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[bugfixing] quantile function loops inifinte for small epsilon. See docstring.

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sebastianp 2016-07-07 15:30:05 +02:00
parent 0be69de6f7
commit 7eded42142
1 changed files with 27 additions and 1 deletions
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28
pylot/core/util/pdf.py
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@ -295,18 +295,44 @@ class ProbabilityDensityFunction(object):
return self.data[find_nearest(self.axis, value)] * self.incr return self.data[find_nearest(self.axis, value)] * self.incr
def quantile(self, prob_value, eps=0.01): def quantile(self, prob_value, eps=0.01):
'''
Function can loop infinite because the pdf does not have enough resolution for small epsilon.
example:
pdfs[1]['P'].quantile(0.4)
printing (l, r, m, prob_value, self.prob_lt_val(m), diff)
(1413410073.2067008, 1413410073.3557007, 1413410073.2812009, 0.4, 0.1439571627967223, 0.2560428372032777)
(1413410073.2812009, 1413410073.3557007, 1413410073.3184509, 0.4, 1.0029471675557042, -0.60294716755570421)
(1413410073.2812009, 1413410073.3184509, 1413410073.2998259, 0.4, 0.95737816620865313, -0.5573781662086531)
(1413410073.2812009, 1413410073.2998259, 1413410073.2905135, 0.4, 0.43642464167700817, -0.036424641677008152)
(1413410073.2812009, 1413410073.2905135, 1413410073.2858572, 0.4, 0.26658460954149427, 0.13341539045850576)
(1413410073.2858572, 1413410073.2905135, 1413410073.2881854, 0.4, 0.34109285366651082, 0.058907146333489202)
(1413410073.2881854, 1413410073.2905135, 1413410073.2893496, 0.4, 0.38582585185826251, 0.014174148141737508)
(1413410073.2893496, 1413410073.2905135, 1413410073.2899315, 0.4, 0.43642464167700817, -0.036424641677008152)
(1413410073.2893496, 1413410073.2899315, 1413410073.2896404, 0.4, 0.38582585185826251, 0.014174148141737508)
(1413410073.2896404, 1413410073.2899315, 1413410073.2897859, 0.4, 0.43642464167700817, -0.036424641677008152)
(1413410073.2896404, 1413410073.2897859, 1413410073.2897131, 0.4, 0.43642464167700817, -0.036424641677008152)
(1413410073.2896404, 1413410073.2897131, 1413410073.2896767, 0.4, 0.38582585185826251, 0.014174148141737508)
(1413410073.2896767, 1413410073.2897131, 1413410073.2896948, 0.4, 0.38582585185826251, 0.014174148141737508)
:param prob_value:
:param eps:
:return:
'''
l = self.axis[0] l = self.axis[0]
r = self.axis[-1] r = self.axis[-1]
m = (r + l) / 2 m = (r + l) / 2
diff = prob_value - self.prob_lt_val(m) diff = prob_value - self.prob_lt_val(m)
while abs(diff) > eps: while abs(diff) > eps:
print (l,r,m,prob_value,self.prob_lt_val(m),diff)
if diff > 0: if diff > 0:
l = m l = m
else: else:
r = m r = m
m = (r + l) / 2 m = (r + l) / 2
diff = prob_value - self.prob_lt_val(m) diff = prob_value - self.prob_lt_val(m)
print(m, prob_value, self.prob_lt_val(m)) #print(m, prob_value, self.prob_lt_val(m))
return m return m
def quantile_distance(self, prob_value): def quantile_distance(self, prob_value):