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pyloess's Introduction

**This repository is up for adoption!!**

As I'm not using with LOESS any more, I don't have the resources to invest any time in maintenance of this repository.  If anyone is interested in taking over, please let me know!


pyloess: a numpy wrapper to lowess and stl.

LOWESS
------

The initial file is available at: 
http://netlib.bell-labs.com/netlib/go/lowess.f.gz
Simple to double precision conversion by Pierre GERARD-MARCHANT, 2007/03.


STL 
-----

The initial file is available at:
http://netlib.bell-labs.com/netlib/a/stl.gz
Simple to double precision conversion by Pierre GERARD-MARCHANT, 2007/03.


Note :
The sandbox subfolder contains a pre-alpha version of the loess routines. These
routines are not fully tested, but they run.

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pyloess's Issues

No modules named _lowess, _stl, _loess

Hi There,

I have downloaded the pyloess package.
I have run python setup.py build and python setup.py install
When I type import pyloess in the python console, I got ImportError: No module named _lowess. I can not find _stl and _loess as well.
I have a Mac OS X 10.9.3 and Python 2.7.8.
Any ideas where that is coming from?
Many thanks,
Jérôme.

Segmentation fault when fitting 2-dimensional array for class loess

According to documentation in the files, class loess is able to handle multi-dimensional features:

loess = _loess.loess
"""
loess : locally weighted estimates. Multi-variate version
:Keywords:
    x : ndarray
        A (n,p) ndarray of independent variables, with n the number of observations
        and p the number of variables.
    y : ndarray
        A (n,) ndarray of observations

However, when I tried it, I simply got "Segmentation fault: 11". The code for reproduction is:

from numpy import *
x = random.randn(20, 5)
y = sum(x, axis=1) + sum(random.randn(20, 5), axis=1)
lo = loess(x, y)
lo.fit()

I tried to narrow down the location for the error by inserting output in the .c codes, and the problem is in line 41 in file loessc.c inside block "interpolate/1.approx":
F77_SUB(lowesb)(x, y, weights, diagonal, &one, iv, &liv, &lv, v);
This line seems to call a Fortran function lowesb. However, I am not sure how the interaction between C and Fortran works and how to write and debug Fortran codes. Can anyone identify and fix the problem, please?

By the way, I am using the python3-compatible version https://github.com/jcrotinger/pyloess. After the Segmentation fault, the OS shows the following crash report:
Process: Python [33329]
Path: /Library/Frameworks/Python.framework/Versions/3.6/Resources/Python.app/Contents/MacOS/Python
Identifier: Python
Version: 3.6.0 (3.6.0)
Code Type: X86-64 (Native)
Parent Process: bash [79547]
Responsible: Python [33329]
User ID: 502

Date/Time: 2018-05-17 14:30:20.699 +0200
OS Version: Mac OS X 10.12.3 (16D32)
Report Version: 12
Anonymous UUID: 6F848FCA-A0EC-0BDD-4156-6F44A1C752ED

Sleep/Wake UUID: B93DB63A-E8E4-4627-BBE7-B3C3A8F29FD5

Time Awake Since Boot: 10000000 seconds
Time Since Wake: 2000000 seconds

System Integrity Protection: enabled

Crashed Thread: 0 Dispatch queue: com.apple.main-thread

Exception Type: EXC_BAD_ACCESS (SIGSEGV)
Exception Codes: EXC_I386_GPFLT
Exception Note: EXC_CORPSE_NOTIFY

Termination Signal: Segmentation fault: 11
Termination Reason: Namespace SIGNAL, Code 0xb
Terminating Process: exc handler [0]

Thread 0 Crashed:: Dispatch queue: com.apple.main-thread
0 loess.cpython-36m-darwin.so 0x0000000103d2ba90 ehg139 + 1968
1 ??? 0xfff8000000000000 0 + 18444492273895866368

Thread 0 crashed with X86 Thread State (64-bit):
rax: 0x0000000000000014 rbx: 0x0000000000000000 rcx: 0x00007fff5bffd780 rdx: 0x00007fff5bffd820
rdi: 0x0000000000000015 rsi: 0xfff8000000000000 rbp: 0x0000000000000000 rsp: 0x00007fff5bffd520
r8: 0x0000000000000008 r9: 0x000000000000012c r10: 0x0000000000000000 r11: 0x0000000000000014
r12: 0x0000000000000000 r13: 0x0000000000000000 r14: 0x000000010117b728 r15: 0x000000010117c178
rip: 0x0000000103d2ba90 rfl: 0x0000000000010202 cr2: 0x0000000103d37cd0

