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@@ -0,0 +1,2326 @@
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+import numpy as np
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+import matplotlib.pyplot as plt
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+from scipy.optimize import minimize
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+
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+
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+# ============================================================
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+# Stable sigmoid
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+# ============================================================
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+
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+def _sigmoid_stable(z):
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+ z = np.asarray(z, float)
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+ z = np.clip(z, -50.0, 50.0)
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+ return 1.0 / (1.0 + np.exp(-z))
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+
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+
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+# ============================================================
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+# 1) Model
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+# ============================================================
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+
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+def model_p(x, b):
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+ """p(x|b) = sigmoid(b0 + b1*x)."""
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+ x = np.asarray(x, float).reshape(-1)
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+ b0, b1 = np.asarray(b, float).reshape(2)
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+ return _sigmoid_stable(b0 + b1 * x)
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+
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+
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+def design_matrix(x):
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+ """Design matrix X = [1, x]."""
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+ x = np.asarray(x, float).reshape(-1)
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+ return np.column_stack([np.ones_like(x), x])
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+
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+
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+# ============================================================
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+# 2) Likelihood
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+# ============================================================
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+
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+def nll(x, y, b, l2=0.0):
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+ """
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+ Penalized negative log-likelihood:
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+ NLL(b) = -sum[y log p + (1-y) log(1-p)] + 0.5*l2*||b||^2
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+ """
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+ x = np.asarray(x, float).reshape(-1)
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+ y = np.asarray(y, float).reshape(-1)
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+ b = np.asarray(b, float).reshape(2)
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+
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+ p = model_p(x, b)
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+ eps = 1e-12
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+ p = np.clip(p, eps, 1 - eps)
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+
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+ base = -np.sum(y * np.log(p) + (1 - y) * np.log(1 - p))
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+ pen = 0.5 * l2 * float(np.dot(b, b))
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+ return base + pen
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+
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+
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+def llf(x, y, b):
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+ """
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+ Ordinary (unpenalized) log-likelihood at fitted parameters.
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+ """
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+ x = np.asarray(x, float).reshape(-1)
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+ y = np.asarray(y, float).reshape(-1)
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+ b = np.asarray(b, float).reshape(2)
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+
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+ p = model_p(x, b)
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+ eps = 1e-12
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+ p = np.clip(p, eps, 1 - eps)
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+ return float(np.sum(y * np.log(p) + (1 - y) * np.log(1 - p)))
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+
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+
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+# ============================================================
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+# 3) Gradient / Hessian / Covariance
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+# ============================================================
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+
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+def grad_nll(x, y, b, l2=0.0):
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+ """
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+ Gradient of penalized NLL:
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+ g(b) = X^T (p - y) + l2*b
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+ """
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+ X = design_matrix(x)
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+ y = np.asarray(y, float).reshape(-1)
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+ b = np.asarray(b, float).reshape(2)
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+
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+ p = model_p(x, b)
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+ return X.T @ (p - y) + l2 * b
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+
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+
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+def hess_nll(x, b, l2=0.0):
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+ """
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+ Hessian of penalized NLL:
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+ H(b) = X^T W X + l2*I
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+ W = diag(p*(1-p))
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+ """
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+ X = design_matrix(x)
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+ b = np.asarray(b, float).reshape(2)
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+
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+ p = model_p(x, b)
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+ w = p * (1 - p)
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+ return X.T @ (w[:, None] * X) + l2 * np.eye(2)
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+
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+
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+def covariance(x, b, l2=0.0):
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+ """
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+ Cov(b) ≈ H(b)^(-1), where H is the penalized Hessian if l2 > 0.
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+ Robust to near-singular Hessians.
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+ """
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+ H = hess_nll(x, b, l2=l2)
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+ try:
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+ return np.linalg.inv(H)
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+ except np.linalg.LinAlgError:
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+ return np.linalg.pinv(H)
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+
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+
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+def standard_errors(x, b, l2=0.0):
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+ """
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+ SE = sqrt(diag(Cov)).
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+ """
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+ C = covariance(x, b, l2=l2)
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+ return np.sqrt(np.maximum(np.diag(C), 0.0))
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+
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+
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+# Compatibility alias
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+def logit_poly_cov(x, b, l2=0.0):
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+ return covariance(x, b, l2=l2)
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+
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+
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+# ============================================================
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+# 4) Fit
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+# ============================================================
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+def fit_newton(x, y, b_start=None, max_iter=50, tol=1e-8, l2=0.0):
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+ """
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+ Newton updates for penalized NLL with backtracking line-search.
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+
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+ Update:
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+ b_new = b - alpha * H^{-1} g
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+ alpha shrinks until NLL decreases.
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+ """
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+ x = np.asarray(x, float).reshape(-1)
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+ y = np.asarray(y, int).reshape(-1)
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+
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+ if b_start is None:
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+ b = np.array([0.0, 0.0], float)
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+ else:
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+ b = np.asarray(b_start, float).reshape(2)
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+
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+ f = nll(x, y, b, l2=l2)
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+
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+ for _ in range(max_iter):
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+ g = grad_nll(x, y, b, l2=l2)
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+ H = hess_nll(x, b, l2=l2)
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+
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+ try:
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+ step = np.linalg.solve(H, g)
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+ except np.linalg.LinAlgError:
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+ step = np.linalg.pinv(H) @ g
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+
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+ alpha = 1.0
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+ while alpha > 1e-6:
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+ b_new = b - alpha * step
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+ f_new = nll(x, y, b_new, l2=l2)
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+ if np.isfinite(f_new) and f_new <= f:
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+ break
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+ alpha *= 0.5
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+
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+ if alpha <= 1e-6:
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+ break
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+
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+ if np.max(np.abs(b_new - b)) < tol:
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+ b = b_new
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+ break
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+
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+ b, f = b_new, f_new
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+
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+ return b
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+
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+
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+# ============================================================
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+# 14) Overlay plot (LOG left, RAW right)
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+# ============================================================
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+def plot_overlay_two_panels_final(
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+ r_log_full, r_log_trim, r_raw_full, r_raw_trim,
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+ dy_full=-0.010, dy_trim=0.010
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+):
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+ import numpy as np
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+ import matplotlib.pyplot as plt
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+
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+ COL_NC = "#4C78A8"
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+ COL_AE = "#F58518"
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+ COL_FULL = "#1f77b4"
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+ COL_TRIM = "#ff7f0e"
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+
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+ fig, axes = plt.subplots(1, 2, figsize=(9.5, 3.5), sharey=True)
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+ ax1, ax2 = axes
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+
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+ def draw_panel(ax, r_full, r_trim, xlabel, panel_label,
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+ show_legend=False):
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+
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+ xF = np.asarray(r_full["x"], float)
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+ yF = np.asarray(r_full["y"], int)
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+
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+ xT = np.asarray(r_trim["x"], float)
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+ yT = np.asarray(r_trim["y"], int)
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+
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+ xx = np.linspace(
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+ min(xF.min(), xT.min()),
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+ max(xF.max(), xT.max()),
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+ 500
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+ )
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+
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+ # keep x-values unchanged
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+ xF_plot = xF
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+ xT_plot = xT
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+
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+ # vertical offsets only
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+ yF_plot = yF + np.where(yF == 0, dy_full, -dy_full)
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+ yT_plot = yT + np.where(yT == 0, dy_trim, -dy_trim)
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+
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+ # FULL = filled markers
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+ ax.scatter(
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+ xF_plot[yF == 0], yF_plot[yF == 0],
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+ s=16,
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+ color=COL_NC,
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+ alpha=0.70,
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+ edgecolors="none",
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+ label="data: FULL NC",
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+ zorder=3
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+ )
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+
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+ ax.scatter(
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+ xF_plot[yF == 1], yF_plot[yF == 1],
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+ s=16,
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+ color=COL_AE,
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+ alpha=0.80,
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+ edgecolors="none",
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+ label="data: FULL AE",
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+ zorder=3
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+ )
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+
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+ # TRIM = outlined markers
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+ ax.scatter(
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+ xT_plot[yT == 0], yT_plot[yT == 0],
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+ s=24,
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+ facecolors=COL_NC,
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+ edgecolors="black",
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+ linewidths=0.45,
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+ alpha=0.95,
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+ label="data: TRIM NC",
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+ zorder=4
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+ )
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+
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+ ax.scatter(
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+ xT_plot[yT == 1], yT_plot[yT == 1],
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+ s=24,
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+ facecolors=COL_AE,
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+ edgecolors="black",
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+ linewidths=0.45,
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+ alpha=0.95,
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+ label="data: TRIM AE",
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+ zorder=4
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+ )
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+
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+ # logistic fits
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+ ax.plot(
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+ xx,
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+ model_p(xx, r_full["b"]),
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+ lw=1.8,
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+ color=COL_FULL,
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+ label="fit FULL",
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+ zorder=2
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+ )
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+
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+ ax.plot(
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+ xx,
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+ model_p(xx, r_trim["b"]),
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+ lw=1.8,
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+ color=COL_TRIM,
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+ label="fit TRIM",
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+ zorder=2
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+ )
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+
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+ # legend only in panel B
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+ if show_legend:
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+ ax.legend(
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+ loc="lower right",
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+ fontsize=7,
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+ markerscale=0.9,
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+ frameon=True,
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+ framealpha=1.0,
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+ edgecolor="0.7",
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+ handlelength=1.8,
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+ borderpad=0.4,
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+ labelspacing=0.4,
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+ handletextpad=0.5
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+ )
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+
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+ ax.set_xlabel(xlabel)
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+ ax.set_ylim(-0.08, 1.08)
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+
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+ ax.text(
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+ 0.05, 0.90,
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+ panel_label,
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+ transform=ax.transAxes,
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+ fontsize=11
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+ )
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+
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+ draw_panel(
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+ ax1,
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+ r_log_full,
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+ r_log_trim,
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+ "log(X)",
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+ "A",
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+ show_legend=False
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+ )
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+
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+ draw_panel(
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+ ax2,
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+ r_raw_full,
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+ r_raw_trim,
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+ "X",
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+ "B",
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+ show_legend=True
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+ )
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+
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+ ax1.set_ylabel("P(AE | X = x)")
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+
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+ for ax in axes:
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+ ax.grid(False)
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+ ax.tick_params(labelsize=8)
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+
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+ plt.tight_layout()
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+ plt.show()
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+
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+ return fig, axes
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+
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+ return fig, axes
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+# ============================================================
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+# 5) Goodness of fit
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+# ============================================================
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+
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+def goodness_of_fit(x, y, b, thresh=0.5, l2=0.0):
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+ """
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+ Returns:
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+ LLF, NLL, AIC, BIC, Accuracy, n, k
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+
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+ Notes
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+ -----
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+ Fit may use l2 > 0, but GOF metrics below are computed from the
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+ ordinary (unpenalized) likelihood evaluated at the fitted parameters.
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+ The argument l2 is kept only for interface consistency.
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+ """
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+ x = np.asarray(x, float).reshape(-1)
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+ y = np.asarray(y, int).reshape(-1)
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+ b = np.asarray(b, float).reshape(2)
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+
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+ p = model_p(x, b)
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+ eps = 1e-12
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+ p = np.clip(p, eps, 1 - eps)
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+
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+ LLF = np.sum(y * np.log(p) + (1 - y) * np.log(1 - p))
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+ NLL = -LLF
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+
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+ n = len(x)
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+ k = len(b)
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+
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+ AIC = 2 * k - 2 * LLF
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+ BIC = k * np.log(n) - 2 * LLF
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+
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+ yhat = (p >= thresh).astype(int)
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+ acc = np.mean(yhat == y)
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+
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+ return {
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+ "LLF": float(LLF),
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+ "NLL": float(NLL),
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+ "AIC": float(AIC),
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+ "BIC": float(BIC),
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+ "A": float(acc),
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+ "n": int(n),
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+ "k": int(k),
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+ }
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+
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+
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+# ============================================================
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+# 6) x50 / Wald helpers / compact fit
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+# ============================================================
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+def x50(b):
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+ """
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+ Model-scale midpoint:
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+ x50 = -b0 / b1
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+
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+ For LOG panels, this is on the log(x) scale.
