.19. Spatial algorithms and data structures (scipy.spatial)

521

SciPy Reference Guide, Release 0.10.0rc1

Returns Returns True if the variable D passed is a valid : distance matrix. Small numerical differences in D and : D.T and non-zeroness of the diagonal are ignored if they are : within the tolerance specied by tol. : scipy.spatial.distance.is_valid_y(y, warning=False, throw=False, name=None) Returns True if the variable y passed is a valid condensed distance matrix. Condensed distance matrices must be 1-dimensional numpy arrays containing doubles. Their length must be a binomial coefcient n for some 2 positive integer n. Parameters y : ndarray The condensed distance matrix. warning : bool, optional Invokes a warning if the variable passed is not a valid condensed distance matrix. The warning message explains why the distance matrix is not valid. name is used when referencing the offending variable. throws : throw, optional Throws an exception if the variable passed is not a valid condensed distance matrix. name : bool, optional Used when referencing the offending variable in the warning or exception message. scipy.spatial.distance.num_obs_dm(d) Returns the number of original observations that correspond to a square, redundant distance matrix D. Parameters d : ndarray The target distance matrix. Returns numobs : int The number of observations in the redundant distance matrix. scipy.spatial.distance.num_obs_y(Y) Returns the number of original observations that correspond to a condensed distance matrix Y. Parameters Y : ndarray The number of original observations in the condensed observation Y. Returns n : int The number of observations in the condensed distance matrix passed. Distance functions between two vectors u and v. Computing distances over a large collection of vectors is inefcient for these functions. Use pdist for this purpose.

522

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

braycurtis(u, v) canberra(u, v) chebyshev(u, v) cityblock(u, v) correlation(u, v) cosine(u, v) dice(u, v) euclidean(u, v) hamming(u, v) jaccard(u, v) kulsinski(u, v) mahalanobis(u, v, VI) matching(u, v) minkowski(u, v, p) rogerstanimoto(u, v) russellrao(u, v) seuclidean(u, v, V) sokalmichener(u, v) sokalsneath(u, v) sqeuclidean(u, v) yule(u, v)

Computes the Bray-Curtis distance between two n-vectors u and Computes the Canberra distance between two n-vectors u and v, Computes the Chebyshev distance between two n-vectors u and v, Computes the Manhattan distance between two n-vectors u and v, Computes the correlation distance between two n-vectors u and v, which is dened as .. Computes the Cosine distance between two n-vectors u and v, which Computes the Dice dissimilarity between two boolean n-vectors Computes the Euclidean distance between two n-vectors u and v, Computes the Hamming distance between two n-vectors u and Computes the Jaccard-Needham dissimilarity between two boolean Computes the Kulsinski dissimilarity between two boolean n-vectors Computes the Mahalanobis distance between two n-vectors u and v, Computes the Matching dissimilarity between two boolean n-vectors Computes the Minkowski distance between two vectors u and v, Computes the Rogers-Tanimoto dissimilarity between two boolean Computes the Russell-Rao dissimilarity between two boolean n-vectors Returns the standardized Euclidean distance between two n-vectors Computes the Sokal-Michener dissimilarity between two boolean vectors Computes the Sokal-Sneath dissimilarity between two boolean vectors Computes the squared Euclidean distance between two n-vectors u and v, Computes the Yule dissimilarity between two boolean n-vectors u and v,

scipy.spatial.distance.braycurtis(u, v) Computes the Bray-Curtis distance between two n-vectors u and v, which is dened as |ui vi |/ |ui + vi |.

The Bray-Curtis distance is in the range [0, 1] if all coordinates are positive, and is undened if the inputs are of length zero. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Bray-Curtis distance between vectors u and v. scipy.spatial.distance.canberra(u, v) Computes the Canberra distance between two n-vectors u and v, which is dened as |ui vi | . (|ui | + |vi |)

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double 4.19. Spatial algorithms and data structures (scipy.spatial) 523

SciPy Reference Guide, Release 0.10.0rc1

The Canberra distance between vectors u and v. Notes Whe u[i] and v[i] are 0 for given i, then the fraction 0/0 = 0 is used in the calculation. scipy.spatial.distance.chebyshev(u, v) Computes the Chebyshev distance between two n-vectors u and v, which is dened as max |ui vi |.
i

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Chebyshev distance between vectors u and v. scipy.spatial.distance.cityblock(u, v) Computes the Manhattan distance between two n-vectors u and v, which is dened as |ui vi |.
i

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The City Block distance between vectors u and v. scipy.spatial.distance.correlation(u, v) Computes the correlation distance between two n-vectors u and v, which is dened as 1 f rac(u u)(v v ) ||(u u)||2 ||(v v )||2
T T

where u is the mean of a vectors elements and n is the common dimensionality of u and v. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The correlation distance between vectors u and v.

524

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.spatial.distance.cosine(u, v) Computes the Cosine distance between two n-vectors u and v, which is dened as 1 Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Cosine distance between vectors u and v. scipy.spatial.distance.dice(u, v) Computes the Dice dissimilarity between two boolean n-vectors u and v, which is cT F + cF T 2cT T + cF T + cT F where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Dice dissimilarity between vectors u and v. scipy.spatial.distance.euclidean(u, v) Computes the Euclidean distance between two n-vectors u and v, which is dened as ||u v||2 Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Euclidean distance between vectors u and v. scipy.spatial.distance.hamming(u, v) Computes the Hamming distance between two n-vectors u and v, which is simply the proportion of disagreeing components in u and v. If u and v are boolean vectors, the Hamming distance is c01 + c10 n 4.19. Spatial algorithms and data structures (scipy.spatial) 525 uv T . ||u||2 ||v||2

SciPy Reference Guide, Release 0.10.0rc1

where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Hamming distance between vectors u and v. scipy.spatial.distance.jaccard(u, v) Computes the Jaccard-Needham dissimilarity between two boolean n-vectors u and v, which is raccT F + cF T cT T + cF T + cT F where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Jaccard distance between vectors u and v. scipy.spatial.distance.kulsinski(u, v) Computes the Kulsinski dissimilarity between two boolean n-vectors u and v, which is dened as raccT F + cF T cT T + ncF T + cT F + n where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Kulsinski distance between vectors u and v. scipy.spatial.distance.mahalanobis(u, v, VI) Computes the Mahalanobis distance between two n-vectors u and v, which is deend as (u v)V 1 (u v)T where VI is the inverse covariance matrix V 1 . Parameters u : ndarray 526 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Mahalanobis distance between vectors u and v. scipy.spatial.distance.matching(u, v) Computes the Matching dissimilarity between two boolean n-vectors u and v, which is dened as cT F + cF T n where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Matching dissimilarity between vectors u and v. scipy.spatial.distance.minkowski(u, v, p) Computes the Minkowski distance between two vectors u and v, dened as ||u v||p = ( Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. p : int The order of the norm of the difference ||u v||p . Returns d : double The Minkowski distance between vectors u and v. scipy.spatial.distance.rogerstanimoto(u, v) Computes the Rogers-Tanimoto dissimilarity between two boolean n-vectors u and v, which is dened as R cT T + cF F + R |ui vi |p )1/p .

where cij is the number of occurrences of u[k] = i and v[k] = j for k < n and R = 2(cT F + cF T ).

4.19. Spatial algorithms and data structures (scipy.spatial)

527

SciPy Reference Guide, Release 0.10.0rc1

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Rogers-Tanimoto dissimilarity between vectors u and v. scipy.spatial.distance.russellrao(u, v) Computes the Russell-Rao dissimilarity between two boolean n-vectors u and v, which is dened as n cT T n where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Russell-Rao dissimilarity between vectors u and v. scipy.spatial.distance.seuclidean(u, v, V) Returns the standardized Euclidean distance between two n-vectors u and v. V is an n-dimensional vector of component variances. It is usually computed among a larger collection vectors. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. V : ndarray An n-dimensional vector. Returns d : double The standardized Euclidean distance between vectors u and v. scipy.spatial.distance.sokalmichener(u, v) Computes the Sokal-Michener dissimilarity between two boolean vectors u and v, which is dened as R S+R where cij is the number of occurrences of u[k] = i and v[k] = j for k < n, R = 2 (cT F + cF T ) and S = cF F + cT T .

528

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Sokal-Michener dissimilarity between vectors u and v. scipy.spatial.distance.sokalsneath(u, v) Computes the Sokal-Sneath dissimilarity between two boolean vectors u and v, R cT T + R where cij is the number of occurrences of u[k] = i and v[k] = j for k < n and R = 2(cT F + cF T ). Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Sokal-Sneath dissimilarity between vectors u and v. scipy.spatial.distance.sqeuclidean(u, v) Computes the squared Euclidean distance between two n-vectors u and v, which is dened as ||u v||2 . Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The squared Euclidean distance between vectors u and v. scipy.spatial.distance.yule(u, v) Computes the Yule dissimilarity between two boolean n-vectors u and v, which is dened as R + cF F +
R 2 2

cT T

where cij is the number of occurrences of u[k] = i and v[k] = j for k < n and R = 2.0 (cT F + cF T ). Parameters u : ndarray

4.19. Spatial algorithms and data structures (scipy.spatial)

529

SciPy Reference Guide, Release 0.10.0rc1

An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Yule dissimilarity between vectors u and v. References Copyright Notice Copyright (C) Damian Eads, 2007-2008. New BSD License. Functions braycurtis(u, v) canberra(u, v) cdist(XA, XB[, metric, p, V, VI, w]) chebyshev(u, v) cityblock(u, v) correlation(u, v) cosine(u, v) dice(u, v) euclidean(u, v) hamming(u, v) is_valid_dm(D[, tol, throw, name, warning]) is_valid_y(y[, warning, throw, name]) jaccard(u, v) kulsinski(u, v) mahalanobis(u, v, VI) matching(u, v) minkowski(u, v, p) norm(x[, ord]) num_obs_dm(d) num_obs_y(Y) pdist(X[, metric, p, w, V, VI]) rogerstanimoto(u, v) russellrao(u, v) seuclidean(u, v, V) sokalmichener(u, v) sokalsneath(u, v) sqeuclidean(u, v) squareform(X[, force, checks]) wminkowski(u, v, p, w) yule(u, v) Delaunay triangulation: Computes the Bray-Curtis distance between two n-vectors u and Computes the Canberra distance between two n-vectors u and v, Computes distance between each pair of observation vectors in the Computes the Chebyshev distance between two n-vectors u and v, Computes the Manhattan distance between two n-vectors u and v, Computes the correlation distance between two n-vectors u and v, which is dened as .. Computes the Cosine distance between two n-vectors u and v, which Computes the Dice dissimilarity between two boolean n-vectors Computes the Euclidean distance between two n-vectors u and v, Computes the Hamming distance between two n-vectors u and Returns True if the variable D passed is a valid distance matrix. Returns True if the variable y passed is a valid condensed Computes the Jaccard-Needham dissimilarity between two boolean Computes the Kulsinski dissimilarity between two boolean n-vectors Computes the Mahalanobis distance between two n-vectors u and v, Computes the Matching dissimilarity between two boolean n-vectors Computes the Minkowski distance between two vectors u and v, Matrix or vector norm. Returns the number of original observations that correspond to a Returns the number of original observations that correspond to a Computes the pairwise distances between m original observations in n-dimensional space. Computes the Rogers-Tanimoto dissimilarity between two boolean Computes the Russell-Rao dissimilarity between two boolean n-vectors Returns the standardized Euclidean distance between two n-vectors Computes the Sokal-Michener dissimilarity between two boolean vectors Computes the Sokal-Sneath dissimilarity between two boolean vectors Computes the squared Euclidean distance between two n-vectors u and v, Converts a vector-form distance vector to a square-form distance matrix, and vice-versa. Computes the weighted Minkowski distance between two vectors u Computes the Yule dissimilarity between two boolean n-vectors u and v,

530

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Delaunay(points) tsearch(tri, xi)

Delaunay tesselation in N dimensions Find simplices containing the given points.

class scipy.spatial.Delaunay(points) Delaunay tesselation in N dimensions New in version 0.9. Parameters points : ndarray of oats, shape (npoints, ndim) Coordinates of points to triangulate Notes The tesselation is computed using the Qhull libary [Qhull]. References [Qhull] Attributes transform vertex_to_simplex convex_hull points ndarray of double, shape (npoints, ndim) vertices ndarray of ints, shape (nsimplex, ndim+1) neighbors ndarray of ints, shape (nsimplex, ndim+1) equations ndarray of double, shape (nsimplex, ndim+2) paraboloid_scale, oat paraboloid_shift Methods find_simplex lift_points plane_distance scipy.spatial.tsearch(tri, xi) Find simplices containing the given points. This function does the same thing as Delaunay.nd_simplex. New in version 0.9. See Also: Delaunay.find_simplex Points in the triangulation

Indices of vertices forming simplices in the triangulation

Indices of neighbor simplices for each simplex. The kth neighbor is opposite to the kth vertex. For simplices at the boundary, -1 denotes no neighbor. [normal, offset] forming the hyperplane equation of the facet on the paraboloid. (See [Qhull] documentation for more.) Scale and shift for the extra paraboloid dimension. (See [Qhull] documentation for more.)

4.19. Spatial algorithms and data structures (scipy.spatial)

531

SciPy Reference Guide, Release 0.10.0rc1

4.20 Distance computations (scipy.spatial.distance)


4.20.1 Function Reference
Distance matrix computation from a collection of raw observation vectors stored in a rectangular array. pdist(X[, metric, p, w, V, VI]) cdist(XA, XB[, metric, p, V, VI, w]) squareform(X[, force, checks]) Computes the pairwise distances between m original observations in n-dimensional space. Computes distance between each pair of observation vectors in the Converts a vector-form distance vector to a square-form distance matrix, and vice-versa.

scipy.spatial.distance.pdist(X, metric=euclidean, p=2, w=None, V=None, VI=None) Computes the pairwise distances between m original observations in n-dimensional space. Returns a condensed distance matrix Y. For each i and j (where i < j < n), the metric dist(u=X[i], v=X[j]) is computed and stored in the :math:ijth entry. See squareform for information on how to calculate the index of this entry or to convert the condensed distance matrix to a redundant square matrix. The following are common calling conventions. 1.Y = pdist(X, euclidean) Computes the distance between m points using Euclidean distance (2-norm) as the distance metric between the points. The points are arranged as m n-dimensional row vectors in the matrix X. 2.Y = pdist(X, minkowski, p) Computes the distances using the Minkowski distance ||u v||p (p-norm) where p 1. 3.Y = pdist(X, cityblock) Computes the city block or Manhattan distance between the points. 4.Y = pdist(X, seuclidean, V=None) Computes the standardized Euclidean distance. The standardized Euclidean distance between two nvectors u and v is (ui vi )2 /V [xi ]. V is the variance vector; V[i] is the variance computed over all the ith components of the points. If not passed, it is automatically computed. 5.Y = pdist(X, sqeuclidean) Computes the squared Euclidean distance ||u v||2 between the vectors. 2 6.Y = pdist(X, cosine) Computes the cosine distance between vectors u and v, 1 where |*|_2 is the 2 norm of its argument *. 7.Y = pdist(X, correlation) uv T |u|2 |v|2

532

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Computes the correlation distance between vectors u and v. This is 1 (u u)(v v )T |(u u)||(v v )|
T

where v is the mean of the elements of vector v. 8.Y = pdist(X, hamming) Computes the normalized Hamming distance, or the proportion of those vector elements between two n-vectors u and v which disagree. To save memory, the matrix X can be of type boolean. 9.Y = pdist(X, jaccard) Computes the Jaccard distance between the points. Given two vectors, u and v, the Jaccard distance is the proportion of those elements u[i] and v[i] that disagree where at least one of them is non-zero. 10.Y = pdist(X, chebyshev) Computes the Chebyshev distance between the points. The Chebyshev distance between two nvectors u and v is the maximum norm-1 distance between their respective elements. More precisely, the distance is given by d(u, v) = max |ui vi |.
i

11.Y = pdist(X, canberra) Computes the Canberra distance between the points. The Canberra distance between two points u and v is d(u, v) =
u

|ui vi | (|ui | + |vi |)

12.Y = pdist(X, braycurtis) Computes the Bray-Curtis distance between the points. The Bray-Curtis distance between two points u and v is d(u, v) = u i vi i u i + vi
i

13.Y = pdist(X, mahalanobis, VI=None) Computes the Mahalanobis distance between the points. The Mahalanobis distance between two points u and v is (u v)(1/V )(u v)T where (1/V ) (the VI variable) is the inverse covariance. If VI is not None, VI will be used as the inverse covariance matrix. 14.Y = pdist(X, yule) Computes the Yule distance between each pair of boolean vectors. (see yule function documentation) 15.Y = pdist(X, matching) Computes the matching distance between each pair of boolean vectors. (see matching function documentation)

4.20. Distance computations (scipy.spatial.distance)

533

SciPy Reference Guide, Release 0.10.0rc1

16.Y = pdist(X, dice) Computes the Dice distance between each pair of boolean vectors. (see dice function documentation) 17.Y = pdist(X, kulsinski) Computes the Kulsinski distance between each pair of boolean vectors. (see kulsinski function documentation) 18.Y = pdist(X, rogerstanimoto) Computes the Rogers-Tanimoto distance between each pair of boolean vectors. (see rogerstanimoto function documentation) 19.Y = pdist(X, russellrao) Computes the Russell-Rao distance between each pair of boolean vectors. (see russellrao function documentation) 20.Y = pdist(X, sokalmichener) Computes the Sokal-Michener distance between each pair of boolean vectors. (see sokalmichener function documentation) 21.Y = pdist(X, sokalsneath) Computes the Sokal-Sneath distance between each pair of boolean vectors. (see sokalsneath function documentation) 22.Y = pdist(X, wminkowski) Computes the weighted Minkowski distance between each pair of vectors. (see wminkowski function documentation) 23.Y = pdist(X, f) Computes the distance between all pairs of vectors in X using the user supplied 2-arity function f. For example, Euclidean distance between the vectors could be computed as follows:
dm = pdist(X, (lambda u, v: np.sqrt(((u-v)*(u-v).T).sum())))

Note that you should avoid passing a reference to one of the distance functions dened in this library. For example,:
dm = pdist(X, sokalsneath)

would calculate the pair-wise distances between the vectors in X using the Python function sokalsneath. This would result in sokalsneath being called n times, which is inefcient. Instead, 2 the optimized C version is more efcient, and we call it using the following syntax.:
dm = pdist(X, sokalsneath)

Parameters X : ndarray

534

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

An m by n array of m original observations in an n-dimensional space. metric : string or function The distance metric to use. The distance function can be braycurtis, canberra, chebyshev, cityblock, correlation, cosine, dice, euclidean, hamming, jaccard, kulsinski, mahalanobis, matching, minkowski, rogerstanimoto, russellrao, seuclidean, sokalmichener, sokalsneath, sqeuclidean, yule. w : ndarray The weight vector (for weighted Minkowski). p : double The p-norm to apply (for Minkowski, weighted and unweighted) V : ndarray The variance vector (for standardized Euclidean). VI : ndarray The inverse of the covariance matrix (for Mahalanobis). Returns Y : ndarray A condensed distance matrix. See Also: squareform converts between condensed distance matrices and square distance matrices. scipy.spatial.distance.cdist(XA, XB, metric=euclidean, p=2, V=None, VI=None, w=None) Computes distance between each pair of observation vectors in the Cartesian product of two collections of vectors. XA is a mA by n array while XB is a mB by n array. A mA by mB array is returned. An exception is thrown if XA and XB do not have the same number of columns. A rectangular distance matrix Y is returned. For each i and j, the metric dist(u=XA[i], v=XB[j]) is computed and stored in the ij th entry. The following are common calling conventions: 1.Y = cdist(XA, XB, euclidean) Computes the distance between m points using Euclidean distance (2-norm) as the distance metric between the points. The points are arranged as m n-dimensional row vectors in the matrix X. 2.Y = cdist(XA, XB, minkowski, p) Computes the distances using the Minkowski distance ||u v||p (p-norm) where p 1. 3.Y = cdist(XA, XB, cityblock) Computes the city block or Manhattan distance between the points. 4.Y = cdist(XA, XB, seuclidean, V=None) Computes the standardized Euclidean distance. The standardized Euclidean distance between two nvectors u and v is (ui vi )2 /V [xi ].

4.20. Distance computations (scipy.spatial.distance)

535

SciPy Reference Guide, Release 0.10.0rc1

V is the variance vector; V[i] is the variance computed over all the ith components of the points. If not passed, it is automatically computed. 5.Y = cdist(XA, XB, sqeuclidean) Computes the squared Euclidean distance ||u v||2 between the vectors. 2 6.Y = cdist(XA, XB, cosine) Computes the cosine distance between vectors u and v, 1 uv T |u|2 |v|2 where | |2 is the 2-norm of its argument *. 7.Y = cdist(XA, XB, correlation) Computes the correlation distance between vectors u and v. This is 1 (u n|u|1 )(v n|v|1 ) |(u n|u|1 )|2 |(v n|v|1 )|
T

where | |1 is the Manhattan (or 1-norm) of its argument, and n is the common dimensionality of the vectors. 8.Y = cdist(XA, XB, hamming) Computes the normalized Hamming distance, or the proportion of those vector elements between two n-vectors u and v which disagree. To save memory, the matrix X can be of type boolean. 9.Y = cdist(XA, XB, jaccard) Computes the Jaccard distance between the points. Given two vectors, u and v, the Jaccard distance is the proportion of those elements u[i] and v[i] that disagree where at least one of them is non-zero. 10.Y = cdist(XA, XB, chebyshev) Computes the Chebyshev distance between the points. The Chebyshev distance between two nvectors u and v is the maximum norm-1 distance between their respective elements. More precisely, the distance is given by d(u, v) = max |ui vi |.
i

11.Y = cdist(XA, XB, canberra) Computes the Canberra distance between the points. The Canberra distance between two points u and v is d(u, v) =
u

|ui vi | (|ui | + |vi |)

12.Y = cdist(XA, XB, braycurtis) Computes the Bray-Curtis distance between the points. The Bray-Curtis distance between two points u and v is d(u, v) = vi ) i (ui + vi )
i (ui

13.Y = cdist(XA, XB, mahalanobis, VI=None) 536 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Computes the Mahalanobis distance between the points. The Mahalanobis distance between two points u and v is (u v)(1/V )(u v)T where (1/V ) (the VI variable) is the inverse covariance. If VI is not None, VI will be used as the inverse covariance matrix. 14.Y = cdist(XA, XB, yule) Computes the Yule distance between the boolean vectors. (see yule function documentation) 15.Y = cdist(XA, XB, matching) Computes the matching distance between the boolean vectors. (see matching function documentation) 16.Y = cdist(XA, XB, dice) Computes the Dice distance between the boolean vectors. (see dice function documentation) 17.Y = cdist(XA, XB, kulsinski) Computes the Kulsinski distance between the boolean vectors. (see kulsinski function documentation) 18.Y = cdist(XA, XB, rogerstanimoto) Computes the Rogers-Tanimoto distance between the boolean vectors. (see rogerstanimoto function documentation) 19.Y = cdist(XA, XB, russellrao) Computes the Russell-Rao distance between the boolean vectors. (see russellrao function documentation) 20.Y = cdist(XA, XB, sokalmichener) Computes the Sokal-Michener distance between the boolean vectors. (see sokalmichener function documentation) 21.Y = cdist(XA, XB, sokalsneath) Computes the Sokal-Sneath distance between the vectors. (see sokalsneath function documentation) 22.Y = cdist(XA, XB, wminkowski) Computes the weighted Minkowski distance between the vectors. (see sokalsneath function documentation) 23.Y = cdist(XA, XB, f) Computes the distance between all pairs of vectors in X using the user supplied 2-arity function f. For example, Euclidean distance between the vectors could be computed as follows:
dm = cdist(XA, XB, (lambda u, v: np.sqrt(((u-v)*(u-v).T).sum())))

4.20. Distance computations (scipy.spatial.distance)

537

SciPy Reference Guide, Release 0.10.0rc1

Note that you should avoid passing a reference to one of the distance functions dened in this library. For example,:
dm = cdist(XA, XB, sokalsneath)

would calculate the pair-wise distances between the vectors in X using the Python function sokalsneath. This would result in sokalsneath being called n times, which is inefcient. Instead, 2 the optimized C version is more efcient, and we call it using the following syntax.:
dm = cdist(XA, XB, sokalsneath)

Parameters XA : ndarray An mA by n array of mA original observations in an n-dimensional space. XB : ndarray An mB by n array of mB original observations in an n-dimensional space. metric : string or function The distance metric to use. The distance function can be braycurtis, canberra, chebyshev, cityblock, correlation, cosine, dice, euclidean, hamming, jaccard, kulsinski, mahalanobis, matching, minkowski, rogerstanimoto, russellrao, seuclidean, sokalmichener, sokalsneath, sqeuclidean, wminkowski, yule. w : ndarray The weight vector (for weighted Minkowski). p : double The p-norm to apply (for Minkowski, weighted and unweighted) V : ndarray The variance vector (for standardized Euclidean). VI : ndarray The inverse of the covariance matrix (for Mahalanobis). Returns Y : ndarray A mA by mB distance matrix. scipy.spatial.distance.squareform(X, force=no, checks=True) Converts a vector-form distance vector to a square-form distance matrix, and vice-versa. Parameters X : ndarray Either a condensed or redundant distance matrix. Returns Y : ndarray If a condensed distance matrix is passed, a redundant one is returned, or if a redundant one is passed, a condensed distance matrix is returned.

538

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

force [string] As with MATLAB(TM), if force is equal to tovector or tomatrix, the input will be treated as a distance matrix or distance vector respectively. checks [bool] If checks is set to False, no checks will be made for matrix symmetry nor zero diagonals. This is useful if it is known that X - X.T1 is small and diag(X) is close to zero. These values are ignored any way so they do not disrupt the squareform transformation. Predicates for checking the validity of distance matrices, both condensed and redundant. Also contained in this module are functions for computing the number of observations in a distance matrix. is_valid_dm(D[, tol, throw, name, warning]) is_valid_y(y[, warning, throw, name]) num_obs_dm(d) num_obs_y(Y) Returns True if the variable D passed is a valid distance matrix. Returns True if the variable y passed is a valid condensed Returns the number of original observations that correspond to a Returns the number of original observations that correspond to a

scipy.spatial.distance.is_valid_dm(D, tol=0.0, throw=False, name=D, warning=False) Returns True if the variable D passed is a valid distance matrix. Distance matrices must be 2-dimensional numpy arrays containing doubles. They must have a zero-diagonal, and they must be symmetric. Parameters D : ndarray The candidate object to test for validity. tol : double The distance matrix should be symmetric. tol is the maximum difference between the :math:ijth entry and the :math:jith entry for the distance metric to be considered symmetric. throw : bool An exception is thrown if the distance matrix passed is not valid. name : string the name of the variable to checked. This is useful if throw is set to True so the offending variable can be identied in the exception message when an exception is thrown. warning : bool Instead of throwing an exception, a warning message is raised. Returns Returns True if the variable D passed is a valid : distance matrix. Small numerical differences in D and : D.T and non-zeroness of the diagonal are ignored if they are : within the tolerance specied by tol. : scipy.spatial.distance.is_valid_y(y, warning=False, throw=False, name=None) Returns True if the variable y passed is a valid condensed distance matrix. Condensed distance matrices must be 1-dimensional numpy arrays containing doubles. Their length must be a binomial coefcient n for some 2 positive integer n. Parameters y : ndarray

4.20. Distance computations (scipy.spatial.distance)

539

SciPy Reference Guide, Release 0.10.0rc1

The condensed distance matrix. warning : bool, optional Invokes a warning if the variable passed is not a valid condensed distance matrix. The warning message explains why the distance matrix is not valid. name is used when referencing the offending variable. throws : throw, optional Throws an exception if the variable passed is not a valid condensed distance matrix. name : bool, optional Used when referencing the offending variable in the warning or exception message. scipy.spatial.distance.num_obs_dm(d) Returns the number of original observations that correspond to a square, redundant distance matrix D. Parameters d : ndarray The target distance matrix. Returns numobs : int The number of observations in the redundant distance matrix. scipy.spatial.distance.num_obs_y(Y) Returns the number of original observations that correspond to a condensed distance matrix Y. Parameters Y : ndarray The number of original observations in the condensed observation Y. Returns n : int The number of observations in the condensed distance matrix passed. Distance functions between two vectors u and v. Computing distances over a large collection of vectors is inefcient for these functions. Use pdist for this purpose.

540

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

braycurtis(u, v) canberra(u, v) chebyshev(u, v) cityblock(u, v) correlation(u, v) cosine(u, v) dice(u, v) euclidean(u, v) hamming(u, v) jaccard(u, v) kulsinski(u, v) mahalanobis(u, v, VI) matching(u, v) minkowski(u, v, p) rogerstanimoto(u, v) russellrao(u, v) seuclidean(u, v, V) sokalmichener(u, v) sokalsneath(u, v) sqeuclidean(u, v) yule(u, v)

Computes the Bray-Curtis distance between two n-vectors u and Computes the Canberra distance between two n-vectors u and v, Computes the Chebyshev distance between two n-vectors u and v, Computes the Manhattan distance between two n-vectors u and v, Computes the correlation distance between two n-vectors u and v, which is dened as .. Computes the Cosine distance between two n-vectors u and v, which Computes the Dice dissimilarity between two boolean n-vectors Computes the Euclidean distance between two n-vectors u and v, Computes the Hamming distance between two n-vectors u and Computes the Jaccard-Needham dissimilarity between two boolean Computes the Kulsinski dissimilarity between two boolean n-vectors Computes the Mahalanobis distance between two n-vectors u and v, Computes the Matching dissimilarity between two boolean n-vectors Computes the Minkowski distance between two vectors u and v, Computes the Rogers-Tanimoto dissimilarity between two boolean Computes the Russell-Rao dissimilarity between two boolean n-vectors Returns the standardized Euclidean distance between two n-vectors Computes the Sokal-Michener dissimilarity between two boolean vectors Computes the Sokal-Sneath dissimilarity between two boolean vectors Computes the squared Euclidean distance between two n-vectors u and v, Computes the Yule dissimilarity between two boolean n-vectors u and v,

scipy.spatial.distance.braycurtis(u, v) Computes the Bray-Curtis distance between two n-vectors u and v, which is dened as |ui vi |/ |ui + vi |.

The Bray-Curtis distance is in the range [0, 1] if all coordinates are positive, and is undened if the inputs are of length zero. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Bray-Curtis distance between vectors u and v. scipy.spatial.distance.canberra(u, v) Computes the Canberra distance between two n-vectors u and v, which is dened as |ui vi | . (|ui | + |vi |)

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double 4.20. Distance computations (scipy.spatial.distance) 541

SciPy Reference Guide, Release 0.10.0rc1

The Canberra distance between vectors u and v. Notes Whe u[i] and v[i] are 0 for given i, then the fraction 0/0 = 0 is used in the calculation. scipy.spatial.distance.chebyshev(u, v) Computes the Chebyshev distance between two n-vectors u and v, which is dened as max |ui vi |.
i

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Chebyshev distance between vectors u and v. scipy.spatial.distance.cityblock(u, v) Computes the Manhattan distance between two n-vectors u and v, which is dened as |ui vi |.
i

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The City Block distance between vectors u and v. scipy.spatial.distance.correlation(u, v) Computes the correlation distance between two n-vectors u and v, which is dened as 1 f rac(u u)(v v ) ||(u u)||2 ||(v v )||2
T T

where u is the mean of a vectors elements and n is the common dimensionality of u and v. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The correlation distance between vectors u and v.

542

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.spatial.distance.cosine(u, v) Computes the Cosine distance between two n-vectors u and v, which is dened as 1 Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Cosine distance between vectors u and v. scipy.spatial.distance.dice(u, v) Computes the Dice dissimilarity between two boolean n-vectors u and v, which is cT F + cF T 2cT T + cF T + cT F where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Dice dissimilarity between vectors u and v. scipy.spatial.distance.euclidean(u, v) Computes the Euclidean distance between two n-vectors u and v, which is dened as ||u v||2 Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Euclidean distance between vectors u and v. scipy.spatial.distance.hamming(u, v) Computes the Hamming distance between two n-vectors u and v, which is simply the proportion of disagreeing components in u and v. If u and v are boolean vectors, the Hamming distance is c01 + c10 n 4.20. Distance computations (scipy.spatial.distance) 543 uv T . ||u||2 ||v||2

SciPy Reference Guide, Release 0.10.0rc1

where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Hamming distance between vectors u and v. scipy.spatial.distance.jaccard(u, v) Computes the Jaccard-Needham dissimilarity between two boolean n-vectors u and v, which is raccT F + cF T cT T + cF T + cT F where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Jaccard distance between vectors u and v. scipy.spatial.distance.kulsinski(u, v) Computes the Kulsinski dissimilarity between two boolean n-vectors u and v, which is dened as raccT F + cF T cT T + ncF T + cT F + n where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Kulsinski distance between vectors u and v. scipy.spatial.distance.mahalanobis(u, v, VI) Computes the Mahalanobis distance between two n-vectors u and v, which is deend as (u v)V 1 (u v)T where VI is the inverse covariance matrix V 1 . Parameters u : ndarray 544 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Mahalanobis distance between vectors u and v. scipy.spatial.distance.matching(u, v) Computes the Matching dissimilarity between two boolean n-vectors u and v, which is dened as cT F + cF T n where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Matching dissimilarity between vectors u and v. scipy.spatial.distance.minkowski(u, v, p) Computes the Minkowski distance between two vectors u and v, dened as ||u v||p = ( Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. p : int The order of the norm of the difference ||u v||p . Returns d : double The Minkowski distance between vectors u and v. scipy.spatial.distance.rogerstanimoto(u, v) Computes the Rogers-Tanimoto dissimilarity between two boolean n-vectors u and v, which is dened as R cT T + cF F + R |ui vi |p )1/p .

where cij is the number of occurrences of u[k] = i and v[k] = j for k < n and R = 2(cT F + cF T ).

4.20. Distance computations (scipy.spatial.distance)

545

SciPy Reference Guide, Release 0.10.0rc1

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Rogers-Tanimoto dissimilarity between vectors u and v. scipy.spatial.distance.russellrao(u, v) Computes the Russell-Rao dissimilarity between two boolean n-vectors u and v, which is dened as n cT T n where cij is the number of occurrences of u[k] = i and v[k] = j for k < n. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Russell-Rao dissimilarity between vectors u and v. scipy.spatial.distance.seuclidean(u, v, V) Returns the standardized Euclidean distance between two n-vectors u and v. V is an n-dimensional vector of component variances. It is usually computed among a larger collection vectors. Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. V : ndarray An n-dimensional vector. Returns d : double The standardized Euclidean distance between vectors u and v. scipy.spatial.distance.sokalmichener(u, v) Computes the Sokal-Michener dissimilarity between two boolean vectors u and v, which is dened as R S+R where cij is the number of occurrences of u[k] = i and v[k] = j for k < n, R = 2 (cT F + cF T ) and S = cF F + cT T .

546

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Sokal-Michener dissimilarity between vectors u and v. scipy.spatial.distance.sokalsneath(u, v) Computes the Sokal-Sneath dissimilarity between two boolean vectors u and v, R cT T + R where cij is the number of occurrences of u[k] = i and v[k] = j for k < n and R = 2(cT F + cF T ). Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Sokal-Sneath dissimilarity between vectors u and v. scipy.spatial.distance.sqeuclidean(u, v) Computes the squared Euclidean distance between two n-vectors u and v, which is dened as ||u v||2 . Parameters u : ndarray An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The squared Euclidean distance between vectors u and v. scipy.spatial.distance.yule(u, v) Computes the Yule dissimilarity between two boolean n-vectors u and v, which is dened as R + cF F +
R 2 2

cT T

where cij is the number of occurrences of u[k] = i and v[k] = j for k < n and R = 2.0 (cT F + cF T ). Parameters u : ndarray

4.20. Distance computations (scipy.spatial.distance)

547

SciPy Reference Guide, Release 0.10.0rc1

An n-dimensional vector. v : ndarray An n-dimensional vector. Returns d : double The Yule dissimilarity between vectors u and v.

4.20.2 References 4.20.3 Copyright Notice


Copyright (C) Damian Eads, 2007-2008. New BSD License.

4.21 Special functions (scipy.special)


Nearly all of the functions below are universal functions and follow broadcasting and automatic array-looping rules. Exceptions are noted.

4.21.1 Error handling


Errors are handled by returning nans, or other appropriate values. Some of the special function routines will emit warnings when an error occurs. By default this is disabled. To enable such messages use errprint(1), and to disable such messages use errprint(0). Example:
>>> print scipy.special.bdtr(-1,10,0.3) >>> scipy.special.errprint(1) >>> print scipy.special.bdtr(-1,10,0.3)

errprint

errprint({ag}) sets the error printing ag for special functions

scipy.special.errprint() errprint({ag}) sets the error printing ag for special functions (from the cephesmodule). The output is the previous state. With errprint(0) no error messages are shown; the default is errprint(1). If no argument is given the current state of the ag is returned and no change occurs.

4.21.2 Available functions


Airy functions airy(out1, out2, out3) airye(out1, out2, out3) ai_zeros(nt) bi_zeros(nt) (Ai,Aip,Bi,Bip)=airy(z) calculates the Airy functions and their derivatives (Aie,Aipe,Bie,Bipe)=airye(z) calculates the exponentially scaled Airy functions and Compute the zeros of Airy Functions Ai(x) and Ai(x), a and a Compute the zeros of Airy Functions Bi(x) and Bi(x), b and b

548

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.airy(x[, out1, out2, out3, out4 ]) (Ai,Aip,Bi,Bip)=airy(z) calculates the Airy functions and their derivatives evaluated at real or complex number z. The Airy functions Ai and Bi are two independent solutions of y(x)=xy. Aip and Bip are the rst derivatives evaluated at x of Ai and Bi respectively. scipy.special.airye(x[, out1, out2, out3, out4 ]) (Aie,Aipe,Bie,Bipe)=airye(z) calculates the exponentially scaled Airy functions and their derivatives evaluated at real or complex number z. airye(z)[0:1] = airy(z)[0:1] * exp(2.0/3.0*z*sqrt(z)) airye(z)[2:3] = airy(z)[2:3] * exp(-abs((2.0/3.0*z*sqrt(z)).real)) scipy.special.ai_zeros(nt) Compute the zeros of Airy Functions Ai(x) and Ai(x), a and a respectively, and the associated values of Ai(a) and Ai(a). Returns a[l-1] the lth zero of Ai(x) : ap[l-1] the lth zero of Ai(x) : ai[l-1] Ai(ap[l-1]) : aip[l-1] Ai(a[l-1]) : scipy.special.bi_zeros(nt) Compute the zeros of Airy Functions Bi(x) and Bi(x), b and b respectively, and the associated values of Ai(b) and Ai(b). Returns b[l-1] the lth zero of Bi(x) : bp[l-1] the lth zero of Bi(x) : bi[l-1] Bi(bp[l-1]) : bip[l-1] Bi(b[l-1]) : Elliptic Functions and Integrals ellipj(x1, out1, out2, out3) ellipk([t]) ellipkm1() ellipkinc(x1) ellipe() ellipeinc(x1) (sn,cn,dn,ph)=ellipj(u,m) calculates the Jacobian elliptic functions of This function is rather imprecise around m==1. y=ellipkm1(1 - m) returns the complete integral of the rst kind: y=ellipkinc(phi,m) returns the incomplete elliptic integral of the rst y=ellipe(m) returns the complete integral of the second kind: y=ellipeinc(phi,m) returns the incomplete elliptic integral of the

scipy.special.ellipj(x1, x2[, out1, out2, out3, out4 ]) (sn,cn,dn,ph)=ellipj(u,m) calculates the Jacobian elliptic functions of parameter m between 0 and 1, and real u. The returned functions are often written sn(u|m), cn(u|m), and dn(u|m). The value of ph is such that if u = ellik(ph,m), then sn(u|m) = sin(ph) and cn(u|m) = cos(ph). scipy.special.ellipk(m) returns the complete integral of the rst kind: integral(1/sqrt(1-m*sin(t)**2), t=0..pi/2) This function is rather imprecise around m==1. For more precision around this point, use ellipkm1. scipy.special.ellipkm1(x[, out ]) y=ellipkm1(1 - m) returns the complete integral of the rst kind: integral(1/sqrt(1-m*sin(t)**2),t=0..pi/2) scipy.special.ellipkinc(x1, x2[, out ]) y=ellipkinc(phi,m) returns the incomplete elliptic integral of the rst kind: m*sin(t)**2),t=0..phi) integral(1/sqrt(1-

4.21. Special functions (scipy.special)

549

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.ellipe(x[, out ]) y=ellipe(m) returns the complete integral of the second kind: integral(sqrt(1-m*sin(t)**2),t=0..pi/2) scipy.special.ellipeinc(x1, x2[, out ]) y=ellipeinc(phi,m) returns the incomplete elliptic integral of the second kind: m*sin(t)**2),t=0..phi) Bessel Functions y=jv(v,z) returns the Bessel function of real order v at complex z. y=jv(v,z) returns the Bessel function of real order v at complex z. y=jve(v,z) returns the exponentially scaled Bessel function of real order y=yn(n,x) returns the Bessel function of the second kind of integer y=yv(v,z) returns the Bessel function of the second kind of real y=yve(v,z) returns the exponentially scaled Bessel function of the second y=kn(n,x) returns the modied Bessel function of the second kind (sometimes called the third kind) for kv(x1) y=kv(v,z) returns the modied Bessel function of the second kind (sometimes called the third kind) for kve(x1) y=kve(v,z) returns the exponentially scaled, modied Bessel function iv(x1) y=iv(v,z) returns the modied Bessel function of real order v of ive(x1) y=ive(v,z) returns the exponentially scaled modied Bessel function of hankel1(x1) y=hankel1(v,z) returns the Hankel function of the rst kind for real order v and complex argument z. hankel1e(x1) y=hankel1e(v,z) returns the exponentially scaled Hankel function of the rst hankel2(x1) y=hankel2(v,z) returns the Hankel function of the second kind for real order v and complex argument z. hankel2e(x1) y=hankel2e(v,z) returns the exponentially scaled Hankel function of the second jn(x1) jv(x1) jve(x1) yn(x1) yv(x1) yve(x1) kn(x1) scipy.special.jn(x1, x2[, out ]) y=jv(v,z) returns the Bessel function of real order v at complex z. scipy.special.jv(x1, x2[, out ]) y=jv(v,z) returns the Bessel function of real order v at complex z. scipy.special.jve(x1, x2[, out ]) y=jve(v,z) returns the exponentially scaled Bessel function of real order v at complex z: jve(v,z) = jv(v,z) * exp(-abs(z.imag)) scipy.special.yn(x1, x2[, out ]) y=yn(n,x) returns the Bessel function of the second kind of integer order n at x. scipy.special.yv(x1, x2[, out ]) y=yv(v,z) returns the Bessel function of the second kind of real order v at complex z. scipy.special.yve(x1, x2[, out ]) y=yve(v,z) returns the exponentially scaled Bessel function of the second kind of real order v at complex z: yve(v,z) = yv(v,z) * exp(-abs(z.imag)) scipy.special.kn(x1, x2[, out ]) y=kn(n,x) returns the modied Bessel function of the second kind (sometimes called the third kind) for integer order n at x. scipy.special.kv(x1, x2[, out ]) y=kv(v,z) returns the modied Bessel function of the second kind (sometimes called the third kind) for real order v at complex z. integral(sqrt(1-

550

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.kve(x1, x2[, out ]) y=kve(v,z) returns the exponentially scaled, modied Bessel function of the second kind (sometimes called the third kind) for real order v at complex z: kve(v,z) = kv(v,z) * exp(z) scipy.special.iv(x1, x2[, out ]) y=iv(v,z) returns the modied Bessel function of real order v of z. If z is of real type and negative, v must be integer valued. scipy.special.ive(x1, x2[, out ]) y=ive(v,z) returns the exponentially scaled modied Bessel function of real order v and complex z: ive(v,z) = iv(v,z) * exp(-abs(z.real)) scipy.special.hankel1(x1, x2[, out ]) y=hankel1(v,z) returns the Hankel function of the rst kind for real order v and complex argument z. scipy.special.hankel1e(x1, x2[, out ]) y=hankel1e(v,z) returns the exponentially scaled Hankel function of the rst kind for real order v and complex argument z: hankel1e(v,z) = hankel1(v,z) * exp(-1j * z) scipy.special.hankel2(x1, x2[, out ]) y=hankel2(v,z) returns the Hankel function of the second kind for real order v and complex argument z. scipy.special.hankel2e(x1, x2[, out ]) y=hankel2e(v,z) returns the exponentially scaled Hankel function of the second kind for real order v and complex argument z: hankel1e(v,z) = hankel1(v,z) * exp(1j * z) The following is not an universal function: lmbda(v, x) Compute sequence of lambda functions with arbitrary order v and their derivatives.

scipy.special.lmbda(v, x) Compute sequence of lambda functions with arbitrary order v and their derivatives. Lv0(x)..Lv(x) are computed with v0=v-int(v). Zeros of Bessel Functions These are not universal functions: jnjnp_zeros(nt) jnyn_zeros(n, nt) jn_zeros(n, nt) jnp_zeros(n, nt) yn_zeros(n, nt) ynp_zeros(n, nt) y0_zeros(nt[, complex]) y1_zeros(nt[, complex]) y1p_zeros(nt[, complex]) Compute nt (<=1200) zeros of the bessel functions Jn and Jn Compute nt zeros of the Bessel functions Jn(x), Jn(x), Yn(x), and Compute nt zeros of the Bessel function Jn(x). Compute nt zeros of the Bessel function Jn(x). Compute nt zeros of the Bessel function Yn(x). Compute nt zeros of the Bessel function Yn(x). Returns nt (complex or real) zeros of Y0(z), z0, and the value Returns nt (complex or real) zeros of Y1(z), z1, and the value Returns nt (complex or real) zeros of Y1(z), z1, and the value

scipy.special.jnjnp_zeros(nt) Compute nt (<=1200) zeros of the bessel functions Jn and Jn and arange them in order of their magnitudes. Returns zo[l-1] : ndarray Value of the lth zero of of Jn(x) and Jn(x). Of length nt. n[l-1] : ndarray Order of the Jn(x) or Jn(x) associated with lth zero. Of length nt. m[l-1] : ndarray Serial number of the zeros of Jn(x) or Jn(x) associated with lth zero. Of length nt.

4.21. Special functions (scipy.special)

551

SciPy Reference Guide, Release 0.10.0rc1

t[l-1] : ndarray 0 if lth zero in zo is zero of Jn(x), 1 if it is a zero of Jn(x). Of length nt. See Also: jn_zeros, jnp_zeros scipy.special.jnyn_zeros(n, nt) Compute nt zeros of the Bessel functions Jn(x), Jn(x), Yn(x), and Yn(x), respectively. Returns 4 arrays of length nt. See jn_zeros, jnp_zeros, yn_zeros, ynp_zeros to get separate arrays. scipy.special.jn_zeros(n, nt) Compute nt zeros of the Bessel function Jn(x). scipy.special.jnp_zeros(n, nt) Compute nt zeros of the Bessel function Jn(x). scipy.special.yn_zeros(n, nt) Compute nt zeros of the Bessel function Yn(x). scipy.special.ynp_zeros(n, nt) Compute nt zeros of the Bessel function Yn(x). scipy.special.y0_zeros(nt, complex=0) Returns nt (complex or real) zeros of Y0(z), z0, and the value of Y0(z0) = -Y1(z0) at each zero. scipy.special.y1_zeros(nt, complex=0) Returns nt (complex or real) zeros of Y1(z), z1, and the value of Y1(z1) = Y0(z1) at each zero. scipy.special.y1p_zeros(nt, complex=0) Returns nt (complex or real) zeros of Y1(z), z1, and the value of Y1(z1) at each zero. Faster versions of common Bessel Functions j0() j1() y0() y1() i0() i0e() i1() i1e() k0() k0e() k1() k1e() y=j0(x) returns the Bessel function of order 0 at x. y=j1(x) returns the Bessel function of order 1 at x. y=y0(x) returns the Bessel function of the second kind of order 0 at x. y=y1(x) returns the Bessel function of the second kind of order 1 at x. y=i0(x) returns the modied Bessel function of order 0 at x. y=i0e(x) returns the exponentially scaled modied Bessel function y=i1(x) returns the modied Bessel function of order 1 at x. y=i1e(x) returns the exponentially scaled modied Bessel function y=k0(x) returns the modied Bessel function of the second kind (sometimes called the third kind) of y=k0e(x) returns the exponentially scaled modied Bessel function y=i1(x) returns the modied Bessel function of the second kind (sometimes called the third kind) of y=k1e(x) returns the exponentially scaled modied Bessel function

scipy.special.j0(x[, out ]) y=j0(x) returns the Bessel function of order 0 at x. scipy.special.j1(x[, out ]) y=j1(x) returns the Bessel function of order 1 at x. scipy.special.y0(x[, out ]) y=y0(x) returns the Bessel function of the second kind of order 0 at x. scipy.special.y1(x[, out ]) y=y1(x) returns the Bessel function of the second kind of order 1 at x.

552

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.i0(x[, out ]) y=i0(x) returns the modied Bessel function of order 0 at x. scipy.special.i0e(x[, out ]) y=i0e(x) returns the exponentially scaled modied Bessel function of order 0 at x. i0e(x) = exp(-|x|) * i0(x). scipy.special.i1(x[, out ]) y=i1(x) returns the modied Bessel function of order 1 at x. scipy.special.i1e(x[, out ]) y=i1e(x) returns the exponentially scaled modied Bessel function of order 0 at x. i1e(x) = exp(-|x|) * i1(x). scipy.special.k0(x[, out ]) y=k0(x) returns the modied Bessel function of the second kind (sometimes called the third kind) of order 0 at x. scipy.special.k0e(x[, out ]) y=k0e(x) returns the exponentially scaled modied Bessel function of the second kind (sometimes called the third kind) of order 0 at x. k0e(x) = exp(x) * k0(x). scipy.special.k1(x[, out ]) y=i1(x) returns the modied Bessel function of the second kind (sometimes called the third kind) of order 1 at x. scipy.special.k1e(x[, out ]) y=k1e(x) returns the exponentially scaled modied Bessel function of the second kind (sometimes called the third kind) of order 1 at x. k1e(x) = exp(x) * k1(x) Integrals of Bessel Functions itj0y0(out1) it2j0y0(out1) iti0k0(out1) it2i0k0(out1) besselpoly(x1, x2) (ij0,iy0)=itj0y0(x) returns simple integrals from 0 to x of the zeroth order (ij0,iy0)=it2j0y0(x) returns the integrals int((1-j0(t))/t,t=0..x) and (ii0,ik0)=iti0k0(x) returns simple integrals from 0 to x of the zeroth order (ii0,ik0)=it2i0k0(x) returns the integrals int((i0(t)-1)/t,t=0..x) and y=besselpoly(a,lam,nu) returns the value of the integral:

scipy.special.itj0y0(x[, out1, out2 ]) (ij0,iy0)=itj0y0(x) returns simple integrals from 0 to x of the zeroth order bessel functions j0 and y0. scipy.special.it2j0y0(x[, out1, out2 ]) (ij0,iy0)=it2j0y0(x) returns the integrals int((1-j0(t))/t,t=0..x) and int(y0(t)/t,t=x..innitity). scipy.special.iti0k0(x[, out1, out2 ]) (ii0,ik0)=iti0k0(x) returns simple integrals from 0 to x of the zeroth order modied bessel functions i0 and k0. scipy.special.it2i0k0(x[, out1, out2 ]) (ii0,ik0)=it2i0k0(x) returns the integrals int((i0(t)-1)/t,t=0..x) and int(k0(t)/t,t=x..innitity). scipy.special.besselpoly(x1, x2, x3[, out ]) y=besselpoly(a,lam,nu) returns the value of the integral: integral(x**lam * jv(nu,2*a*x),x=0..1). Derivatives of Bessel Functions jvp(v, z[, n]) yvp(v, z[, n]) kvp(v, z[, n]) ivp(v, z[, n]) h1vp(v, z[, n]) h2vp(v, z[, n]) Return the nth derivative of Jv(z) with respect to z. Return the nth derivative of Yv(z) with respect to z. Return the nth derivative of Kv(z) with respect to z. Return the nth derivative of Iv(z) with respect to z. Return the nth derivative of H1v(z) with respect to z. Return the nth derivative of H2v(z) with respect to z.

4.21. Special functions (scipy.special)

553

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.jvp(v, z, n=1) Return the nth derivative of Jv(z) with respect to z. scipy.special.yvp(v, z, n=1) Return the nth derivative of Yv(z) with respect to z. scipy.special.kvp(v, z, n=1) Return the nth derivative of Kv(z) with respect to z. scipy.special.ivp(v, z, n=1) Return the nth derivative of Iv(z) with respect to z. scipy.special.h1vp(v, z, n=1) Return the nth derivative of H1v(z) with respect to z. scipy.special.h2vp(v, z, n=1) Return the nth derivative of H2v(z) with respect to z. Spherical Bessel Functions These are not universal functions: sph_jn(n, z) sph_yn(n, z) sph_jnyn(n, z) sph_in(n, z) sph_kn(n, z) sph_inkn(n, z) Compute the spherical Bessel function jn(z) and its derivative for Compute the spherical Bessel function yn(z) and its derivative for Compute the spherical Bessel functions, jn(z) and yn(z) and their Compute the spherical Bessel function in(z) and its derivative for Compute the spherical Bessel function kn(z) and its derivative for Compute the spherical Bessel functions, in(z) and kn(z) and their

scipy.special.sph_jn(n, z) Compute the spherical Bessel function jn(z) and its derivative for all orders up to and including n. scipy.special.sph_yn(n, z) Compute the spherical Bessel function yn(z) and its derivative for all orders up to and including n. scipy.special.sph_jnyn(n, z) Compute the spherical Bessel functions, jn(z) and yn(z) and their derivatives for all orders up to and including n. scipy.special.sph_in(n, z) Compute the spherical Bessel function in(z) and its derivative for all orders up to and including n. scipy.special.sph_kn(n, z) Compute the spherical Bessel function kn(z) and its derivative for all orders up to and including n. scipy.special.sph_inkn(n, z) Compute the spherical Bessel functions, in(z) and kn(z) and their derivatives for all orders up to and including n. Riccati-Bessel Functions These are not universal functions: riccati_jn(n, x) riccati_yn(n, x) Compute the Ricatti-Bessel function of the rst kind and its Compute the Ricatti-Bessel function of the second kind and its

scipy.special.riccati_jn(n, x) Compute the Ricatti-Bessel function of the rst kind and its derivative for all orders up to and including n. scipy.special.riccati_yn(n, x) Compute the Ricatti-Bessel function of the second kind and its derivative for all orders up to and including n.

