[Scipy-svn] r4788 - trunk/scipy/stats
scipy-svn at scipy.org
scipy-svn at scipy.org
Thu Oct 9 03:29:57 EDT 2008
Author: peridot
Date: 2008-10-09 02:29:54 -0500 (Thu, 09 Oct 2008)
New Revision: 4788
Added:
trunk/scipy/stats/vonmises.py
trunk/scipy/stats/vonmises_cython.c
trunk/scipy/stats/vonmises_cython.pyx
Modified:
trunk/scipy/stats/distributions.py
trunk/scipy/stats/setup.py
Log:
Replaced implementation of von Mises CDF with cython implementation that should have better numerical performance. Note that for large k it uses array operations rather than cython code since we need scipy.stats.norm.cdf and scipy.special.i0.
Note also that the C code is *not* automatically rebuilt when the cython code changes.
Modified: trunk/scipy/stats/distributions.py
===================================================================
--- trunk/scipy/stats/distributions.py 2008-10-09 05:26:59 UTC (rev 4787)
+++ trunk/scipy/stats/distributions.py 2008-10-09 07:29:54 UTC (rev 4788)
@@ -21,6 +21,7 @@
from numpy import flatnonzero as nonzero
from scipy.special import gammaln as gamln
from copy import copy
+import vonmises_cython
__all__ = [
'rv_continuous',
@@ -3079,46 +3080,14 @@
eps = numpy.finfo(float).eps
+
class vonmises_gen(rv_continuous):
def _rvs(self, b):
return mtrand.vonmises(0.0, b, size=self._size)
def _pdf(self, x, b):
return exp(b*cos(x)) / (2*pi*special.i0(b))
def _cdf(self, x, b):
- x = arr(angle(exp(1j*x)))
- eps2 = sqrt(eps)
-
- c_xsimple = atleast_1d((b==0)&(x==x))
- c_xiter = atleast_1d((b<100)&(b > 0)&(x==x))
- c_xnormal = atleast_1d((b>=100)&(x==x))
- c_bad = atleast_1d((b<=0) | (x != x))
-
- indxiter = nonzero(c_xiter)
- xiter = take(x, indxiter, 0)
-
- vals = ones(len(c_xsimple),float)
- putmask(vals, c_bad, nan)
- putmask(vals, c_xsimple, x / 2.0/pi)
- st = 1./sqrt(b-0.5)
- st = where(isnan(st),0.0,st)
- putmask(vals, c_xnormal, norm.cdf(x, scale=st))
-
- biter = take(atleast_1d(b)*(x==x), indxiter, 0)
- if len(xiter) > 0:
- fac = special.i0(biter)
- x2 = xiter
- val = x2 / 2.0/ pi
- for j in range(1,501):
- trm1 = special.iv(j,biter)/j/fac
- trm2 = sin(j*x2)/pi
- val += trm1*trm2
- if all(trm1 < eps2):
- break
- if (j == 500):
- print "Warning: did not converge..."
- put(vals, indxiter, val)
- vals[c_xiter]+=0.5
- return numpy.clip(vals,0,1)
+ return vonmises_cython.von_mises_cdf(b,x)
def _stats(self, b):
return 0, None, 0, None
vonmises = vonmises_gen(name='vonmises', longname="A Von Mises",
Modified: trunk/scipy/stats/setup.py
===================================================================
--- trunk/scipy/stats/setup.py 2008-10-09 05:26:59 UTC (rev 4787)
+++ trunk/scipy/stats/setup.py 2008-10-09 07:29:54 UTC (rev 4788)
@@ -2,6 +2,7 @@
from os.path import join
+
def configuration(parent_package='',top_path=None):
from numpy.distutils.misc_util import Configuration
config = Configuration('stats', parent_package, top_path)
@@ -18,6 +19,11 @@
libraries=['statlib'],
)
+ # add vonmises_cython module
+ config.add_extension('vonmises_cython',
+ sources=['vonmises_cython.c'], # FIXME: use cython source
+ )
+
# add futil module
config.add_extension('futil',
sources=['futil.f'],
Added: trunk/scipy/stats/vonmises.py
===================================================================
--- trunk/scipy/stats/vonmises.py 2008-10-09 05:26:59 UTC (rev 4787)
+++ trunk/scipy/stats/vonmises.py 2008-10-09 07:29:54 UTC (rev 4788)
@@ -0,0 +1,45 @@
+import numpy as np
+import scipy.stats
+from scipy.special import i0
+import numpy.testing
+
+def von_mises_cdf_series(k,x,p):
+ x = float(x)
+ s = np.sin(x)
+ c = np.cos(x)
+ sn = np.sin(p*x)
+ cn = np.cos(p*x)
+ R = 0
+ V = 0
+ for n in range(p-1,0,-1):
+ sn, cn = sn*c - cn*s, cn*c + sn*s
+ R = 1./(2*n/k + R)
+ V = R*(sn/n+V)
+
+ return 0.5+x/(2*np.pi) + V/np.pi
+
+def von_mises_cdf_normalapprox(k,x,C1):
+ b = np.sqrt(2/np.pi)*np.exp(k)/i0(k)
+ z = b*np.sin(x/2.)
