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Merge pull request #349 from jorenham/optype-0.7
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bump `optype` to `0.7.1` and `scipy-stubs` to `1.14.1.4`
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@jorenham
jorenham authored Nov 19, 2024
2 parents 39520bb + a239da2 commit c1adc8e
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Showing 40 changed files with 1,163 additions and 1,372 deletions.
318 changes: 158 additions & 160 deletions lmo/_lm.py
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121 changes: 62 additions & 59 deletions lmo/_lm_co.py
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Original file line number Diff line number Diff line change
@@ -1,9 +1,10 @@
from __future__ import annotations

import sys
from typing import TYPE_CHECKING, Any, Literal, TypeAlias, Unpack, cast
from typing import Any, TypeAlias, Unpack, cast

import numpy as np
import optype.numpy as onp

import lmo.typing as lmt
from ._lm import l_weights
Expand All @@ -14,12 +15,6 @@
else:
from typing_extensions import TypeVar

if TYPE_CHECKING:
import optype.numpy as onpt

import lmo.typing.np as lnpt


__all__ = (
"l_cokurt",
"l_cokurtosis",
Expand All @@ -33,28 +28,24 @@
)


_T_scalar = TypeVar("_T_scalar", bound=np.generic)
_T_float = TypeVar("_T_float", bound=np.floating[Any], default=np.float64)
_DType: TypeAlias = np.dtype[_T_scalar] | type[_T_scalar]
_SCT = TypeVar("_SCT", bound=np.generic)
_SCT_f = TypeVar("_SCT_f", bound=np.floating[Any], default=np.float64)

_N0 = TypeVar("_N0", bound=int)
_N1 = TypeVar("_N1", bound=int)
_N2 = TypeVar("_N2", bound=int)
_Array2D: TypeAlias = np.ndarray[tuple[_N0, _N1], np.dtype[_T_scalar]]
_Array3D: TypeAlias = np.ndarray[tuple[_N0, _N1, _N2], np.dtype[_T_scalar]]
_DType: TypeAlias = np.dtype[_SCT] | type[_SCT]
_Array3D: TypeAlias = onp.Array[tuple[int, int, int], _SCT]


def l_comoment(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
r: lmt.AnyOrder | lmt.AnyOrderND,
a: onp.ToFloat1D | onp.ToFloat2D,
r: lmt.ToOrder0D | lmt.ToOrderND,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
rowvar: bool | None = None,
sort: lnpt.SortKind | None = None,
sort: lmt.SortKind | None = None,
cache: bool | None = None,
) -> onpt.Array[Any, _T_float]:
) -> onp.ArrayND[_SCT_f]:
r"""
Multivariate extension of [`lmo.l_moment`][lmo.l_moment].
Expand Down Expand Up @@ -158,9 +149,9 @@ def l_comoment(
m, n = x.shape

if np.isscalar(r):
_r = np.array(clean_order(cast(lmt.AnyOrder, r)))
_r = np.array(clean_order(cast(lmt.ToOrder0D, r)))
else:
_r = clean_orders(cast(lmt.AnyOrderND, r))
_r = clean_orders(cast(lmt.ToOrderND, r))

if not m:
return np.empty((*np.shape(_r), 0, 0), dtype=dtype)
Expand Down Expand Up @@ -194,15 +185,15 @@ def l_comoment(


def l_coratio(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
r: lmt.AnyOrder | lmt.AnyOrderND,
s: lmt.AnyOrder | lmt.AnyOrderND,
a: onp.ToFloat1D | onp.ToFloat2D,
r: lmt.ToOrder0D | lmt.ToOrderND,
s: lmt.ToOrder0D | lmt.ToOrderND,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
**kwds: Unpack[lmt.LComomentOptions],
) -> onpt.Array[Any, _T_float]:
) -> onp.ArrayND[_SCT_f]:
r"""
Estimate the generalized matrix of L-comoment ratio's.
Expand All @@ -224,13 +215,13 @@ def l_coratio(


def l_costats(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
a: onp.ToFloat1D | onp.ToFloat2D,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
**kwds: Unpack[lmt.LComomentOptions],
) -> _Array3D[Literal[4], Any, Any, _T_float]:
) -> _Array3D[_SCT_f]:
"""
Calculates the L-*co*scale, L-corr(elation), L-*co*skew(ness) and
L-*co*kurt(osis).
Expand All @@ -242,17 +233,19 @@ def l_costats(
- [`lmo.l_coratio`][lmo.l_coratio]
"""
r, s = [2, 2, 3, 4], [0, 2, 2, 2]
return l_coratio(a, r, s, trim=trim, dtype=dtype, **kwds)
out = l_coratio(a, r, s, trim=trim, dtype=dtype, **kwds)
assert out.ndim == 3
return cast(_Array3D[_SCT_f], out)


