Do likelihood based parameter estimation using maximum likeihood and bayesian methods
Project description
dataprob was designed to allow scientists to easily fit user-defined models to experimental data. It allows maximum likelihood, bootstrap, and Bayesian analyses with a simple and consistent interface.
Design principles
ease of use: Users write a python function that describes their model, then load in their experimental data as a dataframe.
dataframe centric: Uses a pandas dataframe to specify parameter bounds, guesses, fixedness, and priors. Observed data can be passed in as a dataframe or numpy vector. All outputs are pandas dataframes.
consistent experience: Users can run maximum-likelihood, bootstrap resampling, or Bayesian MCMC analyses with an identical interface and nearly identical diagnostic outputs.
interpretable: Provides diagnostic plots and runs tests to validate fit results.
Simple example
The following code generates noisy linear data and uses dataprob to find the maximum likelihood estimate of its slope and intercept. Run on Google Colab.
import dataprob
import numpy as np
# Generate "experimental" linear data (slope = 5, intercept = 5.7) that has
# random noise on each point.
x_array = np.linspace(0,10,25)
noise = np.random.normal(loc=0,scale=0.5,size=x_array.shape)
y_obs = 5*x_array + 5.7 + noise
# 1. Define a linear model
def linear_model(m=1,b=1,x=[]):
return m*x + b
# 2. Set up the analysis. 'method' can be "ml", "mcmc", or "bootstrap"
f = dataprob.setup(linear_model,
method="ml",
non_fit_kwargs={"x":x_array})
# 3. Fit the parameters of linear_model model to y_obs, assuming uncertainty
# of 0.5 on each observed point.
f.fit(y_obs=y_obs,
y_std=0.5)
# 4. Access results
fig = dataprob.plot_summary(f)
fig = dataprob.plot_corner(f)
print(f.fit_df)
print(f.fit_quality)
The plots will be:
The f.fit_df dataframe will look something like:
index |
name |
estimate |
std |
low_95 |
high_95 |
… |
prior_std |
---|---|---|---|---|---|---|---|
m |
m |
5.009 |
0.045 |
4.817 |
5.202 |
… |
NaN |
b |
b |
5.644 |
0.274 |
4.465 |
6.822 |
… |
NaN |
The f.fit_quality dataframe will look something like:
name |
description |
is_good |
value |
---|---|---|---|
num_obs |
number of observations |
True |
25.000 |
num_param |
number of fit parameters |
True |
2.000 |
lnL |
log likelihood |
True |
-18.761 |
chi2 |
chi^2 goodness-of-fit |
True |
0.241 |
reduced_chi2 |
reduced chi^2 |
True |
1.192 |
mean0_resid |
t-test for residual mean != 0 |
True |
1.000 |
durbin-watson |
Durbin-Watson test for correlated residuals |
True |
2.265 |
ljung-box |
Ljung-Box test for correlated residuals |
True |
0.943 |
Installation
We recommend installing dataprob with pip:
pip install dataprob
To install from source and run tests:
git clone https://github.com/harmslab/dataprob.git
cd dataprob
pip install .
# to run test-suite
pytest --runslow
Examples
A good way to learn how to use the library is by working through examples. The following notebooks are included in the dataprob/examples/ directory. They are self-contained demonstrations in which dataprob is used to analyze various classes of experimental data. The links below launch each notebook in Google Colab:
api-example.ipynb: shows various features of the API when analyzing a linear model
linear.ipynb: fit a linear model to noisy data (2 parameter, linear)
binding.ipynb: a single-site binding interaction (2 parameter, sigmoidal curve)
michaelis-menten.ipynb: Michaelis-Menten model of enzyme kinetics (2 parameter, sigmoidal curve)
lagged-exponential.ipynb: bacterial growth curve with initial lag phase (3 parameter, exponential)
multi-gaussian.ipynb: two overlapping normal distributions (6 parameter, Gaussian)
periodic.ipynb: periodic data (3 parameter, sine)
polynomial.ipynb: nonlinear data with no obvious form (5 parameter, polynomial)
linear-extrapolation-folding.ipynb: protein equilibrium unfolding data (6 parameter, linear embedded in sigmoidal)
Documentation
Full documentation is on readthedocs.
Project details
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