cmomy

A Python package to calculate and manipulate Central (co)moments. The main features of cmomy are as follows:

• Numba accelerated computation of central moments and co-moments
• Routines to combine, and resample central moments.
• Both numpy array-like and xarray DataArray interfaces to Data.
• Routines to convert between central and raw moments.

Overview

cmomy is an open source package to calculate central moments and co-moments in a numerical stable and direct way. Behind the scenes, cmomy makes use of Numba to rapidly calculate moments. A good introduction to the type of formulas used can be found here.

Features

• Fast calculation of central moments and central co-moments with weights
• Support for scalar or vector inputs
• numpy and xarray api's
• bootstrap resampling

Status

This package is actively used by the author. Please feel free to create a pull request for wanted features and suggestions!

Quick start

Use one of the following

pip install cmomy

or

conda install -c conda-forge cmomy

Example usage

>>> import numpy as np
>>> import cmomy
>>> rng = cmomy.random.default_rng(seed=0)
>>> x = rng.random(100)
>>> m = x.mean()
>>> mom = np.array([((x - m) ** i).mean() for i in range(4)])
>>> c = cmomy.CentralMoments.from_vals(x, mom=3)

>>> np.testing.assert_allclose(c.cmom(), mom, atol=1e-8)
>>> c.cmom()
array([ 1.    ,  0.    ,  0.0919, -0.0061])

# break up into chunks
>>> c = cmomy.CentralMoments.from_vals(x.reshape(-1, 2), mom=3)

>>> c
<CentralMoments(val_shape=(2,), mom=(3,))>
array([[ 5.0000e+01,  5.3019e-01,  8.0115e-02, -4.3748e-03],
       [ 5.0000e+01,  5.6639e-01,  1.0297e-01, -8.9911e-03]])

# Reduce along an axis
>>> c.reduce(axis=0).cmom()
array([ 1.    ,  0.    ,  0.0919, -0.0061])

# unequal chunks
>>> x0, x1, x2 = x[:20], x[20:60], x[60:]

>>> cs = [cmomy.CentralMoments.from_vals(_, mom=3) for _ in (x0, x1, x2)]

>>> c = cs[0] + cs[1] + cs[2]

>>> np.testing.assert_allclose(c.cmom(), mom, atol=1e-8)
>>> c.cmom()
array([ 1.    ,  0.    ,  0.0919, -0.0061])

Note on caching

This code makes extensive use of the numba python package. This uses a jit compiler to speed up vital code sections. This means that the first time a function called, it has to compile the underlying code. However, caching has been implemented. Therefore, the very first time you run a function, it may be slow. But all subsequent uses (including other sessions) will be already compiled.

Documentation

See the documentation for a look at cmomy in action.

License

This is free software. See LICENSE.

Related work

This package is used extensively in the newest version of thermoextrap. See here.

Contact

The author can be reached at wpk@nist.gov.

Credits

This package was created using Cookiecutter with the usnistgov/cookiecutter-nist-python template.

Changelog

Changelog for cmomy

Unreleased

See the fragment files in changelog.d

v0.9.0 — 2024-04-10

Changed

• Can now resample with an arbitrary number of samples. Previously, it was assumed that resampling should be done with a shape (nrep, ndat), where nrep is the number of replicates and ndat is the shape of the data along the resampled axis. Now you can pass sample with shape (nrep, nsamp) where nsamp is the specified number of samples in a replicate (defaulting to ndat). This allows users to do things like jacknife resampling, etc, with resample_and_reduce methods.
• Preliminary support for using type hints in generated documentation. The standard sphinx autodoc support doesn't quite work for cmomy, as it requires type hints to be accessible at run time, and not in TYPE_CHECKING blocks. Instead, we use sphinx_autodoc_type. This has the downside of expanding type aliases, but handles (most things) being in TYPE_CHECKING blocks. Over time, we'll replace some of the explicit parameter type documentation with those from type hints.
• Fixed creation of templates in reduction routines of xCentralMoments. Previously, we build the template for the result using something like da.isel(dim=0). This kept scalar coordinates of da with dim. Now we use da.isel(dim=0, drop=True) to drop these.
• Updated dependencies.

v0.8.0 — 2024-02-20

Added

• Added to_values method to access underlying array data. This should be preferred to .values attribute.

• Added to_numpy method to access underlying numpy.ndarray.

• Added to_dataarray method to access underlying xarray.DataArray in xCentralMoment s

• Added submodule cmomy.random to handle random numbers generation. This uses numpy.random.Generator behind the scenes.

• Updated ruff lintering rules

• Now using hatchling for package building

• Update repo template

Changed

• Now CentralMoments and xCentralMoments ensure that data/data_flat share memory. This may result in passed data not being the same as the internal data, if reshaping data creates a copy.
• Made little used arguments keyword only

v0.7.0 — 2023-08-11

Added

• Now use lazy_loader to speed up initial load time.

• Now using module_utilities >=0.6.

• Changed from custom-inherit to docstring-inheritance

• Now fully supports typing (passing mypy --stict and pyright)

• Relocated numba functions to submodule cmomy._lib.

Changed

• Moved tests to top level of repo (src/cmomy/tests to tests)

v0.5.0 — 2023-06-14

Added

• Package now available on conda-forge

• Bumped maximum python version to 3.11

v0.4.1...v0.5.0

Changed

• Testing now handled with nox.

v0.4.0 — 2023-05-02

Added

• Moved module _docstrings_ to docstrings. This can be used by other modules.

Changed

• Update package layout

• New linters via pre-commit

• Development env now handled by tox

• Now use module-utilities to handle caching and docfiller.

v0.3.0...v0.4.0

v0.3.0 - 2023-04-24

Full set of changes: v0.2.2...v0.3.0

v0.2.2 - 2023-04-05

Full set of changes: v0.2.1...v0.2.2

v0.2.1 - 2023-04-05

Full set of changes: v0.2.0...v0.2.1

v0.2.0 - 2023-03-22

Full set of changes: v0.1.9...v0.2.0

v0.1.9 - 2023-02-15

Full set of changes: v0.1.8...v0.1.9

v0.1.8 - 2022-12-02

Full set of changes: v0.1.7...v0.1.8

v0.1.7 - 2022-09-28

Full set of changes: v0.1.6...v0.1.7

v0.1.6 - 2022-09-27

Full set of changes: v0.1.5...v0.1.6

v0.1.5 - 2022-09-26

Full set of changes: v0.1.4...v0.1.5

v0.1.4 - 2022-09-15

Full set of changes: v0.1.3...v0.1.4

v0.1.3 - 2022-09-15

Full set of changes: v0.1.2...v0.1.3

v0.1.2 - 2022-09-13

Full set of changes: v0.1.1...v0.1.2

v0.1.1 - 2022-09-13

Full set of changes: v0.1.0...v0.1.1

v0.1.0 - 2022-09-13

Full set of changes: v0.0.7...v0.1.0

v0.0.7 - 2021-05-18

Full set of changes: v0.0.6...v0.0.7

v0.0.6 - 2021-02-03

Full set of changes: v0.0.4...v0.0.6

v0.0.4 - 2020-12-21

Full set of changes: v0.0.3...v0.0.4 This software was developed by employees of the National Institute of Standards and Technology (NIST), an agency of the Federal Government. Pursuant to title 17 United States Code Section 105, works of NIST employees are not subject to copyright protection in the United States and are considered to be in the public domain. Permission to freely use, copy, modify, and distribute this software and its documentation without fee is hereby granted, provided that this notice and disclaimer of warranty appears in all copies.

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