+ C = 24*k
+ chi = z - z**3/((C-2*z**2-16)/3.-(z**4+7/4.*z**2+167./2)/(C+C1-z**2+3))**2
+ return scipy.stats.norm.cdf(z)
+
+def von_mises_cdf(k,x):
+ ix = 2*np.pi*np.round(x/(2*np.pi))
+ x = x-ix
+ k = float(k)
+
+ # These values should give 12 decimal digits
+ CK=50
+ a = [28., 0.5, 100., 5.0]
+ C1 = 50.1
+
+ if k<CK:
+ p = int(np.ceil(a[0]+a[1]*k-a[2]/(k+a[3])))
+
+ F = np.clip(von_mises_cdf_series(k,x,p),0,1)
+ else:
+ F = von_mises_cdf_normalapprox(k,x,C1)
+
+ return F+ix
Added: trunk/scipy/stats/vonmises_cython.c
===================================================================
--- trunk/scipy/stats/vonmises_cython.c 2008-10-09 05:26:59 UTC (rev 4787)
+++ trunk/scipy/stats/vonmises_cython.c 2008-10-09 07:29:54 UTC (rev 4788)
@@ -0,0 +1,2666 @@
+/* Generated by Cython 0.9.8.1.1 on Thu Oct 9 03:26:22 2008 */
+
+#define PY_SSIZE_T_CLEAN
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+#endif
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+static void __Pyx_AddTraceback(const char *funcname); /*proto*/
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+typedef npy_int32 __pyx_t_5numpy_int32_t;
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+typedef npy_int64 __pyx_t_5numpy_int64_t;
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+typedef npy_uint8 __pyx_t_5numpy_uint8_t;
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+typedef npy_uint16 __pyx_t_5numpy_uint16_t;
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+
+
+/* Implementation of scipy.stats.vonmises_cython */
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+/* "/home/peridot/software/scipy/svn/trunk/scipy/stats/vonmises_cython.pyx":12
+ *
+ *
+ * cdef double von_mises_cdf_series(double k,double x,unsigned int p): # <<<<<<<<<<<<<<
+ * cdef double s, c, sn, cn, R, V
+ * cdef unsigned int n
+ */
+
+static double __pyx_f_5scipy_5stats_15vonmises_cython_von_mises_cdf_series(double __pyx_v_k, double __pyx_v_x, unsigned int __pyx_v_p) {
+ double __pyx_v_s;
+ double __pyx_v_c;
+ double __pyx_v_sn;
+ double __pyx_v_cn;
+ double __pyx_v_R;
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+ /*--- Function import code ---*/
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+
+ /* "/home/peridot/software/scipy/svn/trunk/scipy/stats/vonmises_cython.pyx":3
+ * import numpy as np
+ * import scipy.stats
+ * from scipy.special import i0 # <<<<<<<<<<<<<<
+ * import numpy.testing
+ * cimport numpy as np
+ */
+ __pyx_1 = PyList_New(1); if (unlikely(!__pyx_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 3; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
+ Py_INCREF(__pyx_kp_i0);
+ PyList_SET_ITEM(__pyx_1, 0, __pyx_kp_i0);
+ __pyx_2 = __Pyx_Import(__pyx_kp_18, ((PyObject *)__pyx_1)); if (unlikely(!__pyx_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 3; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
+ Py_DECREF(((PyObject *)__pyx_1)); __pyx_1 = 0;
+ __pyx_1 = PyObject_GetAttr(__pyx_2, __pyx_kp_i0); if (unlikely(!__pyx_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 3; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
+ if (PyObject_SetAttr(__pyx_m, __pyx_kp_i0, __pyx_1) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 3; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
+ Py_DECREF(__pyx_1); __pyx_1 = 0;
+ Py_DECREF(__pyx_2); __pyx_2 = 0;
+
+ /* "/home/peridot/software/scipy/svn/trunk/scipy/stats/vonmises_cython.pyx":4
+ * import scipy.stats
+ * from scipy.special import i0
+ * import numpy.testing # <<<<<<<<<<<<<<
+ * cimport numpy as np
+ *
+ */
+ __pyx_2 = __Pyx_Import(__pyx_kp_19, 0); if (unlikely(!__pyx_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
+ if (PyObject_SetAttr(__pyx_m, __pyx_kp_numpy, __pyx_2) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
+ Py_DECREF(__pyx_2); __pyx_2 = 0;
+
+ /* "/home/peridot/devlib/lib/python2.5/site-packages/Cython-0.9.8.1.1-py2.5-linux-i686.egg/Cython/Includes/numpy.pxd":36
+ * # experimental exception made for __getbuffer__ and __releasebuffer__
+ * # -- the details of this may change.
