https://github.com/huonw/sisfft-py

https://github.com/huonw/sisfft-py

Last synced: about 1 month ago
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• Host: GitHub
• URL: https://github.com/huonw/sisfft-py
• Owner: huonw
• License: mit
• Created: 2016-05-30T17:46:58.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2022-12-26T20:04:15.000Z (almost 2 years ago)
• Last Synced: 2024-10-07T22:11:50.468Z (about 1 month ago)
• Language: Python
• Size: 84 KB
• Stars: 5
• Watchers: 5
• Forks: 1
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# sisfft

A Python implementation of sisFFT and aFFT-C.

See also: an R implementation https://github.com/huonw/sisfft

Example of using sisFFT to compute a pvalue, along with doing a raw

convolution power:

```Python

import sisfft, numpy

log_pmf = numpy.log([0.1, 0.3, 0.2, 0.4])

L = 10 # 10-fold convolution

s0 = 25 # threshold

error_limit = 1e-3

# compute the pvalue of s0 directly

print repr(numpy.exp(sisfft.log_pvalue(log_pmf, s0, L, error_limit)))

# => 0.044086067199999975

# now compute the full 10-fold convolution (delta limit of zero means no truncation)

log_full_conv = sisfft.log_convolve_power(log_pmf, L, error_limit, 0.0)

# use this to compute the pvalue

pvalue = sum(numpy.exp(log_full_conv)[s0:])

print repr(pvalue)

# => 0.044086067199999877

```

Example of aFFT-C:

```Python

import sisfft, numpy

# two pmfs

pmf1 = [0.1, 0.3, 0.2, 0.4]

pmf2 = [0.25, 0.25, 0.25, 0.25]

log_pmf1 = numpy.log(pmf1)

log_pmf2 = numpy.log(pmf2)

beta = 1e-3 # accuracy parameter

# Compute pmf1 * pmf2 in two ways:

# first, with numpy's built in convolve

direct = numpy.convolve(pmf1, pmf2)

# and then with aFFT-C

via_afftc = sisfft.log_convolve(log_pmf1, log_pmf2, beta)

print direct

# => array([ 0.025,  0.1  ,  0.15 ,  0.25 ,  0.225,  0.15 ,  0.1  ])

print numpy.exp(via_afftc)

# => array([ 0.025,  0.1  ,  0.15 ,  0.25 ,  0.225,  0.15 ,  0.1  ])

# They're not exactly the same, but aFFT-C is well within the error bounds:

rel_error = (numpy.exp(via_afftc) - direct) / direct

print rel_error

# => array([ -4.16333634e-16,  -6.93889390e-16,   1.85037171e-16,

#             0.00000000e+00,   0.00000000e+00,   0.00000000e+00,

#            -2.77555756e-16])

```