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Re-write pearsonr to use Resolve
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rcomer committed Dec 15, 2023
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6 changes: 4 additions & 2 deletions docs/src/whatsnew/latest.rst
Original file line number Diff line number Diff line change
Expand Up @@ -96,6 +96,8 @@ This document explains the changes made to Iris for this release
lazy data from file. This will also speed up coordinate comparison.
(:pull:`5610`)

#. `@rcomer`_ modified :func:`~iris.analysis.stats.pearsonr` so it preserves
lazy data in all cases and also runs a little faster. (:pull:`5638`)

🔥 Deprecations
===============
Expand All @@ -106,8 +108,8 @@ This document explains the changes made to Iris for this release
🔗 Dependencies
===============

#. `@bjlittle`_ enforced the minimum pin of ``numpy>1.21`` in accordance with the `NEP29 Drop Schedule`_.
(:pull:`5525`)
#. `@bjlittle`_ and `@rcomer`_ enforced the minimum pin of ``numpy>1.22`` in
accordance with the `NEP29 Drop Schedule`_. (:pull:`5525`, :pull:`5638`)


📚 Documentation
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183 changes: 92 additions & 91 deletions lib/iris/analysis/stats.py
Original file line number Diff line number Diff line change
Expand Up @@ -2,15 +2,14 @@
#
# This file is part of Iris and is released under the BSD license.
# See LICENSE in the root of the repository for full licensing details.
"""Statistical operations between cubes.
"""
"""Statistical operations between cubes."""

import dask.array as da
import numpy as np
import numpy.ma as ma

import iris
from iris.util import broadcast_to_shape
from iris.common import Resolve
from iris.util import _mask_array


def pearsonr(
Expand All @@ -21,37 +20,37 @@ def pearsonr(
mdtol=1.0,
common_mask=False,
):
"""Calculate the Pearson's r correlation coefficient over specified
dimensions.
Args:
"""Calculate the Pearson's r correlation coefficient over specified dimensions.
* cube_a, cube_b (cubes):
Parameters
----------
cube_a,cube_b : iris.cube.Cube
Cubes between which the correlation will be calculated. The cubes
should either be the same shape and have the same dimension coordinates
or one cube should be broadcastable to the other.
* corr_coords (str or list of str):
corr_coords : str or list of str
The cube coordinate name(s) over which to calculate correlations. If no
names are provided then correlation will be calculated over all common
cube dimensions.
* weights (numpy.ndarray, optional):
weights : numpy.ndarray, optional
Weights array of same shape as (the smaller of) cube_a and cube_b. Note
that latitude/longitude area weights can be calculated using
:func:`iris.analysis.cartography.area_weights`.
* mdtol (float, optional):
mdtol : float, default=1
Tolerance of missing data. The missing data fraction is calculated
based on the number of grid cells masked in both cube_a and cube_b. If
this fraction exceed mdtol, the returned value in the corresponding
cell is masked. mdtol=0 means no missing data is tolerated while
mdtol=1 means the resulting element will be masked if and only if all
contributing elements are masked in cube_a or cube_b. Defaults to 1.
* common_mask (bool):
contributing elements are masked in cube_a or cube_b.
common_mask : bool, default=False
If True, applies a common mask to cube_a and cube_b so only cells which
are unmasked in both cubes contribute to the calculation. If False, the
variance for each cube is calculated from all available cells. Defaults
to False.
variance for each cube is calculated from all available cells.
Returns:
Returns
-------
iris.cube.Cube
A cube of the correlation between the two input cubes along the
specified dimensions, at each point in the remaining dimensions of the
cubes.
Expand All @@ -61,14 +60,15 @@ def pearsonr(
time/altitude cube describing the latitude/longitude (i.e. pattern)
correlation at each time/altitude point.
Notes
-----
If either of the input cubes has lazy data, the result will have lazy data.
Reference:
https://en.wikipedia.org/wiki/Pearson_correlation_coefficient
This operation is non-lazy.
"""