+ * def __getbuffer__(ndarray self, Py_buffer* info, int flags): # <<<<<<<<<<<<<<
+ * # This implementation of getbuffer is geared towards Cython
+ * # requirements, and does not yet fullfill the PEP (specifically,
+ */
+ #if PY_MAJOR_VERSION < 3
+ return;
+ #else
+ return __pyx_m;
+ #endif
+ __pyx_L1_error:;
+ Py_XDECREF(__pyx_1);
+ Py_XDECREF(__pyx_2);
+ __Pyx_AddTraceback("scipy.stats.vonmises_cython");
+ #if PY_MAJOR_VERSION >= 3
+ return NULL;
+ #endif
+}
+
+static const char *__pyx_filenames[] = {
+ "vonmises_cython.pyx",
+ "numpy.pxd",
+};
+
+/* Runtime support code */
+
+static void __pyx_init_filenames(void) {
+ __pyx_f = __pyx_filenames;
+}
+
+static INLINE void __Pyx_SafeReleaseBuffer(PyObject* obj, Py_buffer* info) {
+ if (info->buf == NULL) return;
+ if (info->suboffsets == __Pyx_minusones) info->suboffsets = NULL;
+ __Pyx_ReleaseBuffer(obj, info);
+}
+
+static INLINE void __Pyx_ZeroBuffer(Py_buffer* buf) {
+ buf->buf = NULL;
+ buf->strides = __Pyx_zeros;
+ buf->shape = __Pyx_zeros;
+ buf->suboffsets = __Pyx_minusones;
+}
+
+static INLINE const char* __Pyx_ConsumeWhitespace(const char* ts) {
+ while (1) {
+ switch (*ts) {
+ case 10:
+ case 13:
+ case ' ':
+ ++ts;
+ default:
+ return ts;
+ }
+ }
+}
+
+static INLINE const char* __Pyx_BufferTypestringCheckEndian(const char* ts) {
+ int num = 1;
+ int little_endian = ((char*)&num)[0];
+ int ok = 1;
+ switch (*ts) {
+ case '@':
+ case '=':
+ ++ts; break;
+ case '<':
+ if (little_endian) ++ts;
+ else ok = 0;
+ break;
+ case '>':
+ case '!':
+ if (!little_endian) ++ts;
+ else ok = 0;
+ break;
+ }
+ if (!ok) {
+ PyErr_Format(PyExc_ValueError, "Buffer has wrong endianness (rejecting on '%s')", ts);
+ return NULL;
+ }
+ return ts;
+}
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+static void __Pyx_BufferNdimError(Py_buffer* buffer, int expected_ndim) {
+ PyErr_Format(PyExc_ValueError,
+ "Buffer has wrong number of dimensions (expected %d, got %d)",
+ expected_ndim, buffer->ndim);
+}
+
+
+static const char* __Pyx_BufferTypestringCheck_item_double(const char* ts) {
+ if (*ts == '1') ++ts;
+ if (*ts != 'd') {
+ PyErr_Format(PyExc_ValueError, "Buffer datatype mismatch (expected 'd', got '%s')", ts);
+ return NULL;
+ } else return ts + 1;
+
+}
+
+static int __Pyx_GetBuffer_double(PyObject* obj, Py_buffer* buf, int flags, int nd) {
+ const char* ts;
+ if (obj == Py_None) {
+ __Pyx_ZeroBuffer(buf);
+ return 0;
+ }
+ buf->buf = NULL;
+ if (__Pyx_GetBuffer(obj, buf, flags) == -1) goto fail;
+ if (buf->ndim != nd) {
+ __Pyx_BufferNdimError(buf, nd);
+ goto fail;
+ }
+ ts = buf->format;
+ ts = __Pyx_ConsumeWhitespace(ts);
+ ts = __Pyx_BufferTypestringCheckEndian(ts);
+ if (!ts) goto fail;
+ ts = __Pyx_ConsumeWhitespace(ts);
+ ts = __Pyx_BufferTypestringCheck_item_double(ts);
+ if (!ts) goto fail;
+ ts = __Pyx_ConsumeWhitespace(ts);
+ if (*ts != 0) {
+ PyErr_Format(PyExc_ValueError,
+ "Expected non-struct buffer data type (expected end, got '%s')", ts);
+ goto fail;
+ }
+ if (buf->suboffsets == NULL) buf->suboffsets = __Pyx_minusones;
+ return 0;
+fail:;
+ __Pyx_ZeroBuffer(buf);
+ return -1;
+}
+static void __Pyx_RaiseBufferFallbackError(void) {
+ PyErr_Format(PyExc_ValueError,
+ "Buffer acquisition failed on assignment; and then reacquiring the old buffer failed too!");
