2019-04-04 10:08:23 +02:00
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#!/usr/bin/env python3
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import numpy as np
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2019-05-05 14:00:26 +02:00
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from scipy import integrate
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from scipy.stats import norm
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import matplotlib.pyplot as plt
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2019-04-04 10:08:23 +02:00
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def ddp(x):
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2019-05-05 15:50:24 +02:00
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mean = 0; sigma = 1
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2019-04-04 10:08:23 +02:00
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return norm.pdf(x,mean,sigma)
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2019-05-05 14:00:26 +02:00
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def quant(centroids, X):
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bornes = (centroids[:-1]+centroids[1:])/2
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bornes = np.insert(bornes,0,-np.inf)
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bornes = np.append(bornes,np.inf)
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xquant =np.zeros(len(X))
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for k in range(len(X)):
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for i in range(len(bornes)):
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if X[k]>=bornes[i] and X[k] <bornes[i+1]:
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xquant[k] = centroids[i]
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return xquant
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def llyodMax(X,M,maxiter=1000,eps=1e-6):
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#répartition uniforme des bornes
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step = (np.max(X)-np.min(X))/(M-2)
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Xmin = np.min(X)
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bornes = np.array([i*step+Xmin for i in range(M-1)])
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bornes = np.insert(bornes,0,-np.inf)
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bornes = np.append(bornes,np.inf)
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centroids = np.zeros(M)
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for it in range(maxiter):
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old_centroids = centroids.copy()
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for i in range(M):
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centroids[i] = integrate.quad(lambda x: x*ddp(x),bornes[i],bornes[i+1])[0]\
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/integrate.quad(lambda x: ddp(x),bornes[i],bornes[i+1])[0]
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bornes[1:-1] = (centroids[:-1]+centroids[1:])/2
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err = np.linalg.norm(centroids-old_centroids)
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if err < eps :
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break
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return centroids
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2019-04-04 10:08:23 +02:00
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2019-05-05 14:00:26 +02:00
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M = 4
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X = np.random.normal(0,1,1000)
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centroids = llyodMax(X,M)
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bornes = (centroids[:-1]+centroids[1:])/2
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2019-05-05 15:50:24 +02:00
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bornes = np.insert(bornes,0,-np.inf); bornes = np.append(bornes,np.inf)
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2019-05-05 14:00:26 +02:00
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plt.figure()
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plt.plot(X)
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plt.plot(quant(bornes,X))
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plt.show()
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