554

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Struve Functions struve(x1) modstruve(x1) itstruve0() it2struve0() itmodstruve0() y=struve(v,x) returns the Struve function Hv(x) of order v at x, x y=modstruve(v,x) returns the modied Struve function Lv(x) of order y=itstruve0(x) returns the integral of the Struve function of order 0 y=it2struve0(x) returns the integral of the Struve function of order 0 y=itmodstruve0(x) returns the integral of the modied Struve function

scipy.special.struve(x1, x2[, out ]) y=struve(v,x) returns the Struve function Hv(x) of order v at x, x must be positive unless v is an integer. scipy.special.modstruve(x1, x2[, out ]) y=modstruve(v,x) returns the modied Struve function Lv(x) of order v at x, x must be positive unless v is an integer and it is recommended that |v|<=20. scipy.special.itstruve0(x[, out ]) y=itstruve0(x) returns the integral of the Struve function of order 0 from 0 to x: integral(H0(t), t=0..x). scipy.special.it2struve0(x[, out ]) y=it2struve0(x) returns the integral of the Struve function of order 0 divided by t from x to innity: integral(H0(t)/t, t=x..inf). scipy.special.itmodstruve0(x[, out ]) y=itmodstruve0(x) returns the integral of the modied Struve function of order 0 from 0 to x: integral(L0(t), t=0..x). Raw Statistical Functions See Also: scipy.stats: Friendly versions of these functions. bdtr(x1, x2) bdtrc(x1, x2) bdtri(x1, x2) btdtr(x1, x2) btdtri(x1, x2) fdtr(x1, x2) fdtrc(x1, x2) fdtri(x1, x2) gdtr(x1, x2) gdtrc(x1, x2) gdtria(x1, x2) gdtrib(x1, x2) gdtrix(x1, x2) nbdtr(x1, x2) nbdtrc(x1, x2) nbdtri(x1, x2) pdtr(x1) pdtrc(x1) pdtri(x1) stdtr(x1) stdtridf(x1) stdtrit(x1) chdtr(x1) y=bdtr(k,n,p) returns the sum of the terms 0 through k of the y=bdtrc(k,n,p) returns the sum of the terms k+1 through n of the p=bdtri(k,n,y) nds the probability p such that the sum of the y=btdtr(a,b,x) returns the area from zero to x under the beta x=btdtri(a,b,p) returns the pth quantile of the beta distribution. It is y=fdtr(dfn,dfd,x) returns the area from zero to x under the F density y=fdtrc(dfn,dfd,x) returns the complemented F distribution function. x=fdtri(dfn,dfd,p) nds the F density argument x such that y=gdtr(a,b,x) returns the integral from zero to x of the gamma y=gdtrc(a,b,x) returns the integral from x to innity of the gamma

y=nbdtr(k,n,p) returns the sum of the terms 0 through k of the y=nbdtrc(k,n,p) returns the sum of the terms k+1 to innity of the p=nbdtri(k,n,y) nds the argument p such that nbdtr(k,n,p)=y. y=pdtr(k,m) returns the sum of the rst k terms of the Poisson y=pdtrc(k,m) returns the sum of the terms from k+1 to innity of the m=pdtri(k,y) returns the Poisson variable m such that the sum p=stdtr(df,t) returns the integral from minus innity to t of the Student t t=stdtridf(p,t) returns the argument df such that stdtr(df,t) is equal to p. t=stdtrit(df,p) returns the argument t such that stdtr(df,t) is equal to p. p=chdtr(v,x) Returns the area under the left hand tail (from 0 to x) of the Chi Continued on next page

4.21. Special functions (scipy.special)

555

SciPy Reference Guide, Release 0.10.0rc1

chdtrc(x1) chdtri(x1) ndtr() ndtri() smirnov(x1) smirnovi(x1) kolmogorov() kolmogi() tklmbda(x1) logit() expit()

Table 4.9 continued from previous page p=chdtrc(v,x) returns the area under the right hand tail (from x to x=chdtri(v,p) returns the argument x such that chdtrc(v,x) is equal y=ndtr(x) returns the area under the standard Gaussian probability x=ndtri(y) returns the argument x for which the area udnder the y=smirnov(n,e) returns the exact Kolmogorov-Smirnov complementary e=smirnovi(n,y) returns e such that smirnov(n,e) = y. p=kolmogorov(y) returns the complementary cumulative distribution y=kolmogi(p) returns y such that kolmogorov(y) = p NULL NULL

scipy.special.bdtr(x1, x2, x3[, out ]) y=bdtr(k,n,p) returns the sum of the terms 0 through k of the Binomial probability density: sum(nCj p**j (1-p)**(n-j),j=0..k) scipy.special.bdtrc(x1, x2, x3[, out ]) y=bdtrc(k,n,p) returns the sum of the terms k+1 through n of the Binomial probability density: sum(nCj p**j (1-p)**(n-j), j=k+1..n) scipy.special.bdtri(x1, x2, x3[, out ]) p=bdtri(k,n,y) nds the probability p such that the sum of the terms 0 through k of the Binomial probability density is equal to the given cumulative probability y. scipy.special.btdtr(x1, x2, x3[, out ]) y=btdtr(a,b,x) returns the area from zero to x under the beta density gamma(a+b)/(gamma(a)*gamma(b)))*integral(t**(a-1) (1-t)**(b-1), t=0..x). SEE ALSO betainc function:

scipy.special.btdtri(x1, x2, x3[, out ]) x=btdtri(a,b,p) returns the pth quantile of the beta distribution. It is effectively the inverse of btdtr returning the value of x for which btdtr(a,b,x) = p. SEE ALSO betaincinv scipy.special.fdtr(x1, x2, x3[, out ]) y=fdtr(dfn,dfd,x) returns the area from zero to x under the F density function (also known as Snedcors density or the variance ratio density). This is the density of X = (unum/dfn)/(uden/dfd), where unum and uden are random variables having Chi square distributions with dfn and dfd degrees of freedom, respectively. scipy.special.fdtrc(x1, x2, x3[, out ]) y=fdtrc(dfn,dfd,x) returns the complemented F distribution function. scipy.special.fdtri(x1, x2, x3[, out ]) x=fdtri(dfn,dfd,p) nds the F density argument x such that fdtr(dfn,dfd,x)=p. scipy.special.gdtr(x1, x2, x3[, out ]) y=gdtr(a,b,x) returns the integral from zero to x of the gamma probability density function: a**b / gamma(b) * integral(t**(b-1) exp(-at),t=0..x). The arguments a and b are used differently here than in other denitions. scipy.special.gdtrc(x1, x2, x3[, out ]) y=gdtrc(a,b,x) returns the integral from x to innity of the gamma probability density function. SEE gdtr, gdtri scipy.special.gdtria(x1, x2, x3[, out ]) scipy.special.gdtrib(x1, x2, x3[, out ]) scipy.special.gdtrix(x1, x2, x3[, out ])

556

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.nbdtr(x1, x2, x3[, out ]) y=nbdtr(k,n,p) returns the sum of the terms 0 through k of the negative binomial distribution: sum((n+j-1)Cj p**n (1-p)**j,j=0..k). In a sequence of Bernoulli trials this is the probability that k or fewer failures precede the nth success. scipy.special.nbdtrc(x1, x2, x3[, out ]) y=nbdtrc(k,n,p) returns the sum of the terms k+1 to innity of the negative binomial distribution. scipy.special.nbdtri(x1, x2, x3[, out ]) p=nbdtri(k,n,y) nds the argument p such that nbdtr(k,n,p)=y. scipy.special.pdtr(x1, x2[, out ]) y=pdtr(k,m) returns the sum of the rst k terms of the Poisson distribution: sum(exp(-m) * m**j / j!, j=0..k) = gammaincc( k+1, m). Arguments must both be positive and k an integer. scipy.special.pdtrc(x1, x2[, out ]) y=pdtrc(k,m) returns the sum of the terms from k+1 to innity of the Poisson distribution: sum(exp(-m) * m**j / j!, j=k+1..inf) = gammainc( k+1, m). Arguments must both be positive and k an integer. scipy.special.pdtri(x1, x2[, out ]) m=pdtri(k,y) returns the Poisson variable m such that the sum from 0 to k of the Poisson density is equal to the given probability y: calculated by gammaincinv( k+1, y). k must be a nonnegative integer and y between 0 and 1. scipy.special.stdtr(x1, x2[, out ]) p=stdtr(df,t) returns the integral from minus innity to t of the Student t distribution with df > 0 degrees of freedom: gamma((df+1)/2)/(sqrt(df*pi)*gamma(df/2)) * integral((1+x**2/df)**(-df/2-1/2), x=-inf..t) scipy.special.stdtridf(x1, x2[, out ]) t=stdtridf(p,t) returns the argument df such that stdtr(df,t) is equal to p. scipy.special.stdtrit(x1, x2[, out ]) t=stdtrit(df,p) returns the argument t such that stdtr(df,t) is equal to p. scipy.special.chdtr(x1, x2[, out ]) p=chdtr(v,x) Returns the area under the left hand tail (from 0 to x) of the Chi square probability density function with v degrees of freedom: 1/(2**(v/2) * gamma(v/2)) * integral(t**(v/2-1) * exp(-t/2), t=0..x) scipy.special.chdtrc(x1, x2[, out ]) p=chdtrc(v,x) returns the area under the right hand tail (from x to innity) of the Chi square probability density function with v degrees of freedom: 1/(2**(v/2) * gamma(v/2)) * integral(t**(v/2-1) * exp(-t/2), t=x..inf) scipy.special.chdtri(x1, x2[, out ]) x=chdtri(v,p) returns the argument x such that chdtrc(v,x) is equal to p. scipy.special.ndtr(x[, out ]) y=ndtr(x) returns the area under the standard Gaussian probability density function, integrated from minus innity to x: 1/sqrt(2*pi) * integral(exp(-t**2 / 2),t=-inf..x) scipy.special.ndtri(x[, out ]) x=ndtri(y) returns the argument x for which the area udnder the Gaussian probability density function (integrated from minus innity to x) is equal to y. scipy.special.smirnov(x1, x2[, out ]) y=smirnov(n,e) returns the exact Kolmogorov-Smirnov complementary cumulative distribution function (Dn+ or Dn-) for a one-sided test of equality between an empirical and a theoretical distribution. It is equal to the probability that the maximum difference between a theoretical distribution and an empirical one based on n samples is greater than e. scipy.special.smirnovi(x1, x2[, out ]) e=smirnovi(n,y) returns e such that smirnov(n,e) = y.

4.21. Special functions (scipy.special)

557

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.kolmogorov(x[, out ]) p=kolmogorov(y) returns the complementary cumulative distribution function of Kolmogorovs limiting distribution (Kn* for large n) of a two-sided test for equality between an empirical and a theoretical distribution. It is equal to the (limit as n->innity of the) probability that sqrt(n) * max absolute deviation > y. scipy.special.kolmogi(x[, out ]) y=kolmogi(p) returns y such that kolmogorov(y) = p scipy.special.tklmbda(x1, x2[, out ]) scipy.special.logit(x[, out ]) NULL scipy.special.expit(x[, out ]) NULL Gamma and Related Functions gamma() gammaln() gammainc(x1) gammaincinv(x1) gammaincc(x1) gammainccinv(x1) beta(x1) betaln(x1) betainc(x1, x2) betaincinv(x1, x2) psi() rgamma() polygamma(n, x) multigammaln(a, d) y=gamma(z) returns the gamma function of the argument. The gamma y=gammaln(z) returns the base e logarithm of the absolute value of the y=gammainc(a,x) returns the incomplete gamma integral dened as gammaincinv(a, y) returns x such that gammainc(a, x) = y. y=gammaincc(a,x) returns the complemented incomplete gamma integral x=gammainccinv(a,y) returns x such that gammaincc(a,x) = y. y=beta(a,b) returns gamma(a) * gamma(b) / gamma(a+b) y=betaln(a,b) returns the natural logarithm of the absolute value of y=betainc(a,b,x) returns the incomplete beta integral of the x=betaincinv(a,b,y) returns x such that betainc(a,b,x) = y. y=psi(z) is the derivative of the logarithm of the gamma function y=rgamma(z) returns one divided by the gamma function of x. Polygamma function which is the nth derivative of the digamma (psi) returns the log of multivariate gamma, also sometimes called the

scipy.special.gamma(x[, out ]) y=gamma(z) returns the gamma function of the argument. The gamma function is often referred to as the generalized factorial since z*gamma(z) = gamma(z+1) and gamma(n+1) = n! for natural number n. scipy.special.gammaln(x[, out ]) y=gammaln(z) returns the base e logarithm of the absolute value of the gamma function of z: ln(|gamma(z)|) scipy.special.gammainc(x1, x2[, out ]) y=gammainc(a,x) returns the incomplete gamma integral dened as 1 / gamma(a) * integral(exp(-t) * t**(a-1), t=0..x). a must be positive and x must be >= 0. scipy.special.gammaincinv(x1, x2[, out ]) gammaincinv(a, y) returns x such that gammainc(a, x) = y. scipy.special.gammaincc(x1, x2[, out ]) y=gammaincc(a,x) returns the complemented incomplete gamma integral dened as 1 / gamma(a) * integral(exp(-t) * t**(a-1), t=x..inf) = 1 - gammainc(a,x). a must be positive and x must be >= 0. scipy.special.gammainccinv(x1, x2[, out ]) x=gammainccinv(a,y) returns x such that gammaincc(a,x) = y. scipy.special.beta(x1, x2[, out ]) y=beta(a,b) returns gamma(a) * gamma(b) / gamma(a+b)

558

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.betaln(x1, x2[, out ]) y=betaln(a,b) returns the natural logarithm of the absolute value of beta: ln(|beta(x)|). scipy.special.betainc(x1, x2, x3[, out ]) y=betainc(a,b,x) returns the incomplete beta integral of the arguments, evaluated from zero to x: gamma(a+b) / (gamma(a)*gamma(b)) * integral(t**(a-1) (1-t)**(b-1), t=0..x). scipy.special.betaincinv(x1, x2, x3[, out ]) x=betaincinv(a,b,y) returns x such that betainc(a,b,x) = y. scipy.special.psi(x[, out ]) y=psi(z) is the derivative of the logarithm of the gamma function evaluated at z (also called the digamma function). scipy.special.rgamma(x[, out ]) y=rgamma(z) returns one divided by the gamma function of x. scipy.special.polygamma(n, x) Polygamma function which is the nth derivative of the digamma (psi) function. scipy.special.multigammaln(a, d) returns the log of multivariate gamma, also sometimes called the generalized gamma. Parameters a : ndarray the multivariate gamma is computed for each item of a d : int the dimension of the space of integration. Returns res : ndarray the values of the log multivariate gamma at the given points a. Notes Reference: R. J. Muirhead, Aspects of multivariate statistical theory (Wiley Series in probability and mathematical statistics). Error Function and Fresnel Integrals erf() erfc() erfinv(y) erfcinv(y) fresnel(out1) fresnel_zeros(nt) modfresnelp(out1) modfresnelm(out1) y=erf(z) returns the error function of complex argument dened as y=erfc(x) returns 1 - erf(x).

(ssa,cca)=fresnel(z) returns the fresnel sin and cos integrals: integral(sin(pi/2 Compute nt complex zeros of the sine and cosine fresnel integrals (fp,kp)=modfresnelp(x) returns the modied fresnel integrals F_+(x) and K_+(x) (fm,km)=modfresnelp(x) returns the modied fresnel integrals F_-(x) amd K_-(x)

scipy.special.erf(x[, out ]) y=erf(z) returns the error function of complex argument dened as as 2/sqrt(pi)*integral(exp(-t**2),t=0..z) scipy.special.erfc(x[, out ]) y=erfc(x) returns 1 - erf(x).

4.21. Special functions (scipy.special)

559

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.erfinv(y) scipy.special.erfcinv(y) scipy.special.fresnel(x[, out1, out2 ]) (ssa,cca)=fresnel(z) returns the fresnel sin and cos integrals: integral(sin(pi/2 * t**2),t=0..z) and integral(cos(pi/2 * t**2),t=0..z) for real or complex z. scipy.special.fresnel_zeros(nt) Compute nt complex zeros of the sine and cosine fresnel integrals S(z) and C(z). scipy.special.modfresnelp(x[, out1, out2 ]) (fp,kp)=modfresnelp(x) returns the modied fresnel integrals fp=integral(exp(1j*t*t),t=x..inf) and kp=1/sqrt(pi)*exp(-1j*(x*x+pi/4))*fp F_+(x) and K_+(x) as

scipy.special.modfresnelm(x[, out1, out2 ]) (fm,km)=modfresnelp(x) returns the modied fresnel integrals F_-(x) amd K_-(x) as fp=integral(exp(1j*t*t),t=x..inf) and kp=1/sqrt(pi)*exp(1j*(x*x+pi/4))*fp These are not universal functions: erf_zeros(nt) fresnelc_zeros(nt) fresnels_zeros(nt) Compute nt complex zeros of the error function erf(z). Compute nt complex zeros of the cosine fresnel integral C(z). Compute nt complex zeros of the sine fresnel integral S(z).

scipy.special.erf_zeros(nt) Compute nt complex zeros of the error function erf(z). scipy.special.fresnelc_zeros(nt) Compute nt complex zeros of the cosine fresnel integral C(z). scipy.special.fresnels_zeros(nt) Compute nt complex zeros of the sine fresnel integral S(z). Legendre Functions lpmv(x1, x2) sph_harm y=lpmv(m,v,x) returns the associated legendre function of integer order Compute spherical harmonics.

scipy.special.lpmv(x1, x2, x3[, out ]) y=lpmv(m,v,x) returns the associated legendre function of integer order m and real degree v (s.t. v>-m-1 or v<m): |x|<=1. scipy.special.sph_harm Compute spherical harmonics. This is a ufunc and may take scalar or array arguments like any other ufunc. The inputs will be broadcasted against each other. Parameters m : int |m| <= n; the order of the harmonic. n : int where n >= 0; the degree of the harmonic. This is often called l (lower case L) in descriptions of spherical harmonics. theta : oat

560

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

[0, 2*pi]; the azimuthal (longitudinal) coordinate. phi : oat [0, pi]; the polar (colatitudinal) coordinate. Returns y_mn : complex oat The harmonic $Y^m_n$ sampled at theta and phi Notes There are different conventions for the meaning of input arguments theta and phi. We take theta to be the azimuthal angle and phi to be the polar angle. It is common to see the opposite convention - that is theta as the polar angle and phi as the azimuthal angle. These are not universal functions: lpn(n, z) lqn(n, z) lpmn(m, n, z) lqmn(m, n, z) Compute sequence of Legendre functions of the rst kind (polynomials), Compute sequence of Legendre functions of the second kind, Associated Legendre functions of the rst kind, Pmn(z) and its Associated Legendre functions of the second kind, Qmn(z) and its

scipy.special.lpn(n, z) Compute sequence of Legendre functions of the rst kind (polynomials), Pn(z) and derivatives for all degrees from 0 to n (inclusive). See also special.legendre for polynomial class. scipy.special.lqn(n, z) Compute sequence of Legendre functions of the second kind, Qn(z) and derivatives for all degrees from 0 to n (inclusive). scipy.special.lpmn(m, n, z) Associated Legendre functions of the rst kind, Pmn(z) and its derivative, Pmn(z) of order m and degree n. Returns two arrays of size (m+1,n+1) containing Pmn(z) and Pmn(z) for all orders from 0..m and degrees from 0..n. z can be complex. Parameters m : int |m| <= n; the order of the Legendre function n : int where n >= 0; the degree of the Legendre function. Often called l (lower case L) in descriptions of the associated Legendre function z : oat or complex input value Returns Pmn_z : (m+1, n+1) array Values for all orders 0..m and degrees 0..n Pmn_d_z : (m+1, n+1) array Derivatives for all orders 0..m and degrees 0..n

4.21. Special functions (scipy.special)

561

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.lqmn(m, n, z) Associated Legendre functions of the second kind, Qmn(z) and its derivative, Qmn(z) of order m and degree n. Returns two arrays of size (m+1,n+1) containing Qmn(z) and Qmn(z) for all orders from 0..m and degrees from 0..n. z can be complex. Orthogonal polynomials The following functions evaluate values of orthogonal polynomials: eval_legendre eval_chebyt eval_chebyu eval_chebyc eval_chebys eval_jacobi eval_laguerre eval_genlaguerre eval_hermite eval_hermitenorm eval_gegenbauer eval_sh_legendre eval_sh_chebyt eval_sh_chebyu eval_sh_jacobi Evaluate Legendre polynomial at a point. Evaluate Chebyshev T polynomial at a point. Evaluate Chebyshev U polynomial at a point. Evaluate Chebyshev C polynomial at a point. Evaluate Chebyshev S polynomial at a point. Evaluate Jacobi polynomial at a point. Evaluate Laguerre polynomial at a point. Evaluate generalized Laguerre polynomial at a point. Evaluate Hermite polynomial at a point. Evaluate normalized Hermite polynomial at a point. Evaluate Gegenbauer polynomial at a point. Evaluate shifted Legendre polynomial at a point. Evaluate shifted Chebyshev T polynomial at a point. Evaluate shifted Chebyshev U polynomial at a point. Evaluate shifted Jacobi polynomial at a point.

scipy.special.eval_legendre() Evaluate Legendre polynomial at a point. scipy.special.eval_chebyt() Evaluate Chebyshev T polynomial at a point. This routine is numerically stable for x in [-1, 1] at least up to order 10000. scipy.special.eval_chebyu() Evaluate Chebyshev U polynomial at a point. scipy.special.eval_chebyc() Evaluate Chebyshev C polynomial at a point. scipy.special.eval_chebys() Evaluate Chebyshev S polynomial at a point. scipy.special.eval_jacobi() Evaluate Jacobi polynomial at a point. scipy.special.eval_laguerre() Evaluate Laguerre polynomial at a point. scipy.special.eval_genlaguerre() Evaluate generalized Laguerre polynomial at a point. scipy.special.eval_hermite() Evaluate Hermite polynomial at a point. scipy.special.eval_hermitenorm() Evaluate normalized Hermite polynomial at a point.

562

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.eval_gegenbauer() Evaluate Gegenbauer polynomial at a point. scipy.special.eval_sh_legendre() Evaluate shifted Legendre polynomial at a point. scipy.special.eval_sh_chebyt() Evaluate shifted Chebyshev T polynomial at a point. scipy.special.eval_sh_chebyu() Evaluate shifted Chebyshev U polynomial at a point. scipy.special.eval_sh_jacobi() Evaluate shifted Jacobi polynomial at a point. The functions below, in turn, return orthopoly1d objects, which functions similarly as numpy.poly1d. The orthopoly1d class also has an attribute weights which returns the roots, weights, and total weights for the appropriate form of Gaussian quadrature. These are returned in an n x 3 array with roots in the rst column, weights in the second column, and total weights in the nal column. legendre(n[, monic]) chebyt(n[, monic]) chebyu(n[, monic]) chebyc(n[, monic]) chebys(n[, monic]) jacobi(n, alpha, beta[, monic]) laguerre(n[, monic]) genlaguerre(n, alpha[, monic]) hermite(n[, monic]) hermitenorm(n[, monic]) gegenbauer(n, alpha[, monic]) sh_legendre(n[, monic]) sh_chebyt(n[, monic]) sh_chebyu(n[, monic]) sh_jacobi(n, p, q[, monic]) Returns the nth order Legendre polynomial, P_n(x), orthogonal over Return nth order Chebyshev polynomial of rst kind, Tn(x). Orthogonal Return nth order Chebyshev polynomial of second kind, Un(x). Orthogonal Return nth order Chebyshev polynomial of rst kind, Cn(x). Orthogonal Return nth order Chebyshev polynomial of second kind, Sn(x). Orthogonal Returns the nth order Jacobi polynomial, P^(alpha,beta)_n(x) Return the nth order Laguerre polynoimal, L_n(x), orthogonal over Returns the nth order generalized (associated) Laguerre polynomial, Return the nth order Hermite polynomial, H_n(x), orthogonal over Return the nth order normalized Hermite polynomial, He_n(x), orthogonal Return the nth order Gegenbauer (ultraspherical) polynomial, Returns the nth order shifted Legendre polynomial, P^*_n(x), orthogonal Return nth order shifted Chebyshev polynomial of rst kind, Tn(x). Return nth order shifted Chebyshev polynomial of second kind, Un(x). Returns the nth order Jacobi polynomial, G_n(p,q,x)

scipy.special.legendre(n, monic=0) Returns the nth order Legendre polynomial, P_n(x), orthogonal over [-1,1] with weight function 1. scipy.special.chebyt(n, monic=0) Return nth order Chebyshev polynomial of rst kind, Tn(x). Orthogonal over [-1,1] with weight function (1-x**2)**(-1/2). scipy.special.chebyu(n, monic=0) Return nth order Chebyshev polynomial of second kind, Un(x). Orthogonal over [-1,1] with weight function (1-x**2)**(1/2). scipy.special.chebyc(n, monic=0) Return nth order Chebyshev polynomial of rst kind, Cn(x). Orthogonal over [-2,2] with weight function (1-(x/2)**2)**(-1/2). scipy.special.chebys(n, monic=0) Return nth order Chebyshev polynomial of second kind, Sn(x). Orthogonal over [-2,2] with weight function (1-(x/)**2)**(1/2). scipy.special.jacobi(n, alpha, beta, monic=0) Returns the nth order Jacobi polynomial, P^(alpha,beta)_n(x) orthogonal over [-1,1] with weighting function (1-x)**alpha (1+x)**beta with alpha,beta > -1.

4.21. Special functions (scipy.special)

563

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.laguerre(n, monic=0) Return the nth order Laguerre polynoimal, L_n(x), orthogonal over [0,inf) with weighting function exp(-x) scipy.special.genlaguerre(n, alpha, monic=0) Returns the nth order generalized (associated) Laguerre polynomial, L^(alpha)_n(x), orthogonal over [0,inf) with weighting function exp(-x) x**alpha with alpha > -1 scipy.special.hermite(n, monic=0) Return the nth order Hermite polynomial, H_n(x), orthogonal over (-inf,inf) with weighting function exp(-x**2) scipy.special.hermitenorm(n, monic=0) Return the nth order normalized Hermite polynomial, He_n(x), orthogonal over (-inf,inf) with weighting function exp(-(x/2)**2) scipy.special.gegenbauer(n, alpha, monic=0) Return the nth order Gegenbauer (ultraspherical) polynomial, C^(alpha)_n(x), orthogonal over [-1,1] with weighting function (1-x**2)**(alpha-1/2) with alpha > -1/2 scipy.special.sh_legendre(n, monic=0) Returns the nth order shifted Legendre polynomial, P^*_n(x), orthogonal over [0,1] with weighting function 1. scipy.special.sh_chebyt(n, monic=0) Return nth order shifted Chebyshev polynomial of rst kind, Tn(x). Orthogonal over [0,1] with weight function (x-x**2)**(-1/2). scipy.special.sh_chebyu(n, monic=0) Return nth order shifted Chebyshev polynomial of second kind, Un(x). Orthogonal over [0,1] with weight function (x-x**2)**(1/2). scipy.special.sh_jacobi(n, p, q, monic=0) Returns the nth order Jacobi polynomial, G_n(p,q,x) orthogonal over [0,1] with weighting function (1-x)**(p-q) (x)**(q-1) with p>q-1 and q > 0. Warning: Large-order polynomials obtained from these functions are numerically unstable. orthopoly1d objects are converted to poly1d, when doing arithmetic. numpy.poly1d works in power basis and cannot represent high-order polynomials accurately, which can cause signicant inaccuracy.

Hypergeometric Functions hyp2f1(x1, x2, x3) hyp1f1(x1, x2) hyperu(x1, x2) hyp0f1(v, z) hyp2f0(x1, x2, x3, out1) hyp1f2(x1, x2, x3, out1) hyp3f0(x1, x2, x3, out1) y=hyp2f1(a,b,c,z) returns the gauss hypergeometric function y=hyp1f1(a,b,x) returns the conuent hypergeometeric function y=hyperu(a,b,x) returns the conuent hypergeometric function of the Conuent hypergeometric limit function 0F1. (y,err)=hyp2f0(a,b,x,type) returns (y,err) with the hypergeometric function 2F0 in y and an error estimate in err. The input type determines a convergence factor and (y,err)=hyp1f2(a,b,c,x) returns (y,err) with the hypergeometric function 1F2 in y and an error estimate in err. (y,err)=hyp3f0(a,b,c,x) returns (y,err) with the hypergeometric function 3F0 in y and an error estimate in err.

scipy.special.hyp2f1(x1, x2, x3, x4[, out ]) y=hyp2f1(a,b,c,z) returns the gauss hypergeometric function ( 2F1(a,b;c;z) ).

564

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.hyp1f1(x1, x2, x3[, out ]) y=hyp1f1(a,b,x) returns the conuent hypergeometeric function ( 1F1(a,b;x) ) evaluated at the values a, b, and x. scipy.special.hyperu(x1, x2, x3[, out ]) y=hyperu(a,b,x) returns the conuent hypergeometric function of the second kind U(a,b,x). scipy.special.hyp0f1(v, z) Conuent hypergeometric limit function 0F1. Limit as q->innity of 1F1(q;a;z/q) scipy.special.hyp2f0(x1, x2, x3, x4[, out1, out2 ]) (y,err)=hyp2f0(a,b,x,type) returns (y,err) with the hypergeometric function 2F0 in y and an error estimate in err. The input type determines a convergence factor and can be either 1 or 2. scipy.special.hyp1f2(x1, x2, x3, x4[, out1, out2 ]) (y,err)=hyp1f2(a,b,c,x) returns (y,err) with the hypergeometric function 1F2 in y and an error estimate in err. scipy.special.hyp3f0(x1, x2, x3, x4[, out1, out2 ]) (y,err)=hyp3f0(a,b,c,x) returns (y,err) with the hypergeometric function 3F0 in y and an error estimate in err. Parabolic Cylinder Functions pbdv(x1, out1) pbvv(x1, out1) pbwa(x1, out1) (d,dp)=pbdv(v,x) returns (d,dp) with the parabolic cylinder function Dv(x) in (v,vp)=pbvv(v,x) returns (v,vp) with the parabolic cylinder function Vv(x) in (w,wp)=pbwa(a,x) returns (w,wp) with the parabolic cylinder function W(a,x) in

scipy.special.pbdv(x1, x2[, out1, out2 ]) (d,dp)=pbdv(v,x) returns (d,dp) with the parabolic cylinder function Dv(x) in d and the derivative, Dv(x) in dp. scipy.special.pbvv(x1, x2[, out1, out2 ]) (v,vp)=pbvv(v,x) returns (v,vp) with the parabolic cylinder function Vv(x) in v and the derivative, Vv(x) in vp. scipy.special.pbwa(x1, x2[, out1, out2 ]) (w,wp)=pbwa(a,x) returns (w,wp) with the parabolic cylinder function W(a,x) in w and the derivative, W(a,x) in wp. May not be accurate for large (>5) arguments in a and/or x. These are not universal functions: pbdv_seq(v, x) pbvv_seq(v, x) pbdn_seq(n, z) Compute sequence of parabolic cylinder functions Dv(x) and Compute sequence of parabolic cylinder functions Dv(x) and Compute sequence of parabolic cylinder functions Dn(z) and

scipy.special.pbdv_seq(v, x) Compute sequence of parabolic cylinder functions Dv(x) and their derivatives for Dv0(x)..Dv(x) with v0=vint(v). scipy.special.pbvv_seq(v, x) Compute sequence of parabolic cylinder functions Dv(x) and their derivatives for Dv0(x)..Dv(x) with v0=vint(v). scipy.special.pbdn_seq(n, z) Compute sequence of parabolic cylinder functions Dn(z) and their derivatives for D0(z)..Dn(z). Mathieu and Related Functions mathieu_a(x1) mathieu_b(x1) lmbda=mathieu_a(m,q) returns the characteristic value for the even solution, lmbda=mathieu_b(m,q) returns the characteristic value for the odd solution,

4.21. Special functions (scipy.special)

565

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.mathieu_a(x1, x2[, out ]) lmbda=mathieu_a(m,q) returns the characteristic value for the even solution, ce_m(z,q), of Mathieus equation scipy.special.mathieu_b(x1, x2[, out ]) lmbda=mathieu_b(m,q) returns the characteristic value for the odd solution, se_m(z,q), of Mathieus equation These are not universal functions: mathieu_even_coef(m, q) mathieu_odd_coef(m, q) Compute expansion coefcients for even mathieu functions and Compute expansion coefcients for even mathieu functions and

scipy.special.mathieu_even_coef(m, q) Compute expansion coefcients for even mathieu functions and modied mathieu functions. scipy.special.mathieu_odd_coef(m, q) Compute expansion coefcients for even mathieu functions and modied mathieu functions. The following return both function and rst derivative: mathieu_cem(x1, x2, out1) mathieu_sem(x1, x2, out1) mathieu_modcem1(x1, x2, out1) mathieu_modcem2(x1, x2, out1) mathieu_modsem1(x1, x2, out1) mathieu_modsem2(x1, x2, out1) (y,yp)=mathieu_cem(m,q,x) returns the even Mathieu function, ce_m(x,q), (y,yp)=mathieu_sem(m,q,x) returns the odd Mathieu function, se_m(x,q), (y,yp)=mathieu_modcem1(m,q,x) evaluates the even modied Matheiu function (y,yp)=mathieu_modcem2(m,q,x) evaluates the even modied Matheiu function (y,yp)=mathieu_modsem1(m,q,x) evaluates the odd modied Matheiu function (y,yp)=mathieu_modsem2(m,q,x) evaluates the odd modied Matheiu function

scipy.special.mathieu_cem(x1, x2, x3[, out1, out2 ]) (y,yp)=mathieu_cem(m,q,x) returns the even Mathieu function, ce_m(x,q), of order m and parameter q evaluated at x (given in degrees). Also returns the derivative with respect to x of ce_m(x,q) scipy.special.mathieu_sem(x1, x2, x3[, out1, out2 ]) (y,yp)=mathieu_sem(m,q,x) returns the odd Mathieu function, se_m(x,q), of order m and parameter q evaluated at x (given in degrees). Also returns the derivative with respect to x of se_m(x,q). scipy.special.mathieu_modcem1(x1, x2, x3[, out1, out2 ]) (y,yp)=mathieu_modcem1(m,q,x) evaluates the even modied Matheiu function of the rst kind, Mc1m(x,q), and its derivative at x for order m and parameter q. scipy.special.mathieu_modcem2(x1, x2, x3[, out1, out2 ]) (y,yp)=mathieu_modcem2(m,q,x) evaluates the even modied Matheiu function of the second kind, Mc2m(x,q), and its derivative at x (given in degrees) for order m and parameter q. scipy.special.mathieu_modsem1(x1, x2, x3[, out1, out2 ]) (y,yp)=mathieu_modsem1(m,q,x) evaluates the odd modied Matheiu function of the rst kind, Ms1m(x,q), and its derivative at x (given in degrees) for order m and parameter q. scipy.special.mathieu_modsem2(x1, x2, x3[, out1, out2 ]) (y,yp)=mathieu_modsem2(m,q,x) evaluates the odd modied Matheiu function of the second kind, Ms2m(x,q), and its derivative at x (given in degrees) for order m and parameter q.

566

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Spheroidal Wave Functions pro_ang1(x1, x2, x3, out1) pro_rad1(x1, x2, x3, out1) pro_rad2(x1, x2, x3, out1) obl_ang1(x1, x2, x3, out1) obl_rad1(x1, x2, x3, out1) obl_rad2(x1, x2, x3, out1) pro_cv(x1, x2) obl_cv(x1, x2) pro_cv_seq(m, n, c) obl_cv_seq(m, n, c) (s,sp)=pro_ang1(m,n,c,x) computes the prolate sheroidal angular function (s,sp)=pro_rad1(m,n,c,x) computes the prolate sheroidal radial function (s,sp)=pro_rad2(m,n,c,x) computes the prolate sheroidal radial function (s,sp)=obl_ang1(m,n,c,x) computes the oblate sheroidal angular function (s,sp)=obl_rad1(m,n,c,x) computes the oblate sheroidal radial function (s,sp)=obl_rad2(m,n,c,x) computes the oblate sheroidal radial function cv=pro_cv(m,n,c) computes the characteristic value of prolate spheroidal cv=obl_cv(m,n,c) computes the characteristic value of oblate spheroidal Compute a sequence of characteristic values for the prolate Compute a sequence of characteristic values for the oblate

scipy.special.pro_ang1(x1, x2, x3, x4[, out1, out2 ]) (s,sp)=pro_ang1(m,n,c,x) computes the prolate sheroidal angular function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. scipy.special.pro_rad1(x1, x2, x3, x4[, out1, out2 ]) (s,sp)=pro_rad1(m,n,c,x) computes the prolate sheroidal radial function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. scipy.special.pro_rad2(x1, x2, x3, x4[, out1, out2 ]) (s,sp)=pro_rad2(m,n,c,x) computes the prolate sheroidal radial function of the second kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. scipy.special.obl_ang1(x1, x2, x3, x4[, out1, out2 ]) (s,sp)=obl_ang1(m,n,c,x) computes the oblate sheroidal angular function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. scipy.special.obl_rad1(x1, x2, x3, x4[, out1, out2 ]) (s,sp)=obl_rad1(m,n,c,x) computes the oblate sheroidal radial function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. scipy.special.obl_rad2(x1, x2, x3, x4[, out1, out2 ]) (s,sp)=obl_rad2(m,n,c,x) computes the oblate sheroidal radial function of the second kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. scipy.special.pro_cv(x1, x2, x3[, out ]) cv=pro_cv(m,n,c) computes the characteristic value of prolate spheroidal wave functions of order m,n (n>=m) and spheroidal parameter c. scipy.special.obl_cv(x1, x2, x3[, out ]) cv=obl_cv(m,n,c) computes the characteristic value of oblate spheroidal wave functions of order m,n (n>=m) and spheroidal parameter c. scipy.special.pro_cv_seq(m, n, c) Compute a sequence of characteristic values for the prolate spheroidal wave functions for mode m and n=m..n and spheroidal parameter c. scipy.special.obl_cv_seq(m, n, c) Compute a sequence of characteristic values for the oblate spheroidal wave functions for mode m and n=m..n and spheroidal parameter c. The following functions require pre-computed characteristic value:

4.21. Special functions (scipy.special)

567

SciPy Reference Guide, Release 0.10.0rc1

pro_ang1_cv(x1, x2, x3, x4, out1) pro_rad1_cv(x1, x2, x3, x4, out1) pro_rad2_cv(x1, x2, x3, x4, out1) obl_ang1_cv(x1, x2, x3, x4, out1) obl_rad1_cv(x1, x2, x3, x4, out1) obl_rad2_cv(x1, x2, x3, x4, out1)

(s,sp)=pro_ang1_cv(m,n,c,cv,x) computes the prolate sheroidal angular function (s,sp)=pro_rad1_cv(m,n,c,cv,x) computes the prolate sheroidal radial function (s,sp)=pro_rad2_cv(m,n,c,cv,x) computes the prolate sheroidal radial function (s,sp)=obl_ang1_cv(m,n,c,cv,x) computes the oblate sheroidal angular function (s,sp)=obl_rad1_cv(m,n,c,cv,x) computes the oblate sheroidal radial function (s,sp)=obl_rad2_cv(m,n,c,cv,x) computes the oblate sheroidal radial function

scipy.special.pro_ang1_cv(x1, x2, x3, x4, x5[, out1, out2 ]) (s,sp)=pro_ang1_cv(m,n,c,cv,x) computes the prolate sheroidal angular function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. Requires pre-computed characteristic value. scipy.special.pro_rad1_cv(x1, x2, x3, x4, x5[, out1, out2 ]) (s,sp)=pro_rad1_cv(m,n,c,cv,x) computes the prolate sheroidal radial function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. Requires pre-computed characteristic value. scipy.special.pro_rad2_cv(x1, x2, x3, x4, x5[, out1, out2 ]) (s,sp)=pro_rad2_cv(m,n,c,cv,x) computes the prolate sheroidal radial function of the second kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. Requires pre-computed characteristic value. scipy.special.obl_ang1_cv(x1, x2, x3, x4, x5[, out1, out2 ]) (s,sp)=obl_ang1_cv(m,n,c,cv,x) computes the oblate sheroidal angular function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. Requires pre-computed characteristic value. scipy.special.obl_rad1_cv(x1, x2, x3, x4, x5[, out1, out2 ]) (s,sp)=obl_rad1_cv(m,n,c,cv,x) computes the oblate sheroidal radial function of the rst kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. Requires pre-computed characteristic value. scipy.special.obl_rad2_cv(x1, x2, x3, x4, x5[, out1, out2 ]) (s,sp)=obl_rad2_cv(m,n,c,cv,x) computes the oblate sheroidal radial function of the second kind and its derivative (with respect to x) for mode paramters m>=0 and n>=m, spheroidal parameter c and |x|<1.0. Requires pre-computed characteristic value.

568

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Kelvin Functions kelvin(out1, out2, out3) kelvin_zeros(nt) ber() bei() berp() beip() ker() kei() kerp() keip() (Be, Ke, Bep, Kep)=kelvin(x) returns the tuple (Be, Ke, Bep, Kep) which containes Compute nt zeros of all the kelvin functions returned in a length 8 tuple of arrays of length nt. y=ber(x) returns the Kelvin function ber x y=bei(x) returns the Kelvin function bei x y=berp(x) returns the derivative of the Kelvin function ber x y=beip(x) returns the derivative of the Kelvin function bei x y=ker(x) returns the Kelvin function ker x y=kei(x) returns the Kelvin function ker x y=kerp(x) returns the derivative of the Kelvin function ker x y=keip(x) returns the derivative of the Kelvin function kei x

scipy.special.kelvin(x[, out1, out2, out3, out4 ]) (Be, Ke, Bep, Kep)=kelvin(x) returns the tuple (Be, Ke, Bep, Kep) which containes complex numbers representing the real and imaginary Kelvin functions and their derivatives evaluated at x. For example, kelvin(x)[0].real = ber x and kelvin(x)[0].imag = bei x with similar relationships for ker and kei. scipy.special.kelvin_zeros(nt) Compute nt zeros of all the kelvin functions returned in a length 8 tuple of arrays of length nt. The tuple containse the arrays of zeros of (ber, bei, ker, kei, ber, bei, ker, kei) scipy.special.ber(x[, out ]) y=ber(x) returns the Kelvin function ber x scipy.special.bei(x[, out ]) y=bei(x) returns the Kelvin function bei x scipy.special.berp(x[, out ]) y=berp(x) returns the derivative of the Kelvin function ber x scipy.special.beip(x[, out ]) y=beip(x) returns the derivative of the Kelvin function bei x scipy.special.ker(x[, out ]) y=ker(x) returns the Kelvin function ker x scipy.special.kei(x[, out ]) y=kei(x) returns the Kelvin function ker x scipy.special.kerp(x[, out ]) y=kerp(x) returns the derivative of the Kelvin function ker x scipy.special.keip(x[, out ]) y=keip(x) returns the derivative of the Kelvin function kei x These are not universal functions: ber_zeros(nt) bei_zeros(nt) berp_zeros(nt) beip_zeros(nt) ker_zeros(nt) kei_zeros(nt) kerp_zeros(nt) keip_zeros(nt) Compute nt zeros of the kelvin function ber x Compute nt zeros of the kelvin function bei x Compute nt zeros of the kelvin function ber x Compute nt zeros of the kelvin function bei x Compute nt zeros of the kelvin function ker x Compute nt zeros of the kelvin function kei x Compute nt zeros of the kelvin function ker x Compute nt zeros of the kelvin function kei x

4.21. Special functions (scipy.special)

569

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.ber_zeros(nt) Compute nt zeros of the kelvin function ber x scipy.special.bei_zeros(nt) Compute nt zeros of the kelvin function bei x scipy.special.berp_zeros(nt) Compute nt zeros of the kelvin function ber x scipy.special.beip_zeros(nt) Compute nt zeros of the kelvin function bei x scipy.special.ker_zeros(nt) Compute nt zeros of the kelvin function ker x scipy.special.kei_zeros(nt) Compute nt zeros of the kelvin function kei x scipy.special.kerp_zeros(nt) Compute nt zeros of the kelvin function ker x scipy.special.keip_zeros(nt) Compute nt zeros of the kelvin function kei x Other Special Functions expn(x1) exp1() expi() wofz() dawsn() shichi(out1) sici(out1) spence() lambertw(z[, k, tol]) zeta(x1) zetac() y=expn(n,x) returns the exponential integral for integer n and y=exp1(z) returns the exponential integral (n=1) of complex argument y=expi(x) returns an exponential integral of argument x dened as y=wofz(z) returns the value of the fadeeva function for complex argument y=dawsn(x) returns dawsons integral: exp(-x**2) * (shi,chi)=shichi(x) returns the hyperbolic sine and cosine integrals: (si,ci)=sici(x) returns in si the integral of the sinc function from 0 to x: y=spence(x) returns the dilogarithm integral: -integral(log t / Lambert W function. y=zeta(x,q) returns the Riemann zeta function of two arguments: y=zetac(x) returns 1.0 - the Riemann zeta function: sum(k**(-x), k=2..inf)

scipy.special.expn(x1, x2[, out ]) y=expn(n,x) returns the exponential integral for integer n and non-negative x and n: integral(exp(-x*t) / t**n, t=1..inf). scipy.special.exp1(x[, out ]) y=exp1(z) returns the exponential integral (n=1) of complex argument z: integral(exp(-z*t)/t,t=1..inf). scipy.special.expi(x[, out ]) y=expi(x) returns an exponential integral of argument x dened as integral(exp(t)/t,t=-inf..x). See expn for a different exponential integral. scipy.special.wofz(x[, out ]) y=wofz(z) returns the value of the fadeeva function for complex argument z: exp(-z**2)*erfc(-i*z) scipy.special.dawsn(x[, out ]) y=dawsn(x) returns dawsons integral: exp(-x**2) * integral(exp(t**2),t=0..x). scipy.special.shichi(x[, out1, out2 ]) (shi,chi)=shichi(x) returns the hyperbolic sine and cosine integrals: integral(sinh(t)/t,t=0..x) and eul + ln x + integral((cosh(t)-1)/t,t=0..x) where eul is Eulers Constant.

570

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.special.sici(x[, out1, out2 ]) (si,ci)=sici(x) returns in si the integral of the sinc function from 0 to x: integral(sin(t)/t,t=0..x). It returns in ci the cosine integral: eul + ln x + integral((cos(t) - 1)/t,t=0..x). scipy.special.spence(x[, out ]) y=spence(x) returns the dilogarithm integral: -integral(log t / (t-1),t=1..x) scipy.special.lambertw(z, k=0, tol=1e-8) Lambert W function. The Lambert W function W(z) is dened as the inverse function of w exp(w). In other words, the value of W (z) is such that z = W (z) exp(W (z)) for any complex number z. The Lambert W function is a multivalued function with innitely many branches. Each branch gives a separate solution of the equation w exp(w). Here, the branches are indexed by the integer k. Parameters z : array_like Input argument k : integer, optional Branch index tol : oat Evaluation tolerance Notes All branches are supported by lambertw: lambertw(z) gives the principal solution (branch 0) lambertw(z, k) gives the solution on branch k The Lambert W function has two partially real branches: the principal branch (k = 0) is real for real z > -1/e, and the k = -1 branch is real for -1/e < z < 0. All branches except k = 0 have a logarithmic singularity at z = 0. Possible issues The evaluation can become inaccurate very close to the branch point at -1/e. In some corner cases, lambertw might currently fail to converge, or can end up on the wrong branch. Algorithm Halleys iteration is used to invert w exp(w), using a rst-order asymptotic approximation (O(log(w)) or O(w)) as the initial estimate. The denition, implementation and choice of branches is based on Corless et al, On the Lambert W function, Adv. Comp. Math. 5 (1996) 329-359, available online here: http://www.apmaths.uwo.ca/~djeffrey/Offprints/Wadv-cm.pdf TODO: use a series expansion when extremely close to the branch point at -1/e and make sure that the proper branch is chosen there Examples The Lambert W function is the inverse of w exp(w):
>>> from scipy.special import lambertw >>> w = lambertw(1) >>> w

4.21. Special functions (scipy.special)

571

SciPy Reference Guide, Release 0.10.0rc1

0.56714329040978387299996866221035555 >>> w*exp(w) 1.0 Any branch gives a valid inverse:


>>> w = lambertw(1, k=3) >>> w

(-2.8535817554090378072068187234910812 + 17.113535539412145912607826671159289j) >>> w*exp(w) (1.0 + 3.5075477124212226194278700785075126e-36j) Applications to equation-solving The Lambert W function may be used to solve various kinds of equations, such as nding the value of the innite power tower z^{z^{z^{ldots}}}:
>>> def tower(z, n):

... if n == 0: ... return z ... return z ** tower(z, n-1) ... >>> tower(0.5, 100) 0.641185744504986 >>> -lambertw(log(0.5))/log(0.5) 0.6411857445049859844862004821148236665628209571911 Properties The Lambert W function grows roughly like the natural logarithm for large arguments:
>>> lambertw(1000)

5.2496028524016 >>> log(1000) 6.90775527898214 >>> lambertw(10**100) 224.843106445119 >>> log(10**100) 230.258509299405 The principal branch of the Lambert W function has a rational Taylor series expansion around z = 0:
>>> nprint(taylor(lambertw, 0, 6), 10)

[0.0, 1.0, -1.0, 1.5, -2.666666667, 5.208333333, -10.8] Some special values and limits are:
>>> lambertw(0)

0.0 >>> lambertw(1) 0.567143290409784 >>> lambertw(e) 1.0 >>> lambertw(inf) +inf >>> lambertw(0, k=-1) -inf >>> lambertw(0, k=3) -inf >>> lambertw(inf, k=3) (+inf + 18.8495559215388j) The k = 0 and k = -1 branches join at z = -1/e where W(z) = -1 for both branches. Since -1/e can only be represented approximately with mpmath numbers, evaluating the Lambert W function at this point only gives -1 approximately:
>>> lambertw(-1/e, 0)

-0.999999999999837133022867 >>> lambertw(-1/e, -1) -1.00000000000016286697718 If -1/e happens to round in the negative direction, there might be a small imaginary part:
>>> lambertw(-1/e)

(-1.0 + 8.22007971511612e-9j) scipy.special.zeta(x1, x2[, out ]) y=zeta(x,q) returns the Riemann zeta function of two arguments: sum((k+q)**(-x),k=0..inf) scipy.special.zetac(x[, out ]) y=zetac(x) returns 1.0 - the Riemann zeta function: sum(k**(-x), k=2..inf)

572

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Convenience Functions cbrt() exp10() exp2() radian(x1, x2) cosdg() sindg() tandg() cotdg() log1p() expm1() cosm1() round() y=cbrt(x) returns the real cube root of x. y=exp10(x) returns 10 raised to the x power. y=exp2(x) returns 2 raised to the x power. y=radian(d,m,s) returns the angle given in (d)egrees, (m)inutes, and y=cosdg(x) calculates the cosine of the angle x given in degrees. y=sindg(x) calculates the sine of the angle x given in degrees. y=tandg(x) calculates the tangent of the angle x given in degrees. y=cotdg(x) calculates the cotangent of the angle x given in degrees. y=log1p(x) calculates log(1+x) for use when x is near zero. y=expm1(x) calculates exp(x) - 1 for use when x is near zero. y=calculates cos(x) - 1 for use when x is near zero. y=Returns the nearest integer to x as a double precision

scipy.special.cbrt(x[, out ]) y=cbrt(x) returns the real cube root of x. scipy.special.exp10(x[, out ]) y=exp10(x) returns 10 raised to the x power. scipy.special.exp2(x[, out ]) y=exp2(x) returns 2 raised to the x power. scipy.special.radian(x1, x2, x3[, out ]) y=radian(d,m,s) returns the angle given in (d)egrees, (m)inutes, and (s)econds in radians. scipy.special.cosdg(x[, out ]) y=cosdg(x) calculates the cosine of the angle x given in degrees. scipy.special.sindg(x[, out ]) y=sindg(x) calculates the sine of the angle x given in degrees. scipy.special.tandg(x[, out ]) y=tandg(x) calculates the tangent of the angle x given in degrees. scipy.special.cotdg(x[, out ]) y=cotdg(x) calculates the cotangent of the angle x given in degrees. scipy.special.log1p(x[, out ]) y=log1p(x) calculates log(1+x) for use when x is near zero. scipy.special.expm1(x[, out ]) y=expm1(x) calculates exp(x) - 1 for use when x is near zero. scipy.special.cosm1(x[, out ]) y=calculates cos(x) - 1 for use when x is near zero. scipy.special.round(x[, out ]) y=Returns the nearest integer to x as a double precision oating point result. If x ends in 0.5 exactly, the nearest even integer is chosen.

4.22 Statistical functions (scipy.stats)


This module contains a large number of probability distributions as well as a growing library of statistical functions. Each included distribution is an instance of the class rv_continous: For each given name the following methods are available:

4.22. Statistical functions (scipy.stats)

573

SciPy Reference Guide, Release 0.10.0rc1

rv_continuous([momtype, a, b, xa, xb, xtol, ...]) rv_continuous.rvs(*args, **kwds) rv_continuous.pdf(x, *args, **kwds) rv_continuous.logpdf(x, *args, **kwds) rv_continuous.cdf(x, *args, **kwds) rv_continuous.logcdf(x, *args, **kwds) rv_continuous.sf(x, *args, **kwds) rv_continuous.logsf(x, *args, **kwds) rv_continuous.ppf(q, *args, **kwds) rv_continuous.isf(q, *args, **kwds) rv_continuous.moment(n, *args, **kwds) rv_continuous.stats(*args, **kwds) rv_continuous.entropy(*args, **kwds) rv_continuous.fit(data, *args, **kwds) rv_continuous.expect(**kwds[, func, args, ...]) rv_continuous.median(*args, **kwds) rv_continuous.mean(*args, **kwds) rv_continuous.var(*args, **kwds) rv_continuous.std(*args, **kwds) rv_continuous.interval(alpha, *args, **kwds)

A generic continuous random variable class meant for subclassing. Random variates of given type. Probability density function at x of the given RV. Log of the probability density function at x of the given RV. Cumulative distribution function at x of the given RV. Log of the cumulative distribution function at x of the given RV. Survival function (1-cdf) at x of the given RV. Log of the survival function of the given RV. Percent point function (inverse of cdf) at q of the given RV. Inverse survival function at q of the given RV. nth order non-central moment of distribution Some statistics of the given RV Differential entropy of the RV. Return MLEs for shape, location, and scale parameters from data. calculate expected value of a function with respect to the distribution Median of the distribution. Mean of the distribution Variance of the distribution Standard deviation of the distribution. Condence interval with equal areas around the median

class scipy.stats.rv_continuous(momtype=1, a=None, b=None, xa=-10.0, xb=10.0, xtol=1e-14, badvalue=None, name=None, longname=None, shapes=None, extradoc=None) A generic continuous random variable class meant for subclassing. rv_continuous is a base class to construct specic distribution classes and instances from for continuous random variables. It cannot be used directly as a distribution. Parameters momtype : int, optional The type of generic moment calculation to use: 0 for pdf, 1 (default) for ppf. a : oat, optional Lower bound of the support of the distribution, default is minus innity. b : oat, optional Upper bound of the support of the distribution, default is plus innity. xa : oat, optional Lower bound for xed point calculation for generic ppf. xb : oat, optional Upper bound for xed point calculation for generic ppf. xtol : oat, optional The tolerance for xed point calculation for generic ppf. badvalue : object, optional

574

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The value in a result arrays that indicates a value that for which some argument restriction is violated, default is np.nan. name : str, optional The name of the instance. This string is used to construct the default example for distributions. longname : str, optional This string is used as part of the rst line of the docstring returned when a subclass has no docstring of its own. Note: longname exists for backwards compatibility, do not use for new subclasses. shapes : str, optional The shape of the distribution. For example "m, n" for a distribution that takes two integers as the two shape arguments for all its methods. extradoc : str, optional, deprecated This string is used as the last part of the docstring returned when a subclass has no docstring of its own. Note: extradoc exists for backwards compatibility, do not use for new subclasses. Notes Frozen Distribution Alternatively, the object may be called (as a function) to x the shape, location, and scale parameters returning a frozen continuous RV object: rv = generic(<shape(s)>, loc=0, scale=1) frozen RV object with the same methods but holding the given shape, location, and scale xed Subclassing New random variables can be dened by subclassing rv_continuous class and re-dening at least the _pdf or the _cdf method (normalized to location 0 and scale 1) which will be given clean arguments (in between a and b) and passing the argument check method If postive argument checking is not correct for your RV then you will also need to re-dene
_argcheck

Correct, but potentially slow defaults exist for the remaining methods but for speed and/or accuracy you can over-ride
_logpdf, _cdf, _logcdf, _ppf, _rvs, _isf, _sf, _logsf

Rarely would you override _isf, _sf, and _logsf but you could. Statistics are computed using numerical integration by default. For speed you can redene this using _stats take shape parameters and return mu, mu2, g1, g2 If you cant compute one of these, return it as None Can also be dened with a keyword argument moments=<str> where <str> is a string composed of m, v, s, and/or k. Only the components appearing in string should be computed and returned in the order m, v, s, or k with missing values returned as None

4.22. Statistical functions (scipy.stats)

575

SciPy Reference Guide, Release 0.10.0rc1

OR You can override _munp takes n and shape parameters and returns the nth non-central moment of the distribution. Examples To create a new Gaussian distribution, we would do the following:
class gaussian_gen(rv_continuous): "Gaussian distribution" def _pdf: ... ...

Methods rvs(<shape(s)>, loc=0, scale=1, size=1) pdf(x, <shape(s)>, loc=0, scale=1) logpdf(x, <shape(s)>, loc=0, scale=1) cdf(x, <shape(s)>, loc=0, scale=1) logcdf(x, <shape(s)>, loc=0, scale=1) sf(x, <shape(s)>, loc=0, scale=1) logsf(x, <shape(s)>, loc=0, scale=1) ppf(q, <shape(s)>, loc=0, scale=1) isf(q, <shape(s)>, loc=0, scale=1) moment(n, <shape(s)>, loc=0, scale=1) stats(<shape(s)>, loc=0, scale=1, moments=mv) entropy(<shape(s)>, loc=0, scale=1) t(data, <shape(s)>, loc=0, scale=1) expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None, median(<shape(s)>, loc=0, scale=1) mean(<shape(s)>, loc=0, scale=1) std(<shape(s)>, loc=0, scale=1) var(<shape(s)>, loc=0, scale=1) interval(alpha, <shape(s)>, loc=0, scale=1) __call__(<shape(s)>, loc=0, scale=1) Parameters for Methods x q <shape(s)> loc scale size moments n Methods that can be overwritten by subclasses There are additional (internal and private) generic methods that can be useful for cross-checking and for debugging, but might work in all cases when directly called.

random variates probability density function log of the probability density fu cumulative density function log of the cumulative density fu survival function (1-cdf som log of the survival function percent point function (inverse inverse survival function (inver non-central n-th moment of the mean(m), variance(v), skew (differential) entropy of the RV Parameter estimates for generic conditional=False, **kwds) Exp Median of the distribution. Mean of the distribution. Standard deviation of the distri Variance of the distribution. Interval that with alpha percent Calling a distribution instance c array_like array_like array_like array_like, optional array_like, optional int or tuple of ints, optional string, optional int

quantiles lower or upper tail probability shape parameters location parameter (default=0) scale parameter (default=1) shape of random variates (defau composed of letters [mvsk] sp order of moment to calculate in

_rvs _pdf _cdf _sf _ppf _isf _st

576

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

rv_continuous.rvs(*args, **kwds) Random variates of given type. Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional dening number of random variates (default=1) Returns rvs : array_like random variates of given size rv_continuous.pdf(x, *args, **kwds) Probability density function at x of the given RV. Parameters x : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns pdf : ndarray Probability density function evaluated at x rv_continuous.logpdf(x, *args, **kwds) Log of the probability density function at x of the given RV. This uses a more numerically accurate calculation if available. Parameters x : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional

4.22. Statistical functions (scipy.stats)

577

SciPy Reference Guide, Release 0.10.0rc1

location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns logpdf : array_like Log of the probability density function evaluated at x rv_continuous.cdf(x, *args, **kwds) Cumulative distribution function at x of the given RV. Parameters x : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns cdf : array_like Cumulative distribution function evaluated at x rv_continuous.logcdf(x, *args, **kwds) Log of the cumulative distribution function at x of the given RV. Parameters x : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns logcdf : array_like Log of the cumulative distribution function evaluated at x rv_continuous.sf(x, *args, **kwds) Survival function (1-cdf) at x of the given RV. Parameters x : array_like

578

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns sf : array_like Survival function evaluated at x rv_continuous.logsf(x, *args, **kwds) Log of the survival function of the given RV. Returns the log of the survival function, dened as (1 - cdf ), evaluated at x. Parameters x : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns logsf : ndarray Log of the survival function evaluated at x. rv_continuous.ppf(q, *args, **kwds) Percent point function (inverse of cdf) at q of the given RV. Parameters q : array_like lower tail probability arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1)

4.22. Statistical functions (scipy.stats)

579

SciPy Reference Guide, Release 0.10.0rc1

Returns x : array_like quantile corresponding to the lower tail probability q. rv_continuous.isf(q, *args, **kwds) Inverse survival function at q of the given RV. Parameters q : array_like upper tail probability arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns x : array_like quantile corresponding to the upper tail probability q. rv_continuous.moment(n, *args, **kwds) nth order non-central moment of distribution Parameters n: int, n>=1 : Order of moment. arg1, arg2, arg3,... : oat The shape parameter(s) for the distribution (see docstring of the instance object for more information). kwds : keyword arguments, optional These can include loc and scale, as well as other keyword arguments relevant for a given distribution. rv_continuous.stats(*args, **kwds) Some statistics of the given RV Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) moments : string, optional

580

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] dening which moments to compute: m = mean, v = variance, s = (Fishers) skew, k = (Fishers) kurtosis. (default=mv) Returns stats : sequence of requested moments. rv_continuous.entropy(*args, **kwds) Differential entropy of the RV. Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) rv_continuous.fit(data, *args, **kwds) Return MLEs for shape, location, and scale parameters from data. MLE stands for Maximum Likelihood Estimate. Starting estimates for the t are given by input arguments; for any arguments not provided with starting estimates, self._fitstart(data) is called to generate such. One can hold some parameters xed to specic values by passing in keyword arguments f0, f1, ..., fn (for shape parameters) and floc and fscale (for location and scale parameters, respectively). Parameters data : array_like Data to use in calculating the MLEs args : oats, optional Starting value(s) for any shape-characterizing arguments (those not provided will be determined by a call to _fitstart(data)). No default value. kwds : oats, optional Starting values for the location and scale parameters; no default. Special keyword arguments are recognized as holding certain parameters xed: f0...fn : hold respective shape parameters xed. oc : hold location parameter xed to specied value. fscale : hold scale parameter xed to specied value. optimizer [The optimizer to use. The optimizer must take func,] and starting position as the rst two arguments, plus args (for extra arguments to pass to the function to be optimized) and disp=0 to suppress output as keyword arguments. Returns shape, loc, scale : tuple of oats MLEs for any shape statistics, followed by those for location and scale.