+}
+
+
+static INLINE void __Pyx_RaiseArgtupleTooLong(
+ Py_ssize_t num_expected,
+ Py_ssize_t num_found)
+{
+ const char* error_message =
+ #if PY_VERSION_HEX < 0x02050000
+ "function takes at most %d positional arguments (%d given)";
+ #else
+ "function takes at most %zd positional arguments (%zd given)";
+ #endif
+ PyErr_Format(PyExc_TypeError, error_message, num_expected, num_found);
+}
+
+#if (PY_MAJOR_VERSION < 3) && !(Py_TPFLAGS_DEFAULT & Py_TPFLAGS_HAVE_NEWBUFFER)
+static int __Pyx_GetBuffer(PyObject *obj, Py_buffer *view, int flags) {
+ if (PyObject_TypeCheck(obj, __pyx_ptype_5numpy_ndarray)) return __pyx_pf_5numpy_7ndarray___getbuffer__(obj, view, flags);
+ else {
+ PyErr_Format(PyExc_TypeError, "'%100s' does not have the buffer interface", Py_TYPE(obj)->tp_name);
+ return -1;
+ }
+}
+
+static void __Pyx_ReleaseBuffer(PyObject *obj, Py_buffer *view) {
+
+}
+
+#endif
+
+static PyObject *__Pyx_Import(PyObject *name, PyObject *from_list) {
+ PyObject *__import__ = 0;
+ PyObject *empty_list = 0;
+ PyObject *module = 0;
+ PyObject *global_dict = 0;
+ PyObject *empty_dict = 0;
+ PyObject *list;
+ __import__ = PyObject_GetAttrString(__pyx_b, "__import__");
+ if (!__import__)
+ goto bad;
+ if (from_list)
+ list = from_list;
+ else {
+ empty_list = PyList_New(0);
+ if (!empty_list)
+ goto bad;
+ list = empty_list;
+ }
+ global_dict = PyModule_GetDict(__pyx_m);
+ if (!global_dict)
+ goto bad;
+ empty_dict = PyDict_New();
+ if (!empty_dict)
+ goto bad;
+ module = PyObject_CallFunction(__import__, "OOOO",
+ name, global_dict, empty_dict, list);
+bad:
+ Py_XDECREF(empty_list);
+ Py_XDECREF(__import__);
+ Py_XDECREF(empty_dict);
+ return module;
+}
+
+static PyObject *__Pyx_GetName(PyObject *dict, PyObject *name) {
+ PyObject *result;
+ result = PyObject_GetAttr(dict, name);
+ if (!result)
+ PyErr_SetObject(PyExc_NameError, name);
+ return result;
+}
+
+static PyObject *__Pyx_UnpackItem(PyObject *iter, Py_ssize_t index) {
+ PyObject *item;
+ if (!(item = PyIter_Next(iter))) {
+ if (!PyErr_Occurred()) {
+ PyErr_Format(PyExc_ValueError,
+ #if PY_VERSION_HEX < 0x02050000
+ "need more than %d values to unpack", (int)index);
+ #else
+ "need more than %zd values to unpack", index);
+ #endif
+ }
+ }
+ return item;
+}
+
+static int __Pyx_EndUnpack(PyObject *iter) {
+ PyObject *item;
+ if ((item = PyIter_Next(iter))) {
+ Py_DECREF(item);
+ PyErr_SetString(PyExc_ValueError, "too many values to unpack");
+ return -1;
+ }
+ else if (!PyErr_Occurred())
+ return 0;
+ else
+ return -1;
+}
+
+static int __Pyx_TypeTest(PyObject *obj, PyTypeObject *type) {
+ if (!type) {
+ PyErr_Format(PyExc_SystemError, "Missing type object");
+ return 0;
+ }
+ if (obj == Py_None || PyObject_TypeCheck(obj, type))
+ return 1;
+ PyErr_Format(PyExc_TypeError, "Cannot convert %s to %s",
+ Py_TYPE(obj)->tp_name, type->tp_name);
+ return 0;
+}
+
+
+static void __Pyx_Raise(PyObject *type, PyObject *value, PyObject *tb) {
+ Py_XINCREF(type);
+ Py_XINCREF(value);
+ Py_XINCREF(tb);
+ /* First, check the traceback argument, replacing None with NULL. */
+ if (tb == Py_None) {
+ Py_DECREF(tb);
+ tb = 0;
+ }
+ else if (tb != NULL && !PyTraceBack_Check(tb)) {
+ PyErr_SetString(PyExc_TypeError,
+ "raise: arg 3 must be a traceback or None");
