# Licensed under a 3-clause BSD style license - see LICENSE.rst
"""Common fit statistics used in gamma-ray astronomy.
see :ref:`fit-statistics`
"""
from abc import ABC
import numpy as np
from scipy.special import erfc
from gammapy.maps import Map
from gammapy.utils.compilation import get_fit_statistics_compiled
__all__ = [
"cash",
"cstat",
"wstat",
"get_wstat_mu_bkg",
"get_wstat_gof_terms",
"CashFitStatistic",
"WStatFitStatistic",
"Chi2FitStatistic",
"Chi2AsymmetricErrorFitStatistic",
]
[docs]
def cash(n_on, mu_on, truncation_value=None):
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 : `~numpy.ndarray` or array_like
Observed counts.
mu_on : `~numpy.ndarray` or array_like
Expected counts.
truncation_value : `~numpy.ndarray` or array_like
Minimum value use for ``mu_on``
``mu_on`` = ``truncation_value`` where ``mu_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>`_
"""
if truncation_value is None:
truncation_value = get_fit_statistics_compiled()["TRUNCATION_VALUE"]
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=None):
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 : `~numpy.ndarray` or array_like
Observed counts.
mu_on : `~numpy.ndarray` or array_like
Expected counts.
truncation_value : float
``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>`_
"""
if truncation_value is None:
truncation_value = get_fit_statistics_compiled()["TRUNCATION_VALUE"]
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 : `~numpy.ndarray` or array_like
Total observed counts.
n_off : `~numpy.ndarray` or array_like
Total observed background counts.
alpha : `~numpy.ndarray` or array_like
Exposure ratio between on and off region.
mu_sig : `~numpy.ndarray` or array_like
Signal expected counts.
mu_bkg : `~numpy.ndarray` or array_like, optional
Background expected counts.
extra_terms : bool, optional
Add model independent terms to convert stat into goodness-of-fit
parameter. Default is 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.gsfc.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
class FitStatistic(ABC):
"""Abstract base class for FitStatistic objects."""
@classmethod
def stat_sum_dataset(cls, dataset):
"""Calculate -2 * sum log(L)."""
stat_array = cls.stat_array_dataset(dataset)
if dataset.mask is not None:
mask = dataset.mask.data if isinstance(dataset.mask, Map) else dataset.mask
stat_array = stat_array[mask]
return np.sum(stat_array)
@classmethod
def stat_array_dataset(cls, dataset):
"""Calculate -2 * log(L)."""
raise NotImplementedError
@classmethod
def loglikelihood_dataset(cls, dataset):
"""Calculate sum log(L)."""
return -0.5 * cls.stat_sum_dataset(dataset)
class CashFitStatistic(FitStatistic):
"""Cash statistic class for Poisson with known background."""
@classmethod
def stat_sum_dataset(cls, dataset):
mask = dataset.mask
counts, npred = dataset.counts.data, dataset.npred().data
if mask is not None:
mask = mask.data.astype("bool")
counts, npred = counts[mask], npred[mask]
counts = counts.astype(float) # This might be done in the Dataset
return get_fit_statistics_compiled()["cash_sum_compiled"](
counts.ravel(), npred.ravel()
)
@classmethod
def stat_array_dataset(cls, dataset):
counts, npred = dataset.counts.data, dataset.npred().data
return cash(n_on=counts, mu_on=npred)
class WeightedCashFitStatistic(FitStatistic):
"""Cash statistic class for Poisson with known background applying weights."""
@classmethod
def stat_sum_dataset(cls, dataset):
counts, npred = dataset.counts.data.astype(float), dataset.npred().data
if dataset.mask is not None:
mask = ~(dataset.mask.data == False) # noqa
counts = counts[mask]
npred = npred[mask]
weights = dataset.mask.data[mask].astype("float")
return get_fit_statistics_compiled()["weighted_cash_sum_compiled"](
counts, npred, weights
)
else:
# No weights back to regular cash statistic
return get_fit_statistics_compiled()["cash_sum_compiled"](
counts.ravel(), npred.ravel()
)
@classmethod
def stat_array_dataset(cls, dataset):
counts, npred = dataset.counts.data, dataset.npred().data
weights = 1.0
if dataset.mask is not None:
weights = dataset.mask.astype("float")
return cash(n_on=counts, mu_on=npred) * weights
class WStatFitStatistic(FitStatistic):
"""WStat fit statistic class for ON-OFF Poisson measurements."""