4.22. Statistical functions (scipy.stats)

581

SciPy Reference Guide, Release 0.10.0rc1

rv_continuous.expect(func=None, args=(), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) calculate expected value of a function with respect to the distribution location and scale only tested on a few examples Parameters all parameters are keyword parameters : func : function (default: identity mapping) Function for which integral is calculated. Takes only one argument. args : tuple argument (parameters) of the distribution lb, ub : numbers lower and upper bound for integration, default is set to the support of the distribution conditional : boolean (False) If true then the integral is corrected by the conditional probability of the integration interval. The return value is the expectation of the function, conditional on being in the given interval. Additional keyword arguments are passed to the integration routine. : Returns expected value : oat Notes This function has not been checked for its behavior when the integral is not nite. The integration behavior is inherited from integrate.quad. rv_continuous.median(*args, **kwds) Median of the distribution. Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns median : oat the median of the distribution. See Also: self.ppf rv_continuous.mean(*args, **kwds) Mean of the distribution

582

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns mean : oat the mean of the distribution rv_continuous.var(*args, **kwds) Variance of the distribution Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns var : oat the variance of the distribution rv_continuous.std(*args, **kwds) Standard deviation of the distribution. Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns std : oat standard deviation of the distribution rv_continuous.interval(alpha, *args, **kwds) Condence interval with equal areas around the median

4.22. Statistical functions (scipy.stats)

583

SciPy Reference Guide, Release 0.10.0rc1

Parameters alpha : array_like oat in [0,1] Probability that an rv will be drawn from the returned range arg1, arg2, ... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc: array_like, optioal : location parameter (deafult = 0) scale : array_like, optional scale paramter (default = 1) Returns a, b: array_like (oat) : end-points of range that contain alpha % of the rvs Calling the instance as a function returns a frozen pdf whose shape, location, and scale parameters are xed. Similarly, each discrete distribution is an instance of the class rv_discrete: rv_discrete([a, b, name, badvalue, ...]) rv_discrete.rvs(*args, **kwargs) rv_discrete.pmf(k, *args, **kwds) rv_discrete.logpmf(k, *args, **kwds) rv_discrete.cdf(k, *args, **kwds) rv_discrete.logcdf(k, *args, **kwds) rv_discrete.sf(k, *args, **kwds) rv_discrete.logsf(k, *args, **kwds) rv_discrete.ppf(q, *args, **kwds) rv_discrete.isf(q, *args, **kwds) rv_discrete.stats(*args, **kwds) rv_discrete.moment(n, *args, **kwds) rv_discrete.entropy(*args, **kwds) rv_discrete.expect([func, args, loc, lb, ...]) rv_discrete.median(*args, **kwds) rv_discrete.mean(*args, **kwds) rv_discrete.var(*args, **kwds) rv_discrete.std(*args, **kwds) rv_discrete.interval(alpha, *args, **kwds) A generic discrete random variable class meant for subclassing. Random variates of given type. Probability mass function at k of the given RV. Log of the probability mass function at k of the given RV. Cumulative distribution function at k of the given RV Log of the cumulative distribution function at k of the given RV Survival function (1-cdf) at k of the given RV Log of the survival function (1-cdf) at k of the given RV Percent point function (inverse of cdf) at q of the given RV Inverse survival function (1-sf) at q of the given RV Some statistics of the given discrete RV nth non-central moment of the distribution calculate expected value of a function with respect to the distribution Median of the distribution. Mean of the distribution Variance of the distribution Standard deviation of the distribution. Condence interval with equal areas around the median

class scipy.stats.rv_discrete(a=0, b=inf, name=None, badvalue=None, moment_tol=1e-08, values=None, inc=1, longname=None, shapes=None, extradoc=None) A generic discrete random variable class meant for subclassing. rv_discrete is a base class to construct specic distribution classes and instances from for discrete random variables. rv_discrete can be used to construct an arbitrary distribution with dened by a list of support points and the corresponding probabilities. Parameters a : oat, optional

584

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Lower bound of the support of the distribution, default: 0 b : oat, optional Upper bound of the support of the distribution, default: plus innity moment_tol : oat, optional The tolerance for the generic calculation of moments values : tuple of two array_like (xk, pk) where xk are points (integers) with positive probability pk with sum(pk) = 1 inc : integer increment for the support of the distribution, default: 1 other values have not been tested badvalue : object, optional The value in (masked) arrays that indicates a value that should be ignored. name : str, optional The name of the instance. This string is used to construct the default example for distributions. longname : str, optional This string is used as part of the rst line of the docstring returned when a subclass has no docstring of its own. Note: longname exists for backwards compatibility, do not use for new subclasses. shapes : str, optional The shape of the distribution. For example "m, n" for a distribution that takes two integers as the rst two arguments for all its methods. extradoc : str, optional This string is used as the last part of the docstring returned when a subclass has no docstring of its own. Note: extradoc exists for backwards compatibility, do not use for new subclasses. Notes Alternatively, the object may be called (as a function) to x the shape and location parameters returning a frozen discrete RV object: myrv = generic(<shape(s)>, loc=0) frozen RV object with the same methods but holding the given shape and location xed. You can construct an aribtrary discrete rv where P{X=xk} = pk by passing to the rv_discrete initialization method (through the values=keyword) a tuple of sequences (xk, pk) which describes only those values of X (xk) that occur with nonzero probability (pk). To create a new discrete distribution, we would do the following:
class poisson_gen(rv_continuous): #"Poisson distribution" def _pmf(self, k, mu): ...

4.22. Statistical functions (scipy.stats)

585

SciPy Reference Guide, Release 0.10.0rc1

and create an instance poisson = poisson_gen(name=poisson, shapes=mu, longname=A Poisson) The docstring can be created from a template. Examples
>>> import matplotlib.pyplot as plt >>> numargs = generic.numargs >>> [ <shape(s)> ] = [Replace with resonable value, ]*numargs

Display frozen pmf:


>>> rv = generic(<shape(s)>) >>> x = np.arange(0, np.min(rv.dist.b, 3)+1) >>> h = plt.plot(x, rv.pmf(x))

Check accuracy of cdf and ppf:


>>> prb = generic.cdf(x, <shape(s)>) >>> h = plt.semilogy(np.abs(x-generic.ppf(prb, <shape(s)>))+1e-20)

Random number generation:


>>> R = generic.rvs(<shape(s)>, size=100)

Custom made discrete distribution:


>>> vals = [arange(7), (0.1, 0.2, 0.3, 0.1, 0.1, 0.1, 0.1)] >>> custm = rv_discrete(name=custm, values=vals) >>> h = plt.plot(vals[0], custm.pmf(vals[0]))

Methods generic.rvs(<shape(s)>, loc=0, size=1) generic.pmf(x, <shape(s)>, loc=0) logpmf(x, <shape(s)>, loc=0) generic.cdf(x, <shape(s)>, loc=0) generic.logcdf(x, <shape(s)>, loc=0) generic.sf(x, <shape(s)>, loc=0) generic.logsf(x, <shape(s)>, loc=0, scale=1) generic.ppf(q, <shape(s)>, loc=0) generic.isf(q, <shape(s)>, loc=0) generic.moment(n, <shape(s)>, loc=0) generic.stats(<shape(s)>, loc=0, moments=mv) generic.entropy(<shape(s)>, loc=0) generic.t(data, <shape(s)>, loc=0) generic.expect(func=None, args=(), loc=0, lb=None, ub=None, conditional=False) generic.median(<shape(s)>, loc=0) generic.mean(<shape(s)>, loc=0) generic.std(<shape(s)>, loc=0) generic.var(<shape(s)>, loc=0) generic.interval(alpha, <shape(s)>, loc=0) generic(<shape(s)>, loc=0) 586 random variates probability mass function log of the probability density function cumulative density function log of the cumulative density function survival function (1-cdf sometimes more accurate) log of the survival function percent point function (inverse of cdf percentiles) inverse survival function (inverse of sf) non-central n-th moment of the distribution. May not work for array arguments. mean(m, axis=0), variance(v), skew(s), and/or kurtosis(k) entropy of the RV Parameter estimates for generic data Expected value of a function with respect to the distribution. Additional kwd arguments passed to integrate.quad Median of the distribution. Mean of the distribution. Standard deviation of the distribution. Variance of the distribution. Interval that with alpha percent probability contains a random realization of this distribution. calling a distribution instance returns a frozen distribution Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

rv_discrete.rvs(*args, **kwargs) Random variates of given type. Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) size : int or tuple of ints, optional dening number of random variates (default=1) Returns rvs : array_like random variates of given size rv_discrete.pmf(k, *args, **kwds) Probability mass function at k of the given RV. Parameters k : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) Returns pmf : array_like Probability mass function evaluated at k rv_discrete.logpmf(k, *args, **kwds) Log of the probability mass function at k of the given RV. Parameters k : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional Location parameter. Default is 0. Returns logpmf : array_like Log of the probability mass function evaluated at k

4.22. Statistical functions (scipy.stats)

587

SciPy Reference Guide, Release 0.10.0rc1

rv_discrete.cdf(k, *args, **kwds) Cumulative distribution function at k of the given RV Parameters k : array_like, int quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) Returns cdf : array_like Cumulative distribution function evaluated at k rv_discrete.logcdf(k, *args, **kwds) Log of the cumulative distribution function at k of the given RV Parameters k : array_like, int quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) Returns logcdf : array_like Log of the cumulative distribution function evaluated at k rv_discrete.sf(k, *args, **kwds) Survival function (1-cdf) at k of the given RV Parameters k : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) Returns sf : array_like Survival function evaluated at k

588

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

rv_discrete.logsf(k, *args, **kwds) Log of the survival function (1-cdf) at k of the given RV Parameters k : array_like quantiles arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) Returns sf : array_like Survival function evaluated at k rv_discrete.ppf(q, *args, **kwds) Percent point function (inverse of cdf) at q of the given RV Parameters q : array_like lower tail probability arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale: array_like, optional : scale parameter (default=1) Returns k : array_like quantile corresponding to the lower tail probability, q. rv_discrete.isf(q, *args, **kwds) Inverse survival function (1-sf) at q of the given RV Parameters q : array_like upper tail probability arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) Returns k : array_like

4.22. Statistical functions (scipy.stats)

589

SciPy Reference Guide, Release 0.10.0rc1

quantile corresponding to the upper tail probability, q. rv_discrete.stats(*args, **kwds) Some statistics of the given discrete RV Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) moments : string, optional composed of letters [mvsk] dening which moments to compute: m = mean, v = variance, s = (Fishers) skew, k = (Fishers) kurtosis. (default=mv) Returns stats : sequence of requested moments. rv_discrete.moment(n, *args, **kwds) nth non-central moment of the distribution Parameters n: int, n>=1 : order of moment arg1, arg2, arg3,...: oat : The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : oat, optional location parameter (default=0) scale : oat, optional scale parameter (default=1) rv_discrete.entropy(*args, **kwds) rv_discrete.expect(func=None, args=(), loc=0, lb=None, ub=None, conditional=False) calculate expected value of a function with respect to the distribution for discrete distribution Parameters fn : function (default: identity mapping) Function for which sum is calculated. Takes only one argument. args : tuple argument (parameters) of the distribution optional keyword parameters : lb, ub : numbers lower and upper bound for integration, default is set to the support of the distribution, lb and ub are inclusive (ul<=k<=ub)

590

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

conditional : boolean (False) If true then the expectation is corrected by the conditional probability of the integration interval. The return value is the expectation of the function, conditional on being in the given interval (k such that ul<=k<=ub). Returns expected value : oat Notes function is not vectorized accuracy: uses self.moment_tol as stopping criterium for heavy tailed distribution e.g. zipf(4), accuracy for mean, variance in example is only 1e-5, increasing precision (moment_tol) makes zipf very slow suppnmin=100 internal parameter for minimum number of points to evaluate could be added as keyword parameter, to evaluate functions with non-monotonic shapes, points include integers in (-suppnmin, suppnmin) uses maxcount=1000 limits the number of points that are evaluated to break loop for innite sums (a maximum of suppnmin+1000 positive plus suppnmin+1000 negative integers are evaluated) rv_discrete.median(*args, **kwds) Median of the distribution. Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns median : oat the median of the distribution. See Also: self.ppf rv_discrete.mean(*args, **kwds) Mean of the distribution Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional

4.22. Statistical functions (scipy.stats)

591

SciPy Reference Guide, Release 0.10.0rc1

scale parameter (default=1) Returns mean : oat the mean of the distribution rv_discrete.var(*args, **kwds) Variance of the distribution Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns var : oat the variance of the distribution rv_discrete.std(*args, **kwds) Standard deviation of the distribution. Parameters arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns std : oat standard deviation of the distribution rv_discrete.interval(alpha, *args, **kwds) Condence interval with equal areas around the median Parameters alpha : array_like oat in [0,1] Probability that an rv will be drawn from the returned range arg1, arg2, ... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc: array_like, optioal : location parameter (deafult = 0)

592

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scale : array_like, optional scale paramter (default = 1) Returns a, b: array_like (oat) : end-points of range that contain alpha % of the rvs

4.22.1 Continuous distributions


norm alpha anglit arcsine beta betaprime bradford burr cauchy chi chi2 cosine dgamma dweibull erlang expon exponweib exponpow f fatiguelife fisk foldcauchy foldnorm frechet_r frechet_l genlogistic genpareto genexpon genextreme gausshyper gamma gengamma genhalflogistic gilbrat gompertz gumbel_r gumbel_l halfcauchy halflogistic halfnorm hypsecant invgamma A normal continuous random variable. An alpha continuous random variable. An anglit continuous random variable. An arcsine continuous random variable. A beta continuous random variable. A beta prima continuous random variable. A Bradford continuous random variable. A Burr continuous random variable. A Cauchy continuous random variable. A chi continuous random variable. A chi-squared continuous random variable. A cosine continuous random variable. A double gamma continuous random variable. A double Weibull continuous random variable. An Erlang continuous random variable. An exponential continuous random variable. An exponentiated Weibull continuous random variable. An exponential power continuous random variable. An F continuous random variable. A fatigue-life (Birnbaum-Sanders) continuous random variable. A Fisk continuous random variable. A folded Cauchy continuous random variable. A folded normal continuous random variable. A Frechet right (or Weibull minimum) continuous random variable. A Frechet left (or Weibull maximum) continuous random variable. A generalized logistic continuous random variable. A generalized Pareto continuous random variable. A generalized exponential continuous random variable. A generalized extreme value continuous random variable. A Gauss hypergeometric continuous random variable. A gamma continuous random variable. A generalized gamma continuous random variable. A generalized half-logistic continuous random variable. A Gilbrat continuous random variable. A Gompertz (or truncated Gumbel) continuous random variable. A right-skewed Gumbel continuous random variable. A left-skewed Gumbel continuous random variable. A Half-Cauchy continuous random variable. A half-logistic continuous random variable. A half-normal continuous random variable. A hyperbolic secant continuous random variable. An inverted gamma continuous random variable. Continued on next page

4.22. Statistical functions (scipy.stats)

593

SciPy Reference Guide, Release 0.10.0rc1

invgauss invweibull johnsonsb johnsonsu ksone kstwobign laplace logistic loggamma loglaplace lognorm lomax maxwell mielke nakagami ncx2 ncf nct pareto powerlaw powerlognorm powernorm rdist reciprocal rayleigh rice recipinvgauss semicircular t triang truncexpon truncnorm tukeylambda uniform vonmises wald weibull_min weibull_max wrapcauchy

Table 4.11 continued from previous page An inverse Gaussian continuous random variable. An inverted Weibull continuous random variable. A Johnson SB continuous random variable. A Johnson SU continuous random variable. General Kolmogorov-Smirnov one-sided test. Kolmogorov-Smirnov two-sided test for large N. A Laplace continuous random variable. A logistic continuous random variable. A log gamma continuous random variable. A log-Laplace continuous random variable. A lognormal continuous random variable. A Lomax (Pareto of the second kind) continuous random variable. A Maxwell continuous random variable. A Mielkes Beta-Kappa continuous random variable. A Nakagami continuous random variable. A non-central chi-squared continuous random variable. A non-central F distribution continuous random variable. A non-central Students T continuous random variable. A Pareto continuous random variable. A power-function continuous random variable. A power log-normal continuous random variable. A power normal continuous random variable. An R-distributed continuous random variable. A reciprocal continuous random variable. A Rayleigh continuous random variable. A Rice continuous random variable. A reciprocal inverse Gaussian continuous random variable. A semicircular continuous random variable. A Students T continuous random variable. A triangular continuous random variable. A truncated exponential continuous random variable. A truncated normal continuous random variable. A Tukey-Lamdba continuous random variable. A uniform continuous random variable. A Von Mises continuous random variable. A Wald continuous random variable. A Frechet right (or Weibull minimum) continuous random variable. A Frechet left (or Weibull maximum) continuous random variable. A wrapped Cauchy continuous random variable.

scipy.stats.norm A normal continuous random variable. The location (loc) keyword species the mean. The scale (scale) keyword species the standard deviation. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like 594 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = norm(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for norm is:
norm.pdf(x) = exp(-x**2/2)/sqrt(2*pi)

Examples
>>> >>> >>> >>> from scipy.stats import norm numargs = norm.numargs [ ] = [0.9,] * numargs rv = norm()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = norm.cdf(x, ) >>> h = plt.semilogy(np.abs(x - norm.ppf(prb, )) + 1e-20)

Random number generation


>>> R = norm.rvs(size=100)

4.22. Statistical functions (scipy.stats)

595

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.alpha An alpha continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

596

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = alpha(a, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for alpha is:
alpha.pdf(x,a) = 1/(x**2*Phi(a)*sqrt(2*pi)) * exp(-1/2 * (a-1/x)**2),

where Phi(alpha) is the normal CDF, x > 0, and a > 0. Examples


>>> >>> >>> >>> from scipy.stats import alpha numargs = alpha.numargs [ a ] = [0.9,] * numargs rv = alpha(a)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = alpha.cdf(x, a) >>> h = plt.semilogy(np.abs(x - alpha.ppf(prb, a)) + 1e-20)

Random number generation


>>> R = alpha.rvs(a, size=100)

4.22. Statistical functions (scipy.stats)

597

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, loc=0, scale=1, size=1) pdf(x, a, loc=0, scale=1) logpdf(x, a, loc=0, scale=1) cdf(x, a, loc=0, scale=1) logcdf(x, a, loc=0, scale=1) sf(x, a, loc=0, scale=1) logsf(x, a, loc=0, scale=1) ppf(q, a, loc=0, scale=1) isf(q, a, loc=0, scale=1) moment(n, a, loc=0, scale=1) stats(a, loc=0, scale=1, moments=mv) entropy(a, loc=0, scale=1) t(data, a, loc=0, scale=1) expect(func, a, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, loc=0, scale=1) mean(a, loc=0, scale=1) var(a, loc=0, scale=1) std(a, loc=0, scale=1) interval(alpha, a, loc=0, scale=1) scipy.stats.anglit An anglit continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

598

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = anglit(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for anglit is:
anglit.pdf(x) = sin(2*x + pi/2) = cos(2*x),

for -pi/4 <= x <= pi/4. Examples


>>> >>> >>> >>> from scipy.stats import anglit numargs = anglit.numargs [ ] = [0.9,] * numargs rv = anglit()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = anglit.cdf(x, ) >>> h = plt.semilogy(np.abs(x - anglit.ppf(prb, )) + 1e-20)

Random number generation


>>> R = anglit.rvs(size=100)

4.22. Statistical functions (scipy.stats)

599

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.arcsine An arcsine continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

600

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

location, and scale parameters returning a frozen continuous RV object: : rv = arcsine(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for arcsine is:
arcsine.pdf(x) = 1/(pi*sqrt(x*(1-x))) for 0 < x < 1.

Examples
>>> >>> >>> >>> from scipy.stats import arcsine numargs = arcsine.numargs [ ] = [0.9,] * numargs rv = arcsine()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = arcsine.cdf(x, ) >>> h = plt.semilogy(np.abs(x - arcsine.ppf(prb, )) + 1e-20)

Random number generation


>>> R = arcsine.rvs(size=100)

4.22. Statistical functions (scipy.stats)

601

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.beta A beta continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

602

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = beta(a, b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for beta is:
beta.pdf(x, a, b) = gamma(a+b)/(gamma(a)*gamma(b)) * x**(a-1) * (1-x)**(b-1),

for 0 < x < 1, a > 0, b > 0. Examples


>>> >>> >>> >>> from scipy.stats import beta numargs = beta.numargs [ a, b ] = [0.9,] * numargs rv = beta(a, b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = beta.cdf(x, a, b) >>> h = plt.semilogy(np.abs(x - beta.ppf(prb, a, b)) + 1e-20)

Random number generation


>>> R = beta.rvs(a, b, size=100)

4.22. Statistical functions (scipy.stats)

603

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, b, loc=0, scale=1, size=1) pdf(x, a, b, loc=0, scale=1) logpdf(x, a, b, loc=0, scale=1) cdf(x, a, b, loc=0, scale=1) logcdf(x, a, b, loc=0, scale=1) sf(x, a, b, loc=0, scale=1) logsf(x, a, b, loc=0, scale=1) ppf(q, a, b, loc=0, scale=1) isf(q, a, b, loc=0, scale=1) moment(n, a, b, loc=0, scale=1) stats(a, b, loc=0, scale=1, moments=mv) entropy(a, b, loc=0, scale=1) t(data, a, b, loc=0, scale=1) expect(func, a, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, loc=0, scale=1) mean(a, b, loc=0, scale=1) var(a, b, loc=0, scale=1) std(a, b, loc=0, scale=1) interval(alpha, a, b, loc=0, scale=1) scipy.stats.betaprime A beta prima continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

604

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = betaprime(a, b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for betaprime is:
betaprime.pdf(x, a, b) = gamma(a+b) / (gamma(a)*gamma(b)) * x**(a-1) * (1-x)**(-a-b)

for x > 0, a > 0, b > 0. Examples


>>> >>> >>> >>> from scipy.stats import betaprime numargs = betaprime.numargs [ a, b ] = [0.9,] * numargs rv = betaprime(a, b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = betaprime.cdf(x, a, b) >>> h = plt.semilogy(np.abs(x - betaprime.ppf(prb, a, b)) + 1e-20)

Random number generation


>>> R = betaprime.rvs(a, b, size=100)

4.22. Statistical functions (scipy.stats)

605

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, b, loc=0, scale=1, size=1) pdf(x, a, b, loc=0, scale=1) logpdf(x, a, b, loc=0, scale=1) cdf(x, a, b, loc=0, scale=1) logcdf(x, a, b, loc=0, scale=1) sf(x, a, b, loc=0, scale=1) logsf(x, a, b, loc=0, scale=1) ppf(q, a, b, loc=0, scale=1) isf(q, a, b, loc=0, scale=1) moment(n, a, b, loc=0, scale=1) stats(a, b, loc=0, scale=1, moments=mv) entropy(a, b, loc=0, scale=1) t(data, a, b, loc=0, scale=1) expect(func, a, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, loc=0, scale=1) mean(a, b, loc=0, scale=1) var(a, b, loc=0, scale=1) std(a, b, loc=0, scale=1) interval(alpha, a, b, loc=0, scale=1) scipy.stats.bradford A Bradford continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

606

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = bradford(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for bradford is:
bradford.pdf(x, c) = c / (k * (1+c*x)),

for 0 < x < 1, c > 0 and k = log(1+c). Examples


>>> >>> >>> >>> from scipy.stats import bradford numargs = bradford.numargs [ c ] = [0.9,] * numargs rv = bradford(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = bradford.cdf(x, c) >>> h = plt.semilogy(np.abs(x - bradford.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = bradford.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

607

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.burr A Burr continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c, d : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

608

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = burr(c, d, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for burr is:
burr.pdf(x, c, d) = c * d * x**(-c-1) * (1+x**(-c))**(-d-1)

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import burr numargs = burr.numargs [ c, d ] = [0.9,] * numargs rv = burr(c, d)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = burr.cdf(x, c, d) >>> h = plt.semilogy(np.abs(x - burr.ppf(prb, c, d)) + 1e-20)

Random number generation


>>> R = burr.rvs(c, d, size=100)

4.22. Statistical functions (scipy.stats)

609

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, d, loc=0, scale=1, size=1) pdf(x, c, d, loc=0, scale=1) logpdf(x, c, d, loc=0, scale=1) cdf(x, c, d, loc=0, scale=1) logcdf(x, c, d, loc=0, scale=1) sf(x, c, d, loc=0, scale=1) logsf(x, c, d, loc=0, scale=1) ppf(q, c, d, loc=0, scale=1) isf(q, c, d, loc=0, scale=1) moment(n, c, d, loc=0, scale=1) stats(c, d, loc=0, scale=1, moments=mv) entropy(c, d, loc=0, scale=1) t(data, c, d, loc=0, scale=1) expect(func, c, d, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, d, loc=0, scale=1) mean(c, d, loc=0, scale=1) var(c, d, loc=0, scale=1) std(c, d, loc=0, scale=1) interval(alpha, c, d, loc=0, scale=1) scipy.stats.cauchy A Cauchy continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

610

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = cauchy(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for cauchy is:
cauchy.pdf(x) = 1 / (pi * (1 + x**2))

Examples
>>> >>> >>> >>> from scipy.stats import cauchy numargs = cauchy.numargs [ ] = [0.9,] * numargs rv = cauchy()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = cauchy.cdf(x, ) >>> h = plt.semilogy(np.abs(x - cauchy.ppf(prb, )) + 1e-20)

Random number generation


>>> R = cauchy.rvs(size=100)

4.22. Statistical functions (scipy.stats)

611

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.chi A chi continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability df : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

612

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = chi(df, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for chi is:
chi.pdf(x,df) = x**(df-1) * exp(-x**2/2) / (2**(df/2-1) * gamma(df/2))

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import chi numargs = chi.numargs [ df ] = [0.9,] * numargs rv = chi(df)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = chi.cdf(x, df) >>> h = plt.semilogy(np.abs(x - chi.ppf(prb, df)) + 1e-20)

Random number generation


>>> R = chi.rvs(df, size=100)

4.22. Statistical functions (scipy.stats)

613

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(df, loc=0, scale=1, size=1) pdf(x, df, loc=0, scale=1) logpdf(x, df, loc=0, scale=1) cdf(x, df, loc=0, scale=1) logcdf(x, df, loc=0, scale=1) sf(x, df, loc=0, scale=1) logsf(x, df, loc=0, scale=1) ppf(q, df, loc=0, scale=1) isf(q, df, loc=0, scale=1) moment(n, df, loc=0, scale=1) stats(df, loc=0, scale=1, moments=mv) entropy(df, loc=0, scale=1) t(data, df, loc=0, scale=1) expect(func, df, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(df, loc=0, scale=1) mean(df, loc=0, scale=1) var(df, loc=0, scale=1) std(df, loc=0, scale=1) interval(alpha, df, loc=0, scale=1) scipy.stats.chi2 A chi-squared continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability df : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

614

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = chi2(df, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for chi2 is:
chi2.pdf(x,df) = 1 / (2*gamma(df/2)) * (x/2)**(df/2-1) * exp(-x/2)

Examples
>>> >>> >>> >>> from scipy.stats import chi2 numargs = chi2.numargs [ df ] = [0.9,] * numargs rv = chi2(df)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = chi2.cdf(x, df) >>> h = plt.semilogy(np.abs(x - chi2.ppf(prb, df)) + 1e-20)

Random number generation


>>> R = chi2.rvs(df, size=100)

4.22. Statistical functions (scipy.stats)

615

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(df, loc=0, scale=1, size=1) pdf(x, df, loc=0, scale=1) logpdf(x, df, loc=0, scale=1) cdf(x, df, loc=0, scale=1) logcdf(x, df, loc=0, scale=1) sf(x, df, loc=0, scale=1) logsf(x, df, loc=0, scale=1) ppf(q, df, loc=0, scale=1) isf(q, df, loc=0, scale=1) moment(n, df, loc=0, scale=1) stats(df, loc=0, scale=1, moments=mv) entropy(df, loc=0, scale=1) t(data, df, loc=0, scale=1) expect(func, df, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(df, loc=0, scale=1) mean(df, loc=0, scale=1) var(df, loc=0, scale=1) std(df, loc=0, scale=1) interval(alpha, df, loc=0, scale=1) scipy.stats.cosine A cosine continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

616

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = cosine(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The cosine distribution is an approximation to the normal distribution. The probability density function for cosine is:
cosine.pdf(x) = 1/(2*pi) * (1+cos(x))

for -pi <= x <= pi. Examples


>>> >>> >>> >>> from scipy.stats import cosine numargs = cosine.numargs [ ] = [0.9,] * numargs rv = cosine()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = cosine.cdf(x, ) >>> h = plt.semilogy(np.abs(x - cosine.ppf(prb, )) + 1e-20)

Random number generation


>>> R = cosine.rvs(size=100)

4.22. Statistical functions (scipy.stats)

617

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.dgamma A double gamma continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

618

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = dgamma(a, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for dgamma is:
dgamma.pdf(x, a) = 1 / (2*gamma(a)) * abs(x)**(a-1) * exp(-abs(x))

for a > 0. Examples


>>> >>> >>> >>> from scipy.stats import dgamma numargs = dgamma.numargs [ a ] = [0.9,] * numargs rv = dgamma(a)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = dgamma.cdf(x, a) >>> h = plt.semilogy(np.abs(x - dgamma.ppf(prb, a)) + 1e-20)

Random number generation


>>> R = dgamma.rvs(a, size=100)

4.22. Statistical functions (scipy.stats)

619

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, loc=0, scale=1, size=1) pdf(x, a, loc=0, scale=1) logpdf(x, a, loc=0, scale=1) cdf(x, a, loc=0, scale=1) logcdf(x, a, loc=0, scale=1) sf(x, a, loc=0, scale=1) logsf(x, a, loc=0, scale=1) ppf(q, a, loc=0, scale=1) isf(q, a, loc=0, scale=1) moment(n, a, loc=0, scale=1) stats(a, loc=0, scale=1, moments=mv) entropy(a, loc=0, scale=1) t(data, a, loc=0, scale=1) expect(func, a, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, loc=0, scale=1) mean(a, loc=0, scale=1) var(a, loc=0, scale=1) std(a, loc=0, scale=1) interval(alpha, a, loc=0, scale=1) scipy.stats.dweibull A double Weibull continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

620

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = dweibull(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for dweibull is:
dweibull.pdf(x, c) = c / 2 * abs(x)**(c-1) * exp(-abs(x)**c)

Examples
>>> >>> >>> >>> from scipy.stats import dweibull numargs = dweibull.numargs [ c ] = [0.9,] * numargs rv = dweibull(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = dweibull.cdf(x, c) >>> h = plt.semilogy(np.abs(x - dweibull.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = dweibull.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

621

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.erlang An Erlang continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability n : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

622

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = erlang(n, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The Erlang distribution is a special case of the Gamma distribution, with the shape parameter an integer. Examples
>>> >>> >>> >>> from scipy.stats import erlang numargs = erlang.numargs [ n ] = [0.9,] * numargs rv = erlang(n)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = erlang.cdf(x, n) >>> h = plt.semilogy(np.abs(x - erlang.ppf(prb, n)) + 1e-20)

Random number generation


>>> R = erlang.rvs(n, size=100)

4.22. Statistical functions (scipy.stats)

623

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(n, loc=0, scale=1, size=1) pdf(x, n, loc=0, scale=1) logpdf(x, n, loc=0, scale=1) cdf(x, n, loc=0, scale=1) logcdf(x, n, loc=0, scale=1) sf(x, n, loc=0, scale=1) logsf(x, n, loc=0, scale=1) ppf(q, n, loc=0, scale=1) isf(q, n, loc=0, scale=1) moment(n, n, loc=0, scale=1) stats(n, loc=0, scale=1, moments=mv) entropy(n, loc=0, scale=1) t(data, n, loc=0, scale=1) expect(func, n, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(n, loc=0, scale=1) mean(n, loc=0, scale=1) var(n, loc=0, scale=1) std(n, loc=0, scale=1) interval(alpha, n, loc=0, scale=1) scipy.stats.expon An exponential continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

624

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = expon(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for expon is:
expon.pdf(x) = exp(-x)

for x >= 0. The scale parameter is equal to scale = 1.0 / lambda. Examples
>>> >>> >>> >>> from scipy.stats import expon numargs = expon.numargs [ ] = [0.9,] * numargs rv = expon()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = expon.cdf(x, ) >>> h = plt.semilogy(np.abs(x - expon.ppf(prb, )) + 1e-20)

Random number generation


>>> R = expon.rvs(size=100)

4.22. Statistical functions (scipy.stats)

625

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.exponweib An exponentiated Weibull continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

626

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = exponweib(a, c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for exponweib is:
exponweib.pdf(x, a, c) = a * c * (1-exp(-x**c))**(a-1) * exp(-x**c)*x**(c-1)

for x > 0, a > 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import exponweib numargs = exponweib.numargs [ a, c ] = [0.9,] * numargs rv = exponweib(a, c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = exponweib.cdf(x, a, c) >>> h = plt.semilogy(np.abs(x - exponweib.ppf(prb, a, c)) + 1e-20)

Random number generation


>>> R = exponweib.rvs(a, c, size=100)

4.22. Statistical functions (scipy.stats)

627

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, c, loc=0, scale=1, size=1) pdf(x, a, c, loc=0, scale=1) logpdf(x, a, c, loc=0, scale=1) cdf(x, a, c, loc=0, scale=1) logcdf(x, a, c, loc=0, scale=1) sf(x, a, c, loc=0, scale=1) logsf(x, a, c, loc=0, scale=1) ppf(q, a, c, loc=0, scale=1) isf(q, a, c, loc=0, scale=1) moment(n, a, c, loc=0, scale=1) stats(a, c, loc=0, scale=1, moments=mv) entropy(a, c, loc=0, scale=1) t(data, a, c, loc=0, scale=1) expect(func, a, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, c, loc=0, scale=1) mean(a, c, loc=0, scale=1) var(a, c, loc=0, scale=1) std(a, c, loc=0, scale=1) interval(alpha, a, c, loc=0, scale=1) scipy.stats.exponpow An exponential power continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

628

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = exponpow(b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for exponpow is:
exponpow.pdf(x, b) = b * x**(b-1) * exp(1+x**b - exp(x**b))

for x >= 0, b > 0. Examples


>>> >>> >>> >>> from scipy.stats import exponpow numargs = exponpow.numargs [ b ] = [0.9,] * numargs rv = exponpow(b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = exponpow.cdf(x, b) >>> h = plt.semilogy(np.abs(x - exponpow.ppf(prb, b)) + 1e-20)

Random number generation


>>> R = exponpow.rvs(b, size=100)

4.22. Statistical functions (scipy.stats)

629

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(b, loc=0, scale=1, size=1) pdf(x, b, loc=0, scale=1) logpdf(x, b, loc=0, scale=1) cdf(x, b, loc=0, scale=1) logcdf(x, b, loc=0, scale=1) sf(x, b, loc=0, scale=1) logsf(x, b, loc=0, scale=1) ppf(q, b, loc=0, scale=1) isf(q, b, loc=0, scale=1) moment(n, b, loc=0, scale=1) stats(b, loc=0, scale=1, moments=mv) entropy(b, loc=0, scale=1) t(data, b, loc=0, scale=1) expect(func, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(b, loc=0, scale=1) mean(b, loc=0, scale=1) var(b, loc=0, scale=1) std(b, loc=0, scale=1) interval(alpha, b, loc=0, scale=1) scipy.stats.f An F continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability dfn, dfd : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

630

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = f(dfn, dfd, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for f is:
df2**(df2/2) * df1**(df1/2) * x**(df1/2-1) F.pdf(x, df1, df2) = -------------------------------------------(df2+df1*x)**((df1+df2)/2) * B(df1/2, df2/2)

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import f numargs = f.numargs [ dfn, dfd ] = [0.9,] * numargs rv = f(dfn, dfd)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = f.cdf(x, dfn, dfd) >>> h = plt.semilogy(np.abs(x - f.ppf(prb, dfn, dfd)) + 1e-20)

Random number generation


>>> R = f.rvs(dfn, dfd, size=100)

4.22. Statistical functions (scipy.stats)

631

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(dfn, dfd, loc=0, scale=1, size=1) pdf(x, dfn, dfd, loc=0, scale=1) logpdf(x, dfn, dfd, loc=0, scale=1) cdf(x, dfn, dfd, loc=0, scale=1) logcdf(x, dfn, dfd, loc=0, scale=1) sf(x, dfn, dfd, loc=0, scale=1) logsf(x, dfn, dfd, loc=0, scale=1) ppf(q, dfn, dfd, loc=0, scale=1) isf(q, dfn, dfd, loc=0, scale=1) moment(n, dfn, dfd, loc=0, scale=1) stats(dfn, dfd, loc=0, scale=1, moments=mv) entropy(dfn, dfd, loc=0, scale=1) t(data, dfn, dfd, loc=0, scale=1) expect(func, dfn, dfd, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(dfn, dfd, loc=0, scale=1) mean(dfn, dfd, loc=0, scale=1) var(dfn, dfd, loc=0, scale=1) std(dfn, dfd, loc=0, scale=1) interval(alpha, dfn, dfd, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.fatiguelife A fatigue-life (Birnbaum-Sanders) continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

632

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = fatiguelife(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for fatiguelife is:
fatiguelife.pdf(x,c) = (x+1) / (2*c*sqrt(2*pi*x**3)) * exp(-(x-1)**2/(2*x*c**2))

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import fatiguelife numargs = fatiguelife.numargs [ c ] = [0.9,] * numargs rv = fatiguelife(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = fatiguelife.cdf(x, c) >>> h = plt.semilogy(np.abs(x - fatiguelife.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = fatiguelife.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

633

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.fisk A Fisk continuous random variable. The Fisk distribution is also known as the log-logistic distribution, and equals the Burr distribution with d=1. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

634

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = sk(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: burr Examples
>>> >>> >>> >>> from scipy.stats import fisk numargs = fisk.numargs [ c ] = [0.9,] * numargs rv = fisk(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = fisk.cdf(x, c) >>> h = plt.semilogy(np.abs(x - fisk.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = fisk.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

635

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.foldcauchy A folded Cauchy continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

636

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = foldcauchy(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for foldcauchy is:
foldcauchy.pdf(x, c) = 1/(pi*(1+(x-c)**2)) + 1/(pi*(1+(x+c)**2))

for x >= 0. Examples


>>> >>> >>> >>> from scipy.stats import foldcauchy numargs = foldcauchy.numargs [ c ] = [0.9,] * numargs rv = foldcauchy(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = foldcauchy.cdf(x, c) >>> h = plt.semilogy(np.abs(x - foldcauchy.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = foldcauchy.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

637

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.foldnorm A folded normal continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

638

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = foldnorm(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for foldnorm is:
foldnormal.pdf(x, c) = sqrt(2/pi) * cosh(c*x) * exp(-(x**2+c**2)/2)

for c >= 0. Examples


>>> >>> >>> >>> from scipy.stats import foldnorm numargs = foldnorm.numargs [ c ] = [0.9,] * numargs rv = foldnorm(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = foldnorm.cdf(x, c) >>> h = plt.semilogy(np.abs(x - foldnorm.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = foldnorm.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

639

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.frechet_r A Frechet right (or Weibull minimum) continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

640

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = frechet_r(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: weibull_min The same distribution as frechet_r. frechet_l, weibull_max Notes The probability density function for frechet_r is:
frechet_r.pdf(x, c) = c * x**(c-1) * exp(-x**c)

for x > 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import frechet_r numargs = frechet_r.numargs [ c ] = [0.9,] * numargs rv = frechet_r(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = frechet_r.cdf(x, c) >>> h = plt.semilogy(np.abs(x - frechet_r.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = frechet_r.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

641

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.frechet_l A Frechet left (or Weibull maximum) continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

642

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = frechet_l(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: weibull_max The same distribution as frechet_l. frechet_r, weibull_min Notes The probability density function for frechet_l is:
frechet_l.pdf(x, c) = c * (-x)**(c-1) * exp(-(-x)**c)

for x < 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import frechet_l numargs = frechet_l.numargs [ c ] = [0.9,] * numargs rv = frechet_l(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = frechet_l.cdf(x, c) >>> h = plt.semilogy(np.abs(x - frechet_l.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = frechet_l.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

643

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.genlogistic A generalized logistic continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

644

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = genlogistic(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for genlogistic is:
genlogistic.pdf(x, c) = c * exp(-x) / (1 + exp(-x))**(c+1)

for x > 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import genlogistic numargs = genlogistic.numargs [ c ] = [0.9,] * numargs rv = genlogistic(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = genlogistic.cdf(x, c) >>> h = plt.semilogy(np.abs(x - genlogistic.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = genlogistic.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

645

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.genpareto A generalized Pareto continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

646

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = genpareto(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for genpareto is:
genpareto.pdf(x, c) = (1 + c * x)**(-1 - 1/c)

for c != 0, and for x >= 0 for all c, and x < 1/abs(c) for c < 0. Examples
>>> >>> >>> >>> from scipy.stats import genpareto numargs = genpareto.numargs [ c ] = [0.9,] * numargs rv = genpareto(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = genpareto.cdf(x, c) >>> h = plt.semilogy(np.abs(x - genpareto.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = genpareto.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

647

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.genexpon A generalized exponential continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b, c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

648

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = genexpon(a, b, c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for genexpon is:
genexpon.pdf(x, a, b, c) = (a + b * (1 - exp(-c*x))) *

exp(

for x >= 0, a,b,c > 0. References An Extension of Marshall and Olkins Bivariate Exponential Distribution, H.K. Ryu, Journal of the American Statistical Association, 1993. The Exponential Distribution: Theory, Methods and Applications, N. Balakrishnan, Asit P. Basu. Examples
>>> >>> >>> >>> from scipy.stats import genexpon numargs = genexpon.numargs [ a, b, c ] = [0.9,] * numargs rv = genexpon(a, b, c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = genexpon.cdf(x, a, b, c) >>> h = plt.semilogy(np.abs(x - genexpon.ppf(prb, a, b, c)) + 1e-20)

Random number generation

4.22. Statistical functions (scipy.stats)

649

SciPy Reference Guide, Release 0.10.0rc1

>>> R = genexpon.rvs(a, b, c, size=100)

Methods rvs(a, b, c, loc=0, scale=1, size=1) pdf(x, a, b, c, loc=0, scale=1) logpdf(x, a, b, c, loc=0, scale=1) cdf(x, a, b, c, loc=0, scale=1) logcdf(x, a, b, c, loc=0, scale=1) sf(x, a, b, c, loc=0, scale=1) logsf(x, a, b, c, loc=0, scale=1) ppf(q, a, b, c, loc=0, scale=1) isf(q, a, b, c, loc=0, scale=1) moment(n, a, b, c, loc=0, scale=1) stats(a, b, c, loc=0, scale=1, moments=mv) entropy(a, b, c, loc=0, scale=1) t(data, a, b, c, loc=0, scale=1) expect(func, a, b, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, c, loc=0, scale=1) mean(a, b, c, loc=0, scale=1) var(a, b, c, loc=0, scale=1) std(a, b, c, loc=0, scale=1) interval(alpha, a, b, c, loc=0, scale=1) scipy.stats.genextreme A generalized extreme value continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

650

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = genextreme(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: gumbel_r Notes For c=0, genextreme is equal to gumbel_r. The probability density function for genextreme is:
genextreme.pdf(x, c) = exp(-exp(-x))*exp(-x), exp(-(1-c*x)**(1/c))*(1-c*x)**(1/c-1), for c==0 for x <= 1/c, c > 0

Examples
>>> >>> >>> >>> from scipy.stats import genextreme numargs = genextreme.numargs [ c ] = [0.9,] * numargs rv = genextreme(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = genextreme.cdf(x, c) >>> h = plt.semilogy(np.abs(x - genextreme.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = genextreme.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

651

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.gausshyper A Gauss hypergeometric continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b, c, z : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

652

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = gausshyper(a, b, c, z, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for gausshyper is:
gausshyper.pdf(x, a, b, c, z) = C * x**(a-1) * (1-x)**(b-1) * (1+z*x)**(-c)

for 0 <= x <= 1, a > 0, b > 0, and C = 1 / (B(a,b) F[2,1](c, a; a+b; -z)) Examples
>>> >>> >>> >>> from scipy.stats import gausshyper numargs = gausshyper.numargs [ a, b, c, z ] = [0.9,] * numargs rv = gausshyper(a, b, c, z)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = gausshyper.cdf(x, a, b, c, z) >>> h = plt.semilogy(np.abs(x - gausshyper.ppf(prb, a, b, c, z)) + 1e-20)

Random number generation


>>> R = gausshyper.rvs(a, b, c, z, size=100)

4.22. Statistical functions (scipy.stats)

653

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, b, c, z, loc=0, scale=1, size=1) pdf(x, a, b, c, z, loc=0, scale=1) logpdf(x, a, b, c, z, loc=0, scale=1) cdf(x, a, b, c, z, loc=0, scale=1) logcdf(x, a, b, c, z, loc=0, scale=1) sf(x, a, b, c, z, loc=0, scale=1) logsf(x, a, b, c, z, loc=0, scale=1) ppf(q, a, b, c, z, loc=0, scale=1) isf(q, a, b, c, z, loc=0, scale=1) moment(n, a, b, c, z, loc=0, scale=1) stats(a, b, c, z, loc=0, scale=1, moments=mv) entropy(a, b, c, z, loc=0, scale=1) t(data, a, b, c, z, loc=0, scale=1) expect(func, a, b, c, z, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, c, z, loc=0, scale=1) mean(a, b, c, z, loc=0, scale=1) var(a, b, c, z, loc=0, scale=1) std(a, b, c, z, loc=0, scale=1) interval(alpha, a, b, c, z, loc=0, scale=1) scipy.stats.gamma A gamma continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

654

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = gamma(a, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: erlang, expon Notes When a is an integer, this is the Erlang distribution, and for a=1 it is the exponential distribution. The probability density function for gamma is:
gamma.pdf(x, a) = x**(a-1) * exp(-x) / gamma(a)

for x >= 0, a > 0. Examples


>>> >>> >>> >>> from scipy.stats import gamma numargs = gamma.numargs [ a ] = [0.9,] * numargs rv = gamma(a)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = gamma.cdf(x, a) >>> h = plt.semilogy(np.abs(x - gamma.ppf(prb, a)) + 1e-20)

Random number generation


>>> R = gamma.rvs(a, size=100)

4.22. Statistical functions (scipy.stats)

655

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, loc=0, scale=1, size=1) pdf(x, a, loc=0, scale=1) logpdf(x, a, loc=0, scale=1) cdf(x, a, loc=0, scale=1) logcdf(x, a, loc=0, scale=1) sf(x, a, loc=0, scale=1) logsf(x, a, loc=0, scale=1) ppf(q, a, loc=0, scale=1) isf(q, a, loc=0, scale=1) moment(n, a, loc=0, scale=1) stats(a, loc=0, scale=1, moments=mv) entropy(a, loc=0, scale=1) t(data, a, loc=0, scale=1) expect(func, a, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, loc=0, scale=1) mean(a, loc=0, scale=1) var(a, loc=0, scale=1) std(a, loc=0, scale=1) interval(alpha, a, loc=0, scale=1) scipy.stats.gengamma A generalized gamma continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

656

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = gengamma(a, c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for gengamma is:
gengamma.pdf(x, a, c) = abs(c) * x**(c*a-1) * exp(-x**c) / gamma(a)

for x > 0, a > 0, and c != 0. Examples


>>> >>> >>> >>> from scipy.stats import gengamma numargs = gengamma.numargs [ a, c ] = [0.9,] * numargs rv = gengamma(a, c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = gengamma.cdf(x, a, c) >>> h = plt.semilogy(np.abs(x - gengamma.ppf(prb, a, c)) + 1e-20)

Random number generation


>>> R = gengamma.rvs(a, c, size=100)

4.22. Statistical functions (scipy.stats)

657

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, c, loc=0, scale=1, size=1) pdf(x, a, c, loc=0, scale=1) logpdf(x, a, c, loc=0, scale=1) cdf(x, a, c, loc=0, scale=1) logcdf(x, a, c, loc=0, scale=1) sf(x, a, c, loc=0, scale=1) logsf(x, a, c, loc=0, scale=1) ppf(q, a, c, loc=0, scale=1) isf(q, a, c, loc=0, scale=1) moment(n, a, c, loc=0, scale=1) stats(a, c, loc=0, scale=1, moments=mv) entropy(a, c, loc=0, scale=1) t(data, a, c, loc=0, scale=1) expect(func, a, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, c, loc=0, scale=1) mean(a, c, loc=0, scale=1) var(a, c, loc=0, scale=1) std(a, c, loc=0, scale=1) interval(alpha, a, c, loc=0, scale=1) scipy.stats.genhalflogistic A generalized half-logistic continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

658

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = genhalogistic(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for genhalogistic is:
genhalflogistic.pdf(x, c) = 2 * (1-c*x)**(1/c-1) / (1+(1-c*x)**(1/c))**2

for 0 <= x <= 1/c, and c > 0. Examples


>>> >>> >>> >>> from scipy.stats import genhalflogistic numargs = genhalflogistic.numargs [ c ] = [0.9,] * numargs rv = genhalflogistic(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = genhalflogistic.cdf(x, c) >>> h = plt.semilogy(np.abs(x - genhalflogistic.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = genhalflogistic.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

659

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.gilbrat A Gilbrat continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

660

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = gilbrat(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for gilbrat is:
gilbrat.pdf(x) = 1/(x*sqrt(2*pi)) * exp(-1/2*(log(x))**2)

Examples
>>> >>> >>> >>> from scipy.stats import gilbrat numargs = gilbrat.numargs [ ] = [0.9,] * numargs rv = gilbrat()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = gilbrat.cdf(x, ) >>> h = plt.semilogy(np.abs(x - gilbrat.ppf(prb, )) + 1e-20)

Random number generation


>>> R = gilbrat.rvs(size=100)

4.22. Statistical functions (scipy.stats)

661

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.gompertz A Gompertz (or truncated Gumbel) continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

662

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = gompertz(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for gompertz is:
gompertz.pdf(x, c) = c * exp(x) * exp(-c*(exp(x)-1))

for x >= 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import gompertz numargs = gompertz.numargs [ c ] = [0.9,] * numargs rv = gompertz(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = gompertz.cdf(x, c) >>> h = plt.semilogy(np.abs(x - gompertz.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = gompertz.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

663

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.gumbel_r A right-skewed Gumbel continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

664

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = gumbel_r(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: gumbel_l, gompertz, genextreme Notes The probability density function for gumbel_r is:
gumbel_r.pdf(x) = exp(-(x + exp(-x)))

The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett distribution. It is also related to the extreme value distribution, log-Weibull and Gompertz distributions. Examples
>>> >>> >>> >>> from scipy.stats import gumbel_r numargs = gumbel_r.numargs [ ] = [0.9,] * numargs rv = gumbel_r()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = gumbel_r.cdf(x, ) >>> h = plt.semilogy(np.abs(x - gumbel_r.ppf(prb, )) + 1e-20)

Random number generation


>>> R = gumbel_r.rvs(size=100)

4.22. Statistical functions (scipy.stats)

665

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.gumbel_l A left-skewed Gumbel continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

666

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

location, and scale parameters returning a frozen continuous RV object: : rv = gumbel_l(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: gumbel_r, gompertz, genextreme Notes The probability density function for gumbel_l is:
gumbel_l.pdf(x) = exp(x - exp(x))

The Gumbel distribution is sometimes referred to as a type I Fisher-Tippett distribution. It is also related to the extreme value distribution, log-Weibull and Gompertz distributions. Examples
>>> >>> >>> >>> from scipy.stats import gumbel_l numargs = gumbel_l.numargs [ ] = [0.9,] * numargs rv = gumbel_l()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = gumbel_l.cdf(x, ) >>> h = plt.semilogy(np.abs(x - gumbel_l.ppf(prb, )) + 1e-20)

Random number generation


>>> R = gumbel_l.rvs(size=100)

4.22. Statistical functions (scipy.stats)

667

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.halfcauchy A Half-Cauchy continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

668

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

location, and scale parameters returning a frozen continuous RV object: : rv = halfcauchy(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for halfcauchy is:
halfcauchy.pdf(x) = 2 / (pi * (1 + x**2))

for x >= 0. Examples


>>> >>> >>> >>> from scipy.stats import halfcauchy numargs = halfcauchy.numargs [ ] = [0.9,] * numargs rv = halfcauchy()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = halfcauchy.cdf(x, ) >>> h = plt.semilogy(np.abs(x - halfcauchy.ppf(prb, )) + 1e-20)

Random number generation


>>> R = halfcauchy.rvs(size=100)

4.22. Statistical functions (scipy.stats)

669

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.halflogistic A half-logistic continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

670

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

location, and scale parameters returning a frozen continuous RV object: : rv = halogistic(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for halogistic is:
halflogistic.pdf(x) = 2 * exp(-x) / (1+exp(-x))**2 = 1/2 * sech(x/2)**2

for x >= 0. Examples


>>> >>> >>> >>> from scipy.stats import halflogistic numargs = halflogistic.numargs [ ] = [0.9,] * numargs rv = halflogistic()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = halflogistic.cdf(x, ) >>> h = plt.semilogy(np.abs(x - halflogistic.ppf(prb, )) + 1e-20)

Random number generation


>>> R = halflogistic.rvs(size=100)

4.22. Statistical functions (scipy.stats)

671

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.halfnorm A half-normal continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

672

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

location, and scale parameters returning a frozen continuous RV object: : rv = halfnorm(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for halfnorm is:
halfnorm.pdf(x) = sqrt(2/pi) * exp(-x**2/2)

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import halfnorm numargs = halfnorm.numargs [ ] = [0.9,] * numargs rv = halfnorm()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = halfnorm.cdf(x, ) >>> h = plt.semilogy(np.abs(x - halfnorm.ppf(prb, )) + 1e-20)

Random number generation


>>> R = halfnorm.rvs(size=100)

4.22. Statistical functions (scipy.stats)

673

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.hypsecant A hyperbolic secant continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

674

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

location, and scale parameters returning a frozen continuous RV object: : rv = hypsecant(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for hypsecant is:
hypsecant.pdf(x) = 1/pi * sech(x)

Examples
>>> >>> >>> >>> from scipy.stats import hypsecant numargs = hypsecant.numargs [ ] = [0.9,] * numargs rv = hypsecant()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = hypsecant.cdf(x, ) >>> h = plt.semilogy(np.abs(x - hypsecant.ppf(prb, )) + 1e-20)

Random number generation


>>> R = hypsecant.rvs(size=100)

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution 675

4.22. Statistical functions (scipy.stats)

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.invgamma An inverted gamma continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = invgamma(a, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for invgamma is:
invgamma.pdf(x, a) = x**(-a-1) / gamma(a) * exp(-1/x)

for x > 0, a > 0. Examples


>>> >>> >>> >>> from scipy.stats import invgamma numargs = invgamma.numargs [ a ] = [0.9,] * numargs rv = invgamma(a)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

676

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Check accuracy of cdf and ppf


>>> prb = invgamma.cdf(x, a) >>> h = plt.semilogy(np.abs(x - invgamma.ppf(prb, a)) + 1e-20)

Random number generation


>>> R = invgamma.rvs(a, size=100)

Methods rvs(a, loc=0, scale=1, size=1) pdf(x, a, loc=0, scale=1) logpdf(x, a, loc=0, scale=1) cdf(x, a, loc=0, scale=1) logcdf(x, a, loc=0, scale=1) sf(x, a, loc=0, scale=1) logsf(x, a, loc=0, scale=1) ppf(q, a, loc=0, scale=1) isf(q, a, loc=0, scale=1) moment(n, a, loc=0, scale=1) stats(a, loc=0, scale=1, moments=mv) entropy(a, loc=0, scale=1) t(data, a, loc=0, scale=1) expect(func, a, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, loc=0, scale=1) mean(a, loc=0, scale=1) var(a, loc=0, scale=1) std(a, loc=0, scale=1) interval(alpha, a, loc=0, scale=1) scipy.stats.invgauss An inverse Gaussian continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability mu : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional 4.22. Statistical functions (scipy.stats) 677 Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

SciPy Reference Guide, Release 0.10.0rc1

scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = invgauss(mu, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for invgauss is:
invgauss.pdf(x, mu) = 1 / sqrt(2*pi*x**3) * exp(-(x-mu)**2/(2*x*mu**2))

for x > 0. When mu is too small, evaluating the cumulative density function will be inaccurate due to cdf(mu -> 0) = inf * 0. NaNs are returned for mu <= 0.0028. Examples
>>> >>> >>> >>> from scipy.stats import invgauss numargs = invgauss.numargs [ mu ] = [0.9,] * numargs rv = invgauss(mu)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = invgauss.cdf(x, mu) >>> h = plt.semilogy(np.abs(x - invgauss.ppf(prb, mu)) + 1e-20)

Random number generation


>>> R = invgauss.rvs(mu, size=100)

678

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(mu, loc=0, scale=1, size=1) pdf(x, mu, loc=0, scale=1) logpdf(x, mu, loc=0, scale=1) cdf(x, mu, loc=0, scale=1) logcdf(x, mu, loc=0, scale=1) sf(x, mu, loc=0, scale=1) logsf(x, mu, loc=0, scale=1) ppf(q, mu, loc=0, scale=1) isf(q, mu, loc=0, scale=1) moment(n, mu, loc=0, scale=1) stats(mu, loc=0, scale=1, moments=mv) entropy(mu, loc=0, scale=1) t(data, mu, loc=0, scale=1) expect(func, mu, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(mu, loc=0, scale=1) mean(mu, loc=0, scale=1) var(mu, loc=0, scale=1) std(mu, loc=0, scale=1) interval(alpha, mu, loc=0, scale=1) scipy.stats.invweibull An inverted Weibull continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

679

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = invweibull(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for invweibull is:
invweibull.pdf(x, c) = c * x**(-c-1) * exp(-x**(-c))

for x > 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import invweibull numargs = invweibull.numargs [ c ] = [0.9,] * numargs rv = invweibull(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = invweibull.cdf(x, c) >>> h = plt.semilogy(np.abs(x - invweibull.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = invweibull.rvs(c, size=100)

680

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.johnsonsb A Johnson SB continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

681

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = johnsonb(a, b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: johnsonsu Notes The probability density function for johnsonsb is:
johnsonsb.pdf(x, a, b) = b / (x*(1-x)) * phi(a + b * log(x/(1-x)))

for 0 < x < 1 and a,b > 0, and phi is the normal pdf. Examples
>>> >>> >>> >>> from scipy.stats import johnsonb numargs = johnsonb.numargs [ a, b ] = [0.9,] * numargs rv = johnsonb(a, b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = johnsonb.cdf(x, a, b) >>> h = plt.semilogy(np.abs(x - johnsonb.ppf(prb, a, b)) + 1e-20)

Random number generation


>>> R = johnsonb.rvs(a, b, size=100)

682

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, b, loc=0, scale=1, size=1) pdf(x, a, b, loc=0, scale=1) logpdf(x, a, b, loc=0, scale=1) cdf(x, a, b, loc=0, scale=1) logcdf(x, a, b, loc=0, scale=1) sf(x, a, b, loc=0, scale=1) logsf(x, a, b, loc=0, scale=1) ppf(q, a, b, loc=0, scale=1) isf(q, a, b, loc=0, scale=1) moment(n, a, b, loc=0, scale=1) stats(a, b, loc=0, scale=1, moments=mv) entropy(a, b, loc=0, scale=1) t(data, a, b, loc=0, scale=1) expect(func, a, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, loc=0, scale=1) mean(a, b, loc=0, scale=1) var(a, b, loc=0, scale=1) std(a, b, loc=0, scale=1) interval(alpha, a, b, loc=0, scale=1) scipy.stats.johnsonsu A Johnson SU continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

