hMhV#hdZddlZddlZddlmZddlmZdede de defd Z ded ej d ej de fd Z d Z ddedededed ej d ej dej fdZ ddededede ded ej d ej dedededefdZ ddedededed ej d ej dedefdZdS)aProject: PhiK - correlation analyzer library Created: 2019/11/23 Description: Convert Pearson correlation value into a chi2 value of a contingency test matrix of a bivariate gaussian, and vice-versa. Calculation uses scipy's mvn library. Authors: KPMG Advanced Analytics & Big Data team, Amstelveen, The Netherlands Redistribution and use in source and binary forms, with or without modification, are permitted according to the terms listed in the file LICENSE. N)optimizemvnunrholowerupperreturnctjddg}tjd|g|dgg}t||||\}}|S)a=Perform integral of bivariate normal gauss with correlation Integral is performed using scipy's mvn library. :param float rho: tilt parameter :param tuple lower: tuple of lower corner of integral area :param tuple upper: tuple of upper corner of integral area :returns float: integral value ?)nparrayr)rrrmuSpis N/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/phik/bivariate.py_mvn_unrsO 3*  B 3*sCj)**A r1 % %DAq Hsxsyc tjddg tjd|g|dggd}fdttdz dzD}tdz dzdkrtdz dz|fdttdz dzDz }tdz dzdkrPtdz dz}||gdz|dzgfd}tj fd |D}tj||s|n |d d g}|S) a5Array of integrals over bivariate normal gauss with correlation Integrals are performed using scipy's mvn library. :param float rho: tilt parameter :param np.ndarray sx: bin edges array of x-axis :param np.ndarray sy: bin edges array of y-axis :returns list: list of integral values r r Fcg|]J}ttdz D](}||g|dz|dzgf)KS)rangelen).0rjrrs r z_mvn_array..=sx s2ww{##  Q%A"QU)RAY/0rrc\g|](}|gdz|dzgf)Sr)rrrrrs rr z_mvn_array..EsL   9:beRU^bQiAE3 4   rTc:g|]\}}t||Sr#) _calc_mvnun)rrrrrs rr z_mvn_array..Ns+QQQ,%[r155QQQrN)r rrrappend concatenate) rrrodd_oddrangesrcorrrrrs `` @@@r _mvn_arrayr,(s 3*  B 3*sCj)**AGB! )**F B! qA WWq[Q       >CSWWq[UVDV>W>W     GGaK1  ! !R1"A MMBqE2a5>Bq1uIr!a%y+AB C C CG 8QQQQQ&QQQ R RD >4W!C$ss)D E ED Krc2t||||dS)Nrr)rrrrs rr%r%Ts r1 % %a ((rr&rnxnyncl|dkrtd|tjdd|dz}|tjdd|dz}tj||f}t t |dz D]b}t t |dz D]@}||||f} ||dz||dzf} t || | } | |||f<Ac||z}tjtjj ||tjtjj k<|S)a3Return binned pdf of bivariate normal distribution. This function returns a "perfect" binned bivariate normal distribution. :param float rho: tilt parameter :param int nx: number of uniform bins on x-axis. alternative to sx. :param int ny: number of uniform bins on y-axis. alternative to sy. :param np.ndarray sx: bin edges array of x-axis. default is None. :param np.ndarray sy: bin edges array of y-axis. default is None. :param int n: number of entries. default is one. :return: np.ndarray of binned bivariate normal pdf rz-Number of entries needs to be one or greater.N) ValueErrorr linspacezerosrrrfinfofloateps) rr.r/r0rrbvnrrrrrs rbivariate_normal_theoryr;Xs8* 1uuHIII z [QQ ' ' z [QQ ' ' (B8  C 3r77Q;  s2ww{##  AUBqENEAY1q5 *EUE**AC1II   1HC)+(:(:(>Cbhrx  $$% Jrsubtract_from_chi2corr0scalepedestalc l|tjdd|dz}|tjdd| dz}|td||}|td||} | |z dz} tj| |tj| |dk} |tj| z} |t |dz | dz z}||z | z }t|||}||z dz} tj| |tj| |dk} |tj| z}|||zz}||z S)auCalculate chi2-value of bivariate gauss having correlation value rho Calculate no-noise chi2 value of bivar gauss with correlation rho, with respect to bivariate gauss without any correlation. :param float rho: tilt parameter :param int n: number of records :param float subtract_from_chi2: value subtracted from chi2 calculation. default is 0. :param list corr0: mvn_array result for rho=0. Default is None. :param float scale: scale is multiplied with the chi2 if set. :param np.ndarray sx: bin edges array of x-axis. default is None. :param np.ndarray sy: bin edges array of y-axis. default is None. :param float pedestal: pedestal is added to the chi2 if set. :param int nx: number of uniform bins on x-axis. alternative to sx. :param int ny: number of uniform bins on y-axis. alternative to sy. :returns float: chi2 value Nr2r3rrr!outwhere)r r5r,divide zeros_likesummin)rr0r<r=r>rrr?r.r/corr1 delta_corr2ratiochi2_onechi2_maxcorrrchi2_rhochi2s rchi2_from_phikrPs_< z [QQ ' ' z [QQ ' ' }1b"%% }1b"%%u}*  BM+$>$>eqj   rve}}$s2626***H$0 sB # #E5=Q&K IU k : :%1*   E26%== H h& &D $ $$rrOc R|dkrtd|tjdd|dz}n|dkrtd|tjdd|dz}n|dkrtdtd||}td||}d|vrGt |d kr4t jd t |||z d z} tj| |tj | |dk } |tj | z} |t|dz |dz z} | |z | z } || krtj || d r| }||krdS|| krdStjtdd|||| |||fd}|S)a; Correlation coefficient of bivariate gaussian derived from chi2-value Chi2-value gets converted into correlation coefficient of bivariate gauss with correlation value rho, assuming giving binning and number of records. Correlation coefficient value is between 0 and 1. Bivariate gaussian's range is set to [-5,5] by construction. :param float chi2: input chi2 value :param int n: number of records :param int nx: number of uniform bins on x-axis. alternative to sx. :param int ny: number of uniform bins on y-axis. alternative to sy. :param np.ndarray sx: bin edges array of x-axis. default is None. :param np.ndarray sy: bin edges array of y-axis. default is None. :param float pedestal: pedestal is added to the chi2 if set. :returns float: correlation coefficient rz+noise pedestal should be greater than zero.Nr2r3rz&number of bins along x-axis is unknownz&number of bins along y-axis is unknowni'z8Many cells: {0:d}. 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