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+ Raw-scale SUV50 is exp(x50).
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+ """
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+ b0, b1 = np.asarray(b, float).reshape(2)
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+ return np.nan if np.abs(b1) < 1e-12 else (-b0 / b1)
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+
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+
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+def check_x50_consistency(P):
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+ """
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+ Diagnostic check for x50 consistency.
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+
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+ For LOG models:
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+ x50_model is on log(X) scale
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+ SUV50 is on raw X scale = exp(x50_model)
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+
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+ For RAW models:
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+ x50_model = SUV50
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+
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+ Correct result:
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+ P(x50_model) should be approximately 0.5
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+ """
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+ for key, pk in P.items():
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+ b = np.asarray(pk["b"], float).reshape(2)
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+ trans = pk.get("transform", "")
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+
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+ x50_model = x50(b)
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+ suv50 = np.exp(x50_model) if trans == "log" else x50_model
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+ p_at_x50 = model_p(np.array([x50_model]), b)[0]
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+
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+ print(
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+ key,
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+ "| transform =", trans,
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+ "| x50_model =", x50_model,
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+ "| SUV50 =", suv50,
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+ "| P(x50) =", p_at_x50
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+ )
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|
+
|
|
|
+
|
|
|
+def x50_wald_ci(b, cov, z=1.959963984540054):
|
|
|
+ """
|
|
|
+ Wald CI for x50 = -b0/b1 via delta method.
|
|
|
+ Returned on MODEL scale.
|
|
|
+ """
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+ cov = np.asarray(cov, float).reshape(2, 2)
|
|
|
+ b0, b1 = b
|
|
|
+
|
|
|
+ if np.abs(b1) < 1e-12:
|
|
|
+ return np.nan, np.nan
|
|
|
+
|
|
|
+ xhat = -b0 / b1
|
|
|
+ grad = np.array([-1.0 / b1, b0 / (b1 ** 2)], float)
|
|
|
+ var = float(grad.T @ cov @ grad)
|
|
|
+ se = np.sqrt(max(var, 0.0))
|
|
|
+ return float(xhat - z * se), float(xhat + z * se)
|
|
|
+
|
|
|
+
|
|
|
+def wald_ci(b, cov, z=1.959963984540054):
|
|
|
+ """
|
|
|
+ Wald CI for parameters: b_i ± z*SE_i.
|
|
|
+ """
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+ cov = np.asarray(cov, float).reshape(2, 2)
|
|
|
+ se = np.sqrt(np.maximum(np.diag(cov), 0.0))
|
|
|
+ return b - z * se, b + z * se
|
|
|
+
|
|
|
+
|
|
|
+def fit_pack(x, y, name="", thresh=0.5, l2=0.0, z=1.959963984540054):
|
|
|
+ """
|
|
|
+ Fit + covariance + GOF + parameter Wald CI.
|
|
|
+ x should already be on the MODEL scale.
|
|
|
+ """
|
|
|
+ x = np.asarray(x, float).reshape(-1)
|
|
|
+ y = np.asarray(y, int).reshape(-1)
|
|
|
+
|
|
|
+ b = fit_newton(x, y, l2=l2)
|
|
|
+ cov = covariance(x, b, l2=l2)
|
|
|
+ gof = goodness_of_fit(x, y, b, thresh=thresh, l2=l2)
|
|
|
+ lcl, ucl = wald_ci(b, cov, z=z)
|
|
|
+
|
|
|
+ return {
|
|
|
+ "name": name,
|
|
|
+ "x": x,
|
|
|
+ "y": y,
|
|
|
+ "b": b,
|
|
|
+ "cov": cov,
|
|
|
+ "gof": gof,
|
|
|
+ "LCL": lcl,
|
|
|
+ "UCL": ucl,
|
|
|
+ "l2": float(l2),
|
|
|
+ }
|
|
|
+
|
|
|
+
|
|
|
+def trim_nc_by_value(x_raw, y, target=2.48, tol=0.05):
|
|
|
+ """
|
|
|
+ Remove ONE NC sample (y==0) with x_raw closest to target.
|
|
|
+ """
|
|
|
+ x_raw = np.asarray(x_raw, float).reshape(-1)
|
|
|
+ y = np.asarray(y, int).reshape(-1)
|
|
|
+
|
|
|
+ nc_idx = np.where(y == 0)[0]
|
|
|
+ if len(nc_idx) == 0:
|
|
|
+ raise ValueError("No NC samples found (y==0).")
|
|
|
+
|
|
|
+ j = nc_idx[np.argmin(np.abs(x_raw[nc_idx] - target))]
|
|
|
+ diff = float(np.abs(x_raw[j] - target))
|
|
|
+ if diff > tol:
|
|
|
+ print(f"[trim warning] closest NC to {target} is {x_raw[j]:.6f} (diff={diff:.6f}) > tol={tol}")
|
|
|
+
|
|
|
+ mask = np.ones_like(y, dtype=bool)
|
|
|
+ mask[j] = False
|
|
|
+ print(f"[trim] removed index={j}, x_raw={x_raw[j]:.6f}, y={y[j]}")
|
|
|
+ return x_raw[mask], y[mask]
|
|
|
+
|
|
|
+def s50_from_b(b, transform="raw"):
|
|
|
+ """
|
|
|
+ Local slope s50 = dp/dx at x50 on RAW x scale.
|
|
|
+ """
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+ b0, b1 = b
|
|
|
+
|
|
|
+ if np.abs(b1) < 1e-12:
|
|
|
+ return np.nan
|
|
|
+
|
|
|
+ x50_model = x50(b)
|
|
|
+
|
|
|
+ if transform == "raw":
|
|
|
+ return float(b1 / 4.0)
|
|
|
+
|
|
|
+ elif transform == "log":
|
|
|
+ x50_raw = np.exp(x50_model)
|
|
|
+ return float(b1 / (4.0 * x50_raw))
|
|
|
+
|
|
|
+ else:
|
|
|
+ raise ValueError("transform must be 'raw' or 'log'")
|
|
|
+
|
|
|
+
|
|
|
+def s50_normal_ci_from_mvnorm(
|
|
|
+ b, cov, transform="raw",
|
|
|
+ M=200000, seed=123, alpha=0.05,
|
|
|
+ enforce_positive_slope=True, slope_eps=1e-10
|
|
|
+):
|
|
|
+ """
|
|
|
+ Normal-on-MLE CI for s50.
|
|
|
+ """
|
|
|
+ rng = np.random.default_rng(seed)
|
|
|
+
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+ cov = np.asarray(cov, float).reshape(2, 2)
|
|
|
+
|
|
|
+ vals = []
|
|
|
+ tries = 0
|
|
|
+ max_tries = 20 * M
|
|
|
+
|
|
|
+ while len(vals) < M and tries < max_tries:
|
|
|
+ tries += 1
|
|
|
+
|
|
|
+ bb = rng.multivariate_normal(mean=b, cov=cov)
|
|
|
+
|
|
|
+ if not np.all(np.isfinite(bb)):
|
|
|
+ continue
|
|
|
+
|
|
|
+ if enforce_positive_slope and bb[1] <= slope_eps:
|
|
|
+ continue
|
|
|
+
|
|
|
+ val = s50_from_b(bb, transform=transform)
|
|
|
+
|
|
|
+ if np.isfinite(val):
|
|
|
+ vals.append(val)
|
|
|
+
|
|
|
+ if len(vals) == 0:
|
|
|
+ return np.nan, np.nan, np.nan, 0
|
|
|
+
|
|
|
+ vals = np.asarray(vals, float)
|
|
|
+ q = np.quantile(vals, [alpha / 2, 0.5, 1.0 - alpha / 2])
|
|
|
+
|
|
|
+ return float(q[0]), float(q[1]), float(q[2]), int(len(vals))
|
|
|
+
|
|
|
+
|
|
|
+def s50_wald_ci_numeric(
|
|
|
+ b, cov, transform="raw",
|
|
|
+ z=1.959963984540054,
|
|
|
+ eps=1e-5
|
|
|
+):
|
|
|
+ """
|
|
|
+ Delta-method CI for s50 using numerical derivatives.
|
|
|
+ """
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+ cov = np.asarray(cov, float).reshape(2, 2)
|
|
|
+
|
|
|
+ s_hat = s50_from_b(b, transform=transform)
|
|
|
+
|
|
|
+ if not np.isfinite(s_hat):
|
|
|
+ return np.nan, np.nan
|
|
|
+
|
|
|
+ grad = np.zeros(2, float)
|
|
|
+
|
|
|
+ for j in range(2):
|
|
|
+ step = eps * max(1.0, abs(b[j]))
|
|
|
+
|
|
|
+ bp = b.copy()
|
|
|
+ bm = b.copy()
|
|
|
+
|
|
|
+ bp[j] += step
|
|
|
+ bm[j] -= step
|
|
|
+
|
|
|
+ sp = s50_from_b(bp, transform=transform)
|
|
|
+ sm = s50_from_b(bm, transform=transform)
|
|
|
+
|
|
|
+ grad[j] = (sp - sm) / (2.0 * step)
|
|
|
+
|
|
|
+ var = float(grad.T @ cov @ grad)
|
|
|
+ se = np.sqrt(max(var, 0.0))
|
|
|
+
|
|
|
+ return float(s_hat - z * se), float(s_hat + z * se)
|
|
|
+
|
|
|
+
|
|
|
+# ============================================================
|
|
|
+# 7) Alternative confidence-interval estimation
|
|
|
+# ============================================================
|
|
|
+# Final terminology:
|
|
|
+# Wald : analytical approximation using the fitted covariance;
|
|
|
+# MC : Monte Carlo propagation from the local Gaussian approximation;
|
|
|
+# Nonparametric : ordinary patient-level nonparametric bootstrap;
|
|
|
+# Stratified : class-stratified nonparametric bootstrap, retained for comparison;
|
|
|
+# Parametric : model-based Bernoulli bootstrap.
|
|
|
+#
|
|
|
+# The delta method is used internally for analytical propagation under
|
|
|
+# the Wald approximation; it is not treated as a separate method.
|
|
|
+
|
|
|
+from collections import OrderedDict
|
|
|
+
|
|
|
+
|
|
|
+CI_METHODS = [
|
|
|
+ "Wald",
|
|
|
+ "MC",
|
|
|
+ "Nonparametric",
|
|
|
+ "Stratified",
|
|
|
+ "Parametric",
|
|
|
+]
|
|
|
+
|
|
|
+MC_DRAWS_BANDS = 20_000
|
|
|
+MC_DRAWS_TABLE = 200_000
|
|
|
+
|
|
|
+
|
|
|
+def eta_se_grid(x_grid, cov):
|
|
|
+ """Standard error of eta(x) = b0 + b1*x on a model-scale grid."""
|
|
|
+ x_grid = np.asarray(x_grid, float).reshape(-1)
|
|
|
+ cov = np.asarray(cov, float).reshape(2, 2)
|
|
|
+
|
|
|
+ Xg = design_matrix(x_grid)
|
|
|
+ var_eta = np.einsum("ij,jk,ik->i", Xg, cov, Xg)
|
|
|
+ return np.sqrt(np.maximum(var_eta, 0.0))
|
|
|
+
|
|
|
+
|
|
|
+def ci_band_wald(x_grid, b, cov, z=1.959963984540054):
|
|
|
+ """
|
|
|
+ Pointwise Wald confidence band for p(x).
|
|
|
+
|
|
|
+ The fitted-parameter covariance is propagated to the probability scale
|
|
|
+ using the first-order delta method.
|
|
|
+ """
|
|
|
+ x_grid = np.asarray(x_grid, float).reshape(-1)
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+
|
|
|
+ p = model_p(x_grid, b)
|
|
|
+ se_eta = eta_se_grid(x_grid, cov)
|
|
|
+ se_p = p * (1.0 - p) * se_eta
|
|
|
+
|
|
|
+ lo = np.clip(p - z * se_p, 0.0, 1.0)
|
|
|
+ hi = np.clip(p + z * se_p, 0.0, 1.0)
|
|
|
+ return lo, p, hi
|
|
|
+
|
|
|
+
|
|
|
+# Historical alias retained for notebook compatibility.
