Changeset 2015

Timestamp:

Nov 10, 2005, 1:22:03 PM (18 years ago)

Author:

ole

Message:

Added basic statistical operations

File:

• inundation/utilities/numerical_tools.py (modified) (2 diffs)

inundation/utilities/numerical_tools.py

@@ -3 +3 @@
 
 """
+
+import Numeric
+
+def mean(x):
+    """Mean value of a vector
+    """
+    return(float(Numeric.sum(x))/len(x))
+
+
+def cov(x, y=None):
+    """Covariance of vectors x and y.
+
+    If y is None: return cov(x, x) 
+    """
+    
+    if y is None:
+        y = x 
+
+    assert(len(x)==len(y))
+    N = len(x)
+ 
+    cx = x - mean(x)  
+    cy = y - mean(y)  
+
+    p = Numeric.innerproduct(cx,cy)/N
+    return(p)
+
+
+def err(x, y=0, n=2):
+    """Relative error of ||x-y|| to ||y||
+       n = 2:    Two norm
+       n = None: Max norm
+
+       If denominator evaluates to zero, absolute error is returned
+    """
+
+    if n == 2:
+        err = norm(x-y)
+        try:
+            err = err/norm(y)
+        except:
+            pass
+
+    else:
+        err = max(abs(x-y))
+        try:
+            err = err/max(abs(y))    
+        except:
+            pass
+          
+    return err
+  
+
+def norm(x):
+    """2-norm of x
+    """
+  
+    y = Numeric.ravel(x)
+    p = Numeric.sqrt(Numeric.innerproduct(y,y))
+    return p
+    
+  
+def corr(x, y=None):
+    """Correlation of x and y
+    If y is None return autocorrelation of x
+    """
+
+    from math import sqrt
+    if y is None:
+        y = x 
+
+    varx = cov(x)
+    vary = cov(y)
+
+    if varx == 0 or vary == 0:
+        C = 0
+    else:  
+        C = cov(x,y)/sqrt(varx * vary)   
+
+    return(C)
+
 
         
@@ -34 +115 @@
             return array(A).astype(typecode)
 
+
+