@classmethod
def stat_array_dataset(cls, dataset):
"""Statistic function value per bin given the current model parameters."""
counts, counts_off, alpha = (
dataset.counts.data,
dataset.counts_off.data,
dataset.alpha.data,
)
npred_signal = dataset.npred_signal().data
on_stat_ = wstat(
n_on=counts,
n_off=counts_off,
alpha=alpha,
mu_sig=npred_signal,
)
return np.nan_to_num(on_stat_)
@classmethod
def stat_sum_dataset(cls, dataset):
"""Statistic function value per bin given the current model parameters."""
if dataset.counts_off is None and not np.any(dataset.mask_safe.data):
return 0
else:
stat_array = cls.stat_array_dataset(dataset)
if dataset.mask is not None:
stat_array = stat_array[dataset.mask.data]
return np.sum(stat_array)
[docs]
class Chi2FitStatistic(FitStatistic):
"""Chi2 fit statistic class for measurements with gaussian symmetric errors."""
[docs]
@classmethod
def stat_array_dataset(cls, dataset):
"""Statistic function value per bin given the current model."""
model = dataset.flux_pred()
data = dataset.data.dnde.quantity
try:
sigma = dataset.data.dnde_err.quantity
except AttributeError:
sigma = (dataset.data.dnde_errn + dataset.data.dnde_errp).quantity / 2
return ((data - model) / sigma).to_value("") ** 2
[docs]
class Chi2AsymmetricErrorFitStatistic(FitStatistic):
"""Pseudo-Chi2 fit statistic class for measurements with gaussian asymmetric errors with upper limits.
Assumes that regular data follow asymmetric normal pdf and upper limits follow complementary error functions.
"""
[docs]
@classmethod
def stat_array_dataset(cls, dataset):
"""Estimate statistic from probability distributions,
assumes that flux points correspond to asymmetric gaussians
and upper limits complementary error functions.
"""
model = np.zeros(dataset.data.dnde.data.shape) + dataset.flux_pred().to_value(
dataset.data.dnde.unit
)
stat = np.zeros(model.shape)
mask_valid = ~np.isnan(dataset.data.dnde.data)
loc = dataset.data.dnde.data[mask_valid]
value = model[mask_valid]
try:
mask_p = (model >= dataset.data.dnde.data)[mask_valid]
scale = np.zeros(mask_p.shape)
scale[mask_p] = dataset.data.dnde_errp.data[mask_valid][mask_p]
scale[~mask_p] = dataset.data.dnde_errn.data[mask_valid][~mask_p]
mask_invalid = np.isnan(scale)
scale[mask_invalid] = dataset.data.dnde_err.data[mask_valid][mask_invalid]
except AttributeError:
scale = dataset.data.dnde_err.data[mask_valid]
stat[mask_valid] = ((value - loc) / scale) ** 2
mask_ul = dataset.data.is_ul.data
value = model[mask_ul]
loc_ul = dataset.data.dnde_ul.data[mask_ul]
scale_ul = dataset.data.dnde_ul.data[mask_ul]
stat[mask_ul] = 2 * np.log(
(erfc((loc_ul - value) / scale_ul) / 2)
/ (erfc((loc_ul - 0) / scale_ul) / 2)
)
stat[np.isnan(stat.data)] = 0
return stat
class ProfileFitStatistic(FitStatistic):
"""Pseudo-Chi2 fit statistic class for measurements with gaussian asymmetric errors with upper limits.
Assumes that regular data follow asymmetric normal pdf and upper limits follow complementary error functions
"""
@classmethod
def stat_array_dataset(cls, dataset):
"""Estimate statistic from interpolation of the likelihood profile."""
model = np.zeros(dataset.data.dnde.data.shape) + (
dataset.flux_pred() / dataset.data.dnde_ref
).to_value("")
stat = np.zeros(model.shape)
for idx in np.ndindex(dataset._profile_interpolators.shape):
stat[idx] = dataset._profile_interpolators[idx](model[idx])
return stat