|
|
|
+def ci_band_delta(x_grid, b, cov, z=1.959963984540054):
|
|
|
+ return ci_band_wald(x_grid, b, cov, z=z)
|
|
|
+
|
|
|
+
|
|
|
+def gaussian_parameter_draws(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=MC_DRAWS_BANDS,
|
|
|
+ seed=123,
|
|
|
+ enforce_positive_slope=True,
|
|
|
+ slope_eps=1e-10,
|
|
|
+ x50_bounds=None,
|
|
|
+):
|
|
|
+ """
|
|
|
+ Draw beta* ~ N(beta_hat, Cov_hat) for Monte Carlo propagation.
|
|
|
+
|
|
|
+ Parameters
|
|
|
+ ----------
|
|
|
+ x50_bounds : tuple(float, float) or None
|
|
|
+ Optional admissible interval for model-scale x50. When supplied,
|
|
|
+ draws with x50 outside [lower, upper] are rejected.
|
|
|
+ """
|
|
|
+ rng = np.random.default_rng(seed)
|
|
|
+
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+ cov = np.asarray(cov, float).reshape(2, 2)
|
|
|
+
|
|
|
+ draws = []
|
|
|
+ attempts = 0
|
|
|
+ rejected_nonfinite = 0
|
|
|
+ rejected_slope = 0
|
|
|
+ rejected_x50 = 0
|
|
|
+
|
|
|
+ max_attempts = max(50 * int(M), 1000)
|
|
|
+
|
|
|
+ while len(draws) < int(M) and attempts < max_attempts:
|
|
|
+ attempts += 1
|
|
|
+
|
|
|
+ try:
|
|
|
+ bb = rng.multivariate_normal(mean=b, cov=cov)
|
|
|
+ except Exception:
|
|
|
+ break
|
|
|
+
|
|
|
+ if not np.all(np.isfinite(bb)):
|
|
|
+ rejected_nonfinite += 1
|
|
|
+ continue
|
|
|
+
|
|
|
+ if enforce_positive_slope and bb[1] <= slope_eps:
|
|
|
+ rejected_slope += 1
|
|
|
+ continue
|
|
|
+
|
|
|
+ if x50_bounds is not None:
|
|
|
+ x50_draw = x50(bb)
|
|
|
+
|
|
|
+ if not np.isfinite(x50_draw):
|
|
|
+ rejected_x50 += 1
|
|
|
+ continue
|
|
|
+
|
|
|
+ x50_lower, x50_upper = x50_bounds
|
|
|
+
|
|
|
+ if not (x50_lower <= x50_draw <= x50_upper):
|
|
|
+ rejected_x50 += 1
|
|
|
+ continue
|
|
|
+
|
|
|
+ draws.append(bb)
|
|
|
+
|
|
|
+ arr = np.asarray(draws, float) if draws else np.empty((0, 2), float)
|
|
|
+
|
|
|
+ diagnostics = {
|
|
|
+ "attempted": int(attempts),
|
|
|
+ "successful": int(len(arr)),
|
|
|
+ "rejected": int(attempts - len(arr)),
|
|
|
+ "rejected_nonfinite": int(rejected_nonfinite),
|
|
|
+ "rejected_slope": int(rejected_slope),
|
|
|
+ "rejected_x50": int(rejected_x50),
|
|
|
+ "success_rate": (
|
|
|
+ float(len(arr) / attempts)
|
|
|
+ if attempts > 0 else np.nan
|
|
|
+ ),
|
|
|
+ }
|
|
|
+
|
|
|
+ return arr, diagnostics
|
|
|
+
|
|
|
+def bootstrap_band_from_params(x_grid, pars, alpha=0.05):
|
|
|
+ """Convert parameter draws to pointwise confidence bands."""
|
|
|
+ x_grid = np.asarray(x_grid, float).reshape(-1)
|
|
|
+ pars = np.asarray(pars, float)
|
|
|
+
|
|
|
+ if pars.ndim != 2 or pars.shape[0] == 0:
|
|
|
+ nan = np.full_like(x_grid, np.nan, dtype=float)
|
|
|
+ return nan, nan, nan
|
|
|
+
|
|
|
+ curves = np.asarray([model_p(x_grid, bb) for bb in pars], float)
|
|
|
+ q = np.quantile(curves, [alpha / 2, 0.5, 1.0 - alpha / 2], axis=0)
|
|
|
+ return q[0], q[1], q[2]
|
|
|
+
|
|
|
+
|
|
|
+def ci_band_normal_mle_sim(
|
|
|
+ x_grid,
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=MC_DRAWS_BANDS,
|
|
|
+ seed=123,
|
|
|
+ alpha=0.05,
|
|
|
+ enforce_positive_slope=True,
|
|
|
+ enforce_x50_in_grid=False,
|
|
|
+ slope_eps=1e-10,
|
|
|
+):
|
|
|
+ """
|
|
|
+ Monte Carlo confidence band from the local Gaussian approximation.
|
|
|
+
|
|
|
+ The historical function name and signature are retained. The old
|
|
|
+ x50-in-grid filter is intentionally ignored.
|
|
|
+ """
|
|
|
+ draws, _ = gaussian_parameter_draws(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=M,
|
|
|
+ seed=seed,
|
|
|
+ enforce_positive_slope=enforce_positive_slope,
|
|
|
+ slope_eps=slope_eps,
|
|
|
+ )
|
|
|
+ return bootstrap_band_from_params(x_grid, draws, alpha=alpha)
|
|
|
+
|
|
|
+
|
|
|
+def x50_normal_ci_from_mvnorm(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=MC_DRAWS_TABLE,
|
|
|
+ seed=123,
|
|
|
+ alpha=0.05,
|
|
|
+ enforce_positive_slope=True,
|
|
|
+ slope_eps=1e-10,
|
|
|
+):
|
|
|
+ """Monte Carlo interval for model-scale x50 = -b0/b1."""
|
|
|
+ draws, _ = gaussian_parameter_draws(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=M,
|
|
|
+ seed=seed,
|
|
|
+ enforce_positive_slope=enforce_positive_slope,
|
|
|
+ slope_eps=slope_eps,
|
|
|
+ )
|
|
|
+
|
|
|
+ if len(draws) == 0:
|
|
|
+ return np.nan, np.nan, np.nan, 0
|
|
|
+
|
|
|
+ vals = np.asarray([x50(bb) for bb in draws], float)
|
|
|
+ vals = vals[np.isfinite(vals)]
|
|
|
+
|
|
|
+ if len(vals) == 0:
|
|
|
+ return np.nan, np.nan, np.nan, 0
|
|
|
+
|
|
|
+ q = np.quantile(vals, [alpha / 2, 0.5, 1.0 - alpha / 2])
|
|
|
+ return float(q[0]), float(q[1]), float(q[2]), int(len(vals))
|
|
|
+
|
|
|
+
|
|
|
+def s50_mc_ci_from_mvnorm(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ transform="raw",
|
|
|
+ M=MC_DRAWS_TABLE,
|
|
|
+ seed=123,
|
|
|
+ alpha=0.05,
|
|
|
+ enforce_positive_slope=True,
|
|
|
+ slope_eps=1e-10,
|
|
|
+):
|
|
|
+ """Monte Carlo interval for raw-scale midpoint slope s50."""
|
|
|
+ draws, _ = gaussian_parameter_draws(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=M,
|
|
|
+ seed=seed,
|
|
|
+ enforce_positive_slope=enforce_positive_slope,
|
|
|
+ slope_eps=slope_eps,
|
|
|
+ )
|
|
|
+
|
|
|
+ if len(draws) == 0:
|
|
|
+ return np.nan, np.nan, np.nan, 0
|
|
|
+
|
|
|
+ vals = np.asarray(
|
|
|
+ [s50_from_b(bb, transform=transform) for bb in draws],
|
|
|
+ float,
|
|
|
+ )
|
|
|
+ vals = vals[np.isfinite(vals)]
|
|
|
+
|
|
|
+ if len(vals) == 0:
|
|
|
+ return np.nan, np.nan, np.nan, 0
|
|
|
+
|
|
|
+ q = np.quantile(vals, [alpha / 2, 0.5, 1.0 - alpha / 2])
|
|
|
+ return float(q[0]), float(q[1]), float(q[2]), int(len(vals))
|
|
|
+
|
|
|
+
|
|
|
+# Historical alias retained.
|
|
|
+def s50_normal_ci_from_mvnorm(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ transform="raw",
|
|
|
+ M=MC_DRAWS_TABLE,
|
|
|
+ seed=123,
|
|
|
+ alpha=0.05,
|
|
|
+ enforce_positive_slope=True,
|
|
|
+ slope_eps=1e-10,
|
|
|
+):
|
|
|
+ return s50_mc_ci_from_mvnorm(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ transform=transform,
|
|
|
+ M=M,
|
|
|
+ seed=seed,
|
|
|
+ alpha=alpha,
|
|
|
+ enforce_positive_slope=enforce_positive_slope,
|
|
|
+ slope_eps=slope_eps,
|
|
|
+ )
|
|
|
+
|
|
|
+
|
|
|
+# ============================================================
|
|
|
+# 8) Bootstrap parameter generators
|
|
|
+# ============================================================
|
|
|
+
|
|
|
+def bootstrap_params_nonparametric(
|
|
|
+ x,
|
|
|
+ y,
|
|
|
+ B=2000,
|
|
|
+ seed=123,
|
|
|
+ l2=0.0,
|
|
|
+ b_start=None,
|
|
|
+):
|
|
|
+ """Ordinary patient-level nonparametric bootstrap."""
|
|
|
+ rng = np.random.default_rng(seed)
|
|
|
+
|
|
|
+ x = np.asarray(x, float).reshape(-1)
|
|
|
+ y = np.asarray(y, int).reshape(-1)
|
|
|
+ n = len(y)
|
|
|
+
|
|
|
+ out = []
|
|
|
+ failed = 0
|
|
|
+
|
|
|
+ for _ in range(int(B)):
|
|
|
+ idx = rng.choice(n, size=n, replace=True)
|
|
|
+ xb = x[idx]
|
|
|
+ yb = y[idx]
|
|
|
+
|
|
|
+ if np.unique(yb).size < 2:
|
|
|
+ failed += 1
|
|
|
+ continue
|
|
|
+
|
|
|
+ try:
|
|
|
+ bb = fit_newton(xb, yb, b_start=b_start, l2=l2)
|
|
|
+ if np.all(np.isfinite(bb)):
|
|
|
+ out.append(bb)
|
|
|
+ else:
|
|
|
+ failed += 1
|
|
|
+ except Exception:
|
|
|
+ failed += 1
|
|
|
+
|
|
|
+ arr = np.asarray(out, float) if out else np.empty((0, 2), float)
|
|
|
+ diagnostics = {
|
|
|
+ "attempted": int(B),
|
|
|
+ "successful": int(len(arr)),
|
|
|
+ "failed": int(failed),
|
|
|
+ }
|
|
|
+ return arr, diagnostics
|
|
|
+
|
|
|
+
|
|
|
+
|
|
|
+# Historical alias retained for older notebook cells.
|
|
|
+def bootstrap_params_ordinary(
|
|
|
+ x,
|
|
|
+ y,
|
|
|
+ B=2000,
|
|
|
+ seed=123,
|
|
|
+ l2=0.0,
|
|
|
+ b_start=None,
|
|
|
+):
|
|
|
+ return bootstrap_params_nonparametric(
|
|
|
+ x,
|
|
|
+ y,
|
|
|
+ B=B,
|
|
|
+ seed=seed,
|
|
|
+ l2=l2,
|
|
|
+ b_start=b_start,
|
|
|
+ )
|
|
|
+
|
|
|
+
|
|
|
+def bootstrap_params_stratified(
|
|
|
+ x,
|
|
|
+ y,
|
|
|
+ B=2000,
|
|
|
+ seed=123,
|
|
|
+ l2=0.0,
|
|
|
+ b_start=None,
|
|
|
+):
|
|
|
+ """Class-stratified nonparametric bootstrap preserving class counts."""
