r"""
Module containing the `~halotools.mock_observables.rp_pi_tpcf_jackknife` function used to
calculate the two point correlation function and covariance matrix.
"""
from __future__ import absolute_import, division, print_function, unicode_literals
import numpy as np
from astropy.utils.misc import NumpyRNGContext
from .tpcf_estimators import _TP_estimator, _TP_estimator_requirements
from .tpcf_estimators import _TP_estimator_crossx
from .rp_pi_tpcf import _rp_pi_tpcf_process_args
from .tpcf_jackknife import get_subvolume_numbers, _enclose_in_box
from .clustering_helpers import process_optional_input_sample2, verify_tpcf_estimator
from ..mock_observables_helpers import (
enforce_sample_has_correct_shape,
get_separation_bins_array,
get_line_of_sight_bins_array,
get_period,
get_num_threads,
)
from ..pair_counters.mesh_helpers import _enforce_maximum_search_length
from ..pair_counters import npairs_jackknife_xy_z
from ..catalog_analysis_helpers import cuboid_subvolume_labels
__all__ = ("rp_pi_tpcf_jackknife",)
__author__ = ("Duncan Campbell", "Andrew Hearin")
np.seterr(divide="ignore", invalid="ignore") # ignore divide by zero in e.g. DD/RR
[docs]
def rp_pi_tpcf_jackknife(
sample1,
randoms,
rp_bins,
pi_bins,
Nsub=[5, 5, 5],
sample2=None,
period=None,
do_auto=True,
do_cross=True,
estimator="Natural",
num_threads=1,
seed=None,
approx_cell1_size=None,
approx_cell2_size=None,
approx_cellran_size=None,
):
r"""
redshift space correlation function, :math:`\xi(r_{p}, \pi)` and the covariance
matrix, :math:`{C}_{ij}`, between ith and jth bin.
The covariance matrix is calculated using spatial jackknife sampling of the data
volume. The spatial samples are defined by splitting the box along each dimension,
N times, set by the ``Nsub`` argument.
Example calls to this function appear in the documentation below.
See the :ref:`mock_obs_pos_formatting` documentation page for
instructions on how to transform your coordinate position arrays into the
format accepted by the ``sample1`` and ``sample2`` arguments.
Parameters
----------
sample1 : array_like
Npts1 x 3 numpy array containing 3-D positions of points.
See the :ref:`mock_obs_pos_formatting` documentation page, or the
Examples section below, for instructions on how to transform
your coordinate position arrays into the
format accepted by the ``sample1`` and ``sample2`` arguments.
Length units are comoving and assumed to be in Mpc/h, here and throughout Halotools.
randoms : array_like
Nran x 3 array containing 3-D positions of randomly distributed points.
rp_bins : array_like
array of boundaries defining the radial bins perpendicular to the LOS in which
pairs are counted.
Length units are comoving and assumed to be in Mpc/h, here and throughout Halotools.
pi_bins : array_like
array of boundaries defining the p radial bins parallel to the LOS in which
pairs are counted.
Length units are comoving and assumed to be in Mpc/h, here and throughout Halotools.
Nsub : array_like, optional
Lenght-3 numpy array of number of divisions along each dimension defining
jackknife sample subvolumes. If single integer is given, it is assumed to be
equivalent for each dimension. The total number of samples used is then given by
*numpy.prod(Nsub)*. Default is 5 divisions per dimension.
sample2 : array_like, optional
Npts2 x 3 array containing 3-D positions of points.
Passing ``sample2`` as an input permits the calculation of
the cross-correlation function. Default is None, in which case only the
auto-correlation function will be calculated.
period : array_like, optional
Length-3 sequence defining the periodic boundary conditions
in each dimension. If you instead provide a single scalar, Lbox,
period is assumed to be the same in all Cartesian directions.
If set to None (the default option), PBCs are set to infinity.
Length units are comoving and assumed to be in Mpc/h, here and throughout Halotools.
do_auto : boolean, optional
Boolean determines whether the auto-correlation function will
be calculated and returned. Default is True.
do_cross : boolean, optional
Boolean determines whether the cross-correlation function will
be calculated and returned. Only relevant when ``sample2`` is also provided.