683

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = johnsonsu(a, b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: johnsonsb Notes The probability density function for johnsonsu is:
johnsonsu.pdf(x, a, b) = b / sqrt(x**2 + 1) * phi(a + b * log(x + sqrt(x**2 + 1)))

for all x, a, b > 0, and phi is the normal pdf. Examples


>>> >>> >>> >>> from scipy.stats import johnsonsu numargs = johnsonsu.numargs [ a, b ] = [0.9,] * numargs rv = johnsonsu(a, b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = johnsonsu.cdf(x, a, b) >>> h = plt.semilogy(np.abs(x - johnsonsu.ppf(prb, a, b)) + 1e-20)

Random number generation


>>> R = johnsonsu.rvs(a, b, size=100)

684

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, b, loc=0, scale=1, size=1) pdf(x, a, b, loc=0, scale=1) logpdf(x, a, b, loc=0, scale=1) cdf(x, a, b, loc=0, scale=1) logcdf(x, a, b, loc=0, scale=1) sf(x, a, b, loc=0, scale=1) logsf(x, a, b, loc=0, scale=1) ppf(q, a, b, loc=0, scale=1) isf(q, a, b, loc=0, scale=1) moment(n, a, b, loc=0, scale=1) stats(a, b, loc=0, scale=1, moments=mv) entropy(a, b, loc=0, scale=1) t(data, a, b, loc=0, scale=1) expect(func, a, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, loc=0, scale=1) mean(a, b, loc=0, scale=1) var(a, b, loc=0, scale=1) std(a, b, loc=0, scale=1) interval(alpha, a, b, loc=0, scale=1) scipy.stats.ksone General Kolmogorov-Smirnov one-sided test. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability n : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

685

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = ksone(n, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Examples : : >>> from scipy.stats import ksone : >>> numargs = ksone.numargs : >>> [ n ] = [0.9,] * numargs : >>> rv = ksone(n) : Display frozen pdf : >>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) : >>> h = plt.plot(x, rv.pdf(x)) : Check accuracy of cdf and ppf : >>> prb = ksone.cdf(x, n) : >>> h = plt.semilogy(np.abs(x - ksone.ppf(prb, n)) + 1e-20) : Random number generation : >>> R = ksone.rvs(n, size=100) :

686

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(n, loc=0, scale=1, size=1) pdf(x, n, loc=0, scale=1) logpdf(x, n, loc=0, scale=1) cdf(x, n, loc=0, scale=1) logcdf(x, n, loc=0, scale=1) sf(x, n, loc=0, scale=1) logsf(x, n, loc=0, scale=1) ppf(q, n, loc=0, scale=1) isf(q, n, loc=0, scale=1) moment(n, n, loc=0, scale=1) stats(n, loc=0, scale=1, moments=mv) entropy(n, loc=0, scale=1) t(data, n, loc=0, scale=1) expect(func, n, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(n, loc=0, scale=1) mean(n, loc=0, scale=1) var(n, loc=0, scale=1) std(n, loc=0, scale=1) interval(alpha, n, loc=0, scale=1) scipy.stats.kstwobign Kolmogorov-Smirnov two-sided test for large N. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

687

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = kstwobign(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Examples : : >>> from scipy.stats import kstwobign : >>> numargs = kstwobign.numargs : >>> [ ] = [0.9,] * numargs : >>> rv = kstwobign() : Display frozen pdf : >>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) : >>> h = plt.plot(x, rv.pdf(x)) : Check accuracy of cdf and ppf : >>> prb = kstwobign.cdf(x, ) : >>> h = plt.semilogy(np.abs(x - kstwobign.ppf(prb, )) + 1e-20) : Random number generation : >>> R = kstwobign.rvs(size=100) : Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

688

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.laplace A Laplace continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = laplace(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for laplace is:
laplace.pdf(x) = 1/2 * exp(-abs(x))

Examples
>>> >>> >>> >>> from scipy.stats import laplace numargs = laplace.numargs [ ] = [0.9,] * numargs rv = laplace()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = laplace.cdf(x, ) >>> h = plt.semilogy(np.abs(x - laplace.ppf(prb, )) + 1e-20)

4.22. Statistical functions (scipy.stats)

689

SciPy Reference Guide, Release 0.10.0rc1

Random number generation


>>> R = laplace.rvs(size=100)

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.logistic A logistic continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

690

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = logistic(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for logistic is:
logistic.pdf(x) = exp(-x) / (1+exp(-x))**2

Examples
>>> >>> >>> >>> from scipy.stats import logistic numargs = logistic.numargs [ ] = [0.9,] * numargs rv = logistic()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = logistic.cdf(x, ) >>> h = plt.semilogy(np.abs(x - logistic.ppf(prb, )) + 1e-20)

Random number generation


>>> R = logistic.rvs(size=100)

4.22. Statistical functions (scipy.stats)

691

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.loggamma A log gamma continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

692

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = loggamma(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for loggamma is:
loggamma.pdf(x, c) = exp(c*x-exp(x)) / gamma(c)

for all x, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import loggamma numargs = loggamma.numargs [ c ] = [0.9,] * numargs rv = loggamma(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = loggamma.cdf(x, c) >>> h = plt.semilogy(np.abs(x - loggamma.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = loggamma.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

693

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.loglaplace A log-Laplace continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

694

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = loglaplace(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for loglaplace is: loglaplace.pdf(x, c) = c / 2 * x**(c-1), for 0 < x < 1 = c / 2 * x**(-c-1), for x >= 1 for c > 0. Examples
>>> >>> >>> >>> from scipy.stats import loglaplace numargs = loglaplace.numargs [ c ] = [0.9,] * numargs rv = loglaplace(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = loglaplace.cdf(x, c) >>> h = plt.semilogy(np.abs(x - loglaplace.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = loglaplace.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

695

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.lognorm A lognormal continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability s : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

696

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = lognorm(s, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for lognorm is:
lognorm.pdf(x, s) = 1 / (s*x*sqrt(2*pi)) * exp(-1/2*(log(x)/s)**2)

for x > 0, s > 0. If log x is normally distributed with mean mu and variance sigma**2, then x is log-normally distributed with shape paramter sigma and scale parameter exp(mu). Examples
>>> >>> >>> >>> from scipy.stats import lognorm numargs = lognorm.numargs [ s ] = [0.9,] * numargs rv = lognorm(s)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = lognorm.cdf(x, s) >>> h = plt.semilogy(np.abs(x - lognorm.ppf(prb, s)) + 1e-20)

Random number generation


>>> R = lognorm.rvs(s, size=100)

4.22. Statistical functions (scipy.stats)

697

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(s, loc=0, scale=1, size=1) pdf(x, s, loc=0, scale=1) logpdf(x, s, loc=0, scale=1) cdf(x, s, loc=0, scale=1) logcdf(x, s, loc=0, scale=1) sf(x, s, loc=0, scale=1) logsf(x, s, loc=0, scale=1) ppf(q, s, loc=0, scale=1) isf(q, s, loc=0, scale=1) moment(n, s, loc=0, scale=1) stats(s, loc=0, scale=1, moments=mv) entropy(s, loc=0, scale=1) t(data, s, loc=0, scale=1) expect(func, s, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(s, loc=0, scale=1) mean(s, loc=0, scale=1) var(s, loc=0, scale=1) std(s, loc=0, scale=1) interval(alpha, s, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.lomax A Lomax (Pareto of the second kind) continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

698

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = lomax(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The Lomax distribution is a special case of the Pareto distribution, with (loc=-1.0). The probability density function for lomax is:
lomax.pdf(x, c) = c / (1+x)**(c+1)

for x >= 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import lomax numargs = lomax.numargs [ c ] = [0.9,] * numargs rv = lomax(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = lomax.cdf(x, c) >>> h = plt.semilogy(np.abs(x - lomax.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = lomax.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

699

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.maxwell A Maxwell continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

700

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = maxwell(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes A special case of a chi distribution, with df = 3, loc = 0.0, and given scale = 1.0 / sqrt(a), where a is the parameter used in the Mathworld description [R83]. The probability density function for maxwell is:
maxwell.pdf(x, a) = sqrt(2/pi)x**2 * exp(-x**2/2)

for x > 0. References [R83] Examples


>>> >>> >>> >>> from scipy.stats import maxwell numargs = maxwell.numargs [ ] = [0.9,] * numargs rv = maxwell()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = maxwell.cdf(x, ) >>> h = plt.semilogy(np.abs(x - maxwell.ppf(prb, )) + 1e-20)

Random number generation


>>> R = maxwell.rvs(size=100)

4.22. Statistical functions (scipy.stats)

701

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.mielke A Mielkes Beta-Kappa continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability k, s : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

702

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = mielke(k, s, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for mielke is:
mielke.pdf(x, k, s) = k * x**(k-1) / (1+x**s)**(1+k/s)

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import mielke numargs = mielke.numargs [ k, s ] = [0.9,] * numargs rv = mielke(k, s)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = mielke.cdf(x, k, s) >>> h = plt.semilogy(np.abs(x - mielke.ppf(prb, k, s)) + 1e-20)

Random number generation


>>> R = mielke.rvs(k, s, size=100)

4.22. Statistical functions (scipy.stats)

703

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(k, s, loc=0, scale=1, size=1) pdf(x, k, s, loc=0, scale=1) logpdf(x, k, s, loc=0, scale=1) cdf(x, k, s, loc=0, scale=1) logcdf(x, k, s, loc=0, scale=1) sf(x, k, s, loc=0, scale=1) logsf(x, k, s, loc=0, scale=1) ppf(q, k, s, loc=0, scale=1) isf(q, k, s, loc=0, scale=1) moment(n, k, s, loc=0, scale=1) stats(k, s, loc=0, scale=1, moments=mv) entropy(k, s, loc=0, scale=1) t(data, k, s, loc=0, scale=1) expect(func, k, s, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(k, s, loc=0, scale=1) mean(k, s, loc=0, scale=1) var(k, s, loc=0, scale=1) std(k, s, loc=0, scale=1) interval(alpha, k, s, loc=0, scale=1) scipy.stats.nakagami A Nakagami continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability nu : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

704

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = nakagami(nu, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for nakagami is:
nakagami.pdf(x, nu) = 2 * nu**nu / gamma(nu) * x**(2*nu-1) * exp(-nu*x**2)

for x > 0, nu > 0. Examples


>>> >>> >>> >>> from scipy.stats import nakagami numargs = nakagami.numargs [ nu ] = [0.9,] * numargs rv = nakagami(nu)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = nakagami.cdf(x, nu) >>> h = plt.semilogy(np.abs(x - nakagami.ppf(prb, nu)) + 1e-20)

Random number generation


>>> R = nakagami.rvs(nu, size=100)

4.22. Statistical functions (scipy.stats)

705

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(nu, loc=0, scale=1, size=1) pdf(x, nu, loc=0, scale=1) logpdf(x, nu, loc=0, scale=1) cdf(x, nu, loc=0, scale=1) logcdf(x, nu, loc=0, scale=1) sf(x, nu, loc=0, scale=1) logsf(x, nu, loc=0, scale=1) ppf(q, nu, loc=0, scale=1) isf(q, nu, loc=0, scale=1) moment(n, nu, loc=0, scale=1) stats(nu, loc=0, scale=1, moments=mv) entropy(nu, loc=0, scale=1) t(data, nu, loc=0, scale=1) expect(func, nu, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(nu, loc=0, scale=1) mean(nu, loc=0, scale=1) var(nu, loc=0, scale=1) std(nu, loc=0, scale=1) interval(alpha, nu, loc=0, scale=1) scipy.stats.ncx2 A non-central chi-squared continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability df, nc : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

706

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = ncx2(df, nc, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for ncx2 is:
ncx2.pdf(x, df, nc) = exp(-(nc+df)/2) * 1/2 * (x/nc)**((df-2)/4) * I[(df-2)/2](sqrt(nc*x))

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import ncx2 numargs = ncx2.numargs [ df, nc ] = [0.9,] * numargs rv = ncx2(df, nc)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = ncx2.cdf(x, df, nc) >>> h = plt.semilogy(np.abs(x - ncx2.ppf(prb, df, nc)) + 1e-20)

Random number generation


>>> R = ncx2.rvs(df, nc, size=100)

4.22. Statistical functions (scipy.stats)

707

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(df, nc, loc=0, scale=1, size=1) pdf(x, df, nc, loc=0, scale=1) logpdf(x, df, nc, loc=0, scale=1) cdf(x, df, nc, loc=0, scale=1) logcdf(x, df, nc, loc=0, scale=1) sf(x, df, nc, loc=0, scale=1) logsf(x, df, nc, loc=0, scale=1) ppf(q, df, nc, loc=0, scale=1) isf(q, df, nc, loc=0, scale=1) moment(n, df, nc, loc=0, scale=1) stats(df, nc, loc=0, scale=1, moments=mv) entropy(df, nc, loc=0, scale=1) t(data, df, nc, loc=0, scale=1) expect(func, df, nc, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(df, nc, loc=0, scale=1) mean(df, nc, loc=0, scale=1) var(df, nc, loc=0, scale=1) std(df, nc, loc=0, scale=1) interval(alpha, df, nc, loc=0, scale=1) scipy.stats.ncf A non-central F distribution continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability dfn, dfd, nc : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

708

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = ncf(dfn, dfd, nc, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for ncf is: ncf.pdf(x, df1, df2, nc) = exp(nc/2 + nc*df1*x/(2*(df1*x+df2))) df1**(df1/2) * df2**(df2/2) * x**(df1/2-1) (df2+df1*x)**(-(df1+df2)/2) gamma(df1/2)*gamma(1+df2/2) L^{v1/2-1}^{v2/2}(-nc*v1*x/(2*(v1*x+v2))) / (B(v1/2, v2/2) * gamma((v1+v2)/2)) for df1, df2, nc > 0. Examples
>>> >>> >>> >>> from scipy.stats import ncf numargs = ncf.numargs [ dfn, dfd, nc ] = [0.9,] * numargs rv = ncf(dfn, dfd, nc)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = ncf.cdf(x, dfn, dfd, nc) >>> h = plt.semilogy(np.abs(x - ncf.ppf(prb, dfn, dfd, nc)) + 1e-20)

Random number generation


>>> R = ncf.rvs(dfn, dfd, nc, size=100)

4.22. Statistical functions (scipy.stats)

709

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(dfn, dfd, nc, loc=0, scale=1, size=1) pdf(x, dfn, dfd, nc, loc=0, scale=1) logpdf(x, dfn, dfd, nc, loc=0, scale=1) cdf(x, dfn, dfd, nc, loc=0, scale=1) logcdf(x, dfn, dfd, nc, loc=0, scale=1) sf(x, dfn, dfd, nc, loc=0, scale=1) logsf(x, dfn, dfd, nc, loc=0, scale=1) ppf(q, dfn, dfd, nc, loc=0, scale=1) isf(q, dfn, dfd, nc, loc=0, scale=1) moment(n, dfn, dfd, nc, loc=0, scale=1) stats(dfn, dfd, nc, loc=0, scale=1, moments=mv) entropy(dfn, dfd, nc, loc=0, scale=1) t(data, dfn, dfd, nc, loc=0, scale=1) expect(func, dfn, dfd, nc, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(dfn, dfd, nc, loc=0, scale=1) mean(dfn, dfd, nc, loc=0, scale=1) var(dfn, dfd, nc, loc=0, scale=1) std(dfn, dfd, nc, loc=0, scale=1) interval(alpha, dfn, dfd, nc, loc=0, scale=1) scipy.stats.nct A non-central Students T continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability df, nc : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

710

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = nct(df, nc, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for nct is:
df**(df/2) * gamma(df+1) nct.pdf(x, df, nc) = ---------------------------------------------------2**df*exp(nc**2/2) * (df+x**2)**(df/2) * gamma(df/2)

for df > 0, nc > 0. Examples


>>> >>> >>> >>> from scipy.stats import nct numargs = nct.numargs [ df, nc ] = [0.9,] * numargs rv = nct(df, nc)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = nct.cdf(x, df, nc) >>> h = plt.semilogy(np.abs(x - nct.ppf(prb, df, nc)) + 1e-20)

Random number generation


>>> R = nct.rvs(df, nc, size=100)

4.22. Statistical functions (scipy.stats)

711

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(df, nc, loc=0, scale=1, size=1) pdf(x, df, nc, loc=0, scale=1) logpdf(x, df, nc, loc=0, scale=1) cdf(x, df, nc, loc=0, scale=1) logcdf(x, df, nc, loc=0, scale=1) sf(x, df, nc, loc=0, scale=1) logsf(x, df, nc, loc=0, scale=1) ppf(q, df, nc, loc=0, scale=1) isf(q, df, nc, loc=0, scale=1) moment(n, df, nc, loc=0, scale=1) stats(df, nc, loc=0, scale=1, moments=mv) entropy(df, nc, loc=0, scale=1) t(data, df, nc, loc=0, scale=1) expect(func, df, nc, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(df, nc, loc=0, scale=1) mean(df, nc, loc=0, scale=1) var(df, nc, loc=0, scale=1) std(df, nc, loc=0, scale=1) interval(alpha, df, nc, loc=0, scale=1) scipy.stats.pareto A Pareto continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

712

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = pareto(b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for pareto is:
pareto.pdf(x, b) = b / x**(b+1)

for x >= 1, b > 0. Examples


>>> >>> >>> >>> from scipy.stats import pareto numargs = pareto.numargs [ b ] = [0.9,] * numargs rv = pareto(b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = pareto.cdf(x, b) >>> h = plt.semilogy(np.abs(x - pareto.ppf(prb, b)) + 1e-20)

Random number generation


>>> R = pareto.rvs(b, size=100)

4.22. Statistical functions (scipy.stats)

713

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(b, loc=0, scale=1, size=1) pdf(x, b, loc=0, scale=1) logpdf(x, b, loc=0, scale=1) cdf(x, b, loc=0, scale=1) logcdf(x, b, loc=0, scale=1) sf(x, b, loc=0, scale=1) logsf(x, b, loc=0, scale=1) ppf(q, b, loc=0, scale=1) isf(q, b, loc=0, scale=1) moment(n, b, loc=0, scale=1) stats(b, loc=0, scale=1, moments=mv) entropy(b, loc=0, scale=1) t(data, b, loc=0, scale=1) expect(func, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(b, loc=0, scale=1) mean(b, loc=0, scale=1) var(b, loc=0, scale=1) std(b, loc=0, scale=1) interval(alpha, b, loc=0, scale=1) scipy.stats.powerlaw A power-function continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

714

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = powerlaw(a, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for powerlaw is:
powerlaw.pdf(x, a) = a * x**(a-1)

for 0 <= x <= 1, a > 0. Examples


>>> >>> >>> >>> from scipy.stats import powerlaw numargs = powerlaw.numargs [ a ] = [0.9,] * numargs rv = powerlaw(a)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = powerlaw.cdf(x, a) >>> h = plt.semilogy(np.abs(x - powerlaw.ppf(prb, a)) + 1e-20)

Random number generation


>>> R = powerlaw.rvs(a, size=100)

4.22. Statistical functions (scipy.stats)

715

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, loc=0, scale=1, size=1) pdf(x, a, loc=0, scale=1) logpdf(x, a, loc=0, scale=1) cdf(x, a, loc=0, scale=1) logcdf(x, a, loc=0, scale=1) sf(x, a, loc=0, scale=1) logsf(x, a, loc=0, scale=1) ppf(q, a, loc=0, scale=1) isf(q, a, loc=0, scale=1) moment(n, a, loc=0, scale=1) stats(a, loc=0, scale=1, moments=mv) entropy(a, loc=0, scale=1) t(data, a, loc=0, scale=1) expect(func, a, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, loc=0, scale=1) mean(a, loc=0, scale=1) var(a, loc=0, scale=1) std(a, loc=0, scale=1) interval(alpha, a, loc=0, scale=1) scipy.stats.powerlognorm A power log-normal continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c, s : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

716

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = powerlognorm(c, s, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for powerlognorm is:
powerlognorm.pdf(x, c, s) = c / (x*s) * phi(log(x)/s) * (Phi(-log(x)/s))**(c-1),

where phi is the normal pdf, and Phi is the normal cdf, and x > 0, s, c > 0. Examples
>>> >>> >>> >>> from scipy.stats import powerlognorm numargs = powerlognorm.numargs [ c, s ] = [0.9,] * numargs rv = powerlognorm(c, s)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = powerlognorm.cdf(x, c, s) >>> h = plt.semilogy(np.abs(x - powerlognorm.ppf(prb, c, s)) + 1e-20)

Random number generation


>>> R = powerlognorm.rvs(c, s, size=100)

4.22. Statistical functions (scipy.stats)

717

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, s, loc=0, scale=1, size=1) pdf(x, c, s, loc=0, scale=1) logpdf(x, c, s, loc=0, scale=1) cdf(x, c, s, loc=0, scale=1) logcdf(x, c, s, loc=0, scale=1) sf(x, c, s, loc=0, scale=1) logsf(x, c, s, loc=0, scale=1) ppf(q, c, s, loc=0, scale=1) isf(q, c, s, loc=0, scale=1) moment(n, c, s, loc=0, scale=1) stats(c, s, loc=0, scale=1, moments=mv) entropy(c, s, loc=0, scale=1) t(data, c, s, loc=0, scale=1) expect(func, c, s, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, s, loc=0, scale=1) mean(c, s, loc=0, scale=1) var(c, s, loc=0, scale=1) std(c, s, loc=0, scale=1) interval(alpha, c, s, loc=0, scale=1) scipy.stats.powernorm A power normal continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

718

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = powernorm(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for powernorm is:
powernorm.pdf(x, c) = c * phi(x) * (Phi(-x))**(c-1)

where phi is the normal pdf, and Phi is the normal cdf, and x > 0, c > 0. Examples
>>> >>> >>> >>> from scipy.stats import powernorm numargs = powernorm.numargs [ c ] = [0.9,] * numargs rv = powernorm(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = powernorm.cdf(x, c) >>> h = plt.semilogy(np.abs(x - powernorm.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = powernorm.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

719

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.rdist An R-distributed continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

720

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = rdist(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for rdist is:
rdist.pdf(x, c) = (1-x**2)**(c/2-1) / B(1/2, c/2)

for -1 <= x <= 1, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import rdist numargs = rdist.numargs [ c ] = [0.9,] * numargs rv = rdist(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = rdist.cdf(x, c) >>> h = plt.semilogy(np.abs(x - rdist.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = rdist.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

721

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.reciprocal A reciprocal continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

722

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = reciprocal(a, b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for reciprocal is:
reciprocal.pdf(x, a, b) = 1 / (x*log(b/a))

for a <= x <= b, a, b > 0. Examples


>>> >>> >>> >>> from scipy.stats import reciprocal numargs = reciprocal.numargs [ a, b ] = [0.9,] * numargs rv = reciprocal(a, b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = reciprocal.cdf(x, a, b) >>> h = plt.semilogy(np.abs(x - reciprocal.ppf(prb, a, b)) + 1e-20)

Random number generation


>>> R = reciprocal.rvs(a, b, size=100)

4.22. Statistical functions (scipy.stats)

723

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, b, loc=0, scale=1, size=1) pdf(x, a, b, loc=0, scale=1) logpdf(x, a, b, loc=0, scale=1) cdf(x, a, b, loc=0, scale=1) logcdf(x, a, b, loc=0, scale=1) sf(x, a, b, loc=0, scale=1) logsf(x, a, b, loc=0, scale=1) ppf(q, a, b, loc=0, scale=1) isf(q, a, b, loc=0, scale=1) moment(n, a, b, loc=0, scale=1) stats(a, b, loc=0, scale=1, moments=mv) entropy(a, b, loc=0, scale=1) t(data, a, b, loc=0, scale=1) expect(func, a, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, loc=0, scale=1) mean(a, b, loc=0, scale=1) var(a, b, loc=0, scale=1) std(a, b, loc=0, scale=1) interval(alpha, a, b, loc=0, scale=1) scipy.stats.rayleigh A Rayleigh continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

724

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = rayleigh(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for rayleigh is:
rayleigh.pdf(r) = r * exp(-r**2/2)

for x >= 0. Examples


>>> >>> >>> >>> from scipy.stats import rayleigh numargs = rayleigh.numargs [ ] = [0.9,] * numargs rv = rayleigh()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = rayleigh.cdf(x, ) >>> h = plt.semilogy(np.abs(x - rayleigh.ppf(prb, )) + 1e-20)

Random number generation


>>> R = rayleigh.rvs(size=100)

4.22. Statistical functions (scipy.stats)

725

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.rice A Rice continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

726

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = rice(b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for rice is:
rice.pdf(x, b) = x * exp(-(x**2+b**2)/2) * I[0](x*b)

for x > 0, b > 0. Examples


>>> >>> >>> >>> from scipy.stats import rice numargs = rice.numargs [ b ] = [0.9,] * numargs rv = rice(b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = rice.cdf(x, b) >>> h = plt.semilogy(np.abs(x - rice.ppf(prb, b)) + 1e-20)

Random number generation


>>> R = rice.rvs(b, size=100)

4.22. Statistical functions (scipy.stats)

727

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(b, loc=0, scale=1, size=1) pdf(x, b, loc=0, scale=1) logpdf(x, b, loc=0, scale=1) cdf(x, b, loc=0, scale=1) logcdf(x, b, loc=0, scale=1) sf(x, b, loc=0, scale=1) logsf(x, b, loc=0, scale=1) ppf(q, b, loc=0, scale=1) isf(q, b, loc=0, scale=1) moment(n, b, loc=0, scale=1) stats(b, loc=0, scale=1, moments=mv) entropy(b, loc=0, scale=1) t(data, b, loc=0, scale=1) expect(func, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(b, loc=0, scale=1) mean(b, loc=0, scale=1) var(b, loc=0, scale=1) std(b, loc=0, scale=1) interval(alpha, b, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.recipinvgauss A reciprocal inverse Gaussian continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability mu : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

728

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = recipinvgauss(mu, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for recipinvgauss is:
recipinvgauss.pdf(x, mu) = 1/sqrt(2*pi*x) * exp(-(1-mu*x)**2/(2*x*mu**2))

for x >= 0. Examples


>>> >>> >>> >>> from scipy.stats import recipinvgauss numargs = recipinvgauss.numargs [ mu ] = [0.9,] * numargs rv = recipinvgauss(mu)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = recipinvgauss.cdf(x, mu) >>> h = plt.semilogy(np.abs(x - recipinvgauss.ppf(prb, mu)) + 1e-20)

Random number generation


>>> R = recipinvgauss.rvs(mu, size=100)

4.22. Statistical functions (scipy.stats)

729

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(mu, loc=0, scale=1, size=1) pdf(x, mu, loc=0, scale=1) logpdf(x, mu, loc=0, scale=1) cdf(x, mu, loc=0, scale=1) logcdf(x, mu, loc=0, scale=1) sf(x, mu, loc=0, scale=1) logsf(x, mu, loc=0, scale=1) ppf(q, mu, loc=0, scale=1) isf(q, mu, loc=0, scale=1) moment(n, mu, loc=0, scale=1) stats(mu, loc=0, scale=1, moments=mv) entropy(mu, loc=0, scale=1) t(data, mu, loc=0, scale=1) expect(func, mu, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(mu, loc=0, scale=1) mean(mu, loc=0, scale=1) var(mu, loc=0, scale=1) std(mu, loc=0, scale=1) interval(alpha, mu, loc=0, scale=1) scipy.stats.semicircular A semicircular continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

730

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = semicircular(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for semicircular is:
semicircular.pdf(x) = 2/pi * sqrt(1-x**2)

for -1 <= x <= 1. Examples


>>> >>> >>> >>> from scipy.stats import semicircular numargs = semicircular.numargs [ ] = [0.9,] * numargs rv = semicircular()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = semicircular.cdf(x, ) >>> h = plt.semilogy(np.abs(x - semicircular.ppf(prb, )) + 1e-20)

Random number generation


>>> R = semicircular.rvs(size=100)

4.22. Statistical functions (scipy.stats)

731

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.t A Students T continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability df : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

732

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = t(df, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for t is:
gamma((df+1)/2) t.pdf(x, df) = --------------------------------------------------sqrt(pi*df) * gamma(df/2) * (1+x**2/df)**((df+1)/2)

for df > 0. Examples


>>> >>> >>> >>> from scipy.stats import t numargs = t.numargs [ df ] = [0.9,] * numargs rv = t(df)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = t.cdf(x, df) >>> h = plt.semilogy(np.abs(x - t.ppf(prb, df)) + 1e-20)

Random number generation


>>> R = t.rvs(df, size=100)

4.22. Statistical functions (scipy.stats)

733

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(df, loc=0, scale=1, size=1) pdf(x, df, loc=0, scale=1) logpdf(x, df, loc=0, scale=1) cdf(x, df, loc=0, scale=1) logcdf(x, df, loc=0, scale=1) sf(x, df, loc=0, scale=1) logsf(x, df, loc=0, scale=1) ppf(q, df, loc=0, scale=1) isf(q, df, loc=0, scale=1) moment(n, df, loc=0, scale=1) stats(df, loc=0, scale=1, moments=mv) entropy(df, loc=0, scale=1) t(data, df, loc=0, scale=1) expect(func, df, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(df, loc=0, scale=1) mean(df, loc=0, scale=1) var(df, loc=0, scale=1) std(df, loc=0, scale=1) interval(alpha, df, loc=0, scale=1) scipy.stats.triang A triangular continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

734

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = triang(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The triangular distribution can be represented with an up-sloping line from loc to (loc + c*scale) and then downsloping for (loc + c*scale) to (loc+scale). The standard form is in the range [0, 1] with c the mode. The location parameter shifts the start to loc. The scale parameter changes the width from 1 to scale. Examples
>>> >>> >>> >>> from scipy.stats import triang numargs = triang.numargs [ c ] = [0.9,] * numargs rv = triang(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = triang.cdf(x, c) >>> h = plt.semilogy(np.abs(x - triang.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = triang.rvs(c, size=100)

4.22. Statistical functions (scipy.stats)

735

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.truncexpon A truncated exponential continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

736

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = truncexpon(b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for truncexpon is:
truncexpon.pdf(x, b) = exp(-x) / (1-exp(-b))

for 0 < x < b. Examples


>>> >>> >>> >>> from scipy.stats import truncexpon numargs = truncexpon.numargs [ b ] = [0.9,] * numargs rv = truncexpon(b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = truncexpon.cdf(x, b) >>> h = plt.semilogy(np.abs(x - truncexpon.ppf(prb, b)) + 1e-20)

Random number generation


>>> R = truncexpon.rvs(b, size=100)

4.22. Statistical functions (scipy.stats)

737

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(b, loc=0, scale=1, size=1) pdf(x, b, loc=0, scale=1) logpdf(x, b, loc=0, scale=1) cdf(x, b, loc=0, scale=1) logcdf(x, b, loc=0, scale=1) sf(x, b, loc=0, scale=1) logsf(x, b, loc=0, scale=1) ppf(q, b, loc=0, scale=1) isf(q, b, loc=0, scale=1) moment(n, b, loc=0, scale=1) stats(b, loc=0, scale=1, moments=mv) entropy(b, loc=0, scale=1) t(data, b, loc=0, scale=1) expect(func, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(b, loc=0, scale=1) mean(b, loc=0, scale=1) var(b, loc=0, scale=1) std(b, loc=0, scale=1) interval(alpha, b, loc=0, scale=1) scipy.stats.truncnorm A truncated normal continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a, b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

738

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = truncnorm(a, b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The standard form of this distribution is a standard normal truncated to the range [a,b] notice that a and b are dened over the domain of the standard normal. To convert clip values for a specic mean and standard deviation, use:
a, b = (myclip_a - my_mean) / my_std, (myclip_b - my_mean) / my_std

Examples
>>> >>> >>> >>> from scipy.stats import truncnorm numargs = truncnorm.numargs [ a, b ] = [0.9,] * numargs rv = truncnorm(a, b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = truncnorm.cdf(x, a, b) >>> h = plt.semilogy(np.abs(x - truncnorm.ppf(prb, a, b)) + 1e-20)

Random number generation


>>> R = truncnorm.rvs(a, b, size=100)

4.22. Statistical functions (scipy.stats)

739

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, b, loc=0, scale=1, size=1) pdf(x, a, b, loc=0, scale=1) logpdf(x, a, b, loc=0, scale=1) cdf(x, a, b, loc=0, scale=1) logcdf(x, a, b, loc=0, scale=1) sf(x, a, b, loc=0, scale=1) logsf(x, a, b, loc=0, scale=1) ppf(q, a, b, loc=0, scale=1) isf(q, a, b, loc=0, scale=1) moment(n, a, b, loc=0, scale=1) stats(a, b, loc=0, scale=1, moments=mv) entropy(a, b, loc=0, scale=1) t(data, a, b, loc=0, scale=1) expect(func, a, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(a, b, loc=0, scale=1) mean(a, b, loc=0, scale=1) var(a, b, loc=0, scale=1) std(a, b, loc=0, scale=1) interval(alpha, a, b, loc=0, scale=1) scipy.stats.tukeylambda A Tukey-Lamdba continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability lam : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

740

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = tukeylambda(lam, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes A exible distribution, able to represent and interpolate between the following distributions: Cauchy (lam=-1) logistic (lam=0.0) approx Normal (lam=0.14) u-shape (lam = 0.5) uniform from -1 to 1 (lam = 1) Examples
>>> >>> >>> >>> from scipy.stats import tukeylambda numargs = tukeylambda.numargs [ lam ] = [0.9,] * numargs rv = tukeylambda(lam)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = tukeylambda.cdf(x, lam) >>> h = plt.semilogy(np.abs(x - tukeylambda.ppf(prb, lam)) + 1e-20)

Random number generation


>>> R = tukeylambda.rvs(lam, size=100)

4.22. Statistical functions (scipy.stats)

741

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(lam, loc=0, scale=1, size=1) pdf(x, lam, loc=0, scale=1) logpdf(x, lam, loc=0, scale=1) cdf(x, lam, loc=0, scale=1) logcdf(x, lam, loc=0, scale=1) sf(x, lam, loc=0, scale=1) logsf(x, lam, loc=0, scale=1) ppf(q, lam, loc=0, scale=1) isf(q, lam, loc=0, scale=1) moment(n, lam, loc=0, scale=1) stats(lam, loc=0, scale=1, moments=mv) entropy(lam, loc=0, scale=1) t(data, lam, loc=0, scale=1) expect(func, lam, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(lam, loc=0, scale=1) mean(lam, loc=0, scale=1) var(lam, loc=0, scale=1) std(lam, loc=0, scale=1) interval(alpha, lam, loc=0, scale=1) scipy.stats.uniform A uniform continuous random variable. This distribution is constant between loc and loc = scale. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) 742 Chapter 4. Reference Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = uniform(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Examples
>>> >>> >>> >>> from scipy.stats import uniform numargs = uniform.numargs [ ] = [0.9,] * numargs rv = uniform()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = uniform.cdf(x, ) >>> h = plt.semilogy(np.abs(x - uniform.ppf(prb, )) + 1e-20)

Random number generation


>>> R = uniform.rvs(size=100)

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) scipy.stats.vonmises A Von Mises continuous random variable. Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

743

SciPy Reference Guide, Release 0.10.0rc1

Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability b : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = vonmises(b, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes If x is not in range or loc is not in range it assumes they are angles and converts them to [-pi, pi] equivalents. The probability density function for vonmises is:
vonmises.pdf(x, b) = exp(b*cos(x)) / (2*pi*I[0](b))

for -pi <= x <= pi, b > 0. Examples


>>> >>> >>> >>> from scipy.stats import vonmises numargs = vonmises.numargs [ b ] = [0.9,] * numargs rv = vonmises(b)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

744

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Check accuracy of cdf and ppf


>>> prb = vonmises.cdf(x, b) >>> h = plt.semilogy(np.abs(x - vonmises.ppf(prb, b)) + 1e-20)

Random number generation


>>> R = vonmises.rvs(b, size=100)

Methods rvs(b, loc=0, scale=1, size=1) pdf(x, b, loc=0, scale=1) logpdf(x, b, loc=0, scale=1) cdf(x, b, loc=0, scale=1) logcdf(x, b, loc=0, scale=1) sf(x, b, loc=0, scale=1) logsf(x, b, loc=0, scale=1) ppf(q, b, loc=0, scale=1) isf(q, b, loc=0, scale=1) moment(n, b, loc=0, scale=1) stats(b, loc=0, scale=1, moments=mv) entropy(b, loc=0, scale=1) t(data, b, loc=0, scale=1) expect(func, b, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(b, loc=0, scale=1) mean(b, loc=0, scale=1) var(b, loc=0, scale=1) std(b, loc=0, scale=1) interval(alpha, b, loc=0, scale=1) scipy.stats.wald A Wald continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional 4.22. Statistical functions (scipy.stats) 745 Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

SciPy Reference Guide, Release 0.10.0rc1

shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = wald(loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for wald is:
wald.pdf(x, a) = 1/sqrt(2*pi*x**3) * exp(-(x-1)**2/(2*x))

for x > 0. Examples


>>> >>> >>> >>> from scipy.stats import wald numargs = wald.numargs [ ] = [0.9,] * numargs rv = wald()

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = wald.cdf(x, ) >>> h = plt.semilogy(np.abs(x - wald.ppf(prb, )) + 1e-20)

Random number generation


>>> R = wald.rvs(size=100)

746

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(loc=0, scale=1, size=1) pdf(x, loc=0, scale=1) logpdf(x, loc=0, scale=1) cdf(x, loc=0, scale=1) logcdf(x, loc=0, scale=1) sf(x, loc=0, scale=1) logsf(x, loc=0, scale=1) ppf(q, loc=0, scale=1) isf(q, loc=0, scale=1) moment(n, loc=0, scale=1) stats(loc=0, scale=1, moments=mv) entropy(loc=0, scale=1) t(data, loc=0, scale=1) expect(func, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(loc=0, scale=1) mean(loc=0, scale=1) var(loc=0, scale=1) std(loc=0, scale=1) interval(alpha, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.weibull_min A Frechet right (or Weibull minimum) continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

4.22. Statistical functions (scipy.stats)

747

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = weibull_min(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: weibull_min The same distribution as frechet_r. frechet_l, weibull_max Notes The probability density function for frechet_r is:
frechet_r.pdf(x, c) = c * x**(c-1) * exp(-x**c)

for x > 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import weibull_min numargs = weibull_min.numargs [ c ] = [0.9,] * numargs rv = weibull_min(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = weibull_min.cdf(x, c) >>> h = plt.semilogy(np.abs(x - weibull_min.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = weibull_min.rvs(c, size=100)

748

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.weibull_max A Frechet left (or Weibull maximum) continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional

4.22. Statistical functions (scipy.stats)

749

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = weibull_max(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. See Also: weibull_max The same distribution as frechet_l. frechet_r, weibull_min Notes The probability density function for frechet_l is:
frechet_l.pdf(x, c) = c * (-x)**(c-1) * exp(-(-x)**c)

for x < 0, c > 0. Examples


>>> >>> >>> >>> from scipy.stats import weibull_max numargs = weibull_max.numargs [ c ] = [0.9,] * numargs rv = weibull_max(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = weibull_max.cdf(x, c) >>> h = plt.semilogy(np.abs(x - weibull_max.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = weibull_max.rvs(c, size=100)

750

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) scipy.stats.wrapcauchy A wrapped Cauchy continuous random variable. Continuous random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability c : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

751

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape, : location, and scale parameters returning a frozen continuous RV object: : rv = wrapcauchy(c, loc=0, scale=1) : Frozen RV object with the same methods but holding the given shape, location, and scale xed. Notes The probability density function for wrapcauchy is:
wrapcauchy.pdf(x, c) = (1-c**2) / (2*pi*(1+c**2-2*c*cos(x)))

for 0 <= x <= 2*pi, 0 < c < 1. Examples


>>> >>> >>> >>> from scipy.stats import wrapcauchy numargs = wrapcauchy.numargs [ c ] = [0.9,] * numargs rv = wrapcauchy(c)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = wrapcauchy.cdf(x, c) >>> h = plt.semilogy(np.abs(x - wrapcauchy.ppf(prb, c)) + 1e-20)

Random number generation


>>> R = wrapcauchy.rvs(c, size=100)

752

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(c, loc=0, scale=1, size=1) pdf(x, c, loc=0, scale=1) logpdf(x, c, loc=0, scale=1) cdf(x, c, loc=0, scale=1) logcdf(x, c, loc=0, scale=1) sf(x, c, loc=0, scale=1) logsf(x, c, loc=0, scale=1) ppf(q, c, loc=0, scale=1) isf(q, c, loc=0, scale=1) moment(n, c, loc=0, scale=1) stats(c, loc=0, scale=1, moments=mv) entropy(c, loc=0, scale=1) t(data, c, loc=0, scale=1) expect(func, c, loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) median(c, loc=0, scale=1) mean(c, loc=0, scale=1) var(c, loc=0, scale=1) std(c, loc=0, scale=1) interval(alpha, c, loc=0, scale=1) Random variates. Probability density function. Log of the probability density function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Non-central moment of order n Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22.2 Discrete distributions


binom bernoulli nbinom geom hypergeom logser poisson planck boltzmann randint zipf dlaplace A binom discrete random variable. A bernoulli discrete random variable. A negative binomial discrete random variable. A geometric discrete random variable. A hypergeometric discrete random variable. A logarithmic discrete random variable. A Poisson discrete random variable. A discrete exponential discrete random variable. A truncated discrete exponential discrete random variable. A discrete uniform (random integer) discrete random variable. A Zipf discrete random variable. A discrete Laplacian discrete random variable.

scipy.stats.binom A binom discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like

4.22. Statistical functions (scipy.stats)

753

SciPy Reference Guide, Release 0.10.0rc1

lower or upper tail probability n, pr : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = binom(n, pr, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Binomial distribution Counts the number of successes in n independent trials when the probability of success each time is pr. binom.pmf(k,n,p) = choose(n,k)*p**k*(1-p)**(n-k) for k in {0,1,...,n} Examples
>>> >>> >>> >>> from scipy.stats import binom numargs = binom.numargs [ n, pr ] = Replace with reasonable value * numargs rv = binom(n, pr)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = binom.cdf(x, n, pr) >>> h = plt.semilogy(np.abs(x - binom.ppf(prb, n, pr)) + 1e-20)

Random number generation


>>> R = binom.rvs(n, pr, size=100)

754

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(n, pr, loc=0, size=1) pmf(x, n, pr, loc=0) logpmf(x, n, pr, loc=0) cdf(x, n, pr, loc=0) logcdf(x, n, pr, loc=0) sf(x, n, pr, loc=0) logsf(x, n, pr, loc=0) ppf(q, n, pr, loc=0) isf(q, n, pr, loc=0) stats(n, pr, loc=0, moments=mv) entropy(n, pr, loc=0) t(data, n, pr, loc=0) expect(func, n, pr, loc=0, lb=None, ub=None, conditional=False) median(n, pr, loc=0) mean(n, pr, loc=0) var(n, pr, loc=0) std(n, pr, loc=0) interval(alpha, n, pr, loc=0) scipy.stats.bernoulli A bernoulli discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability pr : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

755

SciPy Reference Guide, Release 0.10.0rc1

location parameters returning a frozen discrete RV object: : rv = bernoulli(pr, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Bernoulli distribution 1 if binary experiment succeeds, 0 otherwise. Experiment succeeds with probabilty pr. bernoulli.pmf(k,p) = 1-p if k = 0 = p if k = 1 for k = 0,1 Examples
>>> >>> >>> >>> from scipy.stats import bernoulli numargs = bernoulli.numargs [ pr ] = Replace with reasonable value * numargs rv = bernoulli(pr)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = bernoulli.cdf(x, pr) >>> h = plt.semilogy(np.abs(x - bernoulli.ppf(prb, pr)) + 1e-20)

Random number generation


>>> R = bernoulli.rvs(pr, size=100)

Methods rvs(pr, loc=0, size=1) pmf(x, pr, loc=0) logpmf(x, pr, loc=0) cdf(x, pr, loc=0) logcdf(x, pr, loc=0) sf(x, pr, loc=0) logsf(x, pr, loc=0) ppf(q, pr, loc=0) isf(q, pr, loc=0) stats(pr, loc=0, moments=mv) entropy(pr, loc=0) t(data, pr, loc=0) expect(func, pr, loc=0, lb=None, ub=None, conditional=False) median(pr, loc=0) mean(pr, loc=0) var(pr, loc=0) std(pr, loc=0) interval(alpha, pr, loc=0) Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

756

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.nbinom A negative binomial discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability n, pr : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = nbinom(n, pr, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Probability mass function, given by np.choose(k+n-1, n-1) * p**n * (1-p)**k for k >= 0. Examples
>>> >>> >>> >>> from scipy.stats import nbinom numargs = nbinom.numargs [ n, pr ] = Replace with reasonable value * numargs rv = nbinom(n, pr)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = nbinom.cdf(x, n, pr) >>> h = plt.semilogy(np.abs(x - nbinom.ppf(prb, n, pr)) + 1e-20)

4.22. Statistical functions (scipy.stats)

757

SciPy Reference Guide, Release 0.10.0rc1

Random number generation


>>> R = nbinom.rvs(n, pr, size=100)

Methods rvs(n, pr, loc=0, size=1) pmf(x, n, pr, loc=0) logpmf(x, n, pr, loc=0) cdf(x, n, pr, loc=0) logcdf(x, n, pr, loc=0) sf(x, n, pr, loc=0) logsf(x, n, pr, loc=0) ppf(q, n, pr, loc=0) isf(q, n, pr, loc=0) stats(n, pr, loc=0, moments=mv) entropy(n, pr, loc=0) t(data, n, pr, loc=0) expect(func, n, pr, loc=0, lb=None, ub=None, conditional=False) median(n, pr, loc=0) mean(n, pr, loc=0) var(n, pr, loc=0) std(n, pr, loc=0) interval(alpha, n, pr, loc=0) scipy.stats.geom A geometric discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability pr : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

758

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = geom(pr, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Geometric distribution geom.pmf(k,p) = (1-p)**(k-1)*p for k >= 1 Examples
>>> >>> >>> >>> from scipy.stats import geom numargs = geom.numargs [ pr ] = Replace with reasonable value * numargs rv = geom(pr)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = geom.cdf(x, pr) >>> h = plt.semilogy(np.abs(x - geom.ppf(prb, pr)) + 1e-20)

Random number generation


>>> R = geom.rvs(pr, size=100)

4.22. Statistical functions (scipy.stats)

759

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(pr, loc=0, size=1) pmf(x, pr, loc=0) logpmf(x, pr, loc=0) cdf(x, pr, loc=0) logcdf(x, pr, loc=0) sf(x, pr, loc=0) logsf(x, pr, loc=0) ppf(q, pr, loc=0) isf(q, pr, loc=0) stats(pr, loc=0, moments=mv) entropy(pr, loc=0) t(data, pr, loc=0) expect(func, pr, loc=0, lb=None, ub=None, conditional=False) median(pr, loc=0) mean(pr, loc=0) var(pr, loc=0) std(pr, loc=0) interval(alpha, pr, loc=0) scipy.stats.hypergeom A hypergeometric discrete random variable. The hypergeometric distribution models drawing objects from a bin. M is the total number of objects, n is total number of Type I objects. The random variate represents the number of Type I objects in N drawn without replacement from the total population. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability M, n, N : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

760

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = hypergeom(M, n, N, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes The probability mass function is dened as:
pmf(k, M, n, N) = choose(n, k) * choose(M - n, N - k) / choose(M, N), for N - (M-n) <= k <= min(m,N)

Examples
>>> >>> >>> >>> from scipy.stats import hypergeom numargs = hypergeom.numargs [ M, n, N ] = Replace with reasonable value * numargs rv = hypergeom(M, n, N)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = hypergeom.cdf(x, M, n, N) >>> h = plt.semilogy(np.abs(x - hypergeom.ppf(prb, M, n, N)) + 1e-20)

Random number generation


>>> R = hypergeom.rvs(M, n, N, size=100)

4.22. Statistical functions (scipy.stats)

761

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(M, n, N, loc=0, size=1) pmf(x, M, n, N, loc=0) logpmf(x, M, n, N, loc=0) cdf(x, M, n, N, loc=0) logcdf(x, M, n, N, loc=0) sf(x, M, n, N, loc=0) logsf(x, M, n, N, loc=0) ppf(q, M, n, N, loc=0) isf(q, M, n, N, loc=0) stats(M, n, N, loc=0, moments=mv) entropy(M, n, N, loc=0) t(data, M, n, N, loc=0) expect(func, M, n, N, loc=0, lb=None, ub=None, conditional=False) median(M, n, N, loc=0) mean(M, n, N, loc=0) var(M, n, N, loc=0) std(M, n, N, loc=0) interval(alpha, M, n, N, loc=0) scipy.stats.logser A logarithmic discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability pr : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

762

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = logser(pr, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Logarithmic (Log-Series, Series) distribution logser.pmf(k,p) = - p**k / (k*log(1-p)) for k >= 1 Examples
>>> >>> >>> >>> from scipy.stats import logser numargs = logser.numargs [ pr ] = Replace with reasonable value * numargs rv = logser(pr)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = logser.cdf(x, pr) >>> h = plt.semilogy(np.abs(x - logser.ppf(prb, pr)) + 1e-20)

Random number generation


>>> R = logser.rvs(pr, size=100)

Methods rvs(pr, loc=0, size=1) pmf(x, pr, loc=0) logpmf(x, pr, loc=0) cdf(x, pr, loc=0) logcdf(x, pr, loc=0) sf(x, pr, loc=0) logsf(x, pr, loc=0) ppf(q, pr, loc=0) isf(q, pr, loc=0) stats(pr, loc=0, moments=mv) entropy(pr, loc=0) t(data, pr, loc=0) expect(func, pr, loc=0, lb=None, ub=None, conditional=False) median(pr, loc=0) mean(pr, loc=0) var(pr, loc=0) std(pr, loc=0) interval(alpha, pr, loc=0) scipy.stats.poisson A Poisson discrete random variable. Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

763

SciPy Reference Guide, Release 0.10.0rc1

Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability mu : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = poisson(mu, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Poisson distribution poisson.pmf(k, mu) = exp(-mu) * mu**k / k! for k >= 0 Examples
>>> >>> >>> >>> from scipy.stats import poisson numargs = poisson.numargs [ mu ] = Replace with reasonable value * numargs rv = poisson(mu)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = poisson.cdf(x, mu) >>> h = plt.semilogy(np.abs(x - poisson.ppf(prb, mu)) + 1e-20)

764

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Random number generation


>>> R = poisson.rvs(mu, size=100)

Methods rvs(mu, loc=0, size=1) pmf(x, mu, loc=0) logpmf(x, mu, loc=0) cdf(x, mu, loc=0) logcdf(x, mu, loc=0) sf(x, mu, loc=0) logsf(x, mu, loc=0) ppf(q, mu, loc=0) isf(q, mu, loc=0) stats(mu, loc=0, moments=mv) entropy(mu, loc=0) t(data, mu, loc=0) expect(func, mu, loc=0, lb=None, ub=None, conditional=False) median(mu, loc=0) mean(mu, loc=0) var(mu, loc=0) std(mu, loc=0) interval(alpha, mu, loc=0) scipy.stats.planck A discrete exponential discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability lamda : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

765

SciPy Reference Guide, Release 0.10.0rc1

composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = planck(lamda, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Planck (Discrete Exponential) planck.pmf(k,b) = (1-exp(-b))*exp(-b*k) for k*b >= 0 Examples
>>> >>> >>> >>> from scipy.stats import planck numargs = planck.numargs [ lamda ] = Replace with reasonable value * numargs rv = planck(lamda)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = planck.cdf(x, lamda) >>> h = plt.semilogy(np.abs(x - planck.ppf(prb, lamda)) + 1e-20)

Random number generation


>>> R = planck.rvs(lamda, size=100)

766

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(lamda, loc=0, size=1) pmf(x, lamda, loc=0) logpmf(x, lamda, loc=0) cdf(x, lamda, loc=0) logcdf(x, lamda, loc=0) sf(x, lamda, loc=0) logsf(x, lamda, loc=0) ppf(q, lamda, loc=0) isf(q, lamda, loc=0) stats(lamda, loc=0, moments=mv) entropy(lamda, loc=0) t(data, lamda, loc=0) expect(func, lamda, loc=0, lb=None, ub=None, conditional=False) median(lamda, loc=0) mean(lamda, loc=0) var(lamda, loc=0) std(lamda, loc=0) interval(alpha, lamda, loc=0) Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

scipy.stats.boltzmann A truncated discrete exponential discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability lamda, N : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv)

4.22. Statistical functions (scipy.stats)

767

SciPy Reference Guide, Release 0.10.0rc1

Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = boltzmann(lamda, N, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Boltzmann (Truncated Discrete Exponential) boltzmann.pmf(k,b,N) = (1-exp(-b))*exp(-b*k)/(1-exp(-b*N)) for k=0,..,N-1 Examples
>>> >>> >>> >>> from scipy.stats import boltzmann numargs = boltzmann.numargs [ lamda, N ] = Replace with reasonable value * numargs rv = boltzmann(lamda, N)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = boltzmann.cdf(x, lamda, N) >>> h = plt.semilogy(np.abs(x - boltzmann.ppf(prb, lamda, N)) + 1e-20)

Random number generation


>>> R = boltzmann.rvs(lamda, N, size=100)

Methods rvs(lamda, N, loc=0, size=1) pmf(x, lamda, N, loc=0) logpmf(x, lamda, N, loc=0) cdf(x, lamda, N, loc=0) logcdf(x, lamda, N, loc=0) sf(x, lamda, N, loc=0) logsf(x, lamda, N, loc=0) ppf(q, lamda, N, loc=0) isf(q, lamda, N, loc=0) stats(lamda, N, loc=0, moments=mv) entropy(lamda, N, loc=0) t(data, lamda, N, loc=0) expect(func, lamda, N, loc=0, lb=None, ub=None, conditional=False) median(lamda, N, loc=0) mean(lamda, N, loc=0) var(lamda, N, loc=0) std(lamda, N, loc=0) interval(alpha, lamda, N, loc=0) Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

768

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.randint A discrete uniform (random integer) discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability min, max : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = randint(min, max, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Discrete Uniform Random integers >=min and <max. randint.pmf(k,min, max) = 1/(max-min) for min <= k < max. Examples
>>> >>> >>> >>> from scipy.stats import randint numargs = randint.numargs [ min, max ] = Replace with reasonable value * numargs rv = randint(min, max)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

4.22. Statistical functions (scipy.stats)

769

SciPy Reference Guide, Release 0.10.0rc1

Check accuracy of cdf and ppf


>>> prb = randint.cdf(x, min, max) >>> h = plt.semilogy(np.abs(x - randint.ppf(prb, min, max)) + 1e-20)

Random number generation


>>> R = randint.rvs(min, max, size=100)

Methods rvs(min, max, loc=0, size=1) pmf(x, min, max, loc=0) logpmf(x, min, max, loc=0) cdf(x, min, max, loc=0) logcdf(x, min, max, loc=0) sf(x, min, max, loc=0) logsf(x, min, max, loc=0) ppf(q, min, max, loc=0) isf(q, min, max, loc=0) stats(min, max, loc=0, moments=mv) entropy(min, max, loc=0) t(data, min, max, loc=0) expect(func, min, max, loc=0, lb=None, ub=None, conditional=False) median(min, max, loc=0) mean(min, max, loc=0) var(min, max, loc=0) std(min, max, loc=0) interval(alpha, min, max, loc=0) scipy.stats.zipf A Zipf discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional 770 Chapter 4. Reference Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

SciPy Reference Guide, Release 0.10.0rc1

shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : location parameters returning a frozen discrete RV object: : rv = zipf(a, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Zipf distribution zipf.pmf(k,a) = 1/(zeta(a)*k**a) for k >= 1 Examples
>>> >>> >>> >>> from scipy.stats import zipf numargs = zipf.numargs [ a ] = Replace with reasonable value * numargs rv = zipf(a)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = zipf.cdf(x, a) >>> h = plt.semilogy(np.abs(x - zipf.ppf(prb, a)) + 1e-20)

Random number generation


>>> R = zipf.rvs(a, size=100)

4.22. Statistical functions (scipy.stats)

771

SciPy Reference Guide, Release 0.10.0rc1

Methods rvs(a, loc=0, size=1) pmf(x, a, loc=0) logpmf(x, a, loc=0) cdf(x, a, loc=0) logcdf(x, a, loc=0) sf(x, a, loc=0) logsf(x, a, loc=0) ppf(q, a, loc=0) isf(q, a, loc=0) stats(a, loc=0, moments=mv) entropy(a, loc=0) t(data, a, loc=0) expect(func, a, loc=0, lb=None, ub=None, conditional=False) median(a, loc=0) mean(a, loc=0) var(a, loc=0) std(a, loc=0) interval(alpha, a, loc=0) scipy.stats.dlaplace A discrete Laplacian discrete random variable. Discrete random variables are dened from a standard form and may require some shape parameters to complete its specication. Any optional keyword parameters can be passed to the methods of the RV object as given below: Parameters x : array_like quantiles q : array_like lower or upper tail probability a : array_like shape parameters loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) size : int or tuple of ints, optional shape of random variates (default computed from input arguments ) moments : str, optional composed of letters [mvsk] specifying which moments to compute where m = mean, v = variance, s = (Fishers) skew and k = (Fishers) kurtosis. (default=mv) Alternatively, the object may be called (as a function) to x the shape and : Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

772

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

location parameters returning a frozen discrete RV object: : rv = dlaplace(a, loc=0) : Frozen RV object with the same methods but holding the given shape and location xed. Notes Discrete Laplacian distribution. dlaplace.pmf(k,a) = tanh(a/2) * exp(-a*abs(k)) for a > 0. Examples
>>> >>> >>> >>> from scipy.stats import dlaplace numargs = dlaplace.numargs [ a ] = Replace with reasonable value * numargs rv = dlaplace(a)

Display frozen pdf


>>> x = np.linspace(0, np.minimum(rv.dist.b, 3)) >>> h = plt.plot(x, rv.pdf(x))

Check accuracy of cdf and ppf


>>> prb = dlaplace.cdf(x, a) >>> h = plt.semilogy(np.abs(x - dlaplace.ppf(prb, a)) + 1e-20)

Random number generation


>>> R = dlaplace.rvs(a, size=100)

Methods rvs(a, loc=0, size=1) pmf(x, a, loc=0) logpmf(x, a, loc=0) cdf(x, a, loc=0) logcdf(x, a, loc=0) sf(x, a, loc=0) logsf(x, a, loc=0) ppf(q, a, loc=0) isf(q, a, loc=0) stats(a, loc=0, moments=mv) entropy(a, loc=0) t(data, a, loc=0) expect(func, a, loc=0, lb=None, ub=None, conditional=False) median(a, loc=0) mean(a, loc=0) var(a, loc=0) std(a, loc=0) interval(alpha, a, loc=0) Random variates. Probability mass function. Log of the probability mass function. Cumulative density function. Log of the cumulative density function. Survival function (1-cdf sometimes more accurate). Log of the survival function. Percent point function (inverse of cdf percentiles). Inverse survival function (inverse of sf). Mean(m), variance(v), skew(s), and/or kurtosis(k). (Differential) entropy of the RV. Parameter estimates for generic data. Expected value of a function (of one argument) with respect to the distribution. Median of the distribution. Mean of the distribution. Variance of the distribution. Standard deviation of the distribution. Endpoints of the range that contains alpha percent of the distribution

4.22. Statistical functions (scipy.stats)

773

SciPy Reference Guide, Release 0.10.0rc1

4.22.3 Statistical functions


Several of these functions have a similar version in scipy.stats.mstats which work for masked arrays. gmean(a[, axis, dtype]) hmean(a[, axis, dtype]) mean cmedian(a[, numbins]) median mode(a[, axis]) tmean(a[, limits, inclusive]) tvar(a[, limits, inclusive]) tmin(a[, lowerlimit, axis, inclusive]) tmax(a, upperlimit[, axis, inclusive]) tstd(a[, limits, inclusive]) tsem(a[, limits, inclusive]) moment(a[, moment, axis]) variation(a[, axis]) skew(a[, axis, bias]) kurtosis(a[, axis, sher, bias]) describe(a[, axis]) skewtest(a[, axis]) kurtosistest(a[, axis]) normaltest(a[, axis]) Compute the geometric mean along the specied axis. Calculates the harmonic mean along the specied axis. Returns the computed median value of an array. Returns an array of the modal (most common) value in the passed array. Compute the trimmed mean Compute the trimmed variance Compute the trimmed minimum Compute the trimmed maximum Compute the trimmed sample standard deviation Compute the trimmed standard error of the mean Calculates the nth moment about the mean for a sample. Computes the coefcient of variation, the ratio of the biased standard deviation to the mean. Computes the skewness of a data set. Computes the kurtosis (Fisher or Pearson) of a dataset. Computes several descriptive statistics of the passed array. Tests whether the skew is different from the normal distribution. Tests whether a dataset has normal kurtosis Tests whether a sample differs from a normal distribution.

scipy.stats.gmean(a, axis=0, dtype=None) Compute the geometric mean along the specied axis. Returns the geometric average of the array elements. That is: n-th root of (x1 * x2 * ... * xn) Parameters a : array_like Input array or object that can be converted to an array. axis : int, optional, default axis=0 Axis along which the geometric mean is computed. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specied, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns gmean : ndarray, see dtype parameter above See Also: numpy.mean Arithmetic average

774

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

numpy.average Weighted average hmean Harmonic mean Notes The geometric average is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. oat64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-nite values in the input or that arise in the calculations such as Not a Number and innity because masked arrays automatically mask any non-nite values. scipy.stats.hmean(a, axis=0, dtype=None) Calculates the harmonic mean along the specied axis. That is: n / (1/x1 + 1/x2 + ... + 1/xn) Parameters a : array_like Input array, masked array or object that can be converted to an array. axis : int, optional, default axis=0 Axis along which the harmonic mean is computed. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specied, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns hmean : ndarray, see dtype parameter above See Also: numpy.mean Arithmetic average numpy.average Weighted average gmean Geometric mean Notes The harmonic mean is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. oat64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-nite values in the input or that arise in the calculations such as Not a Number and innity. scipy.stats.cmedian(a, numbins=1000) Returns the computed median value of an array.

