from math import * from random import * # function [alpha, xmin, n]=plvar(x, varargin) # PLVAR estimates the uncertainty in the estimated power-law parameters. # Source: http://www.santafe.edu/~aaronc/powerlaws/ # # PLVAR(x) takes a vector of observations x and returns estimated # uncertainties in the estimated power-law parameters, based on the # nonparametric approach described in Clauset, Shalizi, Newman (2007). # PLVAR automatically detects whether x is composed of real or integer # values, and applies the appropriate method. For discrete data, if # min(x) > 1000, PLVAR uses the continuous approximation, which is # a reliable in this regime. # # The fitting procedure works as follows: # 1) For each possible choice of x_min, we estimate alpha via the # method of maximum likelihood, and calculate the Kolmogorov-Smirnov # goodness-of-fit statistic D. # 2) We then select as our estimate of x_min, the value that gives the # minimum value D over all values of x_min. # # Note that this procedure gives no estimate of the validity of the fit. # # Example: # # x = [500,150,90,81,75,75,70,65,60,58,49,47,40] # [alpha, xmin, ntail] = plvar(x); # # For more information, try 'type plvar' # # See also PLFIT, PLPVA # Version 1.0.8 (2010 April) # Copyright (C) 2008-2011 Aaron Clauset (Santa Fe Institute) # Ported to Python by Joel Ornstein (2011 July) #(joel_ornstein@hmc.edu) # Distributed under GPL 2.0 # http://www.gnu.org/copyleft/gpl.html # PLVAR comes with ABSOLUTELY NO WARRANTY # # # The 'zeta' helper function is modified from the open-source library 'mpmath' # mpmath: a Python library for arbitrary-precision floating-point arithmetic # http://code.google.com/p/mpmath/ # version 0.17 (February 2011) by Fredrik Johansson and others # # Notes: # # 1. In order to implement the integer-based methods in Matlab, the numeric # maximization of the log-likelihood function was used. This requires # that we specify the range of scaling parameters considered. We set # this range to be 1.50 to 3.50 at 0.01 intervals by default. # This range can be set by the user like so, # # a = plvar(x,'range',[1.50,3.50,0.01]) # # # 2. PLVAR can be told to limit the range of values considered as estimates # for xmin in three ways. First, it can be instructed to sample these # possible values like so, # # a = plvar(x,'sample',100); # # which uses 100 uniformly distributed values on the sorted list of # unique values in the data set. Second, it can simply omit all # candidates above a hard limit, like so # # a = plvar(x,'limit',3.4); # # Finally, it can be forced to use a fixed value, like so # # a = plvar(x,'xmin',3.4); # # In the case of discrete data, it rounds the limit to the nearest # integer. # # 3. The default number of nonparametric repetitions of the fitting # procedure is 1000. This number can be changed like so # # a = plvar(x,'reps',10000); # # 4. To silence the textual output to the screen, do this # # p = plvar(x,'silent'); # # def plvar(x,*varargin): vec = [] sample = [] xminx = [] limit = [] Bt = [] quiet = False # parse command-line parameters trap for bad input i=0 while iRange[0]: argok=0 vec=[] try: vec=map(lambda X:X*float(Range[2])+Range[0],\ range(int((Range[1]-Range[0])/Range[2]))) except: argok=0 vec=[] if Range[0]>=Range[1]: argok=0 vec=[] i-=1 i+=1 elif varargin[i]== 'sample': sample = varargin[i+1] i = i + 1 elif varargin[i]== 'limit': limit = varargin[i+1] i = i + 1 elif varargin[i]== 'xmin': xminx = varargin[i+1] i = i + 1 elif varargin[i]== 'reps': Bt = varargin[i+1] i = i + 1 elif varargin[i]== 'silent': quiet = True else: argok=0 if not argok: print '(PLVAR) Ignoring invalid argument #',i+1 i = i+1 if vec!=[] and (type(vec)!