|
|
|
+ rng = np.random.default_rng(seed)
|
|
|
+
|
|
|
+ x = np.asarray(x, float).reshape(-1)
|
|
|
+ y = np.asarray(y, int).reshape(-1)
|
|
|
+
|
|
|
+ x0 = x[y == 0]
|
|
|
+ x1 = x[y == 1]
|
|
|
+ n0 = len(x0)
|
|
|
+ n1 = len(x1)
|
|
|
+
|
|
|
+ if n0 == 0 or n1 == 0:
|
|
|
+ return np.empty((0, 2), float), {
|
|
|
+ "attempted": int(B),
|
|
|
+ "successful": 0,
|
|
|
+ "failed": int(B),
|
|
|
+ }
|
|
|
+
|
|
|
+ out = []
|
|
|
+ failed = 0
|
|
|
+
|
|
|
+ for _ in range(int(B)):
|
|
|
+ xb0 = rng.choice(x0, size=n0, replace=True)
|
|
|
+ xb1 = rng.choice(x1, size=n1, replace=True)
|
|
|
+
|
|
|
+ xb = np.concatenate([xb0, xb1])
|
|
|
+ yb = np.concatenate([
|
|
|
+ np.zeros(n0, dtype=int),
|
|
|
+ np.ones(n1, dtype=int),
|
|
|
+ ])
|
|
|
+
|
|
|
+ try:
|
|
|
+ bb = fit_newton(xb, yb, b_start=b_start, l2=l2)
|
|
|
+ if np.all(np.isfinite(bb)):
|
|
|
+ out.append(bb)
|
|
|
+ else:
|
|
|
+ failed += 1
|
|
|
+ except Exception:
|
|
|
+ failed += 1
|
|
|
+
|
|
|
+ arr = np.asarray(out, float) if out else np.empty((0, 2), float)
|
|
|
+ diagnostics = {
|
|
|
+ "attempted": int(B),
|
|
|
+ "successful": int(len(arr)),
|
|
|
+ "failed": int(failed),
|
|
|
+ "success_rate": float(len(arr) / B) if B > 0 else np.nan,
|
|
|
+ }
|
|
|
+ return arr, diagnostics
|
|
|
+
|
|
|
+
|
|
|
+def bootstrap_params_parametric(
|
|
|
+ x,
|
|
|
+ b,
|
|
|
+ B=2000,
|
|
|
+ seed=123,
|
|
|
+ l2=0.0,
|
|
|
+ min_ae=2,
|
|
|
+):
|
|
|
+ """
|
|
|
+ Parametric bootstrap with y* ~ Bernoulli[p_hat(x)].
|
|
|
+
|
|
|
+ ``min_ae`` is retained for compatibility.
|
|
|
+ """
|
|
|
+ rng = np.random.default_rng(seed)
|
|
|
+
|
|
|
+ x = np.asarray(x, float).reshape(-1)
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+
|
|
|
+ p = model_p(x, b)
|
|
|
+ n = len(x)
|
|
|
+
|
|
|
+ out = []
|
|
|
+ tries = 0
|
|
|
+ max_tries = max(10 * int(B), 1000)
|
|
|
+
|
|
|
+ while len(out) < int(B) and tries < max_tries:
|
|
|
+ tries += 1
|
|
|
+ yb = rng.binomial(1, p, size=n).astype(int)
|
|
|
+
|
|
|
+ n1 = int(np.sum(yb))
|
|
|
+ n0 = n - n1
|
|
|
+
|
|
|
+ if n1 < int(min_ae) or n0 < 1:
|
|
|
+ continue
|
|
|
+
|
|
|
+ try:
|
|
|
+ bb = fit_newton(x, yb, b_start=b, l2=l2)
|
|
|
+ if np.all(np.isfinite(bb)):
|
|
|
+ out.append(bb)
|
|
|
+ except Exception:
|
|
|
+ pass
|
|
|
+
|
|
|
+ arr = np.asarray(out, float) if out else np.empty((0, 2), float)
|
|
|
+ diagnostics = {
|
|
|
+ "attempted": int(tries),
|
|
|
+ "successful": int(len(arr)),
|
|
|
+ "failed_or_rejected": int(tries - len(arr)),
|
|
|
+ "success_rate": float(len(arr) / tries) if tries > 0 else np.nan,
|
|
|
+ }
|
|
|
+ return arr, diagnostics
|
|
|
+
|
|
|
+
|
|
|
+# ============================================================
|
|
|
+# 9) High-level wrapper for one panel
|
|
|
+# ============================================================
|
|
|
+
|
|
|
+def fit_ci_pack_rawgrid(
|
|
|
+ x_raw,
|
|
|
+ y,
|
|
|
+ transform="raw",
|
|
|
+ xmax_raw=None,
|
|
|
+ grid_n=500,
|
|
|
+ name="",
|
|
|
+ l2=0.0,
|
|
|
+ B=2000,
|
|
|
+ seed=123,
|
|
|
+ min_ae=2,
|
|
|
+ z=1.959963984540054,
|
|
|
+):
|
|
|
+ """
|
|
|
+ Fit one validated logistic model and construct five uncertainty summaries.
|
|
|
+ """
|
|
|
+ x_raw = np.asarray(x_raw, float).reshape(-1)
|
|
|
+ y = np.asarray(y, int).reshape(-1)
|
|
|
+
|
|
|
+ if transform not in ("raw", "log"):
|
|
|
+ raise ValueError("transform must be 'raw' or 'log'")
|
|
|
+
|
|
|
+ x_raw = np.clip(x_raw, 1e-12, None)
|
|
|
+ x_model = x_raw if transform == "raw" else np.log(x_raw)
|
|
|
+
|
|
|
+ # Single validated fitting path.
|
|
|
+ validated = fit_pack(
|
|
|
+ x_model,
|
|
|
+ y,
|
|
|
+ name=name,
|
|
|
+ l2=l2,
|
|
|
+ z=z,
|
|
|
+ )
|
|
|
+ b = validated["b"]
|
|
|
+ cov = validated["cov"]
|
|
|
+ gof = validated["gof"]
|
|
|
+
|
|
|
+ xmin_raw = float(np.min(x_raw))
|
|
|
+ xmax0 = float(np.max(x_raw))
|
|
|
+ xmax_use = xmax0 if xmax_raw is None else max(float(xmax_raw), xmax0)
|
|
|
+
|
|
|
+ x_grid_raw = np.linspace(xmin_raw, xmax_use, int(grid_n))
|
|
|
+ x_grid_raw = np.clip(x_grid_raw, 1e-12, None)
|
|
|
+ x_grid_model = x_grid_raw if transform == "raw" else np.log(x_grid_raw)
|
|
|
+
|
|
|
+ mc_x50_bounds = (
|
|
|
+ float(np.min(x_grid_model)),
|
|
|
+ float(np.max(x_grid_model)),
|
|
|
+ )
|
|
|
+
|
|
|
+ mc_draws, diag_mc = gaussian_parameter_draws(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=MC_DRAWS_BANDS,
|
|
|
+ seed=seed + 10,
|
|
|
+ enforce_positive_slope=True,
|
|
|
+ x50_bounds=mc_x50_bounds,
|
|
|
+ )
|
|
|
+
|
|
|
+ pars_np, diag_np = bootstrap_params_nonparametric(
|
|
|
+ x_model,
|
|
|
+ y,
|
|
|
+ B=B,
|
|
|
+ seed=seed + 1,
|
|
|
+ l2=l2,
|
|
|
+ b_start=b,
|
|
|
+ )
|
|
|
+
|
|
|
+ pars_str, diag_str = bootstrap_params_stratified(
|
|
|
+ x_model,
|
|
|
+ y,
|
|
|
+ B=B,
|
|
|
+ seed=seed + 2,
|
|
|
+ l2=l2,
|
|
|
+ b_start=b,
|
|
|
+ )
|
|
|
+
|
|
|
+ pars_pm, diag_pm = bootstrap_params_parametric(
|
|
|
+ x_model,
|
|
|
+ b,
|
|
|
+ B=B,
|
|
|
+ seed=seed + 3,
|
|
|
+ l2=l2,
|
|
|
+ min_ae=min_ae,
|
|
|
+ )
|
|
|
+
|
|
|
+ return {
|
|
|
+ "name": name,
|
|
|
+ "transform": transform,
|
|
|
+ "l2": float(l2),
|
|
|
+ "x_raw": x_raw,
|
|
|
+ "x_model": x_model,
|
|
|
+ "y": y,
|
|
|
+ "x_grid_raw": x_grid_raw,
|
|
|
+ "x_grid_model": x_grid_model,
|
|
|
+ "b": b,
|
|
|
+ "cov": cov,
|
|
|
+ "gof": gof,
|
|
|
+ "LCL": validated["LCL"],
|
|
|
+ "UCL": validated["UCL"],
|
|
|
+ "bands": OrderedDict([
|
|
|
+ ("Wald", ci_band_wald(x_grid_model, b, cov, z=z)),
|
|
|
+ ("MC", bootstrap_band_from_params(x_grid_model, mc_draws)),
|
|
|
+ ("Nonparametric", bootstrap_band_from_params(x_grid_model, pars_np)),
|
|
|
+ ("Stratified", bootstrap_band_from_params(x_grid_model, pars_str)),
|
|
|
+ ("Parametric", bootstrap_band_from_params(x_grid_model, pars_pm)),
|
|
|
+ ]),
|
|
|
+ "pars_mc": mc_draws,
|
|
|
+ "pars_nonparametric": pars_np,
|
|
|
+ "pars_stratified": pars_str,
|
|
|
+ "pars_parametric": pars_pm,
|
|
|
+ # Historical aliases
|
|
|
+ "pars_normal": mc_draws,
|
|
|
+ "pars_nonparam": pars_np,
|
|
|
+ "pars_nonparam_ordinary": pars_np,
|
|
|
+ "pars_nonparam_stratified": pars_str,
|
|
|
+ "bootstrap_diagnostics": OrderedDict([
|
|
|
+ ("MC", diag_mc),
|
|
|
+ ("Nonparametric", diag_np),
|
|
|
+ ("Stratified", diag_str),
|
|
|
+ ("Parametric", diag_pm),
|
|
|
+ ]),
|
|
|
+ }
|
|
|
+
|
|
|
+
|
|
|
+# ============================================================
|
|
|
+# 10) Model-band table with LL / UL
|
|
|
+# ============================================================
|
|
|
+
|
|
|
+def model_ci_table_4methods(
|
|
|
+ P,
|
|
|
+ keys=("FULL-RAW", "TRIM-RAW", "FULL-LOG", "TRIM-LOG"),
|
|
|
+):
|
|
|
+ """Long pointwise model-band table."""
|
|
|
+ import pandas as pd
|
|
|
+
|
|
|
+ rows = []
|
|
|
+
|
|
|
+ for key in keys:
|
|
|
+ pk = P[key]
|
|
|
+ xg_raw = np.asarray(pk["x_grid_raw"], float)
|
|
|
+ xg_mod = np.asarray(pk["x_grid_model"], float)
|
|
|
+ trans = pk.get("transform", "")
|
|
|
+
|
|
|
+ for method in CI_METHODS:
|
|
|
+ if method not in pk["bands"]:
|
|
|
+ continue
|
|
|
+
|
|
|
+ lo, md, hi = pk["bands"][method]
|
|
|
+ lo = np.asarray(lo, float)
|
|
|
+ md = np.asarray(md, float)
|
|
|
+ hi = np.asarray(hi, float)
|
|
|
+
|
|
|
+ for i in range(len(xg_raw)):
|
|
|
+ rows.append({
|
|
|
+ "Panel": key,
|
|
|
+ "Method": method,
|
|
|
+ "transform": trans,
|
|
|
+ "x_grid_raw": float(xg_raw[i]),
|
|
|
+ "x_grid_model": float(xg_mod[i]),
|
|
|
+ "fit": float(md[i]),
|
|
|
+ "LL": float(lo[i]),
|
|
|
+ "UL": float(hi[i]),
|
|
|
+ "width": float(hi[i] - lo[i]),
|
|
|
+ })
|
|
|
+
|
|
|
+ return pd.DataFrame(rows)
|
|
|
+
|
|
|
+
|
|
|
+# ============================================================
|
|
|
+# 11) Parameter, x50, and s50 CI summary table
|
|
|
+# ============================================================
|
|
|
+
|
|
|
+def param_ci_table_4methods(
|
|
|
+ P,
|
|
|
+ keys=("FULL-RAW", "TRIM-RAW", "FULL-LOG", "TRIM-LOG"),
|
|
|
+ z=1.959963984540054,
|
|
|
+ alpha=0.05,
|
|
|
+ include_point_est=True,
|
|
|
+ M_normal=MC_DRAWS_TABLE,
|
|
|
+ seed_normal=123,
|
|
|
+):
|
|
|
+ """
|
|
|
+ Notebook-compatible CI summary using:
|
|
|
+ Wald, MC, Nonparametric, Stratified, Parametric.