4.22. Statistical functions (scipy.stats)

775

SciPy Reference Guide, Release 0.10.0rc1

All of the values in the input array are used. The input array is rst histogrammed using numbins bins. The bin containing the median is selected by searching for the halfway point in the cumulative histogram. The median value is then computed by linearly interpolating across that bin. Parameters a : array_like Input array. numbins : int The number of bins used to histogram the data. More bins give greater accuracy to the approximation of the median. Returns cmedian : oat An approximation of the median. References [CRCProbStat2000] Section 2.2.6 [CRCProbStat2000] scipy.stats.mode(a, axis=0) Returns an array of the modal (most common) value in the passed array. If there is more than one such value, only the rst is returned. The bin-count for the modal bins is also returned. Parameters a : array_like n-dimensional array of which to nd mode(s). axis : int, optional Axis along which to operate. Default is 0, i.e. the rst axis. Returns vals : ndarray Array of modal values. counts : ndarray Array of counts for each mode. Examples
>>> a = np.array([[6, 8, 3, 0], [3, 2, 1, 7], [8, 1, 8, 4], [5, 3, 0, 5], [4, 7, 5, 9]]) >>> from scipy import stats >>> stats.mode(a) (array([[ 3., 1., 0., 0.]]), array([[ 1.,

1.,

1.,

1.]]))

To get mode of whole array, specify axis=None:


>>> stats.mode(a, axis=None) (array([ 3.]), array([ 3.]))

776

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.tmean(a, limits=None, inclusive=(True, True)) Compute the trimmed mean This function nds the arithmetic mean of given values, ignoring values outside the given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tmean : oat scipy.stats.tvar(a, limits=None, inclusive=(1, 1)) Compute the trimmed variance This function computes the sample variance of an array of values, while ignoring values which are outside of given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tvar : oat scipy.stats.tmin(a, lowerlimit=None, axis=0, inclusive=True) Compute the trimmed minimum This function nds the miminum value of an array a along the specied axis, but only considering values greater than a specied lower limit. Parameters a : array_like array of values lowerlimit : None or oat, optional

4.22. Statistical functions (scipy.stats)

777

SciPy Reference Guide, Release 0.10.0rc1

Values in the input array less than the given limit will be ignored. When lowerlimit is None, then all values are used. The default value is None. axis : None or int, optional Operate along this axis. None means to use the attened array and the default is zero inclusive : {True, False}, optional This ag determines whether values exactly equal to the lower limit are included. The default value is True. Returns tmin: oat : scipy.stats.tmax(a, upperlimit, axis=0, inclusive=True) Compute the trimmed maximum This function computes the maximum value of an array along a given axis, while ignoring values larger than a specied upper limit. Parameters a : array_like array of values upperlimit : None or oat, optional Values in the input array greater than the given limit will be ignored. When upperlimit is None, then all values are used. The default value is None. axis : None or int, optional Operate along this axis. None means to use the attened array and the default is zero. inclusive : {True, False}, optional This ag determines whether values exactly equal to the upper limit are included. The default value is True. Returns tmax : oat scipy.stats.tstd(a, limits=None, inclusive=(1, 1)) Compute the trimmed sample standard deviation This function nds the sample standard deviation of given values, ignoring values outside the given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True).

778

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns tstd : oat scipy.stats.tsem(a, limits=None, inclusive=(True, True)) Compute the trimmed standard error of the mean This function nds the standard error of the mean for given values, ignoring values outside the given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tsem : oat scipy.stats.moment(a, moment=1, axis=0) Calculates the nth moment about the mean for a sample. Generally used to calculate coefcients of skewness and kurtosis. Parameters a : array_like data moment : int order of central moment that is returned axis : int or None Axis along which the central moment is computed. If None, then the data array is raveled. The default axis is zero. Returns n-th central moment : ndarray or oat The appropriate moment along the given axis or over all values if axis is None. The denominator for the moment calculation is the number of observations, no degrees of freedom correction is done. scipy.stats.variation(a, axis=0) Computes the coefcient of variation, the ratio of the biased standard deviation to the mean. Parameters a : array_like Input array. axis : int or None Axis along which to calculate the coefcient of variation.

4.22. Statistical functions (scipy.stats)

779

SciPy Reference Guide, Release 0.10.0rc1

References [CRCProbStat2000] Section 2.2.20 [CRCProbStat2000] scipy.stats.skew(a, axis=0, bias=True) Computes the skewness of a data set. For normally distributed data, the skewness should be about 0. A skewness value > 0 means that there is more weight in the left tail of the distribution. The function skewtest can be used to determine if the skewness value is close enough to 0, statistically speaking. Parameters a : ndarray data axis : int or None axis along which skewness is calculated bias : bool If False, then the calculations are corrected for statistical bias. Returns skewness : ndarray The skewness of values along an axis, returning 0 where all values are equal. References [CRCProbStat2000] Section 2.2.24.1 [CRCProbStat2000] scipy.stats.kurtosis(a, axis=0, sher=True, bias=True) Computes the kurtosis (Fisher or Pearson) of a dataset. Kurtosis is the fourth central moment divided by the square of the variance. If Fishers denition is used, then 3.0 is subtracted from the result to give 0.0 for a normal distribution. If bias is False then the kurtosis is calculated using k statistics to eliminate bias coming from biased moment estimators Use kurtosistest to see if result is close enough to normal. Parameters a : array data for which the kurtosis is calculated axis : int or None Axis along which the kurtosis is calculated sher : bool If True, Fishers denition is used (normal ==> 0.0). If False, Pearsons denition is used (normal ==> 3.0). bias : bool If False, then the calculations are corrected for statistical bias.

780

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns kurtosis : array The kurtosis of values along an axis. If all values are equal, return -3 for Fishers denition and 0 for Pearsons denition. References [CRCProbStat2000] Section 2.2.25 [CRCProbStat2000] scipy.stats.describe(a, axis=0) Computes several descriptive statistics of the passed array. Parameters a : array_like data axis : int or None axis along which statistics are calculated. If axis is None, then data array is raveled. The default axis is zero. Returns size of the data : int length of data along axis (min, max): tuple of ndarrays or oats : minimum and maximum value of data array arithmetic mean : ndarray or oat mean of data along axis unbiased variance : ndarray or oat variance of the data along axis, denominator is number of observations minus one. biased skewness : ndarray or oat skewness, based on moment calculations with denominator equal to the number of observations, i.e. no degrees of freedom correction biased kurtosis : ndarray or oat kurtosis (Fisher), the kurtosis is normalized so that it is zero for the normal distribution. No degrees of freedom or bias correction is used. See Also: skew, kurtosis scipy.stats.skewtest(a, axis=0) Tests whether the skew is different from the normal distribution. This function tests the null hypothesis that the skewness of the population that the sample was drawn from is the same as that of a corresponding normal distribution. Parameters a : array axis : int or None

4.22. Statistical functions (scipy.stats)

781

SciPy Reference Guide, Release 0.10.0rc1

Returns z-score : oat The computed z-score for this test. p-value : oat a 2-sided p-value for the hypothesis test Notes The sample size must be at least 8. scipy.stats.kurtosistest(a, axis=0) Tests whether a dataset has normal kurtosis This function tests the null hypothesis that the kurtosis of the population from which the sample was drawn is that of the normal distribution: kurtosis = 3(n-1)/(n+1). Parameters a : array array of the sample data axis : int or None the axis to operate along, or None to work on the whole array. The default is the rst axis. Returns z-score : oat The computed z-score for this test. p-value : oat The 2-sided p-value for the hypothesis test Notes Valid only for n>20. The Z-score is set to 0 for bad entries. scipy.stats.normaltest(a, axis=0) Tests whether a sample differs from a normal distribution. This function tests the null hypothesis that a sample comes from a normal distribution. It is based on DAgostino and Pearsons [R88], [R89] test that combines skew and kurtosis to produce an omnibus test of normality. Parameters a : array_like The array containing the data to be tested. axis : int or None If None, the array is treated as a single data set, regardless of its shape. Otherwise, each 1-d array along axis axis is tested. Returns k2 : oat or array s^2 + k^2, where s is the z-score returned by skewtest and k is the z-score returned by kurtosistest. p-value : oat or array A 2-sided chi squared probability for the hypothesis test. 782 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

References [R88], [R89] itemfreq(a) scoreatpercentile(a, per[, limit]) percentileofscore(a, score[, kind]) histogram2(a, bins) histogram(a[, numbins, defaultlimits, ...]) cumfreq(a[, numbins, defaultreallimits, weights]) relfreq(a[, numbins, defaultreallimits, weights]) Returns a 2D array of item frequencies. Calculate the score at the given per percentile of the sequence a. The percentile rank of a score relative to a list of scores. Compute histogram using divisions in bins. Separates the range into several bins and returns the number of instances of a in each bin. Returns a cumulative frequency histogram, using the histogram function. Returns a relative frequency histogram, using the histogram function.

scipy.stats.itemfreq(a) Returns a 2D array of item frequencies. Parameters a : array_like of rank 1 Input array. Returns itemfreq : ndarray of rank 2 A 2D frequency table (col [0:n-1]=scores, col n=frequencies). Column 1 contains item values, column 2 contains their respective counts. Notes This uses a loop that is only reasonably fast if the number of unique elements is not large. For integers, numpy.bincount is much faster. This function currently does not support strings or multi-dimensional scores. Examples
>>> a = np.array([1, 1, 5, 0, 1, 2, 2, 0, 1, 4]) >>> stats.itemfreq(a) array([[ 0., 2.], [ 1., 4.], [ 2., 2.], [ 4., 1.], [ 5., 1.]]) >>> np.bincount(a) array([2, 4, 2, 0, 1, 1]) >>> stats.itemfreq(a/10.) array([[ 0. , 2. ], [ 0.1, 4. ], [ 0.2, 2. ], [ 0.4, 1. ], [ 0.5, 1. ]])

scipy.stats.scoreatpercentile(a, per, limit=()) Calculate the score at the given per percentile of the sequence a. For example, the score at per=50 is the median. If the desired quantile lies between two data points, we interpolate between them. If the parameter limit is provided, it should be a tuple (lower, upper) of two values. Values of a outside this (closed) interval will be ignored.

4.22. Statistical functions (scipy.stats)

783

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : ndarray Values from which to extract score. per : int or oat Percentile at which to extract score. limit : tuple, optional Tuple of two scalars, the lower and upper limits within which to compute the percentile. Returns score : oat Score at percentile. See Also: percentileofscore Examples
>>> from scipy import stats >>> a = np.arange(100) >>> stats.scoreatpercentile(a, 50) 49.5

scipy.stats.percentileofscore(a, score, kind=rank) The percentile rank of a score relative to a list of scores. A percentileofscore of, for example, 80% means that 80% of the scores in a are below the given score. In the case of gaps or ties, the exact denition depends on the optional keyword, kind. Parameters a: array like : Array of scores to which score is compared. score: int or oat : Score that is compared to the elements in a. kind: {rank, weak, strict, mean}, optional : This optional parameter species the interpretation of the resulting score: rank: Average percentage ranking of score. In case of multiple matches, average the percentage rankings of all matching scores. weak: This kind corresponds to the denition of a cumulative distribution function. A percentileofscore of 80% means that 80% of values are less than or equal to the provided score. strict: Similar to weak, except that only values that are strictly less than the given score are counted. mean: The average of the weak and strict scores, often used in testing. See http://en.wikipedia.org/wiki/Percentile_rank Returns pcos : oat

784

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Percentile-position of score (0-100) relative to a. Examples Three-quarters of the given values lie below a given score:
>>> percentileofscore([1, 2, 3, 4], 3) 75.0

With multiple matches, note how the scores of the two matches, 0.6 and 0.8 respectively, are averaged:
>>> percentileofscore([1, 2, 3, 3, 4], 3) 70.0

Only 2/5 values are strictly less than 3:


>>> percentileofscore([1, 2, 3, 3, 4], 3, kind=strict) 40.0

But 4/5 values are less than or equal to 3:


>>> percentileofscore([1, 2, 3, 3, 4], 3, kind=weak) 80.0

The average between the weak and the strict scores is


>>> percentileofscore([1, 2, 3, 3, 4], 3, kind=mean) 60.0

scipy.stats.histogram2(a, bins) Compute histogram using divisions in bins. Count the number of times values from array a fall into numerical ranges dened by bins. Range x is given by bins[x] <= range_x < bins[x+1] where x =0,N and N is the length of the bins array. The last range is given by bins[N] <= range_N < innity. Values less than bins[0] are not included in the histogram. Parameters a : array_like of rank 1 The array of values to be assigned into bins bins : array_like of rank 1 Denes the ranges of values to use during histogramming. Returns histogram2 : ndarray of rank 1 Each value represents the occurrences for a given bin (range) of values. scipy.stats.histogram(a, numbins=10, defaultlimits=None, weights=None, printextras=False) Separates the range into several bins and returns the number of instances of a in each bin. This histogram is based on numpys histogram but has a larger range by default if default limits is not set. Parameters a: array_like : Array of scores which will be put into bins. numbins: int, optional : The number of bins to use for the histogram. Default is 10. defaultlimits: tuple (lower, upper), optional :

4.22. Statistical functions (scipy.stats)

785

SciPy Reference Guide, Release 0.10.0rc1

The lower and upper values for the range of the histogram. If no value is given, a range slightly larger then the range of the values in a is used. Specically (a.min() - s, a.max() + s), where s = (1/2)(a.max() - a.min()) / (numbins - 1). weights: array_like, optional : The weights for each value in a. Default is None, which gives each value a weight of 1.0 printextras: bool, optional : If True, the number of extra points is printed to standard output. Default is False. Returns histogram: ndarray : Number of points (or sum of weights) in each bin. low_range: oat : Lowest value of histogram, the lower limit of the rst bin. binsize: oat : The size of the bins (all bins have the same size). extrapoints: int : The number of points outside the range of the histogram. See Also: numpy.histogram scipy.stats.cumfreq(a, numbins=10, defaultreallimits=None, weights=None) Returns a cumulative frequency histogram, using the histogram function. Parameters a : array_like Input array. numbins: int, optional : The number of bins to use for the histogram. Default is 10. defaultlimits: tuple (lower, upper), optional : The lower and upper values for the range of the histogram. If no value is given, a range slightly larger then the range of the values in a is used. Specically (a.min() - s, a.max() + s), where s = (1/2)(a.max() - a.min()) / (numbins - 1). weights: array_like, optional : The weights for each value in a. Default is None, which gives each value a weight of 1.0 Returns cumfreq : ndarray Binned values of cumulative frequency. lowerreallimit : oat

786

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Lower real limit binsize : oat Width of each bin. extrapoints : int Extra points. Examples

>>> x = [1, 4, 2, 1, 3, 1] >>> cumfreqs, lowlim, binsize, extrapoints = sp.stats.cumfreq(x, numbins=4) >>> cumfreqs array([ 3., 4., 5., 6.]) >>> cumfreqs, lowlim, binsize, extrapoints = ... sp.stats.cumfreq(x, numbins=4, defaul >>> cumfreqs array([ 1., 2., 3., 3.]) >>> extrapoints 3

scipy.stats.relfreq(a, numbins=10, defaultreallimits=None, weights=None) Returns a relative frequency histogram, using the histogram function. Parameters a : array_like Input array. numbins: int, optional : The number of bins to use for the histogram. Default is 10. defaultreallimits: tuple (lower, upper), optional : The lower and upper values for the range of the histogram. If no value is given, a range slightly larger then the range of the values in a is used. Specically (a.min() - s, a.max() + s), where s = (1/2)(a.max() - a.min()) / (numbins - 1). weights: array_like, optional : The weights for each value in a. Default is None, which gives each value a weight of 1.0 Returns relfreq : ndarray Binned values of relative frequency. lowerreallimit : oat Lower real limit binsize : oat Width of each bin. extrapoints : int Extra points.

4.22. Statistical functions (scipy.stats)

787

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> a = np.array([1, 4, 2, 1, 3, 1]) >>> relfreqs, lowlim, binsize, extrapoints = sp.stats.relfreq(a, numbins=4) >>> relfreqs array([ 0.5 , 0.16666667, 0.16666667, 0.16666667]) >>> np.sum(relfreqs) # relative frequencies should add up to 1 0.99999999999999989

obrientransform(*args) signaltonoise(a[, axis, ddof]) bayes_mvs(data[, alpha]) sem(a[, axis, ddof]) zmap(scores, compare[, axis, ddof]) zscore(a[, axis, ddof])

Computes a transform on input data (any number of columns). The signal-to-noise ratio of the input data. Bayesian condence intervals for the mean, var, and std. Calculates the standard error of the mean (or standard error of measurement) of the values in the input array. Calculates the relative z-scores. Calculates the z score of each value in the sample, relative to the sample mean and standard deviation.

scipy.stats.obrientransform(*args) Computes a transform on input data (any number of columns). Used to test for homogeneity of variance prior to running one-way stats. Each array in *args is one level of a factor. If an F_oneway() run on the transformed data and found signicant, variances are unequal. From Maxwell and Delaney, p.112. Returns Transformed data for use in an ANOVA : scipy.stats.signaltonoise(a, axis=0, ddof=0) The signal-to-noise ratio of the input data. Returns the signal-to-noise ratio of a, here dened as the mean divided by the standard deviation. Parameters a: array_like : An array_like object containing the sample data. axis: int or None, optional : If axis is equal to None, the array is rst raveld. If axis is an integer, this is the axis over which to operate. Default is 0. ddof : int, optional Degrees of freedom correction for standard deviation. Default is 0. Returns s2n : ndarray The mean to standard deviation ratio(s) along axis, or 0 where the standard deviation is 0. scipy.stats.bayes_mvs(data, alpha=0.90000000000000002) Bayesian condence intervals for the mean, var, and std. Parameters data : array_like Input data, if multi-dimensional it is attened to 1-D by bayes_mvs. Requires 2 or more data points.

788

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

alpha : oat, optional Probability that the returned condence interval contains the true parameter. Returns Returns a 3 output arguments for each of mean, variance, and standard deviation. : Each of the outputs is a pair: (center, (lower, upper)) with center the mean of the conditional pdf of the value given the data and (lower, upper) is a condence interval centered on the median, containing the estimate to a probability alpha. mctr, (ma, mb) : : Estimates for mean vctr, (va, vb) : : Estimates for variance sctr, (sa, sb) : : Estimates for standard deviation Notes Converts data to 1-D and assumes all data has the same mean and variance. Uses Jeffreys prior for variance and std. Equivalent to tuple((x.mean(), x.interval(alpha)) for x in mvsdist(dat)) References T.E. Oliphant, A Bayesian perspective on estimating mean, variance, and standard-deviation from data, http://hdl.handle.net/1877/438, 2006. scipy.stats.sem(a, axis=0, ddof=1) Calculates the standard error of the mean (or standard error of measurement) of the values in the input array. Parameters a : array_like An array containing the values for which the standard error is returned. axis : int or None, optional. If axis is None, ravel a rst. If axis is an integer, this will be the axis over which to operate. Defaults to 0. ddof : int, optional Delta degrees-of-freedom. How many degrees of freedom to adjust for bias in limited samples relative to the population estimate of variance. Defaults to 1. Returns s : ndarray or oat The standard error of the mean in the sample(s), along the input axis. Notes The default value for ddof is different to the default (0) used by other ddof containing routines, such as np.std nd stats.nanstd.

4.22. Statistical functions (scipy.stats)

789

SciPy Reference Guide, Release 0.10.0rc1

Examples Find standard error along the rst axis:


>>> from scipy import stats >>> a = np.arange(20).reshape(5,4) >>> stats.sem(a) array([ 2.8284, 2.8284, 2.8284, 2.8284])

Find standard error across the whole array, using n degrees of freedom:
>>> stats.sem(a, axis=None, ddof=0) 1.2893796958227628

scipy.stats.zmap(scores, compare, axis=0, ddof=0) Calculates the relative z-scores. Returns an array of z-scores, i.e., scores that are standardized to zero mean and unit variance, where mean and variance are calculated from the comparison array. Parameters scores : array_like The input for which z-scores are calculated. compare : array_like The input from which the mean and standard deviation of the normalization are taken; assumed to have the same dimension as scores. axis : int or None, optional Axis over which mean and variance of compare are calculated. Default is 0. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns zscore : array_like Z-scores, in the same shape as scores. Notes This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses asanyarray instead of asarray for parameters). scipy.stats.zscore(a, axis=0, ddof=0) Calculates the z score of each value in the sample, relative to the sample mean and standard deviation. Parameters a : array_like An array like object containing the sample data. axis : int or None, optional If axis is equal to None, the array is rst raveled. If axis is an integer, this is the axis over which to operate. Default is 0. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. 790 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns zscore : array_like The z-scores, standardized by mean and standard deviation of input array a. Notes This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses asanyarray instead of asarray for parameters). Examples
>>> a = np.array([ 0.7972, 0.0767, 0.4383, 0.7866, 0.8091, 0.1954, 0.6307, 0.6599, 0.1065, 0.0508]) >>> from scipy import stats >>> stats.zscore(a) array([ 1.1273, -1.247 , -0.0552, 1.0923, 1.1664, -0.8559, 0.5786, 0.6748, -1.1488, -1.3324])

Computing along a specied axis, using n-1 degrees of freedom (ddof=1) to calculate the standard deviation:
>>> b = np.array([[ 0.3148, 0.0478, 0.6243, [ 0.7149, 0.0775, 0.6072, [ 0.6341, 0.1403, 0.9759, [ 0.5918, 0.6948, 0.904 , [ 0.0921, 0.2481, 0.1188, >>> stats.zscore(b, axis=1, ddof=1) array([[-1.1649, -1.4319, -0.8554, -1.0189], [-0.8661, -1.5035, -0.9737, -0.6154], [-0.888 , -1.3817, -0.5461, -1.1156], [-2.3043, -2.2014, -1.9921, -2.5241], [-2.0773, -1.9212, -2.0506, -2.0328]]) 0.4608], 0.9656], 0.4064], 0.3721], 0.1366]])

threshold(a[, threshmin, threshmax, newval]) trimboth(a, proportiontocut) trim1(a, proportiontocut[, tail])

Clip array to a given value. Slices off a proportion of items from both ends of an array. Slices off a proportion of items from ONE end of the passed array

scipy.stats.threshold(a, threshmin=None, threshmax=None, newval=0) Clip array to a given value. Similar to numpy.clip(), except that values less than threshmin or greater than threshmax are replaced by newval, instead of by threshmin and threshmax respectively. Parameters a : array_like Data to threshold. threshmin : oat, int or None, optional Minimum threshold, defaults to None. threshmax : oat, int or None, optional Maximum threshold, defaults to None. newval : oat or int, optional Value to put in place of values in a outside of bounds. Defaults to 0. Returns out : ndarray

4.22. Statistical functions (scipy.stats)

791

SciPy Reference Guide, Release 0.10.0rc1

The clipped input array, with values less than threshmin or greater than threshmax replaced with newval. Examples
>>> a = np.array([9, 9, 6, 3, 1, 6, 1, 0, 0, 8]) >>> from scipy import stats >>> stats.threshold(a, threshmin=2, threshmax=8, newval=-1) array([-1, -1, 6, 3, -1, 6, -1, -1, -1, 8])

scipy.stats.trimboth(a, proportiontocut) Slices off a proportion of items from both ends of an array. Slices off the passed proportion of items from both ends of the passed array (i.e., with proportiontocut = 0.1, slices leftmost 10% and rightmost 10% of scores). You must pre-sort the array if you want proper trimming. Slices off less if proportion results in a non-integer slice index (i.e., conservatively slices off proportiontocut). Parameters a : array_like Data to trim. proportiontocut : oat or int Proportion of total data set to trim of each end. Returns out : ndarray Trimmed version of array a. Examples
>>> from scipy import stats >>> a = np.arange(20) >>> b = stats.trimboth(a, 0.1) >>> b.shape (16,)

scipy.stats.trim1(a, proportiontocut, tail=right) Slices off a proportion of items from ONE end of the passed array distribution. If proportiontocut = 0.1, slices off leftmost or rightmost 10% of scores. Slices off LESS if proportion results in a non-integer slice index (i.e., conservatively slices off proportiontocut ). Parameters a : array_like Input array proportiontocut : oat Fraction to cut off of left or right of distribution tail : string, {left, right}, optional Defaults to right. Returns trim1 : ndarray Trimmed version of array a

792

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

f_oneway(*args) pearsonr(x, y) spearmanr(a[, b, axis]) pointbiserialr(x, y) kendalltau(x, y[, initial_lexsort]) linregress(x[, y]) scipy.stats.f_oneway(*args) Performs a 1-way ANOVA.

Performs a 1-way ANOVA. Calculates a Pearson correlation coefcient and the p-value for testing Calculates a Spearman rank-order correlation coefcient and the p-value Calculates a point biserial correlation coefcient and the associated p-value. Calculates Kendalls tau, a correlation measure for ordinal data. Calculate a regression line

The one-way ANOVA tests the null hypothesis that two or more groups have the same population mean. The test is applied to samples from two or more groups, possibly with differing sizes. Parameters sample1, sample2, ... : array_like The sample measurements for each group. Returns F-value : oat The computed F-value of the test. p-value : oat The associated p-value from the F-distribution. Notes The ANOVA test has important assumptions that must be satised in order for the associated p-value to be valid. 1.The samples are independent. 2.Each sample is from a normally distributed population. 3.The population standard deviations of the groups are all equal. This property is known as homoscedasticity. If these assumptions are not true for a given set of data, it may still be possible to use the Kruskal-Wallis H-test (stats.kruskal_) although with some loss of power. The algorithm is from Heiman[2], pp.394-7. References [R74], [R75] scipy.stats.pearsonr(x, y) Calculates a Pearson correlation coefcient and the p-value for testing non-correlation. The Pearson correlation coefcient measures the linear relationship between two datasets. Strictly speaking, Pearsons correlation requires that each dataset be normally distributed. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters x : 1D array y : 1D array the same length as x

4.22. Statistical functions (scipy.stats)

793

SciPy Reference Guide, Release 0.10.0rc1

Returns (Pearsons correlation coefcient, : 2-tailed p-value) References http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation scipy.stats.spearmanr(a, b=None, axis=0) Calculates a Spearman rank-order correlation coefcient and the p-value to test for non-correlation. The Spearman correlation is a nonparametric measure of the monotonicity of the relationship between two datasets. Unlike the Pearson correlation, the Spearman correlation does not assume that both datasets are normally distributed. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact monotonic relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Spearman correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters a, b : 1D or 2D array_like, b is optional One or two 1-D or 2-D arrays containing multiple variables and observations. Each column of a and b represents a variable, and each row entry a single observation of those variables. See also axis. Both arrays need to have the same length in the axis dimension. axis : int or None, optional If axis=0 (default), then each column represents a variable, with observations in the rows. If axis=0, the relationship is transposed: each row represents a variable, while the columns contain observations. If axis=None, then both arrays will be raveled. Returns rho: oat or ndarray (2-D square) : Spearman correlation matrix or correlation coefcient (if only 2 variables are given as parameters. Correlation matrix is square with length equal to total number of variables (columns or rows) in a and b combined. p-value : oat The two-sided p-value for a hypothesis test whose null hypothesis is that two sets of data are uncorrelated, has same dimension as rho. Notes Changes in scipy 0.8.0: rewrite to add tie-handling, and axis. References [CRCProbStat2000] Section 14.7 [CRCProbStat2000] Examples
>>> spearmanr([1,2,3,4,5],[5,6,7,8,7]) (0.82078268166812329, 0.088587005313543798) >>> np.random.seed(1234321)

794

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> x2n=np.random.randn(100,2) >>> y2n=np.random.randn(100,2) >>> spearmanr(x2n) (0.059969996999699973, 0.55338590803773591) >>> spearmanr(x2n[:,0], x2n[:,1]) (0.059969996999699973, 0.55338590803773591) >>> rho, pval = spearmanr(x2n,y2n) >>> rho array([[ 1. , 0.05997 , 0.18569457, [ 0.05997 , 1. , 0.110003 , [ 0.18569457, 0.110003 , 1. , [ 0.06258626, 0.02534653, 0.03488749, >>> pval array([[ 0. , 0.55338591, 0.06435364, [ 0.55338591, 0. , 0.27592895, [ 0.06435364, 0.27592895, 0. , [ 0.53617935, 0.80234077, 0.73039992, >>> rho, pval = spearmanr(x2n.T, y2n.T, axis=1) >>> rho array([[ 1. , 0.05997 , 0.18569457, [ 0.05997 , 1. , 0.110003 , [ 0.18569457, 0.110003 , 1. , [ 0.06258626, 0.02534653, 0.03488749, >>> spearmanr(x2n, y2n, axis=None) (0.10816770419260482, 0.1273562188027364) >>> spearmanr(x2n.ravel(), y2n.ravel()) (0.10816770419260482, 0.1273562188027364) >>> xint = np.random.randint(10,size=(100,2)) >>> spearmanr(xint) (0.052760927029710199, 0.60213045837062351)

0.06258626], 0.02534653], 0.03488749], 1. ]]) 0.53617935], 0.80234077], 0.73039992], 0. ]])

0.06258626], 0.02534653], 0.03488749], 1. ]])

scipy.stats.pointbiserialr(x, y) Calculates a point biserial correlation coefcient and the associated p-value. The point biserial correlation is used to measure the relationship between a binary variable, x, and a continuous variable, y. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply a determinative relationship. This function uses a shortcut formula but produces the same result as pearsonr. Parameters x : array_like of bools Input array. y : array_like Input array. Returns r : oat R value p-value : oat 2-tailed p-value References http://www.childrens-mercy.org/stats/denitions/biserial.htm 4.22. Statistical functions (scipy.stats) 795

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> from scipy import stats >>> a = np.array([0, 0, 0, 1, 1, 1, 1]) >>> b = np.arange(7) >>> stats.pointbiserialr(a, b) (0.8660254037844386, 0.011724811003954652) >>> stats.pearsonr(a, b) (0.86602540378443871, 0.011724811003954626) >>> np.corrcoef(a, b) array([[ 1. , 0.8660254], [ 0.8660254, 1. ]])

scipy.stats.kendalltau(x, y, initial_lexsort=True) Calculates Kendalls tau, a correlation measure for ordinal data. Kendalls tau is a measure of the correspondence between two rankings. Values close to 1 indicate strong agreement, values close to -1 indicate strong disagreement. This is the tau-b version of Kendalls tau which accounts for ties. Parameters x, y : array_like Arrays of rankings, of the same shape. If arrays are not 1-D, they will be attened to 1-D. initial_lexsort : bool, optional Whether to use lexsort or quicksort as the sorting method for the initial sort of the inputs. Default is lexsort (True), for which kendalltau is of complexity O(n log(n)). If False, the complexity is O(n^2), but with a smaller pre-factor (so quicksort may be faster for small arrays). Returns Kendalls tau : oat The tau statistic. p-value : oat The two-sided p-value for a hypothesis test whose null hypothesis is an absence of association, tau = 0. Notes The denition of Kendalls tau that is used is:
tau = (P - Q) / sqrt((P + Q + T) * (P + Q + U))

where P is the number of concordant pairs, Q the number of discordant pairs, T the number of ties only in x, and U the number of ties only in y. If a tie occurs for the same pair in both x and y, it is not added to either T or U. References W.R. Knight, A Computer Method for Calculating Kendalls Tau with Ungrouped Data, Journal of the American Statistical Association, Vol. 61, No. 314, Part 1, pp. 436-439, 1966. Examples
>>> x1 = [12, 2, 1, 12, 2] >>> x2 = [1, 4, 7, 1, 0] >>> tau, p_value = sp.stats.kendalltau(x1, x2)

796

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> tau -0.47140452079103173 >>> p_value 0.24821309157521476

scipy.stats.linregress(x, y=None) Calculate a regression line This computes a least-squares regression for two sets of measurements. Parameters x, y : array_like two sets of measurements. Both arrays should have the same length. If only x is given (and y=None), then it must be a two-dimensional array where one dimension has length 2. The two sets of measurements are then found by splitting the array along the length-2 dimension. Returns slope : oat slope of the regression line intercept : oat intercept of the regression line r-value : oat correlation coefcient p-value : oat two-sided p-value for a hypothesis test whose null hypothesis is that the slope is zero. stderr : oat Standard error of the estimate Examples
>>> >>> >>> >>> >>> from scipy import stats import numpy as np x = np.random.random(10) y = np.random.random(10) slope, intercept, r_value, p_value, std_err = stats.linregress(x,y)

# To get coefcient of determination (r_squared)


>>> print "r-squared:", r_value**2 r-squared: 0.15286643777

4.22. Statistical functions (scipy.stats)

797

SciPy Reference Guide, Release 0.10.0rc1

ttest_1samp(a, popmean[, axis]) ttest_ind(a, b[, axis]) ttest_rel(a, b[, axis]) kstest(rvs, cdf, **kwds[, args, N, ...]) chisquare(f_obs[, f_exp, ddof]) ks_2samp(data1, data2) mannwhitneyu(x, y[, use_continuity]) tiecorrect(rankvals) ranksums(x, y) wilcoxon(x[, y]) kruskal(*args) friedmanchisquare(*args)

Calculates the T-test for the mean of ONE group of scores a. Calculates the T-test for the means of TWO INDEPENDENT samples of scores. Calculates the T-test on TWO RELATED samples of scores, a and b. Perform the Kolmogorov-Smirnov test for goodness of t Calculates a one-way chi square test. Computes the Kolmogorov-Smirnof statistic on 2 samples. Computes the Mann-Whitney rank test on samples x and y. Tie-corrector for ties in Mann Whitney U and Kruskal Wallis H tests. Compute the Wilcoxon rank-sum statistic for two samples. Calculate the Wilcoxon signed-rank test. Compute the Kruskal-Wallis H-test for independent samples Computes the Friedman test for repeated measurements

scipy.stats.ttest_1samp(a, popmean, axis=0) Calculates the T-test for the mean of ONE group of scores a. This is a two-sided test for the null hypothesis that the expected value (mean) of a sample of independent observations is equal to the given population mean, popmean. Parameters a : array_like sample observation popmean : oat or array_like expected value in null hypothesis, if array_like than it must have the same shape as a excluding the axis dimension axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(7654567) >>> rvs = stats.norm.rvs(loc=5,scale=10,size=(50,2))

test if mean of random sample is equal to true mean, and different mean. We reject the null hypothesis in the second case and dont reject it in the rst case
>>> stats.ttest_1samp(rvs,5.0) (array([-0.68014479, -0.04323899]), array([ 0.49961383, >>> stats.ttest_1samp(rvs,0.0) (array([ 2.77025808, 4.11038784]), array([ 0.00789095, 0.96568674])) 0.00014999]))

798

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

examples using axis and non-scalar dimension for population mean


>>> stats.ttest_1samp(rvs,[5.0,0.0]) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs,[[5.0],[0.0]]) (array([[-0.68014479, -0.04323899], [ 2.77025808, 4.11038784]]), array([[ 4.99613833e-01, 9.65686743e-01], [ 7.89094663e-03, 1.49986458e-04]]))

scipy.stats.ttest_ind(a, b, axis=0) Calculates the T-test for the means of TWO INDEPENDENT samples of scores. This is a two-sided test for the null hypothesis that 2 independent samples have identical average (expected) values. Parameters a, b : sequence of ndarrays The arrays must have the same shape, except in the dimension corresponding to axis (the rst, by default). axis : int, optional Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a and b). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Notes We can use this test, if we observe two independent samples from the same or different population, e.g. exam scores of boys and girls or of two ethnic groups. The test measures whether the average (expected) value differs signicantly across samples. If we observe a large p-value, for example larger than 0.05 or 0.1, then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(12345678)

test with sample with identical means


>>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = stats.norm.rvs(loc=5,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs2) (0.26833823296239279, 0.78849443369564765)

test with sample with different means

4.22. Statistical functions (scipy.stats)

799

SciPy Reference Guide, Release 0.10.0rc1

>>> rvs3 = stats.norm.rvs(loc=8,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs3) (-5.0434013458585092, 5.4302979468623391e-007)

scipy.stats.ttest_rel(a, b, axis=0) Calculates the T-test on TWO RELATED samples of scores, a and b. This is a two-sided test for the null hypothesis that 2 related or repeated samples have identical average (expected) values. Parameters a, b : sequence of ndarrays The arrays must have the same shape. axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a and b). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Notes Examples for the use are scores of the same set of student in different exams, or repeated sampling from the same units. The test measures whether the average score differs signicantly across samples (e.g. exams). If we observe a large p-value, for example greater than 0.05 or 0.1 then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. Small p-values are associated with large t-statistics. Examples
>>> from scipy import stats >>> np.random.seed(12345678) # fix random seed to get same numbers >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = (stats.norm.rvs(loc=5,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs2) (0.24101764965300962, 0.80964043445811562) >>> rvs3 = (stats.norm.rvs(loc=8,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs3) (-3.9995108708727933, 7.3082402191726459e-005)

scipy.stats.kstest(rvs, cdf, args=(), N=20, alternative=two_sided, mode=approx, **kwds) Perform the Kolmogorov-Smirnov test for goodness of t This performs a test of the distribution G(x) of an observed random variable against a given distribution F(x). Under the null hypothesis the two distributions are identical, G(x)=F(x). The alternative hypothesis can be either two_sided (default), less or greater. The KS test is only valid for continuous distributions. Parameters rvs : string or array or callable

800

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

string: name of a distribution in scipy.stats array: 1-D observations of random variables callable: function to generate random variables, requires keyword argument size cdf : string or callable string: name of a distribution in scipy.stats, if rvs is a string then cdf can evaluate to False or be the same as rvs callable: function to evaluate cdf args : tuple, sequence distribution parameters, used if rvs or cdf are strings N : int sample size if rvs is string or callable alternative : two_sided (default), less or greater denes the alternative hypothesis (see explanation) mode : approx (default) or asymp denes the distribution used for calculating p-value approx : use approximation to exact distribution of test statistic asymp : use asymptotic distribution of test statistic Returns D : oat KS test statistic, either D, D+ or Dp-value : oat one-tailed or two-tailed p-value Notes In the one-sided test, the alternative is that the empirical cumulative distribution function of the random variable is less or greater than the cumulative distribution function F(x) of the hypothesis, G(x)<=F(x), resp. G(x)>=F(x). Examples
>>> from scipy import stats >>> import numpy as np >>> from scipy.stats import kstest >>> x = np.linspace(-15,15,9) >>> kstest(x,norm) (0.44435602715924361, 0.038850142705171065) >>> np.random.seed(987654321) # set random seed to get the same result >>> kstest(norm,,N=100) (0.058352892479417884, 0.88531190944151261)

is equivalent to this
>>> np.random.seed(987654321) >>> kstest(stats.norm.rvs(size=100),norm) (0.058352892479417884, 0.88531190944151261)

4.22. Statistical functions (scipy.stats)

801

SciPy Reference Guide, Release 0.10.0rc1

Test against one-sided alternative hypothesis:


>>> np.random.seed(987654321)

Shift distribution to larger values, so that cdf_dgp(x)< norm.cdf(x):


>>> x = stats.norm.rvs(loc=0.2, size=100) >>> kstest(x,norm, alternative = less) (0.12464329735846891, 0.040989164077641749)

Reject equal distribution against alternative hypothesis: less


>>> kstest(x,norm, alternative = greater) (0.0072115233216311081, 0.98531158590396395)

Dont reject equal distribution against alternative hypothesis: greater


>>> kstest(x,norm, mode=asymp) (0.12464329735846891, 0.08944488871182088)

Testing t distributed random variables against normal distribution: With 100 degrees of freedom the t distribution looks close to the normal distribution, and the kstest does not reject the hypothesis that the sample came from the normal distribution
>>> np.random.seed(987654321) >>> stats.kstest(stats.t.rvs(100,size=100),norm) (0.072018929165471257, 0.67630062862479168)

With 3 degrees of freedom the t distribution looks sufciently different from the normal distribution, that we can reject the hypothesis that the sample came from the normal distribution at a alpha=10% level
>>> np.random.seed(987654321) >>> stats.kstest(stats.t.rvs(3,size=100),norm) (0.131016895759829, 0.058826222555312224)

scipy.stats.chisquare(f_obs, f_exp=None, ddof=0) Calculates a one-way chi square test. The chi square test tests the null hypothesis that the categorical data has the given frequencies. Parameters f_obs : array observed frequencies in each category f_exp : array, optional expected frequencies in each category. By default the categories are assumed to be equally likely. ddof : int, optional adjustment to the degrees of freedom for the p-value Returns chisquare statistic : oat The chisquare test statistic p : oat The p-value of the test.

802

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Notes This test is invalid when the observed or expected frequencies in each category are too small. A typical rule is that all of the observed and expected frequencies should be at least 5. The default degrees of freedom, k-1, are for the case when no parameters of the distribution are estimated. If p parameters are estimated by efcient maximum likelihood then the correct degrees of freedom are k-1-p. If the parameters are estimated in a different way, then then the dof can be between k-1-p and k-1. However, it is also possible that the asymptotic distributions is not a chisquare, in which case this test is not appropriate. References [R73] scipy.stats.ks_2samp(data1, data2) Computes the Kolmogorov-Smirnof statistic on 2 samples. This is a two-sided test for the null hypothesis that 2 independent samples are drawn from the same continuous distribution. Parameters a, b : sequence of 1-D ndarrays two arrays of sample observations assumed to be drawn from a continuous distribution, sample sizes can be different Returns D : oat KS statistic p-value : oat two-tailed p-value Notes This tests whether 2 samples are drawn from the same distribution. Note that, like in the case of the one-sample K-S test, the distribution is assumed to be continuous. This is the two-sided test, one-sided tests are not implemented. The test uses the two-sided asymptotic Kolmogorov-Smirnov distribution. If the K-S statistic is small or the p-value is high, then we cannot reject the hypothesis that the distributions of the two samples are the same. Examples
>>> from scipy import stats >>> import numpy as np >>> from scipy.stats import ks_2samp >>> #fix random seed to get the same result >>> np.random.seed(12345678); >>> n1 = 200 >>> n2 = 300 # size of first sample # size of second sample

different distribution we can reject the null hypothesis since the pvalue is below 1%
>>> rvs1 = stats.norm.rvs(size=n1,loc=0.,scale=1); >>> rvs2 = stats.norm.rvs(size=n2,loc=0.5,scale=1.5) >>> ks_2samp(rvs1,rvs2) (0.20833333333333337, 4.6674975515806989e-005)

4.22. Statistical functions (scipy.stats)

803

SciPy Reference Guide, Release 0.10.0rc1

slightly different distribution we cannot reject the null hypothesis at a 10% or lower alpha since the pvalue at 0.144 is higher than 10%
>>> rvs3 = stats.norm.rvs(size=n2,loc=0.01,scale=1.0) >>> ks_2samp(rvs1,rvs3) (0.10333333333333333, 0.14498781825751686)

identical distribution we cannot reject the null hypothesis since the pvalue is high, 41%
>>> rvs4 = stats.norm.rvs(size=n2,loc=0.0,scale=1.0) >>> ks_2samp(rvs1,rvs4) (0.07999999999999996, 0.41126949729859719)

scipy.stats.mannwhitneyu(x, y, use_continuity=True) Computes the Mann-Whitney rank test on samples x and y. Parameters x, y : array_like Array of samples, should be one-dimensional. use_continuity : bool, optional Whether a continuity correction (1/2.) should be taken into account. Default is True. Returns u : oat The Mann-Whitney statistics. prob : oat One-sided p-value assuming a asymptotic normal distribution. Notes Use only when the number of observation in each sample is > 20 and you have 2 independent samples of ranks. Mann-Whitney U is signicant if the u-obtained is LESS THAN or equal to the critical value of U. This test corrects for ties and by default uses a continuity correction. The reported p-value is for a one-sided hypothesis, to get the two-sided p-value multiply the returned p-value by 2. scipy.stats.tiecorrect(rankvals) Tie-corrector for ties in Mann Whitney U and Kruskal Wallis H tests. See Siegel, S. (1956) Nonparametric Statistics for the Behavioral Sciences. New York: McGraw-Hill. Code adapted from |Stat rankind.c code. Returns T correction factor for U or H : scipy.stats.ranksums(x, y) Compute the Wilcoxon rank-sum statistic for two samples. The Wilcoxon rank-sum test tests the null hypothesis that two sets of measurements are drawn from the same distribution. The alternative hypothesis is that values in one sample are more likely to be larger than the values in the other sample. This test should be used to compare two samples from continuous distributions. It does not handle ties between measurements in x and y. For tie-handling and an optional continuity correction see stats.mannwhitneyu_ Parameters x,y : array_like

804

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The data from the two samples Returns z-statistic : oat The test statistic under the large-sample approximation that the rank sum statistic is normally distributed p-value : oat The two-sided p-value of the test References [R90] scipy.stats.wilcoxon(x, y=None) Calculate the Wilcoxon signed-rank test. The Wilcoxon signed-rank test tests the null hypothesis that two related samples come from the same distribution. It is a a non-parametric version of the paired T-test. Parameters x : array_like The rst set of measurements. y : array_like, optional The second set of measurements. If y is not given, then the x array is considered to be the differences between the two sets of measurements. Returns z-statistic : oat The test statistic under the large-sample approximation that the signed-rank statistic is normally distributed. p-value : oat The two-sided p-value for the test. Notes Because the normal approximation is used for the calculations, the samples used should be large. A typical rule is to require that n > 20. References [R92] scipy.stats.kruskal(*args) Compute the Kruskal-Wallis H-test for independent samples The Kruskal-Wallis H-test tests the null hypothesis that the population median of all of the groups are equal. It is a non-parametric version of ANOVA. The test works on 2 or more independent samples, which may have different sizes. Note that rejecting the null hypothesis does not indicate which of the groups differs. Post-hoc comparisons between groups are required to determine which groups are different. Parameters sample1, sample2, ... : array_like Two or more arrays with the sample measurements can be given as arguments.

4.22. Statistical functions (scipy.stats)

805

SciPy Reference Guide, Release 0.10.0rc1

Returns H-statistic : oat The Kruskal-Wallis H statistic, corrected for ties p-value : oat The p-value for the test using the assumption that H has a chi square distribution Notes Due to the assumption that H has a chi square distribution, the number of samples in each group must not be too small. A typical rule is that each sample must have at least 5 measurements. References [R79] scipy.stats.friedmanchisquare(*args) Computes the Friedman test for repeated measurements The Friedman test tests the null hypothesis that repeated measurements of the same individuals have the same distribution. It is often used to test for consistency among measurements obtained in different ways. For example, if two measurement techniques are used on the same set of individuals, the Friedman test can be used to determine if the two measurement techniques are consistent. Parameters measurements1, measurements2, measurements3... : array_like Arrays of measurements. All of the arrays must have the same number of elements. At least 3 sets of measurements must be given. Returns friedman chi-square statistic : oat the test statistic, correcting for ties p-value : oat the associated p-value assuming that the test statistic has a chi squared distribution Notes Due to the assumption that the test statistic has a chi squared distribution, the p-value is only reliable for n > 10 and more than 6 repeated measurements. References [R78] ansari(x, y) bartlett(*args) levene(*args, **kwds) shapiro(x[, a, reta]) anderson(x[, dist]) binom_test(x[, n, p]) fligner(*args, **kwds) mood(x, y) oneway(*args, **kwds) Perform the Ansari-Bradley test for equal scale parameters Perform Bartletts test for equal variances Perform Levene test for equal variances. Perform the Shapiro-Wilk test for normality. Anderson-Darling test for data coming from a particular distribution Perform a test that the probability of success is p. Perform Fligners test for equal variances. Perform Moods test for equal scale parameters. Test for equal means in two or more samples from the normal distribution.

scipy.stats.ansari(x, y) Perform the Ansari-Bradley test for equal scale parameters

806

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The Ansari-Bradley test is a non-parametric test for the equality of the scale parameter of the distributions from which two samples were drawn. Parameters x, y : array_like arrays of sample data Returns p-value : oat The p-value of the hypothesis test See Also: fligner A non-parametric test for the equality of k variances mood A non-parametric test for the equality of two scale parameters Notes The p-value given is exact when the sample sizes are both less than 55 and there are no ties, otherwise a normal approximation for the p-value is used. References [R68] scipy.stats.bartlett(*args) Perform Bartletts test for equal variances Bartletts test tests the null hypothesis that all input samples are from populations with equal variances. For samples from signicantly non-normal populations, Levenes test levene_ is more robust. Parameters sample1, sample2,... : array_like arrays of sample data. May be different lengths. Returns T : oat The test statistic. p-value : oat The p-value of the test. References [R69], [R70] scipy.stats.levene(*args, **kwds) Perform Levene test for equal variances. The Levene test tests the null hypothesis that all input samples are from populations with equal variances. Levenes test is an alternative to Bartletts test bartlett in the case where there are signicant deviations from normality. Parameters sample1, sample2, ... : array_like The sample data, possibly with different lengths 4.22. Statistical functions (scipy.stats) 807

SciPy Reference Guide, Release 0.10.0rc1

center : {mean, median, trimmed}, optional Which function of the data to use in the test. The default is median. proportiontocut : oat, optional When center is trimmed, this gives the proportion of data points to cut from each end. (See scipy.stats.trim_mean.) Default is 0.05. Returns W : oat The test statistic. p-value : oat The p-value for the test. Notes Three variations of Levenes test are possible. The possibilities and their recommended usages are: median : Recommended for skewed (non-normal) distributions> mean : Recommended for symmetric, moderate-tailed distributions. trimmed : Recommended for heavy-tailed distributions. References [R80], [R81], [R82] scipy.stats.shapiro(x, a=None, reta=False) Perform the Shapiro-Wilk test for normality. The Shapiro-Wilk test tests the null hypothesis that the data was drawn from a normal distribution. Parameters x : array_like Array of sample data. a : array_like, optional Array of internal parameters used in the calculation. If these are not given, they will be computed internally. If x has length n, then a must have length n/2. reta : bool, optional Whether or not to return the internally computed a values. The default is False. Returns W : oat The test statistic. p-value : oat The p-value for the hypothesis test. a : array_like, optional If reta is True, then these are the internally computed a values that may be passed into this function on future calls. See Also:

808

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

anderson The Anderson-Darling test for normality References [R91] scipy.stats.anderson(x, dist=norm) Anderson-Darling test for data coming from a particular distribution The Anderson-Darling test is a modication of the Kolmogorov- Smirnov test kstest_ for the null hypothesis that a sample is drawn from a population that follows a particular distribution. For the Anderson-Darling test, the critical values depend on which distribution is being tested against. This function works for normal, exponential, logistic, or Gumbel (Extreme Value Type I) distributions. Parameters x : array_like array of sample data dist : {norm,expon,logistic,gumbel,extreme1}, optional the type of distribution to test against. The default is norm and extreme1 is a synonym for gumbel Returns A2 : oat The Anderson-Darling test statistic critical : list The critical values for this distribution sig : list The signicance levels for the corresponding critical values in percents. The function returns critical values for a differing set of signicance levels depending on the distribution that is being tested against. Notes Critical values provided are for the following signicance levels: normal/exponenential 15%, 10%, 5%, 2.5%, 1% logistic 25%, 10%, 5%, 2.5%, 1%, 0.5% Gumbel 25%, 10%, 5%, 2.5%, 1% If A2 is larger than these critical values then for the corresponding signicance level, the null hypothesis that the data come from the chosen distribution can be rejected. References [R62], [R63], [R64], [R65], [R66], [R67] scipy.stats.binom_test(x, n=None, p=0.5) Perform a test that the probability of success is p. This is an exact, two-sided test of the null hypothesis that the probability of success in a Bernoulli experiment is p. 4.22. Statistical functions (scipy.stats) 809

SciPy Reference Guide, Release 0.10.0rc1

Parameters x : integer or array_like the number of successes, or if x has length 2, it is the number of successes and the number of failures. n : integer the number of trials. This is ignored if x gives both the number of successes and failures p : oat, optional The hypothesized probability of success. 0 <= p <= 1. The default value is p = 0.5 Returns p-value : oat The p-value of the hypothesis test References [R71] scipy.stats.fligner(*args, **kwds) Perform Fligners test for equal variances. Fligners test tests the null hypothesis that all input samples are from populations with equal variances. Fligners test is non-parametric in contrast to Bartletts test bartlett and Levenes test levene. Parameters sample1, sample2, ... : array_like arrays of sample data. Need not be the same length center : {mean, median, trimmed}, optional keyword argument controlling which function of the data is used in computing the test statistic. The default is median. proportiontocut : oat, optional When center is trimmed, this gives the proportion of data points to cut from each end. (See scipy.stats.trim_mean.) Default is 0.05. Returns Xsq : oat the test statistic p-value : oat the p-value for the hypothesis test Notes As with Levenes test there are three variants of Fligners test that differ by the measure of central tendency used in the test. See levene for more information. References [R76], [R77] scipy.stats.mood(x, y) Perform Moods test for equal scale parameters.

810

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Moods two-sample test for scale parameters is a non-parametric test for the null hypothesis that two samples are drawn from the same distribution with the same scale parameter. Parameters x, y : array_like Arrays of sample data. Returns p-value : oat The p-value for the hypothesis test. See Also: fligner A non-parametric test for the equality of k variances ansari A non-parametric test for the equality of 2 variances bartlett A parametric test for equality of k variances in normal samples levene A parametric test for equality of k variances Notes The data are assumed to be drawn from probability distributions f(x) and f(x/s)/s respectively, for some probability density function f. The null hypothesis is that s = 1. scipy.stats.oneway(*args, **kwds) Test for equal means in two or more samples from the normal distribution. If the keyword parameter <equal_var> is true then the variances are assumed to be equal, otherwise they are not assumed to be equal (default). Return test statistic and the p-value giving the probability of error if the null hypothesis (equal means) is rejected at this value.

4.22.4 Contingency table functions


fisher_exact(table[, alternative]) chi2_contingency(observed[, correction]) contingency.expected_freq(observed) contingency.margins(a) Performs a Fisher exact test on a 2x2 contingency table. Chi-square test of independence of variables in a contingency table. Compute the expected frequencies from a contingency table. Return a list of the marginal sums of the array a.

scipy.stats.fisher_exact(table, alternative=two-sided) Performs a Fisher exact test on a 2x2 contingency table. Parameters table : array_like of ints A 2x2 contingency table. Elements should be non-negative integers. alternative : {two-sided, less, greater}, optional Which alternative hypothesis to the null hypothesis the test uses. Default is twosided.

4.22. Statistical functions (scipy.stats)

811

SciPy Reference Guide, Release 0.10.0rc1

Returns oddsratio : oat This is prior odds ratio and not a posterior estimate. p_value : oat P-value, the probability of obtaining a distribution at least as extreme as the one that was actually observed, assuming that the null hypothesis is true. See Also: chi2_contingency Chi-square test of independence of variables in a contingency table. Notes The calculated odds ratio is different from the one R uses. In R language, this implementation returns the (more common) unconditional Maximum Likelihood Estimate, while R uses the conditional Maximum Likelihood Estimate. For tables with large numbers the (inexact) chi-square test implemented in the function chi2_contingency can also be used. Examples Say we spend a few days counting whales and sharks in the Atlantic and Indian oceans. In the Atlantic ocean we nd 8 whales and 1 shark, in the Indian ocean 2 whales and 5 sharks. Then our contingency table is:
whales sharks Atlantic 8 1 Indian 2 5

We use this table to nd the p-value:


>>> oddsratio, pvalue = stats.fisher_exact([[8, 2], [1, 5]]) >>> pvalue 0.0349...