+ goto raise_error;
+ }
+ /* Next, replace a missing value with None */
+ if (value == NULL) {
+ value = Py_None;
+ Py_INCREF(value);
+ }
+ #if PY_VERSION_HEX < 0x02050000
+ if (!PyClass_Check(type))
+ #else
+ if (!PyType_Check(type))
+ #endif
+ {
+ /* Raising an instance. The value should be a dummy. */
+ if (value != Py_None) {
+ PyErr_SetString(PyExc_TypeError,
+ "instance exception may not have a separate value");
+ goto raise_error;
+ }
+ /* Normalize to raise <class>, <instance> */
+ Py_DECREF(value);
+ value = type;
+ #if PY_VERSION_HEX < 0x02050000
+ if (PyInstance_Check(type)) {
+ type = (PyObject*) ((PyInstanceObject*)type)->in_class;
+ Py_INCREF(type);
+ }
+ else {
+ type = 0;
+ PyErr_SetString(PyExc_TypeError,
+ "raise: exception must be an old-style class or instance");
+ goto raise_error;
+ }
+ #else
+ type = (PyObject*) Py_TYPE(type);
+ Py_INCREF(type);
+ if (!PyType_IsSubtype((PyTypeObject *)type, (PyTypeObject *)PyExc_BaseException)) {
+ PyErr_SetString(PyExc_TypeError,
+ "raise: exception class must be a subclass of BaseException");
+ goto raise_error;
+ }
+ #endif
+ }
+ PyErr_Restore(type, value, tb);
+ return;
+raise_error:
+ Py_XDECREF(value);
+ Py_XDECREF(type);
+ Py_XDECREF(tb);
+ return;
+}
+
+static void __Pyx_WriteUnraisable(const char *name) {
+ PyObject *old_exc, *old_val, *old_tb;
+ PyObject *ctx;
+ PyErr_Fetch(&old_exc, &old_val, &old_tb);
+ #if PY_MAJOR_VERSION < 3
+ ctx = PyString_FromString(name);
+ #else
+ ctx = PyUnicode_FromString(name);
+ #endif
+ PyErr_Restore(old_exc, old_val, old_tb);
+ if (!ctx)
+ ctx = Py_None;
+ PyErr_WriteUnraisable(ctx);
+}
+
+#ifndef __PYX_HAVE_RT_ImportType
+#define __PYX_HAVE_RT_ImportType
+static PyTypeObject *__Pyx_ImportType(char *module_name, char *class_name,
+ long size)
+{
+ PyObject *py_module = 0;
+ PyObject *result = 0;
+ PyObject *py_name = 0;
+
+ #if PY_MAJOR_VERSION < 3
+ py_name = PyString_FromString(module_name);
+ #else
+ py_name = PyUnicode_FromString(module_name);
+ #endif
+ if (!py_name)
+ goto bad;
+
+ py_module = __Pyx_ImportModule(module_name);
+ if (!py_module)
+ goto bad;
+ result = PyObject_GetAttrString(py_module, class_name);
+ if (!result)
+ goto bad;
+ if (!PyType_Check(result)) {
+ PyErr_Format(PyExc_TypeError,
+ "%s.%s is not a type object",
+ module_name, class_name);
+ goto bad;
+ }
+ if (((PyTypeObject *)result)->tp_basicsize != size) {
+ PyErr_Format(PyExc_ValueError,
+ "%s.%s does not appear to be the correct type object",
+ module_name, class_name);
+ goto bad;
+ }
+ return (PyTypeObject *)result;
+bad:
+ Py_XDECREF(py_name);
+ Py_XDECREF(result);
+ return 0;
+}
+#endif
+
+#ifndef __PYX_HAVE_RT_ImportModule
+#define __PYX_HAVE_RT_ImportModule
+static PyObject *__Pyx_ImportModule(char *name) {
+ PyObject *py_name = 0;
+ PyObject *py_module = 0;
+
+ #if PY_MAJOR_VERSION < 3
+ py_name = PyString_FromString(name);
+ #else
+ py_name = PyUnicode_FromString(name);
+ #endif
+ if (!py_name)
+ goto bad;
+ py_module = PyImport_Import(py_name);
+ Py_DECREF(py_name);
+ return py_module;
+bad:
+ Py_XDECREF(py_name);
+ return 0;
+}
+#endif
+
+#include "compile.h"
+#include "frameobject.h"
+#include "traceback.h"
+
+static void __Pyx_AddTraceback(const char *funcname) {
+ PyObject *py_srcfile = 0;
+ PyObject *py_funcname = 0;