|
|
|
+ """
|
|
|
+ import pandas as pd
|
|
|
+
|
|
|
+ def _quantile_ci(values):
|
|
|
+ values = np.asarray(values, float)
|
|
|
+ values = values[np.isfinite(values)]
|
|
|
+
|
|
|
+ if len(values) == 0:
|
|
|
+ return np.nan, np.nan, np.nan
|
|
|
+
|
|
|
+ q = np.quantile(values, [alpha / 2, 0.5, 1.0 - alpha / 2])
|
|
|
+ return float(q[0]), float(q[1]), float(q[2])
|
|
|
+
|
|
|
+ def _to_raw_x50_scalar(value, trans):
|
|
|
+ if not np.isfinite(value):
|
|
|
+ return np.nan
|
|
|
+ return float(np.exp(value)) if trans == "log" else float(value)
|
|
|
+
|
|
|
+ def _width(lo, hi):
|
|
|
+ if np.isfinite(lo) and np.isfinite(hi):
|
|
|
+ return float(hi - lo)
|
|
|
+ return np.nan
|
|
|
+
|
|
|
+ rows = []
|
|
|
+
|
|
|
+ for ik, key in enumerate(keys):
|
|
|
+ pk = P[key]
|
|
|
+
|
|
|
+ b = np.asarray(pk["b"], float).reshape(2)
|
|
|
+ cov = np.asarray(pk["cov"], float).reshape(2, 2)
|
|
|
+ trans = pk.get("transform", "")
|
|
|
+ l2 = float(pk.get("l2", 0.0))
|
|
|
+
|
|
|
+ b0_hat = float(b[0])
|
|
|
+ b1_hat = float(b[1])
|
|
|
+ x50_hat = float(x50(b))
|
|
|
+ suv50_hat = _to_raw_x50_scalar(x50_hat, trans)
|
|
|
+ s50_hat = float(s50_from_b(b, transform=trans))
|
|
|
+
|
|
|
+ def add_row(method, b0_ci, b1_ci, x_ci, suv_ci, s_ci, n_used):
|
|
|
+ row = {
|
|
|
+ "Panel": key,
|
|
|
+ "Method": method,
|
|
|
+
|
|
|
+ "b0_hat": b0_hat,
|
|
|
+ "b0_LCL": b0_ci[0],
|
|
|
+ "b0_UCL": b0_ci[2],
|
|
|
+ "b0_width": _width(b0_ci[0], b0_ci[2]),
|
|
|
+
|
|
|
+ "b1_hat": b1_hat,
|
|
|
+ "b1_LCL": b1_ci[0],
|
|
|
+ "b1_UCL": b1_ci[2],
|
|
|
+ "b1_width": _width(b1_ci[0], b1_ci[2]),
|
|
|
+
|
|
|
+ "x50_hat": x50_hat,
|
|
|
+ "x50_med": x_ci[1],
|
|
|
+ "x50_LCL": x_ci[0],
|
|
|
+ "x50_UCL": x_ci[2],
|
|
|
+ "x50_width": _width(x_ci[0], x_ci[2]),
|
|
|
+
|
|
|
+ "SUV50_hat": suv50_hat,
|
|
|
+ "SUV50_med": suv_ci[1],
|
|
|
+ "SUV50_LCL": suv_ci[0],
|
|
|
+ "SUV50_UCL": suv_ci[2],
|
|
|
+ "SUV50_width": _width(suv_ci[0], suv_ci[2]),
|
|
|
+
|
|
|
+ "s50_hat": s50_hat,
|
|
|
+ "s50_med": s_ci[1],
|
|
|
+ "s50_LCL": s_ci[0],
|
|
|
+ "s50_UCL": s_ci[2],
|
|
|
+ "s50_width": _width(s_ci[0], s_ci[2]),
|
|
|
+
|
|
|
+ "transform": trans,
|
|
|
+ "l2": l2,
|
|
|
+ "B_used": n_used,
|
|
|
+ }
|
|
|
+
|
|
|
+ if not include_point_est:
|
|
|
+ for col in (
|
|
|
+ "b0_hat",
|
|
|
+ "b1_hat",
|
|
|
+ "x50_hat",
|
|
|
+ "x50_med",
|
|
|
+ "SUV50_hat",
|
|
|
+ "SUV50_med",
|
|
|
+ "s50_hat",
|
|
|
+ "s50_med",
|
|
|
+ "transform",
|
|
|
+ "l2",
|
|
|
+ ):
|
|
|
+ row.pop(col, None)
|
|
|
+
|
|
|
+ rows.append(row)
|
|
|
+
|
|
|
+ # Wald
|
|
|
+ lcl, ucl = wald_ci(b, cov, z=z)
|
|
|
+ x_l, x_u = x50_wald_ci(b, cov, z=z)
|
|
|
+ suv_l = _to_raw_x50_scalar(x_l, trans)
|
|
|
+ suv_u = _to_raw_x50_scalar(x_u, trans)
|
|
|
+ s_l, s_u = s50_wald_ci_numeric(b, cov, transform=trans, z=z)
|
|
|
+
|
|
|
+ add_row(
|
|
|
+ "Wald",
|
|
|
+ (float(lcl[0]), b0_hat, float(ucl[0])),
|
|
|
+ (float(lcl[1]), b1_hat, float(ucl[1])),
|
|
|
+ (float(x_l), x50_hat, float(x_u)),
|
|
|
+ (float(suv_l), suv50_hat, float(suv_u)),
|
|
|
+ (float(s_l), s50_hat, float(s_u)),
|
|
|
+ np.nan,
|
|
|
+ )
|
|
|
+
|
|
|
+ # Draw-based methods
|
|
|
+ mc_draws = pk.get("pars_mc", pk.get("pars_normal"))
|
|
|
+
|
|
|
+ if mc_draws is None or len(mc_draws) < int(M_normal):
|
|
|
+ mc_draws, _ = gaussian_parameter_draws(
|
|
|
+ b,
|
|
|
+ cov,
|
|
|
+ M=M_normal,
|
|
|
+ seed=seed_normal + 1000 * ik,
|
|
|
+ enforce_positive_slope=True,
|
|
|
+ )
|
|
|
+
|
|
|
+ draw_sets = {
|
|
|
+ "MC": mc_draws,
|
|
|
+ "Nonparametric": pk.get(
|
|
|
+ "pars_nonparametric",
|
|
|
+ pk.get("pars_nonparam", np.empty((0, 2))),
|
|
|
+ ),
|
|
|
+ "Stratified": pk.get(
|
|
|
+ "pars_stratified",
|
|
|
+ pk.get("pars_nonparam_stratified", np.empty((0, 2))),
|
|
|
+ ),
|
|
|
+ "Parametric": pk.get(
|
|
|
+ "pars_parametric",
|
|
|
+ np.empty((0, 2)),
|
|
|
+ ),
|
|
|
+ }
|
|
|
+
|
|
|
+ for method in ("MC", "Nonparametric", "Stratified", "Parametric"):
|
|
|
+ pars = np.asarray(draw_sets[method], float)
|
|
|
+
|
|
|
+ if pars.ndim != 2 or len(pars) == 0:
|
|
|
+ nan3 = (np.nan, np.nan, np.nan)
|
|
|
+ add_row(method, nan3, nan3, nan3, nan3, nan3, 0)
|
|
|
+ continue
|
|
|
+
|
|
|
+ b0_ci = _quantile_ci(pars[:, 0])
|
|
|
+ b1_ci = _quantile_ci(pars[:, 1])
|
|
|
+
|
|
|
+ xvals = np.asarray([x50(bb) for bb in pars], float)
|
|
|
+ suvvals = np.asarray(
|
|
|
+ [_to_raw_x50_scalar(v, trans) for v in xvals],
|
|
|
+ float,
|
|
|
+ )
|
|
|
+ svals = np.asarray(
|
|
|
+ [s50_from_b(bb, transform=trans) for bb in pars],
|
|
|
+ float,
|
|
|
+ )
|
|
|
+
|
|
|
+ add_row(
|
|
|
+ method,
|
|
|
+ b0_ci,
|
|
|
+ b1_ci,
|
|
|
+ _quantile_ci(xvals),
|
|
|
+ _quantile_ci(suvvals),
|
|
|
+ _quantile_ci(svals),
|
|
|
+ int(len(pars)),
|
|
|
+ )
|
|
|
+
|
|
|
+ return pd.DataFrame(rows)
|
|
|
+
|
|
|
+
|
|
|
+def combined_x50_model_bounds_table(
|
|
|
+ P,
|
|
|
+ keys=("FULL-RAW", "TRIM-RAW", "FULL-LOG", "TRIM-LOG"),
|
|
|
+ z=1.959963984540054,
|
|
|
+ alpha=0.05,
|
|
|
+ M_normal=MC_DRAWS_TABLE,
|
|
|
+ seed_normal=123,
|
|
|
+):
|
|
|
+ """Combine characteristic intervals with global curve-band summaries."""
|
|
|
+ import pandas as pd
|
|
|
+
|
|
|
+ param_df = param_ci_table_4methods(
|
|
|
+ P,
|
|
|
+ keys=keys,
|
|
|
+ z=z,
|
|
|
+ alpha=alpha,
|
|
|
+ include_point_est=True,
|
|
|
+ M_normal=M_normal,
|
|
|
+ seed_normal=seed_normal,
|
|
|
+ ).copy()
|
|
|
+
|
|
|
+ model_df = model_ci_table_4methods(P, keys=keys).copy()
|
|
|
+
|
|
|
+ global_df = (
|
|
|
+ model_df
|
|
|
+ .groupby(["Panel", "Method"], as_index=False)
|
|
|
+ .agg(
|
|
|
+ global_LL=("LL", "min"),
|
|
|
+ global_UL=("UL", "max"),
|
|
|
+ fit_min=("fit", "min"),
|
|
|
+ fit_max=("fit", "max"),
|
|
|
+ mean_width=("width", "mean"),
|
|
|
+ max_width=("width", "max"),
|
|
|
+ )
|
|
|
+ )
|
|
|
+
|
|
|
+ global_df["global_width"] = global_df["global_UL"] - global_df["global_LL"]
|
|
|
+
|
|
|
+ out = pd.merge(
|
|
|
+ param_df,
|
|
|
+ global_df,
|
|
|
+ on=["Panel", "Method"],
|
|
|
+ how="left",
|
|
|
+ )
|
|
|
+
|
|
|
+ preferred = [
|
|
|
+ "Panel", "Method", "transform",
|
|
|
+ "x50_hat", "x50_LCL", "x50_UCL", "x50_width",
|
|
|
+ "SUV50_hat", "SUV50_LCL", "SUV50_UCL", "SUV50_width",
|
|
|
+ "s50_hat", "s50_LCL", "s50_UCL", "s50_width",
|
|
|
+ "global_LL", "global_UL", "global_width",
|
|
|
+ "fit_min", "fit_max", "mean_width", "max_width", "B_used",
|
|
|
+ ]
|
|
|
+
|
|
|
+ cols = [c for c in preferred if c in out.columns] + [
|
|
|
+ c for c in out.columns if c not in preferred
|
|
|
+ ]
|
|
|
+
|
|
|
+ return out[cols]
|
|
|
+
|
|
|
+
|
|
|
+def bootstrap_diagnostics_table(P):
|
|
|
+ """Return success information for MC and bootstrap methods."""