The probability that we would observe this or an even more imbalanced ratio by chance is about 3.5%. A commonly used signicance level is 5%, if we adopt that we can therefore conclude that our observed imbalance is statistically signicant; whales prefer the Atlantic while sharks prefer the Indian ocean. scipy.stats.chi2_contingency(observed, correction=True) Chi-square test of independence of variables in a contingency table. This function computes the chi-square statistic and p-value for the hypothesis test of independence of the observed frequencies in the contingency table [R72] observed. The expected frequencies are computed based on the marginal sums under the assumption of independence; see scipy.stats.expected_freq. The number of degrees of freedom is (expressed using numpy functions and attributes):
dof = observed.size - sum(observed.shape) + observed.ndim - 1

Parameters observed : array_like The contingency table. The table contains the observed frequencies (i.e. number of occurrences) in each category. In the two-dimensional case, the table is often described as an R x C table. correction : bool, optional

812

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

If True, and the degrees of freedom is 1, apply Yates correction for continuity. Returns chi2 : oat The chi-square test statistic. Without the Yates correction, this is the sum of the squares of the observed values minus the expected values, divided by the expected values. With Yates correction, 0.5 is subtracted from the squared differences before dividing by the expected values. p : oat The p-value of the test dof : int Degrees of freedom expected : ndarray, same shape as observed The expected frequencies, based on the marginal sums of the table. See Also: contingency.expected_freq, fisher_exact, chisquare Notes An often quoted guideline for the validity of this calculation is that the test should be used only if the observed and expected frequency in each cell is at least 5. This is a test for the independence of different categories of a population. The test is only meaningful when the dimension of observed is two or more. Applying the test to a one-dimensional table will always result in expected equal to observed and a chi-square statistic equal to 0. This function does not handle masked arrays, because the calculation does not make sense with missing values. Like stats.chisquare, this function computes a chi-square statistic; the convenience this function provides is to gure out the expected frequencies and degrees of freedom from the given contingency table. If these were already known, and if the Yates correction was not required, one could use stats.chisquare. That is, if one calls:
chi2, p, dof, ex = chi2_contingency(obs, correction=False)

then the following is true:


(chi2, p) == stats.chisquare(obs.ravel(), f_exp=ex.ravel(), ddof=obs.size - 1 - dof)

References [R72] Examples A two-way example (2 x 3):


>>> obs = np.array([[10, 10, 20], [20, 20, 20]]) >>> chi2_contingency(obs) (2.7777777777777777, 0.24935220877729619, 2, array([[ 12., 12., 16.], [ 18., 18., 24.]]))

4.22. Statistical functions (scipy.stats)

813

SciPy Reference Guide, Release 0.10.0rc1

A four-way example (2 x 2 x 2 x 2):


>>> obs = np.array( ... [[[[12, 17], ... [11, 16]], ... [[11, 12], ... [15, 16]]], ... [[[23, 15], ... [30, 22]], ... [[14, 17], ... [15, 16]]]]) >>> chi2_contingency(obs) (8.7584514426741897, 0.64417725029295503, 11, array([[[[ 14.15462386, [ 16.49423111, [[ 11.2461395 , [ 13.10500554, [[[ 19.5591166 , [ 22.79202844, [[ 15.54012004, [ 18.10873492,

14.15462386], 16.49423111]], 11.2461395 ], 13.10500554]]], 19.5591166 ], 22.79202844]], 15.54012004], 18.10873492]]]]))

scipy.stats.contingency.expected_freq(observed) Compute the expected frequencies from a contingency table. Given an n-dimensional contingency table of observed frequencies, compute the expected frequencies for the table based on the marginal sums under the assumption that the groups associated with each dimension are independent. Parameters observed : array_like The table of observed frequencies. (While this function can handle a 1-D array, that case is trivial. Generally observed is at least 2-D.) Returns expected : ndarray of type numpy.oat64, same shape as observed. The expected frequencies, based on the marginal sums of the table. Examples
>>> observed = np.array([[10, 10, 20],[20, 20, 20]]) >>> expected_freq(observed) array([[ 12., 12., 16.], [ 18., 18., 24.]])

scipy.stats.contingency.margins(a) Return a list of the marginal sums of the array a. Parameters a : ndarray The array for which to compute the marginal sums. Examples
>>> a = np.arange(12).reshape(2, 6) >>> a

814

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

array([[ 0, 1, 2, 3, 4, 5], [ 6, 7, 8, 9, 10, 11]]) >>> m0, m1 = margins(a) >>> m0 array([[15], [51]]) >>> m1 array([[ 6, 8, 10, 12, 14, 16]]) >>> b = np.arange(24).reshape(2,3,4) >>> m0, m1, m2 = margins(b) >>> m0 array([[[ 66]], [[210]]]) >>> m1 array([[[ 60], [ 92], [124]]]) >>> m2 array([[[60, 66, 72, 78]]])

4.22.5 General linear model


glm(data, para) Calculates a linear model t ...

scipy.stats.glm(data, para) Calculates a linear model t ... anova/ancova/lin-regress/t-test/etc. Taken from: Peterson et al. Statistical limitations in functional neuroimaging I. Non-inferential methods and statistical models. Phil Trans Royal Soc Lond B 354: 1239-1260. Returns statistic, p-value ??? :

4.22.6 Plot-tests
probplot(x[, sparams, dist, t, plot]) ppcc_max(x[, brack, dist]) ppcc_plot(x, a, b[, dist, plot, N]) Calculate quantiles for a probability plot of sample data against a specied theoretical distribution. Returns the shape parameter that maximizes the probability plot correlation coefcient for the given data to a one-parameter family of distributions. Returns (shape, ppcc), and optionally plots shape vs.

scipy.stats.probplot(x, sparams=(), dist=norm, t=True, plot=None) Calculate quantiles for a probability plot of sample data against a specied theoretical distribution. probplot optionally calculates a best-t line for the data and plots the results using Matplotlib or a given plot function. Parameters x : array_like Sample/response data from which probplot creates the plot. sparams : tuple, optional Distribution-specic shape parameters (location(s) and scale(s)).

4.22. Statistical functions (scipy.stats)

815

SciPy Reference Guide, Release 0.10.0rc1

dist : str, optional Distribution function name. The default is norm for a normal probability plot. t : bool, optional Fit a least-squares regression (best-t) line to the sample data if True (default). plot : object, optional If given, plots the quantiles and least squares t. plot is an object with methods plot, title, xlabel, ylabel and text. The matplotlib.pyplot module or a Matplotlib axes object can be used, or a custom object with the same methods. By default, no plot is created. Returns (osm, osr) : tuple of ndarrays Tuple of theoretical quantiles (osm, or order statistic medians) and ordered responses (osr). (slope, intercept, r) : tuple of oats, optional Tuple containing the result of the least-squares t, if that is performed by probplot. r is the square root of the coefcient of determination. If fit=False and plot=None, this tuple is not returned. Notes Even if plot is given, the gure is not shown or saved by probplot; plot.savefig(figname.png) should be used after calling probplot. Examples
>>> import scipy.stats as stats >>> nsample = 100 >>> np.random.seed(7654321)

plot.show() or

A t distribution with small degrees of freedom:


>>> ax1 = plt.subplot(221) >>> x = stats.t.rvs(3, size=nsample) >>> res = stats.probplot(x, plot=plt)

A t distribution with larger degrees of freedom:


>>> ax2 = plt.subplot(222) >>> x = stats.t.rvs(25, size=nsample) >>> res = stats.probplot(x, plot=plt)

A mixture of 2 normal distributions with broadcasting:


>>> ax3 = plt.subplot(223) >>> x = stats.norm.rvs(loc=[0,5], scale=[1,1.5], size=(nsample/2.,2)).ravel() >>> res = stats.probplot(x, plot=plt)

A standard normal distribution:


>>> ax4 = plt.subplot(224) >>> x = stats.norm.rvs(loc=0, scale=1, size=nsample) >>> res = stats.probplot(x, plot=plt)

816

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.ppcc_max(x, brack=(0.0, 1.0), dist=tukeylambda) Returns the shape parameter that maximizes the probability plot correlation coefcient for the given data to a one-parameter family of distributions. See also ppcc_plot scipy.stats.ppcc_plot(x, a, b, dist=tukeylambda, plot=None, N=80) Returns (shape, ppcc), and optionally plots shape vs. ppcc (probability plot correlation coefcient) as a function of shape parameter for a one-parameter family of distributions from shape value a to b. See also ppcc_max

4.22.7 Masked statistics functions


Statistical functions for masked arrays (scipy.stats.mstats) This module contains a large number of statistical functions that can be used with masked arrays. Most of these functions are similar to those in scipy.stats but might have small differences in the API or in the algorithm used. Since this is a relatively new package, some API changes are still possible. argstoarray(*args) betai(a, b, x) chisquare(f_obs[, f_exp]) count_tied_groups(x[, use_missing]) describe(a[, axis]) f_oneway(*args) f_value_wilks_lambda(ER, EF, dfnum, dfden, a, b) find_repeats(arr) friedmanchisquare(*args) gmean(a[, axis]) hmean(a[, axis]) kendalltau(x, y[, use_ties, use_missing]) kendalltau_seasonal(x) kruskalwallis(*args) kruskalwallis(*args) ks_twosamp(data1, data2[, alternative]) ks_twosamp(data1, data2[, alternative]) kurtosis(a[, axis, sher, bias]) kurtosistest(a[, axis]) linregress(*args) mannwhitneyu(x, y[, use_continuity]) plotting_positions(data[, alpha, beta]) mode(a[, axis]) moment(a[, moment, axis]) mquantiles(a, 5[, prob, alphap, betap, ...]) msign(x) normaltest(a[, axis]) obrientransform(*args) pearsonr(x, y) plotting_positions(data[, alpha, beta]) pointbiserialr(x, y) rankdata(data[, axis, use_missing]) scoreatpercentile(data, per[, limit, ...])

Constructs a 2D array from Returns the incomplete Calculates a one-way Counts the number of tied values in Computes several descriptive s Performs a 1-way ANOVA, Calculation of Wilks lambda Find repeats in arr and Friedman Chi-Square is a Compute the geometric mean Calculates the harmonic mean Computes Kendalls rank correlation Computes a multivariate extensio Compute the Kruskal-Wallis Compute the Kruskal-Wallis Computes the Kolmogorov-Smirnov Computes the Kolmogorov-Smirnov Computes the kurtosis (Fisher Tests whether a Calculate a Computes the Mann-Whitney Returns plotting positions (or Returns an array of the modal Calculates the nth moment Computes empirical quantiles Returns the sign of x, Tests whether a sample Computes a transform on in Calculates a Pearson correlation Returns plotting positions (or Calculates a point biserial corre Returns the rank (also known as ord Calculate the score at the

4.22. Statistical functions (scipy.stats)

817

SciPy Reference Guide, Release 0.10.0rc1

sem(a[, axis]) signaltonoise(data[, axis]) skew(a[, axis, bias]) skewtest(a[, axis]) spearmanr(x, y[, use_ties]) theilslopes(y[, x, alpha]) threshold(a[, threshmin, threshmax, newval]) tmax(a, upperlimit[, axis, inclusive]) tmean(a[, limits, inclusive]) tmin(a[, lowerlimit, axis, inclusive]) trim(a[, limits, inclusive, relative, axis]) trima(a[, limits, inclusive]) trimboth(data[, proportiontocut, inclusive, ...]) trimmed_stde(a[, limits, inclusive, axis]) trimr(a[, limits, inclusive, axis]) trimtail(data[, proportiontocut, tail, ...]) tsem(a[, limits, inclusive]) ttest_onesamp(a, popmean) ttest_ind(a, b[, axis]) ttest_onesamp(a, popmean) ttest_rel(a, b[, axis]) tvar(a[, limits, inclusive]) variation(a[, axis]) winsorize(a[, limits, inclusive, inplace, axis]) zmap(scores, compare[, axis, ddof]) zscore(a[, axis, ddof])

Table 4.12 continued from Calculates the standard error of the mean ( Calculates the signal-to-noise ratio, as the Computes the skewness Tests whether the skew is Calculates a Spearman rank-or Computes the Theil slope over Clip array to Compute the Compute the Compute the Trims an array by masking Trims an array by masking Trims the data by masking the int(proportiontocut*n) smallest and int(p Returns the standard error of the Trims an array by masking so Trims the data by masking Compute the trimmed Calculates the T-test for the Calculates the T-test for the me Calculates the T-test for the Calculates the T-test on TWO Compute the Computes the coefcient of variation, th Returns a Winsorized versi Calculates the re Calculates the z score of each value in

scipy.stats.mstats.argstoarray(*args) Constructs a 2D array from a sequence of sequences. Sequences are lled with missing values to match the length of the longest sequence. Returns output : MaskedArray a (mxn) masked array, where m is the number of arguments and n the length of the longest argument. scipy.stats.mstats.betai(a, b, x) Returns the incomplete beta function. I_x(a,b) = 1/B(a,b)*(Integral(0,x) of t^(a-1)(1-t)^(b-1) dt) where a,b>0 and B(a,b) = G(a)*G(b)/(G(a+b)) where G(a) is the gamma function of a. The standard broadcasting rules apply to a, b, and x. Parameters a : array_like or oat > 0 b : array_like or oat > 0 x : array_like or oat x will be clipped to be no greater than 1.0 . Returns betai : ndarray

818

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Incomplete beta function. scipy.stats.mstats.chisquare(f_obs, f_exp=None) Calculates a one-way chi square test. The chi square test tests the null hypothesis that the categorical data has the given frequencies. Parameters f_obs : array observed frequencies in each category f_exp : array, optional expected frequencies in each category. By default the categories are assumed to be equally likely. ddof : int, optional adjustment to the degrees of freedom for the p-value Returns chisquare statistic : oat The chisquare test statistic p : oat The p-value of the test. Notes This test is invalid when the observed or expected frequencies in each category are too small. A typical rule is that all of the observed and expected frequencies should be at least 5. The default degrees of freedom, k-1, are for the case when no parameters of the distribution are estimated. If p parameters are estimated by efcient maximum likelihood then the correct degrees of freedom are k-1-p. If the parameters are estimated in a different way, then then the dof can be between k-1-p and k-1. However, it is also possible that the asymptotic distributions is not a chisquare, in which case this test is not appropriate. References [R84] scipy.stats.mstats.count_tied_groups(x, use_missing=False) Counts the number of tied values in x, and returns a dictionary (nb of ties: nb of groups). Parameters x : sequence Sequence of data on which to counts the ties use_missing : boolean Whether to consider missing values as tied. Examples
>>> >>> >>> >>> z = [0, 0, 0, 2, 2, 2, 3, 3, 4, 5, 6] count_tied_groups(z) {2:1, 3:2} # The ties were 0 (3x), 2 (3x) and 3 (2x)

4.22. Statistical functions (scipy.stats)

819

SciPy Reference Guide, Release 0.10.0rc1

>>> >>> >>> >>> >>> >>> >>> >>>

z = ma.array([0, 0, 1, 2, 2, 2, 3, 3, 4, 5, 6]) count_tied_groups(z) {2:2, 3:1} # The ties were 0 (2x), 2 (3x) and 3 (2x) z[[1,-1]] = masked count_tied_groups(z, use_missing=True) {2:2, 3:1} # The ties were 2 (3x), 3 (2x) and masked (2x)

scipy.stats.mstats.describe(a, axis=0) Computes several descriptive statistics of the passed array. Parameters a : array axis : int or None Returns n : int (size of the data (discarding missing values) mm : (int, int) min, max arithmetic mean : oat unbiased variance : oat biased skewness : oat biased kurtosis : oat Examples
>>> ma = np.ma.array(range(6), mask=[0, 0, 0, 1, 1, 1]) >>> describe(ma) (array(3), (0, 2), 1.0, 1.0, masked_array(data = 0.0, mask = False, fill_value = 1e+20) , -1.5)

scipy.stats.mstats.f_oneway(*args) Performs a 1-way ANOVA, returning an F-value and probability given any number of groups. From Heiman, pp.394-7. Usage: f_oneway (*args) where *args is 2 or more arrays, one per treatment group Returns: f-value, probability scipy.stats.mstats.f_value_wilks_lambda(ER, EF, dfnum, dfden, a, b) Calculation of Wilks lambda F-statistic for multivarite data, per Maxwell & Delaney p.657. scipy.stats.mstats.find_repeats(arr)

820

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Find repeats in arr and return a tuple (repeats, repeat_count). Masked values are discarded. Parameters arr : sequence Input array. The array is attened if it is not 1D. Returns repeats : ndarray Array of repeated values. counts [ndarray] Array of counts. scipy.stats.mstats.friedmanchisquare(*args) Friedman Chi-Square is a non-parametric, one-way within-subjects ANOVA. This function calculates the Friedman Chi-square test for repeated measures and returns the result, along with the associated probability value. Each input is considered a given group. Ideally, the number of treatments among each group should be equal. If this is not the case, only the rst n treatments are taken into account, where n is the number of treatments of the smallest group. If a group has some missing values, the corresponding treatments are masked in the other groups. The test statistic is corrected for ties. Masked values in one group are propagated to the other groups. Returns: chi-square statistic, associated p-value scipy.stats.mstats.gmean(a, axis=0) Compute the geometric mean along the specied axis. Returns the geometric average of the array elements. That is: n-th root of (x1 * x2 * ... * xn) Parameters a : array_like Input array or object that can be converted to an array. axis : int, optional, default axis=0 Axis along which the geometric mean is computed. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specied, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns gmean : ndarray, see dtype parameter above See Also: numpy.mean Arithmetic average numpy.average Weighted average

4.22. Statistical functions (scipy.stats)

821

SciPy Reference Guide, Release 0.10.0rc1

hmean Harmonic mean Notes The geometric average is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. oat64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-nite values in the input or that arise in the calculations such as Not a Number and innity because masked arrays automatically mask any non-nite values. scipy.stats.mstats.hmean(a, axis=0) Calculates the harmonic mean along the specied axis. That is: n / (1/x1 + 1/x2 + ... + 1/xn) Parameters a : array_like Input array, masked array or object that can be converted to an array. axis : int, optional, default axis=0 Axis along which the harmonic mean is computed. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specied, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns hmean : ndarray, see dtype parameter above See Also: numpy.mean Arithmetic average numpy.average Weighted average gmean Geometric mean Notes The harmonic mean is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. oat64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-nite values in the input or that arise in the calculations such as Not a Number and innity. scipy.stats.mstats.kendalltau(x, y, use_ties=True, use_missing=False) Computes Kendalls rank correlation tau on two variables x and y. Parameters xdata: sequence : First data list (for example, time).

822

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

ydata: sequence : Second data list. use_ties: {True, False} optional : Whether ties correction should be performed. use_missing: {False, True} optional : Whether missing data should be allocated a rank of 0 (False) or the average rank (True) Returns tau : oat Kendall tau prob [oat] Approximate 2-side p-value. scipy.stats.mstats.kendalltau_seasonal(x) Computes a multivariate extension Kendalls rank correlation tau, designed for seasonal data. Parameters x: 2D array : Array of seasonal data, with seasons in columns. scipy.stats.mstats.kruskalwallis(*args) Compute the Kruskal-Wallis H-test for independent samples The Kruskal-Wallis H-test tests the null hypothesis that the population median of all of the groups are equal. It is a non-parametric version of ANOVA. The test works on 2 or more independent samples, which may have different sizes. Note that rejecting the null hypothesis does not indicate which of the groups differs. Post-hoc comparisons between groups are required to determine which groups are different. Parameters sample1, sample2, ... : array_like Two or more arrays with the sample measurements can be given as arguments. Returns H-statistic : oat The Kruskal-Wallis H statistic, corrected for ties p-value : oat The p-value for the test using the assumption that H has a chi square distribution Notes Due to the assumption that H has a chi square distribution, the number of samples in each group must not be too small. A typical rule is that each sample must have at least 5 measurements.

4.22. Statistical functions (scipy.stats)

823

SciPy Reference Guide, Release 0.10.0rc1

References [R85] scipy.stats.mstats.kruskalwallis(*args) Compute the Kruskal-Wallis H-test for independent samples The Kruskal-Wallis H-test tests the null hypothesis that the population median of all of the groups are equal. It is a non-parametric version of ANOVA. The test works on 2 or more independent samples, which may have different sizes. Note that rejecting the null hypothesis does not indicate which of the groups differs. Post-hoc comparisons between groups are required to determine which groups are different. Parameters sample1, sample2, ... : array_like Two or more arrays with the sample measurements can be given as arguments. Returns H-statistic : oat The Kruskal-Wallis H statistic, corrected for ties p-value : oat The p-value for the test using the assumption that H has a chi square distribution Notes Due to the assumption that H has a chi square distribution, the number of samples in each group must not be too small. A typical rule is that each sample must have at least 5 measurements. References [R85] scipy.stats.mstats.ks_twosamp(data1, data2, alternative=two_sided) Computes the Kolmogorov-Smirnov test on two samples. Missing values are discarded. Parameters data1 : sequence First data set data2 [sequence] Second data set alternative [{two_sided, less, greater} optional] Indicates the alternative hypothesis. Returns d : oat Value of the Kolmogorov Smirnov test p [oat] Corresponding p-value. scipy.stats.mstats.ks_twosamp(data1, data2, alternative=two_sided) Computes the Kolmogorov-Smirnov test on two samples. Missing values are discarded. Parameters data1 : sequence

824

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

First data set data2 [sequence] Second data set alternative [{two_sided, less, greater} optional] Indicates the alternative hypothesis. Returns d : oat Value of the Kolmogorov Smirnov test p [oat] Corresponding p-value. scipy.stats.mstats.kurtosis(a, axis=0, sher=True, bias=True) Computes the kurtosis (Fisher or Pearson) of a dataset. Kurtosis is the fourth central moment divided by the square of the variance. If Fishers denition is used, then 3.0 is subtracted from the result to give 0.0 for a normal distribution. If bias is False then the kurtosis is calculated using k statistics to eliminate bias coming from biased moment estimators Use kurtosistest to see if result is close enough to normal. Parameters a : array data for which the kurtosis is calculated axis : int or None Axis along which the kurtosis is calculated sher : bool If True, Fishers denition is used (normal ==> 0.0). If False, Pearsons denition is used (normal ==> 3.0). bias : bool If False, then the calculations are corrected for statistical bias. Returns kurtosis : array The kurtosis of values along an axis. If all values are equal, return -3 for Fishers denition and 0 for Pearsons denition. References [CRCProbStat2000] Section 2.2.25 [CRCProbStat2000] scipy.stats.mstats.kurtosistest(a, axis=0) Tests whether a dataset has normal kurtosis This function tests the null hypothesis that the kurtosis of the population from which the sample was drawn is that of the normal distribution: kurtosis = 3(n-1)/(n+1).

4.22. Statistical functions (scipy.stats)

825

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : array array of the sample data axis : int or None the axis to operate along, or None to work on the whole array. The default is the rst axis. Returns z-score : oat The computed z-score for this test. p-value : oat The 2-sided p-value for the hypothesis test Notes Valid only for n>20. The Z-score is set to 0 for bad entries. scipy.stats.mstats.linregress(*args) Calculate a regression line This computes a least-squares regression for two sets of measurements. Parameters x, y : array_like two sets of measurements. Both arrays should have the same length. If only x is given (and y=None), then it must be a two-dimensional array where one dimension has length 2. The two sets of measurements are then found by splitting the array along the length-2 dimension. Returns slope : oat slope of the regression line intercept [oat] intercept of the regression line r-value [oat] correlation coefcient p-value [oat] two-sided p-value for a hypothesis test whose null hypothesis is that the slope is zero. stderr [oat] Standard error of the estimate Notes Missing values are considered pair-wise: if a value is missing in x, the corresponding value in y is masked.

826

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> >>> >>> >>> >>> from scipy import stats import numpy as np x = np.random.random(10) y = np.random.random(10) slope, intercept, r_value, p_value, std_err = stats.linregress(x,y)

# To get coefcient of determination (r_squared)


>>> print "r-squared:", r_value**2 r-squared: 0.15286643777

scipy.stats.mstats.mannwhitneyu(x, y, use_continuity=True) Computes the Mann-Whitney on samples x and y. Missing values in x and/or y are discarded. Parameters x : sequence y : sequence use_continuity : {True, False} optional Whether a continuity correction (1/2.) should be taken into account. Returns u : oat The Mann-Whitney statistics prob [oat] Approximate p-value assuming a normal distribution. scipy.stats.mstats.plotting_positions(data, alpha=0.40000000000000002, beta=0.40000000000000002) Returns plotting positions (or empirical percentile points) for the data. Plotting positions are dened as (i-alpha)/(n+1-alpha-beta), where: i is the rank order statistics n is the number of unmasked values along the given axis alpha and beta are two parameters. Typical values for alpha and beta are: (0,1) : p(k) = k/n, linear interpolation of cdf (R, type 4) (.5,.5) [p(k) = (k-1/2.)/n, piecewise linear function] (R, type 5) (0,0) : p(k) = k/(n+1), Weibull (R type 6) (1,1) [p(k) = (k-1)/(n-1), in this case,] p(k) = mode[F(x[k])]. Thats R default (R type 7) (1/3,1/3): p(k) = (k-1/3)/(n+1/3), then p(k) ~ median[F(x[k])]. The resulting quantile estimates are approximately median-unbiased regardless of the distribution of x. (R type 8)

4.22. Statistical functions (scipy.stats)

827

SciPy Reference Guide, Release 0.10.0rc1

(3/8,3/8): p(k) = (k-3/8)/(n+1/4), Blom. The resulting quantile estimates are approximately unbiased if x is normally distributed (R type 9) (.4,.4) : approximately quantile unbiased (Cunnane) (.35,.35): APL, used with PWM (.3175, .3175): used in scipy.stats.probplot Parameters data : array_like Input data, as a sequence or array of dimension at most 2. alpha : oat, optional Plotting positions parameter. Default is 0.4. beta : oat, optional Plotting positions parameter. Default is 0.4. Returns positions : MaskedArray The calculated plotting positions. scipy.stats.mstats.mode(a, axis=0) Returns an array of the modal (most common) value in the passed array. If there is more than one such value, only the rst is returned. The bin-count for the modal bins is also returned. Parameters a : array_like n-dimensional array of which to nd mode(s). axis : int, optional Axis along which to operate. Default is 0, i.e. the rst axis. Returns vals : ndarray Array of modal values. counts : ndarray Array of counts for each mode. Examples
>>> a = np.array([[6, 8, 3, 0], [3, 2, 1, 7], [8, 1, 8, 4], [5, 3, 0, 5], [4, 7, 5, 9]]) >>> from scipy import stats >>> stats.mode(a) (array([[ 3., 1., 0., 0.]]), array([[ 1.,

1.,

1.,

1.]]))

To get mode of whole array, specify axis=None:


>>> stats.mode(a, axis=None) (array([ 3.]), array([ 3.]))

828

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.mstats.moment(a, moment=1, axis=0) Calculates the nth moment about the mean for a sample. Generally used to calculate coefcients of skewness and kurtosis. Parameters a : array_like data moment : int order of central moment that is returned axis : int or None Axis along which the central moment is computed. If None, then the data array is raveled. The default axis is zero. Returns n-th central moment : ndarray or oat The appropriate moment along the given axis or over all values if axis is None. The denominator for the moment calculation is the number of observations, no degrees of freedom correction is done. scipy.stats.mstats.mquantiles(a, prob=[0.25, 0.5, 0.75], alphap=0.40000000000000002, betap=0.40000000000000002, axis=None, limit=()) Computes empirical quantiles for a data array. Samples quantile are dened by Q(p) = (1-g).x[i] +g.x[i+1], where x[j] is the j-th order statistic, i = (floor(n*p+m)), m=alpha+p*(1-alpha-beta) and g = n*p + m - i. Typical values of (alpha,beta) are: (0,1) : p(k) = k/n : linear interpolation of cdf (R, type 4) (.5,.5) : p(k) = (k+1/2.)/n : piecewise linear function (R, type 5) (0,0) : p(k) = k/(n+1) : (R type 6) (1,1) : p(k) = (k-1)/(n-1). In this case, p(k) = mode[F(x[k])]. Thats R default (R type 7) (1/3,1/3): p(k) = (k-1/3)/(n+1/3). Then p(k) ~ median[F(x[k])]. The resulting quantile estimates are approximately median-unbiased regardless of the distribution of x. (R type 8) (3/8,3/8): p(k) = (k-3/8)/(n+1/4). Blom. The resulting quantile estimates are approximately unbiased if x is normally distributed (R type 9) (.4,.4) : approximately quantile unbiased (Cunnane) (.35,.35): APL, used with PWM Parameters a : array_like Input data, as a sequence or array of dimension at most 2. prob : array_like, optional List of quantiles to compute. alpha : oat, optional Plotting positions parameter, default is 0.4.

4.22. Statistical functions (scipy.stats)

829

SciPy Reference Guide, Release 0.10.0rc1

beta : oat, optional Plotting positions parameter, default is 0.4. axis : int, optional Axis along which to perform the trimming. If None (default), the input array is rst attened. limit : tuple Tuple of (lower, upper) values. Values of a outside this closed interval are ignored. Returns mquantiles : MaskedArray An array containing the calculated quantiles. Examples
>>> from scipy.stats.mstats import mquantiles >>> a = np.array([6., 47., 49., 15., 42., 41., 7., 39., 43., 40., 36.]) >>> mquantiles(a) array([ 19.2, 40. , 42.8])

Using a 2D array, specifying axis and limit.


>>> data = np.array([[ 6., 7., 1.], [ 47., 15., 2.], [ 49., 36., 3.], [ 15., 39., 4.], [ 42., 40., -999.], [ 41., 41., -999.], [ 7., -999., -999.], [ 39., -999., -999.], [ 43., -999., -999.], [ 40., -999., -999.], [ 36., -999., -999.]]) >>> mquantiles(data, axis=0, limit=(0, 50)) array([[ 19.2 , 14.6 , 1.45], [ 40. , 37.5 , 2.5 ], [ 42.8 , 40.05, 3.55]]) >>> data[:, 2] = -999. >>> mquantiles(data, axis=0, limit=(0, 50)) masked_array(data = [[19.2 14.6 --] [40.0 37.5 --] [42.8 40.05 --]], mask = [[False False True] [False False True] [False False True]], fill_value = 1e+20)

scipy.stats.mstats.msign(x) Returns the sign of x, or 0 if x is masked. scipy.stats.mstats.normaltest(a, axis=0) Tests whether a sample differs from a normal distribution.

830

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

This function tests the null hypothesis that a sample comes from a normal distribution. It is based on DAgostino and Pearsons [R86], [R87] test that combines skew and kurtosis to produce an omnibus test of normality. Parameters a : array_like The array containing the data to be tested. axis : int or None If None, the array is treated as a single data set, regardless of its shape. Otherwise, each 1-d array along axis axis is tested. Returns k2 : oat or array s^2 + k^2, where s is the z-score returned by skewtest and k is the z-score returned by kurtosistest. p-value : oat or array A 2-sided chi squared probability for the hypothesis test. References [R86], [R87] scipy.stats.mstats.obrientransform(*args) Computes a transform on input data (any number of columns). Used to test for homogeneity of variance prior to running one-way stats. Each array in *args is one level of a factor. If an F_oneway() run on the transformed data and found signicant, variances are unequal. From Maxwell and Delaney, p.112. Returns: transformed data for use in an ANOVA scipy.stats.mstats.pearsonr(x, y) Calculates a Pearson correlation coefcient and the p-value for testing non-correlation. The Pearson correlation coefcient measures the linear relationship between two datasets. Strictly speaking, Pearsons correlation requires that each dataset be normally distributed. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters x : 1D array y : 1D array the same length as x Returns (Pearsons correlation coefcient, : 2-tailed p-value) References http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation scipy.stats.mstats.plotting_positions(data, alpha=0.40000000000000002, beta=0.40000000000000002) Returns plotting positions (or empirical percentile points) for the data.

4.22. Statistical functions (scipy.stats)

831

SciPy Reference Guide, Release 0.10.0rc1

Plotting positions are dened as (i-alpha)/(n+1-alpha-beta), where: i is the rank order statistics n is the number of unmasked values along the given axis alpha and beta are two parameters. Typical values for alpha and beta are: (0,1) : p(k) = k/n, linear interpolation of cdf (R, type 4) (.5,.5) [p(k) = (k-1/2.)/n, piecewise linear function] (R, type 5) (0,0) : p(k) = k/(n+1), Weibull (R type 6) (1,1) [p(k) = (k-1)/(n-1), in this case,] p(k) = mode[F(x[k])]. Thats R default (R type 7) (1/3,1/3): p(k) = (k-1/3)/(n+1/3), then p(k) ~ median[F(x[k])]. The resulting quantile estimates are approximately median-unbiased regardless of the distribution of x. (R type 8) (3/8,3/8): p(k) = (k-3/8)/(n+1/4), Blom. The resulting quantile estimates are approximately unbiased if x is normally distributed (R type 9) (.4,.4) : approximately quantile unbiased (Cunnane) (.35,.35): APL, used with PWM (.3175, .3175): used in scipy.stats.probplot Parameters data : array_like Input data, as a sequence or array of dimension at most 2. alpha : oat, optional Plotting positions parameter. Default is 0.4. beta : oat, optional Plotting positions parameter. Default is 0.4. Returns positions : MaskedArray The calculated plotting positions. scipy.stats.mstats.pointbiserialr(x, y) Calculates a point biserial correlation coefcient and the associated p-value. The point biserial correlation is used to measure the relationship between a binary variable, x, and a continuous variable, y. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply a determinative relationship.

832

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

This function uses a shortcut formula but produces the same result as pearsonr. Parameters x : array_like of bools Input array. y [array_like] Input array. Returns r : oat R value p-value [oat] 2-tailed p-value Notes Missing values are considered pair-wise: if a value is missing in x, the corresponding value in y is masked. Examples
>>> from scipy import stats >>> a = np.array([0, 0, 0, 1, 1, 1, 1]) >>> b = np.arange(7) >>> stats.pointbiserialr(a, b) (0.8660254037844386, 0.011724811003954652) >>> stats.pearsonr(a, b) (0.86602540378443871, 0.011724811003954626) >>> np.corrcoef(a, b) array([[ 1. , 0.8660254], [ 0.8660254, 1. ]])

scipy.stats.mstats.rankdata(data, axis=None, use_missing=False) Returns the rank (also known as order statistics) of each data point along the given axis. If some values are tied, their rank is averaged. If some values are masked, their rank is set to 0 if use_missing is False, or set to the average rank of the unmasked values if use_missing is True. Parameters data : sequence Input data. The data is transformed to a masked array axis [{None,int} optional] Axis along which to perform the ranking. If None, the array is rst attened. An exception is raised if the axis is specied for arrays with a dimension larger than 2 use_missing [{boolean} optional] Whether the masked values have a rank of 0 (False) or equal to the average rank of the unmasked values (True). scipy.stats.mstats.scoreatpercentile(data, per, limit=(), alphap=0.40000000000000002, betap=0.40000000000000002) Calculate the score at the given per percentile of the sequence a. For example, the score at per=50 is the median.

4.22. Statistical functions (scipy.stats)

833

SciPy Reference Guide, Release 0.10.0rc1

This function is a shortcut to mquantile scipy.stats.mstats.sem(a, axis=0) Calculates the standard error of the mean (or standard error of measurement) of the values in the input array. Parameters a : array_like An array containing the values for which the standard error is returned. axis : int or None, optional. If axis is None, ravel a rst. If axis is an integer, this will be the axis over which to operate. Defaults to 0. ddof : int, optional Delta degrees-of-freedom. How many degrees of freedom to adjust for bias in limited samples relative to the population estimate of variance. Defaults to 1. Returns s : ndarray or oat The standard error of the mean in the sample(s), along the input axis. Notes The default value for ddof is different to the default (0) used by other ddof containing routines, such as np.std nd stats.nanstd. Examples Find standard error along the rst axis:
>>> from scipy import stats >>> a = np.arange(20).reshape(5,4) >>> stats.sem(a) array([ 2.8284, 2.8284, 2.8284, 2.8284])

Find standard error across the whole array, using n degrees of freedom:
>>> stats.sem(a, axis=None, ddof=0) 1.2893796958227628

scipy.stats.mstats.signaltonoise(data, axis=0) Calculates the signal-to-noise ratio, as the ratio of the mean over standard deviation along the given axis. Parameters data : sequence Input data axis [{0, int} optional] Axis along which to compute. If None, the computation is performed on a at version of the array. scipy.stats.mstats.skew(a, axis=0, bias=True) Computes the skewness of a data set. For normally distributed data, the skewness should be about 0. A skewness value > 0 means that there is more weight in the left tail of the distribution. The function skewtest can be used to determine if the skewness value is close enough to 0, statistically speaking.

834

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : ndarray data axis : int or None axis along which skewness is calculated bias : bool If False, then the calculations are corrected for statistical bias. Returns skewness : ndarray The skewness of values along an axis, returning 0 where all values are equal. References [CRCProbStat2000] Section 2.2.24.1 [CRCProbStat2000] scipy.stats.mstats.skewtest(a, axis=0) Tests whether the skew is different from the normal distribution. This function tests the null hypothesis that the skewness of the population that the sample was drawn from is the same as that of a corresponding normal distribution. Parameters a : array axis : int or None Returns z-score : oat The computed z-score for this test. p-value : oat a 2-sided p-value for the hypothesis test Notes The sample size must be at least 8. scipy.stats.mstats.spearmanr(x, y, use_ties=True) Calculates a Spearman rank-order correlation coefcient and the p-value to test for non-correlation. The Spearman correlation is a nonparametric measure of the linear relationship between two datasets. Unlike the Pearson correlation, the Spearman correlation does not assume that both datasets are normally distributed. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. Missing values are discarded pair-wise: if a value is missing in x, the corresponding value in y is masked. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Spearman correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so.

4.22. Statistical functions (scipy.stats)

835

SciPy Reference Guide, Release 0.10.0rc1

Parameters x : 1D array y [1D array the same length as x] The lengths of both arrays must be > 2. use_ties [{True, False} optional] Whether the correction for ties should be computed. Returns (Spearman correlation coefcient, : 2-tailed p-value) scipy.stats.mstats.theilslopes(y, x=None, alpha=0.050000000000000003) Computes the Theil slope over the dataset (x,y), as the median of all slopes between paired values. Parameters y : sequence Dependent variable. x [{None, sequence} optional] Independent variable. If None, use arange(len(y)) instead. alpha [oat] Condence degree. Returns medslope : oat Theil slope medintercept [oat] Intercept of the Theil line, as median(y)-medslope*median(x) lo_slope [oat] Lower bound of the condence interval on medslope up_slope [oat] Upper bound of the condence interval on medslope scipy.stats.mstats.threshold(a, threshmin=None, threshmax=None, newval=0) Clip array to a given value. Similar to numpy.clip(), except that values less than threshmin or greater than threshmax are replaced by newval, instead of by threshmin and threshmax respectively. Parameters a : ndarray Input data threshmin : {None, oat} optional Lower threshold. If None, set to the minimum value. threshmax : {None, oat} optional Upper threshold. If None, set to the maximum value. newval : {0, oat} optional

836

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Value outside the thresholds. Returns a, with values less (greater) than threshmin (threshmax) replaced with newval. : scipy.stats.mstats.tmax(a, upperlimit, axis=0, inclusive=True) Compute the trimmed maximum This function computes the maximum value of an array along a given axis, while ignoring values larger than a specied upper limit. Parameters a : array_like array of values upperlimit : None or oat, optional Values in the input array greater than the given limit will be ignored. When upperlimit is None, then all values are used. The default value is None. axis : None or int, optional Operate along this axis. None means to use the attened array and the default is zero. inclusive : {True, False}, optional This ag determines whether values exactly equal to the upper limit are included. The default value is True. Returns tmax : oat scipy.stats.mstats.tmean(a, limits=None, inclusive=(True, True)) Compute the trimmed mean This function nds the arithmetic mean of given values, ignoring values outside the given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tmean : oat scipy.stats.mstats.tmin(a, lowerlimit=None, axis=0, inclusive=True) Compute the trimmed minimum This function nds the miminum value of an array a along the specied axis, but only considering values greater than a specied lower limit.

4.22. Statistical functions (scipy.stats)

837

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : array_like array of values lowerlimit : None or oat, optional Values in the input array less than the given limit will be ignored. When lowerlimit is None, then all values are used. The default value is None. axis : None or int, optional Operate along this axis. None means to use the attened array and the default is zero inclusive : {True, False}, optional This ag determines whether values exactly equal to the lower limit are included. The default value is True. Returns tmin: oat : scipy.stats.mstats.trim(a, limits=None, inclusive=(True, True), relative=False, axis=None) Trims an array by masking the data outside some given limits. Returns a masked version of the input array. Parameters a : sequence Input array limits : {None, tuple} optional If relative == False, tuple (lower limit, upper limit) in absolute values. Values of the input array lower (greater) than the lower (upper) limit are masked. If relative == True, tuple (lower percentage, upper percentage) to cut on each side of the array, with respect to the number of unmasked data. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.sum(limits)) In each case, the value of one limit can be set to None to indicate an open interval. If limits is None, no trimming is performed inclusive : {(True, True) tuple} optional If relative==False, tuple indicating whether values exactly equal to the absolute limits are allowed. If relative==True, tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). relative : {False, True} optional Whether to consider the limits as absolute values (False) or proportions to cut (True). axis : {None, integer}, optional Axis along which to trim. Examples >>>z = [ 1, 2, 3, 4, 5, 6, 7, 8, 9,10] >>>trim(z,(3,8)) [,, 3, 4, 5, 6, 7, 8,,] >>>trim(z,(0.1,0.2),relative=True) [, 2, 3, 4, 5, 6, 7, 8,,] scipy.stats.mstats.trima(a, limits=None, inclusive=(True, True)) Trims an array by masking the data outside some given limits. Returns a masked version of the input array.

838

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : sequence Input array. limits : {None, tuple} optional Tuple of (lower limit, upper limit) in absolute values. Values of the input array lower (greater) than the lower (upper) limit will be masked. A limit is None indicates an open interval. inclusive : {(True,True) tuple} optional Tuple of (lower ag, upper ag), indicating whether values exactly equal to the lower (upper) limit are allowed. scipy.stats.mstats.trimboth(data, proportiontocut=0.20000000000000001, True), axis=None) inclusive=(True,

Trims the data by masking the int(proportiontocut*n) smallest and int(proportiontocut*n) largest values of data along the given axis, where n is the number of unmasked values before trimming. Parameters data : ndarray Data to trim. proportiontocut [{0.2, oat} optional] Percentage of trimming (as a oat between 0 and 1). If n is the number of unmasked values before trimming, the number of values after trimming is: (1-2*proportiontocut)*n. inclusive [{(True, True) tuple} optional] Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). axis [{None, integer}, optional] Axis along which to perform the trimming. If None, the input array is rst attened. scipy.stats.mstats.trimmed_stde(a, limits=(0.10000000000000001, 0.10000000000000001), inclusive=(1, 1), axis=None) Returns the standard error of the trimmed mean of the data along the given axis. Parameters - a : sequence Input array limits [{(0.1,0.1), tuple of oat} optional] tuple (lower percentage, upper percentage) to cut on each side of the array, with respect to the number of unmasked data. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.-sum(limits)) In each case, the value of one limit can be set to None to indicate an open interval. If limits is None, no trimming is performed inclusive [{(True, True) tuple} optional] Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False).

4.22. Statistical functions (scipy.stats)

839

SciPy Reference Guide, Release 0.10.0rc1

axis [{None, integer}, optional] Axis along which to trim. scipy.stats.mstats.trimr(a, limits=None, inclusive=(True, True), axis=None) Trims an array by masking some proportion of the data on each end. Returns a masked version of the input array. Parameters a : sequence Input array. limits : {None, tuple} optional Tuple of the percentages to cut on each side of the array, with respect to the number of unmasked data, as oats between 0. and 1. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.sum(limits)) The value of one limit can be set to None to indicate an open interval. inclusive : {(True,True) tuple} optional Tuple of ags indicating whether the number of data being masked on the left (right) end should be truncated (True) or rounded (False) to integers. axis : {None,int} optional Axis along which to trim. If None, the whole array is trimmed, but its shape is maintained. scipy.stats.mstats.trimtail(data, proportiontocut=0.20000000000000001, tail=left, inclusive=(True, True), axis=None) Trims the data by masking int(trim*n) values from ONE tail of the data along the given axis, where n is the number of unmasked values. Parameters data : {ndarray} Data to trim. proportiontocut [{0.2, oat} optional] Percentage of trimming. If n is the number of unmasked values before trimming, the number of values after trimming is (1proportiontocut)*n. tail [{left,right} optional] If left (right), the proportiontocut lowest (greatest) values will be masked. inclusive [{(True, True) tuple} optional] Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). axis [{None, integer}, optional] Axis along which to perform the trimming. If None, the input array is rst attened. scipy.stats.mstats.tsem(a, limits=None, inclusive=(True, True)) Compute the trimmed standard error of the mean

840

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

This function nds the standard error of the mean for given values, ignoring values outside the given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tsem : oat scipy.stats.mstats.ttest_onesamp(a, popmean) Calculates the T-test for the mean of ONE group of scores a. This is a two-sided test for the null hypothesis that the expected value (mean) of a sample of independent observations is equal to the given population mean, popmean. Parameters a : array_like sample observation popmean : oat or array_like expected value in null hypothesis, if array_like than it must have the same shape as a excluding the axis dimension axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(7654567) >>> rvs = stats.norm.rvs(loc=5,scale=10,size=(50,2))

test if mean of random sample is equal to true mean, and different mean. We reject the null hypothesis in the second case and dont reject it in the rst case

4.22. Statistical functions (scipy.stats)

841

SciPy Reference Guide, Release 0.10.0rc1

>>> stats.ttest_1samp(rvs,5.0) (array([-0.68014479, -0.04323899]), array([ 0.49961383, >>> stats.ttest_1samp(rvs,0.0) (array([ 2.77025808, 4.11038784]), array([ 0.00789095,

0.96568674])) 0.00014999]))

examples using axis and non-scalar dimension for population mean


>>> stats.ttest_1samp(rvs,[5.0,0.0]) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs,[[5.0],[0.0]]) (array([[-0.68014479, -0.04323899], [ 2.77025808, 4.11038784]]), array([[ 4.99613833e-01, 9.65686743e-01], [ 7.89094663e-03, 1.49986458e-04]]))

scipy.stats.mstats.ttest_ind(a, b, axis=0) Calculates the T-test for the means of TWO INDEPENDENT samples of scores. This is a two-sided test for the null hypothesis that 2 independent samples have identical average (expected) values. Parameters a, b : sequence of ndarrays The arrays must have the same shape, except in the dimension corresponding to axis (the rst, by default). axis : int, optional Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a and b). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Notes We can use this test, if we observe two independent samples from the same or different population, e.g. exam scores of boys and girls or of two ethnic groups. The test measures whether the average (expected) value differs signicantly across samples. If we observe a large p-value, for example larger than 0.05 or 0.1, then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(12345678)

test with sample with identical means

842

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = stats.norm.rvs(loc=5,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs2) (0.26833823296239279, 0.78849443369564765)

test with sample with different means


>>> rvs3 = stats.norm.rvs(loc=8,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs3) (-5.0434013458585092, 5.4302979468623391e-007)

scipy.stats.mstats.ttest_onesamp(a, popmean) Calculates the T-test for the mean of ONE group of scores a. This is a two-sided test for the null hypothesis that the expected value (mean) of a sample of independent observations is equal to the given population mean, popmean. Parameters a : array_like sample observation popmean : oat or array_like expected value in null hypothesis, if array_like than it must have the same shape as a excluding the axis dimension axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(7654567) >>> rvs = stats.norm.rvs(loc=5,scale=10,size=(50,2))

test if mean of random sample is equal to true mean, and different mean. We reject the null hypothesis in the second case and dont reject it in the rst case
>>> stats.ttest_1samp(rvs,5.0) (array([-0.68014479, -0.04323899]), array([ 0.49961383, >>> stats.ttest_1samp(rvs,0.0) (array([ 2.77025808, 4.11038784]), array([ 0.00789095, 0.96568674])) 0.00014999]))

examples using axis and non-scalar dimension for population mean


>>> stats.ttest_1samp(rvs,[5.0,0.0]) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1) 1.49986458e-04]))

4.22. Statistical functions (scipy.stats)

843

SciPy Reference Guide, Release 0.10.0rc1

(array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs,[[5.0],[0.0]]) (array([[-0.68014479, -0.04323899], [ 2.77025808, 4.11038784]]), array([[ 4.99613833e-01, 9.65686743e-01], [ 7.89094663e-03, 1.49986458e-04]]))

scipy.stats.mstats.ttest_rel(a, b, axis=None) Calculates the T-test on TWO RELATED samples of scores, a and b. This is a two-sided test for the null hypothesis that 2 related or repeated samples have identical average (expected) values. Parameters a, b : sequence of ndarrays The arrays must have the same shape. axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a and b). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Notes Examples for the use are scores of the same set of student in different exams, or repeated sampling from the same units. The test measures whether the average score differs signicantly across samples (e.g. exams). If we observe a large p-value, for example greater than 0.05 or 0.1 then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. Small p-values are associated with large t-statistics. Examples
>>> from scipy import stats >>> np.random.seed(12345678) # fix random seed to get same numbers >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = (stats.norm.rvs(loc=5,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs2) (0.24101764965300962, 0.80964043445811562) >>> rvs3 = (stats.norm.rvs(loc=8,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs3) (-3.9995108708727933, 7.3082402191726459e-005)

scipy.stats.mstats.tvar(a, limits=None, inclusive=(True, True)) Compute the trimmed variance This function computes the sample variance of an array of values, while ignoring values which are outside of given limits. Parameters a : array_like

844

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tvar : oat scipy.stats.mstats.variation(a, axis=0) Computes the coefcient of variation, the ratio of the biased standard deviation to the mean. Parameters a : array_like Input array. axis : int or None Axis along which to calculate the coefcient of variation. References [CRCProbStat2000] Section 2.2.20 [CRCProbStat2000] scipy.stats.mstats.winsorize(a, limits=None, axis=None) Returns a Winsorized version of the input array. inclusive=(True, True), inplace=False,

The (limits[0])th lowest values are set to the (limits[0])th percentile, and the (limits[1])th highest values are set to the (limits[1])th percentile. Masked values are skipped. Parameters a : sequence Input array. limits : {None, tuple of oat} optional Tuple of the percentages to cut on each side of the array, with respect to the number of unmasked data, as oats between 0. and 1. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.sum(limits)) The value of one limit can be set to None to indicate an open interval. inclusive : {(True, True) tuple} optional Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). inplace : {False, True} optional Whether to winsorize in place (True) or to use a copy (False) axis : {None, int} optional 4.22. Statistical functions (scipy.stats) 845

SciPy Reference Guide, Release 0.10.0rc1

Axis along which to trim. If None, the whole array is trimmed, but its shape is maintained. scipy.stats.mstats.zmap(scores, compare, axis=0, ddof=0) Calculates the relative z-scores. Returns an array of z-scores, i.e., scores that are standardized to zero mean and unit variance, where mean and variance are calculated from the comparison array. Parameters scores : array_like The input for which z-scores are calculated. compare : array_like The input from which the mean and standard deviation of the normalization are taken; assumed to have the same dimension as scores. axis : int or None, optional Axis over which mean and variance of compare are calculated. Default is 0. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns zscore : array_like Z-scores, in the same shape as scores. Notes This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses asanyarray instead of asarray for parameters). scipy.stats.mstats.zscore(a, axis=0, ddof=0) Calculates the z score of each value in the sample, relative to the sample mean and standard deviation. Parameters a : array_like An array like object containing the sample data. axis : int or None, optional If axis is equal to None, the array is rst raveled. If axis is an integer, this is the axis over which to operate. Default is 0. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns zscore : array_like The z-scores, standardized by mean and standard deviation of input array a. Notes This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses asanyarray instead of asarray for parameters).

846

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> a = np.array([ 0.7972, 0.0767, 0.4383, 0.7866, 0.8091, 0.1954, 0.6307, 0.6599, 0.1065, 0.0508]) >>> from scipy import stats >>> stats.zscore(a) array([ 1.1273, -1.247 , -0.0552, 1.0923, 1.1664, -0.8559, 0.5786, 0.6748, -1.1488, -1.3324])

Computing along a specied axis, using n-1 degrees of freedom (ddof=1) to calculate the standard deviation:
>>> b = np.array([[ 0.3148, 0.0478, 0.6243, [ 0.7149, 0.0775, 0.6072, [ 0.6341, 0.1403, 0.9759, [ 0.5918, 0.6948, 0.904 , [ 0.0921, 0.2481, 0.1188, >>> stats.zscore(b, axis=1, ddof=1) array([[-1.1649, -1.4319, -0.8554, -1.0189], [-0.8661, -1.5035, -0.9737, -0.6154], [-0.888 , -1.3817, -0.5461, -1.1156], [-2.3043, -2.2014, -1.9921, -2.5241], [-2.0773, -1.9212, -2.0506, -2.0328]]) 0.4608], 0.9656], 0.4064], 0.3721], 0.1366]])

4.22.8 Univariate and multivariate kernel density estimation (scipy.stats.kde)


gaussian_kde(dataset) Representation of a kernel-density estimate using Gaussian kernels.

class scipy.stats.gaussian_kde(dataset) Representation of a kernel-density estimate using Gaussian kernels. Parameters dataset : (# of dims, # of data)-array datapoints to estimate from Attributes d n int int number of dimensions number of datapoints

4.22. Statistical functions (scipy.stats)

847

SciPy Reference Guide, Release 0.10.0rc1

Methods kde.evaluate(points) ar- evaluate the estimated pdf on a provided set of points ray kde(points) ar- same as kde.evaluate(points) ray kde.integrate_gaussian(mean, multiply pdf with a specied Gaussian and integrate over the whole domain oat cov) kde.integrate_box_1d(low, integrate pdf (1D only) between two bounds oat high) kde.integrate_box(low_bounds, oat integrate pdf over a rectangular space between low_bounds and high_bounds high_bounds) kde.integrate_kde(other_kde) integrate two kernel density estimates multiplied together oat kde.resample(size=None) ar- randomly sample a dataset from the estimated pdf. ray kde.covariance_factor() oat computes the coefcient that multiplies the data covariance matrix to obtain the kernel covariance matrix. Set this method to kde.scotts_factor or kde.silverman_factor (or subclass to provide your own). The default is scotts_factor. For many more stat related functions install the software R and the interface package rpy.

4.23 Statistical functions for masked arrays (scipy.stats.mstats)


This module contains a large number of statistical functions that can be used with masked arrays. Most of these functions are similar to those in scipy.stats but might have small differences in the API or in the algorithm used. Since this is a relatively new package, some API changes are still possible. argstoarray(*args) betai(a, b, x) chisquare(f_obs[, f_exp]) count_tied_groups(x[, use_missing]) describe(a[, axis]) f_oneway(*args) f_value_wilks_lambda(ER, EF, dfnum, dfden, a, b) find_repeats(arr) friedmanchisquare(*args) gmean(a[, axis]) hmean(a[, axis]) kendalltau(x, y[, use_ties, use_missing]) kendalltau_seasonal(x) kruskalwallis(*args) kruskalwallis(*args) ks_twosamp(data1, data2[, alternative]) ks_twosamp(data1, data2[, alternative]) kurtosis(a[, axis, sher, bias]) kurtosistest(a[, axis]) linregress(*args) mannwhitneyu(x, y[, use_continuity]) plotting_positions(data[, alpha, beta]) mode(a[, axis]) moment(a[, moment, axis])

Constructs a 2D array from Returns the incomplete Calculates a one-way Counts the number of tied values in Computes several descriptive s Performs a 1-way ANOVA, Calculation of Wilks lambda Find repeats in arr and Friedman Chi-Square is a Compute the geometric mean Calculates the harmonic mean Computes Kendalls rank correlation Computes a multivariate extensio Compute the Kruskal-Wallis Compute the Kruskal-Wallis Computes the Kolmogorov-Smirnov Computes the Kolmogorov-Smirnov Computes the kurtosis (Fisher Tests whether a Calculate a Computes the Mann-Whitney Returns plotting positions (or Returns an array of the modal Calculates the nth moment

848

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

mquantiles(a, 5[, prob, alphap, betap, ...]) msign(x) normaltest(a[, axis]) obrientransform(*args) pearsonr(x, y) plotting_positions(data[, alpha, beta]) pointbiserialr(x, y) rankdata(data[, axis, use_missing]) scoreatpercentile(data, per[, limit, ...]) sem(a[, axis]) signaltonoise(data[, axis]) skew(a[, axis, bias]) skewtest(a[, axis]) spearmanr(x, y[, use_ties]) theilslopes(y[, x, alpha]) threshold(a[, threshmin, threshmax, newval]) tmax(a, upperlimit[, axis, inclusive]) tmean(a[, limits, inclusive]) tmin(a[, lowerlimit, axis, inclusive]) trim(a[, limits, inclusive, relative, axis]) trima(a[, limits, inclusive]) trimboth(data[, proportiontocut, inclusive, ...]) trimmed_stde(a[, limits, inclusive, axis]) trimr(a[, limits, inclusive, axis]) trimtail(data[, proportiontocut, tail, ...]) tsem(a[, limits, inclusive]) ttest_onesamp(a, popmean) ttest_ind(a, b[, axis]) ttest_onesamp(a, popmean) ttest_rel(a, b[, axis]) tvar(a[, limits, inclusive]) variation(a[, axis]) winsorize(a[, limits, inclusive, inplace, axis]) zmap(scores, compare[, axis, ddof]) zscore(a[, axis, ddof])

Table 4.13 continued from Computes empirical quantiles Returns the sign of x, Tests whether a sample Computes a transform on in Calculates a Pearson correlation Returns plotting positions (or Calculates a point biserial corre Returns the rank (also known as ord Calculate the score at the Calculates the standard error of the mean ( Calculates the signal-to-noise ratio, as the Computes the skewness Tests whether the skew is Calculates a Spearman rank-or Computes the Theil slope over Clip array to Compute the Compute the Compute the Trims an array by masking Trims an array by masking Trims the data by masking the int(proportiontocut*n) smallest and int(p Returns the standard error of the Trims an array by masking so Trims the data by masking Compute the trimmed Calculates the T-test for the Calculates the T-test for the me Calculates the T-test for the Calculates the T-test on TWO Compute the Computes the coefcient of variation, th Returns a Winsorized versi Calculates the re Calculates the z score of each value in

scipy.stats.mstats.argstoarray(*args) Constructs a 2D array from a sequence of sequences. Sequences are lled with missing values to match the length of the longest sequence. Returns output : MaskedArray a (mxn) masked array, where m is the number of arguments and n the length of the longest argument. scipy.stats.mstats.betai(a, b, x) Returns the incomplete beta function. I_x(a,b) = 1/B(a,b)*(Integral(0,x) of t^(a-1)(1-t)^(b-1) dt) where a,b>0 and B(a,b) = G(a)*G(b)/(G(a+b)) where G(a) is the gamma function of a. The standard broadcasting rules apply to a, b, and x.

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

849

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : array_like or oat > 0 b : array_like or oat > 0 x : array_like or oat x will be clipped to be no greater than 1.0 . Returns betai : ndarray Incomplete beta function. scipy.stats.mstats.chisquare(f_obs, f_exp=None) Calculates a one-way chi square test. The chi square test tests the null hypothesis that the categorical data has the given frequencies. Parameters f_obs : array observed frequencies in each category f_exp : array, optional expected frequencies in each category. By default the categories are assumed to be equally likely. ddof : int, optional adjustment to the degrees of freedom for the p-value Returns chisquare statistic : oat The chisquare test statistic p : oat The p-value of the test. Notes This test is invalid when the observed or expected frequencies in each category are too small. A typical rule is that all of the observed and expected frequencies should be at least 5. The default degrees of freedom, k-1, are for the case when no parameters of the distribution are estimated. If p parameters are estimated by efcient maximum likelihood then the correct degrees of freedom are k-1-p. If the parameters are estimated in a different way, then then the dof can be between k-1-p and k-1. However, it is also possible that the asymptotic distributions is not a chisquare, in which case this test is not appropriate. References [R84] scipy.stats.mstats.count_tied_groups(x, use_missing=False) Counts the number of tied values in x, and returns a dictionary (nb of ties: nb of groups). Parameters x : sequence Sequence of data on which to counts the ties

850

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

use_missing : boolean Whether to consider missing values as tied. Examples


>>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> z = [0, 0, 0, 2, 2, 2, 3, 3, 4, 5, 6] count_tied_groups(z) {2:1, 3:2} # The ties were 0 (3x), 2 (3x) and 3 (2x) z = ma.array([0, 0, 1, 2, 2, 2, 3, 3, 4, 5, 6]) count_tied_groups(z) {2:2, 3:1} # The ties were 0 (2x), 2 (3x) and 3 (2x) z[[1,-1]] = masked count_tied_groups(z, use_missing=True) {2:2, 3:1} # The ties were 2 (3x), 3 (2x) and masked (2x)

scipy.stats.mstats.describe(a, axis=0) Computes several descriptive statistics of the passed array. Parameters a : array axis : int or None Returns n : int (size of the data (discarding missing values) mm : (int, int) min, max arithmetic mean : oat unbiased variance : oat biased skewness : oat biased kurtosis : oat Examples
>>> ma = np.ma.array(range(6), mask=[0, 0, 0, 1, 1, 1]) >>> describe(ma) (array(3), (0, 2), 1.0, 1.0, masked_array(data = 0.0, mask = False, fill_value = 1e+20) , -1.5)

scipy.stats.mstats.f_oneway(*args) Performs a 1-way ANOVA, returning an F-value and probability given any number of groups. From Heiman, pp.394-7.