=list or min(vec)<=1): print '(PLVAR) Error: ''range'' argument must contain a vector or minimum <= 1. using default.\n' vec = [] if sample!=[] and sample<2: print'(PLVAR) Error: ''sample'' argument must be a positive integer > 1. using default.\n' sample = [] if limit!=[] and limit= 1. using default.\n' limit = [] if xminx!=[] and xminx>=max(x): print'(PLVAR) Error: ''xmin'' argument must be a positive value < max(x). using default behavior.\n' xminx = [] if Bt!=[] and Bt<2: print '(PLVAR) Error: ''reps'' argument must be a positive value > 1; using default.\n' Bt = []; # select method (discrete or continuous) for fitting if reduce(lambda X,Y:X==True and floor(Y)==float(Y),x,True): f_dattype = 'INTS' elif reduce(lambda X,Y:X==True and (type(Y)==int or type(Y)==float or type(Y)==long),x,True): f_dattype = 'REAL' else: f_dattype = 'UNKN' if f_dattype=='INTS' and min(x) > 1000 and len(x)>100: f_dattype = 'REAL' N=len(x) if Bt==[]: Bt=1000 bofA = [] bofB = [] bofC = [] if not quiet: print 'Power-law Distribution, parameter error calculation\n' print ' Copyright 2007-2009 Aaron Clauset\n' print ' Warning: This can be a slow calculation; please be patient.\n' print ' n = ',len(x),'\n reps = ',Bt # estimate xmin and alpha, accordingly if f_dattype== 'REAL': for B in range(0,Bt): # bootstrap resample y = [] for i in range(0,N): y.append(x[int(floor(N*random()))]) ymins = unique(y) ymins.sort() ymins=ymins[0:-1] if xminx!=[]: ymins = [min(filter(lambda X: X>=xminx,ymins))] if limit!=[]: qmins=filter(lambda X: X<=limit,qmins) if qmins==[]: qmins=[min(y)] if sample!=[]: step = float(len(ymins))/(sample-1) index_curr=0 new_ymins=[] for i in range (0,sample): if round(index_curr)==len(ymins): index_curr-=1 new_ymins.append(ymins[int(round(index_curr))]) index_curr+=step ymins = unique(new_ymins) ymins.sort() z = sorted(y) dat = [] for xm in range(0,len(ymins)): xmin = ymins[xm] z = filter(lambda X:X>=xmin,z) n = len(z) # estimate alpha using direct MLE a = float(n)/sum(map(lambda X: log(float(X)/xmin),z)) # compute KS statistic cf = map(lambda X:1-pow((float(xmin)/X),a),z) dat.append( max( map(lambda X: abs(cf[X]-float(X)/n),range(0,n)))) ymin = ymins[dat.index(min(dat))] z = filter(lambda X: X>=ymin,y) n = len(z) alpha = 1+float(n)/sum(map(lambda X: log(float(X)/ymin),z)) bofA.append(n) bofB.append(ymin) bofC.append(alpha) # store distribution of estimated parameter values if not quiet: print '['+str(B+1)+']\tntail = ',round(mean(bofA),3),' (',round(std(bofA),3),')','\txmin = ',\ round(mean(bofB),3),' (',round(std(bofB),3),')','\talpha = ',round(mean(bofC),3),' (',round(std(bofC),3),')' n = std(bofA) xmin = std(bofB) alpha = std(bofC) elif f_dattype== 'INTS': x=map(int,x) if vec==[]: for X in range(150,351): vec.append(X/100.) # covers range of most practical # scaling parameters zvec = map(zeta, vec) for B in range(0,Bt): # bootstrap resample y = [] for i in range(0,N): y.append(x[int(floor(N*random()))]) ymins = unique(y) ymins.sort() ymins=ymins[0:-1] if xminx!=[]: ymins = [min(filter(lambda X: X>=xminx,ymins))] if limit!=[]: qmins=filter(lambda X: X<=limit,qmins) if qmins==[]: qmins=[min(y)] if sample!