# Assign larger cube to cube_1
# Assign larger cube to cube_1 for simplicity.
if cube_b.ndim > cube_a.ndim:
cube_1 = cube_b
cube_2 = cube_a
Expand All @@ -78,90 +78,91 @@ def pearsonr(

smaller_shape = cube_2.shape

dim_coords_1 = [coord.name() for coord in cube_1.dim_coords]
dim_coords_2 = [coord.name() for coord in cube_2.dim_coords]
common_dim_coords = list(set(dim_coords_1) & set(dim_coords_2))
# Get the broadcast, auto-transposed safe versions of the cube operands.
resolver = Resolve(cube_1, cube_2)
cube_1 = resolver.lhs_cube_resolved
cube_2 = resolver.rhs_cube_resolved

if cube_1.has_lazy_data() or cube_2.has_lazy_data():
al = da
array_1 = cube_1.lazy_data()
array_2 = cube_2.lazy_data()
else:
al = np
array_1 = cube_1.data
array_2 = cube_2.data

# If no coords passed then set to all common dimcoords of cubes.
if corr_coords is None:
corr_coords = common_dim_coords

def _ones_like(cube):
# Return a copy of cube with the same mask, but all data values set to 1.
# The operation is non-lazy.
# For safety we also discard any cell-measures and ancillary-variables, to
# avoid cube arithmetic possibly objecting to them, or inadvertently retaining
# them in the result where they might be inappropriate.
ones_cube = cube.copy()
ones_cube.data = np.ones_like(cube.data)
ones_cube.rename("unknown")
ones_cube.units = 1
for cm in ones_cube.cell_measures():
ones_cube.remove_cell_measure(cm)
for av in ones_cube.ancillary_variables():
ones_cube.remove_ancillary_variable(av)
return ones_cube
dim_coords_1 = {coord.name() for coord in cube_1.dim_coords}
dim_coords_2 = {coord.name() for coord in cube_2.dim_coords}
corr_coords = list(dim_coords_1.intersection(dim_coords_2))

# Interpret coords as array dimensions.
corr_dims = set()
for coord in corr_coords:
corr_dims.update(cube_1.coord_dims(coord))

corr_dims = tuple(corr_dims)

# Match up data masks if required.
if common_mask:
# Create a cube of 1's with a common mask.
if ma.is_masked(cube_2.data):
mask_cube = _ones_like(cube_2)
else:
mask_cube = 1.0
if ma.is_masked(cube_1.data):
# Take a slice to avoid unnecessary broadcasting of cube_2.
slice_coords = [
dim_coords_1[i]
for i in range(cube_1.ndim)
if dim_coords_1[i] not in common_dim_coords
and np.array_equal(
cube_1.data.mask.any(axis=i), cube_1.data.mask.all(axis=i)
)
]
cube_1_slice = next(cube_1.slices_over(slice_coords))
mask_cube = _ones_like(cube_1_slice) * mask_cube
# Apply common mask to data.
if isinstance(mask_cube, iris.cube.Cube):
cube_1 = cube_1 * mask_cube
cube_2 = mask_cube * cube_2
dim_coords_2 = [coord.name() for coord in cube_2.dim_coords]

# Broadcast weights to shape of cubes if necessary.
if weights is None or cube_1.shape == smaller_shape:
weights_1 = weights
weights_2 = weights
mask_1 = al.ma.getmaskarray(array_1)
if al is np:
# Reduce all invariant dimensions of mask_1 to length 1. This avoids
# unnecessary broadcasting of array_2.
index = tuple(
slice(0, 1)
if np.array_equal(mask_1.any(axis=dim), mask_1.all(axis=dim))
else slice(None)
for dim in range(mask_1.ndim)
)
mask_1 = mask_1[index]

array_2 = _mask_array(array_2, mask_1)
array_1 = _mask_array(array_1, al.ma.getmaskarray(array_2))