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

851

SciPy Reference Guide, Release 0.10.0rc1

Usage: f_oneway (*args) where *args is 2 or more arrays, one per treatment group Returns: f-value, probability scipy.stats.mstats.f_value_wilks_lambda(ER, EF, dfnum, dfden, a, b) Calculation of Wilks lambda F-statistic for multivarite data, per Maxwell & Delaney p.657. scipy.stats.mstats.find_repeats(arr) Find repeats in arr and return a tuple (repeats, repeat_count). Masked values are discarded. Parameters arr : sequence Input array. The array is attened if it is not 1D. Returns repeats : ndarray Array of repeated values. counts [ndarray] Array of counts. scipy.stats.mstats.friedmanchisquare(*args) Friedman Chi-Square is a non-parametric, one-way within-subjects ANOVA. This function calculates the Friedman Chi-square test for repeated measures and returns the result, along with the associated probability value. Each input is considered a given group. Ideally, the number of treatments among each group should be equal. If this is not the case, only the rst n treatments are taken into account, where n is the number of treatments of the smallest group. If a group has some missing values, the corresponding treatments are masked in the other groups. The test statistic is corrected for ties. Masked values in one group are propagated to the other groups. Returns: chi-square statistic, associated p-value scipy.stats.mstats.gmean(a, axis=0) Compute the geometric mean along the specied axis. Returns the geometric average of the array elements. That is: n-th root of (x1 * x2 * ... * xn) Parameters a : array_like Input array or object that can be converted to an array. axis : int, optional, default axis=0 Axis along which the geometric mean is computed. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specied, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used.

852

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns gmean : ndarray, see dtype parameter above See Also: numpy.mean Arithmetic average numpy.average Weighted average hmean Harmonic mean Notes The geometric average is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. oat64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-nite values in the input or that arise in the calculations such as Not a Number and innity because masked arrays automatically mask any non-nite values. scipy.stats.mstats.hmean(a, axis=0) Calculates the harmonic mean along the specied axis. That is: n / (1/x1 + 1/x2 + ... + 1/xn) Parameters a : array_like Input array, masked array or object that can be converted to an array. axis : int, optional, default axis=0 Axis along which the harmonic mean is computed. dtype : dtype, optional Type of the returned array and of the accumulator in which the elements are summed. If dtype is not specied, it defaults to the dtype of a, unless a has an integer dtype with a precision less than that of the default platform integer. In that case, the default platform integer is used. Returns hmean : ndarray, see dtype parameter above See Also: numpy.mean Arithmetic average numpy.average Weighted average gmean Geometric mean

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

853

SciPy Reference Guide, Release 0.10.0rc1

Notes The harmonic mean is computed over a single dimension of the input array, axis=0 by default, or all values in the array if axis=None. oat64 intermediate and return values are used for integer inputs. Use masked arrays to ignore any non-nite values in the input or that arise in the calculations such as Not a Number and innity. scipy.stats.mstats.kendalltau(x, y, use_ties=True, use_missing=False) Computes Kendalls rank correlation tau on two variables x and y. Parameters xdata: sequence : First data list (for example, time). ydata: sequence : Second data list. use_ties: {True, False} optional : Whether ties correction should be performed. use_missing: {False, True} optional : Whether missing data should be allocated a rank of 0 (False) or the average rank (True) Returns tau : oat Kendall tau prob [oat] Approximate 2-side p-value. scipy.stats.mstats.kendalltau_seasonal(x) Computes a multivariate extension Kendalls rank correlation tau, designed for seasonal data. Parameters x: 2D array : Array of seasonal data, with seasons in columns. scipy.stats.mstats.kruskalwallis(*args) Compute the Kruskal-Wallis H-test for independent samples The Kruskal-Wallis H-test tests the null hypothesis that the population median of all of the groups are equal. It is a non-parametric version of ANOVA. The test works on 2 or more independent samples, which may have different sizes. Note that rejecting the null hypothesis does not indicate which of the groups differs. Post-hoc comparisons between groups are required to determine which groups are different. Parameters sample1, sample2, ... : array_like Two or more arrays with the sample measurements can be given as arguments. Returns H-statistic : oat

854

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The Kruskal-Wallis H statistic, corrected for ties p-value : oat The p-value for the test using the assumption that H has a chi square distribution Notes Due to the assumption that H has a chi square distribution, the number of samples in each group must not be too small. A typical rule is that each sample must have at least 5 measurements. References [R85] scipy.stats.mstats.kruskalwallis(*args) Compute the Kruskal-Wallis H-test for independent samples The Kruskal-Wallis H-test tests the null hypothesis that the population median of all of the groups are equal. It is a non-parametric version of ANOVA. The test works on 2 or more independent samples, which may have different sizes. Note that rejecting the null hypothesis does not indicate which of the groups differs. Post-hoc comparisons between groups are required to determine which groups are different. Parameters sample1, sample2, ... : array_like Two or more arrays with the sample measurements can be given as arguments. Returns H-statistic : oat The Kruskal-Wallis H statistic, corrected for ties p-value : oat The p-value for the test using the assumption that H has a chi square distribution Notes Due to the assumption that H has a chi square distribution, the number of samples in each group must not be too small. A typical rule is that each sample must have at least 5 measurements. References [R85] scipy.stats.mstats.ks_twosamp(data1, data2, alternative=two_sided) Computes the Kolmogorov-Smirnov test on two samples. Missing values are discarded. Parameters data1 : sequence First data set data2 [sequence] Second data set alternative [{two_sided, less, greater} optional] Indicates the alternative hypothesis. Returns d : oat Value of the Kolmogorov Smirnov test

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

855

SciPy Reference Guide, Release 0.10.0rc1

p [oat] Corresponding p-value. scipy.stats.mstats.ks_twosamp(data1, data2, alternative=two_sided) Computes the Kolmogorov-Smirnov test on two samples. Missing values are discarded. Parameters data1 : sequence First data set data2 [sequence] Second data set alternative [{two_sided, less, greater} optional] Indicates the alternative hypothesis. Returns d : oat Value of the Kolmogorov Smirnov test p [oat] Corresponding p-value. scipy.stats.mstats.kurtosis(a, axis=0, sher=True, bias=True) Computes the kurtosis (Fisher or Pearson) of a dataset. Kurtosis is the fourth central moment divided by the square of the variance. If Fishers denition is used, then 3.0 is subtracted from the result to give 0.0 for a normal distribution. If bias is False then the kurtosis is calculated using k statistics to eliminate bias coming from biased moment estimators Use kurtosistest to see if result is close enough to normal. Parameters a : array data for which the kurtosis is calculated axis : int or None Axis along which the kurtosis is calculated sher : bool If True, Fishers denition is used (normal ==> 0.0). If False, Pearsons denition is used (normal ==> 3.0). bias : bool If False, then the calculations are corrected for statistical bias. Returns kurtosis : array The kurtosis of values along an axis. If all values are equal, return -3 for Fishers denition and 0 for Pearsons denition.

856

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

References [CRCProbStat2000] Section 2.2.25 [CRCProbStat2000] scipy.stats.mstats.kurtosistest(a, axis=0) Tests whether a dataset has normal kurtosis This function tests the null hypothesis that the kurtosis of the population from which the sample was drawn is that of the normal distribution: kurtosis = 3(n-1)/(n+1). Parameters a : array array of the sample data axis : int or None the axis to operate along, or None to work on the whole array. The default is the rst axis. Returns z-score : oat The computed z-score for this test. p-value : oat The 2-sided p-value for the hypothesis test Notes Valid only for n>20. The Z-score is set to 0 for bad entries. scipy.stats.mstats.linregress(*args) Calculate a regression line This computes a least-squares regression for two sets of measurements. Parameters x, y : array_like two sets of measurements. Both arrays should have the same length. If only x is given (and y=None), then it must be a two-dimensional array where one dimension has length 2. The two sets of measurements are then found by splitting the array along the length-2 dimension. Returns slope : oat slope of the regression line intercept [oat] intercept of the regression line r-value [oat] correlation coefcient p-value [oat] two-sided p-value for a hypothesis test whose null hypothesis is that the slope is zero.

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

857

SciPy Reference Guide, Release 0.10.0rc1

stderr [oat] Standard error of the estimate Notes Missing values are considered pair-wise: if a value is missing in x, the corresponding value in y is masked. Examples
>>> >>> >>> >>> >>> from scipy import stats import numpy as np x = np.random.random(10) y = np.random.random(10) slope, intercept, r_value, p_value, std_err = stats.linregress(x,y)

# To get coefcient of determination (r_squared)


>>> print "r-squared:", r_value**2 r-squared: 0.15286643777

scipy.stats.mstats.mannwhitneyu(x, y, use_continuity=True) Computes the Mann-Whitney on samples x and y. Missing values in x and/or y are discarded. Parameters x : sequence y : sequence use_continuity : {True, False} optional Whether a continuity correction (1/2.) should be taken into account. Returns u : oat The Mann-Whitney statistics prob [oat] Approximate p-value assuming a normal distribution. scipy.stats.mstats.plotting_positions(data, alpha=0.40000000000000002, beta=0.40000000000000002) Returns plotting positions (or empirical percentile points) for the data. Plotting positions are dened as (i-alpha)/(n+1-alpha-beta), where: i is the rank order statistics n is the number of unmasked values along the given axis alpha and beta are two parameters. Typical values for alpha and beta are: (0,1) : p(k) = k/n, linear interpolation of cdf (R, type 4) (.5,.5) [p(k) = (k-1/2.)/n, piecewise linear function] (R, type 5) (0,0) : p(k) = k/(n+1), Weibull (R type 6)

858

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

(1,1) [p(k) = (k-1)/(n-1), in this case,] p(k) = mode[F(x[k])]. Thats R default (R type 7) (1/3,1/3): p(k) = (k-1/3)/(n+1/3), then p(k) ~ median[F(x[k])]. The resulting quantile estimates are approximately median-unbiased regardless of the distribution of x. (R type 8) (3/8,3/8): p(k) = (k-3/8)/(n+1/4), Blom. The resulting quantile estimates are approximately unbiased if x is normally distributed (R type 9) (.4,.4) : approximately quantile unbiased (Cunnane) (.35,.35): APL, used with PWM (.3175, .3175): used in scipy.stats.probplot Parameters data : array_like Input data, as a sequence or array of dimension at most 2. alpha : oat, optional Plotting positions parameter. Default is 0.4. beta : oat, optional Plotting positions parameter. Default is 0.4. Returns positions : MaskedArray The calculated plotting positions. scipy.stats.mstats.mode(a, axis=0) Returns an array of the modal (most common) value in the passed array. If there is more than one such value, only the rst is returned. The bin-count for the modal bins is also returned. Parameters a : array_like n-dimensional array of which to nd mode(s). axis : int, optional Axis along which to operate. Default is 0, i.e. the rst axis. Returns vals : ndarray Array of modal values. counts : ndarray Array of counts for each mode. Examples
>>> a = np.array([[6, 8, 3, 0], [3, 2, 1, 7], [8, 1, 8, 4],

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

859

SciPy Reference Guide, Release 0.10.0rc1

[5, 3, 0, 5], [4, 7, 5, 9]]) >>> from scipy import stats >>> stats.mode(a) (array([[ 3., 1., 0., 0.]]), array([[ 1.,

1.,

1.,

1.]]))

To get mode of whole array, specify axis=None:


>>> stats.mode(a, axis=None) (array([ 3.]), array([ 3.]))

scipy.stats.mstats.moment(a, moment=1, axis=0) Calculates the nth moment about the mean for a sample. Generally used to calculate coefcients of skewness and kurtosis. Parameters a : array_like data moment : int order of central moment that is returned axis : int or None Axis along which the central moment is computed. If None, then the data array is raveled. The default axis is zero. Returns n-th central moment : ndarray or oat The appropriate moment along the given axis or over all values if axis is None. The denominator for the moment calculation is the number of observations, no degrees of freedom correction is done. scipy.stats.mstats.mquantiles(a, prob=[0.25, 0.5, 0.75], alphap=0.40000000000000002, betap=0.40000000000000002, axis=None, limit=()) Computes empirical quantiles for a data array. Samples quantile are dened by Q(p) = (1-g).x[i] +g.x[i+1], where x[j] is the j-th order statistic, i = (floor(n*p+m)), m=alpha+p*(1-alpha-beta) and g = n*p + m - i. Typical values of (alpha,beta) are: (0,1) : p(k) = k/n : linear interpolation of cdf (R, type 4) (.5,.5) : p(k) = (k+1/2.)/n : piecewise linear function (R, type 5) (0,0) : p(k) = k/(n+1) : (R type 6) (1,1) : p(k) = (k-1)/(n-1). In this case, p(k) = mode[F(x[k])]. Thats R default (R type 7) (1/3,1/3): p(k) = (k-1/3)/(n+1/3). Then p(k) ~ median[F(x[k])]. The resulting quantile estimates are approximately median-unbiased regardless of the distribution of x. (R type 8) (3/8,3/8): p(k) = (k-3/8)/(n+1/4). Blom. The resulting quantile estimates are approximately unbiased if x is normally distributed (R type 9) (.4,.4) : approximately quantile unbiased (Cunnane) (.35,.35): APL, used with PWM

860

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : array_like Input data, as a sequence or array of dimension at most 2. prob : array_like, optional List of quantiles to compute. alpha : oat, optional Plotting positions parameter, default is 0.4. beta : oat, optional Plotting positions parameter, default is 0.4. axis : int, optional Axis along which to perform the trimming. If None (default), the input array is rst attened. limit : tuple Tuple of (lower, upper) values. Values of a outside this closed interval are ignored. Returns mquantiles : MaskedArray An array containing the calculated quantiles. Examples
>>> from scipy.stats.mstats import mquantiles >>> a = np.array([6., 47., 49., 15., 42., 41., 7., 39., 43., 40., 36.]) >>> mquantiles(a) array([ 19.2, 40. , 42.8])

Using a 2D array, specifying axis and limit.


>>> data = np.array([[ 6., 7., 1.], [ 47., 15., 2.], [ 49., 36., 3.], [ 15., 39., 4.], [ 42., 40., -999.], [ 41., 41., -999.], [ 7., -999., -999.], [ 39., -999., -999.], [ 43., -999., -999.], [ 40., -999., -999.], [ 36., -999., -999.]]) >>> mquantiles(data, axis=0, limit=(0, 50)) array([[ 19.2 , 14.6 , 1.45], [ 40. , 37.5 , 2.5 ], [ 42.8 , 40.05, 3.55]]) >>> data[:, 2] = -999. >>> mquantiles(data, axis=0, limit=(0, 50)) masked_array(data = [[19.2 14.6 --] [40.0 37.5 --] [42.8 40.05 --]], mask =

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

861

SciPy Reference Guide, Release 0.10.0rc1

[[False False True] [False False True] [False False True]], fill_value = 1e+20)

scipy.stats.mstats.msign(x) Returns the sign of x, or 0 if x is masked. scipy.stats.mstats.normaltest(a, axis=0) Tests whether a sample differs from a normal distribution. This function tests the null hypothesis that a sample comes from a normal distribution. It is based on DAgostino and Pearsons [R86], [R87] test that combines skew and kurtosis to produce an omnibus test of normality. Parameters a : array_like The array containing the data to be tested. axis : int or None If None, the array is treated as a single data set, regardless of its shape. Otherwise, each 1-d array along axis axis is tested. Returns k2 : oat or array s^2 + k^2, where s is the z-score returned by skewtest and k is the z-score returned by kurtosistest. p-value : oat or array A 2-sided chi squared probability for the hypothesis test. References [R86], [R87] scipy.stats.mstats.obrientransform(*args) Computes a transform on input data (any number of columns). Used to test for homogeneity of variance prior to running one-way stats. Each array in *args is one level of a factor. If an F_oneway() run on the transformed data and found signicant, variances are unequal. From Maxwell and Delaney, p.112. Returns: transformed data for use in an ANOVA scipy.stats.mstats.pearsonr(x, y) Calculates a Pearson correlation coefcient and the p-value for testing non-correlation. The Pearson correlation coefcient measures the linear relationship between two datasets. Strictly speaking, Pearsons correlation requires that each dataset be normally distributed. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Pearson correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters x : 1D array y : 1D array the same length as x

862

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Returns (Pearsons correlation coefcient, : 2-tailed p-value) References http://www.statsoft.com/textbook/glosp.html#Pearson%20Correlation scipy.stats.mstats.plotting_positions(data, alpha=0.40000000000000002, beta=0.40000000000000002) Returns plotting positions (or empirical percentile points) for the data. Plotting positions are dened as (i-alpha)/(n+1-alpha-beta), where: i is the rank order statistics n is the number of unmasked values along the given axis alpha and beta are two parameters. Typical values for alpha and beta are: (0,1) : p(k) = k/n, linear interpolation of cdf (R, type 4) (.5,.5) [p(k) = (k-1/2.)/n, piecewise linear function] (R, type 5) (0,0) : p(k) = k/(n+1), Weibull (R type 6) (1,1) [p(k) = (k-1)/(n-1), in this case,] p(k) = mode[F(x[k])]. Thats R default (R type 7) (1/3,1/3): p(k) = (k-1/3)/(n+1/3), then p(k) ~ median[F(x[k])]. The resulting quantile estimates are approximately median-unbiased regardless of the distribution of x. (R type 8) (3/8,3/8): p(k) = (k-3/8)/(n+1/4), Blom. The resulting quantile estimates are approximately unbiased if x is normally distributed (R type 9) (.4,.4) : approximately quantile unbiased (Cunnane) (.35,.35): APL, used with PWM (.3175, .3175): used in scipy.stats.probplot Parameters data : array_like Input data, as a sequence or array of dimension at most 2. alpha : oat, optional Plotting positions parameter. Default is 0.4. beta : oat, optional Plotting positions parameter. Default is 0.4. Returns positions : MaskedArray

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

863

SciPy Reference Guide, Release 0.10.0rc1

The calculated plotting positions. scipy.stats.mstats.pointbiserialr(x, y) Calculates a point biserial correlation coefcient and the associated p-value. The point biserial correlation is used to measure the relationship between a binary variable, x, and a continuous variable, y. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply a determinative relationship. This function uses a shortcut formula but produces the same result as pearsonr. Parameters x : array_like of bools Input array. y [array_like] Input array. Returns r : oat R value p-value [oat] 2-tailed p-value Notes Missing values are considered pair-wise: if a value is missing in x, the corresponding value in y is masked. Examples
>>> from scipy import stats >>> a = np.array([0, 0, 0, 1, 1, 1, 1]) >>> b = np.arange(7) >>> stats.pointbiserialr(a, b) (0.8660254037844386, 0.011724811003954652) >>> stats.pearsonr(a, b) (0.86602540378443871, 0.011724811003954626) >>> np.corrcoef(a, b) array([[ 1. , 0.8660254], [ 0.8660254, 1. ]])

scipy.stats.mstats.rankdata(data, axis=None, use_missing=False) Returns the rank (also known as order statistics) of each data point along the given axis. If some values are tied, their rank is averaged. If some values are masked, their rank is set to 0 if use_missing is False, or set to the average rank of the unmasked values if use_missing is True. Parameters data : sequence Input data. The data is transformed to a masked array axis [{None,int} optional] Axis along which to perform the ranking. If None, the 864 Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

array is rst attened. An exception is raised if the axis is specied for arrays with a dimension larger than 2 use_missing [{boolean} optional] Whether the masked values have a rank of 0 (False) or equal to the average rank of the unmasked values (True). scipy.stats.mstats.scoreatpercentile(data, per, limit=(), alphap=0.40000000000000002, betap=0.40000000000000002) Calculate the score at the given per percentile of the sequence a. For example, the score at per=50 is the median. This function is a shortcut to mquantile scipy.stats.mstats.sem(a, axis=0) Calculates the standard error of the mean (or standard error of measurement) of the values in the input array. Parameters a : array_like An array containing the values for which the standard error is returned. axis : int or None, optional. If axis is None, ravel a rst. If axis is an integer, this will be the axis over which to operate. Defaults to 0. ddof : int, optional Delta degrees-of-freedom. How many degrees of freedom to adjust for bias in limited samples relative to the population estimate of variance. Defaults to 1. Returns s : ndarray or oat The standard error of the mean in the sample(s), along the input axis. Notes The default value for ddof is different to the default (0) used by other ddof containing routines, such as np.std nd stats.nanstd. Examples Find standard error along the rst axis:
>>> from scipy import stats >>> a = np.arange(20).reshape(5,4) >>> stats.sem(a) array([ 2.8284, 2.8284, 2.8284, 2.8284])

Find standard error across the whole array, using n degrees of freedom:
>>> stats.sem(a, axis=None, ddof=0) 1.2893796958227628

scipy.stats.mstats.signaltonoise(data, axis=0) Calculates the signal-to-noise ratio, as the ratio of the mean over standard deviation along the given axis. Parameters data : sequence Input data

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

865

SciPy Reference Guide, Release 0.10.0rc1

axis [{0, int} optional] Axis along which to compute. If None, the computation is performed on a at version of the array. scipy.stats.mstats.skew(a, axis=0, bias=True) Computes the skewness of a data set. For normally distributed data, the skewness should be about 0. A skewness value > 0 means that there is more weight in the left tail of the distribution. The function skewtest can be used to determine if the skewness value is close enough to 0, statistically speaking. Parameters a : ndarray data axis : int or None axis along which skewness is calculated bias : bool If False, then the calculations are corrected for statistical bias. Returns skewness : ndarray The skewness of values along an axis, returning 0 where all values are equal. References [CRCProbStat2000] Section 2.2.24.1 [CRCProbStat2000] scipy.stats.mstats.skewtest(a, axis=0) Tests whether the skew is different from the normal distribution. This function tests the null hypothesis that the skewness of the population that the sample was drawn from is the same as that of a corresponding normal distribution. Parameters a : array axis : int or None Returns z-score : oat The computed z-score for this test. p-value : oat a 2-sided p-value for the hypothesis test Notes The sample size must be at least 8. scipy.stats.mstats.spearmanr(x, y, use_ties=True) Calculates a Spearman rank-order correlation coefcient and the p-value to test for non-correlation.

866

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

The Spearman correlation is a nonparametric measure of the linear relationship between two datasets. Unlike the Pearson correlation, the Spearman correlation does not assume that both datasets are normally distributed. Like other correlation coefcients, this one varies between -1 and +1 with 0 implying no correlation. Correlations of -1 or +1 imply an exact linear relationship. Positive correlations imply that as x increases, so does y. Negative correlations imply that as x increases, y decreases. Missing values are discarded pair-wise: if a value is missing in x, the corresponding value in y is masked. The p-value roughly indicates the probability of an uncorrelated system producing datasets that have a Spearman correlation at least as extreme as the one computed from these datasets. The p-values are not entirely reliable but are probably reasonable for datasets larger than 500 or so. Parameters x : 1D array y [1D array the same length as x] The lengths of both arrays must be > 2. use_ties [{True, False} optional] Whether the correction for ties should be computed. Returns (Spearman correlation coefcient, : 2-tailed p-value) scipy.stats.mstats.theilslopes(y, x=None, alpha=0.050000000000000003) Computes the Theil slope over the dataset (x,y), as the median of all slopes between paired values. Parameters y : sequence Dependent variable. x [{None, sequence} optional] Independent variable. If None, use arange(len(y)) instead. alpha [oat] Condence degree. Returns medslope : oat Theil slope medintercept [oat] Intercept of the Theil line, as median(y)-medslope*median(x) lo_slope [oat] Lower bound of the condence interval on medslope up_slope [oat] Upper bound of the condence interval on medslope scipy.stats.mstats.threshold(a, threshmin=None, threshmax=None, newval=0) Clip array to a given value. Similar to numpy.clip(), except that values less than threshmin or greater than threshmax are replaced by newval, instead of by threshmin and threshmax respectively.

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

867

SciPy Reference Guide, Release 0.10.0rc1

Parameters a : ndarray Input data threshmin : {None, oat} optional Lower threshold. If None, set to the minimum value. threshmax : {None, oat} optional Upper threshold. If None, set to the maximum value. newval : {0, oat} optional Value outside the thresholds. Returns a, with values less (greater) than threshmin (threshmax) replaced with newval. : scipy.stats.mstats.tmax(a, upperlimit, axis=0, inclusive=True) Compute the trimmed maximum This function computes the maximum value of an array along a given axis, while ignoring values larger than a specied upper limit. Parameters a : array_like array of values upperlimit : None or oat, optional Values in the input array greater than the given limit will be ignored. When upperlimit is None, then all values are used. The default value is None. axis : None or int, optional Operate along this axis. None means to use the attened array and the default is zero. inclusive : {True, False}, optional This ag determines whether values exactly equal to the upper limit are included. The default value is True. Returns tmax : oat scipy.stats.mstats.tmean(a, limits=None, inclusive=(True, True)) Compute the trimmed mean This function nds the arithmetic mean of given values, ignoring values outside the given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional

868

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tmean : oat scipy.stats.mstats.tmin(a, lowerlimit=None, axis=0, inclusive=True) Compute the trimmed minimum This function nds the miminum value of an array a along the specied axis, but only considering values greater than a specied lower limit. Parameters a : array_like array of values lowerlimit : None or oat, optional Values in the input array less than the given limit will be ignored. When lowerlimit is None, then all values are used. The default value is None. axis : None or int, optional Operate along this axis. None means to use the attened array and the default is zero inclusive : {True, False}, optional This ag determines whether values exactly equal to the lower limit are included. The default value is True. Returns tmin: oat : scipy.stats.mstats.trim(a, limits=None, inclusive=(True, True), relative=False, axis=None) Trims an array by masking the data outside some given limits. Returns a masked version of the input array. Parameters a : sequence Input array limits : {None, tuple} optional If relative == False, tuple (lower limit, upper limit) in absolute values. Values of the input array lower (greater) than the lower (upper) limit are masked. If relative == True, tuple (lower percentage, upper percentage) to cut on each side of the array, with respect to the number of unmasked data. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.sum(limits)) In each case, the value of one limit can be set to None to indicate an open interval. If limits is None, no trimming is performed inclusive : {(True, True) tuple} optional If relative==False, tuple indicating whether values exactly equal to the absolute limits are allowed. If relative==True, tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). relative : {False, True} optional Whether to consider the limits as absolute values (False) or proportions to cut (True).

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

869

SciPy Reference Guide, Release 0.10.0rc1

axis : {None, integer}, optional Axis along which to trim. Examples >>>z = [ 1, 2, 3, 4, 5, 6, 7, 8, 9,10] >>>trim(z,(3,8)) [,, 3, 4, 5, 6, 7, 8,,] >>>trim(z,(0.1,0.2),relative=True) [, 2, 3, 4, 5, 6, 7, 8,,] scipy.stats.mstats.trima(a, limits=None, inclusive=(True, True)) Trims an array by masking the data outside some given limits. Returns a masked version of the input array. Parameters a : sequence Input array. limits : {None, tuple} optional Tuple of (lower limit, upper limit) in absolute values. Values of the input array lower (greater) than the lower (upper) limit will be masked. A limit is None indicates an open interval. inclusive : {(True,True) tuple} optional Tuple of (lower ag, upper ag), indicating whether values exactly equal to the lower (upper) limit are allowed. scipy.stats.mstats.trimboth(data, proportiontocut=0.20000000000000001, True), axis=None) inclusive=(True,

Trims the data by masking the int(proportiontocut*n) smallest and int(proportiontocut*n) largest values of data along the given axis, where n is the number of unmasked values before trimming. Parameters data : ndarray Data to trim. proportiontocut [{0.2, oat} optional] Percentage of trimming (as a oat between 0 and 1). If n is the number of unmasked values before trimming, the number of values after trimming is: (1-2*proportiontocut)*n. inclusive [{(True, True) tuple} optional] Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). axis [{None, integer}, optional] Axis along which to perform the trimming. If None, the input array is rst attened. scipy.stats.mstats.trimmed_stde(a, limits=(0.10000000000000001, 0.10000000000000001), inclusive=(1, 1), axis=None) Returns the standard error of the trimmed mean of the data along the given axis. Parameters - a : sequence Input array

870

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

limits [{(0.1,0.1), tuple of oat} optional] tuple (lower percentage, upper percentage) to cut on each side of the array, with respect to the number of unmasked data. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.-sum(limits)) In each case, the value of one limit can be set to None to indicate an open interval. If limits is None, no trimming is performed inclusive [{(True, True) tuple} optional] Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). axis [{None, integer}, optional] Axis along which to trim. scipy.stats.mstats.trimr(a, limits=None, inclusive=(True, True), axis=None) Trims an array by masking some proportion of the data on each end. Returns a masked version of the input array. Parameters a : sequence Input array. limits : {None, tuple} optional Tuple of the percentages to cut on each side of the array, with respect to the number of unmasked data, as oats between 0. and 1. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.sum(limits)) The value of one limit can be set to None to indicate an open interval. inclusive : {(True,True) tuple} optional Tuple of ags indicating whether the number of data being masked on the left (right) end should be truncated (True) or rounded (False) to integers. axis : {None,int} optional Axis along which to trim. If None, the whole array is trimmed, but its shape is maintained. scipy.stats.mstats.trimtail(data, proportiontocut=0.20000000000000001, tail=left, inclusive=(True, True), axis=None) Trims the data by masking int(trim*n) values from ONE tail of the data along the given axis, where n is the number of unmasked values. Parameters data : {ndarray} Data to trim. proportiontocut [{0.2, oat} optional] Percentage of trimming. If n is the number of unmasked values before trimming, the number of values after trimming is (1proportiontocut)*n. tail [{left,right} optional] If left (right), the proportiontocut lowest (greatest) values will be masked.

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

871

SciPy Reference Guide, Release 0.10.0rc1

inclusive [{(True, True) tuple} optional] Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). axis [{None, integer}, optional] Axis along which to perform the trimming. If None, the input array is rst attened. scipy.stats.mstats.tsem(a, limits=None, inclusive=(True, True)) Compute the trimmed standard error of the mean This function nds the standard error of the mean for given values, ignoring values outside the given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tsem : oat scipy.stats.mstats.ttest_onesamp(a, popmean) Calculates the T-test for the mean of ONE group of scores a. This is a two-sided test for the null hypothesis that the expected value (mean) of a sample of independent observations is equal to the given population mean, popmean. Parameters a : array_like sample observation popmean : oat or array_like expected value in null hypothesis, if array_like than it must have the same shape as a excluding the axis dimension axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value

872

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(7654567) >>> rvs = stats.norm.rvs(loc=5,scale=10,size=(50,2))

test if mean of random sample is equal to true mean, and different mean. We reject the null hypothesis in the second case and dont reject it in the rst case
>>> stats.ttest_1samp(rvs,5.0) (array([-0.68014479, -0.04323899]), array([ 0.49961383, >>> stats.ttest_1samp(rvs,0.0) (array([ 2.77025808, 4.11038784]), array([ 0.00789095, 0.96568674])) 0.00014999]))

examples using axis and non-scalar dimension for population mean


>>> stats.ttest_1samp(rvs,[5.0,0.0]) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs,[[5.0],[0.0]]) (array([[-0.68014479, -0.04323899], [ 2.77025808, 4.11038784]]), array([[ 4.99613833e-01, 9.65686743e-01], [ 7.89094663e-03, 1.49986458e-04]]))

scipy.stats.mstats.ttest_ind(a, b, axis=0) Calculates the T-test for the means of TWO INDEPENDENT samples of scores. This is a two-sided test for the null hypothesis that 2 independent samples have identical average (expected) values. Parameters a, b : sequence of ndarrays The arrays must have the same shape, except in the dimension corresponding to axis (the rst, by default). axis : int, optional Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a and b). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Notes We can use this test, if we observe two independent samples from the same or different population, e.g. exam scores of boys and girls or of two ethnic groups. The test measures whether the average (expected) value differs signicantly across samples. If we observe a large p-value, for example larger than 0.05 or 0.1, then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages.

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

873

SciPy Reference Guide, Release 0.10.0rc1

Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(12345678)

test with sample with identical means


>>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = stats.norm.rvs(loc=5,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs2) (0.26833823296239279, 0.78849443369564765)

test with sample with different means


>>> rvs3 = stats.norm.rvs(loc=8,scale=10,size=500) >>> stats.ttest_ind(rvs1,rvs3) (-5.0434013458585092, 5.4302979468623391e-007)

scipy.stats.mstats.ttest_onesamp(a, popmean) Calculates the T-test for the mean of ONE group of scores a. This is a two-sided test for the null hypothesis that the expected value (mean) of a sample of independent observations is equal to the given population mean, popmean. Parameters a : array_like sample observation popmean : oat or array_like expected value in null hypothesis, if array_like than it must have the same shape as a excluding the axis dimension axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Examples
>>> from scipy import stats >>> import numpy as np >>> #fix seed to get the same result >>> np.random.seed(7654567) >>> rvs = stats.norm.rvs(loc=5,scale=10,size=(50,2))

test if mean of random sample is equal to true mean, and different mean. We reject the null hypothesis in the second case and dont reject it in the rst case

874

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

>>> stats.ttest_1samp(rvs,5.0) (array([-0.68014479, -0.04323899]), array([ 0.49961383, >>> stats.ttest_1samp(rvs,0.0) (array([ 2.77025808, 4.11038784]), array([ 0.00789095,

0.96568674])) 0.00014999]))

examples using axis and non-scalar dimension for population mean


>>> stats.ttest_1samp(rvs,[5.0,0.0]) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs.T,[5.0,0.0],axis=1) (array([-0.68014479, 4.11038784]), array([ 4.99613833e-01, 1.49986458e-04])) >>> stats.ttest_1samp(rvs,[[5.0],[0.0]]) (array([[-0.68014479, -0.04323899], [ 2.77025808, 4.11038784]]), array([[ 4.99613833e-01, 9.65686743e-01], [ 7.89094663e-03, 1.49986458e-04]]))

scipy.stats.mstats.ttest_rel(a, b, axis=None) Calculates the T-test on TWO RELATED samples of scores, a and b. This is a two-sided test for the null hypothesis that 2 related or repeated samples have identical average (expected) values. Parameters a, b : sequence of ndarrays The arrays must have the same shape. axis : int, optional, (default axis=0) Axis can equal None (ravel array rst), or an integer (the axis over which to operate on a and b). Returns t : oat or array t-statistic prob : oat or array two-tailed p-value Notes Examples for the use are scores of the same set of student in different exams, or repeated sampling from the same units. The test measures whether the average score differs signicantly across samples (e.g. exams). If we observe a large p-value, for example greater than 0.05 or 0.1 then we cannot reject the null hypothesis of identical average scores. If the p-value is smaller than the threshold, e.g. 1%, 5% or 10%, then we reject the null hypothesis of equal averages. Small p-values are associated with large t-statistics. Examples
>>> from scipy import stats >>> np.random.seed(12345678) # fix random seed to get same numbers >>> rvs1 = stats.norm.rvs(loc=5,scale=10,size=500) >>> rvs2 = (stats.norm.rvs(loc=5,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs2) (0.24101764965300962, 0.80964043445811562) >>> rvs3 = (stats.norm.rvs(loc=8,scale=10,size=500) + ... stats.norm.rvs(scale=0.2,size=500)) >>> stats.ttest_rel(rvs1,rvs3) (-3.9995108708727933, 7.3082402191726459e-005)

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

875

SciPy Reference Guide, Release 0.10.0rc1

scipy.stats.mstats.tvar(a, limits=None, inclusive=(True, True)) Compute the trimmed variance This function computes the sample variance of an array of values, while ignoring values which are outside of given limits. Parameters a : array_like array of values limits : None or (lower limit, upper limit), optional Values in the input array less than the lower limit or greater than the upper limit will be ignored. When limits is None, then all values are used. Either of the limit values in the tuple can also be None representing a half-open interval. The default value is None. inclusive : (bool, bool), optional A tuple consisting of the (lower ag, upper ag). These ags determine whether values exactly equal to the lower or upper limits are included. The default value is (True, True). Returns tvar : oat scipy.stats.mstats.variation(a, axis=0) Computes the coefcient of variation, the ratio of the biased standard deviation to the mean. Parameters a : array_like Input array. axis : int or None Axis along which to calculate the coefcient of variation. References [CRCProbStat2000] Section 2.2.20 [CRCProbStat2000] scipy.stats.mstats.winsorize(a, limits=None, axis=None) Returns a Winsorized version of the input array. inclusive=(True, True), inplace=False,

The (limits[0])th lowest values are set to the (limits[0])th percentile, and the (limits[1])th highest values are set to the (limits[1])th percentile. Masked values are skipped. Parameters a : sequence Input array. limits : {None, tuple of oat} optional Tuple of the percentages to cut on each side of the array, with respect to the number of unmasked data, as oats between 0. and 1. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest

876

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

data are masked, and the total number of unmasked data after trimming is n*(1.sum(limits)) The value of one limit can be set to None to indicate an open interval. inclusive : {(True, True) tuple} optional Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False). inplace : {False, True} optional Whether to winsorize in place (True) or to use a copy (False) axis : {None, int} optional Axis along which to trim. If None, the whole array is trimmed, but its shape is maintained. scipy.stats.mstats.zmap(scores, compare, axis=0, ddof=0) Calculates the relative z-scores. Returns an array of z-scores, i.e., scores that are standardized to zero mean and unit variance, where mean and variance are calculated from the comparison array. Parameters scores : array_like The input for which z-scores are calculated. compare : array_like The input from which the mean and standard deviation of the normalization are taken; assumed to have the same dimension as scores. axis : int or None, optional Axis over which mean and variance of compare are calculated. Default is 0. ddof : int, optional Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns zscore : array_like Z-scores, in the same shape as scores. Notes This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses asanyarray instead of asarray for parameters). scipy.stats.mstats.zscore(a, axis=0, ddof=0) Calculates the z score of each value in the sample, relative to the sample mean and standard deviation. Parameters a : array_like An array like object containing the sample data. axis : int or None, optional If axis is equal to None, the array is rst raveled. If axis is an integer, this is the axis over which to operate. Default is 0. ddof : int, optional

4.23. Statistical functions for masked arrays (scipy.stats.mstats)

877

SciPy Reference Guide, Release 0.10.0rc1

Degrees of freedom correction in the calculation of the standard deviation. Default is 0. Returns zscore : array_like The z-scores, standardized by mean and standard deviation of input array a. Notes This function preserves ndarray subclasses, and works also with matrices and masked arrays (it uses asanyarray instead of asarray for parameters). Examples
>>> a = np.array([ 0.7972, 0.0767, 0.4383, 0.7866, 0.8091, 0.1954, 0.6307, 0.6599, 0.1065, 0.0508]) >>> from scipy import stats >>> stats.zscore(a) array([ 1.1273, -1.247 , -0.0552, 1.0923, 1.1664, -0.8559, 0.5786, 0.6748, -1.1488, -1.3324])

Computing along a specied axis, using n-1 degrees of freedom (ddof=1) to calculate the standard deviation:
>>> b = np.array([[ 0.3148, 0.0478, 0.6243, [ 0.7149, 0.0775, 0.6072, [ 0.6341, 0.1403, 0.9759, [ 0.5918, 0.6948, 0.904 , [ 0.0921, 0.2481, 0.1188, >>> stats.zscore(b, axis=1, ddof=1) array([[-1.1649, -1.4319, -0.8554, -1.0189], [-0.8661, -1.5035, -0.9737, -0.6154], [-0.888 , -1.3817, -0.5461, -1.1156], [-2.3043, -2.2014, -1.9921, -2.5241], [-2.0773, -1.9212, -2.0506, -2.0328]]) 0.4608], 0.9656], 0.4064], 0.3721], 0.1366]])

4.24 C/C++ integration (scipy.weave)


Warning: This documentation is work-in-progress and unorganized.

4.24.1 C/C++ integration


inline a function for including C/C++ code within Python blitz a function for compiling Numeric expressions to C++ ext_tools a module that helps construct C/C++ extension modules. accelerate a module that inline accelerates Python functions Note: On Linux one needs to have the Python development headers installed in order to be able to compile things with the weave module. Since this is a runtime dependency these headers (typically in a pythonX.Y-dev package) are not always installed when installing scipy. inline(code, **kw[, arg_names, local_dict, ...]) blitz(expr, **kw[, local_dict, global_dict, ...]) ext_tools accelerate Inline C/C++ code within Python scripts.

878

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

scipy.weave.inline(code, arg_names=[], local_dict=None, global_dict=None, force=0, compiler=, verbose=0, support_code=None, headers=[], customize=None, type_converters=None, auto_downcast=1, newarr_converter=0, **kw) Inline C/C++ code within Python scripts. inline() compiles and executes C/C++ code on the y. Variables in the local and global Python scope are also available in the C/C++ code. Values are passed to the C/C++ code by assignment much like variables passed are passed into a standard Python function. Values are returned from the C/C++ code through a special argument called return_val. Also, the contents of mutable objects can be changed within the C/C++ code and the changes remain after the C code exits and returns to Python. inline has quite a few options as listed below. Also, the keyword arguments for distutils extension modules are accepted to specify extra information needed for compiling. Parameters code : string A string of valid C++ code. It should not specify a return statement. Instead it should assign results that need to be returned to Python in the return_val. arg_names : [str], optional A list of Python variable names that should be transferred from Python into the C/C++ code. It defaults to an empty string. local_dict : dict, optional If specied, it is a dictionary of values that should be used as the local scope for the C/C++ code. If local_dict is not specied the local dictionary of the calling function is used. global_dict : dict, optional If specied, it is a dictionary of values that should be used as the global scope for the C/C++ code. If global_dict is not specied, the global dictionary of the calling function is used. force : {0, 1}, optional If 1, the C++ code is compiled every time inline is called. This is really only useful for debugging, and probably only useful if your editing support_code a lot. compiler : str, optional The name of compiler to use when compiling. On windows, it understands msvc and gcc as well as all the compiler names understood by distutils. On Unix, itll only understand the values understood by distutils. (I should add gcc though to this). On windows, the compiler defaults to the Microsoft C++ compiler. If this isnt available, it looks for mingw32 (the gcc compiler). On Unix, itll probably use the same compiler that was used when compiling Python. Cygwins behavior should be similar. verbose : {0,1,2}, optional Species how much much information is printed during the compile phase of inlining code. 0 is silent (except on windows with msvc where it still prints some garbage). 1 informs you when compiling starts, nishes, and how long it took. 2 prints out the command lines for the compilation process and can be useful if your having problems getting code to work. Its handy for nding the name of the .cpp le if you need to examine it. verbose has no affect if the compilation isnt necessary.

4.24. C/C++ integration (scipy.weave)

879

SciPy Reference Guide, Release 0.10.0rc1

support_code : str, optional A string of valid C++ code declaring extra code that might be needed by your compiled function. This could be declarations of functions, classes, or structures. headers : [str], optional A list of strings specifying header les to use when compiling the code. The list might look like ["<vector>","my_header"]. Note that the header strings need to be in a form than can be pasted at the end of a #include statement in the C++ code. customize : base_info.custom_info, optional An alternative way to specify support_code, headers, etc. needed by the function. See scipy.weave.base_info for more details. (not sure thisll be used much). type_converters : [type converters], optional These guys are what convert Python data types to C/C++ data types. If youd like to use a different set of type conversions than the default, specify them here. Look in the type conversions section of the main documentation for examples. auto_downcast : {1,0}, optional This only affects functions that have numpy arrays as input variables. Setting this to 1 will cause all oating point values to be cast as oat instead of double if all the Numeric arrays are of type oat. If even one of the arrays has type double or double complex, all variables maintain there standard types. newarr_converter : int, optional Unused. Other Parameters Relevant :mod:distutils keywords. These are duplicated from Greg Wards : :class:distutils.extension.Extension class for convenience: : sources : [string] list of source lenames, relative to the distribution root (where the setup script lives), in Unix form (slash-separated) for portability. Source les may be C, C++, SWIG (.i), platform-specic resource les, or whatever else is recognized by the build_ext command as source for a Python extension. Note: The module_path le is always appended to the front of this list include_dirs : [string] list of directories to search for C/C++ header les (in Unix form for portability) dene_macros : [(name list of macros to dene; each macro is dened using a 2-tuple, where value is either the string to dene it to or None to dene it without a particular value (equivalent of #dene FOO in source or -DFOO on Unix C compiler command line) undef_macros : [string] list of macros to undene explicitly library_dirs : [string] list of directories to search for C/C++ libraries at link time

880

Chapter 4. Reference

SciPy Reference Guide, Release 0.10.0rc1

libraries : [string] list of library names (not lenames or paths) to link against runtime_library_dirs : [string] list of directories to search for C/C++ libraries at run time (for shared extensions, this is when the extension is loaded) extra_objects : [string] list of extra les to link with (eg. object les not implied by sources, static library that must be explicitly specied, binary resource les, etc.) extra_compile_args : [string] any extra platform- and compiler-specic information to use when compiling the source les in sources. For platforms and compilers where command line makes sense, this is typically a list of command-line arguments, but for other platforms it could be anything. extra_link_args : [string] any extra platform- and compiler-specic information to use when linking object les together to create the extension (or to create a new static Python interpreter). Similar interpretation as for extra_compile_args. export_symbols : [string] list of symbols to be exported from a shared extension. Not used on all platforms, and not generally necessary for Python extensions, which typically export exactly one symbol: init + extension_name. swig_opts : [string] any extra options to pass to SWIG if a source le has the .i extension. depends : [string] list of les that the extension depends on language : string extension language (i.e. c, c++, objc). Will be detected from the source extensions if not provided. See Also: distutils.extension.Extension Describes additional parameters. scipy.weave.blitz(expr, local_dict=None, global_dict=None, check_size=1, verbose=0, **kw)

4.24. C/C++ integration (scipy.weave)

881

SciPy Reference Guide, Release 0.10.0rc1

Functions assign_variable_types(variables[, ...]) downcast(var_specs) format_error_msg(errors) generate_file_name(module_name, module_location) generate_module(module_string, module_le) indent(st, spaces) Classes ext_function(name, code_block, args[, ...]) ext_function_from_specs(name, code_block, ...) ext_module(name[, compiler]) Cast python scalars down to most common type of arrays used.

generate the source code le. Only overwrite

882

Chapter 4. Reference

BIBLIOGRAPHY

[KK] D.A. Knoll and D.E. Keyes, Jacobian-free Newton-Krylov methods, J. Comp. Phys. 193, 357 (2003). [PP] PETSc http://www.mcs.anl.gov/petsc/ and its Python bindings http://code.google.com/p/petsc4py/ [AMG] PyAMG (algebraic multigrid preconditioners/solvers) http://code.google.com/p/pyamg/ [CT] Cooley, James W., and John W. Tukey, 1965, An algorithm for the machine calculation of complex Fourier series, Math. Comput. 19: 297-301. [NR] Press, W., Teukolsky, S., Vetterline, W.T., and Flannery, B.P., 2007, Numerical Recipes: The Art of Scientic Computing, ch. 12-13. Cambridge Univ. Press, Cambridge, UK. [Mak] J. Makhoul, 1980, A Fast Cosine Transform in One and Two Dimensions, IEEE Transactions on acoustics, speech and signal processing vol. 28(1), pp. 27-34, http://dx.doi.org/10.1109/TASSP.1980.1163351 [WP] http://en.wikipedia.org/wiki/Discrete_cosine_transform [Sta07] Statistics toolbox. API Reference Documentation. The http://www.mathworks.com/access/helpdesk/help/toolbox/stats/. Accessed October 1, 2007. MathWorks. Inc. Ac-

[Mti07] Hierarchical clustering. API Reference Documentation. The Wolfram Research, http://reference.wolfram.com/mathematica/HierarchicalClustering/tutorial/ HierarchicalClustering.html. cessed October 1, 2007.

[Gow69] Gower, JC and Ross, GJS. Minimum Spanning Trees and Single Linkage Cluster Analysis. Applied Statistics. 18(1): pp. 5464. 1969. [War63] Ward Jr, JH. Hierarchical grouping to optimize an objective function. Journal of the American Statistical Association. 58(301): pp. 23644. 1963. [Joh66] Johnson, SC. Hierarchical clustering schemes. Psychometrika. 32(2): pp. 24154. 1966. [Sne62] Sneath, PH and Sokal, RR. Numerical taxonomy. Nature. 193: pp. 85560. 1962. [Bat95] Batagelj, V. Comparing resemblance measures. Journal of Classication. 12: pp. 7390. 1995. [Sok58] Sokal, RR and Michener, CD. A statistical method for evaluating systematic relationships. Scientic Bulletins. 38(22): pp. 140938. 1958. [Ede79] Edelbrock, C. Mixture model tests of hierarchical clustering algorithms: the problem of classifying everybody. Multivariate Behavioral Research. 14: pp. 36784. 1979. [Jai88] Jain, A., and Dubes, R., Algorithms for Clustering Data. Prentice-Hall. Englewood Cliffs, NJ. 1988. [Fis36] Fisher, RA The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7(2): 179-188. 1936

883

SciPy Reference Guide, Release 0.10.0rc1

[CODATA2010] CODATA Recommended Values of the Fundamental Physical Constants 2010. http://physics.nist.gov/cuu/Constants/index.html [R1] Rombergs method http://en.wikipedia.org/wiki/Romberg%27s_method [R2] Wikipedia page: http://en.wikipedia.org/wiki/Trapezoidal_rule [R3] Illustration image: http://en.wikipedia.org/wiki/File:Composite_trapezoidal_rule_illustration.png [HNW93] E. Hairer, S.P. Norsett and G. Wanner, Solving Ordinary Differential Equations i. Nonstiff Problems. 2nd edition. Springer Series in Computational Mathematics, Springer-Verlag (1993) [R4] Krogh, Efcient Algorithms for Polynomial Interpolation and Numerical Differentiation, 1970. [Qhull] http://www.qhull.org/ [Qhull] http://www.qhull.org/ [CT] See, for example, P. Alfeld, A trivariate Clough-Tocher scheme for tetrahedral data. Computer Aided Geometric Design, 1, 169 (1984); G. Farin, Triangular Bernstein-Bezier patches. Computer Aided Geometric Design, 3, 83 (1986). [Nielson83] G. Nielson, A method for interpolating scattered data based upon a minimum norm network. Math. Comp., 40, 253 (1983). [Renka84] R. J. Renka and A. K. Cline. A Triangle-based C1 interpolation method., Rocky Mountain J. Math., 14, 223 (1984). [R22] P. Dierckx, An algorithm for smoothing, differentiation and integration of experimental data using spline functions, J.Comp.Appl.Maths 1 (1975) 165-184. [R23] P. Dierckx, A fast algorithm for smoothing data on a rectangular grid while using spline functions, SIAM J.Numer.Anal. 19 (1982) 1286-1304. [R24] P. Dierckx, An improved algorithm for curve tting with spline functions, report tw54, Dept. Computer Science,K.U. Leuven, 1981. [R25] P. Dierckx, Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R19] P. Dierckx, Algorithms for smoothing data with periodic and parametric splines, Computer Graphics and Image Processing, 20 (1982) 171-184. [R20] P. Dierckx, Algorithms for smoothing data with periodic and parametric splines, report tw55, Dept. Computer Science, K.U.Leuven, 1981. [R21] P. Dierckx, Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R14] C. de Boor, On calculating with b-splines, J. Approximation Theory, 6, p.50-62, 1972. [R15] M.G. Cox, The numerical evaluation of b-splines, J. Inst. Maths Applics, 10, p.134-149, 1972. [R16] P. Dierckx, Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R17] P.W. Gaffney, The calculation of indenite integrals of b-splines, J. Inst. Maths Applics, 17, p.37-41, 1976. [R18] P. Dierckx, Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R26] C. de Boor, On calculating with b-splines, J. Approximation Theory, 6, p.50-62, 1972. [R27] M.G. Cox, The numerical evaluation of b-splines, J. Inst. Maths Applics, 10, p.134-149, 1972.

884

Bibliography

SciPy Reference Guide, Release 0.10.0rc1

[R28] P. Dierckx, Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R11] de Boor C : On calculating with b-splines, J. Approximation Theory 6 (1972) 50-62. [R12] Cox M.G. : The numerical evaluation of b-splines, J. Inst. Maths applics 10 (1972) 134-149. [R13] Dierckx P. : Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R8] Dierckx P.:An algorithm for surface tting with spline functions Ima J. Numer. Anal. 1 (1981) 267-283. [R9] Dierckx P.:An algorithm for surface tting with spline functions report tw50, Dept. Computer Science,K.U.Leuven, 1980. [R10] Dierckx P.:Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R5] Dierckx P. : An algorithm for surface tting with spline functions Ima J. Numer. Anal. 1 (1981) 267-283. [R6] Dierckx P. : An algorithm for surface tting with spline functions report tw50, Dept. Computer Science,K.U.Leuven, 1980. [R7] Dierckx P. : Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R8] Dierckx P.:An algorithm for surface tting with spline functions Ima J. Numer. Anal. 1 (1981) 267-283. [R9] Dierckx P.:An algorithm for surface tting with spline functions report tw50, Dept. Computer Science,K.U.Leuven, 1980. [R10] Dierckx P.:Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R5] Dierckx P. : An algorithm for surface tting with spline functions Ima J. Numer. Anal. 1 (1981) 267-283. [R6] Dierckx P. : An algorithm for surface tting with spline functions report tw50, Dept. Computer Science,K.U.Leuven, 1980. [R7] Dierckx P. : Curve and surface tting with splines, Monographs on Numerical Analysis, Oxford University Press, 1993. [R32] G. H. Golub and C. F. Van Loan, Matrix Computations, Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15 [R29] R. A. Horn & C. R. Johnson, Matrix Analysis. Cambridge, UK: Cambridge University Press, 1999, pp. 146-7. [R30] P. H. Leslie, On the use of matrices in certain population mathematics, Biometrika, Vol. 33, No. 3, 183212 (Nov. 1945) [R31] P. H. Leslie, Some further notes on the use of matrices in population mathematics, Biometrika, Vol. 35, No. 3/4, 213245 (Dec. 1948) [R33] http://en.wikipedia.org/wiki/Closing_%28morphology%29 [R34] http://en.wikipedia.org/wiki/Mathematical_morphology [R35] http://en.wikipedia.org/wiki/Dilation_%28morphology%29 [R36] http://en.wikipedia.org/wiki/Mathematical_morphology [R37] http://en.wikipedia.org/wiki/Erosion_%28morphology%29 [R38] http://en.wikipedia.org/wiki/Mathematical_morphology [R39] http://en.wikipedia.org/wiki/Mathematical_morphology

Bibliography

885

SciPy Reference Guide, Release 0.10.0rc1

[R40] http://en.wikipedia.org/wiki/Hit-or-miss_transform [R41] http://en.wikipedia.org/wiki/Opening_%28morphology%29 [R42] http://en.wikipedia.org/wiki/Mathematical_morphology [R43] http://cmm.ensmp.fr/~serra/cours/pdf/en/ch6en.pdf, slide 15. [R44] http://www.qi.tnw.tudelft.nl/Courses/FIP/noframes/p-Morpholo.html#Heading102 [R45] http://cmm.ensmp.fr/Micromorph/course/sld011.htm, and following slides [R46] http://en.wikipedia.org/wiki/Top-hat_transform [R47] http://en.wikipedia.org/wiki/Mathematical_morphology [R48] http://en.wikipedia.org/wiki/Dilation_%28morphology%29 [R49] http://en.wikipedia.org/wiki/Mathematical_morphology [R50] http://en.wikipedia.org/wiki/Erosion_%28morphology%29 [R51] http://en.wikipedia.org/wiki/Mathematical_morphology [R52] http://en.wikipedia.org/wiki/Mathematical_morphology [R53] http://en.wikipedia.org/wiki/Mathematical_morphology [R152] P. T. Boggs and J. E. Rogers, Orthogonal Distance Regression, in Statistical analysis of measurement error models and applications: proceedings of the AMS-IMS-SIAM joint summer research conference held June 10-16, 1989, Contemporary Mathematics, vol. 112, pg. 186, 1990. [Brent1973] Brent, R. P., Algorithms for Minimization Without Derivatives. Englewood Cliffs, NJ: Prentice-Hall, 1973. Ch. 3-4. [PressEtal1992] Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientic Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 352-355, 1992. Section 9.3: Van Wijngaarden-Dekker-Brent Method. [Ridders1979] Ridders, C. F. J. A New Algorithm for Computing a Single Root of a Real Continuous Function. IEEE Trans. Circuits Systems 26, 979-980, 1979. [vR] B.A. van der Rotten, PhD thesis, A limited memory Broyden method to solve high-dimensional systems of nonlinear equations. Mathematisch Instituut, Universiteit Leiden, The Netherlands (2003). http://www.math.leidenuniv.nl/scripties/Rotten.pdf [vR] B.A. van der Rotten, PhD thesis, A limited memory Broyden method to solve high-dimensional systems of nonlinear equations. Mathematisch Instituut, Universiteit Leiden, The Netherlands (2003). http://www.math.leidenuniv.nl/scripties/Rotten.pdf [KK] D.A. Knoll and D.E. Keyes, J. Comp. Phys. 193, 357 (2003). [BJM] A.H. Baker and E.R. Jessup and T. Manteuffel, SIAM J. Matrix Anal. Appl. 26, 962 (2005). [Ey] 22. Eyert, J. Comp. Phys., 124, 271 (1996).

[BJM] A.H. Baker and E.R. Jessup and T. Manteuffel, SIAM J. Matrix Anal. Appl. 26, 962 (2005). [BPh] A.H. Baker, PhD thesis, University of Colorado (2003). http://amath.colorado.edu/activities/thesis/allisonb/Thesis.ps [R58] C. C. Paige and M. A. Saunders (1982a). LSQR: An algorithm for sparse linear equations and sparse least squares, ACM TOMS 8(1), 43-71. [R59] C. C. Paige and M. A. Saunders (1982b). Algorithm 583. LSQR: Sparse linear equations and least squares problems, ACM TOMS 8(2), 195-209.