|
|
|
+ import pandas as pd
|
|
|
+
|
|
|
+ rows = []
|
|
|
+ for panel, pk in P.items():
|
|
|
+ for method, diag in pk.get("bootstrap_diagnostics", {}).items():
|
|
|
+ rows.append({"Panel": panel, "Method": method, **diag})
|
|
|
+
|
|
|
+ return pd.DataFrame(rows)
|
|
|
+
|
|
|
+
|
|
|
+# ============================================================
|
|
|
+# 12) CI figure
|
|
|
+# ============================================================
|
|
|
+def plot_ci_four_panels(P):
|
|
|
+ import numpy as np
|
|
|
+ import matplotlib.pyplot as plt
|
|
|
+ import matplotlib.lines as mlines
|
|
|
+
|
|
|
+ plt.style.use("default")
|
|
|
+
|
|
|
+ COL_NC = "#4c9ed9"
|
|
|
+ COL_AE = "#f28e2b"
|
|
|
+ COL_FIT = "#000000"
|
|
|
+
|
|
|
+ # Methods displayed in the main figure
|
|
|
+ FIGURE_METHODS = [
|
|
|
+ "Wald",
|
|
|
+ "MC",
|
|
|
+ "Nonparametric",
|
|
|
+ "Parametric",
|
|
|
+ ]
|
|
|
+
|
|
|
+ styles = OrderedDict([
|
|
|
+ ("Wald", ("#2ca02c", "-.", 0.12)),
|
|
|
+ ("MC", ("#d62728", "--", 0.14)),
|
|
|
+ ("Nonparametric", ("#1f77b4", ":", 0.16)),
|
|
|
+ ("Parametric", ("#17becf", (0, (6, 2)), 0.14)),
|
|
|
+ ])
|
|
|
+
|
|
|
+ panel_order = [
|
|
|
+ "FULL-LOG",
|
|
|
+ "FULL-RAW",
|
|
|
+ "TRIM-LOG",
|
|
|
+ "TRIM-RAW",
|
|
|
+ ]
|
|
|
+ panel_letters = ["A", "B", "C", "D"]
|
|
|
+
|
|
|
+ fig, axs = plt.subplots(
|
|
|
+ 2,
|
|
|
+ 2,
|
|
|
+ figsize=(15, 10),
|
|
|
+ dpi=180,
|
|
|
+ sharex="col",
|
|
|
+ sharey=True,
|
|
|
+ )
|
|
|
+
|
|
|
+ for ax, key, letter in zip(
|
|
|
+ axs.flat,
|
|
|
+ panel_order,
|
|
|
+ panel_letters,
|
|
|
+ ):
|
|
|
+ pk = P[key]
|
|
|
+
|
|
|
+ x_raw = np.asarray(pk["x_raw"], float)
|
|
|
+ y = np.asarray(pk["y"], int)
|
|
|
+ xg_raw = np.asarray(pk["x_grid_raw"], float)
|
|
|
+ xg_model = np.asarray(pk["x_grid_model"], float)
|
|
|
+ transform = pk["transform"]
|
|
|
+
|
|
|
+ if transform == "raw":
|
|
|
+ xs = x_raw
|
|
|
+ xg = xg_raw
|
|
|
+ else:
|
|
|
+ xs = np.log(x_raw)
|
|
|
+ xg = xg_model
|
|
|
+
|
|
|
+ rng = np.random.default_rng(123 + ord(letter))
|
|
|
+ jit = (rng.random(len(y)) - 0.5) * 0.04
|
|
|
+
|
|
|
+ ax.scatter(
|
|
|
+ xs[y == 0],
|
|
|
+ (y + jit)[y == 0],
|
|
|
+ s=22,
|
|
|
+ alpha=0.45,
|
|
|
+ color=COL_NC,
|
|
|
+ edgecolors="none",
|
|
|
+ zorder=5,
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.scatter(
|
|
|
+ xs[y == 1],
|
|
|
+ (y + jit)[y == 1],
|
|
|
+ s=24,
|
|
|
+ alpha=0.85,
|
|
|
+ color=COL_AE,
|
|
|
+ edgecolors="none",
|
|
|
+ zorder=5,
|
|
|
+ )
|
|
|
+
|
|
|
+ for method in FIGURE_METHODS:
|
|
|
+ if method not in pk["bands"]:
|
|
|
+ continue
|
|
|
+
|
|
|
+ lo, _, hi = pk["bands"][method]
|
|
|
+ color, linestyle, fill_alpha = styles[method]
|
|
|
+
|
|
|
+ ax.fill_between(
|
|
|
+ xg,
|
|
|
+ lo,
|
|
|
+ hi,
|
|
|
+ color=color,
|
|
|
+ alpha=fill_alpha,
|
|
|
+ zorder=1,
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.plot(
|
|
|
+ xg,
|
|
|
+ lo,
|
|
|
+ color=color,
|
|
|
+ linestyle=linestyle,
|
|
|
+ lw=1.6,
|
|
|
+ zorder=2,
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.plot(
|
|
|
+ xg,
|
|
|
+ hi,
|
|
|
+ color=color,
|
|
|
+ linestyle=linestyle,
|
|
|
+ lw=1.6,
|
|
|
+ zorder=2,
|
|
|
+ )
|
|
|
+
|
|
|
+ fit_curve = model_p(
|
|
|
+ xg_model,
|
|
|
+ pk["b"],
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.plot(
|
|
|
+ xg,
|
|
|
+ fit_curve,
|
|
|
+ color=COL_FIT,
|
|
|
+ lw=2.5,
|
|
|
+ zorder=6,
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.text(
|
|
|
+ 0.03,
|
|
|
+ 0.95,
|
|
|
+ letter,
|
|
|
+ transform=ax.transAxes,
|
|
|
+ fontsize=15,
|
|
|
+ ha="left",
|
|
|
+ va="top",
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.set_ylim(-0.05, 1.05)
|
|
|
+ ax.grid(False)
|
|
|
+
|
|
|
+ ax.tick_params(
|
|
|
+ axis="both",
|
|
|
+ which="major",
|
|
|
+ labelsize=11,
|
|
|
+ length=4,
|
|
|
+ width=0.8,
|
|
|
+ direction="out",
|
|
|
+ )
|
|
|
+
|
|
|
+ axs[0, 0].set_ylabel(
|
|
|
+ r"$\mathrm{P(AE \mid X = x)}$",
|
|
|
+ fontsize=13,
|
|
|
+ )
|
|
|
+ axs[1, 0].set_ylabel(
|
|
|
+ r"$\mathrm{P(AE \mid X = x)}$",
|
|
|
+ fontsize=13,
|
|
|
+ )
|
|
|
+
|
|
|
+ axs[1, 0].set_xlabel(
|
|
|
+ r"$\log(\mathrm{X})$",
|
|
|
+ fontsize=13,
|
|
|
+ )
|
|
|
+ axs[1, 1].set_xlabel(
|
|
|
+ r"$\mathrm{X}$",
|
|
|
+ fontsize=13,
|
|
|
+ )
|
|
|
+
|
|
|
+ for ax in axs[0, :]:
|
|
|
+ ax.tick_params(
|
|
|
+ axis="x",
|
|
|
+ which="both",
|
|
|
+ labelbottom=False,
|
|
|
+ )
|
|
|
+
|
|
|
+ for ax in axs[:, 1]:
|
|
|
+ ax.tick_params(
|
|
|
+ axis="y",
|
|
|
+ which="both",
|
|
|
+ labelleft=False,
|
|
|
+ )
|
|
|
+
|
|
|
+ labels = {
|
|
|
+ "Wald": "CI: Wald 95%",
|
|
|
+ "MC": "CI: MC propagation 95%",
|
|
|
+ "Nonparametric": "CI: nonparametric bootstrap 95%",
|
|
|
+ "Parametric": "CI: parametric bootstrap 95%",
|
|
|
+ }
|
|
|
+
|
|
|
+ handles = [
|
|
|
+ mlines.Line2D(
|
|
|
+ [],
|
|
|
+ [],
|
|
|
+ marker="o",
|
|
|
+ color=COL_NC,
|
|
|
+ linestyle="None",
|
|
|
+ markersize=8,
|
|
|
+ label="data: NC",
|
|
|
+ ),
|
|
|
+ mlines.Line2D(
|
|
|
+ [],
|
|
|
+ [],
|
|
|
+ marker="o",
|
|
|
+ color=COL_AE,
|
|
|
+ linestyle="None",
|
|
|
+ markersize=8,
|
|
|
+ label="data: AE",
|
|
|
+ ),
|
|
|
+ mlines.Line2D(
|
|
|
+ [],
|
|
|
+ [],
|
|
|
+ color=COL_FIT,
|
|
|
+ lw=2.5,
|
|
|
+ label="fit",
|
|
|
+ ),
|
|
|
+ ]
|
|
|
+
|
|
|
+ for method in FIGURE_METHODS:
|
|
|
+ color, linestyle, _ = styles[method]
|
|
|
+
|
|
|
+ handles.append(
|
|
|
+ mlines.Line2D(
|
|
|
+ [],
|
|
|
+ [],
|
|
|
+ color=color,
|
|
|
+ lw=2,
|
|
|
+ linestyle=linestyle,
|
|
|
+ label=labels[method],
|
|
|
+ )
|
|
|
+ )
|
|
|
+
|
|
|
+ leg = axs[1, 1].legend(
|
|
|
+ handles=handles,
|
|
|
+ loc="lower right",
|
|
|
+ bbox_to_anchor=(0.98, 0.04),
|
|
|
+ fontsize=8.5,
|
|
|
+ frameon=True,
|
|
|
+ )
|
|
|
+
|
|
|
+ leg.get_frame().set_facecolor("white")
|
|
|
+ leg.get_frame().set_edgecolor("#bdbdbd")
|
|
|
+ leg.get_frame().set_linewidth(0.8)
|
|
|
+
|
|
|
+ fig.subplots_adjust(
|
|
|
+ left=0.08,
|
|
|
+ right=0.98,
|
|
|
+ bottom=0.08,
|
|
|
+ top=0.98,
|
|
|
+ wspace=0.06,
|
|
|
+ hspace=0.06,
|
|
|
+ )
|
|
|
+
|
|
|
+ return fig, axs
|
|
|
+# ============================================================
|
|
|
+# ELASTICITY ANALYSIS (x50 and s50)
|
|
|
+# ============================================================
|
|
|
+
|
|
|
+import numpy as np
|
|
|
+import matplotlib.pyplot as plt
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# Core elasticity computation
|
|
|
+# ------------------------------------------------------------
|
|
|
+def elasticity_x50_s50(theta, mode="raw"):
|
|
|
+ """
|
|
|
+ Elasticity for x50 and s50 with respect to theta0 and theta1.