Logical CPU: 3
Error Code: 0x00000000
Trap Number: 13

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0x7fffe3f6b000 - 0x7fffe3f6cfff libsystem_secinit.dylib (24) <5C1F1E47-0F7D-3E25-8DEB-D9DB1F902281> /usr/lib/system/libsystem_secinit.dylib
0x7fffe3f6d000 - 0x7fffe3f74fff libsystem_symptoms.dylib (532.30.6) <5D990CF5-B58F-39F7-B375-99B4EC62CFBD> /usr/lib/system/libsystem_symptoms.dylib
0x7fffe3f75000 - 0x7fffe3f95ff7 libsystem_trace.dylib (518.30.7) <6D34D1EA-2A3C-3D2D-803E-A666E6AEEE52> /usr/lib/system/libsystem_trace.dylib
0x7fffe3f96000 - 0x7fffe3f9bffb libunwind.dylib (35.3) <9F7C2AD8-A9A7-3DE4-828D-B0F0F166AAA0> /usr/lib/system/libunwind.dylib
0x7fffe3f9c000 - 0x7fffe3fc5ff7 libxpc.dylib (972.30.7) <65E41BB6-EBD5-3D93-B0BE-B190CEE4DD93> /usr/lib/system/libxpc.dylib

External Modification Summary:
Calls made by other processes targeting this process:
task_for_pid: 141
thread_create: 0
thread_set_state: 0
Calls made by this process:
task_for_pid: 0
thread_create: 0
thread_set_state: 0
Calls made by all processes on this machine:
task_for_pid: 793027647
thread_create: 0
thread_set_state: 0

VM Region Summary:
ReadOnly portion of Libraries: Total=154.4M resident=0K(0%) swapped_out_or_unallocated=154.4M(100%)
Writable regions: Total=63.2M written=0K(0%) resident=0K(0%) swapped_out=0K(0%) unallocated=63.2M(100%)

                            VIRTUAL   REGION 

REGION TYPE SIZE COUNT (non-coalesced)
=========== ======= =======
Kernel Alloc Once 8K 2
MALLOC 46.3M 28
MALLOC guard page 16K 4
MALLOC_LARGE (reserved) 384K 4 reserved VM address space (unallocated)
VM_ALLOCATE 8K 3
__DATA 4336K 96
__LINKEDIT 114.6M 35
__TEXT 39.8M 91
__UNICODE 556K 2
__UNIXSTACK 16.0M 2
shared memory 12K 4
=========== ======= =======
TOTAL 221.9M 260
TOTAL, minus reserved VM space 221.6M 260

Model: MacBookPro8,1, BootROM MBP81.0047.B2D, 2 processors, Intel Core i7, 2.8 GHz, 8 GB, SMC 1.68f99
Graphics: Intel HD Graphics 3000, Intel HD Graphics 3000, Built-In
Memory Module: BANK 0/DIMM0, 4 GB, DDR3, 1333 MHz, 0x80CE, 0x4D3437314235323733444D302D4348392020
Memory Module: BANK 1/DIMM0, 4 GB, DDR3, 1333 MHz, 0x80CE, 0x4D3437314235323733444D302D4348392020
AirPort: spairport_wireless_card_type_airport_extreme (0x14E4, 0xD6), Broadcom BCM43xx 1.0 (5.106.98.100.24)
Bluetooth: Version 5.0.3f1, 3 services, 27 devices, 1 incoming serial ports
Network Service: Wi-Fi, AirPort, en1
Serial ATA Device: Samsung SSD 850 EVO 500GB, 500.11 GB
Serial ATA Device: MATSHITADVD-R UJ-8A8
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USB Device: IR Receiver
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Thunderbolt Bus: MacBook Pro, Apple Inc., 22.1

pyloess cannot be built on Mac OSX with python 3.6

Hi,

I did
sudo python3 setup.py install
but many errors occured in file "src/_loess.c"

The file seems to be automatically generated and is very outdated:
/* Generated by Pyrex 0.9.5.1a on Sun Mar 25 18:15:15 2007 */

But generated from what? Is it from _loess.pyx? Then why not put it in the setup.py file to do it automatically when compiling?

Edit: it seems to be an issue with python3. I can successfully compile with python2. Can you add python3 support, please?

How to use masked arrays?

Hi,

I don't understand how to use masked arrays with stl.

import numpy as np
import numpy.ma as ma
from pyloess.mpyloess import stl

y = np.array([1,12,5,3,5,6])
yma = ma.masked_array(y, mask=[0,0,1,0,0,0])

stl(yma)

returns: ValueError: Masked arrays should be filled first!

In the code (mpyloess.py), I see that there is a check:

class stl:
    class _inputs:
        def __init__(self, y):
            self.y = masked_array(y, subok=True, copy=False).ravel()
            self._mask = self.y._mask
            if self._mask.any():
                raise ValueError("Masked arrays should be filled first!")
            self.y_eff = self.y.compressed()

So any masked arrays will raise this error.
If I try with yma.filled() instead, the fit does take the filled values into account, which is not what I want for masked arrays.
Is it possible to use masked arrays, I understood that STL could deal with missing data.

Note that I am using @jcrotinger's fork for Python 3.

Thanks!

Request for python3 support

Hi @andreas-h,

I am developing an open-source biomedical (genomic) data analysis tool, and I need pyloess for fitting data and calculating standard errors. Now I have to install pyloess in python2 and call it by execnet tunnel in python3. However, this would not only be more complicated for users, but also have a limit on the number of data I can send through the tunnel. Large genomic data simply would not work. For the sake of curing cancer and other diseases, can you help make pyloess directly compatible with python3, please?

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