Default is True for the case where ``sample2`` is provided, otherwise False.
estimator : string, optional
Statistical estimator for the tpcf.
Options are 'Natural', 'Davis-Peebles', 'Hewett' , 'Hamilton', 'Landy-Szalay'
Default is 'Natural'.
num_threads : int, optional
Number of threads to use in calculation, where parallelization is performed
using the python ``multiprocessing`` module. Default is 1 for a purely serial
calculation, in which case a multiprocessing Pool object will
never be instantiated. A string 'max' may be used to indicate that
the pair counters should use all available cores on the machine.
approx_cell1_size : array_like, optional
Length-3 array serving as a guess for the optimal manner by how points
will be apportioned into subvolumes of the simulation box.
The optimum choice unavoidably depends on the specs of your machine.
Default choice is to use Lbox/10 in each dimension,
which will return reasonable result performance for most use-cases.
Performance can vary sensitively with this parameter, so it is highly
recommended that you experiment with this parameter when carrying out
performance-critical calculations.
approx_cell2_size : array_like, optional
Analogous to ``approx_cell1_size``, but for sample2. See comments for
``approx_cell1_size`` for details.
approx_cellran_size : array_like, optional
Analogous to ``approx_cell1_size``, but for randoms. See comments for
``approx_cell1_size`` for details.
seed : int, optional
Random number seed used to randomly downsample data, if applicable.
Default is None, in which case downsampling will be stochastic.
Returns
-------
correlation_function(s) : numpy.ndarray
*len(rp_bins)-1* by *len(pi_bins)-1* ndarray containing the correlation function
:math:`\xi(r_p, \pi)` computed in each of the bins defined by input ``rp_bins``
and ``pi_bins``.
.. math::
1 + \xi(r_{p},\pi) = \mathrm{DD}r_{p},\pi) / \mathrm{RR}r_{p},\pi)
if ``estimator`` is set to 'Natural', where :math:`\mathrm{DD}(r_{p},\pi)`
is calculated by the pair counter, and :math:`\mathrm{RR}(r_{p},\pi)` is counted
internally using "analytic randoms" if ``randoms`` is set to None
(see notes for further details).
If ``sample2`` is passed as input (and not exactly the same as ``sample1``),
three arrays of shape *len(rp_bins)-1* by *len(pi_bins)-1* are returned:
.. math::
\xi_{11}(r_{p},\pi), \xi_{12}(r_{p},\pi), \xi_{22}(r_{p},\pi),
the autocorrelation of ``sample1``, the cross-correlation between ``sample1`` and
``sample2``, and the autocorrelation of ``sample2``, respectively. If
``do_auto`` or ``do_cross`` is set to False, the appropriate result(s) are
returned.
cov_matrix(ices) : numpy.ndarray
*[len(rp_bins)-1] \times [len(pi_bins)-1]* by *[len(rp_bins)-1] \times [len(pi_bins)-1]*
ndarray containing the covariance matrix :math:`C_{ij}`
If ``sample2`` is passed as input three ndarrays of shape
*[len(rp_bins)-1] \times [len(pi_bins)-1]* by *[len(rp_bins)-1] \times [len(pi_bins)-1]* are returned:
.. math::
C^{11}_{ij}, C^{12}_{ij}, C^{22}_{ij},
the associated covariance matrices of
:math:`\xi_{p 11}(r_p, \pi), \xi_{p 12}(r_p, \pi), \xi_{p 22}(r_p, \pi)`. If ``do_auto`` or ``do_cross``
is set to False, the appropriate result(s) is not returned.
Notes
-----
The jackknife sampling of pair counts is done internally in
`~halotools.mock_observables.pair_counters.npairs_jackknife_xy_z`.
Pairs are counted such that when 'removing' subvolume :math:`k`, and counting a
pair in subvolumes :math:`i` and :math:`j`:
.. math::
D_i D_j += \left \{
\begin{array}{ll}
1.0 & : i \neq k, j \neq k \\
0.5 & : i \neq k, j=k \\
0.5 & : i = k, j \neq k \\
0.0 & : i=j=k \\
\end{array}
\right.
