How to use the numpy.log function in numpy

To help you get started, we’ve selected a few numpy examples, based on popular ways it is used in public projects.

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github firedrakeproject / tsfc / tests / test_sum_factorisation.py View on Github external
def test_lhs(cell, order):
    degrees = list(range(3, 8))
    if cell == TensorProductCell(triangle, interval):
        degrees = list(range(3, 6))
    flops = [count_flops(helmholtz(cell, degree))
             for degree in degrees]
    rates = numpy.diff(numpy.log(flops)) / numpy.diff(numpy.log(degrees))
    assert (rates < order).all()
github msmbuilder / msmbuilder / Mixtape / mslds_solvers / sparse_sdp / test_general_sdp_solver.py View on Github external
def h(X):
        R = get_entries(X, R_cds)
        # Move this out...
        np.seterr(divide='raise')
        np.seterr(invalid='raise')
        np.seterr(over='raise')
        np.seterr(divide='raise')
        np.seterr(invalid='raise')
        np.seterr(over='raise')
        try:
            val = -np.log(np.linalg.det(R)) + np.trace(np.dot(R, B))
        except FloatingPointError:
            return -np.inf
        return val
    # grad - log det R = -R^{-1} = -Q (see Boyd and Vandenberge, A4.1)
github simpeg / simpeg / tests / em / tdem / test_TDEM_crosscheck.py View on Github external
ncx = 8
    ncy = 8
    ncz = 8
    npad = 4
    # hx = [(cs, ncx), (cs, npad, 1.3)]
    # hz = [(cs, npad, -1.3), (cs, ncy), (cs, npad, 1.3)]
    mesh = Mesh.TensorMesh(
        [
            [(cs, npad, -1.3), (cs, ncx), (cs, npad, 1.3)],
            [(cs, npad, -1.3), (cs, ncy), (cs, npad, 1.3)],
            [(cs, npad, -1.3), (cs, ncz), (cs, npad, 1.3)]
        ], 'CCC'
    )

    active = mesh.vectorCCz < 0.
    activeMap = Maps.InjectActiveCells(mesh, active, np.log(1e-8), nC=mesh.nCz)
    mapping = Maps.ExpMap(mesh) * Maps.SurjectVertical1D(mesh) * activeMap

    prb = getattr(EM.TDEM, 'Problem3D_{}'.format(prbtype))(mesh, sigmaMap=mapping)

    rxtimes = np.logspace(-4, -3, 20)

    if waveform.upper() == 'RAW':
        out = EM.Utils.VTEMFun(prb.times, 0.00595, 0.006, 100)
        wavefun = interp1d(prb.times, out)
        t0 = 0.006
        waveform = EM.TDEM.Src.RawWaveform(offTime=t0, waveFct=wavefun)
        prb.timeSteps = [(1e-3, 5), (1e-4, 5), (5e-5, 10), (5e-5, 10), (1e-4, 10)]
        rxtimes = t0+rxtimes

    else:
        waveform = EM.TDEM.Src.StepOffWaveform()
github Vaibhav / Stock-Analysis / Prediction / data.py View on Github external
# Test data set
x_test = x[split:]
y_test = y[split:]

cls = SVC().fit(x_train, y_train)

accuracy_train = accuracy_score(y_train, cls.predict(x_train))
accuracy_test = accuracy_score(y_test, cls.predict(x_test))

print('\nTrain Accuracy:{: .2f}%'.format(accuracy_train*100))
print('Test Accuracy:{: .2f}%'.format(accuracy_test*100))

df['Predicted_Signal'] = cls.predict(x)

# Calculate log returns
df['Return'] = np.log(df.close.shift(-1) / df.close)*100
df['Strategy_Return'] = df.Return * df.Predicted_Signal
df.Strategy_Return.iloc[split:].cumsum().plot(figsize=(10,5))
plt.ylabel("Strategy Returns (%)")
plt.show()

