Source code for gammapy.stats.fit_statistics

# Licensed under a 3-clause BSD style license - see LICENSE.rst
"""Common fit statistics used in gamma-ray astronomy.

see :ref:`fit-statistics`
"""
import numpy as np
from gammapy.stats.fit_statistics_cython import TRUNCATION_VALUE

__all__ = ["cash", "cstat", "wstat", "get_wstat_mu_bkg", "get_wstat_gof_terms"]


[docs]def cash(n_on, mu_on, truncation_value=TRUNCATION_VALUE): r"""Cash statistic, for Poisson data. The Cash statistic is defined as: .. math:: C = 2 \left( \mu_{on} - n_{on} \log \mu_{on} \right) and :math:`C = 0` where :math:`\mu <= 0`. For more information see :ref:`fit-statistics` Parameters ---------- n_on : array_like Observed counts mu_on : array_like Expected counts truncation_value : array_like Minimum value use for ``mu_on`` ``mu_on`` = ``truncation_value`` where ``n_on`` <= ``truncation_value`` Default is 1e-25. Returns ------- stat : ndarray Statistic per bin References ---------- * `Sherpa statistics page section on the Cash statistic <http://cxc.cfa.harvard.edu/sherpa/statistics/#cash>`_ * `Sherpa help page on the Cash statistic <http://cxc.harvard.edu/sherpa/ahelp/cash.html>`_ * `Cash 1979, ApJ 228, 939 <https://ui.adsabs.harvard.edu/abs/1979ApJ...228..939C>`_ """ n_on = np.asanyarray(n_on) mu_on = np.asanyarray(mu_on) truncation_value = np.asanyarray(truncation_value) if np.any(truncation_value) <= 0: raise ValueError("Cash statistic truncation value must be positive.") mu_on = np.where(mu_on <= truncation_value, truncation_value, mu_on) # suppress zero division warnings, they are corrected below with np.errstate(divide="ignore", invalid="ignore"): stat = 2 * (mu_on - n_on * np.log(mu_on)) return stat
[docs]def cstat(n_on, mu_on, truncation_value=TRUNCATION_VALUE): r"""C statistic, for Poisson data. The C statistic is defined as .. math:: C = 2 \left[ \mu_{on} - n_{on} + n_{on} (\log(n_{on}) - log(\mu_{on}) \right] and :math:`C = 0` where :math:`\mu_{on} <= 0`. ``truncation_value`` handles the case where ``n_on`` or ``mu_on`` is 0 or less and the log cannot be taken. For more information see :ref:`fit-statistics` Parameters ---------- n_on : array_like Observed counts mu_on : array_like Expected counts truncation_value : array_like ``n_on`` = ``truncation_value`` where ``n_on`` <= ``truncation_value.`` ``mu_on`` = ``truncation_value`` where ``n_on`` <= ``truncation_value`` Default is 1e-25. Returns ------- stat : ndarray Statistic per bin References ---------- * `Sherpa stats page section on the C statistic <http://cxc.cfa.harvard.edu/sherpa/statistics/#cstat>`_ * `Sherpa help page on the C statistic <http://cxc.harvard.edu/sherpa/ahelp/cash.html>`_ * `Cash 1979, ApJ 228, 939 <https://ui.adsabs.harvard.edu/abs/1979ApJ...228..939C>`_ """ n_on = np.asanyarray(n_on, dtype=np.float64) mu_on = np.asanyarray(mu_on, dtype=np.float64) truncation_value = np.asanyarray(truncation_value, dtype=np.float64) if np.any(truncation_value) <= 0: raise ValueError("Cstat statistic truncation value must be positive.") n_on = np.where(n_on <= truncation_value, truncation_value, n_on) mu_on = np.where(mu_on <= truncation_value, truncation_value, mu_on) term1 = np.log(n_on) - np.log(mu_on) stat = 2 * (mu_on - n_on + n_on * term1) stat = np.where(mu_on > 0, stat, 0) return stat