+ PyObject *py_globals = 0;
+ PyObject *empty_string = 0;
+ PyCodeObject *py_code = 0;
+ PyFrameObject *py_frame = 0;
+
+ #if PY_MAJOR_VERSION < 3
+ py_srcfile = PyString_FromString(__pyx_filename);
+ #else
+ py_srcfile = PyUnicode_FromString(__pyx_filename);
+ #endif
+ if (!py_srcfile) goto bad;
+ if (__pyx_clineno) {
+ #if PY_MAJOR_VERSION < 3
+ py_funcname = PyString_FromFormat( "%s (%s:%d)", funcname, __pyx_cfilenm, __pyx_clineno);
+ #else
+ py_funcname = PyUnicode_FromFormat( "%s (%s:%d)", funcname, __pyx_cfilenm, __pyx_clineno);
+ #endif
+ }
+ else {
+ #if PY_MAJOR_VERSION < 3
+ py_funcname = PyString_FromString(funcname);
+ #else
+ py_funcname = PyUnicode_FromString(funcname);
+ #endif
+ }
+ if (!py_funcname) goto bad;
+ py_globals = PyModule_GetDict(__pyx_m);
+ if (!py_globals) goto bad;
+ #if PY_MAJOR_VERSION < 3
+ empty_string = PyString_FromStringAndSize("", 0);
+ #else
+ empty_string = PyBytes_FromStringAndSize("", 0);
+ #endif
+ if (!empty_string) goto bad;
+ py_code = PyCode_New(
+ 0, /*int argcount,*/
+ #if PY_MAJOR_VERSION >= 3
+ 0, /*int kwonlyargcount,*/
+ #endif
+ 0, /*int nlocals,*/
+ 0, /*int stacksize,*/
+ 0, /*int flags,*/
+ empty_string, /*PyObject *code,*/
+ __pyx_empty_tuple, /*PyObject *consts,*/
+ __pyx_empty_tuple, /*PyObject *names,*/
+ __pyx_empty_tuple, /*PyObject *varnames,*/
+ __pyx_empty_tuple, /*PyObject *freevars,*/
+ __pyx_empty_tuple, /*PyObject *cellvars,*/
+ py_srcfile, /*PyObject *filename,*/
+ py_funcname, /*PyObject *name,*/
+ __pyx_lineno, /*int firstlineno,*/
+ empty_string /*PyObject *lnotab*/
+ );
+ if (!py_code) goto bad;
+ py_frame = PyFrame_New(
+ PyThreadState_Get(), /*PyThreadState *tstate,*/
+ py_code, /*PyCodeObject *code,*/
+ py_globals, /*PyObject *globals,*/
+ 0 /*PyObject *locals*/
+ );
+ if (!py_frame) goto bad;
+ py_frame->f_lineno = __pyx_lineno;
+ PyTraceBack_Here(py_frame);
+bad:
+ Py_XDECREF(py_srcfile);
+ Py_XDECREF(py_funcname);
+ Py_XDECREF(empty_string);
+ Py_XDECREF(py_code);
+ Py_XDECREF(py_frame);
+}
+
+static int __Pyx_InitStrings(__Pyx_StringTabEntry *t) {
+ while (t->p) {
+ #if PY_MAJOR_VERSION < 3
+ if (t->is_unicode && (!t->is_identifier)) {
+ *t->p = PyUnicode_DecodeUTF8(t->s, t->n - 1, NULL);
+ } else if (t->intern) {
+ *t->p = PyString_InternFromString(t->s);
+ } else {
+ *t->p = PyString_FromStringAndSize(t->s, t->n - 1);
+ }
+ #else /* Python 3+ has unicode identifiers */
+ if (t->is_identifier || (t->is_unicode && t->intern)) {
+ *t->p = PyUnicode_InternFromString(t->s);
+ } else if (t->is_unicode) {
+ *t->p = PyUnicode_FromStringAndSize(t->s, t->n - 1);
+ } else {
+ *t->p = PyBytes_FromStringAndSize(t->s, t->n - 1);
+ }
+ #endif
+ if (!*t->p)
+ return -1;
+ ++t;
+ }
+ return 0;
+}
+
+/* Type Conversion Functions */
+
+static INLINE Py_ssize_t __pyx_PyIndex_AsSsize_t(PyObject* b) {
+ Py_ssize_t ival;
+ PyObject* x = PyNumber_Index(b);
+ if (!x) return -1;
+ ival = PyInt_AsSsize_t(x);
+ Py_DECREF(x);
+ return ival;
+}
+
+static INLINE int __Pyx_PyObject_IsTrue(PyObject* x) {
+ if (x == Py_True) return 1;
+ else if (x == Py_False) return 0;
+ else return PyObject_IsTrue(x);
+}
+
+static INLINE PY_LONG_LONG __pyx_PyInt_AsLongLong(PyObject* x) {
+ if (PyInt_CheckExact(x)) {
+ return PyInt_AS_LONG(x);
+ }