def l_coloc(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
a: onp.ToFloat1D | onp.ToFloat2D,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
**kwds: Unpack[lmt.LComomentOptions],
) -> _Array2D[Any, Any, _T_float]:
) -> onp.Array2D[_SCT_f]:
r"""
L-colocation matrix of 1st L-comoment estimates, $\Lambda^{(s, t)}_1$.
Expand Down Expand Up @@ -291,17 +284,19 @@ def l_coloc(
- [`lmo.l_loc`][lmo.l_loc]
- [`numpy.mean`][numpy.mean]
"""
return l_comoment(a, 1, trim=trim, dtype=dtype, **kwds)
out = l_comoment(a, 1, trim=trim, dtype=dtype, **kwds)
assert out.ndim == 2
return cast(onp.Array2D[_SCT_f], out)


def l_coscale(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
a: onp.ToFloat1D | onp.ToFloat2D,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
**kwds: Unpack[lmt.LComomentOptions],
) -> _Array2D[Any, Any, _T_float]:
) -> onp.Array2D[_SCT_f]:
r"""
L-coscale matrix of 2nd L-comoment estimates, $\Lambda^{(s, t)}_2$.
Expand All @@ -327,17 +322,19 @@ def l_coscale(
- [`lmo.l_scale`][lmo.l_scale]
- [`numpy.cov`][numpy.cov]
"""
return l_comoment(a, 2, trim=trim, dtype=dtype, **kwds)
out = l_comoment(a, 2, trim=trim, dtype=dtype, **kwds)
assert out.ndim == 2
return cast(onp.Array2D[_SCT_f], out)


def l_corr(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
a: onp.ToFloat1D | onp.ToFloat2D,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
**kwds: Unpack[lmt.LComomentOptions],
) -> _Array2D[Any, Any, _T_float]:
) -> onp.Array2D[_SCT_f]:
r"""
Sample L-correlation coefficient matrix $\tilde\Lambda^{(s, t)}_2$;
the ratio of the L-coscale matrix over the L-scale **column**-vectors.
Expand Down Expand Up @@ -373,17 +370,19 @@ def l_corr(
- [`lmo.l_coratio`][lmo.l_coratio]
- [`numpy.corrcoef`][numpy.corrcoef]
"""
return l_coratio(a, 2, 2, trim=trim, dtype=dtype, **kwds)
out = l_coratio(a, 2, 2, trim=trim, dtype=dtype, **kwds)
assert out.ndim == 2
return cast(onp.Array2D[_SCT_f], out)


def l_coskew(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
a: onp.ToFloat1D | onp.ToFloat2D,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
**kwds: Unpack[lmt.LComomentOptions],
) -> _Array2D[Any, Any, _T_float]:
) -> onp.Array2D[_SCT_f]:
r"""
Sample L-coskewness coefficient matrix $\tilde\Lambda^{(s, t)}_3$.
Expand All @@ -393,17 +392,19 @@ def l_coskew(
- [`lmo.l_coratio`][lmo.l_coratio]
- [`lmo.l_skew`][lmo.l_skew]
"""
return l_coratio(a, 3, 2, trim=trim, dtype=dtype, **kwds)
out = l_coratio(a, 3, 2, trim=trim, dtype=dtype, **kwds)
assert out.ndim == 2
return cast(onp.Array2D[_SCT_f], out)


def l_cokurtosis(
a: lnpt.AnyVectorFloat | lnpt.AnyMatrixFloat,
a: onp.ToFloat1D | onp.ToFloat2D,
/,
trim: lmt.AnyTrim = 0,
trim: lmt.ToTrim = 0,
*,
dtype: _DType[_T_float] = np.float64,
dtype: _DType[_SCT_f] = np.float64,
**kwds: Unpack[lmt.LComomentOptions],
) -> _Array2D[Any, Any, _T_float]:
) -> onp.Array2D[_SCT_f]:
r"""
Sample L-cokurtosis coefficient matrix $\tilde\Lambda^{(s, t)}_4$.
Expand All @@ -413,7 +414,9 @@ def l_cokurtosis(
- [`lmo.l_coratio`][lmo.l_coratio]
- [`lmo.l_kurtosis`][lmo.l_kurtosis]
"""
return l_coratio(a, 4, 2, trim=trim, dtype=dtype, **kwds)
out = l_coratio(a, 4, 2, trim=trim, dtype=dtype, **kwds)
assert out.ndim == 2
return cast(onp.Array2D[_SCT_f], out)


l_cokurt = l_cokurtosis
Expand Down
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