The returned covariance matrix is 2-D.
The indices of the matrix are in row-major order. To access the covariance between
the (ith rp_bin and the jth pi_bin) and the (kth rp_bin and the lth pi_bin) of the covariance matrix C,
sigma2 = C[Npi_bins*i+j,Npi_bins*k+l]
where Npi_bins = len(pi_bins)-1
Examples
--------
For demonstration purposes we create a randomly distributed set of points
within a periodic cube of box length Lbox = 250 Mpc/h.
>>> Npts = 1000
>>> Lbox = 100.
>>> x = np.random.uniform(0, Lbox, Npts)
>>> y = np.random.uniform(0, Lbox, Npts)
>>> z = np.random.uniform(0, Lbox, Npts)
We transform our *x, y, z* points into the array shape used by the pair-counter by
taking the transpose of the result of `numpy.vstack`. This boilerplate transformation
is used throughout the `~halotools.mock_observables` sub-package:
>>> coords = np.vstack((x,y,z)).T
Create some 'randoms' in the same way:
>>> Nran = Npts*3
>>> xran = np.random.uniform(0, Lbox, Nran)
>>> yran = np.random.uniform(0, Lbox, Nran)
>>> zran = np.random.uniform(0, Lbox, Nran)
>>> randoms = np.vstack((xran,yran,zran)).T
Calculate the jackknife covariance matrix by dividing the simulation box
into 3 samples per dimension (for a total of 3^3 total jackknife samples):
>>> rp_bins = np.logspace(0.5, 1.5, 8)
>>> pi_bins = np.logspace(0.5, 1.5, 8)
>>> xi, xi_cov = rp_pi_tpcf_jackknife(coords, randoms, rp_bins, pi_bins, Nsub=3, period=Lbox)
To get the standard deviation in each bin of the correlation function
>>> sigma = np.sqrt(np.diagonal(xi_cov)).reshape(len(rp_bins)-1,len(pi_bins)-1)
"""
# process input parameters
function_args = (
sample1,
rp_bins,
pi_bins,
sample2,
randoms,
period,
do_auto,
do_cross,
estimator,
num_threads,
approx_cell1_size,
approx_cell2_size,
approx_cellran_size,
seed,
)
(
sample1,
rp_bins,
pi_bins,
sample2,
randoms,
period,
do_auto,
do_cross,
num_threads,
_sample1_is_sample2,
PBCs,
) = _rp_pi_tpcf_jackknife_process_args(*function_args)
# determine box size the data occupies.
# This is used in determining jackknife samples.
if PBCs is False:
sample1, sample2, randoms, Lbox = _enclose_in_box(sample1, sample2, randoms)
else:
Lbox = period
do_DD, do_DR, do_RR = _TP_estimator_requirements(estimator)
N1 = len(sample1)
N2 = len(sample2)
NR = len(randoms)
j_index_1, N_sub_vol = cuboid_subvolume_labels(sample1, Nsub, Lbox)
j_index_2, N_sub_vol = cuboid_subvolume_labels(sample2, Nsub, Lbox)
j_index_random, N_sub_vol = cuboid_subvolume_labels(randoms, Nsub, Lbox)
# number of points in each subvolume
NR_subs = get_subvolume_numbers(j_index_random, N_sub_vol)
N1_subs = get_subvolume_numbers(j_index_1, N_sub_vol)
N2_subs = get_subvolume_numbers(j_index_2, N_sub_vol)
# number of points in each jackknife sample
N1_subs = N1 - N1_subs
N2_subs = N2 - N2_subs
NR_subs = NR - NR_subs
# calculate all the pair counts
D1D1, D1D2, D2D2 = jnpair_counts(
sample1,
sample2,
j_index_1,
j_index_2,
N_sub_vol,
rp_bins,
pi_bins,
period,
num_threads,
do_auto,
do_cross,
_sample1_is_sample2,