+ else if (PyLong_CheckExact(x)) {
+ return PyLong_AsLongLong(x);
+ }
+ else {
+ PY_LONG_LONG val;
+ PyObject* tmp = PyNumber_Int(x); if (!tmp) return (PY_LONG_LONG)-1;
+ val = __pyx_PyInt_AsLongLong(tmp);
+ Py_DECREF(tmp);
+ return val;
+ }
+}
+
+static INLINE unsigned PY_LONG_LONG __pyx_PyInt_AsUnsignedLongLong(PyObject* x) {
+ if (PyInt_CheckExact(x)) {
+ long val = PyInt_AS_LONG(x);
+ if (unlikely(val < 0)) {
+ PyErr_SetString(PyExc_TypeError, "Negative assignment to unsigned type.");
+ return (unsigned PY_LONG_LONG)-1;
+ }
+ return val;
+ }
+ else if (PyLong_CheckExact(x)) {
+ return PyLong_AsUnsignedLongLong(x);
+ }
+ else {
+ PY_LONG_LONG val;
+ PyObject* tmp = PyNumber_Int(x); if (!tmp) return (PY_LONG_LONG)-1;
+ val = __pyx_PyInt_AsUnsignedLongLong(tmp);
+ Py_DECREF(tmp);
+ return val;
+ }
+}
+
+
+static INLINE unsigned char __pyx_PyInt_unsigned_char(PyObject* x) {
+ if (sizeof(unsigned char) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ unsigned char val = (unsigned char)long_val;
+ if (unlikely((val != long_val) || (long_val < 0))) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to unsigned char");
+ return (unsigned char)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE unsigned short __pyx_PyInt_unsigned_short(PyObject* x) {
+ if (sizeof(unsigned short) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ unsigned short val = (unsigned short)long_val;
+ if (unlikely((val != long_val) || (long_val < 0))) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to unsigned short");
+ return (unsigned short)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE char __pyx_PyInt_char(PyObject* x) {
+ if (sizeof(char) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ char val = (char)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to char");
+ return (char)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE short __pyx_PyInt_short(PyObject* x) {
+ if (sizeof(short) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ short val = (short)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to short");
+ return (short)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE int __pyx_PyInt_int(PyObject* x) {
+ if (sizeof(int) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ int val = (int)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to int");
+ return (int)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE long __pyx_PyInt_long(PyObject* x) {
+ if (sizeof(long) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ long val = (long)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to long");
+ return (long)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE signed char __pyx_PyInt_signed_char(PyObject* x) {
+ if (sizeof(signed char) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ signed char val = (signed char)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to signed char");
+ return (signed char)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE signed short __pyx_PyInt_signed_short(PyObject* x) {
+ if (sizeof(signed short) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ signed short val = (signed short)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to signed short");
+ return (signed short)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE signed int __pyx_PyInt_signed_int(PyObject* x) {