# Broadcast weights to shape of arrays if necessary.
if weights is None:
weights_1 = weights_2 = None
else:
if weights.shape != smaller_shape:
raise ValueError(
"weights array should have dimensions {}".format(smaller_shape)
)
msg = f"weights array should have dimensions {smaller_shape}"
raise ValueError(msg)

dims_1_common = [
i for i in range(cube_1.ndim) if dim_coords_1[i] in common_dim_coords
]
weights_1 = broadcast_to_shape(weights, cube_1.shape, dims_1_common)
if cube_2.shape != smaller_shape:
dims_2_common = [
i for i in range(cube_2.ndim) if dim_coords_2[i] in common_dim_coords
]
weights_2 = broadcast_to_shape(weights, cube_2.shape, dims_2_common)
else:
weights_2 = weights
if resolver.reorder_src_dims is not None:
# Apply same transposition as was done to cube_2 within Resolve.
weights = weights.transpose(resolver.reorder_src_dims)

# Reshape to add in any length-1 dimensions needed for broadcasting.
weights = weights.reshape(cube_2.shape)

weights_2 = np.broadcast_to(weights, array_2.shape)
weights_1 = np.broadcast_to(weights, array_1.shape)

# Calculate correlations.
s1 = cube_1 - cube_1.collapsed(corr_coords, iris.analysis.MEAN, weights=weights_1)
s2 = cube_2 - cube_2.collapsed(corr_coords, iris.analysis.MEAN, weights=weights_2)
s1 = array_1 - al.ma.average(
array_1, axis=corr_dims, weights=weights_1, keepdims=True
)
s2 = array_2 - al.ma.average(
array_2, axis=corr_dims, weights=weights_2, keepdims=True
)

s_prod = resolver.cube(s1 * s2)

covar = (s1 * s2).collapsed(
# Use cube collapsed method as it takes care of coordinate collapsing and missing
# data tolerance.
covar = s_prod.collapsed(
corr_coords, iris.analysis.SUM, weights=weights_1, mdtol=mdtol
)
var_1 = (s1**2).collapsed(corr_coords, iris.analysis.SUM, weights=weights_1)
var_2 = (s2**2).collapsed(corr_coords, iris.analysis.SUM, weights=weights_2)

denom = iris.analysis.maths.apply_ufunc(
np.sqrt, var_1 * var_2, new_unit=covar.units
)
var_1 = iris.analysis._sum(s1**2, axis=corr_dims, weights=weights_1)
var_2 = iris.analysis._sum(s2**2, axis=corr_dims, weights=weights_2)

denom = np.sqrt(var_1 * var_2)

corr_cube = covar / denom
corr_cube.rename("Pearson's r")
corr_cube.units = 1

return corr_cube
2 changes: 2 additions & 0 deletions lib/iris/common/resolve.py
Original file line number Diff line number Diff line change
Expand Up @@ -304,6 +304,7 @@ def __init__(self, lhs=None, rhs=None):
#: operands, where the direction of the mapping is governed by
#: :attr:`~iris.common.resolve.Resolve.map_rhs_to_lhs`.
self.mapping = None # set in _metadata_mapping
self.reorder_src_dims = None # set in _as_compatible_cubes

#: Cache containing a list of dim, aux and scalar coordinates prepared
#: and ready for creating and attaching to the resultant resolved
Expand Down Expand Up @@ -440,6 +441,7 @@ def _as_compatible_cubes(self):

# Determine whether a transpose of the src cube is necessary.
if order != sorted(order):
self.reorder_src_dims = order
new_src_data = new_src_data.transpose(order)
logger.debug(
f"transpose src {self._src_cube_position} cube with order {order}"
Expand Down
37 changes: 19 additions & 18 deletions lib/iris/tests/unit/analysis/stats/test_pearsonr.py
Original file line number Diff line number Diff line change
Expand Up @@ -12,12 +12,13 @@
import numpy.ma as ma

import iris
import iris._lazy_data
import iris.analysis.stats as stats
from iris.exceptions import CoordinateNotFoundError