print(df)
github janovergoor / choose2grow / src / util.py View on Github external
def manual_ll(D, alpha=1, p=0.5):
    """
    Manually compute the log likelihood for a model where edges are formed
    with by preferential attachment with alpha with probability p and
    uniformly at random with probability 1-p.
    """
    # preferential attachment
    # transform degree to score
    D['score'] = np.exp(alpha * np.log(D.deg + log_smooth))
    # compute total utility per case
    score_tot = D.groupby('choice_id')['score'].aggregate(np.sum)
    # compute probabilities of choices
    scores_pa = np.array(D.loc[D.y == 1, 'score']) / np.array(score_tot)
    # uniform
    scores_uniform = np.array(1.0 / D.groupby('choice_id')['y'].aggregate(len))
    # combine stores
    scores = p * scores_pa + (1 - p) * scores_uniform
    # add tiny smoothing for deg=0 choices
    scores += log_smooth
    # return sum
    return -1 * sum(np.log(scores))
github ispingos / pytheas-splitting / pytheas / lib / rotationcorrelation.py View on Github external
def r2z(r):
    """
    Convert from R-space to CC-space

    :type r: float
    :param r: the critical value in the R space
    :returns: the critical value in the CC-space

    """
    return np.log((1+r)/(1-r))/2.0
github Morisset / PyNeb_devel / pyneb / extinction / red_corr.py View on Github external
def getErrCorr(self, wave, err_E_BV, rel_wave=None):
        """
        Return the error on the correction for a given wavelength, given the error on E(B-V)
        
        Parameters:
            - wave         wavelength(s)
            - err_E_BV     error on E(B-V)
            - rel_wave     reference wavelength for the normalization (optional)

        """
        if rel_wave is None:
            rel_X = 0.
        else:
            rel_X = self.X(rel_wave)
        return  np.log(10) * abs(self.X(wave) - rel_X) * 0.4 * err_E_BV * self.E_BV
github bowman-lab / enspara / enspara / msm / bace.py View on Github external
d = np.zeros(indices.shape[0], dtype=np.float32)
    p1 = c1 / w1
    for i in range(indices.shape[0]):
        ind2 = indices[i]

        if scipy.sparse.issparse(c):
            c2 = (c[ind2, statesKeep].toarray()[0] + unmerged[ind2] *
                  unmerged[statesKeep] / c.shape[0])
        else:
            c2 = (c[ind2, statesKeep] + unmerged[ind2]*unmerged[statesKeep] /
                  c.shape[0])

        p2 = c2 / w[ind2]
        cp = c1 + c2
        cp /= (w1 + w[ind2])
        d[i] = c1.dot(np.log(p1/cp)) + c2.dot(np.log(p2/cp))
    return d
github AlbertHG / Coursera-Deep-Learning-deeplearning.ai / 04-Convolutional Neural Networks / week3 / yad2k / models / keras_yolo.py View on Github external
intersect_wh = np.maximum(intersect_maxes - intersect_mins, 0.)
            intersect_area = intersect_wh[0] * intersect_wh[1]
            box_area = box[2] * box[3]
            anchor_area = anchor[0] * anchor[1]
            iou = intersect_area / (box_area + anchor_area - intersect_area)
            if iou > best_iou:
                best_iou = iou
                best_anchor = k
                
        if best_iou > 0:
            detectors_mask[i, j, best_anchor] = 1
            adjusted_box = np.array(
                [
                    box[0] - j, box[1] - i,
                    np.log(box[2] / anchors[best_anchor][0]),
                    np.log(box[3] / anchors[best_anchor][1]), box_class
                ],
                dtype=np.float32)
            matching_true_boxes[i, j, best_anchor] = adjusted_box
    return detectors_mask, matching_true_boxes
github harveywwu / pyktrader / data_handler.py View on Github external
def fisher(df, win, smooth_p = 0.7, smooth_i = 0.7):
    roll_high = max(df.high[-win:])
    roll_low  = min(df.low[-win:])
    price_loc = (df.ix[-1, 'close'] - roll_low)*2.0/(roll_high - roll_low) - 1
    df.ix[-1, 'FISHER_P'] = df.ix[-2, 'FISHER_P'] * (1 - smooth_p) + smooth_p * price_loc
    fisher_ind = 0.5 * np.log((1 + df.ix[-1, 'FISHER_P'])/(1 - df.ix[-1, 'FISHER_P']))
    df.ix[-1, 'FISHER_I'] =  df.ix[-2, 'FISHER_I'] * (1 - smooth_i) + smooth_i * fisher_ind