+ if (sizeof(signed int) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ signed int val = (signed int)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to signed int");
+ return (signed int)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE signed long __pyx_PyInt_signed_long(PyObject* x) {
+ if (sizeof(signed long) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ signed long val = (signed long)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to signed long");
+ return (signed long)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
+static INLINE long double __pyx_PyInt_long_double(PyObject* x) {
+ if (sizeof(long double) < sizeof(long)) {
+ long long_val = __pyx_PyInt_AsLong(x);
+ long double val = (long double)long_val;
+ if (unlikely((val != long_val) )) {
+ PyErr_SetString(PyExc_OverflowError, "value too large to convert to long double");
+ return (long double)-1;
+ }
+ return val;
+ }
+ else {
+ return __pyx_PyInt_AsLong(x);
+ }
+}
+
Added: trunk/scipy/stats/vonmises_cython.pyx
===================================================================
--- trunk/scipy/stats/vonmises_cython.pyx 2008-10-09 05:26:59 UTC (rev 4787)
+++ trunk/scipy/stats/vonmises_cython.pyx 2008-10-09 07:29:54 UTC (rev 4788)
@@ -0,0 +1,76 @@
+import numpy as np
+import scipy.stats
+from scipy.special import i0
+import numpy.testing
+cimport numpy as np
+
+cdef extern from "math.h":
+ double cos(double theta)
+ double sin(double theta)
+
+
+cdef double von_mises_cdf_series(double k,double x,unsigned int p):
+ cdef double s, c, sn, cn, R, V
+ cdef unsigned int n
+ s = sin(x)
+ c = cos(x)
+ sn = sin(p*x)
+ cn = cos(p*x)
+ R = 0
+ V = 0
+ for n in range(p-1,0,-1):
+ sn, cn = sn*c - cn*s, cn*c + sn*s
+ R = 1./(2*n/k + R)
+ V = R*(sn/n+V)
+
+ return 0.5+x/(2*np.pi) + V/np.pi
+
+def von_mises_cdf_normalapprox(k,x,C1):
+ b = np.sqrt(2/np.pi)*np.exp(k)/i0(k)
+ z = b*np.sin(x/2.)
+ C = 24*k
+ chi = z - z**3/((C-2*z**2-16)/3.-(z**4+7/4.*z**2+167./2)/(C+C1-z**2+3))**2
+ return scipy.stats.norm.cdf(z)
+
+cimport cython
+ at cython.boundscheck(False)
+def von_mises_cdf(k,x):
+ cdef np.ndarray[double, ndim=1] temp, temp_xs, temp_ks
+ cdef unsigned int i, p
+ cdef double a1, a2, a3, a4, C1, CK
+ #k,x = np.broadcast_arrays(np.asarray(k),np.asarray(x))
+ k = np.asarray(k)
+ x = np.asarray(x)
+ zerodim = k.ndim==0 and x.ndim==0
+
+ k = np.atleast_1d(k)
+ x = np.atleast_1d(x)
+ ix = np.round(x/(2*np.pi))
+ x = x-ix
+
+ # These values should give 12 decimal digits
+ CK=50
+ a1, a2, a3, a4 = [28., 0.5, 100., 5.0]
+ C1 = 50.1
+
+ bx, bk = np.broadcast_arrays(x,k)
+ result = np.empty(bx.shape,dtype=np.float)
+
+ c_small_k = bk<CK
+ temp = result[c_small_k]
+ temp_xs = bx[c_small_k].astype(np.float)
+ temp_ks = bk[c_small_k].astype(np.float)
+ for i in range(len(temp)):
+ p = <int>(1+a1+a2*temp_ks[i]-a3/(temp_ks[i]+a4))
+ temp[i] = von_mises_cdf_series(temp_ks[i],temp_xs[i],p)
+ if temp[i]<0:
+ temp[i]=0
+ elif temp[i]>1:
+ temp[i]=1
+ result[c_small_k] = temp
+ result[~c_small_k] = von_mises_cdf_normalapprox(bk[~c_small_k],bx[~c_small_k],C1)
+
+ if not zerodim:
+ return result+(2*np.pi)*ix
+ else:
+ return (result+(2*np.pi)*ix)[0]
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