)
# pull out the full and sub sample results
if do_auto is True:
D1D1_full = D1D1[0, :, :]
D1D1_sub = D1D1[1:, :, :]
D2D2_full = D2D2[0, :, :]
D2D2_sub = D2D2[1:, :, :]
if do_cross is True:
D1D2_full = D1D2[0, :, :]
D1D2_sub = D1D2[1:, :, :]
# do random counts
D1R, RR = jrandom_counts(
sample1,
randoms,
j_index_1,
j_index_random,
N_sub_vol,
rp_bins,
pi_bins,
period,
num_threads,
do_DR,
do_RR,
)
if _sample1_is_sample2:
D2R = D1R
else:
if do_DR is True:
D2R, RR_dummy = jrandom_counts(
sample2,
randoms,
j_index_2,
j_index_random,
N_sub_vol,
rp_bins,
pi_bins,
period,
num_threads,
do_DR,
do_RR=False,
)
else:
D2R = None
if do_DR is True:
D1R_full = D1R[0, :, :]
D1R_sub = D1R[1:, :, :]
D2R_full = D2R[0, :, :]
D2R_sub = D2R[1:, :, :]
else:
D1R_full = None
D1R_sub = None
D2R_full = None
D2R_sub = None
if do_RR is True:
RR_full = RR[0, :, :]
RR_sub = RR[1:, :, :]
else:
RR_full = None
RR_sub = None
# calculate the correlation function for the full sample
if do_auto is True:
xi_11_full = _TP_estimator(
D1D1_full, D1R_full, RR_full, N1, N1, NR, NR, estimator
)
xi_22_full = _TP_estimator(
D2D2_full, D2R_full, RR_full, N2, N2, NR, NR, estimator
)
if do_cross is True:
xi_12_full = _TP_estimator_crossx(
D1D2_full, D1R_full, D2R_full, RR_full, N1, N2, NR, NR, estimator
)
# calculate the correlation function for the subsamples
if do_auto is True:
xi_11_sub = _TP_estimator(
D1D1_sub, D1R_sub, RR_sub, N1_subs, N1_subs, NR_subs, NR_subs, estimator
)
xi_22_sub = _TP_estimator(
D2D2_sub, D2R_sub, RR_sub, N2_subs, N2_subs, NR_subs, NR_subs, estimator
)
if do_cross is True:
xi_12_sub = _TP_estimator_crossx(
D1D2_sub,
D1R_sub,
D2R_sub,
RR_sub,
N1_subs,
N2_subs,
NR_subs,
NR_subs,
estimator,
)
# calculate the covariance matrix
# format correlation functions into 1-D vector
if do_auto is True:
xi_11_sub_flat = np.reshape(
xi_11_sub, (N_sub_vol, (len(rp_bins) - 1) * (len(pi_bins) - 1))
)
xi_22_sub_flat = np.reshape(
xi_22_sub, (N_sub_vol, (len(rp_bins) - 1) * (len(pi_bins) - 1))
)
if do_cross is True:
xi_12_sub_flat = np.reshape(
xi_12_sub, (N_sub_vol, (len(rp_bins) - 1) * (len(pi_bins) - 1))
)
if do_auto is True:
xi_11_cov = np.array(np.cov(xi_11_sub_flat.T, bias=True)) * (N_sub_vol - 1)
xi_22_cov = np.array(np.cov(xi_22_sub_flat.T, bias=True)) * (N_sub_vol - 1)
if do_cross is True:
xi_12_cov = np.array(np.cov(xi_12_sub_flat.T, bias=True)) * (N_sub_vol - 1)
if _sample1_is_sample2:
return xi_11_full, xi_11_cov
else:
if (do_auto is True) & (do_cross is True):
return xi_11_full, xi_12_full, xi_22_full, xi_11_cov, xi_12_cov, xi_22_cov
elif do_auto is True:
return xi_11_full, xi_22_full, xi_11_cov, xi_22_cov
elif do_cross is True:
return xi_12_full, xi_12_cov
def jnpair_counts(
sample1,
sample2,
j_index_1,
j_index_2,
N_sub_vol,
rp_bins,
pi_bins,
period,
num_threads,
do_auto,
do_cross,
_sample1_is_sample2,
):
"""
Count jackknife data pairs: DD
"""
if do_auto is True:
D1D1 = npairs_jackknife_xy_z(
sample1,
sample1,
rp_bins,
pi_bins,
period=period,
jtags1=j_index_1,
jtags2=j_index_1,
