add more 2d kde handeling functions

Author: njericha

Manifest.toml

@@ -2,7 +2,7 @@
 
 julia_version = "1.10.0"
 manifest_format = "2.0"
-project_hash = "49de629289277247d16c6846b32eb296b8facd17"
+project_hash = "71f408cd0b90fec1446e7c41f51cc12750942e43"
 
 [[deps.AbstractFFTs]]
 deps = ["LinearAlgebra"]
@@ -1126,6 +1126,12 @@ deps = ["Dates"]
 uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
 version = "1.0.3"
 
+[[deps.TSVD]]
+deps = ["Adapt", "LinearAlgebra"]
+git-tree-sha1 = "c39caef6bae501e5607a6caf68dd9ac6e8addbcb"
+uuid = "9449cd9e-2762-5aa3-a617-5413e99d722e"
+version = "0.4.4"
+
 [[deps.Tar]]
 deps = ["ArgTools", "SHA"]
 uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"

Project.toml

@@ -15,4 +15,5 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+TSVD = "9449cd9e-2762-5aa3-a617-5413e99d722e"
 Tullio = "bc48ee85-29a4-5162-ae0b-a64e1601d4bc"

docs/src/MatrixTensorFactor.md

@@ -40,8 +40,11 @@ DEFAULT_ALPHA
 ```@docs
 default_bandwidth
 make_densities
+make_densities2d
 standardize_KDEs
+standardize_2d_KDEs
 filter_inner_percentile
+filter_2d_inner_percentile
 ```
 
 ## 2D

src/MatrixTensorFactor.jl

@@ -19,7 +19,7 @@ export nnmtf_proxgrad_online
 
 export DEFAULT_ALPHA, DEFAULT_N_SAMPLES, MIN_STEP, MAX_STEP # Constants
 export IMPLIMENTED_OPTIONS, IMPLIMENTED_NORMALIZATIONS, IMPLIMENTED_PROJECTIONS, IMPLIMENTED_CRITERIA, IMPLIMENTED_STEPSIZES # implimented options
-export default_bandwidth, make_densities, standardize_KDEs, filter_inner_percentile # Functions
+export default_bandwidth, make_densities, standardize_KDEs, standardize_2d_KDEs, filter_inner_percentile, filter_2d_inner_percentile # Functions
 export repeatcoord, kde2d, coordzip # 2d density estimation functions
 
 include("utils.jl")

src/densityestimation.jl

@@ -1,5 +1,5 @@
 """
-Filters elements so only the ones in the inner P percentile remain.
+Filters elements so only the ones in the inner P percentile remain. See [`filter_2d_inner_percentile`](@ref).
 """
 filter_inner_percentile(v, P) = filter(_inrange(v, P), v)
 
@@ -97,7 +97,7 @@ function make_densities(
     #for (i, (measurement_values, b)) in enumerate(zip(data, bandwidths))
     for (i, measurement_values) in enumerate(data)
         # Estimate density based on the inner precentile to ignore outliers
-        #measurement_values = filter_inner_percentile(measurement_values, inner_percentile)
+        measurement_values = filter_inner_percentile(measurement_values, inner_percentile)
         density_estimates[i] = kde(measurement_values)#, bandwidth=b)
     end
 
@@ -124,7 +124,7 @@ const DEFAULT_N_SAMPLES = 64::Integer
 """
     standardize_KDEs(KDEs::AbstractVector{UnivariateKDE}; n_samples=DEFAULT_N_SAMPLES,)
 
-Resample the densities so they all are smapled from the same domain.
+Resample the densities so they all are sampled from the same domain.
 """
 function standardize_KDEs(KDEs; n_samples=DEFAULT_N_SAMPLES,)
     a = minimum(d -> d.x[begin], KDEs) # smallest left endpoint

src/densityestimation2d.jl

@@ -2,6 +2,70 @@
 Holds functions relevent for making 2D kernel density estimation
 """
 
+"""
+Filters 2d elements so only the ones in the inner P percentile remain. See [`filter_inner_percentile`](@ref).
+"""
+filter_2d_inner_percentile(vs, P) = filter(_in2drange(vs, P), vs)
+
+"""
+Returns a function that checks if each coordinate is in the inner P percentile of the values in vs.
+"""
+function _in2drange(vs, P)
+    p_low = (100 - P) / 2
+    p_high = 100 - p_low
+    a, b = quantile([v[1] for v in vs], [p_low, p_high] ./ 100)
+    c, d = quantile([v[2] for v in vs], [p_low, p_high] ./ 100)
+    return x -> ((a ≤ x[1] ≤ b) && (c ≤ x[2] ≤ d))
+end
+
+# TODO extend this to arbitrary number of dimentions
+
+"""
+make_densities2d(s::Sink; kwargs...)
+make_densities2d(s::Sink, domains::AbstractVector{<:AbstractVector}; kwargs...)
+
+Similar to [`make_densities`](@ref) but performs the KDE on 2 measurements jointly.
+"""
+function make_densities2d(
+data::AbstractVector{T};
+inner_percentile::Integer=100,
+#bandwidths::AbstractVector{<:Real}=default_bandwidth.(
+#    collect(eachmeasurement(s)),DEFAULT_ALPHA,inner_percentile),
+) where T
+# Argument Handeling: check inner_percentile is a percentile
+(0 < inner_percentile <= 100) ||
+    ArgumentError("inner_percentile must be between 0 and 100, got $inner_percentile")
+
+#(length(data[begin]) == 2) ||
+#    ArgumentError("should only be 2 measurements for the grain in s, got $length(getmeasurements(s))")
+
+#data = filter_2d_inner_percentile(data)
+
+KDE = kde(hcat(collect(array(g) for g in data)...)'; bandwidth=tuple(bandwidths...))
+return KDE
+end
+
+"""
+    standardize_2d_KDEs(KDEs::AbstractVector{BivariateKDE}; n_samples=DEFAULT_N_SAMPLES,)
+
+Resample the densities so they all are sampled from the same x and y coordinates.
+"""
+function standardize_2d_KDEs(KDEs; n_samples=DEFAULT_N_SAMPLES,)
+    a = minimum(f -> f.x[begin], KDEs) # smallest left endpoint
+    b = maximum(f -> f.x[end]  , KDEs) # biggest right endpoint
+    c = minimum(f -> f.y[begin], KDEs) # smallest left endpoint
+    d = maximum(f -> f.y[end]  , KDEs) # biggest right endpoint
+
+    x_new = range(a, b, length=n_samples) # make the (larger) x-values range
+    y_new = range(c, d, length=n_samples) # make the (larger) y-values range
+    KDEs_new = pdf.(KDEs, (x_new,), (y_new,)) # Resample the densities on the new domain.
+                                    # Note the second argument is a 1-tuple so that we can
+                                    # broadcast over the first argument only, i.e.
+                                    # KDEs_new[i] = pdf(KDEs[i], x_new)
+    return KDEs_new, x_new, y_new
+end
+
+
 """
     repeatcoord(coordinates, values)