[docs]def wstat(n_on, n_off, alpha, mu_sig, mu_bkg=None, extra_terms=True): r"""W statistic, for Poisson data with Poisson background. For a definition of WStat see :ref:`wstat`. If ``mu_bkg`` is not provided it will be calculated according to the profile likelihood formula. Parameters ---------- n_on : array_like Total observed counts n_off : array_like Total observed background counts alpha : array_like Exposure ratio between on and off region mu_sig : array_like Signal expected counts mu_bkg : array_like, optional Background expected counts extra_terms : bool, optional Add model independent terms to convert stat into goodness-of-fit parameter, default: True Returns ------- stat : ndarray Statistic per bin References ---------- * `Habilitation M. de Naurois, p. 141 <http://inspirehep.net/record/1122589/files/these_short.pdf>`_ * `XSPEC page on Poisson data with Poisson background <https://heasarc.nasa.gov/xanadu/xspec/manual/XSappendixStatistics.html>`_ """ # Note: This is equivalent to what's defined on the XSPEC page under the # following assumptions # t_s * m_i = mu_sig # t_b * m_b = mu_bkg # t_s / t_b = alpha n_on = np.asanyarray(n_on, dtype=np.float64) n_off = np.asanyarray(n_off, dtype=np.float64) alpha = np.asanyarray(alpha, dtype=np.float64) mu_sig = np.asanyarray(mu_sig, dtype=np.float64) if mu_bkg is None: mu_bkg = get_wstat_mu_bkg(n_on, n_off, alpha, mu_sig) term1 = mu_sig + (1 + alpha) * mu_bkg # suppress zero division warnings, they are corrected below with np.errstate(divide="ignore", invalid="ignore"): # This is a false positive error from pylint # See https://github.com/PyCQA/pylint/issues/2436 term2_ = -n_on * np.log( mu_sig + alpha * mu_bkg ) # pylint:disable=invalid-unary-operand-type # Handle n_on == 0 condition = n_on == 0 term2 = np.where(condition, 0, term2_) # suppress zero division warnings, they are corrected below with np.errstate(divide="ignore", invalid="ignore"): # This is a false positive error from pylint # See https://github.com/PyCQA/pylint/issues/2436 term3_ = -n_off * np.log(mu_bkg) # pylint:disable=invalid-unary-operand-type # Handle n_off == 0 condition = n_off == 0 term3 = np.where(condition, 0, term3_) stat = 2 * (term1 + term2 + term3) if extra_terms: stat += get_wstat_gof_terms(n_on, n_off) return stat
[docs]def get_wstat_mu_bkg(n_on, n_off, alpha, mu_sig): """Background estimate ``mu_bkg`` for WSTAT. See :ref:`wstat`. """ n_on = np.asanyarray(n_on, dtype=np.float64) n_off = np.asanyarray(n_off, dtype=np.float64) alpha = np.asanyarray(alpha, dtype=np.float64) mu_sig = np.asanyarray(mu_sig, dtype=np.float64) # NOTE: Corner cases in the docs are all handled correctly by this formula C = alpha * (n_on + n_off) - (1 + alpha) * mu_sig D = np.sqrt(C ** 2 + 4 * alpha * (alpha + 1) * n_off * mu_sig) with np.errstate(invalid="ignore", divide="ignore"): mu_bkg = (C + D) / (2 * alpha * (alpha + 1)) return mu_bkg
[docs]def get_wstat_gof_terms(n_on, n_off): """Goodness of fit terms for WSTAT. See :ref:`wstat`. """ term = np.zeros(n_on.shape) # suppress zero division warnings, they are corrected below with np.errstate(divide="ignore", invalid="ignore"): term1 = -n_on * (1 - np.log(n_on)) term2 = -n_off * (1 - np.log(n_off)) term += np.where(n_on == 0, 0, term1) term += np.where(n_off == 0, 0, term2) return 2 * term