886

Bibliography

SciPy Reference Guide, Release 0.10.0rc1

[R60] M. A. Saunders (1995). Solution of sparse rectangular systems using LSQR and CRAIG, BIT 35, 588-604. [R54] ARPACK Software, http://www.caam.rice.edu/software/ARPACK/ [R55] R. B. Lehoucq, D. C. Sorensen, and C. Yang, ARPACK USERS GUIDE: Solution of Large Scale Eigenvalue Problems by Implicitly Restarted Arnoldi Methods. SIAM, Philadelphia, PA, 1998. [R56] ARPACK Software, http://www.caam.rice.edu/software/ARPACK/ [R57] R. B. Lehoucq, D. C. Sorensen, and C. Yang, ARPACK USERS GUIDE: Solution of Large Scale Eigenvalue Problems by Implicitly Restarted Arnoldi Methods. SIAM, Philadelphia, PA, 1998. [SLU] SuperLU http://crd.lbl.gov/~xiaoye/SuperLU/ [SLU] SuperLU http://crd.lbl.gov/~xiaoye/SuperLU/ [Sta07] Statistics toolbox. API Reference Documentation. The http://www.mathworks.com/access/helpdesk/help/toolbox/stats/. Accessed October 1, 2007. MathWorks. Inc. Ac-

[Mti07] Hierarchical clustering. API Reference Documentation. The Wolfram Research, http://reference.wolfram.com/mathematica/HierarchicalClustering/tutorial/HierarchicalClustering.html. cessed October 1, 2007.

[Gow69] Gower, JC and Ross, GJS. Minimum Spanning Trees and Single Linkage Cluster Analysis. Applied Statistics. 18(1): pp. 5464. 1969. [War63] Ward Jr, JH. Hierarchical grouping to optimize an objective function. Journal of the American Statistical Association. 58(301): pp. 23644. 1963. [Joh66] Johnson, SC. Hierarchical clustering schemes. Psychometrika. 32(2): pp. 24154. 1966. [Sne62] Sneath, PH and Sokal, RR. Numerical taxonomy. Nature. 193: pp. 85560. 1962. [Bat95] Batagelj, V. Comparing resemblance measures. Journal of Classication. 12: pp. 7390. 1995. [Sok58] Sokal, RR and Michener, CD. A statistical method for evaluating systematic relationships. Scientic Bulletins. 38(22): pp. 140938. 1958. [Ede79] Edelbrock, C. Mixture model tests of hierarchical clustering algorithms: the problem of classifying everybody. Multivariate Behavioral Research. 14: pp. 36784. 1979. [Jai88] Jain, A., and Dubes, R., Algorithms for Clustering Data. Prentice-Hall. Englewood Cliffs, NJ. 1988. [Fis36] Fisher, RA The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7(2): 179-188. 1936 [Qhull] http://www.qhull.org/ [Sta07] Statistics toolbox. API Reference Documentation. The http://www.mathworks.com/access/helpdesk/help/toolbox/stats/. Accessed October 1, 2007. MathWorks. Inc. Ac-

[Mti07] Hierarchical clustering. API Reference Documentation. The Wolfram Research, http://reference.wolfram.com/mathematica/HierarchicalClustering/tutorial/HierarchicalClustering.html. cessed October 1, 2007.

[Gow69] Gower, JC and Ross, GJS. Minimum Spanning Trees and Single Linkage Cluster Analysis. Applied Statistics. 18(1): pp. 5464. 1969. [War63] Ward Jr, JH. Hierarchical grouping to optimize an objective function. Journal of the American Statistical Association. 58(301): pp. 23644. 1963. [Joh66] Johnson, SC. Hierarchical clustering schemes. Psychometrika. 32(2): pp. 24154. 1966. [Sne62] Sneath, PH and Sokal, RR. Numerical taxonomy. Nature. 193: pp. 85560. 1962. [Bat95] Batagelj, V. Comparing resemblance measures. Journal of Classication. 12: pp. 7390. 1995.

Bibliography

887

SciPy Reference Guide, Release 0.10.0rc1

[Sok58] Sokal, RR and Michener, CD. A statistical method for evaluating systematic relationships. Scientic Bulletins. 38(22): pp. 140938. 1958. [Ede79] Edelbrock, C. Mixture model tests of hierarchical clustering algorithms: the problem of classifying everybody. Multivariate Behavioral Research. 14: pp. 36784. 1979. [Jai88] Jain, A., and Dubes, R., Algorithms for Clustering Data. Prentice-Hall. Englewood Cliffs, NJ. 1988. [Fis36] Fisher, RA The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7(2): 179-188. 1936 [R83] http://mathworld.wolfram.com/MaxwellDistribution.html [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [R88] DAgostino, R. B. (1971), An omnibus test of normality for moderate and large sample size, Biometrika, 58, 341-348 [R89] DAgostino, R. and Pearson, E. S. (1973), Testing for departures from normality, Biometrika, 60, 613-622 [R74] Lowry, Richard. Concepts and http://faculty.vassar.edu/lowry/ch14pt1.html Applications of Inferential Statistics. Chapter 14.

[R75] Heiman, G.W. Research Methods in Statistics. 2002. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [R73] Lowry, Richard. Concepts and http://faculty.vassar.edu/lowry/ch8pt1.html Applications of Inferential Statistics. Chapter 8.

[R90] http://en.wikipedia.org/wiki/Wilcoxon_rank-sum_test [R92] http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test [R79] http://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance [R78] http://en.wikipedia.org/wiki/Friedman_test [R68] Sprent, Peter and N.C. Smeeton. Applied nonparametric statistical methods. 3rd ed. Chapman and Hall/CRC. 2001. Section 5.8.2. [R69] http://www.itl.nist.gov/div898/handbook/eda/section3/eda357.htm [R70] Snedecor, George W. and Cochran, William G. (1989), Statistical Methods, Eighth Edition, Iowa State University Press. [R80] http://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm [R81] Levene, H. (1960). In Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling, I. Olkin et al. eds., Stanford University Press, pp. 278-292. [R82] Brown, M. B. and Forsythe, A. B. (1974), Journal of the American Statistical Association, 69, 364-367 [R91] http://www.itl.nist.gov/div898/handbook/prc/section2/prc213.htm [R62] http://www.itl.nist.gov/div898/handbook/prc/section2/prc213.htm

888

Bibliography

SciPy Reference Guide, Release 0.10.0rc1

[R63] Stephens, M. A. (1974). EDF Statistics for Goodness of Fit and Some Comparisons, Journal of the American Statistical Association, Vol. 69, pp. 730-737. [R64] Stephens, M. A. (1976). Asymptotic Results for Goodness-of-Fit Statistics with Unknown Parameters, Annals of Statistics, Vol. 4, pp. 357-369. [R65] Stephens, M. A. (1977). Goodness of Fit for the Extreme Value Distribution, Biometrika, Vol. 64, pp. 583-588. [R66] Stephens, M. A. (1977). Goodness of Fit with Special Reference to Tests for Exponentiality , Technical Report No. 262, Department of Statistics, Stanford University, Stanford, CA. [R67] Stephens, M. A. (1979). Tests of Fit for the Logistic Distribution Based on the Empirical Distribution Function, Biometrika, Vol. 66, pp. 591-595. [R71] http://en.wikipedia.org/wiki/Binomial_test [R76] http://www.stat.psu.edu/~bgl/center/tr/TR993.ps [R77] Fligner, M.A. and Killeen, T.J. (1976). Distribution-free two-sample tests for scale. Journal of the American Statistical Association. 71(353), 210-213. [R72] http://en.wikipedia.org/wiki/Contingency_table [R84] Lowry, Richard. Concepts and http://faculty.vassar.edu/lowry/ch8pt1.html Applications of Inferential Statistics. Chapter 8.

[R85] http://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance [R85] http://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [R86] DAgostino, R. B. (1971), An omnibus test of normality for moderate and large sample size, Biometrika, 58, 341-348 [R87] DAgostino, R. and Pearson, E. S. (1973), Testing for departures from normality, Biometrika, 60, 613-622 [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [R84] Lowry, Richard. Concepts and http://faculty.vassar.edu/lowry/ch8pt1.html Applications of Inferential Statistics. Chapter 8.

[R85] http://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance [R85] http://en.wikipedia.org/wiki/Kruskal-Wallis_one-way_analysis_of_variance [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [R86] DAgostino, R. B. (1971), An omnibus test of normality for moderate and large sample size, Biometrika, 58, 341-348 [R87] DAgostino, R. and Pearson, E. S. (1973), Testing for departures from normality, Biometrika, 60, 613-622 [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000. [CRCProbStat2000] Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000.

Bibliography

889

SciPy Reference Guide, Release 0.10.0rc1

890

Bibliography

PYTHON MODULE INDEX

s
scipy.cluster, 159 scipy.cluster.hierarchy, 163 scipy.cluster.vq, 159 scipy.constants, 181 scipy.fftpack, 197 scipy.fftpack._fftpack, 210 scipy.fftpack.convolve, 209 scipy.integrate, 211 scipy.interpolate, 228 scipy.io, 258 scipy.io.arff, 99 scipy.io.netcdf, 100 scipy.io.wavfile, 99 scipy.linalg, 265 scipy.maxentropy, 302 scipy.misc, 308 scipy.ndimage, 316 scipy.ndimage.filters, 317 scipy.ndimage.fourier, 332 scipy.ndimage.interpolation, 334 scipy.ndimage.measurements, 341 scipy.ndimage.morphology, 352 scipy.odr, 377 scipy.optimize, 386 scipy.optimize.nonlin, 432 scipy.signal, 434 scipy.sparse, 465 scipy.sparse.linalg, 489 scipy.spatial, 513 scipy.spatial.distance, 531 scipy.special, 548 scipy.stats, 573 scipy.stats.mstats, 848 scipy.weave, 878 scipy.weave.ext_tools, 881

891

SciPy Reference Guide, Release 0.10.0rc1

892

Python Module Index

INDEX

berp (in module scipy.special), 569 afne_transform() (in module berp_zeros() (in module scipy.special), 570 bessel() (in module scipy.signal), 449 scipy.ndimage.interpolation), 334 besselpoly (in module scipy.special), 553 ai_zeros() (in module scipy.special), 549 beta (in module scipy.special), 558 airy (in module scipy.special), 548 beta (in module scipy.stats), 602 airye (in module scipy.special), 549 betai() (in module scipy.stats.mstats), 818, 849 alpha (in module scipy.stats), 596 betainc (in module scipy.special), 559 anderson() (in module scipy.optimize), 425 betaincinv (in module scipy.special), 559 anderson() (in module scipy.stats), 809 betaln (in module scipy.special), 558 anglit (in module scipy.stats), 598 betaprime (in module scipy.stats), 604 anneal() (in module scipy.optimize), 404 bi_zeros() (in module scipy.special), 549 ansari() (in module scipy.stats), 806 approximate_taylor_polynomial() (in module bicg() (in module scipy.sparse.linalg), 491 bicgstab() (in module scipy.sparse.linalg), 492 scipy.interpolate), 257 bigmodel (class in scipy.maxentropy), 303 arcsine (in module scipy.stats), 600 bilinear() (in module scipy.signal), 445 argstoarray() (in module scipy.stats.mstats), 818, 849 binary_closing() (in module scipy.ndimage.morphology), ArpackError, 511 352 ArpackNoConvergence, 511 binary_dilation() (in module scipy.ndimage.morphology), arrayexp() (in module scipy.maxentropy), 306 354 aslinearoperator() (in module scipy.sparse.linalg), 490 binary_erosion() (in module scipy.ndimage.morphology), average() (in module scipy.cluster.hierarchy), 169 356 binary_ll_holes() (in module B scipy.ndimage.morphology), 357 barthann() (in module scipy.signal), 463 binary_hit_or_miss() (in module bartlett() (in module scipy.signal), 463 scipy.ndimage.morphology), 359 bartlett() (in module scipy.stats), 807 binary_opening() (in module barycentric_interpolate() (in module scipy.interpolate), scipy.ndimage.morphology), 360 231 binary_propagation() (in module BarycentricInterpolator (class in scipy.interpolate), 230 scipy.ndimage.morphology), 362 basemodel (class in scipy.maxentropy), 304 binom (in module scipy.stats), 753 bayes_mvs() (in module scipy.stats), 788 binom_test() (in module scipy.stats), 809 bdtr (in module scipy.special), 556 bisect() (in module scipy.optimize), 416 bdtrc (in module scipy.special), 556 bisplev() (in module scipy.interpolate), 251, 256 bdtri (in module scipy.special), 556 bisplrep() (in module scipy.interpolate), 249, 255 bei (in module scipy.special), 569 BivariateSpline (class in scipy.interpolate), 252 bei_zeros() (in module scipy.special), 570 black_tophat() (in module scipy.ndimage.morphology), beip (in module scipy.special), 569 364 beip_zeros() (in module scipy.special), 570 blackman() (in module scipy.signal), 463 ber (in module scipy.special), 569 blackmanharris() (in module scipy.signal), 463 ber_zeros() (in module scipy.special), 569 blitz() (in module scipy.weave), 881 bernoulli (in module scipy.stats), 755 block_diag() (in module scipy.linalg), 295 893

SciPy Reference Guide, Release 0.10.0rc1

bmat() (in module scipy.sparse), 484 bohman() (in module scipy.signal), 463 boltzmann (in module scipy.stats), 767 boxcar() (in module scipy.signal), 463 bracket() (in module scipy.optimize), 410 bradford (in module scipy.stats), 606 braycurtis() (in module scipy.spatial.distance), 523, 541 brent() (in module scipy.optimize), 409 brenth() (in module scipy.optimize), 413 brentq() (in module scipy.optimize), 412 broyden1() (in module scipy.optimize), 419 broyden2() (in module scipy.optimize), 421 brute() (in module scipy.optimize), 407 bspline() (in module scipy.signal), 437 bsr_matrix (class in scipy.sparse), 466 btdtr (in module scipy.special), 556 btdtri (in module scipy.special), 556 burr (in module scipy.stats), 608 butter() (in module scipy.signal), 446 buttord() (in module scipy.signal), 446 bytescale() (in module scipy.misc), 308

chi2 (in module scipy.stats), 614 chi2_contingency() (in module scipy.stats), 812 chirp() (in module scipy.signal), 458 chisquare() (in module scipy.stats), 802 chisquare() (in module scipy.stats.mstats), 819, 850 cho_factor() (in module scipy.linalg), 286 cho_solve() (in module scipy.linalg), 287 cho_solve_banded() (in module scipy.linalg), 287 cholesky() (in module scipy.linalg), 285 cholesky_banded() (in module scipy.linalg), 285 circulant() (in module scipy.linalg), 296 cityblock() (in module scipy.spatial.distance), 524, 542 cKDTree (class in scipy.spatial), 513 CloughTocher2DInterpolator (class in scipy.interpolate), 236 ClusterNode (class in scipy.cluster.hierarchy), 177 cmedian() (in module scipy.stats), 775 columnmeans() (in module scipy.maxentropy), 306 columnvariances() (in module scipy.maxentropy), 306 comb() (in module scipy.misc), 309 companion() (in module scipy.linalg), 297 complete() (in module scipy.cluster.hierarchy), 169 C complex_ode (class in scipy.integrate), 228 conditionalmodel (class in scipy.maxentropy), 304 C2F() (in module scipy.constants), 194 ConstantWarning, 184 C2K() (in module scipy.constants), 193 cont2discrete() (in module scipy.signal), 457 canberra() (in module scipy.spatial.distance), 523, 541 convolve (in module scipy.fftpack.convolve), 209 cascade() (in module scipy.signal), 464 convolve() (in module scipy.ndimage.lters), 317 cauchy (in module scipy.stats), 610 convolve() (in module scipy.signal), 434 cbrt (in module scipy.special), 573 convolve1d() (in module scipy.ndimage.lters), 319 cc_diff() (in module scipy.fftpack), 206 convolve2d() (in module scipy.signal), 435 cdf() (scipy.stats.rv_continuous method), 578 convolve_z (in module scipy.fftpack.convolve), 209 cdf() (scipy.stats.rv_discrete method), 587 coo_matrix (class in scipy.sparse), 468 cdist() (in module scipy.spatial.distance), 517, 535 center_of_mass() (in module cophenet() (in module scipy.cluster.hierarchy), 172 correlate() (in module scipy.ndimage.lters), 320 scipy.ndimage.measurements), 341 correlate() (in module scipy.signal), 435 central_diff_weights() (in module scipy.misc), 309 correlate1d() (in module scipy.ndimage.lters), 320 centroid() (in module scipy.cluster.hierarchy), 170 correlate2d() (in module scipy.signal), 436 cg() (in module scipy.sparse.linalg), 493 correlation() (in module scipy.spatial.distance), 524, 542 cgs() (in module scipy.sparse.linalg), 494 correspond() (in module scipy.cluster.hierarchy), 180 chdtr (in module scipy.special), 557 cosdg (in module scipy.special), 573 chdtrc (in module scipy.special), 557 coshm() (in module scipy.linalg), 293 chdtri (in module scipy.special), 557 cosine (in module scipy.stats), 616 cheb1ord() (in module scipy.signal), 447 cosine() (in module scipy.spatial.distance), 524, 542 cheb2ord() (in module scipy.signal), 447 cosm() (in module scipy.linalg), 292 chebwin() (in module scipy.signal), 463 cosm1 (in module scipy.special), 573 cheby1() (in module scipy.signal), 446 cotdg (in module scipy.special), 573 cheby2() (in module scipy.signal), 447 count_tied_groups() (in module scipy.stats.mstats), 819, chebyc() (in module scipy.special), 563 850 chebys() (in module scipy.special), 563 cs_diff() (in module scipy.fftpack), 205 chebyshev() (in module scipy.spatial.distance), 524, 542 cs_graph_components() (in module scipy.sparse), 486 chebyt() (in module scipy.special), 563 csc_matrix (class in scipy.sparse), 470 chebyu() (in module scipy.special), 563 cspline1d() (in module scipy.signal), 437 check_grad() (in module scipy.optimize), 431 cspline2d() (in module scipy.signal), 438 chi (in module scipy.stats), 612 894 Index

SciPy Reference Guide, Release 0.10.0rc1

csr_matrix (class in scipy.sparse), 473 cumfreq() (in module scipy.stats), 786 cumtrapz() (in module scipy.integrate), 220 curve_t() (in module scipy.optimize), 410

D
Data (class in scipy.odr), 382 daub() (in module scipy.signal), 464 dawsn (in module scipy.special), 570 dblquad() (in module scipy.integrate), 213 dct() (in module scipy.fftpack), 201 Delaunay (class in scipy.spatial), 531 dendrogram() (in module scipy.cluster.hierarchy), 174 derivative() (in module scipy.misc), 309 describe() (in module scipy.stats), 781 describe() (in module scipy.stats.mstats), 820, 851 destroy_convolve_cache (in module scipy.fftpack.convolve), 210 destroy_drfft_cache (in module scipy.fftpack._fftpack), 211 destroy_zfft_cache (in module scipy.fftpack._fftpack), 211 destroy_zfftnd_cache (in module scipy.fftpack._fftpack), 211 det() (in module scipy.linalg), 269 dgamma (in module scipy.stats), 618 dia_matrix (class in scipy.sparse), 475 diagbroyden() (in module scipy.optimize), 429 diagsvd() (in module scipy.linalg), 284 dice() (in module scipy.spatial.distance), 525, 543 diff() (in module scipy.fftpack), 203 distance_transform_bf() (in module scipy.ndimage.morphology), 364 distance_transform_cdt() (in module scipy.ndimage.morphology), 364 distance_transform_edt() (in module scipy.ndimage.morphology), 365 dlaplace (in module scipy.stats), 772 dok_matrix (class in scipy.sparse), 476 drfft (in module scipy.fftpack._fftpack), 210 dweibull (in module scipy.stats), 620

E
eig() (in module scipy.linalg), 274 eig_banded() (in module scipy.linalg), 278 eigh() (in module scipy.linalg), 276 eigs() (in module scipy.sparse.linalg), 502 eigsh() (in module scipy.sparse.linalg), 504 eigvals() (in module scipy.linalg), 275 eigvals_banded() (in module scipy.linalg), 279 eigvalsh() (in module scipy.linalg), 277 ellip() (in module scipy.signal), 448 ellipe (in module scipy.special), 549 ellipeinc (in module scipy.special), 550 Index

ellipj (in module scipy.special), 549 ellipk() (in module scipy.special), 549 ellipkinc (in module scipy.special), 549 ellipkm1 (in module scipy.special), 549 ellipord() (in module scipy.signal), 448 entropy() (scipy.stats.rv_continuous method), 581 entropy() (scipy.stats.rv_discrete method), 590 erf (in module scipy.special), 559 erf_zeros() (in module scipy.special), 560 erfc (in module scipy.special), 559 erfcinv() (in module scipy.special), 560 ernv() (in module scipy.special), 559 erlang (in module scipy.stats), 622 errprint() (in module scipy.special), 548 euclidean() (in module scipy.spatial.distance), 525, 543 eval_chebyc() (in module scipy.special), 562 eval_chebys() (in module scipy.special), 562 eval_chebyt() (in module scipy.special), 562 eval_chebyu() (in module scipy.special), 562 eval_gegenbauer() (in module scipy.special), 562 eval_genlaguerre() (in module scipy.special), 562 eval_hermite() (in module scipy.special), 562 eval_hermitenorm() (in module scipy.special), 562 eval_jacobi() (in module scipy.special), 562 eval_laguerre() (in module scipy.special), 562 eval_legendre() (in module scipy.special), 562 eval_sh_chebyt() (in module scipy.special), 563 eval_sh_chebyu() (in module scipy.special), 563 eval_sh_jacobi() (in module scipy.special), 563 eval_sh_legendre() (in module scipy.special), 563 excitingmixing() (in module scipy.optimize), 426 exp1 (in module scipy.special), 570 exp10 (in module scipy.special), 573 exp2 (in module scipy.special), 573 expect() (scipy.stats.rv_continuous method), 581 expect() (scipy.stats.rv_discrete method), 590 expected_freq() (in module scipy.stats.contingency), 814 expi (in module scipy.special), 570 expit (in module scipy.special), 558 expm() (in module scipy.linalg), 291 expm1 (in module scipy.special), 573 expm2() (in module scipy.linalg), 292 expm3() (in module scipy.linalg), 292 expn (in module scipy.special), 570 expon (in module scipy.stats), 624 exponpow (in module scipy.stats), 628 exponweib (in module scipy.stats), 626 extrema() (in module scipy.ndimage.measurements), 342 eye() (in module scipy.sparse), 480

F
f (in module scipy.stats), 630 F2C() (in module scipy.constants), 194 F2K() (in module scipy.constants), 194 895

SciPy Reference Guide, Release 0.10.0rc1

f_oneway() (in module scipy.stats), 793 f_oneway() (in module scipy.stats.mstats), 820, 851 f_value_wilks_lambda() (in module scipy.stats.mstats), 820, 852 factorial() (in module scipy.misc), 310 factorial2() (in module scipy.misc), 311 factorialk() (in module scipy.misc), 311 factorized() (in module scipy.sparse.linalg), 491 fatiguelife (in module scipy.stats), 632 fcluster() (in module scipy.cluster.hierarchy), 164 fclusterdata() (in module scipy.cluster.hierarchy), 165 fdtr (in module scipy.special), 556 fdtrc (in module scipy.special), 556 fdtri (in module scipy.special), 556 fft() (in module scipy.fftpack), 197 fft2() (in module scipy.fftpack), 198 fftconvolve() (in module scipy.signal), 435 fftfreq() (in module scipy.fftpack), 208 fftn() (in module scipy.fftpack), 199 fftshift() (in module scipy.fftpack), 207 nd() (in module scipy.constants), 183 nd_objects() (in module scipy.ndimage.measurements), 343 nd_repeats() (in module scipy.stats.mstats), 820, 852 sher_exact() (in module scipy.stats), 811 sk (in module scipy.stats), 634 t() (scipy.stats.rv_continuous method), 581 xed_point() (in module scipy.optimize), 417 xed_quad() (in module scipy.integrate), 215 atten() (in module scipy.maxentropy), 306 attop() (in module scipy.signal), 463 igner() (in module scipy.stats), 810 fmin() (in module scipy.optimize), 386 fmin_bfgs() (in module scipy.optimize), 391 fmin_cg() (in module scipy.optimize), 389 fmin_cobyla() (in module scipy.optimize), 400 fmin_l_bfgs_b() (in module scipy.optimize), 396 fmin_ncg() (in module scipy.optimize), 392 fmin_powell() (in module scipy.optimize), 388 fmin_slsqp() (in module scipy.optimize), 402 fmin_tnc() (in module scipy.optimize), 398 fminbound() (in module scipy.optimize), 408 foldcauchy (in module scipy.stats), 636 foldnorm (in module scipy.stats), 638 fourier_ellipsoid() (in module scipy.ndimage.fourier), 332 fourier_gaussian() (in module scipy.ndimage.fourier), 333 fourier_shift() (in module scipy.ndimage.fourier), 333 fourier_uniform() (in module scipy.ndimage.fourier), 334 frechet_l (in module scipy.stats), 642 frechet_r (in module scipy.stats), 640 fresnel (in module scipy.special), 560 fresnel_zeros() (in module scipy.special), 560

fresnelc_zeros() (in module scipy.special), 560 fresnels_zeros() (in module scipy.special), 560 friedmanchisquare() (in module scipy.stats), 806 friedmanchisquare() (in module scipy.stats.mstats), 821, 852 from_mlab_linkage() (in module scipy.cluster.hierarchy), 172 fromimage() (in module scipy.misc), 312 fsolve() (in module scipy.optimize), 418 funm() (in module scipy.linalg), 295

G
gamma (in module scipy.special), 558 gamma (in module scipy.stats), 654 gammainc (in module scipy.special), 558 gammaincc (in module scipy.special), 558 gammainccinv (in module scipy.special), 558 gammaincinv (in module scipy.special), 558 gammaln (in module scipy.special), 558 gauss_spline() (in module scipy.signal), 437 gausshyper (in module scipy.stats), 652 gaussian() (in module scipy.signal), 463 gaussian_lter() (in module scipy.ndimage.lters), 321 gaussian_lter1d() (in module scipy.ndimage.lters), 321 gaussian_gradient_magnitude() (in module scipy.ndimage.lters), 322 gaussian_kde (class in scipy.stats), 847 gaussian_laplace() (in module scipy.ndimage.lters), 322 gausspulse() (in module scipy.signal), 459 gdtr (in module scipy.special), 556 gdtrc (in module scipy.special), 556 gdtria (in module scipy.special), 556 gdtrib (in module scipy.special), 556 gdtrix (in module scipy.special), 556 gegenbauer() (in module scipy.special), 564 general_gaussian() (in module scipy.signal), 463 generate_binary_structure() (in module scipy.ndimage.morphology), 366 generic_lter() (in module scipy.ndimage.lters), 323 generic_lter1d() (in module scipy.ndimage.lters), 324 generic_gradient_magnitude() (in module scipy.ndimage.lters), 324 generic_laplace() (in module scipy.ndimage.lters), 325 genexpon (in module scipy.stats), 648 genextreme (in module scipy.stats), 650 gengamma (in module scipy.stats), 656 genhalogistic (in module scipy.stats), 658 genlaguerre() (in module scipy.special), 564 genlogistic (in module scipy.stats), 644 genpareto (in module scipy.stats), 646 geom (in module scipy.stats), 758 geometric_transform() (in module scipy.ndimage.interpolation), 335 get_window() (in module scipy.signal), 444, 462 Index

896

SciPy Reference Guide, Release 0.10.0rc1

gilbrat (in module scipy.stats), 660 glm() (in module scipy.stats), 815 gmean() (in module scipy.stats), 774 gmean() (in module scipy.stats.mstats), 821, 852 gmres() (in module scipy.sparse.linalg), 495 golden() (in module scipy.optimize), 409 gompertz (in module scipy.stats), 662 grey_closing() (in module scipy.ndimage.morphology), 368 grey_dilation() (in module scipy.ndimage.morphology), 369 grey_erosion() (in module scipy.ndimage.morphology), 371 grey_opening() (in module scipy.ndimage.morphology), 373 griddata() (in module scipy.interpolate), 233 gumbel_l (in module scipy.stats), 666 gumbel_r (in module scipy.stats), 664

hypsecant (in module scipy.stats), 674

i0 (in module scipy.special), 552 i0e (in module scipy.special), 553 i1 (in module scipy.special), 553 i1e (in module scipy.special), 553 idct() (in module scipy.fftpack), 202 identity() (in module scipy.sparse), 480 ifft() (in module scipy.fftpack), 198 ifft2() (in module scipy.fftpack), 199 ifftn() (in module scipy.fftpack), 199 ifftshift() (in module scipy.fftpack), 207 ihilbert() (in module scipy.fftpack), 205 imlter() (in module scipy.misc), 312 impulse() (in module scipy.signal), 449, 452 impulse2() (in module scipy.signal), 452 imread() (in module scipy.misc), 312 imread() (in module scipy.ndimage), 377 H imresize() (in module scipy.misc), 313 h1vp() (in module scipy.special), 554 imrotate() (in module scipy.misc), 313 h2vp() (in module scipy.special), 554 imsave() (in module scipy.misc), 313 hadamard() (in module scipy.linalg), 297 imshow() (in module scipy.misc), 314 halfcauchy (in module scipy.stats), 668 inconsistent() (in module scipy.cluster.hierarchy), 173 halogistic (in module scipy.stats), 670 info() (in module scipy.misc), 314 halfnorm (in module scipy.stats), 672 init_convolution_kernel (in module hamming() (in module scipy.signal), 463 scipy.fftpack.convolve), 209 hamming() (in module scipy.spatial.distance), 525, 543 inline() (in module scipy.weave), 878 hankel() (in module scipy.linalg), 298 innerprod() (in module scipy.maxentropy), 306 hankel1 (in module scipy.special), 551 innerprodtranspose() (in module scipy.maxentropy), 307 hankel1e (in module scipy.special), 551 interp1d (class in scipy.interpolate), 229 hankel2 (in module scipy.special), 551 interp2d (class in scipy.interpolate), 237 hankel2e (in module scipy.special), 551 InterpolatedUnivariateSpline (class in scipy.interpolate), hann() (in module scipy.signal), 463 240 hermite() (in module scipy.special), 564 interval() (scipy.stats.rv_continuous method), 583 hermitenorm() (in module scipy.special), 564 interval() (scipy.stats.rv_discrete method), 592 hessenberg() (in module scipy.linalg), 290 inv() (in module scipy.linalg), 266 hilbert() (in module scipy.fftpack), 204 invgamma (in module scipy.stats), 676 hilbert() (in module scipy.linalg), 298 invgauss (in module scipy.stats), 677 histogram() (in module scipy.ndimage.measurements), invhilbert() (in module scipy.linalg), 299 343 invweibull (in module scipy.stats), 679 histogram() (in module scipy.stats), 785 irfft() (in module scipy.fftpack), 200 histogram2() (in module scipy.stats), 785 is_isomorphic() (in module scipy.cluster.hierarchy), 179 hmean() (in module scipy.stats), 775 is_monotonic() (in module scipy.cluster.hierarchy), 180 hmean() (in module scipy.stats.mstats), 822, 853 is_valid_dm() (in module scipy.spatial.distance), 521, 539 hstack() (in module scipy.sparse), 484 is_valid_im() (in module scipy.cluster.hierarchy), 179 hyp0f1() (in module scipy.special), 565 is_valid_linkage() (in module scipy.cluster.hierarchy), hyp1f1 (in module scipy.special), 564 179 hyp1f2 (in module scipy.special), 565 is_valid_y() (in module scipy.spatial.distance), 522, 539 hyp2f0 (in module scipy.special), 565 isf() (scipy.stats.rv_continuous method), 580 hyp2f1 (in module scipy.special), 564 isf() (scipy.stats.rv_discrete method), 589 hyp3f0 (in module scipy.special), 565 issparse() (in module scipy.sparse), 486 hypergeom (in module scipy.stats), 760 isspmatrix() (in module scipy.sparse), 486 hyperu (in module scipy.special), 565 isspmatrix_bsr() (in module scipy.sparse), 486 Index 897

SciPy Reference Guide, Release 0.10.0rc1

isspmatrix_coo() (in module scipy.sparse), 486 isspmatrix_csc() (in module scipy.sparse), 486 isspmatrix_csr() (in module scipy.sparse), 486 isspmatrix_dia() (in module scipy.sparse), 486 isspmatrix_dok() (in module scipy.sparse), 486 isspmatrix_lil() (in module scipy.sparse), 486 it2i0k0 (in module scipy.special), 553 it2j0y0 (in module scipy.special), 553 it2struve0 (in module scipy.special), 555 itemfreq() (in module scipy.stats), 783 iterate_structure() (in scipy.ndimage.morphology), 374 iti0k0 (in module scipy.special), 553 itilbert() (in module scipy.fftpack), 204 itj0y0 (in module scipy.special), 553 itmodstruve0 (in module scipy.special), 555 itstruve0 (in module scipy.special), 555 iv (in module scipy.special), 551 ive (in module scipy.special), 551 ivp() (in module scipy.special), 554

kendalltau_seasonal() (in module scipy.stats.mstats), 823, 854 ker (in module scipy.special), 569 ker_zeros() (in module scipy.special), 570 kerp (in module scipy.special), 569 kerp_zeros() (in module scipy.special), 570 kmeans() (in module scipy.cluster.vq), 161 kmeans2() (in module scipy.cluster.vq), 162 kn (in module scipy.special), 550 kolmogi (in module scipy.special), 558 module kolmogorov (in module scipy.special), 557 krogh_interpolate() (in module scipy.interpolate), 231 KroghInterpolator (class in scipy.interpolate), 230 kron() (in module scipy.linalg), 273 kron() (in module scipy.sparse), 481 kronsum() (in module scipy.sparse), 481 kruskal() (in module scipy.stats), 805 kruskalwallis() (in module scipy.stats.mstats), 823, 824, 854, 855 ks_2samp() (in module scipy.stats), 803 ks_twosamp() (in module scipy.stats.mstats), 824, 855, J 856 ksone (in module scipy.stats), 685 j0 (in module scipy.special), 552 kstest() (in module scipy.stats), 800 j1 (in module scipy.special), 552 kstwobign (in module scipy.stats), 687 jaccard() (in module scipy.spatial.distance), 526, 544 kulsinski() (in module scipy.spatial.distance), 526, 544 jacobi() (in module scipy.special), 563 kurtosis() (in module scipy.stats), 780 jn (in module scipy.special), 550 kurtosis() (in module scipy.stats.mstats), 825, 856 jn_zeros() (in module scipy.special), 552 kurtosistest() (in module scipy.stats), 782 jnjnp_zeros() (in module scipy.special), 551 kurtosistest() (in module scipy.stats.mstats), 825, 857 jnp_zeros() (in module scipy.special), 552 kv (in module scipy.special), 550 jnyn_zeros() (in module scipy.special), 552 kve (in module scipy.special), 550 johnsonsb (in module scipy.stats), 681 kvp() (in module scipy.special), 554 johnsonsu (in module scipy.stats), 683 jv (in module scipy.special), 550 L jve (in module scipy.special), 550 jvp() (in module scipy.special), 553 label() (in module scipy.ndimage.measurements), 344 lagrange() (in module scipy.interpolate), 257 K laguerre() (in module scipy.special), 563 lambda2nu() (in module scipy.constants), 196 k0 (in module scipy.special), 553 lambertw() (in module scipy.special), 571 k0e (in module scipy.special), 553 laplace (in module scipy.stats), 688 k1 (in module scipy.special), 553 laplace() (in module scipy.ndimage.lters), 325 k1e (in module scipy.special), 553 leaders() (in module scipy.cluster.hierarchy), 166 K2C() (in module scipy.constants), 193 leastsq() (in module scipy.optimize), 394 K2F() (in module scipy.constants), 195 leaves_list() (in module scipy.cluster.hierarchy), 178 kaiser() (in module scipy.signal), 463 legendre() (in module scipy.special), 563 KDTree (class in scipy.spatial), 513 lena() (in module scipy.misc), 315 kei (in module scipy.special), 569 leslie() (in module scipy.linalg), 300 kei_zeros() (in module scipy.special), 570 levene() (in module scipy.stats), 807 keip (in module scipy.special), 569 llter() (in module scipy.signal), 442 keip_zeros() (in module scipy.special), 570 llter_zi() (in module scipy.signal), 443 kelvin (in module scipy.special), 569 lltic() (in module scipy.signal), 443 kelvin_zeros() (in module scipy.special), 569 lgmres() (in module scipy.sparse.linalg), 496 kendalltau() (in module scipy.stats), 796 lil_matrix (class in scipy.sparse), 478 kendalltau() (in module scipy.stats.mstats), 822, 854 898 Index

SciPy Reference Guide, Release 0.10.0rc1

line_search() (in module scipy.optimize), 430 linearmixing() (in module scipy.optimize), 428 LinearNDInterpolator (class in scipy.interpolate), 235 LinearOperator (class in scipy.sparse.linalg), 489 linkage() (in module scipy.cluster.hierarchy), 167 linregress() (in module scipy.stats), 797 linregress() (in module scipy.stats.mstats), 826, 857 lmbda() (in module scipy.special), 551 loadarff() (in module scipy.io.arff), 263 loadmat() (in module scipy.io), 258 lobpcg() (in module scipy.sparse.linalg), 507 log1p (in module scipy.special), 573 logcdf() (scipy.stats.rv_continuous method), 578 logcdf() (scipy.stats.rv_discrete method), 588 loggamma (in module scipy.stats), 692 logistic (in module scipy.stats), 690 logit (in module scipy.special), 558 loglaplace (in module scipy.stats), 694 logm() (in module scipy.linalg), 292 lognorm (in module scipy.stats), 696 logpdf() (scipy.stats.rv_continuous method), 577 logpmf() (scipy.stats.rv_discrete method), 587 logser (in module scipy.stats), 762 logsf() (scipy.stats.rv_continuous method), 579 logsf() (scipy.stats.rv_discrete method), 588 logsumexp() (in module scipy.maxentropy), 307 lomax (in module scipy.stats), 698 lpmn() (in module scipy.special), 561 lpmv (in module scipy.special), 560 lpn() (in module scipy.special), 561 lqmn() (in module scipy.special), 561 lqn() (in module scipy.special), 561 lsim() (in module scipy.signal), 450 lsim2() (in module scipy.signal), 451 LSQBivariateSpline (class in scipy.interpolate), 254 lsqr() (in module scipy.sparse.linalg), 499 LSQUnivariateSpline (class in scipy.interpolate), 242 lstsq() (in module scipy.linalg), 271 lti (class in scipy.signal), 449 lu() (in module scipy.linalg), 281 lu_factor() (in module scipy.linalg), 282 lu_solve() (in module scipy.linalg), 282

mathieu_cem (in module scipy.special), 566 mathieu_even_coef() (in module scipy.special), 566 mathieu_modcem1 (in module scipy.special), 566 mathieu_modcem2 (in module scipy.special), 566 mathieu_modsem1 (in module scipy.special), 566 mathieu_modsem2 (in module scipy.special), 566 mathieu_odd_coef() (in module scipy.special), 566 mathieu_sem (in module scipy.special), 566 maxdists() (in module scipy.cluster.hierarchy), 173 maximum() (in module scipy.ndimage.measurements), 346 maximum_lter() (in module scipy.ndimage.lters), 326 maximum_lter1d() (in module scipy.ndimage.lters), 326 maximum_position() (in module scipy.ndimage.measurements), 347 maxinconsts() (in module scipy.cluster.hierarchy), 173 maxRstat() (in module scipy.cluster.hierarchy), 173 maxwell (in module scipy.stats), 700 mean() (in module scipy.ndimage.measurements), 347 mean() (scipy.stats.rv_continuous method), 582 mean() (scipy.stats.rv_discrete method), 591 medlt() (in module scipy.signal), 440 medlt2d() (in module scipy.signal), 440 median() (in module scipy.cluster.hierarchy), 170 median() (scipy.stats.rv_continuous method), 582 median() (scipy.stats.rv_discrete method), 591 median_lter() (in module scipy.ndimage.lters), 327 mielke (in module scipy.stats), 702 minimum() (in module scipy.ndimage.measurements), 348 minimum_lter() (in module scipy.ndimage.lters), 328 minimum_lter1d() (in module scipy.ndimage.lters), 328 minimum_position() (in module scipy.ndimage.measurements), 349 minkowski() (in module scipy.spatial.distance), 527, 545 minres() (in module scipy.sparse.linalg), 497 mminfo() (in module scipy.io), 261 mmread() (in module scipy.io), 261 mmwrite() (in module scipy.io), 261 mode() (in module scipy.stats), 776 mode() (in module scipy.stats.mstats), 828, 859 M model (class in scipy.maxentropy), 302 mahalanobis() (in module scipy.spatial.distance), 526, Model (class in scipy.odr), 383 modfresnelm (in module scipy.special), 560 544 modfresnelp (in module scipy.special), 560 mannwhitneyu() (in module scipy.stats), 804 mannwhitneyu() (in module scipy.stats.mstats), 827, 858 modstruve (in module scipy.special), 555 map_coordinates() (in module moment() (in module scipy.stats), 779 moment() (in module scipy.stats.mstats), 828, 860 scipy.ndimage.interpolation), 336 moment() (scipy.stats.rv_continuous method), 580 margins() (in module scipy.stats.contingency), 814 moment() (scipy.stats.rv_discrete method), 590 matching() (in module scipy.spatial.distance), 527, 545 mood() (in module scipy.stats), 810 mathieu_a (in module scipy.special), 565 morlet() (in module scipy.signal), 465 mathieu_b (in module scipy.special), 566 Index 899

SciPy Reference Guide, Release 0.10.0rc1

morphological_gradient() (in module scipy.ndimage.morphology), 375 morphological_laplace() (in module scipy.ndimage.morphology), 376 mquantiles() (in module scipy.stats.mstats), 829, 860 msign() (in module scipy.stats.mstats), 830, 862 multigammaln() (in module scipy.special), 559

order_lter() (in module scipy.signal), 439 orth() (in module scipy.linalg), 284 Output (class in scipy.odr), 384

pade() (in module scipy.misc), 316 pareto (in module scipy.stats), 712 parzen() (in module scipy.signal), 463 N pbdn_seq() (in module scipy.special), 565 nakagami (in module scipy.stats), 704 pbdv (in module scipy.special), 565 nbdtr (in module scipy.special), 556 pbdv_seq() (in module scipy.special), 565 nbdtrc (in module scipy.special), 557 pbvv (in module scipy.special), 565 nbdtri (in module scipy.special), 557 pbvv_seq() (in module scipy.special), 565 nbinom (in module scipy.stats), 756 pbwa (in module scipy.special), 565 ncf (in module scipy.stats), 708 pdf() (scipy.stats.rv_continuous method), 577 nct (in module scipy.stats), 710 pdist() (in module scipy.spatial.distance), 514, 532 ncx2 (in module scipy.stats), 706 pdtr (in module scipy.special), 557 ndtr (in module scipy.special), 557 pdtrc (in module scipy.special), 557 ndtri (in module scipy.special), 557 pdtri (in module scipy.special), 557 NearestNDInterpolator (class in scipy.interpolate), 236 pearsonr() (in module scipy.stats), 793 netcdf_le (class in scipy.io.netcdf), 264 pearsonr() (in module scipy.stats.mstats), 831, 862 netcdf_variable (class in scipy.io.netcdf), 264 percentile_lter() (in module scipy.ndimage.lters), 329 newton() (in module scipy.optimize), 417 percentileofscore() (in module scipy.stats), 784 newton_krylov() (in module scipy.optimize), 423 physical_constants (in module scipy.constants), 184 nnls() (in module scipy.optimize), 404 piecewise_polynomial_interpolate() (in module norm (in module scipy.stats), 594 scipy.interpolate), 232 norm() (in module scipy.linalg), 269 PiecewisePolynomial (class in scipy.interpolate), 231 normaltest() (in module scipy.stats), 782 pinv() (in module scipy.linalg), 272 normaltest() (in module scipy.stats.mstats), 830, 862 pinv2() (in module scipy.linalg), 272 nu2lambda() (in module scipy.constants), 196 planck (in module scipy.stats), 765 num_obs_dm() (in module scipy.spatial.distance), 522, plotting_positions() (in module scipy.stats.mstats), 827, 540 831, 858, 863 num_obs_linkage() (in module scipy.cluster.hierarchy), pmf() (scipy.stats.rv_discrete method), 587 180 pointbiserialr() (in module scipy.stats), 795 num_obs_y() (in module scipy.spatial.distance), 522, 540 pointbiserialr() (in module scipy.stats.mstats), 832, 864 nuttall() (in module scipy.signal), 463 poisson (in module scipy.stats), 763 polygamma() (in module scipy.special), 559 O powerlaw (in module scipy.stats), 714 powerlognorm (in module scipy.stats), 716 obl_ang1 (in module scipy.special), 567 powernorm (in module scipy.stats), 718 obl_ang1_cv (in module scipy.special), 568 ppcc_max() (in module scipy.stats), 816 obl_cv (in module scipy.special), 567 ppcc_plot() (in module scipy.stats), 817 obl_cv_seq() (in module scipy.special), 567 ppf() (scipy.stats.rv_continuous method), 579 obl_rad1 (in module scipy.special), 567 ppf() (scipy.stats.rv_discrete method), 589 obl_rad1_cv (in module scipy.special), 568 precision() (in module scipy.constants), 183 obl_rad2 (in module scipy.special), 567 prewitt() (in module scipy.ndimage.lters), 329 obl_rad2_cv (in module scipy.special), 568 pro_ang1 (in module scipy.special), 567 obrientransform() (in module scipy.stats), 788 obrientransform() (in module scipy.stats.mstats), 831, 862 pro_ang1_cv (in module scipy.special), 568 pro_cv (in module scipy.special), 567 ode (class in scipy.integrate), 225 pro_cv_seq() (in module scipy.special), 567 odeint() (in module scipy.integrate), 223 pro_rad1 (in module scipy.special), 567 ODR (class in scipy.odr), 377, 380 pro_rad1_cv (in module scipy.special), 568 odr_error, 385 pro_rad2 (in module scipy.special), 567 odr_stop, 385 pro_rad2_cv (in module scipy.special), 568 oneway() (in module scipy.stats), 811 900 Index

SciPy Reference Guide, Release 0.10.0rc1

probplot() (in module scipy.stats), 815 psi (in module scipy.special), 559

sawtooth() (in module scipy.signal), 460 sc_diff() (in module scipy.fftpack), 205 schur() (in module scipy.linalg), 289 Q scipy.cluster (module), 159 scipy.cluster.hierarchy (module), 163 qmf() (in module scipy.signal), 465 scipy.cluster.vq (module), 159 qmr() (in module scipy.sparse.linalg), 498 scipy.constants (module), 181 qr() (in module scipy.linalg), 288 scipy.fftpack (module), 197 qspline1d() (in module scipy.signal), 437 scipy.fftpack._fftpack (module), 210 qspline2d() (in module scipy.signal), 438 scipy.fftpack.convolve (module), 209 quad() (in module scipy.integrate), 211 scipy.integrate (module), 211 quadrature() (in module scipy.integrate), 216 scipy.interpolate (module), 228 scipy.io (module), 258 R scipy.io.arff (module), 99, 263 radian (in module scipy.special), 573 scipy.io.netcdf (module), 100, 264 radon() (in module scipy.misc), 316 scipy.io.wavle (module), 99, 262 rand() (in module scipy.sparse), 485 scipy.linalg (module), 265 randint (in module scipy.stats), 768 scipy.maxentropy (module), 302 rank_lter() (in module scipy.ndimage.lters), 330 scipy.misc (module), 308 rankdata() (in module scipy.stats.mstats), 833, 864 scipy.ndimage (module), 316 ranksums() (in module scipy.stats), 804 scipy.ndimage.lters (module), 317 rayleigh (in module scipy.stats), 724 scipy.ndimage.fourier (module), 332 Rbf (class in scipy.interpolate), 237 scipy.ndimage.interpolation (module), 334 rdist (in module scipy.stats), 720 scipy.ndimage.measurements (module), 341 read() (in module scipy.io.wavle), 262 scipy.ndimage.morphology (module), 352 readsav() (in module scipy.io), 260 scipy.odr (module), 377 RealData (class in scipy.odr), 385 scipy.optimize (module), 386 recipinvgauss (in module scipy.stats), 728 scipy.optimize.nonlin (module), 432 reciprocal (in module scipy.stats), 722 scipy.signal (module), 434 RectBivariateSpline (class in scipy.interpolate), 251 scipy.sparse (module), 465 relfreq() (in module scipy.stats), 787 scipy.sparse.linalg (module), 489 rfft() (in module scipy.fftpack), 200 scipy.spatial (module), 513 rfftfreq() (in module scipy.fftpack), 208 scipy.spatial.distance (module), 514, 531 rgamma (in module scipy.special), 559 scipy.special (module), 548 riccati_jn() (in module scipy.special), 554 scipy.stats (module), 573 riccati_yn() (in module scipy.special), 554 scipy.stats.mstats (module), 817, 848 rice (in module scipy.stats), 726 scipy.weave (module), 878 ridder() (in module scipy.optimize), 414 rogerstanimoto() (in module scipy.spatial.distance), 527, scipy.weave.ext_tools (module), 881 scoreatpercentile() (in module scipy.stats), 783 545 scoreatpercentile() (in module scipy.stats.mstats), 833, romb() (in module scipy.integrate), 222 865 romberg() (in module scipy.integrate), 217 sem() (in module scipy.stats), 789 rotate() (in module scipy.ndimage.interpolation), 338 sem() (in module scipy.stats.mstats), 834, 865 round (in module scipy.special), 573 semicircular (in module scipy.stats), 730 rsf2csf() (in module scipy.linalg), 290 sepr2d() (in module scipy.signal), 437 russellrao() (in module scipy.spatial.distance), 528, 546 set_link_color_palette() (in module rv_continuous (class in scipy.stats), 574 scipy.cluster.hierarchy), 181 rv_discrete (class in scipy.stats), 584 seuclidean() (in module scipy.spatial.distance), 528, 546 rvs() (scipy.stats.rv_continuous method), 577 sf() (scipy.stats.rv_continuous method), 578 rvs() (scipy.stats.rv_discrete method), 587 sf() (scipy.stats.rv_discrete method), 588 sh_chebyt() (in module scipy.special), 564 S sh_chebyu() (in module scipy.special), 564 save_as_module() (in module scipy.io), 262 sh_jacobi() (in module scipy.special), 564 savemat() (in module scipy.io), 259 sh_legendre() (in module scipy.special), 564

Index

901

SciPy Reference Guide, Release 0.10.0rc1

shapiro() (in module scipy.stats), 808 shichi (in module scipy.special), 570 shift() (in module scipy.fftpack), 206 shift() (in module scipy.ndimage.interpolation), 338 sici (in module scipy.special), 570 signaltonoise() (in module scipy.stats), 788 signaltonoise() (in module scipy.stats.mstats), 834, 865 signm() (in module scipy.linalg), 294 simps() (in module scipy.integrate), 221 sindg (in module scipy.special), 573 single() (in module scipy.cluster.hierarchy), 169 sinhm() (in module scipy.linalg), 293 sinm() (in module scipy.linalg), 293 skew() (in module scipy.stats), 780 skew() (in module scipy.stats.mstats), 834, 866 skewtest() (in module scipy.stats), 781 skewtest() (in module scipy.stats.mstats), 835, 866 slepian() (in module scipy.signal), 464 smirnov (in module scipy.special), 557 smirnovi (in module scipy.special), 557 SmoothBivariateSpline (class in scipy.interpolate), 253 sobel() (in module scipy.ndimage.lters), 330 sokalmichener() (in module scipy.spatial.distance), 528, 546 sokalsneath() (in module scipy.spatial.distance), 529, 547 solve() (in module scipy.linalg), 266 solve_banded() (in module scipy.linalg), 267 solve_triangular() (in module scipy.linalg), 268 solveh_banded() (in module scipy.linalg), 268 spalde() (in module scipy.interpolate), 249 SparseEfciencyWarning, 487 sparsefeaturematrix() (in module scipy.maxentropy), 307 SparseWarning, 487 spdiags() (in module scipy.sparse), 481 spearmanr() (in module scipy.stats), 794 spearmanr() (in module scipy.stats.mstats), 835, 866 spence (in module scipy.special), 571 sph_harm (in module scipy.special), 560 sph_in() (in module scipy.special), 554 sph_inkn() (in module scipy.special), 554 sph_jn() (in module scipy.special), 554 sph_jnyn() (in module scipy.special), 554 sph_kn() (in module scipy.special), 554 sph_yn() (in module scipy.special), 554 spilu() (in module scipy.sparse.linalg), 510 splev() (in module scipy.interpolate), 247 spline_lter() (in module scipy.ndimage.interpolation), 339 spline_lter() (in module scipy.signal), 438 spline_lter1d() (in module scipy.ndimage.interpolation), 339 splint() (in module scipy.interpolate), 247 splprep() (in module scipy.interpolate), 245 splrep() (in module scipy.interpolate), 243

splu() (in module scipy.sparse.linalg), 508 sproot() (in module scipy.interpolate), 248 spsolve() (in module scipy.sparse.linalg), 491 sqeuclidean() (in module scipy.spatial.distance), 529, 547 sqrtm() (in module scipy.linalg), 294 square() (in module scipy.signal), 460 squareform() (in module scipy.spatial.distance), 521, 538 ss2tf() (in module scipy.signal), 456 ss2zpk() (in module scipy.signal), 456 ss_diff() (in module scipy.fftpack), 206 standard_deviation() (in module scipy.ndimage.measurements), 349 stats() (scipy.stats.rv_continuous method), 580 stats() (scipy.stats.rv_discrete method), 590 std() (scipy.stats.rv_continuous method), 583 std() (scipy.stats.rv_discrete method), 592 stdtr (in module scipy.special), 557 stdtridf (in module scipy.special), 557 stdtrit (in module scipy.special), 557 step() (in module scipy.signal), 450, 453 step2() (in module scipy.signal), 454 struve (in module scipy.special), 555 sum() (in module scipy.ndimage.measurements), 350 svd() (in module scipy.linalg), 283 svds() (in module scipy.sparse.linalg), 508 svdvals() (in module scipy.linalg), 284 sweep_poly() (in module scipy.signal), 461 symiirorder1() (in module scipy.signal), 441 symiirorder2() (in module scipy.signal), 441

T
t (in module scipy.stats), 732 tandg (in module scipy.special), 573 tanhm() (in module scipy.linalg), 293 tanm() (in module scipy.linalg), 293 tf2ss() (in module scipy.signal), 456 tf2zpk() (in module scipy.signal), 455 theilslopes() (in module scipy.stats.mstats), 836, 867 threshold() (in module scipy.stats), 791 threshold() (in module scipy.stats.mstats), 836, 867 tiecorrect() (in module scipy.stats), 804 tilbert() (in module scipy.fftpack), 204 tklmbda (in module scipy.special), 558 tmax() (in module scipy.stats), 778 tmax() (in module scipy.stats.mstats), 837, 868 tmean() (in module scipy.stats), 776 tmean() (in module scipy.stats.mstats), 837, 868 tmin() (in module scipy.stats), 777 tmin() (in module scipy.stats.mstats), 837, 869 to_mlab_linkage() (in module scipy.cluster.hierarchy), 174 to_tree() (in module scipy.cluster.hierarchy), 178 toeplitz() (in module scipy.linalg), 300 toimage() (in module scipy.misc), 316 Index

902

SciPy Reference Guide, Release 0.10.0rc1

tplquad() (in module scipy.integrate), 214 trapz() (in module scipy.integrate), 219 tri() (in module scipy.linalg), 301 triang (in module scipy.stats), 734 triang() (in module scipy.signal), 464 tril() (in module scipy.linalg), 273 tril() (in module scipy.sparse), 482 trim() (in module scipy.stats.mstats), 838, 869 trim1() (in module scipy.stats), 792 trima() (in module scipy.stats.mstats), 838, 870 trimboth() (in module scipy.stats), 792 trimboth() (in module scipy.stats.mstats), 839, 870 trimmed_stde() (in module scipy.stats.mstats), 839, 870 trimr() (in module scipy.stats.mstats), 840, 871 trimtail() (in module scipy.stats.mstats), 840, 871 triu() (in module scipy.linalg), 273 triu() (in module scipy.sparse), 483 truncexpon (in module scipy.stats), 736 truncnorm (in module scipy.stats), 738 tsearch() (in module scipy.spatial), 531 tsem() (in module scipy.stats), 779 tsem() (in module scipy.stats.mstats), 840, 872 tstd() (in module scipy.stats), 778 ttest_1samp() (in module scipy.stats), 798 ttest_ind() (in module scipy.stats), 799 ttest_ind() (in module scipy.stats.mstats), 842, 873 ttest_onesamp() (in module scipy.stats.mstats), 841, 843, 872, 874 ttest_rel() (in module scipy.stats), 800 ttest_rel() (in module scipy.stats.mstats), 844, 875 tukeylambda (in module scipy.stats), 740 tvar() (in module scipy.stats), 777 tvar() (in module scipy.stats.mstats), 844, 876

ward() (in module scipy.cluster.hierarchy), 171 watershed_ift() (in module scipy.ndimage.measurements), 351 weibull_max (in module scipy.stats), 749 weibull_min (in module scipy.stats), 747 weighted() (in module scipy.cluster.hierarchy), 169 white_tophat() (in module scipy.ndimage.morphology), 377 whiten() (in module scipy.cluster.vq), 159 wiener() (in module scipy.signal), 440 wilcoxon() (in module scipy.stats), 805 winsorize() (in module scipy.stats.mstats), 845, 876 wofz (in module scipy.special), 570 wrapcauchy (in module scipy.stats), 751 write() (in module scipy.io.wavle), 263

Y
y0 (in module scipy.special), 552 y0_zeros() (in module scipy.special), 552 y1 (in module scipy.special), 552 y1_zeros() (in module scipy.special), 552 y1p_zeros() (in module scipy.special), 552 yn (in module scipy.special), 550 yn_zeros() (in module scipy.special), 552 ynp_zeros() (in module scipy.special), 552 yule() (in module scipy.spatial.distance), 529, 547 yv (in module scipy.special), 550 yve (in module scipy.special), 550 yvp() (in module scipy.special), 554

Z
zeta (in module scipy.special), 572 zetac (in module scipy.special), 572 zfft (in module scipy.fftpack._fftpack), 210 zfftnd (in module scipy.fftpack._fftpack), 210 zipf (in module scipy.stats), 770 zmap() (in module scipy.stats), 790 zmap() (in module scipy.stats.mstats), 846, 877 zoom() (in module scipy.ndimage.interpolation), 340 zpk2ss() (in module scipy.signal), 456 zpk2tf() (in module scipy.signal), 455 zrfft (in module scipy.fftpack._fftpack), 210 zscore() (in module scipy.stats), 790 zscore() (in module scipy.stats.mstats), 846, 877

U
uniform (in module scipy.stats), 742 uniform_lter() (in module scipy.ndimage.lters), 331 uniform_lter1d() (in module scipy.ndimage.lters), 331 unit() (in module scipy.constants), 182 UnivariateSpline (class in scipy.interpolate), 239

V
value() (in module scipy.constants), 182 var() (scipy.stats.rv_continuous method), 583 var() (scipy.stats.rv_discrete method), 592 variance() (in module scipy.ndimage.measurements), 350 variation() (in module scipy.stats), 779 variation() (in module scipy.stats.mstats), 845, 876 vonmises (in module scipy.stats), 743 vq() (in module scipy.cluster.vq), 160 vstack() (in module scipy.sparse), 485

W
wald (in module scipy.stats), 745 Index 903

You might also like