N_samples=N_sub_vol,
num_threads=num_threads,
)
D1D1 = np.diff(np.diff(D1D1, axis=1), axis=2)
else:
D1D1 = None
D2D2 = None
if _sample1_is_sample2:
D1D2 = D1D1
D2D2 = D1D1
else:
if do_cross is True:
D1D2 = npairs_jackknife_xy_z(
sample1,
sample2,
rp_bins,
pi_bins,
period=period,
jtags1=j_index_1,
jtags2=j_index_2,
N_samples=N_sub_vol,
num_threads=num_threads,
)
D1D2 = np.diff(np.diff(D1D2, axis=1), axis=2)
else:
D1D2 = None
if do_auto is True:
D2D2 = npairs_jackknife_xy_z(
sample2,
sample2,
rp_bins,
pi_bins,
period=period,
jtags1=j_index_2,
jtags2=j_index_2,
N_samples=N_sub_vol,
num_threads=num_threads,
)
D2D2 = np.diff(np.diff(D2D2, axis=1), axis=2)
return D1D1, D1D2, D2D2
def jrandom_counts(
sample,
randoms,
j_index,
j_index_randoms,
N_sub_vol,
rp_bins,
pi_bins,
period,
num_threads,
do_DR,
do_RR,
):
"""
Count jackknife random pairs: DR, RR
"""
if do_DR is True:
DR = npairs_jackknife_xy_z(
sample,
randoms,
rp_bins,
pi_bins,
period=period,
jtags1=j_index,
jtags2=j_index_randoms,
N_samples=N_sub_vol,
num_threads=num_threads,
)
DR = np.diff(np.diff(DR, axis=1), axis=2)
else:
DR = None
if do_RR is True:
RR = npairs_jackknife_xy_z(
randoms,
randoms,
rp_bins,
pi_bins,
period=period,
jtags1=j_index_randoms,
jtags2=j_index_randoms,
N_samples=N_sub_vol,
num_threads=num_threads,
)
RR = np.diff(np.diff(RR, axis=1), axis=2)
else:
RR = None
return DR, RR
def _rp_pi_tpcf_jackknife_process_args(
sample1,
rp_bins,
pi_bins,
sample2,
randoms,
period,
do_auto,
do_cross,
estimator,
num_threads,
approx_cell1_size,
approx_cell2_size,
approx_cellran_size,
seed,
):
"""
Private method to do bounds-checking on the arguments passed to
`~halotools.mock_observables.redshift_space_tpcf`.
"""
sample1 = enforce_sample_has_correct_shape(sample1)
sample2, _sample1_is_sample2, do_cross = process_optional_input_sample2(
sample1, sample2, do_cross
)
if randoms is not None:
randoms = np.atleast_1d(randoms)
rp_bins = get_separation_bins_array(rp_bins)
rp_max = np.amax(rp_bins)
pi_bins = get_line_of_sight_bins_array(pi_bins)
pi_max = np.amax(pi_bins)
period, PBCs = get_period(period)
# process randoms parameter
if np.shape(randoms) == (1,):
N_randoms = randoms[0]
if PBCs is True:
with NumpyRNGContext(seed):
randoms = np.random.random((N_randoms, 3)) * period
else:
msg = (
"\n When no `period` parameter is passed, \n"
"the user must provide true randoms, and \n"
"not just the number of randoms desired."
)
raise KeyError(msg)
_enforce_maximum_search_length([rp_max, rp_max, pi_max], period)
if (randoms is None) & (PBCs is False):
msg = "If no PBCs are specified, randoms must be provided.\n"
raise ValueError(msg)
try:
assert do_auto == bool(do_auto)
assert do_cross == bool(do_cross)
except:
msg = "`do_auto` and `do_cross` keywords must be boolean-valued."
raise ValueError(msg)
num_threads = get_num_threads(num_threads)
verify_tpcf_estimator(estimator)
return (
sample1,
rp_bins,
pi_bins,
sample2,
randoms,
period,
do_auto,
do_cross,
num_threads,
_sample1_is_sample2,
PBCs,
)