|
|
|
+
|
|
|
+ mode
|
|
|
+ ----
|
|
|
+ 'raw' : eta = theta0 + theta1*x
|
|
|
+ 'log' : eta = theta0 + theta1*log(x)
|
|
|
+
|
|
|
+ Returns
|
|
|
+ -------
|
|
|
+ dict with:
|
|
|
+ theta0, theta1,
|
|
|
+ x50, s50,
|
|
|
+ E_x50_theta0, E_x50_theta1,
|
|
|
+ E_s50_theta0, E_s50_theta1
|
|
|
+ """
|
|
|
+ theta0, theta1 = map(float, np.asarray(theta).reshape(2))
|
|
|
+
|
|
|
+ if np.abs(theta1) < 1e-12:
|
|
|
+ return dict(
|
|
|
+ theta0=theta0,
|
|
|
+ theta1=theta1,
|
|
|
+ x50=np.nan,
|
|
|
+ s50=np.nan,
|
|
|
+ E_x50_theta0=np.nan,
|
|
|
+ E_x50_theta1=np.nan,
|
|
|
+ E_s50_theta0=np.nan,
|
|
|
+ E_s50_theta1=np.nan,
|
|
|
+ )
|
|
|
+
|
|
|
+ # =========================
|
|
|
+ # RAW MODEL
|
|
|
+ # =========================
|
|
|
+ if mode == "raw":
|
|
|
+ x50 = -theta0 / theta1
|
|
|
+ s50 = theta1 / 4.0
|
|
|
+
|
|
|
+ E_x50_theta0 = 1.0
|
|
|
+ E_x50_theta1 = -1.0
|
|
|
+
|
|
|
+ E_s50_theta0 = 0.0
|
|
|
+ E_s50_theta1 = 1.0
|
|
|
+
|
|
|
+ # =========================
|
|
|
+ # LOG MODEL
|
|
|
+ # =========================
|
|
|
+ elif mode == "log":
|
|
|
+ x50 = float(np.exp(-theta0 / theta1))
|
|
|
+ s50 = theta1 / (4.0 * x50)
|
|
|
+
|
|
|
+ E_x50_theta0 = -theta0 / theta1
|
|
|
+ E_x50_theta1 = theta0 / theta1
|
|
|
+
|
|
|
+ E_s50_theta0 = -E_x50_theta0
|
|
|
+ E_s50_theta1 = 1.0 - E_x50_theta1
|
|
|
+
|
|
|
+ else:
|
|
|
+ raise ValueError("mode must be 'raw' or 'log'")
|
|
|
+
|
|
|
+ return dict(
|
|
|
+ theta0=theta0,
|
|
|
+ theta1=theta1,
|
|
|
+ x50=x50,
|
|
|
+ s50=s50,
|
|
|
+ E_x50_theta0=E_x50_theta0,
|
|
|
+ E_x50_theta1=E_x50_theta1,
|
|
|
+ E_s50_theta0=E_s50_theta0,
|
|
|
+ E_s50_theta1=E_s50_theta1,
|
|
|
+ )
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# Table for 4 panels
|
|
|
+# ------------------------------------------------------------
|
|
|
+def elasticity_table_4panels(P, keys=None, make_plots=True):
|
|
|
+ import pandas as pd
|
|
|
+ import numpy as np
|
|
|
+
|
|
|
+ if keys is None:
|
|
|
+ keys = list(P.keys())
|
|
|
+
|
|
|
+ rows = []
|
|
|
+
|
|
|
+ for key in keys:
|
|
|
+ pk = P[key]
|
|
|
+
|
|
|
+ if "b" not in pk:
|
|
|
+ print(f"[skip] {key}: no fitted parameter key 'b'")
|
|
|
+ continue
|
|
|
+
|
|
|
+ theta = np.asarray(pk["b"], float).reshape(2)
|
|
|
+ transform = pk.get("transform", "raw")
|
|
|
+
|
|
|
+ res = elasticity_x50_s50(theta, mode=transform)
|
|
|
+
|
|
|
+ rows.append({
|
|
|
+ "Panel": key,
|
|
|
+ "transform": transform,
|
|
|
+ **res
|
|
|
+ })
|
|
|
+
|
|
|
+ df = pd.DataFrame(rows)
|
|
|
+
|
|
|
+ if make_plots and len(df) > 0:
|
|
|
+ plot_x50_values(df)
|
|
|
+ plot_s50_values(df)
|
|
|
+ plot_x50_theta1_elasticity(df)
|
|
|
+ plot_s50_theta1_elasticity(df)
|
|
|
+
|
|
|
+ return df
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# Plots
|
|
|
+# ------------------------------------------------------------
|
|
|
+def plot_x50_values(df):
|
|
|
+ fig, ax = plt.subplots(figsize=(7, 4))
|
|
|
+ ax.bar(df["Panel"], df["x50"])
|
|
|
+ ax.set_ylabel("x50")
|
|
|
+ ax.set_title("x50 across panels")
|
|
|
+ plt.xticks(rotation=30)
|
|
|
+ plt.tight_layout()
|
|
|
+ plt.show()
|
|
|
+
|
|
|
+
|
|
|
+def plot_s50_values(df):
|
|
|
+ fig, ax = plt.subplots(figsize=(7, 4))
|
|
|
+ ax.bar(df["Panel"], df["s50"])
|
|
|
+ ax.set_ylabel("s50")
|
|
|
+ ax.set_title("s50 across panels")
|
|
|
+ plt.xticks(rotation=30)
|
|
|
+ plt.tight_layout()
|
|
|
+ plt.show()
|
|
|
+
|
|
|
+
|
|
|
+def plot_x50_theta1_elasticity(df):
|
|
|
+ fig, ax = plt.subplots(figsize=(7, 4))
|
|
|
+ ax.bar(df["Panel"], df["E_x50_theta1"])
|
|
|
+ ax.set_ylabel("Elasticity")
|
|
|
+ ax.set_title("Elasticity of x50 w.r.t. theta1")
|
|
|
+ plt.xticks(rotation=30)
|
|
|
+ plt.tight_layout()
|
|
|
+ plt.show()
|
|
|
+
|
|
|
+
|
|
|
+def plot_s50_theta1_elasticity(df):
|
|
|
+ fig, ax = plt.subplots(figsize=(7, 4))
|
|
|
+ ax.bar(df["Panel"], df["E_s50_theta1"])
|
|
|
+ ax.set_ylabel("Elasticity")
|
|
|
+ ax.set_title("Elasticity of s50 w.r.t. theta1")
|
|
|
+ plt.xticks(rotation=30)
|
|
|
+ plt.tight_layout()
|
|
|
+ plt.show()
|
|
|
+# ------------------------------------------------------------
|
|
|
+# logistic helpers for noise analysis
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+# ============================================================
|
|
|
+# NOISE ANALYSIS FOR LOGISTIC MODEL
|
|
|
+# Correct x50 for RAW and LOG models
|
|
|
+# ============================================================
|
|
|
+
|
|
|
+import os
|
|
|
+import numpy as np
|
|
|
+import matplotlib.pyplot as plt
|
|
|
+import matplotlib.lines as mlines
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# logistic fit / prediction / x50
|
|
|
+# CONSISTENT WITH MAIN LOGISTIC ANALYSIS
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+def fit_logistic_x(x_raw, y, transform="raw", l2=1e-8):
|
|
|
+ x_raw = np.clip(np.asarray(x_raw, float).ravel(), 1e-12, None)
|
|
|
+ y = np.asarray(y, int).ravel()
|
|
|
+
|
|
|
+ if transform == "raw":
|
|
|
+ x_model = x_raw
|
|
|
+ elif transform == "log":
|
|
|
+ x_model = np.log(x_raw)
|
|
|
+ else:
|
|
|
+ raise ValueError("transform must be 'raw' or 'log'")
|
|
|
+
|
|
|
+ return fit_newton(x_model, y, l2=l2)
|
|
|
+
|
|
|
+
|
|
|
+def predict_curve_x(b, x_grid_raw, transform="raw"):
|
|
|
+ x_grid_raw = np.clip(np.asarray(x_grid_raw, float), 1e-12, None)
|
|
|
+
|
|
|
+ if transform == "raw":
|
|
|
+ x_model = x_grid_raw
|
|
|
+ elif transform == "log":
|
|
|
+ x_model = np.log(x_grid_raw)
|
|
|
+ else:
|
|
|
+ raise ValueError("transform must be 'raw' or 'log'")
|
|
|
+
|
|
|
+ return model_p(x_model, b)
|
|
|
+
|
|
|
+
|
|
|
+def x50_from_b(b, transform="raw"):
|
|
|
+ b = np.asarray(b, float).reshape(2)
|
|
|
+ x50_model = x50(b)
|
|
|
+
|
|
|
+ if not np.isfinite(x50_model):
|
|
|
+ return np.nan
|
|
|
+
|
|
|
+ if transform == "raw":
|
|
|
+ return float(x50_model)
|
|
|
+ elif transform == "log":
|
|
|
+ return float(np.exp(x50_model))
|
|
|
+ else:
|
|
|
+ raise ValueError("transform must be 'raw' or 'log'")
|
|
|
+
|
|
|
+
|
|
|
+def check_noise_x50(pack):
|
|
|
+ b = np.asarray(pack["b_clean"], float).reshape(2)
|
|
|
+ transform = pack["transform"]
|
|
|
+ x50_raw = pack["x50"]
|
|
|
+
|
|
|
+ x50_model = x50_raw if transform == "raw" else np.log(x50_raw)
|
|
|
+ p50 = model_p(np.array([x50_model]), b)[0]
|
|
|
+
|
|
|
+ print(
|
|
|
+ "transform =", transform,
|
|
|
+ "| x50_raw =", x50_raw,
|
|
|
+ "| P(x50) =", p50
|
|
|
+ )
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# noise helpers
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+def add_noise_mult(x, sigma, rng):
|
|
|
+ x = np.asarray(x, float)
|
|
|
+ return np.clip(x * np.exp(rng.normal(0, sigma, size=x.shape)), 1e-12, None)
|
|
|
+
|
|
|
+
|
|
|
+def add_noise_add(x, sigma, rng):
|
|
|
+ x = np.asarray(x, float)
|
|
|
+ return np.clip(x + rng.normal(0, sigma, size=x.shape), 1e-12, None)
|
|
|
+
|
|
|
+
|
|
|
+def band_quantiles(curves):
|
|
|
+ C = np.vstack(curves)
|
|
|
+ return np.quantile(C, [0.025, 0.5, 0.975], axis=0)
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# build noise bands
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+def noise_logistic_bands(
|
|
|
+ x_raw,
|
|
|
+ y,
|
|
|
+ transform="raw",
|
|
|
+ sigma_mult=0.129,
|
|
|
+ sigma_add=0.144,
|
|
|
+ x_max=5,
|
|
|
+ grid_n=1000,
|
|
|
+ n_refit=200,
|
|
|
+ n_tta=3000,
|
|
|
+ seed=1234,
|
|
|
+ l2=1e-8,
|
|
|
+):
|
|
|
+ rng = np.random.default_rng(seed)
|
|
|
+
|
|
|
+ x_raw = np.clip(np.asarray(x_raw, float).ravel(), 1e-12, None)
|
|
|
+ y = np.asarray(y).astype(int).ravel()
|
|
|
+
|
|
|
+ xc = np.linspace(1e-12, x_max, grid_n)
|
|
|
+
|
|
|
+ b_clean = fit_logistic_x(x_raw, y, transform=transform, l2=l2)
|
|
|
+ clean = predict_curve_x(b_clean, xc, transform=transform)
|
|
|
+ x50_val = x50_from_b(b_clean, transform=transform)
|
|
|
+
|
|
|
+ curves = []
|
|
|
+ for _ in range(n_refit):
|
|
|
+ xn = add_noise_mult(x_raw, sigma_mult, rng)
|
|
|
+ bn = fit_logistic_x(xn, y, transform=transform, l2=l2)
|
|
|
+ curves.append(predict_curve_x(bn, xc, transform=transform))
|
|
|
+ mult_refit = band_quantiles(curves)
|
|
|
+
|
|
|
+ curves = []
|
|
|
+ for _ in range(n_tta):
|
|
|
+ xn = add_noise_mult(xc, sigma_mult, rng)
|
|
|
+ curves.append(predict_curve_x(b_clean, xn, transform=transform))
|
|
|
+ mult_tta = band_quantiles(curves)
|
|
|
+
|
|
|