@tests.skip_data
class Test(tests.IrisTest):
class TestLazy(tests.IrisTest):
def setUp(self):
# 3D cubes:
cube_temp = iris.load_cube(
Expand Down Expand Up @@ -126,36 +127,29 @@ def test_non_existent_coord(self):

def test_mdtol(self):
cube_small = self.cube_a[:, 0, 0]
cube_small_masked = cube_small.copy()
cube_small_masked.data = ma.array(
cube_small.data, mask=np.array([0, 0, 0, 1, 1, 1], dtype=bool)
)
cube_small_masked = iris.util.mask_cube(cube_small, [0, 0, 0, 1, 1, 1])
r1 = stats.pearsonr(cube_small, cube_small_masked)
r2 = stats.pearsonr(cube_small, cube_small_masked, mdtol=0.49)
self.assertArrayAlmostEqual(r1.data, np.array([0.74586593]))
self.assertMaskedArrayEqual(r2.data, ma.array([0], mask=[True]))

def test_common_mask_simple(self):
cube_small = self.cube_a[:, 0, 0]
cube_small_masked = cube_small.copy()
cube_small_masked.data = ma.array(
cube_small.data, mask=np.array([0, 0, 0, 1, 1, 1], dtype=bool)
)
cube_small_masked = iris.util.mask_cube(cube_small, [0, 0, 0, 1, 1, 1])
r = stats.pearsonr(cube_small, cube_small_masked, common_mask=True)
self.assertArrayAlmostEqual(r.data, np.array([1.0]))

def test_common_mask_broadcast(self):
cube_small = self.cube_a[:, 0, 0]
cube_small = iris.util.mask_cube(self.cube_a[:, 0, 0], [0, 0, 0, 0, 0, 1])
mask_2d = np.zeros((6, 2), dtype=bool)
# 2d mask varies on unshared coord:
mask_2d[0, 1] = 1

cube_small_2d = self.cube_a[:, 0:2, 0]
cube_small.data = ma.array(
cube_small.data, mask=np.array([0, 0, 0, 0, 0, 1], dtype=bool)
)
cube_small_2d.data = ma.array(
np.tile(cube_small.data[:, np.newaxis], 2),
mask=np.zeros((6, 2), dtype=bool),
cube_small_2d.data = iris.util._mask_array(
cube_small.core_data().reshape(6, 1), mask_2d
)
# 2d mask varies on unshared coord:
cube_small_2d.data.mask[0, 1] = 1

r = stats.pearsonr(
cube_small,
cube_small_2d,
Expand All @@ -169,5 +163,12 @@ def test_common_mask_broadcast(self):
self.assertArrayAlmostEqual(r.data, np.array([1.0, 1.0]))


class TestReal(TestLazy):
def setUp(self):
super().setUp()
for cube in [self.cube_a, self.cube_b]:
cube.data


if __name__ == "__main__":
tests.main()
2 changes: 1 addition & 1 deletion requirements/py310.yml
Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@ dependencies:
- libnetcdf !=4.9.1
- matplotlib-base >=3.5
- netcdf4
- numpy >1.21, !=1.24.3
- numpy >1.22, !=1.24.3
- python-xxhash
- pyproj
- scipy
Expand Down
2 changes: 1 addition & 1 deletion requirements/py311.yml
Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@ dependencies:
- libnetcdf !=4.9.1
- matplotlib-base >=3.5
- netcdf4
- numpy >1.21, !=1.24.3
- numpy >1.22, !=1.24.3
- python-xxhash
- pyproj
- scipy
Expand Down
2 changes: 1 addition & 1 deletion requirements/py39.yml
Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@ dependencies:
- libnetcdf !=4.9.1
- matplotlib-base >=3.5
- netcdf4
- numpy >1.21, !=1.24.3
- numpy >1.22, !=1.24.3
- python-xxhash
- pyproj
- scipy
Expand Down
2 changes: 1 addition & 1 deletion requirements/pypi-core.txt
Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,7 @@ dask[array]>=2022.9.0
# libnetcdf!=4.9.1 (not available on PyPI)
matplotlib>=3.5
netcdf4
numpy>1.21,!=1.24.3
numpy>1.22,!=1.24.3
pyproj
scipy
shapely!=1.8.3
Expand Down

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