=[]: step = float(len(ymins))/(sample-1) index_curr=0 new_ymins=[] for i in range (0,sample): if round(index_curr)==len(ymins): index_curr-=1 new_ymins.append(ymins[int(round(index_curr))]) index_curr+=step ymins = unique(new_ymins) ymins.sort() ymax = max(y) z = sorted(y) datA = [] datB = [] for xm in range(0,len(ymins)): xmin = ymins[xm] z = filter(lambda X:X>=xmin,z) n = len(z) L = [] slogz = sum(map(log,z)) xminvec = range (1,xmin) for k in range (1,len(vec)): L.append(-vec[k]*float(slogz) - float(n)*log(float(zvec[k]) - sum(map(lambda X:pow(float(X),-vec[k]),xminvec)))) I = L.index(max(L)) # compute KS statistic fit = reduce(lambda X,Y: X+[Y+X[-1]],\ (map(lambda X: pow(X,-vec[I])/(float(zvec[I])-sum(map(lambda X: pow(X,-vec[I]),map(float,range(1,xmin))))),range(xmin,ymax+1))),[0])[1:] cdi=[] for XM in range(xmin,ymax+1): cdi.append(len(filter(lambda X: floor(X)<=XM,z))/float(n)) datA.append(max( map(lambda X: abs(fit[X] - cdi[X]),range(0,ymax-xmin+1)))) datB.append(vec[I]) I = datA.index(min(datA)) ymin = ymins[I] n = len(filter(lambda X:X>=ymin,y)) alpha = datB[I] bofA.append(n) bofB.append(ymin) bofC.append(alpha) # store distribution of estimated parameter values if not quiet: print '['+str(B+1)+']\tntail = ',round(mean(bofA),3),' (',round(std(bofA),3),')','\txmin = ',\ round(mean(bofB),3),' (',round(std(bofB),3),')','\talpha = ',round(mean(bofC),3),' (',round(std(bofC),3),')' n = std(bofA) xmin = std(bofB) alpha = std(bofC) else: print '(PLVAR) Error: x must contain only reals or only integers.\n' n = [] xmin = [] alpha = [] return [alpha,xmin,n] # helper functions (unique and zeta) def mean(L): try: return float(sum(L))/len(L) except: return 0 def std(L): try: u = mean(L) return sqrt((1./(len(L)-1))*sum(map(lambda X: pow(X-u,2),L))) except: return 0 def unique(seq): # not order preserving set = {} map(set.__setitem__, seq, []) return set.keys() def _polyval(coeffs, x): p = coeffs[0] for c in coeffs[1:]: p = c + x*p return p _zeta_int = [\ -0.5, 0.0, 1.6449340668482264365,1.2020569031595942854,1.0823232337111381915, 1.0369277551433699263,1.0173430619844491397,1.0083492773819228268, 1.0040773561979443394,1.0020083928260822144,1.0009945751278180853, 1.0004941886041194646,1.0002460865533080483,1.0001227133475784891, 1.0000612481350587048,1.0000305882363070205,1.0000152822594086519, 1.0000076371976378998,1.0000038172932649998,1.0000019082127165539, 1.0000009539620338728,1.0000004769329867878,1.0000002384505027277, 1.0000001192199259653,1.0000000596081890513,1.0000000298035035147, 1.0000000149015548284] _zeta_P = [-3.50000000087575873, -0.701274355654678147, -0.0672313458590012612, -0.00398731457954257841, -0.000160948723019303141, -4.67633010038383371e-6, -1.02078104417700585e-7, -1.68030037095896287e-9, -1.85231868742346722e-11][::-1] _zeta_Q = [1.00000000000000000, -0.936552848762465319, -0.0588835413263763741, -0.00441498861482948666, -0.000143416758067432622, -5.10691659585090782e-6, -9.58813053268913799e-8, -1.72963791443181972e-9, -1.83527919681474132e-11][::-1] _zeta_1 = [3.03768838606128127e-10, -1.21924525236601262e-8, 2.01201845887608893e-7, -1.53917240683468381e-6, -5.09890411005967954e-7, 0.000122464707271619326, -0.000905721539353130232, -0.00239315326074843037, 0.084239750013159168, 0.418938517907442414, 0.500000001921884009] _zeta_0 = [-3.46092485016748794e-10, -6.42610089468292485e-9, 1.76409071536679773e-7, -1.47141263991560698e-6, -6.38880222546167613e-7, 0.000122641099800668209, -0.000905894913516772796, -0.00239303348507992713, 0.0842396947501199816, 0.418938533204660256, 0.500000000000000052] def zeta(s): """ Riemann zeta function, real argument """ if not isinstance(s, (float, int)): try: s = float(s) except (ValueError, TypeError): try: s = complex(s) if not s.imag: return complex(zeta(s.real)) except (ValueError, TypeError): pass raise NotImplementedError if s == 1: raise ValueError("zeta(1) pole") if s >= 27: return 1.0 + 2.0**(-s) + 3.0**(-s) n = int(s) if n == s: if n >= 0: return _zeta_int[n] if not (n % 2): return 0.0 if s <= 0.0: return 0 if s <= 2.0: if s <= 1.0: return _polyval(_zeta_0,s)/(s-1) return _polyval(_zeta_1,s)/(s-1) z = _polyval(_zeta_P,s) / _polyval(_zeta_Q,s) return 1.0 + 2.0**(-s) + 3.0**(-s) + 4.0**(-s)*z