+ curves = []
|
|
|
+ for _ in range(n_refit):
|
|
|
+ xn = add_noise_add(x_raw, sigma_add, rng)
|
|
|
+ bn = fit_logistic_x(xn, y, transform=transform, l2=l2)
|
|
|
+ curves.append(predict_curve_x(bn, xc, transform=transform))
|
|
|
+ add_refit = band_quantiles(curves)
|
|
|
+
|
|
|
+ curves = []
|
|
|
+ for _ in range(n_tta):
|
|
|
+ xn = add_noise_add(xc, sigma_add, rng)
|
|
|
+ curves.append(predict_curve_x(b_clean, xn, transform=transform))
|
|
|
+ add_tta = band_quantiles(curves)
|
|
|
+
|
|
|
+ return {
|
|
|
+ "xc": xc,
|
|
|
+ "clean": clean,
|
|
|
+ "x50": x50_val,
|
|
|
+ "b_clean": b_clean,
|
|
|
+ "transform": transform,
|
|
|
+ "l2": float(l2),
|
|
|
+ "mult_refit": mult_refit,
|
|
|
+ "mult_tta": mult_tta,
|
|
|
+ "add_refit": add_refit,
|
|
|
+ "add_tta": add_tta,
|
|
|
+ }
|
|
|
+
|
|
|
+ from scipy.ndimage import gaussian_filter1d
|
|
|
+
|
|
|
+ lo = np.quantile(curves, 0.025, axis=0)
|
|
|
+ md = np.quantile(curves, 0.500, axis=0)
|
|
|
+ hi = np.quantile(curves, 0.975, axis=0)
|
|
|
+
|
|
|
+# smooth boundaries
|
|
|
+ lo = gaussian_filter1d(lo, sigma=8)
|
|
|
+ md = gaussian_filter1d(md, sigma=8)
|
|
|
+ hi = gaussian_filter1d(hi, sigma=8)
|
|
|
+
|
|
|
+ return lo, md, hi
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# legend
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+def noise_legend_handles():
|
|
|
+ return [
|
|
|
+ mlines.Line2D([], [], marker="o", color="#2b8cbe",
|
|
|
+ linestyle="None", markersize=7, label="NC data"),
|
|
|
+ mlines.Line2D([], [], marker="o", color="#d7301f",
|
|
|
+ linestyle="None", markersize=7, label="AE data"),
|
|
|
+ mlines.Line2D([], [], color="black", lw=2.2, label="Initial fit"),
|
|
|
+ mlines.Line2D([], [], color="#1f78b4", lw=6, alpha=0.24,
|
|
|
+ label="refit band, multiplicative noise"),
|
|
|
+ mlines.Line2D([], [], color="#1f78b4", lw=6, alpha=0.10,
|
|
|
+ label="fixed-model band, multiplicative noise"),
|
|
|
+ mlines.Line2D([], [], color="#e66101", lw=6, alpha=0.24,
|
|
|
+ label="refit band, additive noise"),
|
|
|
+ mlines.Line2D([], [], color="#e66101", lw=6, alpha=0.10,
|
|
|
+ label="fixed-model band, additive noise"),
|
|
|
+ mlines.Line2D([], [], color="#666666", ls="--", lw=1.2,
|
|
|
+ label=r"$x_{50}$"),
|
|
|
+ ]
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# plot one panel
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+def plot_noise_panel(ax, pack, kind="mult", label="A", X=None, y=None):
|
|
|
+ COL_MULT = "#1f78b4"
|
|
|
+ COL_ADD = "#e66101"
|
|
|
+ COL_NC = "#2b8cbe"
|
|
|
+ COL_AE = "#d7301f"
|
|
|
+
|
|
|
+ xc = pack["xc"]
|
|
|
+ clean = pack["clean"]
|
|
|
+ x50_val = pack["x50"]
|
|
|
+
|
|
|
+ if kind == "mult":
|
|
|
+ refit = pack["mult_refit"]
|
|
|
+ tta = pack["mult_tta"]
|
|
|
+ color = COL_MULT
|
|
|
+ elif kind == "add":
|
|
|
+ refit = pack["add_refit"]
|
|
|
+ tta = pack["add_tta"]
|
|
|
+ color = COL_ADD
|
|
|
+ else:
|
|
|
+ raise ValueError("kind must be 'mult' or 'add'")
|
|
|
+
|
|
|
+ lo_r, _, hi_r = refit
|
|
|
+ lo_t, _, hi_t = tta
|
|
|
+
|
|
|
+ ax.fill_between(xc, lo_t, hi_t, color=color, alpha=0.10, zorder=1)
|
|
|
+ ax.fill_between(xc, lo_r, hi_r, color=color, alpha=0.24, zorder=2)
|
|
|
+
|
|
|
+ ax.plot(xc, lo_r, color=color, lw=1.0, alpha=0.65, zorder=3)
|
|
|
+ ax.plot(xc, hi_r, color=color, lw=1.0, alpha=0.65, zorder=3)
|
|
|
+
|
|
|
+ ax.plot(xc, clean, color="black", lw=2.2, zorder=5)
|
|
|
+ ax.axvline(x50_val, color="#666666", ls="--", lw=1.2, alpha=0.9, zorder=4)
|
|
|
+
|
|
|
+ lo_r_x = np.interp(x50_val, xc, lo_r)
|
|
|
+ hi_r_x = np.interp(x50_val, xc, hi_r)
|
|
|
+ lo_t_x = np.interp(x50_val, xc, lo_t)
|
|
|
+ hi_t_x = np.interp(x50_val, xc, hi_t)
|
|
|
+
|
|
|
+ if X is not None and y is not None:
|
|
|
+ X = np.asarray(X).ravel()
|
|
|
+ y = np.asarray(y).astype(int).ravel()
|
|
|
+
|
|
|
+ ax.scatter(
|
|
|
+ X[y == 0], np.zeros(np.sum(y == 0)),
|
|
|
+ color=COL_NC, s=24, alpha=0.75,
|
|
|
+ edgecolors="none", zorder=7
|
|
|
+ )
|
|
|
+ ax.scatter(
|
|
|
+ X[y == 1], np.ones(np.sum(y == 1)),
|
|
|
+ color=COL_AE, s=24, alpha=0.75,
|
|
|
+ edgecolors="none", zorder=7
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.text(0.03, 0.97, label, transform=ax.transAxes,
|
|
|
+ ha="left", va="top", fontsize=15)
|
|
|
+
|
|
|
+ variant_txt = "FULL" if label in ["A", "B"] else "TRIM"
|
|
|
+ d_ref = hi_r_x - lo_r_x
|
|
|
+ d_tta = hi_t_x - lo_t_x
|
|
|
+
|
|
|
+ info_txt = (
|
|
|
+ f"{variant_txt}\n"
|
|
|
+ f"$x_{{50}}$={x50_val:.2f}\n"
|
|
|
+ f"$\\Delta r$={d_ref:.2f} $\\Delta t$={d_tta:.2f}"
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.text(
|
|
|
+ 0.02, 0.14,
|
|
|
+ info_txt,
|
|
|
+ transform=ax.transAxes,
|
|
|
+ fontsize=10,
|
|
|
+ color="#222",
|
|
|
+ ha="left", va="bottom",
|
|
|
+ bbox=dict(facecolor="white", edgecolor=color,
|
|
|
+ boxstyle="square,pad=0.25", alpha=0.9)
|
|
|
+ )
|
|
|
+
|
|
|
+ ax.set_xlim(0, xc.max())
|
|
|
+ ax.set_ylim(-0.05, 1.05)
|
|
|
+ ax.grid(alpha=0.25)
|
|
|
+ ax.tick_params(axis="both", labelsize=10)
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# full noise figure
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+def plot_noise_figure(
|
|
|
+ pack_full,
|
|
|
+ pack_trim,
|
|
|
+ X_full,
|
|
|
+ y_full,
|
|
|
+ X_trim,
|
|
|
+ y_trim,
|
|
|
+ figsize=(12, 9),
|
|
|
+ dpi=300,
|
|
|
+):
|
|
|
+ fig, axes = plt.subplots(
|
|
|
+ 2, 2,
|
|
|
+ figsize=figsize,
|
|
|
+ dpi=dpi,
|
|
|
+ sharex=True,
|
|
|
+ sharey=True
|
|
|
+ )
|
|
|
+
|
|
|
+ axes = axes.ravel()
|
|
|
+
|
|
|
+ plot_noise_panel(axes[0], pack_full, kind="mult", label="A", X=X_full, y=y_full)
|
|
|
+ plot_noise_panel(axes[1], pack_full, kind="add", label="B", X=X_full, y=y_full)
|
|
|
+ plot_noise_panel(axes[2], pack_trim, kind="mult", label="C", X=X_trim, y=y_trim)
|
|
|
+ plot_noise_panel(axes[3], pack_trim, kind="add", label="D", X=X_trim, y=y_trim)
|
|
|
+
|
|
|
+ axes[0].set_ylabel(r"$P(\mathrm{AE}\mid X=x)$", fontsize=12)
|
|
|
+ axes[2].set_ylabel(r"$P(\mathrm{AE}\mid X=x)$", fontsize=12)
|
|
|
+ axes[2].set_xlabel(r"$X$", fontsize=12)
|
|
|
+ axes[3].set_xlabel(r"$X$", fontsize=12)
|
|
|
+
|
|
|
+ handles = noise_legend_handles()
|
|
|
+
|
|
|
+ leg = axes[3].legend(
|
|
|
+ handles=handles,
|
|
|
+ loc="lower right",
|
|
|
+ bbox_to_anchor=(0.97, 0.05),
|
|
|
+ fontsize=9,
|
|
|
+ frameon=True
|
|
|
+ )
|
|
|
+
|
|
|
+ frame = leg.get_frame()
|
|
|
+ frame.set_facecolor("white")
|
|
|
+ frame.set_edgecolor("#bdbdbd")
|
|
|
+ frame.set_linewidth(0.8)
|
|
|
+
|
|
|
+ fig.tight_layout()
|
|
|
+ return fig, axes
|
|
|
+
|
|
|
+
|
|
|
+# ------------------------------------------------------------
|
|
|
+# wrapper
|
|
|
+# ------------------------------------------------------------
|
|
|
+
|
|
|
+def make_noise_figure(
|
|
|
+ X_full,
|
|
|
+ y_full,
|
|
|
+ X_trim,
|
|
|
+ y_trim,
|
|
|
+ transform="raw",
|
|
|
+ sigma_mult=0.129,
|
|
|
+ sigma_add=0.144,
|
|
|
+ x_max=5,
|
|
|
+ grid_n=1000,
|
|
|
+ n_refit=1100,
|
|
|
+ n_tta=10000,
|
|
|
+ seed=1234,
|
|
|
+ l2=1e-8,
|
|
|
+ save_path=None,
|
|
|
+):
|
|
|
+ pack_full = noise_logistic_bands(
|
|
|
+ X_full, y_full,
|
|
|
+ transform=transform,
|
|
|
+ sigma_mult=sigma_mult,
|
|
|
+ sigma_add=sigma_add,
|
|
|
+ x_max=x_max,
|
|
|
+ grid_n=grid_n,
|
|
|
+ n_refit=n_refit,
|
|
|
+ n_tta=n_tta,
|
|
|
+ seed=seed,
|
|
|
+ l2=l2,
|
|
|
+ )
|
|
|
+
|
|
|
+ pack_trim = noise_logistic_bands(
|
|
|
+ X_trim, y_trim,
|
|
|
+ transform=transform,
|
|
|
+ sigma_mult=sigma_mult,
|
|
|
+ sigma_add=sigma_add,
|
|
|
+ x_max=x_max,
|
|
|
+ grid_n=grid_n,
|
|
|
+ n_refit=n_refit,
|
|
|
+ n_tta=n_tta,
|
|
|
+ seed=seed + 100,
|
|
|
+ l2=l2,
|
|
|
+ )
|
|
|
+
|
|
|
+ print("FULL n:", len(X_full), "x50:", pack_full["x50"])
|
|
|
+ print("TRIM n:", len(X_trim), "x50:", pack_trim["x50"])
|
|
|
+ check_noise_x50(pack_full)
|
|
|
+ check_noise_x50(pack_trim)
|
|
|
+
|
|
|
+ fig, axes = plot_noise_figure(
|
|
|
+ pack_full, pack_trim,
|
|
|
+ X_full, y_full,
|
|
|
+ X_trim, y_trim,
|
|
|
+ figsize=(12, 9),
|
|
|
+ dpi=300,
|
|
|
+ )
|
|
|
+
|
|
|
+ if save_path is not None:
|
|
|
+ folder = os.path.dirname(save_path)
|
|
|
+ if folder:
|
|
|
+ os.makedirs(folder, exist_ok=True)
|
|
|
+
|
|
|
+ fig.savefig(f"{save_path}.png", dpi=300, bbox_inches="tight")
|
|
|
+ fig.savefig(f"{save_path}.pdf", bbox_inches="tight")
|
|
|
+
|
|
|
+ return fig, axes, pack_full, pack_trim
|