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Do likelihood based parameter estimation using maximum likeihood and bayesian methods

Project description

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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:

data.plot_summary result data.plot_corner result

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:

Documentation

Full documentation is on readthedocs.

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